On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models

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dc.creatorDominici, Diego
dc.creatorKnessl, Charles
dc.date2003-06-17
dc.date.accessioned2026-07-07T04:59:01Z
dc.date.available2026-07-07T04:59:01Z
dc.descriptionWe consider an elliptic PDE in two variables. As one parameter approaches zero, this PDE collapses to a parabolic one, that is forward parabolic in a part of the domain and backward parabolic in the remainder. Such problems arise naturally in various stochastic models, such as fluid models for data-handling systems and Markov-modulated queues. We employ singular perturbation methods to study the problem for small values of the parameter.
dc.identifierhttps://arxiv.org/abs/math/0306261
dc.identifierhttp://arxiv.org/abs/math/0306261
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/67815
dc.subjectAnalysis of PDEs
dc.subjectProbability
dc.titleOn a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models
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