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

Diego Dominici·Charles Knessl
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Abstract

We 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.

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Diego Dominici, Charles Knessl. 2003-06-17. On a Small Elliptic Perturbation of a Backward-Forward Parabolic Problem, with Applications to Stochastic Models. https://arxiv.org/abs/math/0306261

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