Letteratura scientifica selezionata sul tema "Slow-Fast asymptotic analysis"

The paper is to investigate the asymptotic stability for a general class of linear time-invariant singularly perturbed systems with multiple non-commensurate time delays. It is a common practice to investigate the asymptotic stability of the original system by establishing that of its slow subsystem and fast subsystem. A frequency-domain approach is first presented to determine a sufficient condition for the asymptotic stability of the slow subsystem (reduced-order model), which is a singular system with multiple time delays, and the fast subsystem. Two delay-dependent criteria, ε-dependent and ε-independent, are then proposed in terms of the H∞-norm for the asymptotic stability of the original system. Furthermore, a simple estimate of an upper bound ε* of singular perturbation parameter ε is proposed so that the original system is asymptotically stable for any ε∈0,ε*. Two numerical examples are provided to illustrate the use of our main results.

In general, a mathematical model that contains many linear/nonlinear differential equations, describing a phenomenon, does not have an explicit hierarchy of system variables. That is, the identification of the fast variables and the slow variables of the system is not explicitly clear. The decomposition of a system into fast and slow subsystems is usually based on intuitive ideas and knowledge of the mathematical model being investigated. In this study, we apply the singular perturbed vector field (SPVF) method to the COVID-19 mathematical model of to expose the hierarchy of the model. This decomposition enables us to rewrite the model in new coordinates in the form of fast and slow subsystems and, hence, to investigate only the fast subsystem with different asymptotic methods. In addition, this decomposition enables us to investigate the stability analysis of the model, which is important in case of COVID-19. We found the stable equilibrium points of the mathematical model and compared the results of the model with those reported by the Chinese authorities and found a fit of approximately 96 percent.

In this paper we investigate the possibility of fast waves affecting the evolution of slow balanced dynamics in the regime $Ro\sim Fr\ll 1$ of a rotating shallow water system, where $Ro$ and $Fr$ are the Rossby and Froude numbers respectively. The problem is set up as an initial value problem with unbalanced initial data. The method of multiple time scale asymptotic analysis is used to derive an evolution equation for the slow dynamics that holds for $t\lesssim 1/(fRo^{2})$, $f$ being the inertial frequency. This slow evolution equation is affected by the fast waves and thus does not form a closed system. Furthermore, it is shown that energy and enstrophy exchange can take place between the slow and fast dynamics. As a consequence, the quasi-geostrophic ideology of describing the slow dynamics of the balanced flow without any information on the fast modes breaks down. Further analysis is carried out in a doubly periodic domain for a few geostrophic and wave modes. A simple set of slowly evolving amplitude equations is then derived using resonant wave interaction theory to demonstrate that significant wave-balanced flow interactions can take place in the long-time limit. In this reduced system consisting of two geostrophic modes and two wave modes, the presence of waves considerably affects the interactions between the geostrophic modes, the waves acting as a catalyst in promoting energetic interactions among geostrophic modes.

It has been found that the surface of implied volatility has appeared in financial market embrace volatility “Smile” and volatility “Smirk” through the long-term observation. Compared to the conventional Black-Scholes option pricing models, it has been proved to provide more accurate results by stochastic volatility model in terms of the implied volatility, while the classic stochastic volatility model fails to capture the term structure phenomenon of volatility “Smirk.” More attempts have been made to correct for American put option price with incorporating a fast-scale stochastic volatility and a slow-scale stochastic volatility in this paper. Given that the combination in the process of multiscale volatility may lead to a high-dimensional differential equation, an asymptotic approximation method is employed to reduce the dimension in this paper. The numerical results of finite difference show that the multiscale volatility model can offer accurate explanations of the behavior of American put option price.

This work deals with the approximate reduction of a nonautonomous two time scales ordinary differential equations system with periodic fast dynamics. We illustrate this technique with the analysis of two models belonging to different fields in ecology. On the one hand, we deal with a two patches periodic predator–prey model with a refuge for prey. Considering migrations between patches to be faster than local interaction allows us to study a three-dimensional system by means of a two-dimensional one. On the other hand, a two time scales periodic eco-epidemic model is addressed by considering two competing species, one of them being affected by a periodic SIR epidemic process which is faster than inter-species interactions. The difference between time scales allows us to study the asymptotic behavior of the four-dimensional system by means of a planar, reduced one. Furthermore, we propose a methodology straightforwardly applicable to a very large class of two time scales periodic systems.

AbstractPressure vibrations in hydraulic systems are a widespread problem and can be caused by external excitation or self-exciting mechanisms. Although vibrations cannot be completely avoided in most cases, at least their frequencies must be known in order to prevent resonant excitation of adjacent components. While external excitation frequencies are known in most cases, the estimation of self-excited vibration amplitudes and frequencies is often difficult. Usually, numerical studies have to be executed in order to elaborate parameter influences, which is computationally expensive. The same holds true for the prediction of forced oscillation amplitudes. This contribution proposes asymptotic approximations of forced and self-excited oscillations in a simple hydraulic circuit consisting of a pump, an ideal consumer and a pressure control valve. Two excitation mechanisms of practical interest, namely pump pulsations (forced vibrations) and valve instability (self-excited vibrations), are analyzed. The system dynamics are described by a singularly perturbed third-order differential equation. By separating slow and fast variables in the system without external excitation, a first-order approximation of the slow manifold is computed. The flow on the slow manifold is approximated by an averaging procedure, whose piecewise defined zero-order solution maps the valve’s switching property. A modification of the procedure allows for the asymptotic approximation of the system’s forced response to an external excitation. The approximate solutions are validated within a realistic parameter range by comparison with numerical solutions of the full system equations.

Clearing functions (CFs), which express a mathematical relationship between the expected throughput of a production facility in a planning period and its workload (or work-inprogress, WIP) in that period have shown considerable promise for modeling WIP-dependent cycle times in production planning. While steady-state queueing models are commonly used to derive analytic expressions for CFs, the finite length of planning periods calls their validity into question. We apply a different approach to propose a mechanistic model for one-resource, one-product factory shop based on the analogy between the operation of machine and enzyme molecule. The model is reduced to a singularly perturbed system of two differential equations for slow (WIP) and fast (busy machines) variables, respectively. The analysis of this slow-fast system finds that CF is nothing but a result of the asymptotic expansion of the slow invariant manifold. The validity of CF is ultimately determined by how small is the parameter multiplying the derivative of the fast variable. It is shown that sufficiently small characteristic ratio ’working machines: WIP’ guarantees the applicability of CF approximation in unsteady-state operation.

In this study, a singularly perturbed linear time-delay system of neutral type is considered. It is assumed that the delay is small of order of a small positive parameter multiplying a part of the derivatives in the system. This system is decomposed asymptotically into two much simpler parameter-free subsystems, the slow and fast ones. Using this decomposition, an asymptotic analysis of the spectrum of the considered system is carried out. Based on this spectrum analysis, parameter-free conditions guaranteeing the exponential stability of the original system for all sufficiently small values of the parameter are derived. Illustrative examples are presented.

P-wave amplitude anomalies below reservoir zones can be used as hydrocarbon markers. Some of those anomalies are considerably delayed relatively to the reflections from the reservoir zone. High P-wave attenuation and velocity dispersion of the observed P-waves cannot justify such delays. The hypothesis that these amplitude anomalies are caused by wave propagation through a layered permeable gaseous reservoir is evaluated. The wave propagation through highly interbedded reservoirs suggest an anomalous amount of mode conversions between fast and slow P-waves. The converted P-waves, which propagated even a short distance as slow P-waves, should be significantly delayed and attenuated comparatively, with the fast P-wave reflections. The amplitudes and arrival time variations of conventional and converted P-wave reflections at low seismic frequencies were evaluated by means of an asymptotic analysis. The calculations confirmed that the amplitude anomalies due to converted P-waves are noticeably delayed in time relatively to fast P-wave reflections. However, the amplitudes of the modeled converted P-waves were much lower than the amplitude anomalies observed from exploration cases.

In this paper an alternative approach to the method of asymptotic expansions for the study of a singularly perturbed linear system with multiparameters and multiple time scales is developed. The method consists of developing a linear non-singular transformation that transforms an arbitrary n—time scale system into a diagonal form. Furthermore, a dichotomy transformation is employed to decompose the faster subsystems into stable and unstable modes. Fast, slow, stable and unstable modes decomposition processes provide a modern technique to find an approximate solution of the original system in terms of the solution of an auxiliary system. This method yields a constructive and computationally attractive way to investigate the system.

La théorie des dynamiques adaptatives est une branche de la biologie de l'évolution qui étudie les liens entre Écologie et Évolution. Les hypothèses biologiques qui définissent son cadre sont celles de mutations rares et petites et de grande population asexuée. Les modèles de dynamiques adaptatives décrivent la population au niveau des individus, lesquels sont caractérisés par leurs phénotypes, et visent à étudier l'influence des mécanismes d'hérédité, de mutation et de sélection sur l'évolution à long terme de la population. Le succès de cette théorie vient notamment de sa capacité à fournir une description de l'évolution à long terme du phénotype dominant dans la population comme solution de "l'Équation Canonique des Dynamiques Adaptatives'' dirigée par un gradient de fitness, où la fitness décrit la possibilité d'invasions mutantes, et est construite à partir de paramètres écologiques. Deux approches mathématiques principales portant sur l'équation canonique ont été développées à ce jour: une approche basée sur des EDP et une approche stochastique. Malgré son succès, l'approche stochastique est critiquée par des biologistes puisqu'elle est basée sur une hypothèse non-réaliste de mutations trop rares. Le but de cette thèse est de corriger cette controverse biologique en proposant des modèles probabilistes plus réalistes. Plus précisément, le but est de s'intéresser mathématiquement, sous une double asymptotique de grande population et de petites mutations, aux conséquences d'une nouvelle hypothèse biologique de mutations fréquentes sur l'équation canonique. Il s'agit de déterminer, à partir d'un modèle stochastique individu-centré, le comportement en temps long du trait phénotypique moyen de la population. La question que l'on se pose se reformule en une analyse asymptotique lent-rapide agissant sur deux échelles de temps éco-évolutives. Une échelle lente correspondant à la dynamique du trait moyen et une rapide correspondant à la dynamique d'évolution de la distribution recentrée et dilatée des traits. Cette analyse asymptotique lent-rapide repose sur des techniques de moyennisation. Cette méthode requiert d'identifier et de caractériser le comportement asymptotique de la composante rapide et que cette dernière possède des propriétés d'ergodicité. Plus précisément, le comportement en temps long de la composante rapide est non-classique et correspond à celui d'une diffusion à valeurs mesures originale qui s'interprète comme un processus de Fleming-Viot recentré que l'on caractérise comme l'unique solution d'un certain problème de martingale. Une partie de ces résultats repose sur une relation de dualité portant sur ce processus non-classique et nécessite des conditions de moments sur les données initiales. Au moyen de techniques de couplage et de la correspondance entre les processus particulaires de Moran et les généalogies de Kingman, on établit que le processus de Fleming-Viot recentré satisfait une propriété d'ergodicité avec résultat de convergence exponentielle en variation totale. La mise en œuvre des méthodes de moyennisation, inspirée par Kurtz, est fondée sur des arguments de compacité-unicité. L'idée consiste à prouver la compacité des lois du couple constitué de la composante lente et de la mesure d'occupation de la composante rapide puis d'établir un problème de martingale pour tous points d'accumulation de la famille des lois de ce couple. La dernière étape consiste à identifier ces points d'accumulation. Cette méthode requiert notamment l'introduction de temps d'arrêt pour contrôler les moments de la composante rapide et de prouver qu'ils tendent vers l'infini à l'aide d'arguments de grandes déviations, de réduire le problème posé initialement sur la droite réelle au cas du tore afin de prouver la compacité, d'identifier la limite de la composante rapide en adaptant un argument basé sur la dualité de Dawson, d'identifier la limite de la composante lente puis de passer du tore à la droite réelle
Adaptive dynamics theory is a branch of evolutionary biology which studies the links between ecology and evolution. The biological assumptions that define its framework are those of rare and small mutations and large asexual populations. Adaptive dynamics models describe the population at the level of individuals, which are characterised by their phenotypes, and aim to study the influence of heredity, mutation and selection mechanisms on the long term evolution of the population. The success of this theory comes in particular from its ability to provide a description of the long term evolution of the dominant phenotype in the population as a solution to the “Canonical Equation of Adaptive Dynamics” driven by a fitness gradient, where fitness describes the possibility of mutant invasions, and is constructed from ecological parameters. Two main mathematical approaches to the canonical equation have been developed so far: an approach based on PDEs and a stochastic approach. Despite its success, the stochastic approach is criticised by biologists as it is based on a non-realistic assumption of too rare mutations. The goal of this thesis is to correct this biological controversy by proposing more realistic probabilistic models. More precisely, the aim is to investigate mathematically, under a double asymptotic of large population and small mutations, the consequences of a new biological assumption of frequent mutations on the canonical equation. The goal is to determine, from a stochastic individual-based model, the long term behaviour of the mean phenotypic trait of the population. The question we ask is reformulated into a slow-fast asymptotic analysis acting on two eco-evolutionary time scales. A slow scale corresponding to the dynamics of the mean trait, and a fast scale corresponding to the evolutionary dynamics of the centred and dilated distribution of traits. This slow-fast asymptotic analysis is based on averaging techniques. This method requires the identification and characterisation of the asymptotic behaviour of the fast component and that the latter has ergodicity properties. More precisely, the long time behaviour of the fast component is non-classical and corresponds to that of an original measure-valued diffusion which is interpreted as a centered Fleming-Viot process that is characterised as the unique solution of a certain martingale problem. Part of these results is based on a duality relation on this non-classical process and requires moment conditions on the initial data. Using coupling techniques and the correspondence between Moran's particle processes and Kingman's genealogies, we establish that the centered Fleming-Viot process satisfies an ergodicity property with exponential convergence result in total variation. The implementation of averaging methods, inspired by Kurtz, is based on compactness-uniqueness arguments. The idea is to prove the compactness of the laws of the couple made up of the slow component and the occupation measure of the fast component and then to establish a martingale problem for all accumulation points of the family of laws of this couple. The last step is to identify these accumulation points. This method requires in particular the introduction of stopping times to control the moments of the fast component and to prove that they tend to infinity using large deviation arguments, to reduce the problem initially posed on the real line to the torus case in order to prove compactness, to identify the limit of the fast component by adapting an argument based on Dawson duality, to identify the limit of the slow component and then to move from the torus to the real line

After analysis of general properties of horizontal motion in primitive equations and introduction of principal parameters, the key notion of geostrophic equilibrium is introduced. Quasi-geostrophic reductions of one- and two-layer rotating shallow-water models are obtained by a direct filtering of fast inertia–gravity waves through a choice of the time scale of motions of interest, and by asymptotic expansions in Rossby number. Properties of quasi-geostrophic models are established. It is shown that in the beta-plane approximations the models describe Rossby waves. The first idea of the classical baroclinic instability is given, and its relation to Rossby waves is explained. Modifications of quasi-geostrophic dynamics in the presence of coastal, topographic, and equatorial wave-guides are analysed. Emission of mountain Rossby waves by a flow over topography is demonstrated. The phenomena of Kelvin wave breaking, and of soliton formation by long equatorial and topographic Rossby waves due to nonlinear effects are explained.

Averaging combined with non-smooth unfolding transformations is used in this paper for investigating of the basic properties of an oscillator in a clearance. The classical stereo-mechanical approach is used in order to describe collisions between the mass and the limits. Energy dissipation during collision events is taken into account. The analysis is concentrated on the oscillation regimes with alternating collisions with both sides of the clearance. The self-excited friction oscillator in a clearance is considered as the first example. It is shown that applying the unfolding transformation the oscillator can be converted to an almost conservative pendulum rotating in a limited, non-smooth periodical potential field. Analytic predictions are obtained for the total energy of the pendulum which is the natural measure for the oscillations intensity. It is shown that the oscillation frequency can be controlled by changing the negative slope of the friction characteristics, by alternating the normal force and varying the length of the clearance. The classical externally excited oscillator in the clearance is considered as the second example. Applying the same approach the problem of the resonant oscillations can be reduces to the analysis of the rotation of the harmonically excited pendulum in the same potential field as in the first example. The main attention is paid to the high-energy resonances. The perturbation analysis in the vicinity of the resonant surfaces enables to dissociate slow, semi-slow and fast motions and to obtain very accurate analytic predictions for the energies of stationary resonant regimes. It is demonstrated that different high-energy regimes exist alongside with low-energy oscillations. The last case is typical for relative strong energy losses during collision events, so that the system needs several collision-free oscillations in order to increase the amplitude and reach the limits of the clearance.

Abstract The effect of a flammable spray on the thermal explosion in a combustible gas mixture is investigated based on an original physical model. For qualitative analysis of the system an advanced geometric asymptotic technique (integral manifold method) has been used. Possible types of dynamical behavior of the system are classified and parametric regions of their existence are determined analytically. It turns out that there are five main dynamical regimes of the system: slow regimes, conventional fast explosive regimes, thermal explosion with freeze delay and two different types of thermal explosion with delay (the concentration of the combustible gas decreases or increases). Peculiarities of these dynamical regimes are investigated and their dependence on physical system parameters are analyzed. Upper and lower bound estimates for the delay time are derived analitically and compared with results of numerical simulations. The comparison demonstrates satisfactory agreement.

The computation of the final, friction saturated Limit Cycle Oscillation amplitude of an aerodynamically unstable bladeddisk in a realistic configuration is a formidable numerical task. In spite of the large numerical cost and complexity of the simulations, the output of the system is not that complex: it typically consists of an aeroelastically unstable traveling wave (TW), which oscillates at the elastic modal frequency and exhibits a modulation in a much longer time scale. This slow time modulation over the purely elastic oscillation is due to both, the small aerodynamic effects and the small nonlinear friction forces. The correct computation of these two small effects is crucial to determine the final amplitude of the flutter vibration, which basically results from its balance. In this work we apply asymptotic techniques to consistently derive, from a bladed-disk model, a reduced order model that gives only the time evolution on the slow modulation, filtering out the fast elastic oscillation. This reduced model is numerically integrated with very low CPU cost, and we quantitatively compare its results with those from the bladed-disk model. The analysis of the friction saturation of the flutter instability also allows us to conclude: (i) that the final states are always nonlinearly saturated TW, (ii) that, depending on the initial conditions, there are several different nonlinear TWs that can end up being a final state, and (iii) that the possible final TWs are only the more flutter prone ones.