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A singularly perturbed linear two-point boundary-value problem


Ferguson, Warren E. (1975) A singularly perturbed linear two-point boundary-value problem. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/3T9F-VQ87.


We consider the following singularly perturbed linear two-point boundary-value problem:

Ly(x) ≡ Ω(ε)D_xy(x) - A(x,ε)y(x) = f(x,ε) 0≤x≤1 (1a)

By ≡ L(ε)y(0) + R(ε)y(1) = g(ε) ε → 0^+ (1b)

Here Ω(ε) is a diagonal matrix whose first m diagonal elements are 1 and last m elements are ε. Aside from reasonable continuity conditions placed on A, L, R, f, g, we assume the lower right mxm principle submatrix of A has no eigenvalues whose real part is zero. Under these assumptions a constructive technique is used to derive sufficient conditions for the existence of a unique solution of (1). These sufficient conditions are used to define when (1) is a regular problem. It is then shown that as ε → 0^+ the solution of a regular problem exists and converges on every closed subinterval of (0,1) to a solution of the reduced problem. The reduced problem consists of the differential equation obtained by formally setting ε equal to zero in (1a) and initial conditions obtained from the boundary conditions (1b). Several examples of regular problems are also considered.

A similar technique is used to derive the properties of the solution of a particular difference scheme used to approximate (1). Under restrictions on the boundary conditions (1b) it is shown that for the stepsize much larger than ε the solution of the difference scheme, when applied to a regular problem, accurately represents the solution of the reduced problem.

Furthermore, the existence of a similarity transformation which block diagonalizes a matrix is presented as well as exponential bounds on certain fundamental solution matrices associated with the problem (1).

Item Type:Thesis (Dissertation (Ph.D.))
Subject Keywords:Mathematics
Degree Grantor:California Institute of Technology
Division:Physics, Mathematics and Astronomy
Major Option:Mathematics
Thesis Availability:Public (worldwide access)
Research Advisor(s):
  • Keller, Herbert Bishop
Thesis Committee:
  • Unknown, Unknown
Defense Date:29 May 1975
Record Number:CaltechTHESIS:04112013-102123813
Persistent URL:
Default Usage Policy:No commercial reproduction, distribution, display or performance rights in this work are provided.
ID Code:7610
Deposited By: Benjamin Perez
Deposited On:11 Apr 2013 18:14
Last Modified:09 Nov 2022 19:20

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