Han, Chuan-Hsiang. Singular Perturbations on Non-Smooth Boundary Problems in Finance. (Under the direction of Jean-Pierre Fouque.) In this work we apply asymptotic analysis on compound options, American options, Asian options, and variance (or volatility) contracts in the context of stochastic volatility models. Singular perturbation techniques are primarily used. A singular-regular perturbatio...

The existence of travelling wave solutions to a haptotaxis dominated model is analysed. A version of this model has been derived in Perumpanani et al (1999) to describe tumour invasion, where diffusion is neglected as it is assumed to play only a small role in the cell migration. By instead allowing diffusion to be small, we reformulate the model as a singular perturbation problem, which can th...

We show the existence of positive solutions for a class of singular elliptic systems with convection term. The approach combines sub and supersolution method with the pseudomonotone operator theory and perturbation arguments involving singular terms. 2000 Mathematics Subject Classi…cation: 35J50, 35J60, 35J75

The cusp singularity—a point at which two curves of fold points meet—is a prototypical example in Takens’ classification of singularities in constrained equations, which also includes folds, folded saddles, folded nodes, among others. In this article, we study cusp singularities in singularly perturbed systems for sufficiently small values of the perturbation parameter, in the regime in which t...

In this article we consider the approximation of singularly perturbed boundary value problems using a local adaptive grid h-refinement for finite element method, the variation iteration method and the homotopy perturbation method. The solution to such problems contains boundary layers which overlap and interact and the numerical approximation must take this into account in order for the resulti...

The existence of homoclinic orbits, for a finite-difference discretized form of a damped and driven perturbation of the focusing nonlinear Schroedinger equation under even periodic boundary conditions, is established. More specifically, for external parameters on a codimension 1 submanifold, the existence of homoclinic orbits is established through an argument which combines Melnikov analysis w...

This work addresses flexible-link robot arm control using fuzzy logic, and a singular perturbation approach. A singular perturbation approach is introduced to derive the slow and fast subsystems and thus reduce the effect of spillover. Consequently, a two-time scale fuzzy logic controller will be applied for such systems. The fast-subsystem controller damps out the vibration of the flexible str...

The higher order singular value decomposition (HOSVD) of tensors is a generalization of matrix SVD. The perturbation analysis of HOSVD under random noise is more delicate than its matrix counterpart. Recent progress has been made in Richard and Montanari [2014], Zhang and Xia [2017] and Liu et al. [2017] demonstrating that minimax optimal singular spaces estimation and low rank tensor recovery ...

In this study, a new method is developed to generate optimal perturbations in ensemble climate prediction. In this method, the optimal perturbation in initial conditions is the 1st leading singular vector, calculated from an empirical linear operator based on a historical model integration. To verify this concept, this method is applied to a hybrid coupled model. It is demonstrated that the 1st...

A travelling waves analysis for a polyatomic gas with n internal energy storage modes is performed. In both the frozen ow and the equilibrium limit the existence and the qualitative behaviour of travelling waves are investigated. Methods from geometric singular perturbation theory are used to study these limits.