Singularly perturbed telegraph equations with applications in the random walk theory. (1998)

• Record Type: Journal Article
• Authors: Banasiak, Jacek; Mika, Janusz R.
• Is Part Of: Journal of applied mathematics and stochastic analysis. Volume 11:Number 1(1998)
• Page Start: 9
• Page End: 28
• Publication Date: 1998
• Subjects: random walk -- telegraph equations -- singular perturbation -- asymptotic analysis -- diffusion approximation; Mathematical models -- Periodicals; Computer simulation -- Periodicals; Computer science -- Mathematics -- Periodicals; Computer science -- Mathematics; Computer simulation; Mathematical models; Applied Mathematics; Periodicals; Electronic journals; 519.22
• DOI: 10.1155/S1048953398000021
• Languages: English
• ISSNs: 1048-9533

Abstract

Abstract : In the paper we analyze singularly perturbed telegraph systems applying the newly developed compressed asymptotic method and show that the diffusion equation is an asymptotic limit of singularly perturbed telegraph system of equations. The results are applied to the random walk theory for which the relationship between correlated and uncorrelated random walks is explained in asymptotic terms.