Singularly perturbed telegraph equations with applications in the random walk theory (Q1264414)

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scientific article; zbMATH DE number 1204255
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Singularly perturbed telegraph equations with applications in the random walk theory
scientific article; zbMATH DE number 1204255

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    Singularly perturbed telegraph equations with applications in the random walk theory (English)
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    8 April 1999
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    Summary: We analyze singularly perturbed telegraph systems applying the newly developed compressed asymptotic method and show that the diffusion equation is an asymptotic limit of a 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.
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    diffusion approximation
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    compressed asymptotic method
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