We analyze asymptotically a differential-difference equation that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular, the ray method and asymptotic matching are used.

We consider the repairman problem which corresponds to the finite population M/M/1 queue. Asymptotic approximations for the transient probability distribution of the number of broken machines constructed when the number M of machines is large and the service (repair) rate is also large, specifically, O(M). The approximations are constructed by using singular perturbation techniques such as the ray method, boundary layer theory, and the method of matched asymptotic expansions. Extensive numerical comparisons show the quality of our approximations.

Stochastic models in population genetics which lead to diffusion equations are considered. A geometric formula for the asymptotic expansions of the fundamental solutions of these equations is presented. Specifically, the random genetic drift process of one-locus theory and the Ohta–Kimura model of two-locus di-allelic systems with linkage are studied. Agreement with the work of Keller and Voronka for the two-allele one-locus case is obtained. For the general n-allele problem, the formulas obtained here are apparently new.