New Connection for Each Query

Hi All,
I have inherited an application which opens a new connection to the database every single time it executes a query. The CPUs are all maxed out despite the fact that each individual query is trivial and runs << 1 second. I'm guessing that it's the load of establishing all these connections all the time which is causing the problem. 1. How can I confirm/refute this guess?
2. Assuming that this is the problem (and that I have no access to change the application source code), what can I do? Can shared server / CMAN help here at all? Anything else? Any suggestions very much appreciated!
Thank you
Charlotte        

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