A Method for Incorporating Transcendentally Small Terms into the Method of Matched Asymptotic Expansions

The essential ideas behind a method for incorporating exponentially small terms into the method of matched asymptotic expansions are demonstrated using an Ackerberg–O'Malley resonance problem and a spurious solutions problem of Carrier and Pearson. One begins with the application of the standard method of matched asymptotic expansions to obtain at least the leading terms in outer and inner (Poincaré-type) expansions; some, although not all, matching can be carried out at this stage. This is followed by the introduction of supplementary expansions whose gauge functions are transcendentally small compared to those in the standard expansions. Analysis of terms in these expansions allows the matching to be completed. Furthermore, the method allows for the inclusion of globally valid transcendentally small contributions to the asymptotic solution; it is well known that such terms may be numerically significant.     

Matched Asymptotic Expansions in the Two-body Problem with Quick Loss of Mass

In studying models for the two-body problem with quick lossof mass a boundary layer problem arises for a third-order systemof non-linear ordinary differential equations. The models areidentified by a real parameter n with n ? 1. It turns out thatfor n = 1 asymptotic approximations of the solutions can beobtained by applying the method of matched asymptotic expansionsaccouonding to Vasil'eva or a multiple time scales method developedby O'Malley. For n> 1 these methods break down and it isshown that this is due to the occurrence of "unexpected" orderfunctions in the asymptotic expansions. The expansions for n> 1 are obtained by constructing an inner and outer expansionof the solution and matching these by the process of takingintermediate limits. The asymptotic validity of the matched expansions is provedby using an iteration technique; the proof is constructive sothat it provides us at the same time with an alternative wayof constructing approximations without using a matching technique.     

Uniform Asymptotic Approximations to the Solutions of the Orr-Sommerfeld Equation Part 2. The General Theory

This paper deals with the derivation of “first approximations” to the solutions of the Orr-Sommerfeld equation which are uniformly valid in a full neighborhood of the critical point. To this order the theory is remarkably simple. The essential elements in the theory are all well known from the older heuristic theories but its general structure is substantially different. The uniform approximations are also vastly simpler than the composite approximations obtained recently by the method of matched asymptotic expansions.     

Analysis and discretization of an optimal control problem for the time-periodic MHD equations

We consider the mathematical formulation and analysis of an optimal control problem associated with the tracking of the velocity and the magnetic field of a viscous, incompressible, electrically conducting fluid in a bounded two-dimensional domain through the adjustment of distributed controls. Existence of optimal solutions is proved and first-order necessary conditions for optimality are used to derive an optimality system of partial differential equations whose solutions provide optimal states and controls. Semidiscrete-in-time approximations are defined and their convergence to the exact optimal solutions is shown.     

Viscous Critical-Layer Analysis of Vortex Normal Modes

The linear stability properties of an incompressible axisymmetrical vortex of axial velocity   W ₀( r )  and angular velocity  Ω₀( r )  are considered in the limit of large Reynolds number. Inviscid approximations and viscous WKBJ approximations for three-dimensional linear normal modes are first constructed. They are then shown to be singular at the critical points r_c satisfying  ω= m Ω₀( r_c ) + kW ₀( r_c )  , where ω is the frequency, k and m the axial and azimuthal wavenumbers. The goal of this paper is to resolve these singularities. We show that a viscous critical-layer analysis is analytically tractable. It leads to a single sixth-order equation for the perturbation pressure. This equation is identical to the one obtained in stratified shear flows for a Prandtl number equal to 1. Integral expressions for typical solutions of this equation are provided and matched to the outer inviscid and viscous approximations in the complex plane around r_c . As for planar flows, it is proved that the critical layer solution with a balanced behavior matches a non-viscous approximation in a  4π/3  sector of the complex-plane. As a consequence, the Frobenius expansions of a non-viscous mode on each side of a critical point r_c differ by a π phase jump.     

Singular perturbations for the exterior three-dimensional slow viscous flow problem

In this paper the rigorous justification of the formal asymptotic expansions constructed by the method of matched inner and outer expansions is established for the three-dimensional steady flow of a viscous, incompressible fluid past an arbitrary obstacle. The justification is based on the series representation of the solution to the Navier-Stokes equations due to Finn, and it involves the reductions of various exterior boundary value problems for the Stokes and Oseen equations to boundary integral equations of the first kind from which existence as well as asymptotic error estimates for the solutions are deduced. In particular, it is shown that the force exerted on the obstacle by the fluid admits the asymptotic representation F = A₀ + A₁Re + O(Re² ln Re⁻¹) as the Reynolds number Re → 0⁺, where the vectors A₀ and A₁ can be obtained from the method of matched inner and outer expansions.     

Peristatcally induced MHD slip flow in a porous medium due to a surface acoustic wavy wall

The influences of Hall current and slip condition on the MHD flow induced by sinusoidal peristaltic wavy wall in two dimensional viscous fluid through a porous medium for moderately large Reynolds number is considered on the basis of boundary layer theory in the case where the thickness of the boundary layer is larger than the amplitude of the wavy wall. Solutions are obtained in terms of a series expansion with respect to small amplitude by a regular perturbation method. Graphs of velocity components, both for the outer and inner flows for various values of the Reynolds number, slip parameter, Hall and magnetic parameters are drawn. The inner and outer solutions are matched by the matching process. An interesting application of the present results to mechanical engineering may be the possibility of the fluid transportation without an external pressure.     

Analyzing the longitudinal effect of hypersonic flow past a conical cone via the perturbation method

To analyze the hypersonic flow past a conical cone, the variations of gasdynamic properties subjected to the longitudinal curvature effect by using the perturbation method. An outer perturbation expansion has been carried out by recent researchers, but a problem occurred, the outer expansion solutions are not uniformly valid in the shock layer, however, the outcome near the conical body surface called vortical layer remains deflective. This study intends to discover uniformly valid analytical solutions in the shock layer by applying the inner perturbation expansions matching with the out expansions to analyze the characteristics in the whole region including shock layer and vortical layer. Starting from the zero-order approximate solutions for hypersonic conical flow is then applied as the basic solutions for the outer perturbation expansions of a flow field. The governing equations and boundary conditions are also expanded via outer perturbations. Using an approximate analytical scheme in the derivation process, first-order perturbation equations can be simplified and the approximate closed-form solutions are obtained; furthermore, the various flow field quantities, including the normal force coefficient on the cone surface, have been calculated. According to the variations of gasdynamic properties, the longitudinal curvature effect for the hypersonic flow past a conical cone can be determined. Thicknesses of shock layer and vortical layer can be predicted as well. The physical phenomena inside both layers can be investigated carefully, the conditions for an elliptic cone with longitudinal curvature, m = 1 and n = 2 and other conditions of parameters; the perturbation parameter, ε_m2 = 0.1, semi-vertex angle of the unperturbed cone, δ = 10°, and hypersonic similarity parameter, K_δ = M_∞δ = 1.0, the thickness of vortical layer, η_VL, can be calculated at the position angle of conical cone body, ? = 30° was demonstrated here. Results show how very thin the vortical layer is approximately only 10% of the shock layer close to the body, the pressure in the whole shock layer is verified to be uniformly valid which agrees with previous studies. Large gradient changes in entropy and density are found when the flow approaches the cone surface, the most important is, this method provides a benchmark solution to the hypersonic flow past a conical cone and to assist the grids and numerics for numerical computation should be fashioned to accommodate the whole flow field region including the vortical layer of rapid adjustment, and let the analysis become more effective and low cost.     

Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.     

An exact far-field inversion for the Born approximation and plane wave decompositions for Hankel functions

We consider the Born approximation (representative for first-order approximations) of the scattering problem for the scalar Helroholtz equation with a fixed real-valued free-space wavenumber and a complex-valued compactly supported potential. The boundary condition is the Sommerfeld radiation condition. We derive an exact series-integral representation of the potential from the Fourier coefficients of its far-field pattern, suitable for discussion of the connected stability problem. Furthermore we stress the connection between this representation and some plane wave decompositions for Hankel functions. Without loss of generality we restrict ourselves to the case of two space dimensions.     

An Asymptotic Matching Condition for Unsteady Boundary-Layer Flows Governed by the Navier-Stokes Equations

It is shown that one condition only, derived from one of Green'sidentities, is necessary to determine the matching of innerand outer expansions in solving problems involving the initialflows of a viscous fluid. This condition has been named an integralcondition, and when it has been satisfied, in the form of aset of conditions for the spectral components, the inner solutionis obtained by a straightforward integration procedure and theouter solution is obtained merely by substituting the innersolution in an integral. Two examples of the method are considered,including that of flow past a suddenly started circular cylinderand flow due to a suddenly started rotating sphere.     

空心球体在内外压力作用下的有限位移问题

利用逐次逼近法求解了这个边值问题.我们找到一次解和二次解,从而获致位移场,应变场和应力场的二级近似公式.     

Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.*Research supported by the Austrian Science Foundation under grant Y 42-MAT.Received: February 1, 2001; revised: November 22, 2002     

Addendum to ‘The multi-year non-life insurance risk in the additive reserving model’ [Insurance Math. Econom. 52(3) (2013) 590–598]: Quantification of multi-year non-life insurance risk in chain ladder reserving models

This is the first study to derive closed-form analytical expressions for multi-year non-life insurance risk in the chain ladder model. Extending on previous research on the additive reserving model, we define multi-year risk via prediction errors of multi-year claims development results including both observed and future accident years. A resampling argument and a first-order Taylor approximation address the quantification of estimation errors and multiplicative dependencies in the chain ladder framework, respectively. From our generalized multi-year approach, we deduce estimators for reserve and premium risks in multi-year view and their implicit correlation. We reproduce well-known results from literature for the special cases of one-year and ultimo view. Further, we comment on how to obtain estimators for generalized versions of the chain ladder method. A case study demonstrates the applicability of our analytical formulae.     

Approximation Error for Quasi-Interpolators and (Multi-)Wavelet Expansions

We investigate the approximation properties of general polynomial preserving operators that approximate a function into some scaled subspace of L²via an appropriate sequence of inner products. In particular, we consider integer shift-invariant approximations such as those provided by splines and wavelets, as well as finite elements and multi-wavelets which use multiple generators. We estimate the approximation error as a function of the scale parameterTwhen the function to approximate is sufficiently regular. We then present a generalized sampling theorem, a result that is rich enough to provide tight bounds as well as asymptotic expansions of the approximation error as a function of the sampling stepT. Another more theoretical consequence is the proof of a conjecture by Strang and Fix, which states the equivalence between the order of a multi-wavelet space and the order of a particular subspace generated by a single function. Finally, we consider refinable generating functions and use the two-scale relation to obtain explicit formulae for the coefficients of the asymptotic development of the error. The leading constants are easily computable and can be the basis for the comparison of the approximation power of wavelet and multi-wavelet expansions of a given orderL.     

Analysis and approximation of optimal control problems for a simplified Ginzburg-Landau model of superconductivity

Summary. This paper is concerned with optimal control problems for a Ginzburg-Landau model of superconductivity that is valid for high values of the Ginzburg-Landau parameter and high external fields. The control is of Neumann type. We first show that optimal solutions exist. We then show that Lagrange multipliers may be used to enforce the constraints and derive an optimality system from which optimal states and controls may be deduced. Then we define finite element approximations of solutions for the optimality system and derive error estimates for the approximations. Finally, we report on some numerical results. Received May 3, 1994 / Revised version received November 28, 1995     

Construction of splitting schemes based on transition operator approximation

The stability analysis of approximate solutions to unsteady problems for partial differential equations is usually based on the use of the canonical form of operator-difference schemes. Another possibility widely used in the analysis of methods for solving Cauchy problems for systems of ordinary differential equations is associated with the estimation of the norm of the transition operator from the current time level to a new one. The stability of operator-difference schemes for a first-order model operator-differential equation is discussed. Primary attention is given to the construction of additive schemes (splitting schemes) based on approximations of the transition operator. Specifically, classical factorized schemes, componentwise splitting schemes, and regularized operator-difference schemes are related to the use of a certain multiplicative transition operator. Additive averaged operator-difference schemes are based on an additive representation of the transition operator. The construction of second-order splitting schemes in time is discussed. Inhomogeneous additive operator-difference schemes are constructed in which various types of transition operators are used for individual splitting operators.     

Matched asymptotic expansions of integrals

Uniformly valid asymptotic expansions for integrals with coalescingcritical points are obtained by finding inner or boundary layerexpansions that match with standard Laplace method (outer) expansions.Simple algorithms for the terms of these expansions are establishedand programmed in MACSYMA. One of the applications is a newBessel function expansion.     

The vanishing viscosity method for the sensitivity analysis of an optimal control problem of conservation laws in the presence of shocks

In this article we study, by the vanishing viscosity method, the sensitivity analysis of an optimal control problem for 1-D scalar conservation laws in the presence of shocks. It is reduced to investigate the vanishing viscosity limit for the nonlinear conservation law, the corresponding linearized equation and its adjoint equation, respectively. We employ the method of matched asymptotic expansions to construct approximate solutions to those equations. It is then proved that the approximate solutions, respectively, satisfy those viscous equations in the asymptotic sense, and converge to the solutions of the corresponding inviscid problems with certain convergent rates. A new equation for the variation of shock positions is derived. It is also discussed how to identify descent directions to find the minimizer of the viscous optimal control problem in the quasi-shock case.