Movable Singularities of Solutions of Difference Equations in Relation to Solvability and a Study of a Superstable Fixed Point

We review applications of exponential asymptotics and analyzable function theory to difference equations in defining an analogue of the Painlevé property for them, and we sketch the conclusions about the solvability properties of first-order autonomous difference equations. If the Painlevé property is present, the equations are explicitly solvable; otherwise, under additional assumptions, the integrals of motion develop singularity barriers. We apply the method to the logistic map x _n+1=ax _n (1–x _n ), where we find that the only cases with the Painlevé property are a=–2,0,2, and 4, for which explicit solutions indeed exist; otherwise, an associated conjugation map develops singularity barriers.     

Transseries for a class of nonlinear difference equations *

Given a nonlinear analytic difference equation of level 1 with a formal power series solution ? ₀ we associate with it a stable manifold of solutions with asymptotic expansion ? ₀. This manifold can be represented by means of Borel summable series. All solutions with asymptotic expansion ? ₀ in some sector can be written as certain exponential series which are called transseries. Some of their properties are investigated: are resurgence properties and Stokes transition. Analogous problems for differential equations have been studied by Costin in [7]     

Exponential asymptotics of woodpile chain nanoptera using numerical analytic continuation

Traveling waves in woodpile chains are typically nanoptera, which are composed of a central solitary wave and exponentially small oscillations. These oscillations have been studied using exponential asymptotic methods, which typically require an explicit form for the leading-order behavior. For many nonlinear systems, such as granular woodpile chains, it is not possible to calculate the leading-order solution explicitly. We show that accurate asymptotic approximations can be obtained using numerical approximation in place of the exact leading-order behavior. We calculate the oscillation behavior for Toda woodpile chains, and compare the results to exponential asymptotics based on previous methods from the literature: long-wave approximation and tanh-fitting. We then use numerical analytic continuation methods based on Padé approximants and the adaptive Antoulas–Anderson (AAA) method. These methods are shown to produce accurate predictions of the amplitude of the oscillations and the mass ratios for which the oscillations vanish. Exponential asymptotics using an AAA approximation for the leading-order behavior is then applied to study granular woodpile chains, including chains with Hertzian interactions—this method is able to calculate behavior that could not be accurately approximated in previous studies.     

On the exact distributional asymptotics for the supremum of a random walk with increments in a class of light-tailed distributions

We study the distribution of the maximum M of a random walk whose increments have a distribution with negative mean which belongs for some γ > 0 to a subclass of the class S _γ (for example, see Chover, Ney, and Wainger [5]). For this subclass we provide a probabilistic derivation of the asymptotic tail distribution of M and show that the extreme values of M are in general attained through some single large increment in the random walk near the beginning of its trajectory. We also give some results concerning the “spatially local” asymptotics of the distribution of M, the maximum of the stopped random walk for various stopping times, and various bounds.     

Two remarkable doubly exponential series transformations of Ramanujan

The purpose of this note is to prove two doubly exponential series transformations found in Ramanujan’s second notebook. Dedicated to the memory of Professor K G Ramanathan     

Universality and asymptotics of graph counting problems in non-orientable surfaces

Bender-Canfield showed that a plethora of graph counting problems in orientable/non-orientable surfaces involve two constants tg and pg for the orientable and the non-orientable case, respectively. T.T.Q. Le and the authors recently discovered a hidden relation between the sequence tg and a formal power series solution u(z) of the Painlevé I equation which, among other things, allows to give exact asymptotic expansion of tg to all orders in 1/g for large g. The paper introduces a formal power series solution v(z) of a Riccati equation, gives a non-linear recursion for its coefficients and an exact asymptotic expansion to all orders in g for large g, using the theory of Borel transforms. In addition, we conjecture a precise relation between the sequence pg and v(z). Our conjecture is motivated by the enumerative aspects of a quartic matrix model for real symmetric matrices, and the analytic properties of its double scaling limit. In particular, the matrix model provides a computation of the number of rooted quadrangulations in the 2-dimensional projective plane. Our conjecture implies analyticity of the O(N)- and Sp(N)-types of free energy of an arbitrary closed 3-manifold in a neighborhood of zero. Finally, we give a matrix model calculation of the Stokes constants, pose several problems that can be answered by the Riemann-Hilbert approach, and provide ample numerical evidence for our results.     

Asymptotic estimates of Gerber-Shiu functions in the renewal risk model with exponential claims

This paper continues to study the asymptotic behavior of Gerber-Shiu expected discounted penalty functions in the renewal risk model as the initial capital becomes large. Under the assumption that the claim-size distribution is exponential, we establish an explicit asymptotic formula. Some straightforward consequences of this formula match existing results in the field.     

Eigenvalue asymptotics and exponential decay of eigenfunctions for Schrödinger operators with magnetic fields

We consider the Schrödinger operator with magnetic field,

Assuming that and is locally in certain reverse Hölder class, we study the eigenvalue asymptotics and exponential decay of eigenfunctions.

     

An asymptotic expansion of the solution to a system of integrodifferential equations with exact asymptotics for the remainder

We obtain an asymptotic expansion of the solution to a system of first order integrodifferential equations taking into account the influence of the roots of the characteristic equation. We establish exact asymptotics for the remainder in dependence on the asymptotic properties of original functions.     

Improved sequential estimation of means of exponential distributions

Both one-sample and multi-sample estimation problems for the means of one parameter exponential distributions are addressed. In the one-sample case, for the existing purely sequential and recently obtained piecewise sequential estimation methodologies, we follow and extend the development in Isogai and Uno (1993,Ann. Inst. Statist. Math. (in press)) in order to obtain a class of estimators that provides asymptotic second-order risk improvement. In the multi-sample problem, we address the analogous aspects for the existing purely sequential methodology as well as the newly developed piecewise methodology.     

Exact asymptotics for Boundary crossings of the brownian bridge with trend with application to the Kolmogorov test

We consider a boundary crossing probability of a Brownian bridgeB ₀ and a piecewise linear boundary functionu(t)−γh(t). The main result of this paper is an asymptotic expansion for γ→∞ of the boundary crossing probability thatB ₀ (t) is larger than the piecewise linear boundary functionu(t)−γh(t) for somet. Such probabilities occur for instance in the context of change point problems when the Kolmogorov test is used. Examples are discussed showing that the approximation is rather accurate even for small positive γ values. Supported by the Swiss National Science Foundation Grant 20-55586.98.     

Long-time asymptotics for the porous medium equation: The spectrum of the linearized operator

We compute the complete spectrum of the displacement Hessian operator, which is obtained from the confined porous medium equation by linearization around its stationary attractor, the Barenblatt profile. On a formal level, the operator is conjugate to the Hessian of the entropy via similarity transformation. We show that the displacement Hessian can be understood as a self-adjoint operator and find that its spectrum is purely discrete. The knowledge of the complete spectrum and the explicit information about the corresponding eigenfunctions give new insights on the convergence and higher order asymptotics of solutions to the porous medium equation towards its attractor. More precisely, the inspection of the eigenfunctions allows to identify symmetries in R^N${\mathbb{R}}^N$ with flows whose rates of convergence are faster than the uniform, translation-governed bound. The present work complements the analogous study of Denzler & McCann for the fast-diffusion equation.     

On the exact WKB analysis of operators admitting infinitely many phases

To analyze differential operators whose WKB solutions admit infinitely many phases, we introduce a class of differential operators of WKB type and analyze their exact WKB theoretic structure near their turning points. Our analysis makes full use of techniques and ideas in microlocal analysis; we use a quantized contact transformation to construct a WKB solution of a differential equation of WKB type, and we use a Späth-type division theorem for a differential operator of WKB type to study its structure near turning points. As an application, we show a connection formula for WKB solutions near a simple turning point.     

Application of the Borel transform to the study of the spectrum of integral equations whose kernels are entire functions of exponential type

Using the Borel transform, we study the spectrum of a class of non-compact integral operators whose kernels are of exponential type and square integrable on the real line. Our method also enables us to obtain an interesting characterization of a well-known integral equation involving the Bessel function

     

Time decay and exponential stability of solutions to the periodic 3D Navier–Stokes equation in critical spaces

Using analysis in frequency space and Fourier methods, we establish that the global solution to the three‐dimensional incompressible periodic Navier–Stokes equation for initial data in the critical Sobolev space decays exponentially fast to zero, and it is exponentially stable as time goes to infinity as soon as the initial data (hence the solution) are mean free; otherwise, the difference to the average does so. Furthermore, we prove that any global nonmean‐free solution vanishes as time goes to infinity, and it is globally exponentially stable. The main tools are the energy methods, the Friedrich's approximating schema, and a crucial change of function that depends explicitly on time. Copyright © 2013 John Wiley & Sons, Ltd.     

Existence and exponential stability in Lr‐spaces of stationary Navier–Stokes flows with prescribed flux in infinite cylindrical domains

We prove existence, uniqueness and exponential stability of stationary Navier–Stokes flows with prescribed flux in an unbounded cylinder of ?ⁿ,n?3, with several exits to infinity provided the total flux and external force are sufficiently small. The proofs are based on analytic semigroup theory, perturbation theory and L^r ? L^q‐estimates of a perturbation of the Stokes operator in L^q‐spaces. Copyright © 2006 John Wiley & Sons, Ltd.     

The spectral analysis and exponential stability of a bi‐directional coupled wave‐ODE system

In this paper, an unstable linear time invariant (LTI) ODE system is stabilized exponentially by the PDE compensato—a wave equation with Kelvin‐Voigt (K‐V) damping. Direct feedback connections between the ODE system and wave equation are established: The velocity of the wave equation enters the ODE through the variable v_t(1,t); meanwhile, the output of the ODE is fluxed into the wave equation. It is found that the spectrum of the system operator is composed of two parts: point spectrum and continuous spectrum. The continuous spectrum consists of an isolated point , and there are two branches of asymptotic eigenvalues: the first branch approaches to , and the other branch tends to ?∞. It is shown that there is a sequence of generalized eigenfunctions, which forms a Riesz basis for the Hilbert state space. As a consequence, the spectrum‐determined growth condition and exponential stability of the system are concluded.     

Stabilization of oscillators subject to dry friction: Finite time convergence versus exponential decay results

We investigate the dynamics of an oscillator subject to dry friction via the following differential inclusion:

where is a smooth potential and is a convex function. The friction is modelized by the subdifferential term . When (dry friction condition), it was shown by Adly, Attouch, and Cabot (2006) that the unique solution to converges in a finite time toward an equilibrium state provided that . In this paper, we study the delicate case where the vector belongs to the boundary of the set . We prove that either the solution converges in a finite time or the speed of convergence is exponential. When , , , we obtain the existence of a critical coefficient below which every solution stabilizes in a finite time. It is also shown that the geometry of the set plays a central role in the analysis.

     

Restricted Kalman filter applied to dynamic style analysis of actuarial funds

We use dynamic style analysis to unveil the strategies followed by Brazilian actuarial funds from January 2004 to August 2008 and investigate whether managers’ decisions were compatible with the intention of protecting the investor against the negative effects of inflation. The main goal of this paper is to show that this methodology is suitable for allowing insurance companies to increase their capacity to monitor the behavior of portfolios and to control the amount of risk they assume. The basic steps of the method are to build and/or choose market indexes capable of characterizing the returns of the main securities available and to apply restricted linear state space models estimated with a Kalman filter with exact initialization. The main conclusions of this paper are the following: (1) the use of exact initialization of the Kalman filter promotes numerical stability; (2) there is no need to consider the entire set of market indicators because a subset containing only three indexes spans the relevant space of investment opportunities; and (3) the actuarial funds’ resources were primarily invested in inflation‐indexed bonds, but fund managers also left room to adjust their exposure to other assets not directly related to the objective of providing protection against inflation. Copyright © 2011 John Wiley & Sons, Ltd.