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.     

Asymptotic expansions of the distributions of some test statistics for Gaussian ARMA processes

Let {X_t} be a Gaussian ARMA process with spectral density f_θ(λ), where θ is an unknown parameter. The problem considered is that of testing a simple hypothesis H:θ = θ₀ against the alternative A:θ ≠ θ₀. For this problem we propose a class of tests , which contains the likelihood ratio (LR), Wald (W), modified Wald (MW) and Rao (R) tests as special cases. Then we derive the χ² type asymptotic expansion of the distribution of T up to order n⁻¹, where n is the sample size. Also we derive the χ² type asymptotic expansion of the distribution of T under the sequence of alternatives A_n: θ = θ₀ + /√n, ε > 0. Then we compare the local powers of the LR, W, MW, and R tests on the basis of their asymptotic expansions.     

Homogenization of a boundary-value problem with a nonlinear boundary condition in a thick junction of type 3:2:1

We consider a boundary-value problem for the Poisson equation in a thick junction Ω_ε, which is the union of a domain Ω₀ and a large number of ε-periodically situated thin curvilinear cylinders. The following nonlinear Robin boundary condition ∂_νu_ε + εκ(u_ε)=0 is given on the lateral surfaces of the thin cylinders. The asymptotic analysis of this problem is performed as ε → 0, i.e. when the number of the thin cylinders infinitely increases and their thickness tends to zero. We prove the convergence theorem and show that the nonlinear Robin boundary condition is transformed (as ε → 0) in the blow-up term of the corresponding ordinary differential equation in the region that is filled up by the thin cylinders in the limit passage. The convergence of the energy integral is proved as well. Using the method of matched asymptotic expansions, the approximation for the solution is constructed and the corresponding asymptotic error estimate in the Sobolev space H¹(Ω_ε) is proved. Copyright © 2007 John Wiley & Sons, Ltd.     

On the Characterization of the Intermediate Space in Generalized Factorizations

The study of systems of singular integral equations of CAUCHY type, of TOEPLITZ and WIENER -HOPF operators leads to the question of existence and representation of generalized factorizations of matrix functions Φ in [L^P(Γ, σ)]^m. This yields a corresponding factorization of the basic multiplication or translation invariant operator A = A_CA₊, respectively, which can be seen as a splitting of a bounded into unbounded operators. The present paper is devoted to the study of the nature of the induced intermediate space Z = im A₊ =im A^?1, in particular, for Γ = ? and Φ ε ζ[C^β(?)]^{m × m} which is of special interest in certain applications. As we know, this implies detailed results about the structure and the explicit asymptotic behaviour of solutions of boundary and transmission problems near singular points with a relation also to eigenvalue problems which result from the classical series expansion approach or from the Mellin symbol calculus (see [13]).     

A short zero-one law proof of a result of Abian

Summary In this note a new and very short zero-one law proof of the following theorem of Abian is presented. The subset of the unit interval [0, 1) consisting of those real numbers whose Hamel expansions do not use a given basis element of a prescribed Hamel basis, has outer Lebesgue measure one and inner measure zero.Let {a, b, c, ...} be a Hamel basis for the real numbers. LetA be the subset of the unit interval [0, 1) consisting of those real numbers whose Hamel expansions do not use the basis elementa. Sierpinski [4, p. 108] has shown thatA is nonmeasurable in the sense of Lebesgue. Abian [1] has improved Sierpinski's result by showing thatm* (A), the outer measure ofA, is one and thatm _* (A), the inner measure ofA, is zero. In this note a very short proof, using a zero-one law, of Abian's result will be presented.The following zero-one law is an immediate consequence of the Lebesgue Density Theorem [2, p. 290].     

Asymptotic forms of solutions of certain linear ordinary differential equations

We analyze the asymptotic behavior as x → ∞ of the product integral Π_x0^xe^A(s)ds, where A(s) is a perturbation of a diagonal matrix function by an integrable function on [x₀,∞). Our results give information concerning the asymptotic behavior of solutions of certain linear ordinary differential equations, e.g., the second order equation y″ = a(x)y.     

The Smallest Parallelepiped of n Random Points and Peeling

Let n random points be given with uniform distribution in the d-dimensional unit cube [0,1]^d. The smallest parallelepiped A which includes all the n random points is dealt with. We investigate the asymptotic behavior of the volume of A as n tends to . Using a point process approach, we derive also the asymptotic behavior of the volumes of the k-th smallest parallelepipeds A _n ^(k) which are defined by iteration. Let A _n = A _n ⁽¹⁾ . Given A _n ^(k,-,1) delete the random points X _i which are on the boundary A _n ^(k,-,1) , and construct the smallest parallelepiped which includes the inner points of A _n ^(k,-,1) , this defines A _n ^(k) . This procedure is known as peeling of the parallelepiped A_n.     

Inverse Problems of Boundary Value Problems for Annular Vibrating Membranes with Piecewise Smooth Positive Functions in the Boundary Conditions

The asymptotic expansions of the trace of the heat kernel for small positive t, where λ_ν are the eigenvalues of the negative Laplacian in Rⁿ (n=2 or 3), are studied for a general annular bounded domain Ω with a smooth inner boundary ?Ω₁ and a smooth outer boundary ?Ω₂ where a finite number of piecewise smooth Dirichlet, Neumann and Robin boundary conditions on the components Γ _j (j=1,…,m) of ?Ω₁ and on the components of ?Ω₂ are considered such that and and where the coefficients in the Robin boundary conditions are piecewise smooth positive functions. Some applications of Θ (t) for an ideal gas enclosed in the general annular bounded domain Ω are given.     

Constrained near-minimax approximation by weighted expansion and interpolation using Chebyshev polynomials of the second,third, and fourth kinds

Well known results on near-minimax approximation using Chebyshev polynomials of the first kind are here extended to Chebyshev polynomials of the second, third, and fourth kinds. Specifically, polynomial approximations of degreen weighted by (1–x ²)^1/2, (1+x)^1/2 or (1–x)^1/2 are obtained as partial sums of weighted expansions in Chebyshev polynomials of the second, third, or fourth kinds, respectively, to a functionf continuous on [–1, 1] and constrained to vanish, respectively, at ±1, –1 or +1. In each case a formula for the norm of the resulting projection is determined and shown to be asymptotic to 4^–2logn +A +o(1), and this provides in each case and explicit bound on the relative closeness of a minimax approximation. The constantA that occurs for the second kind polynomial is markedly smaller, by about 0.27, than that for the third and fourth kind, while the latterA is identical to that for the first kind, where the projection norm is the classical Lebesgue constant _n . The results on the third and fourth kind polynomials are shown to relate very closely to previous work of P.V. Galkin and of L. Brutman.Analogous approximations are also obtained by interpolation at zeros of second, third, or fourth kind polynomials of degreen+1, and the norms of resulting projections are obtained explicitly. These are all observed to be asymptotic to 2^–1logn +B +o(1), and so near-minimax approximations are again obtained. The norms for first, third, and fourth kind projections appear to be converging to each other. However, for the second kind projection, we prove that the constantB is smaller by a quantity asymptotic to 2^–1log2, based on a conjecture about the point of attainment of the supremum defining the projection norm, and we demonstrate that the projection itself is remarkably close to a minimal (weighted) interpolation projection.All four kinds of Chebyshev polynomials possess a weighted minimax property, and, in consequence, all the eight approximations discussed here coincide with minimax approximations when the functionf is a suitably weighted polynomial of degreen+1.     

Expansion of Analytic Functions in Series of Floquet Solutions of First Order Differential Systems

In this paper we study boundary eigenvalue problems for first order systems of ordinary differential equations of the form \[zy'\left( z \right) = \left( {\lambda A_1 \left( z \right) + A_0 \left( z \right)} \right)y\left( z \right),\,\,y\left( {ze^{2\pi i} } \right) = e^{2\pi iv} y\left( z \right)\] for z ? S^log, where S is a ring region around zero, S^log denotes the Riemann surface of the logarithm over S, the coefficient matrix functions A₁(z) and A₀(z) are holomorphic on S, and v is a complex number. The eigenfunctions of this eigenvalue problem are the Floquet solutions of the differential system with v as characteristic exponent. For an open subset S₀ of S, the notion of A₁-convexity of the pair (S₀, S) is introduced. For A₁-convex pairs (S₀, S) it is shown that the expansion into eigenfunctions and associated functions of holomorphic functions on S^log, satisfying the monodromy condition y(ze^2πi) = e^2πivy(z), converges regularly on S^log₀ and is unique. If S is a pointed neighbourhood of 0 and A₁(z) is holomorphic in SU{0}, it is shown that there is a pointed neighbourhood S₀ of 0 such that (S₀, S) is A₁-convex. It follows from the results of this paper that many expansions of analytic functions in terms of special functions can be considered as eigenfunction expansions of this kind.     

The central connection problem at turning points of linear differential equations

A system of linear differential equations of the vectorial form εdy/dx=A (x, ε) y is considered, where ε is a positive parameter, and the matrixA (x, ε) is holomorphic in |x|⩽x ₀, 0 < ε ⩽ ε₀ , with an asymptotic expansionsA (x, ε) ∼ ∑ _r=0 ^∞ A _r (x) ε ^r , as ε→0. The eigenvalues ofA ₀(x) are supposed to coalesce atx=0 so as to make this point a simple turning point. With the help of refinements of the representations for the inner and outer asymptotic solutions, as ε→0, that were introduced in the articles [9] and [10] by the author (see the references at the end of the paper), explicit connection formulas between these solutions are calculated. As part of this derivation it is shown that only the diagonal entries of the connection matrix are asymptotically relevant.     

On a reduced load equivalence for fluid queues under subexponentiality

We propose a general framework for obtaining asymptotic distributional bounds on the stationary backlog in a buffer fed by a combined fluid process A ₁ + A ₂ and drained at a constant rate c. The fluid process A ₁ is an (independent) on–off source with average and peak rates ρ₁ and r₁ , respectively, and with distribution G for the activity periods. The fluid process A ₂ of average rate ρ₂ is arbitrary but independent of A ₁. These bounds are used to identify subexponential distributions G and fairly general fluid processes A ₂ such that the asymptotic equivalence P[W ^A1+A2,c >ϰ]∼P[W ^A1,c—ρ2>ϰ] (ϰ → ∞) holds under the stability condition ρ₁ + ρ₂ < c and the non-triviality condition c – ρ₂ < r ₁. In these asymptotics the stationary backlog results from feeding source A ₁ into a buffer drained at reduced rate c – ρ₂. This reduced load asymptotic equivalence extends to a larger class of distributions G a result obtained by Jelenkovic and Lazar [19] in the case when G belongs to the class of regular intermediate varying distributions. This revised version was published online in June 2006 with corrections to the Cover Date.     

Laurent–Padé Approximants to Four Kinds of Chebyshev Polynomial Expansions. Part I. Maehly Type Approximants

Laurent Padé–Chebyshev rational approximants, A _m (z,z ^–1)/B _n (z,z ^–1), whose Laurent series expansions match that of a given function f(z,z ^–1) up to as high a degree in z,z ^–1 as possible, were introduced for first kind Chebyshev polynomials by Clenshaw and Lord [2] and, using Laurent series, by Gragg and Johnson [4]. Further real and complex extensions, based mainly on trigonometric expansions, were discussed by Chisholm and Common [1]. All of these methods require knowledge of Chebyshev coefficients of f up to degree m+n. Earlier, Maehly [5] introduced Padé approximants of the same form, which matched expansions between f(z,z ^–1)B _n (z,z ^–1) and A _m (z,z ^–1). The derivation was relatively simple but required knowledge of Chebyshev coefficients of f up to degree m+2n. In the present paper, Padé–Chebyshev approximants are developed not only to first, but also to second, third and fourth kind Chebyshev polynomial series, based throughout on Laurent series representations of the Maehly type. The procedures for developing the Padé–Chebyshev coefficients are similar to that for a traditional Padé approximant based on power series [8] but with essential modifications. By equating series coefficients and combining equations appropriately, a linear system of equations is successfully developed into two sub-systems, one for determining the denominator coefficients only and one for explicitly defining the numerator coefficients in terms of the denominator coefficients. In all cases, a type (m,n) Padé–Chebyshev approximant, of degree m in the numerator and n in the denominator, is matched to the Chebyshev series up to terms of degree m+n, based on knowledge of the Chebyshev coefficients up to degree m+2n. Numerical tests are carried out on all four Padé–Chebyshev approximants, and results are outstanding, with some formidable improvements being achieved over partial sums of Laurent–Chebyshev series on a variety of functions. In part II of this paper [7] Padé–Chebyshev approximants of Clenshaw–Lord type will be developed for the four kinds of Chebyshev series and compared with those of the Maehly type.     

Partitioned matrices and Seidel convergence

Summary Without using spectral resolution, an elementary proof of convergence of Seidel iteration. The proof is based on the lemma (generalizing a lemma of P. Stein): If (A+A ^*)–B ^*(A+A ^*)B>0, whereB=–(P+L) ^–1 R,A=P+L (Lower)+R (upper), then Seidel iteration ofAX=Y ₀ converges if and only ifA+A ^*>0. This lemma has as corollaries not only the well-known results of E. Reich and Stein, but also applications to a matrix that can be far from symmetric, e.g.M=[A _ij ] ₁ ² , whereA ₂₁=–A ₁₂ ^* ,A ₁₁,A ₂₂ are invertible;A ₁₁ +A ₁₁ ^* =A₂₂+A ₂₂ ^* ; and the proper values ofA ₁₂ ^–1 A ₁₁,A ₁₂ ^*–1 A ₂₂ are in the interior of the unit disk.Supported under NSF GP 32527.Supported under NSF GP 8758.     

Mechanical quadrature methods and their splitting extrapolations for boundary integral equations of first kind on open arcs

This paper presents the mechanical quadrature methods (MQMs) for solving boundary integral equations (BIEs) of the first kind on open arcs. The spectral condition number of MQMs is only O(h⁻¹), where h is the maximal mesh width. The errors of MQMs have multivariate asymptotic expansions, accompanied with for all mesh widths h_i. Hence, once discrete equations with coarse meshes are solved in parallel, the accuracy order of numerical approximations can be greatly improved by splitting extrapolation algorithms (SEAs). Moreover, a posteriori asymptotic error estimates are derived, which can be used to formulate self-adaptive algorithms. Numerical examples are also provided to support our algorithms and analysis. Furthermore, compared with the existing algorithms, such as Galerkin and collocation methods, the accuracy order of the MQMs is higher, and the discrete matrix entries are explicit, to prove that the MQMs in this paper are more promising and beneficial to practical applications.     

Solution of nonstationary boundary layer problems by fastest descent method

We consider the formation of a boundary layer above a semi-infinite plate that moves with velocity V_t8=At ⁿ in a viscous incompressible fluid. The problem is solved by Meksyn's asymptotic method. First, second, and third approximation equations are obtained. A numerical calculation is performed for various n, and especially interesting results are obtained for –0.5 < n < 0. The numerical solution of the third approximation equation is consistent with other known results.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 65, pp. 51–55, 1988.     

Definable sets and expansions of models of Peano arithmetic

We consider expansions of models of Peano arithmetic to models ofA ₂ ^s -¦ ₁ ¹ + ₁ ¹ –AC which consist of families of sets definable by nonstandard formulas.     

The Operator Factorization Method in Inverse Obstacle Scattering

The standard factorization method from inverse scattering theory allows to reconstruct an obstacle pointwise from the normal far field operator F. The kernel of this method is the study of the first kind Fredholm integral equation (F^* F)^1/4 f = Φ_z with the right-hand part In this paper we extend the factorization method to cover some kinds of boundary conditions which leads to non-normal far field operators. We visualize the scatterer explicitly in terms of the singular system of the selfadjoint positive operator F_# = [(ReF)^* (ReF)]^1/2 + ImF. The following characterization criterium holds: a given point z is inside the obstacle if and only if the function Φ_z belongs to the range of F_#^1/2. Our operator approach provides the tool for treatment of a wide class of inverse elliptic problems.     

Eigenvalue Distribution of Elliptic Operators of Second Order with Neumann Boundary Conditions in a Snowflake Domain

Spectral properties of strongly elliptic operators of second order on bounded snowflake domains without W¹₂–extension property are investigated. We prove that the operators have a pure point spectrum and the asymptotic eigenvalue distributions for the counting function N(λ) are of Weyl type. It is shown that the remainder estimate of N(λ) for Dirichlet and Neumann boundary conditions depends on the inner and outer Minkowski dimension of the boundary ∂Ω, respectively.     

Boundary Regularity for Viscosity Solutions of Fully Nonlinear Elliptic Equations

We provide regularity results at the boundary for continuous viscosity solutions to nonconvex fully nonlinear uniformly elliptic equations and inequalities in Euclidian domains. We show that (i) any solution of two sided inequalities with Pucci extremal operators is C ^{1, α} on the boundary; (ii) the solution of the Dirichlet problem for fully nonlinear uniformly elliptic equations is C ^{2, α} on the boundary; (iii) corresponding asymptotic expansions hold. This is an extension to viscosity solutions of the classical Krylov estimates for smooth solutions.