Mechanical quadrature methods and their extrapolation for solving first kind Abel integral equations

This paper presents high accuracy mechanical quadrature methods for solving first kind Abel integral equations. To avoid the ill-posedness of problem, the first kind Abel integral equation is transformed to the second kind Volterra integral equation with a continuous kernel and a smooth right-hand side term expressed by weakly singular integrals. By using periodization method and modified trapezoidal integration rule, not only high accuracy approximation of the kernel and the right-hand side term can be easily computed, but also two quadrature algorithms for solving first kind Abel integral equations are proposed, which have the high accuracy O(h²)$\mathrm{O}(h^2)$ and asymptotic expansion of the errors. Then by means of Richardson extrapolation, an approximation with higher accuracy order O(h³)$\mathrm{O}(h^3)$ is obtained. Moreover, an a posteriori error estimate for the algorithms is derived. Some numerical results show the efficiency of our methods.     

An asymptotic expansion for the error in a linear map that reproduces polynomials of a certain order

Han's ‘multinode higher-order expansion’ in [H] is shown to be a special case of an asymptotic error expansion available for any bounded linear map on C([a..b]) that reproduces polynomials of a certain order. The key is the formula for the divided difference at a sequence containing just two distinct points.     

Two new asymptotic expansions of the ratio of two gamma functions

Formal expansions, giving as particular cases semiasymptotic expansions, of the ratio of two gamma functions are obtained.     

Some error expansions for Gaussian quadrature

Complex-variable methods are used to obtain some expansions in the error in Gaussian quadrature formulae over the interval [– 1, 1]. Much of the work is based on an approach due to Stenger, and both circular and elliptical contours are used. Stenger's theorem on monotonicity of convergence of Gaussian quadrature formulae is generalized, and a number of error bounds are obtained.     

Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions

This article proposes a new approximation scheme for quadratic-growth BSDEs in a Markovian setting by connecting a series of semi-analytic asymptotic expansions applied to short-time intervals. Although there remains a condition which needs to be checked a posteriori, one can avoid altogether time-consuming Monte Carlo simulation and other numerical integrations for estimating conditional expectations at each space–time node. Numerical examples of quadratic-growth as well as Lipschitz BSDEs suggest that the scheme works well even for large quadratic coefficients, and a fortiori for large Lipschitz constants.     

Complete asymptotic expansions associated with Epstein zeta-functions

Let Q(u,v)=|u+vz|² be a positive-definite quadratic form with a complex parameter z=x+iy in the upper-half plane. The Epstein zeta-function attached to Q is initially defined by for Re s>1, where the term with m=n=0 is to be omitted. We deduce complete asymptotic expansions of as y→+∞ (Theorem 1 in Sect. 2), and of its weighted mean value (with respect to y) in the form of a Laplace-Mellin transform of (Theorem 2 in Sect. 2). Prior to the proofs of these asymptotic expansions, the meromorphic continuation of over the whole s-plane is prepared by means of Mellin-Barnes integral transformations (Proposition 1 in Sect. 3). This procedure, differs slightly from other previously known methods of the analytic continuation, gives a new alternative proof of the Fourier expansion of (Proposition 2 in Sect. 3). The use of Mellin-Barnes type of integral formulae is crucial in all aspects of the proofs; several transformation properties of hypergeometric functions are especially applied with manipulation of these integrals. Research supported in part by Grant-in-Aid for Scientific Research (No. 13640041), the Ministry of Education, Culture, Sports, Science and Technology of Japan.     

Asymptotic expansions and Richardson extrapolation of approximate solutions for integro-differential equations by mixed finite element methods

In this paper asymptotic error expansions for mixed finite element approximations of the integro-differential equation are derived, and Richardson extrapolation is applied to improve the accuracy of the approximations by two different schemes with the help of an interpolation post-processing technique. The results of this paper provide new asymptotic expansions. As a by-product, we illustrate that all the approximations of higher accuracy can be used to form a class of a-posteriori error estimators for this mixed finite element method. Finally, a numerical example is provided to validate the theoretical results. This project was supported in part by the Special Funds for Major State Basic Research Project (2007CB8149), the National Natural Science Foundation of China (10471103 and 10771158), Social Science Foundation of the Ministry of Education of China (Numerical Methods for Convertible Bonds, 06JA630047), the NSERC, Tianjin Natural Science Foundation (07JCYBJC14300), Tianjin Educational Committee, Liu Hui Center for Applied Mathematics of Nankai University and Tianjin University, and Tianjin University of Finance and Economics.     

Three-term asymptotic expansions for the moments of the random walk with triangular distributed interference of chance

In this study, a semi-Markovian random walk with a discrete interference of chance (X(t)) is considered and under some weak assumptions the ergodicity of this process is discussed. The exact formulas for the first four moments of ergodic distribution of the process X(t) are obtained when the random variable ζ₁, which is describing a discrete interference of chance, has a triangular distribution in the interval [s, S] with center (S + s)/2. Based on these results, the asymptotic expansions with three-term are obtained for the first four moments of the ergodic distribution of X(t), as a ≡ (S − s)/2 → ∞. Furthermore, the asymptotic expansions for the variance, skewness and kurtosis of the ergodic distribution of the process X(t) are established. Finally, by using Monte Carlo experiments it is shown that the given approximating formulas provide high accuracy even for small values of parameter a.     

A local error estimate of the method of multi-scale asymptotic expansions for elliptic problems with rapidly oscillatory coefficients

In this paper, on basis of [O.A. Oleinik, A.S. Shamaev, G.A. Yosifian, Mathematical Problems in Elasticity and Homogenization, North-Holland, Amsterdam, 1992], we present a local error estimate of the method of multi-scale asymptotic expansions for second order elliptic problems with rapidly oscillatory coefficients.     

Multiscale asymptotic expansions and numerical algorithms for the wave equations of second order with rapidly oscillating coefficients

In this paper, we discuss the multiscale analysis and numerical algorithms for the wave equations of second order with rapidly oscillating coefficients. The formal multiscale asymptotic expansions of the solutions for these problems in four specific cases are presented. Higher order corrector methods are constructed and associated explicit convergence rates are obtained in some cases. A multiscale numerical method and a symplectic geometric scheme are introduced. Finally, some numerical results and unsolved problems are presented, and these numerical results support strongly the convergence theorem of this paper.     

Multi-node higher order expansions of a function

By using the values and higher derivatives of a function at the given nodes, a kind of multi-node higher order expansion of the function is presented. The error terms of the expansions are given. Particular examples are the extensions of the Taylor polynomials, Bernstein polynomials and Lagrange interpolation polynomials. The expansions are numerical approximation polynomials and very useful particular for the functions for which the higher derivatives can be obtained easily.     

Refined asymptotic expansions for nonlocal diffusion equations

We study the asymptotic behavior for solutions to nonlocal diffusion models of the form u _t = J * u – u in the whole with an initial condition u(x, 0) = u ₀(x). Under suitable hypotheses on J (involving its Fourier transform) and u ₀, it is proved an expansion of the form

Uniform asymptotic methods for integrals

We give an overview of basic methods that can be used for obtaining asymptotic expansions of integrals: Watson’s lemma, Laplace’s method, the saddle point method, and the method of stationary phase. Certain developments in the field of asymptotic analysis will be compared with De Bruijn’s book Asymptotic Methods in Analysis. The classical methods can be modified for obtaining expansions that hold uniformly with respect to additional parameters. We give an overview of examples in which special functions, such as the complementary error function, Airy functions, and Bessel functions, are used as approximations in uniform asymptotic expansions.     

Numerical algorithms for uniform Airy-type asymptotic expansions

Airy-type asymptotic representations of a class of special functions are considered from a numerical point of view. It is well known that the evaluation of the coefficients of the asymptotic series near the transition point is a difficult problem. We discuss two methods for computing the asymptotic series. One method is based on expanding the coefficients of the asymptotic series in Maclaurin series. In the second method we consider auxiliary functions that can be computed more efficiently than the coefficients in the first method, and we do not need the tabulation of many coefficients. The methods are quite general, but the paper concentrates on Bessel functions, in particular on the differential equation of the Bessel functions, which has a turning point character when order and argument of the Bessel functions are equal.     

Optimal error estimate of the penalty finite element method for the time-dependent Navier-Stokes equations

A fully discrete penalty finite element method is presented for the two-dimensional time-dependent Navier-Stokes equations. The time discretization of the penalty Navier-Stokes equations is based on the backward Euler scheme; the spatial discretization of the time discretized penalty Navier-Stokes equations is based on a finite element space pair which satisfies some approximate assumption. An optimal error estimate of the numerical velocity and pressure is provided for the fully discrete penalty finite element method when the parameters and are sufficiently small.

     

Merging asymptotic expansions for semistable random variables

Merging asymptotic expansions are established for distribution functions from the domain of geometric partial attraction of a semistable law. The length of the expansion depends on the exponent of the semistable law and on the characteristic function of the underlying distribution. We obtain sufficient conditions for the quantile function in order to get real infinite asymptotic expansion. The results are generalizations of the existing theory in the stable case.     

Precise asymptotic behavior of solutions of the sublinear Emden-Fowler differential equation

The aim of this paper is to show that if the sublinear Emden-Fowler differential equation

(A)     

High-dimensional asymptotic expansion of LR statistic for testing intraclass correlation structure and its error bound

This paper deals with the null distribution of a likelihood ratio (LR) statistic for testing the intraclass correlation structure. We derive an asymptotic expansion of the null distribution of the LR statistic when the number of variable p and the sample size N approach infinity together, while the ratio p/N is converging on a finite nonzero limit c(0,1). Numerical simulations reveal that our approximation is more accurate than the classical χ²-type and F-type approximations as p increases in value. Furthermore, we derive a computable error bound for its asymptotic expansion.