Error bounds for approximations of traces of products of truncated Toeplitz operators

The paper establishes error orders for integral limit approximations to the traces of products of truncated Toeplitz operators generated by integrable real symmetric functions defined on the real line. These approximations and the corresponding error bounds are of importance in the statistical analysis of continuous-time stationary processes (asymptotic distributions and large deviations of Toeplitz type quadratic functionals, estimation of the spectrum, etc.). The results improve the rates obtained by the authors (in an earlier paper). An explicit second-order asymptotic expansion is found for the trace of a product of two truncated Toeplitz operators generated by the spectral densities of continuous-time stationary fractional Riesz-Bessel motions. The order of magnitude of the second term in this expansion is shown to depend on the long-memory parameters of the processes. The second-order term provides a substantially better approximation to the original functional, as compared with the first-order approximation. M. Ginovyan research was partially supported by National Science Foundation Grant #DMS-0706786.     

QUADRATURE METHODS FOR HIGHLY OSCILLATORY SINGULAR INTEGRALS

We address the evaluation of highly oscillatory integrals,with power-law and logarithmic singularities.Such problems arise in numerical methods in engineering.Notably,the evaluation of oscillatory integrals dominates the run-time for wave-enriched boundary integral formulations for wave scattering,and many of these exhibit singularities.We show that the asymptotic behaviour of the integral depends on the integrand and its derivatives at the singular point of the integrand,the stationary points and the endpoints of the integral.A truncated asymptotic expansion achieves an error that decays faster for increasing frequency.Based on the asymptotic analysis,a Filon-type method is constructed to approximate the integral.Unlike an asymptotic expansion,the Filon method achieves high accuracy for both small and large frequency.Complex-valued quadrature involves interpolation at the zeros of polynomials orthogonal to a complex weight function.Numerical results indicate that the complex-valued Gaussian quadrature achieves the highest accuracy when the three methods are compared.However,while it achieves higher accuracy for the same number of function evaluations,it requires signi cant additional cost of computation of orthogonal polynomials and their zeros.     

Asymptotic Expansions of Generalized Stieltjes Transforms of Algebraically Decaying Functions

Asymptotic expansions of Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative integer powers of their variable have been exhaustively investigated by R. Wong. In this article, we extend this analysis to Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative rational powers of their variable. Distributional approach is used to derive asymptotic expansions of the Stieltjes and generalized Stieltjes transforms of this kind of functions for large values of the parameter(s) of the transformation. Error bounds are obtained at any order of the approximation for a large family of integrands. The asymptotic approximation of an integral involved in the calculation of the mass renormalization of the quantum scalar field and of the third symmetric elliptic integral are given as illustrations.     

Error Bounds for the Large-Argument Asymptotic Expansions of the Hankel and Bessel Functions

In this paper, we reconsider the large-argument asymptotic expansions of the Hankel, Bessel and modified Bessel functions and their derivatives. New integral representations for the remainder terms of these asymptotic expansions are found and used to obtain sharp and realistic error bounds. We also give re-expansions for these remainder terms and provide their error estimates. A detailed discussion on the sharpness of our error bounds and their relation to other results in the literature is given. The techniques used in this paper should also generalize to asymptotic expansions which arise from an application of the method of steepest descents.     

Error Bounds for the Large‐Argument Asymptotic Expansions of the Lommel and Allied Functions

In this paper, we reconsider the large‐z asymptotic expansion of the Lommel function and its derivative. New representations for the remainder terms of the asymptotic expansions are found and used to obtain sharp and realistic error bounds. We also give re‐expansions for these remainder terms and provide their error estimates. Applications to the asymptotic expansions of the Anger–Weber‐type functions, the Scorer functions, the Struve functions, and their derivatives are provided. The sharpness of our error bounds is discussed in detail, and numerical examples are given.     

Asymptotic Expansions of Generalized Stieltjes Transforms of Algebraically Decaying Functions

Asymptotic expansions of Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative integer powers of their variable have been exhaustively investigated by R. Wong. In this article, we extend this analysis to Stieltjes and generalized Stieltjes transforms of functions having an asymptotic expansion in negative rational powers of their variable. Distributional approach is used to derive asymptotic expansions of the Stieltjes and generalized Stieltjes transforms of this kind of functions for large values of the parameter(s) of the transformation. Error bounds are obtained at any order of the approximation for a large family of integrands. The asymptotic approximation of an integral involved in the calculation of the mass renormalization of the quantum scalar field and of the third symmetric elliptic integral are given as illustrations.     

Perturbation bounds and truncations for a class of Markovian queues

We consider time-inhomogeneous Markovian queueing models with batch arrivals and group services. We study the mathematical expectation of the respective queue-length process and obtain the bounds on the rate of convergence and error of truncation of the process. Specific queueing models are shown as examples.     

Schwartz Kernel asymptotics and regularized traces of diffusion semigroups

The relationship between the parametrix of a diffusion type parabolic equation and the path integral representation of its fundamental solution provides an approach to computing the coefficients in the asymptotic expansion of the diffusion kernel constructively. The upper and lower bounds obtained in this paper for the regularized trace of the corresponding evolution semigroup strengthen and supplement the estimates which can be established by other methods.     

AIR Tools II: algebraic iterative reconstruction methods,improved implementation

This paper is devoted to designing a practical algorithm to invert the Laplace transform by assuming that the transform possesses the Puiseux expansion at infinity. First, the general asymptotic expansion of the inverse function at zero is derived, which can be used to approximate the inverse function when the variable is small. Second, an inversion algorithm is formulated by splitting the Bromwich integral into two parts. One is the main weakly oscillatory part, which is evaluated by a composite Gauss–Legendre rule and its Kronrod extension, and the other is the remaining strongly oscillatory part, which is integrated analytically using the Puiseux expansion of the transform at infinity. Finally, some typical tests show that the algorithm can be used to invert a wide range of Laplace transforms automatically with high accuracy and the output error estimator matches well with the true error.     

A note on approximations of traces of products of truncated Toeplitz matrices

The paper establishes error orders for integral limit approximations to the traces of products of truncated Toeplitz matrices generated by integrable real symmetric functions defined on the unit circle. These approximations and the corresponding error bounds are of importance in the statistical analysis of discrete-time stationary processes (asymptotic distributions and large deviations of Toeplitz type quadratic forms, estimation of the spectral parameters and functionals, asymptotic expansions of the estimators, etc.). The results improve the rates obtained by the authors in an earlier paper.     

A uniform asymptotic expansion of the single variable Bell polynomials

In this paper, we investigate the uniform asymptotic behavior of the single variable Bell polynomials on the negative real axis, to which all zeros belong. It is found that there exists an ascending sequence {Z_k}₁^∞(−e,0) such that the polynomials are represented by a finite sum of infinite asymptotic series, each in terms of the Airy function and its derivative, and the number of series under this sum is 1 in the interval (−∞,Z₁) and k+1 in [Z_k,Z_k+1), k1. Furthermore, it is shown that an asymptotic expansion, also in terms of Airy function and its derivative, completed with error bounds, holds uniformly in (−∞,−δ] for positive δ.     

Optimal greedy policies for stochastic control models

We introduce the notion of a greedy policy for general stochastic control models. Sufficient conditions for the optimality of the greedy policy for finite and infinite horizon are given. Moreover, we derive error bounds if the greedy policy is not optimal. The main results are illustrated by Bayesian information models, discounted Bayesian search problems, stochastic scheduling problems, single-server queueing networks and deterministic dynamic programs.     

The Fourier-series method for inverting transforms of probability distributions

This paper reviews the Fourier-series method for calculating cumulative distribution functions (cdf's) and probability mass functions (pmf's) by numerically inverting characteristic functions, Laplace transforms and generating functions. Some variants of the Fourier-series method are remarkably easy to use, requiring programs of less than fifty lines. The Fourier-series method can be interpreted as numerically integrating a standard inversion integral by means of the trapezoidal rule. The same formula is obtained by using the Fourier series of an associated periodic function constructed by aliasing; this explains the name of the method. This Fourier analysis applies to the inversion problem because the Fourier coefficients are just values of the transform. The mathematical centerpiece of the Fourier-series method is the Poisson summation formula, which identifies the discretization error associated with the trapezoidal rule and thus helps bound it. The greatest difficulty is approximately calculating the infinite series obtained from the inversion integral. Within this framework, lattice cdf's can be calculated from generating functions by finite sums without truncation. For other cdf's, an appropriate truncation of the infinite series can be determined from the transform based on estimates or bounds. For Laplace transforms, the numerical integration can be made to produce a nearly alternating series, so that the convergence can be accelerated by techniques such as Euler summation. Alternatively, the cdf can be perturbed slightly by convolution smoothing or windowing to produce a truncation error bound independent of the original cdf. Although error bounds can be determined, an effective approach is to use two different methods without elaborate error analysis. For this purpose, we also describe two methods for inverting Laplace transforms based on the Post-Widder inversion formula. The overall procedure is illustrated by several queueing examples.     

Asymptotic Expansion of Laplace Transforms about the Origin using Generalized Functions

A technique for obtaining asymptotic expansions of integralsby approximating the integrand and then using generalized functiontheory to evaluate the approximated integral is described. Thegeneral technique is presented here by way of a specific example,namely, the expansion of Laplace transforms about the origin.Error bounds for these expansions are also obtained.     

Asymptotic Error Expansion for the Nystrom Method of Nonlinear Volterra Integral Equation of the Second Kind

1.IntroductionConsiderthenonlinearVolterraintegraJequationofthesecondkindHere,u(x)isanunknownfunction,f(x)andK(x,t,u)aregivencontinuousfunctionsdefined,respectively,on[a,b1andD={(x,t,u):aSx5b,aSt5x)-oc相似文献   

Approximation of an Eigenvalue Problem Associated with the Stokes Problem by the Stream Function-Vorticity-Pressure Method

By means of eigenvalue error expansion and integral expansion techniques, we propose and analyze the stream function-vorticity-pressure method for the eigenvalue problem associated with the Stokes equations on the unit square. We obtain an optimal order of convergence for eigenvalues and eigenfuctions. Furthermore, for the bilinear finite element space, we derive asymptotic expansions of the eigenvalue error, an efficient extrapolation and an a posteriori error estimate for the eigenvalue. Finally, numerical experiments are reported. The first author was supported by China Postdoctoral Sciences Foundation.     

On truncations and perturbations of Markov decision problems with an application to queueing network overflow control

Conditions are provided to derive error bounds on the effect of truncations and perturbations in Markov decision problems. Both the average and finite horizon case are studied. As an application, an explicit error bound is obtained for a truncation of a Jacksonian queueing network with overflow control.     

An Infinite Asymptotic Expansion for the Extreme Zeros of the Pollaczek Polynomials

In this paper, we first establish an integral expression for the Pollaczek polynomials P_n ( x ; a , b ) from a generating function. By applying a canonical transformation to the integral and carrying out a detailed analysis of the integrand, we derive a uniform asymptotic expansion for P_n (cosθ; a , b ) in terms of the Airy function and its derivative, in descending powers of n . The uniformity is in an interval next to the turning point , with M being a constant. The coefficients of the expansion are analytic functions of a parameter that depends only on t where , and not on the large parameter n . From the expansion of the polynomials we obtain an asymptotic expansion in powers of n ^−1/3 for the largest zeros. As a special case, a four-term approximation is provided for comparison and illustration. The method used in this paper seems to be applicable to more general situations.     

Asymptotic expansions of the error of spline Galerkin boundary element methods

Summary. In this paper we analyse the existence of asymptotic expansions of the error of Galerkin methods with splines of arbitrary degree for the approximate solution of integral equations with logarithmic kernels. These expansions are obtained in terms of an interpolation operator and are useful for the application of Richardson extrapolation and for obtaining sharper error bounds. We also present and analyse a family of fully discrete spline Galerkin methods for the solution of the same equations. Following the analysis of Galerkin methods, we show the existence of asymptotic expansions of the error. Received May 18, 1995 / Revised version received April 11, 1996     

A combined Filon/asymptotic quadrature method for highly oscillatory problems

A crossing between the asymptotic expansion of an oscillatory integral and Filon-type methods is obtained by applying a Filon-type method to the error term in the asymptotic expansion, which is in itself an oscillatory integral. The efficiency of the approach is investigated through analysis and numerical experiments, revealing a method which in many cases performs better than the Filon-type method. It is shown that considerable savings in terms of the required number of potentially expensive moments can be expected. The case of multivariate oscillatory integrals is discussed briefly. AMS subject classification (2000)  65D30