Second order asymptotics in nonlinear regression

It is a well known part of statistical knowledge that first order asymptotically efficient procedures can be misleading for moderate sample sizes. Usually this is demonstrated for some popular special cases including numerical comparisons. Typically the situation is worse if nuisance parameters are present. In this paper we give second order asymptotically efficient tests, confidence regions, and estimators for the nonlinear regression model which are based on the least-squares estimator and the residual sum of squares.     

Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks

In this paper we consider dependent random variables with common regularly varying marginal distribution. Under the assumption that these random variables are tail-independent, it is well known that the tail of the sum behaves like in the independence case. Under some conditions on the marginal distributions and the dependence structure (including Gaussian copula’s and certain Archimedean copulas) we provide the second-order asymptotic behavior of the tail of the sum.     

On the variational formulation and implementation of Allen-Cahn and Cahn-Hilliard-type phase field theories

Phase field theory is a promising framework for analyzing evolving microstructures in materials. Phenomena like those related to microstructures in Ni-based superalloys, twin structures in martensites or precipitation in Al-alloys can be predicted by phase field theory. While phase transformations such as those characterizing twinning are captured by an Allen-Cahn-type approach, a Cahn-Hilliard-type formulation is used, if the respective interface motion is driven by the concentration of the species. Although the Allen-Cahn and the Cahn-Hilliard formulation are indeed different, they do share some similarities. To be more precise, a Cahn-Hilliard model is obtained by enforcing balance of mass in the Allen-Cahn approach. Within an energy-based formulation this can be implemented by adding additional energy terms to the underlying Allen-Cahn energy. Such a universal energy-based framework is elaborated in this presentation. (© 2015 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the speed of propagation of waves in a deformed elastic material

The secular equation is obtained for small amplitude waves propagated in an arbitrary direction in a body of incompressible isotropic elastic material subjected to a pure homogeneous deformation. Conditions are obtained that the wave speeds be real.

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Zusammenfassung Es wird die Säkulargleichung für Wellen kleiner Amplitude gewonnen, welche sich in beliebiger Richtung in einem inkompressiblen isotropen elastischen Material fortpflanzen, das einer reinen homogenen Deformation unterworfen ist. Es werden Bedingungen dafür aufgestellt, dass die Fortpflanzungsgeschwindigkeiten reell sind.

     

Generalized motion by mean curvature with Neumann conditions and the Allen-Cahn model for phase transitions

We study asharpinterface model for phase transitions which incorporates the interaction of the phase boundaries with the walls of a container Ω. In this model, the interfaces move by their mean curvature and are normal to δΩ. We first establish local-in-time existence and uniqueness of smooth solutions for the mean curvature equation with a normal contact angle condition. We then discuss global solutions by interpreting the equation and the boundary condition in a weak (viscosity) sense. Finally, we investigate the relation of the aforementioned model with atransitionlayer model. We prove that if Ω isconvex, the transition-layer solutions converge to the sharp-interface solutions as the thickness of the layer tends to zero. We conclude with a discussion of the difficulties that arise in establishing this result in nonconvex domains. Communicated by David Kinderlehrer     

On the speed of propagation of waves in a deformed compressible elastic material

A sinusoidal wave of infinitesimal amplitude is propagated in an isotropic compressible elastic material subjected to a static pure homogeneous deformation. Necessary and sufficient conditions are obtained for the speed of propagation to be real in the case when the direction of propagation is parallel to a principal plane of the static deformation.

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Zusammenfassung Eine Sinuswelle mit infinitesimaler Amplitude pflanzt sich in einem isotropen kompressiblen elastischen Material fort, das einer rein homogenen statischen Deformation unterworfen ist. Es werden notwendige und hinreichende Bedingungen dafür erhalten, dass die Fortpflanzungsgeschwindigkeit bei Fortpflanzung parallel zu einer Hauptebene der statischen Deformation reell ist.

     

Investigation of the wave field in an effective model of layered elastic media with slide contact on the interfaces

An effective model of media consisting of two alternating elastic layers with slide contact on the boundaries is investigated. The wave field in this model is represented as Fourier and Mellin integrals. In the Mellin integrals we replace the contours of integration by stationary contours. In the expressions obtained, we change the order of integration and calculate the inner integral. The outer integral is equal to two residues. The corresponding poles are roots of two equations of the sixth order. These roots may be situated in the right half-plane and may be complex or real. The representation obtained of the wave field corresponds to expressions derived by the Smirnov-Sobolev method. Bibliography: 5 titles. __________ Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 342, 2007, pp. 187–205.     

P-wave propagation through elastic solids with a doubly periodic array of cracks

An analytical approach to study normal penetration of a longitudinalplane wave into a doubly periodic array of slit-type obstaclesis developed. By means of suitable assumptions on the physicaland geometrical parameters we arrive at explicit formulae forthe relevant scattering parameters and fields. The underlyingcontext is wave propagation through damaged (elastic) solids.Figures are given which reflect the peculiarities of propagationin such a structure     

Precise asymptotics for a type of order statistics

This paper obtains some results on the precise asymptotics for the order statistics generated by the random samples of maximum domain of attraction of the Fréchet distribution, which reveal the relations among the boundary function, weight function, convergence rate and limit position in a uniform form.Research supported by National Science Foundation of China (NO. 10271087).     

Exact asymptotics in a mean field model with random potential

Summary For a mean field operator with a random potential, asymptotic properties of the eigenvalues and eigenfunctions are studied and applied to investigate the longerm behavior of the solutions of a corresponding large system of differential equations. The total mass of the system is approximately concentrated in the record point of the random potential (complete localization). A more detailed inspection of the peaks shows that there is a phase transition: Only in the case of a moderate increase of time relatively to the growth of the space size the model behaves similarly to the system without diffusion. But also in the non-moderate case the asymptotic height of peaks can exactly be described.     

A phase field model for fracture

The variational formulation of brittle fracture as formulated for example by Francfort and Marigo in [1], where the total energy is minimized with respect to any admissible crack set and displacement field, allows the identification of crack paths, branching of preexisting cracks and even crack initiation without additional criteria. For its numerical treatment a continuous approximation of the model in the sense of Γ-convergence has been presented by Bourdin in [2]. In the regularized Francfort–Marigo model cracks are represented by an additional field variable (secondary variable) s∈[0,1] which is 0 if the material is cracked and 1 if it is undamaged. In this work, we reinterpret the crack variable as a phase field order parameter and address cracking as a phase transition problem. The crack growth is governed by the evolution equation of the order parameter which resembles the Ginzburg–Landau equation. The numerical treatment is done by finite elements combined with an implicit Euler scheme for the time integration. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical analysis for phase field simulations of moving interfaces with topological changes

Phase field methods are a widely accepted tool for the approximation of moving free interfaces in sharp interface problems. Topological changes in the solution, such as nucleation or vanishing of particles or merging or pinching of interfaces, lead to singularities in the free boundary. In the sharp interface model, these singularities cause both numerical and theoretical problems, whereas they are handled “automatically” in phase field simulations. Phase field models contain a length scale ε > 0 that vanishes in the sharp interface limit. Therefore, when ε → 0, practical numerical methods have to be robust in the sense that error estimates may only depend polynomially on ε^-1, not exponentially. We show that robust error control is possible past the occurrence of topological changes and without restrictive assumptions on the initial data. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Sharp eigenvalue asymptotics for fourth order operators on the circle

We determine high energy asymptotics of eigenvalues of fourth order operator on the circle.     

Spectral asymptotics for the third order operator with periodic coefficients

We consider the self-adjoint third order operator with 1-periodic coefficients on the real line. The spectrum of the operator is absolutely continuous and covers the real line. We determine the high energy asymptotics of the periodic, antiperiodic eigenvalues and of the branch points of the Lyapunov function. Furthermore, in the case of small coefficients we show that either whole spectrum has multiplicity one or the spectrum has multiplicity one except for a small spectral nonempty interval with multiplicity three. In the last case the asymptotics of this small interval is determined.     

Heavy-traffic asymptotics for the single-server queue with random order of service

We consider the GI/GI/1 queue with customers served in random order, and derive the heavy-traffic limit of the waiting-time distribution. Our proof is probabilistic, requires no finite-variance assumptions, and makes the intuition provided by Kingman (Math. Oper. Res. 7 (1982) 262) rigorous.     

Higher order asymptotics in estimation for two-sided Weibull type distributions

We consider the estimation problem of a location parameter on a sample of size n from a two-sided Weibull type density % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% GaamOzaiaacIcacaWG4bGaeyOeI0IaeqiUdeNaaiykaiabg2da9iaa% doeacaGGOaGaeqySdeMaaiykaiGacwgacaGG4bGaaiiCaiaacIcacq% GHsislcaGG8bGaamiEaiabgkHiTiabeI7aXjaacYhadaahaaWcbeqa% aiabeg7aHbaakiaacMcaaaa!52AD!\[f(x - \theta ) = C(\alpha )\exp ( - |x - \theta |^\alpha )\] for –<x<, –<< and 1<a<3/2, where % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% Gaam4qaiaacIcacqaHXoqycaGGPaGaeyypa0JaeqySdeMaai4laiaa% cUhacaaIYaGaeu4KdCKaaiikaiaaigdacaGGVaGaeqySdeMaaiykai% aac2haaaa!4B0E!\[C(\alpha ) = \alpha /\{ 2\Gamma (1/\alpha )\} \]. Then the bound for the distribution of asymptotically median unbiased estimators is obtained up to the 2a-th order, i.e., the order % MathType!MTEF!2!1!+-% feaafeart1ev1aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLn% hiov2DGi1BTfMBaeXafv3ySLgzGmvETj2BSbqefm0B1jxALjhiov2D% aebbfv3ySLgzGueE0jxyaibaiiYdd9qrFfea0dXdf9vqai-hEir8Ve% ea0de9qq-hbrpepeea0db9q8as0-LqLs-Jirpepeea0-as0Fb9pgea% 0lrP0xe9Fve9Fve9qapdbaqaaeGacaGaaiaabeqaamaabaabcaGcba% GaamOBamaaCaaaleqabaGaeyOeI0IaaiikaiaaikdacqaHXoqycqGH% sislcaaIXaGaaiykaiaac+cacaaIYaaaaaaa!4444!\[n^{ - (2\alpha - 1)/2} \]. The asymptotic distribution of a maximum likelihood estimator (MLE) is also calculated up to the 2a-th order. It is shown that the MLE is not 2a-th order asymptotically efficient. The amount of the loss of asymptotic information of the MLE is given.     

On the convergence of a fourth order evolution equation to the Allen-Cahn equation

We construct special sequences of solutions to a fourth order nonlinear parabolic equation of Cahn-Hilliard/Allen-Cahn type, converging to the second order Allen-Cahn equation. We consider the evolution equation without boundary, as well as the stationary case on domains with Dirichlet boundary conditions. The proofs exploit the equivalence of the fourth order equation with a system of two second order elliptic equations with “good signs”.     

Infinite propagation speed for the Degasperis-Procesi equation

We prove that any nontrivial classical solution of the Degasperis-Procesi equation will not have compact support if its initial data has this property.     

Second term of the logarithmic asymptotics of path integrals

In the survey results are presented related to the construction of asymptotic expansions of Green's function of the Cauchy problem for the heat equation. The basic attention is devoted to the first two terms of the logarithmic asymptotics which are obtained locally by probabilistic methods and globally by the method of convolution of the sequence of asymptotic solutions over small time.Translated from Itogi Nauki i Tekhniki, Seriya Teoriya Veroyatnostei, Matematicheskaya Statistika, Teoreticheskaya Kibernetika, Vol. 19, pp. 127–154, 1982.