Convergent Expansions for Solutions of Linear Ordinary Differential Equations Having a Simple Turning Point, with an Application to Bessel Functions

Second-order linear ordinary differential equations with a large parameter u are examined. Classic asymptotic expansions involving Airy functions are applicable for the case where the argument z lies in complex domain containing a simple turning point. In this article, such asymptotic expansions are converted into convergent series, where u appears in an inverse factorial, rather than an inverse power. The domain of convergence of the new expansions is rigorously established and is found to be an unbounded domain containing the turning point. The theory is then applied to obtain convergent expansions for Bessel functions of complex argument and large positive order.     

Asymptotic solutions of inhomogeneous differential equations having a turning point

Asymptotic solutions are derived for inhomogeneous differential equations having a large real or complex parameter and a simple turning point. They involve Scorer functions and three slowly varying analytic coefficient functions. The asymptotic approximations are uniformly valid for unbounded complex values of the argument, and are applied to inhomogeneous Airy equations having polynomial and exponential forcing terms. Error bounds are available for all approximations, including new simple ones for the well-known asymptotic expansions of Scorer functions of large complex argument.     

Asymptotic and convergent expansions for solutions of third-order linear differential equations with a large parameter

In previous papers [6-8,10], we derived convergent and asymptotic expansions of solutions of second order linear differential equations with a large parameter. In those papers we generalized and developed special cases not considered in Olver"s theory [Olver, 1974]. In this paper we go one step forward and consider linear differential equations of the third order: $y"+a\Lambda^2 y"+b\Lambda^3y=f(x)y"+g(x)y$, with $a,b\in\mathbb{C}$ fixed, $f"$ and $g$ continuous, and $\Lambda$ a large positive parameter. We propose two different techniques to handle the problem: (i) a generalization of Olver"s method and (ii) the transformation of the differential problem into a fixed point problem from which we construct an asymptotic sequence of functions that converges to the unique solution of the problem. Moreover, we show that this second technique may also be applied to nonlinear differential equations with a large parameter. As an application of the theory, we obtain new convergent and asymptotic expansions of the Pearcey integral $P(x,y)$ for large $|x|$.     

A generalized inverse method for asymptotic linear programming

Consider a linear program in which the entries of the coefficient matrix vary linearly with time. To study the behavior of optimal solutions as time goes to infinity, it is convenient to express the inverse of the basis matrix as a series expansion of powers of the time parameter. We show that an algorithm of Wilkinson (1982) for solving singular differential equations can be used to obtain such an expansion efficiently. The resolvent expansions of dynamic programming are a special case of this method.     

Algorithms for evaluating basic components of spectral functions of interference wave fields

Simple algorithms for finding a numerical solution on a complex plane of dispersion equations dependent on a real parameter are described. Algorithms for numerical integration along stationary contours on a complex plane in the case where the integrand possesses singularities of the pole and branch-point type are also presented. These algorithms are applied to compute the spectral functions of wave fields propagating in layered media. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 214, 1994, pp. 187–199. Translated by N. S. Zabavnikova.     

Toward a General Solution of the Three‐Wave Partial Differential Equations

The three‐wave, resonant interaction equations appear in many physical applications. These partial differential equations (PDEs) are known to be completely integrable, and have been solved with initial data that decay rapidly in space, using inverse scattering theory. We present a new way to solve these equations, which makes no use of inverse scattering theory, and which can be used with a wide variety of boundary conditions. A “general solution” of these PDEs would involve six free, real‐valued functions of space. At this time, our “nearly general solution” accepts five free, real‐valued functions of space, and embeds them in convergent series in a deleted neighborhood of a pole.     

Some asymptotic expansions of moments of order statistics

Series expansions of moments of order statistics are obtained from expansions of the inverse of the distribution function. They are valid for certain types of distributions with regularly varying tails. We show that the expansions converge quickly when the sample size is moderate to large, and we obtain bounds on the rate of convergence. The special case of the Cauchy distribution is treated in more detail.     

Asymptotic solvers for ordinary differential equations with multiple frequencies

We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms,focusing on the case of multiple,non-commensurate frequencies.We derive an asymptotic expansion in inverse powers of the oscillatory parameter and use its truncation as an exceedingly effective means to discretize the differential equation in question.Numerical examples illustrate the effectiveness of the method.     

Uniform Asymptotic Expansions of Symmetric Elliptic Integrals

Symmetric standard elliptic integrals are considered when two or more parameters are larger than the others. The distributional approach is used to derive seven expansions of these integrals in inverse powers of the asymptotic parameters. Some of these expansions also involve logarithmic terms in the asymptotic variables. These expansions are uniformly convergent when the asymptotic parameters are greater than the remaining ones. The coefficients of six of these expansions involve hypergeometric functions with less parameters than the original integrals. The coefficients of the seventh expansion again involve elliptic integrals, but with less parameters than the original integrals. The convergence speed of any of these expansions increases for an increasing difference between the asymptotic variables and the remaining ones. All the expansions are accompanied by an error bound at any order of the approximation. January 31, 2000. Date revised: May 18, 2000. Date accepted: August 4, 2000.     

Computing Special Functions by Using Quadrature Rules

The usual tools for computing special functions are power series, asymptotic expansions, continued fractions, differential equations, recursions, and so on. Rather seldom are methods based on quadrature of integrals. Selecting suitable integral representations of special functions, using principles from asymptotic analysis, we develop reliable algorithms which are valid for large domains of real or complex parameters. Our present investigations include Airy functions, Bessel functions and parabolic cylinder functions. In the case of Airy functions we have improvements in both accuracy and speed for some parts of Amos's code for Bessel functions.     

Matrix technique for nonperturbative Green function of time-independent Schrödinger equation

A Green function of time-independent multi-channel Schrödinger equation is considered in matrix representation beyond a perturbation theory. Nonperturbative Green functions are obtained through the regular in zero and at infinity solutions of the multi-channel Schrödinger equation for different cases of symmetry of the full Hamiltonian. The spectral expansions for the nonperturbative Green functions are obtained in simple form through multi-channel wave functions. The developed approach is applied to obtain simple analytic equations for the Green functions and transition matrix elements for compound multi-potential system within quasi-classical approximation. The limits of strong and weak inter-channel interactions are studied.     

3‐D Contact problems for elastic wedges with Coulomb friction

3‐D quasi‐static contact problems for elastic wedges with Coulomb friction are reduced to integral equations and integral inequalities with unknown contact normal pressures. To obtain these equations and inequalities, Green's functions for the wedges, where one face of the wedges is either stress‐free or fixed, are needed. Using Fourier and Kontorovich–Lebedev integral transformations, all the stresses and displacements in the wedges can be constructed in terms of solutions of Fredholm integral equations of the second kind on the semiaxis. The Green's functions can be calculated as uniformly convergent power series in (1‐2ν), where νis Poisson's ratio. An exponential decay of the kernels and right‐hand sides of the Fredholm integral equations provides the applicability of the collocation method for simple and fast calculation of the Green's functions. For a half‐space, which is a special case of an elastic wedge, the kernels degenerate and the functions reduce to the well‐known Boussinesq and Cerruti solutions. Analysing the contact problems reveals that the Green's functions govern the kernels of the above mentioned integral equations and inequalities. Under the assumption that the punch has a smooth shape, the contact pressure is zero on the boundary of the unknown contact zone. Solving the contact problems with the help of the Galanov–Newton method, the normal contact pressure, the contact zone and the normal displacement around the contact zone can be determined simultaneously. In view of the numerical results, the influence of the friction forces on the punch force and the punch settlement is discussed. Copyright © 2004 John Wiley & Sons, Ltd.     

Differential equations with degeneration and resurgent analysis

In the present paper, we consider differential equations with cusp-type degeneration in the principal symbol. We prove the existence of an endlessly continuable solution in the case of Fredholm equations with endlessly continuable right-hand side. For the case in which the principal symbol of the operator has simple singularities, we obtain asymptotic expansions of the solutions of equations with degeneration.     

Homogenization of a Thick Plate Model with Inclusions or Openings Periodically Distributed in the Thickness

AMS (MOS): 65 M-N

Using Hencky-Mindlin thermoelastic linear model for plates with a large number of small identical inclusions or openings in their thickness, we obtain equilibrium equations in which coefficients depend on x and periodically on x/ε where ε is the diameter of the cell of the periodic structure.

Formal asymptotic expansions give “homogenized” equations with coefficients independant of ε corresponding to an equivalent homogeneous plate.

Solution of these homogenized equations is proved to be (in a weak sense) the limit, when ε tends to zero, of original equations solution.

Moreover this result leads to a method giving explicit computation of thermal and elastic coefficients of the equivalent homogeneous plate in the case of right cylindrical openings. Numerical results for different shapes of openings are given.     

Convergent Power Series for Fields in Positive or Negative High-Contrast Periodic Media

We obtain convergent power series representations for Bloch waves in periodic high-contrast media. The material coefficient in the inclusions can be positive or negative. The small expansion parameter is the ratio of period cell width to wavelength, and the coefficient functions are solutions of the cell problems arising from formal asymptotic expansion. In the case of positive coefficient, the dispersion relation has an infinite sequence of branches, each represented by a convergent even power series whose leading term is a branch of the dispersion relation for the homogenized medium. In the negative case, there is a single branch.     

An EM Algorithm for Estimating Equations

This article presents an algorithm for accommodating missing data in situations where a natural set of estimating equations exists for the complete data setting. The complete data estimating equations can correspond to the score functions from a standard, partial, or quasi-likelihood, or they can be generalized estimating equations (GEEs). In analogy to the EM, which is a special case, the method is called the ES algorithm, because it iterates between an E-Step wherein functions of the complete data are replaced by their expected values, and an S-Step where these expected values are substituted into the complete-data estimating equation, which is then solved. Convergence properties of the algorithm are established by appealing to general theory for iterative solutions to nonlinear equations. In particular, the ES algorithm (and indeed the EM) are shown to correspond to examples of nonlinear Gauss-Seidel algorithms. An added advantage of the approach is that it yields a computationally simple method for estimating the variance of the resulting parameter estimates.     

Generalized solutions to partial differential equations of evolution type

This paper deals with a new solution concept for partial differential equations in algebras of generalized functions. Introducing regularized derivatives for generalized functions, we show that the Cauchy problem is wellposed backward and forward in time for every system of linear partial differential equations of evolution type in this sense. We obtain existence and uniqueness of generalized solutions in situations where there is no distributional solution or where even smooth solutions are nonunique. In the case of symmetric hyperbolic systems, the generalized solution has the classical weak solution as macroscopic aspect. Two extensions to nonlinear systems are given: global solutions to quasilinear evolution equations with bounded nonlinearities and local solutions to quasilinear symmetric hyperbolic systems.     

A new process for constructing coefficients of elliptic complex equations in multiply connected domains

This article concerns the inverse problem for linear elliptic systems of first-order equations with Riemann–Hilbert-type map in multiply connected domains. First the formulation and the complex form of the problem for the systems are given, and then the coefficients of the elliptic complex equations for the above problem are constructed by a complex analytic method, where the advantage of the methods in other papers is absorbed, and the used method in this article is more simple and the obtained result is more general. As an application of the above results, we can derive the corresponding results of the inverse problem for second-order elliptic equations from Dirichlet to Neumann map in multiply connected domains.     

Author Index to Volumes 100 and 101: 1998

Through both analytical and numerical methods, we solve the eigenproblem u_zz >+(1/ z −λ−( z −1/ε)²) u =0 on the unbounded interval z ∈[−∞, ∞], where λ is the eigenvalue and u ( z )→0 as | z |→∞. This models an equatorially trapped Rossby wave in a shear flow in the ocean or atmosphere. It is the usual parabolic cylinder equation with Hermite functions as the eigenfunctions except for the addition of an extra term, which is a simple pole. The pole, which is on the interior of the interval, is interpreted as the limit δ→0 of 1/( z − i δ). The eigenfunction has a branch point of the form z  log( z ) at z =0, where the branch cut is on the upper imaginary axis. The eigenvalue is complex valued with an imaginary part, which we show, through matched asymptotics, to be approximately √ π exp(−1/ε²){1−2ε log ε+ε log 2+γε}. Because T ( λ ) is transcendentally small in the small parameter ε, it lies "beyond all orders" in the usual Rayleigh–Schrödinger power series in ε. Nonetheless, we develop special numerical algorithms that are effective in computing T ( λ ) for ε as small as 1/100.     

Homogenization of a pseudoparabolic system

Pseudoparabolic equations in periodic media are homogenized to obtain upscaled limits by asymptotic expansions and two-scale convergence. The limit is characterized and convergence is established in various linear cases for both the classical binary medium model and the highly heterogeneous case. The limit of vanishing time-delay parameter in either medium is included. The double-porosity limit of Richards' equation with dynamic capillary pressure is obtained.