Two-point Taylor expansions in the asymptotic approximation of double integrals. Application to the second and fourth Appell functions

The main difficulty in Laplace's method of asymptotic expansions of double integrals is originated by a change of variables. We consider a double integral representation of the second Appell function F₂(a,b,b^′,c,c^′;x,y) and illustrate, over this example, a variant of Laplace's method which avoids that change of variables and simplifies the computations. Essentially, the method only requires a Taylor expansion of the integrand at the critical point of the phase function. We obtain in this way an asymptotic expansion of F₂(a,b,b^′,c,c^′;x,y) for large b, b^′, c and c^′. We also consider a double integral representation of the fourth Appell function F₄(a,b,c,d;x,y). We show, in this example, that this variant of Laplace's method is uniform when two or more critical points coalesce or a critical point approaches the boundary of the integration domain. We obtain in this way an asymptotic approximation of F₄(a,b,c,d;x,y) for large values of a,b,c and d. In this second example, the method requires a Taylor expansion of the integrand at two points simultaneously. For this purpose, we also investigate in this paper Taylor expansions of two-variable analytic functions with respect to two points, giving Cauchy-type formulas for the coefficients of the expansion and details about the regions of convergence.     

A simple approach to asymptotic expansions for Fourier integrals of singular functions

In this work, we are concerned with the derivation of full asymptotic expansions for Fourier integrals as s → ∞, where s is real positive, [a, b] is a finite interval, and the functions f(x) may have different types of algebraic and logarithmic singularities at x = a and x = b. This problem has been treated in the literature by techniques involving neutralizers and Mellin transforms. Here, we derive the relevant asymptotic expansions by a method that employs simpler and less sophisticated tools.     

A systematization of the saddle point method. Application to the Airy and Hankel functions

The standard saddle point method of asymptotic expansions of integrals requires to show the existence of the steepest descent paths of the phase function and the computation of the coefficients of the expansion from a function implicitly defined by solving an inversion problem. This means that the method is not systematic because the steepest descent paths depend on the phase function on hand and there is not a general and explicit formula for the coefficients of the expansion (like in Watson's Lemma for example). We propose a more systematic variant of the method in which the computation of the steepest descent paths is trivial and almost universal: it only depends on the location and the order of the saddle points of the phase function. Moreover, this variant of the method generates an asymptotic expansion given in terms of a generalized (and universal) asymptotic sequence that avoids the computation of the standard coefficients, giving an explicit and systematic formula for the expansion that may be easily implemented on a symbolic manipulation program. As an illustrative example, the well-known asymptotic expansion of the Airy function is rederived almost trivially using this method. New asymptotic expansions of the Hankel function Hn(z) for large n and z are given as non-trivial examples.     

Uniform global asymptotic stability of adaptive cascaded nonlinear systems with unknown high-frequency gains

We study adaptive tracking problems for nonlinear systems with unknown control gains. We construct controllers that yield uniform global asymptotic stability for the error dynamics, and hence tracking and parameter estimation for the original systems. Our result is based on a new explicit, global, strict Lyapunov function construction. We illustrate our work using a brushless DC motor turning a mechanical load. We quantify the effects of time-varying uncertainties on the motor electric parameters.     

Parabolic cylinder functions of large order

The asymptotic behaviour of parabolic cylinder functions of large real order is considered. Various expansions in terms of elementary functions are derived. They hold uniformly for the variable in appropriate parts of the complex plane. Some of the expansions are doubly asymptotic with respect to the order and the complex variable which is an advantage for computational purposes. Error bounds are determined for the truncated versions of the asymptotic series.     

Uniform asymptotic regularity for Mann iterates

In Numer. Funct. Anal. Optim. 22 (2001) 641-656, we obtained an effective quantitative analysis of a theorem due to Borwein, Reich, and Shafrir on the asymptotic behavior of general Krasnoselski-Mann iterations for nonexpansive self-mappings of convex sets C in arbitrary normed spaces. We used this result to obtain a new strong uniform version of Ishikawa's theorem for bounded C. In this paper we give a qualitative improvement of our result in the unbounded case and prove the uniformity result for the bounded case under the weaker assumption that C contains a point x whose Krasnoselski-Mann iteration (x_k) is bounded. We also consider more general iterations for which asymptotic regularity is known only for uniformly convex spaces (Groetsch). We give uniform effective bounds for (an extension of) Groetsch's theorem which generalize previous results by Kirk, Martinez-Yanez, and the author.     

Uniform asymptotic stability for damped linear oscillators with variable parameters

In this paper, sufficient conditions for uniform asymptotic stability of the damped linear oscillators with variable coefficients are presented. The result of the present study can be applied to even the case of negative damping. The conditions presented herein are shown to be essential for uniform asymptotic stability.     

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.     

Asymptotic approximation of a highly oscillatory integral with application to the canonical catastrophe integrals

We consider the highly oscillatory integral $F(w):={\int }_{-\infty }^{\infty }{e}^{iw(t^{K+2}+e^{i\theta }{t}^p)}g(t)dt$ for large positive values of w, , K and p positive integers with $1\le p\le K$, and $g(t)$ an entire function. The standard saddle point method is complicated and we use here a simplified version of this method introduced by López et al. We derive an asymptotic approximation of this integral when $w\to +\infty$ for general values of K and p in terms of elementary functions, and determine the Stokes lines. For $p\ne 1$, the asymptotic behavior of this integral may be classified in four different regions according to the even/odd character of the couple of parameters K and p; the special case $p=1$ requires a separate analysis. As an important application, we consider the family of canonical catastrophe integrals ${\mathrm{\Psi }}_K(x_1,x_2,\text{…},x_K)$ for large values of one of its variables, say $x_p$, and bounded values of the remaining ones. This family of integrals may be written in the form $F(w)$ for appropriate values of the parameters w, θ and the function $g(t)$. Then, we derive an asymptotic approximation of the family of canonical catastrophe integrals for large $|x_p|$. The approximations are accompanied by several numerical experiments. The asymptotic formulas presented here fill up a gap in the NIST Handbook of Mathematical Functions by Olver et al.     

On nonoscillating integrals for computing inhomogeneous Airy functions

Integral representations are considered of solutions of the inhomogeneous Airy differential equation . The solutions of these equations are also known as Scorer functions. Certain functional relations for these functions are used to confine the discussion to one function and to a certain sector in the complex plane. By using steepest descent methods from asymptotics, the standard integral representations of the Scorer functions are modified in order to obtain nonoscillating integrals for complex values of . In this way stable representations for numerical evaluations of the functions are obtained. The methods are illustrated with numerical results.

     

An asymptotic expansion for 1D steady compressible Navier-Stokes equations under nonuniform enthalpy

The solutions of the one-dimensional (1D) steady compressible Navier-Stokes equations have been thoroughly discussed before, but restrained for uniform total enthalpy, which leads to only a shock wave profile possible in an infinite domain. To date, very little progress has been made for the case with nonuniform total enthalpy. In this paper, we affirm that under nonuniform total enthalpy, there also exists steady solution for the 1D compressible Navier-Stokes equations, but the flow domain must be finite in the positive $x$-axis. The 1D steady compressible Navier-Stokes equations can be reduced to a singular perturbed nonlinear ordinary differential equation (ODE) for velocity with the assumptions of $\text{◂=▸}Pr=3/4$ and a constant viscosity coefficient. By analyzing the mathematical property of the nonlinear ODE for velocity, we propose an asymptotic expansion for the solution of it as an exponential type sequence and also prove the convergence. Unlike the case of uniform total enthalpy, where the solutions for all variables keep monotone, we show that under nonuniform total enthalpy and some specific boundary conditions, there exists extreme inside the thin boundary layer. Numerical results verify the accuracy and convergence of the asymptotic expansion. This asymptotic expansion solution can serve as an important testing to demonstrate the efficiency of numerical methods developed for compressible Navier-Stokes equations at high Reynolds number.     

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.     

Numerical methods and asymptotic error expansions for the Emden-Fowler equations

In the present paper we analyse a numerical method for computing the solution of some boundary-value problems for the Emden-Fowler equations. The differential equations are discretized by a finite-difference method and we derive asymptotic expansions for the discretization error. Based on these asymptotic expansions, we use an extrapolation algorithm to accelerate the convergence of the numerical method.     

Uniform asymptotics and zeros of a system of orthogonal polynomials defined via a difference equation

We study a class of sieved Pollaczek polynomials defined by a second-order difference equation (three-term recurrence relation). The measure of orthogonality is determined by using the Markov theorem and the Perron-Stieltjes inversion formula, and is shown consisting of an absolutely continuous part and a discrete part with infinitely many mass points. Uniform asymptotic approximations of these polynomials for large degree n are derived at a turning point αn and a critical point βn, involving respectively the Airy function Ai, and . Darboux's method, the method of steepest descents, and various uniform asymptotic techniques such as cubic transformations are used to derive the results. Asymptotic formulas for the least zeros, the largest zeros, and the zeros on both sides of βn are also obtained. Several numerical examples are provided to compare the approximate zeros with the true values.     

Construction of asymptotic solutions to conjugation problems

A steady-state mass transfer problem related to underground storage of radioactive and chemical wastes is used to illustrate the application of an approximate method that opens up new opportunities for underground thermohydrodynamic simulation. The problem is represented as a sequence of mixed conjugation problems for the expansion coefficients, the remainder term, and the boundary-layer functions. Analytical expressions for the zero- and first-order expansion coefficients are derived.     

Asymptotic expansions for oscillatory integrals using inverse functions

We treat finite oscillatory integrals of the form ∫ _a ^b F(x)e ^ikG(x) dx in which both F and G are real on the real line, are analytic over the open integration interval, and may have algebraic singularities at either or both interval end points. For many of these, we establish asymptotic expansions in inverse powers of k. No appeal to the theories of stationary phase or steepest descent is involved. We simply apply theory involving inverse functions and expansions for a Fourier coefficient ∫ _a ^b φ(t)e ^ikt dt. To this end, we have assembled several results involving inverse functions. Moreover, we have derived a new asymptotic expansion for this integral, valid when , −1<σ ₁<σ ₂<⋅⋅⋅. The authors were supported by the Office of Advanced Scientific Computing Research, Office of Science, US Department of Energy, under Contract DE-AC02-06CH11357.     

On differences of zeta values

Finite differences of values of the Riemann zeta function at the integers are explored. Such quantities, which occur as coefficients in Newton series representations, have surfaced in works of Bombieri–Lagarias, Maślanka, Coffey, Báez-Duarte, Voros and others. We apply the theory of Nörlund–Rice integrals in conjunction with the saddle-point method and derive precise asymptotic estimates. The method extends to Dirichlet L-functions and our estimates appear to be partly related to earlier investigations surrounding Li's criterion for the Riemann hypothesis.     

Optimal Bounds for Cauchy Approximations for the Winding Distribution of Planar Brownian Motion

Optimal nonuniform bounds are given for the remainder terms in Spitzer's theorem, which gives some final answer to the question of Cauchy approximations for the winding distribution of planar Brownian motion. As a corollary, a large deviation result is presented. Optimal nonuniform bounds for the approximations of the density are also derived.