Genus Expansion for Real Wishart Matrices

We present an exact formula for moments and cumulants of several real compound Wishart matrices in terms of an Euler characteristic expansion, similar to the genus expansion for complex random matrices. We consider their asymptotic values in the large matrix limit: as in a genus expansion, the terms which survive in the large matrix limit are those with the greatest Euler characteristic, that is, either spheres or collections of spheres. This topological construction motivates an algebraic expression for the moments and cumulants in terms of the symmetric group. We examine the combinatorial properties distinguishing the leading order terms. By considering higher cumulants, we give a central-limit-type theorem for the asymptotic distribution around the expected value.     

Weak approximation of averaged diffusion processes

We derive expansion results in order to approximate the law of the average of the marginal of diffusion processes. The average is computed w.r.t. a general parameter that is involved in the diffusion dynamics. Our approximation is based on the use of proxys with normal distribution or log-normal distribution, so that the expansion terms are explicit. We provide non asymptotic error bounds, which justifies the expansion accuracy as the time or the diffusion coefficients are small in a suitable sense.     

Asymptotic error expansion of wavelet approximations of smooth functions II

Summary. We generalize earlier results concerning an asymptotic error expansion of wavelet approximations. The properties of the monowavelets, which are the building blocks for the error expansion, are studied in more detail, and connections between spline wavelets and Euler and Bernoulli polynomials are pointed out. The expansion is used to compare the error for different wavelet families. We prove that the leading terms of the expansion only depend on the multiresolution subspaces and not on how the complementary subspaces are chosen. Consequently, for a fixed set of subspaces , the leading terms do not depend on the fact whether the wavelets are orthogonal or not. We also show that Daubechies' orthogonal wavelets need, in general, one level more than spline wavelets to obtain an approximation with a prescribed accuracy. These results are illustrated with numerical examples. Received May 3, 1993 / Revised version received January 31, 1994     

Asymptotics of solutions for a basic case of fluid–structure interaction

We consider the Navier–Stokes equations in a half-plane with a drift term parallel to the boundary and a small source term of compact support. We provide detailed information on the behavior of the velocity and the vorticity at infinity in terms of an asymptotic expansion at large distances from the boundary. The expansion is universal in the sense that it only depends on the source term through some constants. The expansion also applies to the problem of an exterior flow past a small body moving at constant velocity parallel to the boundary, and can be used as an artificial boundary condition on the edges of truncated domains for numerical simulations.     

On spherical expansions of zonal functions on Euclidean spheres

This paper describes a new approach to the problem of computing spherical expansions of zonal functions on Euclidean spheres. We derive an explicit formula for the coefficients of the expansion expressing them in terms of the Taylor coefficients of the profile function rather than (as done usually) in terms of its integrals against Gegenbauer polynomials. Our proof of this result is based on a polynomial identity equivalent to the canonical decomposition of homogeneous polynomials and uses only basic properties of this decomposition together with simple facts concerning zonal harmonic polynomials. As corollaries, we obtain direct and apparently new derivations of the so-called plane wave expansion and of the expansion of the Poisson kernel for the unit ball. Received: 26 January 2007     

Adaptive wavelet methods for the stochastic Poisson equation

We study the Besov regularity as well as linear and nonlinear approximation of random functions on bounded Lipschitz domains in ? ^d . The random functions are given either (i) explicitly in terms of a wavelet expansion or (ii) as the solution of a Poisson equation with a right-hand side in terms of a wavelet expansion. In the case (ii) we derive an adaptive wavelet algorithm that achieves the nonlinear approximation rate at a computational cost that is proportional to the degrees of freedom. These results are matched by computational experiments.     

The total ponderomotive force and inhomogeneity indicators

Droplets on outdoor high‐voltage equipment suffer a total ponderomotive force which is non‐vanishing in general. We show that this force can be given as a series of inhomogeneity indicators of the undisturbed electric field in the absence of the droplet. We use 2d and 3d Fourier techniques to prove the series expansion as a relation between the solutions of two Poisson's equations on different domains. The order of magnitude of the terms in the series expansion is discussed. It is found that the expansion converges fast in applicatory cases. The results are applied for droplets on a realistically shaped insulator. Copyright © 2006 John Wiley & Sons, Ltd.     

Elementary Exponential Error Estimates for the Adiabatic Approximation

We present an elementary proof that the quantum adiabatic approximation is correct up to exponentially small errors for Hamiltonians that depend analytically on the time variable. Our proof uses optimal truncation of a straightforward asymptotic expansion. We estimate the terms of the expansion with standard Cauchy estimates.     

Mean distance of Brownian motion on a Riemannian manifold

Consider the mean distance of Brownian motion on Riemannian manifolds. We obtain the first three terms of the asymptotic expansion of the mean distance by means of stochastic differential equation for Brownian motion on Riemannian manifold. This method proves to be much simpler for further expansion than the methods developed by Liao and Zheng (Ann. Probab. 23(1) (1995) 173). Our expansion gives the same characterizations as the mean exit time from a small geodesic ball with regard to Euclidean space and the rank 1 symmetric spaces.     

Boundary layer analysis in the semiclassical limit of a quantum drift–diffusion model

We study a singularly perturbed elliptic second order system in one space variable as it appears in a stationary quantum drift–diffusion model of a semiconductor. We prove the existence of solutions and their uniqueness as minimizers of a certain functional and determine rigorously the principal part of an asymptotic expansion of a boundary layer of those solutions. We prove analytical estimates of the remainder terms of this asymptotic expansion, and confirm by means of numerical simulations that these remainder estimates are sharp.     

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.     

Exponentially small expansions of the Wright function on the Stokes lines

We investigate a particular aspect of the asymptotic expansion of the Wright function pΨq(z) for large |z|. In the case p?=?1, q ? 0, we establish the form of the exponentially small expansion of this function on certain rays in the z-plane (known as Stokes lines). The importance of such exponentially small terms is encountered in analytic probability theory and in the theory of generalised linear models. In addition, the transition of the Stokes multiplier connected with the subdominant exponential expansion across the Stokes lines is shown to obey the familiar error-function smoothing law expressed in terms of an appropriately scaled variable. Some numerical examples which confirm the accuracy of the expansion are given.     

On the asymptotics of the solution of a system of linear equations with two small parameters

We consider the Cauchy problem for a system of two linear ordinary differential equations with two independent small parameters multiplying the derivatives. Estimates for the terms in the asymptotic expansion of the solution are obtained. Recursion formulas for the efficient computation of terms of the inner expansion are given.     

Toeplitz Operators on Symplectic Manifolds

We study the Berezin-Toeplitz quantization on symplectic manifolds making use of the full off-diagonal asymptotic expansion of the Bergman kernel. We give also a characterization of Toeplitz operators in terms of their asymptotic expansion. The semi-classical limit properties of the Berezin-Toeplitz quantization for non-compact manifolds and orbifolds are also established. Second-named author partially supported by the SFB/TR 12.     

Schur-Weyl duality and the heat kernel measure on the unitary group

We investigate a relation between the Brownian motion on the unitary group and the most natural random walk on the symmetric group, based on Schur-Weyl duality. We use this relation to establish a convergent power series expansion for the expectation of a product of traces of powers of a random unitary matrix under the heat kernel measure. This expectation turns out to be the generating series of certain paths in the Cayley graph of the symmetric group. Using our expansion, we recover asymptotic results of Xu, Biane and Voiculescu. We give an interpretation of our main expansion in terms of random ramified coverings of a disk.     

A Kind of Discretization of the KdV Hierarchy

We propose a method for introducing higher-order terms in the potential expansion in order to study the continuum limits of the Toda hierarchy. These higher-order terms are differential polynomials in the lower-order terms. This type of potential expansion allows using fewer equations in the Toda hierarchy to recover the KdV hierarchy by the so-called recombination method. We show that the Lax pairs, the Poisson tensors, and the Hamiltonians of the Toda hierarchy tend toward the corresponding objects of the KdV hierarchy in the continuum limit. This method gives a kind of discretization of the KdV hierarchy.     

The generalized Cauchy problem for singularly perturbed impulsive systems in the critical case

We construct an asymptotic expansion for solutions to nonlinear singularly perturbed systems of impulsive differential equations. We successively determine all terms of the asymptotic expansion by means of pseudoinverse matrices and orthoprojections.     

Fourier expansion of holomorphic modular forms on classical lie groups of tube type along the minimal parabolic subgroup

For holomorphic modular forms on tube domains, there are two types of known Fourier expansions, i.e. the classical Fourier expansion and the Fourier-Jacobi expansion. Either of them is along a maximal parabolic subgroup. In this paper, we discuss Fourier expansion of holomorphic modular forms on tube domains of classical type along the minimal parabolic subgroup. We also relate our Fourier expansion to the two known ones in terms of Fourier coefficients and theta series appearing in these expansions.     

Analysis of the singular function boundary integral method for a biharmonic problem with one boundary singularity

In this article, we analyze the singular function boundary integral method (SFBIM) for a two‐dimensional biharmonic problem with one boundary singularity, as a model for the Newtonian stick‐slip flow problem. In the SFBIM, the leading terms of the local asymptotic solution expansion near the singular point are used to approximate the solution, and the Dirichlet boundary conditions are weakly enforced by means of Lagrange multiplier functions. By means of Green's theorem, the resulting discretized equations are posed and solved on the boundary of the domain, away from the point where the singularity arises. We analyze the convergence of the method and prove that the coefficients in the local asymptotic expansion, also referred to as stress intensity factors, are approximated at an exponential rate as the number of the employed expansion terms is increased. Our theoretical results are illustrated through a numerical experiment. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2011     

Solution of a stochastic Darcy equation by polynomial chaos expansion

This paper deals with solving a boundary value problem for the Darcy equation with a random hydraulic conductivity field.We use an approach based on polynomial chaos expansion in a probability space of input data.We use a probabilistic collocation method to calculate the coefficients of the polynomial chaos expansion. The computational complexity of this algorithm is determined by the order of the polynomial chaos expansion and the number of terms in the Karhunen–Loève expansion. We calculate various Eulerian and Lagrangian statistical characteristics of the flow by the conventional Monte Carlo and probabilistic collocation methods. Our calculations show a significant advantage of the probabilistic collocation method over the directMonte Carlo algorithm.