Stochastic Systems with Averaging in the Scheme of Diffusion Approximation

We propose a system approach to the asymptotic analysis of stochastic systems in the scheme of series with averaging and diffusion approximation. Stochastic systems are defined by Markov processes with locally independent increments in a Euclidean space with random switchings that are described by jump Markov and semi-Markov processes. We use the asymptotic analysis of Markov and semi-Markov random evolutions. We construct the diffusion approximation using the asymptotic decomposition of generating operators and solutions of problems of singular perturbation for reducibly inverse operators. __________ Translated from Ukrains'kyi Matematychnyi Zhurnal, Vol. 57, No. 9, pp. 1235–1252, September, 2005.     

A new continued fraction approximation and inequalities for the Gamma function via the Tri-gamma function

The main objective of this paper is to propose a product approximation for the Gamma function in the form of continued fraction, via the Tri-gamma function. The importance of this new formula is that the convergence of the corresponding asymptotic series is faster than other recently discovered asymptotic series, and some new inequalities related to the new formula are also established.     

The Singularly Perturbed Nonlinear Nonlocal Initial Boundary Value Problems for Reaction Diffusion Equations

The singularly perturbed nonlinear nonlocal initial boundary value problem for reaction diffusion equations is discussed. Under suitable conditions, the outer solution of the original problem is obtained. By using the stretched variable, the composing expansion method and the expanding theory of power series the initial layer is constructed. By using the theory of differential inequalities the asymptotic behavior of solution for the initial boundary value problems are studied, and by educing some relational inequalities the existence and uniqueness of solution for the original problem and the uniformly valid asymptotic estimation are considered.     

扩散模型中扩散系数的非参数组合估计

为了提高扩散系数估计的准确度, 我们利用动态组合时间域与状态域信息提出一个新的组合估计量. 我们发现所提组合估计量能有效估计扩散模型的扩散系数, 正如在本文中模拟所示. 在一定的条件下, 建立了估计量的渐进正态性, 并证明了时间域估计量与状态域估计量是渐进独立的. 大量的模拟展示了所提组合估计量优于单域估计量, 也优于本文所提估计量.     

The nonlinear nonlocal singularly perturbed problems for reaction diffusion equations with a boundary perturbation

The nonlinear nonlocal singularly perturbed initial boundary value problems for reaction diffusion equations with a boundary perturbation is considered. Under suitable conditions, the outer solution of the original problem is obtained. Using the stretched variable, the composing expansion method and the expanding theory of power series the initial layer is constructed. And then using the theory of differential inequalities the asymptotic behavior of solution for the initial boundary value problems is studied. Finally the existence and uniqueness of solution for the original problem and the uniformly valid asymptotic estimation are discussed.     

An analytical method for solving the problem of unshocked conical gas compression

The two-dimensional unsteady self-similar problem of unlimited unshocked conical compression of a gas is investigated. A solution is constructed in the form of a characteristic series in the domain bounded by a weak discontinuity and the sonic perturbation front. A recursion system of ordinary differential equations is obtained for the coefficients. A boundary-value problem corresponding to the next approximation is investigated in detail, a fundamental system of solutions is found by analytical methods and its asymptotic behaviour is investigated. Essentially independent solutions are determined and different methods are used to seek a solution of the inhomogeneous equation with the required asymptotic behaviour. An algorithm is constructed to compute gas flows induced by the motion of a piston taking the first terms of the series into consideration. The results are compared with those of computations carried out using the method of characteristics.     

具有边界摄动的非线性非局部反应扩散方程的奇摄动问题

A class of nonlinear nonlocal singularly perturbed Robin initial boundary value problems for reaction diffusion equations with boundary perturbation is considered. Under suitable conditions, firstly, the outer solution of the original problem is obtained; secondly, by using the stretched variable, the composing expansion method and the expanding theory of power series, the initial layer is constructed; and finally, by using the theory of differential inequalities the asymptotic behavior of solutions for initial boundary value problems is studied, and including some relational inequalities the existence and uniqueness of solutions for the original problem and the uniformly valid asymptotic estimation are discussed.     

On Complicated Expansions of Solutions to ODES

Polynomial ordinary differential equations are studied by asymptotic methods. The truncated equation associated with a vertex or a nonhorizontal edge of their polygon of the initial equation is assumed to have a solution containing the logarithm of the independent variable. It is shown that, under very weak constraints, this nonpower asymptotic form of solutions to the original equation can be extended to an asymptotic expansion of these solutions. This is an expansion in powers of the independent variable with coefficients being Laurent series in decreasing powers of the logarithm. Such expansions are sometimes called psi-series. Algorithms for such computations are described. Six examples are given. Four of them are concern with Painlevé equations. An unexpected property of these expansions is revealed.     

On the Propagation of Love Waves in Anisotropic Elastic Media

The Love waves concentrated near the surface of an anisotropic elastic body are studied. A uniform asymptotics of the wave field is constructed with the use of the nonstationary caustic expansion (Yu. A. Kravtsov's ansatz) in the form of a space-time ray series. Using three types of waves, which propagate along any direction in an elastic medium, as a vector basis, sufficient conditions for the existence of a nonzero asymptotic solution of the problem under study are obtained. The procedure for constructing asymptotic series is illustrated with the model of a transversely isotropic medium. Bibliography: 9 titles.     

Martingale expansion in mixed normal limit

The quasi-likelihood estimator and the Bayesian type estimator of the volatility parameter are in general asymptotically mixed normal. In case the limit is normal, the asymptotic expansion was derived by Yoshida [28] as an application of the martingale expansion. The expansion for the asymptotically mixed normal distribution is then indispensable to develop the higher-order approximation and inference for the volatility. The classical approaches in limit theorems, where the limit is a process with independent increments or a simple mixture, do not work. We present asymptotic expansion of a martingale with asymptotically mixed normal distribution. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard invariance principle. Applications to a quadratic form of a diffusion process (“realized volatility”) are discussed.     

On solutions with generalized power asymptotics to systems of differential equations

In the paper we study methods for constructing particular solutions with nonexponential asymptotic behavior to a system of ordinary differential equations with infinitely differentiable right-hand sides. We construct the corresponding formal solutions in the form of generalized power series whose first terms are particular solutions to the so-called truncated system. We prove that these series are asymptotic expansions of real solutions to the complete system. We discuss the complex nature of the functions that are represented by these series in the analytic case.Translated fromMatematicheskie Zametki, Vol. 58, No. 6, pp. 851–861, December, 1995.     

Dynamics in a diffusive plankton system with delay and toxic substances effect

The dynamics of a reaction–diffusion plankton system with delay and toxic substances effect is considered. Existence and priori bound of a solution for a model without delay are shown. Global asymptotic stability of the axial equilibrium is obtained. The stability of the positive equilibrium and the existence of Hopf bifurcation are investigated by analyzing the distribution of eigenvalues. And the properties of Hopf bifurcation are determined by the normal form theory and the center manifold reduction for partial functional differential equations. Some numerical simulations are carried out for illustrating the theoretical results.     

Matrix method of asymptotic integration of a system of linear ordinary differential equations with one elementary divisor of arbitrary multiplicity

We use N.N. Moiseev’s idea for the integration. His substitution is modified and rewritten in matrix form, after which the exposition becomes theoretically justified and clear. The terms of the asymptotic series are computed consecutively (without quadratures) by a recursive formula.     

一类含分布时滞革新传播模型的稳定性

本文建立了一类含分布时滞的革新传播模型，研究了分布时滞对传播过程的影响，讨论了正平衡点的存在性和唯一性以及正平衡点的渐近稳定性(全局和局部)，当分布时滞的核函数取形式ae^-at时，证明了正平衡点是绝对渐近稳定的。     

Asymptotics for estimation of quantile regressions with truncated infinite-dimensional processes

Many processes can be represented in a simple form as infinite-order linear series. In such cases, an approximate model is often derived as a truncation of the infinite-order process, for estimation on the finite sample. The literature contains a number of asymptotic distributional results for least squares estimation of such finite truncations, but for quantile estimation, results are not available at a level of generality that accommodates time series models used as finite approximations to processes of potentially unbounded order. Here we establish consistency and asymptotic normality for conditional quantile estimation of truncations of such infinite-order linear models, with the truncation order increasing in sample size. We focus on estimation of the model at a given quantile. The proofs use the generalized functions approach and allow for a wide range of time series models as well as other forms of regression model. The results are illustrated with both analytical and simulation examples.     

Numerical solution of the differential equation describing the behavior of the zeroth-order boundary function

The asymptotic solution of the integro-differential plasma-sheath equation is considered. This equation is singularly perturbed because of the small coefficient multiplying the highest order (second) derivative. The asymptotic solution is obtained by the boundary function method. Equations are derived for the first two coefficients in the form of both a regular series expansion and an expansion in boundary functions. The equation for the first coefficient of the regular series has only a trivial solution. A numerical algorithm is considered for the solution of the second-order differential equation describing the behavior of the zeroth-order boundary function. The proposed algorithm efficiently solves the boundary-value problem and produces a well-behaved solution of the Cauchy problem. __________ Translated from Prikladnaya Matematika i Informatika, No. 23, pp. 24–35, 2006.     

From restoration by topological gradient to medical image segmentation via an asymptotic expansion

The aim of this article is to present an application of the topological asymptotic expansion to the medical image segmentation problem. We first recall the classical variational of the image restoration problem, and its resolution by topological asymptotic analysis in which the identification of the diffusion coefficient can be seen as an inverse conductivity problem. The conductivity is set either to a small positive coefficient (on the edge set), or to its inverse (elsewhere). In this paper a technique based on a power series expansion of the solution to the image restoration problem with respect to this small coefficient is introduced. By considering the limit when this coefficient goes to zero, we obtain a segmented image, but some numerical issues do not allow a too small coefficient. The idea is to use the series expansion to approximate the asymptotic solution with several solutions corresponding to positive (larger than a threshold) conductivity coefficients via a quadrature formula. We illustrate this approach with some numerical results on medical images.     

非线性非局部反应扩散方程奇摄动问题

研究了一类具有非线性非局部反应扩散方程奇摄动Robin初始边值问题。在适当的条件下,首先求出了原问题的外部解,然后利用伸长变量、合成展开法和幂级数展开理论构造出解的初始层项,并由此得到解的形式渐近展开式。最后利用微分不等式理论,讨论了问题解的渐近性态并导出了几个有关的不等式,讨论了原问题解的存在唯一性和解的一致有效的渐近估计式。     

SCALE-INVARIANT SOLUTION FOR FRACTIONAL ANOMALOUS DIFFUSION EOUATION

Fractional diffusion equation for transport phenomena in fractal media is an integro-partial differential equation. For solving the problem of this kind of equation the invariants of the group of scaling transformations are given and then used for deriving the integro-ordinary differential equation for the scale-invariant solution. With the help of Mellin transform the scale-invariant solution is obtained in terms of Fox functions. And the series and asymptotic representations for the solution are considered.