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In this paper we present estimation formulas for the expectations of power means of large data and associate them with means of probability distribution and means of random sample. The proposed method follows from the asymptotic expansion of power means which is applicable for sufficiently large data and it is especially useful when value of such expectation is hard to obtain. We will show the accuracy of these approximations for random samples which have uniform and normal distribution and analyse their behavior for large sample volume.

Communications in mathematical physics 399(2), 1039 - 1101 (2023). doi:10.1007/s00220-022-04571-y, We study the Borel summation of the Gromov-Witten potential for the resolved conifold. The Stokes phenomena associated to this Borel summation are shown to encode the Donaldson-Thomas invariants of the resolved conifold, having a direct relation to the Riemann-Hilbert problem formulated by T. Bridgeland. There exist distinguished integration contours for which the Borel summation reproduces previous proposals for the non-perturbative topological string partition functions of the resolved conifold. These partition functions are shown to have another asymptotic expansion at strong topological string coupling. We demonstrate that the Stokes phenomena of the strong-coupling expansion encode the DT invariants of the resolved conifold in a second way. Mathematically, one finds a relation to Riemann-Hilbert problems associated to DT invariants which is different from the one found at weak coupling. The Stokes phenomena of the strong-coupling expansion turn out to be closely related to the wall-crossing phenomena in the spectrum of BPS states on the resolved conifold studied in the context of supergravity by D. Jafferis and G. Moore., Published by Springer, Heidelberg

A random polynomial is a polynomial whose coefficients are random variables. A major task in the theory of random polynomials is to examine how the real roots are distributed and correlated in situations where the degree of the polynomial is large. In this dissertation, we investigate two classes of random polynomials that have piqued the interest of researchers in probability theory and mathematical physics: elliptic polynomials and generalized Kac polynomials. Regarding elliptic polynomials, we obtain asymptotic expansions for the variances of the number of real roots on intervals whose endpoints may vary based on the polynomial's degree. Additionally, we provide sharp estimates for the cumulants of these quantities. As applications, we can determine intervals on which the number of real roots satisfies a central limit theorem and a strong law of large numbers. Our next objective is to compute the precise leading asymptotics of the variance of the number of real roots for generalized Kac polynomials whose coefficients have polynomial asymptotics. Examples of this class of random polynomials include Kac polynomials, hyperbolic polynomials, and any linear combinations of their derivatives. Before our work, such variance asymptotics had only been established for the Kac polynomials in the 1970s, thanks to Maslova's influential contribution. Our proof relies on novel asymptotic estimates for the real roots' two-point correlation function, which exposes geometric features in the distribution of real roots for these random polynomials. As a corollary, we establish asymptotic normality for the number of real roots of these random polynomials, extending and enhancing a related result of O. Nguyen and V. Vu.

One of the main problems of fracture mechanics is to describe the behavior of media with cracks. At the same time, more and more attention is paid to the study of large systems, including periodic structures. For several cracks, the coefficient of influence is considered to be an important parameter. It is the ratio of the stress intensity factor calculated in the problem of a system of cracks to the stress intensity factor for a single crack under the same load. The paper proposes a method that allows to accurately determine the coefficients of influence for large systems of cracks, including the case of periodic structures, in which the number of cracks is infinite. The method is based on a numerical algorithm developed by the authors that uses the method of discontinuous displacements of a high order of accuracy and an asymptotic representation of stress fields at the crack tip (M. Williams). To verify the method, the results of the implemented algorithm are compared with known analytical solutions both for single cracks and for an infinite doubly periodic system of cracks.

Long wave evolution on viscous films flowing under gravity down an inclined plate in the presence of an electrostatic field acting normal to the plate is described using new nonlinear models. First, an asymptotic expansion is applied to derive a strongly nonlinear evolution equation for the interfacial position in the long-wave limit, which retains terms up to second order in a small film parameter ( e ) and thus brings in dispersive effects, inclination-angle corrections for hydrostatic pressure, second-order contributions to inertia and electric stresses as well as the interaction of the last two. Two weakly nonlinear models (WNMs) for the disturbances with O ( e 2 ) amplitude are then derived, which account for distinct effects of hydrostatic pressure, inertia and dispersion for shallow and steep angles. We compare the linear stability results based on the second-order electrified Benney equation (BE) and the WNMs with realistic parameter values. It is shown that the growth rates coincide, while the phase speed from the WNMs is a good approximation of that from the BE for small wavenumbers only. The comparison of exact dispersion relations from the Orr–Sommerfeld (OS) problem with the linear results of the second-order BE takes a step towards understanding the validity range of the BE with non-local terms that approximates the full electrohydrodynamic coupling system describing the inclined electrified film flow. The pertinent OS results demonstrate that a decrease in electrode distance can diminish the critical Reynolds number ( R e ). Furthermore, at subcritical R e with a slightly supercritical electric field, the finite wavelength of the least stable mode has been estimated using an energy balance, whose amplitude will be governed by two coupled Ginzburg–Landau (GL) equations, derived using a multiple-scale analysis by taking higher-order problems into account. The numerical solutions of the leading-order GL equation demonstrate that close to the bifurcation, it can fully govern the temporal behaviour of the system.

An analytical study on the propagation characteristics of shear wave in a spherical layered structure comprising of an isotropic sandy material medium covered by a concentric spherical transversely isotropic sandy material layer of finite thickness has been carried out in the present work. The source of excitation for wave propagation is considered in the outer layer and the analytical treatment with contour integration and Fourier-Legendre Expansion theorem is utilized to accomplish closed form of dispersion relation. Further, Debye Asymptotic Expansion analysis is used to deal the complication caused by the inclusion of Bessel's function, Hankel's function and their derivatives in the solution procedure. With help of Debye Asymptotic Expansion analysis, the obtained dispersion relation converts in the form of elementary functions and found to be in well-agreement with pre-established and classical results through the particular cases. Numerical computations are done to illustrate the influence of the affecting parameters (anisotropy, sandiness and radii ratio) on dispersion curves graphically. Moreover, to expose the impact of anisotropy, numerical data of three distinct transversely isotropic materials (Magnesium, Zinc and Beryl) are taken into the account to establish the comparative study with isotropic material which serves the major highlights of the present study.

The focus of this paper is to obtain explicit solutions to initial value problems, where numerical methods cannot provide one, and to verify the accuracy orders of the explicit solutions. One of available methods to obtain an explicit solution is the asymptotic (formal) expansion method. However, we must be sure with the accuracy order of the explicit solution. In this paper, an order verification method is proposed for truncated asymptotic formal expansion solutions to initial value problems. A least-squares fit of error data is used in the existing order verification method. The method that we propose does not involve any application of least-squares fit of error data, so is simpler, yet produces accurate expected accuracy orders of solutions of explicit truncated asymptotic formal expansions. With our proposed method, we are successful in verifying the accuracy orders of solutions of truncated asymptotic formal expansions to the linear and nonlinear initial value problems accurately.

Method of asymptotic partial decomposition of a domain (MAPDD) proposed and justified earlier for thin domains (rod structures, tube structures consisting of a set of thin cylinders) generates some specific interface conditions between three-dimensional and one-dimensional parts. In the case of the heat equation these conditions ensure the continuity of the solution and continuity in average of the normal flux. However for some computational reasons the strong continuity condition for the solution may be undesirable. It may be preferable to replace it by more flexible condition of continuity in average over the interface cross section. In the present paper we introduce and justify this alternative junction condition allowing such discontinuity of the solution of both stationary and non-stationary problems. The closeness of solutions of these hybrid dimension problems to the solution of the fully three-dimensional setting is proved. At the discrete level, finite volume schemes are considered, an error estimate is established. The new version of the MAPDD is compared to the classical one via numerical tests. It shows better stability of the new scheme.

Novel bounds on the left- and right-tail probability of the Binomial distribution are presented. Specifically, bounds on the left-tail probability $\text {P}\!\left [{S_{n}\leqslant an}\right]$ with $a\in (0,p)$ and the right-tail probability $\text {P}\!\left [{S_{n}\geqslant an}\right]$ with $a\in (p,1)$ , where $S_{n}$ follows the Binomial law with parameters $n\geqslant 1$ and $p\in (0,1)$ , are derived. The bounds are tighter than the best known closed-form expressions. The presented upper and lower bounds on the right-tail match an asymptotic expansion of $\log \text {P}\!\left [{S_{n}\geqslant na}\right]$ up to, and including, the $\log n$ term. In particular, the ratio between the upper and lower bounds is $1/(1-c/n)$ , where $c$ is independent of $n$ . Similar results are presented for the left-tail probability. Applications to finite blocklength source and channel coding are presented.

In this paper, we derive a higher-order asymptotic expansion of characteristic functions of an Ito semimartingale over asymptotically shrinking time intervals. The leading term in the expansion is determined by the value of the diffusive coefficient at the beginning of the interval. The higher-order terms are determined by the jump compensator as well as the coefficients appearing in the diffusion dynamics. The result is applied to develop a nearly rate-efficient estimator of the leverage coefficient of an asset price, i.e., the coefficient in its volatility dynamics that appears in front of the Brownian motion that drives also the asset price.

A new efficient method that combines the Puiseux series asymptotic technique with an augmented compact finite volume method is proposed to develop a numerical approximate solution for the Thomas–Fermi equation on semi-infinity domain. By using the asymptotic series of solution at infinity and the Puiseux series expansion at origin to characterize the singularities, the natural and precise boundary conditions are obtained. The expansions contain undetermined parameters which associate with the singularity as the augmented variables. A regular boundary value problem is derived, for which an augmented compact finite volume method is used. The computational results show that the method not only obtains the high precise numerical solution, but also obtains the high precise initial slope. In particular, we find that the initial slope is exactly equal to the augmented variable related to the singularities in the Puiseux series. The initial slope not only has an important physical significance, but also its calculation accuracy has become an important criteria to measure the quality of the algorithm.

We study the existence and stability of standing pulse solutions to a singularly perturbed three-component reaction–diffusion system with one activator and two inhibitors. We apply the MAE (matched asymptotic expansion) method to construct solutions and the SLEP (singular limit eigenvalue problem) method to evaluate their stability. This approach is not just an alternative approach to geometric singular perturbation and the associated Evans function, it also yields two advantages: one is extendability to higher dimensional cases, and the other is that it allows us to obtain more precise information about the behaviors of critical eigenvalues. This implies the existence of codimension-two singularities of drift and Hopf bifurcations for the standing pulse solution. Moreover, it is numerically confirmed that stable standing and traveling breathers emerge around the singularity in a physically acceptable region.

This paper studies the limit cycle bifurcation problem of a class of piecewise smooth differential polynomial systems of degree n by perturbing a piecewise cubic polynomial system having a generalized heteroclinic loop with a cusp and a nilpotent saddle. First, we provide all possible phase portraits of the unperturbed system on the plane with crossing periodic orbits and obtain a condition for the appearance of a generalized heteroclinic loop with a cusp and a nilpotent saddle by qualitative theoretical knowledge. Then, we investigate the algebraic structure of the first order Melnikov function and give its asymptotic expansion near the generalized heteroclinic loop with the help of analytical skills. Finally, we employ the expansion together with its coefficients to obtain the existence of at least 3 n − 1 limit cycles.

We construct a distorted Fourier transformation associated with the multi-dimensional quantum walk. In order to avoid the complication of notations, almost all of our arguments are restricted to two dimensional quantum walks (2DQWs) without loss of generality. The distorted Fourier transformation characterizes generalized eigenfunctions of the time evolution operator of the QW. The 2DQW which will be considered in this paper has an anisotropy due to the definition of the shift operator for the free QW. Then we define an anisotropic Banach space as a modified Agmon-H\"{o}rmander's $\mathcal{B}^*$ space and we derive the asymptotic behavior at infinity of generalized eigenfunctions in these spaces. The scattering matrix appears in the asymptotic expansion of generalized eigenfunctions.

Experimental results are presented of a test of the theory of local turbulent heat transfer measurements proposed by Mocikat and Herwig in 2007. A miniaturized multi-layer heat transfer sensor was developed and employed in this study. The new heat transfer sensor was designed to work in air and liquids, and this capability enabled the simultaneous investigation of different Prandtl numbers. Two basic configurations, namely the flow past a blunt plate and the flow past an inclined square cylinder, were investigated in test sections of wind and water tunnels. Convective heat transfer coefficients were obtained through conventional testing (i.e., employing thoroughly heated test objects) and using the new miniaturized sensor approach (i.e., utilizing cold test objects without heating). The main prediction of the Mocikat-Herwig theory that a specific thermal adjustment coefficient of the employed actual miniaturized heat transfer sensor should exist in the fully turbulent flow regime was proven for developed two-dimensional flow. The observed effect of the Prandtl number on this coefficient was in good agreement with the prediction of the asymptotic expansion method. The square cylinder results indicated the inherent limits of the local turbulent heat transfer measurement approach, as suggested by Mocikat and Herwig.

We revisit the Riemann-Hilbert problem determined by Donaldson-Thomas invariants for the resolved conifold and for other small crepant resolutions. While this problem can be recast as a system of TBA-type equations in the conformal limit, solutions are ill-defined due to divergences in the sum over infinite trajectories in the spectrum of D2-D0-brane bound states. We explore various prescriptions to make the sum well-defined, show that one of them reproduces the existing solution in the literature, and identify an alternative solution which is better behaved in a certain limit. Furthermore, we show that a suitable asymptotic expansion of the $\tau$ function reproduces the genus expansion of the topological string partition function for any small crepant resolution. As a by-product, we conjecture new integral representations for the triple sine function, similar to Woronowicz' integral representation for Faddeev's quantum dilogarithm., Comment: 25+14 pages; added proof for integral representation of the double sine function and a similar conjecture for the triple sine; version accepted for publication in Annales Henri Poincar\'e

This paper is concerned with the reconstruction of objects immersed in anisotropic media from boundary measurements. The aim of this paper is to propose an alternative approach based on the Kohn-Vogelius formulation and the topological sensitivity analysis method. The idea is to formulate the reconstruction problem as a topology optimization one minimizing an energy-like function. We derive a topological asymptotic expansion for the anisotropic Laplace operator. The unknown object is reconstructed using level-set curve of the topological gradient. We make finally some numerical examples proving the efficiency and accuracy of the proposed algorithm.

In this article, we study the spectral properties of the perturbation of the generalized anharmonic oscillator. We consider a piecewise Holder continuous perturbation and investigate how the Holder constant can affect the eigenvalues. More precisely, we derive several first terms in the asymptotic expansion for the eigenvalues.

On asymptotically complex hyperbolic (ACH) Einstein manifolds, we consider a certain variational problem for almost complex structures compatible with the metric, for which the linearized Euler-Lagrange equation at K\"ahler-Einstein structures is given by the Dolbeault Laplacian acting on $(0,1)$-forms with values in the holomorphic tangent bundle. A deformation result of Einstein ACH metrics associated with critical almost complex structures for this variational problem is given. It is also shown that the asymptotic expansion of a critical almost complex structure is determined by the induced (possibly non-integrable) CR structure on the boundary at infinity up to a certain order., Comment: 28 pages. The statement of Theorem 1.2 is modified; substantial corrections and clarifications are added throughout the text

We obtain a complete asymptotic expansion for the eigenvalues of the Dirichlet-to-Neumann maps associated with Schr\"odinger operators on compact Riemannian surfaces with boundary. For the zero potential, we recover the well-known spectral asymptotics for the Steklov problem. For nonzero potentials, we obtain new geometric invariants determined by the spectrum of what we call the parametric Steklov problem. In particular, for constant potentials parametric Steklov problem, the total geodesic curvature on each connected component of the boundary is a spectral invariant. Under the constant curvature assumption, this allows us to obtain some interior information from the spectrum of these boundary operators., Comment: 35 pages, 2 figures

We consider a Urysohn integral operator $\mathcal{K}$ with kernel of the type of Green's function. For $r \geq 1$, a space of piecewise polynomials of degree $\leq r-1 $ with respect to a uniform partition is chosen to be the approximating space and the projection is chosen to be the orthogonal projection. Iterated Galerkin method is applied to the integral equation $x - \mathcal{K}(x) = f$. It is known that the order of convergence of the iterated Galerkin solution is $r+2$ and, at the above partition points it is $2r$. We obtain an asymptotic expansion of the iterated Galerkin solution at the partition points of the above Urysohn integral equation. Richardson extrapolation is used to improve the order of convergence. A numerical example is considered to illustrate our theoretical results.

An algorithm for the approximate calculation of the coefficients of the Dulac series (an asymptotic series of the monodromy transformation) in the space of vector fields with a Newton diagram containing more than one edge and a monodromic singular point is proposed. The conditions for the applicability of this algorithm are obtained. The algorithm is implemented in the MAPLE package. Examples are given for the case of a Newton diagram consisting of two edges.

Asymptotic expansion based homogenization has been widely used to predict the effective macroscopic properties of periodic unit cells (PUCs). In this work, we show that the homogenization process can be done in a much more elegant manner for both continuum and discrete PUCs by taking advantage of the Cauchy–Born’s hypothesis, which is a widely used rule in the area of solid physics to relate the position of the atoms in a crystal lattice and the overall strain of the medium. It is shown that in the proposed method, the derivation process of the effective elasticity tensor is quite easy and can rely entirely on commercial CAE software (e.g., ANSYS, ABAQUS, etc.) to accomplish the homogenization task. In detail, after the discretization of the unit cell with finite elements, one only needs to apply affine boundary conditions at the exterior boundaries of the unit cell and then call the FEA solver to find the static displacement field under such affine boundary conditions. The entries of the elasticity tensor can then be expressed using the stain energy of the unit cell. After deriving the sensitivity information of the Cauchy–Born hypothesis based homogenization process, the inverse homogenization process, which attempts to find the optimal layout exhibiting pre-determined desirable material properties, can be implemented in a straightforward way as well. Some numerical examples are tested and compared with the results in the literature. It is showed that the results of both the homogenization and inverse homogenization examples obtained by our method agree very well with the ones in the literature, demonstrating the validity of the Cauchy–Born hypothesis based numerical homogenization method.

Asymptotic expansions are derived for eigenvalues produced by both the Crouzeix-Raviart element and the enriched Crouzeix–Raviart element. The expansions are optimal in the sense that extrapolation eigenvalues based on them admit a fourth order convergence provided that exact eigenfunctions are smooth enough. The major challenge in establishing the expansions comes from the fact that the canonical interpolation of both nonconforming elements lacks a crucial superclose property, and the nonconformity of both elements. The main idea is to employ the relation between the lowest-order mixed Raviart–Thomas element and the two nonconforming elements, and consequently make use of the superclose property of the canonical interpolation of the lowest-order mixed Raviart–Thomas element. To overcome the difficulty caused by the nonconformity, the commuting property of the canonical interpolation operators of both nonconforming elements is further used, which turns the consistency error problem into an interpolation error problem. Then, a series of new results are obtained to show the final expansions.

We describe wave decay rates associated to embedded resonances and spectral thresholds for waveguides and manifolds with infinite cylindrical ends. We show that if the cut-off resolvent is polynomially bounded at high energies, as is the case in certain favorable geometries, then there is an associated asymptotic expansion, up to a $O(t^{-k_0})$ remainder, of solutions of the wave equation on compact sets as $t \to \infty $. In the most general such case we have $k_0=1$, and under an additional assumption on the infinite ends we have $k_0 = \infty $. If we localize the solutions to the wave equation in frequency as well as in space, then our results hold for quite general waveguides and manifolds with infinite cylindrical ends. To treat problems with and without boundary in a unified way, we introduce a black box framework analogous to the Euclidean one of Sjöstrand and Zworski. We study the resolvent, generalized eigenfunctions, spectral measure, and spectral thresholds in this framework, providing a new approach to some mostly well-known results in the scattering theory of manifolds with cylindrical ends.

The problem of generation of steady streaming by an oscillating circular cylinder is considered. For the case of a finite oscillation frequency, the asymptotic expansion of the solution in terms of a small oscillation amplitude is constructed. In the leading steady term the two possible regimes of secondary streaming are analyzed. The fluid pumping effect of secondary streaming is studied. Energy efficient pumping regime is determined. The limits of applicability of high-frequency asymptotic solutions are established.

A flow of Eyring–Powell type constitutes a remarkable area of analysis to model non-Newtonian processes in fluids. The associated diffusion term comes from the general kinetic theory of liquids and permits to account for a wider diffusivity, which is applicable for qualitatively low to higher shear stresses. The goal of the present article is to introduce a generalization of an Eyring–Powell fluid by the introduction of a porous reaction term (of Darcy–Forchheimer type) and a perturbation with a higher order operator. In particular, we consider that our model is an extension of a classical Eyring–Powell fluid in the same manner as introduced for other equations (see the extended Fisher–Kolmogorov model). The obtained equation is novel and requires analysis about existence, regularity and uniqueness of solutions. Stationary solutions are explored under the definition of a Hamiltonian. In addition, profiles of solutions are obtained with an exponential scaling that ends in a Hamilton–Jacobi equation. Eventually, some numerical assessments are introduced to validate the hypothesis done, and to discuss about the accuracy of the analytical approach followed. 2022-23

Using the so-called direct scheme method, an asymptotic expansion of n-th order to the solution of a class of singularly perturbed linear-quadratic optimal problem with integral constraint on control is constructed. The expansion contains three type functions. Two of them are boundary layer functions in the vicinities of two fixed end-points, and the remain is regular function. A numerical example is represented to illustrate the obtained results.

We consider the undivided boundary value problem for singularly perturbed linear integro-differential equations of th order with Fredholm’s integral terms have an initial jump of the phenomenon th order on the left end of the segment. Defined regular and boundary layer members of the asymptotic expansions of the solutions. Regular members of the asymptotics constructed in the form of integro-differential equations, which different from the usual unperturbed equations by the presence of additional term called initial jump of integral terms. The values of the initial jumps are defined. Boundary conditions for the regular members of the asymptotics also contain additional term, called an initial jump of the derivatives th order. Thus, for the determination of the regular members of the asymptotics obtained boundary value problems for linear integro-differential with additional parameter. To determine the boundary layer of the asymptotic expansion of solution we obtained initial problems for homogeneous an inhomogeneous ordinary differential equations with constant coefficients. Exponential estimates for boundary layer terms of the asymptotics are obtained. A theorem of existence and uniqueness and the asymptotic representations of solution with an estimate of the remainder term of the asymptotics. It is found that the constructed asymptotics approximation to the solution of the original singularly perturbed integro-differential boundary value problem is uniformly throughout the considered interval.

We study the well-posedness and the spatial behavior at infinity of perfect fluid flows on $$\mathbb {R}^d$$ with initial velocity in a scale of weighted Sobolev spaces that allow spatial growth/decay at infinity as $$|x|^\beta $$ with $$\beta

In the present paper, we derive the asymptotic expansion formula for the trapezoidal approximation of the fractional integral. We use the expansion formula to obtain approximations for the fractional integral of orders $$\alpha ,1+\alpha ,2+\alpha ,3+\alpha $$ and $$4+\alpha $$ . The approximations are applied for computation of the numerical solutions of the ordinary fractional relaxation and the fractional oscillation equations expressed as fractional integral equations.

We study the uniqueness and the asymptotic expansion of the solution of the mixed Dirichlet–Neumann problem for the biharmonic equation in the exterior of a compact set under the assumption that the generalized solution of this problem has a finite Dirichlet integral with power-law weight with exponent $$a\in \mathbb {R}$$ . Depending on the value of the parameter $$a$$ , uniqueness (nonuniqueness) theorems are proved and exact formulas are found for the dimension of the linear solution space of the mixed Dirichlet–Neumann problem.

Since the existing integral representations of the Sommerfeld integral (SI) are of the (semi) infinite type, a numerical error is inevitable due to the truncation of the integral range. In this article, a new finite range integral representation of the SI is formulated based on the exact image theory. To derive the new representation, a finite range integral expression of the exact image current is first derived. The radiated field by the exact image current is expressed in terms of a double integral in the complex domain where the exact image current flows. One of the two integrals is a semiinfinite line integral along the current path. This integral is deformed into a more convenient form as the exact image representation for the impedance plane. To convert the line source in the complex domain into a line source in the real domain, the path-deformation technique is again applied. The final line source consists of three line segments along which the exact image current flows vertically from the image source point to $\pm \infty $ . In addition to the line source, a lateral wave component is also obtained. The impedance exact image representation can be evaluated as a closed-form expression in terms of an incomplete cylindrical function. Thus, the SI can be represented as the finite range integral of the incomplete cylindrical function. To efficiently evaluate the proposed integral, a complete uniform asymptotic expansion is formulated. All the proposed formulations are numerically verified, including, in some cases, near-Earth propagation, and their behaviors are investigated. Also, the electric field is computed for a vertical and horizontal infinitesimal dipole and compared by the exact Sommerfeld and known approximate formulations.

In this paper, we construct the utility-based optimal hedging strategy for a European-type option in the Almgren-Chriss model with temporary price impact. The main mathematical challenge of this work stems from the degeneracy of the second order terms and the quadratic growth of the first order terms in the associated HJB equation, which makes it difficult to establish sufficient regularity of the value function needed to construct the optimal strategy in a feedback form. By combining the analytic and probabilistic tools for describing the value function and the optimal strategy, we establish the feedback representation of the latter. We use this representation to derive an explicit asymptotic expansion of the utility indifference price of the option, which allows us to quantify the price impact in options' market via the price impact coefficient in the underlying market.

Many-body perturbation theory (MBPT) is widely used in quantum physics, chemistry, and materials science. At the heart of MBPT is the Feynman diagrammatic expansion, which is, simply speaking, an elegant way of organizing the combinatorially growing number of terms of a certain Taylor expansion. In particular, the construction of the ‘bold Feynman diagrammatic expansion’ involves the partial resummation to infinite order of possibly divergent series of diagrams. This procedure demands investigation from both the combinatorial (perturbative) and the analytical (non-perturbative) viewpoints. In this paper, we approach the analytical investigation of the bold diagrammatic expansion in the simplified setting of Gibbs measures (known as the Euclidean lattice field theory in the physics literature). Using non-perturbative methods, we rigorously construct the Luttinger–Ward formalism for the first time, and we prove that the bold diagrammatic series can be obtained directly via an asymptotic expansion of the Luttinger–Ward functional, circumventing the partial resummation technique. Moreover we prove that the Dyson equation can be derived as the Euler–Lagrange equation associated with a variational problem involving the Luttinger–Ward functional. We also establish a number of key facts about the Luttinger–Ward functional, such as its transformation rule, its form in the setting of the impurity problem, and its continuous extension to the boundary of the domain of physical Green’s functions.

We are interested in problems related to forward starting options for Hull–White stochastic volatility model. Our objective is to obtain analytical, semi-analytical, or approximated expressions of its price for simulation. To obtain an analytical representation of the price, we use Yor’s formula. However, the analytical formula is difficult to implement. Next we consider semi-analytical expressions for the price. In order to have them, we use the tower property for conditional expectations with a certain filtration and explicitly calculate it. Then, we consider an expansion expression for the price using the semi-analytical expression to have a simple expression. The semi-analytical expressions and the expansion expression can reduce computational costs and standard errors when the Monte Carlo method is used. Finally, some numerical results are given to show their accuracy and efficiency.

In this paper we establish an asymptotic expansion near the boundary for solutions to the Dirichlet problem of elliptic equations with singularities near the boundary. This expansion formula shows the singularity profile of solutions at the boundary. We deal with both linear and nonlinear elliptic equations, including fully nonlinear elliptic equations and equations of Monge-Ampere type.

In this work we consider a finite dimensional stochastic differential equation(SDE) driven by a Lévy noise L ( t ) = L t , t > 0. The transition probability density p t , t > 0 of the semigroup associated to the solution u t , t ⩾ 0 of the SDE is given by a power series expansion. The series expansion of p t can be re-expressed in terms of Feynman graphs and rules. We will also prove that p t , t > 0 has an asymptotic expansion in power of a parameter β > 0, and it can be given by a convergent integral. A remark on some applications will be given in this work.

This article presents a mathematical model of the pressure filtration field in a porous medium with a skeleton formed by two solid phases of identical elemental composition but differing by porosity and permeability, in which the pore space of solid phases is filled by a homogeneous filtering liquid. Based on the continuity equations for each of the phases, equations have been found for the pressure field, and it was shown that the macroscopic averaged field is described by a nonlinear equation which in the case of a weakly compressible moving phase is reduced to the equation of piezoconductivity with an effective compressibility parameter. Based on the asymptotic method, expressions have been constructed for the zero and first coefficients of expansion of a nonlinear problem on macroscopic pressure filtration field in the case of one-dimensional axisymmetric radial filtration in an oil-bearing gassy bed. An approach is suggested establishing the correspondence between the pressure fields for the linear and radial flows. Results of calculations by the obtained analytical dependences and finite-difference algorithms are presented, and the ideas about the dynamics of the pressure filtration fields are refined.

The main results of this paper are related to studying the dynamics of the Van-der-Pol oscillator, which is under the influence of a driving force and a hysteretic effect, formalized by the Bouc–Wen phenomenological model. The regularizing role of the hysteretic link in the reduction of chaotic regimes is established. The main results are obtained as part of the asymptotic expansion method (small parameter method). A system of two coupled Van-der-Pol oscillators is considered under the conditions of a driving force acting on one of them: the relationship between the amplitudes and frequencies of the natural oscillations of the oscillators is established in an analytical form. The paper also describes a system of cross-related Van-der-Pol oscillators, in which the driving force acting on one of them is determined by the output of a hysteretic transducer, to the input of which the mismatch between the oscillators’ velocities is applied. It is found that the coupling parameter between the oscillators and the parameter that determines the influence of the hysteretic link have a significant effect on the synchronization in the system.

The Cauchy problem for a first-order differential equation with a small parameter multiplying the derivative in a Banach space is considered. The right-hand side of the equation contains the Fredholm operator perturbed by an additional operator term containing a small parameter. The asymptotic expansion of the solution in powers of the small parameter is constructed by the Vasil’yeva–Vishik–Lyusternik method. To calculate the components of the regular part of the expansion, the cascade decomposition method is used, which consists in the step-by-step splitting of the equation into equations in subspaces of decreasing dimensions. The conditions under which the boundary layer phenomenon occurs in the problem are determined.

We consider scalar real Riccati equations with coefficients expanding in convergent power series in a neighborhood of infinity. Continued solutions of such equations are studied. Power geometry methods are used to obtain conditions for expanding these solutions in asymptotic series.

It is known that the generating function f of a sequence of Toeplitz matrices {Tn(f)}n may not describe the asymptotic distribution of the eigenvalues of Tn(f) if f is not real. In this paper, we assume as a working hypothesis that, if the eigenvalues of Tn(f) are real for all n, then they admit an asymptotic expansion of the same type as considered in previous works, where the first function, called the eigenvalue symbol $\mathfrak {f}$ f , appearing in this expansion is real and describes the asymptotic distribution of the eigenvalues of Tn(f). This eigenvalue symbol $\mathfrak {f}$ f is in general not known in closed form. After validating this working hypothesis through a number of numerical experiments, we propose a matrix-less algorithm in order to approximate the eigenvalue distribution function $\mathfrak {f}$ f . The proposed algorithm, which opposed to previous versions, does not need any information about neither f nor $\mathfrak {f}$ f is tested on a wide range of numerical examples; in some cases, we are even able to find the analytical expression of $\mathfrak {f}$ f . Future research directions are outlined at the end of the paper.

In this paper we propose and analyze a finite difference numerical scheme for the Poisson-Nernst-Planck equation (PNP) system. To understand the energy structure of the PNP model, we make use of the Energetic Variational Approach (EnVarA), so that the PNP system could be reformulated as a non-constant mobility H − 1 H^{-1} gradient flow, with singular logarithmic energy potentials involved. To ensure the unique solvability and energy stability, the mobility function is explicitly treated, while both the logarithmic and the electric potential diffusion terms are treated implicitly, due to the convex nature of these two energy functional parts. The positivity-preserving property for both concentrations, n n and p p , is established at a theoretical level. This is based on the subtle fact that the singular nature of the logarithmic term around the value of 0 0 prevents the numerical solution reaching the singular value, so that the numerical scheme is always well-defined. In addition, an optimal rate convergence analysis is provided in this work, in which many highly non-standard estimates have to be involved, due to the nonlinear parabolic coefficients. The higher order asymptotic expansion (up to third order temporal accuracy and fourth order spatial accuracy), the rough error estimate (to establish the ℓ ∞ \ell ^\infty bound for n n and p p ), and the refined error estimate have to be carried out to accomplish such a convergence result. In our knowledge, this work will be the first to combine the following three theoretical properties for a numerical scheme for the PNP system: (i) unique solvability and positivity, (ii) energy stability, and (iii) optimal rate convergence. A few numerical results are also presented in this article, which demonstrates the robustness of the proposed numerical scheme.

The Asymptotic Expansion Load Decomposition higher-order beam model is based on the classical two-scale asymptotic expansion in the linear elasticity framework.It was successively extended to eigenstrains and to plasticity in small deformations in different papers. The present paper offers a comprehensive and consistent presentation of our approach applied to civil engineering applications.

The authors provide a complete asymptotic expansion for a class of functions in terms of the complete Bell polynomials. In particular, they obtain known asymptotic expansions of some Keller type sequences.

We use geometric microlocal methods to compute an asymptotic expansion of mean first arrival time for Brownian particles on Riemannian manifolds. This approach provides a robust way to treat this problem, which has thus far been limited to very special geometries. This paper can be seen as the Riemannian 3-manifold version of the planar result of [1] and thus enable us to see the full effect of the local extrinsic boundary geometry on the mean arrival time of the Brownian particles. Our approach also connects this question to some of the recent progress on boundary rigidity and integral geometry [21] and [18] .

Let $(M,g)$ be a compact smoothly stratified pseudomanifold with an iterated cone-edge metric satisfying a spectral Witt condition. Under these assumptions the Hodge-Laplacian $\Delta$ is essentially self-adjoint. We establish the asymptotic expansion for the resolvent trace of $\Delta$. Our method proceeds by induction on the depth and applies in principle to a larger class of second-order differential operators of regular-singular type, e.g., Dirac Laplacians. Our arguments are functional analytic, do not rely on microlocal techniques and are very explicit. The results of this paper provide a basis for studying index theory and spectral invariants in the setting of smoothly stratified spaces and in particular allow for the definition of zeta-determinants and analytic torsion in this general setup.

Liquid-crystalline orders are ubiquitous in membranes and could significantly affect the elastic properties of the self-assembled bilayers. Calculating the free energy of bilayer membranes with different geometries and fitting them to their theoretical expressions allow us to extract the elastic moduli, such as the bending modulus and Gaussian modulus. However, this procedure is time-consuming for liquid-crystalline bilayers. In paper reports a novel method to calculate the elastic moduli of the self-assembled liquid-crystalline bilayers within the self-consistent field theory framework. Based on the asymptotic expansion method, we derive the analytical expression of the elastic moduli, which reduces the computational cost significantly. Numerical simulations illustrate the validity and efficiency of the proposed method.

The asymptotic behavior of weak time-periodic solutions to the Navier–Stokes equations with a drift term in the three-dimensional whole space is investigated. The velocity field is decomposed into a time-independent and a remaining part, and separate asymptotic expansions are derived for both parts and their gradients. One observes that the behavior at spatial infinity is determined by the corresponding Oseen fundamental solutions.