Sur la valeur approchée des coefficients d'ordre élevé dans les développements en séries...

Issued also in Annales de L'Observatoire de Bordeaux. t. VII. 1897.

The unsteady flow field about a right circular cone in unsteady flight.

"These studies were conducted by the General Electric Company, Reentry Systems Department, for the Stability and Control Section of the Flight Dynamics Laboratory of the Air Force Research and Technology Division."

A survey in mathematics for industry: Two-timing and matched asymptotic expansions for singular perturbation problems

Following the derivation of amplitude equations through a new two-time-scale method [O'Malley, R. E., Jr. & Kirkinis, E (2010) A combined renormalization group-multiple scale method for singularly perturbed problems. Stud. Appl. Math. 124, 383-410], we show that a multi-scale method may often be preferable for solving singularly perturbed problems than the method of matched asymptotic expansions. We illustrate this approach with 10 singularly perturbed ordinary and partial differential equations. © 2011 Cambridge University Press.

Perturbation solutions for flow through symmetrical hoppers with inserts and asymmetrical wedge hoppers

Under certain circumstances, an industrial hopper which operates under the "funnel-flow" regime can be converted to the "mass-flow" regime with the addition of a flow-corrective insert. This paper is concerned with calculating granular flow patterns near the outlet of hoppers that incorporate a particular type of insert, the cone-in-cone insert. The flow is considered to be quasi-static, and governed by the Coulomb-Mohr yield condition together with the non-dilatant double-shearing theory. In two dimensions, the hoppers are wedge-shaped, and as such the formulation for the wedge-in-wedge hopper also includes the case of asymmetrical hoppers. A perturbation approach, valid for high angles of internal friction, is used for both two-dimensional and axially symmetric flows, with analytic results possible for both leading order and correction terms. This perturbation scheme is compared with numerical solutions to the governing equations, and is shown to work very well for angles of internal friction in excess of 45 degree.

The renormalization group: A perturbation method for the graduate curriculum

In this paper the renormalization group (RG) method of Chen, Goldenfeld, and Oono [Phys. Rev. Lett., 73 (1994), pp.1311-1315; Phys. Rev. E, 54 (1996), pp.376-394] is presented in a pedagogical way to increase its visibility in applied mathematics and to argue favorably for its incorporation into the corresponding graduate curriculum.The method is illustrated by some linear and nonlinear singular perturbation problems. Key word. © 2012 Society for Industrial and Applied Mathematics.

Singular perturbation analysis of spherical and cylindrical N waves

Using a singular perturbation analysis the nonplanar Burgers' equation is solved to yield the shock wave-displacement due to diffusion for spherical and cylindrical N waves, thus supplementing the earlier results of Lighthill for the plane N waves. Physics of Fluids is copyrighted by The American Institute of Physics.

Approximation of the perturbation equations of a quasi-linear hyperbolic system in the neighborhood of a bicharacteristic

In 1956 Whitham gave a nonlinear theory for computing the intensity of an acoustic pulse of an arbitrary shape. The theory has been used very successfully in computing the intensity of the sonic bang produced by a supersonic plane. [4.] derived an approximate quasi-linear equation for the propagation of a short wave in a compressible medium. These two methods are essentially nonlinear approximations of the perturbation equations of the system of gas-dynamic equations in the neighborhood of a bicharacteristic curve (or rays) for weak unsteady disturbances superimposed on a given steady solution. In this paper we have derived an approximate quasi-linear equation which is an approximation of perturbation equations in the neighborhood of a bicharacteristic curve for a weak pulse governed by a general system of first order quasi-linear partial differential equations in m + 1 independent variables (t, x1,…, xm) and derived Gubkin's result as a particular case when the system of equations consists of the equations of an unsteady motion of a compressible gas. We have also discussed the form of the approximate equation describing the waves propagating upsteam in an arbitrary multidimensional transonic flow.

An appendix to the paper "approximation of the perturbation equations of a quasi-linear hyperbolic system in the neighborhood of a bicharacteristic"

The theory of Varley and Cumberbatch [l] giving the intensity of discontinuities in the normal derivatives of the dependent variables at a wave front can be deduced from the more general results of Prasad which give the complete history of a disturbance not only at the wave front but also within a short distance behind the wave front. In what follows we omit the index M in Eq. (2.25) of Prasad [2].

Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode

Gough, John; Van Handel, R., (2007) 'Singular perturbation of quantum stochastic differential equations with coupling through an oscillator mode', Journal of Statistical Physics 127(3) pp.575-607 RAE2008

A hypercyclic finite rank perturbation of a unitary operator

A unitary operator V and a rank 2 operator R acting on a Hilbert space H are constructed such that V + R is hypercyclic. This answers affirmatively a question of Salas whether a finite rank perturbation of a hyponormal operator can be supercyclic.

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Cette thèse est principalement constituée de trois articles traitant des processus markoviens additifs, des processus de Lévy et d'applications en finance et en assurance. Le premier chapitre est une introduction aux processus markoviens additifs (PMA), et une présentation du problème de ruine et de notions fondamentales des mathématiques financières. Le deuxième chapitre est essentiellement l'article "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" écrit en collaboration avec Manuel Morales et publié dans la revue European Actuarial Journal. Cet article étudie le problème de ruine pour un processus de risque markovien additif. Une identification de systèmes de Lévy est obtenue et utilisée pour donner une expression de l'espérance de la fonction de pénalité actualisée lorsque le PMA est un processus de Lévy avec changement de régimes. Celle-ci est une généralisation des résultats existant dans la littérature pour les processus de risque de Lévy et les processus de risque markoviens additifs avec sauts "phase-type". Le troisième chapitre contient l'article "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" qui est soumis pour publication. Cet article présente une extension de l'espérance de la fonction de pénalité actualisée pour un processus subordinateur de risque perturbé par un mouvement brownien. Cette extension contient une série de fonctions escomptée éspérée des minima successives dus aux sauts du processus de risque après la ruine. Celle-ci a des applications importantes en gestion de risque et est utilisée pour déterminer la valeur espérée du capital d'injection actualisé. Finallement, le quatrième chapitre contient l'article "The Minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model" écrit en collaboration avec Romuald Hervé Momeya et publié dans la revue Asia-Pacific Financial Market. Cet article présente de nouveaux résultats en lien avec le problème de l'incomplétude dans un marché financier où le processus de prix de l'actif risqué est décrit par un modèle exponentiel markovien additif. Ces résultats consistent à charactériser la mesure martingale satisfaisant le critère de l'entropie. Cette mesure est utilisée pour calculer le prix d'une option, ainsi que des portefeuilles de couverture dans un modèle exponentiel de Lévy avec changement de régimes.

An extension of the concept of gradient semigroups which is stable under perturbation

In this article we introduce the concept of a gradient-like nonlinear semigroup as an intermediate concept between a gradient nonlinear semigroup (those possessing a Lyapunov function, see [J.K. Hale, Asymptotic Behavior of Dissipative Systems, Math. Surveys Monogr., vol. 25, Amer. Math. Soc., 1989]) and a nonlinear semigroup possessing a gradient-like attractor. We prove that a perturbation of a gradient-like nonlinear semigroup remains a gradient-like nonlinear semigroup. Moreover, for non-autonomous dynamical systems we introduce the concept of a gradient-like evolution process and prove that a non-autonomous perturbation of a gradient-like nonlinear semigroup is a gradient-like evolution process. For gradient-like nonlinear semigroups and evolution processes, we prove continuity, characterization and (pullback and forwards) exponential attraction of their attractors under perturbation extending the results of [A.N. Carvalho, J.A. Langa, J.C. Robinson, A. Suarez, Characterization of non-autonomous attractors of a perturbed gradient system, J. Differential Equations 236 (2007) 570-603] on characterization and of [A.V. Babin, M.I. Vishik, Attractors in Evolutionary Equations, Stud. Math. Appl.. vol. 25, North-Holland, Amsterdam, 1992] on exponential attraction. (C) 2009 Elsevier Inc. All rights reserved.

Implicit differential equations with impasse singularities and singular perturbation problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

THREE TIME SCALE SINGULAR PERTURBATION PROBLEMS AND NONSMOOTH DYNAMICAL SYSTEMS

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)