A derivation of high-frequency asymptotic values of 3D added mass and damping based on properties of the Cummins' equation

This brief paper provides a novel derivation of the known asymptotic values of three-dimensional (3D) added mass and damping of marine structures in waves. The derivation is based on the properties of the convolution terms in the Cummins's Equation as derived by Ogilvie. The new derivation is simple and no approximations or series expansions are made. The results follow directly from the relative degree and low-frequency asymptotic properties of the rational representation of the convolution terms in the frequency domain. As an application, the extrapolation of damping values at high frequencies for the computation of retardation functions is also discussed.

Asymptotic analysis of thin plates under normal load and horizontal edge thrust

We consider the radially symmetric nonlinear von Kármán plate equations for circular or annular plates in the limit of small thickness. The loads on the plate consist of a radially symmetric pressure load and a uniform edge load. The dependence of the steady states on the edge load and thickness is studied using asymptotics as well as numerical calculations. The von Kármán plate equations are a singular perturbation of the Fӧppl membrane equation in the asymptotic limit of small thickness. We study the role of compressive membrane solutions in the small thickness asymptotic behavior of the plate solutions.

We give evidence for the existence of a singular compressive solution for the circular membrane and show by a singular perturbation expansion that the nonsingular compressive solution approach this singular solution as the radial stress at the center of the plate vanishes. In this limit, an infinite number of folds occur with respect to the edge load. Similar behavior is observed for the annular membrane with zero edge load at the inner radius in the limit as the circumferential stress vanishes.

We develop multiscale expansions, which are asymptotic to members of this family for plates with edges that are elastically supported against rotation. At some thicknesses this approximation breaks down and a boundary layer appears at the center of the plate. In the limit of small normal load, the points of breakdown approach the bifurcation points corresponding to buckling of the nondeflected state. A uniform asymptotic expansion for small thickness combining the boundary layer with a multiscale approximation of the outer solution is developed for this case. These approximations complement the well known boundary layer expansions based on tensile membrane solutions in describing the bending and stretching of thin plates. The approximation becomes inconsistent as the clamped state is approached by increasing the resistance against rotation at the edge. We prove that such an expansion for the clamped circular plate cannot exist unless the pressure load is self-equilibrating.

Convergence of partial-wave expansions for energies, scattering amplitudes and positron annihilation rates

We use many-body theory to find the asymptotic behaviour of second-order correlation corrections to the energies and positron annihilation rates in many- electron systems with respect to the angular momenta l of the single-particle orbitals included. The energy corrections decrease as 1/(l+1/2)4, in agreement with the result of Schwartz, whereas the positron annihilation rate has a slower 1/(l+1/2)2 convergence rate. We illustrate these results by numerical calculations of the energies of Ne and Kr and by examining results from extensive con?guration-interaction calculations of PsH binding and annihilation.

Rossby number expansions, slaving principles, and balance dynamics

We consider the problem of constructing balance dynamics for rapidly rotating fluid systems. It is argued that the conventional Rossby number expansion—namely expanding all variables in a series in Rossby number—is secular for all but the simplest flows. In particular, the higher-order terms in the expansion grow exponentially on average, and for moderate values of the Rossby number the expansion is, at best, useful only for times of the order of the doubling times of the instabilities of the underlying quasi-geostrophic dynamics. Similar arguments apply in a wide class of problems involving a small parameter and sufficiently complex zeroth-order dynamics. A modified procedure is proposed which involves expanding only the fast modes of the system; this is equivalent to an asymptotic approximation of the slaving relation that relates the fast modes to the slow modes. The procedure is systematic and thus capable, at least in principle, of being carried to any order—unlike procedures based on truncations. We apply the procedure to construct higher-order balance approximations of the shallow-water equations. At the lowest order quasi-geostrophy emerges. At the next order the system incorporates gradient-wind balance, although the balance relations themselves involve only linear inversions and hence are easily applied. There is a large class of reduced systems associated with various choices for the slow variables, but the simplest ones appear to be those based on potential vorticity.

New tools for understanding the local asymptotic power of panel unit root tests

Abstract Motivated by the previously documented discrepancy between actual and predicted power, the present paper provides new tools for analyzing the local asymptotic power of panel unit root tests. These tools are appropriate in general when considering panel data with a dominant autoregressive root of the form ^ρi=1+^ciN-^κT-^τ, where i=1,...,N indexes the cross-sectional units, T is the number of time periods and ^ci is a random local-to-unity parameter. A limit theory for the sample moments of such panel data is developed and is shown to involve infinite-order series expansions in the moments of ^ci, in which existing theories can be seen as mere first-order approximations. The new theory is applied to study the asymptotic local power functions of some known test statistics for a unit root. These functions can be expressed in terms of the expansions in the moments of ^ci, and include existing local power functions as special cases. Monte Carlo evidence is provided to suggest that the new results go a long way toward bridging the gap between actual and predicted power.

Asymptotic integral kernel for ensembles of random normal matrices with radial potentials

The method of steepest descent is used to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P-N (z(1), ... , z(N)) = Z(N)(-1)e(-N)Sigma(N)(i=1) V-alpha(z(i)) Pi(1 <= i<j <= N) vertical bar z(i) - z(j)vertical bar(2), where V-alpha(z) = vertical bar z vertical bar(alpha), z epsilon C and alpha epsilon inverted left perpendicular0, infinity inverted right perpendicular. Asymptotic formulas with error estimate on sectors are obtained. A corollary of these expansions is a scaling limit for the n-point function in terms of the integral kernel for the classical Segal-Bargmann space. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.3688293]

Asymptotic and structural properties of special cases of the Wright function arising in probability theory

This analysis paper presents previously unknown properties of some special cases of the Wright function whose consideration is necessitated by our work on probability theory and the theory of stochastic processes. Specifically, we establish new asymptotic properties of the particular Wright function 1Ψ1(ρ, k; ρ, 0; x) = X∞ n=0 Γ(k + ρn) Γ(ρn) x n n! (|x| < ∞) when the parameter ρ ∈ (−1, 0)∪(0, ∞) and the argument x is real. In the probability theory applications, which are focused on studies of the Poisson-Tweedie mixtures, the parameter k is a non-negative integer. Several representations involving well-known special functions are given for certain particular values of ρ. The asymptotics of 1Ψ1(ρ, k; ρ, 0; x) are obtained under numerous assumptions on the behavior of the arguments k and x when the parameter ρ is both positive and negative. We also provide some integral representations and structural properties involving the ‘reduced’ Wright function 0Ψ1(−−; ρ, 0; x) with ρ ∈ (−1, 0) ∪ (0, ∞), which might be useful for the derivation of new properties of members of the power-variance family of distributions. Some of these imply a reflection principle that connects the functions 0Ψ1(−−;±ρ, 0; ·) and certain Bessel functions. Several asymptotic relationships for both particular cases of this function are also given. A few of these follow under additional constraints from probability theory results which, although previously available, were unknown to analysts.

Linear stern waves in finite depth channels

This paper formulates an analytically tractable problem for the wake generated by a long flat bottom ship by considering the steady free surface flow of an inviscid, incompressible fluid emerging from beneath a semi-infinite rigid plate. The flow is considered to be irrotational and two-dimensional so that classical potential flow methods can be exploited. In addition, it is assumed that the draft of the plate is small compared to the depth of the channel. The linearised problem is solved exactly using a Fourier transform and the Wiener-Hopf technique, and it is shown that there is a family of subcritical solutions characterised by a train of sinusoidal waves on the downstream free surface. The amplitude of these waves decreases as the Froude number increases. Supercritical solutions are also obtained, but, in general, these have infinite vertical velocities at the trailing edge of the plate. Consideration of further terms in the expansions suggests a way of canceling the singularity for certain values of the Froude number.

Asymptotic and numerical results for a model of solvent-dependent drug diffusion through polymeric spheres

A model for drug diffusion from a spherical polymeric drug delivery device is considered. The model contains two key features. The first is that solvent diffuses into the polymer, which then transitions from a glassy to a rubbery state. The interface between the two states of polymer is modelled as a moving boundary, whose speed is governed by a kinetic law; the same moving boundary problem arises in the one-phase limit of a Stefan problem with kinetic undercooling. The second feature is that drug diffuses only through the rubbery region, with a nonlinear diffusion coefficient that depends on the concentration of solvent. We analyse the model using both formal asymptotics and numerical computation, the latter by applying a front-fixing scheme with a finite volume method. Previous results are extended and comparisons are made with linear models that work well under certain parameter regimes. Finally, a model for a multi-layered drug delivery device is suggested, which allows for more flexible control of drug release.

Sparseness vs estimating conditional probabilities : some asymptotic results

One of the nice properties of kernel classifiers such as SVMs is that they often produce sparse solutions. However, the decision functions of these classifiers cannot always be used to estimate the conditional probability of the class label. We investigate the relationship between these two properties and show that these are intimately related: sparseness does not occur when the conditional probabilities can be unambiguously estimated. We consider a family of convex loss functions and derive sharp asymptotic results for the fraction of data that becomes support vectors. This enables us to characterize the exact trade-off between sparseness and the ability to estimate conditional probabilities for these loss functions.

Asymptotic minimax robust and misspecified Lorden quickest change detection for dependent stochastic processes

The quick detection of an abrupt unknown change in the conditional distribution of a dependent stochastic process has numerous applications. In this paper, we pose a minimax robust quickest change detection problem for cases where there is uncertainty about the post-change conditional distribution. Our minimax robust formulation is based on the popular Lorden criteria of optimal quickest change detection. Under a condition on the set of possible post-change distributions, we show that the widely known cumulative sum (CUSUM) rule is asymptotically minimax robust under our Lorden minimax robust formulation as a false alarm constraint becomes more strict. We also establish general asymptotic bounds on the detection delay of misspecified CUSUM rules (i.e. CUSUM rules that are designed with post- change distributions that differ from those of the observed sequence). We exploit these bounds to compare the delay performance of asymptotically minimax robust, asymptotically optimal, and other misspecified CUSUM rules. In simulation examples, we illustrate that asymptotically minimax robust CUSUM rules can provide better detection delay performance at greatly reduced computation effort compared to competing generalised likelihood ratio procedures.