Exponential asymptotics with multiple stokes lines

When asymptotic series methods are applied in order to solve problems that arise in applied mathematics in the limit that some parameter becomes small, they are unable to demonstrate behaviour that occurs on a scale that is exponentially small compared to the algebraic terms of the asymptotic series. There are many examples of physical systems where behaviour on this scale has important effects and, as such, a range of techniques known as exponential asymptotic techniques were developed that may be used to examinine behaviour on this exponentially small scale. Many problems in applied mathematics may be represented by behaviour within the complex plane, which may subsequently be examined using asymptotic methods. These problems frequently demonstrate behaviour known as Stokes phenomenon, which involves the rapid switches of behaviour on an exponentially small scale in the neighbourhood of some curve known as a Stokes line. Exponential asymptotic techniques have been applied in order to obtain an expression for this exponentially small switching behaviour in the solutions to orginary and partial differential equations. The problem of potential flow over a submerged obstacle has been previously considered in this manner by Chapman & Vanden-Broeck (2006). By representing the problem in the complex plane and applying an exponential asymptotic technique, they were able to detect the switching, and subsequent behaviour, of exponentially small waves on the free surface of the flow in the limit of small Froude number, specifically considering the case of flow over a step with one Stokes line present in the complex plane. We consider an extension of this work to flow configurations with multiple Stokes lines, such as flow over an inclined step, or flow over a bump or trench. The resultant expressions are analysed, and demonstrate interesting implications, such as the presence of exponentially sub-subdominant intermediate waves and the possibility of trapped surface waves for flow over a bump or trench. We then consider the effect of multiple Stokes lines in higher order equations, particu- larly investigating the behaviour of higher-order Stokes lines in the solutions to partial differential equations. These higher-order Stokes lines switch off the ordinary Stokes lines themselves, adding a layer of complexity to the overall Stokes structure of the solution. Specifically, we consider the different approaches taken by Howls et al. (2004) and Chap- man & Mortimer (2005) in applying exponential asymptotic techniques to determine the higher-order Stokes phenomenon behaviour in the solution to a particular partial differ- ential equation.

Exponential asymptotics of free surface flow due to a line source

The steady problem of free surface flow due to a submerged line source is revisited for the case in which the fluid depth is finite and there is a stagnation point on the free surface directly above the source. Both the strength of the source and the fluid speed in the far field are measured by a dimensionless parameter, the Froude number. By applying techniques in exponential asymptotics, it is shown that there is a train of periodic waves on the surface of the fluid with an amplitude which is exponentially small in the limit that the Froude number vanishes. This study clarifies that periodic waves do form for flows due to a source, contrary to a suggestion by Chapman & Vanden-Broeck (2006, J. Fluid Mech., 567, 299--326). The exponentially small nature of the waves means they appear beyond all orders of the original power series expansion; this result explains why attempts at describing these flows using a finite number of terms in an algebraic power series incorrectly predict a flat free surface in the far field.

Spectral asymptotics of the Helmholtz model in fluid-solid structures

A model representing the vibrations of a coupled fluid-solid structure is considered. This structure consists of a tube bundle immersed in a slightly compressible fluid. Assuming periodic distribution of tubes, this article describes the asymptotic nature of the vibration frequencies when the number of tubes is large. Our investigation shows that classical homogenization of the problem is not sufficient for this purpose. Indeed, our end result proves that the limit spectrum consists of three parts: the macro-part which comes from homogenization, the micro-part and the boundary layer part. The last two components are new. We describe in detail both macro- and micro-parts using the so-called Bloch wave homogenization method. Copyright (C) 1999 John Wiley & Sons, Ltd.

Asymptotics of the invariant measure in mean field models with jumps

We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.

Asymptotics of Harish-Chandra expansions, bounded hypergeometric functions associated with root systems, and applications

A series expansion for Heckman-Opdam hypergeometric functions phi(lambda) is obtained for all lambda is an element of alpha(C)*. As a consequence, estimates for phi(lambda) away from the walls of a Weyl chamber are established. We also characterize the bounded hypergeometric functions and thus prove an analogue of the celebrated theorem of Helgason and Johnson on the bounded spherical functions on a Riemannian symmetric space of the noncompact type. The L-P-theory for the hypergeometric Fourier transform is developed for 0 < p < 2. In particular, an inversion formula is proved when 1 <= p < 2. (C) 2013 Elsevier Inc. All rights reserved.

On applications of high-frequency asymptotics in aeroacoustics.

The aim of this paper is to survey a range of applications of high-frequency asymptotic methods in aeroacoustics. Specifically, we are concerned with problems associated with noise generation, propagation and scattering as found in large modern aeroengines. With regard to noise generation, we consider the interaction between high-frequency vortical waves and thin aerofoils, with particular emphasis being placed on the way in which the vortical waves act on the non-uniform mean flow around the aerofoil. A ray-theoretic description of the resulting sound as it propagates along the engine intake is then presented, followed by consideration of the diffraction of these rays by the (possibly asymmetric) intake lip to produce sound in the far field. A range of more detailed possible extensions is also presented.

Asymptotics of Perturbations to the Wave Equation

M. Hieber, I. Wood: Asymptotics of perturbations to the wave equation. In: Evolution Equations, Lecture Notes in Pure and Appl. Math., 234, Marcel Dekker, (2003), 243-252.

Plane wave and Coulomb asymptotics

A simple plane wave solution of the Schrodinger-Helmholtz equation is a quantum eigenfunction obeying both energy and linear momentum correspondence principles. Inclusion of the outgoing wave with scattering amplitude f asymptotic development of the plane wave, we show that there is a problem with angular momentum when we consider forward scattering at the point of closest approach and at large impact parameter given semiclassically by (l + 1/2)/k where l is the azimuthal quantum number and may be large (J. Leech et al., Phys. Rev. Lett. 88. 257901 (2002)). The problem is resolved via non- uniform, non-standard analysis involving the Heaviside step function, unifying classical, semiclassical and quantum mechanics, and the treatment is extended to the case of pure Coulomb scattering.

Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics

The technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] provides an attractive method of building exact tests from statistics whose finite sample distribution is intractable but can be simulated (provided it does not involve nuisance parameters). We extend this method in two ways: first, by allowing for MC tests based on exchangeable possibly discrete test statistics; second, by generalizing the method to statistics whose null distributions involve nuisance parameters (maximized MC tests, MMC). Simplified asymptotically justified versions of the MMC method are also proposed and it is shown that they provide a simple way of improving standard asymptotics and dealing with nonstandard asymptotics (e.g., unit root asymptotics). Parametric bootstrap tests may be interpreted as a simplified version of the MMC method (without the general validity properties of the latter).

Asymptotics of number fields and the Cohen-Lenstra heuristics

We study the asymptotics conjecture of Malle for dihedral groups Dl of order 2l, where l is an odd prime. We prove the expected lower bound for those groups. For the upper bounds we show that there is a connection to class groups of quadratic number fields. The asymptotic behavior of those class groups is predicted by the Cohen-Lenstra heuristics. Under the assumption of this heuristic we are able to prove the expected upper bounds.

Asymptotics

Exercises and solutions for a third year asymptotics course.

The failure of meta-analytic asymptotics for the seemingly efficient estimator of the common risk difference

We consider the case of a multicenter trial in which the center specific sample sizes are potentially small. Under homogeneity, the conventional procedure is to pool information using a weighted estimator where the weights used are inverse estimated center-specific variances. Whereas this procedure is efficient for conventional asymptotics (e. g. center-specific sample sizes become large, number of center fixed), it is commonly believed that the efficiency of this estimator holds true also for meta-analytic asymptotics (e.g. center-specific sample size bounded, potentially small, and number of centers large). In this contribution we demonstrate that this estimator fails to be efficient. In fact, it shows a persistent bias with increasing number of centers showing that it isnot meta-consistent. In addition, we show that the Cochran and Mantel-Haenszel weighted estimators are meta-consistent and, in more generality, provide conditions on the weights such that the associated weighted estimator is meta-consistent.

(Non)differentiability and asymptotics for potential densities of subordinators

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce asymptotic results and show how the atoms of the Lévy measure translate into points of (non)differentiability of the potential densities.