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.

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.

Free surface flow past topography : a beyond-all-orders approach

The problem of steady subcritical free surface flow past a submerged inclined step is considered. The asymptotic limit of small Froude number is treated, with particular emphasis on the effect that changing the angle of the step face has on the surface waves. As demonstrated by Chapman & Vanden-Broeck (2006), the divergence of a power series expansion in powers of the square of the Froude number is caused by singularities in the analytic continuation of the free surface; for an inclined step, these singularities may correspond to either the corners or stagnation points of the step, or both, depending on the angle of incline. Stokes lines emanate from these singularities, and exponentially small waves are switched on at the point the Stokes lines intersect with the free surface. Our results suggest that for a certain range of step angles, two wavetrains are switched on, but the exponentially subdominant one is switched on first, leading to an intermediate wavetrain not previously noted. We extend these ideas to the problem of flow over a submerged bump or trench, again with inclined sides. This time there may be two, three or four active Stokes lines, depending on the inclination angles. We demonstrate how to construct a base topography such that wave contributions from separate Stokes lines are of equal magnitude but opposite phase, thus cancelling out. Our asymptotic results are complemented by numerical solutions to the fully nonlinear equations.

Front interactions in a three-component system

The three-component reaction-diffusion system introduced in [C. P. Schenk et al., Phys. Rev. Lett., 78 (1997), pp. 3781–3784] has become a paradigm model in pattern formation. It exhibits a rich variety of dynamics of fronts, pulses, and spots. The front and pulse interactions range in type from weak, in which the localized structures interact only through their exponentially small tails, to strong interactions, in which they annihilate or collide and in which all components are far from equilibrium in the domains between the localized structures. Intermediate to these two extremes sits the semistrong interaction regime, in which the activator component of the front is near equilibrium in the intervals between adjacent fronts but both inhibitor components are far from equilibrium there, and hence their concentration profiles drive the front evolution. In this paper, we focus on dynamically evolving N-front solutions in the semistrong regime. The primary result is use of a renormalization group method to rigorously derive the system of N coupled ODEs that governs the positions of the fronts. The operators associated with the linearization about the N-front solutions have N small eigenvalues, and the N-front solutions may be decomposed into a component in the space spanned by the associated eigenfunctions and a component projected onto the complement of this space. This decomposition is carried out iteratively at a sequence of times. The former projections yield the ODEs for the front positions, while the latter projections are associated with remainders that we show stay small in a suitable norm during each iteration of the renormalization group method. Our results also help extend the application of the renormalization group method from the weak interaction regime for which it was initially developed to the semistrong interaction regime. The second set of results that we present is a detailed analysis of this system of ODEs, providing a classification of the possible front interactions in the cases of $N=1,2,3,4$, as well as how front solutions interact with the stationary pulse solutions studied earlier in [A. Doelman, P. van Heijster, and T. J. Kaper, J. Dynam. Differential Equations, 21 (2009), pp. 73–115; P. van Heijster, A. Doelman, and T. J. Kaper, Phys. D, 237 (2008), pp. 3335–3368]. Moreover, we present some results on the general case of N-front interactions.

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.

Homoclinic Splitting without Trees

We study a Hamiltonian describing a pendulum coupled with several anisochronous oscillators, giving a simple construction of unstable KAM tori and their stable and unstable manifolds for analytic perturbations. When the coupling takes place through an even trigonometric polynomial in the angle variables, we extend analytically the solutions of the equations of motion, order by order in the perturbation parameter, to a large neighbourhood of the real line representing time. Subsequently, we devise an asymptotic expansion for the splitting (matrix) associated with a homoclinic point. This expansion consists of contributions that are manifestly exponentially small in the limit of vanishing gravity, by a shift-of-countour argument. Hence, we infer a similar upper bound for the splitting itself. In particular, the derivation of the result does not call for a tree expansion with explicit cancellation mechanisms.

Bond-order wave phase, spin solitons, and thermodynamics of a frustrated linear spin-1/2 Heisenberg antiferromagnet

The linear spin-1/2 Heisenberg antiferromagnet with exchanges J(1) and J(2) between first and second neighbors has a bond-order wave (BOW) phase that starts at the fluid-dimer transition at J(2)/J(1)=0.2411 and is particularly simple at J(2)/J(1)=1/2. The BOW phase has a doubly degenerate singlet ground state, broken inversion symmetry, and a finite-energy gap E-m to the lowest-triplet state. The interval 0.4 < J(2)/J(1) < 1.0 has large E-m and small finite-size corrections. Exact solutions are presented up to N = 28 spins with either periodic or open boundary conditions and for thermodynamics up to N = 18. The elementary excitations of the BOW phase with large E-m are topological spin-1/2 solitons that separate BOWs with opposite phase in a regular array of spins. The molar spin susceptibility chi(M)(T) is exponentially small for T << E-m and increases nearly linearly with T to a broad maximum. J(1) and J(2) spin chains approximate the magnetic properties of the BOW phase of Hubbard-type models and provide a starting point for modeling alkali-tetracyanoquinodimethane salts.

Modified density matrix renormalization group algorithm for the zigzag spin-1/2 chain with frustrated antiferromagnetic exchange: Comparison with field theory at large J(2)/J(1)

A modified density matrix renormalization group (DMRG) algorithm is applied to the zigzag spin-1/2 chain with frustrated antiferromagnetic exchange J(1) and J(2) between first and second neighbors. The modified algorithm yields accurate results up to J(2)/J(1) approximate to 4 for the magnetic gap Delta to the lowest triplet state, the amplitude B of the bond order wave phase, the wavelength lambda of the spiral phase, and the spin correlation length xi. The J(2)/J(1) dependences of Delta, B, lambda, and xi provide multiple comparisons to field theories of the zigzag chain. The twist angle of the spiral phase and the spin structure factor yield additional comparisons between DMRG and field theory. Attention is given to the numerical accuracy required to obtain exponentially small gaps or exponentially long correlations near a quantum phase transition.

Algorithms for Colouring Random k-colourable Graphs

The k-colouring problem is to colour a given k-colourable graph with k colours. This problem is known to be NP-hard even for fixed k greater than or equal to 3. The best known polynomial time approximation algorithms require n(delta) (for a positive constant delta depending on k) colours to colour an arbitrary k-colourable n-vertex graph. The situation is entirely different if we look at the average performance of an algorithm rather than its worst-case performance. It is well known that a k-colourable graph drawn from certain classes of distributions can be ii-coloured almost surely in polynomial time. In this paper, we present further results in this direction. We consider k-colourable graphs drawn from the random model in which each allowed edge is chosen independently with probability p(n) after initially partitioning the vertex set into ii colour classes. We present polynomial time algorithms of two different types. The first type of algorithm always runs in polynomial time and succeeds almost surely. Algorithms of this type have been proposed before, but our algorithms have provably exponentially small failure probabilities. The second type of algorithm always succeeds and has polynomial running time on average. Such algorithms are more useful and more difficult to obtain than the first type of algorithms. Our algorithms work as long as p(n) greater than or equal to n(-1+is an element of) where is an element of is a constant greater than 1/4.

Dynamics and transport properties of Kondo insulators

A many-body theory of paramagnetic Kondo insulators is described, focusing specifically on single-particle dynamics, scattering rates, dc transport and optical conductivities. This is achieved by development of a non-perturbative local moment approach to the symmetric periodic Anderson model within the framework of dynamical mean-field theory. Our natural focus is the strong-coupling, Kondo lattice regime, in particular the resultant 'universal' scaling behaviour in terms of the single, exponentially small low-energy scale characteristic of the problem. Dynamics/transport on all relevant (ω, T)-scales are considered, from the gapped/activated behaviour characteristic of the low-temperature insulator through to explicit connection to single-impurity physics at high ω and/or T; and for optical conductivities emphasis is given to the nature of the optical gap, the temperature scale responsible for its destruction and the consequent clear distinction between indirect and direct gap scales. Using scaling, explicit comparison is also made to experimental results for dc transport and optical conductivities of Ce3Bi4Pt3, SmB6 and YbB12. Good agreement is found, even quantitatively; and a mutually consistent picture of transport and optics results.

Rashbons: properties and their significance

In the presence of a synthetic non-Abelian gauge field that produces a Rashba-like spin-orbit interaction, a collection of weakly interacting fermions undergoes a crossover from a Bardeen-Cooper-Schrieffer (BCS) ground state to a Bose-Einstein condensate (BEC) ground state when the strength of the gauge field is increased (Vyasanakere et al 2011 Phys. Rev. B 84 014512). The BEC that is obtained at large gauge coupling strengths is a condensate of tightly bound bosonic fermion pairs. The properties of these bosons are solely determined by the Rashba gauge field-hence called rashbons. In this paper, we conduct a systematic study of the properties of rashbons and their dispersion. This study reveals a new qualitative aspect of the problem of interacting fermions in non-Abelian gauge fields, i.e. that the rashbon state ceases to exist when the center-of-mass momentum of the fermions exceeds a critical value that is of the order of the gauge coupling strength. The study allows us to estimate the transition temperature of the rashbon BEC and suggests a route to enhance the exponentially small transition temperature of the system with a fixed weak attraction to the order of the Fermi temperature by tuning the strength of the non-Abelian gauge field. The nature of the rashbon dispersion, and in particular the absence of the rashbon states at large momenta, suggests a regime in parameter space where the normal state of the system will be a dynamical mixture of uncondensed rashbons and unpaired helical fermions. Such a state should show many novel features including pseudogap physics.

Fluctuation theory of Rashba Fermi gases: Gaussian and beyond

Fermi gases with generalized Rashba spin-orbit coupling induced by a synthetic gauge field have the potential of realizing many interesting states, such as rashbon condensates and topological phases. Here, we address the key open problem of the fluctuation theory of such systems and demonstrate that beyond-Gaussian effects are essential to capture the finite temperature physics of such systems. We obtain their phase diagram by constructing an approximate non-Gaussian theory. We conclusively establish that spin-orbit coupling can enhance the exponentially small transition temperature (T-c) of a weakly attracting superfluid to the order of the Fermi temperature, paving a pathway towards high T-c superfluids.

Inertia-Gravity Waves Emitted from Balanced Flow: Observations, Properties, and Consequences

This paper describes laboratory observations of inertia–gravity waves emitted from balanced fluid flow. In a rotating two-layer annulus experiment, the wavelength of the inertia–gravity waves is very close to the deformation radius. Their amplitude varies linearly with Rossby number in the range 0.05–0.14, at constant Burger number (or rotational Froude number). This linear scaling challenges the notion, suggested by several dynamical theories, that inertia–gravity waves generated by balanced motion will be exponentially small. It is estimated that the balanced flow leaks roughly 1% of its energy each rotation period into the inertia–gravity waves at the peak of their generation. The findings of this study imply an inevitable emission of inertia–gravity waves at Rossby numbers similar to those of the large-scale atmospheric and oceanic flow. Extrapolation of the results suggests that inertia–gravity waves might make a significant contribution to the energy budgets of the atmosphere and ocean. In particular, emission of inertia–gravity waves from mesoscale eddies may be an important source of energy for deep interior mixing in the ocean.

Comments on 'Balance and the slow quasimanifold: some explicit results'

The concept of slow vortical dynamics and its role in theoretical understanding is central to geophysical fluid dynamics. It leads, for example, to “potential vorticity thinking” (Hoskins et al. 1985). Mathematically, one imagines an invariant manifold within the phase space of solutions, called the slow manifold (Leith 1980; Lorenz 1980), to which the dynamics are constrained. Whether this slow manifold truly exists has been a major subject of inquiry over the past 20 years. It has become clear that an exact slow manifold is an exceptional case, restricted to steady or perhaps temporally periodic flows (Warn 1997). Thus the concept of a “fuzzy slow manifold” (Warn and Ménard 1986) has been suggested. The idea is that nearly slow dynamics will occur in a stochastic layer about the putative slow manifold. The natural question then is, how thick is this layer? In a recent paper, Ford et al. (2000) argue that Lighthill emission—the spontaneous emission of freely propagating acoustic waves by unsteady vortical flows—is applicable to the problem of balance, with the Mach number Ma replaced by the Froude number F, and that it is a fundamental mechanism for this fuzziness. They consider the rotating shallow-water equations and find emission of inertia–gravity waves at O(F2). This is rather surprising at first sight, because several studies of balanced dynamics with the rotating shallow-water equations have gone beyond second order in F, and found only an exponentially small unbalanced component (Warn and Ménard 1986; Lorenz and Krishnamurthy 1987; Bokhove and Shepherd 1996; Wirosoetisno and Shepherd 2000). We have no technical objection to the analysis of Ford et al. (2000), but wish to point out that it depends crucially on R 1, where R is the Rossby number. This condition requires the ratio of the characteristic length scale of the flow L to the Rossby deformation radius LR to go to zero in the limit F → 0. This is the low Froude number scaling of Charney (1963), which, while originally designed for the Tropics, has been argued to be also relevant to mesoscale dynamics (Riley et al. 1981). If L/LR is fixed, however, then F → 0 implies R → 0, which is the standard quasigeostrophic scaling of Charney (1948; see, e.g., Pedlosky 1987). In this limit there is reason to expect the fuzziness of the slow manifold to be “exponentially thin,” and balance to be much more accurate than is consistent with (algebraic) Lighthill emission.