Inequalities and Asymptotic Formulae for the Three Parametric Mittag-Leffler Functions

MSC 2010: 33E12, 30A10, 30D15, 30E15

Steady-state motion of a Mode-III crack on imperfect interfaces

Mishuris, Gennady; Movchan, N.V.; Movchan, A.B., (2006) 'Steady-state motion of a Mode-III crack on imperfect interfaces', Quarterly Journal of Mechanics and Applied Mathematics 59(4) pp.487-516 RAE2008

Enhanced Nanoparticle Detection with Liquid Droplet Resonators

Whispering gallery mode particle sensing experiments are commonly performed with solid resonators, whereby the sensing volume is limited to the weak evanescent tail of the mode near the resonator surface. In this work we discuss in detail the sensitivity enhancements achievable in liquid droplet resonators wherein the stronger internal fields and convenient means of particle delivery can be exploited. Asymptotic formulae are derived for the relative resonance shift, line broadening and mode splitting of TE and TM modes in liquid droplet resonators. As a corollary the relative fraction of internal and external mode energy follows, which is shown to govern achievable sensitivity enhancements of solute concentration measurements in droplet sensors. Experimental measurements of nanoparticle concentration based on whispering gallery mode resonance broadening are also presented.

Mimicking the one-dimensional marginal distributions of stochastic diffusions

In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.

Finite volume effects in chiral perturbation theory with twisted boundary conditions

We study the effects of a finite cubic volume with twisted boundary conditions on pseudoscalar mesons. We apply Chiral Perturbation Theory in the p-regime and introduce the twist by means of a constant vector field. The corrections of masses, decay constants, pseudoscalar coupling constants and form factors are calculated at next-to-leading order. We detail the derivations and compare with results available in the literature. In some case there is disagreement due to a different treatment of new extra terms generated from the breaking of the cubic invariance. We advocate to treat such terms as renormalization terms of the twisting angles and reabsorb them in the on-shell conditions. We confirm that the corrections of masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. Furthermore, we show that the matrix elements of the scalar (resp. vector) form factor satisfies the Feynman–Hellman Theorem (resp. the Ward–Takahashi identity). To show the Ward–Takahashi identity we construct an effective field theory for charged pions which is invariant under electromagnetic gauge transformations and which reproduces the results obtained with Chiral Perturbation Theory at a vanishing momentum transfer. This generalizes considerations previously published for periodic boundary conditions to twisted boundary conditions. Another method to estimate the corrections in finite volume are asymptotic formulae. Asymptotic formulae were introduced by Lüscher and relate the corrections of a given physical quantity to an integral of a specific amplitude, evaluated in infinite volume. Here, we revise the original derivation of Lüscher and generalize it to finite volume with twisted boundary conditions. In some cases, the derivation involves complications due to extra terms generated from the breaking of the cubic invariance. We isolate such terms and treat them as renormalization terms just as done before. In that way, we derive asymptotic formulae for masses, decay constants, pseudoscalar coupling constants and scalar form factors. At the same time, we derive also asymptotic formulae for renormalization terms. We apply all these formulae in combination with Chiral Perturbation Theory and estimate the corrections beyond next-to-leading order. We show that asymptotic formulae for masses, decay constants, pseudoscalar coupling constants are related by means of chiral Ward identities. A similar relation connects in an independent way asymptotic formulae for renormalization terms. We check these relations for charged pions through a direct calculation. To conclude, a numerical analysis quantifies the importance of finite volume corrections at next-to-leading order and beyond. We perform a generic Analysis and illustrate two possible applications to real simulations.

Series in Mittag-Leffler Functions: Inequalities and Convergent Theorems

MSC 2010: 30A10, 30B10, 30B30, 30B50, 30D15, 33E12

On the duration of negative surplus

Doutoramento em Matemática

A Note on the Asymptotic Variance of Survival Function in the Semi-Markov Model

In Malani and Neilsen (1992) we have proposed alternative estimates of survival function (for time to disease) using a simple marker that describes time to some intermediate stage in a disease process. In this paper we derive the asymptotic variance of one such proposed estimator using two different methods and compare terms of order 1/n when there is no censoring. In the absence of censoring the asymptotic variance obtained using the Greenwood type approach converges to exact variance up to terms involving 1/n. But the asymptotic variance obtained using the theory of the counting process and results from Voelkel and Crowley (1984) on semi-Markov processes has a different term of order 1/n. It is not clear to us at this point why the variance formulae using the latter approach give different results.

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.

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.

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.