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Asymptotic and Computational Analysis: Conference in Honor of Frank W.j. Olver's 65th Birthday (Lecture Notes In Pure And Applied Mathematics Ser. #124)
by R. WongPapers presented at the International Symposium on Asymptotic and Computational Analysis, held June 1989, Winnipeg, Man., sponsored by the Dept. of Applied Mathematics, University of Manitoba and the Canadian Applied Mathematics Society.
Asymptotic Expansion of a Partition Function Related to the Sinh-model (Mathematical Physics Studies)
by Gaëtan Borot Alice Guionnet Karol K. KozlowskiThis book elaborates on the asymptotic behaviour, when N is large, of certain N-dimensional integrals which typically occur in random matrices, or in 1+1 dimensional quantum integrable models solvable by the quantum separation of variables. The introduction presents the underpinning motivations for this problem, a historical overview, and a summary of the strategy, which is applicable in greater generality. The core aims at proving an expansion up to o(1) for the logarithm of the partition function of the sinh-model. This is achieved by a combination of potential theory and large deviation theory so as to grasp the leading asymptotics described by an equilibrium measure, the Riemann-Hilbert approach to truncated Wiener-Hopf in order to analyse the equilibrium measure, the Schwinger-Dyson equations and the boostrap method to finally obtain an expansion of correlation functions and the one of the partition function. This book is addressed to researchers working in random matrices, statistical physics or integrable systems, or interested in recent developments of asymptotic analysis in those fields.
Asymptotic Expansions (Dover Books on Mathematics)
by A. ErdélyiOriginally prepared for the Office of Naval Research, this important monograph introduces various methods for the asymptotic evaluation of integrals containing a large parameter, and solutions of ordinary linear differential equations by means of asymptotic expansions. Author's preface. Bibliography.
Asymptotic Expansions and Summability: Application to Partial Differential Equations (Lecture Notes in Mathematics #2351)
by Pascal RemyThis book provides a comprehensive exploration of the theory of summability of formal power series with analytic coefficients at the origin of Cn, aiming to apply it to formal solutions of partial differential equations (PDEs). It offers three characterizations of summability and discusses their applications to PDEs, which play a pivotal role in understanding physical, chemical, biological, and ecological phenomena. Determining exact solutions and analyzing properties such as dynamic and asymptotic behavior are major challenges in this field. The book compares various summability approaches and presents simple applications to PDEs, introducing theoretical tools such as Nagumo norms, Newton polygon, and combinatorial methods. Additionally, it presents moment PDEs, offering a broad class of functional equations including classical, fractional, and q-difference equations. With detailed examples and references, the book caters to readers familiar with the topics seeking proofs or deeper understanding, as well as newcomers looking for comprehensive tools to grasp the subject matter. Whether readers are seeking precise references or aiming to deepen their knowledge, this book provides the necessary tools to understand the complexities of summability theory and its applications to PDEs.
Asymptotic Formulae in Spectral Geometry
by null Peter B. GilkeyA great deal of progress has been made recently in the field of asymptotic formulas that arise in the theory of Dirac and Laplace type operators. Asymptotic Formulae in Spectral Geometry collects these results and computations into one book. Written by a leading pioneer in the field, it focuses on the functorial and special cases methods of computing asymptotic heat trace and heat content coefficients in the heat equation. It incorporates the work of many authors into the presentation, and includes a complete bibliography that serves as a roadmap to the literature on the subject. Geometers, mathematical physicists, and analysts alike will undoubtedly find this to be the definitive book on the subject.
Asymptotic Geometric Analysis: Proceedings of the Fall 2010 Fields Institute Thematic Program (Fields Institute Communications #68)
by Vladimir Pestov Vitali D. Milman Nicole Tomczak-Jaegermann Monika LudwigAsymptotic Geometric Analysis is concerned with the geometric and linear properties of finite dimensional objects, normed spaces, and convex bodies, especially with the asymptotics of their various quantitative parameters as the dimension tends to infinity. The deep geometric, probabilistic, and combinatorial methods developed here are used outside the field in many areas of mathematics and mathematical sciences. The Fields Institute Thematic Program in the Fall of 2010 continued an established tradition of previous large-scale programs devoted to the same general research direction. The main directions of the program included: * Asymptotic theory of convexity and normed spaces * Concentration of measure and isoperimetric inequalities, optimal transportation approach * Applications of the concept of concentration * Connections with transformation groups and Ramsey theory * Geometrization of probability * Random matrices * Connection with asymptotic combinatorics and complexity theory These directions are represented in this volume and reflect the present state of this important area of research. It will be of benefit to researchers working in a wide range of mathematical sciences--in particular functional analysis, combinatorics, convex geometry, dynamical systems, operator algebras, and computer science.
Asymptotic Integration of Differential and Difference Equations (Lecture Notes in Mathematics #2129)
by Sigrun Bodine Donald A. LutzThis book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers in asymptotic integration as well to non-experts who are interested in the asymptotic analysis of linear differential and difference equations. It will additionally be of interest to students in mathematics, applied sciences, and engineering. Linear algebra and some basic concepts from advanced calculus are prerequisites.
Asymptotic Laws and Methods in Stochastics: A Volume in Honour of Miklós Csörgő (Fields Institute Communications #76)
by Donald Dawson Rafal Kulik Mohamedou Ould Haye Barbara Szyszkowicz Yiqiang ZhaoThis book contains articles arising from a conference in honour of mathematician-statistician Miklá½¹s CsörgÅ' on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes CsörgÅ''s list of publications during more than 50 years, since 1962.
Asymptotic Methods for Engineers
by Igor V. Andrianov Jan AwrejcewiczAsymptotic Methods for Engineers is based on the authors’ many years of practical experience in the application of asymptotic methods to solve engineering problems.This book is devoted to modern asymptotic methods (AM), which is widely used in engineering, applied sciences, physics, and applied mathematics. Avoiding complex formal calculations and justifications, the book’s main goal is to describe the main ideas and algorithms. Moreover, not only is there a presentation of the main AM, but there is also a focus on demonstrating their unity and inseparable connection with the methods of summation and asymptotic interpolation.The book will be useful for students and researchers from applied mathematics and physics and of interest to doctoral and graduate students, university and industry professors from various branches of engineering (mechanical, civil, electro-mechanical, etc.).
Asymptotic Methods in Analysis (Dover Books on Mathematics)
by N. G. Bruijn"A reader looking for interesting problems tackled often by highly original methods, for precise results fully proved, and for procedures fully motivated, will be delighted." -- Mathematical Reviews.Asymptotics is not new. Its importance in many areas of pure and applied mathematics has been recognized since the days of Laplace. Asymptotic estimates of series, integrals, and other expressions are commonly needed in physics, engineering, and other fields. Unfortunately, for many years there was a dearth of literature dealing with this difficult but important topic. Then, in 1958, Professor N. G. de Bruijn published this pioneering study. Widely considered the first text on the subject -- and the first comprehensive coverage of this broad field -- the book embodied an original and highly effective approach to teaching asymptotics. Rather than trying to formulate a general theory (which, in the author's words, "leads to stating more and more about less and less") de Bruijn teaches asymptotic methods through a rigorous process of explaining worked examples in detail.Most of the important asymptotic methods are covered here with unusual effectiveness and clarity: "Every step in the mathematical process is explained, its purpose and necessity made clear, with the result that the reader not only has no difficulty in following the rigorous proofs, but even turns to them with eager expectation." (Nuclear Physics).Part of the attraction of this book is its pleasant, straightforward style of exposition, leavened with a touch of humor and occasionally even using the dramatic form of dialogue. The book begins with a general introduction (fundamental to the whole book) on O and o notation and asymptotic series in general. Subsequent chapters cover estimation of implicit functions and the roots of equations; various methods of estimating sums; extensive treatment of the saddle-point method with full details and intricate worked examples; a brief introduction to Tauberian theorems; a detailed chapter on iteration; and a short chapter on asymptotic behavior of solutions of differential equations. Most chapters progress from simple examples to difficult problems; and in some cases, two or more different treatments of the same problem are given to enable the reader to compare different methods. Several proofs of the Stirling theorem are included, for example, and the problem of the iterated sine is treated twice in Chapter 8. Exercises are given at the end of each chapter.Since its first publication, Asymptotic Methods in Analysis has received widespread acclaim for its rigorous and original approach to teaching a difficult subject. This Dover edition, with corrections by the author, offers students, mathematicians, engineers, and physicists not only an inexpensive, comprehensive guide to asymptotic methods but also an unusually lucid and useful account of a significant mathematical discipline.
Asymptotic Methods in Equations of Mathematical Physics
by null B VainbergThis book provides a single source for both students and advanced researchers on asymptotic methods employed in the linear problems of mathematical physics. It opens with a section based on material from special courses given by the author, which gives detailed coverage of classical material on the equations of mathematical physics and their applications, and includes a simple explanation of the Maslov Canonical Operator method. The book goes on to present more advanced material from the author's own research. Topics range from radiation conditions and the principle of limiting absorption for general exterior problems, to complete asymptotic expansion of spectral function of equations over all of space. This book serves both as a manual and teaching aid for students of mathematics and physics and, in summarizing for the first time in a monograph problems previously investigated in journal articles, as a comprehensive reference for advanced researchers.
Asymptotic methods in mechanics of solids (International Series of Numerical Mathematics #167)
by Svetlana M. Bauer Sergei B. Filippov Andrei L. Smirnov Petr E. Tovstik Rémi VaillancourtThe construction of solutions of singularly perturbed systems of equations and boundary value problems that are characteristic for the mechanics of thin-walled structures are the main focus of the book. The theoretical results are supplemented by the analysis of problems and exercises. Some of the topics are rarely discussed in the textbooks, for example, the Newton polyhedron, which is a generalization of the Newton polygon for equations with two or more parameters. After introducing the important concept of the index of variation for functions special attention is devoted to eigenvalue problems containing a small parameter. The main part of the book deals with methods of asymptotic solutions of linear singularly perturbed boundary and boundary value problems without or with turning points, respectively. As examples, one-dimensional equilibrium, dynamics and stability problems for rigid bodies and solids are presented in detail. Numerous exercises and examples as well as vast references to the relevant Russian literature not well known for an English speaking reader makes this a indispensable textbook on the topic.
Asymptotic Multiple Scale Method in Time Domain: Multi-Degree-of-Freedom Stationary and Nonstationary Dynamics
by Jan Awrejcewicz Roman Starosta Grażyna Sypniewska-KamińskaThis book offers up novel research which uses analytical approaches to explore nonlinear features exhibited by various dynamic processes. Relevant to disciplines across engineering and physics, the asymptotic method combined with the multiple scale method is shown to be an efficient and intuitive way to approach mechanics. Beginning with new material on the development of cutting-edge asymptotic methods and multiple scale methods, the book introduces this method in time domain and provides examples of vibrations of systems. Clearly written throughout, it uses innovative graphics to exemplify complex concepts such as nonlinear stationary and nonstationary processes, various resonances and jump pull-in phenomena. It also demonstrates the simplification of problems through using mathematical modelling, by employing the use of limiting phase trajectories to quantify nonlinear phenomena. Particularly relevant to structural mechanics, in rods, cables, beams, plates and shells, as well as mechanical objects commonly found in everyday devices such as mobile phones and cameras, the book shows how each system is modelled, and how it behaves under various conditions. It will be of interest to engineers and professionals in mechanical engineering and structural engineering, alongside those interested in vibrations and dynamics. It will also be useful to those studying engineering maths and physics.
Asymptotic Perturbation Methods: For Nonlinear Differential Equations in Physics
by Attilio MaccariAsymptotic Perturbation Methods Cohesive overview of powerful mathematical methods to solve differential equations in physics Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics addresses nonlinearity in various fields of physics from the vantage point of its mathematical description in the form of nonlinear partial differential equations and presents a unified view on nonlinear systems in physics by providing a common framework to obtain approximate solutions to the respective nonlinear partial differential equations based on the asymptotic perturbation method. Aside from its complete coverage of a complicated topic, a noteworthy feature of the book is the emphasis on applications. There are several examples included throughout the text, and, crucially, the scientific background is explained at an elementary level and closely integrated with the mathematical theory to enable seamless reader comprehension. To fully understand the concepts within this book, the prerequisites are multivariable calculus and introductory physics. Written by a highly qualified author with significant accomplishments in the field, Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics covers sample topics such as: Application of the various flavors of the asymptotic perturbation method, such as the Maccari method to the governing equations of nonlinear system Nonlinear oscillators, limit cycles, and their bifurcations, iterated nonlinear maps, continuous systems, and nonlinear partial differential equations (NPDEs) Nonlinear systems, such as the van der Pol oscillator, with advanced coverage of plasma physics, quantum mechanics, elementary particle physics, cosmology, and chaotic systems Infinite-period bifurcation in the nonlinear Schrodinger equation and fractal and chaotic solutions in NPDEs Asymptotic Perturbation Methods for Nonlinear Differential Equations in Physics is ideal for an introductory course at the senior or first year graduate level. It is also a highly valuable reference for any professional scientist who does not possess deep knowledge about nonlinear physics.
Asymptotic Properties of Permanental Sequences: Related to Birth and Death Processes and Autoregressive Gaussian Sequences (SpringerBriefs in Probability and Mathematical Statistics)
by Michael B. Marcus Jay RosenThis SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains. The authors study alpha-permanental processes that are positive infinitely divisible processes determined by the potential density of a transient Markov process. When the Markov process is symmetric, a 1/2-permanental process is the square of a Gaussian process. Permanental processes are related by the Dynkin isomorphism theorem to the total accumulated local time of the Markov process when the potential density is symmetric, and by a generalization of the Dynkin theorem by Eisenbaum and Kaspi without requiring symmetry. Permanental processes are also related to chi square processes and loop soups. The book appeals to researchers and advanced graduate students interested in stochastic processes, infinitely divisible processes and Markov chains.
Asymptotic Solutions of Strongly Nonlinear Systems of Differential Equations (Springer Monographs in Mathematics)
by Stanislav D. Furta Valery V. Kozlov Lester SenechalThe book is dedicated to the construction of particular solutions of systems of ordinary differential equations in the form of series that are analogous to those used in Lyapunov's first method. A prominent place is given to asymptotic solutions that tend to an equilibrium position, especially in the strongly nonlinear case, where the existence of such solutions can't be inferred on the basis of the first approximation alone. The book is illustrated with a large number of concrete examples of systems in which the presence of a particular solution of a certain class is related to special properties of the system's dynamic behavior. It is a book for students and specialists who work with dynamical systems in the fields of mechanics, mathematics, and theoretical physics.
Asymptotic Statistical Inference: A Basic Course Using R
by Shailaja Deshmukh Madhuri KulkarniThe book presents the fundamental concepts from asymptotic statistical inference theory, elaborating on some basic large sample optimality properties of estimators and some test procedures. The most desirable property of consistency of an estimator and its large sample distribution, with suitable normalization, are discussed, the focus being on the consistent and asymptotically normal (CAN) estimators. It is shown that for the probability models belonging to an exponential family and a Cramer family, the maximum likelihood estimators of the indexing parameters are CAN. The book describes some large sample test procedures, in particular, the most frequently used likelihood ratio test procedure. Various applications of the likelihood ratio test procedure are addressed, when the underlying probability model is a multinomial distribution. These include tests for the goodness of fit and tests for contingency tables. The book also discusses a score test and Wald’s test, their relationship with the likelihood ratio test and Karl Pearson’s chi-square test. An important finding is that, while testing any hypothesis about the parameters of a multinomial distribution, a score test statistic and Karl Pearson’s chi-square test statistic are identical. Numerous illustrative examples of differing difficulty level are incorporated to clarify the concepts. For better assimilation of the notions, various exercises are included in each chapter. Solutions to almost all the exercises are given in the last chapter, to motivate students towards solving these exercises and to enable digestion of the underlying concepts. The concepts from asymptotic inference are crucial in modern statistics, but are difficult to grasp in view of their abstract nature. To overcome this difficulty, keeping up with the recent trend of using R software for statistical computations, the book uses it extensively, for illustrating the concepts, verifying the properties of estimators and carrying out various test procedures. The last section of the chapters presents R codes to reveal and visually demonstrate the hidden aspects of different concepts and procedures. Augmenting the theory with R software is a novel and a unique feature of the book. The book is designed primarily to serve as a text book for a one semester introductory course in asymptotic statistical inference, in a post-graduate program, such as Statistics, Bio-statistics or Econometrics. It will also provide sufficient background information for studying inference in stochastic processes. The book will cater to the need of a concise but clear and student-friendly book introducing, conceptually and computationally, basics of asymptotic inference.
Asymptotic Statistics
by A.W. Van Der VaartThis book is an introduction to the field of asymptotic statistics. The treatment is both practical and mathematically rigorous. In addition to most of the standard topics of an asymptotics course, including likelihood inference, M-estimation, the theory of asymptotic efficiency, U-statistics, and rank procedures, the book also presents recent research topics such as semiparametric models, the bootstrap, and empirical processes and their applications. The topics are organized from the central idea of approximation by limit experiments, which gives the book one of its unifying themes. This entails mainly the local approximation of the classical i. i. d. set up with smooth parameters by location experiments involving a single, normally distributed observation. Thus, even the standard subjects of asymptotic statistics are presented in a novel way. Suitable as a graduate or Master's level statistics text, this book will also give researchers an overview of the latest research in asymptotic statistics.
Asymptotic Statistics in Insurance Risk Theory (SpringerBriefs in Statistics)
by Yasutaka ShimizuThis book begins with the fundamental large sample theory, estimating ruin probability, and ends by dealing with the latest issues of estimating the Gerber–Shiu function. This book is the first to introduce the recent development of statistical methodologies in risk theory (ruin theory) as well as their mathematical validities. Asymptotic theory of parametric and nonparametric inference for the ruin-related quantities is discussed under the setting of not only classical compound Poisson risk processes (Cramér–Lundberg model) but also more general Lévy insurance risk processes. The recent development of risk theory can deal with many kinds of ruin-related quantities: the probability of ruin as well as Gerber–Shiu’s discounted penalty function, both of which are useful in insurance risk management and in financial credit risk analysis. In those areas, the common stochastic models are used in the context of the structural approach of companies’ default. So far, the probabilistic point of view has been the main concern for academic researchers. However, this book emphasizes the statistical point of view because identifying the risk model is always necessary and is crucial in the final step of practical risk management.
Asymptotic Stochastics: An Introduction with a View towards Statistics (Mathematics Study Resources #10)
by Norbert HenzeThis textbook, which is based on the second edition of a book that has been previously published in German language, provides a comprehension-oriented introduction to asymptotic stochastics. It is aimed at the beginning of a master's degree course in mathematics and covers the material that can be taught in a four-hour lecture with two-hour exercises. Individual chapters are also suitable for seminars at the end of a bachelor's degree course.In addition to more basic topics such as the method of moments in connection with the convergence in distribution or the multivariate central limit theorem and the delta method, the book covers limit theorems for U-statistics, the Wiener process and Donsker's theorem, as well as the Brownian bridge, with applications to statistics. It concludes with a central limit theorem for triangular arrays of Hilbert space-valued random elements with applications to weighted L² statistics. The book is deliberately designed forself-study. It contains 138 self-questions, which are answered at the end of each chapter, as well as 194 exercises with solutions.This book is a translation of an original German edition. The translation was done with the help of artificial intelligence (machine translation by the service DeepL.com). A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.
Asymptotic Theory of Dynamic Boundary Value Problems in Irregular Domains (Operator Theory: Advances and Applications #284)
by Dmitrii Korikov Boris Plamenevskii Oleg SarafanovThis book considers dynamic boundary value problems in domains with singularities of two types. The first type consists of "edges" of various dimensions on the boundary; in particular, polygons, cones, lenses, polyhedra are domains of this type. Singularities of the second type are "singularly perturbed edges" such as smoothed corners and edges and small holes. A domain with singularities of such type depends on a small parameter, whereas the boundary of the limit domain (as the parameter tends to zero) has usual edges, i.e. singularities of the first type. In the transition from the limit domain to the perturbed one, the boundary near a conical point or an edge becomes smooth, isolated singular points become small cavities, and so on. In an "irregular" domain with such singularities, problems of elastodynamics, electrodynamics and some other dynamic problems are discussed. The purpose is to describe the asymptotics of solutions near singularities of the boundary. The presented results and methods have a wide range of applications in mathematical physics and engineering. The book is addressed to specialists in mathematical physics, partial differential equations, and asymptotic methods.
Asymptotic Theory of Weakly Dependent Random Processes (Probability Theory and Stochastic Modelling #80)
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Asymptotical Mechanics of Composites: Modelling Composites without FEM (Advanced Structured Materials #77)
by Jan Awrejcewicz Igor V. Andrianov Vladyslav V. DanishevskyyIn this book the authors show that it is possible to construct efficient computationally oriented models of multi-parameter complex systems by using asymptotic methods, which can, owing to their simplicity, be directly used for controlling processes arising in connection with composite material systems. The book focuses on this asymptotic-modeling-based approach because it allows us to define the most important out of numerous parameters describing the system, or, in other words, the asymptotic methods allow us to estimate the sensitivity of the system parameters. Further, the book addresses the construction of nonlocal and higher-order homogenized models. Local fields on the micro-level and the influence of so-called non-ideal contact between the matrix and inclusions are modeled and investigated. The book then studies composites with non-regular structure and cluster type composite conductivity, and analyzes edge effects in fiber composite materials. Transition of load from a fiber to a matrix for elastic and viscoelastic composites, various types of fiber composite fractures, and buckling of fibers in fiber-reinforced composites is also investigated. Last but not least, the book includes studies on perforated membranes, plates, and shells, as well as the asymptotic modeling of imperfect nonlinear interfaces.
Asymptotics and Borel Summability (Monographs and Surveys in Pure and Applied Mathematics)
by null Ovidiu CostinIncorporating substantial developments from the last thirty years into one resource, Asymptotics and Borel Summability provides a self-contained introduction to asymptotic analysis with special emphasis on topics not covered in traditional asymptotics books. The author explains basic ideas, concepts, and methods of generalized Borel summability, tr
Asymptotics and Special Functions
by null Frank OlverA classic reference, intended for graduate students mathematicians, physicists, and engineers, this book can be used both as the basis for instructional courses and as a reference tool.