Asymptotic Approximations of Integrals

Computer Science and Scientific Computing

Author: R. Wong

Publisher: Academic Press

ISBN: 1483220710

Category: Mathematics

Page: 556

View: 6628

Asymptotic Approximations of Integrals deals with the methods used in the asymptotic approximation of integrals. Topics covered range from logarithmic singularities and the summability method to the distributional approach and the Mellin transform technique for multiple integrals. Uniform asymptotic expansions via a rational transformation are also discussed, along with double integrals with a curve of stationary points. For completeness, classical methods are examined as well. Comprised of nine chapters, this volume begins with an introduction to the fundamental concepts of asymptotics, followed by a discussion on classical techniques used in the asymptotic evaluation of integrals, including Laplace's method, Mellin transform techniques, and the summability method. Subsequent chapters focus on the elementary theory of distributions; the distributional approach; uniform asymptotic expansions; and integrals which depend on auxiliary parameters in addition to the asymptotic variable. The book concludes by considering double integrals and higher-dimensional integrals. This monograph is intended for graduate students and research workers in mathematics, physics, and engineering.

Asymptotic Approximations for Probability Integrals

Author: Karl W. Breitung

Publisher: Springer

ISBN: 3540490337

Category: Mathematics

Page: 154

View: 8444

This book gives a self-contained introduction to the subject of asymptotic approximation for multivariate integrals for both mathematicians and applied scientists. A collection of results of the Laplace methods is given. Such methods are useful for example in reliability, statistics, theoretical physics and information theory. An important special case is the approximation of multidimensional normal integrals. Here the relation between the differential geometry of the boundary of the integration domain and the asymptotic probability content is derived. One of the most important applications of these methods is in structural reliability. Engineers working in this field will find here a complete outline of asymptotic approximation methods for failure probability integrals.

Asymptotic Expansions of Integrals

Author: Norman Bleistein,Richard A. Handelsman

Publisher: Courier Corporation

ISBN: 0486650820

Category: Mathematics

Page: 425

View: 4889

Excellent introductory text, written by two experts, presents a coherent and systematic view of principles and methods. Topics include integration by parts, Watson's lemma, LaPlace's method, stationary phase, and steepest descents. Additional subjects include the Mellin transform method and less elementary aspects of the method of steepest descents. 1975 edition.

Introduction to Asymptotics

A Treatment Using Nonstandard Analysis

Author: D S Jones

Publisher: World Scientific

ISBN: 9814497967


Page: 176

View: 2748

Many branches of science and engineering involve applications of mathematical analysis. An important part of applied analysis is asymptotic approximation which is, therefore, an active area of research with new methods and publications being found constantly. This book gives an introduction to the subject sufficient for scientists and engineers to grasp the fundamental techniques, both those which have been known for some time and those which have been discovered more recently. The asymptotic approximation of both integrals and differential equations is discussed and the discussion includes hyperasymptotics as well as uniform asymptotics. There are many numerical examples to illustrate the relation between theory and practice. Exercises in the chapters enable the book to be used as a text for an introductory course. Contents:Basic TheoryIntegralsSeriesUniform AsymptoticsHyperasymptoticsDifferential EquationsIntroduction to Nonstandard AnalysisReferencesIndex Readership: General. keywords:Asymptotics;Bessel Functions;Differential Equations;Fourier Integrals;Hyperasymptotics;Nonstandared Analysis;Series;Stationary Phase;Stieltjes Transforms;Stokes' Phenomenon “A very attractive feature of the book is the numerous examples illustrating the methods. A fine collection of exercises enriches each chapter, challenging the reader to check his progress in understanding the methods.” Mathematical Reviews “As an introductory book to asymptotics, with chapters on uniform asymptotics and exponential asymptotics, this book clearly fills a gap … it has a friendly size and contains many convincing numerical examples and interesting exercises. Hence, I recommend the book to everyone who works in asymptotics.” SIAM “… it is an excellent book that contains interesting results and methods for the researchers. It will be useful for the students interested in analysis and lectures on asymptotic methods … The reviewer recommends the book to everyone who is interested in analysis, engineers and specialists in ODE-s” Acta Sci. Math. (Szeged)

Hadamard Expansions and Hyperasymptotic Evaluation

An Extension of the Method of Steepest Descents

Author: R. B. Paris

Publisher: Cambridge University Press

ISBN: 1107002583

Category: Mathematics

Page: 243

View: 4014

The author describes the recently developed theory of Hadamard expansions applied to the high-precision (hyperasymptotic) evaluation of Laplace and Laplace-type integrals. This brand new method builds on the well-known asymptotic method of steepest descents, of which the opening chapter gives a detailed account illustrated by a series of examples of increasing complexity. A discussion of uniformity problems associated with various coalescence phenomena, the Stokes phenomenon and hyperasymptotics of Laplace-type integrals follows. The remaining chapters deal with the Hadamard expansion of Laplace integrals, with and without saddle points. Problems of different types of saddle coalescence are also discussed. The text is illustrated with many numerical examples, which help the reader to understand the level of accuracy achievable. The author also considers applications to some important special functions. This book is ideal for graduate students and researchers working in asymptotics.

Frontiers in Queueing

Models and Applications in Science and Engineering

Author: Jewgeni H. Dshalalow

Publisher: CRC Press

ISBN: 9780849380761

Category: Business & Economics

Page: 480

View: 1862

Queueing systems and networks are being applied to many areas of technology today, including telecommunications, computers, satellite systems, and traffic processes. This timely book, written by 26 of the most respected and influential researchers in the field, provides an overview of fundamental queueing systems and networks as applied to these technologies. Frontiers in Queueing: Models and Applications in Science and Engineering was written with more of an engineering slant than its predecessor, Advances in Queueing: Theory, Methods, and Open Problems. The earlier book was primarily concerned with methods, and was more theoretically oriented. This new volume, meant to be a sequel to the first book, was written by scientists and queueing theorists whose expertise is in technology and engineering, allowing readers to answer questions regarding the technicalities of related methods from the earlier book. Each chapter in the book surveys the classes of queueing models and networks, or the applied methods in queueing, and is followed by a discussion of open problems and future research directions. The discussion of these future trends is especially important to novice researchers, students, and even their advisors, as it provides the perspectives of eminent scientists in each area, thus showing where research efforts should be focused. Frontiers in Queueing: Models and Applications in Science and Engineering also includes applications to vital areas of engineering and technology, specifically, telecommunications, computers and computer networks, satellite systems, traffic processes, and more applied methods such as simulation, statistics, and numerical methods. All researchers, from students to advanced professionals, can benefit from the sound advice and perspective of the contributors represented in this book.

The Selected Works of Roderick S C Wong

(In 3 Volumes)

Author: Dan Dai,Hui-Hui Dai,Tong Yang,Ding-Xuan Zhou

Publisher: World Scientific

ISBN: 9814656062

Category: Mathematics

Page: 1540

View: 7609

This collection, in three volumes, presents the scientific achievements of Roderick S C Wong, spanning 45 years of his career. It provides a comprehensive overview of the author's work which includes significant discoveries and pioneering contributions, such as his deep analysis on asymptotic approximations of integrals and uniform asymptotic expansions of orthogonal polynomials and special functions; his important contributions to perturbation methods for ordinary differential equations and difference equations; and his advocation of the Riemann–Hilbert approach for global asymptotics of orthogonal polynomials. The book is an essential source of reference for mathematicians, statisticians, engineers, and physicists. It is also a suitable reading for graduate students and interested senior year undergraduate students. Contents:Volume 1:The Asymptotic Behaviour of μ(z, β,α)A Generalization of Watson's LemmaLinear Equations in Infinite MatricesAsymptotic Solutions of Linear Volterra Integral Equations with Singular KernelsOn Infinite Systems of Linear Differential EquationsError Bounds for Asymptotic Expansions of HankelExplicit Error Terms for Asymptotic Expansions of StieltjesExplicit Error Terms for Asymptotic Expansions of MellinAsymptotic Expansion of Multiple Fourier TransformsExact Remainders for Asymptotic Expansions of FractionalAsymptotic Expansion of the Hilbert TransformError Bounds for Asymptotic Expansions of IntegralsDistributional Derivation of an Asymptotic ExpansionOn a Method of Asymptotic Evaluation of Multiple IntegralsAsymptotic Expansion of the Lebesgue Constants Associated with Polynomial InterpolationQuadrature Formulas for Oscillatory Integral TransformsGeneralized Mellin Convolutions and Their Asymptotic Expansions,A Uniform Asymptotic Expansion of the Jacobi Polynomials with Error BoundsAsymptotic Expansion of a Multiple IntegralAsymptotic Expansion of a Double Integral with a Curve of Stationary PointsSzegö's Conjecture on Lebesgue Constants for Legendre SeriesUniform Asymptotic Expansions of Laguerre PolynomialsTransformation to Canonical Form for Uniform Asymptotic ExpansionsMultidimensional Stationary Phase Approximation: Boundary Stationary PointTwo-Dimensional Stationary Phase Approximation: Stationary Point at a CornerAsymptotic Expansions for Second-Order Linear Difference EquationsAsymptotic Expansions for Second-Order Linear Difference Equations, IIAsymptotic Behaviour of the Fundamental Solution to ∂u/∂t = –(–Δ)muA Bernstein-Type Inequality for the Jacobi PolynomialError Bounds for Asymptotic Expansions of Laplace ConvolutionsVolume 2:Asymptotic Behavior of the Pollaczek Polynomials and Their ZerosJustification of the Stationary Phase Approximation in Time-Domain AsymptoticsAsymptotic Expansions of the Generalized Bessel PolynomialsUniform Asymptotic Expansions for Meixner Polynomials"Best Possible" Upper and Lower Bounds for the Zeros of the Bessel Function Jν(x)Justification of a Perturbation Approximation of the Klein–Gordon EquationSmoothing of Stokes's Discontinuity for the Generalized Bessel Function. IIUniform Asymptotic Expansions of a Double Integral: Coalescence of Two Stationary PointsUniform Asymptotic Formula for Orthogonal Polynomials with Exponential WeightOn the Asymptotics of the Meixner–Pollaczek Polynomials and Their ZerosGevrey Asymptotics and Stieltjes Transforms of Algebraically Decaying FunctionsExponential Asymptotics of the Mittag–Leffler FunctionOn the Ackerberg–O'Malley ResonanceAsymptotic Expansions for Second-Order Linear Difference Equations with a Turning PointOn a Two-Point Boundary-Value Problem with Spurious SolutionsShooting Method for Nonlinear Singularly Perturbed Boundary-Value ProblemsVolume 3:Asymptotic Expansion of the Krawtchouk Polynomials and Their ZerosOn a Uniform Treatment of Darboux's MethodLinear Difference Equations with Transition PointsUniform Asymptotics for Jacobi Polynomials with Varying Large Negative Parameters — A Riemann–Hilbert ApproachUniform Asymptotics of the Stieltjes–Wigert Polynomials via the Riemann–Hilbert ApproachA Singularly Perturbed Boundary-Value Problem Arising in Phase TransitionsOn the Number of Solutions to Carrier's ProblemAsymptotic Expansions for Riemann–Hilbert ProblemsOn the Connection Formulas of the Third Painlevé TranscendentHyperasymptotic Expansions of the Modified Bessel Function of the Third Kind of Purely Imaginary OrderGlobal Asymptotics for Polynomials Orthogonal with Exponential Quartic WeightThe Riemann–Hilbert Approach to Global Asymptotics of Discrete Orthogonal Polynomials with Infinite NodesGlobal Asymptotics of the Meixner PolynomialsAsymptotics of Orthogonal Polynomials via Recurrence RelationsUniform Asymptotic Expansions for the Discrete Chebyshev PolynomialsGlobal Asymptotics of the Hahn PolynomialsGlobal Asymptotics of Stieltjes–Wigert Polynomials Readership: Undergraduates, gradudates and researchers in the areas of asymptotic approximations of integrals, singular perturbation theory, difference equations and Riemann–Hilbert approach. Key Features:This book provides a broader viewpoint of asymptoticsIt contains about half of the papers that Roderick Wong has written on asymptoticsIt demonstrates how analysis is used to make some formal results mathematically rigorousThis collection presents the scientific achievements of the authorKeywords:Asymptotic Analysis;Perturbation Method;Special Functions;Orthogonal Polynomials;Integral Transforms;Integral Equations;Ordinary Differential Equations;Difference Equations;Riemann–Hilbert Problem

Applied Asymptotic Analysis

Author: Peter David Miller

Publisher: American Mathematical Soc.

ISBN: 0821840789

Category: Mathematics

Page: 467

View: 6187

"The book is intended for a beginning graduate course on asymptotic analysis in applied mathematics and is aimed at students of pure and applied mathematics as well as science and engineering. The basic prerequisite is a background in differential equations, linear algebra, advanced calculus, and complex variables at the level of introductory undergraduate courses on these subjects."--BOOK JACKET.

Asymptotic Expansions

Author: E. T. Copson,Edward Thomas Copson

Publisher: Cambridge University Press

ISBN: 9780521604826

Category: Mathematics

Page: 120

View: 9096

Asymptotic representation of a function os of great importance in many branches of pure and applied mathematics.

Electromagnetic and Optical Pulse Propagation 2

Temporal Pulse Dynamics in Dispersive, Attenuative Media

Author: Kurt E. Oughstun

Publisher: Springer Science & Business Media

ISBN: 1441901493

Category: Science

Page: 831

View: 5440

Electromagnetic & Optical Pulse Propagation presents a detailed, systematic treatment of the time-domain electromagnetics with application to the propagation of transient electromagnetic fields (including ultrawideband signals and ultrashort pulses) in homogeneous, isotropic media which exhibit both temporal frequency dispersion and attenuation. The development is mathematically rigorous with strict adherence to the fundamental physical principle of causality. Approximation methods are based upon mathematically well-defined asymptotic techniques that are based upon the saddle point method. A detailed description is given of the asymptotic expansions used. Meaningful exercises are given throughout the text to help the reader‘s understanding of the material, making the book a useful graduate level text in electromagnetic wave theory for both physics, electrical engineering and materials science programs. Both students and researchers alike will obtain a better understanding of time domain electromagnetics as it applies to electromagnetic radiation and wave propagation theory with applications to ground and foliage penetrating radar, medical imaging, communications, and the health and safety issues associated with ultrawideband pulsed fields. Volume 2 presents a detailed asymptotic description of plane wave pulse propagation in dielectric, conducting, and semiconducting materials as described by the classical Lorentz model of dielectric resonance, the Rocard-Powles-Debys model of orientational polarization, and the Drude model of metals. The rigorous description of the signal velocity of a pulse in a dispersive material is presented in connection with the question of superluminal pulse propagation.

The Art of Computer Programming, Volume 4A

Combinatorial Algorithms

Author: Donald E. Knuth

Publisher: Addison-Wesley Professional

ISBN: 0133488853

Category: Computers

Page: 912

View: 6844

The Art of Computer Programming, Volume 4A: Combinatorial Algorithms, Part 1 Knuth’s multivolume analysis of algorithms is widely recognized as the definitive description of classical computer science. The first three volumes of this work have long comprised a unique and invaluable resource in programming theory and practice. Scientists have marveled at the beauty and elegance of Knuth’s analysis, while practicing programmers have successfully applied his “cookbook” solutions to their day-to-day problems. The level of these first three volumes has remained so high, and they have displayed so wide and deep a familiarity with the art of computer programming, that a sufficient “review” of future volumes could almost be: “Knuth, Volume n has been published.” —Data Processing Digest Knuth, Volume n has been published, where n = 4A. In this long-awaited new volume, the old master turns his attention to some of his favorite topics in broadword computation and combinatorial generation (exhaustively listing fundamental combinatorial objects, such as permutations, partitions, and trees), as well as his more recent interests, such as binary decision diagrams. The hallmark qualities that distinguish his previous volumes are manifest here anew: detailed coverage of the basics, illustrated with well-chosen examples; occasional forays into more esoteric topics and problems at the frontiers of research; impeccable writing peppered with occasional bits of humor; extensive collections of exercises, all with solutions or helpful hints; a careful attention to history; implementations of many of the algorithms in his classic step-by-step form. There is an amazing amount of information on each page. Knuth has obviously thought long and hard about which topics and results are most central and important, and then, what are the most intuitive and succinct ways of presenting that material. Since the areas that he covers in this volume have exploded since he first envisioned writing about them, it is wonderful how he has managed to provide such thorough treatment in so few pages. —Frank Ruskey, Department of Computer Science, University of Victoria The book is Volume 4A, because Volume 4 has itself become a multivolume undertaking. Combinatorial searching is a rich and important topic, and Knuth has too much to say about it that is new, interesting, and useful to fit into a single volume, or two, or maybe even three. This book alone includes approximately 1500 exercises, with answers for self-study, plus hundreds of useful facts that cannot be found in any other publication. Volume 4A surely belongs beside the first three volumes of this classic work in every serious programmer’s library. Finally, after a wait of more than thirty-five years, the first part of Volume 4 is at last ready for publication. Check out the boxed set that brings together Volumes 1 - 4A in one elegant case, and offers the purchaser a $50 discount off the price of buying the four volumes individually. The Art of Computer Programming, Volumes 1-4A Boxed Set, 3/e ISBN: 0321751043

Engineering Geology and the Environment

Author: G.C. Koukis,P.G. Marinos,G.C. Stourna,G.C. Tsiambaos

Publisher: CRC Press

ISBN: 9789058091970

Category: Science

Page: 508

View: 3153

Composed of the proceedings of a symposium on engineering geology and the environment, held in Athens in June, 1997, this work provides a survey of trends in engineering geology, and an interdisciplinary collaboration with hydrogeology, geochemistry, geomorphology, and soil and rock mechanics.

Introduction to Perturbation Methods

Author: Mark H. Holmes

Publisher: Springer Science & Business Media

ISBN: 1461454778

Category: Mathematics

Page: 438

View: 7285

This introductory graduate text is based on a graduate course the author has taught repeatedly over the last ten years to students in applied mathematics, engineering sciences, and physics. Each chapter begins with an introductory development involving ordinary differential equations, and goes on to cover such traditional topics as boundary layers and multiple scales. However, it also contains material arising from current research interest, including homogenisation, slender body theory, symbolic computing, and discrete equations. Many of the excellent exercises are derived from problems of up-to-date research and are drawn from a wide range of application areas. One hundred new pages added including new material on transcedentally small terms, Kummer's function, weakly coupled oscillators and wave interactions.

Asymptotic Theory of Statistics and Probability

Author: Anirban DasGupta

Publisher: Springer Science & Business Media

ISBN: 0387759700

Category: Mathematics

Page: 722

View: 3585

This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools. The book is unique in its detailed coverage of fundamental topics. It is written in an extremely lucid style, with an emphasis on the conceptual discussion of the importance of a problem and the impact and relevance of the theorems. There is no other book in large sample theory that matches this book in coverage, exercises and examples, bibliography, and lucid conceptual discussion of issues and theorems.

Asymptotic Methods for Integrals

Author: Nico M Temme

Publisher: World Scientific

ISBN: 9814612170

Category: Mathematics

Page: 628

View: 8498

This book gives introductory chapters on the classical basic and standard methods for asymptotic analysis, such as Watson's lemma, Laplace's method, the saddle point and steepest descent methods, stationary phase and Darboux's method. The methods, explained in great detail, will obtain asymptotic approximations of the well-known special functions of mathematical physics and probability theory. After these introductory chapters, the methods of uniform asymptotic analysis are described in which several parameters have influence on typical phenomena: turning points and transition points, coinciding saddle and singularities. In all these examples, the special functions are indicated that describe the peculiar behavior of the integrals. The text extensively covers the classical methods with an emphasis on how to obtain expansions, and how to use the results for numerical methods, in particular for approximating special functions. In this way, we work with a computational mind: how can we use certain expansions in numerical analysis and in computer programs, how can we compute coefficients, and so on. Contents:Basic Methods for IntegralsBasic Methods: Examples for Special FunctionsOther Methods for IntegralsUniform Methods for IntegralsUniform Methods for Laplace-Type IntegralsUniform Examples for Special FunctionsA Class of Cumulative Distribution Functions Readership: Researchers in applied mathematics, engineering, physics, mathematical statistics, probability theory and biology. The introductory parts and examples will be useful for post-graduate students in mathematics. Key Features:The book gives a complete overview of the classical asymptotic methods for integralsThe many examples give insight in the behavior of the well-known special functionsThe detailed explanations on how to obtain the coefficients in the expansions make the results useful for numerical applications, in particular, for computing special functionsThe many results on asymptotic representations of special functions supplement and extend those in the NIST Handbook of Mathematical FunctionsKeywords:Asymptotic Analysis;Approximation of Integrals;Asymptotic Approximations;Asymptotic Expansions;Steepest Descent Methods;Saddle Point Methods;Stationary Phase Method;Special Functions;Numerical Approximation of Special Functions;Cumulative Distribution FunctionsReviews: “The book is a useful contribution to the literature. It contains many asymptotic formulas that can be used by practitioners.” Zentralblatt MATH

Methoden der Mathematischen Physik

Author: Richard Courant,David Hilbert

Publisher: Springer-Verlag

ISBN: 366236445X

Category: Mathematics

Page: 454

View: 5262

Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind. Der Verlag stellt mit diesem Archiv Quellen für die historische wie auch die disziplingeschichtliche Forschung zur Verfügung, die jeweils im historischen Kontext betrachtet werden müssen. Dieser Titel erschien in der Zeit vor 1945 und wird daher in seiner zeittypischen politisch-ideologischen Ausrichtung vom Verlag nicht beworben.

Radio Science

Author: N.A

Publisher: N.A


Category: Radio meteorology

Page: N.A

View: 8120