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29,149
result(s) for
"asymptotic analysis"
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Scaling Limits of a Tandem Queue with Two Infinite Orbits
by
Nazarov, Anatoly
,
Phung-Duc, Tuan
,
Paul, Svetlana
in
Analysis
,
asymptotic analysis
,
Asymptotic methods
2023
This paper considers a tandem queueing network with a Poisson arrival process of incoming calls, two servers, and two infinite orbits by the method of asymptotic analysis. The servers provide services for incoming calls for exponentially distributed random times. Blocked customers at each server join the orbit of that server and retry to enter the server again after an exponentially distributed time. Under the condition of low retrial rates, we prove that the joint stationary distribution of scaled numbers of calls in the orbits weakly converges to a two-variable Normal distribution.
Journal Article
A Moment Approach for a Conditional Central Limit Theorem of Infinite-Server Queue: A Case of M/MX/∞ Queue
2023
Several studies have been conducted on scaling limits for Markov-modulated infinite-server queues. To the best of our knowledge, most of these studies adopt an approach to prove the convergence of the moment-generating function (or characteristic function) of the random variable that represents a scaled version of the number of busy servers and show the weak law of large numbers and the central limit theorem (CLT). In these studies, an essential assumption is the finiteness of the phase process and, in most of them, the CLT for the number of busy servers conditional on the phase (or the joint states) has not been considered. This paper proposes a new method called the moment approach to address these two limitations in an infinite-server batch service queue, which is called the M/MX/∞ queue. We derive the conditional weak law of large numbers and a recursive formula that suggests the conditional CLT. We derive series expansion of the conditional raw moments, which are used to confirm the conditional CLT by a symbolic algorithm.
Journal Article
Spectral expansions of non-self-adjoint generalized Laguerre semigroups
by
Savov, Mladen
,
Patie, Pierre
in
Laguerre polynomials
,
Nonselfadjoint operators
,
Spectral theory (Mathematics)
2021
We provide the spectral expansion in a weighted Hilbert space of a substantial class of invariant non-self-adjoint and non-local
Markov operators which appear in limit theorems for positive-valued Markov processes. We show that this class is in bijection with a
subset of negative definite functions and we name it the class of generalized Laguerre semigroups. Our approach, which goes beyond the
framework of perturbation theory, is based on an in-depth and original analysis of an intertwining relation that we establish between
this class and a self-adjoint Markov semigroup, whose spectral expansion is expressed in terms of the classical Laguerre polynomials. As
a by-product, we derive smoothness properties for the solution to the associated Cauchy problem as well as for the heat kernel. Our
methodology also reveals a variety of possible decays, including the hypocoercivity type phenomena, for the speed of convergence to
equilibrium for this class and enables us to provide an interpretation of these in terms of the rate of growth of the weighted Hilbert
space norms of the spectral projections. Depending on the analytic properties of the aforementioned negative definite functions, we are
led to implement several strategies, which require new developments in a variety of contexts, to derive precise upper bounds for these
norms.
Rational solutions of the defocusing non-local nonlinear Schrödinger equation
2021
In this paper, we obtain the Nth-order rational solutions for the defocusing non-local nonlinear Schrödinger equation by the Darboux transformation and some limit technique. Then, via an improved asymptotic analysis method relying on the balance between different algebraic terms, we derive the explicit expressions of all asymptotic solitons of the rational solutions with the order 1 ≤ N ≤ 4. It turns out that the asymptotic solitons are localized in the straight lines or algebraic curves, and the exact solutions approach the curved asymptotic solitons with a slower rate than the straight ones. Moreover, we find that all the rational solutions exhibit just five different types of soliton interactions, and the interacting solitons are divided into two halves with each having the same amplitudes. Particularly for the curved asymptotic solitons, there may exist a slight difference for their velocities between at t and −t with certain parametric conditions. In addition, we reveal that the soliton interactions in the rational solutions with N ≥ 2 are stronger than those in the exponential and exponential-and-rational solutions.
Journal Article
A Probabilistic Approach to Extreme Statistics of Brownian Escape Times in Dimensions 1, 2, and 3
2020
First passage time (FPT) theory is often used to estimate timescales in cellular and molecular biology. While the overwhelming majority of studies have focused on the time it takes a given single Brownian searcher to reach a target, cellular processes are instead often triggered by the arrival of the first molecule out of many molecules. In these scenarios, the more relevant timescale is the FPT of the first Brownian searcher to reach a target from a large group of independent and identical Brownian searchers. Though the searchers are identically distributed, one searcher will reach the target before the others and will thus have the fastest FPT. This fastest FPT depends on extremely rare events and its mean can be orders of magnitude faster than the mean FPT of a given single searcher. In this paper, we use rigorous probabilistic methods to study this fastest FPT. We determine the asymptotic behavior of all the moments of this fastest FPT in the limit of many searchers in a general class of two- and three-dimensional domains. We establish these results by proving that the fastest searcher takes an almost direct path to the target.
Journal Article
N-fold generalized Darboux transformation and asymptotic analysis of the degenerate solitons for the Sasa-Satsuma equation in fluid dynamics and nonlinear optics
by
Gao, Yi-Tian
,
Yu, Xin
,
Ding, Cui-Cui
in
Aeronautics
,
Asymptotic properties
,
Automotive Engineering
2023
In this paper, the Sasa-Satsuma equation in fluid dynamics and nonlinear optics is investigated. Starting from the first-order Darboux transformation, we construct an
N
-fold generalized Darboux transformation (GDT), where
N
is a positive integer. Through the obtained
N
-fold GDT, we derive three kinds of the semirational solutions, which describe the second-order degenerate solitons, third-order degenerate solitons and interaction between the second-order degenerate solitons and one soliton, respectively. We graphically illustrate the above three kinds of semirational solutions and investigate them through the asymptotic analysis, from which we find that the characteristic lines of the semirational solutions are composed of the straight lines and curves. Expressions of the characteristic lines, positions, amplitudes, slopes, positions and phase shifts of the asymptotic solitons are presented through the asymptotic analysis. The above discussions might be extended to the higher-order solitons, and to the relevant analysis on the degenerate breathers.
Journal Article
The Nonlinear Steepest Descent Method for Riemann-Hilbert Problems of Low Regularity
2017
We prove a nonlinear steepest descent theorem for Riemann-Hilbert problems with Carleson jump contours and jump matrices of low regularity and slow decay. We illustrate the theorem by deriving the long-time asymptotics for the mKdV equation in the similarity sector for initial data with limited decay and regularity.
Journal Article
A one-dimensional model for elasto-capillary necking
2020
We derive a nonlinear one-dimensional (1d) strain gradient model predicting the necking of soft elastic cylinders driven by surface tension, starting from three-dimensional (3d) finite-strain elasticity. It is asymptotically correct: the microscopic displacement is identified by an energy method. The 1d model can predict the bifurcations occurring in the solutions of the 3d elasticity problem when the surface tension is increased, leading to a localization phenomenon akin to phase separation. Comparisons with finite-element simulations reveal that the 1d model resolves the interface separating two phases accurately, including well into the localized regime, and that it has a vastly larger domain of validity than 1d models proposed so far.
Journal Article
Determination of metamaterial parameters by means of a homogenization approach based on asymptotic analysis
by
Timofeev Dmitry
,
Abali Bilen Emek
,
Müller, Wolfgang H
in
Asymptotic properties
,
Boundary value problems
,
Finite element method
2020
By using modern additive manufacturing techniques, a structure at the millimeter length scale (macroscale) can be produced showing a lattice substructure of micrometer dimensions (microscale). Such a system is called a metamaterial at the macroscale, because its mechanical characteristics deviate from the characteristics at the microscale. Consequently, a metamaterial is modeled by using additional parameters. These we intend to determine. A homogenization approach based on asymptotic analysis establishes a connection between these different characteristics at micro- and macroscales. A linear elastic first-order theory at the microscale is related to a linear elastic second-order theory at the macroscale. Small strains (and, correspondingly, small gradients) are assumed at both scales. A relation for the parameters at the macroscale is derived by using the equivalence of energy at macro- and microscales within a so-called representative volume element (RVE). The determination of the parameters becomes possible by solving a boundary value problem within the framework of the finite element method. The proposed approach guarantees that the additional parameters vanish if the material is purely homogeneous; in other words, it is fully compatible with conventional homogenization schemes based on spatial averaging techniques. Moreover, the proposed approach is reliable, because it ensures that the obtained additional parameters are insensitive to choices of the RVE consisting of a repetition of smaller RVEs depending upon the intrinsic size of the structure.
Journal Article
Generalized Darboux transformation and solitons for a Kraenkel-Manna-Merle system in a ferromagnetic saturator
by
Gao, Yi-Tian
,
Yu, Xin
,
Liu, Fei-Yan
in
Aeronautics
,
Asymptotic properties
,
Automotive Engineering
2023
Ferromagnetic materials are considered to have the applications in data storage, data processing and telecommunication. A Kraenkel-Manna-Merle system, which describes the nonlinear electromagnetic short waves in a ferromagnetic saturator, is investigated in this paper. With respect to the magnetization related to the saturated ferromagnetic material and external magnetic field, a generalized Darboux transformation (GDT) is constructed and utilized to derive the solitons, multi-pole solitons and their interactions. Analytic expressions of the double-pole solitons are offered and analyzed via the asymptotic analysis. Then, amplitudes, characteristic lines, slopes and phase shifts of the asymptotic solitons are presented. With the multiple spectral parameters involved in the GDT, interactions among the solitons and multi-pole solitons are illustrated.
Journal Article