We consider Toeplitz determinants whose symbol has: (i) a one-cut regular potential $V$, (ii) Fisher–Hartwig singularities and (iii) a smooth function in the background. The potential $V$ is associated with an equilibrium measure that is assumed to be supported on the whole unit circle. For constant potentials $V$, the equilibrium measure is the uniform measure on the unit circle and our formulas reduce to well-known results for Toeplitz determinants with Fisher–Hartwig singularities. For non-constant $V$, our results appear to be new even in the case of no Fisher–Hartwig singularities. As applications of our results, we derive various statistical properties of a determinantal point process which generalizes the circular unitary ensemble.

Narrow escape and narrow capture problems which describe the average times required to stop the motion of a randomly travelling particle within a domain have applications in various areas of science. While for general domains, it is known how the escape time decreases with the increase of the trap sizes, for some specific 2D and 3D domains, higher-order asymptotic formulas have been established, providing the dependence of the escape time on the sizes and locations of the traps. Such results allow the use of global optimisation to seek trap arrangements that minimise average escape times. In a recent paper (Iyaniwura (2021) SIAM Rev. 63(3), 525–555), an explicit size- and trap location-dependent expansion of the average mean first passage time (MFPT) in a 2D elliptic domain was derived. The goal of this work is to systematically seek global minima of MFPT for $1\leq N\leq 50$ traps in elliptic domains using global optimisation techniques and compare the corresponding putative optimal trap arrangements for different values of the domain eccentricity. Further, an asymptotic formula for the average MFPT in elliptic domains with N circular traps of arbitrary sizes is derived, and sample optimal configurations involving non-equal traps are computed.

The systematic development of coarse-grained (CG) models via the Mori–Zwanzig projector operator formalism requires the explicit description of a deterministic drift term, a dissipative memory term and a random fluctuation term. The memory and fluctuating terms are related by the fluctuation–dissipation relation and are more challenging to sample and describe than the drift term due to complex dependence on space and time. This work proposes a rational basis for a Markovian data-driven approach to approximating the memory and fluctuating terms. We assumed a functional form for the memory kernel and under broad regularity hypothesis, we derived bounds for the error committed in replacing the original term with an approximation obtained by its asymptotic expansions. These error bounds depend on the characteristic time scale of the atomistic model, representing the decay of the autocorrelation function of the fluctuating force; and the characteristic time scale of the CG model, representing the decay of the autocorrelation function of the momenta of the beads. Using appropriate parameters to describe these time scales, we provide a quantitative meaning to the observation that the Markovian approximation improves as they separate. We then proceed to show how the leading-order term of such expansion can be identified with the Markovian approximation usually considered in the CG theory. We also show that, while the error of the approximation involving time can be controlled, the Markovian term usually considered in CG simulations may exhibit significant spatial variation. It follows that assuming a spatially constant memory term is an uncontrolled approximation which should be carefully checked. We complement our analysis with an application to the estimation of the memory in the CG model of a one-dimensional Lennard–Jones chain with different masses and interactions, showing that even for such a simple case, a non-negligible spatial dependence for the memory term exists.

In this paper, we present explicit and computable error bounds for the asymptotic expansions of the Hermite polynomials with Plancherel–Rotach scale. Three cases, depending on whether the scaled variable lies in the outer or oscillatory interval, or it is the turning point, are considered separately. We introduce the ‘branch cut’ technique to express the error terms as integrals on the contour taken as the one-sided limit of curves approaching the branch cut. This new technique enables us to derive simple error bounds in terms of elementary functions. We also provide recursive procedures for the computation of the coefficients appearing in the asymptotic expansions.

Delayed production can substantially alter the qualitative behaviour of feedback systems. Motivated by stochastic mechanisms in gene expression, we consider a protein molecule which is produced in randomly timed bursts, requires an exponentially distributed time to activate and then partakes in positive regulation of its burst frequency. Asymptotically analysing the underlying master equation in the large-delay regime, we provide tractable approximations to time-dependent probability distributions of molecular copy numbers. Importantly, the presented analysis demonstrates that positive feedback systems with large production delays can constitute a stable toggle switch even if they operate with low copy numbers of active molecules.

We extend the existing small-time asymptotics for implied volatilities under the Heston stochastic volatility model to the multifactor volatility Heston model, which is also known as the Wishart multidimensional stochastic volatility model (WMSV). More explicitly, we show that the approaches taken in Forde and Jacquier (2009) and Forde, Jacqiuer and Lee (2012) are applicable to the WMSV model under mild conditions, and obtain explicit small-time expansions of implied volatilities.

As a result of field fringing, the capacitance of a parallel-plate capacitor differs from that predicted by the textbook formula. Using singular perturbations and conformal mapping techniques, we calculate the leading-order correction to the capacitance in the limit of large aspect ratio. We additionally obtain a comparable approximation for the electrostatic attraction between the plates.

One of the approaches to the Riemann Hypothesis is the Nyman–Beurling criterion. Cotangent sums play a significant role in this criterion. Here we investigate the values of these cotangent sums for various shifts of the argument.

We construct a quasianalytic field $\mathcal{F}$ of germs at $+\infty $ of real functions with logarithmic generalized power series as asymptotic expansions, such that $\mathcal{F}$ is closed under differentiation and log-composition; in particular, $\mathcal{F}$ is a Hardy field. Moreover, the field $\mathcal{F}\,\circ \,\left( -\text{log} \right)$ of germs at ${{0}^{+}}$ contains all transition maps of hyperbolic saddles of planar real analytic vector fields.

In this paper, a novel second-order two-scale (SOTS) computational method is developed for nonlinear dynamic thermo-mechanical problems of composites with cylindrical periodicity. The non-linearities of these multi-scale problems were caused by the temperature-dependent properties of the composites. Firstly, the formal SOTS solutions for these problems are constructed by the multiscale asymptotic analysis. Then we theoretically explain the importance of the SOTS solutions by the error analysis in the pointwise sense. In addition, a SOTS numerical algorithm is proposed in detail to effectively solve these problems. Finally, some numerical examples verify the feasibility and effectiveness of the SOTS numerical algorithm we proposed.

In the semiclassical regime, solutions to the time-dependent Schrödinger equation for molecular dynamics are highly oscillatory. The number of grid points required for resolving the oscillations may become very large even for simple model problems, making solution on a grid intractable. Asymptotic methods like Gaussian beams can resolve the oscillations with little effort and yield good approximations when the atomic nuclei are heavy and the potential is smooth. However, when the potential has variations on a small length-scale, quantum phenomena become important. Then asymptotic methods are less accurate. The two classes of methods perform well in different parameter regimes. This opens for hybrid methods, using Gaussian beams where we can and finite differences where we have to. We propose a new method for treating the coupling between the finite difference method and Gaussian beams. The new method reduces the needed amount of overlap regions considerably compared to previous methods, which improves the efficiency.

In many-server systems it is crucial to staff the right number of servers so that targeted service levels are met. These staffing problems typically lead to constraint satisfaction problems that are difficult to solve. During the last decade, a powerful many-server asymptotic theory has been developed to solve such problems and optimal staffing rules are known to obey the square-root staffing principle. In this paper we develop many-server asymptotics in the so-called quality and efficiency driven regime, and present refinements to many-server asymptotics and square-root staffing for a Markovian queueing model with admission control and retrials.

In this contribution, a new class of lattice Boltzmann schemes is introduced and studied. These schemes are presented in a framework that generalizes the multiple relaxation times method of d’Humières. They extend also the Geier’s cascaded method. The relaxation phase takes place in a moving frame involving a set of moments depending on a given relative velocity field. We establish with the Taylor expansion method that the equivalent partial differential equations are identical to the ones obtained with the multiple relaxation times method up to the second order accuracy. The method is then performed to derive the equivalent equations up to third order accuracy.

We show how one can obtain an asymptotic expression for some special functions with a very explicit error term starting from appropriate upper bounds. We will work out the details for the Bessel function $J_\nu (x)$ and the Airy function ${\rm Ai}(x).$ In particular, we answer a question raised by Olenko and find a sharp bound on the difference between $J_\nu (x)$ and its standard asymptotics. We also give a very simple and surprisingly precise approximation for the zeros ${\rm Ai}(x).$

Aiming at the isoparametric bilinear finite volume element scheme, we initially derive an asymptotic expansion and a high accuracy combination formula of the derivatives in the sense of pointwise by employing the energy-embedded method on uniform grids. Furthermore, we prove that the approximate derivatives are convergent of order two. Finally, numerical examples verify the theoretical results.

Müntz-Legendre polynomials ${{L}_{n}}\left( \Lambda ;\,x \right)$ associated with a sequence $\Lambda \,=\,\left\{ {{\lambda }_{k}} \right\}$ are obtained by orthogonalizing the system $\left( {{x}^{{{\lambda }_{0}}}},{{x}^{{{\lambda }_{1}}}},{{x}^{{{\lambda }_{2}}}},... \right)$ in ${{L}_{2}}\left[ 0,1 \right]$ with respect to the Legendre weight. If the ${{\lambda }_{k}}\text{ }\!\!'\!\!\text{ s}$ are distinct, it is well known that ${{L}_{n}}\left( \Lambda ;\,x \right)$ has exactly $n$ zeros ${{l}_{n,n}}\,<\,{{l}_{n-1,n}}\,<\,\cdot \cdot \cdot \,<\,{{l}_{2,n}}\,<\,{{l}_{1,n}}$ on $\left( 0,1 \right)$.

First we prove the following global bound for the smallest zero,

$$\exp \left( -4\sum\limits_{j=0}^{n}{\frac{1}{2\text{ }\!\!\lambda\!\!\text{ j}\,\text{+}\,\text{1}}} \right)\,<\,{{l}_{n,n}}.$$

An important consequence is that if the associated Müntz space is non-dense in ${{L}_{2}}\left[ 0,1 \right]$, then

$$\underset{n}{\mathop{\inf }}\,\,{{x}_{n,n}}\,\ge \,\exp \,\left( -4\,\sum\limits_{j=0}^{\infty }{\frac{1}{2{{\text{ }\!\!\lambda\!\!\text{ }}_{j}}\,+\,1}} \right)\,>\,0,$$

so the elements ${{L}_{n}}\left( \Lambda ;\,x \right)$ have no zeros close to 0.

Furthermore, we determine the asymptotic behavior of the largest zeros; for $k$ fixed,

$$\underset{n\to \infty }{\mathop{\lim }}\,\,\left| \log \,{{l}_{k,n}} \right|\,\sum\limits_{j=0}^{n}{\left( 2{{\text{ }\!\!\lambda\!\!\text{ }}_{j}}\,+\,1 \right)}\,=\,{{\left( \frac{jk}{2} \right)}^{2}},$$

where ${{j}_{k}}$ denotes the $k$-th zero of the Bessel function ${{J}_{0}}.$

The Halfin–Whitt regime, or the quality-and-efficiency-driven (QED) regime, for multiserver systems refers to a situation with many servers, a critical load, and yet favorable system performance. We apply this regime to the classical multiserver loss system with slow retrials. We derive nondegenerate limiting expressions for the main steady-state performance measures, including the retrial rate and the blocking probability. It is shown that the economies of scale associated with the QED regime persist for systems with retrials, although in situations when the load becomes extremely critical the retrials cause deteriorated performance. Most of our results are obtained by a detailed analysis of Cohen's equation that defines the retrial rate in an implicit way. The limiting expressions are established by studying prelimit behavior and exploiting the connection between Cohen's equation and Mills' ratio for the Gaussian and Poisson distributions.

We consider a nearly unstable, or near unit root, AR(1) process with regularly varying innovations. Two different approximations for the stationary distribution of such processes exist: a Gaussian approximation arising from the nearly unstable nature of the process and a heavy-tail approximation related to the tail asymptotics of the innovations. We combine these two approximations to obtain a new uniform approximation that is valid on the entire real line. As a corollary, we obtain a precise description of the regions where each of the Gaussian and heavy-tail approximations should be used.

In this paper we construct a flat smooth section of an induced space $I(s,\eta )$ of $S{{L}_{2}}\left( \mathbb{R} \right)$ so that the attached Whittaker function is not of finite order. An asymptotic method of classical analysis is used.

We derive an asymptotic expansion for the distribution of a compound sum of independent random variables, all having the same rapidly varying subexponential distribution. The examples of a Poisson and geometric number of summands serve as an illustration of the main result. Complete calculations are done for a Weibull distribution, with which we derive, as examples and without any difficulties, seven-term expansions.