Asymptotic Expansion Technique Research Articles

Theoretical Study of Forced Van Der Pol Oscillator Equation Using Multiple Two-timing Regular Parameter Perturbation and Asymptotic Expansion Techniques

This paper presents the theoretical study of forced Van der Pol oscillator equation. Oscillatory systems are studied to know measures that can reduce the amplitude of oscillation of the oscillatory system. Here, multiple two-timing regular parameter perturbation is applied since it is a kind of perturbation among other perturbation techniques that enables the study of the behaviour of a system under certain conditions. Asymptotic expansion technique was also applied. Excel Microsoft was used to analyse the uniformly valid asymptotic solution of the Van der Pol oscillator equation obtained. The uniformly valid asymptotic solution in the independent variable obtained, showed that damping alters the amplitude of the oscillatory system thereby affecting its motion. Increase in damping decreases the amplitude of oscillation of the system. With damping incorporated in the system though very small damping, the amplitude of oscillation reduces with time.

Characterization of the acoustic pressure waveforms in Rijke tubes with spatially varying heat sources and temperature distributions

In this work, we implement an asymptotic expansion technique that leverages a small perturbation parameter that arises in the context of one-dimensional tubes with open-open end point configurations and spatially varying heat sources. This approach, when paired with a spectral collocation eigensolver, enables us to produce accurate predictions of the pressure mode shapes and frequencies over a wide range of parameters. These include the temperature gain across the heat source, the heat source length and location, and the overall thermal profile. The latter is intended to reproduce different flow heating configurations that emulate Rijke tube characteristics. Specifically, this investigation begins by considering three piecewise representations of the heat source by juxtaposing constant–constant temperatures before and after a heating element whose temperature is prescribed locally using three analytical functions: linear, exponential, and power-law profiles. This is followed by a logistic distribution that can be globally applied to provide a uniformly valid, continuous, and differentiable thermal profile spanning the entire tube, including the heat source element. Our fundamental formulation relies on Green's functions and an integral formulation that enables us to extract all acoustic frequencies analytically. These are found to increase monotonically with successive elevations in the temperature gain across the heat source, retractions of the heat source, length reductions in the heat source, and smoothing of the temperature gain. Along similar lines, the pressure mode shapes are found to exhibit blunter and often linear variations for higher temperature gains, longer heat sources, and upstream displacements of the heat source toward the inlet.

Modulation instability, periodic anomalous wave recurrence, and blow up in the Ablowitz–Ladik lattices

The Ablowitz–Ladik equations, hereafter called and , are distinguished integrable discretizations of respectively the focusing and defocusing nonlinear Schrödinger (NLS) equations. In this paper we first study the modulation instability of the homogeneous background solutions of in the periodic setting, showing in particular that the background solution of is unstable under a monochromatic perturbation of any wave number if the amplitude of the background is greater than 1, unlike its continuous limit, the defocusing NLS. Then we use Darboux transformations to construct the exact periodic solutions of describing such instabilities, in the case of one and two unstable modes, and we show that the solutions of are always singular on curves of spacetime, if they live on a background of sufficiently large amplitude, and we construct a different continuous limit describing this regime: a NLS equation with a nonlinear and weak dispersion. At last, using matched asymptotic expansion techniques, we describe in terms of elementary functions how a generic periodic perturbation of the background solution (i) evolves according to into a recurrence of the above exact solutions, in the case of one and two unstable modes, and (ii) evolves according to into a singularity in finite time if the amplitude of the background is greater than 1. The quantitative agreement between the analytic formulas of this paper and numerical experiments is perfect.

Thermal interaction of slender geothermal boreholes with creeping groundwater flows

In the presence of groundwater flows, more compact and affordable geothermal heat exchangers can be constructed thanks to the increased heat transfer capabilities of the ground. To correctly design them, theoretical models for the thermal interaction of geothermal boreholes with aquifers are required. By using matched asymptotic expansion techniques, a new theoretical model for the case of creeping groundwater flows is developed in the present work. This new model improves by an order of magnitude the accuracy of the state of the art, leading to absolute (relative) errors below 0.03 (2.3%). Additionally, the mathematically-rigorous and physically-sound derivation of the proposed model allows, for the first time, the assessment of the theoretical and conceptual merits and limits of the state of the art.

Valuing of timer path-dependent options

Timer options are financial instruments, first proposed by Société Générale Corporate and Investment Banking in 2007, which allow investors to exercise the options randomly under the level of volatility, unlike a vanilla style option exercised at a fixed maturity date. In this article, we study the problem of valuing the timer path-dependent options where the volatility is governed by a fast-mean reverting process. Specifically, extending and developing the study by Saunders (2010), we derive analytical formulas for path-dependent timer options by using the method of images as shown in Buchen (2001) and the technique of asymptotic expansions as described in Fouque et al. (2011). Moreover, we verify the pricing accuracy of the analytic formulas of path-dependent options by comparing our solutions with the ones from the Monte Carlo simulations. Finally, we experiment with the numerical studies on the timer-path dependent options to demonstrate the pricing sensitivities with respect to the model parameters.

Dirichlet and Neumann boundary conditions for a lattice Boltzmann scheme for linear elastic solids on arbitrary domains

We propose novel, second-order accurate boundary formulations of Dirichlet and Neumann boundary conditions for arbitrary curved boundaries, within the scope of our recently introduced lattice Boltzmann method for linear elasticity. The proposed methodology systematically constructs and analyzes the boundary formulations on the basis of the asymptotic expansion technique; thus, it is expected to be of general applicability to boundary conditions for lattice Boltzmann formulations, well beyond the focus of this paper. For Dirichlet boundary conditions, a modified version of the bounce-back method is developed, whereas the Neumann boundary conditions are based on a novel generalized ansatz proposed in this work. The Neumann boundary formulation requires information from one additional neighbor node, for which a finite difference algorithm is introduced that enables the handling of very general boundary geometries. The theoretical derivations are verified by convergence studies using manufactured solutions, as well as by comparison with the analytical solution of the classical plate with hole problem.

Dynamics of Newtonian Liquids with Distinct Concentrations Due to Time-Varying Gravitational Acceleration and Triple Diffusive Convection: Weakly Non-Linear Stability of Heat and Mass Transfer

One of the practical methods for examining the stability and dynamical behaviour of non-linear systems is weakly non-linear stability analysis. Time-varying gravitational acceleration and triple-diffusive convection play a significant role in the formation of acceleration, inducing some dynamics in the industry. With an emphasis on the natural Rayleigh–Bernard convection, more is needed on the significance of a modulated gravitational field on the heat and mass transfer due to triple convection focusing on weakly non-linear stability analysis. The Newtonian fluid layers were heated, salted and saturated from below, causing the bottom plate’s temperature and concentration to be greater than the top plate’s. In this study, the acceleration due to gravity was assumed to be time-dependent and comprised of a constant gravity term and a time-dependent gravitational oscillation. More so, the amplitude of the modulated gravitational field was considered infinitesimal. The case in which the fluid layer is infinitely expanded in the x-direction and between two concurrent plates at z=0 and z=d was considered. The asymptotic expansion technique was used to retrieve the solution of the Ginzburg–Landau differential equation (i.e., a system of non-autonomous partial differential equations) using the software MATHEMATICA 12. Decreasing the amplitude of modulation, Lewis number, Rayleigh number and frequency of modulation has no significant effect on the Nusselt number proportional to heat-transfer rates (Nu), Sherwood number proportional to mass transfer of solute 1 (Sh1) and Sherwood number proportional to mass transfer of solute 2 (Sh2) at the initial time. The crucial Rayleigh number rises in value in the presence of a third diffusive component. The third diffusive component is essential in delaying the onset of convection.

Homogenization of thin-structured surfaces for acoustics in the presence of a two-dimensional low Mach potential flow

A surface homogenization method for acoustic waves over thin microstructured surfaces in the presence of a fluid in a potential flow is presented. Sound hard surfaces are considered, the flow is considered two-dimensional and slow and a low Mach approximation is introduced. We consider acoustic waves with a typical wavelength 1 / k much larger than the array spacing h and thickness e . Owing to the small parameter ε = k h , with e / h = O ( 1 ) , a matched asymptotic expansion technique is applied to the low Mach potential wave equation in the frequency domain. A boundary condition is obtained on an equivalent flat wall, which links the acoustic velocity to its normal and tangential derivatives (of the Myers type). The accuracy of the effective model is tested numerically for various periodic shapes and the accuracy of the model in O ( ε 2 ) is validated.

Oscillatory and transient dynamics of a slow–fast predator–prey system with fear and its carry-over effect

In almost every ecological system, growth of various interacting species evolve in different time scales and the implementation of this time scale difference in the corresponding mathematical model exhibits some rich and complex oscillatory dynamics. In this article, we consider a predator–prey model with Beddington–DeAngelis functional response in which the prey reproduction is affected by the predation induced fear and its carry-over effect. Considering the growth of prey species occurs on a faster time scale than that of predator, the proposed system reduces to a ‘slow–fast predator–prey’ system. Using the geometric singular perturbation theory and asymptotic expansion technique, we investigate the system both analytically and numerically, and observe a wide range of rich and complex dynamics such as canard cycles (with or without head) near the singular Hopf-bifurcation threshold and relaxation oscillation cycles. The system experiences a canard explosion through which a rapid transition from small amplitude limit cycle to large amplitude limit cycle occurs in a tiny parametric interval. These types of complex oscillatory dynamics are absent in non slow–fast systems. Furthermore, it is shown that the interplay between fear and its carry-over effect, and the variation of time scale parameter may lead to a regime shift of the oscillatory dynamics. We also study the impact of fear and its carry-over effect on the properties of long transient dynamics. Thus our study provides some valuable biological insights of a slow–fast predator–prey system which will aid in understanding the interplay between fear and its carry-over effect.

Higher Order Asymptotic Expansion Effects in Laser Cutting Modelling

AbstractA new model for laser cutting is derived by asymptotic expansion techniques. The model describes the movements of the free boundaries of the melt flow and involves higher order expansion terms arising from impulse and energy balance as well as surface tension phenomena. Its stationary solution is derived and analyzed for stability. The stability is correlated to published numerical and experimental results for the cutting quality.

Coinciding Mean of the Two Symmetries on the Set of Mean Functions

On the set M of mean functions, the symmetric mean of M with respect to mean M0 can be defined in several ways. The first one is related to the group structure on M, and the second one is defined trough Gauss’ functional equation. In this paper, we provide an answer to the open question formulated by B. Farhi about the matching of these two different mappings called symmetries on the set of mean functions. Using techniques of asymptotic expansions developed by T. Burić, N. Elezović, and L. Mihoković (Vukšić), we discuss some properties of such symmetries trough connection with asymptotic expansions of means involved. As a result of coefficient comparison, a new class of means was discovered, which interpolates between harmonic, geometric, and arithmetic mean.

A second-order reduced homogenization for nonlinear structures with periodic configurations in cylindrical coordinates

A high-efficiency second-order reduced homogenization (SORH) method is established for the inelastic problem of periodic heterogeneous structures in cylindrical coordinate. The composite structures investigated in this paper are periodical in radial, axial and circumferential directions. The new second-order linear/nonlinear local solutions at microscale are given by introducing various multiscale auxiliary functions. And, the nonlinear high-order homogenization solutions are obtained at macroscale using a modified asymptotic expansion method. The significant novelties of the work are (i) an effective reduced model on the basis of transformation field analysis given to solve the nonlinear multiscale problems in cylindrical coordinates with less computational amount and (ii) a new second-order nonlinear multiscale algorithm established using asymptotic expansion technique for simulating the heterogeneous cylindrical structure. Finally, by three typical numerical examples including nonlinear elastic and elasto-plastic periodic problems, the validity and accuracy of the proposed algorithms are verified.

Homogenization of the Helmholtz problem in the presence of a row of viscoelastic inclusions

We propose a homogenization method based on a matched asymptotic expansion technique to obtain the effective behavior of a periodic array of linear viscoelastic inclusions embedded in a linear viscoelastic matrix. The problem is considered for shear waves and the wave equation in the harmonic regime is considered. The obtained effective behavior is that of an equivalent interface associated to jump conditions, for the displacement and the normal stress at the interface. The transmission coefficients and the displacement fields are obtained in closed forms and their validity is inspected by comparison with direct numerics in the case of a rectangular inclusions.

A dynamic Heston local–stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility

In this paper, we consider a Heston local–stochastic volatility (HLSV) model to study an optimal investment strategy problem, and analyze the optimal strategy when the volatility component of the model obeys a slow varying process and a fast varying process, respectively. For the optimal investment objective with a constant absolute risk aversion (CARA) utility function, the analytical solution under the HLSV model cannot be obtained due to the complicated nonlinearity of the partial differential equation. In this paper we employ a dual method, Legendre transformation, and an asymptotic expansion technique to derive an asymptotic solution. We also apply a Monte Carlo method to compute the optimal strategy, which can be compared with the asymptotic solution. Finally, numerical examples are provided to support our theoretical results.

A new lattice Boltzmann scheme for linear elastic solids: periodic problems

We propose a new second-order accurate lattice Boltzmann scheme that solves the quasi-static equations of linear elasticity in two dimensions. In contrast to previous works, our formulation solves for a single distribution function with a standard velocity set and avoids any recourse to finite difference approximations. As a result, all computational benefits of the lattice Boltzmann method can be used to full capacity. The novel scheme is systematically derived using the asymptotic expansion technique and a detailed analysis of the leading-order error behavior is provided. As demonstrated by a linear stability analysis, the method is stable for a very large range of Poisson’s ratios. We consider periodic problems to focus on the governing equations and rule out the influence of boundary conditions. The analytical derivations are verified by numerical experiments and convergence studies.

A singularly perturbed vector‐bias malaria model incorporating bed net control

A malaria transmission disease model with host selectivity and insecticide‐treated bed nets (ITNs), as an intervention for controlling the disease, is formulated. Since the vector is an insect, the vector time scale is faster than the host time scale. This leads to a singularly perturbed model with two distinctive intrinsic time scales, two‐slow for the host and one‐fast for the vector. The basic reproduction number is calculated, and the local stability analysis is performed at equilibria of the model when the perturbation parameter . The model is analyzed when using asymptotic expansions technique. The results show that if over 30% of humans use ITNs, then can be reduced below 1, and hence, malaria disease can be eliminated. In addition, the dynamics on the slow surface indicate that the infected vectors decay fast when according to the numerical simulations.

The high-energy probability distribution of accretion disc luminosity fluctuations

ABSTRACT The probability density function of accretion disc luminosity fluctuations at high observed energies (i.e. energies larger than the peak temperature scale of the disc) is derived, under the assumption that the temperature fluctuations are lognormally distributed. Thin disc theory is used throughout. While lognormal temperature fluctuations would imply that the disc’s bolometric luminosity is also lognormal, the observed Wien-like luminosity behaves very differently. For example, in contrast to a lognormal distribution, the standard deviation of the derived distribution is not linearly proportional to its mean. This means that these systems do not follow a linear rms-flux relationship. Instead they exhibit very high intrinsic variance, and undergo what amounts to a phase transition, in which the mode of the distribution (in the statistical sense) ceases to exist, even for physically reasonable values of the underlying temperature variance. The moments of this distribution are derived using asymptotic expansion techniques. A result that is important for interpreting observations is that the theory predicts that the fractional variability of these disc systems should increase as the observed frequency is increased. The derived distribution will be of practical utility in quantitatively understanding the variability of disc systems observed at energies above their peak temperature scale, including X-ray observations of tidal disruption events.

Nonlinear evolution and low-frequency acoustic radiation of ring-mode coherent structures on subsonic turbulent circular jets

By adapting the triple decomposition of an instantaneous turbulent flow into a time-averaged mean field, large-scale coherent motion and fine-scale random fluctuations, and treating the coherent motion as instability modes on the mean flow, a mathematical theory is developed to describe the nonlinear spatial–temporal modulation and acoustic radiation of a coherent structure (CS) on a circular jet in the form of a wavepacket consisting of an axisymmetric (ring) mode and its sideband components. The effect of fine-scale turbulence on the CS is characterised via a gradient closure model, and the non-parallelism due to the axial variation and radial velocity of the mean flow is taken into account. By employing the matched asymptotic expansion and multi-scale techniques, a strongly nonlinear system is derived, which governs the envelope of the CS and its vorticity and temperature in the critical layer. Numerical solutions to the evolution system show that the theory captures the nonlinear amplitude attenuation and vorticity roll-up as observed in experiments. The large-distance asymptotic properties of the CS allow us to describe and predict its acoustic radiation on the basis of first principles. The CS is trapped within the jet, but its self-interaction generates a temporally and axially modulated mean-flow distortion, which acts as the emitter to radiate low-frequency sound waves, with the Reynolds stresses driving this mean-flow distortion being identified unambiguously to be the physical source in the present context. An equivalent source in the Lighthill type of acoustic analogy is also identified. For the present ring-mode CS in the fully developed region of a circular jet, the equivalent source can be determined before the acoustic field is, and the intensity of the radiated sound waves is found to be $O(\epsilon ^3)$ , where $\epsilon$ measures the magnitude of the CS. The directivity and spectrum of the acoustic far field are calculated for representative parameters, and the predicted features resemble experimental measurements.

Elastodynamic Behaviour of Laminate Structures with Soft Thin Interlayers: Theory and Experiment.

Laminate structures composed of stiff plates and thin soft interlayers are widely used in aerospace, automotive and civil engineering encouraging the development of reliable non-destructive strategies for their condition assessment. In the paper, elastodynamic behaviour of such laminate structures is investigated with emphasis on its application in ultrasonic based NDT and SHM for the identification of interlayer mechanical and interfacial contact properties. A particular attention is given to the practically important frequency range, in which the wavelength considerably exceeds the thickness of the film. Three layer model with spring-type boundary conditions employed for imperfect contact simulation is used for numerical investigation. Novel effective boundary conditions are derived via asymptotic expansion technique and used for analysis of the peculiar properties of elastic guided waves in considered laminates. It is revealed that the thin and soft film influences the behaviour of the laminate mainly via the effective stiffnesses being a combination of the elastic moduli of the film, its thickness and interface stiffnesses. To evaluate each of these parameters separately (or to figure out that the available experimental data are insufficient), a step-wise procedure employing the effective boundary conditions is proposed and tested versus the laser Doppler vibrometry data for Lamb waves in Aluminium/Polymer film/Alumunium structure. A good agreement between theoretical and experimental data is demonstrated for a certain symmetric laminate specimen. The possibility of using film-related thickness resonance frequencies to estimate the film properties and contact quality is also demonstrated. Additionally, the rich family of edge waves is also investigated, and the splitting of fundamental edge waves into pairs is revealed.

A new efficient approximation scheme for solving high-dimensional semilinear PDEs: Control variate method for Deep BSDE solver

This paper introduces a new approximation scheme for solving high-dimensional semilinear partial differential equations (PDEs) and backward stochastic differential equations (BSDEs). First, we decompose a target semilinear PDE (BSDE) into two parts, linear PDE part and nonlinear PDE part. Then, we employ a Deep BSDE solver with a new control variate method to solve those PDEs, where approximations based on an asymptotic expansion technique are effectively applied to the linear part and also used as control variates for the nonlinear part. Moreover, our theoretical result indicates that errors of the proposed method become much smaller than those of the original Deep BSDE solver. Finally, we show numerical experiments to demonstrate the validity of our method, which is consistent with the theoretical result in this paper.