A fast analysis-based discrete Hankel transform using asymptotic expansions

A fast and numerically stable algorithm is described for computing the discrete Hankel transform of order $0$ as well as evaluating Schl\"{o}milch and Fourier--Bessel expansions in $\mathcal{O}(N(\log N)^2/\log\!\log N)$ operations. The algorithm is based on an asymptotic expansion for Bessel functions of large arguments, the fast Fourier transform, and the Neumann addition formula. All the algorithmic parameters are selected from error bounds to achieve a near-optimal computational cost for any accuracy goal. Numerical results demonstrate the efficiency of the resulting algorithm.Comment: 22 page

Dispersion modeling and analysis for multilayered open coaxial waveguides

This paper presents a detailed modeling and analysis regarding the dispersion characteristics of multilayered open coaxial waveguides. The study is motivated by the need of improved modeling and an increased physical understanding about the wave propagation phenomena on very long power cables which has a potential industrial application with fault localization and monitoring. The electromagnetic model is based on a layer recursive computation of axial-symmetric fields in connection with a magnetic frill generator excitation that can be calibrated to the current measured at the input of the cable. The layer recursive formulation enables a stable and efficient numerical computation of the related dispersion functions as well as a detailed analysis regarding the analytic and asymptotic properties of the associated determinants. Modal contributions as well as the contribution from the associated branch-cut (non-discrete radiating modes) are defined and analyzed. Measurements and modeling of pulse propagation on an 82 km long HVDC power cable are presented as a concrete example. In this example, it is concluded that the contribution from the second TM mode as well as from the branch-cut is negligible for all practical purposes. However, it is also shown that for extremely long power cables the contribution from the branch-cut can in fact dominate over the quasi-TEM mode for some frequency intervals. The main contribution of this paper is to provide the necessary analysis tools for a quantitative study of these phenomena

Singular perturbations approach to localized surface-plasmon resonance: Nearly touching metal nanospheres

Metallic nano-structures characterised by multiple geometric length scales support low-frequency surface-plasmon modes, which enable strong light localization and field enhancement. We suggest studying such configurations using singular perturbation methods, and demonstrate the efficacy of this approach by considering, in the quasi-static limit, a pair of nearly touching metallic nano-spheres subjected to an incident electromagnetic wave polarized with the electric field along the line of sphere centers. Rather than attempting an exact analytical solution, we construct the pertinent (longitudinal) eigen-modes by matching relatively simple asymptotic expansions valid in overlapping spatial domains. We thereby arrive at an effective boundary eigenvalue problem in a half-space representing the metal region in the vicinity of the gap. Coupling with the gap field gives rise to a mixed-type boundary condition with varying coefficients, whereas coupling with the particle-scale field enters through an integral eigenvalue selection rule involving the electrostatic capacitance of the configuration. By solving the reduced problem we obtain accurate closed-form expressions for the resonance values of the metal dielectric function. Furthermore, together with an energy-like integral relation, the latter eigen-solutions yield also closed-form approximations for the induced-dipole moment and gap-field enhancement under resonance. We demonstrate agreement between the asymptotic formulas and a semi-numerical computation. The analysis, underpinned by asymptotic scaling arguments, elucidates how metal polarization together with geometrical confinement enables a strong plasmon-frequency redshift and amplified near-field at resonance.Comment: 13 pages, 7 figure

Kernel Density Estimation with Linked Boundary Conditions

Kernel density estimation on a finite interval poses an outstanding challenge because of the well-recognized bias at the boundaries of the interval. Motivated by an application in cancer research, we consider a boundary constraint linking the values of the unknown target density function at the boundaries. We provide a kernel density estimator (KDE) that successfully incorporates this linked boundary condition, leading to a non-self-adjoint diffusion process and expansions in non-separable generalized eigenfunctions. The solution is rigorously analyzed through an integral representation given by the unified transform (or Fokas method). The new KDE possesses many desirable properties, such as consistency, asymptotically negligible bias at the boundaries, and an increased rate of approximation, as measured by the AMISE. We apply our method to the motivating example in biology and provide numerical experiments with synthetic data, including comparisons with state-of-the-art KDEs (which currently cannot handle linked boundary constraints). Results suggest that the new method is fast and accurate. Furthermore, we demonstrate how to build statistical estimators of the boundary conditions satisfied by the target function without apriori knowledge. Our analysis can also be extended to more general boundary conditions that may be encountered in applications

The M-Wright function in time-fractional diffusion processes: a tutorial survey

In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as M-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we generally refer to as time-fractional diffusion processes. Indeed, the master equations governing these processes generalize the standard diffusion equation by means of time-integral operators interpreted as derivatives of fractional order. When these generalized diffusion processes are properly characterized with stationary increments, the M-Wright function is shown to play the same key role as the Gaussian density in the standard and fractional Brownian motions. Furthermore, these processes provide stochastic models suitable for describing phenomena of anomalous diffusion of both slow and fast type.Comment: 32 pages, 3 figure