112 research outputs found

    Book review. Interest Rate Modelling

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    Exponential asymptotics and Stokes lines in a partial differential equation

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    A singularly perturbed linear partial differential equation motivated by the geometrical model for crystal growth is considered. A steepest descent analysis of the Fourier transform solution identifies asymptotic contributions from saddle points, end points and poles, and the Stokes lines across which these may be switched on and off. These results are then derived directly from the equation by optimally truncating the naĆÆve perturbation expansion and smoothing the Stokes discontinuities. The analysis reveals two new types of Stokes switching: a higher-order Stokes line which is a Stokes line in the approximation of the late terms of the asymptotic series, and which switches on or off Stokes lines themselves; and a second-generation Stokes line, in which a subdominant exponential switched on at a primary Stokes line is itself responsible for switching on another smaller exponential. The ā€˜newā€™ Stokes lines discussed by Berk et al. (Berk et al. 1982 J. Math. Phys.23, 988ā€“1002) are second-generation Stokes lines, while the ā€˜vanishingā€™ Stokes lines discussed by Aoki et al. (Aoki et al. 1998 In Microlocal analysis and complex Fourier analysis (ed. K. F. T. Kawai), pp. 165ā€“176) are switched off by a higher-order Stokes line

    An Introduction to Hyperasymptotics using Borel-Laplace Transforms(Algebraic Analysis of Singular Perturbations)

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    Exponentially accurate solution tracking for nonlinear ODEs, the higher order Stokes phenomenon and double transseries resummation

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    We demonstrate the conjunction of new exponential-asymptotic effects in the context of a second order nonlinear ordinary differential equation with a small parameter. First, we show how to use a hyperasymptotic, beyond-all-orders approach to seed a numerical solver of a nonlinear ordinary differential equation with sufficiently accurate initial data so as to track a specific solution in the presence of an attractor. Second, we demonstrate the necessary role of a higher order Stokes phenomenon in analytically tracking the transition between asymptotic behaviours in a heteroclinic solution. Third, we carry out a double resummation involving both subdominant and sub-subdominant transseries to achieve the two-dimensional (in terms of the arbitrary constants) uniform approximation that allows the exploration of the behaviour of a two parameter set of solutions across wide regions of the independent variable. This is the first time all three effects have been studied jointly in the context of an asymptotic treatment of a nonlinear ordinary differential equation with a parameter. This paper provides an exponential asymptotic algorithm for attacking such problems when they occur. The availability of explicit results would depend on the individual equation under study

    Hyperasymptotics for multidimensional Laplace integrals with boundaries

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    Weyl formulas for annular ray-splitting billiards

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    We consider the distribution of eigenvalues for the wave equation in annular (electromagnetic or acoustic) ray-splitting billiards. These systems are interesting in that the derivation of the associated smoothed spectral counting function can be considered as a canonical problem. This is achieved by extending a formalism developed by Berry and Howls for ordinary (without ray-splitting) billiards. Our results are confirmed by numerical computations and permit us to infer a set of rules useful in order to obtain Weyl formulas for more general ray-splitting billiards

    Logarithmic catastrophes and Stokes's phenomenon in waves at horizons

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    Waves propagating near an event horizon display interesting features including logarithmic phase singularities and caustics. We consider an acoustic horizon in a flowing Bose-Einstein condensate where the elementary excitations obey the Bogoliubov dispersion relation. In the hamiltonian ray theory the solutions undergo a broken pitchfork bifurcation near the horizon and one might therefore expect the associated wave structure to be given by a Pearcey function, this being the universal wave function that dresses catastrophes with two control parameters. However, the wave function is in fact an Airy-type function supplemented by a logarithmic phase term, a novel type of wave catastrophe. Similar wave functions arise in aeroacoustic flows from jet engines and also gravitational horizons if dispersion which violates Lorentz symmetry in the UV is included. The approach we take differs from previous authors in that we analyze the behaviour of the integral representation of the wave function using exponential coordinates. This allows for a different treatment of the branches that gives rise to an analysis based purely on saddlepoint expansions, which resolve the multiple real and complex waves that interact at the horizon and its companion caustic. We find that the horizon is a physical manifestation of a Stokes surface, marking the place where a wave is born, and that the horizon and the caustic do not in general coincide: the finite spatial region between them delineates a broadened horizon.Comment: 34 pages, 12 figure

    Mobile radio propagation prediction using ray tracing methods

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    The basic problem is to solve the two-dimensional scalar Helmholtz equation for a point source (the antenna) situated in the vicinity of an array of scatterers (such as the houses and any other relevant objects in 1 square km of urban environment). The wavelength is a few centimeters and the houses a few metres across, so there are three disparate length scales in the problem. The question posed by BT concerned ray counting on the assumptions that: (i) rays were subject to a reflection coefficient of about 0.5 when bouncing off a house wall and (ii) that diffraction at corners reduced their energy by 90%. The quantity of particular interest was the number of rays that need to be accounted for at any particular point in order for those neglected to only contribute 10% of the field at that point; a secondary question concerned the use of rays to predict regions where the field was less than 1% of that in the region directly illuminated by the antenna. The progress made in answering these two questions is described in the next two sections and possibly useful representations of the solution of the Helmholtz equations in terms other than rays are given in the final section
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