Asymptotic Approximation of the Apostol-Tangent Polynomials Using Fourier Series

Asymptotic approximations of the Apostol-tangent numbers and polynomials were established for non-zero complex values of the parameter λ. Fourier expansion of the Apostol-tangent polynomials was used to obtain the asymptotic approximations. The asymptotic formulas for the cases λ=1 and λ=−1 were explicitly considered to obtain asymptotic approximations of the corresponding tangent numbers and polynomials.

Asymptotic approximation of central binomial coefficients with rigorous error bounds

We show that a well-known asymptotic series for the logarithm of the central binomial coefficient is strictly enveloping in the sense of Pólya and Szegö, so the error incurred in truncating the series is of the same sign as the next term, and is bounded in magnitude by that term. We consider closely related asymptotic series for Binet's function, for \(\ln\Gamma(z+\frac12)\), and for the Riemann-Siegel theta function, and make some historical remarks.

Entanglement entropy of inhomogeneous XX spin chains with algebraic interactions

We introduce a family of inhomogeneous XX spin chains whose squared couplings are a polynomial of degree at most four in the site index. We show how to obtain an asymptotic approximation for the Rényi entanglement entropy of all such chains in a constant magnetic field at half filling by exploiting their connection with the conformal field theory of a massless Dirac fermion in a suitably curved static background. We study the above approximation for three particular chains in the family, two of them related to well-known quasi-exactly solvable quantum models on the line and the third one to classical Krawtchouk polynomials, finding an excellent agreement with the exact value obtained numerically when the Rényi parameter α is less than one. When α ≥ 1 we find parity oscillations, as expected from the homogeneous case, and show that they are very accurately reproduced by a modification of the Fagotti-Calabrese formula. We have also analyzed the asymptotic behavior of the Rényi entanglement entropy in the non-standard situation of arbitrary filling and/or inhomogeneous magnetic field. Our numerical results show that in this case a block of spins at each end of the chain becomes disentangled from the rest. Moreover, the asymptotic approximation for the case of half filling and constant magnetic field, when suitably rescaled to the region of non-vanishing entropy, provides a rough approximation to the entanglement entropy also in this general case.

The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach

It has been found that the surface of implied volatility has appeared in financial market embrace volatility “Smile” and volatility “Smirk” through the long-term observation. Compared to the conventional Black-Scholes option pricing models, it has been proved to provide more accurate results by stochastic volatility model in terms of the implied volatility, while the classic stochastic volatility model fails to capture the term structure phenomenon of volatility “Smirk.” More attempts have been made to correct for American put option price with incorporating a fast-scale stochastic volatility and a slow-scale stochastic volatility in this paper. Given that the combination in the process of multiscale volatility may lead to a high-dimensional differential equation, an asymptotic approximation method is employed to reduce the dimension in this paper. The numerical results of finite difference show that the multiscale volatility model can offer accurate explanations of the behavior of American put option price.

On Selection Criteria for the Tuning Parameter in Robust Divergence

Although robust divergence, such as density power divergence and γ-divergence, is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a rule-of-thumb, which may lead to an inefficient inference. We here propose a selection criterion based on an asymptotic approximation of the Hyvarinen score applied to an unnormalized model defined by robust divergence. The proposed selection criterion only requires first and second-order partial derivatives of an assumed density function with respect to observations, which can be easily computed regardless of the number of parameters. We demonstrate the usefulness of the proposed method via numerical studies using normal distributions and regularized linear regression.

THE ASYMPTOTICS OF A SOLUTION OF THE MULTIDIMENSIONAL HEAT EQUATION WITH UNBOUNDED INITIAL DATA

For the multidimensional heat equation, the long-time asymptotic approximation of the solution of the Cauchy problem is obtained in the case when the initial function grows at infinity and contains logarithms in its asymptotics. In addition to natural applications to processes of heat conduction and diffusion, the investigation of the asymptotic behavior of the solution of the problem under consideration is of interest for the asymptotic analysisof equations of parabolic type. The auxiliary parameter method plays a decisive role in the investigation.

Slow Motions of A Circular Cylinder in a Liquid after a Separation Impact

The plane problem of the separation impact of a circular cylinder completely immersed in an ideal incompressible heavy liquid is considered. It is assumed that after the impact, the cylinder moves horizontally at a constant speed. An attached cavity is formed behind the body, the shape of which depends on the physical and geometric parameters of the problem. It is required to study the process of collapse of the cavity at low velocities of the cylinder, which correspond to small Froude numbers. The solution to the problem is constructed using asymptotic expansions in a small parameter, which is the dimensionless speed of the cylinder. In this case, as the characteristic speed of the problem, a value is chosen equal to the square root of the product of the radius of the cylinder and the acceleration of gravity. As a result of this choice, the indicated small parameter coincides with the Froude number, and therefore, we can assume that the asymptotics of the problem is constructed for small Froude numbers. In the leading asymptotic approximation, a mixed problem of potential theory with one-sided constraints on the surface of the body is formulated. With its help, the position of the separation points at each moment of time is determined and the time of collapse of a thin cavity is found. The results obtained can be used to solve practical problems of ship hydrodynamics, in which it is necessary to take into account the phenomenon of cavitation.

Reversals and transpositions distance with proportion restriction

In the field of comparative genomics, one way of comparing two genomes is through the analysis of how they distinguish themselves based on a set of mutations called rearrangement events. When considering that genomes undergo different types of rearrangements, it can be assumed that some events are more common than others. To model this assumption, one can assign different weights to different events, where common events tend to cost less than others. However, this approach, called weighted, does not guarantee that the rearrangement assumed to be the most frequent will be also the most frequently returned by proposed algorithms. To overcome this issue, we investigate a new problem where we seek the shortest sequence of rearrangement events able to transform one genome into the other, with a restriction regarding the proportion between the events returned. Here, we consider two rearrangement events: reversal, that inverts the order and the orientation of the genes inside a segment of the genome, and transposition, that moves a segment of the genome to another position. We show the complexity of this problem for any desired proportion considering scenarios where the orientation of the genes is known or unknown. We also develop an approximation algorithm with a constant approximation factor for each scenario and, in particular, we describe an improved (asymptotic) approximation algorithm for the case where the gene orientation is known. At last, we present the experimental tests comparing the proposed algorithms with others from the literature for the version of the problem without the proportion restriction.