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The review presents the development of an approach of constructing approximate solutions to complicated physics problems, starting from asymptotic series, through optimized perturbation theory, to self-similar approximation theory. The…

Statistical Mechanics · Physics 2021-11-02 V. I. Yukalov , E. P. Yukalova

We describe a simple analytical method for effective summation of series, including divergent series. The method is based on self-similar approximation theory resulting in self-similar root approximants. The method is shown to be general…

Mathematical Physics · Physics 2015-06-23 S. Gluzman , V. I. Yukalov

Gell-Mann-Low functions can be calculated by means of perturbation theory and expressed as truncated series in powers of asymptotically small coupling parameters. However, it is necessary to know there behavior at finite values of the…

High Energy Physics - Phenomenology · Physics 2024-07-23 V. I. Yukalov , E. P. Yukalova

Self-similar sequence transformation is an original type of nonlinear sequence transformations allowing for defining effective limits of asymptotic sequences. The method of self-similar factor transformations is shown to be regular. This…

Statistical Mechanics · Physics 2022-01-28 V. I. Yukalov , E. P. Yukalova

The algebraic properties of formal power series, whose coefficients show factorial growth and admit a certain well-behaved asymptotic expansion, are discussed. It is shown that these series form a subring of $\mathbb{R}[[x]]$. This subring…

Combinatorics · Mathematics 2020-08-07 Michael Borinsky

A variant of self-similar approximation theory is suggested, permitting an easy and accurate summation of divergent series consisting of only a few terms. The method is based on a power-law algebraic transformation, whose powers play the…

Statistical Mechanics · Physics 2009-10-30 V. I. Yukalov , S. Gluzman

We present an asymptotic evaluation unitary formula for large argument values existing for defined class of functions. The asymptotic evaluation is obtained using only power series expansion coefficients of a function, what is a new result…

Classical Analysis and ODEs · Mathematics 2010-06-30 Mihail Nikitin

Expansions of physical functions are controlled by their singularities, which have special structure because they themselves are physical, corresponding to instantons, caustics or saddle configurations. Resurgent asymptotics formalizes this…

High Energy Physics - Theory · Physics 2021-08-04 Ovidiu Costin , Gerald V. Dunne

Extrapolation is a generic problem in physics and mathematics: how to use asymptotic data in one parametric regime to learn about the behavior of a function in another parametric regime. For example: extending weak coupling expansions to…

High Energy Physics - Theory · Physics 2019-10-25 Ovidiu Costin , Gerald V. Dunne

A compact and accurate solution method is provided for problems whose infinite power series solution diverges and/or whose series coefficients are only known up to a finite order. The method only requires that either the power series…

Numerical Analysis · Mathematics 2017-02-09 Nathaniel S. Barlow , Christopher R. Stanton , Nicole Hill , Steven J. Weinstein , Allyssa G. Cio

The problem of portfolio optimization when stochastic factors drive returns and volatilities has been studied in previous works by the authors. In particular, they proposed asymptotic approximations for value functions and optimal…

Mathematical Finance · Quantitative Finance 2021-10-15 Jean-Pierre Fouque , Ruimeng Hu , Ronnie Sircar

We establish asymptotic estimates of Mathieu-type series defined by sequences with power-logarithmic or factorial behavior. By taking the Mellin transform, the problem is mapped to the singular behavior of certain Dirichlet series, which is…

Classical Analysis and ODEs · Mathematics 2019-01-16 Stefan Gerhold , Zivorad Tomovski

This paper is concerned with the asymptotic behavior of sums of terms which are a test function f evaluated at successive increments of a discretely sampled semimartingale. Typically the test function is a power function (when the power is…

Probability · Mathematics 2007-05-23 Jean Jacod

Soft extrapolation refers to the problem of recovering a function from its samples, multiplied by a fast-decaying window and perturbed by an additive noise, over an interval which is potentially larger than the essential support of the…

Numerical Analysis · Mathematics 2018-12-26 Dmitry Batenkov , Laurent Demanet , Hrushikesh N. Mhaskar

Classical approximation and learning methods are typically optimized for interpolation over a sampled domain {\Omega}, with no guarantees on their behavior in an extrapolation region {\Xi}, where small in-domain errors may amplify. We…

Numerical Analysis · Mathematics 2026-03-11 Guy Hay , Nir Sharon

The feasibility of extrapolation of completely monotone functions can be quantified by examining the worst case scenario, whereby a pair of completely monotone functions agree on a given interval to a given relative precision, but differ as…

Complex Variables · Mathematics 2024-02-02 Henry J. Brown , Yury Grabovsky

Provided a special function of one variable and some of its derivatives can be accurately computed over a finite range, a method is presented to build a series of polynomial approximations of the function with a defined relative error over…

Computational Physics · Physics 2007-05-23 C. Semay

In this paper, we derive an asymptotic error expansion for the eigenvalue approximations by the lowest order Raviart-Thomas mixed finite element method for the general second order elliptic eigenvalue problems. Extrapolation based on such…

Numerical Analysis · Mathematics 2011-01-11 Hehu Xie

Let $F(x)= \sum_{\nu\in\NN^d} F_\nu x^\nu$ be a multivariate power series with complex coefficients that converges in a neighborhood of the origin. Assume $F=G/H$ for some functions $G$ and $H$ holomorphic in a neighborhood of the origin.…

Combinatorics · Mathematics 2012-08-07 Alexander Raichev , Mark C. Wilson

In this present paper, I propose a derivation of unified interpolation and extrapolation function that predicts new values inside and outside the given range by expanding direct Taylor series on the middle point of given data set.…

Numerical Analysis · Mathematics 2020-02-27 Nijat Shukurov