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We study high-dimensional Laplace-type integrals $I(\lambda):=(\lambda/2\pi)^{d/2}\int_{\mathbb R^d} g(x)e^{-\lambda f(x)}dx$ in the regime where both $d$ and $\lambda$ are large. Existing rigorous Laplace-expansion results in growing…

经典分析与常微分方程 · 数学 2026-03-13 Alexander Katsevich , Anya Katsevich

Laplace's method is used to approximate intractable integrals in a statistical problems. The relative error rate of the approximation is not worse than $O_p(n^{-1})$. We provide the first statistical lower bounds showing that the $n^{-1}$…

统计理论 · 数学 2023-03-29 Blair Bilodeau , Yanbo Tang , Alex Stringer

We consider saddle point integrals in d variables whose phase function is neither real nor purely imaginary. Results analogous to those for Laplace (real phase) and Fourier (imaginary phase) integrals hold whenever the phase function is…

组合数学 · 数学 2009-03-23 Robin Pemantle , Mark Wilson

Asymptotic expansions for the Bateman and Havelock functions defined respectively by the integrals \[\frac{2}{\pi}\int_0^{\pi/2} \!\!\!\begin{array}{c} \cos\\\sin\end{array}\!(x\tan u-\nu u)\,du\] are obtained for large real $x$ and large…

经典分析与常微分方程 · 数学 2021-09-03 R B Paris

We present a method derived from Laplace transform theory that enables the evaluation of fractional integrals. This method is adapted and extended in a variety of ways to demonstrate its utility in deriving alternative representations for…

经典分析与常微分方程 · 数学 2009-09-25 M. Lawrence Glasser , Victor Kowalenko

We apply a recently proposed approximation method to the evaluation of non-Gaussian integral and anharmonic oscillator. The method makes use of the truncated perturbation series by recasting it via the modified Laplace integral…

数学物理 · 物理学 2009-10-30 Naoki Mizutani , Hirofumi Yamada

The classical orthogonal polynomials (Hermite, Laguerre and Jacobi) are involved in a vast number of applications in physics and engineering. When large degrees $n$ are needed, the use of recursion to compute the polynomials is not a good…

经典分析与常微分方程 · 数学 2020-04-13 A. Gil , J. Segura , N. M. Temme

Under the classical long-span asymptotic framework we develop a class of Generalized Laplace (GL) inference methods for the change-point dates in a linear time series regression model with multiple structural changes analyzed in, e.g., Bai…

统计理论 · 数学 2023-06-22 Alessandro Casini , Pierre Perron

We consider the asymptotic expansion of the generalised exponential integral involving the Mittag-Leffler function introduced recently by Mainardi and Masina [{\it Fract. Calc. Appl. Anal.} {\bf 21} (2018) 1156--1169]. We extend the…

经典分析与常微分方程 · 数学 2020-02-20 R B Paris

The key operation in Bayesian inference, is to compute high-dimensional integrals. An old approximate technique is the Laplace method or approximation, which dates back to Pierre- Simon Laplace (1774). This simple idea approximates the…

When using the boundary integral equation method to solve a boundary value problem, the evaluation of the solution near the boundary is challenging to compute because the layer potentials that represent the solution are nearly-singular…

数值分析 · 数学 2018-10-08 Camille Carvalho , Shilpa Khatri , Arnold D. Kim

We derive the first exact, rigorous but practical, globally valid remainder terms for asymptotic expansions about saddles and contour endpoints of arbitrary order degeneracy derived from the method of steepest descents. The exact remainder…

经典分析与常微分方程 · 数学 2018-04-19 Thomas Bennett , Christopher J. Howls , Gergő Nemes , Adri B. Olde Daalhuis

We solve the open problem of determining the second order term in the asymptotic expansion of the integral in Ball's integral inequality. In fact, we provide a method by which one can compute any term in the expansion. We also indicate how…

泛函分析 · 数学 2017-08-29 Ron Kerman , Rastislav Ol'hava , Susanna Spektor

This paper aims to derive explicit and computable error bounds for the asymptotic expansion of the Jacobi polynomials as their degree approaches infinity, using an integral method. The analysis focuses on the outer or oscillatory region of…

经典分析与常微分方程 · 数学 2025-08-07 Xiao-Min Huang , Yu Lin , Xiang-Sheng Wang , R. Wong

The operator-asymptotic approach was introduced by Lim-\v{Z}ubrini\'c in [Asymptotic Analysis. 141(4), p. 211-256 (2025)] for the homogenization of an $\varepsilon\mathbb{Z}^d$-periodic composite media. In this article, we consider the…

偏微分方程分析 · 数学 2025-08-28 Yi-Sheng Lim , Josip Žubrinić

We prove that the classical Laplace asymptotic expansion (AE) of $\int_{\mathbb R^d} g(x)e^{-nu(x)}dx$, $n\gg1$ extends to the high-dimensional regime in which $d$ may grow large with $n$. More specifically, we use new techniques suitable…

经典分析与常微分方程 · 数学 2025-06-13 Anya Katsevich

We present a brief overview of several approaches for calculating the local asymptotic expansion of the heat kernel for Laplace-type operators. The different methods developed in the papers of both authors some time ago are described in…

高能物理 - 理论 · 物理学 2007-05-23 Ivan G. Avramidi , Rainer Schimming

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…

数学软件 · 计算机科学 2015-10-23 Alfredo Deaño , Daan Huybrechs , Peter Opsomer

This paper uses the Modified Projection Method to examine the errors in solving the boundary integral equation from Laplace equation. The analysis uses weighted norms, and parallel algorithms help solve the independent linear systems. By…

数值分析 · 数学 2024-11-04 Akshay Rane , Kunalkumar Shelar

Perron's saddle-point method gives a way to find the complete asymptotic expansion of certain integrals that depend on a parameter going to infinity. We give two proofs of the key result. The first is a reworking of Perron's original proof,…

经典分析与常微分方程 · 数学 2019-02-13 Cormac O'Sullivan