We consider the motion of a Brownian particle trapped in an arbitrary bounded two or three-dimensional domain, whose boundary is reflecting except for a small absorbing window through which the particle can escape. We use the method of matched asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is a singular perturbation problem. We extend our results to include N absorbing windows of varying length in two dimensions and varying radius in three dimensions. We present findings in two dimensions for the unit disk, unit square and ellipse and in three dimensions for the unit sphere. The narrow escape problem has various applications in many fields including finance, biology, and statistical mechanics.

Using the method of matched asymptotic expansions the reflection and transmission coefficients are calculated for scattering of oblique water waves by a vertical barrier. Here an assumption is made that the barrier is small compared to the wavelength and the depth of water. A number of sloshing problems are considered. The eigenfrequencies are calculated when a body is placed in a rectangular tank. Here the bodies considered are a vertical surface-piercing or bottom-mounted barrier, and circular and elliptic cylinders. When the body is a vertical barrier, the eigenfunction expansion method is applied. When the body is either a circular or elliptic cylinder, and the motion is two-dimensional, the boundary element method is applied to calculate the eigenfrequencies. For comparison, two approximations, "a wide-spacing", and "a small-body" are used for a vertical barrier and circular cylinder. In the wide-spacing approximation, the assumption is made that the wavelength is small compared with the distance between the body and walls. The small-body approximation means that a typical dimension of the body is much larger than the cross-sectional length scale of the fluid motion. For an elliptic cylinder, the method of matched asymptotic expansions is used and compared with the result of the boundary- element method. Also a higher-order solution is obtained using the method of matched asymptotic expansions, and it is compared with the exact solution for a surface-piercing barrier. Again the assumption is made that the length scale of the motion is much larger than a typical body dimension. Finally, the drift force on multiple bodies is considered the ratio of horizontal drift force in the direction of wave advance on two cylinders to that on an isolated cylinder is calculated. The method of matched asymptotic expansions is used under the assumption that the wavelength is much greater than the cylinder spacing.

We consider the motion of a Brownian particle trapped in an arbitrary bounded two or three-dimensional domain, whose boundary is reflecting except for a small absorbing window through which the particle can escape. We use the method of matched asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is a singular perturbation problem. We extend our results to include N absorbing windows of varying length in two dimensions and varying radius in three dimensions. We present findings in two dimensions for the unit disk, unit square and ellipse and in three dimensions for the unit sphere. The narrow escape problem has various applications in many fields including finance, biology, and statistical mechanics.

Thesis (Ph. D.)--University of Sydney, 2002. / Title from title screen (viewed Apr. 28, 2008). Submitted in fulfilment of the requirements for the degree of Doctor of Philosophy to the School of Mathematics and Statistics, Faculty of Science. Includes bibliography. Also available in print form.

We study certain confluences of equations with two Fuchsian singularities which produce an irregular singularity of Poincaré rank one. We demonstrate a method to understand how to pass from solutions with power-like behavior which are analytic in neighbourhoods to solutions with exponential behavior which are analytic in sectors and have divergent asymptotic behavior. We explicitly calculate the Stokes' matrices of the confluent system in terms of the monodromy data, specifically the connection matrices, of the original system around the merging singularities. The confluence of Gauss' hypergeometric equation gives an excellent opportunity to show our approach with a concrete example. We explicitly show how the Stokes' data arise in the confluences of the isomonodromic deformation problems for the Painlevé equations PVI to PV and PV to PIII(D6).

Cette thèse est consacrée à l'étude de l'influence d'une fine couche hétérogène sur le comportement élastique linéaire d'une structure tridimensionnelle.Deux types d'hétérogénéités sont pris en compte : des cavités et des inclusions élastiques. Une étude complémentaire, dans le cas d'inclusions de grande rigidité, a été réalisée en considérant un problème de conduction thermique.Une analyse formelle par la méthode des développements asymptotiques raccordés conduit à un problème d'interface qui caractérise le comportement macroscopique de la structure. Le comportement microscopique de la couche est lui déterminé sur une cellule de base. Le modèle asymptotique obtenu est ensuite implémenté dans un code éléments finis. Une étude numérique permet de valider les résultats de l'analyse asymptotique. / This thesis is devoted to the study of the influence of a thin heterogeneous layeron the linear elastic behavior of a three-dimensional structure. Two types of heterogeneties are considered : cavities and elastic inclusions. For inclusions of high rigidty a further study was performed in the case of a heat conduction problem.A formal analysis using the matched asymptotic expansions method leads to an interface problem which characterizes the macroscopic behavior of the structure. The microscopic behavior of the layer is determined in a basic cell.The asymptotic model obtained is then implemented in a finite element software.A numerical study is used to validate the results of the asymptotic analysis.

This paper deals with the joint and conditional distributions concerning the maximum of random walk paths and the number of times this maximum is achieved. This joint distribution was studied first by Dwass [1967]. Based on his result, the correlation and some conditional moments are derived. The main contributions are however asymptotic expansions concerning the conditional distribution and conditional moments. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

We consider the motion of a Brownian particle trapped in an arbitrary bounded two or three-dimensional domain, whose boundary is reflecting except for a small absorbing window through which the particle can escape. We use the method of matched asymptotic expansions to calculate the mean first passage time, defined as the time taken for the Brownian particle to escape from the domain through the absorbing window. This is known as the narrow escape problem. Since the mean escape time diverges as the window shrinks, the calculation is a singular perturbation problem. We extend our results to include N absorbing windows of varying length in two dimensions and varying radius in three dimensions. We present findings in two dimensions for the unit disk, unit square and ellipse and in three dimensions for the unit sphere. The narrow escape problem has various applications in many fields including finance, biology, and statistical mechanics. / Science, Faculty of / Mathematics, Department of / Graduate

Disertacijoje tiriamas operatorių pusgrupių Eulerio ir Josidos approximacijų konvergavimas. Gauti Eulerio aproksimacijų asimptotiniai skleidiniai ir optimalūs liekamųjų narių įverčiai. Taip pat pateiktos įvairios šių skleidinių koeficientų analizinės išraiškos. Josidos aproksimacijoms buvo rasti du optimalūs konvergavimo greičio įverčiai su optimaliomis konstantomis. Taip pat gauti Josidos aproksimacijų asimptotiniai skleidiniai ir liekamųjų narių įverčiai. / In this thesis we investigate the convergence of Euler's and Yosida approximations of operator semigroups. We obtain asymptotic expansions for Euler's approximations of semigroups with optimal bounds for the remainder terms. We provide various explicit formulas for the coefficients for these expansions. For Yosida approximations of semigroups we obtain two optimal error bounds with optimal constants. We also construct asymptotic expansions for Yosida approximations of semigroups and provide optimal bounds for the remainder terms of these expansions.

In this thesis we investigate the convergence of Euler's and Yosida approximations of operator semigroups. We obtain asymptotic expansions for Euler's approximations of semigroups with optimal bounds for the remainder terms. We provide various explicit formulas for the coefficients for these expansions. For Yosida approximations of semigroups we obtain two optimal error bounds with optimal constants. We also construct asymptotic expansions for Yosida approximations of semigroups and provide optimal bounds for the remainder terms of these expansions. / Disertacijoje tiriamas operatorių pusgrupių Eulerio ir Josidos approximacijų konvergavimas. Gauti Eulerio aproksimacijų asimptotiniai skleidiniai ir optimalūs liekamųjų narių įverčiai. Taip pat pateiktos įvairios šių skleidinių koeficientų analizinės išraiškos. Josidos aproksimacijoms buvo rasti du optimalūs konvergavimo greičio įverčiai su optimaliomis konstantomis. Taip pat gauti Josidos aproksimacijų asimptotiniai skleidiniai ir liekamųjų narių įverčiai.