arXiv subjects
Publications and source records attributed to Hans Volkmer.
In this paper we evaluate integrals of products of gamma functions of Ramanujan type in terms of bilateral hypergeometric series. In cases where the bilateral hypergeometric series are summable, then we evaluate these integral as beta integrals. In addition, we obtain integral representations for bilateral hypergeometric series.
In the $q^{-1}$-symmetric Askey scheme, namely the $q^{-1}$-Askey--Wilson, continuous dual $q^{-1}$-Hahn, $q^{-1}$-Al-Salam--Chihara, continuous big $q^{-1}$-Hermite and continuous $q^{-1}$-Hermite polynomials, we compute bilateral discrete and continuous orthogonality relations. We also derive a $q$-beta integral which comes from the continuous orthogonality relation for the $q^{-1}$-Askey--Wilson polynomials. In the $q\to 1^{-}$ limit, this $q$-beta integral corresponds to a beta integral of Ramanujan-type which we present and provide two proofs for.
The Laplace-Beltrami operator on (the surface of) a triaxial ellipsoid admits a sequence of real eigenvalues diverging to plus infinity. By introducing ellipsoidal coordinates, this eigenvalue problem for a partial differential operator is reduced to a two-parameter regular Sturm-Liouville problem involving ordinary differential operators. This two-parameter eigenvalue problem has two families of eigencurves whose intersection points determine the eigenvalues of the Laplace-Beltrami operator. Eigenvalues are approximated numerically through eigenvalues of generalized matrix eigenvalue problems. Ellipsoids close to spheres are studied employing Lamé polynomials.
Lamé's differential equation is a linear differential equation of the second order with a periodic coefficient involving the Jacobian elliptic function ${\rm sn}$ depending on the modulus $k$, and two additional parameters $h$ and $ν$. This differential equation appears in several applications, for example, the motion of coupled particles in a periodic potential. Stability and existence of periodic solutions of Lamé's equations is determined by the value of its Hill discriminant $D(h,ν,k)$. The Hill discriminant is compared to an explicitly known quantity including explicit error bounds. This result is derived from the observation that Lamé's equation with $k=1$ can be solved by hypergeometric functions because then the elliptic function ${\rm sn}$ reduces to the hyperbolic tangent function. A connection relation between hypergeometric functions then allows the approximation of the Hill discriminant by a simple expression. In particular, one obtains an asymptotic approximation of $D(h,ν,k)$ when the modulus $k$ tends to $1$.
The Laplace equation in three dimensional Euclidean space is $R$-separable in bi-cyclide coordinates leading to harmonic functions expressed in terms of Lamé-Wangerin functions called internal and external bi-cyclide harmonics. An expansion for the fundamental solution of Laplace's equation in products of internal and external bi-cyclide harmonics is derived. In limiting cases this expansion reduces to known expansion in bi-spherical and prolate spheroidal coordinates.
We derive an expansion for the fundamental solution of Laplace's equation in flat-ring coordinates in three-dimensional Euclidean space. This expansion is a double series of products of functions that are harmonic in the interior and exterior of "flat rings". These internal and external flat-ring harmonic functions are expressed in terms of simply-periodic Lamé functions. In a limiting case we obtain the expansion of the fundamental solution in toroidal coordinates.
We derive an expansion for the fundamental solution of Laplace's equation in flat-ring cyclide coordinates in three-dimensional Euclidean space. This expansion is a double series of products of functions that are harmonic in the interior and exterior of coordinate surfaces which are peanut shaped and orthogonal to surfaces which are flat-rings. These internal and external peanut harmonic functions are expressed in terms of Lamé-Wangerin functions. Using the expansion for the fundamental solution, we derive an addition theorem for the azimuthal Fourier component in terms of the odd-half-integer degree Legendre function of the second kind as an infinite series in Lamé-Wangerin functions. We also derive integral identities over the Legendre function of the second kind for a product of three Lamé-Wangerin functions. In a limiting case we obtain the expansion of the fundamental solution in spherical coordinates.
In this note we consider the Fourier expansion of the Ferrers function P of the first kind. We determine its mode of convergence.
We derive all eighteen Gauss hypergeometric representations for the Ferrers function of the second kind, each with a different argument. They are obtained from the eighteen hypergeometric representations of the associated Legendre function of the second kind by using a limit representation. For the 18 hypergeometric arguments which correspond to these representations, we give geometrical descriptions of the corresponding convergence regions in the complex plane. In addition, we consider a corresponding single sum Fourier expansion for the Ferrers function of the second kind. In four of the eighteen cases, the determination of the Ferrers function of the second kind requires the evaluation of the hypergeometric function separately above and below the branch cut at $[1,\infty)$. In order to complete these derivations, we use well-known results to derive expressions for the hypergeometric function above and below its branch cut. Finally we give a detailed review of the 1888 paper by Richard Olbricht who was the first to study hypergeometric representations of Legendre functions.
The joint distribution of a geometric Brownian motion and its time-integral was derived in a seminal paper by Yor (1992) using Lamperti's transformation, leading to explicit solutions in terms of modified Bessel functions. In this paper, we revisit this classic result using the simple Laplace transform approach in connection to the Heun differential equation. We extend the methodology to the geometric Brownian motion with affine drift and show that the joint distribution of this process and its time-integral can be determined by a doubly-confluent Heun equation. Furthermore, the joint Laplace transform of the process and its time-integral is derived from the asymptotics of the solutions. In addition, we provide an application by using the results for the asymptotics of the double-confluent Heun equation in pricing Asian options. Numerical results show the accuracy and efficiency of this new method.
Wasserstein distances provide a metric on a space of probability measures. We consider the space $Ω$ of all probability measures on the finite set $χ= \{1, \dots ,n\}$ where $n$ is a positive integer. 1-Wasserstein distance, $W_1(μ,ν)$ is a function from $Ω\times Ω$ to $[0,\infty)$. This paper derives closed form expressions for the First and Second moment of $W_1$ on $Ω\times Ω$ assuming a uniform distribution on $Ω\times Ω$.
The Floquet eigenvalue problem and a generalized form of the Wangerin eigenvalue problem for Lamé's differential equation are discussed. Results include comparison theorems for eigenvalues and analytic continuation, zeros and limiting cases of (generalized) Lamé-Wangerin eigenfunctions. Algebraic Lamé functions and Lamé polynomials appear as special cases of Lamé-Wangerin functions.
We study spectral properties of the transfer operators $L$ defined on the circle $\mathbb T=\mathbb R/\mathbb Z$ by $$(Lu)(t)=\frac{1}{d}\sum_{i=0}^{d-1} f\left(\frac{t+i}{d}\right)u\left(\frac{t+i}{d}\right),\ t\in\mathbb T$$ where $u$ is a function on $\mathbb T$. We focus in particular on the cases $f(t)=|\cos(πt)|^q$ and $f(t)=|\sin(πt)|^q$, which are closely related to some classical Fourier-analytic questions. We also obtain some explicit computations, particularly in the case $d=2$. Our study extends work of Strichartz \cite{Strichartz1990} and Fan and Lau \cite{FanLau1998}.
The paper discusses some properties of the modulus $|W_{k,m}(z)|$ of the Whittaker function $W_{k,m}(z)$. In particular, completely monotone functions expressed in terms of $|W_{k,m}(z)|$ are found. The results follow from an integral representation for products of Whittaker functions due to Erdélyi (1938).
It is shown that a known asymptotic expansion of the Kummer function $U(a,b,z)$ as $a$ tends to infinity is valid for $z$ on the full Riemann surface of the logarithm. A corresponding result is also proved in a more general setting considered by Olver (1956).
In 1946, Magnus presented an addition theorem for the confluent hypergeometric function of the second kind $U$ with argument $x+y$ expressed as an integral of a product of two $U$'s, one with argument $x$ and another with argument $y$. We take advantage of recently obtained asymptotics for $U$ with large complex first parameter to determine a domain of convergence for Magnus' result. Using well-known specializations of $U$, we obtain corresponding integral addition theorems with precise domains of convergence for modified parabolic cylinder functions, and Hankel, Macdonald, and Bessel functions of the first and second kind with order zero and one.
This paper considers the optimal dividend payment problem in piecewise-deterministic compound Poisson risk models. The objective is to maximize the expected discounted dividend payout up to the time of ruin. We provide a comparative study in this general framework of both restricted and unrestricted payment schemes, which were only previously treated separately in certain special cases of risk models in the literature. In the case of restricted payment scheme, the value function is shown to be a classical solution of the corresponding HJB equation, which in turn leads to an optimal restricted payment policy known as the threshold strategy. In the case of unrestricted payment scheme, by solving the associated integro-differential quasi-variational inequality, we obtain the value function as well as an optimal unrestricted dividend payment scheme known as the barrier strategy. When claim sizes are exponentially distributed, we provide easily verifiable conditions under which the threshold and barrier strategies are optimal restricted and unrestricted dividend payment policies, respectively. The main results are illustrated with several examples, including a new example concerning regressive growth rates.
We use connection relations and series rearrangement to generalize generating functions for several higher continuous orthogonal polynomials in the Askey scheme, namely the Wilson, continuous dual Hahn, continuous Hahn, and Meixner-Pollaczek polynomials. We also determine corresponding definite integrals using the orthogonality relations for these polynomials.