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Javier Segura

Publications and source records attributed to Javier Segura.

At least 19 recordsLinked to original sources
arXiv2026

Optimized bounds for the product and the ratios of modified Bessel functions

New sharp bounds for the product and the ratios of modified Bessel functions are presented. Most bounds for the product are derived as direct consequences of previously established bounds for the ratios of consecutive orders, except for the lower bound $I_\nu(x)K_\nu(x) > \frac{1}{2}(x^2 + \nu^2 + 1/5)^{-1/2}$, which had been conjectured for $x > 0$ and $\nu > -1$ and we prove in the present paper, showing that the constant $1/5$ can not be lowered. Moreover, very sharp bounds are obtained for the ratios (and consequently for the product) by asymptotically optimizing certain uniparametric inequalities. These optimized bounds are remarkably accurate: they remain extremely sharp for both small and large $x$ with fixed $\nu$, and for large $\nu$ with fixed $x$ or fixed $z = x/\nu$. As a consequence, they provide precise upper and lower estimates across a wide range of parameters.

math.CA↗
arXiv2025

Uniform Asymptotic approximation and numerical evaluation of the Reverse Generalized Bessel Polynomial zeros

Uniform asymptotic expansions are derived for the zeros of the reverse generalized Bessel polynomials of large degree $n$ and real parameter $a$. It is assumed that $-\Delta_{1} n+\frac{3}{2} \leq a \leq \Delta_{2} n$ for fixed arbitrary $\Delta_{1} \in (0,1)$ and bounded positive $\Delta_{2}$. For this parameter range at most one of the zeros is real, with the rest being complex conjugates. The new expansions are uniformly valid for all the zeros, and are shown to be highly accurate for moderate or large values of $n$. They are consequently used as initial values in a very efficient numerical algorithm designed to obtain the remaining complex zeros using Taylor series.

math.CA↗
arXiv2024

McMahon-type asymptotic expansions of the zeros of the Coulomb wave functions

We derive asymptotic expansions of the large zeros of the Coulomb wave functions and for those of their derivatives. The new expansions have the same form as the McMahon expansions of the zeros of the Bessel functions and reduce to them when a parameter is equal to zero. Numerical tests are provided to demonstrate the accuracy of the expansions.

math.CA↗
arXiv2024

On bounds for ratios of contiguous hypergeometric functions

We review recent results on analytical properties (monotonicity and bounds) for ratios of contiguous functions of hypergeometric type. The cases of parabolic cylinder functions and modified Bessel functions have been discussed with considerable detail in the literature, and we give a brief account of these results, completing some aspects in the case of parabolic cylinder functions. Different techniques for obtaining these bounds are considered. They are all based on simple qualitative descriptions of the solutions of associated ODEs (mainly Riccati equations, but not only Riccati). In spite of their simplicity, they provide the most accurate global bounds known so far. We also provide examples of application of these ideas to the more general cases of the Kummer confluent function and the Gauss hypergeometric function. The function ratios described in this paper are important functions appearing in a large number of applications, in which simple approximations are very often required.

math.CA↗
arXiv2023

New asymptotic representations of the noncentral $t$-distribution

New asymptotic approximations of the non-central $t$ distribution are given, a generalization of the Student's $t$ distribution. Using new integral representations, we give new asymptotic expansions for large values of the noncentrality parameter but also for large values of the degrees of freedom parameter. In some case we accept more than one large parameter. These results are in terms of elementary functions, but also in terms of the complementary error function and the incomplete gamma function. A number of numerical tests demonstrate the performance of the asymptotic approximations.

math.PR↗
arXiv2023

Analysis of difference schemes for the Fokker-Planck angular diffusion operator

This paper is dedicated to the mathematical analysis of finite difference schemes for the angular diffusion operator present in the azimuth-independent Fokker-Planck equation. The study elucidates the reasons behind the lack of convergence in half range mode for certain widely recognized discrete ordinates methods, and establishes sets of sufficient conditions to ensure that the schemes achieve convergence of order $2$. In the process, interesting properties regarding Gaussian nodes and weights, which until now have remained unnoticed by mathematicians, naturally emerge.

math.NA↗
arXiv2023

Uniform relations between the Gauss-Legendre nodes and weights

Four different relations between the Legendre nodes and weights are presented which, unlike the circle and trapezoid theorems for Gauss-Legendre quadrature, hold uniformly in the whole interval $(-1,1)$. These properties are supported by strong asymptotic evidence. The study of these results was originally motivated by the role some of them play in certain finite difference schemes used in the discretization of the angular Fokker-Planck diffusion operator.

math.NA↗
arXiv2021

Monotonicity properties for ratios and products of modified Bessel functions and sharp trigonometric bounds

Let $I_ν(x)$ and $K_ν(x)$ be the first and second kind modified Bessel functions. It is shown that the nullclines of the Riccati equation satisfied by $x^α Φ_{i,ν}(x)$, $i=1,2$, with $Φ_{1,ν}=I_{ν-1}(x)/I_ν(x)$ and $Φ_{2,ν}(x)=-K_{ν-1}(x)/K_ν(x)$, are bounds for $x^α Φ_{i,ν}(x)$, which are solutions with unique monotonicity properties; these bounds hold at least for $\pm α\notin (0,1)$ and $ν\ge 1/2$. Properties for the product $P_ν(x)=I_ν(x)K_ν(x)$ can be obtained as a consequence; for instance, it is shown that $P_ν(x)$ is decreasing if $ν\ge -1$ (extending the known range of this result) and that $xP_ν(x)$ is increasing for $ν\ge 1/2$. We also show that the double ratios $W_{i,ν}(x)=Φ_{i,ν+1}(x)/Φ_{i,ν}(x)$ are monotonic and that these monotonicity properties are exclusive of the first and second kind modified Bessel functions. Sharp trigonometric bounds can be extracted from the monotonicity of the double ratios. The trigonometric bounds for the ratios and the product are very accurate as $x\rightarrow 0^+$, $x\rightarrow +\infty$ and $ν\rightarrow +\infty$ in the sense that the first two terms in the power series expansions in these limits are exact.

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arXiv2020

A new asymptotic representation and inversion method for the Student's t distribution

Some special functions are particularly relevant in applied probability and statistics. For example, the incomplete beta function is the cumulative central beta distribution. In this paper, we consider the inversion of the central Student's-$t$ distribution which is a particular case of the central beta distribution. The inversion of this distribution functions is useful in hypothesis testing as well as for generating random samples distributed according to the corresponding probability density function. A new asymptotic representation in terms of the complementary error function, will be one of the important ingredients in our analysis. As we will show, this asymptotic representation is also useful in the computation of the distribution function. We illustrate the performance of all the obtained approximations with numerical examples.

math.CA↗
arXiv2020

Uniform (very) sharp bounds for ratios of Parabolic Cylinder functions

Parabolic Cylinder functions (PCFs) are classical special functions with applications in many different fields. However, there is little information available regarding simple uniform approximations and bounds for these functions. We obtain very sharp bounds for the ratio $Φ_n(x)=U(n-1,x)/U(n,x)$ and the double ratio $Φ_n(x)/Φ_{n+1}(x)$ in terms of elementary functions (algebraic or trigonometric) and prove the monotonicity of these ratios; bounds for $U(n,z)/U(n,y)$ are also made available. The bounds are very sharp as $x\rightarrow \pm \infty$ and $n\rightarrow +\infty$, and this simultaneous sharpness in three different directions explains their remarkable global accuracy. Upper and lower elementary bounds are obtained which are able to produce several digits of accuracy for moderately large $|x|$ and/or $n$.

math.CA↗
arXiv2020

Comments on the paper "Universal bounds and monotonicity properties of ratios of Hermite and Parabolic Cylinder functions"

In the abstract of [1] we read: "We obtain so far unproved properties of a ratio involving a classof Hermite and parabolic cylinder functions." However, we explain how some of the main results in that paper were already proved in [2], namely the `universal bounds'. An error in reference [2] was discussed in [1] which does not affect the proof given there for those `universal bounds'; we fix this erratum easily. We end this note proposing a conjecture regarding the best possible upper bound for a certain ratio of parabolic cylinder functions.

math.CA↗
arXiv2020

Asymptotic expansions of Jacobi polynomials and of the nodes and weights of Gauss-Jacobi quadrature for large degree and parameters in terms of elementary functions

Asymptotic approximations of Jacobi polynomials are given in terms of elementary functions for large degree $n$ and parameters $α$ and $β$. From these new results, asymptotic expansions of the zeros are derived and methods are given to obtain the coefficients in the expansions. These approximations can be used as initial values in iterative methods for computing the nodes of Gauss--Jacobi quadrature for large degree and parameters. The performance of the asymptotic approximations for computing the nodes and weights of these Gaussian quadratures is illustrated with numerical examples.

math.CA↗
arXiv2020

Numerical evaluation of Airy-type integrals arising in uniform asymptotic analysis

We describe a method to evaluate integrals that arise in the asymptotic analysis when two saddle points may be close together. These integrals, which appear in problems from optics, acoustics or quantum mechanics as well as in a wide class of special functions, can be transformed into Airy-type integrals and we use the trapezoidal rule to compute these integrals numerically. The quadrature method, which remains valid when two saddle points coalesce, is illustrated with numerical examples.

math.NA↗
arXiv2018

Non-iterative computation of Gauss-Jacobi quadrature

Asymptotic approximations to the zeros of Jacobi polynomials are given, with methods to obtain the coefficients in the expansions. These approximations can be used as standalone methods for the non-iterative computation of the nodes of Gauss--Jacobi quadratures of high degree ($n\ge 100$). We also provide asymptotic approximations for functions related to the first order derivative of Jacobi polynomials which are used for computing the weights of the Gauss--Jacobi quadrature. The performance of the asymptotic approximations is illustrated with numerical examples, and it is shown that nearly double precision relative accuracy is obtained both for the nodes and the weights when $n\ge 100$ and $-1< \alpha, \beta\le 5$. For smaller degrees the approximations are also useful as they provide $10^{-12}$ relative accuracy for the nodes when $n\ge 20$, and just one Newton step would be sufficient to guarantee double precision accuracy in that cases.

math.NA↗
arXiv2015

Sharp bounds for cumulative distribution functions

Ratios of integrals can be bounded in terms of ratios of integrands under certain monotonicity conditions. This result, related with L'Hôpital's monotone rule, can be used to obtain sharp bounds for cumulative distribution functions. We consider the case of noncentral cumulative gamma and beta distributions. Three different types of sharp bounds for the noncentral gamma distributions (also called Marcum functions) are obtained in terms of modified Bessel functions and one additional type of function: a second modified Bessel function, two error functions or one incomplete gamma function. For the noncentral beta case the bounds are expressed in terms of Kummer functions and one additional Kummer function or an incomplete beta function. These bounds improve previous results with respect to their range of application and/or its sharpness.

math.CA↗
arXiv2015

The Schwarzian-Newton method for solving nonlinear equations, with applications

The Schwarzian-Newton method can be defined as the minimal method for solving nonlinear equations $f(x)=0$ which is exact for any function $f$ with constant Schwarzian derivative; exactness means that the method gives the exact root in one iteration for any starting value in a neighborhood of the root. This is a fourth order method which has Halley's method as limit when the Schwarzian derivative tends to zero. We obtain conditions for the convergence of the SNM in an interval and show how this method can be applied for a reliable and fast solution of some problems, like the inversion of cumulative distribution functions (gamma and beta distributions) and the inversion of elliptic integrals.

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