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The journal Asymptotic Analysis fulfills a twofold function. It aims at publishing original mathematical results in the asymptotic theory of problems affected by the presence of small or large parameters on the one hand, and at giving specific indications of their possible applications to different fields of natural sciences on the other hand.
Asymptotic Analysis thus provides mathematicians with a concentrated source of newly acquired information which they may need in the analysis of asymptotic problems.
Article Type: Research Article
Abstract: Polarization matrices (or tensors) are generalizations of mathematical objects like the harmonic capacity or the virtual mass tensor. They participate in many asymptotic formulae with broad applications to problems of structural mechanics. In the present paper polarization matrices for anisotropic heterogeneous elastic inclusions are investigated, the ambient anisotropic elastic space is allowed to be inhomogeneous near the inclusion as well. By variational arguments the existence of unique solutions to the corresponding transmission problems is proved. Using results about elliptic problems in domains with a compact complement, polarization matrices can be properly defined in terms of certain coefficients in the asymptotic …expansion at infinity of the solution to the homogeneous transmission problem. Representation formulae are derived from which properties like positivity or negativity can be read of directly. Further the behavior of the polarization matrix is investigated under small changes of the interface. Show more
Keywords: asymptotic analysis, polarization matrix, elastic moment tensors, anisotropic elasticity problems, transmission conditions
Citation: Asymptotic Analysis, vol. 68, no. 4, pp. 189-221, 2010
Article Type: Research Article
Abstract: A multichannel model is considered, with each channel represented by a linear second-order stochastic equation with two unknown coefficients. The channels are interpreted as the Fourier coefficients of the solution of a stochastic hyperbolic equation with possibly unbounded damping. The maximum likelihood estimator of the coefficients is constructed using the information from a finite number of channels. Necessary and sufficient conditions are determined for the consistency of the estimator as the number of channels increases, while the observation time and noise intensity remain fixed.
Keywords: cylindrical Brownian motion, second-order stochastic equations, stochastic hyperbolic equations
Citation: Asymptotic Analysis, vol. 68, no. 4, pp. 223-248, 2010
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