Estimating probability curves of rock variables using orthogonal polynomials and sample moments

A new algorithm using orthogonal polynomials and sample moments was presented for estimating probability curves directly from experimental or field data of rock variables. The moments estimated directly from a sample of observed values of a random variable could be conventional moments (moments about the origin or central moments) and probability-weighted moments (PWMs). Probability curves derived from orthogonal polynomials and conventional moments are probability density functions (PDF), and probability curves derived from orthogonal polynomials and PWMs are inverse cumulative density functions (CDF) of random variables. The proposed approach is verified by two most commonly-used theoretical standard distributions: normal and exponential distribution. Examples from observed data of uniaxial compressive strength of a rock and concrete strength data are presented for illustrative purposes. The results show that probability curves of rock variable can be accurately derived from orthogonal polynomials and sample moments. Orthogonal polynomials and PWMs enable more secure inferences to be made from relatively small samples about an underlying probability curve.

ORTHOGONAL POLYNOMIALS AND DETERMINANT FORMULAS OF FUNCTION-VALUED PADE-TYPE APPROXIMATION USING FOR SOLUTION OF INTEGRAL EQUATIONS

To solve Fredholm integral equations of the second kind, a generalized linear functional is introduced and a new function-valued Padé-type approximation is defined. By means of the power series expansion of the solution, this method can construct an approximate solution to solve the given integral equation. On the basis of the orthogonal polynomials, two useful determinant expressions of the numerator polynomial and the denominator polynomial for Padé-type approximation are explicitly given.

ASYMPTOTICS OF ORTHOGONAL POLYNOMIALS VIA THE RIEMANN-HILBERT APPROACH

In this survey we give a brief introduction to orthogonal polynomials, including a short review of classical asymptotic methods. Then we turn to a discussion of the Riemann-Hilbert formulation of orthogonal polynomials, and the Delft ＆ Zhou method of steepest descent. We illustrate this new approach, and a modified version, with the Hermite polynomials. Other recent progress of this method is also mentioned, including applications to discrete orthogonal polynomials, orthogonal polynomials on curves, multiple orthogonal polynomials, and certain orthogonal polynomials with singular behavior.

ORTHOGONAL POLYNOMIAL EXPANSIONS OF THERMODYNAMICPROPERTIES OF BINARY AND TERNARY SYSTEMS

Orthogonal polynomial expansions are ased to present integral properties of binary and ternary sgstems. The partial property of each component can be expressed with the same set of coeffcients. It was shown that the coefficients are completely independent. Ternary system of Pb-Sb-Sn and its three binary sub-systems are calculated as example.

A SEMI-CONJUGATE MATRIX BOUNDARY VALUE PROBLEM FOR GENERAL ORTHOGONAL POLYNOMIALS ON AN ARBITRARY SMOOTH JORDAN CURVE

In this article, the author characterizes orthogonal polynomials on an arbitrary smooth Jordan curve by a semi-conjugate matrix boundary value problem, which is different from the Riemann-Hilbert problems that appear in the theory of Riemann -Hilbert approach to asymptotic analysis for orthogonal polynomials on a real interval introduced by Fokas, Its, and Kitaev and on the unit circle introduced by Baik, Deift, and Johansson. The author hopes that their characterization may be applied to asymptotic analysis for general orthogonal polynomials by combining with a new extension of steepest descent method which we are looking for.

Probabilistic density function estimation of geotechnical shear strength parameters using the second Chebyshev orthogonal polynomial

A method to estimate the probabilistic density function （PDF） of shear strength parameters was proposed. The second Chebyshev orthogonal polynomial（SCOP） combined with sample moments （the origin moments） was used to approximate the PDF of parameters. X^2 test was adopted to verify the availability of the method. It is distribution-free because no classical theoretical distributions were assumed in advance and the inference result provides a universal form of probability density curves. Six most commonly-used theoretical distributions named normal, lognormal, extreme value Ⅰ , gama, beta and Weibull distributions were used to verify SCOP method. An example from the observed data of cohesion c of a kind of silt clay was presented for illustrative purpose. The results show that the acceptance levels in SCOP are all smaller than those in the classical finite comparative method and the SCOP function is more accurate and effective in the reliability analysis of geotechnical engineering.

Numerical Solutions of Volterra Equations Using Galerkin Method with Certain Orthogonal Polynomials

This work is aim at providing a numerical technique for the Volterra integral equations using Galerkin method. For this purpose, an effective matrix formulation is proposed to solve linear Volterra integral equations of the first and second kind respectively using orthogonal polynomials as trial functions which are constructed in the interval [-1,1] with respect to the weight function w(x)=1+x2. The efficiency of the proposed method is tested on several numerical examples and compared with the analytic solutions available in the literature.

Flutter Analysis of Aircraft Wing Using Equivalent-Plate Models with Orthogonal Polynomials

A method of equivalent simplification,using equivalent-plate models(EPMs),is developed.It is to achieve goals of rapid modeling and effective analysis in structural dynamics and flutter analysis of complex wing structures.It is on the assumption that the wing structures discussed are composed of skin,beams and ribs,and the different plate units(such as skin,beam web,rib web)are not distinguished in modeling,which is to avoid the complex pre-processing and make it more generalized.Taking the effect of transverse shear deformation into consideration,the equivalence is based on the first-order shear deformation theory,and it can import the model files of MSC/NASTRAN and process the information to accomplish the equivalent modeling.The Ritz method is applied with the Legendre polynomials,which is used to define the geometry,structure and displacements of the wing.Particularly,the selection of Legendre polynomials as trial functions brings good accuracy to the modeling and can avoid the ill-conditions.This is in contrast to the EPM method based on the classical plate theory.Through vibration and flutter analysis,the results obtained by using EPM agree well with those obtained by the finite element method,which indicates the accuracy and effectiveness in vibration and flutter analysis of the EPM method.

THE ORTHOGONAL POLYNOMIALS AND THE PADE'APPROXIMATION

The diagonal Pade' approximates for exp(x). tanx and tanhx are obtained in asimple manner by using the property of Legendre polynomials that on [ -1, 1] Pn (x)is orthogonal to every polynomial of lower degree. Gauss's quadrature formula is used tofined the denomiators of some functions.

Orthogonal Polynomials and Padé Approximation

The diagonal Padé approximants for exp ( x ), tan x and tanh x are obtained in a simple manner by using the property of Legendre polynomials that on P r1 (x) is orthogonal to every polynomial of lower degree. Gauss's quadrature formula is used to find the denominators of some functions.

GENERALIZED WEIGHTED SOBOLEV SPACES AND APPLICATIONS TO SOBOLEV ORTHOGONAL POLYNOMIALS Ⅱ

We present a definition of general Sobolev spaces with respect to arbitrary measures, Wk,p(Ω,μ) for 1 .≤p≤∞.In [RARP] we proved that these spaces are complete under very light conditions. Now we prove that if we consider certain general types of measures, then Cτ∞(R) is dense in these spaces. As an application to Sobolev orthogonal polynomials, toe study the boundedness of the multiplication operator. This gives an estimation of the zeroes of Sobolev orthogonal polynomials.

ORTHOGONAL POLYNOMIALS ON INFINITE INTERVALS AND PROBLEM 54 OF P.TURAN

In this paper some new results for general orthogonal polynomials on infinite intervals are presented. In particular, an answer to Problem 54 of P. Turan[J. Approximation Theory, 29(1980),P.64] is given.

On a New Family of Weighted Least-square Orthogonal Polynomials in Multivariables

This paper introduces a new notion of weighted least-square orthogonal polynomials in multivariables from the triangular form. Their existence and uniqueness is studied and some methods for their recursive computation are given. As an application, this paper constructs a new family of Pade-type approximates in multi-variables from the triangular form.

Matrix orthogonal polynomials,non-abelian Toda lattices,and Bäcklund transformations

A connection between matrix orthogonal polynomials and non-abelian integrable lattices is investigated in this paper.The normalization factors of matrix orthogonal polynomials expressed using quasideterminants are shown to be the solutions to the non-abelian Toda lattice in semi-discrete and full-discrete cases.Moreover,with a moment modification method,we demonstrate that the B¨acklund transformation of the non-abelian Toda lattice given by Popowicz(1983)is equivalent to the non-abelian Volterra lattice,whose solutions can be expressed using quasi-determinants as well.

Orthogonal polynomial expansions for the valuation ofoptions under the stochastic volatility models with stochastic correlation

This work provides a new method for pricing options under the generalized stochastic volatility models with Jacobi stochastic correlation.Our method is based on the observation that the generalized models belong to the class of polynomial diffusions and therefore the option prices can be efficiently computed via orthogonal polynomial expansions.We take the Heston and Schöbel-Zhu models with stochastic correlation as two specific examples and are able to derive the analytical formulas for the option prices.We also illustrate the accuracy of the proposed method through a number of numerical experiments.

GUIDED WAVES IN MULTILAYERED PLATES: AN IMPROVED ORTHOGONAL POLYNOMIAL APPROACH

Conventional orthogonal polynomial approach can solve the multilayered plate only when the material properties of two adjacent layers do not change significantly. This paper de- veloped an improved orthogonal polynomial approach to solve wave propagation in multilayered plates with very dissimilar material properties. Through numerical comparisons among the exact solution, the results from the conventional polynomial approach and from the improved poly- nomial approach, the validity of the improved polynomial approach is illustrated. Finally, it is shown that the conventional polynomial approach can not yield correct continuous normal stress profiles. The improved orthogonul polynomial approach has overcome this drawback.

Reconstructing the Potential Function in a Formulation of Quantum Mechanics Based on Orthogonal Polynomials

In a recent reformulation of quantum mechanics, the properties of the physical system are derived from orthogonal polynomials that make up the expansion coefficients of the wavefunction in a complete set of square integrable basis. Here, we show how to reconstruct the potential function so that a correspondence with the standard formulation could be established. However, the correspondence places restriction on the kinematics of such problems.

Resurgence relation and global asymptotic analysis of orthogonal polynomials via the Riemann-Hilbert approach

A global asymptotic analysis of orthogonal polynomials via the Riemann-Hilbert approach is presented,with respect to the polynomial degree.The domains of uniformity are described in certain phase variables.A resurgence relation within the sequence of Riemann-Hilbert problems is observed in the procedure of derivation.Global asymptotic approximations are obtained in terms of the Airy function.The system of Hermite polynomials is used as an illustration.

Global Asymptotics of Orthogonal Polynomials Associated with a Generalized Freud Weight

In this paper, the authors consider the asymptotic behavior of the monic polynomials orthogonal with respect to the weight function w（x） = /x/2αe-（x4＋tx2）, x ∈R, where α is a constant larger than - 1/2 and t is any real number. They consider this problem in three separate cases： （i） c 〉 -2, （ii） c = -2, and （iii） c 〈 -2, where c ：= tN-1/2 is a constant, N = n ＋ a and n is the degree of the polynomial. In the first two cases, the support of the associated equilibrium measure μ is a single interval, whereas in the third case the support of μt consists of two intervals. In each case, globally uniform asymptotic expansions are obtained in several regions. These regions together cover the whole complex plane. The approach is based on a modified version of the steepest descent method for Riemann-Hilbert problems introduced by Deift and Zhou （1993）.

Orthogonal Polynomials with Respect to Modified JacobiWeight and Corresponding Quadrature Rules of Gaussian Type

In this paper we consider polynomials orthogonal with respect to the linear functional L:P→C,defined on the space of all algebraic polynomials P by L[p]=∫_(-1)^(1)p(x)(1−x)^(α−1/2)(1+x)^(β−1/2)exp(iζx)dx,whereα,β>−1/2 are real numbers such thatℓ=|β−α|is a positive integer,andζ∈R\{0}.We prove the existence of such orthogonal polynomials for some pairs ofαandζand for all nonnegative integersℓ.For such orthogonal polynomials we derive three-term recurrence relations and also some differential-difference relations.For such orthogonal polynomials the corresponding quadrature rules of Gaussian type are considered.Also,some numerical examples are included.