For a smooth exact solution of the advection equation, , since the transport velocity in the convention is minus one. Put , and move the scheme's right side to the left. Substitution gives the exact-solution residual
Its constant, linear and quadratic Taylor expansion terms cancel. The cubic term is
The un-substituted leading term is , so divide by to use a normalized local truncation error. For a fixed positive Courant ratio,
Thus the generic method is second order, provided stability and a compatible second-order starter are supplied.
There are two special ratios rather than an unnoticed higher generic order. At , the scheme is ; both sides lie on the same exact characteristic, and the residual vanishes identically. At the previous-level term cancels the unshifted current term for exact data, again producing zero residual on every exact characteristic solution. The first special case is stable, while the second is not stable for arbitrary two-level perturbations, as part (b) shows. Exact propagation of specially initialized data is not a substitute for stability.
A Taylor expansion of the tangential no-slip boundary condition gives . Since ,
For matrix-relative Brinkman velocity, the mean second-order tangential flow is
The mean tangential traction has no first-order geometric remainder: at the surface and , so the mean displaced-boundary and tilted-normal corrections cancel. Thus the force-free condition gives , hence . In the limit boundedness likewise excludes mean shear. The swimming speed of a Brinkman sheet is therefore
It is larger than the simple-fluid speed by for fixed waveform and frequency. The matrix offers a reaction structure for the transverse stroke and more strongly confines the induced motion; it acts as a footing against which the wave pushes. This is a prescribed-stroke comparison, not a guarantee at fixed motor power. The small-amplitude expansion is at fixed ; a large- use also needs to control variation across the displaced boundary.
Introduce a parameter to keep track of total degree. The power series for the matrix exponential gives
Set and , where the commutator is . Expanding a second matrix exponential gives
Since
the two expressions agree through total degree two. More explicitly, applying the local matrix logarithm to the first expansion gives . This proves the displayed order of the Baker--Campbell--Hausdorff formula. The Lie algebra is closed under the commutator, so its displayed exponent lies in the same Lie algebra. The expansion is a formal power series identity, or a convergent identity sufficiently near the identity matrix; this argument does not assert unrestricted global convergence.
The next two terms of the Baker--Campbell--Hausdorff formula are the two cubic commutators:
Here means total degree at least four in . If one continues by one more degree, the quartic contribution is .
For the Pauli matrices, use the Pauli matrix multiplication law
Put . The antisymmetric term disappears when contracted with , so . Consequently every even power of equals , and every odd power equals . Splitting the matrix exponential into even and odd terms of its power series yields
The Pauli matrices are Hermitian matrices, and the components of are real, so . For real , the resulting matrix satisfies
Also and , so its two eigenvalues are . The eigenvalues of are therefore , whose product is one. Thus is a unitary matrix with determinant one: it belongs to the SU(2) group.
Multiplying the two exact Pauli matrix exponentials, and using , gives
In particular, the term has a minus sign. Its quadratic Taylor expansion is
Taking , , the Pauli matrix commutator identity gives . The quadratic exponent in the Baker--Campbell--Hausdorff formula is therefore . In , only the linear part of contributes to through degree two. The anticommutator gives , reproducing the exact product's quadratic expansion.
Take the sky frame and disk frame to be right-handed orthonormal bases, with positive angular displacement measured from toward . In particular, positive is toward the observer, so material crossing the sky plane with positive is at the ascending node. Write , , , and . The disk frame's first unit vector lies along its ascending node, and its second has positive component. The orbital-frame rotation from inclination and node therefore gives
Each column is a disk-frame unit vector in sky coordinates, so and the inverse is . At the disk's ascending node, the component of its tangential velocity is positive, confirming the sign of the tilt.
Let define a provisional planet frame whose first axis is the planet's sky-plane ascending node. Its normal is . Expressing that normal in the disk orthonormal basis, with , gives
The last component is the dot product of the two orbital normals, hence the cosine of the mutual inclination. The mutual ascending node points along : motion there has positive disk-normal component. Set
Then , and the quadrant-correct longitude of ascending node is . Thus
The tangent alone cannot fix the quadrant, and is undefined for exactly coincident orbital planes.
For the two rotation routes, define as the oriented angle, within the planet's orbital plane, from its sky-plane ascending node to its disk-plane ascending node. If are the first two columns of , take . Both routes describe the same planet orthonormal basis:
The left route goes through the disk frame; the right goes through the sky-node planet frame. Comparing their third columns gives the two boxed relations, while comparison of first columns fixes the extra in-plane angle.
Figure 1.
Sky-node directions and the mutual ascending node of the disk and planet
. Details.
Put and . A second-order Taylor expansion gives , and therefore the mutual inclination of nearly edge-on orbits satisfies
All expansion angles are in radians. For plotting in degrees this is . The given planet has exact and . The exact minimum occurs at , with . At and , the second-order values are and .
Figure 2.
Mutual inclination versus the planet's observed inclination
. Details.
For the disk evolution, neglect disk self-gravity, collisions that align the planes, and back-reaction on the planet. In the initial disk plane, use the complex inclination for a ring and for the planet. Linear Laplace-Lagrange secular theory has forced inclination and solution for initially flat rings. For an inner circular perturber, the Laplace coefficient formula is , with . Its quadrupole approximation uses , yielding
In the plot referenced to the initial disk, every ring runs clockwise on the same circle centered at , starting at the origin. Inner rings advance more quickly. If the axes are instead referenced to the planet's plane, the relative tilt is : these circles are centered at the origin, and the mutual inclination is constant. Both conventions describe the same nodal precession; they should not be mixed.
Figure 3.
Differential nodal precession in initial-disk and planet-plane inclination coordinates
. Details.
At an intermediate epoch, rings with have tilted substantially while outer rings with remain near the original disk plane. This radial variation is a planet-induced debris-disk warp. The characteristic affected radius grows like . Conservative differential nodal precession preserves each ring's tilt relative to the planet, so it does not by itself align every orbit; an unresolved inner region can acquire a mean plane near the planetary plane through phase mixing. The secular interpretation is also described in Wyatt's planetary dynamics lectures.
Consider an initial value problem on , with a Lipschitz continuous vector field in the solution variable and enough smoothness for the stated error expansions. Convergence of a numerical method means
with consistent starting values. An order of a numerical method quantifies this approximation: with sufficiently accurate starting data and the required stability, the global error is . Stability of a numerical method controls the amplification and accumulation of perturbations; it is the link between a small local defect and small global error.
For a one-step formula , define the unscaled local truncation error
The method has local order if uniformly along sufficiently smooth solutions. If the defect is divided by , its order is instead ; the convention must be specified. Assume also the perturbation estimate
The global error then satisfies
Iterating, or applying the discrete Gronwall inequality, gives
There are steps on a fixed interval, so stable propagation turns local defects into accumulated error. Starting error is needed to retain order . This explains why matching an exact Taylor expansion is insufficient unless errors are controlled during repeated steps.
For a fixed-coefficient linear multistep method, write
The consistency of a numerical method conditions are and . The higher order conditions for a linear multistep method are
with right side zero for ; exact order means first failure at . They come from inserting the exact solution and comparing its Taylor expansion.
Errors at follow the homogeneous recurrence determined by . Zero-stability is equivalent to the root condition for a multistep method: all roots of a polynomial have modulus at most one, and every unit-modulus root is simple. Roots outside the disk give exponential growth in the number of steps; repeated unit roots give polynomial growth in that number. Repeated interior roots are harmless because their polynomial factors are dominated by decay. Under the usual Lipschitz continuity and initialization assumptions, the Dahlquist equivalence theorem gives
For a zero-stable order- linear multistep method, local defects and starting errors of the stated orders yield global error by a recurrence bound and the discrete Gronwall inequality. Every required starting value matters.
A concrete failure of “consistency implies convergence” is
Here and , so and : the method is consistent, of order one. But its root violates zero-stability. For with exact solution zero and starting values , , the computed solution is . These starting errors vanish, yet at the error diverges. Local accuracy cannot compensate for an unstable recurrence.
A different meaning of stability concerns a fixed step on decaying equations. The Dahlquist test equation introduces . A one-step method gives and is absolutely stable when . For a linear multistep method, the corresponding amplification polynomial of a multistep method is , and every root must satisfy the bounded root condition, not just the root approximating . Strict asymptotic decay requires the roots to have modulus less than one for . This distinction matters at reducible methods with an undamped parasitic mode, as in question 1(c).
The Forward Euler method has order one and , so its linear stability domain is . For , with , it requires . It converges as , yet an excessively large step can produce growing oscillations on an exactly decaying problem. The Backward Euler method has the same order, but makes it A-stable and L-stable. For a stiff differential equation, fast decay can impose a severe explicit time-step restriction even when accuracy of the slow dynamics would permit a much larger step.
The trapezoidal rule has order two and is A-stable, but is not L-stable, since its stability function tends to along the negative real axis. The Second Dahlquist barrier limits an irreducible A-stable linear multistep method to order at most two. This does not limit implicit Runge-Kutta methods: question 4's Lobatto IIIA method is fourth-order and A-stable. Conversely, question 1's fourth-order member is convergent but not A-stable. These examples show that order of a numerical method, zero-stability and A-stability answer different questions.
For nonlinear dissipative problems, B-stability controls distances between numerical solutions; algebraic stability of a Runge-Kutta method is a sufficient coefficient criterion. Question 4 shows that A-stability alone does not imply that coefficient criterion. Variable time steps require additional analysis of step ratios and error propagation, and stiff problems may require uniform-in-stiffness error estimates beyond the fixed-problem convergence result. The useful chain is local accuracy plus the appropriate perturbation bound, giving global accuracy; absolute and nonlinear stability then determine which practical time steps preserve the intended dynamics.
Use the Cartesian streamfunction convention , . In the creeping-flow regime implicit in the question's biharmonic equation hint, the Stokes equations are , . Taking their curl eliminates pressure and gives
The fluid occupies the region above the actual sheet; the perturbation calculation expands its boundary about . In the swimming frame the material velocity is . The vertical kinematic condition and the supplied Navier slip boundary condition therefore give, at ,
At infinity, and , with bounded velocity and no imposed shear; all fields are periodic in with period . The sign is important: a sheet translating at sees the remote fluid translating at .
Set , , , , and . The two dimensionless parameters are the small-slope approximation parameter and dimensionless slip length . With , the dimensionless biharmonic stream function for planar Stokes flow satisfies
Expand and . At first order,
The decaying first harmonic of the biharmonic equation has the form . The vertical condition fixes and excludes a cosine component. The horizontal condition gives
Thus and for every . The spatially averaged first-order streamfunction is affine in ; its Navier slip boundary condition forces . Therefore
This first-order slip independence of a transverse sheet is independent of slip length. Its surface tangential velocity and surface shear are both zero: and . This explains why the first-order streamfunction agrees with the no-slip boundary condition.
To find the slip-enhanced swimming speed of a transverse sheet, expand only the Navier slip boundary condition through second order. Put . Taylor expansion at the displaced boundary yields
Direct differentiation gives
Hence
Average over . The zero Fourier series mode of a biharmonic streamfunction is a cubic polynomial in ; bounded velocity at infinity removes the quadratic and cubic terms. Thus its velocity is the constant , and its averaged shear is zero. The mean boundary velocity determines Taylor-sheet swimming speed principle then gives
The even remainder follows because changing the sign of the amplitude is equivalent to a half-period phase shift. In dimensional form,
For the Navier-slip Taylor swimming sheet, the ratio of speed to the no-slip value is whenever : slip increases the swimming speed. The expansion is for fixed as ; it is not a uniform prediction of arbitrarily large speed if the slip length is allowed to diverge with the inverse amplitude.
The arclength element is . For uniformly small slopes, the Taylor expansion gives
Thus to quadratic order in the slopes the excess length is . This is the small-slope approximation used in the subsequent elastic energy.
The expansion is singular near the moving lower limit, so expanding throughout the original integral would lose its constant term. Introduce the symmetric exponential integral
Under , the discarded piece becomes
This is a uniform Taylor expansion because . To derive the logarithmic expansion of a symmetric exponential integral without needing another special function, first exploit the same substitution to write
The estimate follows from . Here is Euler's constant and the small-argument expansion of the exponential integral fixes the constant as well as the logarithm.
Differentiate under the integral and integrate the derivative of over ; the exponentially small endpoint terms vanish. This gives the ordinary differential equation
For the Frobenius method at its regular singular point, write . Substitution gives and . The preceding leading calculation sets , , hence
Subtracting the moving-cutoff correction to a symmetric exponential integral yields the requested answer, including the logarithmically enhanced first-order term:
Thus the switchback term must be retained when asking for all contributions through order .
Assume is sufficiently smooth, for example near the exact trajectory. Write at the current value, with a linear map and a bilinear map when the ordinary differential equation is vector valued. Taylor expansion of the stages gives
The exact flow has Taylor expansion
Matching the terms through in the Runge-Kutta method gives the sufficient third-order conditions for an explicit Runge-Kutta method
For scalar , replace by and by in the scalar sense. The resulting local error is ; under a local Lipschitz continuity assumption and bounded derivatives on a finite time interval, the standard one-step error recurrence gives global error , hence third order.
On the linear test equation , putting gives the stability function
Thus , so lies inside the linear stability domain. The four order conditions are compatible, for example and .
Set , and , the reduced mass. Newton's law of universal gravitation gives and . Subtraction establishes
For fixed masses, the orbital energy and angular momentum are
Taking derivatives gives and . These are conservation of energy and conservation of angular momentum in the unperturbed Kepler orbit. To see directly that the orbital eccentricity is fixed, put and . The eccentricity vector is
Since , the cross product identity gives , so . Its magnitude is the orbital eccentricity. Equivalently,
Thus the semi-major axis and orbital eccentricity of a bound noncollision Kepler orbit are constant, including .
Take the centre of mass as origin. The two positions are and . For , a Taylor expansion gives
The mass dipole vanishes because , and the second mass moment tensor is . The gravitational quadrupole potential of a point-mass binary is consequently
Both printed tensors are trace-free. Contracting them with the Kronecker delta summed over three spatial dimensions gives
This proves the requested expression through second order. In particular the printed convention is , where is the standard mass quadrupole moment; the radiation coefficient must be adjusted accordingly. No mass dipole term may be retained in centre of mass coordinates.
To evaluate the quadrupole formula without assuming a circular orbit, put , and . Differentiating the gravitational acceleration gives the kinematic jerk
For , the product rule then gives
Inserting these into the printed mass quadrupole moment convention yields
The two tensors in brackets are orthogonal in their tensor contraction, because . Their squared norms are and , respectively. Hence
The instantaneous quadrupole luminosity of a Kepler binary is therefore
The radial derivative is not the vector speed. The bracket equals , so the radiated luminosity is nonnegative for every instantaneous velocity.
For a slowly evolving circular orbit, there is no preferred orbital phase at which to excite a persistent eccentricity vector. More precisely, the rotating mass quadrupole moment emits at twice the orbital frequency, with angular harmonic number two; its gravitational-wave energy and angular-momentum balance is . The circular Kepler orbit sequence has and , so this loss is tangent to the sequence. At leading adiabatic order it preserves zero secular orbital eccentricity. This is a circular gravitational-wave inspiral, with a small radial drift rather than an exactly fixed-radius Newtonian circle. The energy flux alone would not establish circularity without this symmetry and angular momentum balance.
To leading radiation order use , and in the loss formula. Combining it with gives
Keeping the fixed masses and leading quadrupole formula, integration gives
This formal coalescence time displays the strong dependence: gravitational-wave emission from a binary system matters far more for close binary stars than for wide ones. The orbital period decreases as and the gravitational-wave frequency increases, producing a chirp. A detached binary can be driven into Roche-lobe overflow; further evolution then depends on mass-transfer stability. A sufficiently close compact pair may merge. The weak-field, slow-motion, point-mass approximation ceases to apply before literal ; finite stellar radii or strong relativistic effects determine the final interaction.
For fixed , the linear term vanishes at . Put and resolve its neighborhood using . The integral is dominated by the resulting narrow peak:
The local Taylor expansion of the logarithm changes it by a vanishing relative amount on this width, while both endpoints are many peak widths away for fixed .
There is no additional breakdown when : the peak approaches , but its distance from that endpoint is , whereas its width is . Thus . The relative logarithm variation over a width is , also improving as grows. For with fixed these separation conditions hold uniformly, including arbitrarily large . In particular
The only endpoint transition requiring a new distinguished limit is the earlier one near , where the peak approaches . Moving toward an endpoint is not by itself a reason for nonuniformity; the peak width must be compared with its endpoint distance.
The printed formula is not a consistent spatial discretization of the stated PDE. The original PDF genuinely has , rather than . Writing , the Taylor expansion gives
so it approximates a diffusion coefficient tending to zero. Moreover, and cover , whereas the given Dirichlet boundary conditions belong to . No value at the interior location was prescribed. These are actual source defects, not repairs justified by the TeX conversion.
A conditional analysis of the literal ordinary differential equation system is still possible. If it is closed by imposing on the displayed grid, the negative Dirichlet discrete Laplacian has positive frequencies squared
and each normal mode obeys . For a fixed mesh, every solution is bounded for all time exactly when
Equality produces a linearly growing normal mode for nonzero modal initial velocity; above the threshold there is an exponentially growing normal mode. Since , any gives bounded continuous solutions but unbounded literal discrete solutions on sufficiently fine meshes. For example, , gives , and a growing first sine normal mode. At , every fixed mesh is bounded for all time, but unit first-mode initial velocity has maximal displacement , which diverges on mesh refinement. For uniform-in-mesh, all-time displacement bounds for arbitrary bounded displacement/velocity data in the mesh-weighted L2 norm, the literal closed system therefore requires .
This differs from finite-time stability of a numerical method, governed here by displacement stability of a symmetric semidiscrete wave equation. For the conditional closure above, diagonalization of a matrix gives, with ,
Oscillatory modes use , including its value at ; growing modes use . Thus the displacement map is mesh-uniformly bounded on each fixed finite time interval for every fixed real . This is a legitimate finite-time displacement stability estimate, but neither consistency of a numerical method nor the all-time conclusion of part (i). It does not assert a velocity bound in the unweighted displacement norm.
If the intended method instead uses and the full interval, take interior indices , , with zeros at . Its first positive discrete eigenvalue is
The corrected, fixed-mesh all-time condition is , with the same strictness at equality. For every fixed , this holds on all sufficiently fine meshes. This corrected interpretation is stated separately rather than silently replacing the PDF.
For a fully discrete linear partial differential equation evolution, write in a specified discrete norm. Finite-time stability of a numerical method means
with independent of the allowed meshes. For a multistep method, augment the state with its time-history values and include a stable starter. Bounds may grow as when the continuous problem has growth; demanding decay for all time would be a stronger assertion. The treatment of initial data, forcing, Dirichlet boundary conditions, and the norm is part of the hypothesis, not a detail supplied by an interior calculation.
For constant coefficients on an infinite or periodic uniform grid, von Neumann stability analysis substitutes the Fourier mode . The discrete Fourier transform and the Parseval identity turn a uniform multiplier estimate into a discrete L2 norm estimate. In a one-step scalar scheme, proves contractivity, while gives finite-time stability. In a multilevel scheme, every root of a polynomial in its amplification polynomial of a multilevel finite difference scheme matters, as does uniform control of the associated companion matrix.
For the Forward Euler diffusion scheme with ,
Thus for all frequencies exactly when
Sufficiency follows since ; necessity follows from the highest-frequency mode on even periodic grids. This gives the usual parabolic mesh restriction . For the Backward Euler diffusion scheme,
so every is stable. The Crank-Nicolson method has
again of modulus at most one for all , but stiff modes approach rather than zero. These are PDE manifestations of the A-stability and L-stability distinctions for time integration.
For advection , assume and set . The upwind finite difference scheme is , with
It is contractive when . This also has a direct maximum-norm proof: each newest value is a convex combination of two old values. The resulting Courant–Friedrichs–Lewy condition expresses that the numerical domain of dependence covers the physical one. For negative , the upwind direction must be reversed. By contrast, Forward Euler method time stepping with the centered first finite difference has and for nonzero . Under fixed nonzero refinement it is unstable, since a fixed nontrivial mode grows geometrically over steps. This is not a claim of instability under every imaginable mesh coupling: instead bounds its spurious finite-time growth, since .
The leapfrog advection scheme illustrates a multilevel subtlety. Its amplification polynomial of a multilevel finite difference scheme is
For , both roots of a polynomial have unit modulus and separation at least . A uniformly conditioned eigenbasis of the companion matrix then proves power boundedness of a two-level Fourier scheme for arbitrary history data. At and a grid admitting , the roots coincide on the unit circle, and a Jordan block produces growth. Thus the endpoint fails the ordinary arbitrary-history root condition for a multistep method; checking only that both moduli equal one misses the instability. Restricting the starter or filtering the parasitic mode is an additional hypothesis.
The energy method handles variable coefficients and finite boundaries for which Fourier stability analysis may be unavailable. For the Backward Euler diffusion scheme with homogeneous Dirichlet boundary conditions, define . The discrete summation by parts identity is
Take the inner product of with . The elementary identity gives
This proves unconditional contractivity including the actual boundary treatment. More generally, a dissipative operator gives of operator norm at most one: with , dissipativity implies , and the Cauchy-Schwarz inequality gives . In finite dimensions this also proves invertibility. For the second-order backward differentiation formula, the BDF2 discrete energy identity used in question 4 controls both time levels and proves unconditional diffusion stability. A repeated root strictly inside the disk is harmless here; the energy argument supplies the uniform bound without a singular eigenvector formula.
A second technique is eigenvalue stability analysis of a finite difference method. Under the method of lines, a time integrator advances by . If is a normal matrix, the scalar linear stability domain criterion on all controls its powers exactly in the corresponding L2 norm. For the centered Dirichlet discrete Laplacian, its eigenvalues lie between and zero; intersecting this interval with a time integrator's stability interval determines its mesh restriction. A uniform bound on the diagonalization of a matrix is needed for nonnormal diagonalizable systems. Eigenvalues alone can be misleading. For example,
has both eigenvalues inside the disk for , but the upper-right entry of is . Taking , , this grows like . Hence stable scalar eigenvalues do not give mesh-uniform stability. Boundary closures can introduce precisely the extra growth that an interior Fourier symbol overlooks, so boundary stability of a finite-difference method must be checked separately.
For nonlinear spatial discretizations, a useful replacement for Fourier stability analysis is a convexity argument. If the Forward Euler method map is nonexpansive in a chosen norm for , the second-order strong stability preserving Runge-Kutta method
is also nonexpansive under the same restriction. Indeed, for two inputs, the triangle inequality gives . Its Taylor expansion is , proving order two. Such strong stability preserving Runge-Kutta methods transfer suitable forward-step bounds without relying on a linear spectral calculation.
Finally, consistency of a numerical method explains what stability buys. For a linear Hadamard well-posed problem, the Lax equivalence theorem equates convergence of a consistent discretization with its stability, under the stated approximation-space and norm hypotheses. Directly, if the error satisfies , iteration gives the discrete Duhamel principle
Thus vanishing normalized local truncation error and initial error yield convergence. With a nonlinear Lipschitz step estimate, the discrete Gronwall inequality plays the same role. A stable but inconsistent stencil, such as the literal defective formulas in questions 3 and 4 under their usual refinement, is not rescued by any amplification bound. The decisive checks are a mesh-uniform evolution bound, a valid boundary closure, and consistency with the actual PDE.
For a test function , substitute and use the Taylor expansion . Oddness removes the first term, while the Gaussian integral gives . Hence
Therefore
Under the null hypothesis that treatment and recovery are independent, estimate each expected cell count by
and form the Pearson chi-squared test of independence statistic . For a table its asymptotic null law is a chi-squared distribution with one degree of freedom. A second-order Taylor expansion of the generalized likelihood-ratio test statistic around the fitted counts gives this Pearson statistic, which explains its asymptotic null distribution.
Writing the four residuals over their fitted counts and simplifying gives
For ,
whose one-degree-of-freedom p-value is about . There is no evidence of an effect. One fitted count is only , however, so the chi-squared approximation is questionable; Fisher's exact test would be preferable.
Write and . The given two-sided limit implies , so . For each fixed real , independence and the characteristic function of a sum of independent variables give
Set . For , and . The local Taylor expansion of the complex logarithm at gives
Thus ; at the identity is immediate. The limit is continuous at zero and is the characteristic function of the constant random variable . The Lévy continuity theorem proves the weak law from a characteristic-function expansion:
No integrability hypothesis has been used. The conclusion is also convergence in probability by (d)'s convergence in distribution to a constant implies convergence in probability. If the word “constant” were to allow complex , the characteristic function symmetry forces , so it is necessarily real.
For independent and identically distributed random variables with distribution function , let be the sample maximum. In extreme value theory, belongs to the maximum domain of attraction of a nondegenerate distribution function when there exist and such that
at every continuity point of . Thus the normalized sample maxima have convergence in distribution to .
A positive measurable function has regular variation at infinity with index , written , if
The case defines a slowly varying function; equivalently a regularly varying function is with a slowly varying function.
Write for the survival function and for the right endpoint of a distribution. For , use the following standard extreme value theory normalization conventions:
They are respectively the Fréchet distribution, the negative Weibull distribution, and the Gumbel distribution for maxima. The negative Weibull distribution is supported to the left of its finite endpoint; it is not the usual positive Weibull distribution.
The necessary and sufficient maximum domain of attraction criteria are:
  • For the Fréchet distribution,
    Equivalently for every .
  • For the negative Weibull distribution,
    Equivalently as , for every .
  • For the Gumbel distribution,
    Here is a Gumbel auxiliary function, and can be finite or infinite. For each fixed , the shifted argument lies below eventually. This exponential tail-ratio condition, rather than regular variation with a fixed finite index, characterizes this case.
For the corresponding sufficient hazard function conditions, assume is absolutely continuous near , its survival function tends to zero there, and its probability density function is positive there. Write . The Von Mises conditions for extreme values give
The last condition additionally assumes that the reciprocal hazard function is continuously differentiable near the endpoint. It concerns the derivative of the reciprocal hazard function, not the derivative of the hazard function itself. Equivalently, when is differentiable, it is .
To see the connection, taking an integral of the hazard function gives
The first two limits make the logarithmic tail ratios over multiplicative or endpoint-distance intervals tend to or , giving the required regular variation. For the Gumbel distribution, set . The derivative condition makes uniformly on bounded -intervals, so
The endpoint assumptions ensure these shifts are admissible: at an infinite endpoint , and at a finite endpoint . These are sufficient smooth-tail conditions; the tail-ratio characterizations above are necessary and sufficient without differentiability assumptions. For a source using the same reciprocal-hazard convention, see Smith and Weissman's university lecture notes, equations (2.18)–(2.24).
For the Gamma distribution with integer shape and rate one, let . The base case is , and integration by parts gives
Induction proves
This survival function has the asymptotic form ; for the relation is exact. Put . For every fixed real , and . The proposed centering satisfies
so
Only the highest-degree term contributes to the limit, with the same reasoning covering . The Taylor expansion now gives
because . Therefore the Gumbel limit for gamma maxima is
Equivalently, has convergence in distribution to the standard Gumbel distribution, with scale .
Let and . To prove the Hoeffding lemma, take a centered random variable and its cumulant-generating function . Under exponential tilting, is the variance of . The Popoviciu inequality on variances gives
since under any such tilt the support remains , and . Because , integrating twice gives for ; applying the same argument to handles the opposite tail.
The independence of the gives . The Markov inequality, in the Chernoff bound argument, yields
where the minimum is at when . Apply the same argument to and add the bounds to obtain the Hoeffding inequality:
If , every centered is identically zero and the tail probability is zero; the displayed exponential is interpreted by its zero-variance limit.
For the Bennett inequality, write , and first assume and . For , boundedness and centering give
For , expanding the moment-generating function and using the permitted interchange of sum and expected value,
Negative odd moments cause no difficulty because the estimate is an upper bound term by term. The independence of the and the Chernoff bound then give
The derivative vanishes at , and substitution gives with the Bennett rate function . The same absolute bounds apply to , so
If , all centered are zero almost surely; if , the same is immediate. Handle those cases directly rather than divide by zero. Both derived concentration inequalities also hold with , by the same Markov inequality argument or by letting a smaller positive threshold increase to .
For the binomial distribution, write with independent and identically distributed random variables having the Bernoulli distribution with parameter . Then has range , width one, and variance . For large , , so and . Set .
The Hoeffding inequality gives
After truncation at one, this is asymptotically the trivial probability bound. The Bennett inequality instead gives
Since and by a Taylor expansion,
Thus the Bennett bounds for sparse binomial fluctuations yield
The Bennett inequality supplies the smaller raw exponential bound for every fixed and all sufficiently large . If , clipping probability upper bounds at one makes both eventually trivial; for , the Bennett inequality retains a nontrivial limiting bound. This distinction avoids claiming a probability improvement after clipping when both raw bounds exceed one.
Assume and take . The free Gaussian integral gives , and the normalized free Gaussian measure has covariance . Expanding only the interaction exponential gives the asymptotic expansion
In this zero-dimensional scalar field theory, the path integral has become an ordinary integral, but its combinatorics are precisely those of sextic scalar field theory.
The free generating functional is . Differentiating it proves Wick theorem: odd moments vanish, while each even moment is the sum over pairings of its factors. Each Wick contraction contributes , so
Thus the Feynman rules are a quantum field theory propagator for each internal line and a factor for each six-valent interaction vertex. The factorials and remove vertex and half-edge labels; the remaining weight is , where is the Feynman-diagram symmetry factor, the order of the automorphism group of the resulting diagram, including its half-edge symmetries. A tadpole diagram has an additional interchange symmetry of the two ends of its loop.
There is one empty Vacuum Feynman diagram, contributing . At one interaction vertex, the six half-edges form three loops. Its Feynman-diagram symmetry factor is , so its contribution is .
At two interaction vertices let count the lines joining them. Each interaction vertex has self-loops, so can only be . These four possibilities exhaust all Vacuum Feynman diagrams at this order. Their Feynman-diagram symmetry factors are
Here the leading exchanges the two interaction vertices, permutes the joining lines, and the remaining factors permute and reverse the self-loops. The graph is disconnected and must be included in ; only a connected generating functional would discard it.
Figure 1. . The empty diagram, the one-interaction vertex diagram, and the four two-interaction vertex diagrams, with their Feynman-diagram symmetry factors. Details.
Consequently,
Indeed , independently agreeing with from Wick theorem.
This is an asymptotic expansion, rather than a convergent perturbation series: the coefficient of contains and grows too rapidly for a nonzero radius of convergence. For any fixed truncation order, the Taylor expansion remainder bound for on , followed by the finite Gaussian moment integral, proves the stated remainder estimate. For negative real the original integral diverges.
Use the canonical Kähler potential and normalize superspace integration by . The superspace Lagrangian density is
The full superspace integration produces a D-term, while the chiral superfield integral produces an F-term. Work in chiral coordinates for the chiral-superfield component expansion, so the omitted spacetime-derivative terms do not enter the extraction of .
Set . A Taylor expansion of the superpotential gives
Higher terms vanish because there are only two Grassmann variables . With and , their anticommutation gives . Thus
The canonical Kähler potential contributes . Consequently the part of the Lagrangian density containing the auxiliary field is
The fermion terms coming from the superpotential are
The Weyl spinor kinetic term and the complex scalar field kinetic term are canonical because .
Treat and as independent variables in their algebraic Euler-Lagrange equations. They give
Equivalently,
After eliminating the auxiliary field, the Lagrangian density contains , so the F-term scalar potential is
It is nonnegative for arbitrary complex , since it is a modulus squared. A supersymmetric vacuum satisfies F-flatness, so its zeros are:
If and these coincide; if and only the origin remains; if every constant is a supersymmetric vacuum.
To compare masses, expand around a supersymmetric vacuum satisfying , writing . With ,
Writing gives the scalar field mass term ; the Weyl spinor has physical mass . Therefore the supersymmetric mass degeneracy is
In particular, at the boson and fermion masses are both . At the second supersymmetric vacuum the sign of reverses, but the physical mass is again . Equality here concerns fluctuations about a supersymmetric vacuum, not arbitrary backgrounds with .
In the convention and , the same superpotential coefficient gives and . The supersymmetric relation between quartic and Yukawa couplings is therefore
If instead the Yukawa interaction is written , then and the same physical relation is . The numerical factor depends on the definition of the Yukawa coupling.
The perturbative non-renormalization theorem applies to the local holomorphic superpotential in the Wilsonian effective action, using regularization in quantum field theory that preserves supersymmetry. There are two complementary ways to see why it applies here.
First, in supergraph calculations in perturbative quantum field theory, the algebra of supersymmetric covariant derivatives puts any candidate local correction to the superpotential into a full superspace integration. It therefore corrects a D-term, such as the Kähler potential, rather than a local chiral F-term. Turning such a contribution into an apparent chiral integral would require nonlocal inverse spacetime derivatives, schematically . These are excluded from the local Wilsonian effective action with a fixed nonzero momentum cutoff. This gives the diagrammatic non-renormalization theorem.
Second, the holomorphy argument for superpotential non-renormalization treats and as background chiral spurions, so the Wilsonian effective action superpotential is a holomorphic function of , with no dependence on or . Assign an ordinary spurion charge and an R-charge as follows:
The superpotential has ordinary charge zero and R-charge two, since has R-charge minus two. A prospective holomorphic monomial must therefore satisfy
For perturbative corrections, regularity at and requires nonnegative powers of the couplings. Regularity in is justified by keeping a nonzero Wilsonian momentum cutoff and retaining as a light field. Hence only and survive: the existing and structures. The quadratic coefficient is fixed by the free theory at , where there are no interaction loops. The cubic coefficient is fixed at first order in , where a connected three-field interaction has only its tree-level Feynman diagram; loop corrections would require further powers of the interaction couplings, which the holomorphy argument for superpotential non-renormalization charge constraints forbid. Thus
A field-independent constant is physically irrelevant in this rigid model; the spurion charges would in any case require , which is not regular at .
The Kähler potential can still receive wave-function renormalization. For example, gives the canonical field normalization , and consequently
These canonically normalized parameters can run with the renormalization scale; this does not contradict the holomorphic non-renormalization theorem. When massless modes are included in the full quantum effective action, nonlocal terms associated with infrared divergences can also imitate an F-term. Distinguishing that action from the local Wilsonian effective action is part of the theorem's convention.