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In this note we consider the finite-dimensional parameter estimation problem associated to inverse problems. In such scenarios, one seeks to maximize the marginal likelihood associated to a Bayesian model. This latter model is connected to…

Numerical Analysis · Mathematics 2025-04-10 Ajay Jasra , Abylay Zhumekenov

We review a dynamical approach to non-equilibrium MD (D-NEMD). We show how, using a proper simulation setup, is possible to treat interesting cases in which the initial condition is a stationary non-equilibrium state produced by a suitable…

Computational Physics · Physics 2015-05-27 Sergio Orlandini , Simone Meloni , Giovanni Ciccotti

We study the dynamics of a dilute spherical model with two body interactions and random exchanges. We analyze the Langevin equations and we introduce a functional variational method to study generic dilute disordered models. A crossover…

Condensed Matter · Physics 2009-11-07 Guilhem Semerjian , Leticia F. Cugliandolo

In the present paper we consider the varying coefficient model which represents a useful tool for exploring dynamic patterns in many applications. Existing methods typically provide asymptotic evaluation of precision of estimation…

Statistics Theory · Mathematics 2013-02-07 Olga Klopp , Marianna Pensky

We are concerned with the asymptotics and perturbation analysis of a singular second-order nonlinear ODE that models capillary rise of a fluid inside a narrow vertical tube. We prove the convergence of the exact solution to a unperturbed…

Classical Analysis and ODEs · Mathematics 2020-03-18 Łukasz Płociniczak , Mateusz Świtała

We study the asymptotic behavior of solutions for the semilinear damped wave equation with variable coefficients. We prove that if the damping is effective, and the nonlinearity and other lower order terms can be regarded as perturbations,…

Analysis of PDEs · Mathematics 2021-12-14 Yuta Wakasugi

Fluid discontinuities, such as shock fronts and vortex sheets, can reflect waves and become unstable to corrugation. Analytical calculations of these phenomena are tractable in the simplest cases only, while their numerical simulations are…

Plasma Physics · Physics 2023-08-16 William Béthune

Mediation analysis is an important analytic tool commonly used in a broad range of scientific applications. In this article, we study the problem of mediation analysis when there are multivariate and conditionally dependent mediators, and…

Methodology · Statistics 2025-01-28 Lan Luo , Chengchun Shi , Jitao Wang , Zhenke Wu , Lexin Li

A renormalization group method with the Lie symmetry is presented for the singular perturbation problems. Asymptotic solutions are obtained as group-invariant solutions under approximate Lie group admitted by perturbed differential…

Other Condensed Matter · Physics 2009-11-11 Masatomo Iwasa , Kazuhiro Nozaki

Is studied asymptotic expansion for solution of singularly perturbed equation for Markov random evolution in Rd. The views of regular and singular parts of solution are found.

Probability · Mathematics 2009-11-03 I. V. Samoilenko

For a singularly perturbed system of reaction--diffusion equations, assuming that the 0th order solutions in regular and singular regions are all stable, we construct matched asymptotic expansions for formal solutions to any desired order…

patt-sol · Physics 2008-02-03 Xiao-Biao Lin

The purpose of the present paper is to provide an overview of Asymptotic-Preserving methods for multiscale plasma simulations by addressing three singular perturbation problems. First, the quasi-neutral limit of fluid and kinetic models is…

Plasma Physics · Physics 2017-04-05 Pierre Degond , Fabrice Deluzet

We describe a new model for the study of weakly-collisional, magnetized plasmas derived from exploiting the separation of the dynamics parallel and perpendicular to the magnetic field. This unique system of equations retains the particle…

Plasma Physics · Physics 2025-10-06 James Juno , Ammar Hakim , Jason M. TenBarge

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Probability · Mathematics 2016-03-21 Mikael Petersson

We study an asymptotic analysis of a coupled system of kinetic and fluid equations. More precisely, we deal with the nonlinear Vlasov-Fokker-Planck equation coupled with the compressible isentropic Navier-Stokes system through a drag force…

Analysis of PDEs · Mathematics 2020-06-18 Young-Pil Choi , Jinwook Jung

We explore the feasibility of using fast-slow asymptotic to eliminate the computational stiffness of the discrete-state, continuous-time deterministic Markov chain models of ionic channels underlying cardiac excitability. We focus on a…

Pattern Formation and Solitons · Physics 2017-09-26 T. Stary , V. N. Biktashev

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

chao-dyn · Physics 2008-02-03 J. Bricmont , A. Kupiainen , G. Lin

We propose a generalization of the classical M/M/1 queue process. The resulting model is derived by applying fractional derivative operators to a system of difference-differential equations. This generalization includes both non-Markovian…

Probability · Mathematics 2015-09-21 Dexter O. Cahoy , Federico Polito , Vir V. Phoha

We develop a theory based on the method of collective variables to study the vapor-liquid equilibrium of asymmetric ionic fluids confined in a disordered porous matrix. The approach allows us to formulate the perturbation theory using an…

Statistical Mechanics · Physics 2018-02-14 O. V. Patsahan , T. M. Patsahan , M. F. Holovko

In this paper, we combine the method of multiple scales and the method of matched asymptotic expansions to construct uniformly-valid asymptotic solutions to autonomous and non-autonomous difference equations in the neighbourhood of a…

Dynamical Systems · Mathematics 2016-01-14 Cameron L. Hall , Christopher J. Lustri