Related papers: Stochastic Taylor expansions and heat kernel asymp…

We consider the stochastic differential equation on $\mathbb{R}^d$ given by $$ \, \mathrm{d}X_t = b(t,X_t) \, \mathrm{d}t + \, \mathrm{d} B_t, $$ where $B$ is a Brownian motion and $b$ is considered to be a distribution of regularity $ >…

I prove the existence of small time heat expansion for the Laplace operator on an analytic hypersurface with an isolated singularity. First we obtain a local parametrization of the hypersurface near the singularity. We introduce the notion…

A semilinear reaction-diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter $\eps^2$, is considered. It can have multiple solutions. An asymptotic expansion is constructed for…

We study the precise asymptotic behavior of a non-trivial solution that converges to zero, as time tends to infinity, of dissipative systems of nonlinear ordinary differential equations. The nonlinear term of the equations may not possess a…

We investigate the asymptotic behaviour of solutions of a class of nonlocal Fokker--Planck equations defined by nonsingular, heavy-tailed convolution kernels and characterised by a scaling parameter $\e\in(0,1]$ and a fractional index…

Let $G$ be a simple, finite graph and let $p_t(x,y)$ denote the heat kernel on $G$. The purpose of this short note is to show that for $t \rightarrow 0^+$ $$ p_t(x,y) = \# \left\{\mbox{paths of…

A new formalism is presented for high-energy analysis of the Green function for Fokker-Planck and Schr\"odinger equations in one dimension. Formulas for the asymptotic expansion in powers of the inverse wave number are derived, and…

For the free models of statistical mechanics on torus, exact asymptotic expansions of the free energy, the internal energy and the specific heat in the vicinity of the critical point are found. It is shown that there is direct relation…

We present analytical methods to calculate the magnetic response of non-interacting electrons constrained to a domain with boundaries and submitted to a uniform magnetic field. Two different methods of calculation are considered - one…

We derive the local and central limit theorems for the Stirling numbers of the second kind by elementary means, obtaining as corollaries effective asymptotic estimates for the Bell numbers and for the moments of the distribution. We also…

In this thesis we describe a type of metric space called an Euclidean polyhedral complex. We define a Dirichlet form on it; this is used to give a corresponding heat kernel. We provide a uniform small time Poincare inequality for complexes…

I review certain results in harmonic analysis for systems whose configuration space is a compact Lie group. The results described involve a heat kernel measure, which plays the same role as a Gaussian measure on Euclidean space. The main…

We construct a long-time asymptotic profile to the initial value problem of the n-dimensional heat equation. Specifically, we present a modified heat kernel as a long-time asymptotic profile which changes the mass, the center of mass and…

The renormalization method based on the Taylor expansion for asymptotic analysis of differential equations is generalized to difference equations. The proposed renormalization method is based on the Newton-Maclaurin expansion. Several basic…

We apply the heat kernel method to relations between covariant and consistent currents in anomalous chiral gauge theories. Banerjee et al. have shown that the relation between these currents is expressed by a "functional curl" of the…

We consider the heat equation associated with a class of second order hypoelliptic H\"{o}rmander operators with constant second order term and linear drift. We describe the possible small time heat kernel expansion on the diagonal giving a…

We treat the Witten operator on the de Rham complex with semiclassical heat kernel methods to derive the Poincar\'e-Hopf theorem and degenerate generalizations of it. Thereby, we see how the semiclassical asymptotics of the Witten heat…

The asymptotic expansion method is generalized from the periodic setting to stationary ergodic stochastic geometries. This will demonstrate that results from periodic asymptotic expansion also apply to non-periodic structures of a certain…

We extend balloon and sample-smoothing estimators, two types of variable-bandwidth kernel density estimators, by a shift parameter and derive their asymptotic properties. Our approach facilitates the unified study of a wide range of density…

The heat kernel expansion for field theory at finite temperature is constructed. It is based on the imaginary time formalism and applies to generic Klein-Gordon operators in flat space-time. Full gauge invariance is manifest at each order…