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Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…

Probability · Mathematics 2025-05-27 Robert E. Gaunt , Zixin Ye

An asymptotic small parameter expansion of a single Cauchy problem is constructed for a singularly perturbed system of hyperbolic equations describing vibrations of two rigidly connected strings. Equations (such as generalized Korteweg-de…

Analysis of PDEs · Mathematics 2025-10-15 Andrey Nesterov

We consider steady-state diffusion in a three-dimensional bounded domain with a smooth reflecting boundary that is partially covered by small partially reactive patches. By using the method of matched asymptotic expansions, we investigate…

Analysis of PDEs · Mathematics 2025-10-01 Denis S. Grebenkov , Michael J. Ward

Markovian growth-fragmentation processes introduced by Bertoin extend the pure fragmentation model by allowing the fragments to grow larger or smaller between dislocation events. What becomes of the known asymptotic behaviors of…

Probability · Mathematics 2019-12-11 Benjamin Dadoun

The growth-fragmentation equation describes a system of growing and dividing particles, and arises in models of cell division, protein polymerisation and even telecommunications protocols. Several important questions about the equation…

Probability · Mathematics 2021-01-22 Jean Bertoin , Alexander Watson

We find asymptotical expansions as $\nu \to 0$ for integrals of the form $\int_{\mathbb{R}^d} F(x) / \big(\omega(x)^2 + \nu^2\big)\, dx$, where sufficiently smooth functions $F$ and $\omega$ satisfy natural assumptions for their behaviour…

Mathematical Physics · Physics 2023-03-22 Andrey Dymov

Asymptotic expansion is presented for an estimator of the Hurst coefficient of a fractional Brownian motion. For this, a recently developed theory of asymptotic expansion of the distribution of Wiener functionals is applied. The effects of…

Statistics Theory · Mathematics 2022-09-08 Yuliya Mishura , Hayate Yamagishi , Nakahiro Yoshida

The asymptotic behavior of the convolution-integral of a special form of the Airy function and a function of the power-like behavior at infinity is obtained. The integral under consideration is the solution of the Cauchy problem for an…

Analysis of PDEs · Mathematics 2015-11-11 Sergei V. Zakharov

We present and develop different approaches to study the asymptotic behavior of the distribution functions in the odd continued fractions case. Firstly, by considering the transition operator of the Markov chain associated with these…

Number Theory · Mathematics 2022-08-16 Gabriela Ileana Sebe , Dan Lascu

We provide a rigorous derivation of an asymptotic formula for perturbations in the resonance values caused by the presence of finite number of anisotropic imperfections of small shapes with constitutive parameters different from the…

Mathematical Physics · Physics 2016-02-24 M. Gozzi , A. Khelifi

This paper deals with the asymptotic study of the so-called canard solutions, which arise in the study of real singularly perturbed ODEs. Starting near an attracting branch of the "slow curve", those solutions are crossing a turning point…

Dynamical Systems · Mathematics 2008-12-12 Thomas Forget

We consider for a small parameter $\varepsilon >0$ a parabolic convection-diffusion problem with P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in a three-dimensional graph-like junction consisting of thin curvilinear cylinders…

Analysis of PDEs · Mathematics 2024-06-24 Taras Mel'nyk , Christian Rohde

In this paper, we mainly discuss asymptotic profiles of solutions to a class of abstract second-order evolution equations of the form $u''+Au+u'=0$ in real Hilbert spaces, where $A$ is a nonnegative selfadjoint operator. The main result is…

Analysis of PDEs · Mathematics 2024-10-28 Motohiro Sobajima

We consider elliptic equations in planar domains with mixed boundary conditions of Dirichlet-Neumann type. Sharp asymptotic expansions of the solutions and unique continuation properties from the Dirichlet-Neumann junction are proved.

Analysis of PDEs · Mathematics 2017-11-10 Mouhamed Moustapha Fall , Veronica Felli , Alberto Ferrero , Alassane Niang

We establish some asymptotic expansions for infinite weighted convolution of distributions having regular varying tails. Various applications to statistics and probability are developed.

Probability · Mathematics 2007-06-13 Ph. Barbe , W. P. McCormick

We study expansions near the boundary of solutions to the Dirichlet problem for the constant mean curvature equation in the hyperbolic space. With a characterization of remainders of the expansion by multiple integrals, we establish optimal…

Analysis of PDEs · Mathematics 2016-08-30 Qing Han , Yue Wang

The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…

Analysis of PDEs · Mathematics 2024-12-30 A. V. Nesterov

The anisotropic 3D equation describing the pointlike particles diffusion in slender impermeable tubes of revolution with cross section smoothly depending on the longitudial coordinate is the object of our study. We use singular…

Chemical Physics · Physics 2015-06-18 Sergey D. Traytak

In this paper, our main goal is to achieve the high-order asymptotic expansion of solutions to $\sigma$-evolution equations with different damping types in the $L^2$ framework. Throughout this, we observe the influence of parabolic like…

Analysis of PDEs · Mathematics 2025-02-13 Dinh Van Duong , Tuan Anh Dao

We derive a three-term asymptotic expansion for the expected lifetime of Brownian motion and for the torsional rigidity on thin domains in R^n, and a two-term expansion for the maximum (and corresponding maximizer) of the expected lifetime.…

Analysis of PDEs · Mathematics 2011-04-27 Denis Borisov , Pedro Freitas