Related papers: Asymptotic analysis for the generalized langevin e…
The semiclassical limit of a 4-simplex amplitude for a spin foam quantum gravity model with an Immirzi parameter is studied. If the boundary state represents a non-degenerate 4-simplex geometry, the asymptotic formula contains the Regge…
Discontinuous Galerkin (DG) methods offer an enormous flexibility regarding local grid refinement and variation of polynomial degrees for a variety of different problem classes. With a focus on diffusion problems, we consider DG…
A weak Galerkin (WG) method is introduced and numerically tested for the Helmholtz equation. This method is flexible by using discontinuous piecewise polynomials and retains the mass conservation property. At the same time, the WG finite…
We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…
In this paper, we study the small noise behaviour of solutions of a non-linear second order Langevin equation $\ddot x^\varepsilon_t +|\dot x^\varepsilon_t|^\beta=\dot Z^\varepsilon_{\varepsilon t}$, $\beta\in\mathbb R$, driven by symmetric…
We prove explicit and sharp two-sided estimates for the transition density of the Langevin process with quadratic potential, killed outside of the position interval (0,1). The long-time asymptotics of this transition density are also…
We study linear inhomogeneous kinetic equations with an external confining potential and a collision operator admitting several local conservation laws (local density, momentum and energy). We classify all special macroscopic modes…
We provide a simple hypocoercivity analysis for the effective Mori-Zwanzig equation governing the time evolution of noise-averaged observables in a stochastic dynamical system. Under the hypocoercivity framework mainly developed by…
We investigate the behavior of the asymptotic late-times effective equation of state for a class of nonlocal theories of gravity. These theories modify the Einstein-Hilbert Lagrangian introducing terms containing negative powers of the…
We study the large time behavior of solutions to fully nonlinear parabolic equations of Hamilton-Jacobi-Bellman type arising typically in stochastic control theory with control both on drift and diffusion coefficients. We prove that, as…
We present and analyze a discontinuous Galerkin method for the numerical solution of a class of second-order linear mixed-type partial differential equations, i.e. equations that change their nature from elliptic to hyperbolic through the…
New relations between ergodic rate, L_p convergence rates, and asymptotic behavior of tail probabilities for hitting times of a time homogeneous Markov process are established. For L_p convergence rates and related spectral and functional…
We make two observations on the motion of coupled particles in a periodic potential. Coupled pendula, or the space-discretized sine-Gordon equation is an example of this problem. Linearized spectrum of the synchronous motion turns out to…
Rigorous pointwise asymptotics are established for semiclassical soliton ensembles (SSEs) of the focusing nonlinear Schroedinger equation using techniques of asymptotic analysis of matrix Riemann-Hilbert problems. The accumulation of poles…
In this article we develop geometric versions of the classical Langevin equation on regular submanifolds in euclidean space in an easy, natural way and combine them with a bunch of applications. The equations are formulated as Stratonovich…
The generalized Hastings-McLeod solutions to the inhomogeneous Painlev\'{e}-II equation arise in multi-critical unitary random matrix ensembles, the chiral two-matrix model for rectangular matrices, non-intersecting squared Bessel paths,…
The classical Lorenz lowest order system of three nonlinear ordinary differential equations, capable of producing chaotic solutions, has been generalized by various authors in two main directions: (i) for number of equations larger than…
For a class of linear elliptic equations of general type with rapidly oscillating coefficients, we use the sigma-convergence method to prove the homogenization result and a corrector-type result. In the case of asymptotic periodic…
We systematically derive the quantum generalized nonlinear Langevin equation using Morozov's projection operator method. This approach extends the linear Mori-Zwanzig projection operator technique, allowing for the inclusion of nonlinear…
An elliptic equation of order $2m$ with general nonlocal boundary-value conditions, in a plane bounded domain $G$ with piecewise smooth boundary, is considered. Generalized solutions belonging to the Sobolev space $W_2^m(G)$ are studied.…