English
Related papers

Related papers: Precise asymptotics for the parabolic Anderson mod…

200 papers

We consider a hyperbolic-parabolic model of vasculogenesis in the multidimensional case. For this system we show the global existence of smooth solutions to the Cauchy problem, using suitable energy estimates. Since this model does not…

Analysis of PDEs · Mathematics 2011-12-14 Cristiana Di Russo , Alice Sepe

Suppose we are given finitely generated groups $\Gamma_1,...,\Gamma_m$ equipped with irreducible random walks. Thereby we assume that the expansions of the corresponding Green functions at their radii of convergence contain only logarithmic…

Probability · Mathematics 2011-04-21 Elisabetta Candellero , Lorenz A. Gilch

We study the dynamics of a quantum or classical particle in a two-dimensional rotating anisotropic harmonic potential. By a sequence of symplectic transformations for constant rotation velocity we find uncoupled normal generalized…

Quantum Physics · Physics 2019-10-23 I. Lizuain , A. Tobalina , A. Rodriguez-Prieto , J. G. Muga

Finite-dimensional state-space representations of unsteady aerodynamics implicitly assume a system with fading memory. However, the impulse response of the two-dimensional inviscid (Euler) equations is characterized by an asymptotic…

Fluid Dynamics · Physics 2026-04-21 Sarasija Sudharsan

The conditional shift in the evolution operator of a quantum walk generates entanglement between the coin and position degrees of freedom. This entanglement can be quantified by the von Neumann entropy of the reduced density operator…

Quantum Physics · Physics 2009-11-11 G. Abal , R. Siri , A. Romanelli , R. Donangelo

This paper deals with the asymptotic behavior as $t\rightarrow T<\infty$ of all weak (energy) solutions of a class of equations with the following model representative: \begin{equation*} (|u|^{p-1}u)_t-\Delta_p(u)+b(t,x)|u|^{\lambda-1}u=0…

Analysis of PDEs · Mathematics 2023-12-05 Andrey E. Shishkov , Yevgeniia A. Yevgenieva

We study the leading term in the small-time asymptotics of at-the-money call option prices when the stock price process $S$ follows a general martingale. This is equivalent to studying the first centered absolute moment of $S$. We show that…

Pricing of Securities · Quantitative Finance 2019-07-10 Johannes Muhle-Karbe , Marcel Nutz

For a symmetric random walk in $Z^2$ which does not necessarily have bounded jumps we study those points which are visited an unusually large number of times. We prove the analogue of the Erd\H{o}s-Taylor conjecture and obtain the…

Probability · Mathematics 2007-05-23 Richard F. Bass , Jay Rosen

We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…

Probability · Mathematics 2018-11-27 Mark Holmes , Thomas S. Salisbury

The 3D compressible and incompressible Euler equations with a physical vacuum free boundary condition and affine initial conditions reduce to a globally solvable Hamiltonian system of ordinary differential equations for the deformation…

Analysis of PDEs · Mathematics 2017-03-10 Thomas C. Sideris

We study quantitative asymptotics of planar random walks that are spatially non-homogeneous but whose mean drifts have some regularity. Specifically, we study the first exit time $\tau_\alpha$ from a wedge with apex at the origin and…

Probability · Mathematics 2013-02-27 Iain M. MacPhee , Mikhail V. Menshikov , Andrew R. Wade

In this paper we consider a time-continuous random walk in $\mathbb{Z}^d$ in a dynamical random environment with symmetric jump rates to nearest neighbours. We assume that these random conductances are stationary and ergodic and, moreover,…

Probability · Mathematics 2025-10-08 Jean-Dominique Deuschel , Takashi Kumagai , Martin Slowik

By application of the theory for second-order linear differential equations with two turning points developed in \cite{Olver1975}, uniform asymptotic approximations are obtained for the Lam\'{e} and Mathieu functions with a large real…

Classical Analysis and ODEs · Mathematics 2015-07-31 Karen Ogilvie , Adri B. Olde Daalhuis

We investigate the asymptotic behavior as $\varepsilon \to 0$ of singularly perturbed phase transition models of order $n \geq 2$, given by \begin{align} G_\varepsilon^{\lambda,n}[u] := \int_I \frac 1\varepsilon W(u)…

Analysis of PDEs · Mathematics 2025-10-17 Denis Brazke , Gianna Götzmann , Hans Knüpfer

We find the asymptotics for the almost sure Lyapunov exponent for the solution of the parabolic Anderson problem as the molecular diffusivity tends to zero.

Analysis of PDEs · Mathematics 2007-05-23 R. Carmona , L. Koralov , S. Molchanov

This paper is concerned with parabolic gradient systems of the form \[ u_t = -\nabla V(u) + \Delta_x u \,, \] where the space variable $x$ and the state variable $u$ are multidimensional, and the potential $V$ is coercive at infinity. For…

Analysis of PDEs · Mathematics 2023-06-27 Emmanuel Risler

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…

Statistical Mechanics · Physics 2015-09-29 Artem Ryabov , Ekaterina Berestneva , Viktor Holubec

It is known that secondary non-stoquastic drivers may offer speed-ups or catalysis in some models of adiabatic quantum computation accompanying the more typical transverse field driver. Their combined intent is to raze potential barriers to…

Quantum Physics · Physics 2019-04-02 Gabriel A. Durkin

We introduce via perturbation a class of random walks in reversible dynamic environments having a spectral gap. In this setting one can apply the mathematical results derived in http://arxiv.org/abs/1602.06322. As first results, we show…

Probability · Mathematics 2016-09-21 Luca Avena , Oriane Blondel , Alessandra Faggionato

We establish exponential localization for a multi-particle Anderson model in a Euclidean space of an arbitrary dimension, in presence of a non-trivial short-range interaction and an alloy-type random external potential. Specifically, we…

Mathematical Physics · Physics 2010-04-09 Anne Boutet de Monvel , Victor Chulaevsky , Peter Stollmann , Yuri Suhov