Related papers: Open circle maps: Small hole asymptotics
We consider a two-dimensional analogue of Helmholtz resonator with walls of finite thickness in the critical case when there exists an eigenfrequency equalling to the limit of poles generated by both the bounded component of the resonator…
Consider a branching random walk evolving in a macroscopic time-inhomogeneous environment, that scales with the length $n$ of the process under study. We compute the first two terms of the asymptotic of the maximal displacement at time $n$.…
Following the work of Kawai, Matsuo, and Yokokura, we study the dynamical collapsing process with spherical symmetry in the time-dependent space-time background including the back reaction of Hawking radiation. We show that in this model…
Electron orbits are calculated in solitary two-dimensional axisymmetric electrostatic potential structures, typical of plasma electron holes, in order to establish the conditions for the particles to remain trapped. Analytic calculations of…
Although stable solutions of dynamical systems are typically considered more important than unstable ones, unstable solutions have a critical role in the dynamical integrity of stable solutions. In fact, usually, basins of attraction…
This paper presents estimates for the distribution of the exit time from balls and short time asymptotics for measure metric Dirichlet spaces. The estimates cover the classical Gaussian case, the sub-diffusive case which can be observed on…
We study asymptotic behaviors of solutions $f$ to the Dirichlet problem for minimal graphs in the hyperbolic space with singular asymptotic boundaries under the assumption that the boundaries are piecewise regular with positive curvatures.…
We present a general geometrical approach to the problem of escape from a metastable state in the presence of noise. The accompanying analysis leads to a simple condition, based on the norm of the drift field, for determining whether…
The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…
Consider a dynamical system given by a planar differential equation, which exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is known that under random perturbations, the distribution of locations where the…
A quadratic H\'enon map is an automorphism of $\C^2$ of the form $h:(x,y)\mapsto (\l^{1/2} (x^2+c)-\l y,x)$. It has a constant Jacobian equal to $\l$ and has two fixed points. If $\lambda$ is on the unit circle (one says $h$ is…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
In this short note, we propose a new and short approach to polynomial escape rates, which can be applied to various open systems with intermittency. The tool of our approach is the maximal large deviations developed in \cite{mldp}.
We discuss importance sampling schemes for the estimation of finite time exit probabilities of small noise diffusions that involve escape from an equilibrium. A factor that complicates the analysis is that rest points are included in the…
A periodic perturbation generates a complicated dynamics close to separatrices and saddle points. We construct an asymptotic solution which is close to the separatrix for the unperturbed Duffing's oscillator over a long time. This solution…
We consider two dimensional random walks conditioned to stay in the positive quadrant. Assuming that the increments of the walk have finite second moments and that the drift vector is co-oriented with one of two axes, we construct positive…
We consider the motion of a damped particle in a potential oscillating slowly between a simple and a double well. The system displays hysteresis effects which can be of periodic or chaotic type. We explain this behaviour by computing an…
Stable and unstable manifolds, originating from hyperbolic cycles, fundamentally characterize the behaviour of dynamical systems in chaotic regions. This letter demonstrates that their shifts under perturbation, crucial for chaos control,…
We study local asymptotic properties of likelihood ratios of certain Heston models. We distinguish three cases: subcritical, critical and supercritical models. For the drift parameters, local asymptotic normality is proved in the…
We study the asymptotic behavior of the number of paths of length $N$ on several classes of infinite graphs with a single special vertex. This vertex can work as an entropic trap for the path, i.e. under certain conditions the dominant part…