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The thermodynamic uncertainty relation gives a lower bound on the amount of dissipation in a mesoscopic system. By considering the fluctuations in the hysteresis of the current -- the sum of the currents in the time-forward and…

Statistical Mechanics · Physics 2019-09-04 Karel Proesmans , Jordan M. Horowitz

Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…

Functional Analysis · Mathematics 2014-05-02 R S Pathak , Ashish Pathak

We consider the class of self-similar Gaussian stochastic volatility models, and compute the small-time (near-maturity) asymptotics for the corresponding asset price density, the call and put pricing functions, and the implied volatilities.…

Mathematical Finance · Quantitative Finance 2016-03-16 Archil Gulisashvili , Frederi Viens , Xin Zhang

The entropy shows an unavoidable tendency of disorder in thermostatistics according to the second thermodynamics law. This provides a minimization entropy principle for quantum thermostatistics with the von Neumann entropy and nonextensive…

Quantum Physics · Physics 2021-04-09 M. X. Luo , X. Wang

We study the small-scale asymptotic behaviour of the cold dark matter density fluctuation power spectrum in the Zel'dovich approximation, without introducing an ultraviolet cut-off. Assuming an initially correlated Gaussian random field and…

Cosmology and Nongalactic Astrophysics · Physics 2023-05-08 Sara Konrad , Yonadav Barry Ginat , Matthias Bartelmann

The limit of small entropy production is reached in relaxing systems long after preparation, and in stationary driven systems in the limit of small driving power. Surprisingly, for extended systems this limit is not in general the…

Condensed Matter · Physics 2009-10-31 Leticia F. Cugliandolo , Jorge Kurchan

In this paper, we establish a small time large deviation principle (small time asymptotics) for the dynamical $\Phi^4_1$ model, which not only involves study of the space-time white noise with intensity $\sqrt{\varepsilon}$, but also the…

Probability · Mathematics 2019-10-09 Bingguang Chen , Xiangchan Zhu

Let $(M^n, g)$ be a complete Riemannian manifold with $Rc\geq -Kg$, $H(x, y, t)$ is the heat kernel on $M^n$, and $H= (4\pi t)^{-\frac{n}{2}}e^{-f}$. Nash entropy is defined as $N(H, t)= \int_{M^n} (fH) d\mu(x)- \frac{n}{2}$. We studied the…

Differential Geometry · Mathematics 2014-08-26 Guoyi Xu

In this paper we study the small time asymptotic behavior of the spectral heat content $\widetilde{Q}_D^{(\alpha)}(t)$ of an arbitrary bounded $C^{1,1}$ domain $D$ with respect to the \textit{subordinate killed Brownian motion} in $D$ via…

Probability · Mathematics 2018-12-21 Hyunchul Park , Renming Song

A Type-I model of a multicomponent system of fluids with non-constant temperature is derived as the high-friction limit of a Type-II model via a Chapman-Enskog expansion. The asymptotic model is shown to fit into the general theory of…

Analysis of PDEs · Mathematics 2022-08-10 Stefanos Georgiadis , Athanasios E. Tzavaras

The aim of this note is twofold. The first one is to find conditions on the asymptotic sequence which ensures differentiation of a general asymptotic expansion with respect to it. Our method results from the classical one but generalizes…

Analysis of PDEs · Mathematics 2021-07-27 Ye Zhang

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…

Combinatorics · Mathematics 2026-05-29 Hsien-Kuei Hwang , Chong-Yi Li , Vytas Zacharovas

We are considering the asimptotic behavior as $t\to\infty$ of solutions of the Cauchy problem for parabolic second order equations with time periodic coefficients. The problem is reduced to considering degenerate time-homogeneous diffusion…

Analysis of PDEs · Mathematics 2021-07-13 R. Z. Khasminskii , N. V. Krylov

The sharp asymptotics for the L^2-quantization errors of Gaussian measures on a Hilbert space and, in particular, for Gaussian processes is derived. The condition imposed is regular variation of the eigenvalues.

Probability · Mathematics 2016-09-07 Harald Luschgy , Gilles Pages

In this paper we focus on the initial value problem for a hyperbolic-elliptic coupled system of a radiating gas in multi-dimensional space. By using a time-weighted energy method, we obtain the global existence and optimal decay estimates…

Analysis of PDEs · Mathematics 2010-03-16 Yongqin Liu , Shuichi Kawashima

We study the asymptotic behavior of solutions to the heat equation in nonhomogeneous media with critical singular density $$ |x|^{-2}\partial_{t}u=\Delta u, \quad \hbox{in} \ \real^N\times(0,\infty). $$ The asymptotic behavior proves to…

Analysis of PDEs · Mathematics 2013-02-26 Razvan Iagar , Ariel Sánchez

This paper establishes the precise small-time asymptotic behavior of the spectral heat content for isotropic L\'evy processes on bounded $C^{1,1}$ open sets of $\mathbb{R}^{d}$ with $d\ge 2$, where the underlying characteristic exponents…

Probability · Mathematics 2024-03-01 Kei Kobayashi , Hyunchul Park

We construct an asymptotic approximation to the solution of a transmission problem for a body containing a region occupied by many small inclusions. The cluster of inclusions is characterised by two small parameters that determine the…

Analysis of PDEs · Mathematics 2016-07-22 Michael Nieves

This article includes a short survey of selected averaging and dimension reduction techniques for deterministic fast-slow systems. This survey includes, among others, classical techniques, such as the WKB approximation or the averaging…

Mathematical Physics · Physics 2022-11-21 Matthias Klar , Karsten Matthies , Johannes Zimmer

In this note we describe some results concerning non-relativistic quantum systems at positive temperature and density confined to macroscopically large regions of physical space which are under the influence of some local, time-dependent…

Mathematical Physics · Physics 2007-05-23 Jürg Fröhlich , Marco Merkli , Simon Schwarz , Daniel Ueltschi