Related papers: Small time asymptotics for an example of strictly …

The aim of our paper is twofold. First, we present new mathematical developments on the analysis of de Gennes' hypothesis on the short-time asymptotics of the heat content for bounded domains with smooth boundary and with fractal boundary.…

The issue related to the so-called dimensional reduction procedure is revisited within the Euclidean formalism. First, it is shown that for symmetric spaces, the local exact heat-kernel density is equal to the reduced one, once the harmonic…

We present a simple criterion, only based on second moment assumptions, for the convergence of polynomial or Wiener chaos to a Gaussian limit. We exploit this criterion to obtain new Gaussian asymptotics for the partition functions of…

We consider a problem of approximation of $d$-variate functions defined on $\mathbb{R}^d$ which belong to the Hilbert space with tensor product-type reproducing Gaussian kernel with constant shape parameter. Within worst case setting, we…

This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

We study the small-time asymptotics for hypoelliptic diffusion processes conditioned by their initial and final positions, in a model class of diffusions satisfying a weak H\"ormander condition where the diffusivity is constant and the…

We consider weak solutions of the fractional heat equation posed in the whole $n$-dimensional space, and establish their asymptotic convergence to the fundamental solution as $t\to\infty$ under the assumption that the initial datum is an…

A novel approach to critical-contrast homogenisation for periodic PDEs is proposed, via an explicit asymptotic analysis of Dirichlet-to-Neumann operators. Norm-resolvent asymptotics for non-uniformly elliptic problems with highly…

We study strong ratio limit properties and the exact long time asymptotics of the heat kernel of a general second-order parabolic operator which is defined on a noncompact Riemannian manifold.

We study the asymptotic behaviour of the heat content on a compact Riemannian manifold with boundary and with singular specific heat and singular initial temperature distributions. Assuming the existence of a complete asymptotic series we…

Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…

We show that in low dimensional disordered conductors, the quasiparticle decay and the relaxation of the phase are not exponential processes. In the quasi-one dimensional case, both behave at small time as $e^{- (t/\tau_{in})^{3/2}}$ where…

In a previous work, David Vicente gave a formula showing that the wave front issued of a point of the unit disk hasa large time linear asymptotics. In the present paper, we extend the result to intgrable 2D Hamiltoniansystems.

Let $G$ be a compact connected Lie group equipped with a bi-invariant metric. We calculate the asymptotic expansion of the heat kernel of the laplacian on $G$ and the heat trace using Lie algebra methods. The Duflo isomorphism plays a key…

This work provides an extension of parts of the classical finite dimensional sub-elliptic theory in the context of infinite dimensional compact connected metrizable groups. Given a well understood and well behaved bi-invariant Laplacian,…

We show that the small-time asymptotics of the sub-Riemannian heat kernel, its derivatives, and its logarithmic derivatives can be localized, allowing them to be studied even on incomplete manifolds, under essentially optimal conditions on…

We show that, on a complete, connected and non-compact Riemannian manifold of non-negative Ricci curvature, the solution to the heat equation with $L^{1}$ initial data behaves asymptotically as the mass times the heat kernel. In contrast to…

We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…

We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…