Related papers: Small time asymptotics for an example of strictly …
We find exact small deviation asymptotics with respect to weighted Hilbert norm for some well-known Gaussian processes. Our approach does not require the knowledge of eigenfunctions of the covariance operator of a weighted process. Such a…
In this paper we extend our recent work on two-dimensional (2D) diffusive search-and-capture processes with multiple small targets (narrow capture problems) by considering an asymptotic expansion of the Laplace transformed probability flux…
In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…
The problem of calculation of the reflectivity of non-ideal shock-compressed plasmas is revisited. The dielectric formalism based on the method of moments incorporating exact asymptotic forms and sum rules is applied to the new experimental…
The large time behavior of solutions to Cauchy problem for viscous Hamilton-Jacobi equation is classified. The large time asymptotics are given by very singular self-similar solutions on one hand and by self-similar viscosity solutions on…
The quasi-isotropic expansion for a simple two-fluid cosmological model, including radiation and string gas is constructed. The first non-trivial order expressions for the metric coefficients, energy densities and velocities are explicitly…
We derive logarithmic asymptotics of probabilities of small deviations for iterated processes in the space of trajectories. We find conditions under which these asymptotics coincide with those of processes generating iterated processes.…
Consider the underdamped Langevin process $(q(t),p(t))_{t\geq0}$ in $\R^d\times\R^d$. We derive the low-temperature asymptotic of its mean-transition time between basins of attraction for a double-well potential. This asymptotic is called…
We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
We consider the heat equation associated with a class of hypoelliptic operators of Kolmogorov-Fokker-Planck type in dimension two. We explicitly compute the first meaningful coefficient of the small time asymptotic expansion of the heat…
Equilibrium statistics of Hamiltonian systems is correctly described by the microcanonical ensemble, whereas canonical ones fail in the most interesting, mostly inhomogeneous, situations like phase separations or away from the thermodynamic…
Time-dependent density functional theory (TDDFT) within the linear response regime provides a solid mathematical framework to capture excitations. The accuracy of the theory, however, largely depends on the approximations for the…
In this paper we study the asymptotic behavior of least energy solutions and the existence of multiple bubbling solutions of nonlinear elliptic equations involving the fractional Laplacians and the critical exponents. This work can be seen…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
Partial differential equations with random inputs have become popular models to characterize physical systems with uncertainty coming from, e.g., imprecise measurement and intrinsic randomness. In this paper, we perform asymptotic rare…
We prove asymptotic behaviour of transition density for a large class of spectrally one-sided L\'evy processes of unbounded variation satisfying mild condition imposed on the second derivative of the Laplace exponent, or equivalently, on…
Asymptotic symmetries of black hole spacetimes have received much attention as a possible origin of the Bekenstein-Hawking entropy in black hole thermodynamics. In general, it takes hard efforts to find appropriate asymptotic conditions on…
The nonnegative viscosity solutions to the infinite heat equation with homogeneous Dirichlet boundary conditions are shown to converge as time increases to infinity to a uniquely determined limit after a suitable time rescaling. The proof…
We discuss a variety of developments in the study of large time behavior of the positive minimal heat kernel of a time independent (not necessarily symmetric) second-order parabolic operator defined on a domain M in $R^d$, or more…
We construct a long-time asymptotic profile to the initial value problem of the n-dimensional heat equation. Specifically, we present a modified heat kernel as a long-time asymptotic profile which changes the mass, the center of mass and…