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We propose a new method for (global) Hurst exponent determination based on wavelets. Using this method, we analyze synthetic data with predefined Hurst exponents, fracture surfaces and data from economy. The results are compared with those…

Materials Science · Physics 2010-05-04 Ingve Simonsen , Alex Hansen , Olav Magnar Nes

We obtain the asymptotic expansion of the Voigt functions $K(x,y)$ and $L(x,y)$ for large (real) values of the variables $x$ and $y$, paying particular attention to the exponentially small contributions. A Stokes phenomenon is encountered…

Classical Analysis and ODEs · Mathematics 2014-04-01 R B Paris

In this paper, we conduct further studies on geometric and analytic properties of asymptotic expansion in measure. More precisely, we develop a machinery of Markov expansion and obtain an associated structure theorem for asymptotically…

Dynamical Systems · Mathematics 2022-12-21 Kang Li , Federico Vigolo , Jiawen Zhang

Uniform asymptotic expansions are derived for Whittaker's confluent hypergeometric functions $M_{\kappa,\mu}(z)$ and $W_{\kappa,\mu}(z)$, as well as the numerically satisfactory companion function $W_{-\kappa,\mu}(ze^{-\pi i})$. The…

Classical Analysis and ODEs · Mathematics 2021-09-15 T. M. Dunster

In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this…

Numerical Analysis · Mathematics 2022-10-14 Dmitrii Chaikovskii , Aleksei Liubavin , Ye Zhang

With asymptotic method developed from weak turbulent theory, the kinetic equations for QGP are expanded in fluctuation field potential $A^T_\mu $. Considering the second-order and third-order currents, we derive the nonlinear permeability…

High Energy Physics - Theory · Physics 2015-06-26 Zheng Xiaoping , Li Jiarong

We construct an asymptotic expansion in powers of the coupling constant directly of the cross-section for pair production and decay of fundamental unstable particles. The resonant and kinematic singularities arising in the expansion we…

High Energy Physics - Phenomenology · Physics 2010-01-21 M. L. Nekrasov

This paper is concerned with the asymptotic expansions of the amplitude of the solution of the Helmholtz equation. The original expansions were obtained using a pseudo-differential decomposition of the Dirichlet to Neumann operator. This…

Analysis of PDEs · Mathematics 2016-12-13 Souaad Lazergui , Yassine Boubendir

New algorithms for construction of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces are presented. These algorithms are based on a special technique of sequential…

Probability · Mathematics 2016-03-16 Dmitrii Silvestrov , Sergei Silvestrov

We present general prescriptions for the asymptotic expansion of massive multi-loop Feynman integrals near threshold. As in the case of previously known prescriptions for various limits of momenta and masses, the terms of the threshold…

High Energy Physics - Phenomenology · Physics 2009-10-30 M. Beneke , V. A. Smirnov

Asymptotic expansions are derived as power series in a small coefficient entering a nonlinear multiplicative noise and a deterministic driving term in a nonlinear evolution equation. Detailed estimates on remainders are provided.

Probability · Mathematics 2013-12-10 Sergio Albeverio , Boubaker Smii

The asymptotic behavior of the molecular continuum wave function has been analyzed within a model of non-overlapping atomic potentials. It is been shown that the representation of the wave function far from a molecule as a plane wave and…

Atomic Physics · Physics 2007-06-12 A. S. Baltenkov

We are interested in the asymptotic behavior of orthogonal polynomials of the generalized Jacobi type as their degree $n$ goes to $\infty$. These are defined on the interval $[-1,1]$ with weight function…

Mathematical Software · Computer Science 2015-10-23 Alfredo Deaño , Daan Huybrechs , Peter Opsomer

Considered herein are the family of nonlinear equations with both dispersive and dissipative homogeneous terms appended. Solutions of these equations that start with finite energia decay to zero as time goes to infinity. We present an…

Analysis of PDEs · Mathematics 2007-05-23 Raul Prado

A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…

Analysis of PDEs · Mathematics 2022-08-12 Taras A. Mel'nyk , Arsen V. Klevtsovskiy

For suitable families of locally infinitely divisible Markov processes $\{\xi^{{\epsilon}}_t\}_{0\leq t\leq T}$ with frequent small jumps depending on a small parameter $\epsilon>0,$ precise asymptotics for large deviations of integral…

Probability · Mathematics 2012-11-27 Xiangfeng Yang

We study asymptotic expansions in free probability. In a class of classical limit theorems Edgeworth expansion can be obtained via a general approach using sequences of "influence" functions of individual random elements described by…

Probability · Mathematics 2015-02-05 F. Götze , A. Reshetenko

We give an elementary proof of the existence of an asymptotic expansion in powers of $k$ of the Bergman kernel associated to $L^k$, where $L$ is a positive line bundle. We also give an algorithm for computing the coefficients in the…

Complex Variables · Mathematics 2007-11-12 Robert Berman , Bo Berndtsson , Johannes Sjoestrand

We consider a singularly perturbed second order elliptic system in the whole space. The coefficients of the systems fast oscillate and depend both of slow and fast variables. We obtain the homogenized operator and in the uniform norm sense…

Mathematical Physics · Physics 2007-05-23 Denis Borisov

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…

Probability · Mathematics 2015-05-06 Qiang Zhen , Charles Knessl