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We study a process satisfying a one-dimensional stochastic differential equation driven by fractional Brownian motion with Hurst index $H>1/2$, and consider the weighted power variation based on the second order differences of the process.…

Probability · Mathematics 2024-07-04 Hayate Yamagishi

In [8], asymptotic expansion of the martingale with mixed normal limit was provided. The expansion formula is expressed by the adjoint of a random symbol with coefficients described by the Malliavin calculus, differently from the standard…

Probability · Mathematics 2012-12-27 Nakahiro Yoshida

In this article, we examine the well-posedness and asymptotic behavior of the energy associated with the wave equation that incorporates a Kelvin-Voigt nonlocal damping structure given by $-||\nabla u_t(t)||_2^2 \Delta u_t$. Utilizing the…

Analysis of PDEs · Mathematics 2026-04-07 Marcelo Cavalcati , Valéria Domingos Cavalcanti , Josiane Faria , Cintya Okawa

In this work an extended elliptic function method is proposed and applied to the generalized shallow water wave equation. We systematically investigate to classify new exact travelling wave solutions expressible in terms of quasi-periodic…

Exactly Solvable and Integrable Systems · Physics 2015-05-18 Bijan Bagchi , Supratim Das , Asish Ganguly

We consider a reaction-diffusion equation with nonlocal anisotropic diffusion and a linear combination of local and nonlocal monostable-type reactions in a space of bounded functions on $\mathbb{R}^d$. Using the properties of the…

Analysis of PDEs · Mathematics 2018-04-30 Dmitri Finkelshtein , Yuri Kondratiev , Pasha Tkachov

Uniform asymptotic expansions are derived for reverse generalised Bessel polynomials of large degree $n$, real parameter $a$, and complex argument $z$, which are simpler than previously known results. The defining differential equation is…

Classical Analysis and ODEs · Mathematics 2025-07-08 T. M. Dunster

This study addresses the inverse source problem for the fractional diffusion-wave equation, characterized by a source comprising spatial and temporal components. The investigation is primarily concerned with practical scenarios where data…

Numerical Analysis · Mathematics 2025-04-22 Lingyun Qiu , Jiwoon Sim

We introduce a new, physical-space-based method for deriving the precise leading-order late-time behaviour of solutions to geometric wave equations on asymptotically flat spacetime backgrounds and apply it to the setting of wave equations…

General Relativity and Quantum Cosmology · Physics 2025-12-01 Dejan Gajic

Using the saddle-point method, we compute an asymptotic, as $y \rightarrow \infty$, for the $K$-Bessel function $K_{r + i t}(y)$ with positive, real argument $y$ and of large complex order $r+it$ where $r$ is bounded and $t = y \sin \theta$…

Classical Analysis and ODEs · Mathematics 2023-02-21 Jimmy Tseng

In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional…

Mathematical Physics · Physics 2021-03-12 Yuri Luchko

We prove dispersive estimates for solutions to the wave equation with a real-valued potential $V\in L^\infty({\bf R}^n)$, $n\ge 4$, satisfying $V(x)=O(|x|^{-(n+1)/2-\epsilon})$, $|x|>1$, $\epsilon>0$.

Analysis of PDEs · Mathematics 2007-05-23 Georgi Vodev

There is a well known analogy between the Laughlin trial wave function for the fractional quantum Hall effect, and the Boltzmann factor for the two-dimensional one-component plasma. The latter requires analytic continuation beyond the…

Statistical Mechanics · Physics 2015-05-27 T. Can , P. J. Forrester , G. Tellez , P. Wiegmann

We consider the problem of describing the asymptotic behaviour of \textsc{FRW} universes near their spacetime singularities in general relativity. We find that the Bel-Robinson energy of these universes in conjunction with the Hubble…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Spiros Cotsakis , Ifigeneia Klaoudatou

We are concerned with the large time behavior of solutions to the Cauchy problem of the one-dimensional compressible micropolar fluid model without viscosity, where the far-field states of the initial data are prescribed to be different. If…

Analysis of PDEs · Mathematics 2018-06-12 Liyun Zheng , Zhengzheng Chen , Sina Zhang

A representation for the Riemann zeta function valid for arbitrary complex $s=\sigma+it$ is $\zeta(s)=\sum_{n=0}^\infty A(n,s)$, where \[A(n,s)=\frac{2^{-n-1}}{1-2^{1-s}} \sum_{k=0}^n \left(\!\begin{array}{c}n\\k\end{array}\!\right)…

Classical Analysis and ODEs · Mathematics 2021-06-04 R B Paris

We consider non-negative solutions to the semilinear space-fractional diffusion problem $(\partial_t+(-\Delta)^{\alpha/2})u=\rho(x)u^p$ on whole space $R^n$ with nonnegative initial data and with $(-\Delta)^{\alpha/2}$ being the…

Analysis of PDEs · Mathematics 2017-06-06 Li Ma

We construct solitary waves for the fractional Korteweg-De Vries type equation $u_t + (\Lambda^{-s}u + u^2)_x = 0$, where $\Lambda^{-s}$ denotes the Bessel potential operator $(1 + |D|^2)^{-\frac{s}{2}}$ for $s \in (0,\infty)$. The approach…

Analysis of PDEs · Mathematics 2024-07-04 Swati Yadav , Jun Xue

The wavefunction for the multiparticle Schr\"odinger equation is a function of many variables and satisfies an antisymmetry condition, so it is natural to approximate it as a sum of Slater determinants. Many current methods do so, but they…

Mathematical Physics · Physics 2009-11-13 Gregory Beylkin , Martin J. Mohlenkamp , Fernando Pérez

Let $u$ be a solution of the Cauchy problem for the nonlinear parabolic equation $$ \partial_t u=\Delta u+F(x,t,u,\nabla u) \quad in \quad{\bf R}^N\times(0,\infty), \quad u(x,0)=\varphi(x)\quad in \quad{\bf R}^N, $$ and assume that the…

Analysis of PDEs · Mathematics 2014-06-13 Kazuhiro Ishige , Tatsuki Kawakami

The asymptotic behavior of solutions to the second-order linear differential equation $d^{2}w/dz^{2}=\{u^{2}f(\alpha,z)+g(z)\}w$ is analyzed for a large real parameter $u$ and $\alpha\in[0,\alpha_{0}]$, where $\alpha_{0}>0$ is fixed. The…

Classical Analysis and ODEs · Mathematics 2025-12-24 T. M. Dunster
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