Related papers: Asymptotics for time-changed diffusions

We address the dynamics of damped collective modes in terms of first and second moments. The modes are introduced in a self-consistent fashion with the help of a suitable application of linear response theory. Quantum effects in the…

In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

We examine characteristic properties of deterministic and stochastic diffusion in low-dimensional chaotic dynamical systems. As an example, we consider a periodic array of scatterers defined by a simple chaotic map on the line. Adding…

We discuss a diffusively perturbed predator-prey system. Freedman and Wolkowicz showed that the corresponding ODE can have a periodic solution that bifurcates from a homoclinic loop. When the diffusion coefficients are large, this solution…

We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…

We consider asymptotic problems in spectral analysis of stationary causal processes. Limiting distributions of periodograms and smoothed periodogram spectral density estimates are obtained and applications to the spectral domain bootstrap…

This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…

In this note we provide some precise estimates explaining the diffusive structure of partially dissipative systems with time-dependent coefficients satisfying a uniform Kalman rank condition. Precisely, we show that under certain (natural)…

For affine stochastic differential equation with uniformly distributed time delay the local asymptotic properties of the likelihood function are studied. Local asymptotic normality, local asymptotic mixed normality, periodic local…

For a family of second-order parabolic systems with rapidly oscillating and time-dependent periodic coefficients, we investigate the asymptotic behavior of fundamental solutions and establish sharp estimates for the remainders.

Important insights into the dynamics of spherically symmetric AdS-scalar field perturbations can be obtained by considering a simplified time-averaged theory accurately describing perturbations of amplitude epsilon on time-scales of order…

An effective surface equation, that encapsulates the detail of a microstructure, is developed to model microstructured surfaces. The equations deduced accurately reproduce a key feature of surface wave phenomena, created by periodic…

We consider diffusion processes in media with pockets of large diffusivity. The asymptotic behavior of such processes is described when the diffusion coefficients in the pockets tend to infinity. The limiting process is identified as a…

We study direct energy transfer by multipolar or exchange interactions between diffusive excited donor and diffusive unexcited acceptors. Extending over the case of long-range transfer of an excitation energy a non-perturbative approach by…

We present how a probabilistic model can describe the asymptotic behavior of the iterations, with applications for ODE and approach of some problems in mechanics in $\mathbb{R}^d$.

We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…

Physics-guided sampling with diffusion model priors has shown promise for solving partial differential equation (PDE) governed problems, but applications to chemically meaningful reaction-transport systems remain limited. We apply…

In this thesis, we study the Hawking and Unruh effects in time-dependent situations, as registered by localised spacetimes observers in several asymptotic situations. (Full abstract inside document.)

In this paper we study the asymptotic behaviour of a nonlocal nonlinear parabolic equation governed by a parameter. After giving the existence of unique branch of solutions composed by stable solutions in stationary case, we gives for the…

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…