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We obtain asymptotic expansions for the large deviation principle (LDP) for continuous time stochastic processes with weakly dependent increments. As a key example, we show that additive functionals of solutions of stochastic differential…

Probability · Mathematics 2021-04-06 Kasun Fernando , Pratima Hebbar

It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…

Numerical Analysis · Mathematics 2022-12-19 James Bremer

This paper studies, in fine details, the long-time asymptotic behavior of decaying solutions of a general class of dissipative systems of nonlinear differential equations in complex Euclidean spaces. The forcing functions decay, as time…

Classical Analysis and ODEs · Mathematics 2022-01-03 Luan Hoang

A class of self-similar solutions to the derivative nonlinear Schr\"odinger equations is studied. Especially, the asymptotics of profile functions are shown to posses a logarithmic phase correction. This logarithmic phase correction is…

Analysis of PDEs · Mathematics 2018-11-16 Kazumasa Fujiwara , Vladimir Georgiev , Tohru Ozawa

we show that the solution to an oscillatory-singularly perturbed ordinary differential equation may be asymptotically expanded into a sum of oscillating terms. Each of those terms writes as an oscillating operator acting on the solution to…

Functional Analysis · Mathematics 2007-05-23 Emmanuel Frenod

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

Given the Fourier-Legendre expansions of $f$ and $g$, and mild conditions on $f$ and $g$, we derive the Fourier-Legendre expansion of their product in terms of their corresponding Fourier-Legendre coefficients. In this way, expansions of…

Numerical Analysis · Mathematics 2024-03-26 Rabia Djellouli , David Klein , Matthew Levy

By writing the flow equations for the continuum Legendre effective action (a.k.a. Helmholtz free energy) with respect to a particular form of smooth cutoff, and performing a derivative expansion up to some maximum order, a set of…

High Energy Physics - Lattice · Physics 2009-10-28 Tim R. Morris

We present expressions for the coefficients which arise in asymptotic expansions of multiple integrals of Laplace type (the first term of which is known as Laplace's approximation) in terms of asymptotic series of the functions in the…

Classical Analysis and ODEs · Mathematics 2012-10-19 William D. Kirwin

We propose a quadrature-based formula for computing the exponential function of matrices with a non-oscillatory integral on an infinite interval and an oscillatory integral on a finite interval. In the literature, existing quadrature-based…

Numerical Analysis · Mathematics 2024-12-02 Masato Suzuki , Ken'ichiro Tanaka

We give an exact result about the asymptotic limit of an oscillatory integral whose phase contains a certain flat term. Corresponding to the real analytic phase case, one can see an essential difference in the behavior of the above…

Classical Analysis and ODEs · Mathematics 2019-12-10 Joe Kamimoto , Toshihiro Nose

The partial Legendre transform of a non-linear elliptic differential equation is shown to be another non-linear elliptic differential equation. In particular, the partial Legendre transform of the Monge-Amp\`ere equation is another equation…

Analysis of PDEs · Mathematics 2010-10-12 Pengfei Guan , D. H. Phong

An $n$th-order first derivative test for oscillatoric integrals is established. When the phase has a single stationary point, an $n$th-order asymptotic expansion of a weighted stationary phase integral is proved for arbitrary $n\geq1$. This…

Classical Analysis and ODEs · Mathematics 2016-08-26 Mark McKee , Haiwei Sun , Yangbo Ye

We find asymptotical expansions as $\nu \to 0$ for integrals of the form $\int_{\mathbb{R}^d} F(x) / \big(\omega(x)^2 + \nu^2\big)\, dx$, where sufficiently smooth functions $F$ and $\omega$ satisfy natural assumptions for their behaviour…

Mathematical Physics · Physics 2023-03-22 Andrey Dymov

We consider integrals over vanishing cycles in the Milnor fibration of an isolated singularity defined by a Newton non-degenerate function. We single out a condition where the leading logarithmic term of the expansion of the integral into a…

Algebraic Geometry · Mathematics 2026-02-09 Achim Hennings

In this paper, we derive new asymptotic expansions for the solutions of higher order elliptic equations in the presence of small inclusions. As a byproduct, we derive a topological derivative based algorithm for the reconstruction of…

Analysis of PDEs · Mathematics 2020-01-01 Andrea Aspri , Elena Beretta , Otmar Scherzer , Monika Muszkieta

We propose a method for estimating the asymptotic phase and amplitude functions of limit-cycle oscillators using observed time series data without prior knowledge of their dynamical equations. The estimation is performed by polynomial…

Adaptation and Self-Organizing Systems · Physics 2023-01-19 Norihisa Namura , Shohei Takata , Katsunori Yamaguchi , Ryota Kobayashi , Hiroya Nakao

We obtain the asymptotic expansion for the Gauss hypergeometric function \[F(a-\lambda,b+\lambda;c+i\alpha\lambda;z)\] for $\lambda\rightarrow+\infty$ with $a$, $b$ and $c$ finite parameters by application of the method of steepest…

Classical Analysis and ODEs · Mathematics 2016-09-28 R. B. Paris

We prove a sharp asymptotic formula for certain oscillatory integrals that may be approached using the stationary phase method. The estimates are uniform in terms of auxiliary parameters, which is crucial for application in analytic number…

Classical Analysis and ODEs · Mathematics 2019-08-28 Eren Mehmet Kiral , Ian Petrow , Matthew P. Young

The functional flow equations for the Legendre effective action, with respect to changes in a smooth cutoff, are approximated by a derivative expansion; no other approximation is made. This results in a set of coupled non-linear…

High Energy Physics - Phenomenology · Physics 2009-10-28 Tim R. Morris