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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

We invert the Black-Scholes formula. We consider the cases low strike, large strike, short maturity and large maturity. We give explicitly the first 5 terms of the expansions. A method to compute all the terms by induction is also given. At…

Pricing of Securities · Quantitative Finance 2016-11-25 Cyril Grunspan

In this paper, we reconsider the large-$z$ asymptotic expansion of the Lommel function $S_{\mu,\nu}(z)$ and its derivative. New representations for the remainder terms of the asymptotic expansions are found and used to obtain sharp and…

Classical Analysis and ODEs · Mathematics 2018-04-27 Gergő Nemes

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

This article deals with the second order linear differential equations with entire coefficients. We prove some results involving conditions on coefficients so that the order of growth of every non-trivial solution is infinite.

Complex Variables · Mathematics 2021-02-24 Garima Pant , Manisha Saini

Laguerre and Laguerre-type polynomials are orthogonal polynomials on the interval $[0,\infty)$ with respect to a weight function of the form $w(x) = x^{\alpha} e^{-Q(x)}, Q(x) = \sum_{k=0}^m q_k x^k, \alpha > -1, q_m > 0$. The classical…

Numerical Analysis · Computer Science 2018-01-16 Daan Huybrechs , Peter Opsomer

We derive the non-asymptotical non-uniform sharp error estimation for Bernstein's approximation of continuous function based on the modern probabilistic apparatus. We investigate also the convergence of derivative of these polynomials and…

Functional Analysis · Mathematics 2015-08-31 Eugene Ostrovsky , Leonid Sirota

Integral representations play a prominent role in the analysis of entire functions. The representations of generalized Mittag-Leffler type functions and their asymptotics have been (and still are) investigated by plenty of authors in…

Complex Variables · Mathematics 2017-10-31 Christian Lavault

We investigate one-dimensional families of diagonal forms, considering the evolution of the asymptotic formula and error term. We then discuss properties of the average asymptotic formula obtained. The subsequent second moment analysis…

Number Theory · Mathematics 2013-09-06 Sam Chow

We suggest an approach for description of integrable cases of the Abel equations. It is based on increasing of the order of equations up to the second one and using equivalence transformations for the corresponding second-order ordinary…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Vyacheslav M. Boyko

We obtain an asymptotic expansion for $p(n)$, the number of partitions of a natural number $n$, starting from a formula that relates its generating function $f(t), t\in (0,1)$ with the characteristic functions of a family of sums of…

Number Theory · Mathematics 2019-08-21 Stella Brassesco , Arnaud Meyroneinc

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

In this paper, under certain restrictions on linear factors of the denominator of a rational function of two variables, the leading term of the asymptotic expansion of the coefficients is found.

Complex Variables · Mathematics 2019-11-04 Alexander Lyapin

We consider singularly perturbed second order elliptic system in the whole space with fast oscillating coefficients. We construct the complete asymptotic expansions for the eigenvalues converging to the isolated ones of the homogenized…

Spectral Theory · Mathematics 2007-05-30 D. Borisov

This paper shows how to build a formal analytical solution for a differential equation of arbitrary order and with variable coefficients. It proofs that the most known approximated solutions for such a problem can be derived from the…

Classical Analysis and ODEs · Mathematics 2015-05-26 Mauro Bologna

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

Exact formulas are derived for the probability density functions of the sum and difference of two independent non-central gamma distributed random variables, with both series and integral representations of the density presented. These…

Probability · Mathematics 2026-05-18 Robert E. Gaunt , Heather L. Sutcliffe

In this paper we use the asymptotic expansions of the binomial coefficients and the weights of the L1 approximation to obtain approximations of order $2-\alpha$ and second-order approximations of the Caputo derivative by modifying the…

Numerical Analysis · Mathematics 2018-06-12 Yuri Dimitrov , Radan Miryanov , Venelin Todorov

We examine convergent representations for the sum of a decaying exponential and a Bessel function in the form \[\sum_{n=1}^\infty \frac{e^{-an}}{(\frac{1}{2} bn)^\nu}\,J_\nu(bn),\] where $J_\nu(x)$ is the Bessel function of the first kind…

Classical Analysis and ODEs · Mathematics 2020-02-21 R B Paris

Many results related to quantitative problems in the metric theory of Diophantine approximation are asymptotic, such as the number of rational solutions to certain inequalities grows with the same rate almost everywhere modulo an asymptotic…

Number Theory · Mathematics 2024-03-01 Ying Wai Lee , Andrew Scoones
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