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Consider a one-dimensional stochastic differential equation with jumps $$\mathrm d X(t) = a(X(t))\mathrm d t + \sum_{k = 1}^m b_k(X(t-))\mathrm d Z_k(t),$$ where $Z_k, \ k \in \{1, 2, ..., m\}$ are independent centered L\'evy processes with…

Probability · Mathematics 2023-11-22 Viktor Yuskovych

The renormalization method based on the Taylor expansion for asymptotic analysis of differential equations is generalized to difference equations. The proposed renormalization method is based on the Newton-Maclaurin expansion. Several basic…

Classical Analysis and ODEs · Mathematics 2017-07-27 Cheng-shi Liu

In this paper, we revisit the asymptotic formulas of real Painlev\'e I transcendents as the independent variable tends to negative infinity, which were initially derived by Kapaev with the complex WKB method. Using the Riemann-Hilbert…

Classical Analysis and ODEs · Mathematics 2024-09-06 Wen-Gao Long , Jun Xia

We study the large time behavior of solutions to the wave equation with space-dependent damping in an exterior domain. We show that if the damping is effective, then the solution is asymptotically expanded in terms of solutions of…

Analysis of PDEs · Mathematics 2024-03-12 Motohiro Sobajima , Yuta Wakasugi

In this paper we obtain the precise description of the asymptotic behavior of the solution $u$ of $$ \partial_t u+(-\Delta)^{\frac{\theta}{2}}u=0\quad\mbox{in}\quad{\bf R}^N\times(0,\infty), \qquad u(x,0)=\varphi(x)\quad\mbox{in}\quad{\bf…

Analysis of PDEs · Mathematics 2017-12-01 Kazuhiro Ishige , Tatsuki Kawakami , Hironori Michihisa

We consider the asymptotic behavior of solutions of the difference equations of the form $x(n+1)=Ax(n) + \sum_{k=0}^n B(n-k)x(k) + y(n)$ in a Banach space $\X$, where $n=0,1,2,...$; $A,B(n)$ are linear bounded operator in $\X$. Our method…

Dynamical Systems · Mathematics 2012-02-28 Nguyen Van Minh

This paper analyzes a special instance of nonsymmetric algebraic matrix Riccati equations arising from transport theory. Traditional approaches for finding the minimal nonnegative solution of the matrix Riccati equations are based on the…

Numerical Analysis · Mathematics 2011-09-26 Chun-Yueh Chiang , Matthew M. Lin

The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…

Analysis of PDEs · Mathematics 2019-11-01 Benjamin Seeger

In this paper, the fractional projective Riccati expansion method is proposed to solve fractional differential equations. To illustrate the effectiveness of the method, we discuss the space-time fractional Burgers equation, the space-time…

Solar and Stellar Astrophysics · Physics 2015-04-15 Emad A-B. Abdel-Salam , Eltayeb A. Yousif , Gmal F. Hassan

We develop symbolic methods of asymptotic approximations for solutions of linear ordinary differential equations and use to them stabilize numerical calculations. Our method follows classical analysis for first-order systems and…

Symbolic Computation · Computer Science 2011-10-12 Christopher J. Winfield

A new approach to the description of inhomogeneous disk-loaded waveguides (chains of coupled resonators) is proposed. New matrix difference equations based on the technique of coupled integral equations and the decomposition method are…

Accelerator Physics · Physics 2020-10-21 M. I. Ayzatsky

Popular finite difference numerical schemes for the resolution of the one-dimensional acoustic wave equation are well-known to be convergent. We present a comprehensive formalization of the simplest one and formally prove its convergence in…

Logic in Computer Science · Computer Science 2011-11-15 Sylvie Boldo , François Clément , Jean-Christophe Filliâtre , Micaela Mayero , Guillaume Melquiond , Pierre Weis

Popular finite difference numerical schemes for the resolution of the one-dimensional acoustic wave equation are well-known to be convergent. We present a comprehensive formalization of the simplest one and formally prove its convergence in…

Logic in Computer Science · Computer Science 2011-11-10 Sylvie Boldo , François Clément , Jean-Christophe Filliâtre , Micaela Mayero , Guillaume Melquiond , Pierre Weis

The asymptotic iteration method is used to find exact and approximate solutions of Schroedinger's equation for a number of one-dimensional trigonometric potentials (sine-squared, double-cosine, tangent-squared, and complex cotangent).…

Mathematical Physics · Physics 2014-03-05 Hakan Ciftci , Richard L. Hall , Nasser Saad

For initial value problems associated with operator-valued Riccati differential equations posed in the space of Hilbert--Schmidt operators existence of solutions is studied. An existence result known for algebraic Riccati equations is…

Analysis of PDEs · Mathematics 2018-08-06 Monika Eisenmann , Etienne Emmrich , Volker Mehrmann

The differential Riccati equation appears in different fields of applied mathematics like control and system theory. Recently Galerkin methods based on Krylov subspaces were developed for the autonomous differential Riccati equation. These…

Numerical Analysis · Mathematics 2019-10-30 Maximilian Behr , Peter Benner , Jan Heiland

The paper deals with a problem of asymptotic step-like solutions to the Burgers' equation with variable coefficients and a small parameter. By means of the non-linear WKB method, the algorithm of constructing these asymptotic solutions is…

Mathematical Physics · Physics 2023-03-03 Valerii Samoilenko , Yuliia Samoilenko , Elvira Zappale

The Riccati equation method is used to establish some new oscillatory criteria for the hamiltonian systems in a new direction, which is to break the positive definiteness restriction imposed on one of coefficients of the hamiltonian system.…

Classical Analysis and ODEs · Mathematics 2019-01-16 G. A. Grigorian

Delay-differential equations are functional differential equations that involve shifts and derivatives with respect to a single independent variable. Some integrability candidates in this class have been identified by various means. For…

Exactly Solvable and Integrable Systems · Physics 2018-03-13 Bjorn K. Berntson

This paper is presented to give numerical solutions of some cases of nonlinear wave-like equations with variable coefficients by using Reduced Differential Transform Method (RDTM). RDTM can be applied most of the physical, engineering,…

Numerical Analysis · Mathematics 2014-07-21 Murat Gubes , Yildiray Keskin , Galip Oturanc
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