Related papers: On the connection problem for the second Painlev\'…
We provide an asymptotic expansion of the value function of a multidimensional utility maximization problem from consumption with small non-linear price impact. In our model cross-impacts between assets are allowed. In the limit for small…
A one-parameter family of trans-series asymptotics of solutions to the Degenerate Painlev\'{e} III Equation (DP3E) are parametrised in terms of the monodromy data of an associated two-by-two linear auxiliary problem via the isomonodromy…
In this Note, we prepare an $\varepsilon$-Stokes problem connecting the Stokes problem and the corresponding pressure-Poisson equation using one parameter $\varepsilon>0$. We prove that the solution to the $\varepsilon$-Stokes problem,…
The isomonodromy deformation equation for a 2x2 matrix linear ODE with a large parameter can be locally reduced to a (hyper)elliptic equation. To globalize this result, we apply the isomonodromy deformation method and obtain the modulation…
In this survey, we review asymptotic results of some orthogonal polynomials which are relate to the Painlev\'e transcendents. They are obtained by applying Deift-Zhou's nonlinear steepest descent method for Riemann-Hilbert problems. In the…
A family of random variables $\mathbf{X}(s)$, depending on a real parameter $s>-\frac{1}{2}$, appears in the asymptotics of the joint moments of characteristic polynomials of random unitary matrices and their derivatives, in the ergodic…
We are interested in a non-local partial differential equation modeling equal mitosis. We prove that the solutions present persistent asymptoticoscillations and that the convergence to this periodic behavior, in suitable spaces of weighted…
The random connection model is a random graph whose vertices are given by the points of a Poisson process and whose edges are obtained by randomly connecting pairs of Poisson points in a position dependent but independent way. We study…
The main aim of this article is a careful investigation of the asymptotic behavior of zeros of Bernoulli polynomials of the second kind. It is shown that the zeros are all real and simple. The asymptotic expansions for the small, large, and…
A semilinear reaction-diffusion two-point boundary value problem, whose second-order derivative is multiplied by a small positive parameter $\eps^2$, is considered. It can have multiple solutions. An asymptotic expansion is constructed for…
Under this method second order \textbf{partial differential equations (PDE's)} can be reduce to first order PDE's, simplifying the Initial value problem \textbf{IVP} or Border value Problem \textbf{BVP} for most cases of second-order…
We consider n non-intersecting Brownian motions with two fixed starting positions and two fixed ending positions in the large n limit. We show that in case of 'large separation' between the endpoints, the particles are asymptotically…
In this paper following the same methods in [M. Kadakal, O. Sh. Mukhtarov, Sturm-Liouville problems with discontinuities at two points, Comput. Math. Appl., 54 (2007) 1367-1379] we investigate discontinuous two-point boundary value problems…
This article develops a new sieve method which by adding an additional axiom to the classical formulation breaks the well-known parity problem and allows one to detect primes in thin, interesting integer sequences. In the accompanying paper…
For two linear evolution differential equations systems - a normal ordinary differential equations system and a partial differential equations system with Stokes operator in a main part - with rapidly oscillating by time coefficients in a…
We study the asymptotic behaviour of the solutions of the generic ($D_6^{(1)}$-type) third Painlev\'e equation in the space of initial values as the independent variable approaches infinity (or zero) and show that the limit set of each…
We consider the classical sequential binary hypothesis testing problem in which there are two hypotheses governed respectively by distributions $P_0$ and $P_1$ and we would like to decide which hypothesis is true using a sequential test. It…
We study the asymptotic behavior of the partition function and the correlation kernel in random matrix ensembles of the form $\frac{1}{Z_n} \big|\det \big( M^2-tI \big)\big|^{\alpha} e^{-n\operatorname{Tr} V(M)}dM$, where $M$ is an $n\times…
A feature of certain ensembles of random matrices is that the corresponding measure is invariant under conjugation by unitary matrices. Study of such ensembles realised by matrices with Gaussian entries leads to statistical quantities…
Here classes of moving boundary problems of Stefan-type for both an established non-linear evolution equation of cuspon theory and novel reciprocally linked solitonic equations are shown to be solvable via Painleve' II symmetry reduction.