Related papers: Asymptotic and exponential decay in mean square fo…
This expository article is intended to give an overview about recently achieved results on asymptotic properties of solutions to the Cauchy problem $u_{tt}-\Delta u+b(t)u_t =0,\qquad u(0,\cdot)=u_1,\quad \mathrm{D}_tu(0,\cdot)=u_2$ for a…
This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.
In this paper, we develop a systematical approach in applying an asymptotic method of moving planes to investigate qualitative properties of positive solutions for fractional parabolic equations. We first obtain a series of needed key…
We consider a class of unstable surface growth models, z_t = -\partial_x J, developing a mound structure of size lambda and displaying a perpetual coarsening process, i.e. an endless increase in time of lambda. The coarsening exponents n,…
We study the asymptotic behavior of the least squares estimators of the unknown parameters of bifurcating autoregressive processes. Under very weak assumptions on the driven noise of the process, namely conditional pair-wise independence…
Calculating by analytical theory the deformation of finite-sized elastic bodies in response to internally applied forces is a challenge. Here, we derive explicit analytical expressions for the amplitudes of modes of surface deformation of a…
It is well-known that electromagnetic dispersive structures such as metamaterials can be modelled by generalized Drude-Lorentz models. The present paper is the first of two articles dedicated to dissipative generalized Drude-Lorentz open…
Asymptotic expansion is presented for an estimator of the Hurst coefficient of a fractional Brownian motion. For this, a recently developed theory of asymptotic expansion of the distribution of Wiener functionals is applied. The effects of…
Decay to asymptotic steady state in one-dimensional logistic-like mappings is characterized by considering a phenomenological description supported by numerical simulations and confirmed by a theoretical description. As the control…
We study the long-time behaviour of solutions to the Hardy-Sobolev parabolic equation in critical function spaces for any spatial dimension $d \geq 5$. By employing the Fourier splitting method, we establish precise decay rates for…
We investigate the global well-posedness and asymptotic behavior of $L^2$-solutions to stochastic nonlinear Schr\"odinger equations with multiplicative noise driven by continuous square integrable martingales with density. Our approach…
A kind of asymptotic expansion for calculation of the (para)positronium decay rate is formulated. The method is completely relativistic and gauge invariant. The expansion goes over the inverse square of relative momentum $k$ of two photons…
Reformulated uniform asymptotic expansions are derived for ordinary differential equations having a large parameter and a simple turning point. These involve Airy functions, but not their derivatives, unlike traditional asymptotic…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
The kinetic Brownian motion on the sphere bundle of a Riemannian manifold $M$ is a stochastic process that models a random perturbation of the geodesic flow. If $M$ is a orientable compact constant negatively curved surface, we show that in…
In this paper, we consider the asymptotic stability for a system of linear delay differential equations. By analysing of the characteristic equation in detail, we have established the necessary and sufficient condition for the asymptotic…
Let $B_s$ be a $d$-dimensional Brownian motion and $\omega(dx)$ be an independent Poisson field on $\mathbb{R}^d$. The almost sure asymptotics for the logarithmic moment generating function [\log\math…
New algorithms for computing of asymptotic expansions for stationary distributions of nonlinearly perturbed semi-Markov processes are presented. The algorithms are based on special techniques of sequential phase space reduction, which can…
We obtain exact asymptotic results for the disorder averaged persistence of a Brownian particle moving in a biased Sinai landscape. We employ a new method that maps the problem of computing the persistence to the problem of finding the…
We are concerned with hypersurfaces of $\mathbb{R}^N$ with constant nonlocal (or fractional) mean curvature. This is the equation associated to critical points of the fractional perimeter under a volume constraint. Our results are twofold.…