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We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…

Numerical Analysis · Mathematics 2023-07-19 Marissa Condon , Alfredo Deano , Jing Gao , Arieh Iserles

Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…

Methodology · Statistics 2018-05-09 David T. Frazier , Gael M. Martin , Christian P. Robert , Judith Rousseau

By application of the theory for second-order linear differential equations with two turning points developed in \cite{Olver1975}, uniform asymptotic approximations are obtained for the Lam\'{e} and Mathieu functions with a large real…

Classical Analysis and ODEs · Mathematics 2015-07-31 Karen Ogilvie , Adri B. Olde Daalhuis

Following the ideas of Rosenbloom [7] and Hayman [5], Luis B\'aez-Duarte gives in [1] a probabilistic proof of Hardy-Ramanujan's asymptotic formula for the partitions of an integer. The main principle of the method relies on the convergence…

Number Theory · Mathematics 2013-07-25 Bernard Candelpergher , Michel Miniconi

General results on asymptotic expansions of Feynman diagrams in momenta and/or masses are reviewed. It is shown how they are applied for calculation of massive diagrams.

High Energy Physics - Theory · Physics 2015-06-26 V. A. Smirnov

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a…

Probability · Mathematics 2013-09-24 Antonio Lerario , Erik Lundberg

Asymptotic expansions are presented for the moments of bound states in one-dimensional anharmonic potentials. The results are derived by using the SAFE method and include only the first non-zero wave-related correction to the familiar…

Quantum Physics · Physics 2023-05-31 G. W. Forbes , Miguel A. Alonso

We survey an area of recent development, relating dynamics to theoretical computer science. We discuss the theoretical limits of simulation and computation of interesting quantities in dynamical systems. We will focus on central objects of…

Dynamical Systems · Mathematics 2011-04-15 Stefano Galatolo , Mathieu Hoyrup , Cristóbal Rojas

Efficient sampling for the conditional time integrated variance process in the Heston stochastic volatility model is key to the simulation of the stock price based on its exact distribution. We construct a new series expansion for this…

Pricing of Securities · Quantitative Finance 2021-01-08 Simon J. A. Malham , Jiaqi Shen , Anke Wiese

We derive the first exact, rigorous but practical, globally valid remainder terms for asymptotic expansions about saddles and contour endpoints of arbitrary order degeneracy derived from the method of steepest descents. The exact remainder…

Classical Analysis and ODEs · Mathematics 2018-04-19 Thomas Bennett , Christopher J. Howls , Gergő Nemes , Adri B. Olde Daalhuis

Markov's inequality for algebraic polynomials on $\left[-1,1\right]$ goes back to more than a century and it is widely used in approximation theory. Its asymptotically sharp form for unions of finitely many intervals has been found only in…

Complex Variables · Mathematics 2015-09-25 Sergei Kalmykov , Bela Nagy , Vilmos Totik

We consider the typical behaviour of random dynamical systems of order-preserving interval homeomorphisms with a positive Lyapunov exponent condition at the endpoints. Our study removes any requirement for continuous differentiability save…

Dynamical Systems · Mathematics 2021-08-19 Jaroslav Bradík , Samuel Roth

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

We derive two distinct asymptotic expansions for the zeros $j_{\nu,k}^{(n)}$ of the $n$-th derivative of Bessel function $J_\nu^{(n)}(x)$. The first is a McMahon-type expansion for the case when $k \to \infty$ with fixed $\nu$, for which we…

Classical Analysis and ODEs · Mathematics 2025-10-15 Árpád Baricz , Pranav Kumar , Saminathan Ponnusamy

The Birkhoff Ergodic Theorem asserts under mild conditions that Birkhoff averages (i.e. time averages computed along a trajectory) converge to the space average. For sufficiently smooth systems, our small modification of numerical Birkhoff…

We consider the fragmentation at nodes of the L\'{e}vy continuous random tree introduced in a previous paper. In this framework we compute the asymptotic for the number of small fragments at time $\theta$. This limit is increasing in…

Probability · Mathematics 2007-05-23 Romain Abraham , Jean-François Delmas

We study deviation of ergodic averages for dynamical systems given by self-similar tilings on the plane and in higher dimensions. The main object of our paper is a special family of finitely-additive measures for our systems. An asymptotic…

Dynamical Systems · Mathematics 2018-02-08 Alexander I. Bufetov , Boris Solomyak

We consider the Cauchy problem in ${\bf R}^{n}$ for strongly damped wave equations. We derive asymptotic profiles of these solutions with weighted $L^{1,1}({\bf R}^{n})$ data by using a method introduced in [10].

Analysis of PDEs · Mathematics 2014-02-26 Ryo Ikehata

In this paper we examine the deviations from Gaussianity for two types of random variable converging to a normal distribution, namely sums of random variables generated by a deterministic discrete time map and a linearly damped variable…

Chaotic Dynamics · Physics 2020-02-19 Jeroen Wouters

We derive explicit asymptotic expansions of the density of the supremum of a strictly stable process when the index $\alpha$ is not rational. In the case when parameters $\alpha$ and $\rho=\p(X_1>0)$ satisfy $\rho+k=l/\alpha$ for some…

Probability · Mathematics 2010-06-15 Alexey Kuznetsov
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