Related papers: Asymptotic error in the eigenfunction expansion fo…
We establish an optimal, linear rate of convergence for the stochastic homogenization of discrete linear elliptic equations. We consider the model problem of independent and identically distributed coefficients on a discretized unit torus.…
Asymptotic expansions for generalised trigonometric integrals are obtained in terms of elementary functions, which are valid for large values of the parameter $a$ and unbounded complex values of the argument. These follow from new…
We revisit basics of classical Sturm-Liouville theory and, as an application, recover Bochner's classification of second order ODEs with polynomial coefficients and polynomial solutions by a new argument. We also outline how a wider class…
The spectral decomposition of the elastic wave operator in a layered isotropic half-space is derived by means of standard functional analytic methods. Particular attention is paid to the coupled $P$-$SV$ waves. The problem is formulated…
Elliptic partial differential equations with diffusion coefficients of lognormal form, that is $a=exp(b)$, where $b$ is a Gaussian random field, are considered. We study the $\ell^p$ summability properties of the Hermite polynomial…
A detailed study of various distinguished limits of the Green-Kubo formula for the self-diffusion coefficient is presented in this paper. First, an alternative representation of the Green-Kubo formula in terms of the solution of a Poisson…
In this paper, we shall study the convergence of Taylor approximations for the backward Loewner differential equation (driven by Brownian motion) near the origin. More concretely, whenever the initial condition of the backward Loewner…
In this paper, we investigate the sampling analysis for a new Sturm-Liouville problem with symmetrically located discontinuities which are defined to depending on a neighborhood of a midpoint of the interval. Also the problem has…
In this paper we provide a detailed analysis of the analytic continuation of the spectral zeta function associated with one-dimensional regular Sturm-Liouville problems endowed with self-adjoint separated and coupled boundary conditions.…
Convergent expansions are derived for three types of orthogonal polynomials: Charlier, Laguerre and Jacobi. The expansions have asymptotic properties for large values of the degree. The expansions are given in terms of functions that are…
The asymptotic expansion of digamma function is a starting point for the derivation of approximants for harmonic sums or Euler-Mascheroni constant. It is usual to derive such approximations as values of logarithmic function, which leads to…
We conclude our work [arXiv:2403.07628, arXiv:2503.12644] on asymptotic expansions at the soft edge for the classical $n$-dimensional Gaussian and Laguerre ensembles, now studying the gap-probability generating functions. We show that the…
In addition to being the eigenfunctions of the restricted Fourier operator, the angular spheroidal wave functions of the first kind of order zero and nonnegative integer characteristic exponents are the solutions of a singular self-adjoint…
We study the asymptotic properties of an estimator of Hurst parameter of a stochastic differential equation driven by a fractional Brownian motion with $H > 1/2$. Utilizing the theory of asymptotic expansion of Skorohod integrals introduced…
We study the local properties of eigenvalues for the Hermite (Gaussian), Laguerre (Chiral) and Jacobi $\beta$-ensembles of $N\times N$ random matrices. More specifically, we calculate scaling limits of the expectation value of products of…
It is well known that second order linear ordinary differential equations with slowly varying coefficients admit slowly varying phase functions. This observation is the basis of the Liouville-Green method and many other techniques for the…
We introduce a novel approach for dealing with eigenvalue problems of Sturm-Liouville operators generated by the differential expression \begin{equation*} Ly=\frac{1}{r}\left( -(p\left[ y^{\prime }+sy\right] )^{\prime }+sp\left[ y^{\prime…
The operator expansion of free Green function of Helmholtz equation for arbitrary N- dimension space leads to asymptotic extension of 3- dimension Grimus-Stockinger formula closely related to multipole expansion. Analytical examples…
In this paper, we derive an asymptotic error expansion for the eigenvalue approximations by the lowest order Raviart-Thomas mixed finite element method for the general second order elliptic eigenvalue problems. Extrapolation based on such…
This paper presents a new approach to the two-interval Sturm-Liouville eigenfunction expansions, based essentially on the method of integral equations. We consider the Sturm-Liouville problem together with two supplementary transmission…