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We study approximations for the L\'evy area of Brownian motion which are based on the Fourier series expansion and a polynomial expansion of the associated Brownian bridge. Comparing the asymptotic convergence rates of the L\'evy area…

Probability · Mathematics 2023-04-27 James Foster , Karen Habermann

We study an asymptotic behavior of solutions to elliptic equations of the second order in a two dimensional exterior domain. Under the assumption that the solution belongs to $L^q$ with $q \in [2,\infty)$, we prove a pointwise asymptotic…

Analysis of PDEs · Mathematics 2021-12-14 Hideo Kozono , Yutaka Terasawa , Yuta Wakasugi

Asymptotic approximations of Jacobi polynomials are given for large values of the $\beta$-parameter and of their zeros. The expansions are given in terms of Laguerre polynomials and of their zeros. The levels of accuracy of the…

Classical Analysis and ODEs · Mathematics 2018-07-18 Amparo Gil , Javier Segura , Nico M. Temme

In this paper, we present a new approachment for Sturm-Liouville problem having special potentials. We acquire the representations of solutions and asymptotic formulas for solutions with regard to initial conditions. Also, a few…

Spectral Theory · Mathematics 2019-03-13 Erdal Bas , Ramazan Ozarslan

This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker…

Probability · Mathematics 2024-12-24 Akihiko Takahashi , Toshihiro Yamada

We obtain an explicit simple formula for the coefficients of the asymptotic expansion for the factorial of a natural number,in terms of derivatives of powers of an elementary function. The unique explicit expression for the coefficients…

Classical Analysis and ODEs · Mathematics 2010-02-23 Stella Brassesco , Miguel A. Méndez

We obtain a Liouville property for stationary diffusions in random environment which are small, isotropic perturbations of Brownian motion in spacial dimension greater than two. Precisely, we prove that, on a subset of full probability, the…

Analysis of PDEs · Mathematics 2014-06-09 Benjamin J. Fehrman

We consider orthogonal polynomials $\{p_{n,N}(x)\}_{n=0}^{\infty}$ on the real line with respect to a weight $w(x)=e^{-NV(x)}$ and in particular the asymptotic behaviour of the coefficients $a_{n,N}$ and $b_{n,N}$ in the three term…

Classical Analysis and ODEs · Mathematics 2010-07-30 A. B. J. Kuijlaars , P. M. J. Tibboel

The limit distribution of the discrete spectrum of the Sturm-Liouville problem with complex-valued polynomial potential on an interval, on a half-axis, and on the entire axis is studied. It is shown that at large parameter values, the…

Spectral Theory · Mathematics 2016-04-20 A. A. Shkalikov , S. N. Tumanov

This paper is concerned with the asymptotic expansions of the amplitude of the solution of the Helmholtz equation. The original expansions were obtained using a pseudo-differential decomposition of the Dirichlet to Neumann operator. This…

Analysis of PDEs · Mathematics 2016-12-13 Souaad Lazergui , Yassine Boubendir

In this study, we give the variation of parameters method from a different viewpoint for the Nth order inhomogeneous linear ordinary difference equations with constant coefficient by means of delta exponential function . Advantage of this…

Classical Analysis and ODEs · Mathematics 2019-06-04 Erdal Bas , Ramazan Ozarslan

We consider the expansion of wave packets governed by the free Schr\"odinger equation. This seemingly simple task plays an important role in simulations of various quantum experiments and in particular in the field of matter-wave…

Computational Physics · Physics 2023-03-17 Jan-Frederik Mennemann , Sebastian Erne , Igor Mazets , Norbert J. Mauser

Most studies of PT-symmetric quantum-mechanical Hamiltonians have considered the Schroedinger eigenvalue problem on an infinite domain. This paper examines the consequences of imposing the boundary conditions on a finite domain. As is the…

High Energy Physics - Theory · Physics 2015-06-03 Carl M. Bender , Hugh F. Jones

In this paper, we generalize results of Bruinier on automorphic Green functions on Hilbert modular surfaces to arbitrary ideals. For instance, we compute the Fourier expansion of the unregularized Green functions, use it to regularize them,…

Number Theory · Mathematics 2023-04-27 Johannes J. Buck

In this paper, we mainly discuss asymptotic profiles of solutions to a class of abstract second-order evolution equations of the form $u''+Au+u'=0$ in real Hilbert spaces, where $A$ is a nonnegative selfadjoint operator. The main result is…

Analysis of PDEs · Mathematics 2024-10-28 Motohiro Sobajima

It is natural to consider continuous dependence of the $n$-th eigenvalue on $d$-dimensional ($d\geq2$) Sturm-Liouville problems after the results on $1$-dimensional case by Kong, Wu and Zettl [14]. In this paper, we find all the boundary…

Spectral Theory · Mathematics 2018-06-12 Xijun Hu , Lei Liu , Li Wu , Hao Zhu

In this paper we establish asymptotic results for Christoffel functions with respect to measures supported on Jordan curves having a Radon-Nikodym derivative with a jump singularity. We extend the results known for measures supported in the…

Classical Analysis and ODEs · Mathematics 2015-04-24 Tivadar Danka

A central result of Sturm-Liouville theory (also called the Sturm-Hurwitz Theorem) states that if $\phi_k$ is a sequence of eigenfunctions of a second order differential operator on the interval $I \subset \mathbb{R}$, then any linear…

Analysis of PDEs · Mathematics 2019-12-02 Stefan Steinerberger

We survey recent developments in the field of complexity of pathwise approximation in $p$-th mean of the solution of a stochastic differential equation at the final time based on finitely many evaluations of the driving Brownian motion.…

Probability · Mathematics 2024-03-04 T. Müller-Gronbach , L. Yaroslavtseva

This paper is concerned with continuous dependence of the n-th eigenvalue on self-adjoint discrete Sturm-Liouville problems. The n-th eigenvalue is considered as a function in the space of the problems. A necessary and sufficient condition…

Spectral Theory · Mathematics 2015-05-29 Hao Zhu , Yuming Shi