Related papers: Asymptotic expansion for the solution of a convect…
We consider the asymptotic behaviour of the solution of one dimensional stochastic differential equations and Langevin equations in periodic backgrounds with zero average. We prove that in several such models, there is generically a non…
Small diameter asymptotics is obtained for scattering solutions in a network of thin fibers. The asymptotics is expressed in terms of solutions of related problems on the limiting quantum graph. We calculate the Lagrangian gluing conditions…
We consider steady-state diffusion in a three-dimensional bounded domain with a smooth reflecting boundary that is partially covered by small partially reactive patches. By using the method of matched asymptotic expansions, we investigate…
We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…
In this paper, we are concerned with the compressible Euler-Maxwell equations with a nonconstant background density (e.g. of ions) in three dimensional space. There exist stationary solutions when the background density is a small…
Asymptotic expansions are derived for Gegenbauer (ultraspherical) polynomials for large order $n$ that are uniformly valid for unbounded complex values of the argument $z$, including the real interval $0 \leq z \leq 1$ in which the zeros in…
This paper generalizes a part of the theory of $Z$-estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typically, semimartingales. We present a general theorem to…
We study expansions near the boundary of solutions to the Dirichlet problem for minimal graphs in the hyperbolic space and prove the local convergence of such expansions if the boundary is locally analytic. As a consequence, we prove a…
We consider classical $O(N)$ vector models in dimension three and higher and investigate the nature of the low-temperature expansions for their multipoint spin correlations. We prove that such expansions define asymptotic series, and derive…
This work investigates a nonlocal sinh-Gordon equation with a singularly perturbed parameter in a ball. Under the Robin boundary condition, the solution asymptotically forms a quite steep boundary layer in a thin annular region, and rapidly…
We study the existence and uniqueness of a solution to a linear stationary convection-diffusion equation stated in an infinite cylinder, Neumann boundary condition being imposed on the boundary. We assume that the cylinder is a junction of…
A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…
This paper is devoted to studying the inflow problem for an ideal polytropic model with non-viscous gas in one-dimensional half space. We showed the existence of the boundary layer in different areas. By employing the energy method, we also…
Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, the…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
In this paper, we study inference for high-dimensional data characterized by small sample sizes relative to the dimension of the data. In particular, we provide an infinite-dimensional framework to study statistical models that involve…
We study the asymptotic relations between certain singular and constrained control problems for one-dimensional diffusions with both discounted and ergodic objectives. By constrained control problems we mean that controlling is allowed only…
We consider a two-body quantum system in dimension one composed by a test particle interacting with an harmonic oscillator placed at the position $a>0$. At time zero the test particle is concentrated around the position $R_0$ with average…
We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…
We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…