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This article investigates the Fokker-Planck equations that arise from the application of quantum stochastic calculus to the modelling of illiquid financial markets, using asymptotic methods. We present a power series solution for quantum…

Mathematical Finance · Quantitative Finance 2023-02-13 Will Hicks

Our main aim is to apply the theory of regularly varying functions to the asymptotical analysis at infinity of solutions of Friedmann cosmological equations. A new constant $\Gamma$ is introduced related to the Friedmann cosmological…

General Relativity and Quantum Cosmology · Physics 2017-03-21 Žarko Mijajlović , Nadežda Pejović , Stevo Šegan , Goran Damljanović

The main purpose of this paper is mathematical analysis on time-periodic flows of electrons and holes in semiconductors. The flows appear in a situation that alternating-current voltages are applied to devices. In this paper, we study the…

Analysis of PDEs · Mathematics 2021-10-05 Toru Kan , Masahiro Suzuki

Hidden symmetry in dissipationless terms of arbitrary hydrodynamics equations is recognized. We demonstrate that all fluxes are generated by a single function and derive conventional Euler equations using proposed formalism.

Statistical Mechanics · Physics 2015-01-29 Lev A. Melnikovsky

We study the asymptotic behavior of solutions of the two dimensional incompressible Euler equations in the exterior of a curve when the curve shrinks to a point. This work links two previous results: [Iftimie, Lopes Filho and Nussenzveig…

Analysis of PDEs · Mathematics 2011-02-07 Christophe Lacave

Based on two dissipative models, universal asymptotic behavior of flow equations for Hamiltonians is found and discussed. Universal asymptotic behavior only depends on fundamental bath properties but not on initial system parameters, and…

Statistical Mechanics · Physics 2009-11-07 T. Stauber

In this paper, we investigate the asymptotic symmetry and monotonicity of positive solutions to a reaction-diffusion equation in the unit ball, utilizing techniques from elliptic geometry. Firstly, we discuss the properties of solutions in…

Analysis of PDEs · Mathematics 2024-09-10 Baiyu Liu , Wenlong Yang

We study operators on a singular manifold, here of conical or edge type, and develop a new general approach of representing asymptotics of solutions to elliptic equations close to the singularities. The idea is to construct so-called…

Analysis of PDEs · Mathematics 2011-03-02 H. -J. Flad , G. Harutyunyan , B. -W. Schulze

In loop quantum cosmology, a difference equation for the wave function describes the evolution of a universe model. This is different from the differential equations that arise in Wheeler-DeWitt quantizations, and some aspects of general…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Martin Bojowald , Adam Rej

We study a family of approximations to Euler's equation depending on two parameters $\varepsilon,\eta \ge 0$. When $\varepsilon=\eta=0$ we have Euler's equation and when both are positive we have instances of the class of…

Analysis of PDEs · Mathematics 2015-04-01 David Mumford , Peter W. Michor

We consider the modified Emden equation (MEE) and introduce its most general solution, using the most general solution for the simple harmonic oscillator's linear dynamical equation (i.e., the initial conditions shall be identified by the…

Classical Physics · Physics 2023-11-06 Omar Mustafa

We propose a quasi-Grassmannian gradient flow model for eigenvalue problems of linear operators, aiming to efficiently address many eigenpairs. Our model inherently ensures asymptotic orthogonality: without the need for initial…

Numerical Analysis · Mathematics 2025-06-27 Shengyue Wang , Aihui Zhou

We elaborate on nonmetric geometric flow theory and metric-affine gravity with applications in modern cosmology. Two main motivations for our research follow from the facts that 1) cosmological models for $f(Q)$ modified gravity theories,…

General Relativity and Quantum Cosmology · Physics 2024-10-08 L. Bubuianu , E. Nurlan , J. O. Seti , S. Vacaru , E. V. Veliev

We study the long-time behavior of localized solutions to linear or semilinear parabolic equations in the whole space $\mathbb{R}^n$, where $n \ge 2$, assuming that the diffusion matrix depends on the space variable $x$ and has a finite…

Analysis of PDEs · Mathematics 2020-05-29 Thierry Gallay , Romain Joly , Geneviève Raugel

We analyze asymptotically a differential-difference equation, that arises in a Markov-modulated fluid model. We use singular perturbation methods to analyze the problem with appropriate scalings of the two state variables. In particular,…

Probability · Mathematics 2008-03-03 Charles Knessl , Diego Dominici

We study out-of-equilibrium energy flow in a strongly coupled system by using the AdS/CFT correspondence. In particular, we describe the appearance of a steady state connecting two asymptotic equilibrium systems. We obtain results within…

High Energy Physics - Theory · Physics 2015-10-22 Eugenio Megias

A continuous sequence of infinitesimal unitary transformations is used to diagonalize the quantum sine-Gordon model for \beta^2\in(2\pi,\infty). This approach can be understood as an extension of perturbative scaling theory since it links…

Statistical Mechanics · Physics 2009-10-31 Stefan Kehrein

The asymptotic behavior of solutions to the second-order linear differential equation $d^{2}w/dz^{2}=\{u^{2}f(\alpha,z)+g(z)\}w$ is analyzed for a large real parameter $u$ and $\alpha\in[0,\alpha_{0}]$, where $\alpha_{0}>0$ is fixed. The…

Classical Analysis and ODEs · Mathematics 2025-12-24 T. M. Dunster

We study transport processes on infinite networks. The solution of these processes can be modeled by an operator semigroup on a suitable Banach space. Classically, such semigroups are strongly continuous and therefore their asymptotic…

Functional Analysis · Mathematics 2022-11-18 Alexander Dobrick

In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…

Signal Processing · Electrical Eng. & Systems 2025-06-18 Masahiro Kurisaki