Related papers: Long time asymptotics of mixed-type Kimura diffusi…
Non-standard distributional approximations have received considerable attention in recent years. They often provide more accurate approximations in small samples, and theoretical improvements in some cases. This paper shows that the…
I derive a Fredholm determinant for the thermal correlator of vertex operators with a conformally invariant density matrix and nonlinear time evolution. Using the method of nonlinear steepest descent I find the long time asymptotics at…
We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
A theorem about asymptotic estimation of multiple integral of a special type is proved for the case when the integrand peaks at the integration domain bound, but not at a point of extremum. Using this theorem the asymptotic expansion of the…
We propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…
We study a symmetric diffusion process on $\mathbb{R}^d$, $d\geq 2$, in divergence form in a stationary and ergodic random environment. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive…
Asymptotic expansions with explicit upper bounds for remainders are given for stationary distributions of nonlinearly perturbed semi-Markov processes with finite phase spaces. The corresponding algorithms are based on a special technique of…
Let $A$ be a densely defined closed, linear $\omega$-sectorial operator of angle $\theta\in [0,\frac{\pi}{2})$ on a Banach space $X$ for some $\omega\in\mathbb R$. We give an explicit representation (in terms of some special functions) and…
Recent studies have indicated that the coarse grained dynamics of a large class of traffic models and driven-diffusive systems may be described by urn models. We consider a class of one-dimensional urn models whereby particles hop from an…
In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
The extended-domain method is a strategy for applying spectral methods to complex geometries. Its stability is complicated by the ill-conditioning of the Fourier extension frame. This paper provides a rigorous analysis of the method's…
Electronic transport properties of the disordered quantum wires are considered. The disorder is introduced via impurities (point scatterers), distributed uniformly over the two-dimensional strip, which represents a model quantum wire.…
We count the number of histories between the two degenerate minimum energy configurations of the Ising model on a chain, as a function of the length n and the number d of kinks that appear above the critical temperature. This is equivalent…
In this paper, we study the asymptotic behavior of a class of nonlinear Fokker-Planck type equations in a bounded domain with periodic boundary conditions. The system is motivated by our study of grain boundary dynamics, especially under…
We studied the self-diffusion of colloidal ellipsoids in a monolayer near a flat wall by video microscopy. The image processing algorithm can track the positions and orientations of ellipsoids with sub-pixel resolution. The translational…
We consider the transport properties of topological insulators surface states in the presence of uncorrelated point-like disorder, both in the classical and quantum regimes. The transport properties of those two-dimensional surface states…
Representations by linear integral operators on $L_p$ spaces over measure spaces are investigated for the polynomial covariance type commutation relations and more general two-sided generalizations of covariance commutation relations…
A telegraph process with an elastic barrier at the origin was studied in [5]; in particular the number of visits of the origin before the absorption is a geometric distributed random variable M. Some asymptotic results (large and moderate…