Related papers: Discrete Bessel functions and discrete wave equati…
In this paper we study a class of backward stochastic differential equations (BSDEs) of the form dY(t)= -AY(t)dt -f_0(t,Y(t))dt -f_1(t,Y(t),Z(t))dt + Z(t)dW(t) on the interval [0,T], with given final condition at time T, in an infinite…
Since the early 1960s, the fields of signal processing, data transmission, channel equalisation, filter design and others have been technologically developed and modernised as a result of the research carried out by D. Slepian and his…
We show how one can obtain an asymptotic expression for some special functions satisfying a second order differential equation with a very explicit error term starting from appropriate upper bounds. We will work out the details for the…
Partial differential equations (PDEs) describing thermodynamically isolated systems typically possess conserved quantities (like mass, momentum, and energy) and dissipated quantities (like entropy). Preserving these conservation and…
Given a minimum measurable length underlying spacetime, the latter may be effectively regarded as discrete, at scales of order the Planck length. A systematic discretization of continuum physics may be effected most efficiently through the…
We study a discrete-time approximation for solutions of systems of decoupled forward-backward doubly stochastic differential equations (FBDSDEs). Assuming that the coefficients are Lipschitz-continuous, we prove the convergence of the…
We discuss the propagation of harmonic and transient waves for systems governed by a wave equation with memory whose integral kernel involves ratios of modified Bessel functions of the first kind in the Laplace domain. In particular, the…
In this paper, a multi-dimensional fractional wave equation that describes propagation of the damped waves is introduced and analyzed. In contrast to the fractional diffusion-wave equation, the fractional wave equation contains fractional…
This chapter reviews and compares discontinuous Galerkin time-stepping methods for the numerical approximation of second-order ordinary differential equations, particularly those stemming from space finite element discretization of wave…
We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies. We derive an asymptotic expansion in inverse powers of the…
We present strongly stable semi-discrete finite difference approximations to the quarter space problem (x>0, t>0) for the first order in time, second order in space wave equation with a shift term. We consider space-like (pure outflow) and…
The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…
A method for computing the Hankel transform is proposed whereby the letter is reduced to a sum by representing the integrand as a smooth function times a Bessel function. The smooth function is replaced by its wavelet decomposition with a…
We derive two distinct asymptotic expansions for the zeros $j_{\nu,k}^{(n)}$ of the $n$-th derivative of Bessel function $J_\nu^{(n)}(x)$. The first is a McMahon-type expansion for the case when $k \to \infty$ with fixed $\nu$, for which we…
The existing results about inversion of a tippe top (TT) establish stability of asymptotic solutions and prove inversion by using the LaSalle theorem. Dynamical behaviour of inverting solutions has only been explored numerically and with…
Using the isospectral partners of the Bessel functions derived by Reyes et al., we find, on one hand, that these functions show non-typical supersymmetric (SUSY) behavior and, on the other, that the isospectral partner of the classical wave…
In this paper we are concerned with one-dimensional backward stochastic differential equations (BSDE in short) of the following type: \[Y_t=\xi -\int_{t\wedge \tau}^{\tau}Y_r|Y_r|^q dr-\int_{t\wedge \tau}^{\tau}Z_r dB_r,\qquad t\geq 0,\]…
In this paper we consider the discrete Allen-Cahn equation posed on a two-dimensional rectangular lattice. We analyze the large-time behaviour of solutions that start as bounded perturbations to the well-known planar front solution that…
A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized…
The moments of Bessel functions and Bessel-trigonometric functions play a basic role in many practical problems and numerical analysis. This paper presents a complete analysis for these moments based on the recursive relations of Bessel…