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Near-Gaussian probability densities are common in many important physical applications. Here we develop an asymptotic expansion methodology for computing entropic functionals for such densities. The expansion proposed is a close relative of…

Statistics Theory · Mathematics 2016-06-29 Gordon V. Chavez , Richard Kleeman

In this tutorial, we aim to directly recreate some of our "aha" moments when exploring the impact of heat diffusion on the spatial resolution limit of photothermal imaging. Our objective is also to communicate how this physical limit can…

Numerical Analysis · Mathematics 2024-06-12 Peter Burgholzer , Günther Mayr , Gregor Thummerer , Markus Haltmeier

For spectral actions consisting of the average number of particles and arising from open systems made of general free $q$-particles (including Bose, Fermi and classical ones corresponding to $q=\pm 1$ and $0$, respectively) in thermal…

Mathematical Physics · Physics 2022-10-13 Fabio Ciolli , Francesco Fidaleo

We calculate the low temperature asymptotics of a function $\gamma$ that generates the temperature dependence of all static correlation functions of the isotropic Heisenberg chain.

Strongly Correlated Electrons · Physics 2014-11-21 Nicolas Crampé , Frank Göhmann , Andreas Klümper

In this paper, we consider a non-Bayesian sequential change detection based on the Cumulative Sum (CUSUM) algorithm employed by an energy harvesting sensor where the distributions before and after the change are assumed to be known. In a…

Applications · Statistics 2020-01-15 Subhrakanti Dey

For a finite function class we describe the large sample limit of the sequential Rademacher complexity in terms of the viscosity solution of a $G$-heat equation. In the language of Peng's sublinear expectation theory, the same quantity…

Machine Learning · Computer Science 2016-05-13 Dmitry B. Rokhlin

We study the small time asymptotics of the gradient and Hessian of the logarithm of the heat kernel at the cut locus, giving, in principle, complete expansions for both quantities. We relate the leading terms of the expansions to the…

Differential Geometry · Mathematics 2011-01-20 Robert Neel

We consider the stochastic heat equation of the following form \frac{\partial}{\partial t}u_t(x) = (\sL u_t)(x) +b(u_t(x)) + \sigma(u_t(x))\dot{F}_t(x)\quad \text{for}t>0, x\in \R^d, where $\sL$ is the generator of a L\'evy process and…

Probability · Mathematics 2010-03-02 Mohammud Foondun , Davar Khoshnevisan

Considerable insight into the functional activity of proteins and enzymes can be obtained by studying the low-energy conformational distortions that the biopolymer can sustain. We carry out the characterization of these large scale…

Soft Condensed Matter · Physics 2009-11-11 M. Neri , M. Cascella , C. Micheletti

We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process…

Pricing of Securities · Quantitative Finance 2009-06-03 A. Gulisashvili , E. M. Stein

This paper gives a new representation of Pickands' constants, which arise in the study of extremes for a variety of Gaussian processes. Using this representation, we resolve the long-standing problem of devising a reliable algorithm for…

Probability · Mathematics 2015-03-13 A. B. Dieker , B. Yakir

Theoretical framework for the isosteric heat of adsorption is developed treating the effects of the non-ideal gas behavior and the adsorbed phase volume. Rigorous thermodynamic treatment for the adsorbed phase volume is presented for…

Chemical Physics · Physics 2017-09-07 Kyaw Thu , Sourav Mitra , Bidyut Baran Saha

We consider the estimation of parametric fractional time series models in which not only is the memory parameter unknown, but one may not know whether it lies in the stationary/invertible region or the nonstationary or noninvertible…

Statistics Theory · Mathematics 2012-03-14 Javier Hualde , Peter M. Robinson

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

We consider weak solutions of the fractional heat equation posed in the whole $n$-dimensional space, and establish their asymptotic convergence to the fundamental solution as $t\to\infty$ under the assumption that the initial datum is an…

Analysis of PDEs · Mathematics 2017-10-18 Juan Luis Vázquez

We establish sharp upper and lower bounds of Gaussian type for the heat kernel in the metric measure space satisfying $\RCD(0,N)$ ( equivalently, $\RCD^\ast(0,N)$) condition with $N\in \mathbb{N}\setminus\{1\}$ and having maximum volume…

Probability · Mathematics 2017-08-02 Huaiqian Li

A common tool in Casimir physics (and many other areas) is the asymptotic (high-frequency) expansion of eigenvalue densities, employed as either input or output of calculations of the asymptotic behavior of various Green functions. Here we…

Mathematical Physics · Physics 2015-06-22 S. A. Fulling , Y. Yang

Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study…

Analysis of PDEs · Mathematics 2018-04-05 Xi Geng , Gautam Iyer

We derive a microscopic expression for the instantaneous diagonal elements of the density matrix $\rho_{nn}(t)$ in the adiabatic basis for an arbitrary time dependent process in a closed Hamiltonian system. If the initial density matrix is…

Statistical Mechanics · Physics 2008-11-24 Anatoli Polkovnikov

We study the asymptotics of large, moderate and normal deviations for the connected components of the sparse random graph by the method of stochastic processes. We obtain the logarithmic asymptotics of large deviations of the joint…

Probability · Mathematics 2007-05-23 Anatolii A. Puhalskii