Related papers: Small-time asymptotics for hypoelliptic diffusions
Compaction in reactive porous media is modelled as a reaction-diffusion process with a moving boundary. Asymptotic analysis is used to find solutions for the coupled nonlinear compaction equations, and a traveling wave solution is obtained…
We consider fully nonlinear Hamilton-Jacobi-Bellman equations associated to diffusion control problems involving a finite set-valued (or switching) control and possibly a continuum-valued control. We construct a lower complexity…
In this paper we focus on the initial value problem for a hyperbolic-elliptic coupled system of a radiating gas in multi-dimensional space. By using a time-weighted energy method, we obtain the global existence and optimal decay estimates…
In the paper the flow in a thin tubular structure is considered. The velocity of the flow stands for a coefficient in the diffusion-convection equation set in the thin structure. An asymptotic expansion of solution is constructed. This…
In this paper we extend our recent work on two-dimensional (2D) diffusive search-and-capture processes with multiple small targets (narrow capture problems) by considering an asymptotic expansion of the Laplace transformed probability flux…
In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…
A new method, called the method of self-similar approximants, and its recent developments are described. The method is based on the ideas of renormalization group theory and optimal control theory. It allows for the effective extrapolation…
The asymptotic solution for the Painleve-2 equation with small parameter is considered. The solution has algebraic behavior before point $t_*$ and fast oscillating behavior after the point $t_*$. In the transition layer the behavior of the…
In this note we study the behaviour as $s\to 0^+$ of some semigroup based Besov seminorms associated with a non-symmetric and hypoelliptic diffusion with a drift. Our results generalise a previous one of Maz'ya and Shaposhnikova for the…
An averaging method for getting uniformly valid asymptotic approximations of the solution of hyperbolic systems of equations is presented. The averaged system of equations disintegrates into independent equations for non-resonance systems.…
Asymptotic expansions are derived for the tail distribution of the product of two correlated normal random variables with non-zero means and arbitrary variances, and more generally the sum of independent copies of such random variables.…
We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…
In this paper we present an efficient numerical approach based on the Renormalization Group method for the computation of self-similar dynamics. The latter arise, for instance, as the long-time asymptotic behavior of solutions to nonlinear…
We study small perturbations of the Dirichlet problems for second order elliptic equations that degenerate on the boundary. The limit of the solution, as the perturbation tends to zero, is calculated. The result is based on a certain…
We develop an analytical tool which is adept for detecting shapes of oscillatory functions, is useful in decomposing homogenization problems into limit-problems for kinetic equations, and provides an efficient framework for the validation…
We study statistical models for one-dimensional diffusions which are recurrent null. A first parameter in the drift is the principal one, and determines regular varying rates of convergence for the score and the information process. A…
In this paper we describe the asymptotic behavior, in the exponential time scale, of solutions to quasi-linear parabolic equations with a small parameter at the second order term and the long time behavior of corresponding diffusion…
In this article we study the long-time behavior of incompressible ideal flow in a half plane from the point of view of vortex scattering. Our main result is that certain asymptotic states for half-plane vortex dynamics decompose naturally…
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 the inverse problem of reconstructing inhomogeneities by performing a finite number of scattering measurements of acoustic type in the time-harmonic setting. We set up the reconstruction as a fully discrete variational problem…