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For a real-valued one dimensional diffusive strict local martingale,, we provide a set of smooth functions in which the Cauchy problem has a unique classical solution under a local H\"older condition. Under the weaker Engelbert-Schmidt…

Mathematical Finance · Quantitative Finance 2022-05-11 Umut Cetin , Kasper Larsen

We study the continuous model of the localized wave propagation corresponding to the one-dimensional diatomic crystal lattice. From the mathematical point of view the problem can be described in terms of the Cauchy problem with localized…

Mathematical Physics · Physics 2025-07-15 Sergey Sergeev

We consider the Cauchy problem for the damped wave equation under the initial state that the sum of an initial position and an initial velocity vanishes. When the initial position is non-zero, non-negative and compactly supported, we study…

Analysis of PDEs · Mathematics 2017-03-28 Shigehiro Sakata , Yuta Wakasugi

We study the 'critical moments' of subcritical Gaussian multiplicative chaos (GMCs) in dimensions $d \leq 2$. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large…

Probability · Mathematics 2023-08-02 Jonathan P. Keating , Mo Dick Wong

Following Deift-Zhou's nonlinear steepest descent method, the long-time asymptotic behavior for the Cauchy problem of the 5th order modified Korteweg-de Vries equation is analyzed. Based on the inverse scattering transform, the 5th order…

Mathematical Physics · Physics 2019-08-01 Fudong Wang , Wen-Xiu Ma

We study the long time asymptotic behavior for the Cauchy problem of the modified Camassa-Holm (mCH) equation with step-like initial data \begin{align} &m_{t}+\left(m\left(u^{2}-u_{x}^{2}\right)\right)_{x}=0, \quad m=u-u_{xx}, \nonumber \\…

Exactly Solvable and Integrable Systems · Physics 2022-05-04 Yiling Yang , Gaozhan Li , Engui Fan

The critical behavior of the contact process in disordered and periodic binary 2d-lattices is investigated numerically by means of Monte Carlo simulations as well as via an analytical approximation and standard mean field theory.…

Statistical Mechanics · Physics 2009-11-13 S. V. Fallert , Y. M. Kim , C. J. Neugebauer , S. N. Taraskin

For hyperbolic differential operators $P$ with non-effectively hyperbolic double characteristics, we study the relationship between the Gevrey well-posedness threshold for strong well-posedness and the associated Hamilton map and flow. In…

Analysis of PDEs · Mathematics 2026-03-02 Tatsuo Nishitani

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

An attractor of a piecewise-smooth continuous system of differential equations can bifurcate from a stable equilibrium to a more complicated invariant set when it collides with a switching manifold under parameter variation. Here numerical…

Dynamical Systems · Mathematics 2016-08-24 D. J. W. Simpson

We establish formulae for the moments of the moments of the characteristic polynomials of random orthogonal and symplectic matrices in terms of certain lattice point count problems. This allows us to establish asymptotic formulae when the…

Mathematical Physics · Physics 2022-12-01 T. Assiotis , E. C. Bailey , J. P. Keating

In the present study we consider an example of a boundary value problem for a simple second order ordinary differential equation, which may exhibit a boundary layer phenomenon. We show that usual central finite differences, which are second…

Numerical Analysis · Mathematics 2020-02-20 Gayaz Khakimzyanov , Denys Dutykh

We study the theory of scattering for the Maxwell-Schr"odinger system in space dimension 3, in the Coulomb gauge. We prove the existence of modified wave operators for that system with no size restriction on the Schr"odinger and Maxwell…

Analysis of PDEs · Mathematics 2015-06-26 J. Ginibre , G. Velo

We consider the asymptotic behavior of solutions to the convection-diffusion equation: \[ \partial_t u - \mathrm{div}\left(a(x)\nabla u\right) = d\cdot\nabla \left(\left\lvert u\right\rvert ^{q-1}u\right),\ \ x\in\mathbb{R}^n, \ t>0 \] with…

Analysis of PDEs · Mathematics 2025-07-03 Ikki Fukuda , Shinya Sato

In this paper, we study the long time asymptotic behavior for the initial value problem of the modified Camassa-Holm (mCH) equation in the solitonic region \begin{align} &m_{t}+\left(m\left(u^{2}-u_{x}^{2}\right)\right)_{x}+\kappa u_{x}=0,…

Analysis of PDEs · Mathematics 2021-05-06 Yiling Yang , Engui Fan

In the present work, we revisit the topic of translational eigenmodes in discrete models. We focus on the prototypical example of the discrete nonlinear Schr{\"o}dinger equation, although the methodology presented is quite general. We…

Pattern Formation and Solitons · Physics 2025-01-16 C. J. Lustri , P. G. Kevrekidis , S. J. Chapman

We investigate the Painlev\'{e} asymptotics for the Cauchy problem of the modified Camassa-Holm (mCH) equation with decaying initial data \begin{align*}\nonumber &m_t+\left((u^2-u_x^2)m\right)_x+\kappa u_{x}=0, \…

Analysis of PDEs · Mathematics 2025-07-09 Jia-Fu Tong , Shou-Fu Tian

We consider two-point non-self-adjoint boundary eigenvalue problems for linear matrix differential operators. The coefficient matrices in the differential expressions and the matrix boundary conditions are assumed to depend analytically on…

Mathematical Physics · Physics 2010-04-20 Oleg N. Kirillov

We compute exact second-order asymptotics for the cost of an optimal solution to the entropic optimal transport problem in the continuous-to-discrete, or semi-discrete, setting. In contrast to the discrete-discrete or continuous-continuous…

Optimization and Control · Mathematics 2022-03-17 Jason M. Altschuler , Jonathan Niles-Weed , Austin J. Stromme

We study by Monte Carlo simulations the effect of quenched orientational disorder in systems of interacting classical dipoles on a square lattice. Each dipole can lie along any of two perpendicular axes that form an angle psi with the…

Statistical Mechanics · Physics 2008-09-16 J. J. Alonso
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