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In a recent paper \cite{Temme:2021:AKH} new asymptotic expansions are given for the Kummer functions $M(a,b,z)$ and $U(a,b+1,z)$ for large positive values of $a$ and $b$, with $z$ fixed and special attention for the case $a\sim b$. In this…

经典分析与常微分方程 · 数学 2022-08-23 N. M. Temme , E. J. M. Veling

Using the Riemann-Hilbert approach, the $\Psi$-function corresponding to the solution of the first Painleve equation, $y_{xx}=6y^2+x$, with the asymptotic behavior $y\sim\pm\sqrt{-x/6}$ as $|x|\to\infty$ is constructed. The exponentially…

可精确求解与可积系统 · 物理学 2009-11-10 Andrei A. Kapaev

In the study of low-speed or low-Froude flows of a potential gravity-driven fluid past a wave-generating object, the traditional asymptotic expansion in powers of the Froude number predicts a waveless free-surface at every order. This is…

流体动力学 · 物理学 2024-02-07 Yyanis Johnson-Llambias , Philippe H. Trinh

A version of the saddle point method is developed, which allows one to describe exactly the asymptotic behavior of distribution densities of Levy driven stochastic integrals with deterministic kernels. Exact asymptotic behavior is…

概率论 · 数学 2011-02-08 Victoria P. Knopova , Alexey M. Kulik

We derive the exact asymptotics of $P(\sup_{u\leq t}X(u) > x)$ if $x$ and $t$ tend to infinity with $x/t$ constant, for a L\'{e}vy process $X$ that admits exponential moments. The proof is based on a renewal argument and a two-dimensional…

概率论 · 数学 2009-04-26 Zbigniew Palmowski , Martijn Pistorius

Local expansion exponents for nonequilibrium dynamical systems, described by partial differential equations, are introduced. These exponents show whether the system phase volume expands, contracts, or is conserved in time. The ways of…

凝聚态物理 · 物理学 2009-11-10 V. I. Yukalov

The real and complex zeros of the parabolic cylinder function $U(a,z)$ are studied. Asymptotic expansions for the zeros are derived, involving the zeros of Airy functions, and these are valid for $a$ positive or negative and large in…

经典分析与常微分方程 · 数学 2024-08-02 T. M. Dunster , A. Gil , D. Ruiz-Antolin , J. Segura

We study the spectral asymptotics of wave equations on certain compact spacetimes where some variant of the Weyl asymptotic law is valid. The simplest example is the spacetime $S^1 \times S^2$. For the Laplacian on $S^1 \times S^2$ the Weyl…

偏微分方程分析 · 数学 2014-07-10 Jonathan Fox , Robert S. Strichartz

Uniform upper bounds and the asymptotic expansion with an explicit remainder term are established for the Macdonald function $K_{i\tau}(x)$. The results can be applied, for instance, to study the summability of the divergent…

经典分析与常微分方程 · 数学 2022-11-08 S. Yakubovich

Using distribution theory we present the moment asymptotic expansion of continuous wavelet transform in different distributional spaces for large and small values of dilation parameter $a$. We also obtain asymptotic expansions for certain…

泛函分析 · 数学 2014-05-02 R S Pathak , Ashish Pathak

We consider the Bernoulli polynomials of the second kind, which can be related to the generalised Bernoulli polynomials $B_n^{(n)}(z)$. The asymptotic expansions of the scaled polynomials $B_n^{(n)}(nz)$ are obtained as $n\to\infty$ when…

经典分析与常微分方程 · 数学 2021-05-04 R B Paris

We consider time-inhomogeneous ODEs whose parameters are governed by an underlying ergodic Markov process. When this underlying process is accelerated by a factor $\varepsilon^{-1}$, an averaging phenomenon occurs and the solution of the…

概率论 · 数学 2025-08-13 Pierre Monmarché , Edouard Strickler

An asymptotic theory is developed for a moving drop driven by a wettability gradient. We distinguish the mesoscale where an exact solution is known for the properly simplified problem. This solution is matched at both -- the advancing and…

流体动力学 · 物理学 2013-03-25 Len M. Pismen , Uwe Thiele

The implied volatility skew has received relatively little attention in the literature on short-term asymptotics for financial models with jumps, despite its importance in model selection and calibration. We rectify this by providing…

数理金融 · 定量金融 2015-12-15 José E. Figueroa-López , Sveinn Ólafsson

A classical fact of the theory of almost periodic functions is the existence of their asymptotic distributions. In probabilistic terms, this means that if $f$ is a Besicovitch almost periodic function and $V$ is a random variable uniformly…

概率论 · 数学 2025-02-10 Alexander Iksanov , Zakhar Kabluchko , Alexander Marynych

We present a semiclassical expansion of the smooth part of the density of states in potentials with some form of symmetry. The density of states of each irreducible representation is separately evaluated using the Wigner transforms of the…

chao-dyn · 物理学 2016-08-31 B. Lauritzen , N. D. Whelan

We study the large-$N$ behavior of random matrix tuples $Y^N = (Y_1^N,\dots,Y_d^N)$ with joint density proportional to $e^{-N^2 V}$ for some convex function $V$ in non-commuting variables satisfying certain bounds on its second derivative.…

概率论 · 数学 2026-04-06 David Jekel , Evangelos A. Nikitopoulos , Félix Parraud

We apply the Euler--Maclaurin formula to find the asymptotic expansion of the sums $\sum_{k=1}^n (\log k)^p / k^q$, ~$\sum k^q (\log k)^p$, ~$\sum (\log k)^p /(n-k)^q$, ~$\sum 1/k^q (\log k)^p $ in closed form to arbitrary order ($p,q…

组合数学 · 数学 2007-05-23 Daniel B. Grünberg

A new formalism is presented for high-energy analysis of the Green function for Fokker-Planck and Schr\"odinger equations in one dimension. Formulas for the asymptotic expansion in powers of the inverse wave number are derived, and…

数学物理 · 物理学 2011-12-30 Toru Miyazawa

We derive high-order terms in the asymptotic expansions of the steady-state voltage potentials in the presence of a finite number of diametrically small inhomogeneities with conductivities different from the background conductivity. Our…

数学物理 · 物理学 2007-05-23 Habib Ammari , Hyeonbae Kang