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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…

数理金融 · 定量金融 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…

数学物理 · 物理学 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…

偏微分方程分析 · 数学 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…

概率论 · 数学 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…

数学物理 · 物理学 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 \\…

可精确求解与可积系统 · 物理学 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.…

统计力学 · 物理学 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…

偏微分方程分析 · 数学 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…

数值分析 · 数学 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…

动力系统 · 数学 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…

数学物理 · 物理学 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…

数值分析 · 数学 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…

偏微分方程分析 · 数学 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…

偏微分方程分析 · 数学 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,…

偏微分方程分析 · 数学 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…

斑图形成与孤子 · 物理学 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, \…

偏微分方程分析 · 数学 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…

数学物理 · 物理学 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…

最优化与控制 · 数学 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…

统计力学 · 物理学 2008-09-16 J. J. Alonso