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Multiscale Asymptotic Expansion and Finite Element Methods For the Mixed Boundary Value Problems of Second Order Elliptic Equation in Perforated Domains
Homogenization Multiscale asymptotic expansion Elliptic equationof second order with rapidly oscillating coefficients Perforated domain
2012/8/8
In this paper, we will discuss the mixed boundary value problems for
the second order elliptic equation with rapidly oscillating coefficients in perforated
domains, and will present the higher-order...
Asymptotic expansion of smooth interval maps
Asymptotic expansion smooth interval maps Dynamical Systems
2012/4/16
We show that several different ways to quantify the asymptotic expansion of a non-degenerate smooth interval map coincide. A consequence is an extension to multimodal maps of the remarkable result of ...
Asymptotic expansion of beta matrix models in the one-cut regime
Asymptotic expansion beta matrix models the one-cut regime Probability
2011/8/26
Abstract: We prove the existence of a 1/N expansion to all orders in beta matrix models with a confining, off-critical potential corresponding to an equilibrium measure with a connected support. Thus,...
The asymptotic expansion of Tracy-Widom GUE law and symplectic invariants
asymptotic expansion of Tracy-Widom GUE law symplectic invariants
2010/12/28
We establish the relation between two objects: an integrable system related to Painlev´e II equation, and the symplectic invariants of a certain plane curve TW. This curve describes the average...
Geometric approach to asymptotic expansion of Feynman integrals
Geometric asymptotic expansion Feynman integrals
2010/12/27
We present an algorithm that reveals relevant contributions in non-threshold-type asymptotic expansion of Feynman integrals about a small parameter. It is shown that the problem reduces to finding a c...
On the asymptotic expansion of the sum of the first n primes
asymptotic expansion sum the first n primes
2010/11/12
An asymptotic formula for the sum of the first n primes is derived. This result improves the previous results of P. Dusart. Using this asymptotic expansion, we prove the conjectures of R. Mandl and G...
Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Basket options pricing local volatility jump-diffusion model forward PIDE
2010/10/19
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
Basket Options Valuation for a Local Volatility Jump-Diffusion Model with the Asymptotic Expansion Method
Basket options pricing local volatility jump-diffusionmodel forward PIDE asymp-totic expansion
2010/4/27
In this paper we discuss the basket options valuation for a jump-diffusion model. The underlying asset prices follow some correlated local volatility diffusion processes with systematic jumps. We deri...
Asymptotic Expansion Under Degeneracy
asymptotic expansion diffusion functional M-estimator mixing process
2009/3/10
We will consider a stochastic expansion described by random variables whose covariance matrix is asymptotically degenerate. Though the conventional approach with Bhattacharya-Ghosh's transform require...
Asymptotic Expansion for Stochastic Processes：an Overview and Examples
Asymptotic expansions ε-Markov process Malliavin calculus
2009/3/5
The asymptotic expansion method for ε-Markov processes with a mixing property is briefly reviewed. It is illustrated by a point process marked by a diffusion process. As a typical application, the exp...
An Asymptotic Expansion.
Asymptotic Expansion of the Equipoise Curve of a Polynomial Inequality
Polynomial inequality Catalan numbers
2008/7/1
Asymptotic Expansion of the Equipoise Curve of a Polynomial Inequality.
Conformal Invariant Asymptotic Expansion Approach for
Solving (3+1)-Dimensional JM Equation
(3+1)-dimensional Jimbo-Miwa (JM) equation conformal invariant asymptotic expansion approach
Painlevé property approximate and exact solutions
2007/8/15
2006Vol.45No.6pp.979-984DOI:
Conformal Invariant Asymptotic Expansion Approach for
Solving (3+1)-Dimensional JM Equation
LI Zhi-Fang1 and RUAN Hang-Yu1,2,3
1 Department ...
Recursive Parameter Estimation：Asymptotic expansion
recursive estimation estimating equations stochasticapproximation.
2010/4/29
We consider estimation procedures which are recursive in the
sense that each successive estimator is obtained from the previous
one by a simple adjustment. The model considered in the paper is
very...
We study the asymptotic of the Bergman kernel of the spinc Dirac operator on high tensor powers of a line bundle.