Asymptotic expansions for parabolic systems

Asymptotic expansions for degenerate parabolic equations

Article history: Received 14 May 2014 Accepted after revision 26 September 2014 Available online 11 October 2014 Presented by Olivier Pironneau We prove asymptotic convergence results for some analytical expansions of solutions to degenerate PDEs with applications to financial mathematics. In particular, we combine short-time and global-in-space error estimates, previously obtained in the unifo...

Parabolic Cylinder Functions:Examples of Error Bounds For Asymptotic Expansions

Several asymptotic expansions of parabolic cylinder functions are discussed and error bounds for remainders in the expansions are presented. In particular Poincaré-type expansions for large values of the argument z and uniform expansions for large values of the parameter are considered. The expansions are based on those given in [5] and on modifications of these expansions given in [9]. Compute...

Asymptotic Expansions for Integrals

Asymptotic Expansions

Asymptotic expansions of functions are useful in statistics in three main ways. Firstly, conventional asymptotic expansions of special functions are useful for approximate computation of integrals arising in statistical calculations. An example given below is the use of Stirling's approximation to the gamma function. Second, asymptotic expansions of density or distribution functions of estimato...

Asymptotic Expansions for Nonlocal Diffusion

We study the asymptotic behavior for solutions to nonlocal diffusion models of the form ut = J ∗ u − u in the whole R with an initial condition u(x, 0) = u0(x). Under suitable hypotheses on J (involving its Fourier transform) and u0, it is proved an expansion of the form ∥∥u(u)− ∑ |α|≤k (−1)|α| α! ( ∫ u0(x)x dx ) ∂Kt ∥∥ Lq(Rd) ≤ Ct−A, where Kt is the regular part of the fundamental solution and...