Asymptotic theory for a critical case for a general fourth-order differential equation.
Asymptotical properties of the Wronski determinant of a certain class of linear differential equations of the 2nd order
Asymptotique de solutions oscillantes d'équations différentielles
Asymptotische Eigenschaften der Differentialgleichung
Asymptotische Eigenschaften einer perturbierten iterierten Differentialgleichung
Asymptotische Entwicklungen der Lösungen der Differentialgleichung im nichtoszillatorischen Fall
Asymptotische Formeln für die Lösungen der linearen Differentialgleichungen dritter Ordnung
Asymptotische Formeln für die Lösungnen der Differentialgleichung
Boundary Data Maps for Schrödinger Operators on a Compact Interval
We provide a systematic study of boundary data maps, that is, 2 × 2 matrix-valued Dirichlet-to-Neumann and more generally, Robin-to-Robin maps, associated with one-dimensional Schrödinger operators on a compact interval [0, R] with separated boundary conditions at 0 and R. Most of our results are formulated in the non-self-adjoint context. Our principal results include explicit representations of these boundary data maps in terms of the resolvent...
Boundary value problem with an inner point for the singularly perturbed semilinear differential equations
In this paper we investigate the problem of existence and asymptotic behavior of solutions for the nonlinear boundary value problem satisfying three point boundary conditions. Our analysis relies on the method of lower and upper solutions and delicate estimations.
Die asymptotischen Formeln für die Lösungen der kanonischen Differentialgleichung 3. Ordnung
Efficient computation of delay differential equations with highly oscillatory terms
This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...
Efficient computation of delay differential equations with highly oscillatory terms
This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...
Efficient computation of delay differential equations with highly oscillatory terms
This paper is concerned with the asymptotic expansion and numerical solution of systems of linear delay differential equations with highly oscillatory forcing terms. The computation of such problems using standard numerical methods is exceedingly slow and inefficient, indeed standard software is practically useless for this purpose. We propose an alternative, consisting of an asymptotic expansion of the solution, where each term can be derived either by recursion or by solving a non-oscillatory...
Eine Bemerkung zur WKB-Methode
Euler case for a general fourth-order differential equation.
Expansion for the superheating field in a semi-infinite film in the weak- limit
Dorsey, Di Bartolo and Dolgert (Di Bartolo et al., 1996; 1997) have constructed asymptotic matched solutions at order two for the half-space Ginzburg-Landau model, in the weak- limit. These authors deduced a formal expansion for the superheating field in powers of up to order four, extending the formula by De Gennes (De Gennes, 1966) and the two terms in Parr’s formula (Parr, 1976). In this paper, we construct asymptotic matched solutions at all orders leading to a complete expansion in powers...
Expansion for the superheating field in a semi-infinite film in the weak-κ limit
Dorsey, Di Bartolo and Dolgert (Di Bartolo et al., 1996; 1997) have constructed asymptotic matched solutions at order two for the half-space Ginzburg-Landau model, in the weak-κ limit. These authors deduced a formal expansion for the superheating field in powers of up to order four, extending the formula by De Gennes (De Gennes, 1966) and the two terms in Parr's formula (Parr, 1976). In this paper, we construct asymptotic matched solutions at all orders leading to a complete expansion...
Expected utility maximization and conditional value-at-risk deviation-based Sharpe ratio in dynamic stochastic portfolio optimization
In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the results on the shape of a chosen utility function in regard to the associated risk aversion level. We define the Conditional value-at-risk deviation () based Sharpe ratio for measuring...
Explicit summation of the constituent WKB series and new approximate wave functions.