Erratum: Asymptotic Expansion Method for Franck‐Condon Factors of Morse Oscillators

Asymptotic phase for stochastic oscillators.

Oscillations and noise are ubiquitous in physical and biological systems. When oscillations arise from a deterministic limit cycle, entrainment and synchronization may be analyzed in terms of the asymptotic phase function. In the presence of noise, the asymptotic phase is no longer well defined. We introduce a new definition of asymptotic phase in terms of the slowest decaying modes of the Kolm...

The Asymptotic Expansion Method via Symbolic Computation

The origin of symbolic manipulation derives from the sheer magnitude of the work involved in the building of perturbation theories, which made inevitable that scientific community became interested in the possibility of constructing those theories with the help of computers. Perturbation theories for differential equations containing a small parameter are quite old. The small perturbation theor...

Computation in an Asymptotic Expansion Method

An asymptotic expansion scheme in finance initiated by Kunitomo and Takahashi [15] and Yoshida[68] is a widely applicable methodology for analytic approximation of the expectation of a certain functional of diffusion processes. [46], [47] and [53] provide explicit formulas of conditional expectations necessary for the asymptotic expansion up to the third order. In general, the crucial step in p...

Malliavin Calculus Method for Asymptotic Expansion of Dual Control Problems

We develop a technique based on Malliavin-Bismut calculus ideas, for asymptotic expansion of dual control problems arising in connection with exponential indifference valuation of claims, and with minimisation of relative entropy, in incomplete markets. The problems involve optimisation of a functional of Brownian paths on Wiener space, with the paths perturbed by a drift involving the control....

Matched asymptotic expansion method for an homogenized interface model