The Fourth-order Bessel–type Differential Equation

The Bessel-type functions, structured as extensions of the classical Bessel functions, were defined by Everitt and Markett in 1994. These special functions are derived by linear combinations and limit processes from the classical orthogonal polynomials, classical Bessel functions and the Krall Jacobi-type and Laguerre-type orthogonal polynomials. These Bessel-type functions are solutions of higher-order linear differential equations, with a regular singularity at the origin and an irregular singularity at the point of infinity of the complex plane.

There is a Bessel-type differential equation for each even-order integer; the equation of order two is the classical Bessel differential equation. These even-order Bessel-type equations are not formal powers of the classical Bessel equation.

When the independent variable of these equations is restricted to the positive real axis of the plane they can be written in the Lagrange symmetric (formally self-adjoint) form of the Glazman–Naimark type, with real coefficients. Embedded in this form of the equation is a spectral parameter; this combination leads to the generation of self-adjoint operators in a weighted Hilbert function space. In the second-order case one of these associated operators has an eigenfunction expansion that leads to the Hankel integral transform.

This article is devoted to a study of the spectral theory of the Bessel-type differential equation of order four; considered on the positive real axis this equation has singularities at both end-points. In the associated Hilbert function space these singular end-points are classified, the minimal and maximal operators are defined and all associated self-adjoint operators are determined, including the Friedrichs self-adjoint operator. The spectral properties of these self-adjoint operators are given in explicit form.

From the properties of the domain of the maximal operator, in the associated Hilbert function space, it is possible to obtain a virial theorem for the fourth-order Bessel-type differential equation.

There are two solutions of this fourth-order equation that can be expressed in terms of classical Bessel functions of order zero and order one. However it appears that additional, independent solutions essentially involve new special functions not yet defined. The spectral properties of the self-adjoint operators suggest that there is an eigenfunction expansion similar to the Hankel transform, but details await a further study of the solutions of the differential equation.     

Fourier–Bessel-type series: The fourth-order case

The structured higher-order Bessel-type linear ordinary differential equations were first discovered in 1994. There is a denumerable infinity of these higher-order equations, all of then of even-order.These differential equations possess many of the properties of the classical second-order Bessel differential equation, but these higher-order cases bring remarkable new analytic structures. In many ways it is sufficient to study the properties of the fourth-order Bessel-type differential equation to be able to assess the corresponding properties of the sixth-and higher-order cases.This paper follows a number of earlier papers devoted to the study of the fourth-order case. These publications show the connections between the special function properties of solutions of the differential equation, and the properties of linear differential operators generated by the associated linear differential expression in certain weighted Lebesgue, and Lebesgue–Stieltjes function spaces.To follow the earlier papers on the study of the fourth-order Bessel-type differential equation, this present paper determines the form of the Fourier–Bessel-type series which best extends the classical theory of the second-order Fourier–Bessel series.In fact the Fourier–Bessel-type series are based on a new orthogonal system in terms of the regular eigensolutions of the fourth-order Bessel-type equation. The corresponding eigenvalues are obtained by restricting the spectral parameter to the zeros of an analytic function arising already in the Dini boundary conditions.     

Symmetrisers and generalised solutions for strictly hyperbolic systems with singular coefficients

This paper is devoted to strictly hyperbolic systems and equations with non‐smooth coefficients. Below a certain level of smoothness, distributional solutions may fail to exist. We construct generalised solutions in the Colombeau algebra of generalised functions. Extending earlier results on symmetric hyperbolic systems, we introduce generalised strict hyperbolicity, construct symmetrisers, prove an appropriate Gårding inequality and establish existence, uniqueness and regularity of generalised solutions. Under additional regularity assumptions on the coefficients, when a classical solution of the Cauchy problem (or of a transmission problem in the piecewise regular case) exists, the generalised solution is shown to be associated with the classical solution (or the piecewise classical solution satisfying the appropriate transmission conditions).     

Divergent Type Quasilinear Dirichlet Problem with Singularities

A quasilinear equation of divergent type with singular data and singular coefficients is approximated by a net of equations of the same type with enough regular coefficients and data. Solutions of the net of equations are obtained by the classical methods. Known a priory estimates are improved so that a net of solutions can be considered as a solution in an appropriate algebra of generalized functions.     

Holomorphic solutions to functional differential equations

The pantograph equation is perhaps one of the most heavily studied class of functional differential equations owing to its numerous applications in mathematical physics, biology, and problems arising in industry. This equation is characterized by a linear functional argument. Heard (1973) [10] considered a generalization of this equation that included a nonlinear functional argument. His work focussed on the asymptotic behaviour of solutions for a real variable x as x→∞. In this paper, we revisit Heard's equation, but study it in the complex plane. Using results from complex dynamics we show that any nonconstant solution that is holomorphic at the origin must have the unit circle as a natural boundary. We consider solutions that are holomorphic on the Julia set of the nonlinear argument. We show that the solutions are either constant or have a singularity at the origin. There is a special case of Heard's equation that includes only the derivative and the functional term. For this case we construct solutions to the equation and illustrate the general results using classical complex analysis.     

On the Relation between Linear Difference and Differential Equations with Polynomial Coefficients

This paper represents the third part of a contribution to the “dictionary” of homogeneous linear differential equations with polynomial coefficients on one hand and corresponding difference equations on the other. In the first part (cf. [4]) we studied the case that the differential equation (D) has at most regular singularities at O and at ∞, and arbitrary singularities in the rest of the complex plane. We constructed fundamental systems of solutions of a corresponding difference equation (A), using integral transforms of microsolutions of (D) at its singular points in ?. In the second part ([5]) we considered differential equations having at most a regular singularity at O and an irregular one at O. We used integral transforms of asymptotically flat solutions of (D) to define it fundamental system of solutions of (Δ), holomorphic in a right half plane, and integral transforms of sections of the sheaf of solutions of (D) modulo solutions with moderate growth as t → 0 in some sector, to define a fundamental system of (Δ), holomorphic in a left half plane. In this final part we combine the techniques and results of the preceding papers to deal with the general case.     

Characterization of domains of self-adjoint ordinary differential operators

The GKN (Glazman, Krein, Naimark) Theorem characterizes all self-adjoint realizations of linear symmetric (formally self-adjoint) ordinary differential equations in terms of maximal domain functions. These functions depend on the coefficients and this dependence is implicit and complicated. In the regular case an explicit characterization in terms of two-point boundary conditions can be given. In the singular case when the deficiency index d is maximal the GKN characterization can be made more explicit by replacing the maximal domain functions by a solution basis for any real or complex value of the spectral parameter λ. In the much more difficult intermediate cases, not all solutions contribute to the singular self-adjoint conditions. In 1986 Sun found a representation of the self-adjoint singular conditions in terms of certain solutions for nonreal values of λ. In this paper we give a representation in terms of certain solutions for real λ. This leads to a classification of solutions as limit-point (LP) or limit-circle (LC) in analogy with the celebrated Weyl classification in the second-order case. The LC solutions contribute to the singular boundary conditions, the LP solutions do not. The advantage of using real λ is not only because it is, in general, easier to find explicit solutions but, more importantly, it yields information about the spectrum.     

Periodic solutions of nonlocal semilinear fourth-order differential equations

In this paper we study the existence of periodic solutions with prescribed wavelength for two classes of nonlocal fourth-order nonautonomous differential equations. Existence of nontrivial solutions for the first equation is proved using Clark’s theorem. Existence of nontrivial solutions for the second equation is proved using the symmetric mountain-pass theorem.     

Quadratically Convergent Method for Simultaneously Approaching the Roots of Polynomial Solutions of a Class of Differential Equations: Application to Orthogonal Polynomials

This paper investigates the application of the method introduced by L. Pasquini (1989) for simultaneously approaching the zeros of polynomial solutions to a class of second-order linear homogeneous ordinary differential equations with polynomial coefficients to a particular case in which these polynomial solutions have zeros symmetrically arranged with respect to the origin. The method is based on a family of nonlinear equations which is associated with a given class of differential equations. The roots of the nonlinear equations are related to the roots of the polynomial solutions of differential equations considered. Newton's method is applied to find the roots of these nonlinear equations. In (Pasquini, 1994) the nonsingularity of the roots of these nonlinear equations is studied. In this paper, following the lines in (Pasquini, 1994), the nonsingularity of the roots of these nonlinear equations is studied. More favourable results than the ones in (Pasquini, 1994) are proven in the particular case of polynomial solutions with symmetrical zeros. The method is applied to approximate the roots of Hermite–Sobolev type polynomials and Freud polynomials. A lower bound for the smallest positive root of Hermite–Sobolev type polynomials is given via the nonlinear equation. The quadratic convergence of the method is proven. A comparison with a classical method that uses the Jacobi matrices is carried out. We show that the algorithm derived by the proposed method is sometimes preferable to the classical QR type algorithms for computing the eigenvalues of the Jacobi matrices even if these matrices are real and symmetric.     

New exact solutions of differential equations derived by fractional calculus

Fractional calculus generalizes the derivative and antiderivative operations dⁿ/dzⁿ of differential and integral calculus from integer orders n to the entire complex plane. Methods are presented for using this generalized calculus with Laplace transforms of complex-order derivatives to solve analytically many differential equations in physics, facilitate numerical computations, and generate new infinite-series representations of functions. As examples, new exact analytic solutions of differential equations, including new generalized Bessel equations with complex-power-law variable coefficients, are derived.     

On a theorem of Favard

We obtain sufficient conditions for the existence of almost periodic solutions of almost periodic linear differential equations thereby extending Favard's classical theorem. These results are meant to complement previous results of the authors who have shown by means of a counterexample that the boundedness of all solutions is not, by itself, sufficient to guarantee the existence of an almost periodic solution to a linear almost periodic differential equation.

     

On differentiability and analyticity of positive definite functions

We derive a set of differential inequalities for positive definite functions based on previous results derived for positive definite kernels by purely algebraic methods. Our main results show that the global behavior of a smooth positive definite function is, to a large extent, determined solely by the sequence of even-order derivatives at the origin: if a single one of these vanishes then the function is constant; if they are all non-zero and satisfy a natural growth condition, the function is real-analytic and consequently extends holomorphically to a maximal horizontal strip of the complex plane.     

Indefinite integrals of products of special functions

A method is given for deriving indefinite integrals involving squares and other products of functions which are solutions of second-order linear differential equations. Several variations of the method are presented, which applies directly to functions which obey homogeneous differential equations. However, functions which obey inhomogeneous equations can be incorporated into the products and examples are given of integrals involving products of Bessel functions combined with Lommel, Anger and Weber functions. Many new integrals are derived for a selection of special functions, including Bessel functions, associated Legendre functions, and elliptic integrals. A number of integrals of products of Gauss hypergeometric functions are also presented, which seem to be the first integrals of this type. All results presented have been numerically checked with Mathematica.     

Generalized solutions to partial differential equations of evolution type

This paper deals with a new solution concept for partial differential equations in algebras of generalized functions. Introducing regularized derivatives for generalized functions, we show that the Cauchy problem is wellposed backward and forward in time for every system of linear partial differential equations of evolution type in this sense. We obtain existence and uniqueness of generalized solutions in situations where there is no distributional solution or where even smooth solutions are nonunique. In the case of symmetric hyperbolic systems, the generalized solution has the classical weak solution as macroscopic aspect. Two extensions to nonlinear systems are given: global solutions to quasilinear evolution equations with bounded nonlinearities and local solutions to quasilinear symmetric hyperbolic systems.     

Self-adjoint sub-classes of generalized thin film equations

In this work we consider a class of fourth-order nonlinear partial differential equation containing several un-specified coefficient functions of the dependent variable which encapsulates various mathematical models used, e.g. for describing the dynamics of thin liquid films. We determine the subclasses of these equations which are self-adjoint. By using a general theorem on conservation laws proved by one of the authors (NHI) we find conservation laws for some of these partial differential equations without classical Lagrangians.     

An unusual self-adjoint linear partial differential operator

In an American Mathematical Society Memoir, published in 2003, the authors Everitt and Markus apply their prior theory of symplectic algebra to the study of symmetric linear partial differential expressions, and the generation of self-adjoint differential operators in Sobolev Hilbert spaces. In the case when the differential expression has smooth coefficients on the closure of a bounded open region, in Euclidean space, and when the region has a smooth boundary, this theory leads to the construction of certain self-adjoint partial differential operators which cannot be defined by applying classical or generalized conditions on the boundary of the open region.

This present paper concerns the spectral properties of one of these unusual self-adjoint operators, sometimes called the ``Harmonic' operator.

The boundary value problems considered in the Memoir (see above) and in this paper are called regular in that the cofficients of the differential expression do not have singularities within or on the boundary of the region; also the region is bounded and has a smooth boundary. Under these and some additional technical conditions it is shown in the Memoir, and emphasized in this present paper, that all the self-adjoint operators considered are explicitly determined on their domains by the partial differential expression; this property makes a remarkable comparison with the case of symmetric ordinary differential expressions.

In the regular ordinary case the spectrum of all the self-adjoint operators is discrete in that it consists of a countable number of eigenvalues with no finite point of accumulation, and each eigenvalue is of finite multiplicity. Thus the essential spectrum of all these operators is empty.

This spectral property extends to the present partial differential case for the classical Dirichlet and Neumann operators but not to the Harmonic operator. It is shown in this paper that the Harmonic operator has an eigenvalue of infinite multiplicity at the origin of the complex spectral plane; thus the essential spectrum of this operator is not empty.

Both the weak and strong formulations of the Harmonic boundary value problem are considered; these two formulations are shown to be equivalent.

In the final section of the paper examples are considered which show that the Harmonic operator, defined by the methods of symplectic algebra, has a domain that cannot be determined by applying either classical or generalized local conditions on the boundary of the region.

     

Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping

In this paper, a class of systems of matrix nonlinear differential equations containing as particular cases the systems of coupled Riccati differential equations arising in connection with control of some linear stochastic systems is considered.The system of differential equations considered in this paper are converted in a suitable nonlinear differential equation on a finite-dimensional Hilbert space adequately choosen.This allows us to use the positivity properties of the linear evolution operator defined by the linear differential equations of Lyapunov type.Our aim is to investigate properties of stabilizing and bounded solutions of the considered differential equations and to obtain some conditions ensuring the existence of such solutions.Conditions providing the existence of a maximal solution (minimal solution respectively) with respect to some classes of global solutions are presented. It is shown that if the coefficients of the equations are periodic functions all these special solutions (stabilizing, maximal, minimal) are periodic functions, too.Whenever possible the probabilistic arguments were avoided and so the results proved in the paper appear as results in the field of differential equations with interest in themselves.     

Generalized Eigenfunctions for Waves in Inhomogeneous Media

Many wave propagation phenomena in classical physics are governed by equations that can be recast in Schrödinger form. In this approach the classical wave equation (e.g., Maxwell's equations, acoustic equation, elastic equation) is rewritten in Schrödinger form, leading to the study of the spectral theory of its classical wave operator, a self-adjoint, partial differential operator on a Hilbert space of vector-valued, square integrable functions. Physically interesting inhomogeneous media give rise to nonsmooth coefficients. We construct a generalized eigenfunction expansion for classical wave operators with nonsmooth coefficients. Our construction yields polynomially bounded generalized eigenfunctions, the set of generalized eigenvalues forming a subset of the operator's spectrum with full spectral measure.     

Numerical solution of the Bagley–Torvik equation by the Bessel collocation method

In this article, a numerical technique is presented for the approximate solution of the Bagley–Torvik equation, which is a class of fractional differential equations. The basic idea of this method is to obtain the approximate solution in a generalized form of the Bessel functions of the first kind. For this purpose, by using the collocation points, the matrix operations and a generalization of the Bessel functions of the first kind, this technique transforms the Bagley–Torvik equation into a system of the linear algebraic equations. Hence, by solving this system, the unknown Bessel coefficients are computed. The reliability and efficiency of the proposed scheme are demonstrated by some numerical examples. Copyright © 2012 John Wiley & Sons, Ltd.