Inverse spectral problems for differential systems on a finite interval

Inverse spectral problems are studied for non-selfadjoint systems of ordinary differential equations on a finite interval. We establish properties of the spectral characteristics, and provide a procedure for constructing the solution of the inverse problem of recovering the coefficients of differential systems from the given spectral characteristics.     

Accurate spectral solutions for the parabolic and elliptic partial differential equations by the ultraspherical tau method

We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.     

Acceleration of Convergence of Static and Dynamic Iterations

A new technique for acceleration of convergence of static and dynamic iterations for systems of linear equations and systems of linear differential equations is proposed. This technique is based on splitting the matrix of the system in such a way that the resulting iteration matrix has a minimal spectral radius for linear systems and a minimal spectral radius for some value of a parameter in Laplace transform domain for linear differential systems.This revised version was published online in October 2005 with corrections to the Cover Date.     

On the general nonlinear self-adjoint spectral problem for differential-algebraic systems

We consider a general self-adjoint spectral problem, nonlinear with respect to the spectral parameter, for linear differential-algebraic systems of equations. Under some assumptions, we present a method for reducing such a problem to a general self-adjoint nonlinear spectral problem for a system of differential equations. In turn, this permits one to pass to a problem for a Hamiltonian system of ordinary differential equations. In particular, in this way, one can obtain a method for computing the number of eigenvalues of the original problem lying in a given range of the spectral parameter.     

Limit circle invariance for two differential systems on time scales

In this paper we consider two linear differential systems on a time scale. Both systems depend linearly on a complex spectral parameter λ. We prove that if all solutions of these two systems are square integrable with respect to a given weight matrix for one value λ₀, then this property is preserved for all complex values λ. This result extends and improves the corresponding continuous time statement, which was derived by Walker (1975) for two non‐hermitian linear Hamiltonian systems, to appropriate differential systems on arbitrary time scales. The result is new even in the purely discrete case, or in the scalar time scale case, as well as when both time scale systems coincide. The latter case also generalizes a limit circle invariance criterion for symplectic systems on time scales, which was recently derived by the authors.     

Higher-Order Differential Equations Having a Singularity in an Interior Point

Ordinary differential equations of an arbitrary order having a non-integrable singularity inside the interval are considered under additional matching conditions for solutions at the singular point. We construct special fundamental systems of solutions for this class of differential equations, study their asymptotical, analytical and structural properties and the behavior of the corresponding Stokes multipliers. These fundamental systems of solutions are used in spectral analysis of differential operators with singularities.     

Criterion for the basis property of the eigenfunction system of a multiple differentiation operator with an involution

We consider the spectral problem for a model second-order differential operator with an involution. The operator is given by the differential expression Lu = ?u??(?x) and boundary conditions of general form. We obtain a criterion for the basis property of the systems of eigenfunctions of this operator in terms of the coefficients in the boundary conditions.     

Spectral characterization of solutions to systems of linear differential equations

A spectral characterization of solutions of abstract linear differential equation systems is given. The characterization is in terms of the spectrum of a related continuous self-adjoint linear operator.

     

On the number of an eigenvalue of a general nonlinear self-adjoint spectral problem for systems of ordinary differential equations

In the case of a general nonlinear self-adjoint spectral problem for systems of ordinary differential equations with boundary conditions independent of the spectral parameter, we introduce the notion of the number of an eigenvalue. Methods for the computation of the numbers of eigenvalues lying in a given range of the spectral parameter and for finding the eigenvalue with a given number, which were earlier suggested by the author for Hamiltonian systems, are generalized to the considered problem. We introduce the notion of an index of a problem for a general nontrivially solvable linear homogeneous self-adjoint boundary value problem.     

Basis properties in <Emphasis Type="Italic">L</Emphasis><Subscript><Emphasis Type="Italic">p</Emphasis></Subscript> of systems of root functions of a spectral problem with spectral parameter in a boundary condition

We consider a spectral problem for a fourth-order ordinary differential equation with spectral parameter in a boundary condition. We study the structure of root spaces and analyze the basis properties in the space L _p (0, l), 1 < p < ∞, of systems of root functions of that problem.     

Sturm-Liouville systems with rational Weyl functions: Explicit formulas and applications

This paper solves explicitly the direct and inverse spectral problems for Sturm-Liouville systems with rational Weyl functions. As in the previous papers of the authors on canonical and pseudocanonical systems, the method employed in the present paper is based on state space techniques and uses the idea of realization from mathematical system theory. For a subclass of rational potentials a property of modified bispectrality is proven. A wide class of solutions of the matrix Korteweg-de Vries equation is derived.To the memory of M.G. Kreîn, one of the founding fathers of modern spectral theory of differential operators, with admiration and gratitude.     

The Numerical Solution of Two-parameter Eigenvalue Problems in Ordinary Differential Equations with an Application to the Problem of Diffraction by a Plane Angular Sector

In this paper we are concerned with the numerical solution ofSturm–Liouville eigenvalue problems associated with asystem of two second order linear ordinary differential equationscontaining two spectral parameters. Such problems are of importancein applied mathematics and frequently arise in solving boundaryvalue problems for the Helmholtz equation or Laplace's equationby the method of separation of variables. The numerical methodproposed here is a departure from the usual techniques of solvingeigenvalue problems associated with ordinary differential equationsand appears capable of considerable generalization. Briefly,the idea is to replace the given problem by a related initialboundary value problem and then to use the powerful numericaltechniques currently available for such problems. The techniquedeveloped is illustrated in application to the important problemof diffraction by a plane angular sector. It appears that, intheory, the method described here is capable of generalizationto systems of ordinary differential equations containing morethan two spectral parameters.     

Determination of the number of an eigenvalue of a singular nonlinear self-adjoint spectral problem for a linear Hamiltonian system of differential equations

We suggest a method for determining the number of an eigenvalue of a self-adjoint spectral problem nonlinear with respect to the spectral parameter, for some class of Hamiltonian systems of ordinary differential equations on the half-line. The standard boundary conditions are posed at zero, and the solution boundedness condition is posed at infinity. We assume that the matrix of the system is monotone with respect to the spectral parameter. The number of an eigenvalue is determined by the properties of the corresponding nontrivially solvable homogeneous boundary value problem. For the considered class of systems, it becomes possible to compute the numbers of eigenvalues lying in a given range of the spectral parameter without finding the eigenvalues themselves.     

Spencer <Emphasis Type="Italic">δ</Emphasis>-cohomology,Restrictions, Characteristics and Involutive Symbolic PDEs

We generalize the notion of involutivity to systems of differential equations of different orders and show that the classical results relating involutivity, restrictions, characteristics and characteristicity, known for first order systems, extend to the general context. This involves, in particular, a new definition of strong characteristicity. The proof exploits a spectral sequence relating Spencer δ-cohomology of a symbolic system and its restriction to a non-characteristic subspace.      

Riesz Basis Generation of Abstract Second-Order Partial Differential Equation Systems with General Non-Separated Boundary Conditions

Riesz basis analysis for a class of general second-order partial differential equation systems with nonseparated boundary conditions is conducted. Using the modern spectral analysis approach for parameterized ordinary differential operators, it is shown that the Riesz basis property holds for the general system if its associated characteristic equation is strongly regular. The Riesz basis property can then be readily established in a unified manner for many one-dimensional second-order systems such as linear string and beam equations with collocated or noncollocated boundary feedbacks and tip mass attached systems. Three demonstrative examples are presented.     

On the basis properties of root functions of two generalized eigenvalue problems

We study the basis properties of systems of eigenfunctions and associated functions for one kind of generalized spectral problems for a model second-order ordinary differential operator.     

Separable anisotropic differential operators and applications

The nonlocal boundary value problems for anisotropic partial differential-operator equations with a dependent coefficients are studied. The principal parts of the appropriate generated differential operators are nonself-adjoint. Several conditions for the maximal regularity and the fredholmness in Banach-valued Lp-spaces of these problems are given. These results permit us to establish that the inverse of corresponding differential operators belongs to Schatten q-class. Some spectral properties of the operators are investigated. In applications, the nonlocal BVP's for quasielliptic partial differential equations and for systems of quasielliptic equations on cylindrical domain are studied.     

A general class of evolutionary equations

Using observable quantities and state variable of a dynamical process, a general evolutionary equation is defined which unifies classical ordinary differential equations, partial differential equations, and hereditary systems of retarded and neutral type. Specific illustrations are given using transmission lines nearest-neighbor coupled at the boundary and the theory of heat transfer in solids. Some spectral theory for linearization of the equations is also discussed. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 59, No. 2, pp. 268–288, February, 2007.     

Efficient Laguerre and Hermite Spectral Methods for Odd-Order Differential Equations in Unbounded Domains

Laguerre dual-Petrov-Galerkin spectral methods and Hermite Galerkin spectral methods for solving odd-order differential equations in unbounded domains are proposed. Some Sobolev bi-orthogonal basis functions are constructed which lead to the diagonalization of discrete systems. Numerical results demonstrate the effectiveness of the suggested approaches.