Spectrum of certain non-self-adjoint operators and solutions of Langevin equations with complex drift

As part of a program to evaluate expectations in complex distributions by longterm averages of solutions to Langevin equations with complex dirft, a simple one-dimensional example is examined in some detail. The validity and rate of convergence of this scheme depends on the spectrum of an associated non-selfadjoint Hamiltonian which is found numerically. In the regime where the stochastic evaluation should be accurate numerical solution of the Langevin equation shows this to be the case.     

A Boundary Value Problem for an Elliptic Equation with Asymmetric Coefficients in a Nonschlicht Domain

We propose some minimum principle for the quadratic energy functional of an elliptic boundary value problem describing a transport process with asymmetric tensor coefficients in a nonschlicht domain. We prove the existence and uniqueness of a weak solution in the energy space. The energy norm equals the entropy production rate.     

Criteria of the three cases for non-self-adjoint singular Sturm-Liouville difference equations

This paper is concerned with the criteria of the three cases for non-self-adjoint singular Sturm-Liouville difference equations. It has been known that this class of equations was classified into cases I, II and III by R.H. Wilson (Proc. R. Soc. A 401 (2005)). In this paper, several criteria of the cases I, II and III are established, respectively.     

Fredholm index and spectral flow in non-self-adjoint case

A version of the "Fredholm index = spectral flow" theorem is proved for general families of elliptic operators {A(t)} t∈R on closed (compact and without boundary) manifolds. Here we do not require that A(t), t∈R or its leading part is self-adjoint.     

Spectrum of a non-self-adjoint operator associated with the periodic heat equation

We study the spectrum of the linear operator L=−θ_∂−?θ_∂(sinθθ_∂) subject to the periodic boundary conditions on θ∈[−π,π]. We prove that the operator is closed in with the domain in for |?|<2, its spectrum consists of an infinite sequence of isolated eigenvalues and the set of corresponding eigenfunctions is complete. By using numerical approximations of eigenvalues and eigenfunctions, we show that all eigenvalues are simple, located on the imaginary axis and the angle between two subsequent eigenfunctions tends to zero for larger eigenvalues. As a result, the complete set of linearly independent eigenfunctions does not form a basis in .