Exact WKB analysis of a Schrödinger equation with a merging triplet of two simple poles and one simple turning point,II — Its relevance to the Mathieu equation and the Legendre equation

We develop the exact WKB analysis of an M2P1T (merging two simple poles and one simple turning point) Schrödinger equation. In Part II, using a WKB-theoretic transformation to the algebraic Mathieu equation constructed in Part I, we calculate the alien derivative of its Borel transformed WKB solutions at each fixed singular point relevant to the simple poles through the analysis of Borel transformed WKB solutions of the Legendre equations. In the course of the calculation of the alien derivative we make full use of microdifferential operators whose symbols are given by the infinite series that appear in the coefficients of the algebraic Mathieu equation and the Legendre equation.     

Uniform asymptotic expansions of solutions of the Mathieu equation and the modified Mathieu equation

By the method of the model equation, uniform asymptotic expansions of the Floquet solutions of the Mathieu equation and two linearly independent solutions of the modified Mathieu equation are obtained for any real values of the separation parameter contained in these equations.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 62, pp. 60–91, 1976.     

Diffraction of light by supersonic waves: The solution of the raman-nath equations

The partial differential equation associated with the system of difference-differential equations of Raman-Nath for the amplitudes of the diffracted light-waves is solved exactly by the method of the separation of the variables. The solution is presented as a double infinite series containing the Fourier coefficients of the even periodic Mathieu functions with periodπ and the corresponding eigenvalues. Considering this solution as a Laurent series in one of the variables, the Laurent coefficients immediately give the exact expressions for the amplitudes of the diffracted light-waves, from which the formulae for the intensities are calculated. The connection between the Raman-Nath method and Brillouin’s Mathieu function method has thus been achieved.     

Eigenvalues of second-order difference equations with periodic and antiperiodic boundary conditions

This paper is concerned with periodic and antiperiodic boundary value problems for self-adjoint second-order difference equations. Existence of eigenvalues of these two different boundary value problems is proved, numbers of their eigenvalues are calculated, and their relationships are obtained. In addition, a representation of solutions of a nonhomogeneous linear equation with initial conditions is given.     

A note on the periodic solutions of a Mathieu–Duffing type equations

By means of a new change of variable we prove the existence of a positive 2π‐periodic solution for the Mathieu–Duffing type equations having its nonlinearity a super‐linear growth. As result we can guarantee the existence of 2π‐periodic solutions even assuming that the parameter of the associated Mathieu equation is in the contentious zone of resonance.     

Stability of solutions of a system of linear differential equations with periodic stochastic coefficients

Systems of equations for first and second moments are investigated and transformed. Stability of solutions of a first-order linear differential equations is analyzed. Stability of solutions of the stochastic Mathieu equation is investigated and the boundaries of the instability region are determined.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 119–126, 1986.     

Nonlinear Mathieu equation and coupled resonance mechanism

The method of multiple-scales is used to determine a third-order solution for a cubic nonlinear Mathieu equation. The perturbation solutions are imposed on the so-called solvability conditions. Solvability conditions in the non-resonance case yield the standard Landau equation. Several types of a parametric Landau equation are derived in the neighborhood of five different resonance cases. These parametric Landau equations contain a parametric complex conjugate term or a parametric second-order complex conjugate term or a parametric complex conjugate term as well as a parametric second-order term. Necessary and sufficient conditions for stability are performed in each resonance case. Stability criteria correspond to each parametric Landau equation and are derived by linear perturbation. Stability criteria for the non-trivial steady-state response are discussed. The analysis leads to simultaneous resonance. Transition curves are performed in each case. Numerical calculations are made for some transition curves to illustrate the coupled resonance regions, where the induced stability tongues within the instability tongues are observed. The amplitude of the periodic coefficient of Mathieu equation plays a dual role in the stability criteria for nonlinear Mathieu equation.     

Mathieu functions and coulomb spheroidal functions in the electrostatic probe theory

A spherical probe placed in a slowly moving collisional plasma with a large Debye length λ_D → ∞ is considered. The partial differential equation describing the electron concentration around the probe is reduced to two ordinary differential equations, namely, to the equation for Coulomb spheroidal functions and Mathieu’s modified equation with the parameter a of the latter related to the eigenvalue λ of the former by the relation a = λ + 1/4. It is shown that the solutions of Mathieu’s equation are Mathieu functions of half-integer order, which are expressed as series in terms of spherical Bessel functions and series of products of Bessel functions. These Mathieu functions are numerically constructed for Mathieu’s modified and usual equations.     

Error Estimates for Rayleigh–Ritz Approximations of Eigenvalues and Eigenfunctions of the Mathieu and Spheroidal Wave Equation

Error estimates are derived for the computation of eigenvalues and eigenvectors of infinite tridiagonal matrices by the Rayleigh–Ritz method. The results are applied to the Mathieu and spheroidal wave equation.     

Localization of the spectrum and representation of solutions of linear dynamical systems

We develop a general method for the localization of eigenvalues of matrix polynomials and functions based on the solution of matrix equations. For a broad class of equations, we formulate theorems that generalize the known properties of the Lyapunov equation. A new method for the representation of solutions of linear differential and difference systems is proposed. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 10, pp. 1341–1351, October, 1998     

Transient solutions for multi-server queues with finite buffers

Transient solutions for M/M/c queues are important for staffing call centers, police stations, hospitals and similar institutions. In this paper we show how to find transient solutions for M/M/c queues with finite buffers by using eigenvalues and eigenvectors. To find the eigenvalues, we create a system of difference equations where the coefficients depend on a parameter x. These difference equations allow us to search for all eigenvalues by changing x. To facilitate the search, we use Sturm sequences for locating the eigenvalues. We also show that the resulting method is numerically stable.     

Eigenvalues of second-order difference equations with coupled boundary conditions

This paper is concerned with coupled boundary value problems for self-adjoint second-order difference equations. Existence of eigenvalues is proved, numbers of eigenvalues are calculated, and relationships between the eigenvalues of a self-adjoint second-order difference equation with three different coupled boundary conditions are established. These results extend the relevant existing results of periodic and antiperiodic boundary value problems.     

Solution of finite systems of equations by interval iteration

In actual practice, iteration methods applied to the solution of finite systems of equations yield inconclusive results as to the existence or nonexistence of solutions and the accuracy of any approximate solutions obtained. On the other hand, construction of interval extensions of ordinary iteration operators permits one to carry out interval iteration computationally, with results which can give rigorous guarantees of existence or nonexistence of solutions, and error bounds for approximate solutions. Examples are given of the solution of a nonlinear system of equations and the calculation of eigenvalues and eigenvectors of a matrix by interval iteration. Several ways to obtain lower and upper bounds for eigenvalues are given.Sponsored by the United States Army under Contract No. DAAG29-80-C-0041.     

Spectral properties of the family of even order differential operators with a summable potential

A boundary value problem for a higher order differential operator with separated boundary conditions is considered. The asymptotics of solutions of the corresponding differential equation for large values of the spectral parameter is studied. The indicator diagram of the equation for the eigenvalues is studied. The asymptotic behavior of eigenvalues and the formula for calculation of eigenfunctions of the studied operator is obtained in different sectors of the indicator diagram.     

Remarks on the Notion of Order of Difference Equations

In the paper, the notion of order of a difference equation is introduced in such a way that this order is invariant with respect to the change of the independent variable. For the general case, a formula for the general solution of linear difference equation of k -th order is given. It is shown that, in contrast to differential equations, the dimension of the linear space of solutions of linear homogenous difference equation can be lowered if their domain of definition is restricted appropriately.     

A new almost periodic type of solutions of second order neutral delay differential equations with piecewise constant argument

A definition of pseudo almost periodic sequence is given and the existence of pseudo almost periodic sequence to difference equation is studied. Based on these, the existence of pseudo almost periodic solutions to neutral delay differential equations with piecewise constant argument is investigated     

On the eigenvalue problem of a class of linear partial difference equations

In this paper, the eigenvalue problem of a class of linear partial difference equations is studied. The results concern the existence of eigenvalues, their character (real, positive), as well as the behavior of its eigenfunctions (positivity, oscillation). Moreover a theorem is given concerning the existence of a unique solution of an associated non-homogeneous partial difference equation. The results generalize previously known results for ordinary linear difference equations. The method used is a functional-analytic one, which transforms the eigenvalue problem for the difference equation into the equivalent problem of the eigenvalues of an operator defined on an abstract separable Hilbert space.     

Rough Burgers-like equations with multiplicative noise

We construct solutions to vector valued Burgers type equations perturbed by a multiplicative space–time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to the choice of the correct reference rough path, we prove unique solvability for the equation and we show that our solutions are stable under smooth approximations of the driving noise.     

Evans Function for Lax Operators with Algebraically Decaying Potentials

We study the instability of algebraic solitons for integrable nonlinear equations in one spatial dimension that include modified KdV, focusing NLS, derivative NLS, and massive Thirring equations. We develop the analysis of the Evans function that defines eigenvalues in the corresponding Lax operators with algebraically decaying potentials. The standard Evans function generically has singularities in the essential spectrum, which may include embedded eigenvalues with algebraically decaying eigenfunctions. We construct a renormalized Evans function and study bifurcations of embedded eigenvalues, when an algebraically decaying potential is perturbed by a generic potential with a faster decay at infinity. We show that the bifurcation problem for embedded eigenvalues can be reduced to cubic or quadratic equations, depending on whether the algebraic potential decays to zero or approaches a nonzero constant. Roots of the bifurcation equations define eigenvalues which correspond to nonlinear waves that are formed from unstable algebraic solitons. Our results provide precise information on the transformation of unstable algebraic solitons in the time-evolution problem associated with the integrable nonlinear equation. Algebraic solitons of the modified KdV equation are shown to transform to either travelling solitons or time-periodic breathers, depending on the sign of the perturbation. Algebraic solitons of the derivative NLS and massive Thirring equations are shown to transform to travelling and rotating solitons for either sign of the perturbation. Finally, algebraic homoclinic orbits of the focusing NLS equation are destroyed by the perturbation and evolve into time-periodic space-decaying solutions.     

Discrete Sturm-Liouville Problems With Parameter in the Boundary Conditions

This paper deals with discrete second order Sturm-Liouville problems in which the parameter that is part of the Sturm-Liouville difference equation also appears linearly in the boundary conditions. An appropriate Green's formula is developed for this problem, which leads to the fact that the eigenvalues are simple, and that they are real under appropriate restrictions. A boundary value problem can be expressed by a system of equations, and finding solutions to a boundary value problem is equivalent to finding the eigenvalues and eigenvectors of the coefficient matrix of a related linear system. Thus, the behavior of eigenvalues and eigenvectors is investigated using techniques in linear algebra, and a linear-algebraic proof is given that the eigenvalues are distinct under appropriate restrictions. The operator is extended to a self-adjoint operator and an expansion theorem is proved.