On the construction of solutions of terminal problems for multidimensional affine systems in quasicanonical form

We consider the construction of solutions of terminal problems for multidimensional affine systems. We show that the terminal problem for a regular system in quasicanonical form can be reduced to a boundary value problem for a system of ordinary differential equations of lower order with right-hand side depending on a vector parameter. We prove a sufficient condition for the existence of a solution of the above-mentioned boundary value problem. A method for constructing a numerical solution is developed.     

Boundary value problems with operator right-hand side

For a second-order boundary value problem with operator right-hand side and with functional boundary conditions, we prove solvability theorems with mixed and Dirichlet boundary conditions assuming the existence of a lower and an upper function. These theorems are analogs of theorems for the corresponding boundary value problems for an ordinary second-order differential equation with right-hand side satisfying the Carathéodory conditions.     

Calmness of Linear Constraint Systems under Structured Perturbations with an Application to the Path-Following Scheme

Set-Valued and Variational Analysis - We are concerned with finite linear constraint systems in a parametric framework where the right-hand side is an affine function of the perturbation parameter....     

Comparison theorems for self‐adjoint linear Hamiltonian eigenvalue problems

In this work we derive new comparison results for (finite) eigenvalues of two self‐adjoint linear Hamiltonian eigenvalue problems. The coefficient matrices depend on the spectral parameter nonlinearly and the spectral parameter is present also in the boundary conditions. We do not impose any controllability or strict normality assumptions. Our method is based on a generalization of the Sturmian comparison theorem for such systems. The results are new even for the Dirichlet boundary conditions, for linear Hamiltonian systems depending linearly on the spectral parameter, and for Sturm–Liouville eigenvalue problems with nonlinear dependence on the spectral parameter.     

Inverse problems for impulsive Dirac operators with spectral parameters contained in the boundary and multitransfer conditions

An inverse spectral problem is considered for Dirac operators with parameter‐dependent transfer conditions inside the interval, and parameter appears also in one boundary condition. The approach that was used in the investigation of uniqueness theorems of inverse problems for Weyl function or two eigenvalue sets is employed. Copyright © 2014 John Wiley & Sons, Ltd.     

具有特征参数多项式边界条件的Sturm-Liouville 方程的逆结点问题

逆结点问题是通过特征函数的零点重构算子. 本文主要讨论具有特征参数多项式边界条件的 Sturm-Liouville 方程的逆结点问题. 20世纪50年代以后,人们发现在许多工程领域, Sturm-Liouville 问题的谱参数不仅出现在方程中, 而且也出现在边界条件中,因此带参数边界条件的逆结点问题对数学物理方面的研究有重要意义. 本文讨论区间 $[0,1]$ 上边界条件为参数多项式的 Sturm-Liouville 方程的逆结点问题, 并证明在 $[0,b]$ \big($ b\in \big(\frac{1}{2},1\big]$\big) 上结点的稠密子集可唯一确定 $[0,1]$ 上的势函数和边界条件中多项式的未知系数.     

Uniqueness of reconstruction of the Sturm–Liouville problem with spectral polynomials in nonseparated boundary conditions

Uniqueness theorems for solutions of inverse Sturm–Liouville problems with spectral polynomials in nonseparated boundary conditions are proved. As spectral data two spectra and finitely many eigenvalues of the direct problem or, in the case of a symmetric potential, one spectrum and finitely many eigenvalues are used. The obtained results generalize the Levinson uniqueness theorem to the case of nonseparated boundary conditions containing polynomials in the spectral parameter.     

Inverse problems for the boundary value problem with the interior nodal subsets

In this paper, inverse nodal problems for Sturm–Liouville equations with boundary conditions polynomially dependent on the spectral parameter were studied. The authors showed that some uniqueness theorems on the potential function hold by the Weyl function, respectively.     

General Parameter Mapping Technique--A Procedure for Solution of Non-linear Boundary Value Problems Depending on an Actual Parameter

A new general method is developed to obtain the dependence ofthe solution of a non-linear boundary value problem on an arbitraryactual parameter of the problem under consideration. This techniqueis essentially an application of the implicit function theorem(Davidenko's approach) to the solution of non-linear boundaryvalue problems. The procedure suggested requires the integrationof sets of ordinary differential equations (initial value problems)with the right-hand sides obtained from a solution of a certainset of auxiliary differential equations.     

Solvability of a Boundary Value Problem for Second-Order Elliptic Differential Operator Equations with a Spectral Parameter in the Equation and in the Boundary Conditions

In a Hilbert space H, we study noncoercive solvability of a boundary value problem for second-order elliptic differential-operator equations with a spectral parameter in the equation and in the boundary conditions in the case where the leading part of one of the boundary conditions contains a bounded linear operator in addition to the spectral parameter. We also illustrate applications of the general results obtained to elliptic boundary value problems.     

On Coefficients of Eigenfunction Expansions for Boundary-Value Problems with Parameter in Boundary Conditions

In this paper, we consider boundary-value problems for an nth-order ordinary differential equation with polynomials of the spectral parameter in the equation and in the boundary conditions. For a wide class of such problems, we find coefficients of the eigen and associated function expansions for the Shkalikov linearizer.     

On the global solution of multi-parametric mixed integer linear programming problems

This paper deals with the global solution of the general multi-parametric mixed integer linear programming problem with uncertainty in the entries of the constraint matrix, the right-hand side vector, and in the coefficients of the objective function. To derive the piecewise affine globally optimal solution, the steps of a multi-parametric branch-and-bound procedure are outlined, where McCormick-type relaxations of bilinear terms are employed to construct suitable multi-parametric under- and overestimating problems. The alternative of embedding novel piecewise affine relaxations of bilinear terms in the proposed algorithmic procedure is also discussed.     

On a class of problems of determining the temperature and density of heat sources given initial and final temperature

We consider a class of problems modeling the process of determining the temperature and density of heat sources given initial and finite temperature. Their mathematical statements involve inverse problems for the heat equation in which, solving the equation, we have to find the unknown right-hand side depending only on the space variable. We prove the existence and uniqueness of classical solutions to the problem, solving the problem independently of whether the corresponding spectral problem (for the operator of multiple differentiation with not strongly regular boundary conditions) has a basis of generalized eigenfunctions.     

On the Reconstruction of the Sturm-Liouville Problems with Spectral Parameter in the Discontinuity Conditions

In this paper, we are concerned with the problem of recovering the Sturm–Liouville problem under the circumstance of the discontinuity conditions involved spectral parameter at finite interior points of a finite interval. We provide procedures for constructing their potentials and boundary conditions either from the Weyl function, or from spectral data, or from two spectra in terms of the method of spectral mappings.     

Boundary Value Problems with a Parameter of Differential Equations with Deviated Arguments

The aim of the present paper is to study boundary value problems with a parameter of differential equations with deviated arguments. The existence, uniqueness and continuous dependence of the solution on the right-hand side of our problem are considered.     

An Algorithm for Approximate Multiparametric Linear Programming

Multiparametric programming considers optimization problems where the data are functions of a parameter vector and describes the optimal value and an optimizer as explicit functions of the parameters. In this paper, we consider a linear program where the right-hand side is an affine function of a parameter vector; we propose an algorithm for approximating its solution. Given a full-dimensional simplex in the parameter space and an optimizer for each simplex vertex, the algorithm formulates the linear interpolation of the given solutions as an explicit function of the parameters, giving a primal feasible approximation of an optimizer inside the simplex. If the resulting absolute error in the objective exceeds a prescribed tolerance, then the algorithm subdivides the simplex into smaller simplices where it applies recursively. We propose both a basic version and a refined version of the algorithm. The basic version is polynomial in the output size, provided a polynomial LP solver is used; the refined version may give a smaller output. A global error bound for the optimizer is derived and some computational tests are discussed.     

Sturm-Liouville operators with indefinite weight functions and eigenvalue depending boundary conditions

We consider a class of boundary value problems for Sturm-Liouville operators with indefinite weight functions. The spectral parameter appears nonlinearly in the boundary condition in the form of a function τ which has the property that λ?λτ(λ) is a generalized Nevanlinna function. We construct linearizations of these boundary value problems and study their spectral properties.     

Richardson extrapolation in boundary value problems for differential equations with nonregular right-hand side

When the finite-difference method is used to solve initial- or boundary value problems with smooth data functions, the accuracy of the numerical results may be considerably improved by acceleration techniques like Richardson extrapolation. However, the success of such a technique is doubtful in cases were the right-hand side or the coefficients of the equation are not sufficiently smooth, because the validity of an asymptotic error expansion — which is the theoretical prerequisite for the convergence analysis of the Richardson extrapolation — is not a priori obvious. In this work we show that the Richardson extrapolation may be successfully applied to the finite-difference solutions of boundary value problems for ordinary second-order linear differential equations with a nonregular right-hand side. We present some numerical results confirming our conclusions.     

Asymptotics of eigenfrequencies and eigenmodes of non‐homogeneous inextensible filament with an end load

We consider a class of non‐selfadjoint operators generated by the equation and the boundary conditions, which govern small vibrations of an ideal filament with non‐conservative boundary conditions at one end and a heavy load at the other end. The filament has a non‐constant density and is subject to a viscous damping with a non‐constant damping coefficient. The boundary conditions contain two arbitrary complex parameters. We derive the spectral asymptotics for the aforementioned two‐parameter family of non‐selfadjoint operators. In the forthcoming papers, based on the asymptotical results of the present paper, we will prove the Riesz basis property of the eigenfunctions. The spectral results obtained in the aforementioned papers will allow us to solve boundary and/or distributed controllability problems for the filament using the spectral decomposition method. Copyright © 2001 John Wiley & Sons, Ltd.     

Inverse optimization: towards the optimal parameter set of inverse LP with interval coefficients

We study the inverse optimization problem in the following formulation: given a family of parametrized optimization problems and a real number called demand, determine for which values of parameters the optimal value of the objective function equals to the demand. We formulate general questions and problems about the optimal parameter set and the optimal value function. Then we turn our attention to the case of linear programming, when parameters can be selected from given intervals (“inverse interval LP”). We prove that the problem is NP-hard not only in general, but even in a very special case. We inspect three special cases—the case when parameters appear in the right-hand sides, the case when parameters appear in the objective function, and the case when parameters appear in both the right-hand sides and the objective function. We design a technique based on parametric programming, which allows us to inspect the optimal parameter set. We illustrate the theory by examples.