The solution existence and convergence analysis for linear and nonlinear differential-operator equations in Banach spaces within the Calogero type projection-algebraic scheme of discrete approximations

The projection-algebraic approach of the Calogero type for discrete approximations of linear and nonlinear differential operator equations in Banach spaces is studied. The solution convergence and realizability properties of the related approximating schemes are analyzed. For the limiting-dense approximating scheme of linear differential operator equations a new convergence theorem is stated. In the case of nonlinear differential operator equations the effective convergence conditions for the approximated solution sets, based on a Leray-Schauder type fixed point theorem, are obtained.     

On the exact solutions for initial value problems of second-order differential equations

In this paper, the solutions of initial value problems for a class of second-order linear differential equations are obtained in the exact form by writing the equations in the general operator form and finding an inverse differential operator for this general operator form.     

L_p-DICHOTOMY OF LINEAR DIFFERENTIAL EQUATIONS IN AN ARBITRARY BANACH SPACE

The notion of Lp-dichotomy for linear differential equations with possibly unbounded operator is introduced. By help of Banach fixed point theorem sufficient conditions for the existence of bounded solutions of nonlinear differential equations with an Lp-dichotomous linear part are obtained.     

Solving evolutionary-type differential equations and physical problems using the operator method

We present a general operator method based on the advanced technique of the inverse derivative operator for solving a wide range of problems described by some classes of differential equations. We construct and use inverse differential operators to solve several differential equations. We obtain operator identities involving an inverse derivative operator, integral transformations, and generalized forms of orthogonal polynomials and special functions. We present examples of using the operator method to construct solutions of equations containing linear and quadratic forms of a pair of operators satisfying Heisenberg-type relations and solutions of various modifications of partial differential equations of the Fourier heat conduction type, Fokker–Planck type, Black–Scholes type, etc. We demonstrate using the operator technique to solve several physical problems related to the charge motion in quantum mechanics, heat propagation, and the dynamics of the beams in accelerators.     

A note on differential operators on finite non-abelian groups

In this note we define a differential operator for the complex functions on finite non-Abelian groups.For the characterization of this differential operator we use the coefficients of the generalized Fourier transforms on groups.Using this operator we define the linear harmonic differential equations with constant coefficients and give the general solution of these equations     

Index theory for linear selfadjoint operator equations and nontrivial solutions for asymptotically linear operator equations

We develop index theories for linear selfadjoint operator equations and investigate multiple solutions for asymptotically linear operator equations. The operator equations consist of two kinds: the first has finite Morse index and can be used to investigate second order Hamiltonian systems and elliptic partial differential equations; the second may have infinite Morse index and can be used to investigate first order Hamiltonian systems.     

Stochastic evolution equations with general white noise disturbance

Existence and uniqueness theorems are proved for a general class of stochastic linear abstract evolution equations, with a general type of stochastic forcing term. The abstract evolution equation is modeled using an evolution operator (or 2-parameter semigroup) approach and this includes linear partial differential equations and linear differential delay equations. The stochastic forcing term is modeled by defining an Itô stochastic integral with respect to a Hilbert space-valued orthogonal increments process, which can be used to model both Gaussian and non-Gaussian white noise processes. The theory is illustrated by examples of stochastic partial differential equations and delay equations, which arise in filtering problems for distributed and delay systems.     

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.     

The splitting index for linear differential systems

Consider the linear differential operator associated with an n-dimensional first order linear system of time varying ordinary differential equations. Conditions are given on the system for time near plus and minus infinity which guarantee that the operator is Fredholm. The splitting index is introduced and it is shown to be the negative of the ordinary index of a Fredholm operator. The splitting index is shown to be invariant under appropriate perturbations and is computable in terms of the asymptotic properties of the coefficient matrix for a wide class of systems. The asymptotic conditions on the system are discussed in various function space topologies and a new concept of admissibility of a pair of Banach spaces is introduced whereby a pair is admissible with respect to all operators whose coefficients lie in a given function space.     

A method of adjoint operators for solving boundary value problems for second-order ordinary differential equations

In this paper, for a linear boundary value problem we propose a method that reduces the differential problem to a discrete (difference) problem. The difference equations, which are an exact analog of the differential equation, are constructed by an adjoint operator method. The adjoint equations are solved by a factorization method.     

一类微分方程组的多重正解

本文讨论了 Ｂａｎａｃｈ空间中 Ｓｔｕｒｍ－Ｌｉｏｕｖｉｌｌｅ问题正解的存在性与多解性，通过线性算子的谱半径，给出其正解存在与多解的条件．     

Constructively Factoring Linear Partial Differential Operators in Two Variables

We study conditions under which a partial differential operator of arbitrary order n in two variables or an ordinary linear differential operator admits a factorization with a first-order factor on the left.The process of factoring consists of recursively solving systems of linear equations subject to certain differential compatibility conditions.In the general case of partial differential operators, it is not necessary to solve a differential equation. In special degenerate cases, such as an ordinary differential operator, the problem eventually reduces to solving some Riccati equation(s). We give the factorization conditions explicitly for the second and third orders and in outline form for higher orders. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 145, No. 2, pp. 165–180, November, 2005.     

Systems of linear differential equations symmetric with respect to transformations nonlinear in a function

We show that if a system of first order linear differential equations with constant coefficients admits an operator whose coordinates responsible for the transformation of independent variables depend on functions then it admits an operator whose coordinates responsible for the transformation of functions depend nonlinearly on functions.     

Operator splitting methods for pricing American options under stochastic volatility

We consider the numerical pricing of American options under Heston’s stochastic volatility model. The price is given by a linear complementarity problem with a two-dimensional parabolic partial differential operator. We propose operator splitting methods for performing time stepping after a finite difference space discretization. The idea is to decouple the treatment of the early exercise constraint and the solution of the system of linear equations into separate fractional time steps. With this approach an efficient numerical method can be chosen for solving the system of linear equations in the first fractional step before making a simple update to satisfy the early exercise constraint. Our analysis suggests that the Crank–Nicolson method and the operator splitting method based on it have the same asymptotic order of accuracy. The numerical experiments show that the operator splitting methods have comparable discretization errors. They also demonstrate the efficiency of the operator splitting methods when a multigrid method is used for solving the systems of linear equations.     

On a linear nth-order differential equation with special right-hand side in a Banach space

We show that the classical algorithm for finding a particular solution of a scalar linear differential equation can be applied to linear differential equations with bounded operator coefficients in a Banach space.     

Modeling and solving physical problems

Generic operator equations allowing multidimensional operators are solved by a decomposition method allowing solution of nonlinear and/or stochastic partial differential equations by accurate and convenient approximation. Green's functions for complicated ordinary or partial differential linear equations are similarly determinable.     

Inhomogeneous degenerate Sobolev type equations with delay

Under consideration is the first order linear inhomogeneous differential equation in an abstract Banach space with a degenerate operator at the derivative, a relatively p-radial operator at the unknown function, and a continuous delay operator. We obtain conditions of unique solvability of the Cauchy problem and the Showalter problem by means of degenerate semigroup theory methods. These general results are applied to the initial boundary value problems for systems of integrodifferential equations of the type of phase field equations.     

Hecke Operators on Linear Ordinary Differential Equations

We construct Hecke operators acting on the space of certain linear ordinary differential equations, and describe a Hermitian inner product on the space of such differential equations. We also determine the adjoint of the Hecke operator with respect to this inner product, and prove that the space of ordinary differential equations associated to an automorphic form for a certain discrete subgroup of SL(2, R) has a basis consisting of common eigenvectors of a class of Hecke operators.     

Differential equations for principal series whittaker functions on SU(2,2)

Let SU(2,2) be the special unitary group of index (2,2). In this paper, two explicit linear partial differential equations are obtained: one from the Casimir operator and the other from the Schmid operator by taking their radial parts. Whittaker functions belonging to an irreducible principal series representation of SU(2,2) satisfy the system of differential equations and furthermore this system becomes holonomic when the dimension of a minimal K-type of the representation is one or two.