Stieltjes Sturm-Liouville equations: Eigenvalue dependence on problem parameters

We examine properties of eigenvalues and solutions to a 2n-dimensional Stieltjes Sturm-Liouville eigenvalue problem. Existence and uniqueness of a solution has been established previously. An earlier paper considered the corresponding initial value problem and established conditions which guarantee that solutions depend continuously on the coefficients [L.E. Battle, Solution dependence on problem parameters for initial value problems associated with the Stieltjes Sturm-Liouville equations, Electron. J. Differential Equations 2005 (2) (2005) 1-18]. Here, we find conditions which guarantee that the eigenvalues and solutions depend continuously on the coefficients, endpoints, and boundary data. For a simplified two-dimensional problem, we find conditions which guarantee the eigenvalues to be differentiable functions of the problem data.     

High order approximations of the eigenvalues of sturm-liouville problems with coupled self-adjoint boundary conditions

Sampling theory has been used to compute with great accuracy the eigenvalues of regular and singular Sturm-Liouville problems of Bessel Type. We shall consider in this paper the case of general coupled real or complex self-adjoint boundary conditions. We shall present few examples to illustrate the power of the method and compare our results with the ones obtained using the well-known Sleign2 package.     

Bounds on Non-Real Eigenvalues of Indefinite Sturm-Liouville Problems

It is known since the early 20th century that regular indefinite Sturm-Liouville problems may possess non-real eigenvalues. However, finding bounds for this set in terms of the coefficients of the differential expression has remained an open problem until recently. In this note we prove a variant of a recent result in [1] on the bounds for the non-real eigenvalues of an indefinite Sturm-Liouville problem with Dirichlet boundary conditions. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Mapped barycentric Chebyshev differentiation matrix method for the solution of regular Sturm-Liouville problems

In this paper, using spectral differentiation matrix and an elimination treatment of boundary conditions, Sturm-Liouville problems (SLPs) are discretized into standard matrix eigenvalue problems. The eigenvalues of the original Sturm-Liouville operator are approximated by the eigenvalues of the corresponding Chebyshev differentiation matrix (CDM). This greatly improves the efficiency of the classical Chebyshev collocation method for SLPs, where a determinant or a generalized matrix eigenvalue problem has to be computed. Furthermore, the state-of-the-art spectral method, which incorporates the barycentric rational interpolation with a conformal map, is used to solve regular SLPs. A much more accurate mapped barycentric Chebyshev differentiation matrix (MBCDM) is obtained to approximate the Sturm-Liouville operator. Compared with many other existing methods, the MBCDM method achieves higher accuracy and efficiency, i.e., it produces fewer outliers. When a large number of eigenvalues need to be computed, the MBCDM method is very competitive. Hundreds of eigenvalues up to more than ten digits accuracy can be computed in several seconds on a personal computer.     

具有混合型边界条件的左定Sturm-Liouville问题特征值的下标计算(英文)

本文研究具有混合型边界条件的左定Sturm-Liouvile问题特征值的下标计算问题.首先给出具有分离型边界条件和混合型边界条件的左定Sturm-Liouville问题的特征值之间的不等式;然后利用这个结果给出一种计算混合型边界条件下左定Sturm-Liouville问题特征值下标的方法.     

Identification of a polynomial in nonsplitting boundary conditions

We prove criteria for the reconstructibility of n coefficients in nonsplitting boundary conditions of the Sturm-Liouville problem from n of its eigenvalues. We consider the corresponding applications, examples, and counterexamples.     

左定Sturm-Liouville算子的特征值计算(英文)

研究了定义在有限区间[a,b]上的具有分离型和混合型边界条件的左定正则Sturm-Liouville算子的特征值问题.把具有混合型边界条件的左定正则Sturm-Liouville问题转化成二维的、具有分离型边界条件的右定正则Sturm-Liouville问题,给出了具有混合型边界条件的左定正则Sturm-Liouville算子的特征值的数值计算方法.     

Some Spectral Properties of One Sturm-Liouville Type Problem with Discontinuous Weight

We consider a discontinuous weight Sturm-Liouville equation together with eigenparameter dependent boundary conditions and two supplementary transmission conditions at the point of discontinuity. We extend and generalize some approaches and results of the classic regular Sturm-Liouville problems to the similar problems with discontinuities. In particular, we introduce a special Hilbert space formulation in such a way that the problem under consideration can be interpreted as an eigenvalue problem for a suitable selfadjoint operator, construct the Green’s function and resolvent operator, and derive asymptotic formulas for eigenvalues and normalized eigenfunctions.Original Russian Text Copyright © 2005 Mukhtarov O. Sh. and Kadakal M.__________Translated from Sibirskii Matematicheskii Zhurnal, Vol. 46, No. 4, pp. 860–875, July–August, 2005.     

On the eigenvalues of second-order boundary-value problems

In this paper we investigate the properties of eigenvalues of some boundary-value problems generated by second-order Sturm-Liouville equation with distributional potentials and suitable boundary conditions. Moreover, we share a necessary condition for the problem to have an infinitely many eigenvalues. Finally, we introduce some ordinary and Frechet derivatives of the eigenvalues with respect to some elements of the data.     

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.     

SPECTRAL PROPERTIES OF DISCRETE STURM-LIOUVILLE PROBLEMS WITH TWO SQUARED EIGENPARAMETER-DEPENDENT BOUNDARY CONDITIONS

In this article, we consider a discrete right-definite Sturm-Liouville problems with two squared eigenparameter-dependent boundary conditions. By constructing some new Lagrange-type identities and two fundamental functions, we obtain not only the existence,the simplicity, and the interlacing properties of the real eigenvalues, but also the oscillation properties, orthogonality of the eigenfunctions, and the expansion theorem. Finally, we also give a computation scheme for computing eigenvalues and eigenfunctions of specific eigenvalue problems.     

STURM-LIOUVILLE PROBLEMS WITH EIGENDEPENDENT BOUNDARY AND TRANSMISSIONS CONDITIONS

1IntroductionIt is well-known that the Sturmian Theory is an important aid in solving many problemsin mathematical physics.Therefore this theory is one of the most actual and extensivelydeveloped field in spectral analysis of boundary-value problems of St…     

左定与定型Sturm-Liouville问题间特征值不等式

应用左定和定型Sturm-Liouville问题特征值的Prüfer角刻画,以及其特征值对边界和边值条件的单调依赖关系,本文建立了左定Sturm-Liouville与两个相关的定型Sturm-Liouville问题之间的特征值不等式关系.     

Accurate solutions of fourth order Sturm-Liouville problems

Recently we introduced a new method which we call the Extended Sampling Method to compute the eigenvalues of second order Sturm-Liouville problems with eigenvalue dependent potential. We shall see in this paper how we use this method to compute the eigenvalues of fourth order Sturm-Liouville problems and present its practical use on a few examples.     

Computation of the eigenvalues of Sturm-Liouville problems with parameter dependent boundary conditions using the regularized sampling method

The purpose in this paper is to compute the eigenvalues of Sturm-Liouville problems with quite general separated boundary conditions nonlinear in the eigenvalue parameter using the regularized sampling method, an improvement on the method based on Shannon sampling theory, which does not involve any multiple integration and provides higher order estimates of the eigenvalues at a very low cost. A few examples shall be presented to illustrate the power of the method and a comparison made with the the exact eigenvalues obtained as squares of the zeros of the exact characteristic functions.

     

On the approximability of adjustable robust convex optimization under uncertainty

In this paper, we consider adjustable robust versions of convex optimization problems with uncertain constraints and objectives and show that under fairly general assumptions, a static robust solution provides a good approximation for these adjustable robust problems. An adjustable robust optimization problem is usually intractable since it requires to compute a solution for all possible realizations of uncertain parameters, while an optimal static solution can be computed efficiently in most cases if the corresponding deterministic problem is tractable. The performance of the optimal static robust solution is related to a fundamental geometric property, namely, the symmetry of the uncertainty set. Our work allows for the constraint and objective function coefficients to be uncertain and for the constraints and objective functions to be convex, thereby providing significant extensions of the results in Bertsimas and Goyal (Math Oper Res 35:284–305, 2010) and Bertsimas et al. (Math Oper Res 36: 24–54, 2011b) where only linear objective and linear constraints were considered. The models in this paper encompass a wide variety of problems in revenue management, resource allocation under uncertainty, scheduling problems with uncertain processing times, semidefinite optimization among many others. To the best of our knowledge, these are the first approximation bounds for adjustable robust convex optimization problems in such generality.     

The Sturm-Liouville problem with a nonlocal boundary condition

In this paper, we consider the Sturm-Liouville problem with one classical and another nonlocal boundary condition. We investigate general properties of the characteristic function and spectrum for such a problem in the complex case. In the second part, we investigate the case of real eigenvalues, analyze the dependence of the spectrum on parameters of the boundary condition, and describe the qualitative behavior of all eigenvalues subject to of the nonlocal boundary condition. Dedicated to N. S. Bakhvalov (1934–2005) Published in Lietuvos Matematikos Rinkinys, Vol. 47, No. 3, pp. 410–428, July–September, 2007.     

The finite spectrum of Sturm-Liouville problems with transmission conditions

We study the finite spectrum of Sturm-Liouville problems with transmission conditions. For any positive integer n, we construct a class of regular Sturm-Liouville problems with transmission conditions, which have exactly n eigenvalues, and these n eigenvalues can be located anywhere in the complex plane in non-self-adjoint case and anywhere along the real line in the self-adjoint case.     

一类正则Sturm—Liouville问题特征的渐近分析

考虑[0,π]上一类带一般分离型边界条件的正则Sturm—Liouville问题特征的渐近表示,利用Frechet导数,对特征值进行精细的分析,清楚地给出了方程系数q（x）及边界条件中常数cot α,col β对特征值的影响．使结论更具一般化．     

边界条件中带有谱参数的不连续Sturm-Liouville算子的特征值问题

本文研究了具有转移条件且边界条件含特征参数的Sturm-Liouville算子L的特征值问题.首先,使用微分算子谱分析经典的方法,得到λ是该边值问题的特征值的充要条件,证明了该边值问题最多有可数个实的特征值、没有有限值的聚点.其次,通过渐近估计证得,所研究的Sturm-Liouville算子L有可数个离散的特征值且下方有界.