Computing eigenelements of boundary value problems with fractional derivatives

Variational iteration method has been successfully implemented to handle linear and nonlinear differential equations. The main property of the method is its flexibility and ability to solve nonlinear equations accurately and conveniently. In this paper, first, a general framework of the variational iteration method is presented for analytic treatment of differential equations of fractional order where the fractional derivatives are described in Caputo sense. Second, the new framework is used to compute approximate eigenvalues and the corresponding eigenfunctions for boundary value problems with fractional derivatives. Numerical examples are tested to show the pertinent features of this method. This approach provides a new way to investigate eigenvalue problems with fractional order derivatives.     

An analytical solution for a nonlinear time-delay model in biology

In this paper, the homotopy analysis method is applied to develop a analytic approach for nonlinear differential equations with time-delay. A nonlinear model in biology is used as an example to show the basic ideas of this analytic approach. Different from other analytic techniques, the homotopy analysis method provides a simple way to ensure the convergence of the solution series, so that one can always get accurate approximations. A new discontinuous function is defined so as to express the piecewise continuous solutions of time-delay differential equations in a way convenient for symbolic computations. It is found that the time-delay has a great influence on the solution of the time-delay nonlinear differential equation. This approach has general meanings and can be applied to solve other nonlinear problems with time-delay.     

Zur Konstruktion der Eigenfunktionen Stekloffscher Eigenwertaufgaben

The aim of this paper is a new method for the construction of the eigenfunctions and eigenvalues of the mixed Stekloff eigenvalue problem. Using conformal mappings, transplantation techniques and the reflection principle we construct an analytic function whose real part is the eigenfunction under consideration. A consequence of this is also an equation for all eigenvalues which is useful for the calculation of the eigenvalues. Numerical results are also given. The method presented here is outlined in detail for two exampels.     

Boundary-variation solution of eigenvalue problems for elliptic operators

We present an algorithm which, based on certain properties of analytic dependence, constructs boundary perturbation expansions of arbitrary order for eigenfunctions of elliptic PDEs. The resulting Taylor series can be evaluated far outside their radii of convergence—by means of appropriate methods of analytic continuation in the domain of complex perturbation parameters. A difficulty associated with calculation of the Taylor coefficients becomes apparent as one considers the issues raised by multiplicity: domain perturbations may remove existing multiple eigenvalues and criteria must therefore be provided to obtain Taylor series expansions for all branches stemming from a given multiple point. The derivation of our algorithm depends on certain properties of joint analyticity (with respect to spatial variables and perturbations) which had not been established before this work. While our proofs, constructions and numerical examples are given for eigenvalue problems for the Laplacian operator in the plane, other elliptic operators can be treated similarly.     

Finding Eigenvalues of Holomorphic Fredholm Operator Pencils Using Boundary Value Problems and Contour Integrals

Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators (and the associated eigenfunctions) via contour integrals of solutions to resolvent equations. The approach is based on Keldysh’ theorem and extends a recent method for matrices depending analytically on the eigenvalue parameter. We show that errors are well-controlled under very general assumptions when the resolvent equations are solved via boundary value problems on finite domains. Two applications are presented: an analytical study of Schrödinger operators on the real line as well as on bounded intervals and a numerical study of the FitzHugh–Nagumo system. We also relate the contour method to the well-known Evans function and show that our approach provides an alternative to evaluating and computing its zeros.     

The explicit series solution of SIR and SIS epidemic models

In this paper the SIR and SIS epidemic models in biology are solved by means of an analytic technique for nonlinear problems, namely the homotopy analysis method (HAM). Both of the SIR and SIS models are described by coupled nonlinear differential equations. A one-parameter family of explicit series solutions are obtained for both models. This parameter has no physical meaning but provides us with a simple way to ensure convergent series solutions to the epidemic models. Our analytic results agree well with the numerical ones. This analytic approach is general and can be applied to get convergent series solutions of some other coupled nonlinear differential equations in biology.     

A collocation/quadrature-based Sturm–Liouville problem solver

We present a computational method for solving a class of boundary-value problems in Sturm–Liouville form. The algorithms are based on global polynomial collocation methods and produce discrete representations of the eigenfunctions. Error control is performed by evaluating the eigenvalue problem residuals generated when the eigenfunctions are interpolated to a finer discretization grid; eigenfunctions that produce residuals exceeding an infinity-norm bound are discarded. Because the computational approach involves the generation of quadrature weights and arrays for discrete differentiation operations, our computational methods provide a convenient framework for solving boundary-value problems by eigenfunction expansion and other projection methods.     

On singular ordinary linear differential operators related to Orr-Sommerfeld stability equation

A usable, not technically complicated theory unlike that of Wasow of linear, singular, even order differential operators with general boundary conditions is proposed and the behaviour of eigenvalues and eigenfunctions is discussed in the limit as ε → 0, ε > 0. Completeness of the eigenvalue spectrum when the operator is formally self-adjoint is discussed and formal solutions are constructed and finally justification of the formal approximations is shown by proving the existence of actual solutions of the differential equation approximated by formal solutions. Also, modifications necessary for the consideration of the critical point are suggested. This theory is unlike that of Reid since it provides rigorous justification of the approximations and moreover, this theory is applicable to a large class of physical problems rewritten in such a way that they contain a small parameter.     

On oscillation of eigenfunctions of a fourth-order problem with spectral parameters in the boundary conditions

In the paper, we study the problem on the number of zeros of eigenfunctions of the fourth-order boundary-value problem with spectral and physical parameters in the boundary conditions. We show that the number of zeros of the eigenfunctions corresponding to eigenvalues of positive type behaves in a usual way (it is equal to the serial number of an eigenvalue increased by 1), but, however, the number of zeros of the eigenfunction corresponding to an eigenvalue of negative type can be arbitrary. In the case of a sufficient smoothness of coefficients of the differential expression, we write the asymptotics in the physical parameter for such a number. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 4, pp. 41–52, 2006.     

The homotopy analysis method for explicit analytical solutions of Jaulent–Miodek equations

In this work, the homotopy analysis method (HAM) is applied to obtain the explicit analytical solutions for system of the Jaulent–Miodek equations. The validity of the method is verified by comparing the approximation series solutions with the exact solutions. Unlike perturbation methods, the HAM does not depend on any small physical parameters at all. Thus, it is valid for both weakly and strongly nonlinear problems. Besides, different from all other analytic techniques, the HAM provides us a simple way to adjust and control the convergence region of the series solution by means of an auxiliary parameter ?. Briefly speaking, this work verifies the validity and the potential of the HAM for the study of nonlinear systems. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

An analytic solution of unsteady boundary-layer flows caused by an impulsively stretching plate

In this paper, the unsteady boundary-layer flows caused by an impulsively stretching flat plate is solved by means of an analytic approach. Unlike perturbation techniques, this approach gives accurate analytic approximations uniformly valid for all dimensionless time. Besides, a simple but accurate analytic formula for the local skin friction is given, which agrees well with numerical results and thus is useful in the related industries. To the best of our knowledge, this type of analytic solutions has been never reported. Furthermore, the proposed analytic approach has general meaning and therefore may be applied in the similar way to other unsteady boundary-layer flows to get accurate analytic solutions valid for all time.     

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…     

A posteriori error control for finite element approximations of elliptic eigenvalue problems

We develop a new approach to a posteriori error estimation for Galerkin finite element approximations of symmetric and nonsymmetric elliptic eigenvalue problems. The idea is to embed the eigenvalue approximation into the general framework of Galerkin methods for nonlinear variational equations. In this context residual-based a posteriori error representations are available with explicitly given remainder terms. The careful evaluation of these error representations for the concrete situation of an eigenvalue problem results in a posteriori error estimates for the approximations of eigenvalues as well as eigenfunctions. These suggest local error indicators that are used in the mesh refinement process.     

A General Approach to Obtain Series Solutions of Nonlinear Differential Equations

Based on homotopy, which is a basic concept in topology, a general analytic method (namely the homotopy analysis method) is proposed to obtain series solutions of nonlinear differential equations. Different from perturbation techniques, this approach is independent of small/large physical parameters. Besides, different from all previous analytic methods, it provides us with a simple way to adjust and control the convergence of solution series. Especially, it provides us with great freedom to replace a nonlinear differential equation of order n into an infinite number of linear differential equations of order k , where the order k is even unnecessary to be equal to the order n . In this paper, a nonlinear oscillation problem is used as example to describe the basic ideas of the homotopy analysis method. We illustrate that the second-order nonlinear oscillation equation can be replaced by an infinite number of (2κ)th-order linear differential equations, where κ≥ 1 can be any a positive integer. Then, the homotopy analysis method is further applied to solve a high-dimensional nonlinear differential equation with strong nonlinearity, i.e., the Gelfand equation. We illustrate that the second-order two or three-dimensional nonlinear Gelfand equation can be replaced by an infinite number of the fourth or sixth-order linear differential equations, respectively. In this way, it might be greatly simplified to solve some nonlinear problems, as illustrated in this paper. All of our series solutions agree well with numerical results. This paper illustrates that we might have much larger freedom and flexibility to solve nonlinear problems than we thought traditionally. It may keep us an open mind when solving nonlinear problems, and might bring forward some new and interesting mathematical problems to study.     

Closure of the squared Zakharov-Shabat eigenstates

By solving the inverse scattering problem for a third-order (degenerate) eigenvalue problem, we can find the closure of the squared eigenfunctions of the Zakharov-Shabat equations. The question of the completeness of squared eigenstates occurs in many aspects of “inverse scattering transforms” (solving nonlinear evolution equations exactly by inverse scattering techniques) as well as in various aspects of the inverse scattering problem. The method we use is quite suggestive as to how one might find the closure of the squared eigenfunctions of other eigenvalue equations, and we point the strong analogy between our results and the problem of finding the closure of the eigenvectors of a nonself-adjoint matrix.     

Fall-Off of Eigenfunctions for Non-Local Schrödinger Operators with Decaying Potentials

We study the spatial decay of eigenfunctions of non-local Schrödinger operators whose kinetic terms are generators of symmetric jump-paring Lévy processes with Kato-class potentials decaying at infinity. This class of processes has the property that the intensity of single large jumps dominates the intensity of all multiple large jumps. We find that the decay rates of eigenfunctions depend on the process via specific preference rates in particular jump scenarios, and depend on the potential through the distance of the corresponding eigenvalue from the edge of the continuous spectrum. We prove that the conditions of the jump-paring class imply that for all eigenvalues the corresponding positive eigenfunctions decay at most as rapidly as the Lévy intensity. This condition is sharp in the sense that if the jump-paring property fails to hold, then eigenfunction decay becomes slower than the decay of the Lévy intensity. We furthermore prove that under reasonable conditions the Lévy intensity also governs the upper bounds of eigenfunctions, and ground states are comparable with it, i.e., two-sided bounds hold. As an interesting consequence, we identify a sharp regime change in the decay of eigenfunctions as the Lévy intensity is varied from sub-exponential to exponential order, and dependent on the location of the eigenvalue, in the sense that through the transition Lévy intensity-driven decay becomes slower than the rate of decay of the Lévy intensity. Our approach is based on path integration and probabilistic potential theory techniques, and all results are also illustrated by specific examples.     

A note on a continued fraction technique for certain eigenvalue problems

A criterion (formula) for the termination of a continued fraction expansion leading to the solution of a standard differential eigenvalue problem from mathematical physics is presented. The criterion generates the eigenvalues in any specific case and is illustrated by elementary examples yielding well-known polynomial eigenfunctions. This criterion ‘rounds-off’ this alternative approach to the presentation of differential eigenvalue problems. The general form of the solution (eigenfunction) is indicated.     

Homotopy analysis method for generalized Benjamin–Bona–lMahony equation

An analytic technique, the homotopy analysis method (HAM), is applied to solve the generalized Benjamin–Bona–Mahony (BBM) equation. An explicit series solution is given, different from traditional analytic techniques, our approach is independent of knowing some parameters. This analytic method provides us with a new way to obtain series solutions of such problems. The homotopy analysis method contains the auxiliary parameter ħ, which provides us with a simple way to adjust and control the convergence region of series solution.     

Mathematical aspects of ‘t Hooft’s eigenvalue problem in two-dimensional quantum chromodynamics

We consider the eigenvalue problem of t′ Hooft for the meson spectrum in 2-dimensional QCD. Various alternative formulations are discussed, and their equivalence is proved. Then, a variational characterization of the eigenfunctions and the eigenvalues is derived yielding that the spectrum is discrete and consists of denumerably many positive eigenvalues tending to infinity. The corresponding eigenfunctions are real analytic, and form a complete system in L₂ Finally, the number of nodes of each eigenfunctions is estimated.     

The spectral method and numerical continuation algorithm for the von Kármán problem with postbuckling behaviour of solutions

In this paper a spectral method and a numerical continuation algorithm for solving eigenvalue problems for the rectangular von Kármán plate with different boundary conditions (simply supported, partially or totally clamped) and physical parameters are introduced. The solution of these problems has a postbuckling behaviour. The spectral method is based on a variational principle (Galerkin’s approach) with a choice of global basis functions which are combinations of trigonometric functions. Convergence results of this method are proved and the rate of convergence is estimated. The discretized nonlinear model is treated by Newton’s iterative scheme and numerical continuation. Branches of eigenfunctions found by the algorithm are traced. Numerical results of solving the problems for polygonal and ferroconcrete plates are presented. Communicated by A. Zhou.