Computing eigenvalues of Sturm-Liouville problems via optimal control theory

In this paper, we shall address three problems arising in the computation of eigenvalues of Sturm-Liouville boundary value problems. We first consider a well-posed Sturm-Liouville problem with discrete and distinct spectrum. For this problem, we shall show that the eigenvalues can be computed by solving for the zeros of the boundary condition at the terminal point as a function of the eigenvalue. In the second problem, we shall consider the case where some coefficients and parameters in the differential equation are continuously adjustable. For this, the eigenvalues can be optimized with respect to these adjustable coefficients and parameters by reformulating the problem as a combined optimal control and optimal parameter selection problem. Subsequently, these optimized eigenvalues can be computed by using an existing optimal control software, MISER. The last problem extends the first to nonstandard boundary conditions such as periodic or interrelated boundary conditions. To illustrate the efficiency and the versatility of the proposed methods, several non-trivial numerical examples are included.     

Spectral properties of a nonlocal second-order difference operator

We consider a spectral problem for a nonlocal difference operator of second derivative with variable coefficients and with a complex parameter in the boundary condition. We study the algebraic and geometric multiplicity of the eigenvalues and the sign of their real part. We obtain conditions on the parameter which ensure that the entire spectrum of the operator lies in the right complex half-plane.     

On the spectrum of an integro-differential equation arising in viscoelasticity theory

We study the spectral properties of a boundary value problem for an integro-differential equation arising in viscoelasticity theory. We prove that the spectrum of the boundary value problem is either completely real or contains, together with the real part, only finitely many complex eigenvalues. Bibliography: 8 titles.     

Inverse boundary spectral problem for non–selfadjoint maxwells–s equations with incomplete data

The inverse boundary spectral problem for selfadjoint Maxwell–s equations is to reconstruct unknown coefficient functions in Maxwell– equations from the knowledge of the boundary spectral data, i.e. fromt eh eigenvalues and the boudnary value of the eigenfunctions. Since the spectrum of non–selfadjoint Maxwell–s operator consists of normal eigenvalues and an interval, the complete boundary spectral data can be defind only in a very complicated way. In this article we show that the coefficients can be reconstructed from incomplete data, that is, from the large eigenvalues and the boundary values of the generalized eigenfunctions. Particularly, we do not need the nfinit–dimensional data corresponding to the non–discrete spectrum.     

带谱参数边界条件的四阶边值问题的矩阵表示

研究了一类具有有限谱的带有谱参数边界条件的四阶微分方程边值问题及其矩阵表示,证明了对任意正整数m,所考虑的问题至多有2m+6个特征值,进一步给出这类带有谱参数边条件的四阶边值问题与一类矩阵特征值问题之间在具有相同特征值的意义下是等价的.     

Singular numbers of the monodromy operator and sufficient conditions of the asymptotic stability of periodic system of differential equations with fixed delay

To obtain sufficient conditions for the asymptotic stability of linear periodic systems with fixed delay commensurable with the period of coefficients, singular numbers of the monodromy operator are used. To find these numbers, a self-adjoint boundary value problem for ordinary differential equations is applied. We study the motion of eigenvalues of this boundary value problem under a variation of a parameter. Obtaining sufficient conditions for the asymptotic stability is reduced to finding the bifurcation value of the parameter for the boundary value problem.     

A Nonlocal Finite-Difference Boundary-Value Problem

We investigate the stability of difference schemes for the equation of heat conduction with nonlocal boundary conditions. An example is given which in a certain sense imitates the problem with variable coefficients and has an exact solution in analytical form. It is shown that the difference operator has a simple spectrum and that multiple eigenvalues appear only in the case with constant coefficients. The simple spectrum ensures that the eigenvectors of the finite-difference problem form a basis. This enables us to apply to the nonlocal problem the theory of stability of symmetrizable difference schemes.     

The asymptotics of the eigenvalues of a fourth order differential operator with summable coefficients

A fourth order differential operator with summable coefficients and some boundary conditions is considered. Asymptotics of solutions to a fourth order differential equation is studied. The equation for eigenvalues is also studied and an asymptotics of the eigenvalues of the considered boundary value problem is obtained.     

Inverse Problem for a Fourth-Order Differential Operator with Nonseparated Boundary Conditions

Uniqueness theorems are proved for two inverse problems for a fourth-order differential operator with nonseparated boundary conditions. The first of the problems, which has technical applications, is the problem of identification of a differential equation and two boundary conditions, and the second problem is the problem of identification of a differential equation and four boundary conditions. One of two data sets is used as the spectral data of the problem. The first data set is the spectrum of the problem itself (or three of its eigenvalues) and the spectral data of a system of three problems, and the second data set is the spectrum of the problem itself (or three of its eigenvalues) and the spectra of ten boundary value problems.     

On the convergence of solutions and eigenelements of a boundary value problem in a domain perforated along the boundary

We consider a boundary value problem in a model domain periodically perforated along the boundary. We assume that the homogeneous Neumann condition is posed on the external boundary and the homogeneous Dirichlet condition is posed on the boundary of the cavities. A limit (homogenized) problem is obtained. We prove the convergence of the solutions, eigenvalues, and eigenfunctions of the original problem to the solutions, eigenvalues, and eigenfunctions, respectively, of the limit problem.     

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.     

A modification of the invariant imbedding method for a singular boundary value problem

We consider a dynamically-consistent analytical model of a 3D topographic vortex. The model is governed by equations derived from the classical problem of the axisymmetric Taylor–Couette flow. Using linear expansions, these equations can be reduced to a differential sixth-order equation with variable coefficients. For this differential equation, we formulate a boundary value problem, which has a number of issues for numerical solving. To avoid these issues and find the eigenvalues and eigenfunctions of the boundary value problem, we suggest a modification of the invariant imbedding method (the Riccati equation method). In this paper, we show that such a modification is necessary since the boundary conditions possess singular matrices, which sufficiently complicate the derivation of the Riccati equation. We suggest algebraic manipulations, which permit the initial problem to be reduced to a problem with regular boundary conditions. Also, we propose a method for obtaining a numerical solution of the matrix Riccati equation by means of recurrence relations, which allow us to obtain a matrizer converging to the required eigenfunction. The suggested method is tested by calculating the corresponding eigenvalues and eigenfunctions, and then, by constructing fluid particle trajectories on the basis of the eigenfunctions.     

Application of self-adjoint boundary value problems to investigation of stability of periodic delay systems

The problem on determining conditions for the asymptotic stability of linear periodic delay systems is considered. Solving this problem, we use the function space of states. Conditions for the asymptotic stability are determined in terms of the spectrum of the monodromy operator. To find the spectrum, we construct a special boundary value problem for ordinary differential equations. The motion of eigenvalues of this problem is studied as the parameter changes. Conditions of the stability of the linear periodic delay system change when an eigenvalue of the boundary value problem intersects the circumference of the unit disk. We assume that, at this moment, the boundary value problem is self-adjoint. Sufficient coefficient conditions for the asymptotic stability of linear periodic delay systems are given.     

On the linear stability of a toroidal plasma with resistivity viscosity and Hall current

The purpose of this paper is to study several mathematical questions regarding the linear stability analysis of a toroidal plasma equilibrium on the basis of the magnetohydrodymic equations with finite resistivity, viscosity, and Hall current. We show that the spectrum of the operator in an abstract evolution equation consists of at most finitely many unstable eigenvalues and infinitely many stable eigenvalues, and the set of the eigenfunctions is complete. The existence and uniqueness of a solution to the initial-boundary value problem of the linearized equations is proved. Finally the existence of a toroidal plasma equilibrium subject to a prescribed velocity with small norm on the boundary is established and its linear stability is proved.     

The modified Green function technique for the exterior Dirichlet problem in linear thermoelasticity

In this work, the modified Green function technique for the exterior Dirichlet problem in linear thermoelasticity is presented. Expressing the solution of the problem as a double‐layer potential of an unknown density, we form the associated boundary integral equation that describes the problem. Exploiting that the discrete spectrum of the irregular values of the associated integral equation is identified with the spectrum of eigenvalues of the corresponding interior homogeneous Neumann problem for the transverse part of the elastic displacement field, we introduce a modification of the fundamental solution of the elastic field. We establish the sufficient conditions that the coefficients of the modification must satisfy to overcome the problem of nonuniqueness for the thermoelastic problem.     

Eigenvalue Problem of Doubly Stochastic Hamiltonian Systems with Boundary Conditions

In this paper, we investigate the eigenvalue problem of forward-backward doubly stochastic dii~erential equations with boundary value conditions. We show that this problem can be represented as an eigenvalue problem of a bounded continuous compact operator. Hence using the famous Hilbert-Schmidt spectrum theory, we can characterize the eigenvalues exactly.     

Asymptotic Behavior of Eigenvalues of a Boundary Value Problem for a Second-Order Elliptic Differential-Operator Equation with Spectral Parameter Quadratically Occurring in the Boundary Condition

The asymptotic behavior of eigenvalues of a boundary value problem for a secondorder differential-operator equation in a separable Hilbert space on a finite interval is studied for the case in which the same spectral parameter occurs linearly in the equation and quadratically in one of the boundary conditions. We prove that the problem has a sequence of eigenvalues converging to zero.     

Boundary-value problem for a class of second-order parameter-dependent dynamic equations on a time scale

In this study, we consider a boundary value problem generated by a second-order dynamic equation on a time scale and boundary conditions depending on the spectral parameter. We give some properties of the solutions and obtain a formulation of the number of eigenvalues of the problem.     

Trees with Cantor Eigenvalue Distribution

We study a family of trees with degree k at all interior nodes and degree 1 at boundary nodes. The eigenvalues of the adjacency matrix have high multiplicities. As the trees grow, the graphs of those eigenvalues approach a piecewise-constant "Cantor function." For each value of     , we will find the fraction of the eigenvalues that are given by     .     

Asymptotics of the eigenvalues of a boundary value problem for a vector singular differential equation

By analyzing a system of integro-differential equations of the Volterra-Stieltjes type, for large parameter values, we obtain asymptotic formulas for a linearly independent system of solutions of ordinary differential equations with generalized functions in coefficients. These solutions permit one to construct asymptotic formulas for the eigenvalues of a boundary value problem in the case of regular boundary conditions.