The classification of self-adjoint boundary conditions: Separated, coupled, and mixed

There are three basic types of self-adjoint regular and singular boundary conditions: separated, coupled, and mixed. For even order problems with real coefficients, one regular endpoint and arbitrary deficiency index d, we give a construction for each type and determine the number of possible conditions of each type under the assumption that there are d linearly independent square-integrable solutions for some real value of the spectral parameter. In the separated case our construction yields non-real conditions for all orders greater than two. It is well known that no such conditions exist in the second order case. Our construction gives a direct alternative to the recent construction of Everitt and Markus which uses the theory of symplectic spaces. We believe our construction will prove useful in the spectral analysis of these operators and in obtaining canonical forms of self-adjoint boundary conditions. Such forms are known only in the second order, i.e. Sturm-Liouville, case. Even for regular problems of order four no such forms are available.     

New canonical forms of self-adjoint boundary conditions for regular differential operators of order four

In this paper, we find new canonical forms of self-adjoint boundary conditions for regular differential operators of order two and four. In the second order case the new canonical form unifies the coupled and separated canonical forms which were known before. Our fourth order forms are similar to the new second order ones and also unify the coupled and separated forms. Canonical forms of self-adjoint boundary conditions are instrumental in the study of the dependence of eigenvalues on the boundary conditions and for their numerical computation. In the second order case this dependence is now well understood due to some surprisingly recent results given the long history and voluminous literature of Sturm-Liouville problems. And there is a robust code for their computation: SLEIGN2.     

Canonical forms of self-adjoint boundary conditions for differential operators of order four

Canonical forms of regular self-adjoint boundary conditions for differential operators are well known in the second order i.e. Sturm–Liouville case. In this paper we find canonical forms for fourth order self-adjoint boundary conditions.     

Characterization of domains of self-adjoint ordinary differential operators

The GKN (Glazman, Krein, Naimark) Theorem characterizes all self-adjoint realizations of linear symmetric (formally self-adjoint) ordinary differential equations in terms of maximal domain functions. These functions depend on the coefficients and this dependence is implicit and complicated. In the regular case an explicit characterization in terms of two-point boundary conditions can be given. In the singular case when the deficiency index d is maximal the GKN characterization can be made more explicit by replacing the maximal domain functions by a solution basis for any real or complex value of the spectral parameter λ. In the much more difficult intermediate cases, not all solutions contribute to the singular self-adjoint conditions. In 1986 Sun found a representation of the self-adjoint singular conditions in terms of certain solutions for nonreal values of λ. In this paper we give a representation in terms of certain solutions for real λ. This leads to a classification of solutions as limit-point (LP) or limit-circle (LC) in analogy with the celebrated Weyl classification in the second-order case. The LC solutions contribute to the singular boundary conditions, the LP solutions do not. The advantage of using real λ is not only because it is, in general, easier to find explicit solutions but, more importantly, it yields information about the spectrum.     

Real-parameter square-integrable solutions and the spectrum of differential operators

We continue to investigate the connection between the spectrum of self-adjoint ordinary differential operators with arbitrary deficiency index d and the number of linearly independent square-integrable solutions for real values of the spectral parameter λ. We show that if, for all λ in an open interval I, there are d linearly independent square-integrable solutions, then there is no continuous spectrum in I. This for any self-adjoint realization with boundary conditions which may be separated, coupled, or mixed. The proof is based on a new characterization of self-adjoint domains and on limit-point (LP) and limit-circle (LC) solutions established in an earlier paper.     

四阶正则微分算子耦合自共轭边界条件的基本标准型

本文利用新的方法给出了4阶正则微分算子耦合自共轭边界条件的基本标准型,新标准型中的4个分块小矩阵为对称矩阵,且其行列式的模为1.这与2阶微分算子耦合边界条件的标准型极为类似,这为给出一般的高阶微分算子自共轭边界条件标准型提供了新的思路.     

Matrix representations of fourth-order boundary value problems with coupled or mixed boundary conditions

An equivalence between a class of regular self-adjoint fourth-order boundary value problems with coupled or mixed boundary conditions and a certain class of matrix problems is investigated. Such an equivalence was previously known only in the second-order case and fourth-order case with separated boundary conditions.     

The Riesz Basis Property of an Indefinite Sturm–Liouville Problem with Non-Separated Boundary Conditions

We consider a regular indefinite Sturm–Liouville eigenvalue problem ?f′′ + q f = λ r f on [a, b] subject to general self-adjoint boundary conditions and with a weight function r which changes its sign at finitely many, so-called turning points. We give sufficient and in some cases necessary and sufficient conditions for the Riesz basis property of this eigenvalue problem. In the case of separated boundary conditions we extend the class of weight functions r for which the Riesz basis property can be completely characterized in terms of the local behavior of r in a neighborhood of the turning points. We identify a class of non-separated boundary conditions for which, in addition to the local behavior of r in a neighborhood of the turning points, local conditions on r near the boundary are needed for the Riesz basis property. As an application, it is shown that the Riesz basis property for the periodic boundary conditions is closely related to a regular HELP-type inequality without boundary conditions.     

Canonical forms for boundary conditions of self-adjoint differential operators

Canonical forms of boundary conditions are important in the study of the eigenvalues of boundary conditions and their numerical computations. The known canonical forms for self-adjoint differential operators, with eigenvalue parameter dependent boundary conditions, are limited to 4-th order differential operators. We derive canonical forms for self-adjoint $2n$-th order differential operators with eigenvalue parameter dependent boundary conditions. We compare the 4-th order canonical forms to the canonical forms derived in this article.     

The spectrum of differential operators and square-integrable solutions

We give a comprehensive account of the relationship between the square-integrable solutions for real values of the spectral parameter λ and the spectrum of self-adjoint even order ordinary differential operators with real coefficients and arbitrary deficiency index d and we solve an open problem stated by Weidmann in his well-known 1987 monograph. According to a well-known result, if one endpoint is regular and for some real value of the spectral parameter λ the number of linearly independent square-integrable solutions is less than d, then λ is in the essential spectrum of every self-adjoint realization of the equation. Weidmann extends this result to the two singular endpoint case provided an additional condition is satisfied. Here we prove this result without the additional condition.     

The Glazman-Krein-Naimark theory for a class of discrete Hamiltonian systems

In this paper, the Glazman-Krein-Naimark theory for a class of discrete Hamiltonian systems is developed. A minimal and a maximal operators, GKN-sets, and a boundary space for the system are introduced. Algebraic characterizations of the domains of self-adjoint extensions of the minimal operator are given. A close relationship between the domains of self-adjoint extensions and the GKN-sets is established. It is shown that there exist one-to-one correspondences among the set of all the self-adjoint extensions, the set of all the d-dimensional Lagrangian subspaces of the boundary space, and the set of all the complete Lagrangian subspaces of the boundary space.     

An unusual self-adjoint linear partial differential operator

In an American Mathematical Society Memoir, published in 2003, the authors Everitt and Markus apply their prior theory of symplectic algebra to the study of symmetric linear partial differential expressions, and the generation of self-adjoint differential operators in Sobolev Hilbert spaces. In the case when the differential expression has smooth coefficients on the closure of a bounded open region, in Euclidean space, and when the region has a smooth boundary, this theory leads to the construction of certain self-adjoint partial differential operators which cannot be defined by applying classical or generalized conditions on the boundary of the open region.

This present paper concerns the spectral properties of one of these unusual self-adjoint operators, sometimes called the ``Harmonic' operator.

The boundary value problems considered in the Memoir (see above) and in this paper are called regular in that the cofficients of the differential expression do not have singularities within or on the boundary of the region; also the region is bounded and has a smooth boundary. Under these and some additional technical conditions it is shown in the Memoir, and emphasized in this present paper, that all the self-adjoint operators considered are explicitly determined on their domains by the partial differential expression; this property makes a remarkable comparison with the case of symmetric ordinary differential expressions.

In the regular ordinary case the spectrum of all the self-adjoint operators is discrete in that it consists of a countable number of eigenvalues with no finite point of accumulation, and each eigenvalue is of finite multiplicity. Thus the essential spectrum of all these operators is empty.

This spectral property extends to the present partial differential case for the classical Dirichlet and Neumann operators but not to the Harmonic operator. It is shown in this paper that the Harmonic operator has an eigenvalue of infinite multiplicity at the origin of the complex spectral plane; thus the essential spectrum of this operator is not empty.

Both the weak and strong formulations of the Harmonic boundary value problem are considered; these two formulations are shown to be equivalent.

In the final section of the paper examples are considered which show that the Harmonic operator, defined by the methods of symplectic algebra, has a domain that cannot be determined by applying either classical or generalized local conditions on the boundary of the region.

     

Matrix representations of fourth order boundary value problems with finite spectrum

We show that a class of regular self-adjoint fourth order boundary value problems is equivalent to a certain class of matrix problems. Equivalent here means that they have exactly the same eigenvalues. Such an equivalence was previously known only in the second order case.     

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.     

Irregular boundary value problems for second order elliptic differential-operator equations in UMD Banach spaces

We prove coerciveness with a defect and Fredholmness of nonlocal irregular boundary value problems for second order elliptic differential-operator equations in UMD Banach spaces. Then, we prove coerciveness with a defect in both the space variable and the spectral parameter of the problem with a linear parameter in the equation. The results do not imply maximal L _p -regularity in contrast to previously considered regular case. In fact, a counterexample shows that there is no maximal L _p -regularity in the irregular case. When studying Fredholmness, the boundary conditions may also contain unbounded operators in perturbation terms. Finally, application to nonlocal irregular boundary value problems for elliptic equations of the second order in cylindrical domains are presented. Equations and boundary conditions may contain differential-integral parts. The spaces of solvability are Sobolev type spaces ${W_{p,q}^{2,2}}$ .     

Optimal cubature formulas for tensor products of certain classes of functions

We study the problem of constructing an optimal formula of approximate integration along a d-dimensional parallelepiped. Our construction utilizes mean values along intersections of the integration domain with n hyperplanes of dimension (d−1), each of which is perpendicular to some coordinate axis. We find an optimal cubature formula of this type for two classes of functions. The first class controls the moduli of continuity with respect to all variables, whereas the second class is the intersection of certain periodic multivariate Sobolev classes. We prove that all node hyperplanes of the optimal formula in each case are perpendicular to a certain coordinate axis and are equally spaced and the weights are equal. For specific moduli of continuity and for sufficiently large n, the formula remains optimal for the first class among cubature formulas with arbitrary positions of hyperplanes.     

Positive self-adjoint operators generated by products of differential expressions

Under the assumption of the product τ:=l⁺l of the regular differential expression l and its adjoint l⁺, being well-formed, a complete characterization of all the positive self-adjoint extensions of the minimal operator generated by τ in terms of boundary conditions is given.     

Continuous spectrum and square-integrable solutions of differential operators with intermediate deficiency index

We explore the connection between square-integrable solutions for real-values of the spectral parameter λ and the continuous spectrum of self-adjoint ordinary differential operators with arbitrary deficiency index d. We show that if, for all λ in an open interval I, there are d of linearly independent square-integrable solutions, then for every extension of Dmin the point spectrum is nowhere dense in I, and there is a self-adjoint extension of Smin which has no continuous spectrum in I. This analysis is based on our construction of limit-point (LP) and limit-circle (LC) solutions obtained recently in an earlier paper.     

Approximation of isolated eigenvalues of general singular ordinary differential operators

Let A be a self-adjoint operator defined by a general singular ordinary differential expression τ on an interval (a, b), ? ∞ ≤ a < b ≤ ∞. We show that isolated eigenvalues in any gap of the essential spectrum of A are exactly the limits of eigenvalues of suitably chosen self-adjoint realizations A_n of τ on subintervals (a_n, b_n) of (a, b) with a_n → a, b_n → b. This means that eigenvalues of singular ordinary differential operators can be approximated by eigenvalues of regular operators. In the course of the proof we extend a result, which is well known for quasiregular differential expressions, to the general case: If the spectrum of A is not the whole real line, then the boundary conditions needed to define A can be given using solutions of (τ ? λ)u = 0, where λ is contained in the regularity domain of the minimal operator corresponding to τ.