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In this paper we provide a detailed analysis of the analytic continuation of the spectral zeta function associated with one-dimensional regular Sturm-Liouville problems endowed with self-adjoint separated and coupled boundary conditions.…

Mathematical Physics · Physics 2015-04-21 Guglielmo Fucci , Curtis Graham , Klaus Kirsten

This work considers to numerically solve a subdiffusion equation involving constant time delay $\tau$ and Riemann-Liouville fractional derivative. First, a fully discrete finite element scheme is developed for the considered problem under…

Numerical Analysis · Mathematics 2025-09-17 Weiping Bu , Chen Nie , Weizhi Liao

We consider a Sturm--Liouville operator $Ly=-y''+qy$ in $L_2[0,\pi]$ with Dirichlet boundary conditions. We assume, that the potential $q$ is complex valued and belongs to Sobolev space $W_2^\theta[0,\pi]$, $\theta\in(-1,-1/2$. This…

Spectral Theory · Mathematics 2008-03-24 I. V. Sadovnichaya

A method for approximate solution of spectral problems for Sturm-Liouville equations based on the construction of the Delsarte transmutation operators is presented. In fact the problem of numerical approximation of solutions and eigenvalues…

Classical Analysis and ODEs · Mathematics 2014-08-21 Vladislav V. Kravchenko , Sergii M. Torba

Stochastic differential equations are often simulated with the Monte Carlo Euler method. Convergence of this method is well understood in the case of globally Lipschitz continuous coefficients of the stochastic differential equation. The…

Numerical Analysis · Mathematics 2011-11-18 Martin Hutzenthaler , Arnulf Jentzen

Uniform convergence of the expansion of an absolutely continuous function for eigenfunctions of the Sturm-Liouville problem $-y" + q \left( x \right) y = \mu y,$ $y \left(0\right)=0,$ $y\left( \pi \right)\cos \beta + y'\left( \pi…

Spectral Theory · Mathematics 2019-02-19 A. A. Pahlevanyan

Discrete approximations to the equation \begin{equation*} L_{cont}u = u^{(4)} + D(x) u^{(3)} + A(x) u^{(2)} + (A'(x)+H(x)) u^{(1)} + B(x) u = f, \; x\in[0,1] \end{equation*} are considered. This is an extension of the Sturm-Liouville case…

Numerical Analysis · Mathematics 2020-04-06 Matania Ben-Artzi , Benjamin Kramer

This paper investigates quenching solutions of an one-dimensional, two-sided Riemann-Liouville fractional order convection-diffusion problem. Fractional order spatial derivatives are discretized using weighted averaging approximations in…

Analysis of PDEs · Mathematics 2025-03-06 Rumin Dong , Lin Zhu , Qin Sheng , Bingxin Zhao

This article is devoted to the regular fractional Sturm--Liouville eigenvalue problem. Applying methods of fractional variational analysis we prove existence of countable set of orthogonal solutions and corresponding eigenvalues. Moreover,…

Optimization and Control · Mathematics 2014-06-04 Malgorzata Klimek , Tatiana Odzijewicz , Agnieszka B. Malinowska

We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…

Numerical Analysis · Mathematics 2009-11-11 Norbert Roehrl

In the present paper, we investigate the fractional analog of the Sturm-Liouville problem on a metric graph using a combination of left Riemann-Liouville and right Caputo fractional derivatives. This combination creates a symmetric and…

Analysis of PDEs · Mathematics 2025-04-29 A. A. Turemuratova , R. Ch. Kulaev , Z. A. Sobirov

The zeros of the eigenfunctions of self-adjoint Sturm-Liouville eigenvalue problems interlace. For these problems interlacing is crucial for completeness. For the complex Sturm-Liouville problem associated with the Schrodinger equation for…

Mathematical Physics · Physics 2009-10-31 C. M. Bender , S. Boettcher , V. M. Savage

We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…

Probability · Mathematics 2022-11-30 Mireille Bossy , Jean Francois Jabir , Kerlyns Martinez

In this paper we are interested in the numerical solution of stochastic differential equations with non negative solutions. Our goal is to construct explicit numerical schemes that preserve positivity, even for super linear stochastic…

Numerical Analysis · Mathematics 2014-12-18 Nikolaos Halidias , Ioannis S. Stamatiou

In this paper, a Sturm-Liouville boundary value problem equiped with conformable fractional derivates is considered. We give some uniqueness theorems for the solutions of inverse problems according to the Weyl function, two given spectra…

Classical Analysis and ODEs · Mathematics 2022-03-23 A. Sinan Ozkan , İbrahim Adalar

Most existing literature focuses on pointwise convergence (i.e., convergence at a fixed time point) of numerical solutions for Stochastic functional differential equations (SFDEs). In contrast, this paper investigates the strong segment…

Numerical Analysis · Mathematics 2026-04-24 Shounian Deng , Weiyin Fei , Banban Shi

In this study, we give the Sturm comparison theorems for discrete fractional Sturm-Liouville (DFSL) equations within Riemann-Liouville and Gr\"unwald-Letnikov sense. The emergence of Sturm-Liouville equations began as one dimensional…

Classical Analysis and ODEs · Mathematics 2018-02-13 Ramazan Ozarslan , Erdal Bas

We consider fractional differential equations of order $\alpha \in (0,1)$ for functions of one independent variable $t\in (0,\infty)$ with the Riemann-Liouville and Caputo-Dzhrbashyan fractional derivatives. A precise estimate for the order…

Classical Analysis and ODEs · Mathematics 2008-11-22 Anatoly N. Kochubei

In this paper, enlightened by the asymptotic expansion methodology developed by Li(2013b) and Li and Chen (2016), we propose a Taylor-type approximation for the transition densities of the stochastic differential equations (SDEs) driven by…

Computational Finance · Quantitative Finance 2020-03-16 Fan Jiang , Xin Zang , Jingping Yang

The problem of a fermion subject to a general scalar potential in a two-dimensional world for nonzero eigenenergies is mapped into a Sturm-Liouville problem for the upper component of the Dirac spinor. In the specific circumstance of an…

High Energy Physics - Theory · Physics 2009-11-10 Antonio S. de Castro , Marcelo Hott