Related papers: Exponentially convergent functional-discrete metho…
SDE driven by an $\alpha $-stable process, $\alpha \in \lbrack 1,2),$ with Lipshitz continuous coefficient and $\beta $-H\"older drift is considered. The existence and uniqueness of a strong solution is proved when $\beta >1-\alpha /2$ by…
On the one hand, the explicit Euler scheme fails to converge strongly to the exact solution of a stochastic differential equation (SDE) with a superlinearly growing and globally one-sided Lipschitz continuous drift coefficient. On the other…
We turn back to the well known problem of interpretation of the Schrodinger operator with the pseudopotential being the first derivative of the Dirac function. We show that the problem in its conventional formulation contains hidden…
We develop a unified and easy to use framework to study robust fully discrete numerical methods for nonlinear degenerate diffusion equations $$ \partial_t u-\mathfrak{L}^{\sigma,\mu}[\varphi(u)]=f \quad\quad\text{in}\quad\quad…
Recently, relaxation methods have been developed to guarantee the preservation of a single global functional of the solution of an ordinary differential equation. Here, we generalize this approach to guarantee local entropy inequalities for…
A time-stepping L1 scheme for subdiffusion equation with a Riemann--Liouville time-fractional derivative is developed and analyzed. This is the first paper to show that the L1 scheme for the model problem under consideration is second-order…
In this article, we first introduce a singular fractional Sturm-Liouville eigen-problems (SFSLP) on unbounded domain. The associated fractional differential operators in these problems are both Weyl and Caputo type . The properties of…
We derive new all-purpose methods that involve the Dirac Delta distribution. Some of the new methods use derivatives in the argument of the Dirac Delta. We highlight potential avenues for applications to quantum field theory and we also…
We suggest a new statement of the inverse spectral problem for Sturm--Liouville-type operators with constant delay. This inverse problem consists in recovering the coefficient (often referred to as potential) of the delayed term in the…
The goal of this note is to show that the Riemann-Hilbert problem to find multivalued analytic functions with $SL(2,\mathbb{C})$-valued monodromy on Riemann surfaces of genus zero with $n$ punctures can be solved by taking suitable linear…
We present a Neumann series of spherical Bessel functions representation for solutions of the Sturm--Liouville equation in impedance form \[ (\kappa(x)u')' + \lambda \kappa(x)u = 0,\quad 0 < x < L, \] in the case where $\kappa \in…
We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…
A method for solving spectral problems for the Sturm-Liouville equation $(pv^{\prime})^{\prime}-qv+\lambda rv=0$ based on the approximation of the Delsarte transmutation operators combined with the Liouville transformation is presented. The…
We use the theory of entire functions of finite order to prove a universal spectral dependence of the blowup/decay rate of solutions of the Sturm-Liouville eigenvalue equation for problems with Schatten $p$-class resolvents. The general…
The current research of fractional Sturm-Liouville boundary value problems focuses on the qualitative theory and numerical methods, and much progress has been recently achieved in both directions. The objective of this paper is to explore a…
A shift-invariant system is a collection of functions $\{g_{m,n}\}$ of the form $g_{m,n}(k) = g_m(k-an)$. Such systems play an important role in time-frequency analysis and digital signal processing. A principal problem is to find a dual…
This work investigates spectrum and root functions (that is, eigen- and associated functions) of a Sturm-Liouville problem involving an abstract linear operator (nonselfadjoint in general) in the equation together with supplementary…
We consider the determination of an unknown potential $q(x)$ form a fractional diffusion equation subject to overposed lateral boundary data. We show that this data allows recovery of two spectral sequences for the associated inverse…
Motivated by the supersymmetric extension of Liouville theory in the recent physics literature, we couple the standard Liouville functional with a spinor field term. The resulting functional is conformally invariant. We study geometric and…
We consider the Dirac $\delta$-function potential problem in general case of deformed Heisenberg algebra leading to the minimal length. Exact bound and scattering solutions of the problem in quasiposition representation are presented. We…