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In this study, we consider a boundary value problem generated by the Sturm-Liouville problem with a frozen argument and with non-separated boundary conditions on a time scale. Firstly, we present some solutions and characteristic function…
We prove some Liouville properties for sub- and supersolutions of fully nonlinear degenerate elliptic equations in the whole space. Our assumptions allow the coefficients of the first order terms to be large at infinity, provided they have…
We introduce a unified framework for the construction of convolutions and product formulas associated with a general class of regular and singular Sturm-Liouville boundary value problems. Our approach is based on the application of the…
Inverse spectral problems for Sturm-Liouville operators with nonlocal boundary conditions are studied. As the main spectral characteristics we introduce the so-called Weyl-type function and two spectra, which are generalizations of the…
The unified transform method (UTM) provides a novel approach to the analysis of initial-boundary value problems for linear as well as for a particular class of nonlinear partial differential equations called integrable. If the latter…
The paper studies a non-linear transformation between Brownian martingales, which is given by the inverse of the pricing operator in the mathematical finance terminology. Subsequently, the solvability of systems of equations corresponding…
We consider one-dimensional Schroedinger-type operators in a bounded interval with non-self-adjoint Robin-type boundary conditions. It is well known that such operators are generically conjugate to normal operators via a similarity…
The paper investigates spectral properties of multi-interval Sturm-Liouville operators with distributional coefficients. Constructive descriptions of all self-adjoint and maximal dissipative/accumulative extensions in terms of boundary…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…
This paper presents a new approach to the two-interval Sturm-Liouville eigenfunction expansions, based essentially on the method of integral equations. We consider the Sturm-Liouville problem together with two supplementary transmission…
Canonical coordinates for both the Schroedinger and the nonlinear Schroedinger equations are introduced, making more transparent their Hamiltonian structures. It is shown that the Schroedinger equation, considered as a classical field…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…
We consider a Sturm--Liouville boundary value problem in a boun\-ded domain $\cD$ of $\mathbb{R}^n$. By this is meant that the differential equation is given by a second order elliptic operator of divergent form in $\cD$ and the boundary…
We prove a Liouville type classification theorem in half-spaces for infinite boundary value problems related to fully nonlinear, uniformly elliptic operators. We then apply the result in order to obtain gradient boundary blow up rates for…
We study N=1 super Liouville theory on worldsheets with and without boundary. Some basic correlation functions on a sphere or a disc are obtained using the properties of degenerate representations of superconformal algebra. Boundary states…
The time periodic circuit theory is exploited to introduce an appropriate translation operator that is invariant under the change of the spatial unit cell. Useful properties of the operator are derived. By casting the problem in an…
In this article we investigate a system of geometric evolution equations describing a curvature driven motion of a family of 3D curves in the normal and binormal directions. Evolving curves may be subject of mutual interactions having both…
The representations of the kernels of the transmutation operator and of its inverse relating the one-dimensional Schr\"odinger operator with the second derivative are obtained in terms of the eigenfunctions of a corresponding…