Related papers: Nonlinear Eigenvalue Approach to Differential Ricc…
We present a finite difference method to compute the principal eigenvalue and the corresponding eigenfunction for a large class of second order elliptic operators including notably linear operators in nondivergence form and fully nonlinear…
We generalize the Donsker-Varadhan minimax formula for the principal eigenvalue of a uniformly elliptic operator in nondivergence form to the first principal half-eigenvalue of a fully nonlinear operator which is concave (or convex) and…
This paper addresses particular eigenvalue problems within the context of two quaternionic function theories. More precisely, we study two concrete classes of quaternionic eigenvalue problems, the first one for the slice derivative operator…
For the first two equations of the Volterra lattice hierarchy and the first two equations of its non-autonomous (non-isospectral) extension, we present Riccati systems for functions c_j(t), j=0,1,..., such that an expression in terms of…
We consider a wide class of semi linear Hamiltonian partial differential equa- tions and their approximation by time splitting methods. We assume that the nonlinearity is polynomial, and that the numerical tra jectory remains at least uni-…
We discuss some features of non-self-adjoint Hamiltonians with real discrete simple spectrum under the assumption that the eigenvectors form a Riesz basis of Hilbert space. Among other things, {we give conditions under which these…
In this paper we prove the interior gradient and second derivative estimates for a class of fully nonlinear elliptic equations determined by symmetric functions of eigenvalues of the Ricci or Schouten tensors. As an application we prove the…
Ten new exact solutions of the Riccati equation $dy/dx=a(x)+b(x)y+c(x)y^{2}$ are presented. The solutions are obtained by assuming certain relations among the coefficients $a(x)$, $b(x)$ and $c(x)$ of the Riccati equation, in the form of…
Oscillatory second order linear ordinary differential equations arise in many scientific calculations. Because the running times of standard solvers increase linearly with frequency when they are applied to such problems, a variety of…
We present an efficient procedure for computing resonances and resonant modes of Helmholtz problems posed in exterior domains. The problem is formulated as a nonlinear eigenvalue problem (NEP), where the nonlinearity arises from the use of…
The solution of the sine-Gordon equation in the quarter plane can be expressed in terms of the solution of a matrix Riemann-Hilbert problem whose definition involves four spectral functions $a,b,A,B$. The functions $a(k)$ and $b(k)$ are…
This paper gives out the general solutions of variable coefficients ODE and Riccati equation by way of integral series E(X) and F(X). Such kinds of integral series are the generalized form of exponential function, and keep the properties of…
In this paper we study the representation of partial differential equations (PDEs) as abstract differential-algebraic equations (DAEs) with dissipative Hamiltonian structure (adHDAEs). We show that these systems not only arise when there…
This work offers a new prospective on asymptotic perturbation theory for varying self-adjoint extensions of symmetric operators. Employing symplectic formulation of self-adjointness we obtain a new version of Krein formula for resolvent…
Inequalities between Dirichlet and Neumann eigenvalues of the Laplacian and of other differential operators have been intensively studied in the past decades. The aim of this paper is to introduce differential forms and the de Rham complex…
The differential-equation eigenvalue problem associated with a recently-introduced Hamiltonian, whose eigenvalues correspond to the zeros of the Riemann zeta function, is analyzed using Fourier and WKB analysis. The Fourier analysis leads…
The Riccati equation method is used for study the behavior of solutions of the systems of two linear first order ordinary differential equations. All types of oscillation and regularity of these system are revealed. A generalization of…
We investigate the analytical solution of a new exactly solvable non-central potential of $V(r,\theta) = D({\frac{r - a}{r}})^2+{\frac{\beta}{r^2\sin^2 \theta}}+{\frac{\gamma \cos \theta}{r^2\sin^2 \theta}}$ type, which may be called as the…
The so-called equation of motion method is useful to obtain the explicit form of the eigenvectors and eigenvalues of certain non self-adjoint bosonic Hamiltonians with real eigenvalues. These operators can be diagonalized when they are…
In the accompanied paper [14], a delayed nonlinear model for pricing corporate liabilities was developed. Using self-financed strategy and duplication we were able to derive two Random Partial Differential Equations (RPDEs) describing the…