Related papers: Bessel kernel determinants and integrable equation…
We investigate integration by parts (IBP) formulae for stochastic Volterra equations and we establish the smoothing effect of the expectation. Due to the inherent path-dependent dynamics of this class of processes, standard…
We consider fractional isoperimetric problems of calculus of variations with double integrals via the recent modified Riemann-Liouville approach. A necessary optimality condition of Euler-Lagrange type, in the form of a multitime fractional…
In this paper, we formulate a regular $q$-fractional Sturm--Liouville problem (qFSLP) which includes the left-sided Riemann--Liouville and the right-sided Caputo $q$-fractional derivatives of the same order $\alpha$, $\alpha\in (0,1)$. We…
We develop a stochastic integration theory for predictable integrands with respect to a L\'evy basis. Our approach is based on decoupling inequalities for tangent sequences and reduces the construction of the stochastic integral essentially…
We consider a particle system of the squared Bessel processes with index $\nu > -1$ conditioned never to collide with each other, in which if $-1 < \nu < 0$ the origin is assumed to be reflecting. When the number of particles is finite, we…
In this work, we study the inverse spectral problems for the Sturm-Liouville operators on [0,1] with complex coefficients and a discontinuity at $x=a\in(0,1)$. Assume that the potential on (a,1) and some parameters in the discontinuity and…
We find the adjoint of the Askey-Wilson divided difference operator with respect to the inner procuct on L^2(-1,1,(1-x^2)^-1/2 dx) defined as a Cauchy principle value and show that the Askey-Wilson polynomials are solutions of a…
We present developments of the Hamiltonian approach to problems of the freely decay of isotropic turbulence, and also consider specific applications of the modified Prelle-Singer procedure to isotropic turbulence. It demonstrates that a…
In this article I study different possibilities of analytically solving the Sturm-Liouville problem with variable coefficients of sufficiently arbitrary behavior with help of perturbation theory. I show how the problem can be reformulated…
In this paper we study the inverse spectral problem of reconstructing energy-dependent Sturm-Liouville equations from two spectra. We give a reconstruction algorithm and establish existence and uniqueness of reconstruction. Our approach…
I study some possibilities of analytically solving a particular Sturm-Liouville problem with step-wise (piece-constant) coefficients with help of an iterative procedure mentioned in my previous paper (Green's function sum rules). I…
Segregated direct boundary-domain integral equations (BDIEs) based on a parametrix and associated with the Dirichlet and Neumann boundary value problems for the linear stationary diffusion partial differential equation with a variable…
The author tries to derive the asymptotic expression of the large eigevalues of some vectorial Sturm-Liouville differential equations. A precise description for the formula of the square root of the large eiegnvalues up to the $O(1/n)$-term…
A matrix method for the solution of direct fractional Sturm-Liouville problems on bounded domain is proposed where the fractional derivative is defined in the Riesz sense. The scheme is based on the application of the Galerkin spectral…
We solve the infinite-dimensional stochastic differential equations (ISDEs) describing an infinite number of Brownian particles in $ \mathbb{R}^+$ interacting through the two-dimensional Coulomb potential. The equilibrium states of the…
We study the determinant $\det(I-K_{\textnormal{PII}})$ of an integrable Fredholm operator $K_{\textnormal{PII}}$ acting on the interval $(-s,s)$ whose kernel is constructed out of the $\Psi$-function associated with the Hastings-McLeod…
We consider the linear integro-differential operator $L$ defined by \[ Lu(x) =\int_\Rn (u(x+y) - u(x) - 1_{[1,2]}(\alpha) 1_{\{|y|\leq 2\}}(y)y \cdot \nabla u(x)) k(x,y) \sd y . \] Here the kernel $k(x,y)$ behaves like $|y|^{-d-\alpha}$,…
In this paper, the inverse Sturm-Liouville problem with distribution potential and with polynomials of the spectral parameter in one of the boundary conditions is considered. We for the first time prove local solvability and stability of…
The paper deals with singular Sturm-Liouville expressions with matrix-valued distributional coefficients. Due to a suitable regularization, the corresponding operators are correctly defined as quasi-differentials. Their resolvent…
In this work, a boundary value problem for Sturm-Liouville operator with discontinuous coefficient is examined. The main equation is obtained which has an important role in solution of inverse problem for boundary value problem and…