相关论文: Boundary crossing identities for Brownian motion a…
We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…
The self-adjoint matrix Sturm-Liouville operator on a finite interval with a boundary condition in the general form is studied. We obtain asymptotic formulas for the eigenvalues and the weight matrices of the considered operator. These…
In many cases, groundwater flow in an unconfined aquifer can be simplified to a one-dimensional Sturm-Liouville model of the form: \begin{equation*} x''(t)+\lambda x(t)=h(t)+\varepsilon f(x(t)),\hspace{.1in}t\in(0,\pi) \end{equation*}…
Differential equations on spaces of operators are very little developed in Mathematics, being in general very challenging. Here, we study a novel system of such (non-linear) differential equations. We show it has a unique solution for all…
The Sturm oscillation property, i.e. that the $n$-th eigenfunction of a Sturm-Liouville operator on an interval has $n -1$ zeros (nodes), has been well studied. This result is known to hold when the interval is replaced by a metric…
This work discusses a variational approach to determining the time evolution operator. We directly see a glimpse of how a generalization of the quantum geometric tensor for unitary operators plays a central role in parameter evolution. We…
We give a comprehensive treatment of Sturm-Liouville operators with measure-valued coefficients including, a full discussion of self-adjoint extensions and boundary conditions, resolvents, and Weyl-Titchmarsh theory. We avoid previous…
Markov processes are well understood in the case when they take place in the whole Euclidean space. However, the situation becomes much more complicated if a Markov process is restricted to a domain with a boundary, and then a satisfactory…
We examine the spectrum of a family of Sturm--Liouville operators with regularly spaced delta function potentials parametrized by increasing strength. The limiting behavior of the eigenvalues under this spectral flow was described in a…
We consider the linear eigenvalue problem \tag{1} -u" = \lambda u, \quad \text{on $(-1,1)$}, where $\lambda \in \mathbb{R}$, together with the general multi-point boundary conditions \tag{2} \alpha_0^\pm u(\pm 1) + \beta_0^\pm u'(\pm 1) =…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We introduce a -- somewhat holographic -- dictionary between gravitational observables for scattering processes (measured at the "boundary") and adiabatic invariants for bound orbits (in the "bulk"), to all orders in the Post-Minkowskian…
We show that all self-adjoint extensions of semi-bounded Sturm--Liouville operators with general limit-circle endpoint(s) can be obtained via an additive singular form bounded self-adjoint perturbation of rank equal to the deficiency…
In this paper, we consider a family of Sturm-Liouville operators on the $\omega$-periodic domain. The bifurcation with respect to the parameter region is studied, and the elliptic regions are estimated by trace formula. At last, these…
The aim of this work is to point out that the class of free boundary problems governed by second order autonomous ordinary differential equations can be transformed to initial value problems. Interest in the numerical solution of free…
We consider a natural analogue of Brownian motion on free orthogonal quantum groups and prove that it exhibits a cutoff at time $N\ln(N)$. Then, we study the induced classical process on the real line and compute its atoms and density. This…
We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…
Boundary value problems for integrable nonlinear evolution PDEs formulated on the half-line can be analyzed by the unified method introduced by one of the authors and used extensively in the literature. The implementation of this general…
It is shown that the operator sum representation for non-Markovian dynamics and the Lindblad master equation in Markovian limit can be derived from a formal solution to quantum Liouville equation for a qubit system in the presence of…
We show how to use boundary conditions to drive the evolution on a Quantum Mechanical system. We will see how this problem can be expressed in terms of a time-dependent Schr\"{o}dinger equation. In particular we will need the theory of…