scholarly journals Joint Distribution of the Process and its Sojourn Time on the Positive Half-Line for Pseudo-Processes Governed by High-Order Heat Equation

2010 ◽  
Vol 15 (0) ◽  
pp. 895-931 ◽  
Author(s):  
Aimé Lachal ◽  
Valentina Cammarota
Keyword(s):  
Heat Equation ◽  
Sojourn Time ◽  
Joint Distribution ◽  
High Order ◽  
Half Line ◽  
Positive Half

scholarly journals Linear evolution equations on the half-line with dynamic boundary conditions

2021 ◽  
pp. 1-33
Author(s):  
D. A. SMITH ◽  
W. Y. TOH
Keyword(s):  
Boundary Conditions ◽  
Heat Equation ◽  
Evolution Equations ◽  
Half Line ◽  
Robin Problem ◽  
Dynamic Boundary Conditions ◽  
Transform Method ◽  
Linear Evolution ◽  
Robin Condition ◽  
Linear Evolution Equations

The classical half-line Robin problem for the heat equation may be solved via a spatial Fourier transform method. In this work, we study the problem in which the static Robin condition $$bq(0,t) + {q_x}(0,t) = 0$$ is replaced with a dynamic Robin condition; $$b = b(t)$$ is allowed to vary in time. Applications include convective heating by a corrosive liquid. We present a solution representation and justify its validity, via an extension of the Fokas transform method. We show how to reduce the problem to a variable coefficient fractional linear ordinary differential equation for the Dirichlet boundary value. We implement the fractional Frobenius method to solve this equation and justify that the error in the approximate solution of the original problem converges appropriately. We also demonstrate an argument for existence and unicity of solutions to the original dynamic Robin problem for the heat equation. Finally, we extend these results to linear evolution equations of arbitrary spatial order on the half-line, with arbitrary linear dynamic boundary conditions.

WAVELET PACKETS ASSOCIATED WITH NONUNIFORM MULTIRESOLUTION ANALYSIS ON POSITIVE HALF LINE

2013 ◽  
Vol 06 (01) ◽  
pp. 1350007 ◽  
Author(s):  
Vikram Sharma ◽  
P. Manchanda
Keyword(s):  
Multiresolution Analysis ◽  
Wavelet Packets ◽  
Half Line ◽  
State University ◽  
Spectral Pairs ◽  
Funct Anal ◽  
Positive Half

Gabardo and Nashed [Nonuniform multiresolution analysis and spectral pairs, J. Funct. Anal.158 (1998) 209–241] introduced the Nonuniform multiresolution analysis (NUMRA) whose translation set is not a group. Farkov [Orthogonal p-wavelets on ℝ+, in Proc. Int. Conf. Wavelets and Splines (St. Petersburg State University, St. Petersburg, 2005), pp. 4–26] studied multiresolution analysis (MRA) on positive half line and constructed associated wavelets. Meenakshi et al. [Wavelets associated with Nonuniform multiresolution analysis on positive half line, Int. J. Wavelets, Multiresolut. Inf. Process.10(2) (2011) 1250018, 27pp.] studied NUMRA on positive half line and proved the analogue of Cohen's condition for the NUMRA on positive half line. We construct the associated wavelet packets for such an MRA and study its properties.

scholarly journals Asymptotic solution of Sturm-Liouville problem with periodic boundary conditions for relativistic finite-difference Schrödinger equation

2020 ◽  
Vol 28 (3) ◽  
pp. 230-251
Author(s):  
Ilkizar V. Amirkhanov ◽  
Irina S. Kolosova ◽  
Sergey A. Vasilyev
Keyword(s):  
Finite Difference ◽  
Boundary Conditions ◽  
Periodic Boundary ◽  
Asymptotic Series ◽  
Periodic Boundary Conditions ◽  
Singularly Perturbed ◽  
Half Line ◽  
Asymptotic Convergence ◽  
Relativistic Particles ◽  
Positive Half

The quasi-potential approach is very famous in modern relativistic particles physics. This approach is based on the so-called covariant single-time formulation of quantum field theory in which the dynamics of fields and particles is described on a space-like three-dimensional hypersurface in the Minkowski space. Special attention in this approach is paid to methods for constructing various quasi-potentials. The quasipotentials allow to describe the characteristics of relativistic particles interactions in quark models such as amplitudes of hadron elastic scatterings, mass spectra, widths of meson decays and cross sections of deep inelastic scatterings of leptons on hadrons. In this paper SturmLiouville problems with periodic boundary conditions on a segment and a positive half-line for the 2m-order truncated relativistic finite-difference Schrdinger equation (LogunovTavkhelidzeKadyshevsky equation, LTKT-equation) with a small parameter are considered. A method for constructing of asymptotic eigenfunctions and eigenvalues in the form of asymptotic series for singularly perturbed SturmLiouville problems with periodic boundary conditions is proposed. It is assumed that eigenfunctions have regular and boundary-layer components. This method is a generalization of asymptotic methods that were proposed in the works of A. N. Tikhonov, A. B. Vasilyeva, and V. F Butuzov. We present proof of theorems that can be used to evaluate the asymptotic convergence for singularly perturbed problems solutions to solutions of degenerate problems when 0 and the asymptotic convergence of truncation equation solutions in the case m. In addition, the SturmLiouville problem on the positive half-line with a periodic boundary conditions for the quantum harmonic oscillator is considered. Eigenfunctions and eigenvalues are constructed for this problem as asymptotic solutions for 4-order LTKT-equation.

A FDM for Burgers’ Equation on Unbounded Domains Using High-Order Artificial Boundary Conditions

2017 ◽  
Vol 865 ◽  
pp. 233-238
Author(s):  
Quan Zheng ◽  
Yu Feng Liu
Keyword(s):  
Boundary Conditions ◽  
Heat Equation ◽  
Unbounded Domain ◽  
Burgers Equation ◽  
High Order ◽  
Computational Domain ◽  
Artificial Boundary ◽  
Artificial Boundary Conditions ◽  
Second Order Convergence ◽  
The Stability

Burgers’ equation on an unbounded domain is an important mathematical model to treat with some external problems of fluid materials. In this paper, we study a FDM of Burgers’ equation using high-order artificial boundary conditions on the unbounded domain. First, the original problem is converted into the heat equation on an unbounded domain by Hopf-Cole transformation. Thus the difficulty of nonlinearity of Burgers’ equation is overcome. Second, high-order artificial boundary conditions are given by using Padé approximation and Laplace transformation. And the conditions confine the heat equation onto a bounded computational domain. Third, we prove the solutions of the resulting heat equation and Burgers’ equation are both stable. Fourth, we establish the FDM for Burgers’ equation on the bounded computational domain. Finally, a numerical example demonstrates the stability, the effectiveness and the second-order convergence of the proposed method.

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