ONE DIMENSIONAL BROWNIAN MOTION WITH HOLDING AND JUMPING BOUNDARY

Let a particle start at some point in the unit interval I := [0, 1] and undergo Brownian motion in I until it hits one of the end points. At this instant the particle stays put for a finite holding time with an exponential distribution and then jumps back to a point inside I with a probability density μ0 or μ1 parametrized by the boundary point it was from. The process starts afresh. The same evolution repeats independently each time. Many probabilistic aspects of this diffusion process are investigated in the paper [10]. The authors in the cited paper call this process diffusion with holding and jumping (DHJ). Our simple aim in this paper is to analyze the eigenvalues of a nonlocal boundary problem arising from this process.

The nonlocal boundary problem with perturbations of antiperiodicity conditions for the eliptic equation with constant coefficients

In this article, we investigate a problem with nonlocal boundary conditions which are perturbations of antiperiodical conditions in bounded $m$-dimensional parallelepiped using Fourier method. We describe properties of a transformation operator $R:L_2(G) \to L_2(G),$ which gives us a connection between selfadjoint operator $L_0$ of the problem with antiperiodical conditions and operator $L$ of perturbation of the nonlocal problem $RL_0=LR.$ Also we construct a commutative group of transformation operators $\Gamma(L_0).$ We show that some abstract nonlocal problem corresponds to any transformation operator $R \in \Gamma(L_0):L_2(G) \to L_2(G)$ and vice versa. We construct a system $V(L)$ of root functions of operator $L,$ which consists of infinite number of adjoint functions. Also we define conditions under which the system $V(L)$ is total and minimal in the space $L_{2}(G),$ and conditions under which it is a Riesz basis in the space $L_{2}(G)$. In case if $V(L)$ is a Riesz basis in the space $L_{2}(G),$ we obtain sufficient conditions under which the nonlocal problem has a unique solution in the form of Fourier series by system $V(L).$

ON POSITIVE EIGENFUNCTIONS OF STURM-LIOUVILLE PROBLEM WITH NONLOCAL TWO‐POINT BOUNDARY CONDITION

Positive eigenvalues and corresponding eigenfunctions of the linear Sturm‐Liouville problem with one classical boundary condition and another nonlocal two‐point boundary condition are considered in this paper. Four cases of nonlocal two‐point boundary conditions are analysed. We get positive eigenfunctions existence domain for each case of these problems. This domain depends on the parameters of the nonlocal boundary problem and it gives necessary and sufficient conditions for existing positive eigenvalues with positive eigenfunctions.