A Study of the Eigenfunctions of the Singular Sturm–Liouville Problem Using the Analytical Method and the Decomposition Technique

The history of boundary value problems for differential equations starts with the well-known studies of D. Bernoulli, J. D’Alambert, C. Sturm, J. Liouville, L. Euler, G. Birkhoff and V. Steklov. The greatest success in spectral theory of ordinary differential operators has been achieved for Sturm–Liouville problems. The Sturm–Liouville-type boundary value problem appears in solving the many important problems of natural science. For the classical Sturm–Liouville problem, it is guaranteed that all the eigenvalues are real and simple, and the corresponding eigenfunctions forms a basis in a suitable Hilbert space. This work is aimed at computing the eigenvalues and eigenfunctions of singular two-interval Sturm–Liouville problems. The problem studied here differs from the standard Sturm–Liouville problems in that it contains additional transmission conditions at the interior point of interaction, and the eigenparameter λ appears not only in the differential equation, but also in the boundary conditions. Such boundary value transmission problems (BVTPs) are much more complicated to solve than one-interval boundary value problems ones. The major difficulty lies in the existence of eigenvalues and the corresponding eigenfunctions. It is not clear how to apply the known analytical and approximate techniques to such BVTPs. Based on the Adomian decomposition method (ADM), we present a new analytical and numerical algorithm for computing the eigenvalues and corresponding eigenfunctions. Some graphical illustrations of the eigenvalues and eigenfunctions are also presented. The obtained results demonstrate that the ADM can be adapted to find the eigenvalues and eigenfunctions not only of the classical one-interval boundary value problems (BVPs) but also of a singular two-interval BVTPs.

A construction of reflecting Lévy processes

For some classes of Lévy Processes, the notion of reflection from an interval boundary is introduced. It is shown that trajectories of a reflecting process define random operator that map functions defined on the interval boundaries into elements of L2 on the whole interval.