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Spectral parameter power series for Sturm-Liouville problems (0811.4488v1)

Published 28 Nov 2008 in math-ph and math.MP

Abstract: We consider a recently discovered representation for the general solution of the Sturm-Liouville equation as a spectral parameter power series (SPPS). The coefficients of the power series are given in terms of a particular solution of the Sturm-Liouville equation with the zero spectral parameter. We show that, among other possible applications, this provides a new and efficient numerical method for solving initial value and boundary value problems. Moreover, due to its convenient form the representation lends itself to numerical solution of spectral Sturm-Liouville problems, effectively by calculation of the roots of a polynomial. We discuss examples of the numerical implementation of the SPPS method and show it to be equally applicable to a wide class of singular Sturm-Liouville problems as well as to problems with spectral parameter dependent boundary conditions.

Citations (121)

Summary

Spectral Parameter Power Series for Sturm-Liouville Problems

The paper by Kravchenko and Porter addresses an innovative representation for the general solution of the Sturm-Liouville equation using a spectral parameter power series (SPPS). Their approach involves expressing solutions of such differential equations as power series in terms of the spectral parameter, λ. The SPPS method offers a streamlined procedure for constructing Taylor coefficients, thus providing significant insights and utility for both theoretical investigations and practical numerical computations involving Sturm-Liouville problems.

Key Contributions and Methodology

The central focus of this paper is the formulation of a new representation for the general solution of the Sturm-Liouville equation. The authors demonstrate that the general solution can be expressed in terms of a spectral parameter power series using a particular solution of the equation with a zero spectral parameter. This representation facilitates a novel numerical approach for solving initial value, boundary value, and spectral problems associated with Sturm-Liouville equations.

The paper extends previous work by showing this representation's effectiveness across a diverse array of problems, including regular Sturm-Liouville problems, singular problems, and those with boundary conditions dependent on the spectral parameter. The authors also discuss in detail the practical numerical implementation of the SPPS method, emphasizing the ease of computation and convergence properties that enhance its applicability to complex numerical scenarios.

Numerical Results

The paper offers a detailed numerical investigation, underscoring the robustness and precision of the SPPS method across standard test problems. For instance, the work includes results for the Paine problem and the Coffey-Evans equation, with the SPPS method demonstrating accuracy comparable to or greater than existing approaches. The reported eigenvalues align closely with previously documented results, showcasing the reliability of the spectral parameter power series technique.

Additionally, the authors present examples involving singular Sturm-Liouville problems and those with spectral parameter-dependent boundary conditions, demonstrating that the SPPS method can effectively handle cases known for numerical difficulties. Particularly notable is the investigation of the singular non-self-adjoint differential equation discussed by Benilov et al., where the SPPS method successfully calculates real eigenvalues despite the complexity introduced by non-standard coefficients.

Theoretical and Practical Implications

The introduction of the SPPS methodology carries significant implications for both theoretical analysis and practical solution computation of Sturm-Liouville problems. Theoretically, this representation opens new avenues for investigating the qualitative behaviors of solutions, potentially facilitating advances in the spectral theory of differential equations. Practically, the ease of implementation and ability to handle problems with singularities or complex boundary conditions makes the SPPS method a versatile tool in numerical analysis.

The authors speculate that further refinements and computational optimization could lead to even more efficient implementations of the SPPS method. This reinforces the method's potential to enhance existing numerical software suites and algorithms, broadening its impact on computational mathematics and its application to physics and engineering problems.

Conclusion

In conclusion, Kravchenko and Porter’s paper presents a compelling case for the SPPS method as a reliable and efficient tool for solving Sturm-Liouville equations. Its capacity to simplify numerical computations while maintaining accuracy makes it an advantageous method for researchers dealing with differential equations across various scientific realms. The paper's insights and findings are likely to inspire future research and development in numerical solution techniques and their applications in complex systems.

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