We study the Ambarzumyan problem for Sturm-Liouville operator defined on graph. The classical Ambarzumyan Theorem states that if the Neumann eigenvalues of the Sturm-Liouville operator defined on the interval [0,£k] are exactly {n^2: n ∈ N ⋃ {0} }, then the potential q=0. In 2005, Pivovarchik proved two similar theorems with uniform lengths a for the Sturm-Liouville operator defined on a 3-star graphs. Then Wu considered the Ambarzumyan problem for graphs of nonuniform length in his thesis. In this thesis, we shall study the Ambarzumyan problem on more complicated trees, namely, 4-star graphs and caterpillar graphs with edges of different lengths. We manage to solve the Ambarzumyan problem for both Neumann eigenvalues and Dirichlet eigenvalues. In particular, the whole spectrum can be partitioned into several parts. Each part forms the solution to one Ambarzumyan problem. For example, for a 4-star graphs with edge lengths a, a, 2a, 2a form the solution to 3 different Ambarzumyan problems for the Neumann eigenvalues.

In this thesis, we prove the existence and uniqueness of the solution to a Neumann boundary problem for an elliptic differential operator with singular coefficients, and reveal the relationship between the solution to the partial differential equation (PDE in abbreviation) and the solution to a kind of backward stochastic differential equations (BSDE in abbreviation).This study is motivated by the research on the Dirichlet problem for an elliptic operator (\cite{Z}). But it turns out that different methods are needed to deal with the reflecting diffusion on a bounded domain. For example, the integral with respect to the boundary local time, which is a nondecreasing process associated with the reflecting diffusion, needs to be estimated. This leads us to a detailed study of the reflecting diffusion. As a result, two-sided estimates on the heat kernels are established. We introduce a new type of backward differential equations with infinity horizon and prove the existence and uniqueness of both L2 and L1 solutions of the BSDEs. In this thesis, we use the BSDE to solve the semilinear Neumann boundary problem. However, this research on the BSDEs has its independent interest. Under certain conditions on both the "singular" coefficient of the elliptic operator and the "semilinear coefficient" in the deterministic differential equation, we find an explicit probabilistic solution to the Neumann problem, which supplies a L2 solution of a BSDE with infinite horizon. We also show that, less restrictive conditions on the coefficients are needed if the solution to the Neumann boundary problem only provides a L1 solution to the BSDE.