Examples of Regular Sturm-Liouville Eigenvalue Problems: Example 1
Examples of Regular Sturm-Liouville Eigenvalue Problems: Example 1
We will now look at examples of regular Sturm-Liouville differential equations with various combinations of the three types of boundary conditions discussed earlier. All of the examples are special
cases of the Sturm-Liouville differential equation
L(y) + w(x)y = 0
where L is the Sturm-Liouville operator
L(y) = D(p(x)D(y)) + q(x)y
We focus on certain types of differential equations. Each one of these differential equations is
characterized by a different set of Sturm-Liouville coefficients: p(x), q(x), and w(x).
Subject to a particular set of boundary conditions, we will generate the eigenvalues, the corresponding eigenfunctions, and the statement of orthonormality.We will then provide an example of a
generalized Fourier series expansion of a given function in terms of the particular eigenfunctions.
In solving for the allowed eigenvalues and corresponding eigenfunctions, we would ordinarily consider three possibilities for values of : < 0, = 0, and > 0. However, to make our task
a little simpler, we will not consider the case for < 0 because it can be shown that for the particular
Sturm-Liouville problems we will be considering, must be greater than or equal to zero.
Example 1
Consider the Euler operator with Dirichlet conditions.We seek the eigenvalues and corresponding
orthonormal eigenfunctions for the Euler differential equation [Sturm-Liouville type for p(x) = 1, q(x)
= 0, w(x) = 1] over the interval I = {x |0 < x < b}.
The boundary conditions are type 1 at the left and type 1 at the right end points.
Euler differential equation:
d2
d x2
yHxL + yHxL = 0
General solution
y(x) := C1 sin(x) + C2 cos(x)
C9_1.nb
n 2 2
b2
Normalization
Evaluating the norm from the inner product of the eigenfunctions with respect to the weight function
w(x) = 1 over the interval yields
0 sinI
b
norm :=
nx 2
M
b
norm =
Orthonormal eigenfunctions
jn (x) :=
sinI
nx
b
Statement of orthonormality
0
b 2 sinI
nx
b
M sinI
mx
b
x = (n,m)
FHnL sinI
nx
b
Fourier coefficients
b f HxL sinI
F(n) := 0
nx
b
This is the generalized series expansion of f(x) in terms of the completeset of eigenfunctions for
the particular Sturm-Liouville operator and given boundary conditions over the interval.
Example 2
Develop the generalized series expansion for f(x) = x over the interval I = {x | 0 < x < 1} in terms of
the eigenfunctions in Example 1.We assign the system values
a := 0, b := 1 , f(x) := x
We evaluate the Fourier coefficients
F(n) := 0 x sinHn xL
1
F(n) := -
2 x
2 H-1Ln
n
Series :=
n=1 J-
2 H-1Ln sinHn xL
N
n
C9_1.nb
F(n) := -
2 H-1Ln
n
Series :=
n=1 J-
2 H-1Ln sinHn xL
N
n
The curves of Figure depict the function f(x) and its Fourier series approximation in terms of the
orthonormal eigenfunctions for the particular operator and boundary conditions given earlier. Note
that f(x) satisfies the given boundary conditions at the left but fails to do so at the right end point.
The convergence is pointwise.
Example 3
Consider the Euler operator with Dirichlet and Neumann conditions.We seek the eigenvalues and
corresponding orthonormal eigenfunctions for the Euler differential equation [Sturm-Liouville type
for p(x) = 1, q(x) = 0, w(x) = 1] over the interval I = {x | 0 < x < b}. The boundary conditions are type
1 at the left and type 2 at the right.
Euler differential equation
d2
d x2
yHxL + yHxL = 0
Boundary conditions
y(0) = 0 and yx (b) = 0
We consider two possibilities for values of .We first consider = 0. For this case, the system basis
vectors are
y1(x) := 1, y2(x) := x
General solution
y(x) := C1+C2x
Substituting the boundary conditions yields
C1 = 0 , C2 = 0
The only solution to the preceding is the trivial solution.We next consider > 0.We set = 2 and,
for this case, the system basis vectors are
y1(x) := sin(x) , y2(x) := cos(x)
General solution
y(x) := C1 sin(x) + C2 cos(x)
Substituting the boundary conditions yields
C2 = 0 , C1 cos(b) - C2 sin(b) = 0
The only nontrivial solutions occur when C2 = 0, C1 is arbitrary, and satisfies the following eigenvalue equation:
cos(b) = 0
Thus, takes on values
C9_1.nb
The only nontrivial solutions occur when C2 = 0, C1 is arbitrary, and satisfies the following eigenvalue equation:
cos(b) = 0
Thus, takes on values
n :=
1 H2 n-1L
2
b
for n = 1, 2, 3, . . . .
1 H2 n-1L2 2
4
b2
1 H2 n-1L x
N
2
b
Normalization
Evaluating the norm from the inner product of the eigenfunctions with respect to the weight function
w(x) = 1 over the interval yields
0 sinJ
b
norm :=
H2 n-1L x 2
N
2b
1
2
Orthonormal eigenfunctions
sinJ
n (x) :=
H2 n-1L x
2b
Statement of orthonormality
b 2 sinJ
0
H2 n-1L x
2b
N sinJ
H2 m-1L x
2b
x = (n,m)
FHnL sinJ
H2 n-1L x
2b
Fourier coefficients
b f HxL sinJ
F(n) := 0
H2 n-1L x
2b
This is the generalized series expansion of f(x) in terms of the completeset of eigenfunctions for
the particular Sturm-Liouville operator and boundary conditions over the interval.
Example 4
Develop the generalized series expansion for f(x) = x over the intervalI = {x | 0<x<1} in terms of the
preceding eigenfunctions.We assign the system values
a := 0, b := 1 , f(x) := x
We evaluate the Fourier coefficients
F(n) := 0 x sinJ
1
H2 n-1L x
N
2
2 x
C9_1.nb
F(n) := -
H2 n-1L x
N
2
2 H-1Ln
I4 n -4 n+M 2
2
2 x
Series :=
n=1 -
I4 n2 -4 n+1M 2
The two curves of Figure depict the function f(x) and its Fourier series approximation interms of the
orthonormal eigenfunctions for the particular operator and boundary conditions given earlier. Note
that f(x) satisfies the given boundary conditions at the left but fails to do so at the right end point.
The convergence is pointwise.
Example 5
Consider the Euler operator with Neumann conditions.We seek the eigenvalues and corresponding
orthonormal eigenfunctions for the Euler differential equation [Sturm-Liouville type for p(x) = 1, q(x)
= 0, w(x) = 1] over the interval I = {x | 0 < x < b}. The boundary conditions are type 2 at the left and
type 2 at the right end points.
Euler differential equation
d2
d x2
yHxL + yHxL = 0
y(x) = C2
C9_1.nb
We next consider > 0.We set = 2 . For this case, the system basis vectors are
y1(x) := sin(x) , y2(x) := cos(x)
General solution
y(x) := C1 sin(x)+C2 cos(x) , y(x) = C1 CosHxL - C2 sinHxL
Substituting into the boundary conditions yields
C1 = 0 , C1 cos( b)-C2 sin( b) = 0
The only nontrivial solutions to the above occur when C1 = 0, C2 is arbitrary, and satisfies the
following eigenvalue equation:
sin( b) = 0
Thus, takes on values
n
n =
for n = 1, 2, 3, . . . .
b
n 2 2
b2
Normalization
Evaluating the norm from the inner product of the eigenfunctions with respect to the weight function
w(x) = 1 over the interval, yields, for n = 0
0 1 x
b
norm0 :=
norm0 :=
For n = 1, 2, 3, . . ., we get
0 cosI
b
norm1 :=
nx 2
M
b
norm1 :=
Orthonormal eigenfunctions
1
j0 HxL =
b
cosI
jn (x) :=
nx
b
Statement of orthonormality
b 2 cosI
0
nx
b
M sinJ
Hm x
b
x = (n,m)
FH0L
b
+
n=1
FHnL cosI
nx
b
cosI
jn (x) :=
nx
b
2
C9_1.nb
Statement of orthonormality
b 2 cosI
0
M sinJ
nx
b
Hm x
b
x = (n,m)
FH0L
b
+
n=1
FHnL cosI
nx
b
Fourier coefficients
b f HxL cosI
F(n) := 0
b f HxL
F(0) := 0
nx
b
This is the generalized series expansion of f(x) in terms of the completeset of eigenfunctions for
the particular Sturm-Liouville operator and boundary conditions over the interval.
Example 6
Develop the generalized series expansion for f(x) = x over the interval I = {x | 0 < x < 1} in terms of
the preceding eigenfunctions.We assign the system values
a := 0, b := 1 , f(x) := x
We evaluate the Fourier coefficients
F(n) := 0 x cosHn xL
1
2 x
2 H-1+H-1Ln L
F(n) :=
n 2 2
F(0) := 0 x x
1
F(0) :=
1
2
Series :=
1
2
+
n=1 J
2 H-1+H-1Ln L cosHHn xL
n 2 2
The two curves of Figure depict the function f(x) and its Fourier series approximation in terms of
the orthonormal eigenfunctions for the particular operator and boundary conditions given earlier.
Note that f(x) does not satisfy either of the boundary conditions imposed on the eigenfunctions at the
end points. The convergence is pointwise.
C9_1.nb
Example 7
Consider the Euler operator with Dirichlet and Robin conditions.We seek the eigenvalues and
corresponding orthonormal eigenfunctions for the Euler differential equation over the interval I = {x |
0 < x < b}. The boundary conditions are type 1 at the left and type 3 at the right end points.
Boundary conditions (h > 0)
y(0) = 0 and yx (b) + hy(b) = 0
We consider two possibilities for values of .We first consider = 0. For this case, the system basis
vectors are
y1(x) := 1, y2(x) := x
General solution
y(x) := C1+C2x
Substituting into the boundary conditions yields
C1 = 0 , C2 + h(C1+C2b) = 0
The only solution to the preceding is the trivial solution.We next consider > 0.We set = 2 , and
for this case, the system basis vectors are
y1(x) := sin(x), y2(x) := cos(x)
General solution
y(x) := C1 sin(x)+C2 cos(x)
Substituting into the boundary conditions yields
C2 = 0 , C1 cos(b)-C2 sin(b)+h(C1 sin(b)+C2 cos(b)) = 0
The only nontrivial solutions to the preceding are that C2 = 0, C1 is arbitrary, and must satisfy the
following eigenvalue equation:
hsin( b) + cos( b) = 0
We indicate these roots as n for n = 1, 2, 3, . . . .
Allowed eigenvalues are n = n 2
Nonnormalized eigenfunctions are
jn(x) := sinJ n xN
Normalization
Evaluating the norm from the inner product of the eigenfunctions with respect to the weight function
w(x) = 1 over the interval yields
0 sinJ n xN x
2
norm :=
norm :=
1
2
Orthonormal eigenfunctions
0 sinJ n xN x
2
norm :=
C9_1.nb
2
1
2
norm :=
Orthonormal eigenfunctions
sinJ n xN h
jn (x) :=
KcosJ n bN +b hO h
2
Statement of orthonormality
0
2 sinJ n xN h2 sinJ m xN
KcosJ n bN +b hO h
KcosJ m bN +b hO h
x = (n,m)
FHnL sinJ n xN h
KcosJ n bN +b hO h
2
Fourier coefficients
b f HxL sinJ n xN h
F(n) = 0
KcosJ n bN +b hO h
This is the generalized series expansion of f(x) in terms of the completeset of eigenfunctions for
the particular Sturm-Liouville operator and boundary conditions over the interval.
Example 8
Consider the Cauchy-Euler operator with Dirichlet and Robin conditions. We seek the eigenvalues
and corresponding orthonormal eigenfunctions for the Cauchy-Euler differential equation [SturmLiouville type for p(x) = x, q(x) = 0, w(x) =
1
x
conditions are type 3 at the left and type 1 at the right end
points.
Cauchy-Euler differential equation
x2 J
d2
d x2
yHxLN + x J
d
dx
yHxLN + yHxL = 0
+ hC2 ln(b) = 0
The only solution to the preceding is the trivial solution.We next consider > 0.We set = 2 , and,
for this case, the system basis vectors are
y1(x) := sin( ln(x))
y2(x) := cos( ln(x))
General solution
y(x) := C1+C2 ln(x)
10
C9_1.nb
+ hC2 ln(b) = 0
The only solution to the preceding is the trivial solution.We next consider > 0.We set = 2 , and,
for this case, the system basis vectors are
y1(x) := sin( ln(x))
y2(x) := cos( ln(x))
General solution
y(x) := C1 sin( ln(x))+C2 cos( ln(x))
Substituting into the boundary conditions yields
C2 = 0
C1
b
The only nontrivial solutions to the preceding are that C2 = 0, C1 is arbitrary, and must satisfy the
following eigenvalue equation:
1
x
b sinJ n lnHxLN
1
x
norm :=
norm :=
1
2
hb
Orthonormal eigenfunctions
jn(x) :=
sinJ n inHxLN
cos
n inHbL +lnHbL h b
hb
Statement of orthonormality
b
1 J2 sinJ
cos
n inHbL +lnHbL h b
hb
hb
x x = (n,m)
jn(x) :=
2
n inHbL +lnHbL h b
cos
hb
C9_1.nb
11
Statement of orthonormality
b
1 J2 sinJ
hb
hb
x x = (n,m)
cos
n inHbL +lnHbL h b
hb
Fourier coefficients
b f HxL sinJ n lnHxLN
F(n) := 1
n lnHbL +lnHbL h b
cos
hb
This is the generalized series expansion of f(x) in terms of the completeset of eigenfunctions for
the particular Sturm-Liouville operator and boundary conditions over the interval.
We now develop the generalized series expansion for f(x) = x - 1 over the interval I = {x | 1< x < 2}
in terms of the preceding eigenfunctions for h = 1.We assign the system values
a := 1
b := 2
h := 1
f(x) := x - 1
We evaluate the Fourier coefficients
F(n) :=
1 sinJ n lnHxLN2
1
2
sin
n lnHxL
F(n) : =
+4 sinJ
1
2
n lnH2LN
n cosJ
Series : =
n=1 K4 K-2 n cosJ
1
2
1
2
4 sinJ
1
2
n H1+n L
K2 K-2 n cosJ
n lnH2LN - 2N
n cosJ
n lnH2LN + n + 2 cosJ
1
2
1
2
n lnH2LN - 2O sinJ
n H1 + n L
1
2
1
2
n lnHxLN
2
n lnH2LN
n lnH2LN +
1
2
2N
n lnH2LN + n + 2 cosJ
n lnH2LN
1
2
12
C9_1.nb
Example
Consider the Euler operator with periodic boundary conditions.We seek the eigenvalues and corresponding orthonormal eigenfunctions for the Euler differential equation [Sturm-Liouville type with
p(x) = 1, q(x) = 0, w(x) = 1] over the symmetric interval I = {x| -b < x < b}. The boundary conditions
are of the "periodic" type; this condition is nonregular because the boundary conditions are "mixed."
A mixed condition comes about because each boundary condition involves two different spatial
points. From Green's formula, it can be shown that for periodic boundary conditions and p(x) = 1,
the eigenfunctions continue to be orthogonal over the interval I (see tutorial question). In addition,
we need only consider the cases for greater than or equal to zero.
Euler differential equation
d2
d x2
y(x) + y(x) = 0
C9_2.nb
The only nontrivial solutions are that both C1 and C2 be arbitrary and independent and that satisfies the following eigenvalue equation:
sin(b) = 0
The values of that satisfy this equation are
n
n :=
for n = 1, 2, 3, . . . .
b
n 2 2
b2
b
nx
M
b
This multiple set of eigenfunctions comes about because the boundary conditions are not
regular.For "regular" Sturm - Liouville problems, such degeneracy does not occur.
Normalization
Evaluating the norm from the inner product of the eigenfunctions with respect to the weight function
w (x) = 1 over the interval yields, for n = 0,
-b 1 x
b
norm0 :=
norm0 =
norm1 =
norm1 :=
nx 2
M
b
b
-b sinI
b
norm2 =
norm2 :=
nx 2
M
b
Orthonormal eigenfunctions
2
1
2
j0(x) :=
n x
cosJ
b
jn (x) :=
b
n x
sinJ
b
n (x) :=
Statements of orthonormality
-b
b cosI
b sinI
-b
nx
b
M cosI
mx
b
nx
b
M sinI
b
mx
b
x = (n,m)
x = (n,m)
jn (x) :=
b
n x
sinJ
b
n (x) :=
C9_2.nb
Statements of orthonormality
-b
b cosI
b sinI
-b
nx
b
M cosI
mx
b
nx
b
M sinI
mx
b
x = (n,m)
x = (n,m)
f(x) :=
1 AH0L
2
+
n=1
2
b
AHnL cosI
nx
b
BHnL sinI
b
nx
b
Fourier coefficients
For n = 1, 2, 3, . . . ,
b f HxL cosI
A(n) := -b
nx
b
b f HxL sinI
B(n) := -b
nx
b
For n = 0,
b 1 f HxL
2
A(0) := -b
This is the generalized series expansion of f(x) in terms of the completeset of orthonormal eigenfunctions for the particular Sturm-Liouville operator with periodic boundary conditions over the
interval. This particular series is recognized as being the familiar Fourierseries.
Note that since the expansion is in terms of the orthonormaleigenfunctions, it may appear different
from formats found in other textbooks.
We now develop the Fourier series expansion for f(x) = 1 - x2 over the interval I = {x|-1 < x < 1} in
terms of the preceding eigenfunctions.We assign the system values
a := -1
b := 1
f(x) := 1 - x2
We evaluate the Fourier coefficients
A(n) := -1 I1 - x2 M cosHn xL x
1
A(n) :=
4 H-1Ln
n 2 2
B(n) := -1 I1 - x2 M sinHn xL x
1
B(n) := 0
A(0) := -1 I1 - x2 M
1 1
2
A(0) =
2
3
Series :=
2 x
2
3
+
n=1 J
-4 H-1Ln cosHn xL
n 2 2
B(n) := 0
A(0) := -1 I1 - x2 M
1 1
2
C9_2.nb
A(0) =
2
3
Series :=
2 x
2
3
+
n=1 J
-4 H-1Ln cosHn xL
n 2 2
The two curves in Figure depict the actual function f(x) and its Fourier series approximation in
terms of the orthonormal eigenfunctions for the particular operator and boundary conditions given
earlier. Note that f(x) does not satisfy the given periodic boundary conditions.
The use of this form of solution in the original differential equation then gives
where we have differentiated, appropriately, each term in the series. But from the definition of yn (x) ,
we have
(p(x) y(x)) + (q(x) +lw(x)) y(x) = 0
for each n
to give
l w
n=1 cn yn - n=1 ln cn w yn = s(x)
or
l
n=1 cn yn - n=1 ln cn yn =
sHxL
wHxL
sHxL
wHxL
=
n=1 an yn HxL
.
The coefficients, an , are defined in the conventional way:
an = a wHxL
b
sHxL
wHxL
sHxL
wHxL
sHxL
wHxL
C9_3.nb
sHxL
wHxL
=
n=1 an yn HxL
.
The coefficients, an , are defined in the conventional way:
an = a wHxL
b
sHxL
wHxL
sHxL
wHxL
simplification.
Thus we now have
n=1 @ Hl - ln L cn - an D yn = 0
an
l-ln
(n = 1, 2, ...)
an
l-ln
yn HxL
and this automatically satisfies the homogeneous boundary conditions because each
yn (x) does. At first sight, all this appears quite satisfactory, but there is a
complication lurking here.
In all the analysis so far, we have not made any detailed statements about l , the
parameter in the original equation. Certainly l is a free parameter in the solution that
we have obtained, and the solution is well-defined, provided that l ln for any n. If
it happens that l has been chosen (or fixed by some additional constraint perhaps a
physical requirement) to be one of the eigenvalues, then it is immediately evident that
we are presented with a difficulty. Let l = lm , where m is one of the integers
n = 1, 2, ... ; then the equation defining cm becomes
Hlm - lm L cm - am = 0
There are thus two cases: either am 0 or am = 0 . In the former case, we have an
inconsistency, and so no solution exists. If am = 0 , then we do have a solution, but
not a unique solution because cm is undetermined: it has become an arbitrary constant
in the solution. Further, if am = 0 , then we must have that
am = a sHxL ym HxL x = 0
b
which implies that the forcing term, s(x) , must be orthogonal to the eigenfunction
ym (x) . Thus the existence, or otherwise, of the solution in the case l = lm hinges on
the value of this integral: if it is non-zero, no solution exists; if it is zero, then a nonunique
solution exists. (This situation, where a (non-unique) solution exists only if a quantity vanishes, is
usually called the Fredholm alternative. It occurs in various branches of mathematics.)
Example
Find the solutions, if they exist, of the problem:
y + ly = sin(3p x), 0 x 1, y(0) = y(1) = 0 ,
in the cases (a) l = 3 p2 ; (b) l = 9 p2 .
The eigenfunctions are given by (see C9_1 and C9_2) yn (x) = sin(np x) , n = 1, 2, ... ; then
sin(3p x) , expanded as a Fourier series in terms of sin(np x) , is simply itself: sin(3p x) .
Now we seek a solution in the form
y(x) =
n=1 cn sinHnpxL
Example
Find the solutions, if they exist, of the problem:
y + ly = sin(3p x), 0 x 1, y(0) = y(1) = 0 ,
in the cases (a) l = 3 p2 ; (b) l = 9 p2 .
C9_3.nb
The eigenfunctions are given by (see C9_1 and C9_2) yn (x) = sin(np x) , n = 1, 2, ... ; then
sin(3p x) , expanded as a Fourier series in terms of sin(np x) , is simply itself: sin(3p x) .
Now we seek a solution in the form
y(x) =
n=1 cn sinHnpxL
which gives
2 2
-
n=1 cn n p sinHnpxL + ln=1 cn sinHnpxL = sinH3 pxL
1
6 p2
6 p2
sinH3 pxL