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Examples of Regular Sturm-Liouville Eigenvalue Problems: Example 1

The document provides examples of solving regular Sturm-Liouville eigenvalue problems subject to different boundary conditions. Example 1 considers the Euler differential equation with Dirichlet boundary conditions on the interval [0,b], yielding eigenvalues Λn = (nπ/b)2 and orthonormal eigenfunctions sin(nπx/b). Example 2 expands the function f(x)=x in the eigenfunctions from Example 1. Example 3 considers Dirichlet and Neumann boundary conditions, yielding different eigenvalues and eigenfunctions.
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0% found this document useful (0 votes)
61 views19 pages

Examples of Regular Sturm-Liouville Eigenvalue Problems: Example 1

The document provides examples of solving regular Sturm-Liouville eigenvalue problems subject to different boundary conditions. Example 1 considers the Euler differential equation with Dirichlet boundary conditions on the interval [0,b], yielding eigenvalues Λn = (nπ/b)2 and orthonormal eigenfunctions sin(nπx/b). Example 2 expands the function f(x)=x in the eigenfunctions from Example 1. Example 3 considers Dirichlet and Neumann boundary conditions, yielding different eigenvalues and eigenfunctions.
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Examples of Regular Sturm-Liouville Eigenvalue Problems

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

Boundary conditions: y(0) = 0 and y(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 + C2 x
Substitution into the boundary conditions yields
C1 = 0 , C2 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(x) , y2(x) := cos(x)
General solution
y(x) := C1 sin(x) + C2 cos(x)
Substituting into the boundary conditions, we get
C2 = 0 , C1 sin(b) + C2 cos(b) = C1 sinHbL =0

y1(x) := sin(x) , y2(x) := cos(x)

General solution
y(x) := C1 sin(x) + C2 cos(x)

C9_1.nb

Substituting into the boundary conditions, we get


C2 = 0 , C1 sin(b) + C2 cos(b) = C1 sinHbL =0
The only nontrivial solutions to the preceding occur when C2 = 0, C1 is arbitrary, and satisfies the
following eigenvalue equation:
sin(b) = 0
Thus, takes on the values
n
n =
for n = 1, 2, 3, . . . .
b

Allowed eigenvalues are n = n 2


n =

n 2 2
b2

Nonnormalized eigenfunctions are


nx
n HxL = sinI
M
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 sinI
b

norm :=

nx 2
M
b

Substitution of the eigenvalue equation simplifies the norm


1
2

norm =

Orthonormal eigenfunctions
jn (x) :=

sinI

nx
b

Statement of orthonormality
0

b 2 sinI

nx
b

M sinI

mx
b

x = (n,m)

Generalized Fourier series expansion


f(x) :=
n=1

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

We take first five terms of expansion and plot.

C9_1.nb

F(n) := -

2 H-1Ln
n

Series :=
n=1 J-

2 H-1Ln sinHn xL
N
n

We take first five terms of expansion and plot.

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, . . . .

Allowed eigenvalues are n = 2


n :=

1 H2 n-1L2 2
4
b2

Nonnormalized eigenfunctions are


n (x) = sinJ

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

Substitution of the eigenvalue equation simplifies the norm


norm =

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)

Generalized Fourier series expansion


f(x) :=
n=1

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

We evaluate the Fourier coefficients


F(n) := 0 x sinJ
1

F(n) := -

H2 n-1L x
N
2

2 H-1Ln

I4 n -4 n+M 2
2

2 x

Series :=
n=1 -

8 H-1Ln sinJ H2 n-1L xN


1
2

I4 n2 -4 n+1M 2

Take first five terms of expansion and plot

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

Boundary conditions yx (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 ,

y(x) = C2

Substituting into the boundary conditions yields


C2 = 0 , C2 = 0
The only nontrivial solution to the above occurs when C2 = 0 and C1 is arbitrary. Thus, our eigenvalue and corresponding eigenfunction for = 0 are
0 := 0 , j0 (x) := 1
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

value and corresponding eigenfunction for = 0 are


0 := 0 , j0 (x) := 1
6

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

Allowed eigenvalues are n = 2


n =

n 2 2
b2

Nonnormalized eigenfunctions are


nx
jn (x) := cosI
M
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, for n = 0
0 1 x
b

norm0 :=
norm0 :=

For n = 1, 2, 3, . . ., we get
0 cosI
b

norm1 :=

nx 2
M
b

Substitution of the eigenvalue equation simplifies the norm


1
2

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)

Generalized Fourier series expansion


f(x) :=

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)

Generalized Fourier series expansion


f(x) :=

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

First five terms of expansion

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 :=

Substitution of the eigenvalue equation simplifies the norm


KcosJ n bN +b hO h
2

norm :=

1
2

Orthonormal eigenfunctions

0 sinJ n xN x
2

norm :=

C9_1.nb

Substitution of the eigenvalue equation simplifies the norm


KcosJ n bN +b hO h
2

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)

Generalized Fourier series expansion


f(x) :=
n=1

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

] over the interval I = {x | 1 < x < b}. The boundary

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

Boundary conditions (h > 0)


y(1) = 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) := ln(x)
General solution
y(x) := C1+C2 ln(x)
Substituting into the boundary conditions yields
C1 = 0 ,
C2
b

+ 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

Substituting into the boundary conditions yields


C1 = 0 ,
C2
b

+ 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

cos( ln(b)) + hC1 sin( ln(b)) = 0

The only nontrivial solutions to the preceding are that C2 = 0, C1 is arbitrary, and must satisfy the
following eigenvalue equation:

hsin( ln(b))+ cos( ln(b)) = 0


b

We indicate these roots as n for n = 1, 2, 3, . . . .


Allowed eigenvalues are n = n 2
Nonnormalized eigenfunctions are
jn (x) := sinJ n lnHxLN
Normalization
Evaluating the norm from the inner product of the eigenfunctions with respect to the weight function
w(x) =

1
x

over the interval yields

b sinJ n lnHxLN
1
x

norm :=

Substitution of the eigenvalue equation simplifies the norm

norm :=

1
2

cosJ n lnHbLN +lnHbL h b

hb

Orthonormal eigenfunctions

jn(x) :=

sinJ n inHxLN

cos

n inHbL +lnHbL h b
hb

Statement of orthonormality

b
1 J2 sinJ

n inHxLN sinJ m inHxLNN

Generalized Fourier series expansion


f(x) :=
n=1

FHnL sinJ n inHxLN


2

cos

n inHbL +lnHbL h b

cosJ n inHbLN +lnHbL h b

cosJ m inHbLN +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

n inHxLN sinJ m inHxLNN

cosJ n inHbLN +lnHbL h b

cosJ m inHbLN +lnHbL h b

hb

hb

x x = (n,m)

Generalized Fourier series expansion


f(x) :=
n=1

FHnL sinJ n inHxLN

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

cosJ n inH2LN +lnH2L

Substitution of the eigenvalue equation simplifies the preceding equation


1

F(n) : =

2 cosJ n inH2LN + 4 lnH2L

+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

2 cosJ n inH2LN + 4 lnH2L

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 +

cosJ n inH2LN + lnH2L

Evaluation of the eigenvalues from the roots of the eigenvalue equation


yields
-1
tanJ n lnH2LN =
n
2

1
2

2N

n lnH2LN + n + 2 cosJ
n lnH2LN

1
2

12

C9_1.nb

Evaluation of the eigenvalues from the roots of the eigenvalue equation


yields
-1
tanJ n lnH2LN =
n
2

Nonregular or Singular Sturm-Liouville EigenvalueProblems


If the Sturm-Liouville problem does not conform to the conditions of a "regular" format as given in
C9_1, then the problem is "nonregular" or "singular." There are a variety of reasons why the problem
may not have the regular format.We now consider an examples that will be of use to us later when
solving problems in partial differential equations. The example shown here is of particular interest
because it gives rise to what we recognize as being the familiar "Fourier" series.

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

Boundary conditions (periodic)


y(-b) = y(b) and yx (-b) = yx (b)
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+C2 x
Substituting into the boundary conditions yields
C1 - C2 b = C1 + C2 b
- C2 = C2
The only nontrivial solution to the preceding is that C2 = 0 and C1 is arbitrary. Thus, for = 0, we
have
0 := 0
j0(x) := 1
We now consider the case for >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
-C1 sin(b)+C2 cos(b) = C1 sin(b)+C2 cos(b)
C1 cos(b)+C2 sin(b) = C1 cos(b)-C2 sin(b)
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

y(x) := C1 sin(x)+C2 cos(x)

Substituting into the boundary conditions yields


-C1 sin(b)+C2 cos(b) = C1 sin(b)+C2 cos(b)
C1 cos(b)+C2 sin(b) = C1 cos(b)-C2 sin(b)

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

Allowed eigenvalues are n = n 2


n :=

n 2 2
b2

Nonnormalized eigenfunctions are


nx
jn (x) := cosI
M
n (x) := sinI

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 =

For n = 1, 2, 3, . . . , substitution of the eigenvalue equation simplifies the norms as follows :


-b cosI
b

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)

Generalized Fourier series expansion

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

First five terms of expansion

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

First five terms of expansion

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.

Sturm-Liouville equation with forcing term


We now consider the equation which is, generally, of the Sturm-Liouville type but with a forcing
term; hence the inhomogenous equation.
(p(x) y(x)) + (q(x) +lw(x)) y(x) = s(x) , a x b ,
with regular boundary conditions:
k1y(a) + k2 y(a) = 0; k3y(b) + k4 y(b) = 0 .
All the previous conditions apply to the functions p(x) , q(x) and r(x) ; additionally, for this equation,
we shall assume that s(x) is a continuous function on [a,b] .
The analysis start by making use of the eigenfunctions associated with the classical Sturm-Liouville
problem i.e. obtained by setting s(x) = 0 ; let yn (x) be the (orthogonal) eigenfunction associated with
the eigenvalue ln . We now assume that the solution of the inhomogeneous equation can be represented by an expansion in these eigenfunctions, so
y(x) =
n=1 cn yn HxL

The use of this form of solution in the original differential equation then gives

n=1 cn Hp yn 'L' + (q + l w) n=1 cn yn = s(x)

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

so we may use the identity

n=1 8cn Hp yn 'L' + qcn yn < = - n=1 ln cn w yn

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

To proceed, we now assume that we may write

sHxL
wHxL

as an expansion in the same eigenfunctions

(which would then be consistent with our earlier assumption), so


sHxL
wHxL

=
n=1 an yn HxL

.
The coefficients, an , are defined in the conventional way:
an = a wHxL
b

sHxL
wHxL

yn HxL x = a sHxL yn HxL x


b

so the apparent (minor) complication in working with

sHxL
wHxL

, rather than s(x) , leads to an unlooked for

To proceed, we now assume that we may write

sHxL
wHxL

as an expansion in the same eigenfunctions

(which would then be consistent with our earlier assumption), so


2

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

yn HxL x = a sHxL yn HxL x


b

so the apparent (minor) complication in working with

sHxL
wHxL

, rather than s(x) , leads to an unlooked for

simplification.
Thus we now have

n=1 @ Hl - ln L cn - an D yn = 0

which is a linear combination of linearly independent functions, so the only solution is


Hl - ln L cn - an = 0 or cn =

an
l-ln

(n = 1, 2, ...)

provided that l ln for any n. We have therefore constructed, formally at least, a


solution of the original inhomogeneous equation; it is
y(x) =
n=1

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

which requires that cn = 0 for all n 3; otherwise c3 Il - 9 p2 M = 1


Thus in the case l = 3 p2 we have c3 = y(x) = -

1
6 p2

6 p2

; the solution is therefore

sinH3 pxL

However, in the case l = 9 p2 , we see that no solution exists.

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