International Journal of Trend in Scientific Research and Development (IJTSRD)

Volume 4 Issue 5, August 2020 Available Online: www.ijtsrd.com e-ISSN: 2456 – 6470

Strum - Liouville Problems in Eigenvalues and Eigenfunctions

B. Kavitha1, Dr. C. Vimala2
1Assistant
Professor, 2Professor,
1Department of Mathematics, Sri Manakula Vinayagar Engineering College, Puducherry, India

2Department of Mathematics, Periyar Maniyammai University, Thanjavur, Tamil Nadu, India

ABSTRACT How to cite this paper: B. Kavitha | Dr.

This paper we discusses with Strum-Liouville problem of eigenvalues and C. Vimala "Strum - Liouville Problems in
eigenfunctions, within the standard equation d  r d ( x)   (q   p) ( x)  0 Eigenvalues and Eigenfunctions"
  Published in
dx  dx 
where p,q and r are given functions of the independent variable x is an International
interval a  x  b. The  is a parameter and  ( x) is the dependent variable. Journal of Trend in
Scientific Research
The method of separation of variable applied to second order liner partial
and Development
differential equations, the equation is known because the Strum-Liouville
(ijtsrd), ISSN: 2456-
differential equation. Which appear in the overall theory of eigenvalues and IJTSRD31721
6470, Volume-4 |
eigenfunctions and eigenfunctions expansions is one of the deepest and
Issue-5, August
richest parts of recent mathematics. These problems are associate with
2020, pp.80-83, URL:
work of J.C.F strum and J.Liouville.
www.ijtsrd.com/papers/ijtsrd31721.pdf
KEYWORDS: Strum-Liouville problem of eigenvalues and eigenfunctions,
eigenvalues and eigenfunctions, orthogonal, weight functions Copyright © 2020 by author(s) and
International Journal of Trend in
Scientific Research and Development
Journal. This is an Open Access article
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by/4.0)
INTRODUCTION
The method of separation of variables utilized within the Which are of the form
solutions of boundary value problems of mathematical d2y dy
physics frequently gives rise so called Strum-Liouville a1 ( x) 2
 a2 ( x)   a3 ( x)    y  0...(1.3)
eigenvalue problems, our attention to small but significant dx dx
fragment of the theory of Strum-Liouville problems and
their solutions. The character of the any spectrum of i.e. two strum Liouville problems we introduce
particular problem will be determined by actually finding  x a2 (t ) 
the eiganvalue. We shall establish the orthogonallity of
r ( x)  exp    dt
eigenfunctions corresponding to distinct eigenvalues,  a1 (t ) 
orthogonal set with regard to weight functions that not a ( x) r ( x)
q( x)  3 r ( x), p ( x)  ...(1.4)
piecewise continuous. a1 ( x) a1 ( x)

1.1. Eigenvalue, Eigenfunction Equation (1.3) we obtain

The value of  , for that the strum-Liouville system (1.1) d  dy 
feature a nontrivial solution are called the eigenvalues,  r   (q   p ) y  0 ...(1.5)
dx  dx 
and thus corresponding solution are called the
eignfunctions.
This is mentioned because the strum-Liouville equation.
1.2. Strum-Liouville system In terms of the operator
The solution of partial differential equation by the method d  d 
L r  q
of separation of variables. dx  dx 
Under separable conditions we’ll transform the second Equation (1.5) are often written as
order homogeneous partial differential equation into
L( y )   p ( x) y  0 ...(1.6)
ordinary differential equation.
a1 x ''  a2 x '  (a3   ) x  0 ...(1.1)
Where  is a parameter independent of x, and p, q and r
b1 y  b2 y  (b3   ) y  0
'' '
...(1.2) are real-valued functions of x.

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To ensure the existence of solution, we let p and q be b

continuous and r be continuously differential during a  p  dx  0

j k ...(1.13)
closed finite interval (a, b). a

1.3. Theorem 1.4. Theorem

Let the coefficients p, q and r within the Strum-Liouville All the eigenvalues are regular strum-Liouville system
with p(x) > 0 are real.
system be continuous in (a, b).Let the eigenfunctions  j
and k , corresponding to j and k , be continuously Proof:
Suppose that there is a complicated eigenvalue
differentiable, then j and k are orthogonal with regard  j    i
to the load function p(x) in (a, b). With eigenfunction  j  u  iv
Proof:
Then, because the coefficient of the equation are real.
Since  j corresponding to j satisfies the strum-
Liouville equation, we’ve The complex conjugate of the eienvalue is also eigenvalue.
d
dx
 r j'    q   j p  j  0 ...(1.7) Thus,there exists an eigenfunction
k  u  iv
For the same reason
Corresponding to the eigenvalue k    i
d
dx
 rk'    q  k p k  0 ...(1.8)

By using the relation (1.12), we have

Multiplying equation (1.7) by k and equation (1.8) by b
2i   p (u 2  v 2 ) dx  0
j, and subtracting we obtain a

 j  k  p jk   j d  rk'   k d  r j' 

dx dx
This implies that  must vanish for p>0 and hence the
eigenvalues are real.

d
dx
 rk'  j  dxd  r j' k
1.5. Theorem
If 1 ( x) and 2 ( x) are any two solutions of
and integrating yields
b L( y )   p( y )  0 on (a, b), then r ( x) w ( x :1 , 2 )  cons tan t
 j  k   p jk dx  r   jk'  'jk 
b
Where w is the wronskian.
a  a

 r (b)  j (b)k' (b)   j' (b)k (b)  Proof:

 r (a)  j (a)k' (a)   j' (a)k (a)  ...(1.9) Since 1 and 2 are solution of
L( y )   p ( y )  0

The right side of which is knows as the boundary term of We have

the Strum-Liouville system. d  d1 
r   (q   p )1  0 ...(1.14)
dx  dx 
The end condition for the eigenfunctions j and k are d  d2 
r   (q   p )2  0 ..(1.15)
dx  dx 
b1 j (b)  b2 (b)  0
j
'

b1k (b)  b2k' (b)  0 Multiplying the equation (1.14) by 2 and the equation
(1.15) by 1 and subtracting, we obtain
Ifb2  0, we multiple the first condition by k (b) and the d  d2  d  d1 
1 r   2  r  0
second condition by  j (b), and subtract to obtain dx  dx  dx  dx 
 j (b)k' (b)   j' (b)k (b)  0 ...(1.10)
Integrating this equation from a to x, we obtain
In a similar manner, if a2  0, we obtain r ( x) 1 ( x)2' ( x)  1' ( x) 2 ( x) 

 j (a) (a)   (a)k (a)  0

' '
...(1.11)  r (a) 1 (a)2' (a)  1' (a) 2 (a)  ...(1.16)
k j

= constant
We see by virtue of (1.10) and (1.11) that
b
This is called Abel’s formula.
 j  k   p jk dx  0 ...(1.12)
a

1.6. Theorem
if  j and k are district eigenvalues, then

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 International Journal of Trend in Scientific Research and Development (IJTSRD) @ www.ijtsrd.com eISSN: 2456-6470
An eigenfunction of normal strum-Liouville system is
unique except for a constant factor.
d
dx
 
r yy '  y y '  p y y (   ) ...(1.23)

Proof: Integrating both sides of (1.23) with respect to x from a to

Let 1 ( x) and 2 ( x) are eigenfunctions corresponding to an b, we get
eigenvalue .
 yy  y y 
b b
' '
 p y1 (   )dx  r
' 2

a
The according to Abel’s formula we have
a

r ( x) w ( x :1 , 2 )  cons tan t r ( x)  0  r (b)  y(b) y (b)  y(b) y (b) 

' '

Where w is the wronskian.  r (a)  y(a) y ' (a)  y(a) y '(a)  ...(1.24)

Thus, if w vanishes at a point in (a, b) it must vanish for all

x  ( a, b)
'
Now (1.21) x y ' (a ) - (1.18) x y (a ) gives
a1  y(a) y ' (a)  y(a) y '(a)   0
Since 1 and 2 satisfy the end condition at x = a, we have
a11 (a)  a21' (a)  0 As a1  0, y(a) y ' (a)  y(a) y '(a)  0

a12 (a)  a22' (a)  0

Similarly y (b) y ' (b)  y (b) y '(b)  0

Since a1 and a2 are not both zero. Hence (1.24) gives

b
1 (a) 1' (a) (   )  p( x) y ( x) dx  0
2

We have  w(a : 1 , 2 )  0
2 (a) 2' (a)
a

Since p ( x)  0 and b  a, the integral in the L.H.S is

Therefore w( x : 1 , 2 )  0 for all x at (a, b), which is a positive.
sufficient condition for the linear dependence of two Hence (   )  0
functions 1 and 2 . Hence 1 ( x ) differs from 2 ( x) only i.e,    (or )  is real
by a constant factor.
1.8. Theorem
1.7. Theorem The eigenfunctions of a strum-Liouville system
The eigenvalues of a strum-Liouville system are real. corresponding to two different eigenvalues are
orthogonal.
Proof:
Let the strum-Liouville system be the second order Proof:
differential equation Let the strum-Liouville system by the second order
d differential equation
(r y ' )  (q   p) y  0 ...(1.17)
dx d
(r y ' )  (q   p) y  0 ...(1.25)
dx
In the interval a  x  b where p, q, r are real functions
and p ( x)  0, together with the boundary conditions. In the interval a  x  b where p, q, r are real functions
a1 y (a)  a2 y (a)  0
'
...(1.18) together with the boundary conditions.
a1 y (a)  a2 y ' (a)  0 ...(1.26)
b1 y (b)  b2 y ' (b)  0 ...(1.19) b1 y (b)  b2 y ' (b)  0 ...(1.27)
then a1, a2, b1 and b2 are real.
We assume that a1, a2, b1, b2 is real while  and y may be
complex. Let y1(x) and y2(x) be two eigenfunctions corresponding to
two different eigenvalues 1 and 2 of 
Taking the complex conjugate (1.17), (1.18) and (1.19) we
have, Then
d
dx
 
r y '  (q   p) y  0 ...(1.20) d
dx
(r y1' )  (q  1 p) y1  0 ...(1.28)

a1 y(a)  a2 y ' (a)  0 ...(1.21) d

(r y2 ' )  (q  2 p) y2  0 ...(1.29)
dx
b1 y(b)  b2 y (b)  0'
...(1.22)
Also
(1.17) x y - (1.20) x y gives a1 y1 (a)  a2 y1' (a)  0 ...(1.30)
d
y (r y ' )  y
dx
d
dx
 
r y '  py y (   )  0 b1 y1 (b)  b2 y1' (b)  0 ...(1.31)

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a1 y2 (a)  a2 y2' (a)  0

b
...(1.32)

Hence p( x) y1 ( x) y2 ( x)dx  0 ...(1.36)
b1 y2 (b)  b2 y2' (b)  0 ...(1.33) a

Then (1.36) shows that y1(x) and y2(x) are orthogonal in

(1.29) x y1 - (1.28) x y2 gives
(a, b) with respect to the load function p(x).
y1 (r y2' )  y2  ry1'   py1 y2 (2  1 )  0
d d
dx dx Conclusion
i.e., d In this article we’ve investigated Strum-Liouvillie
(r y1 y2  ry2 y1' )  py1 y2 (1  2 ) ...(1.34)
'

dx problems in eigenvalues and eigenfunctions, eigenvalue

and special function are discussed. Eigenfunctions
Integrating both sides of (1.34) with respect to x from a to expantion and orthogonality of eigen function are
lustrated.
b
We have, References:

  [1] Takashi Suzuki(1985) on the inverse strum –

b b

 py1 y2 (1  2 )dx  ry1 y2 ry2 y1

' '
Liouville problem of differential for spatilly
a a
symmetric operators-1[Journal of differential
 r (b)  y1 (b) y2 (b)  y2 (b) y (b) 
'
1
'
equations 56,165-194)
 r (a)  y1 (a ) y2 ' (a)  y2 (a ) y1' (a )  ...(1.35) [2] M H Annaby and Z S Mansour Basic strum-Liouville
problems Journal Of Physics A: Mathematical And
' ' General
Now (1.30) x y2 ( a ) - (1.32) x y1 ( a ) gives
[3] Mohammed Al-Refai and Thabet Abdeljawad
a1  y1 (a ) y2 ' (a)  y2 (a) y1' (a)   0
Fundamental Results of Conformable Sturm-Liouville
Eigenvalue Problems [Hindwai Complicity]
As a1  0, y1 (a) y2 ' (a)  y2 (a) y1' (a)  0
[4] Pergrnon (Oxford 1980) strum – liouville invers
Similarly y1 (b) y2 ' (b)  y2 (b) y1' (b)  0 iegenvalue problem[Mechanics today vol-5 281-295]
[5] James ward ruel and ruel c. Churchill brown(1993)
Hence (1.35) gives strum – liouville problem and Applications [Fourier
b series and Boundary value problem]
(1  2 )  p ( x) y1 ( x) y2 ( x)dx  0
a
[6] Dr. M. K. Venkataraman (1992) strum – liouville
system eigenvalues, eigenfunctin [Higher
But 1  2 Mathematics for Engineering and Science]

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