Sturm Liouville Problem

1
1) 1) D.E.2) D.E. B.V.P.
2) [ Textbook 3]
(i) Linear first-order equation: y 'ky 0 , k is a constant.
General solution:

y c1e kx

(ii) Linear second-order equation: y"y 0 , 0 .

y c1 cos x c 2 sin x

General solution:

(iii) Linear second-order equation: y"y 0, 0 .

The general solution of this differential equation has two real forms.
General solution:
y c1 cosh x c 2 sinh x
y c1e

c2 e

It should be noted that often in practice the exponential form is used when the domain of
x is an infinite or semi-infinite interval* and the hyperbolic form is used when the
domain of is a finite interval.
(iv) Cauchy-Euler equation: x 2 y" xy '2 y 0
General solution:
0 : y c1 x c 2 x
0 : y c1 c 2 ln x
(v) Parametric Bessel equation: x 2 y" xy '(2 x 2 n 2 ) y 0, n 0, 1, 2, ...

General solution:
y c1 J n (x) c 2Yn (x)
It is important that you recognize Bessel differential equation when n 0 :
xy" y '2 xy 0
General solution:
y c1 J 0 (x) c 2Y0 (x)
Recall that Yn (x)

as x 0 .

(vi) Legendres differential equation: (1 x 2 ) y"2 xy ' n(n 1) y 0, n 0, 1, 2, ...

Particular solutions are the Legendre polynomials
y Pn (x),
where
1

y P0 ( x) 1,

y P2 ( x)

y P1 ( x) x,

1
(3 x 2 1),
2

2
D.E.: y + y = 0
B.C.:
y(0) = 0y (L) = 0
<Sol> = 0 < 0 > 0 :
Ex: B.V.P.

(1) = 0 y + y = 0 y = 0
y = c1 x + c2
B.C. c1 = c2 = 0 Trivial Solution: y = 0
(2) < 0 y = c1 cosh x + c2 sinh x
B.C.: y (0) = 0 c1 = 0y = c2 sinh x
B.C.: y (L) = 0 0 = c2 sinh L sinh L 0 c2 =

0y = 0
(3) > 0 y = c1 cos x + c2 sin x
B.C.: y (0) = 0 c1 = 0y = c2 sin x
B.C.: y (L) = 0 0 = c2 sin L

..

c2 = 0 Trivial Solution sin L = 0

(1)
..

(2)

n
n = 1, 2, 3, [ n 0]
L2
n
n
y = c2 sin(
x ) D.E.{sin(
x ) n =
L
L
1, 2, 3, }[0, L]
(2) L = n =

**

Eigenvalue and Eigenfunction []

n 2 2
n = 1, 2, 3, ... [Characteristic Value]
L2
[Eigenvalue]
=

y = sin(

n
x ) [Characteristic Function]
L

[Eigenfunction]

Ex. B.V.P. :

D.E.:
B.C.:

<Sol> Eigenvalue: =

y+ y = 0
y (0) = 0y (L) = 0

n 2 2
n = 0, 1, 2, 3, ...
L2

Eigenfunction : y = c1 cos(

** { cos(

n
x ) c1 0
L

n
x ) n = 0, 1, 2, 3, ... }[0, L]
L

H.W. B.V.P y+ y = 0 y (0) = 0y ( ) = 0

[79 ] [80 ] [85 ] [86 ]
2

2n 1
n =
<Ans>
n = 0, 1, 2, 3, ...
2
2n 1
yn (x) = sin
x
2
H.W. B.V.P.

y+ y = 0y (0) = y (2 ) = 0 [78 ]

n =

<Ans>

n2
n = 0, 1, 2, 3, ...
4

yn = cos

H.W. B.V.P.

nx
2

y+ y = 0y (1) = y (1)y(1) = y (1) [85 ]

n = (n ) 2 n = 0, 1, 2, 3, ...

<Ans>

yn = An cos n x + Bn sin n x
H.W. B.V.P.

y + 4y + ( +1)y = 0y(0) = y (1) = 0 [73 ]

<Ans>

1
n 3 = tan n 3 n > 3
2

yn = e2xsin ( n 3 x)

H.W.

1 d 2 dy
x
= n (n +1)n
y ( x ) dx dx

(1) y (1) = y ( ) = 0 D.E.

(2) y (0) = 1y (1) = D.E.
<Ans>

(1) y = x (n + 1)
(2)
3

[81 ]

H.W. n a < x < aa y (a) = 1

x2
<Ans>

d2y
dy
2 x n( n 1) y 0 < y <
2
dx
dx

[82 ]

yn = a n x n

H.W. B.V.P.

y + 2 y + y = 0 y (0) = y (1) = 0

<Ans>

n = 1+ (n ) 2

[81 ]

yn = cn e x sin n x
H.W. B.V.P. (xy ) +
<Ans>

y
= 0y (1) = 0y (e) = 0 [85 ]
x

n = (n ) 2

y n (x) = cn sin n t = cn sin(n ln x )

H.W. B.V.P ( x 1 y ) + ( + 1) x 3 y = 0y (1) = 0y (e) = 0
<Ans>

[86 ]

n = (n ) 2 n = 0, 1, 2, 3, ...

yn (x) = cn et sin n t = cn x sin (n ln x )

H.W. B.V.P.
<Ans>

y 4 y + 4 2 y = 0y (0) = 0y (1) + y (0) = 0

n = 1

yn = cxe 2 x

3 - [Sturm-Liouville ProblemSLP]

-Regular Sturm-Liouville Problem

Two-point

D.E.: dx r x y q x p x y 0 ................... 1

y a 1 y a 0
B.C.: 1
................... 2 Homogemeous B.C.

y
b

y
b
0

2
2

Regular Sturm-Liouville ProblemS.L.P.

pqr r a, b
x a, b, r x 0, p x 0 1 , 2 , 1 , 2
4

 1 1 2 2

1 D.E. Trivial Solution y = 0

Regular S.L.P.
1) 1 2 3
n n

...... n ...

2) Nonzero Multiples
3) Linearly Independent
4) [a, b] p x
<p.f.> y m , y n m , n

d
r x ym qx m px ym 0
dx
d
r x yn qx n px yn 0
dx

.........

..........

B.C.

1 ym a 1 ym a 0

.................... 3

1 yn a 1 yn a 0

.................... 4

2 ym b 2 ym b 0

..................... 5

2 yn b 2 yn b 0

..................... 6

(1) y n 2 y m

m n px y m y n

ym

d
r x y n y n d r x y m
dx
dx

x a x b
b

m n a p x ym yn dx
r b ym b yn b yn b ym b r a ym a yn a yn a ym a ............... 7
1, 1 2 , 2 3

45

ym ( a ) yn ( a ) yn ( a ) y m ( a ) 0

..................

(8)

ym (b) yn (b) yn (b) y m (b) 0

...................

(9)

(8)(9)(7)
5

a p( x ) y

yn dx 0

m n

..................

(10)

D . E . : y y 0

B . C . : y (0) 0, y (1) y (1) 0

<Sol> Regular S.L.P. r ( x ) 1 q( x ) 0 p( x ) 1 1 1 1 0 2 1
2 1
Ex. B.V.P.:

0 Eigenvalue n xn2 xn tan x x 0 n = 1, 2, 3, ...

Eigenfunction y sin n x n = 1, 2, 3, ...

sin n x, n 1, 2, 3, ...... p( x ) 1 0, 1
xn2 0 tan x x 0 D.E. Trivial Solution y 0 =

0 Eigenvalue < 0 Eigenvalue

Ex.

B.V.P. y 2 y (1 2 ) y 0 y (0) y ( ) 0
w( x ) e 2 x

86

<Sol> n yn cn e x sin nx

w( x ) yn ym dx 0 n m

H.W. B.V.P. y 4 y y 0 y (0) 0 y ( ) 0 87

2

2n 1
<Ans> n
4
2
2n 1
x n = 0, 1, 2, 3, ...
yn cn sin
2

H.W. B.V.P. y 4y 42 y 0 y (1) 0 y ( 2) 2 y ( 2) 0

1
1
<Ans> 1 2
2
4

87
1

1 y c2 xe x 2 y c2 ( 3 x )e 2
H.W. Sturm-Liouville Problem
71 71
85

-Periodic Sturm-Liouville Problem

r ( x ) 0 p( x) 0 a x b Two-Point

d
[ r ( x ) y ] + [ q( x ) p( x ) ] y = 0 ............. (1)
dx
B.C. y ( a ) y (b) y ( a ) y (b)
..............
(2)

D.E.

Periodic S.L.P.

x
D . E . : y y 0,
Ex. B.V.P.:
B . C . : y ( ) y ( ), y ( ) y ( )
<Sol> 0 > 0 < 0
i) 0 Eigenvalue 0 Eigenfuction y b b
ii) > 0
y a cos x + b sin x

B.C. y ( ) y ( )

.....................

2b sin( ) = 0

(1)

.....................

B.C. y ( ) y ( ) 2a sin( ) = 0

(2)

.....................

(3)

> 0 (2)(3)
a sin

= b sin = 0

....................

(4)

sin 0 a = b = 0 Trivial Solution y = 0

sin = 0 a b
Eigenvalue = n 2 n = 1, 2, 3, ...
....................
(5)
Eigenfunction
yn ( x ) = a n cos(nx) + bn sin(nx)
....................
(6)
a n bn

iii) < 0
y = ae

+ be

....................

B.C.

y ( ) = y ( )

B.C.

ae x + be = ae
y ( ) = y ( )

ae

be

+ be

(7)

....................

= ae

(8)

be

(8) a = b (9)

2 ae

= 2 ae

> 0
7

....................

(10)

...........

(9)

ae ae

(11).
a = 0 b = 0 Trivial Solution [
Periodic S.L.P. Eigenvalue]
H.W. D.E. (1 x 2 ) y '' xy ' y 0, x [1, 1]
(1) D.E. RegularPeriodic Singular S.L.P.
(2) D.E. S.L. Form
(3) D.E. Eigenfunction n ( x)

[87 ]

<Ans>

(1) D.E. Singular Sturm-Liouville Problem

(2)

1 x y'
2

y 0
2
1

(3) [1, 1] n (x) p( x )

1 x

1 p( x )m ( x )n ( x )dx 0 , m n
H.W. B.V.P. y '' y 0,
<Ans> 0

y (0) y ( L),

2n
y0 1 ; n

H.W. B.V.P. y '' y 0,

y '( L) y '(0)

yn An cos

y ( 3 ) y (3 ),

[87 ]
2 nx
2 nx
Bn sin
L
L

y '( 3 ) y (3 )

[85 ]

<Ans>

(1) 0 0 y0 c0 constant

(2) n

n2
n = 123
p

(3)

nx
nx
yn An cos Bn sin
3
3

- [Singular Sturm-Liouville Problem]

r (x) > 0 p(x) > 0 a < x < b Two-point B.V.P. D.E.
d
r ( x) y q( x) p( x)y 0 (1)
dx
B.C. Singular S.L.P.
1) r (a) 0 B.C.

2 y (b) 2 y (b) 0 ..

(2)

2 , 2 D.E. x a Bounded
8

2) r (b) 0 B.C.

1 y (a) 1 y (a) 0

(3)

1 , 1 11 0 D.E. x b bounded
3) r (a) r (b) 0 x a x b B.C.D.E. a, b

Bounded
Ex. Sturm-Liouville Problem ( xy )
<Sol> D.E

y 0 y (1) y (e) 0

x 2 y xy y 0

Eq. m 2 0
1) 0 y c1 ln x c 2
c1 c 2 0

y0

Trivial Sol.

2) 0 y c1 x

c2 x

c1 c 2 0

y0

3) 0

..

Trivial Sol.

y c1 cos( ln x) c 2 sin( ln x)
c1 0 c 2 sin = 0

(k ) 2 k 1, 2, 3,

Eigenvalues!

Ex. S.L.P. y y 0 y (0) y (0) 0 y (1) 0

<Sol> 1) 0 y c1e

c2 e

c1 c 2 0
y 0 ..

2) 0 y c1 c 2 x

c1 c 2

y 0 ( x) c1 (1 x)

Trivial Sol.

Eigenfunction! (n = 0 CASE)

3) 0 y c1 cos x c 2 sin x

c1 c 2 0

c1 cos c 2 sin 0

tan

..

(1)
9

Eigenualue n (1) n

yn A[sin n x n x ], n 1, A 0

Eigenfunctions

(2n 1) 2
n 1
4

Self-Adjoint Form
Sturm-Liouville Form

d
r x y q x p x y 0
dx
Self-Adjoint Form

------------

(1)

(1) D.E.

y R ( x ) y Q x P( x ) y 0

R ( x ) dx

------------

------------

(2)

(3)

(2)(1)
r ( x) e

R ( x ) dx

------------

q ( x ) Q ( x )e

R ( x ) dx

p ( x ) P ( x )e

R ( x ) dx

(4)

Q( x)r ( x)

------------

(5)

P( x )r( x )

------------

(6)

(2) D.E.
a ( x) y b( x) y c( x) d ( x)y 0

1 b a dx
e
F ( x)
a( x )

------------

(7)

------------

(8)

(7)(1)
r ( x) a ( x) F ( x)
-----------(9)

q( x )

c( x )
r ( x ) c( x ) F ( x )
a( x )

p( x )

d ( x)
r( x ) d ( x )F ( x )
a( x )

-----------------------

(10)
(11)

** D.E. [(1)(2)(7)]a, b

** B.V.P. = D.E. + B.C. [ x a x b ]

** I.V.P. = D.E. + I.C. [] B.V.P.B.V.P.

10

Ex.

D.E. y

<Sol> R( x)

2
y x 2 x y 0 Self-Adjoint Form
x

2
Q( x) x 2 P(x) = x
x
2

r (x) = e

x dx

x2

q( x) Q( x)r ( x) x 4 p(x) = P(x) r (x) = x3

D.E.

d 2
x y x 4 x 3 y 0
dx

Ex. Bessel Equation x 2 y xy (2 x 2 n 2 ) y 0 n = 0123 Self-Adjoint

Form
<Sol> a( x ) x 2 , b( x ) x, c( x ) n 2 , d ( x ) x 2 [ 2 ]
1 b / a dx 1
F ( x)
e

a( x )
x

r (x) = a (x) F (x) = x

q (x) = c (x) F (x)=

n2
x

p ( x) d ( x) F ( x) x
D.E. Self-Adjoint Form
2
d
n2

xy x y 0
dx
x

(1) Bessel D.E.

c1 J n x c 2Yn x
(2) x = 0 r (x) = 0 J n x Yn x J n x x 0 Bounded

x = b B.C.
2 J n b 2 J n b 0
Chain Rule
d
J n x Jnb 2 2 0 B.C. xi i b
dx
Eigenvalue i xi b i 1, 2, 3, ...
(3) J n i x , i 1, 2, 3, ... [0, b] p (x) = x

x J x J x dx 0
b

i , i 1, 2, 3, ... B.C. Eigenvalues

11

Ex. Legendre D.E. 1 x 2 y 2 xy nn 1 y 0, n 0, 1, 2, ...... Self-Adjoint

Form
<Sol> a( x ) 1 x 2 ,

F ( x)

b( x ) 2 x,

1 b a dx
e
1
a( x )

c( x ) 0,

d ( x) 1

[** nn 1 ]

r ( x) a ( x) F ( x) 1 x 2
q ( x) c( x) F ( x) 0
p ( x) d ( x) F ( x) 1
Self-Adjoint Form

d
1 x 2 y nn 1 y 0
dx
(1) Legendre D.E.
Pn ( x ), n 0, 1, 2, ......

(2) r 1 r 1 0 x 1 x = 1 B.C.
(3) Pn ( x ),
1

n 0, 1, 2, ...... [11] p (x) =1

Pm ( x) Pn ( x)dx 0 m n

H.W. D.E. x 2 y xy y 0 Self-Adjoint Form Sturm-Liouville

<Ans> r (x) = x q (x) = 0 p (x) =

1
x

[77 ]

4 [Bessel and Legendre Series]

- [Fourier-Bessel Series]

[A]

(1) Bessel D.E. x 2 y" xy ( 2 x 2 n 2 ) 0 n012

2
d
n2
xy x y 0 n012
dx
x

y c 1 J n (x) c 2Yn x

-----------

(2)

(2)

d n
x J n x x n J n 1 x
dx

----------12

(3)

-----------

(1)

d n
x J n x x n J n 1 x
----------(4)
dx
(3) [0, b] r (0) = 0 B.C.
2 J n b 2 J n b 0
-----------(5)

i B.C. Eigenvalue J n i x , i 1, 2, 3,
p (x) = x

x J x J x dx 0
b

i j

------------

(6)

(4) (0b) f (x)

f x ci J n i x

------------

(7)

i 1

x J x f ( x)dx

x J x dx
b

ci

2
n

------------

(8)

f (x) Fourier-Bessel Series [F.B.S.]

(5) [Square Norm]
J n i x

xJ n 2 i x dx Eigenvalue i
0

y J n x (1) 2xy
d
xy2 2 x 2 n 2 d y 2 0
dx
dx
x = 0 x = b
22 xy 2 dx [ xy ]2 ( 2 x 2 n 2 ) y 2
b

y J n x n > J n 0 0 n = 0 x = 0
xy 2 x 2 y 2
2

22 x J n2 ( x )dx 2b 2 J n b 2 b2 n 2 J n b
b

------------

(9)

[ y J n ( x ) ](9) B.C.
[CASE I]:
2 = 1 2 0 B.C.
J n b 0 10
xi Eigenvalue i xi / b J n 0 0

n 1, 2, 3, ... J 0 0 1 n 0 [ 0

n = 123 Trivial Function n = 0 0 (10)]

13

(4)
x J n x n J n x x J n 1 x ...............

11

(9)(10)

J n i x
2

b2 2
J n 1 i b
2

12

[CASE II]:
2 = h 0 2 b(5) B.C.
hJ n b bJ n b 0 13
n = 123(13) xi i xi / b

0 n = 123(9)
i b J n i b h J n i b 14
J n i x Square Norm

J n i x
2

i2b 2 n 2 h 2 2
J n i b
2 i2

15

[CASE III]:
(13)h = 0 n = 0 i

J 0 b 0

16

0 (4) n = 0

J 0 b 0

J 1 b 0

17

x1 0 J 0 0 1 1 0 (15)
h 0 n 0 1 0 Square Nom Square Nom

b2
1 xd x
18
0
2
i 0, (15)h 0, n 0,
b

J 0 i x
[B]

b2 2
J 0 i b
2

19

- [Fourier-Bassel Series]
(0b) f x Fourier-Bassel Series :

(1)

f x ci J n i x

20

i 1

ci

2
2

b J

2
n 1

x J x f x dx
b
b

i:
J n b 0

22
14

21

(2)

f x ci J n i x

23

i 1

ci

2i2

2 2
i

n 2 h 2 J n2 i b

0 xJ n i x f x dx

24

i:

i hJ n b bJ n b 25

f x c1 ci J 0 i x

(3)

26

i 2

c1
ci

2
b2

x f x dx
b

b2 J o 2 b 0

x f x dx

27
28

i:
J 0 b 0

29

H.W. f x x 3 0 < x < 1 f x Bessel J 3 ( x ) Fourier-Bessel

[73]

f x An J 3 n x An

<Ans>

f x , J 3 N x
J 3 n x

n 2

n J 4 n

[C] - [Convergence of Fourier-Bessel Series]

(0b) f f f - f

f x f

f x f x

-[Fourier-Legendre Series]

[A]
1. Legendre D.E.

(1 x 2 ) y"2 xy ' n( n 1) y 0, n 0, 1, 2, ......

Self-adjoint Form:
d [(1 x 2 ) y ] n( n 1) y 0, n 0, 1, 2, ......
dx

15

(1)

(2)

y Pn (x ) , n 0, 1, 2, ......

(3)

2.
nPn ( x ) xPn( x ) Pn1 ( x ) 0 , n 0, 1, 2, 3, .....

(4)

1 [ P ( x ) P ( x )] , n 0, 1, 2, 3, .....
n 1
2n 1 n 1

Pn ( x )

(5)

Pn 1 ( x ) 2n 1 xPn ( x ) n Pn 1 ( x ) , n 0, 1, 2, 3, .....
n 1
n 1

(6)

3. [1, 1] r (1) = r (1) = 0 B.C.

4. Legendre Polynomial { Pn ( x ), n 0, 1, 2, ......} [1, 1] p(x) = 1

Pm ( x ) Pn ( x )dx 0 m n

Pn ( x ) Pn ( x )dx
2

5.

H.W. f ( x ) x ,
<Ans>

(7)
2
2n 1

(8)

x 1 f (x) Fourier Legendre [85 ]

f ( x ) 12 P0 ( x ) 85 P2 ( x ) 163 P4 ( x )

H.W. f ( x) x 3 2 x 2 2 f ( x ) cn Pn ( x ) Pn (x ) Legendre Polynomial

n 0

c0 , c1 = ?
<Ans> c0 3, c1 53

[86 ]

[B] -[Fourier Legendre Series]

(1, 1) f (x) Fourier Legendre Series

f ( x ) cn Pn ( x )

...

(9)

n 0

cn

1
2 n 1
2
1

f ( x ) Pn ( x )dx

...

(10)

** Fourier Legendre Series

x cos d x sin d (9)(10)

f ( ) cn Pn (cos )

...

(11)

n 0

cn 2n 1 F ( ) Pn (cos ) sin d
2 0

f (cos ) F ( )
16

...

(12)

[C] Fourier-Legendre Series

f f ' (1, 1)(9) Fourier-Legendre Series

f (x) [ f ( x ) f ( x ) ]/2
0 ,1 x 0
Ex. f (x)
Fourier-Legendre Series
1 , 0 x 1
n
<Sol> Legendre Polynomial Rodrigues Formula Pn ( x ) n1 d n [( x 2 1) n ]
2 n! dx

P0 ( x ) 1

P1 ( x ) x
P2 ( x ) 12 (3x 2 1)
P3 ( x ) 12 (5 x 3 3x )
P4 ( x ) 81 (35 x 4 30 x 2 3)
P5 ( x ) 81 (63x 5 70 x 3 15 x )
(10)

1 1
1 1
1

(
)
(
)
1 1dx
f
x
P
x
dx
0

2 1
2 0
2
3 1
3 1
3
c1 f ( x ) P1 ( x )dx 1 xdx
2 1
2 0
4
7 1
7 1 1
7
c3 f ( x ) P3 ( x )dx 1 (5 x 3 3 x )dx
2 1
2 0 2
16
1
1
9
9
1
c4 f ( x ) P4 ( x )dx 1 (35 x 4 30 x 2 3)dx 0
2 1
2 0 8
11 1
11 1 1
11
c5 f ( x ) P5 ( x )dx 1 (63 x 5 70 x 3 15 x )dx
2 1
2 0 8
32
c0

11
f ( x ) 12 P0 ( x ) 43 P1 ( x ) 167 P3 ( x ) 32
P5 ( x ) .........

H.W. f ( x ) x 3 , 1 x 1 f (x) Fourier Legendre

[78 ]
<Ans>
f ( x ) 53 P1 ( x ) 25 P3 ( x )
H.W. f ( x) x 2 ,1 x 1
<Ans>
f ( x ) 13 P0 ( x ) 23 P2 ( x )

17

[Solutions of Nonhomogeneous B.V.P.]

The Method of Eigenfunction Expansion

B.V.P.
d

D.E.: dx [r ( x) w] q( x) w f ( x), x (a, b) ................. (1)

w(a) 1w(a) 0 ............... (2a)

B.C.: 1

2 w(b) 2 w(b) 0 ............... (2b)

1) B.V.P. Sturm-Liouville Problem
d

D.E.: dx [r ( x) y] [q ( x) p( x)] y 0, x [a, b] .............. (3)

y (a) 1 y(a) 0 ............... (4a)

B.C.: 1

2 y (b) 2 y(b) 0 ............... (4b)

r ( x ) 0, p( x ) 0, x [a, b] y ( x ), r ( x ), q( x ), p( x )
* p(x) Eigenfunction(3)(4)
p(x) Eigenfunction { yn }
2) (1)(2)(3)(4) Eigenfunction

w ( x ) cn y n

..

(5)

n 1

3) (1) y (3)( w)
y[ rw] w[ ry ] f y wpy

x = a x = b
b

[ yrw |ba rwy dx ] [ wry |ba rwy dx ] ( f y pwy )dx

b

r (b)[ y (b)w(b) y (b)w(b)] r( a )[ w( a ) y ( a ) w( a ) y ( a )] ( f y pwy )dx ............ (6)

a

0
0
(2)(4) 1 1 0, 2 2 0
n , y yn (6)
b

n pwyn dx f yn dx ............. (7)

Fourier Series
b

cn

pwy dx

py dx
n

2
n

(8)

18

(7)(8)
cn

f y n dx
b

n pyn2 dx

(9)

Eigenfunction yn p(x) Orthonormal

Eigenvalue n (9)
1 b
cn f yn dx
.
(10)

B.V.P.

1 b
w( x ) [ f y n dx ] yn ( x )
n 1

(11)

* B.V.P.
(3)(4) Sturm-Liouville Problem Eigenvalue n

f (t ) y n (t )dt 0

...

(12)

(1)(2) B.V.P.
Ex. B.V.P.
1
1

D . E . : ( xw) w
..................
x
x

B . C . : w(1) w( e)

(13)

<sol> (1) Eigenfunction Expansion p( x ) q( x ) f ( x )

Sturm-Liouville problem
1
( xy )
y 0,
y (1) y ( e) 0
x

.....................

p.9 (14) * 1
1 n *n n 2 2 , n 1, 2, 3, ......

n n 2 2 1
.....................
(15)

yn A sin( n ln x )
......................
(16)
n
u n ln x du
dx
x
e

1 x sin

( n ln x )dx

1
n

sin 2 udu
n

u cos u sin u

2n
0
1

2
19

(14)

 A 2 (9)
cn
cn

n 1

2
sin( n ln x )dx
x
e

2 1

cos( n ln x )
n n
1

n even
0,

2 2
n ( n 2 2 1) , n odd

(11)
sin[(2n 1) ln x ]
3
n 0 [( 2n 1) ] [( 2 n 1) ]

w ( x ) 4

H.W. 1 B.V.P. y y x,

(17)

y (0) y ( ) 0

<Ans> [ x sin xdx 0 ]

0

H.W. 2 B.V.P. y 4 y x 2 ,

y (0) y (1) 0

2n 1
)]
2n 1
2
<Ans> y ( x ) 4
sin
x
2n 1 3 2n 1 2
2

n 1 (

) [(
) 1]
4
2

[1 ( 1) n (

H.W. 3 B.V.P. ( xy )

3
1
y sin(ln x ),
x
x

<Ans> y ( x ) 2(ln 2) 2 sin(ln 2)

n 1

y (1) y ( 2) 0

( 1) n

n
sin
ln x
2
2
2
2
[3(ln 2) ( n ) ][(ln 2) ( n ) ]
ln 2

H.W. 4 B.V.P. y 2 y cos x , y (0) y (1) 0

( 1) 2 cos1 1 n
sin n x #
<Ans.> y ( x ) 2 2
2 2
n 1 ( n 1)( n 2)

H.W. 5 Consider the nonhomogeneous equation for spring-mass system: x

A sin t

k
A
x sin t , where
m
m

is an external periodic force. Suppose that the object m is at its equilibrium

20

position initially and when t = 1 second. Using the method of eigenfunction expansions,
find a solution to the nonhomogeneous value problem.
<Ans.> x(t )
(1)
n n 1, 2, 3, (3) cos n (1) n

(2)

2 A sin
(1) n n
x(t )
sin nt
(6) . #

2
2 2
k
n 1 n ( n )
n n 1, 2, 3, (3)
A
A sin nt
sin nt
x p (t )
(7) . #
kn
k mn 2 2

k mn 2 2
k mn 2 2 D.E. Eigenvalue
mn 2 2
mn 2 2
1
1 11 0
k
mn 2 2
H.W. 6 Using the method of eigenfunction expansions, solve the given nonhomogeneous
boundary value problem:

( xy ) y / x ln x,
<Ans.> yn

y (1) y ( e2 ) 0

( 1)n 2 e2 ( 1)n e2 1

n
cos ln x #

4
2
2
( n 4)
n1 n 16
2

16

* (1)(2) Greens Solution

b

w( x ) k ( x, t ) f (t )dt (18)
a

(11) x t
b

w( x ) [
a

n 1

y n (t ) y n ( x )

] f (t )dt

[Greens function] K(x, t)

y (t ) y n ( x )
K ( x, t ) n
..
n 1

(19)

(20)

D.E.
1.) D.E.
1
a x u b x u c x u F x , x
, a x b x c x
2.) (1)
x b
1
d 2

a x a

21

p x e

a d

q x

c x
p x 4
a x

f x

F x
p x 5
a x

(1) D.E.
d
du
p x q x u f x

dx
dx
Self-Adjoint Form , p x
q(x) f (x)
3.) D.E.
d
dv
p x q x v 0

dx
dx

v1 x v2 x (7)(7)
v x c1v1 x c 2 v 2 x 8

c1c2 v1 x v2 x ,
4.)
w x v1 x v2 f d v2 x v1 f d
x

v1 v 2 Bounded

(9)
w' x v1 x v2 f d v2 x v1 f d
x

v1 x v2 x f x v2 x v1 x f x

10

v1 x v2 f d v2 x v1 f d
x

p(x) x
d
dw d
dv
d
dv
px
p x 1 v2 fd p x 2 v1 fd

dx
dx dx
dx
dx
dx
p x v1 x v2 x v2 x v1 x f x
qw p x v1 x v2 x v1 x v2 x f x

(7)
d
px v1x v2 x v1 x v2 x d pv1 v2 d pv2 v1 p1v1v2 pv2 v1 0
dx
dx
dx

22

11

p x v1 x v2 x v1 x v2 x k

12

(11) w(x) D.E.:

d
dw
13
p x q x w kf x

dx
dx
x v1 v 2 Bounded
w w 0

14

(13) k (6)
w
15

k
(9) w (12) k
u

u x R x, f d
x

R x,

v1 x v2 v2 x v1
p x v1 x v2 x v1 x v2 x

16

17

(6)(13)(14)~(16)(16) I.V.P.

d du
q x u f x , x
p

D . E . :
dx dx

I . C . : u u 0
18b

18a

(17) R x, R x, x
(7) D.E. R x, R , x
5.) R x, I.V.P.
d
dR

D . E . : dx p x dx q( x ) R 0, x

R x 0
19b

I.C. :
dR
1

19c

dx
p

(19a )

R x, [Disturbance] u [Influence]
R(x, ) Influence Function One-Side Greens Function
6) I.C. u( ) 0 and or u( ) 0 (7)
(16)(18) I.V.P
x

u( x ) R( x, ) f ( )d c1v1 ( x ) c2 v2 ( x )

23

( 20)

 x 0 v1 ( x ), v1( x ), v2 ( x ), v2 ( x )
D . E . : u u f ( x ), x 0
Ex. I.V.P. :
I . C . : u(0) u(0) 0
<Sol> Influence Function R x, V.I.P.:

D . E . :

I . C . :

d 2R
R 0, x
dx 2
R x 0
dR
dx

D . E . p( x ) 1

R( x, ) sin( x )

I.V.P.
I.V.P.

u ( x)

f ( ) sin( x )d

D.E. : u u f ( x ), x 0
Ex. I.V.P. :
I.C. : u(0) 1, u(0) 1
<Sol> R( x, ) sin x ,
x

u ( x) f ( ) sin( x )d c sin x c 2 cos x

0

I . C . : u(0) c2 1, u(0) c1 1

u ( x) f ( ) sin( x )d sin x cos x

0

** < x u(x) x f ( )

24