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SLExample

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Mik Quiza
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14 views

SLExample

Uploaded by

Mik Quiza
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as PDF, TXT or read online on Scribd
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Example of a Sturm-Liouville Problem

Find the eigenvalues and eigenfunctions of the Sturm-Liouville problem

y 00 − y 0 + λy = 0

y(0) = 0 = y(L).
Solution: To solve the ODE we look at the auxiliary equation

r 2 − r + λ = 0.

It has roots √
1 − 4λ
1±
r= .
2
The type of solutions we get will depend on whether 1 − 4λ is positive,
negative or 0. We consider these three situations separately.
CASE 1: 1 − 4λ = 0. In this case the two roots are r = 21 , 21 . Since we have
repeated roots the solution to the ODE is
1 1
y = c1 e 2 x + c2 xe 2 x .

Plugging in the first boundary condition we see

y(0) = c1 = 0.

Thus c1 = 0. The other boundary condition then gives


1
y(L) = c2 Le 2 L = 0.
1
Since Le 2 L is not zero we can divide by it to see that c2 = 0. Thus the only
solution to the Sturm-Liouville problem we get is the trivial one y = 0. We
ignore these. √
1+ 1−4λ
CASE
√
2: 1 − 4λ > 0. In this case we have two real roots r = 2
and
1− 1−4λ
2
. Thus our solution to the ODE look like
√ √
1+ 1−4λ 1− 1−4λ
x x
y = c1 e 2 + c2 e 2 .

Plugging in the first boundary condition we see

y(0) = c1 + c2 = 0.

So c1 = −c2 . Plugging in the second boundary condition now yields


√ √
1+ 1−4λ 1− 1−4λ
L L
y(L) = c1 (e 2 −e 2 ) = 0.

Since the term in the parenthesis is non-zero (why is it non-zero!) we see


that c1 = 0 and thus c2 = 0. So our only solution in this case is the trivial
one y = 0.
√
4λ−1
CASE 3: 1 − 4λ < 0. In this case we get complex roots r = 21 ± i 2
. So
the solution to the ODE is
√ √
1
x 4λ − 1 1
x 4λ − 1
y = c1 e 2 sin( x) + c2 e 2 cos( x).
2 2
Plugging in the fist boundary condition gives

y(0) = c2 = 0.

So c2 = 0. Now plugging in the second boundary condition gives


√
1
L 4λ − 1
y(L) = c1 e 2 sin( L) = 0.
2
In order not to have a trivial solution we assume c1 6= 0 then this equation
implies √
4λ − 1
sin( L) = 0.
2
Recall the zeros of sin occur at integral multiples of π. Thus to satisfy the
last boundary condition we must have
√
4λ − 1
L = nπ
2
for some integer n (since we are in case 3 we need n > 0). The λ’s that
satisfy this equation are
(2nπ)2 + L2
λn = .
4L2
And the eigenfunction corresponding to λn is
1 nπ
e 2 x sin x.
L

Answer:
(2nπ)2 + L2
eigenvalues λn = for n = 1, 2, . . .
4L2
1 nπ
eigenfunctionsyn = e 2 x sin x for n = 1, 2, . . .
L

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