MATHS 401

Chapter 6

6.2 : Sturm-Liouville Eigenvalue Problems

Introduction :

There are many physical problems arise in the form of boundary value

problems involving second order differention equation which

may be written
as i azcocly t a easy t aocely fact i

Subject to boundary equations this equation could be written in an

operator form by definding the differential operator I

L accost off a.cat od t aolic 21

So one can rewrite the second ordinary differential equation i as

L y f

The Sturm-Liouville equation :

it is a second ordinary differential equation defined as i

do Pat di quota Arena o

The Sturm Liouville operator is defined as

L do Pau d quit

So in operator form the Sturm Liouville equation becomes

Lu Arcata where peas pint goal and red are assumed to be

continuous on asb and pose so real so on a b

• If the interval is nite and these assumptions of the coe cients are
satis es , then the Sturm-Liouville is called regular
• other wise , the Sturm-Liouville is called singular

Boundary Conditions :

The possible boundary conditions that could be satisfied for the

Sturm Liouville are given by
C
y la Czy a o dy b day b 0

For different values of c's and d's one has a speeral type of boundary

conditions for example

Cz dz O Dirichlet boundary condition yeah y lb o

C d 0 Neumonm boundary condition yial y'lb o

if yeas y lb yial y'lb periodic boundary condition

How one can write any second order linear operator in the form of the Sturm-
Liouville operator ?

The second order differention equation in a general form takes the form

azcocly csc a caly sa t solelycool fix

9 toes
y as
ache yin gig you ache

Multiply both sides by Mex

Many cx Man 9 yin Moses

gig you Monty
aux
cat dm
if Moe 9
are ox

Many m Missy's a man 91 you Monty

my
 my man 91 you Monty
Let m pen man
It goes Montag Food

pixly t que you Food od pixly t que you Fed

by solving for Moses from the equation

dm 9c
If Man
It Mac ache
ox In Max I 9,624 ox
aux

ox
man e

Now azcocly ex a caly sa t solelycool fix

if alex a eat then azenly t aocelyeal fix
if alia ta eat then the equation is not of the Sturm Liouville type

Example :
Determine if the following equation is a Sturm-Liouville equation

92cal X ajc x 2x a Get X ajc x a Get

The given equation is not of Sturm Liouville type

To write it on Sturm Liouville type we have to evaluate Mad

dm Moe a
x DM 9
ox doc Moc e x
d are Mex ache

my Man 91 you Monty

xy x
2 you o xy t you o
Some Properties of the eigenvalues and the eigenfunction of Sturm-Liouville
Eigenvalue-Problem :
We know the general form is given
by
do Pat di quota Arena o

The function rex is called the weight function

The eigenvalues funeral Anrectum are real countable ordered

and there is a smallest eigenvalue namely A C A A C

There is no largest eigenvalue as n n

For each eigenvalue In there exist an eigenfunction on with n 1 zeros on a b

The eigenfunctions are orthogonal with respect to the weight function

namely for any two functions fact god the inner product

fax goes fax get real doc o

a
n m
On dm Sam
i n m

Any set of eigenfunctions is complete i.e smooth function can be

any
represented by the generalization Fourier series foul Centners

where fact go s
an
On Gm

Example :
Put the given equations in the Sturm-Liouville form and decide whether the
problem is regular or singular :

1-
 This equation can be written such that xy t by o

od Pat di quota Arena o comparing

8 Pou dy Ay o poet x
quit o rex 1

Since poet o at x o This equation is singular

2-

92cal x ajc x I a Get 2 as x a Get

The given equation is not of Sturm Liouville type

To write it on Sturm Liouville type we have to evaluate Mad

x dm X
Mac 9 9
If ay Mcr ache
dx
f dx Mix e x2

my Man gig you Monty

x'y x
f you o x'y Ax you o

3-

92cal x ascot I a Get I as x a Get

The given equation is not of Sturm Liouville type

To write it on Sturm Liouville type we have to evaluate Mad

Mac 9
x dm 9
set
IM age Mac ache
ox
I da Men
y
my Man gig you Monty
9 9
x
t
y you o
x
t
f you o
 Since pal re x not continuous at
I I are x so

This equation is singular

4-

92cal I I ajc x 2x a Get 2x as x a Get

The given equation is of Sturm Liouville type

8 11 tidy y Axy o pal l X

quit 1 rex x

Since PC111 0 This equation is singular

Example :
Find the eigenvalue and the eigenfunction of :

The only accepted solution is veal c cos tax t ca sin Tax

o o C O V L to Cz sin AL to Ah net A
CIF
uncool Czsin I x n 1,2 are the eigenfunction

To show that these eigenfunctions are orthogonal we evaluate the dot product

sin sin
uncool
Ix umbel
MIX
sin sin dx
un um
of Ix MIX

to
cos
Ix n m cos
Ix ntm

sin sin
I trim Ext trim Ix
m n m

O if n m
 sin
un um
o f I x doc
of 1 cos 2 x dx

x
In sin 2 x oh if n m

The orthogonal set of eigenfunctions is E sin I x

Remark :

Example :
Find the eigenvalue and the eigenfunction of :

x C cos Tax t Cz sin Fx

up c a sin fax t C F cos F
V o to Cz o v L to C A sin Tax o Ah hit
 a
CIT uncool Cncos I x i n 1,2

for the orthogonality Un Um

of cos
Ix cos
MIX dx

E n
n
m to

m o

The orthogonal set of eigenfunctions is E U E E cos

I x

Example :
Find the eigenvalue and the eigenfunction of :

so can conclude that peut dy treat

one do t
quin t u o

if you is a solution in Osx sb with boundary conditions

C
y a Czy a o dy b day b 0

There is a set of solutions yaoi are called the eigenfunction

which depend on A called eigenvalue

The is a set of functions

yaoi are complete

This means that one can write any function as a linear combination

Example :
Find the eigenvalue and the corresponding eigenfunction of the following :
The given equation is a Sturm Liouville equation

pal I
quit o rex I

C a t Czy a 0 C o
Czy 0 Cz O C o
y y o

d yea dzy a 0 d yet day it o dz o d

To find the solution we consider the following cases

A CO

Let A 22 a 0 y dy to

The general solution is given by y c sinh xx Czcosh xx

o o Cz o
y
y at 0 C sinh at o sinhati to c so

That means that there are no nonzero solutions in this case

7 0

The equation becomes y o with general solution y c act ca

o o Cz o
y
IT C
y at 0 C T o to so

That means that there are no nonzero solutions in this case

I 0

Let 7 22 a 0 y t dy to

The general solution is given by y c cos xx casind x

y lo o C so

y at 0 Casino x o Sin NTI 0 XT NT 2 112,3

I x 1,4 9 y Czsin Fax

Example :
Find the eigenvalue and the corresponding eigenfunction of the following :

Example :
Find the eigenvalue and the eigenfunction of the regular Sturm-Liouville
Problem :

A CO

Let 7 22 a 0 3 x Dc to

The general solution is given by x Acoshax BSinha

X'GO Aasinhax Bacosh xx x o o 13 0

Nil X'all Acosha Ax sinha to Alcosha a sinha o A o

That means that there are no nonzero solutions in this case

7 0

The equation becomes x o with general solution x ax b

x o o Xx a o a o b o

That means that there are no nonzero solutions in this case

I 0

Let A p B o x pix to

The general solution is given by X A cospx B sinpx

X'IN Apsinpx Bpcospx
X101 0 13 0

Xii x'in A cost Apsing o Alcosp psinp o ago

 Let A l cosp psinp o
cospepsinp p Yip cotp

The accepted solution is xn x Ancospax n 1.2

Example :
From the previous example , Write f(x) = x(-x) , 0 < x < L by means of the
eigenfunction cos ( βnx )

too
E Ancospnx
An
fact In of x l x1cospnx dx

In In
of cos'Bxdx

of cos'Bxdx of it coszpnx doc Xt

zip sinzpn it zip
sin
B

of xli a cospnx dx using integration by part

U x x du i 2x dx du CosBx dx v sin Bx
B
x x

o
B
sin Bx
o
plz
of l 2x sin Bx die again integration by parts

u I 2x du zone du sin Bx dx v cos

Bx
p

j
t 2x
p of
cospnx cos Bx dx
p B

j
1 2x cos sin Bx
Bx t
pi p
Bz o

1 2x
Ba
cosh
ka t pi sink
cosB
plz t
pi sink
 An 2 sink
B
pls B cosB
2B sinzB
B cosB t 2 sink
An pi 2B sinzB

Finally one can write fac x i x as

B It cosB t 25in Bn
fix 4 cosBx
n
2B sinzB

Example :
Compute the expansion of f(x) = 1 in the orthonormal basis of the
eigenfunctions for the eigenvalue problem of the Sturm-Liouville equation :

The set of eigenfunctions is On E sin I x

text I
E E basin I x E É basin I x

bn
too Gns
a ton ton

fact In i
f sin I x
of sin I x dx

FE of sin I x dx E i cos
I x
j
n even
It cos hit cos o
It C in 1
odd
any i n

In In of sin I x dx
I of i cos 2 x dx

j
normalized
I X ah sin2nF x I L o I
 n even
bn 252c n odd
n

Finally one can write fact I as

four E E TI sin I x E g Ey sin

ni x

Example :
Compute the expansion of f(x) = x in the orthonormal basis of the
eigenfunctions for the eigenvalue problem of the Sturm-Liouville equation :

The set of eigenfunctions is On F U E E cos

I x

text x I got E E ancos I

i
a Fix F f se doo
fi I z

using integration part

by
dx
U x du die du cos
I x v
hi sin
I x

an E it sin
I x
of nt sin I xox
o

an E nt nt cos I x dx
j Flint e m i

Flint
Finally one can write fact I as

foul E Y't E ME n'z sin I f Yi I sin can

É
c 2 x x
Id zn 112
Remark :
For all the previous expansions of the functions , the weight function r(x) = 1

Example :
Show that the set of eigenfunctions { 1 , 2x, -1+4x^2 } is orthogonal with
respect to the weight function r(x) on [ -1 , 1 ]

One has to show that the functions

6 act 1
flail 2x 63124 1 44

are orthogonal namely has to show that

1,6 act Czar x dx o

I facto Czar x dx o
I Cielo Czar x dx o

I act actress dx

I I
2x Fx die 2x i x2 do 11 x o
312 i

f G CieloCzar x dx

X 0 0
tax Fx die Let x cos 0 dx singdo
X
l
I O T
I

I c tacos't sin'tdo
I sin'tdo 4
o
costsin'odo

si
I l cos20100 4
o
a'sinzo do I o
I 4 n l cosya do

sin
I o
t E o

1,62cal actress dx

I 2x 1 4 4 Fx die U 1 x2 du 2xdn
I l 1 41 u

odd
1du o
The Sturm-Liouville eigenvalue r solving Heat wave equation :

The heat flow in a non uniform rod is modeled by the partial diff
q
where the thermal ceofficients c p no
Cp I g ko 31 Q are

functions of x Let us assume that the heat source Q is proportional

to the tempreture u Q Loan

The heat equation may be written ko JI

as
Cp 31 g xu

Assuming that homogenous boundary conditions are specified

the method of separtion of variable may be used to solve the heat

equation if we consider ucx.tl GING t

If gang Gct j ko 064 t G t

g ko 3 064

GING
Cp 01dg Gct G t
g hog a t

Gee fact apba hoda Ip

and A
Gee j act A
apfa j ko x
t
Ip
I ko Ja taken deposit

I ko x adult deposit o

I ko x aloha t Arcadia o

which is the Sturm Liouville of differetial equation

 6.5 : Regular Sturm-Liouville Eigenvalue : Examples

Introduction :
Before involving the solution of boundary value problem , one has to know
what is called "Rayleigh-Quotient". This formula is useful for getting estimates
of eigenvalue problems

We have showed that the eigenvalue value problem may be written as

ton threaten at where l is the Sturm Liouville operater

which is defined as I do part of quit

Lion do pea gin quillon multiply by On

Intone on do pouf quid

The eigenvalue problem i
may be written as

Ondo Pau quit di Ahrendt integration on a b

Ion do
pouf quillon die And redid

oh dox Pc quit did

an
af rendid

Indeed one can not solve this experssion because we don't have On
To simply this experssion let to simplify the integral
us try

Ondo poet In die using integration by part

dh
u
Inca du
dib
ox due do part In v e
p
n
 ponca pl tox
b
Pdn dot
at af pl quit did
an
af rendid
it's important to emphisis that the eigenvalues should be positive so to
b
satisfy the positivity goes so and planed In so
a

To find the smallest eigenvalues such that I s A A C

Let us assume that you is any continuous function

A min
pydt it as pl quay'd
yea
ready on
af
The minimum eigenvalue is obtained when you 6 er which corresponding

to the eigenvalue 1

Example :
Estimate the smallest eigenvalue of the Sturm-Liouville equation :

From the given Sturm Liouville equation one can see that

pact I racist for any function Uncool continuous and

quit o

satisfied the boundary condition could be used to estimate the smallest eigenvalue

u of o u it o
 I
P di o
t
I P gonads
we know a

J
o
radu dn

1
From the boundary conditions the term puff o
g o

dit'd
A Amin
n'do
o

Now one has to choose the function next such that the boundary condition

should be satisfied on the interval o i ucu x x

UC it X X u o so u i I I o X o x 1

so this function could be used to estimate the minimum eigenvalue

dx 2 1 die
2x 1
14
4 Y xx
A Amin
d of a us E
1 3
I Amin 10
1130

Example :
Estimate the smallest eigenvalue of the Sturm-Liouville equation :

From the given Sturm Liouville equation one can see that

pact I
goal o racist for any function Uncool continuous and

satisfied the boundary condition could be used to estimate the smallest eigenvalue

u ol o u it o
 I
P di o I Pl gonads
we know a
radu'd
of
1
From the boundary conditions the term pu dy o
g o
o

A amin
di d

n'do
o

Now one has to choose the function next such that the boundary condition

should be satisfied on the interval coil I I

up axe
X XE o I
Ucsc X o x yz X l
axtb XE E I

1
then the slope
0 14 4
we have i n
i o
42
1 2 a
1 112
you ax b Ix b I b o b 112

you ax tb Ext I
i XE o I
act
Ext z te CE I

so this function could be used to estimate the minimum eigenvalue

4 2 I
112 A

A min
f x dx
fiction
g'capo
o

it
fi xt't'd
b
E Ext t
 A Amin
o
t
E o s ya
42 4160 t 1 12 42 t ly
o E g

5 12 160
A Amin 77
77480

Example :
Determine the sign of the eigenvalue λ for the Sturm-Liouville equation :

The A value are determined from the Rayleigh Quatient form as

Padia t af plot gaily dx

an
ready dx
af
Where
yn are eigenvalues and red is the weight function

From the given Sturm Liouville equation one can see that

pact 1
quit o react I

using the boundary conditions the form of eigenvalue reduce to

Yn oh t Pt d
an I look at the mum of this expression
gf yids

yay j t
f ly'n da ynlilyhcis yncojy.co positive

from the boundary condition yell o you 25107 0

y'co 12
o
glo yoo 70

An 7 o namely no negative eigenvalues are accepted

Example :
If the Sturm-Liouville equation has the eigenvalues λn , Corresponding to the
eigenfunction yn . if the minimum eigenvalue is estimated by using the function
u(x) , then nd the error in estimation

Example : ( Hanging Chain )

We have investigate the Sturm-Liouville theory for second order equations .
Now, we shall investigate this theory by applying it to the oscillations of
changing chain

consider a chain of Lenght L hanging down with one end

fasted at x L The small trersverse osillations of the

chain are described
by the boundary value problem

Ju x 24 O x L t o
Jt g y i

all t too fool

Y lx on
o u x o x

g is the gravitational acceleration

font is the initial displacement

next is the initial velocity

This model of oscillation which described by boundary value problem i

will be solved by using the separation method This method will lead to

Bessel's
equation and the solution will involved a form of Bessel series

Let us consider that the wave function which describe these oscillation is

U x t XIN TIE
 I Tct 81 off Tet

Xox of do Xox II
Xcx Tilt g X X'In TCL X x TCG

Xox TCH gTCt X X'd X x

xx'd
II
x a
y
Xcx

TCH g Tat I TCH STCE I O 12

XX m X x then X X'in X x I'Xcx 0 s

From the boundary condition

u x t X al TIE all t o X LITE X 4 o

Now we solve for T t

TLE A cos Gat B Sin Bat

Now we solve for X x

XX'd X a then o
by comparing this equation with the
Sturm Liouville form one can pick x o
pact qal
So azz K al a I 1 o 0 singular

so one can write this equation on the S L form as

xx A'x o This is a S l with pan K

geo o real

and defined a b o L

Now one can write 3 on the standard form of Bessel's equation for this aim

one has to change thevariable to be 5 26 81 at

 We have

d ds
at

2in
using the derivative on the x part one get
A's x
s
g s d o 2K so parametric equi oforder o

x'y xy Xx p y o yoo o yeol finite

Jp Epix is a solution of Bessel equation

In our case p o Let ai are the positive ith zero of Jo then

s
Xj s Jo Ies These functions are orthogonal on the interval O Ese 2K

with respect to the weight function s two sets of Jo

Consider
Ies Jo Ehs
The orthogonality is defined as
of Jo Ies Jo Ets Sds so j h

while when aj ah of Ies sds Jiffs F 21J a

s Jo Ees Xcel Jo Liza Jo Lif

Remark :
 Now one can write the solution of the oscillation acx t as

Uja t Jo tf Aj cost t where 1 7

É
By considering all the product solutions

also.tl Jo Lif Aj cost t Bjsin Edit

using the initial condition one can find the constants Aj Bj

at t o uh ol foes
I AjJo Lif multiply both sides by Jo Lif

offers Jo Lif da Aj of Jo Lif da

Aj LJ aj

Aj Lying offees Jo Lif dx

To determine Bj we use the condition x on x

Y Jo Lif Aj cost t Bj sine It

It Jo tf Ajr sin I fit Bjp cost t

at t o uh ol van
E Bjp I Jo tf

of Jo tf via Bjp of J5 of Bjp LJ a

Bj J.la

Bj gflag
of've Jo dir die

Example :
A chain of length 1 meter is hanging from one end , if g = 9.8 m/s^2 and the
chain is left to vibrate freely , determine the motion of the chain
From our previous example also.tl Jo Lif Aj cost t Bj sin E I t

Aj Lyle offees Jo Lif doc

Bj gflag
of've Jo tf die

in this example the chain is left to vibrate freely this means that the

initial velocity vent so therefor Bj 0

also.tl Jo Lif Aj cost t

Aj step of tooJo tif da t

o
55 Jo tf da