4.

3: The Eigenfunction Expansion Method

In this section we solve the nonhomogeneous problem Ly = f using expansions over the basis of Sturm-Liouville eigenfunctions.
We have seen that Sturm-Liouville eigenvalue problems have the requisite set of orthogonal eigenfunctions. In this section we will
apply the eigenfunction expansion method to solve a particular nonhomogeneous boundary value problem.
Recall that one starts with a nonhomogeneous differential equation

Ly = f ,

where y(x) is to satisfy given homogeneous boundary conditions. The method makes use of the eigenfunctions satisfying the
eigenvalue problem

Lϕn = −λn σ ϕn

subject to the given boundary conditions. Then, one assumes that y(x) can be written as an expansion in the eigenfunctions,
∞

y(x) = ∑ cn ϕn (x),

n=1

and inserts the expansion into the nonhomogeneous equation. This gives
∞ ∞

f (x) = L ( ∑ cn ϕn (x)) = − ∑ cn λn σ(x)ϕn (x).

n=1 n=1

The expansion coefficients are then found by making use of the orthogonality of the eigenfunctions. Namely, we multiply the last
equation by ϕ (x) and integrate. We obtain
m

b ∞ b

∫ f (x)ϕm (x)dx = − ∑ cn λn ∫ ϕn (x)ϕm (x)σ(x)dx.

a n=1 a

Orthogonality yields
b b

2
∫ f (x)ϕm (x)dx = −cm λm ∫ ϕm (x)σ(x)dx.
a a

Solving for c , we have

m

b
∫ f (x)ϕm (x)dx
a
cm = − .
b
2
λm ∫ ϕm (x)σ(x)dx
a

 Example 4.3.1
As an example, we consider the solution of the boundary value problem

′ ′ y 1
(x y ) + = , x ∈ [1, e], (4.3.1)
x x

y(1) = 0 = y(e). (4.3.2)

Solution
This equation is already in self-adjoint form. So, we know that the associated Sturm-Liouville eigenvalue problem has an
orthogonal set of eigenfunctions. We first determine this set. Namely, we need to solve

′ ′ ϕ
(x ϕ ) + = −λσϕ, ϕ(1) = 0 = ϕ(e). (4.3.3)
x

Rearranging the terms and multiplying by x, we have that

2 ′′ ′
x ϕ + x ϕ + (1 + λσx)ϕ = 0.

This is almost an equation of Cauchy-Euler type. Picking the weight function σ(x) = 1

x
, we have

4.3.1 https://math.libretexts.org/@go/page/90258
 2 ′′ ′
x ϕ + x ϕ + (1 + λ)ϕ = 0.

This is easily solved. The characteristic equation is

2
r + (1 + λ) = 0.

One obtains nontrivial solutions of the eigenvalue problem satisfying the boundary conditions when λ > −1 . The solutions are

ϕn (x) = A sin(nπ ln x), n = 1, 2, …

where λ n
2
=n π
2
−1 .
It is often useful to normalize the eigenfunctions. This means that one chooses A so that the norm of each eigenfunction is one.
Thus, we have
e
2
1 =∫ ϕn (x ) σ(x)dx
1
e
1
2
=A ∫ sin(nπ ln x) dx
1
x
1
2
1 2
=A ∫ sin(nπy)dy = A . (4.3.4)
0
2

–
Thus, A = √2 . Several of these eigenfunctions are show in Figure 4.3.1.

–
Figure 4.3.1 : Plots of the first five eigenfunctions, y(x) = √2 sin(nπ ln x).
We now turn towards solving the nonhomogeneous problem, Ly =
1

x
. We first expand the unknown solution in terms of the
eigenfunctions,
∞
–
y(x) = ∑ cn √2 sin(nπ ln x).

n=1

Inserting this solution into the differential equation, we have

∞
1 – 1
= Ly = − ∑ cn λn √2 sin(nπ ln x) .
x x
n=1

4.3.2 https://math.libretexts.org/@go/page/90258
 –
Next, we make use of orthogonality. Multiplying both sides by the eigenfunction ϕm (x) = √2 sin(mπ ln x) and integrating,
gives
e –
– 1 √2
m
λm cm = ∫ √2 sin(mπ ln x) dx = [(−1 ) − 1] .
1
x mπ

Solving for c , we have

m

– m
√2 [(−1 ) − 1]
cm = .
mπ m2 π 2 − 1

Finally, we insert these coefficients into the expansion for y(x). The solution is then
∞ n
2 [(−1 ) − 1]
y(x) = ∑ sin(nπ ln(x)).
2 2
nπ n π −1
n=1

We plot this solution in Figure 4.3.2.

Figure 4.3.2 : Plot of the solution in Example 4.3.1 .

This page titled 4.3: The Eigenfunction Expansion Method is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or
curated by Russell Herman via source content that was edited to the style and standards of the LibreTexts platform.

4.3.3 https://math.libretexts.org/@go/page/90258