MSO 203b

Assignment-03

October 29, 2012.

1. For the Sturm-Liouville (S-L) problem d dy dx p(x) dx + r(x)y + q(x)y = 0 x (a, b) c1 y(a) + c2 y (a) = 0. c2 + c2 > 0 1 2 d1 y(b) + d2 y (b) = 0 d2 + d2 > 0 1 2 such that the separated boundary conditions are regular, show that, for a xed eigenvalue , the space of eigenfunctions is one dimensional.

Solution: Let y1 and y2 be eigenfunctions corresponding to an eigenvalue . Then and d dx d dx p(x) dy1 dx dy2 dx r(x)y1 (x) = q(x)y1

p(x)

r(x)y2 (x) = q(x)y2

Multiplying rst equation by y2 and the second by y1 , and subtracting we get (p(x)y2 ) y1 (p(x)y1 ) y2 = 0 (p(x)W (y1 , y2 )) = 0 where W is the Wronskian, W (y1 , y2 )(x0 ) = y1 (x0 ) y2 (x0 ) . y1 (x0 ) y2 (x0 )

Thus, p(x)W (y1 (x), y2 (x)) a constant. Using the boundary conditions, we have that, W (y1 (a), y2 (a)) = W (y1 (b), y2 (b)) = 0. Thus, p(x)W (y1 , y2 ) 0. Since p(x) 0, hence W (y1 , y2 ) 0. Hence y1 and y2 are linearly dependent. 2. Identify the type of the S-L problem
dy d x dx x dx = y in (1, e ) y(1) = y(e ) = 0

and solve it.

Solution: The given S-L problem is regular and is in Cauchy-Euler form. Thus, we introduce the change of variable x = es . Then es ds d d ds 1 d = 1 and = = s . dx dx ds dx e ds

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October 29, 2012.

d d = . dx ds Rewriting the given S-L operator in s variable, we get x d2 y(es ) = y(es ) for s [0, ]. ds2

Setting w(s) = y(es ), we get the ODE with constant coecients w (s) = w for s [0, ].

For the EVP, for each k N, we have the pair (k , wk ) as solutions to the S-L, where k = k 2 and wk (s) = sin ks. Thus, yk (x) = sin k(ln x). Hence, for each k N, k 2 are the eigenvalues and sin k(ln x) are the corresponding eigen functions.

3. Solve the eigen value problem, y + y = 0 x (0, a) y(0) = y(a) = 0. What is the dimension of the eigenspace corresponding to each eigenvalue?

Solution: This is a second order ODE with constant coecients. Its characteristic equation is m2 + = 0. Solving for m, we get m = . Note that the can be either zero, positive or negative. If = 0, then y = 0 and the general solution is y(x) = x + , for some constants and . Since y(0) = y(a) = 0 and a = 0, we get = = 0. Thus, we have no non-trivial solution corresponding to = 0. If < 0, then = > 0. Hence y(x) = e x + e x . Using the boundary condition y(0) = y(a) = 0, we get = = 0 and hence we have no non-trivial solution corresponding to negative s. If > 0, then m = i and y(x) = cos( x) + sin( x). Using the boundary condition y(0) = 0, we get = 0 and y(x) sin( x). Using y(a) = 0 (and = = 0 yields trivial solution), we assume sin( a) = 0. Thus, = (k/a)2 for each non-zero k N (since > 0). Hence, for each k N, there is a solution (yk , k ) with yk (x) = sin and k = (k/a)2 . kx a ,

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October 29, 2012.

4. Solve the eigen value problem, in (, ) y + y = 0 y() = y() y () = y (). What is the dimension of the eigenspace corresponding to each eigenvalue?

Solution: The characteristic equation is m2 + = 0. Solving for m, we get m = . Note that the can be either zero, positive or negative. If = 0, then y = 0 and the general solution is y(x) = x + , for some constants and . Since y() = y(), we get = 0. Thus, for = 0, y a constant is the only non-trivial solution. If < 0, then = > 0. Hence y(x) = e x + e x . Using the boundary condition y() = y(), we get = and using the other boundary condition, we get = = 0. Hence we have no non-trivial solution corresponding to negative s. If > 0, then m = i and y(x) = cos( x) + sin( x). Using the boundary condition, we get cos( ) + sin( ) = cos( ) + sin( ) and sin( ) + cos( ) = sin( ) + cos( ). Thus, sin( ) = sin( ) = 0. For a non-trivial solution, we must have sin( ) = 0. Thus, = k 2 for each non-zero k N (since > 0).

Hence, for each k N {0}, there is a solution (yk , k ) with yk (x) = k cos kx + k sin kx, and k = k 2 .