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c Anthony Peirce.

Introductory lecture notes on Partial Differential Equations - °
Not to be copied, used, or revised without explicit written permission from the copyright owner.

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Lecture 30: Sturm-Liouville Problems involving the
Cauchy-Euler Equation - Applications

(Compiled 3 March 2014)

In this lecture we look at eigenvalue problems involving equidimensional or Cauchy-Euler differential operators.

Key Concepts: Eigenvalue Problems, Sturm-Liouville Boundary Value Problems; Cauchy-Euler Equations; Equidimensional equations.
Reference Section: Boyce and Di Prima Section 11.1 and 11.2
30 Variable coefficient BVP - eigenfunctions involving solutions to the Euler Equation:
Example 30.1 Eigenfunctions involving solutions to an Euler Equation:
0

(x2 φ0 ) + λφ = 0
1<x<2
φ(1) = 0, φ(2) = 0
x2 φ00 + 2xφ0 + λφ = 0 A Cauchy-Euler Eq.

(30.1)

Let
φ(x) = xr

r(r − 1) + 2r + λ = r2 + r + λ = 0.

Therefore
−1 ±

r=

1 − 4λ

2

= r1 , r2 .

(30.2)

(30.3)

Case I: λ = 14 :
1

1

φ(x) = c1 x− 2 + c2 x− 2 log x
− 12

φ(1) = c1 = 0 φ(2) = c2 2

(30.4)
log 2 = 0 ⇒ c2 = 0

(30.5)

so there is no nontrivial eigenfunction for λ = 1/4.
Case II: λ 6= 14 :
φ(x) = c1 xr1 + c2 xr2

(30.6)

φ(1) = c1 + c2 = 0 c2 = −c1
¢
¡
φ(2) = c1 2r1 − 2r2 = 0

(30.7)

2r1 −r2 = 1
e(r1 −r2 ) ln 2 = 1 = e2πin
(r1 − r2 ) ln√2 = 2πin
r1 − r2 = 1 − 4λ = 2πni/ ln(2)

(30.8)

(30.9)

.15) (30. Thus for λ > 1 4 √ 1 − 4λ = i 4λ − 1 = 2πni/ ln(2). (30.10) The Eigenvalues are: λn = π 2 n2 1 4π 2 n2 + .16) Now let us consider expanding a function f (x) in terms of a ‘Fourier Series’ of these new eigenfunctions in the following form ∞ X f (x) = cn φn (x) = n=1 ∞ X µ −1/2 cn x sin n=1 nπ ln x ln 2 ¶ (30.2 Thus to obtain nontrivial solutions we require 1 − 4λ < 0 which implies λ > √ 1 4 .11) βn = (nπ/ ln 2). 4λ − 1 = = (2βn )2 n 4 [ln(2)]2 [ln(2)]2 (30. The corresponding roots r1 and r2 are as follows 1 1 (r1 )n = − + iβn and (r2 )n = − − iβn 2 2 ¢ 1 ¡ φn (x) = cn x− 2 xiβn − x−iβn ¤ 1 £ = cn x− 2 eiβn ln x − e−iβn ln x = dn x − 12 = dn x − 12 (30.17) In order to determine the coefficients cn we project the function f (x) onto the basis functions φn (x) as follows: µ Z2 −1/2 f (x)x 1 sin mπ ln x ln 2 ¶ dx = µ Z2 ∞ X x−1/2 sin cn n=1 1 mπ ln x ln 2 ¶ µ x−1/2 sin nπ ln x ln 2 ¶ dx The integrals under the summation can be evaluated by making the simple substitution z = ln x so that dz = in which case: µ Z2 sin 1 mπ ln x ln 2 ¶ µ sin nπ ln x ln 2 ¶ dx = x Zln 2 ³ ³ nπz ´ mπz ´ ln 2 sin sin dz = δmn ln 2 ln 2 2 0 Substituting this result into (30.14) sin (βn ln x) · ¸ ln x sin nπ ln(2) (30.13) (30.17) we obtain the following expression for the Fourier coefficients cn : 2 cn = ln 2 µ Z2 f (x)x−1/2 sin 1 nπ ln x ln 2 ¶ dx dx x .12) (30.

.23) (30. t) = X(x)T (t) 0 (x2 X 0 ) T˙ (t) = −1 DT (t) X (30. 0) = f (x).Sturm-Liouville Two-Point Boundary Value problems 3 Example 30.2) u(1.2 A variable coefficient Heat Conduction Problem with Cauchy-Euler Eigenfunctions: ut = D(x2 ux )x − u u(1. 0 < θ < α (31.1) (31. θ) = 0 (31. 2.5) . θ) = 0.21) T (t) = ce−D(1+λ)t ¡ ¢ (πn)2 x − 12 λn = 41 + [ln(2)] sin nπ ln 2 . Xn (x) = x ln 2 n = 1. . t) = 0 = u(2.22) (30.20) 0 (x2 X 0 ) T˙ (t) +1= = −λ DT (t) X T˙ + D(1 + λ)T = 0 ¾ 0 (x2 X 0 ) + λX = 0 X(1) = 0 = X(2) (30.4) 2 00 (because of Homog. t) = x− 2 ∞ X (30. 0) = x cn sin nπ ln 2 n=1 1 u(x. α) = f (r) 1 < r < 2. θ) = R(r)Θ(θ) Θ00 r R + rR0 =− = −λ2 R(r) Θ (31. 0) = 0.19) (30. u(r. µ ¶ ln x cn e−D(1+λn )t sin nπ ln 2 n=1 µ ¶ ∞ X ln x − 12 f (x) = u(x. . BC) (31. (30.3) u(r. u(2. t) 1<x<2 t>0 u(x.18) Let u(x. Annular sector subtending an arc of α radians between the radii a and b: 1 = b < a = 2 1 1 ∆u = urr + ur + 2 uθθ = 0 r r u(r.24) where 2 cn = ln 2 µ Z2 −1/2 f (x)x sin 1 nπ ln x ln 2 ¶ dx 31 Solving Laplace’s equation using Cauchy-Euler eigenfunctions Figure 1.

6) Therefore − 1r · (?) and some rearrangement implies: 0 −rR00 − R0 = − (rR0 ) = λ2 R r Now let us look for Eigenvalues and Eigenfunctions to (?).15) . 2. r2 r (31.11) Bn sinh(λn θ) sin(λn ln r). α) = Bn sinh(λn α) sin nπ ln 2 n=1 ∞ X Now making the substitution x = ln r so that dx = dr r we can reduce the orthogonality integrals for the Fourier coefficients to the form: µ ¶ µ ¶ ½ Z2 Zln 2 ³ ³ nπx ´ 1 mπ ln r nπ ln r mπx ´ 0 sin sin sin dr = sin dx = ln 2 r ln 2 ln 2 ln 2 ln 2 2 1 (31.4 Θ00 − λ2 Θ = 0 Θ = C cosh λθ + D sinh λθ Θ(0) = 0 Θ(0) = C = 0 ⇒ Θ(θ) = D sinh λθ R: r2 R00 + rR0 + λ2 R = 0(?). .8) = A cos(λ ln r) + B sin(λ ln r) (31.7) iλ ln r (31.13) m 6= n . θ) = ∞ X (31.12) n=1 Now match BC: ¶ µ ln r f (r) = u(r. . (31. (31. R(1) = 0 = R(2) Although we can easily see that dividing through by r we can Θ: reduce (?) to S-L form. Let R(r) = rγ ⇒ γ(γ − 1) + γ + λ2 = γ 2 + λ2 = 0 R(r) = c1 r iλ + c2 r −iλ r iλ =e γ = ±iλ. (31. ¡ ln r ¢ and the corresponding Eigenfunctions are Rn = sin nπ ln 2 .14) 0 Therefore 2 ¢ ¡ Bn = ln 2 sinh nπα ln 2 Z2 1 f (r) sin r µ nπ ln r r ¶ dr.10) R(2) = B sin [λ ln 2] = 0 ⇒ λn ln 2 = nπ n = 1.9) R(1) = A cos [λ(ln 1)] + B sin(λ ln 1) = A = 0 (31. . m=n (31. let us use the integrating factor µ(r) = 1 R e P Q P dr 1 R e r2 = r r2 dr = 1 ln r 1 e = . Therefore u(r.