ESSAY 3

ENGME500 FALL 2010

MARK T. BURGESS

1. Sturm-Liouville Equation
The Sturm-Liouville equation is a classical equation named after Jacques Charles Fran-
cois Sturm and Joseph Liouville that arises when the method of separation of variables is
used to solve linear, second order differential equations. The equation takes the form:
0
p(x)y 0 − q(x)y + λr(x)y = 0, a ≤ x ≤ b

(1)
The functions (in the simplest cases all are continuous over the interval) p(x), q(x) and
r(x) are given and λ is a parameter. Typically, the solution satisfies two-point boundary
conditions of the general form:
(2) a1 y(a) + a2 y 0 (a) = 0, b1 y(b) + b2 y 0 (b) = 0
where a1 , a2 , b1 , and b2 are real constants. Finding the values of λ for which there exists a
non-trivial solution that satisfies the two-point boundary condition is part of the problem
called the Sturm-Lioville (S L) problem, and such values are called eigenvalues. The prefix
eigen- is adopted from the German word ”eigen” for ”own”. Essentially they are a group
of values that satisfy the equation and its boundary conditions.
Let yn (x) and ym (x) be solutions corresponding to the different eigenvalues λn and λm .
These are called eigenfunctions, and they satisfy the following orthogonality relation:
Z b
(3) r(x)yn (x)ym (x)dx = o, λn 6= λm
a
To prove, we write the Sturm-Liouville equation in terms of the different eigenvalues:

0
0
(4) p(x)yn0 (x) + (q(x) + λn r(x))yn = 0, p(x)ym0
(x) + (q(x) + λm r(x))ym = 0
If the first equation is multiplied by ym (x) and the second byyn (x) and then both are
subtracted from each other and integrated over a < x < b, the result can be rearranged in
the form:
Z b Z b    
d dyn d dym
(5) (λm − λn) r(x)yn (x)ym (x)dx = ym p − yn p dx
a a dx dx dx dx
Z b  
d dyn dym a
dx = p(ym yn0 − yn ym0

(6) = pym − pyn ) b
a dx dx dx
Date: November 12, 2010.
 2. Eigenfunction Expansion
The above eigenfunctions and eigenvalues of the Sturm-Liouville problem can be used
to express any function f (x) defined over the integral a ≤ x ≤ b. Set:
X
(7) f (x) = An yn (x), a < x < b
n
where all the summation is over all the eigenfunctions. By multiplying both sides by
r(x)ym (x) and integrating over (a, b) we find:
Z b Z b
2
(8) Am r(x)ym (x)dx = f (x)r(x)ym (x)dx
a a
Therefore,
X
(9) f (x) = An yn (x)), a < x < b
n
Rb
a f (x)r(x)yn (x)dx
(10) An = Rb
2
a r(x)yn (x)dx
As seen, this means any function can be expressed as a sum of eigenfunctions multiplied
by specific constants, An .

3. References
Howe, Michael. ”Mathematical Methods for Mechanical Sciences”, 2003
Saff, E.B.. Snider, A.D.. ”Fundamentals of Complex Analysis with Applications in
Engineering and Science: 3rd Edition”, 2003