Ordinary Differential Equations

Eigen Function Expansion

Corollary: Let g(x) be a piece-wise continuous function defined on [a,b]
satisfying the boundary conditions
a1 y(a) + a2 y’(a) = 0
b1 y(b) + b2 y’(b) = 0
Let ϕ1 , ϕ2 , … , ϕn be the set of Eigen functions of the S-L Problem, Then

g(x) = C1ϕ1(x) + C2ϕ2(x) + … + Cnϕn(x) + …

Where Cn is given by

( ) ( ) = ( ) ( ) ( )

Where n = 1,2,3,…

Proof:
As ϕ1 , ϕ2 , … , ϕn ,… are Eigen functions, so they form the orthogonal
system with respect to the weight function on [a,b]
Hence

( ) ( ) ( ) =0

for ≠

Then for

( )= ( )

Prof. Dr. Azhar Ali Zafar (1713-MSCMATH-17)

 Ordinary Differential Equations

( ) ( ) ( ) = ( ) ( ) ( )

( ) ( ) ( ) = γ(x)φ (x)φ (x) dx

As this is true for all values of > 0 , so it true for some =

Hence, it becomes

= ( ) ( ) ( )

= ( ) ( )

As Required:

Prof. Dr. Azhar Ali Zafar (1713-MSCMATH-17)