Differental Equations On 1830, eae USUCh Ans: s homogeneous, line: differential equation of the form q J 7 { PO) Fe } + q(x) U(X) + Ax(x) u(x) " « [8 {08} +a] onus Where the coefficients p(x), q(x) and r(x) are real function, such that p, p’, q andr ar continuous on the given real closed interval [a,b] and p(x) 2 0 q(x) $0, r(x) 20 for all xon a real closed interval a < x 0 and r(x) any x on real closed interval {a, b} or open interval (a, b). €.8.. 1 u'+au = 0; OSxSm ; (lu) +Au = O(in SL-system) Hee p(x) = 1>0.q(x) = 0,r(x) = 1 > 0 for x €[0, 7]. > Ofer 2. [U-e)u] au =0; fexsh Hoe plx)=(1-x')>0.9G)=0,00)=1>0in[ 5. 4] posed inte Periodic S.L. Equation: The $.L. Eqn. (1) is called periodic in the real cl dame! (a, b] if its coefficients p(x). q(x) and d Pe : - > . i fun’ (primitive) period b—a. ai (x) are periodic functions having ie. plx)=p{x+(b-a)],.q(x)=a{x-+(b—a)}, r(x) =r{x+(0-alSturm - Liouville System => pad=patb-a = phy); xeb = PO)=Pb-(b-a))— = pla. yrtau = 0 » OSxsn stom: (wy +Alu=0 , b-a=n-0 Hoe (x)= 1 =p +m), q(x) =0= q(x +n), rx) = L=4(x +m); period = x g, withu = 0, -SKSK tn Sb-form: (uy + Alu = 0 , b-a=neCn=n+n=2n Per Here P(x) = 1 = p(x + 2m), q(x) = 0 = q(x + 2n), | 1(x) = 1 = 1(x + 2n) ; period = 2n polar SL. Equation: The S.L. Eqn. (1) is called singular if p(x) = 0 andlor (x) = srs aor (ot both). “Ss ~s or __ if one or both end points are infinite. sf [a= yu]+au = 0 -rsxst Hae plx)=(1-x°)h_ 4, =0,4(8) =0, 16x) =. 2. [uw] -u+k? 5 tyeoosxsi. Her p(x) = x|_9=0, a(x) =-n7, 108) = a =e, Define and Illustrate the Stus System. The S.L, Equation together with a variety of Boundary conditions which are homogeneous, listed below: Dirichlet Conditions: u(a) =0 , ub) =0. Noumann Conditions: u(a)=0 , u‘(b)=0. Intermediate Conditions: u(a) + auu‘(a) = 0 , u(b) + Bu‘(b) = 0, (a, B = constants) All these three boundary conditions arise from the Intermediate conditions. Fua)+auta) = 0 . Bulb)+Pu(d)=0 (separated end point on conditions) ‘here 0, a” are not both zero and B, B” are not bath zero. 9) and (0) atx =a ae unrelated 10 those ax = b. All the above conditions are called Non-Mixed (separate) Decalipe: the values of _192 MATTHEMATICAL PHYSICS. u(b) Which are called Mixed because the values of ux) and uO.) at x those at x = b, or(y) Singularity Conditions: nd u(b) are bounded, i.c., tu(ajl SM and lu(b)! S M., where yy number, is called Sturm-Liouville System. Note-1: u(x) is said to be bounded if there exists a positive number M such thay luxyls Mor luogl <<. Note-2: In S.L. system, it is also possible to take mixed end-point conditions aulay+a'u(b) = 0 | ) put x =a to get u(a) =uCa +b —a) =u), Note-3: uoeu(x +b- zee ab ucxdeu(x +b- ) put x = b to get u(b) = ulb -b ma) =u(a). Q.9. Define and illustrate Regular and periodic S.L. system. [P.U. 2000, 97,935) Ans: Regular S.L. System: The Regular S.L. Equation together with linear, homogess: separated (.c., no mixing of the end points) end point (boundary) conditions: ce u(a)+a’u‘(a) = 0, B u(b)+f’u(b)=0 (Intermediate conditions) where ot, ct” are not both zero and B, B are not both zero is called Regu! System. eg, 1. u"+hu=0,0Sx 0, q(x) = 0, r(x) = 1 > 0 in (0, x] 2. la-x) uy +au-0.bsxs4,u( t )-0u(5) Osi =0 lr SL} (Dirichlet ond ix) = 1 > 0in[3 How p(x) = 1-x? >0,q(x) = erval- Note: The system is regular when zero is not the point of the given inl _ hot Periodic $.L. System: The Periodic S.L. Equation together with linear mixed and periodic end point conditions.= ub) ust uveu(xeb=a) Put x=a to get u(aysu(a+b a)=ulb) =u] (xsb-a) Put x2b...ub)=u(b-b- = ub) U0) - un) uO) = ule) :0Sxen. yehus (ivy + Alu=0.b- O=n ja SL-form: poe RODE T= p+ A) gla) =O = gie +R), n(x +n) ,u(0)=u(0 +x) = u(x) n= \(n) , u'(-m) p+ du=0, ut oom (uy +Alu=0,b-a= Hoe pi) = Le p(e + 2h) q(x) =0= a(x +27), | r(x) = n(x + 2n) = ven) = uGr+2n) = u(r) (i sjagular S.L. System: The Singular $.L. Equation together with linear, homogeneous wane (ipeopiate) end point conditions: | u(x) is bounded as x 9 © i.e., u(te>) = 0 is called ‘Singular S.L. System. [Q_x) wT +20 =0,ue1 = 0.00) =O: Crs 8s (Dirichlet Conditions) Hae pla) = (1-2 0h og 20908) #0100) = 1 H | 4y=0,u(0)=0.u(l) = 021084 D fu} 48] 4 16k cos 2x u+ Iu =0; u(0)=0, u(r) =0 4 itichlet Condi, ; Here p(x) = 1, r(x) = 16 cos 2x, q(x) = 1;0SxSn;A=k. tes The given problem satisfies all the conditions of S.L. System. So the ine | ape i problem is an S.L. System. The Differential Equation is called Matheo’s Equation, st Classification: a : Here p(x) =1>0, (x)= 1>Ofor09, W=x>0 for 1x2 Hence the given problem is a Regular Sturm-Liouville system.Stun: Llouville System 198 joundary value problen — pert (he pure nued i uhm, u(d 2xw ; 2 . WC 0, (Dirichlet enaditions) 4 Regular, Singular or pericaie. foun anid ence classify the prot if nivuille : fa Seamer ion HEHE Pe oat eeu! Og, (ev) Out Red OG u( ty 0, u( 2) Ao > eae Som were PO) to, ae O, Qed, 950s Q att ‘atic, jwobem satisfies all conditions ofS. system, So the given problem ‘the piven cm. yye Vex 20, H)= 120 tory acm is Regular, problem is a Regular S.L, system, Bring the boundary value problem: (yur dau + du OF ut =O. wl) =o Stum-Liouville form and hence classify the problem as Regular, Singular or periodic. For SL. form : we have [a -e wr] +004 2.1 u=0 § uN =0,ul)=0 sxsk. Hee phx) = 1x7, q(x) = 0,10) = ‘Te given problem satisfies all the conditions of Sturm-L: tiven problem is an S.L. System. lasification: Wreth — pl)=d=x? =O ,1(x)= 1 for-1 sx 51. S.L. system is singular. Hence the given problem is a Singular S.L. system. quation» iouville system, So 2 , mu ++ (& t f)u=0 + u(l)=0, u(2)=0. (Dirichlet conditions)Ix Here pOXd=x, qid=-n. ‘The given problem satisfies all the conditions of S, em. problem is an S.L 1 >0, )=7> Ofori sx<2 ‘system is Regular. Hence the given problem is a Regular S.L sytem Example: Transform the boundary value problem: [P.U.91, 94] 2 xu +u'+ (E~n?)u=0; 060) =0,ut)=0 in to S.L. form and classify the problem as Regular, Singular or periodic, Solution, For S.L. form, we have 7 0; u(0) =O, u(l) =O (Dirichlet Con, f [xu] -nu+k?. eR 0SxS1, Here pix) =x q(x) = The given problem satisfies all the conditions of S.L. System. Sot! problem is an S.L. system. Classification: Atx=0: p(x) = x20 .1(x) = for0Sx<1. SLL. system is singular. Hence the given problem is Singular $.L. system. If (x) and y(x) are differentiable functions defined on fa, b] and the or bs ap, t= sbales is self adjoint then show that: 7 d - of B — ay-vlo = Zipew'-worl ("= &) : (This is called differential form of Lagrange Identity). Theorem: b b cw Steey-vtglax = Ine (on wer wore), : = pre) wt) wid4-0))-Pran orarwed—wad ee (This is called integral form of Lagrange Identity).a, dy P ly = &LP alt = (Pv) +47 ...... a) _ of, 4 , 16 = LP ad tO = 9) 496 «0 2) apt DOO and (2) by y and then subtract utp ; av wlo* py) + 40y~ Vln) ~ Gve = py) Wry cubsract py’9" t0 the RLS, to get pasand § + PY )9" — Wipe’) ~ (POI quy-wlo = PY = lepyl Lyd = lopy’- ype)’ = [plow - vol” {poy - vo] 4 Ly ~ Who si gly & From part (i): apo oly-vlo = [pov wol de Inteprate both sides w.r.t. x from a to b to get > b foty-yrarax = JL fpoy’- vor) de i , b = Ipexoy’- vol a = pby(o(b) y“(b) - yb) 470)) = play(a) yta) ~ wa) o°(@)) imple: Prove that in the Lagrange Identity: b b ! (oly -yLaydx = Iptay(oy’- vol A Te R.H.S. is zero for any regular or periodic or Singular SL. system: hati lon. For Regular $.L. System: ‘The end point conditions are: #614) 4 0°9(a) 0, a “gaye 0 =0,ay(a)+a° oa) Bob + B-g'(by = 0. B yb) + B’ wtb) =O a (2). (Untermodiate conditions)MATTHEMATICAL PHYSICS. » z ; Consider ——_IpXad(QOdW’Ox) OIE OL = PEDHDIY')—W(bI9 0) “PONY E)-Viaygry, geo Replace prime value by its unprime value, to get # = pty(ov) an yb) = w(b). $ ob) ot -piay(ea). = via) vo. #0) : b = pb).0-pa).0 = 0 = J @Ly-yle) dx =0 ‘ 2 For Periodic S.L. System: — ‘The end point conditions are: ie sows thé ofa) = $(b) (1), wa) = yb) GB) P@) = pb) (5) o@= 9) 2).w@= ye) @ — Consider, @ b IPhx)(Ox)¥@)- YOO) = PEO)(O)Y“(b)—-Y} ())-PL@)((@) W(@)-Yia) ga # a Replace b by a to get =P(a)($Xa) y) — Wa) ’(0))- PA)(OC@) Wa) Yast = 0 b => JSiery-yigax = 0 & For Singular $.L. system: Pai (a) = PXb) = 0; $a) & $(b) and y(a) & y(b) are bounded. 1 Consider. ba 7 0 IPlo9(@CxI9°)—WEad9" GD) = POI) yODH#(H))-ptaN(Qla) v'@)-WEH” : Using the conditions, the result becomes: j = OC600¥() — Edy 970)) -0(6¢—) w'a)-VOT S = 0-0= 0 b 8 => Joly vod = 0 ye 2 % Ses : a : COR: Show that $.L. operalor L = [p a] + qis self-adjoint.PO's en Sturm - Liouville System From ae unter form of Lagrange Identity. tion b » = | oye see Jaw ~ yl) dx poortow’ - vol ' * equa periods Singular SL. system, we know that RAS. of (1) is 2er0- put for i Jauy-vledx = 0 4 b soerelore " ° es J ony dx -J lo ax 5 a b b > Joayde = J w(L9) dx a pic shows that Lis self-adjoint operator. ‘Show that the following Boundary conditions yield self-adjoint problem. u(0) =O md u() = 0. irichlet conditions) @ vO=0 ad u()=0 (Intermediate conditions) © u(a) =v(b), pla)u’(a) = p(b)u'(b) (periodicity conditions) From Integral form of Lagrange Identity. ample: 8 b Jcav—vLy dx = IpGxytuv’- wl a) a ‘ Here a=0, b=! u0)=0, u=0 => vi0)=0, v() =0 Put in (1) to get, 1 1 J cav—vta &x = |p(x)[uv’- vo] 0 pANLutv'() - viu') - POLUOv"O) - vou") p(D[0-0] -pOfo-0] = 0 1 " " 1 Jurvax = | vd 0 => Lis self adjoint operator. He 3 rags the given boundary conditions yield self-adjoint problem. a=0 bei. WO)=0, uh=0 => v(O)=0, =O.200 © MATTHEMATICAL PHYSICS Put in (1) to get L / J (uLv-VLu) dx = Ip(x)tuv’- vu! 0 0 " 1 J uty - via) ax p()O-0]-p(x)[0-0] = 0 0 1 1 => Jutvax = | vivax 0 0 => Lis self adjoint operator. Hence the given boundary conditions yield self adjoint problem. Here u(a)=u(b), — plau’(a) = p(bju(b) > v(a)= v(b), p(a)v(a) = p(b)v‘(b). Put in (1) to get PeOluedv (= vODu'} OU) yy | ny b ! (uLv—vLu) dx = p(b)[u(b)v(b) - v(b)u’(b)] ~ p(a)[u(ayv‘(a) - valuta) = ptty[ ue) MOE _ yay Raney] ~pa)[uta)v“(a) - via)u'tal] = pta)[uta)v (a) ~ va)uCa)) — pla)[u(ayv (a) viaua] =0 b b => J uty dx = J vtuax a a => Lis self-adjoint operator. Hence the given boundary conditions yield self-adjoint problem. fsa ‘vt Aes be