CHAPTER 5B: STURM-LIOUVILLE PROBLEM

In this section we will study some special types of boundary-value problems in which the ordinary differential
equation in the problem contains a parameter λ. The values of λ for which the BVP possesses nontrivial (nonzero)
solutions are called eigenvalues, and the corresponding solutions are called eigenfunctions.

Regular Sturm-Liouville Problem

The regular Sturm-Liouville takes the following form:
𝑑
[𝑟(𝑥)𝑦′] + [𝑞(𝑥) + 𝜆𝑝(𝑥)]𝑦 = 0
𝑑𝑥
use exponential form y =
Ged+ced
subject to the boundary conditions: domain of is an infinite or
when u

and the hyperbolic

𝐴1 𝑦(𝑎) + 𝐵1 𝑦′(𝑎) = 0 semi-infinite interval ,

form y=c , coshant sinhdy when domain

𝐴2 𝑦(𝑏) + 𝐵2 𝑦′(𝑏) = 0 ofa is a finite interval
where 𝐴1 and 𝐵1 are not both zero, and 𝐴2 and 𝐵2 are not both zero.

Since regular Sturm-Liouville problem is a homogeneous BVP, it always possesses trivial solution y = 0, which is
no interest to us. Hence, our task is to find at what values of λ (eigenvalue) does the BVP possesses
nontrivial/nonzero solution.

question in final !!
#
I
Eg 1: Solve the boundary-value problem: case
X0 X 170
② =
E
-

a) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦(0) = 0, 𝑦(𝐿) = 0 , ,

case

!
pX = 0

y" xy =
0
-

+
r
↓ ifusex X
Mc =O
=
*E = m2 =
0 ,
m im
,,
if use meth

y
=
2 + Gn mic =
Em
Condition) :
(Boundary

I
Apply BC
0
y(2)
Y"aEBy
=0
=

0
y(0)
=

+ G(0) 0 =
c + (())
0
= c ,
0 Cz = 0
(L
=
0
I x2
= =

Ic , =
0 m -

↓
L 0 m2 = = Mic=IX
Length C
0 always tre 7 <edu +
Ge
since , ha =

form
solution ) change hyperbolic
(trivial => to
:
y = 0 interval .
since in is finite

Casinh an Change
y
=
C coshan +
*
to und
in cal
BC
Apply sinho to

cosho =
0 &
y(0)
=

cosh10
C, coshd(0) + 1 SinG(0) I
0
/coso
=
= =I
0 =
4
JosCO
0
y(L)
=

o
= 0 GsinhaL
i
↓

2 =
0 + 0

- trivial solution 1
G and C is 0
,
 𝑛𝜋 2 𝑛𝜋𝑥
𝐴𝑛𝑠: 𝜆𝑛 = ( ) , 𝑛 = 0, 1, 2, … ; 𝑦 = 𝑐2 𝑠𝑖𝑛
𝐿 𝐿

b) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦(0) = 0, 𝑦(𝜋) = 0

𝐴𝑛𝑠: 𝜆𝑛 = 𝑛2 , 𝑛 = 0, 1, 2, … ; 𝑦 = 𝑐2 sin(𝑛𝑥)

2
c) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦′(0) = 0, 𝑦(𝐿) = 0

𝑛𝜋 2 𝑛𝜋𝑥
𝐴𝑛𝑠: 𝜆𝑛 = ( ) , 𝑛 = 1, 3, 5, … ; 𝑦 = 𝑐1 𝑐𝑜𝑠
2𝐿 2𝐿

d) 𝑦 ′′ + 𝜆𝑦 = 0, 𝑦′(0) = 0, 𝑦′(𝜋) = 0

𝐴𝑛𝑠: 𝜆𝑛 = 𝑛2 , 𝑛 = 0, 1, 2, … ; 𝑦 = cos(𝑛𝑥)

3
e) 𝑦 ′′ + 2𝑦 ′ + (𝜆 + 1)𝑦 = 0, 𝑦(0) = 0, 𝑦(5) = 0

𝑛2 𝜋 2 𝑛𝜋𝑥
𝐴𝑛𝑠: 𝜆𝑛 = , 𝑛 = 1, 2, 3, … ; 𝑦 = 𝑒 −𝑥 𝑠𝑖𝑛
25 5

4
f) 𝑥 2 𝑦 ′′ + 𝑥𝑦′ + 𝜆𝑦 = 0, 𝑦(1) = 0, 𝑦(𝑒 𝜋 ) = 0

𝐴𝑛𝑠: 𝜆𝑛 = 𝑛2 , 𝑛 = 1, 2, 3, … ; 𝑦 = sin(𝑛 𝑙𝑛𝑥)