Louisiana Tech University

Ruston, LA 71272
Slide 1
Sturm-Liouville Cylinder

Steven A. Jones
BIEN 501
Wednesday, June 13, 2007

Louisiana Tech University
Ruston, LA 71272
Slide 2
Motivation
( ) ( ) ( )
0
1 1
=
c
c
+
c
c
+
c
c
+
c
c
z
v v
r r
rv
r t
z r

u

u
( )
u u

u u
c
c
=
c
c v v
r
0
1
0 =
r
v
Conservation of mass:
Steady
0 =
z
v
( ) r v v e i
u u
= . .
Louisiana Tech University
Ruston, LA 71272
Slide 3
Tangential Annular Flow
( )
r
rz r rr
r
z
r r
r
r
f
z
S
r
S S
r r
rS
r r
P
z
v
v
r
v v
r
v
r
v
v
t
v

u
u

uu u
u u
+
c
c
+
c
c
+
c
c
+
c
c

=
|
|
.
|

\
|
c
c
+
c
c
+
c
c
+
c
c
1 1
2
0 =
r
v
Conservation of Momentum (r-component):
No changes with z
( )
r
v
f
r
S S
r r
rS
r r
P
r
r rr
2
1 1
0
u uu u

u
+ +
c
c
+
c
c
+
c
c
=
Louisiana Tech University
Ruston, LA 71272
Slide 4
Tangential Annular Flow
( )
u
u uu u
u u u u u u

u u
u

f
z
S S
r r
S r
r
P
r
z
v
v
r
v v v
r
v
r
v
v
t
v
z r
z
r
r
+
c
c
+
c
c
+
c
c
+
c
c

=
|
.
|

\
|
c
c
+
c
c
+
c
c
+
c
c
1 1 1
2
2
0 =
r
v
( ) ( )
r
r
r
r
f
r
S r
r
P
f
r
S r
r
P
r

u

u
u u
+
c
c
=
c
c
+
c
c
+
c
c
=
2 2
2
1
,
1 1
0 or
Conservation of Momentum (u -component):
No changes with z
Steady
( ) r v v
u u
=
0 =
r
v
( ) r v v
u u
=
( ) r v v v v
z r u u
= = = , 0 , 0
Louisiana Tech University
Ruston, LA 71272
Slide 5
Motivation
We have seen that the orthogonality
relationships, such as:
Are useful in solving boundary value problems.
What other orthogonality relationships exist?
It turns out that similar relationships exist for
Legendre functions, Bessel functions, and others.
( ) ( )

=
=
=
}
n m if
n m if
dx nx mx
2
0
cos cos
0
t
t
Louisiana Tech University
Ruston, LA 71272
Slide 6
The Differential Equation
Sturm and Liouville investigated the
following ordinary differential equation:
( )
( )
( ) ( ) | | ( ) b x a x x w x q
dx
x d
x p
dx
d
s s = + +
(

, 0 ,
,


Or equivalently:
( )
( )
( )
( )
( ) ( ) ( )
2
2
, ,
, 0,
d x d x
p x p x q x w x x
dx dx
a x b


' ( + + + =

s s
Louisiana Tech University
Ruston, LA 71272
Slide 7
Exercise
( )
( )
( ) ( ) | | ( ) b x a x x w x q
dx
x d
x p
dx
d
s s = + +
(

, 0 ,
,


Problem: If
What does:
( ) ( ) ( )
1, 0, 1 p x q x w x = = =
reduce to?
( )
( ) b x a x
dx
x d
s s = + , 0 ,
,
2


Louisiana Tech University
Ruston, LA 71272
Slide 8
Exercise
What are the solutions to
( )
( )
2
2
,
, 0,
d x
x a x b
dx

+ = s s
?
( )
( ) ( )
, cos sin x A x B x = +
Louisiana Tech University
Ruston, LA 71272
Slide 9
Relation to Bessel Functions
If
( )
( )
( ) ( ) | | ( ) 0 ,
,
= + +
(

x x w x q
dx
x d
x p
dx
d


Reduces to what?
( ) ( )
( ) ( ) 0 ,
, ,
2 2
2
2
2
= + + x n x
dx
x d
x
dx
x d
x

( ) ( ) ( )
2
, , , p x x q x n x w x x = = =
Louisiana Tech University
Ruston, LA 71272
Slide 10
Relation to Bessel Functions
( )
( )
( ) ( ) | | ( ) 0 ,
,
= + +
(

x x w x q
dx
x d
x p
dx
d


Is Bessels equation:
( ) ( )
( ) ( ) 0 ,
, ,
2 2
2
2
2
= + + x n x
dx
x d
x
dx
x d
x

with solution
( )
( )
,
n
x J x =
Louisiana Tech University
Ruston, LA 71272
Slide 11
Another Relation to Bessel Functions
If:
( )
( )
( ) ( ) | | ( ) 0 ,
,
= + +
(

x x w x q
dx
x d
x p
dx
d


Also reduces to Bessels equation:
( ) ( )
( ) ( ) 0 ,
, ,
2
2 2
2
2
2
= |
.
|

\
|
+ + x x
dx
x d
x
dx
x d
x o

( ) ( ) ( ) x x w x x q x x p 1 , ,
2
= = = o
with solution
( ) ( ) r J x o

= ,
Louisiana Tech University
Ruston, LA 71272
Slide 12
Significance of Sturm-Liouville
The previous slides show that Sturm-Liouville
is a general form that can be reduced to a wide
variety of important ordinary differential
equations. Thus, theorems that apply to
Sturm-Liouville are widely applicable.
We will see that the orthogonality property
which arises from the Sturm-Liouville equation
allows us to write functions as infinite sums of
the characteristic functions of an equation.
Louisiana Tech University
Ruston, LA 71272
Slide 13
Series Example, Bessel
For example, the orthogonality of cosines (slides 4
and 5) allows us to write:
( ) ( ) ( ) | |
( )

=
=
+ =
0
0
sin cos
n
t i
n
n
n n n n
n
e C x f
t B t A x f
e
e e
or
Which is the well-know Fourier series.
Louisiana Tech University
Ruston, LA 71272
Slide 14
Series Example, Bessel Functions
Also, the orthogonality of Bessel functions (slide 9)
allows us to write:
( ) ( )

=
=
0 k
k n k
x J A x f
and, the orthogonality of slide 11 allows us to write:
( ) ( )

=
=
0 n
n n
x J A x f o
Note the difference. The first equation is summed
over different values of in the argument, while the
second equation is summed over different orders of
the Bessel function.
Louisiana Tech University
Ruston, LA 71272
Slide 15
The Boundary Conditions
( )
( )
( ) ( ) | | ( ) 0 ,
,
= + +
(

x x w x q
dx
x d
x p
dx
d


and if, for certain values
k
of of :
( )
( )
( )
( ) b x x B
dx
x d
B
a x x A
dx
x d
A
k
k
k
k
= = +
= = +
at
at
0 ,
,
0 ,
,
2 1
2 1




Then:
Sturm and Liouville showed that if:
( ) ( ) ( ) n m dx x x x w
b
a
m n
= =
}
for 0 , ,
Louisiana Tech University
Ruston, LA 71272
Slide 16
Example: Cosine
( )
( ) 0 ,
,
2
2
= + x
dx
x d


then
( ) 1 , = x w
and
If:
( ) ( ) ( )
( ) ( ) n m dx mx nx
n m dx x x x w
b
a
n m
= =
= =
}
}
for
for
0 cos cos
0
0
t

Because the functions ( ) ( ) nx mx cos , cos
are different solutions of the differential equation that
satisfy the general boundary conditions at x=0, t.
Louisiana Tech University
Ruston, LA 71272
Slide 17
The Boundary Conditions
( )
( )
( )
( ) b x x B
dx
x d
B
a x x A
dx
x d
A
= = +
= = +
at
at
0 ,
,
0 ,
,
2 1
2 1




are satisfied for integer values of m and n if
we take:
That is, the general boundary conditions:
0 , 0 , , 0
2 2
= = = = B A b a t
Louisiana Tech University
Ruston, LA 71272
Slide 18
Zero Value or Derivative
Exercise:
If
( ) ( )
cos f x A t e =
Where is f (x) zero?
Where is its derivative zero?
Louisiana Tech University
Ruston, LA 71272
Slide 19
-1.5
-1
-0.5
0
0.5
1
0 1 2 3
x
c
o
s

(

x
)
Visual of the Cosine
Derivative is
zero here
Derivative is
zero here
m = 1 case
Louisiana Tech University
Ruston, LA 71272
Slide 20
Application of Sturm-Liouville to J
n

From Bessels equation, we have w(x) = x, and
the derivative is zero at x = 0, so it follows
immediately that:
( ) ( ) ( )
( ) ( ) n m dx x J x J x
n m dx x x x w
m n
b
a
n m
= =
= =
}
}
for
for
0
0
1
0
0 0


Provided that
m
and
n
are values of for which
the Bessel function is zero at x = 1.
Louisiana Tech University
Ruston, LA 71272
Slide 21
Converting To Sturm Liouville
If an equation is in the form:
( ) ( ) ( )
2
2
0
d y dy
P x Q x R x y
dx dx
+ + =
Divide by P(x) and multiply by:
(Integrating Factor)
Then:
( )
( )
( )
Q x
dx
P x
p x e
}
=
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
2
2
0
Q x Q x Q x
dx dx dx
P x P x P x
Q x R x
d y dy
e e e y
dx P x dx P x
} } }
+ + =
Louisiana Tech University
Ruston, LA 71272
Slide 22
Converting To Sturm Liouville
So
( )
( )
( )
Q x
dx
P x
p x e
}
=
( )
( )
( )
( )
( )
( )
( )
( )
( )
( )
2
2
0
Q x Q x Q x
dx dx dx
P x P x P x
Q x R x
d y dy
e e e y
dx P x dx P x
} } }
+ + =
If then ( )
( )
( )
( )
( )
Q x
dx
P x
Q x
p x e
P x
}
'
=
( ) ( ) ( )
( )
( )
2
2
0
R x
d y dy
p x p x p x y
dx dx P x
'
+ + =
Louisiana Tech University
Ruston, LA 71272
Slide 23
Converting To Sturm Liouville
Compare
to the Sturm-Liouville equation
( ) ( ) ( )
( )
( )
2
2
0
R x
d y dy
p x p x p x y
dx dx P x
'
+ + =
( )
( )
( )
( )
( ) ( ) ( )
2
, ,
, 0
d x d x
p x p x q x w x x
dx dx


' ( + + + =

to see that the two equations are the same if:
( ) ( ) ( )
( )
( )
R x
q x w x p x
P x
+ =