12.

5 Sturm-Liouville Problem
1) Linear equations 2) Linear equations
Introduction:
brief review of some of the
ordinary differential equations General solutions General solutions

3) Linear equations 4) Cauchy-Euler equation

General solutions General solutions

5) Parametric Bessel equation 6) Legendre's equation

General solutions Particular solutions

Eigenvalues and Eigenfunctions

Matrix Example 2 1 
A 
 1 2 
1
1  1, v1   
 1

1
Boundary-Value Problem 1  3, v1   
1
Eigenvalues and Eigenfunctions

1) Boundary-Value Problem Example

4 2 𝒚  sin( 2 x )
 2 L
L

Example
4
is not an eigenvalue

Remark: This BVP has infinite number of eigenvalues

n 2 2  sin( nL x )
 2
L
Eigenvalues and Eigenfunctions
1) Boundary-Value Problem 2) Boundary-Value Problem

n 2 2
 2
n 2 2 L
 2
L  cos( nL x )
 sin( nL x )
𝝀 = 0 is an eigenvalue with
y = 1 as an eigenfunction

is the orthogonal set of functions This set, which is orthogonal

on the interval [0, L] used as the on [O, L], is the basis for the
basis for the Fourier sine series. Fourier cosine series.
Regular Sturm-Liouville Problem
Remark:
The problems in BVP(1) and BVP(2) are special cases
of an important general boundary-value problem

Regular Sturm-Liouville problem

Solve:

Subject to:

BVP 1 BVP 2
Regular Sturm-Liouville Problem
Regular Sturm-Liouville problem

Solve:

Subject to:

Remark: 5) BVP is homogeneous if it consists of a

3) The differential equation (1)
is linear and homogeneous
4) The boundary conditions in
( 2) and ( 3) both linear and
homogeneous
homogeneous linear differential equation
and homogeneous boundary conditions
6) The boundary conditions (2) and (3) are
separated (each involves only a single
boundary point). Otherwise, mixed.
7) Regular Sturm-Liouville BVP always
possesses the trivial solution y = 0.
Regular Sturm-Liouville Problem
Regular Sturm-Liouville problem

Solve:
Subject to:

Theorem 12.5.1 Properties of the Regular Sturm-Liouville Problem

(a) There exist an infinite number of real eigenvalues that can be arranged in
increasing order
such that
(b) For each eigenvalue there is only one eigenfunction (except for nonzero
constant multiples).

(c) Eigenfunctions corresponding to different eigenvalues are linearly independent.

(d) The set of eigenfunctions corresponding to the set of eigenvalues is
orthogonal with respect to the weight function p(x) on the interval [a, b ].
Regular Sturm-Liouville Problem
Regular Sturm-Liouville problem Orthogonality Relation
Solve:
Subject to:

Theorem 12.5.1
Orthogonality Relation
(d) The set of eigenfunctions corresponding
to the set of eigenvalues is orthogonal with
respect to the weight function p(x) on the
interval [a, b ].
proof: The inner product w.r.t
weight p is zero

b
(m  n )  p( x) ym yn dx  r (b)[ ym (b) yn ' (b)  yn (b) ym ' (b)]
a
 r (a)[ ym (a) yn ' (a)  yn (a) ym ' (a)]
Regular Sturm-Liouville Problem
Regular Sturm-Liouville problem
Solve:
Subject to:

Example
Solve the boundary-
value problem

Positive roots

Remark: sin(  n x)n1

  n2
is orthogonal set with respect to the weight
function p(x) = 1 on the interval [ 0, 1].

 sin(  n x) Orthogonality Relation

tan   
Singular Sturm-Liouville Problem
1)Singular boundary-value problem b
(m  n )  p( x) ym yn dx 
Solve:
a
Subject to:
r (b)[ ym (b) yn ' (b)  yn (b) ym ' (b)]
2)Singular boundary-value problem
 r (a)[ ym (a) yn ' (a)  yn (a) ym ' (a)]
Solve:
Remark:
Subject to:  Observe that if, r(a) = 0,
 then x = a may be a singular point of
the differential equation,
3) periodic boundary-value problem  and consequently a solution of (ode)
may become unbounded as x a.
Solve:  However, we see from (*) that if r(a) =
0, then no boundary condition is
Subject to: required at x = a
 to prove orthogonality of the
the boundary conditions are periodic eigenfunctions provided these
solutions are bounded at that point.
 This latter requirement guarantees
4) no boundary condition the existence of the integrals involved.
Solve: solutions are
Subject to: no boundary condition bounded at that point
Self-Adjoint Form

Self-Adjoint Form

Not Self-Adjoint Form

Legendre’s DE
Rewrite in self-adjoint form

dividing the equation by the

coefficient of y’’ and then
multiplying by the integrating
factor
Self-Adjoint Form
Legendre’s DE

Legendre’s DE

self-adjoint form Legendre polynomials

r ( x)  1  x 2 , q( x)  0,
p( x)  1,   n(n  1)
orthogonal set
Observe that
r (1)  r (1)  0 Pn ( x)n0 is orthogonal with respect to the
weight function p(x) = 1 on [ -1, l].
The orthogonality relation
Parametric Bessel Equation

Parametric Bessel Equation Self-Adjoint Form

self-adjoint form Bessel Functions

n2 The two solutions J n ( x) Yn ( x)
r ( x)  x, q( x)  
x
, only J n ( x) is bounded at x = 0.
p( x)  x,    2
orthogonal set
Observe that
r ( 0)  0 J n (i x)i1 isweight
orthogonal with respect to the
function p(x) = x on [0, b].

2 n 
The orthogonality relation

(1)n
 x
J ( x)    
n 0 n!  (1    n ) 2

cos J ( x)  J  ( x)
Y ( x) 
sin(  )
Exercises