Вы находитесь на странице: 1из 9

Methods Summary

Ivor Allan Jake Denham-Dyson: 737213


Savannah Schlebusch:730221
Gawie Badenhurst: 707831
May 23, 2016

Sturm Louville Theory

1.1

How the Sturm-Louville Problem Arises

1. We seek a solution to the partial differential equation (PDE),


r(x)ut = [p(x)ux ]x q(x)u + F (x, t)

(1)

subject to the boundary conditions


ux (0, t) h1 u(0, t) = 0

ux (l, t) + h2 u(l, t) = 0

(2)

2. To simplify the problem we set F (x, t) = 0.


3. Employing separation of variables we set u(x, t) = X(x)T (t).
r(x)X(x)T 0 (t) = [p(x)X 0 (x)]0 T (t) q(x)XT
r(x)

[p(x)X 0 (x)]0
T 0 (t)
=
q(x)
T (t)
X(x)
T 0 (t)
[p(x)X 0 (x)]0
q(x)
=

T (t)
r(x)X(x)
r(x)

4. The problem is now broken into two sub problems.


T 0 (t) + T (t) = 0

(3)

[p(x)X 0 (x)]0 X(x)q(x) + r(x)X(x) = 0

(4)

subject to the boundary conditions


X(0) h1 X(0) = 0

X(l) + h2 X(l) = 0

(5)

5. (4) with conditions (5) is called a Sturm-Louville problem. (4) is trivial. It is always possible to
transform a second order ordinary differential equation into (4).

1.2

Existence of Non-Trival Solutions, Eigenvalues and Eigenfunctions

1. One can define a general homogenous boundary value problem


y 00 + p(x, )y 0 + q(x, )y = 0

(6)

subject to,
a1 y(, ) + a2 y 0 (, ) = 0

b1 y(, ) + b2 y 0 (, ) = 0

(7)

2. If y1 = 1 (x) and y2 = 2 (x) both do not satisfy the boundary conditions then only trivial solutions
exist.
a1 y1 (, ) + a2 y10 (, ) = 0

b1 y1 (, ) + b2 y10 (, ) = 0

a1 y2 (, ) + a2 y20 (, ) = 0

b1 y2 (, ) + b2 y20 (, ) = 0

Only one solution needs to satisfy boundary conditions so we take products which allow either to be
true and obtain the conditons,




a1 y1 (, ) + a2 y10 (, ) b1 y2 (, ) + b2 y20 (, ) = 0 a1 y2 (, ) + a2 y20 (, ) b1 y1 (, ) + b2 y10 (, ) = 0
This implies there difference must be zero.




a1 y1 (, ) + a2 y10 (, ) b1 y2 (, ) + b2 y20 (, ) a1 y2 (, ) + a2 y20 (, ) b1 y1 (, ) + b2 y10 (, ) = 0
2

Which can be re-expressed as,



a1 y1 (, ) + a2 y10 (, ) b1 y1 (, ) + b2 y10 (, )

a1 y2 (, ) + a2 y20 (, ) b1 y2 (, ) + b2 y20 (, )



=0

(8)

We can use (8) to find what values of satisfy the boundary condition called eigenvalues and use
these values to determine corresponding solutions called eigenfunctions.
3. Thus the functional analog of A~x = ~x is L[y] = [p(x)y 0 ]0 + q(x)y = r(x)y.

1.3

Properties of Sturm-Lioville problems

1. Lagrange Identity
Z
vL[u] uL[
v ]dx

v([p(x)u0 ]0 + q(x)u) u([p(x)


v 0 ]0 + q(x)
v )dx

v [p(x)u0 ]0 + u[p(x)
v 0 ]0 dx

v [p(x)u0 ]0 + u[p(x)
v 0 ]0 dx

Recall,
Z

udv = uv|

vdu

then,
Z

v[p(x)u0 ]0 dx = v[p(x)u0 ]|

u[p(x)
v 0 ]0 dx = u[p(x)
v 0 ]|

[p(x)u0 ]d
v = v[p(x)u0 ]|
[p(x)
v 0 ]d
u = u[p(x)
v 0 ]|

inserting these expressions,


Z

v [p(x)u0 ]0 + u[p(x)
v 0 ]0 dx =
v [p(x)u0 ]| + u[p(x)
v 0 ]|

thus,
Z



vL[u] uL[
v ]dx = p(x) vu0 u
v 0 |

(9)

if u and v satisfy the boundary conditions (7)


Z



vL[u] uL[
v ]dx = p(x) vu0 u
v 0 |



vL[u] uL[
v ]dx = p(x) v()u() u()
v 0 () v()u0 () + u()
v 0 ()


b1
a1
a1
b1
v () + v()u() u()
v ()
vL[u] uL[
v ]dx = p(x) v()u() + u()
b2
b2
a2
a2

vL[u] uL[
v ]dx = 0

(10)

2. All eigenvalues are real


(L[], ) = (, L[])
(r, ) = (r)
Z

r dx
r dx =

r is real

r dx = 0

rkk dx = 0

= is real.
=

3. Orthogonality Relationship
Z

vL[u] uL[
v ]dx = 0

Z
Z

1 L[2 ] 2 L[1 ]dx = 0

1 2 r2 2 1 r1 dx = 0

Eigenvalues and eigenfunctions of the SL-problem are real.

Z
(2 1 )

r1 2 dx = 0

r1 2 dx = 0

If 1 = 2 then,
Z

r2 dx = 1

giving,
Z

rn m dx = n,m

(11)

4. Eigenvalues are ordered


1 < 2 < < 3 < . . .
n as n

Eigenfunction Expansion
1. Suppose a function can be expanded in an infinite series of eigenfunctions of the Sturm-Louville
problem.

X
f (x) =
cn n (x)
(12)
n=1

2. To obtain the coefficents we employ the orthogonality relationship.


Z

r(x)f (x)m (x) dx =

r(x)f (x)m (x) dx =

n=1

cn

r(x)n (x)m (x) dx

cn m,n

n=1

r(x)f (x)m (x) dx = cm

(13)

Non-Homogenous Heat Problems


1. We return to the PDE,
r(x)ut = [p(x)ux ]x q(x)u + F (x, t)
subject to the boundary conditions,
ux (0, t) h1 u(0, t) = 0

ux (l, t) + h2 u(l, t) = 0

and intial condition,


u(x, 0) = f (x)

(14)

2. Separate variables to obtain the associated sturm Louville-Problem of the form,


[p(x)y 0 ]0 yq(x) = r(x)y

(15)

subject to the boundary conditions


X(0) h1 X(0) = 0

X(l) + h2 X(l) = 0

3. Assume the solution can be written as an eigenfunction expansion of the associated Sturm-Louville
problem,

X
u(x, t) =
bn (t)n (x)
(16)
n=1

4. Substitute this solution into (1)


(a) LHS
r(x)ut = r(x)

b0n (t)n (x)

n=1

(b) RHS
i. Homogenous
[p(x)ux ]x q(x)u =

bn (t)[p(x)0n (x)]x q(x)n (x)

n=1

using (14)
[p(x)ux ]x q(x)u = r(x)

X
n=1

bn (t)n n (x)

ii. Non-Homogenous

F (x, t) X
=
n (t)n (x)
r(x)
n=1

with,
Z

r(x)
0

F (x)
n (x) dx = n
r(x)

F (x)n (x) dx = n
0

(c) Giving,
r(x)

b0n (t)n (x) = r(x)

n=1

bn (t)n n (x) + r(x)

n=1

b0n (t)n (x) =

n=1

n (t)n (x)

n=1

bn (t)n n (x) +

n=1

n (t)n (x)

n=1

[b0n (t) + bn (t)n n (t)]n (x) = 0

n=1

Z
0
[bn (t) + bn (t)n n (t)]
r(x)n (x)m (x)

n=1

X
[b0n (t) + bn (t)n n (t)]n,m = 0
n=1
b0m (t) + bm (t)m m (t) = 0

=0

5. Employing intial conditions,


u(x, 0) =
u(x, 0) =

X
n=1

bn (0)n (x)
n (0)n (x)

n=1

6. Solving (17) using integratingating factor


bn (t) = n en t +

Z
0

en (ts) n (s) ds

(17)

Examples

4.1

Example 1
ut = uxx + xet

(18)

with boundary and intial condtions


u(0, t) = 0

ux (1, t) + u(1, t) = 0
u(x, 0) = 0

1. Separating Variables to obtain associated Sturm-Louville Problem


XT 0 = X 00 T
T0
X 00
=
T
X
T0
=
T
T0 + T = 0

X 00
=
X
X 00 + X = 0

2. Hence the associated Sturm-Louville problem is,


X 00 + X = 0
which has the general solution,

X = c1 sin( x) + c2 cos( x)
X(0) = c2
0 = c2

X(1) = c1 sin( )

0 = c1 sin( )
n = n2 2

Thus eigenfunctions are given by n = c1 sin( n x) and eigenvalues n = n2 2


3. Normalising our eigenfunction,
1

2n dx = 1

0
1

p
c21 sin2 ( n x) dx = 1


c1

x
1
sin(2 x)
2 4

1
c1 = 1
2
c1 = 2
thus,
n = 2 sin(

n x)

1
=1
0

4. Assume solution is of the form u(x, t) =

n=1 bn (t)n (x)

5. Calculating n
1

F (x)n (x) dx = n
0

p
2xet sin( n x) dx = n
0




t
2e x
n sin n
n cos
n =
n
6. Calculating bn with n = 0.
Z t
bn (t) =
en (ts) n (s) ds
0

2xe(n +1)(t) en t 1




bn (t) =



n cos n sin

2n

7. Therefore,
u(x, t) =

bn (t)n (x)

n=1

u(x, t) =

(+1)(t)

4xe


 

 



1
n cos n sin n
sin x n

2n

n=1

4.2

Example 2

Show that the normalized eigenfunction for the S.L problem


y 00 + y = 0,
y 0 (0) = 0,

0<x<1

y 0 (1) + y(1) = 0

are

2 cos n x
n (x) = p

1 + sin2 n
and n satisfies
cos

p
p
p
n n sin n = 0

Solution
The solution to the ODE is y = A sin

n x + B cos

Implementing BCs

n x

y 0 (0) = A = 0

y 0 (1) + y(1) = 0

p
y = B cos n x
p
p
p
B cos n B n sin n = 0
p
p
p
cos n n sin n = 0

= cot2

= cot

This looks like

So there are infinitely many satisfying this equation


The corresponding eigenfunctions are
n (x) = kn cos

p
n x

Since we want normalized on n (x) we require kn such that

n (x)n (x) = 1

hn , n i =
0

kn2 cos2

n x dx = 1
!

1
x sin 2 n x
2

1 = kn
+

2
4 n
0
! 21

4 n
kn =
2n + 2 sin n cos n

2
=p

1 + sin2 n
=

The normalized eigenfunctions are therefore

2 cos n x
n = p

1 + sin2 n