4.5: Problems
- Page ID
- 90940
\( \newcommand{\vecs}[1]{\overset { \scriptstyle \rightharpoonup} {\mathbf{#1}} } \)
\( \newcommand{\vecd}[1]{\overset{-\!-\!\rightharpoonup}{\vphantom{a}\smash {#1}}} \)
\( \newcommand{\id}{\mathrm{id}}\) \( \newcommand{\Span}{\mathrm{span}}\)
( \newcommand{\kernel}{\mathrm{null}\,}\) \( \newcommand{\range}{\mathrm{range}\,}\)
\( \newcommand{\RealPart}{\mathrm{Re}}\) \( \newcommand{\ImaginaryPart}{\mathrm{Im}}\)
\( \newcommand{\Argument}{\mathrm{Arg}}\) \( \newcommand{\norm}[1]{\| #1 \|}\)
\( \newcommand{\inner}[2]{\langle #1, #2 \rangle}\)
\( \newcommand{\Span}{\mathrm{span}}\)
\( \newcommand{\id}{\mathrm{id}}\)
\( \newcommand{\Span}{\mathrm{span}}\)
\( \newcommand{\kernel}{\mathrm{null}\,}\)
\( \newcommand{\range}{\mathrm{range}\,}\)
\( \newcommand{\RealPart}{\mathrm{Re}}\)
\( \newcommand{\ImaginaryPart}{\mathrm{Im}}\)
\( \newcommand{\Argument}{\mathrm{Arg}}\)
\( \newcommand{\norm}[1]{\| #1 \|}\)
\( \newcommand{\inner}[2]{\langle #1, #2 \rangle}\)
\( \newcommand{\Span}{\mathrm{span}}\) \( \newcommand{\AA}{\unicode[.8,0]{x212B}}\)
\( \newcommand{\vectorA}[1]{\vec{#1}} % arrow\)
\( \newcommand{\vectorAt}[1]{\vec{\text{#1}}} % arrow\)
\( \newcommand{\vectorB}[1]{\overset { \scriptstyle \rightharpoonup} {\mathbf{#1}} } \)
\( \newcommand{\vectorC}[1]{\textbf{#1}} \)
\( \newcommand{\vectorD}[1]{\overrightarrow{#1}} \)
\( \newcommand{\vectorDt}[1]{\overrightarrow{\text{#1}}} \)
\( \newcommand{\vectE}[1]{\overset{-\!-\!\rightharpoonup}{\vphantom{a}\smash{\mathbf {#1}}}} \)
\( \newcommand{\vecs}[1]{\overset { \scriptstyle \rightharpoonup} {\mathbf{#1}} } \)
\( \newcommand{\vecd}[1]{\overset{-\!-\!\rightharpoonup}{\vphantom{a}\smash {#1}}} \)
\(\newcommand{\avec}{\mathbf a}\) \(\newcommand{\bvec}{\mathbf b}\) \(\newcommand{\cvec}{\mathbf c}\) \(\newcommand{\dvec}{\mathbf d}\) \(\newcommand{\dtil}{\widetilde{\mathbf d}}\) \(\newcommand{\evec}{\mathbf e}\) \(\newcommand{\fvec}{\mathbf f}\) \(\newcommand{\nvec}{\mathbf n}\) \(\newcommand{\pvec}{\mathbf p}\) \(\newcommand{\qvec}{\mathbf q}\) \(\newcommand{\svec}{\mathbf s}\) \(\newcommand{\tvec}{\mathbf t}\) \(\newcommand{\uvec}{\mathbf u}\) \(\newcommand{\vvec}{\mathbf v}\) \(\newcommand{\wvec}{\mathbf w}\) \(\newcommand{\xvec}{\mathbf x}\) \(\newcommand{\yvec}{\mathbf y}\) \(\newcommand{\zvec}{\mathbf z}\) \(\newcommand{\rvec}{\mathbf r}\) \(\newcommand{\mvec}{\mathbf m}\) \(\newcommand{\zerovec}{\mathbf 0}\) \(\newcommand{\onevec}{\mathbf 1}\) \(\newcommand{\real}{\mathbb R}\) \(\newcommand{\twovec}[2]{\left[\begin{array}{r}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\ctwovec}[2]{\left[\begin{array}{c}#1 \\ #2 \end{array}\right]}\) \(\newcommand{\threevec}[3]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\cthreevec}[3]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \end{array}\right]}\) \(\newcommand{\fourvec}[4]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\cfourvec}[4]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \end{array}\right]}\) \(\newcommand{\fivevec}[5]{\left[\begin{array}{r}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\cfivevec}[5]{\left[\begin{array}{c}#1 \\ #2 \\ #3 \\ #4 \\ #5 \\ \end{array}\right]}\) \(\newcommand{\mattwo}[4]{\left[\begin{array}{rr}#1 \amp #2 \\ #3 \amp #4 \\ \end{array}\right]}\) \(\newcommand{\laspan}[1]{\text{Span}\{#1\}}\) \(\newcommand{\bcal}{\cal B}\) \(\newcommand{\ccal}{\cal C}\) \(\newcommand{\scal}{\cal S}\) \(\newcommand{\wcal}{\cal W}\) \(\newcommand{\ecal}{\cal E}\) \(\newcommand{\coords}[2]{\left\{#1\right\}_{#2}}\) \(\newcommand{\gray}[1]{\color{gray}{#1}}\) \(\newcommand{\lgray}[1]{\color{lightgray}{#1}}\) \(\newcommand{\rank}{\operatorname{rank}}\) \(\newcommand{\row}{\text{Row}}\) \(\newcommand{\col}{\text{Col}}\) \(\renewcommand{\row}{\text{Row}}\) \(\newcommand{\nul}{\text{Nul}}\) \(\newcommand{\var}{\text{Var}}\) \(\newcommand{\corr}{\text{corr}}\) \(\newcommand{\len}[1]{\left|#1\right|}\) \(\newcommand{\bbar}{\overline{\bvec}}\) \(\newcommand{\bhat}{\widehat{\bvec}}\) \(\newcommand{\bperp}{\bvec^\perp}\) \(\newcommand{\xhat}{\widehat{\xvec}}\) \(\newcommand{\vhat}{\widehat{\vvec}}\) \(\newcommand{\uhat}{\widehat{\uvec}}\) \(\newcommand{\what}{\widehat{\wvec}}\) \(\newcommand{\Sighat}{\widehat{\Sigma}}\) \(\newcommand{\lt}{<}\) \(\newcommand{\gt}{>}\) \(\newcommand{\amp}{&}\) \(\definecolor{fillinmathshade}{gray}{0.9}\)Prove the if \(u(x)\) and \(v(x)\) satisfy the general homogeneous boundary conditions
\[\begin{array}{r} \alpha_{1} u(a)+\beta_{1} u^{\prime}(a)=0, \\ \alpha_{2} u(b)+\beta_{2} u^{\prime}(b)=0 \end{array}\label{eq:1} \]
at \(x=a\) and \(x=b\), then
\[p(x)\left[u(x) v^{\prime}(x)-v(x) u^{\prime}(x)\right]_{x=a}^{x=b}=0 .\nonumber \]
Prove Green’s Identity \(\int_{a}^{b}(u \mathcal{L} v-v \mathcal{L} u) d x=\left.\left[p\left(u v^{\prime}-v u^{\prime}\right)\right]\right|_{a} ^{b}\) for the general Sturm-Liouville operator \(\mathcal{L}\).
Find the adjoint operator and its domain for \(L u=u^{\prime \prime}+4 u^{\prime}-3 u, u^{\prime}(0)+\) \(4 u(0)=0, u^{\prime}(1)+4 u(1)=0\).
Show that a Sturm-Liouville operator with periodic boundary conditions on \([a, b]\) is self-adjoint if and only if \(p(a)=p(b)\). [Recall, periodic boundary conditions are given as \(u(a)=u(b)\) and \(u^{\prime}(a)=u^{\prime}(b)\).]
The Hermite differential equation is given by \(y^{\prime \prime}-2 x y^{\prime}+\lambda y=0\). Rewrite this equation in self-adjoint form. From the Sturm-Liouville form obtained, verify that the differential operator is self adjoint on \((-\infty, \infty)\). Give the integral form for the orthogonality of the eigenfunctions.
Find the eigenvalues and eigenfunctions of the given Sturm-Liouville problems.
- \(y^{\prime \prime}+\lambda y=0, y^{\prime}(0)=0=y^{\prime}(\pi)\).
- \(\left(x y^{\prime}\right)^{\prime}+\frac{\lambda}{x} y=0, y(1)=y\left(e^{2}\right)=0\).
The eigenvalue problem \(x^{2} y^{\prime \prime}-\lambda x y^{\prime}+\lambda y=0\) with \(y(1)=y(2)=0\) is not a Sturm-Liouville eigenvalue problem. Show that none of the eigenvalues are real by solving this eigenvalue problem.
In Example 4.2.7 we found a bound on the lowest eigenvalue for the given eigenvalue problem.
- Verify the computation in the example.
- Is this an upper bound on \(\lambda_{1}\)
- Use the Rayleigh quotient to obtain a good upper bound for the lowest eigenvalue of the eigenvalue problem: \(\phi^{\prime \prime}+\left(\lambda-x^{2}\right) \phi=0\), \(\phi(0)=0, \phi^{\prime}(1)=0\).
Use the method of eigenfunction expansions to solve the problems:
- \(y^{\prime \prime}=x^{2}, \quad y(0)=y(1)=0\).
- \(y^{\prime \prime}+4 y=x^{2}, \quad y^{\prime}(0)=y^{\prime}(1)=0\).
Determine the solvability conditions for the nonhomogeneous boundary value problem: \(u^{\prime \prime}+4 u=f(x), u(0)=\alpha, u^{\prime}(\pi / 4)=\beta\).