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Linear Homogeneous Boundary Value

Problems
Dr. P. Dhanumjaya

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Eigenvalues and
Eigenfunctions
Consider the boundary value problem (BVP)
consisting of the differential equation
(1) y 00 + P (x)y 0 + Q(x)y = 0, 0 < x < 1,
and the boundary conditions
(2) a1 y(0) + a2 y
0
(0) = 0, b1 y(1) + b2 y 0 (1) = 0.

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Note 1
All homogeneous problems have the solution
y = 0.

This solution is called trivial solution which is of


no interest.

The significant question is whether there are


other nontrivial solutions.

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Example 1
Find y = Φ(x) satisfying
y 00 + y = 0,
y(0) = 0, y(1) = 0.
Solution. The general solution for the given
differential equation is
y(x) = C1 sin x + C2 cos x,
where C1 and C2 are any arbitrary constants.

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The first boundary condition y(0) = 0 gives
C2 = 0.
The second boundary condition y(1) = 0 gives
C1 = 0.
Therefore, the only solution is Φ(x) = 0, the trivial
solution.

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Example 2
Find y = Φ(x) satisfying

y 00 + π 2 y = 0,
y(0) = 0, y(1) = 0.
Solution. The general solution for the given
differential equation is
y(x) = C1 sin πx + C2 cos πx,
where C1 and C2 are any arbitrary constants.

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The first boundary condition y(0) = 0 gives
C2 = 0.
The function
y = C1 sin πx,
is also satisfies the second boundary condition
for any constant C1 .

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Hence,
Φ(x) = C1 sin πx,
where C1 is arbitrary.

The given problem has a single infinite family of


solutions, each is a multiple of sin πx.

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Example 3
Find y = Φ(x) satisfying

y 00 + π 2 y = 0,
y(0) + y(1) = 0, y 0 (0) + y 0 (1) = 0.
Solution. The general solution for the given
differential equation is
y(x) = C1 sin πx + C2 cos πx,
where C1 and C2 are any arbitrary constants.

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The first boundary condition gives
y(0) + y(1) = C2 − C2 = 0.
Thus, the first boundary condition imposes no
restriction on the arbitrary constants C1 and C2 .

The second boundary condition gives


y 0 (0) + y 0 (1) = C1 π − C1 π = 0.
Thus, the second boundary condition also
satisfied for all values of C1 and C2 .
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Therefore, the function y = Φ(x) is the most
general solution of the boundary value problem.

In this case, there are two infinite family of


solutions, one proportional to
Φ1 (x) = sin πx,
and the other proportional to
Φ2 (x) = cos πx.

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More generally, we consider a boundary value
problem in which the differential equation
contains an arbitrary parameter λ, for example
y 00 + λy = 0,
y(0) = 0, y(1) = 0.
As we have seen λ = 1 the BVP has only the
trivial solution.

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If λ = π 2 the BVP has non trivial solutions.

This raises the question of what happens when λ


takes on some other value.

The solution of the differential equation depends


on λ, so it is necessary to consider several
cases.

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Case(i). If
λ = 0.
The general solution is
y(x) = C1 x + C2 ,
where C1 and C2 are any arbitrary constants.

The boundary condition y(0) = 0 gives C2 = 0.

The boundary condition y(1) = 0 gives C1 = 0.


The BVP has nonontrivial solution.
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Case(ii). If
λ < 0.
Let λ = −µ, so that µ > 0. The given differential
equation rewritten as y 00 − µy = 0.

The general solution is


y(x) = C1 e−µx + C2 eµx ,
where C1 and C2 are any arbitrary constants.
Using the two boundary conditions, we get trivial
solution y = 0.
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Case(iii). If
λ > 0.
The general solution is
√ √
y(x) = C1 sin λx + C2 cos λx, λ > 0.
The boundary condition y(0) = 0 gives C2 = 0.
This gives

y(x) = C1 sin λx.

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Using the second boundary condition y(1) = 0,
we get

0 = C1 sin λ.
For a nontrivial solution, we must have C1 6= 0.
This gives

sin λ = 0 = sin nπ.
This implies
λ = n2 π 2 , n = 1, 2, 3, · · · ,

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Therefore, the BVP has nontrivial solution exist
only for certain real values of λ namely
2 2 2 2 2
λ = π , 4π , 9π , · · · , n π , · · ·
The values of λ are called eigenvalues of the
BVP.

The corresponding nontrivial solutions


y(x) = Φ(x) = sin nπx
are called eigenfunctions.
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Example 4
Find the eigenvalues and eigenfunctions of
y 00 + λy = 0,
y(0) = 0, y(π) = 0.
Solution. The eigenvalues are

λ = 1, 4, 9, · · · , n2 , · · ·
and the corresponding eigenfunctions are
y(x) = sin nx, n = 1, 2, 3, · · · ,

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