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Simple examples
1.1
Example 1
Find eigenvalues k n and eigenfunctions n that solve the boundary value problem
00 = k2
(0) = (5) = 0.
The general solution to the differential equation (DE) is
( x ) = A cos (kx ) + B sin (kx ) .
There are three unknown constants: A, B, k. To find two of the three constants, use the
boundary conditions (BCs). Look first at x = 0,
0 = (0) = A cos (0) + B sin (0)
=A
so A is zero. Look next at x = 5,
0 = (5) = B sin (5k ) .
There are two possibilities:
B = 0. Since A is already zero, choosing B = 0 as well gives the trivial solution
( x ) = 0. Ignore this.
sin (5k ) = 0. This equation is solved when 5k n = n, n = 0, 1, 2, . But notice
that the choice n = 0, k n = 0 also gives the trivial solution, so we can ignore the case
n = 0. Furthermore, sin (k n x ) is equal to sin (k n x ), that is, it differs from sin (k n x )
only by a multiplicative constant and is therefore in the same eigenspace as sin (k n x ).
The negative indices n = 1, 2, can therefore be ignored as they dont produce
distinct eigenfunctions.
1
1.2
Example 2
Solve
00 + 9 = k2
(0) = 0
0 ( ) = 0
for eigenvalues k n and eigenvectors n . The general solution to the DE is
p
p
( x ) = A cos
9 + k2 x + B sin
9 + k2 x .
To determine two of the three unknown constants, use the BCs. Look first at the BC at x = 0,
0 = (0) = A cos (0) + B sin (0)
=A
so A is zero. Look next at the BC at x = :
p
p
0 = 0 ( ) = B 9 + k2 cos
9 + k2 .
There are three (non-exclusive) possibilities:
B = 0. Since weve already found A = 0, this gives us the trivial solution ( x ) = 0
which we ignore.
cos
9 + k2 = 0 , which leads to the condition 9 + k2 = n 12 , n = 1, 2, 3, .
Solve for the eigenvalue,
s
1 2
kn =
n
9
2
The eigenfunctions and eigenvalues are
n ( x ) = sin
s
kn =
q
9 + k2n x
1
n
2
for n = 1, 2, 3, .
Several comments about the solution:
2
2
The choice of one-based indexing 9 + k2 = n 21 , n = 1, 2, 3, instead of zero
based indexing 9 + k2 = n + 21 , n = 0, 1, 2, is arbitrary. Either will work.
I didnt explicitly state why I ignored negative indices, n = 1, 2, but the reasoning is the same as in the previous example.
I also didnt explicitly state why I set the constant B to one, but the reasoning is the
same as in the previous example.
1.3
Example 3
00 = k2
0 (0) = 0
0 (1) = 0.
= Bk
so Bk = 0, meaning B = 0 and/or k = 0. Either way, the term B sin (kx ) will be zero. Look
next at x = 1,
0 = 0 (1)
(since Bk = 0).
There are five combinations of boundary conditions with which the eigenvalue problem
00 + 2 = k2
are easily solvable. On an arbitrary interval [ a, b] the five simple cases are:
1. Specify functions at both ends: ( a) = (b) = 0
2. Specify derivative at left, function at right: 0 ( a) = (b) = 0
3. Specify function at left, derivative at right: ( a) = 0 (b) = 0
4. Specify derivative at both ends: 0 ( a) = 0 (b) = 0
5. Periodic boundary conditions: 0 ( a) = 0 (b) and ( a) = (b).
You should try all of these combinations.
Other boundary conditions are possible, for example,
(0) = 0
(1) 20 (1) = 0,
but the determination of the eigenvalues in such cases requires solution of a transcendental
algebraic equation.