CHAPTER .

2
POWBR SERIES SOI,UTIONS

2.I TIIE STURM . LIOUVILLB PROBLEM

A boundary - value problem (BVP) in standard form consist of the second order
linear differentitl equation
y"+p(x)y'+q(x)y=Q@) ...( 1)
and the boundary conditions
atl 0r/'(n) =yr
kt) + ,..(21

azy (b) + F>v' (4 =yz

where p(x),4(x)andQ(x) are conrinuous in [a,b] and apaz,0r,gz,y1and"y,are all

real constants (Here we assume that a, and p1 are not both zero and similarly
o2 and p, are not both zero).
The boundary-value problem is said to be bomogsneous if S(r) =Oarud
Yr -o-Yz' ...(3)

Otherwise the pnrblem is calted non-homogeneous.

A more general BVP is (hornogeneous)
y"+ p(r, X) y' o q (*,),1 ;, -A

crll (a) + Fr)'(o) =0

ay (b) t !z.v (b) = 0 ...(4)

Here the coefficients p (x) and q (x) also depend on an arbitrary constant 1.. ,

Remark: A non-homogeneous problem has a unique solution rf and only if the asso-
ciated homogeneous problem has a unique solution.
Those values of l. for which non-trivial solutions do exist lcr equation (4) are
called ersen values (Note that y (x) = 0, a trivial solution always exist). lhe corresponding
non trr'ial solutions are called eigen functions of (4). Thus, (4) is an eig*n value prob-
lem, analogous to the matrix eigen value problem studied in chapter I

STUR\I - LIOUVILLE PROBLEMS

A second order Sturm - Liouville probrem is a homogeneous BVp of the iorm
[.4(.r)r'']'+cl (-t)y+),'w(x)!=o (a<x<b) with homogeneous boundary conditions r-,r"
the form
arl (a) + 0t/'(n) =0
2.2 Diflerential and Ditference Equation
Tne S:-:
the matr: r. : : :

ay (b) + \il'(D) =0 the eiger, ''" -:

vectors sp3;i
where p (x),p'(x),q(x)andw(x) are continuous on [a,6] and both p(x)andw(x) are
related. the -<
positive on [a, D]. - ;:::
infinite
Delinition: Functions lt,lz, ...defined on some interval a3xSD are called orthogonal
on h<x<& with respect to a weight function w(x)>O if
b
t l
J ,(r)'tr,(x)'tu[)dx=0 for m*n. EX.{}1F -
-Lic,t:, : t-
shor.::; :-lr,
Remark: For orthogonal with respect to x,(r)= l, we simply say'orthogonal'. Thus,
Solutr -:
b
t P'', .-:
functions !F!2.,... are orthogonal on some interval aSxSb if J Y, (x) tn@) clx = o'
a

Sturm - Liouville Theorem (without proof).Let l, anden(x) denote any eigen value
and corresponding eigen function of the Sturm - Liouville eigen value problem, respec-
tively.
(i) The eigen values of a Sturm - Liouville problem are all real and non negative.
(ii) The eigen values of a Sturm - Liouville problem can be arranged to form a
strictly increasing infinite sequence, that is, 0.lr.Lz.Ll<.... Further-
more, l,r, -+ @ as ,, -) €,

(iii) For each eigen vaiue of a Sturm - Liouville problem, there exists one and
only one linearly'independent eigen function.
(iv) Eigen functions colresponding to distinct eigen values are orthogonal. Thai
llL is
.ll
is, the set of eigen functions { rrt$,e26),... } satisfies rhe relation
llffi
----::llllllillll
b

J ,(r) en(x)e,,,(x)dx=O for n*m.

Remarks.
l. A boundary value problem is solved by first obtaining the general solutio:-
to the differential equation, and then applying the boundary conditions rc
evaluate the arbitrary constants.
2' Let y1 (x) andy2(x) be two linearly independenr solutions of

y"+p(r)y'+q(x)y=0.
Non trivial solutions to the homogeneous BVP exists if and only if
o,y1 (a) + Bil'(a) ap2@) + p11,2 1 (a)
=Q.
 Power Series Solutions 2.3

The Sturm eigen value problem is the differential equation analog of

- Liouville
the matrix, eigen value problem AX=)yX, where A is real and symmetric. In both cases
the eigen values.are real and the eigen vectors provide an orthogonal basis for the relevant
vectois space. Although the Sturm - Liouville and matrix eigen value problems are closed
$"1 :-
related, ih" Stu.. - Liouville case is much more subtle because the vector space is
infinite - dimensional and expansions are, in general, infinite series.

SOLVED PROBLEMS

EXAMPLE 1: show that the BVP y"+)u!=0;y(0)=0'J(4=0'r>0 is a sturm

- Liouville problem (SLP) and hence find the eigen values and eigen functions and
show that th"y orthogonal. al ,,:.. :j...:
"."
Thus.
Solution: Comparing with SLP, we see thai '/ 1x) = l' q (x) = 0 and w (x) = 1' Both
p (x) and w (x) are positive and continuous on [ 0, i ]. ,So it is a SLP. Clearly its gqneral
, ; :r=0. solution is
Y(x)=A"osfi",+Bsinil'', .:, ..:
l') :' ;3n Value
Using the boundarY conditions. :
EC,€::-. respec- a
Y(0)=Q=4
-,:- )' (l) =o =A cos {l t + r sin fi" / a
d regative.
r r;0andsin{l. r=O
1^
ti:: :l form a
il, , = nn.for n= 0, t l, !2, ...
-;:::;;;=;
.", -

=+ ",t?t =+
: t ,:S One and
h'Ilt

"'Y(x)
=g'inff
--: r_lLrnal. That
Let us Set B = l, say, for definiteness and we have the infinite set of eigen values
:: ::lon
"
and eigen functions
- n2n2
L,r=-/ ancl e,, (x) =
;rTtx
-l
#Itn
for n= 1,2,.... From Sturm - Liouville theorem, it follows that the above eigen functions
are orthogonal on the interval [0, /].
\/)
Eneral solution
r conditions to EXAMPLE 2: Determine whether the BVP (+y)'+fxz,+t+)'.exly=01
/ (l) + 2Y'(l)=Q
Y(2)-3Y'(2)=g
is a SLP.
Solution: Comparing with SLP, we see thatp(x) =x,q(x\=x}+Landw(x)=e'' Both
p(x)andq(x) are continuous and positive on [ 1,2 ], the BVP is * SLP'
2.4 Differential and Difference Equation

EXAMPLE 3: Determine which

A
of the fotlowing 6itt'erential equations with the
boundary conditions y (0) = 0'y'(1) = 0 for in SLP A (r,

(i) e*y " + e*Y' +)uY =g odv if B

=> Gl , ,'/)'
(ii) *r"*ri*(*''+1+1")y=g t- f *iY .:o
can rewrite the
(iii) . (x +],)y = 6
[#'J
(iv) )' iX(l +x)y = 6
(v)eb y " + e.* y' +),y =g,
l. Find the
Solution: (i) Comparing with SLP, p(x)={,q(x)=A,w(x)= l. So (i) is a SLP. \' +z'" =
(ii) Given.xy " +y'+G + l+),)y=6 -\',0 -
'
+(ry)'+@+l)y+),y=Q 2. Sol"e.-:
comparing with SLP'
1rr r .

p (x) = x, q (x) = ]-F l, w (x) = t. .,. L:C :

But p(r) is zero at x=0 in the interval [ 0, I ], this is not a SLP. eCU:i -:
,
'
/"'t\

- (iii) Given I L I*(-r+],)y=O

tri
Comparing with SLP, e$)=+,g(x)=x,w(x)= l. But at .r=0,p(x) is not con-
tinuous, this is not a SLP.
(iv) Given y " +)'(l+x)y=0
=+(ll)'+1.(l+x)y=Q
Comparing with SLP, p(x):l,q(*)=0,w(x)=l+x. This is a SLP.
(v) Given eb y" +,k y'+l"y=6

. =) ery"+e*y'+tre-'ry=g
. + (e'y')'*Le-x y=S
Comparing with SLP, p(x)=e",q(x)=0,w("t)=e r. This is a SLP.
EXAMPLE 4: Determine whether the BVP xy" +5y'+)'*y =0 is a SLP.
Solution: Given 4r " + 5y'+ 1,.t7 = g.

+ (x5y') '+ Lr5y = g ,i

with p (r) = 15, q {x) =0, w (x) = x5, this is a SLP.

Remark: The equrition
 .

Power Series Solutions 2.5

quations with the
A(x)y" +B(x)y'+c(x)y+)'D (x)y=0 is in the standard Sturm - Liouville form

onry if B(x)=/'(x). If A(x)+0 on [a,D] and '-fis continuous onfa,b),then we

B-A'
JI A a*
can rewrite the above equation in SLP by multiplying e

PROBLEMS FOR PRACTICE

l. Find the eigen values and eigen functions for the Sturm - I-iouville ptoblem../
l ii) is a SLP.
Y"+)tY=0 (0<-r<l)
Y (0) - 2Y' (O)= 0, Y (1) = 0.
2. Solve for the eigen values and eigen function".-1
(i) Y" -r )"Y:0;Y (0) =0,Y'(l)=0
(ii) Y" +)"Y=OiY' (0)=0,)'(l)=0.
3. Use the Remark in solved problems, to recast each of the follory'rlg differential
,
SLP
(i) y" +2y'+xy+M'y=O
(ii) y" +y'+)vy=0
(iii) y" -y'+)vxy=Q
, p (-t) is not con-
(iv) *2y" +xy'+Ax2y=g
(v) y"+(cotx)y'+b=0.
4. Show that the eigen values and eigen functions of
*2Y " + xY' +)"Y=O (t <x< a)
y(l)=0.y(c)=a
SLP
are
n2n2and e,, (x) = sln ( ,lrl losx\
r\",, = ,r_A I lrr;:
(loga)- \ -o) '

5. Prove that the Legendle equation

*
' (I-*2)Y"-2*Y'+),Y=0 (-l<r<1)
y (- f) bounded, y (1) bounded, is a Sturm - Liouville problem. Hence show that the
eigen values and eigen functions are given by tr,=n(n+ l)andQ, G)--pn(-x) for
n =0, 1,2. ..".
i a SLP. 6. Prove that the Bessel equation
(xy')' + ),ty= 0 (0 <, < l); y (0) bounded' y(/) = 0
(r\2
is a Sturm - Liouville problem. Hence show that 1.,,= *a,,, rO= t,(,,;).
[?]
where the zeros of J9 (x) as x=21,22,...