13
13
©lCþ{o(
Outline
ùÇ:
1 Sturm-Liouville.§¯K
gίK
Sturm-Liouville.§¯K
Sturm-Liouville.§¯K¥{¿
y
2 lS-L.§¯Kw©lCþ{
©lCþ{°Â
©lCþ{uÐ
C. S. Wu 1nù ©lCþ{o(
Outline
ùÇ:
1 Sturm-Liouville.§¯K
gίK
Sturm-Liouville.§¯K
Sturm-Liouville.§¯K¥{¿
y
2 lS-L.§¯Kw©lCþ{
©lCþ{°Â
©lCþ{uÐ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
References
ÇÂÁ§5êÆÔn{6§§18.3 — 18.6
ù&§5êÆÔn{6§§9.4
nÎ!X1Á§5êÆÔn{6§§10.6
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
ùÇ:
1 Sturm-Liouville.§¯K
gίK
Sturm-Liouville.§¯K
Sturm-Liouville.§¯K¥{¿
y
2 lS-L.§¯Kw©lCþ{
©lCþ{°Â
©lCþ{uÐ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Î
Definition
LÚM ½Â3½¼êmS(©)
ΧeéuT¼êmS?¿ü¼êuÚv§
ðk
(v, Lu) = (M v, u)
= Z b Z b
∗
v Ludx = (M v)∗ udx
a a
K¡M ´LÎ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.1 L =
dx
b b
dv ∗
Z Z
du b
v ∗ dx = v ∗ u − udx
a dx a a dx
¤±§uÚvÑ÷v>.^
y(a) = y(b)
d d
§ δ−
dx dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.1 L =
dx
b b
dv ∗
Z Z
du b
v ∗ dx = v ∗ u − udx
a dx a a dx
¤±§uÚvÑ÷v>.^
y(a) = y(b)
d d
§ δ−
dx dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.1 L =
dx
b b
dv ∗
Z Z
du b
v ∗ dx = v ∗ u − udx
a dx a a dx
¤±§uÚvÑ÷v>.^
y(a) = y(b)
d d
§ δ−
dx dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
eM ´LΧKéu?¿¼êuÚv§k
Z b Z b ∗
∗ ∗
v M udx = (M u) vdx
a a
Z b ∗ Z b
= u∗ Lvdx = (Lv)∗ udx
a a
¤±L´M Î
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
eM ´LΧKéu?¿¼êuÚv§k
Z b Z b ∗
∗ ∗
v M udx = (M u) vdx
a a
Z b ∗ Z b
= u∗ Lvdx = (Lv)∗ udx
a a
¤±L´M Î
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
eM ´LΧKéu?¿¼êuÚv§k
Z b Z b ∗
∗ ∗
v M udx = (M u) vdx
a a
Z b ∗ Z b
= u∗ Lvdx = (Lv)∗ udx
a a
¤±L´M Î
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d2
~13.2 L = 2
dx
©ÜÈ©üg=
Z b 2 ib Z b d 2 v ∗
∗d u
h
∗ 0 ∗ 0
v dx = v u − (v ) u + udx
a dx2 a a dx2
¤±§¼êuÚv÷v
h ib
∗ 0 ∗ 0
v u − (v ) u = 0
a
d2
§ 2 ÎÒ´§g
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d2
~13.2 L = 2
dx
©ÜÈ©üg=
Z b 2 ib Z b d 2 v ∗
∗d u
h
∗ 0 ∗ 0
v dx = v u − (v ) u + udx
a dx2 a a dx2
¤±§¼êuÚv÷v
h ib
∗ 0 ∗ 0
v u − (v ) u = 0
a
d2
§ 2 ÎÒ´§g
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d2
~13.2 L = 2
dx
©ÜÈ©üg=
Z b 2 ib Z b d 2 v ∗
∗d u
h
∗ 0 ∗ 0
v dx = v u − (v ) u + udx
a dx2 a a dx2
¤±§¼êuÚv÷v
h ib
∗ 0 ∗ 0
v u − (v ) u = 0
a
d2
§ 2 ÎÒ´§g
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
h ib
∗ 0 ∗ 0
o^e v u − (v ) u = 0º
a
¼êuÚv÷v!!na>.^
α1 y(a) + β1 y 0 (a) = 0 α2 y(b + β2 y 0 (b) = 0
(Ù¥ |α1 |2 + |β1 |2 6= 0, |α2 |2 + |β2 |2 6= 0)
¼êuÚv÷v±Ï^
y(a) = y(b) y 0 (a) = y 0 (b)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
h ib
∗ 0 ∗ 0
o^e v u − (v ) u = 0º
a
¼êuÚv÷v!!na>.^
α1 y(a) + β1 y 0 (a) = 0 α2 y(b + β2 y 0 (b) = 0
(Ù¥ |α1 |2 + |β1 |2 6= 0, |α2 |2 + |β2 |2 6= 0)
¼êuÚv÷v±Ï^
y(a) = y(b) y 0 (a) = y 0 (b)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
h ib
∗ 0 ∗ 0
o^e v u − (v ) u = 0º
a
¼êuÚv÷v!!na>.^
α1 y(a) + β1 y 0 (a) = 0 α2 y(b + β2 y 0 (b) = 0
(Ù¥ |α1 |2 + |β1 |2 6= 0, |α2 |2 + |β2 |2 6= 0)
¼êuÚv÷v±Ï^
y(a) = y(b) y 0 (a) = y 0 (b)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gÎ
Definition
eÎLÎÒ´§g§=éuT¼ê
mS?¿ü¼êuÚv§ðk
= Z b Z b
∗
v Ludx = (Lv)∗ udx
a a
K¡L´gÎ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.3 L = i
dx
Z b Z b ∗
du b dv
v∗ i dx = iv ∗ u − i udx
a dx a a dx
uÚvÑ÷vÚ~13.1Ó>.^
y(a) = y(b)
Z b Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gÎ
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.3 L = i
dx
Z b Z b ∗
du b dv
v∗ i dx = iv ∗ u − i udx
a dx a a dx
uÚvÑ÷vÚ~13.1Ó>.^
y(a) = y(b)
Z b Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gÎ
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.3 L = i
dx
Z b Z b ∗
du b dv
v∗ i dx = iv ∗ u − i udx
a dx a a dx
uÚvÑ÷vÚ~13.1Ó>.^
y(a) = y(b)
Z b Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gÎ
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Þ~
d
~13.3 L = i
dx
Z b Z b ∗
du b dv
v∗ i dx = iv ∗ u − i udx
a dx a a dx
uÚvÑ÷vÚ~13.1Ó>.^
y(a) = y(b)
Z b Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gÎ
dx
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
• ¼ê½Â3½«mþ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
• ¼ê½Â3½«mþ
• ¼êäkv ëY5
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
• ¼ê½Â3½«mþ
• ¼êäkv ëY5
~X§éu©Î§Ò¦¼ê
êëY§©ãëY¶XJ´Ã.«m§K
¦¼ê²È
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
• ¼ê½Â3½«mþ
• ¼êäkv ëY5(áu,Hilbertm)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
• ¼ê½Â3½«mþ
• ¼êäkv ëY5(áu,Hilbertm)
• ¼ê÷v½>.^§=Û3Hilbert
m¥½fm(6/)S
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Îg5§o´Ú½¼êméX3
å
Ï~§·o´¦
• ¼ê½Â3½«mþ
• ¼êäkv ëY5(áu,Hilbertm)
• ¼ê÷v½>.^§=Û3Hilbert
m¥½fm(6/)S
ýØUøl>.^å5?ØÎg5
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK
Definition
eLgΧK§
Ly(x) = λy(x)
¡gίK
ùpÑyàg>.^§Ï>.^®²Û
¹3gÎL½Â¥
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK
Definition
eLgΧK§
Ly(x) = λy(x)
¡gίK
ùpÑyàg>.^§Ï>.^®²Û
¹3gÎL½Â¥
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
51 (Øy)
gν3©káõ
§¤ê8
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
52
gÎ7¢ê
Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a
∴ λ = λ∗ i.e. λ¢ê
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
52
gÎ7¢ê
Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a
∴ λ = λ∗ i.e. λ¢ê
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
52
gÎ7¢ê
Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a
∴ λ = λ∗ i.e. λ¢ê
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
52
gÎ7¢ê
Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a
∴ λ = λ∗ i.e. λ¢ê
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
53
gμêäk5§=éAØÓ
¼ê½
Proof
λi Úλj ´Øü§éA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
λi , λj ¢ê
Z b Z b
∗ ∗
[yi Lyj − (Lyi ) yj ] dx = (λj − λi ) yi∗ yj dx
a Z b a
∗
∴ yi (x)yj (x)dx = 0
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
53
gμêäk5§=éAØÓ
¼ê½
Proof
λi Úλj ´Øü§éA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
λi , λj ¢ê
Z b Z b
∗ ∗
[yi Lyj − (Lyi ) yj ] dx = (λj − λi ) yi∗ yj dx
a Z b a
∗
∴ yi (x)yj (x)dx = 0
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
53
gμêäk5§=éAØÓ
¼ê½
Proof
λi Úλj ´Øü§éA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
λi , λj ¢ê
Z b Z b
∗ ∗
[yi Lyj − (Lyi ) yj ] dx = (λj − λi ) yi∗ yj dx
a Z b a
∗
∴ yi (x)yj (x)dx = 0
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
53
gμêäk5§=éAØÓ
¼ê½
Proof
λi Úλj ´Øü§éA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
λi , λj ¢ê
Z b Z b
∗ ∗
[yi Lyj − (Lyi ) yj ] dx = (λj − λi ) yi∗ yj dx
a Z b a
∗
∴ yi (x)yj (x)dx = 0
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
du¼ê´àg©§3àg>.^
e)§¤±ò¼ê¦±"~
êÏfE,´¼ê
±·ÀJù~êÏf§¦éu?¿
λi §Ñk
Z b
yi∗ (x)yi (x)dx = 1
a
ùÒ´8¼ê|
Z b
yi∗ (x)yj (x)dx = δij
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
du¼ê´àg©§3àg>.^
e)§¤±ò¼ê¦±"~
êÏfE,´¼ê
±·ÀJù~êÏf§¦éu?¿
λi §Ñk
Z b
yi∗ (x)yi (x)dx = 1
a
ùÒ´8¼ê|
Z b
yi∗ (x)yj (x)dx = δij
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
du¼ê´àg©§3àg>.^
e)§¤±ò¼ê¦±"~
êÏfE,´¼ê
±·ÀJù~êÏf§¦éu?¿
λi §Ñk
Z b
yi∗ (x)yi (x)dx = 1
a
ùÒ´8¼ê|
Z b
yi∗ (x)yj (x)dx = δij
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
gίK5
54
gμê(N)¤¼ê
|§=?¿3«m[a, b]¥këYê!
÷vÚgÎLÓ>.^¼êf (x)§
þU¼ê{yn (x)}Ðmýé Âñ
?ê
∞
X
f (x) = cn yn (x)
n=1
(Y)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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a
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cn = f (x)yn∗ (x)dx
a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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lim f (x) − cn yn (x) dx = 0
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm-Liouville.§
8c§·?ØLA~©§
¯K©9©§k
X 00 + λX = 0
2
d dy m
1 − x2
+ λ− y=0
dx dx 1 − x2
m2
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r + λ− 2 R=0
r dr dr r
§±8Be¡/ª
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
¡Sturm–Liouville.§({¡S–L.§)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm-Liouville.§
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¯K©9©§k
X 00 + λX = 0
2
d dy m
1 − x2
+ λ− y=0
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r + λ− 2 R=0
r dr dr r
§±8Be¡/ª
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
¡Sturm–Liouville.§({¡S–L.§)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
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d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
ρ(x)§¡¼ê
¼êρ(x) = ~ê§±1
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
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d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
ρ(x)§¡¼ê
¼êρ(x) = ~ê§±1
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Sturm–Liouville.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
ρ(x)§¡¼ê
¼êρ(x) = ~ê§±1
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
?Ø
Sturm–Liouville.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
ρ(x)§¡¼ê
¼êρ(x) = ~ê§±1
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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bρ(x) ≥ 0§ Øð0
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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bρ(x) ≥ 0§ Øð0
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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bρ(x) ≥ 0§ Øð0
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
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bρ(x) ≥ 0§ Øð0
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
½Â©Î
d d
L≡− p(x) + q(x)
dx dx
Kk
Sturm–Liouville.§Î/ª
Ly(x) = λρ(x)y(x)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
½Â©Î
d d
L≡− p(x) + q(x)
dx dx
Kk
Sturm–Liouville.§Î/ª
Ly(x) = λρ(x)y(x)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯K
Sturm–Liouville.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
N\þ·>.^§Ò¤Sturm–Liouville
.§¯K
λ, A½§k÷vSturm–Liouville
§9>.^")§ λù A½=
§A")=¼ê
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯K
Sturm–Liouville.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
N\þ·>.^§Ò¤Sturm–Liouville
.§¯K
λ, A½§k÷vSturm–Liouville
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§A")=¼ê
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
Sturm–Liouville.§Ly(x) = λρ(x)y(x)Ú
Ly(x) = λy(x)«O3uÑy ¼êρ(x)
¦Sturm–Liouville.§¯KÎÜg
ίK¦§Xe?U
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
Sturm–Liouville.§Ly(x) = λρ(x)y(x)Ú
Ly(x) = λy(x)«O3uÑy ¼êρ(x)
¦Sturm–Liouville.§¯KÎÜg
ίK¦§Xe?U
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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• Ú?#Î
1 1 d d
L0 ≡ L≡ − p(x) + q(x)
ρ(x) ρ(x) dx dx
KSturm–Liouville.§Òz
L0 y(x) = λy(x)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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• Ú?#Î
1 1 d d
L0 ≡ L≡ − p(x) + q(x)
ρ(x) ρ(x) dx dx
KSturm–Liouville.§Òz
L0 y(x) = λy(x)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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Z b
(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
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(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
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• N\>.^
b
dy
∗ 2 dy1∗
p(x) y1 − y2 =0
dx dx a
ùÒ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
?Un
• N\>.^
b
dy
∗ 2 dy1∗
p(x) y1 − y2 =0
dx dx a
ùÒ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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Z b
(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
a
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KÎL ≡ − p(x) + q(x)
ρ(x) dx dx
b
dy
∗ 2 dy1∗
3>.^p(x) y1 − y2 = 0 e´g
dx dx a
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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é{`§3>.^
b
dy
∗ 2 dy1∗
p(x) y1 − y2 =0
dx dx a
e§gίKX(ØÑU£
S–L.§
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
¯K¥
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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é{`§gίKX(ØÑ
U£S–L.§¯K
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
b
dy
∗ 2 dy1∗
p(x) y1 − y2 =0
dx dx a
¥
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
Sturm–Liouville.§¯Kg5
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A/§¼ê5ÒC
Z b
yi∗ (x)yj (x)ρ(x) dx = 0, λi 6= λj
a
k'¼ê59ÐmXêúªIA
UC
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§\þ1!!na>.^
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§\þ1!!na>.^
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§\þ1!!na>.^
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§\þ1!!na>.^
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§\þ1!!na>.^
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v½¦§¦x = a:
´§KÛ:§ 1)k.§1)Ã
.©ù>.^Ï~´k.^
Skip details
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v½¦§¦x = a:
´§KÛ:§ 1)k.§1)Ã
.©ù>.^Ï~´k.^
~X
p(a) = 0 p0 (a) 6= 0
ρ(x)Ú(x − a)q(x)þ3x = a:)Û
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v½¦§¦x = a:
´§KÛ:§ 1)k.§1)Ã
.©ù>.^Ï~´k.^
½
p(a) = 0 p0 (a) = 0 p00 (a) 6= 0
ρ(x)Úq(x)þ3x = a:)Û
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
3. ep(a) = 0§ x = a:´§KÛ:
3½^e§ÏL¦¼ê²È(=
/8z^0) (½
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
3. ep(a) = 0§ x = a:´§KÛ:
3½^e§ÏL¦¼ê²È(=
/8z^0) (½
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bü:ê
dx dx
§Ø0
XJ
¿
y(a) = y(b) y 0 (a) = y 0 (b)
Ò±÷vù¦
ù´?ØL±Ï^/
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bü:ê
dx dx
§Ø0
XJ
¿
y(a) = y(b) y 0 (a) = y 0 (b)
Ò±÷vù¦
ù´?ØL±Ï^/
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
b
dy
∗ 2 dy1∗
>.^p(x) y1 − y2 = 0äNz
dx dx a
dy
∗ 2 dy1∗
/µp(x) y1 − y2 3x = a, bü:ê
dx dx
§Ø0
XJ
¿
y(a) = y(b) y 0 (a) = y 0 (b)
Ò±÷vù¦
ù´?ØL±Ï^/
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
ùÇ:
1 Sturm-Liouville.§¯K
gίK
Sturm-Liouville.§¯K
Sturm-Liouville.§¯K¥{¿
y
2 lS-L.§¯Kw©lCþ{
©lCþ{°Â
©lCþ{uÐ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
0 (Ø©y²Ö§18.5
½n
XJS–L.§¯K¼ê´E§
Ù¢ÜÚJÜ5Ã'§Kd¯K´
{¿
½n
y1 (x)Úy2 (x)Ñ´S–L.§¯Kü
¢5Ã'¼ê§ ¿
dy
∗ 2 dy1∗
p(x) y1 − y2 3x = aÚx = b:þ0§
dx dx
Ky1 (x)Úy2 (x)ØUéAuÓλ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
0 (Ø©y²Ö§18.5
½n
XJS–L.§¯K¼ê´E§
Ù¢ÜÚJÜ5Ã'§Kd¯K´
{¿
½n
y1 (x)Úy2 (x)Ñ´S–L.§¯Kü
¢5Ã'¼ê§ ¿
dy
∗ 2 dy1∗
p(x) y1 − y2 3x = aÚx = b:þ0§
dx dx
Ky1 (x)Úy2 (x)ØUéAuÓλ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Self-Adjiont Operators
Eigenproblem of Sturm-Liouville Eqn
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .
Degeneration in Eigenproblem of S-L Eqn
0 (Ø©y²Ö§18.5
½n
XJS–L.§¯K¼ê´E§
Ù¢ÜÚJÜ5Ã'§Kd¯K´
{¿
½n
y1 (x)Úy2 (x)Ñ´S–L.§¯Kü
¢5Ã'¼ê§ ¿
dy
∗ 2 dy1∗
p(x) y1 − y2 3x = aÚx = b:þ0§
dx dx
Ky1 (x)Úy2 (x)ØUéAuÓλ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
ùÇ:
1 Sturm-Liouville.§¯K
gίK
Sturm-Liouville.§¯K
Sturm-Liouville.§¯K¥{¿
y
2 lS-L.§¯Kw©lCþ{
©lCþ{°Â
©lCþ{uÐ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
E±uîįK~
üà½ugdÄ
∂2u 2
2∂ u
− a =0 0 < x < l, t > 0
∂t2 ∂x2
u x=0 = 0 u x=l = 0 t≥0
∂u
u t=0 = φ(x) = ψ(x) 0≤x≤l
∂t t=0
XJ3S–L§¯K
LX = λρX
X(0) = 0 X(l) = 0
üö>.^/ªÓ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
E±uîįK~
üà½ugdÄ
∂2u 2
2∂ u
− a =0 0 < x < l, t > 0
∂t2 ∂x2
u x=0 = 0 u x=l = 0 t≥0
∂u
u t=0 = φ(x) = ψ(x) 0≤x≤l
∂t t=0
XJ3S–L§¯K
LX = λρX
X(0) = 0 X(l) = 0
üö>.^/ªÓ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
E±uîįK~
üà½ugdÄ
∂2u 2
2∂ u
− a =0 0 < x < l, t > 0
∂t2 ∂x2
u x=0 = 0 u x=l = 0 t≥0
∂u
u t=0 = φ(x) = ψ(x) 0≤x≤l
∂t t=0
XJ3S–L§¯K
LX = λρX
X(0) = 0 X(l) = 0
üö>.^/ªÓ
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
Ïd§±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(Bå§b¼ê®8z)
ùp§¼ê|5å û½5^
∞
P
y Tn (t)Xn (x)U Âñ(´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ýرÃ
nd/VïeZ¼ê
ÄK§¦+3/ªþqEU¦?ê/)0§
§ýØUÂñý)u(x, t)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
Ïd§±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(Bå§b¼ê®8z)
ùp§¼ê|5å û½5^
∞
P
y Tn (t)Xn (x)U Âñ(´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ýرÃ
nd/VïeZ¼ê
ÄK§¦+3/ªþqEU¦?ê/)0§
§ýØUÂñý)u(x, t)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
Ïd§±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(Bå§b¼ê®8z)
ùp§¼ê|5å û½5^
∞
P
y Tn (t)Xn (x)U Âñ(´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ýرÃ
nd/VïeZ¼ê
ÄK§¦+3/ªþqEU¦?ê/)0§
§ýØUÂñý)u(x, t)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
Ïd§±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(Bå§b¼ê®8z)
ùp§¼ê|5å û½5^
∞
P
y Tn (t)Xn (x)U Âñ(´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ýرÃ
nd/VïeZ¼ê
ÄK§¦+3/ªþqEU¦?ê/)0§
§ýØUÂñý)u(x, t)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
∞
P
ò)ªu(x, t) = Tn (t)Xn (x)\§§k
n=1
∞
X ∞
X
Tm00 (t)Xm (x) −a 2 00
Tm (t)Xm (x) = 0
m=1 m=1
d¼ê5§
∞
X
00
Tn00 (t) − a2 (Xn , Xm )Tm (t) = 0 n = 1, 2, 3, · · ·
m=1
ÓòЩ^Uù|¼êÐm§
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
¦ÑTn (t)§£)ª¥§Ò¦Ñ ½)¯K)u(x, t)
ùp¦)´'u¼ê{Tn (t), n = 1, 2, 3, · · · }~
©§|©`5§'(J
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
∞
P
ò)ªu(x, t) = Tn (t)Xn (x)\§§k
n=1
∞
X ∞
X
Tm00 (t)Xm (x) −a 2 00
Tm (t)Xm (x) = 0
m=1 m=1
d¼ê5§
∞
X
00
Tn00 (t) − a2 (Xn , Xm )Tm (t) = 0 n = 1, 2, 3, · · ·
m=1
ÓòЩ^Uù|¼êÐm§
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
¦ÑTn (t)§£)ª¥§Ò¦Ñ ½)¯K)u(x, t)
ùp¦)´'u¼ê{Tn (t), n = 1, 2, 3, · · · }~
©§|©`5§'(J
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
∞
P
ò)ªu(x, t) = Tn (t)Xn (x)\§§k
n=1
∞
X ∞
X
Tm00 (t)Xm (x) −a 2 00
Tm (t)Xm (x) = 0
m=1 m=1
d¼ê5§
∞
X
00
Tn00 (t) − a2 (Xn , Xm )Tm (t) = 0 n = 1, 2, 3, · · ·
m=1
ÓòЩ^Uù|¼êÐm§
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
¦ÑTn (t)§£)ª¥§Ò¦Ñ ½)¯K)u(x, t)
ùp¦)´'u¼ê{Tn (t), n = 1, 2, 3, · · · }~
©§|©`5§'(J
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
∞
P
ò)ªu(x, t) = Tn (t)Xn (x)\§§k
n=1
∞
X ∞
X
Tm00 (t)Xm (x) −a 2 00
Tm (t)Xm (x) = 0
m=1 m=1
d¼ê5§
∞
X
00
Tn00 (t) − a2 (Xn , Xm )Tm (t) = 0 n = 1, 2, 3, · · ·
m=1
ÓòЩ^Uù|¼êÐm§
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
¦ÑTn (t)§£)ª¥§Ò¦Ñ ½)¯K)u(x, t)
ùp¦)´'u¼ê{Tn (t), n = 1, 2, 3, · · · }~
©§|©`5§'(J
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
∞
P
ò)ªu(x, t) = Tn (t)Xn (x)\§§k
n=1
∞
X ∞
X
Tm00 (t)Xm (x) −a 2 00
Tm (t)Xm (x) = 0
m=1 m=1
d¼ê5§
∞
X
00
Tn00 (t) − a2 (Xn , Xm )Tm (t) = 0 n = 1, 2, 3, · · ·
m=1
ÓòЩ^Uù|¼êÐm§
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
¦ÑTn (t)§£)ª¥§Ò¦Ñ ½)¯K)u(x, t)
ùp¦)´'u¼ê{Tn (t), n = 1, 2, 3, · · · }~
©§|©`5§'(J
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
l½)¯Kw§û½Ïkµ
1 ½)¯K( ©§!>.^!Щ^)´5
2 >.^´àg
Ïd§XJò½)¯K¥ ©§Uàg
∂2u 2
2∂ u
− a = f (x, t)
∂t2 ∂x2
f (x, t)x¼ê§Ú{Xn (x)}AáuÓ¼êm
ÓU~©§|
∞
X
00 2 00
Tn (t) − a (Xn , Xm )Tm (t) = (Xn , f ) n = 1, 2, 3, · · ·
m=1
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
l½)¯Kw§û½Ïkµ
1 ½)¯K( ©§!>.^!Щ^)´5
2 >.^´àg
Ïd§XJò½)¯K¥ ©§Uàg
∂2u 2
2∂ u
− a = f (x, t)
∂t2 ∂x2
f (x, t)x¼ê§Ú{Xn (x)}AáuÓ¼êm
ÓU~©§|
∞
X
00 2 00
Tn (t) − a (Xn , Xm )Tm (t) = (Xn , f ) n = 1, 2, 3, · · ·
m=1
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
©Ûµé½)¯K¦
l½)¯Kw§û½Ïkµ
1 ½)¯K( ©§!>.^!Щ^)´5
2 >.^´àg
Ïd§XJò½)¯K¥ ©§Uàg
∂2u 2
2∂ u
− a = f (x, t)
∂t2 ∂x2
f (x, t)x¼ê§Ú{Xn (x)}AáuÓ¼êm
ÓU~©§|
∞
X
00 2 00
Tn (t) − a (Xn , Xm )Tm (t) = (Xn , f ) n = 1, 2, 3, · · ·
m=1
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
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l½)¯Kw§û½Ïkµ
1 ½)¯K( ©§!>.^!Щ^)´5
2 >.^´àg
Ïd§XJò½)¯K¥ ©§Uàg
∂2u 2
2∂ u
− a = f (x, t)
∂t2 ∂x2
f (x, t)x¼ê§Ú{Xn (x)}AáuÓ¼êm
ÓU~©§|
∞
X
00 2 00
Tn (t) − a (Xn , Xm )Tm (t) = (Xn , f ) n = 1, 2, 3, · · ·
m=1
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
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l½)¯Kw§û½Ïkµ
1 ½)¯K( ©§!>.^!Щ^)´5
2 >.^´àg
Ïd§XJò½)¯K¥ ©§Uàg
∂2u 2
2∂ u
− a = f (x, t)
∂t2 ∂x2
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∞
X
00 2 00
Tn (t) − a (Xn , Xm )Tm (t) = (Xn , f ) n = 1, 2, 3, · · ·
m=1
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
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l½)¯Kw§û½Ïkµ
1 ½)¯K( ©§!>.^!Щ^)´5
2 >.^´àg
Ïd§XJò½)¯K¥ ©§Uàg
∂2u 2
2∂ u
− a = f (x, t)
∂t2 ∂x2
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ÓU~©§|
∞
X
00 2 00
Tn (t) − a (Xn , Xm )Tm (t) = (Xn , f ) n = 1, 2, 3, · · ·
m=1
Tn (0) = (Xn , φ) Tn0 (0) = (Xn , ψ)
C. S. Wu 1nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development
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