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Das Dokument behandelt das Sturm-Liouville-Problem und die Eigenwerte selbstadjungierter Operatoren sowie die Methode der Trennung der Variablen. Es enthält Definitionen, mathematische Formeln und Verweise auf spezifische Abschnitte in anderen Quellen. Der Inhalt ist stark technisch und richtet sich an ein Fachpublikum im Bereich der Mathematik oder Physik.

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z.ia506548648
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© All Rights Reserved
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0% fanden dieses Dokument nützlich (0 Abstimmungen)
14 Ansichten161 Seiten

13

Das Dokument behandelt das Sturm-Liouville-Problem und die Eigenwerte selbstadjungierter Operatoren sowie die Methode der Trennung der Variablen. Es enthält Definitionen, mathematische Formeln und Verweise auf spezifische Abschnitte in anderen Quellen. Der Inhalt ist stark technisch und richtet sich an ein Fachpublikum im Bereich der Mathematik oder Physik.

Hochgeladen von

z.ia506548648
Copyright
© All Rights Reserved
Wir nehmen die Rechte an Inhalten ernst. Wenn Sie vermuten, dass dies Ihr Inhalt ist, beanspruchen Sie ihn hier.
Verfügbare Formate
Als PDF, TXT herunterladen oder online auf Scribd lesen

1›nù

©lCþ{o(
Outline

ùLJ:

1 Sturm-Liouville.§НK
gŠŽÎНK
Sturm-Liouville.§НK
Sturm-Liouville.§НK¥{¿

2 lS-L.§НKw©lCþ{
©lCþ{°Â
©lCþ{uÐ

C. S. Wu 1›nù ©lCþ{o(
Outline

ùLJ:

1 Sturm-Liouville.§НK
gŠŽÎНK
Sturm-Liouville.§НK
Sturm-Liouville.§НK¥{¿

2 lS-L.§НKw©lCþ{
©lCþ{°Â
©lCþ{uÐ

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn
Method of Separation of Variables . . .

References

ÇÂÁ§5êÆÔn{6§§18.3 — 18.6

ù&œ§5êÆÔn{6§§9.4

nÎ!X1Á§5êÆÔn{6§§10.6

C. S. Wu 1›nù ©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

ùLJ:

1 Sturm-Liouville.§НK
gŠŽÎНK
Sturm-Liouville.§НK
Sturm-Liouville.§НK¥{¿

2 lS-L.§НKw©lCþ{
©lCþ{°Â
©lCþ{uÐ

C. S. Wu 1›nù ©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

ŠŽÎ

Definition
LÚM ½Â3˜½¼ê˜mS(‡©)Ž
ΧeéuT¼ê˜mS?¿ü‡¼êuÚv§
ðk
(v, Lu) = (M v, u)
= Z b Z b

v Ludx = (M v)∗ udx
a a
K¡M ´LŠŽÎ

C. S. Wu 1›nù ©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
ž§ ŠŽÎ´−
dx dx

C. S. Wu 1›nù ©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
ž§ ŠŽÎ´−
dx dx

C. S. Wu 1›nù ©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
ž§ ŠŽÎ´−
dx dx

C. S. Wu 1›nù ©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

eM ´LŠŽÎ§Kéu?¿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 ŠŽÎ

C. S. Wu 1›nù ©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

eM ´LŠŽÎ§Kéu?¿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 ŠŽÎ

C. S. Wu 1›nù ©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

eM ´LŠŽÎ§Kéu?¿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 ŠŽÎ

C. S. Wu 1›nù ©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
ž§ 2 ŠŽÎÒ´§g
dx
C. S. Wu 1›nù ©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
ž§ 2 ŠŽÎÒ´§g
dx
C. S. Wu 1›nù ©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
ž§ 2 ŠŽÎÒ´§g
dx
C. S. Wu 1›nù ©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
Ÿo^‡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 1›nù ©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
Ÿo^‡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 1›nù ©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
Ÿo^‡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 1›nù ©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

gŠŽÎ

Definition
eŽÎLŠŽÎÒ´§g§=éuT¼ê˜
mS?¿ü‡¼êuÚv§ðk

(v, Lu) = (Lv, u)

= Z b Z b

v Ludx = (Lv)∗ udx
a a
K¡L´gŠŽÎ

C. S. Wu 1›nù ©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)ž
Z b   Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gŠŽÎ
dx
C. S. Wu 1›nù ©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)ž
Z b   Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gŠŽÎ
dx
C. S. Wu 1›nù ©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)ž
Z b   Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gŠŽÎ
dx
C. S. Wu 1›nù ©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)ž
Z b   Z b ∗
du d(iv)
v∗ i dx = udx
a dx a dx
d
¤±i ´gŠŽÎ
dx
C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦

C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦
• ¼ê½Â3‰½«mþ

C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦
• ¼ê½Â3‰½«mþ
• ¼êäkv ëY5

C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦
• ¼ê½Â3‰½«mþ
• ¼êäkv ëY5
~X§éu‡©ŽÎ§Ò‡¦¼ê
êëY§–©ãëY¶XJ´Ã.«m§K‡
¦¼ê²ŒÈ

C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦
• ¼ê½Â3‰½«mþ
• ¼êäkv ëY5(áu,˜Hilbert˜m)

C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦
• ¼ê½Â3‰½«mþ
• ¼êäkv ëY5(áu,˜Hilbert˜m)
• ¼ê÷v˜½>.^‡§=ہ3Hilbert˜
m¥˜½f˜m(6/)S

C. S. Wu 1›nù ©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

ŽÎgŠ5§o´Ú˜½¼ê˜méX3˜
å
Ï~§·‚o´‡¦
• ¼ê½Â3‰½«mþ
• ¼êäkv ëY5(áu,˜Hilbert˜m)
• ¼ê÷v˜½>.^‡§=ہ3Hilbert˜
m¥˜½f˜m(6/)S
ýØUøl>.^‡å5?؎ÎgŠ5
C. S. Wu 1›nù ©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

gŠŽÎНK

Definition
eLgŠŽÎ§K§

Ly(x) = λy(x)

¡gŠŽÎНK

ùp™Ñyàg>.^‡§Ï>.^‡®²Û
¹3gŠŽÎL½Â¥

C. S. Wu 1›nù ©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

gŠŽÎНK

Definition
eLgŠŽÎ§K§

Ly(x) = λy(x)

¡gŠŽÎНK

ùp™Ñyàg>.^‡§Ï>.^‡®²Û
¹3gŠŽÎL½Â¥

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ1 (Øy)
gŠŽÎŠ˜½3©Škáõ
‡§¤Œê8

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ2
gŠŽÎŠ7¢ê

Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gŠŽÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a

∴ λ = λ∗ i.e. Šλ¢ê

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ2
gŠŽÎŠ7¢ê

Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gŠŽÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a

∴ λ = λ∗ i.e. Šλ¢ê

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ2
gŠŽÎŠ7¢ê

Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gŠŽÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a

∴ λ = λ∗ i.e. Šλ¢ê

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ2
gŠŽÎŠ7¢ê

Proof
Ly = λy =⇒ (Ly)∗ = λ∗ y ∗
duL´gŠŽÎ
Z b Z b
[y ∗ Ly − (Ly)∗ y] dx = 0 =⇒ (λ − λ ) ∗
yy ∗ dx = 0
a a

∴ λ = λ∗ i.e. Šλ¢ê

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ3
gŠŽÎ¼êäk5§=éAØÓ
Š¼ê˜½
Proof
λi Úλj ´Øƒü‡ЧéA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
Šλi , 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 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ3
gŠŽÎ¼êäk5§=éAØÓ
Š¼ê˜½
Proof
λi Úλj ´Øƒü‡ЧéA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
Šλi , 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 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ3
gŠŽÎ¼êäk5§=éAØÓ
Š¼ê˜½
Proof
λi Úλj ´Øƒü‡ЧéA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
Šλi , 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 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ3
gŠŽÎ¼êäk5§=éAØÓ
Š¼ê˜½
Proof
λi Úλj ´Øƒü‡ЧéA¼êyi Úyj
Lyi = λi yi Lyj = λj yj
Šλi , 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 1›nù ©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

du¼ê´àg‡©§3àg>.^
‡e)§¤±ò¼ê¦±˜‡š"~
êÏfE,´¼ê
Œ±·ÀJù‡~êÏf§¦éu?¿
˜‡Šλi §Ñk
Z b
yi∗ (x)yi (x)dx = 1
a
ùÒ´˜‡8˜¼ê|
Z b
yi∗ (x)yj (x)dx = δij
a

C. S. Wu 1›nù ©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

du¼ê´àg‡©§3àg>.^
‡e)§¤±ò¼ê¦±˜‡š"~
êÏfE,´¼ê
Œ±·ÀJù‡~êÏf§¦éu?¿
˜‡Šλi §Ñk
Z b
yi∗ (x)yi (x)dx = 1
a
ùÒ´˜‡8˜¼ê|
Z b
yi∗ (x)yj (x)dx = δij
a

C. S. Wu 1›nù ©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

du¼ê´àg‡©§3àg>.^
‡e)§¤±ò¼ê¦±˜‡š"~
êÏfE,´¼ê
Œ±·ÀJù‡~êÏf§¦éu?¿
˜‡Šλi §Ñk
Z b
yi∗ (x)yi (x)dx = 1
a
ùÒ´˜‡8˜¼ê|
Z b
yi∗ (x)yj (x)dx = δij
a

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ4
gŠŽÎ¼ê(N)¤˜‡¼ê
|§=?¿˜‡3«m[a, b]¥këYê!
÷vÚgŠŽÎLƒÓ>.^‡¼êf (x)§
þŒU¼ê{yn (x)}Ðmýé ˜—Âñ
?ê

X
f (x) = cn yn (x)
n=1
(™–Y)

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ4
(Yc)
Z b
f (x)yn∗ (x)dx
Ù¥ cn = Z ab
yn (x)yn∗ (x)dx
a

AO´§éu8˜z¼ê|
Z b
cn = f (x)yn∗ (x)dx
a

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

5Ÿ4
(Yc)
Z b
f (x)yn∗ (x)dx
Ù¥ cn = Z ab
yn (x)yn∗ (x)dx
a

AO´§éu8˜z¼ê|
Z b
cn = f (x)yn∗ (x)dx
a

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

8˜¼ê|5

X
yn (x)yn∗ (x0 ) = δ(x − x0 )
n=1


dþ¡5Ÿ3Ú4Œ±w§‡ò¼
ê·8˜z§K¼êNÒ¤
˜‡8˜¼ê8
Ïd§þ˜!¥k'8˜¼ê8
?ØþŒ·^
C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

8˜¼ê|5

X
yn (x)yn∗ (x0 ) = δ(x − x0 )
n=1


dþ¡5Ÿ3Ú4Œ±w§‡ò¼
ê·8˜z§K¼êNÒ¤
˜‡8˜¼ê8
Ïd§þ˜!¥k'8˜¼ê8
?ØþŒ·^
C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

8˜¼ê|5

X
yn (x)yn∗ (x0 ) = δ(x − x0 )
n=1


dþ¡5Ÿ3Ú4Œ±w§‡ò¼
ê·8˜z§K¼êNÒ¤
˜‡8˜¼ê8
Ïd§þ˜!¥k'8˜¼ê8
?ØþŒ·^
C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ


±þ6žÑK˜«ŒU5§=éAu˜‡
ŠŒUk؎˜‡(‚5Ã')¼
ê§Ï ŒU¿Ø*d

 ò?Øù«œ/

=¦3ù«œ/§o„Œ±æ^Schmidt
zÚ½(„Ö18.1!)¦ƒz§ Ï E
,Œ±˜‡8˜¼ê8

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ


±þ6žÑK˜«ŒU5§=éAu˜‡
ŠŒUk؎˜‡(‚5Ã')¼
ê§Ï ŒU¿Ø*d

 ò?Øù«œ/

=¦3ù«œ/§o„Œ±æ^Schmidt
zÚ½(„Ö18.1!)¦ƒz§ Ï E
,Œ±˜‡8˜¼ê8

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ


±þ6žÑK˜«ŒU5§=éAu˜‡
ŠŒUk؎˜‡(‚5Ã')¼
ê§Ï ŒU¿Ø*d

 ò?Øù«œ/

=¦3ù«œ/§o„Œ±æ^Schmidt
zÚ½(„Ö18.1!)¦ƒz§ Ï E
,Œ±˜‡8˜¼ê8

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ


±þÐm^‡„Œ±˜°µéu?¿3[a, b]¥
²ŒÈ¼ê§Ðmª

X
f (x) = cn yn (x)
n=1
3²þÂñ
Z b N
X 2
lim f (x) − cn yn (x) dx = 0
N →∞ a n=1
¿ÂeE,¤á

C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

î‚`5§þ¡'ugŠŽÎŠ3
5Ú¼ê5?ا5„A
«©ÛÉ(«mÃ.½ŒÃ.¶ ½´3k.
«mþ‡©§kÛ:)ښÛÉ(«mk
.§ ‡©§3«mþÃÛ:)НK
ùü«œ/
du¿vk‰Ñk'y²§¤±Ò™
Q«©ùüaНK
§ QãB§3k'Lã¥Ñ
æ^ k.«m/ª
C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

î‚`5§þ¡'ugŠŽÎŠ3
5Ú¼ê5?ا5„A
«©ÛÉ(«mÃ.½ŒÃ.¶ ½´3k.
«mþ‡©§kÛ:)ښÛÉ(«mk
.§ ‡©§3«mþÃÛ:)НK
ùü«œ/
du¿vk‰Ñk'y²§¤±Ò™
Q«©ùüaНK
§ QãB§3k'Lã¥Ñ
æ^ k.«m/ª
C. S. Wu 1›nù ©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

gŠŽÎНK5Ÿ

î‚`5§þ¡'ugŠŽÎŠ3
5Ú¼ê5?ا5„A
«©ÛÉ(«mÃ.½ŒÃ.¶ ½´3k.
«mþ‡©§kÛ:)ښÛÉ(«mk
.§ ‡©§3«mþÃÛ:)НK
ùü«œ/
du¿vk‰Ñk'y²§¤±Ò™
Q«©ùüaНK
§ QãB§3k'Lã¥Ñ
æ^ k.«m/ª
C. S. Wu 1›nù ©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

ùLJ:

1 Sturm-Liouville.§НK
gŠŽÎНK
Sturm-Liouville.§НK
Sturm-Liouville.§НK¥{¿

2 lS-L.§НKw©lCþ{
©lCþ{°Â
©lCþ{uÐ

C. S. Wu 1›nù ©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.§
8cŽ§·‚?ØLA‡~‡©§
НK©9‡©§k
X 00 + λX = 0
2
   
d dy m
1 − x2

+ λ− y=0
dx dx 1 − x2
m2
   
1 d dR
r + λ− 2 R=0
r dr dr r
§‚Œ±8Be¡˜„/ª
 
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
¡Sturm–Liouville.§({¡S–L.§)
C. S. Wu 1›nù ©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.§
8cŽ§·‚?ØLA‡~‡©§
НK©9‡©§k
X 00 + λX = 0
2
   
d dy m
1 − x2

+ λ− y=0
dx dx 1 − x2
m2
   
1 d dR
r + λ− 2 R=0
r dr dr r
§‚Œ±8Be¡˜„/ª
 
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
¡Sturm–Liouville.§({¡S–L.§)
C. S. Wu 1›nù ©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

¼êp(x), q(x)Úρ(x)Ñ´¢¼ê§ Ñ÷v


7‡ëY5‡¦

ρ(x)§¡­¼ê

­¼êρ(x) = ~ꞧŒ±1
C. S. Wu 1›nù ©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

¼êp(x), q(x)Úρ(x)Ñ´¢¼ê§ Ñ÷v


7‡ëY5‡¦

ρ(x)§¡­¼ê

­¼êρ(x) = ~ꞧŒ±1
C. S. Wu 1›nù ©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

¼êp(x), q(x)Úρ(x)Ñ´¢¼ê§ Ñ÷v


7‡ëY5‡¦

ρ(x)§¡­¼ê

­¼êρ(x) = ~ꞧŒ±1
C. S. Wu 1›nù ©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

¼êp(x), q(x)Úρ(x)Ñ´¢¼ê§ Ñ÷v


7‡ëY5‡¦

ρ(x)§¡­¼ê

­¼êρ(x) = ~ꞧŒ±1
C. S. Wu 1›nù ©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

Øð~ê­¼êρ(x)
Œ±5 u­¡‹IX¦^(ùžŒ±
lLaplaceŽÎäNLˆª¥JÏ­¼
êl,¶ lŠþ`§§‡N ‹IÝ
ü ´TCþ¼ê©Œ±¡ƒ5 u˜
mAÛ£ãØþ!5)
ŒU5 u¯K¤9Ôn5ŸØþ
!5(~X§—Ý©ÙØþ!)
Ïd§Ò·‚¤'%Ôn¯K ó§Ø”
bρ(x) ≥ 0§ Øð0
C. S. Wu 1›nù ©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

Øð~ê­¼êρ(x)
Œ±5 u­¡‹IX¦^(ùžŒ±
lLaplaceŽÎäNLˆª¥JÏ­¼
êl,¶ lŠþ`§§‡N ‹IÝ
ü ´TCþ¼ê©Œ±¡ƒ5 u˜
mAÛ£ãØþ!5)
ŒU5 u¯K¤9Ôn5ŸØþ
!5(~X§—Ý©ÙØþ!)
Ïd§Ò·‚¤'%Ôn¯K ó§Ø”
bρ(x) ≥ 0§ Øð0
C. S. Wu 1›nù ©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

Øð~ê­¼êρ(x)
Œ±5 u­¡‹IX¦^(ùžŒ±
lLaplaceŽÎäNLˆª¥JÏ­¼
êl,¶ lŠþ`§§‡N ‹IÝ
ü ´TCþ¼ê©Œ±¡ƒ5 u˜
mAÛ£ãØþ!5)
ŒU5 u¯K¤9Ôn5ŸØþ
!5(~X§—Ý©ÙØþ!)
Ïd§Ò·‚¤'%Ôn¯K ó§Ø”
bρ(x) ≥ 0§ Øð0
C. S. Wu 1›nù ©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

Øð~ê­¼êρ(x)
Œ±5 u­¡‹IX¦^(ùžŒ±
lLaplaceŽÎäNLˆª¥JÏ­¼
êl,¶ lŠþ`§§‡N ‹IÝ
ü ´TCþ¼ê©Œ±¡ƒ5 u˜
mAÛ£ãØþ!5)
ŒU5 u¯K¤9Ôn5ŸØþ
!5(~X§—Ý©ÙØþ!)
Ïd§Ò·‚¤'%Ôn¯K ó§Ø”
bρ(x) ≥ 0§ Øð0
C. S. Wu 1›nù ©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‡©ŽÎ
 
d d
L≡− p(x) + q(x)
dx dx
Kk
Sturm–Liouville.§ŽÎ/ª
Ly(x) = λρ(x)y(x)
C. S. Wu 1›nù ©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‡©ŽÎ
 
d d
L≡− p(x) + q(x)
dx dx
Kk
Sturm–Liouville.§ŽÎ/ª
Ly(x) = λρ(x)y(x)
C. S. Wu 1›nù ©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.§НK

Sturm–Liouville.§
 
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
N\þ·>.^‡§Ò¤Sturm–Liouville
.§НK

λ, A½Šž§k÷vSturm–Liouville
§9>.^‡š")§ λù A½Š=
ЧƒAš")=¼ê
C. S. Wu 1›nù ©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.§НK

Sturm–Liouville.§
 
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
N\þ·>.^‡§Ò¤Sturm–Liouville
.§НK

λ, A½Šž§k÷vSturm–Liouville
§9>.^‡š")§ λù A½Š=
ЧƒAš")=¼ê
C. S. Wu 1›nù ©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.§НKgŠ5

Sturm–Liouville.§Ly(x) = λρ(x)y(x)Ú
Ly(x) = λy(x)«O3uÑy ­¼êρ(x)

¦Sturm–Liouville.§НKÎÜg
ŠŽÎНK‡¦§ŒŠXe?U

C. S. Wu 1›nù ©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.§НKgŠ5

Sturm–Liouville.§Ly(x) = λρ(x)y(x)Ú
Ly(x) = λy(x)«O3uÑy ­¼êρ(x)

¦Sturm–Liouville.§НKÎÜg
ŠŽÎНK‡¦§ŒŠXe?U

C. S. Wu 1›nù ©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.§НKgŠ5

?Uƒ˜
• Ú?#ŽÎ
   
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 1›nù ©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.§НKgŠ5

?Uƒ˜
• Ú?#ŽÎ
   
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 1›nù ©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.§НKgŠ5

?Uƒ
• æ^#SȽÂ
Z b
(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
a

3ùSȽÂe§Òk

(y1 , L0 y2 )ρ = (y1 , Ly2 ) (L0 y1 , y2 )ρ = (Ly1 , y2 )



  
d dy 2 dy
∴ y1∗ Ly2 −(Ly1 )∗ y2 = − p(x) y1∗ −y2 1
dx dx dx
C. S. Wu 1›nù ©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.§НKgŠ5

?Uƒ
• æ^#SȽÂ
Z b
(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
a

3ùSȽÂe§Òk

(y1 , L0 y2 )ρ = (y1 , Ly2 ) (L0 y1 , y2 )ρ = (Ly1 , y2 )



  
d dy 2 dy
∴ y1∗ Ly2 −(Ly1 )∗ y2 = − p(x) y1∗ −y2 1
dx dx dx
C. S. Wu 1›nù ©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.§НKgŠ5

?Uƒ
• æ^#SȽÂ
Z b
(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
a

3ùSȽÂe§Òk

(y1 , L0 y2 )ρ = (y1 , Ly2 ) (L0 y1 , y2 )ρ = (Ly1 , y2 )



  
d dy 2 dy
∴ y1∗ Ly2 −(Ly1 )∗ y2 = − p(x) y1∗ −y2 1
dx dx dx
C. S. Wu 1›nù ©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.§НKgŠ5

?Uƒn
• N\>.^‡
b
 dy
∗ 2 dy1∗ 
p(x) y1 − y2 =0
dx dx a

ùÒ

(y1 , Ly2 ) = (Ly1 , y2 ) = (y1 , L0 y1 )ρ = (L0 y1 , y2 )ρ

C. S. Wu 1›nù ©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.§НKgŠ5

?Uƒn
• N\>.^‡
b
 dy
∗ 2 dy1∗ 
p(x) y1 − y2 =0
dx dx a

ùÒ

(y1 , Ly2 ) = (Ly1 , y2 ) = (y1 , L0 y1 )ρ = (L0 y1 , y2 )ρ

C. S. Wu 1›nù ©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.§НKgŠ5


ùL²§‡æ^SȽÂ
Z b
(y1 , y2 )ρ ≡ y1∗ (x)y2 (x)ρ(x)dx
a
   
1 0 d d
KŽÎL ≡ − p(x) + q(x)
ρ(x) dx dx
b
 dy
∗ 2 dy1∗ 
3>.^‡p(x) y1 − y2 = 0 e´gŠ
dx dx a


C. S. Wu 1›nù ©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.§НKgŠ5


†é{`§3>.^‡
b
 dy
∗ 2 dy1∗ 
p(x) y1 − y2 =0
dx dx a

ƒe§gŠŽÎНK˜X(ØÑU£
‡S–L.§
 
d dy
p(x) + [λρ(x) − q(x)] y = 0
dx dx
НK¥
C. S. Wu 1›nù ©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.§НKgŠ5


†é{`§gŠŽÎНK˜X(ØÑ
U£‡S–L.§НK
 
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 1›nù ©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.§НKgŠ5


˜UC´3SȽ¥IÑy¼êρ(x)©
ƒA/§¼ê5ÒC
Z b
yi∗ (x)yj (x)ρ(x) dx = 0, λi 6= λj
a

k'¼ê59ÐmXêúªIŠƒA
UC

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§Œ\þ1˜!!na>.^‡

αy(a) − βy 0 (a) = 0, αÚβþ()¢ê

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§Œ\þ1˜!!na>.^‡

αy(a) − βy 0 (a) = 0, αÚβþ()¢ê


Skip proof

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§Œ\þ1˜!!na>.^‡

αy(a) − βy 0 (a) = 0, αÚβþ()¢ê


y²µ αyi (a) − βyi0 (a) = 0, i = 1, 2

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§Œ\þ1˜!!na>.^‡

αy(a) − βy 0 (a) = 0, αÚβþ()¢ê


y²µ αyi (a) − βyi0 (a) = 0, i = 1, 2
αyi∗ (a) − βyi∗ 0 (a) = 0, i = 1, 2

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
1. ep(a) 6= 0§Œ\þ1˜!!na>.^‡

αy(a) − βy 0 (a) = 0, αÚβþ()¢ê


y²µ αyi (a) − βyi0 (a) = 0, i = 1, 2
αyi∗ (a) − βyi∗ 0 (a) = 0, i = 1, 2
αÚβØÓž0§k
y1∗ (a) y1∗0 (a)
0 = y1∗ (a)y20 (a) − y2 (a)y1∗0 (a) = 0
y2 (a) y2 (a)
C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùžx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v˜½‡¦§¦x = a:
´§KÛ:§ 1˜)k.§1)Ã
.©ùž>.^‡Ï~´k.^‡

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùžx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v˜½‡¦§¦x = a:
´§KÛ:§ 1˜)k.§1)Ã
.©ùž>.^‡Ï~´k.^‡
Skip details

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùžx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v˜½‡¦§¦x = a:
´§KÛ:§ 1˜)k.§1)Ã
.©ùž>.^‡Ï~´k.^‡
~X
p(a) = 0 p0 (a) 6= 0
ρ(x)Ú(x − a)q(x)þ3x = a:)Û
C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~
2. ep(a) = 0§ùžx = a:´§Û:©b½
p(x), q(x)Úρ(x)÷v˜½‡¦§¦x = a:
´§KÛ:§ 1˜)k.§1)Ã
.©ùž>.^‡Ï~´k.^‡
½
p(a) = 0 p0 (a) = 0 p00 (a) 6= 0
ρ(x)Úq(x)þ3x = a:)Û
C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~

3. ep(a) = 0§ x = a:´§šKÛ:
3˜½^‡e§ŒÏL‡¦¼ê²ŒÈ(=
/8˜z^‡0) (½Š

C. S. Wu 1›nù ©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∗ 
œ/˜µp(x) y1 − y2 3x = a, bþ0
dx dx
±à:x = a~

3. ep(a) = 0§ x = a:´§šKÛ:
3˜½^‡e§ŒÏL‡¦¼ê²ŒÈ(=
/8˜z^‡0) (½Š

C. S. Wu 1›nù ©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∗ 
œ/µp(x) y1 − y2 3x = a, bü:ê
dx dx
Šƒ§؏0
XJ

p(a) = p(b) q(a) = q(b) ρ(a) = ρ(b)

¿
y(a) = y(b) y 0 (a) = y 0 (b)
Ҍ±÷vù‡‡¦
ù´?ØL±Ï^‡œ/
C. S. Wu 1›nù ©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∗ 
œ/µp(x) y1 − y2 3x = a, bü:ê
dx dx
Šƒ§؏0
XJ

p(a) = p(b) q(a) = q(b) ρ(a) = ρ(b)

¿
y(a) = y(b) y 0 (a) = y 0 (b)
Ҍ±÷vù‡‡¦
ù´?ØL±Ï^‡œ/
C. S. Wu 1›nù ©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∗ 
œ/µp(x) y1 − y2 3x = a, bü:ê
dx dx
Šƒ§؏0
XJ

p(a) = p(b) q(a) = q(b) ρ(a) = ρ(b)

¿
y(a) = y(b) y 0 (a) = y 0 (b)
Ҍ±÷vù‡‡¦
ù´?ØL±Ï^‡œ/
C. S. Wu 1›nù ©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

ùLJ:

1 Sturm-Liouville.§НK
gŠŽÎНK
Sturm-Liouville.§НK
Sturm-Liouville.§НK¥{¿

2 lS-L.§НKw©lCþ{
©lCþ{°Â
©lCþ{uÐ

C. S. Wu 1›nù ©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©y²ž„Ö§18.5
½n
XJS–L.§НK¼ê´E§
Ù¢ÜÚJ܂5Ã'§KdНK´
­{¿

½n
y1 (x)Úy2 (x)Ñ´S–L.§НKü‡
¢‚5Ã'¼ê§ ¿
 dy
∗ 2 dy1∗ 
p(x) y1 − y2 3x = aÚx = b:þ0§
dx dx
Ky1 (x)Úy2 (x)،UéAuӘ‡Šλ

C. S. Wu 1›nù ©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©y²ž„Ö§18.5
½n
XJS–L.§НK¼ê´E§
Ù¢ÜÚJ܂5Ã'§KdНK´
­{¿

½n
y1 (x)Úy2 (x)Ñ´S–L.§НKü‡
¢‚5Ã'¼ê§ ¿
 dy
∗ 2 dy1∗ 
p(x) y1 − y2 3x = aÚx = b:þ0§
dx dx
Ky1 (x)Úy2 (x)،UéAuӘ‡Šλ

C. S. Wu 1›nù ©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©y²ž„Ö§18.5
½n
XJS–L.§НK¼ê´E§
Ù¢ÜÚJ܂5Ã'§KdНK´
­{¿

½n
y1 (x)Úy2 (x)Ñ´S–L.§НKü‡
¢‚5Ã'¼ê§ ¿
 dy
∗ 2 dy1∗ 
p(x) y1 − y2 3x = aÚx = b:þ0§
dx dx
Ky1 (x)Úy2 (x)،UéAuӘ‡Šλ

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

ùLJ:

1 Sturm-Liouville.§НK
gŠŽÎНK
Sturm-Liouville.§НK
Sturm-Liouville.§НK¥{¿

2 lS-L.§НKw©lCþ{
©lCþ{°Â
©lCþ{uÐ

C. S. Wu 1›nù ©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
XJ3˜‡S–L§НK
LX = λρX
X(0) = 0 X(l) = 0
üö>.^‡/ªƒÓ

C. S. Wu 1›nù ©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
XJ3˜‡S–L§НK
LX = λρX
X(0) = 0 X(l) = 0
üö>.^‡/ªƒÓ

C. S. Wu 1›nù ©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
XJ3˜‡S–L§НK
LX = λρX
X(0) = 0 X(l) = 0
üö>.^‡/ªƒÓ

C. S. Wu 1›nù ©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§Œ±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(B儧b¼ê®8˜z)
ùp§¼ê|5å û½5Š^

P
 y Tn (t)Xn (x)U Âñ(–´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ý،±Ã
nd/VïeZ‡¼ê
ÄK§¦+3/ªþqEU¦˜‡?ê/)0§
§ý،UÂñý)u(x, t)

C. S. Wu 1›nù ©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§Œ±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(B儧b¼ê®8˜z)
ùp§¼ê|5å û½5Š^

P
 y Tn (t)Xn (x)U Âñ(–´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ý،±Ã
nd/VïeZ‡¼ê
ÄK§¦+3/ªþqEU¦˜‡?ê/)0§
§ý،UÂñý)u(x, t)

C. S. Wu 1›nù ©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§Œ±ò½)¯K)u(x, t)Uì¼ê
N{Xn (x), n = 1, 2, 3, · · · }Ðm
X∞
u(x, t) = Tn (t)Xn (x)
n=1
(B儧b¼ê®8˜z)
ùp§¼ê|5å û½5Š^

P
 y Tn (t)Xn (x)U Âñ(–´²þÂñ)
n=1
)u(x, t)§ 7LH9ܼê¦Ú©ý،±Ã
nd/VïeZ‡¼ê
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Method of Separation of Variables . . . Method of Separation of Variables: Development

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Method of Separation of Variables . . . Method of Separation of Variables: Development

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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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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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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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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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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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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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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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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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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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C. S. Wu 1›nù ©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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C. S. Wu 1›nù ©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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C. S. Wu 1›nù ©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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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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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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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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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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Method of Separation of Variables . . . Method of Separation of Variables: Development

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Method of Separation of Variables . . . Method of Separation of Variables: Development

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Method of Separation of Variables . . . Method of Separation of Variables: Development

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C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

ü ¥S­½¯K
∇2 u = f x2 + y 2 + z 2 < 1
u x2 +y2 +z 2 =1 = 0

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K¼ê0Ylm (θ, φ)Ðm
∞ X
X l
u(r, θ, φ) = Rlm (r)Ylm (θ, φ)
l=0 m=−l

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

ü ¥S­½¯K
∇2 u = f x2 + y 2 + z 2 < 1
u x2 +y2 +z 2 =1 = 0

){1
æ^¥‹IX¦)§òu(r, θ, φ)U/ƒAàg¯
K¼ê0Ylm (θ, φ)Ðm
∞ X
X l
u(r, θ, φ) = Rlm (r)Ylm (θ, φ)
l=0 m=−l

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4
ü ¥S­½¯K
∇2 u = f x2 + y 2 + z 2 < 1
u x2 +y2 +z 2 =1 = 0
){1
KU\XêRlm (r)÷v~‡©§>НK
 
1 d 2 dRlm l(l + 1)
r − Rlm (r)
r2 dr dr r2
ZZ
= Ylm∗ (θ, φ)f (r, θ, φ) sin θdθdφ

Rlm (0)k. Rlm (1) = 0


C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4
ü ¥S­½¯K
∇2 u = f x2 + y 2 + z 2 < 1
u x2 +y2 +z 2 =1 = 0
){1
KU\XêRlm (r)÷v~‡©§>НK
 
1 d 2 dRlm l(l + 1)
r − Rlm (r)
r2 dr dr r2
ZZ
= Ylm∗ (θ, φ)f (r, θ, φ) sin θdθdφ

Rlm (0)k. Rlm (1) = 0


C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

ü ¥S­½¯K
∇2 u = f x2 + y 2 + z 2 < 1
u x2 +y2 +z 2 =1 = 0

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§§´ÄN´¦)ûušàg‘äN/ª

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

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‡§÷vd½)¯Kàg>.^‡§ @oÒ
Œ±òu(r, θ, φ)Uù˜|¼êÐm

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

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äN`5§Œ±k¦)НK
− ∇2 w = λw x2 + y 2 + z 2 < 1
w x2 +y2 +z 2 =1 = 0

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
Œ±)Š
2
λnl = knl n = 1, 2, 3, · · · l = 0, 1, 2, · · ·

Ú¼ê wnlm (r, θ, φ) = jl (knl r) Ylm (θ, φ)§Ù¥


knl ´l¥Bessel¼êjl (x)1n‡":

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
Œ±)Š
2
λnl = knl n = 1, 2, 3, · · · l = 0, 1, 2, · · ·

Ú¼ê wnlm (r, θ, φ) = jl (knl r) Ylm (θ, φ)§Ù¥


knl ´l¥Bessel¼êjl (x)1n‡":
Ïd§Œ±òu(r, θ, φ)Uwnlm (r, θ, φ)Ðm
∞ X
X ∞ X
l
u(r, θ, φ) = cnlm jl (knl r)Ylm (θ, φ)
n=1 l=0 m=−l

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
“\ ‡©§§Ò
Z 1 Z 1
2
− knl cnlm j2l (knl r)r2 dr = jl (knl r)r2 dr
0 0
ZZ
× Ylm∗ (θ, φ)f (r, θ, φ) sin θdθdφ

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
“\ ‡©§§Ò
Z 1 Z 1
2
− knl cnlm j2l (knl r)r2 dr = jl (knl r)r2 dr
0 0
ZZ
× Ylm∗ (θ, φ)f (r, θ, φ) sin θdθdφ

ù´˜‡“ꐧœ

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
Šâ¥Bessel¼ê½Â9k'(J§Œ±ŽÑ
Z 1 Z 1
π
j2l (knl r)r2 dr = J2l+1/2 (knl r)rdr
0 2knl 0
π  0 2
= Jl+1/2 (knl )
4knl
1 2
= j0l (knl )
2

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
¤±
Z 1
2
cnlm = − 2 jl (knl r)r2 dr
2 j0 (k )
 
knl l nl 0
ZZ
× Ylm∗ (θ, φ)f (r, θ, φ) sin θdθdφ

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

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ê §ÃI2)~‡©§

ù´±õŠ ˜­?êÐm“d

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

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‡Úk.^‡© ùÒy )u(r, θ, φ)÷
vù >.^‡

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ê §ÃI2)~‡©§

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C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

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‡Úk.^‡© ùÒy )u(r, θ, φ)÷
vù >.^‡

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ê §ÃI2)~‡©§

ù´±õŠ ˜­?êÐm“d

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
 (JƒuòRlm (r)U¥Bessel¼
êjl (knl r)Ðm

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Gn‘«§½‘²¡þ˜½«

ù«){ہ5µ·^uعžm­
½¯K§¿ „‡¦ƒAНKk
)§$–„‡¦0Ø´Š

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
 (JƒuòRlm (r)U¥Bessel¼
êjl (knl r)Ðm

ù«){§Œ±B/í2Ù¦AÛ/
Gn‘«§½‘²¡þ˜½«

ù«){ہ5µ·^uعžm­
½¯K§¿ „‡¦ƒAНKk
)§$–„‡¦0Ø´Š

C. S. Wu 1›nù ©lCþ{o(
Eigenproblem of Sturm-Liouville Eqn . . . Method of Separation of Variables
Method of Separation of Variables . . . Method of Separation of Variables: Development

~13.4

){2
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êjl (knl r)Ðm

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Gn‘«§½‘²¡þ˜½«

ù«){ہ5µ·^uعžm­
½¯K§¿ „‡¦ƒAНKk
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C. S. Wu 1›nù ©lCþ{o(

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