Chapter-7: Eigenvalues and Eigenfunctions

Prof. J.K. Sahoo

Department of Mathematics
BITS Pilani K K Birla Goa Campus, Goa

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 1/9
Eigenvalues and Eigenfunctions

Consider the following boundary value problem (BVP)

y ′′ + λy = 0 with y (0) = 0 and y (π) = 0 (λ ∈ R).

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 2/9
Eigenvalues and Eigenfunctions

Consider the following boundary value problem (BVP)

y ′′ + λy = 0 with y (0) = 0 and y (π) = 0 (λ ∈ R).

Aim: To find a non-trivial solution y (x) which satisfy the above BVP.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 2/9
Eigenvalues and Eigenfunctions

Consider the following boundary value problem (BVP)

y ′′ + λy = 0 with y (0) = 0 and y (π) = 0 (λ ∈ R).

Aim: To find a non-trivial solution y (x) which satisfy the above BVP.
Case-I: Consider λ = 0.
Thus y ′′ = 0 with y (0) = 0 = y (π)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 2/9
Eigenvalues and Eigenfunctions

Consider the following boundary value problem (BVP)

y ′′ + λy = 0 with y (0) = 0 and y (π) = 0 (λ ∈ R).

Aim: To find a non-trivial solution y (x) which satisfy the above BVP.
Case-I: Consider λ = 0.
Thus y ′′ = 0 with y (0) = 0 = y (π)
On solving we obtain the solution y (x) = c1 + c2 x.
Applying y (0) = 0, we get c1 = 0 and hence y (x) = c2 x.
Applying the second boundary condition y (π) = 0, we get c2 = 0 and
the solution reduces to y (x) = 0.
In summary: trivial solution when λ = 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 2/9
Eigenvalues and Eigenfunctions

Case-II: Consider λ < 0.

Thus y ′′ + λy = 0 with y (0) = 0 = y (π)
√
Auxiliary equation: m2 + λ = 0. Thus m = ± −λ
√ √
−λ x
On solving we obtain the solution y (x) = c1 e + c2 e − −λ x
.
Applying y (0) = 0, we get c1 + c2 = 0. Which implies c2 = −c1 and
h √ √ i
y (x) = c1 e −λx − e − −λx .

Applying y (π) = 0, we get c1 = 0 = −c2 and hence the solution

reduces to y (x) = 0.
In summary: trivial solution when λ < 0.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 3/9
Eigenvalues and Eigenfunctions

Case-III: Consider λ > 0.

Thus y ′′ + λy = 0 with y (0) = 0 = y (π)
√
Auxiliary equation: m2 + λ = 0. Thus m = ± λi
√ √
On solving we obtain the solution y (x) = c1 cos λ x + c2 sin λ x.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 4/9
Eigenvalues and Eigenfunctions

Case-III: Consider λ > 0.

Thus y ′′ + λy = 0 with y (0) = 0 = y (π)
√
Auxiliary equation: m2 + λ = 0. Thus m = ± λi
√ √
On solving we obtain the solution y (x) = c1 cos λ x + c2 sin λ x.
Applying y (0) = 0, we get c1 = 0 and hence
√
y (x) = c2 sin λ x.
√
Applying y (π) = 0, we get √c2 sin λ π = 0. For getting a non-trivial
solution, we must have sin λ π = 0 ⇐⇒ λ = n2 , where n ∈ N

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 4/9
Eigenvalues and Eigenfunctions

Case-III: Consider λ > 0.

Thus y ′′ + λy = 0 with y (0) = 0 = y (π)
√
Auxiliary equation: m2 + λ = 0. Thus m = ± λi
√ √
On solving we obtain the solution y (x) = c1 cos λ x + c2 sin λ x.
Applying y (0) = 0, we get c1 = 0 and hence
√
y (x) = c2 sin λ x.
√
Applying y (π) = 0, we get √c2 sin λ π = 0. For getting a non-trivial
solution, we must have sin λ π = 0 ⇐⇒ λ = n2 , where n ∈ N
In summary: For λ = n2 (n = 1, 2, 3, . . . , ) (called Eigenvalues), we
obtain corresponding non-trivial solutions yn (x) = sin nx (called
Eigenfunctions) of the BVP.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 4/9
Eigenvalues and Eigenfunctions

Example: Find eigenvalues and eigenfunctions of the following BVP

y ′′ + λy = 0 with y (a) = 0 and y (b) = 0 (a < b, b > 0).

Solution:
Case-I: If λ = 0. It can be verified easily that trivial solution when
λ=0

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 5/9
Eigenvalues and Eigenfunctions

Example: Find eigenvalues and eigenfunctions of the following BVP

y ′′ + λy = 0 with y (a) = 0 and y (b) = 0 (a < b, b > 0).

Solution:
Case-I: If λ = 0. It can be verified easily that trivial solution when
λ=0 √ √
Case-II: If λ < 0. Then y (x) = c1 e −λ x + c2 e − −λ x .
√
▶ Applying y (a) = 0, we obtain c2 = −c1 e −2 −λ a and y (x) reduces to
h √ √ i
y (x) = c1 e −λx − e −λ (2a−x) .

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 5/9
Eigenvalues and Eigenfunctions

Example: Find eigenvalues and eigenfunctions of the following BVP

y ′′ + λy = 0 with y (a) = 0 and y (b) = 0 (a < b, b > 0).

Solution:
Case-I: If λ = 0. It can be verified easily that trivial solution when
λ=0 √ √
Case-II: If λ < 0. Then y (x) = c1 e −λ x + c2 e − −λ x .
√
▶ Applying y (a) = 0, we obtain c2 = −c1 e −2 −λ a and y (x) reduces to
h √ √ i
y (x) = c1 e −λx − e −λ (2a−x) .

h √ √ i
▶ Applying y (b) = 0, we obtain c1 e −λb − e −λ (2a−b) = 0. Which
implies c1 = 0 = c2 (verify yourself! since a < b, b ̸= 2a − b)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 5/9
Eigenvalues and Eigenfunctions
√ √
Case-III: If λ > 0. Then y (x) = c1 cos λ x + c2 sin λ x.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 6/9
Eigenvalues and Eigenfunctions
√ √
Case-III: If λ > 0. Then y (x) = c1 cos λ x√+ c2 sin λ x.
cos λ a
Applying y (a) = 0, we obtain c2 = −c1 √ and y (x) reduces to
sin λ a
" √ #
√ cos λ a √ c1 √
y (x) = c1 cos λ x − √ λx = − √ sin λ(x − a).
sin λ a sin λ a

Applying y (b) = 0 (and for non trivial solution) we get

√ nπ 2
 
sin λ(b − a) = 0 ⇐⇒ λ =
b−a

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 6/9
Eigenvalues and Eigenfunctions
√ √
Case-III: If λ > 0. Then y (x) = c1 cos λ x√+ c2 sin λ x.
cos λ a
Applying y (a) = 0, we obtain c2 = −c1 √ and y (x) reduces to
sin λ a
" √ #
√ cos λ a √ c1 √
y (x) = c1 cos λ x − √ λx = − √ sin λ(x − a).
sin λ a sin λ a

Applying y (b) = 0 (and for non trivial solution) we get

√ nπ 2
 
sin λ(b − a) = 0 ⇐⇒ λ =
b−a

In summary:
 2
nπ
Eigenvalues: λ = , n = 1, 2, . . . ,
b−a
 
nπ
Eigenvectors: yn (x) = sin (x − a), n = 1, 2, . . . ,
b−a
Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 6/9
Eigenvalues and Eigenfunctions

Example: Find eigenvalues and eigenfunctions of the following BVP

y ′′ + λy = 0 with y ′ (0) = 0 and y ′ (π) = 0 .

Solution:
Case-I (λ = 0): In this we obtain the solution y (x) = c1 + c2 x

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 7/9
Eigenvalues and Eigenfunctions

Example: Find eigenvalues and eigenfunctions of the following BVP

y ′′ + λy = 0 with y ′ (0) = 0 and y ′ (π) = 0 .

Solution:
Case-I (λ = 0): In this we obtain the solution y (x) = c1 + c2 x
From y ′ (0), we get c2 = 0 and hence y (x) = c1 . The other condition
does not provide anything on c1 . Thus we obtain a non-trivial
solution y (x) = 1 corresponding to the eigenvalue λ = 0. Hence
▶ Eigenvalue: λ = 0
▶ Eigenfunction: y0 (x) = 1

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 7/9
Eigenvalues and Eigenfunctions

Example: Find eigenvalues and eigenfunctions of the following BVP

y ′′ + λy = 0 with y ′ (0) = 0 and y ′ (π) = 0 .

Solution:
Case-I (λ = 0): In this we obtain the solution y (x) = c1 + c2 x
From y ′ (0), we get c2 = 0 and hence y (x) = c1 . The other condition
does not provide anything on c1 . Thus we obtain a non-trivial
solution y (x) = 1 corresponding to the eigenvalue λ = 0. Hence
▶ Eigenvalue: λ = 0
▶ Eigenfunction: y0 (x) = 1

Case-I (λ < 0): In this we get only trivial solution. (verify yourself!)

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 7/9
Eigenvalues and Eigenfunctions

√ √
Case-III (λ > 0): In this case, y (x) = c1 cos λ x + c2 sin λ x.

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 8/9
Eigenvalues and Eigenfunctions

√ √
Case-III (λ > 0): In this case, y (x) = c1 cos λ x + c2 sin λ x.
Applying y ′ (0) = 0, we obtain c2 = 0 and y (x) reduces to
√ √ √
y (x) = c1 cos λ x. Furthery ′ (x) = − λc1 sin λ x

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 8/9
Eigenvalues and Eigenfunctions

√ √
Case-III (λ > 0): In this case, y (x) = c1 cos λ x + c2 sin λ x.
Applying y ′ (0) = 0, we obtain c2 = 0 and y (x) reduces to
√ √ √
y (x) = c1 cos λ x. Furthery ′ (x) = − λc1 sin λ x

Applying y ′ (π) = 0 (and for non trivial solution) we get

√
sin λ x) = 0 ⇐⇒ λ = n2

Prof. J.K. Sahoo (BITS Goa) Mathematics-III (Chapter-7) Eigenvalue and Eigenfunction 8/9
Eigenvalues and Eigenfunctions

√ √
Case-III (λ > 0): In this case, y (x) = c1 cos λ x + c2 sin λ x.
Applying y ′ (0) = 0, we obtain c2 = 0 and y (x) reduces to
√ √ √
y (x) = c1 cos λ x. Furthery ′ (x) = − λc1 sin λ x

Applying y ′ (π) = 0 (and for non trivial solution) we get

√
sin λ x) = 0 ⇐⇒ λ = n2

In summary (Combining case-I and III):

Eigenvalues: λ = n2 , n = 0, 1, 2, . . . ,
Eigenvectors: yn (x) = cos nx, n = 0, 1, 2, . . . ,

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additional problems

Exercise: Find eigenvalues and eigenfunctions for teh following:

(a) y ′′ + λy = 0 with y (0) = 0, y ′ (0) = 0.
(b) y ′′ + λy = 0 with y ′ (a) = 0, y ′ (b) = 0 (a < b).
(c) x 2 y ′′ + xy ′ + λy = 0 with y (1) = 0, y (e π ) = 0. (Put: t = ln x)

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