Periodic Functions & Orthogonal Functions — Question 7

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Question 7

Let p∈C1[a,b]p\in C^1[a,b] be positive, let q,wq,w be continuous with w>0w>0, and let u,vu,v be nonzero real C2C^2 eigenfunctions: −(pu′)′+qu=λwu,−(pv′)′+qv=μwv.-(pu')'+qu=\lambda wu,\qquad -(pv')'+qv=\mu wv. At each endpoint c=a,bc=a,b, both satisfy the same condition Acy(c)+Bcp(c)y′(c)=0A_c y(c)+B_c p(c)y'(c)=0, with real (Ac,Bc)≠(0,0)(A_c,B_c)\ne(0,0).

Tasks

  1. Derive an identity relating (λ−μ)∫abwuvdx(\lambda-\mu)\int_a^b wuv\,dx to endpoint terms by multiplying and subtracting the differential equations.

  2. Prove the endpoint terms vanish for all the stated boundary conditions, including Bc=0B_c=0. Deduce weighted orthogonality when λ≠μ\lambda\ne\mu.

  3. Apply the result to u=sin⁡πxu=\sin\pi x and v=sin⁡2πxv=\sin 2\pi x on [0,1][0,1] with zero endpoint values. Give an orthonormal pair.

  4. Explain why equal eigenvalues do not force orthogonality. On [0,2π][0,2\pi] with periodic value-and-slope matching, use u=sin⁡xu=\sin x and v=sin⁡x+cos⁡xv=\sin x+\cos x as a counterexample, then orthogonalize and normalize this pair.

Original worksheet page 1: question and worked solution for 8-3-007
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Question 7 – Solution

Strategy. Track the boundary expression before dividing by an eigenvalue difference.

Step 1: Derive the boundary identity. Multiply the equation for uu by vv and that for vv by uu, then subtract. The qq terms cancel, and integration gives (λ−μ)∫abwuvdx=[p(uv′−u′v)]ab.\boxed{(\lambda-\mu)\int_a^b wuv\,dx =[p(uv'-u'v)]_a^b.} This identity is valid before any orthogonality conclusion is drawn.

Step 2: Use the actual endpoint conditions. At an endpoint with Bc=0B_c=0, Ac≠0A_c\ne 0 and both function values are zero, so the boundary expression is zero. If Bc≠0B_c\ne 0, then pu′=−Acu/Bcpu'=-A_cu/B_c and pv′=−Acv/Bcpv'=-A_cv/B_c; substitution again gives zero. Therefore λ≠μ\lambda\ne\mu implies ∫abwuvdx=0\boxed{\int_a^b wuv\,dx=0}. Equal eigenvalues give only the identity 0=00=0.

Step 3: Normalize two distinct Dirichlet modes. Here p=w=1,q=0p=w=1,q=0, with eigenvalues π2\pi^2 and 4π24\pi^2. The theorem gives orthogonality, and direct integration of each square gives 1/21/2. Thus 2sin⁡πx,2sin⁡2πx\boxed{\sqrt 2\sin\pi x,\ \sqrt 2\sin 2\pi x} are orthonormal. The normalization is separate from the boundary proof of orthogonality.

Step 4: Handle a repeated eigenvalue. Both u=sin⁡xu=\sin x and v=sin⁡x+cos⁡xv=\sin x+\cos x have eigenvalue one and satisfy periodic matching on [0,2π][0,2\pi]. Nevertheless, ⟨u,v⟩=π≠0\langle u,v\rangle=\pi\ne 0. Since ∥u∥2=π\|u\|^2=\pi, subtracting the projection gives v−⟨v,u⟩u/∥u∥2=cos⁡xv-\langle v,u\rangle u/\|u\|^2=\cos x. The resulting orthonormal pair is sin⁡x/π,cos⁡x/π.\boxed{\sin x/\sqrt\pi,\qquad\cos x/\sqrt\pi.} Distinct eigenvalues ensure orthogonality under the hypotheses; a repeated eigenspace may instead require an orthogonal choice of basis.

Original worksheet page 2: question and worked solution for 8-3-007

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