Paper 1, Section II, C

Methods
Part IB, 2015

(i) Briefly describe the Sturm-Liouville form of an eigenfunction equation for real valued functions with a linear, second-order ordinary differential operator. Briefly summarize the properties of the solutions.

(ii) Derive the condition for self-adjointness of the differential operator in (i) in terms of the boundary conditions of solutions y1,y2y_{1}, y_{2} to the Sturm-Liouville equation. Give at least three types of boundary conditions for which the condition for self-adjointness is satisfied.

(iii) Consider the inhomogeneous Sturm-Liouville equation with weighted linear term

1w(x)ddx(p(x)dydx)q(x)w(x)yλy=f(x),\frac{1}{w(x)} \frac{d}{d x}\left(p(x) \frac{d y}{d x}\right)-\frac{q(x)}{w(x)} y-\lambda y=f(x),

on the interval axba \leqslant x \leqslant b, where pp and qq are real functions on [a,b][a, b] and ww is the weighting function. Let G(x,ξ)G(x, \xi) be a Green's function satisfying

ddx(p(x)dGdx)q(x)G(x,ξ)=δ(xξ)\frac{d}{d x}\left(p(x) \frac{d G}{d x}\right)-q(x) G(x, \xi)=\delta(x-\xi)

Let solutions yy and the Green's function GG satisfy the same boundary conditions of the form αy+βy=0\alpha y^{\prime}+\beta y=0 at x=a,μy+νy=0x=a, \mu y^{\prime}+\nu y=0 at x=b(α,βx=b(\alpha, \beta are not both zero and μ,ν\mu, \nu are not both zero) and likewise for GG for the same constants α,β,μ\alpha, \beta, \mu and ν\nu. Show that the Sturm-Liouville equation can be written as a so-called Fredholm integral equation of the form

ψ(ξ)=U(ξ)+λabK(x,ξ)ψ(x)dx\psi(\xi)=U(\xi)+\lambda \int_{a}^{b} K(x, \xi) \psi(x) d x

where K(x,ξ)=w(ξ)w(x)G(x,ξ),ψ=wyK(x, \xi)=\sqrt{w(\xi) w(x)} G(x, \xi), \psi=\sqrt{w} y and UU depends on K,wK, w and the forcing term ff. Write down UU in terms of an integral involving f,Kf, K and ww.

(iv) Derive the Fredholm integral equation for the Sturm-Liouville equation on the interval [0,1][0,1]

d2ydx2λy=0,\frac{d^{2} y}{d x^{2}}-\lambda y=0,

with y(0)=y(1)=0y(0)=y(1)=0.