Sturm-Liouville Problem

Theorem

 * $ P \in C^\infty P \left ( { x } \right ) > 0 $


 * $ Q \in C^0 $


 * $ - \left ( { P y' } \right )' + Qy = \lambda y $


 * $ y \left ( { a } \right ) = y \left ( { b } \right ) = 0 $

Then the Sturm-Liouville problem has an infinite sequence of eigenvalues $ \{ { \lambda^{ \left ( { n } \right ) } } \} $, and to each $ \lambda^{ \left ( { n } \right ) } $ corresponds an eigenfunction $ y^{ \left ( { n } \right ) } $, unique up to a constant factor.

Proof

 * $ J \left [ { y } \right ] = \int_a^b \left ( { Py'^2 + Qy^2 } \right ) \mathrm d x $


 * $ \int_a^b y^2 \mathrm d x = 1$


 * $ \int_a^b \left ( { Py'^2 + Qy^2 } \right ) \mathrm d x > \int_a^b Qy^2 \mathrm d x \ge M \int_a^b y^2 \mathrm d x = M $


 * $ M = \min_{ a \le x \le b } Q \left ( { x } \right )$

Assume $ a = 0 $, $ b = \pi $.

Choose $ \{ { \phi_n \left ( { x } \right ) } \} = \{ { \sin nx  } \}$


 * $ \int_0^\pi \sin kx \sin lx \mathrm d x = 0 \left ( { k \ne l } \right ) $


 * $ \int_0^\pi \left ( { \sum_{ k = 1 }^n \alpha_k \sin kx  } \right )^2 \mathrm d x = \frac{ \pi }{ 2 } \sum_{ k = 1 }^n \alpha_k^2 = 1 $


 * $ J_n \left ( { \alpha_1, \ldots, \alpha_n } \right ) = \int_o^\pi \left [ { P \left ( { \sum_{ k = 1 }^n \alpha_k \sin kx  } \right )'^2 + Q  \left ( { \sum_{ k = 1 }^n \alpha_k \sin k x  } \right )^2 } \right ] \mathrm d x $


 * $ y_n^{ \left ( { 1 } \right ) } \left ( { x } \right ) = \sum_{ k = 1 }^n \alpha_k^{ \left ( { 1 } \right ) } \sin kx $


 * $ \{ { \lambda_n^{ \left ( { 1 } \right ) } } \} $


 * $ \{ { y_n^{ \left ( { 1 } \right ) } } \} $


 * $ J_n \left ( { \alpha_1, \ldots, \alpha_n } \right ) = J_{ n + 1 } \left ( { \alpha_1, \ldots, \alpha_n, 0 } \right ) $


 * $ \lambda_{ n + 1 }^{ \left ( { 1 } \right ) } \le \lambda_n^{ \left ( { 1 } \right ) } $


 * $ \lambda^{ \left ( { 1 } \right ) } = \lim_{ n \to \infty } \lambda_n^{ \left ( { 1 } \right ) } $


 * $ \lambda_n^{ \left ( { 1 } \right ) } = \int_0^\pi \left ( { Py_n'^2 + Qy_n^2 } \right ) \mathrm d x $


 * $ \int_0^\pi \left ( { Py_n'^2 + Qy_n^2 } \right ) \mathrm d x \le M $


 * $ \int_0^\pi Py_n'^2 \mathrm d x \le M + \left \vert { \int_0^\pi Qy_n^2 \mathrm d x } \right \vert \le M + \max_{ a \le x \le b } \left \vert { Q \left ( { x } \right ) } \right \vert = M_1 $


 * $ \int_0^\pi y_n'^2 \left ( { x } \right ) \mathrm dx \le \frac{ M_1 }{ \min_{ a \le x \le b } P \left ( { x } \right ) } = M_2 $


 * $ y_n \left ( { 0 } \right ) = 0 $


 * $ \left \vert { y_n \left ( { x } \right ) } \right \vert^2 = \left \vert { \int_0^x y_n' \left ( { \zeta } \right ) \mathrm d \zeta } \right \vert^2 \le \int_0^x y_n'^2 \left ( { \zeta } \right ) \mathrm d \zeta \int_0^x \mathrm d \zeta \le M_2 \pi $


 * $ \left \vert { y_n \left ( { x_2 } \right ) - y_n \left ( { x_1 } \right ) } \right \vert^2 = \left \vert { \int_{ x_1 }^{ x_2 } y_n' \left ( { x } \right ) \mathrm d x } \right \vert^2 \le \int_{ x_1 }^{ x_2 } y_n'^2 \mathrm d x \left \vert { \int_{ x_1 }^{ x_2 } \mathrm d x } \right \vert^2 \le M_2 \left \vert { x_2 - x_1 } \right \vert $


 * $ y^{ \left ( { 1 } \right ) } \left ( { x } \right ) = \lim_{ m \to \infty } y_{ n_m } \left ( { x } \right ) $


 * $ \int_0^\pi \left [ { - \left ( { Ph' } \right )' + Q_1 h } \right ] y \mathrm d x = 0 $


 * $ h \left ( { x } \right ) \in \mathcal D_2 \left ( { 0, \pi } \right ) $


 * $ h \left ( { 0 } \right ) = h \left ( { \pi } \right ) = h' \left ( { 0 } \right ) = h' \left ( { \pi } \right ) = 0 $


 * $ y \left ( { x } \right ) \in \mathcal D_2 \left ( { 0, \pi } \right ) $


 * $ - \left ( { Py' } \right )' + Q_1 y = 0 $


 * $ \int_0^\pi \left [ { - \left ( { Py' } \right )' + Q_1 y } \right ] y \mathrm d x = - \int_0^\pi Ph''y \mathrm d x - \int_0^\pi P'h'y \mathrm d x + \int_0^\pi Q_1 h y \mathrm d x = - \int_0^\pi \left [ { - P y + \int_0^x P' y \mathrm d \zeta + \int_0^x \left ( { \int_0^\zeta Q_1 y \mathrm d t } \right ) \mathrm d \zeta } \right ] \mathrm d x = 0 $


 * $ - \left ( { Py } \right )' + P'y + \int_0^x Q_1 y \mathrm d \zeta = c_1 $


 * $ -Py' + \int_0^x Q_1 y \mathrm d \zeta = c_1 $


 * $ - \left ( { Py' } \right )' + Q_1 y = 0 $


 * $ - \left ( { P{ y^{ \left ( { 1 } \right ) } }' } \right )' + Qy^{ \left ( { 1 } \right ) } = \lambda^{ \left ( { 1 } \right ) } y^{ \left ( { 1 } \right ) } $


 * $ \frac{ \partial }{ \partial \alpha_r } \{ { J_n \left ( { \alpha_1, \ldots, \alpha_n } \right ) - \lambda_n^{ \left ( { 1 } \right ) } \int_0^\pi \left ( { \sum_{ k = 1 }^n \alpha_k \sin kx } \right )^2 \mathrm d x  } \} = 0 $