User:Julius/Sandbox

Theorem
Let $ P, Q : \R \to \R $ be real mappings such that $ P $ is smooth and positive, while $ Q $ is continuous:


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


 * $ \displaystyle P \left ( { x } \right ) > 0 $


 * $ \displaystyle Q \left ( { x } \right ) \in C^0 $

Let the Sturm-Liouville equation be of the form:


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

satisfy the following boundary conditions:


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

and $ \lambda \in \R $.

Then the Sturm-Liouville problem has an infinite sequence of eigenvalues $ \{ { \lambda^{ \left ( { n } \right ) } } \} $.

Furthermore, to each $ \lambda^{ \left ( { n } \right ) } $ corresponds an eigenfunction $ y^{ \left ( { n } \right ) } $, unique up to a constant factor.

Proof
The given Sturm-Liouville equation is an Euler equation of the following functional:


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

together with a subsidiary condition:


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

Thus, if $ y $ is an extremum of $ J $, it is also a solution of the Sturm-Liouville equation.

Since $ P > 0 $, it holds that:


 * $ \displaystyle \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 $

where


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

Introduce a new variable $ \displaystyle t = \pi \frac{ x - a }{ b - a } $.

Then the interval of consideration $ \left [ { a \,. \,. \, b } \right ] $ is mapped onto $ \left [ { 0 \,. \,. \, \pi } \right ] $.

Choose $ \{ { \phi_n \left ( { t } \right ) } \} = \{ { \sin nt  } \}$

Since $ n \in \N $, the elements of this sequence are orthogonal:


 * $ \displaystyle \int_0^\pi \sin \left ( { k t } \right ) \sin \left ( { l t } \right ) \mathrm d x = \frac{ \pi }{ 2 } \delta_{ k l } $

Thus, the trial solution is of the following form:


 * $ \displaystyle y \left ( { x } \right ) = \sum_{ k = 1 }^n \alpha_k \sin \left ( { k t \left ( { x } \right ) } \right ) $

Trial solution has to satisfy boundary and subsidiary conditions.

Boundary conditions are satisfied trivially.

Subsidiary condition results into an additional constraint on coefficients $ \alpha_k $:

For the assumed trial function the functional $ J $ reads as:


 * $ \displaystyle J_n \left ( { \boldsymbol \alpha } \right ) = \int_0^\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 $

Let $ y_n^{ \left ( { 1 } \right ) } \left ( { x } \right ) $ be defined as:


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

for which $ J $ achieves the minimum $ \lambda_n^{ \left ( { 1 } \right ) } $.

Then a sequence $ \{ { y_n^{ \left ( { 1 } \right ) } } \} $ can be constructed, for which the sequence of minima of $ J $ is $ \{ { \lambda_n^{ \left ( { 1 } \right ) } } \} $.

Since $ \sigma_n \subset \sigma_{ n + 1} $, which happens for $ \alpha_{ n + 1 } = 0 $, it holds that:


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

Hence:


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

By increasing the domain of definition of $ y_n^{ \left ( { 1 } \right ) } $, the minimum of $ J $ cannot increase.

From the last inequality and $ J $ being bounded from below it follows, that the following limit exists:


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

Lemma
The sequence $ \{ { y_n^{ \left ( { 1 } \right ) } } \} $ contains a uniformly convergens subsequence.

Proof

 * $ \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 $


 * $ \int_0^\pi \{ { P \left ( { x } \right ) \left [ { \sum_{ k = 1 }^n \alpha_k^{ \left ( { 1 } \right ) } \left ( { \sin kx } \right )' } \right ] \left ( { \sin rx } \right )' + \left [ { Q - \lambda_n^{ \left ( { 1 } \right ) } } \right ]  \left [ { \sum_{ k = 1 }^n  \alpha_k^{ \left ( { 1 } \right ) } \sin kx } \right ] \sin rx  } \} \mathrm d x = 0 $


 * $ \int_0^\pi \left [ { Py_n'h_n' + \left ( { Q - \lambda_n^{ \left ( { 1 } \right )y_n h_n } } \right ) } \right ] \mathrm d x = 0 $


 * $ h_n \left ( { x } \right ) = \sum_{ r = 1 }^n C_r^{ \left ( { n } \right ) } \sin rx$


 * $ \int_0^\pi \left [ { -(Ph_n')' + \left ( { Q-\lambda)h_n } \right ) } \right ]y_n \mathrm d x = 0 $


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


 * $ h_n \to h, h_n' \to h', h_n \to h $


 * $ \lim_{ n \to \infty } \int_0^\pi \left \vert h_n \left ( { x } \right ) - h \left ( { x } \right ) \right \vert \mathrm d x = 0 $


 * $ \lim_{ m \to \infty } \int_0^{ \pi } \left [ { - \left ( { Ph_{ n_m }' } \right )' + (Q - \lambda_{ n_m }^{ \left ( { 1 } \right ) } ) h_{ n_m } } \right ]y_{ n_m }^{ \left ( { 1 } \right ) } \mathrm d x = \int_0^\pi \left [ { -\left ( { Ph' } \right )' + \left ( { Q - \lambda^{ \left ( { 1 } \right ) } } \right )h  } \right ] y^{ \left ( { 1 } \right ) } \mathrm d x = 0 $


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


 * $ y \left ( { 0 } \right ) = 0, y \left ( { \pi } \right ) = 0 $


 * $ \int_0^\pi y^2 \left ( { x } \right ) = 1 $


 * $ \overline{ y }^{ \left ( { 1 } \right ) } = - y^{ \left ( { 1 } \right ) }$


 * $ J \left [ { y } \right ] = \int_0^\pi \left ( { Py'^2 + Qy^2 } \right ) \mathrm d x $


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


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


 * $ \sum_{ k = 1 }^n \alpha_k \int_0^\pi \sin kx \left ( { \sum_{ l = 1 }^n \sin lx } \right ) \mathrm d x = \frac{ \pi }{ 2 } \sum_{ k = 1 }^n \alpha_k \alpha_k^{ \left ( { 1 } \right ) } = 0 $


 * $ \lambda_{ n + 1 }^{ \left ( { 2 } \right ) } \le \lambda_n^{ \left ( { 2 } \right ) } $


 * $ \lambda^{ \left ( { 2 } \right ) } = \lim_{ n \to \infty } \lambda_n^{ \left ( { 2 } \right ) } $


 * $ \lambda^{ \left ( { 1 } \right ) } \le \lambda^{ \left ( { 2 } \right ) } $


 * $ y_n^{ \left ( { 2 } \right ) } = \sum_{ k = 1 }^n \alpha_k^{ \left ( { 2 } \right ) } \sin kx $


 * $ \lambda^{ \left ( { 1 } \right ) } < \lambda^{ \left ( { 2 } \right ) }$