Orthogonality and Weighting Function of Sturm-Liouville Equation

In summary: For example, if you are trying to show that the derivatives are orthogonal with respect to the weight function ##f(x)##, then you would need to show that\int_a^bf\cdot y'_{n}\cdot y'_{m}\, dx =0assuming ##f(x)## is a function that satisfies the boundary conditions.]In summary, the Homework Equations say that there is a set of eigenfunctions yn(x) that satisfy the Sturm-Liouville equation with boundary conditions that are alpha_{1}y+\beta_{1}y'=0 at x=a, alpha_{2}y+\beta
  • #1
JordanGo
73
0

Homework Statement


A set of eigenfunctions yn(x) satisfies the following Sturm-Liouville equation:
[itex] \frac{d(f(x)*y'_{m})}{dx}+\lambda*\omega*y_{m}=0[/itex]
with following boundary conditions:
[itex] \alpha_{1}y+\beta_{1}y'=0[/itex]
at x=a
[itex] \alpha_{2}y+\beta_{2}y'=0[/itex]
at x=b
Show that the derivatives un(x)=y'n(x) are orthogonal functions.
Determine the weighting function for these functions.
What boundary conditions are required for orthogonality?

Homework Equations



Orthogonal functions:
[itex]\int(dx*\omega*y_{n}(x)*y_{m}(x)=0[/itex]
Integrate from a to b.

The Attempt at a Solution


I'm not sure how to start this problem, can someone point me in the right direction?
 
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  • #2
Problems that involve differential equations should be posted in the Calculus & Beyond section, not in the Precalculus Math section. I am moving this thread to that section.
 
  • #3
Sorry about that...
Anyway, well I found a way to prove orthogonality and ended up with:
[itex] (\lambda_{m}-\lambda_{n})\int(w*y_{n}*y_{m}) =0[/itex]
(integral from a to b)
Now how do I find the weighting function?
 
  • #4
JordanGo said:
Sorry about that...
Anyway, well I found a way to prove orthogonality and ended up with:
[itex] (\lambda_{m}-\lambda_{n})\int(w*y_{n}*y_{m}) =0[/itex]
(integral from a to b)
Now how do I find the weighting function?

Of course you must mean the definite integral$$
(\lambda_{m}-\lambda_{n})\int_a^b(w*y_{n}*y_{m}) =0$$That is a standard result in S-L theory, and the weight function is the ##w## in the integrand. However, your original post asked you to show the derivatives of the ##y_n## were orthogonal. I wondered when I saw your OP whether that was a typo or whether it was true. In any case, it isn't what you found the proof for.
 
Last edited:
  • #5
I don't quiet understand what it means then to show if the derivatives are orthogonal...
 
  • #6
LCKurtz said:
Of course you must mean the definite integral$$
(\lambda_{m}-\lambda_{n})\int_a^b(w\cdot y_{n}\cdot y_{m})\, dx =0$$That is a standard result in S-L theory, and the weight function is the ##w## in the integrand. However, your original post asked you to show the derivatives of the ##y_n## were orthogonal. I wondered when I saw your OP whether that was a typo or whether it was true. In any case, it isn't what you found the proof for.

JordanGo said:
I don't quiet understand what it means then to show if the derivatives are orthogonal...

Above, if ##\lambda_m\ne \lambda_n## then ##\int_a^b(w\cdot y_{n}\cdot y_{m})\, dx =0##, which is what it means for ##y_m## and ##y_n## to be orthogonal with respect to the weight function ##w##. For the derivatives to be orthogonal with respect to some weight function ##f(x)##would mean ##\int_a^bf\cdot y'_{n}\cdot y'_{m}\, dx =0## if ##\lambda_m\ne \lambda_n##.
 
  • #7
Ok, so looking at the equation:
[itex](\lambda_{m}-\lambda_{n})\int(f(x))y'_{n}y'_{m}=0[/itex]
the only possibility is f(x)=0 because no matter what I do, I can't get terms to separate and moved to the right hand side.
 
  • #8
JordanGo said:
Ok, so looking at the equation:
[itex](\lambda_{m}-\lambda_{n})\int(f(x))y'_{n}y'_{m}=0[/itex]
the only possibility is f(x)=0 because no matter what I do, I can't get terms to separate and moved to the right hand side.

Assuming your mathematics is at an advanced enough level to be studying S-L problems and orthogonality, that comment is just silly. Above you stated that you understand how to get the orthogonality of the eigenfunctions ##y_n(x)## so presumably you have some idea of what is involved to prove orthogonality.

I have shown you what you need to prove. I don't know offhand how to solve your problem and I'm not inclined to spend the evening figuring it out. It might even be easy; I don't know. But I'm sure you need to use the given DE and boundary conditions somehow and maybe even use the orthogonality of the ##y_n(x)## themselves. You don't start with the conclusion. Good luck with it.

[Edit, added]:You might try mimicking the standard proof but changing it where required because your boundary conditions are different.
 

What is the Sturm-Liouville equation and why is it important in mathematics?

The Sturm-Liouville equation is a second-order linear differential equation that is widely used in mathematical physics and engineering. It is important because it has many applications in solving problems involving vibrations, heat flow, and other physical phenomena.

What is orthogonality in relation to the Sturm-Liouville equation?

Orthogonality refers to the property of two functions being perpendicular to each other in a specific inner product space. In the context of the Sturm-Liouville equation, it means that the eigenfunctions of the equation are mutually orthogonal with respect to a specific weighting function.

What is a weighting function and how is it related to the Sturm-Liouville equation?

A weighting function is a function that is used to weight or give importance to different parts of a mathematical problem. In the Sturm-Liouville equation, the weighting function is used to determine the orthogonality of the eigenfunctions and to find the corresponding eigenvalues.

What is the significance of eigenvalues and eigenfunctions in the Sturm-Liouville equation?

The eigenvalues of the Sturm-Liouville equation are the solutions to the equation and represent the frequencies or energies associated with the physical system being described. The corresponding eigenfunctions represent the modes or patterns of the system at those frequencies or energies.

How is the Sturm-Liouville equation solved and what are some methods for finding solutions?

The Sturm-Liouville equation can be solved using a variety of methods, including separation of variables, series solutions, and integral transforms. Some common techniques for finding solutions include the Frobenius method, the method of variation of parameters, and the method of Green's functions.

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