Ordinary Differential Equations

In summary, the student is trying to find all eigenvalues and eigenfunctions of the function y(x)=- sin(x) . He has found the following eigenvalues:\lambda_n = \frac{n^2 \pi^2 }{(b-a)^2} and\ but is having trouble solving for the eigenfunctions. He has determined that using any linear combination of sin(x) and cos(x) will work, but is Unsure how to prove that this is the general solution.
  • #1
Combinatorics
36
5

Homework Statement


Find all eigenvalues and eigenfunctions:
[itex] -y'' (x) = \lambda y(x) , x \in (a,b) [/itex]
[itex] y(a)= y(b) =0 [/itex].


Homework Equations


[itex] sin x = \frac{e^{ix} + e^{-ix} }{2i} [/itex].

The Attempt at a Solution


So actually the only problem I have is to find the eigenfunctions (which should be something like [itex] sin \{ \frac{n \pi (x-a) }{(b-a)} \} [/itex] ) .
I received the eigenvalues are: [itex] \lambda_n = \frac{n^2 \pi^2 }{(b-a)^2} [/itex].
But how can I solve the two equations system I receive when applying these eigenvalues to the solution: [itex] y= c_1 e^{i \sqrt{\lambda_n} x} + c_2 e^{-i \sqrt{\lambda_n} x} [/itex].

I hope someone will be able to help me solve this two equations-system.

Thanks in advance!
 
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  • #2
Combinatorics said:

Homework Statement


Find all eigenvalues and eigenfunctions:
[itex] -y'' (x) = \lambda y(x) , x \in (a,b) [/itex]
[itex] y(a)= y(b) =0 [/itex].


Homework Equations


[itex] sin x = \frac{e^{ix} + e^{-ix} }{2i} [/itex].

The Attempt at a Solution


So actually the only problem I have is to find the eigenfunctions (which should be something like [itex] sin \{ \frac{n \pi (x-a) }{(b-a)} \} [/itex] ) .
I received the eigenvalues are: [itex] \lambda_n = \frac{n^2 \pi^2 }{(b-a)^2} [/itex].
But how can I solve the two equations system I receive when applying these eigenvalues to the solution: [itex] y= c_1 e^{i \sqrt{\lambda_n} x} + c_2 e^{-i \sqrt{\lambda_n} x} [/itex].

I hope someone will be able to help me solve this two equations-system.

Thanks in advance!

Write the problem as ##y'' +\lambda y = 0## and consider the case where ##\lambda = \mu^2 > 0## so ##y''+\mu^2y=0##. This gives you the solution pair ##\{e^{i\mu x},e^{-i\mu x}\}##. But by using appropriate linear combinations of those you could use the linearly independent pair ##\{\sin(\mu x),\cos(\mu x)\}## instead. Even better, you can use any appropriate linear combination of those to get something easier to work with. Try using this pair: ##\{\cos(\mu(x-a)),\sin(\mu(x-a))\}##. Take a general linear combination of those two and apply your boundary conditions. It will all drop out. At the end, remember ##\lambda = \mu^2.##
 
  • #3
Is there any way of solving the two equations without having to do the process you mentioned?

Thanks !
 
  • #4
One can, by direct substitution, show that [itex]y(x)= Acos(\lambda (x- a)+ Bsin(\lambda (x- a))[/itex] is the general solution to the differential equation [itex]y''+ \lambda^2 y= 0[/itex], for any number a. Of course, then [itex]y(0)= A= 0[/itex].
Now [itex]y(b)= B sin(\lambda(b- a))= 0[/itex]. You know, I presume that sin(x) is 0 if and only if x is a multiple of [itex]\pi[/itex] so you use that to determine possible values for the eigenvalue, [itex]\lambda[/itex].
 
  • #5
Great ! Thanks ! But how can I prove that this is the general solution ? (i.e.- it obviously solves our problem...but why is it the general solution? why is it the only form of our eigenfunctions? )

Thanks!
 
  • #6
Combinatorics said:
Is there any way of solving the two equations without having to do the process you mentioned?

Thanks !

I suppose so, but I don't know why you would want to. Certainly you would use ##y = A\cos(\mu x) + B\sin(\mu x)## instead of the exponential version. I will show you how to get the solution from there, assuming you didn't think of the ##(x-a)## version. Applying the boundary conditions you get:$$A\cos(\mu a) + B\sin(\mu a)=0$$ $$
A\cos(\mu b) + B\sin(\mu b)=0$$For this to have a non-trivial solution for ##A## and ##B## the determinant of coefficients must be 0:$$
\left |\begin{array}{cc}
\cos(\mu a) & \sin(\mu a)\\
\cos(\mu b) & \sin(\mu b)
\end{array}\right | =\cos(\mu a)\sin(\mu b)-\cos(\mu b)\sin(\mu a)= 0$$ $$
\sin(\mu(b-a))=0$$
This gives ##\mu(b-a) = n\pi## or ##\mu_n = \frac{n\pi}{b-a}##

Under this condition the system of equations is dependent, so just using the first one we can write ##A\cos(\mu a) = -B\sin(\mu a)## so ##A=-\frac{B\sin(\mu a)}{\cos(\mu a)}##. Substituting that for the ##A## in the general solution for ##y## gives $$
y_n = -B\frac{\sin(\mu_n a)}{\cos(\mu_n a)}\cos(\mu_n x) + B\sin(\mu_n x)
=(\frac{B}{\cos(\mu_n a)})(-\sin(\mu_n a)\cos(\mu_n x)+\sin(\mu_n x)\cos(\mu_n a))
=(\frac{B}{\cos(\mu_n a)})\sin(\mu_n(x-a))$$Since any constant times a solution is a solution, we can ignore the constant ##\frac{B}{\cos(\mu_n a)}## and take$$
y_n = \sin(\mu_n(x-a))$$So what I showed you in my first post is something worth learning. It saves a lot of work.
 
Last edited:
  • #7
Thanks a lot !
 

1. What is an Ordinary Differential Equation (ODE)?

An Ordinary Differential Equation (ODE) is a mathematical equation that relates a function to its derivatives. It describes the relationship between a function and its rate of change over time or space.

2. What is the difference between an ODE and a Partial Differential Equation (PDE)?

The main difference between an ODE and a PDE is that ODEs involve only one independent variable, while PDEs involve multiple independent variables. This means that the derivatives in an ODE are with respect to a single variable, while the derivatives in a PDE are with respect to multiple variables.

3. Why are ODEs important in science and engineering?

ODEs are important in science and engineering because they provide a mathematical framework for modeling and understanding many physical processes. They are used to describe a wide range of phenomena such as population growth, heat transfer, and motion of objects in space.

4. What are some common methods for solving ODEs?

Some common methods for solving ODEs include separation of variables, substitution, and using integrating factors. Other methods include power series, Laplace transforms, and numerical methods such as Euler's method and Runge-Kutta methods.

5. What are some real-world applications of ODEs?

ODEs have numerous real-world applications, including in physics, chemistry, biology, economics, and engineering. They are used to model systems such as pendulums, electrical circuits, chemical reactions, and population dynamics. They are also used in fields such as control theory, signal processing, and optimization.

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