Orthogonality and Weighting Function of Sturm-Liouville Equation

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SUMMARY

The discussion centers on the Sturm-Liouville equation represented as \(\frac{d(f(x)*y'_{m})}{dx}+\lambda*\omega*y_{m}=0\) with boundary conditions \(\alpha_{1}y+\beta_{1}y'=0\) at \(x=a\) and \(\alpha_{2}y+\beta_{2}y'=0\) at \(x=b\). Participants confirm that the weighting function \(w\) is integral to proving the orthogonality of eigenfunctions \(y_n(x)\) and their derivatives \(y'_n(x)\). The integral condition for orthogonality is established as \((\lambda_{m}-\lambda_{n})\int_a^b(w\cdot y_{n}\cdot y_{m})\, dx =0\) for \(\lambda_m \neq \lambda_n\). The discussion also highlights the challenge of proving the orthogonality of the derivatives of the eigenfunctions.

PREREQUISITES
  • Understanding of Sturm-Liouville theory
  • Familiarity with eigenfunctions and eigenvalues
  • Knowledge of boundary value problems
  • Proficiency in calculus, particularly integration techniques
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  • Explore the properties of Sturm-Liouville eigenfunctions
  • Study the derivation of orthogonality conditions for derivatives
  • Investigate different weighting functions in Sturm-Liouville problems
  • Learn about boundary conditions and their impact on eigenfunction behavior
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Mathematicians, physicists, and engineering students studying differential equations, particularly those focusing on Sturm-Liouville problems and orthogonality in functional analysis.

JordanGo
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Homework Statement


A set of eigenfunctions yn(x) satisfies the following Sturm-Liouville equation:
\frac{d(f(x)*y'_{m})}{dx}+\lambda*\omega*y_{m}=0
with following boundary conditions:
\alpha_{1}y+\beta_{1}y'=0
at x=a
\alpha_{2}y+\beta_{2}y'=0
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:
\int(dx*\omega*y_{n}(x)*y_{m}(x)=0
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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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.
 
Sorry about that...
Anyway, well I found a way to prove orthogonality and ended up with:
(\lambda_{m}-\lambda_{n})\int(w*y_{n}*y_{m}) =0
(integral from a to b)
Now how do I find the weighting function?
 
JordanGo said:
Sorry about that...
Anyway, well I found a way to prove orthogonality and ended up with:
(\lambda_{m}-\lambda_{n})\int(w*y_{n}*y_{m}) =0
(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:
I don't quiet understand what it means then to show if the derivatives are orthogonal...
 
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##.
 
Ok, so looking at the equation:
(\lambda_{m}-\lambda_{n})\int(f(x))y'_{n}y'_{m}=0
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.
 
JordanGo said:
Ok, so looking at the equation:
(\lambda_{m}-\lambda_{n})\int(f(x))y'_{n}y'_{m}=0
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.
 

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