Chapter D Problem Sheet 4 (Lectures 8-9)
D.1 Legendre 4
Consider the Sturm–Liouville data as in Problem C.9 with \(\sigma =0\).
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(i) Determine the admissible boundary conditions arising from the solution \(v=1\) of \(Dv=0\) at both boundary points.
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(ii) Show that any \(u\) which is continuously differentiable on \([-1,1]\) satisfies these boundary conditions.
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Solution. We have
\[ W(u,v;p)=(1-x^2)\left [u'v-uv'\right ], \]
which with \(v=1\) gives
\[ W(u,1;p)=(1-x^2)u'(x). \]
The boundary conditions therefore are (note that we have to take limits since the boundary points are singular):
\[ \lim _{x\downarrow -1}(1-x^2)u'(x)=0,\qquad \lim _{x\uparrow 1}(1-x^2)u'(x)=0. \]
If \(u'\) is continuous at the boundary points, then since \(1-x^2\to 0\) at the boundary points, we have by algebra of limits that the boundary conditions are indeed satisfied. □
D.2 Legendre 5
For the Sturm–Liouville data as in Problem C.9 with \(\sigma \in \mN \), determine all admissible boundary conditions.
D.3 Spherical Bessel 3
For the Sturm–Liouville data as in Problem C.10 answer the following questions.
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(i) Find a solution of \(Dv=0\) which gives rise to the boundary condition \(u(\b )=0\).
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(ii) For which values of \(\sigma \) is a boundary condition at \(0\) needed?
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(iii) For those values of \(\sigma \) for which it is needed, obtain a specific admissible boundary condition at \(0\).
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Solution. (i) The Wronskian for this problem is
\[ W(u,v;p)(x)=x^2\left (u'(x)v(x)-u(x)v'(x)\right ). \]
To obtain from \(W(u,v;p)(\b )=0\) the boundary condition \(u(\b )=0\), we choose a \(v\) with (\(Dv=0\) and) \(v(\b )=0\) and then check that this indeed works. The general solution of \(Dv=0\) is \(v(x)=C_1x^\sigma +C_2x^{-(\sigma +1)}\). We pick \(C_1=1\) and to obtain \(v(\b )=0\) we then choose \(C_2=-\b ^{2\sigma +1}\). Therefore
\[ v(x)=x^\sigma -\b ^{2\sigma +1}x^{-\sigma -1}. \]
We check that this indeed works. We have
\[ v'(x)=\sigma x^{\sigma -1}+\b ^{2\sigma +1}(\sigma +1)x^{-\sigma -2}, \]
so that
\[ v'(\b )=\sigma \b ^{\sigma -1}+\b ^{\sigma -1}(\sigma +1)=(2\sigma +1)\b ^{\sigma -1}. \]
Therefore
\[ W(u,v;p)(\b )=-\b ^2u(\b )(2\sigma +1)\b ^{\sigma -1}, \]
which is indeed zero if and only if \(u(\b )=0\).
(ii) From Problem C.10 we have that \(0\) is quasi-regular if and only if \(\sigma <\frac {1}{2}\). Therefore, we need a boundary condition at \(0\) if and only if \(\sigma <\frac {1}{2}\).
(iii) By (ii), we restrict to \(\sigma <\frac {1}{2}\). We obtain a suitable boundary condition from any non-zero solution of \(Dv=0\). We choose \(v(x)=x^\sigma \) (other choices are possible). The Wronskian then is
\[ x^2\left (u'(x)v(x)-u(x)v'(x)\right ) =x^2\left (u'(x)x^{\sigma }-u(x)\sigma x^{\sigma -1}\right ) =u'(x)x^{2+\sigma }-\sigma u(x)x^{1+\sigma }. \]
The corresponding boundary condition therefore is
\[ \lim _{x\downarrow 0} u'(x)x^{2+\sigma }-\sigma u(x)x^{1+\sigma }=0. \]
□
D.4 Chebyshev 4
Consider the Sturm–Liouville data as in Problem C.11.
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(i) Determine the admissible boundary conditions arising from the solution \(v=1\) of \(Dv=0\) at both boundary points.
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(ii) Show that any \(u\) which is continuously differentiable on \([-1,1]\) satisfies these boundary conditions.
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Solution. The Wronskian for this problem is
\[ W(u,v;p)(x)=\sqrt {1-x^2}\left (u'(x)v(x)-u(x)v'(x)\right ). \]
With \(v=1\), this gives
\[ W(u,1;p)(x)=\sqrt {1-x^2}\,u'(x). \]
This gives the boundary conditions (we need limits because the boundary points are singular)
\[ \lim _{x\downarrow -1}\sqrt {1-x^2}\,u'(x)=0,\qquad \lim _{x\uparrow 1}\sqrt {1-x^2}\,u'(x)=0. \]
If \(u\) is continuously differentiable on \([-1,1]\) (so that \(\lim _{x\downarrow -1}u'(x)\) and \(\lim _{x\uparrow 1}u'(x)\) exist), then since \(\lim _{x\to \pm 1}\sqrt {1-x^2}=0\) we have by algebra of limits that the boundary conditions are satisfied. □
D.5 Chebyshev 5
For the Sturm–Liouville data as in Problem C.11, determine the admissible boundary conditions arising from the solution \(v=\arcsin \) of \(Dv=0\) at both boundary points.
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Solution. The Wronskian for this problem is
\[ W(u,v;p)(x)=\sqrt {1-x^2}\left (u'(x)v(x)-u(x)v'(x)\right ). \]
With \(v=\arcsin \), this gives (using that \(v'(x)=\frac {1}{\sqrt {1-x^2}}\))
\[ W(u,v;p)(x)=\sqrt {1-x^2}\,u'(x)\arcsin (x)-u(x). \]
This gives the boundary conditions (we need limits because the boundary points are singular)
\[ \lim _{x\downarrow -1}\sqrt {1-x^2}\,u'(x)\frac {\pi }{2}+u(x)=0,\qquad \lim _{x\uparrow 1}\sqrt {1-x^2}\,u'(x)\frac {\pi }{2}-u(x)=0. \]
□
D.6 Laguerre 3
Consider the Sturm–Liouville data as in Problem C.12.
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(i) Determine the admissible boundary condition arising from the solution \(v=1\) of \(Dv=0\) at the boundary point \(\a \).
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(ii) Show that any \(u\) which is continuously differentiable on \([0,\infty )\phantom {]}\!\!\) satisfies this boundary condition.
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Solution. The Wronskian for this problem is
\[ W(u,v;x\e ^{-x})(x)=x\e ^{-x}\left (u'(x)v(x)-u(x)v'(x)\right ), \]
which with \(v=1\), gives
\[ W(u,1;x\e ^{-x})(x)=x\e ^{-x}\,u'(x). \]
The boundary condition therefore is (note that we have to take a limit since the boundary point is singular):
\[ \lim _{x\downarrow 0}x\e ^{-x}\,u'(x)=0. \]
Since \(\lim _{x\to 0}\e ^{-x}=1\), we can simplify this to
\[ \lim _{x\downarrow 0}x\,u'(x)=0. \]
If \(u'\) is continuous at \(0\), then since \(x\downarrow 0\), we have by algebra of limits that the boundary condition is indeed satisfied. □
D.7 Hermite 3
For the Sturm–Liouville data as in Problem C.13, determine all admissible boundary conditions.