Understanding Sturm-Liouville Problems: Implications and Solutions

In summary, Sturm-Liouville problems involve solving second order differential equations that are transformed into a Sturm-Liouville form. This leads to a set of implications about ordered eigenvectors, the sign of eigenvectors, and the orthogonality of eigenfunctions. However, it is not clear how this helps with solving the problem. The examples typically start with solving the ODE and it is unclear if this is the only method or just for demonstration purposes. The use of spectral theorems can assist in demonstrating the orthogonality of eigenfunctions, which can then be used in a Fourier expansion to solve the infinite system of ODEs. However, it is not clear how the theorems help with solving
  • #1
thelema418
132
4
I'm trying to understand how to solve PDEs that are Sturm Liouville problems. I've read a couple of presentations about this, but I'm lost as to the implications for the solution process.

Most descriptions discuss putting the second order differential equation into a Sturm-Liouville form. From this there are a set of implications that I can prove about ordered eigenvectors, the sign of the eigenvectors, the orthogonality of eigenfunctions, etc. While I understand these implications, I don't understand how this helps me solve a Sturm-Liouville problem.

Additionally, the examples I have seen are the most basic (like the trivial case where p=1 q=0 and r=1), and they all begin with solving the ODE. I don't understand if this is how you solve EVERY Sturm-Liouville problem, or if this is just done for the sake of demonstration of a connection?

I'm concerned with how to do cases like p=x, q=0, r=1/x and boundary conditions u(1)=u'(e)=0.

Should I be considering the ODE solution when solving this, or do something else?
 
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  • #2
I can't speak much of the implications of the spectral theorems themselves, but one of the ways that I think the Sturm-Liouville theory helps you solve problems is in demonstrating the orthogonality of the eigenfunctions. Say you find that after separation of variables the problem reduces to a Sturm-Liouville problem in one of the parameters. This suggests you do a Fourier expansion in the eigenfunctions and then just solve the infinite system of ODEs in the other variable (basically a finite Fourier Transform).

As far as how the theorems help you solve the resulting ODEs themselves, I'm not quite sure how that comes in, other than perhaps telling you the existence of solutions, or if you already know the eigenfunctions, allowing you to do Fourier expansions.
 

FAQ: Understanding Sturm-Liouville Problems: Implications and Solutions

What is the Sturm-Liouville equation?

The Sturm-Liouville equation is a second-order differential equation that is used to solve problems in physics and engineering. It involves a linear differential operator and a boundary condition, and can be written in the form of (p(x)y')' + q(x)y + λr(x)y = 0, where p(x), q(x), and r(x) are functions of x and λ is a constant.

What are the key concepts in Sturm-Liouville theory?

The key concepts in Sturm-Liouville theory include the Sturm-Liouville equation, eigenvalues and eigenfunctions, orthogonality, and completeness. These concepts are used to solve boundary value problems and can be applied to various physical systems, such as heat flow and wave propagation.

How is the Sturm-Liouville equation solved?

The Sturm-Liouville equation is solved by finding the eigenvalues and eigenfunctions that satisfy the given boundary conditions. This can be done using various techniques, such as separation of variables and the method of Frobenius. Once the eigenvalues and eigenfunctions are determined, the general solution to the Sturm-Liouville equation can be written as a linear combination of these eigenfunctions.

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

The eigenvalues and eigenfunctions in Sturm-Liouville theory are important because they represent the solutions to the Sturm-Liouville equation. They can be used to solve various boundary value problems and are often associated with physical quantities, such as energy levels and modes of vibration. The orthogonality and completeness of the eigenfunctions also allow for the expansion of arbitrary functions in terms of these eigenfunctions.

What are some practical applications of Sturm-Liouville theory?

Sturm-Liouville theory has many practical applications in physics and engineering. It can be used to solve problems involving heat flow, vibration, and wave propagation in various physical systems. It is also used in quantum mechanics to solve problems related to the behavior of particles in a potential well. Additionally, Sturm-Liouville theory has applications in signal processing, control theory, and image processing.

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