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Analysis of the eigenvalues and eigenfunctions for y(x)+λy(x)=0 for all possible homogeneous boundary conditions

Nasser M. Abbasi

January 28, 2024   Compiled on January 28, 2024 at 8:06pm

Contents

1 Summary of result
1.1 case 1: boundary conditions y(0)=0,y(L)=0
1.2 case 2: boundary conditions y(0)=0,y(L)=0
1.3 case 3: boundary conditions y(0)=0,y(L)+y(L)=0
1.4 case 4: boundary conditions y(0)=0,y(L)=0
1.5 case 5: boundary conditions y(0)=0,y(L)=0
1.6 case 6: boundary conditions y(0)=0,y(L)+y(L)=0
1.7 case 7: boundary conditions y(0)+y(0)=0,y(L)=0
1.8 case 8: boundary conditions y(0)+y(0)=0,y(L)=0
1.9 case 9: boundary conditions y(0)+y(0)=0,y(L)+y(L)=0
2 Derivations
2.1 case 1: boundary conditions y(0)=0,y(L)=0
2.2 case 2: boundary conditions y(0)=0,y(L)=0
2.3 case 3: boundary conditions y(0)=0,y(L)+y(L)=0
2.4 case 4: boundary conditions y(0)=0,y(L)=0
2.5 case 5: boundary conditions y(0)=0,y(L)=0
2.6 case 6: boundary conditions y(0)=0,y(L)+y(L)=0
2.7 case 7: boundary conditions y(0)+y(0)=0,y(L)=0
2.8 case 8: boundary conditions y(0)+y(0)=0,y(L)=0
2.9 case 9: boundary conditions y(0)+y(0)=0,y(L)+y(L)=0

The eigenvalues and eigenfunctions for y+λy=0 over 0<x<L for all possible combinations of homogeneous boundary conditions are derived analytically. For each boundary condition case, a plot of the first few normalized eigenfunctions are given as well as the numerical values of the first few eigenvalues for the special case when L=π.

1 Summary of result

This section is a summary of the results. It shows for each boundary conditions the eigenvalues found and the corresponding eigenfunctions, and the full solution. A partial list of the numerical values of the eigenvalues for L=π is given and a plot of the first few normalized eigenfunctions.

1.1 case 1: boundary conditions y(0)=0,y(L)=0

eigenvalues
eigenfunctions
λ<0 None None
λ=0 None None
λ>0 λn=(nπL)2n=1,2,3, Φn(x)=cnsin(λnx)

Normalized eigenfunctions: For L=1,Φn(x)=2sin(λnx) For L=π,Φn(x)=2πsin(λnx)

List of eigenvalues {π2L2,4π2L2,9π2L2,16π2L2,} List of numerical eigenvalues when L=π {1,4,8,16,25,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding normalized eigenfunctions for the first 4 eigenvalues. We see that the number of zeros for Φn(x) is n1 inside the interval 0<x<π. (not counting the end points). Hence Φ1(x) which correspond to λ1=1 in this case, will have no zeros inside the interval. While Φ2(x) which correspond to λ2=4 in this case, will have one zero and so on.

1.2 case 2: boundary conditions y(0)=0,y(L)=0

eigenvalues
eigenfunctions
λ<0 None None
λ=0 None None
λ>0 λn=(nπ2L)2n=1,3,5, Φn(x)=cnsin(λnx)

Normalized eigenfunctions: For L=1,Φn(x)=2sin(λnx) For L=π,Φn(x)=2πsin(λnx)

List of eigenvalues {π24L2,9π24L2,25π24L2,49π24L2,} List of numerical eigenvalues when L=π {0.25,2.25,6.25,12.25,20.25,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding normalized eigenfunctions for the first 4 eigenvalues.

1.3 case 3: boundary conditions y(0)=0,y(L)+y(L)=0

eigenvalues
eigenfunctions
λ<0 None None
λ=0 None None
λ>0 roots of tan(λL)+λ=0 Φn(x)=cnsin(λnx)

Normalized eigenfunctions: For L=π,

Φ1=(0.729448)sin(0.620x)Φ2=(0.766385)sin(2.794x)

The normalization constant in this case depends on the eigenvalue.

List of numerical eigenvalues when L=π (since there is no analytical solution) {0.620,2.794,6.845,12.865,20.879,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding normalized eigenfunctions for the first 4 eigenvalues.

1.4 case 4: boundary conditions y(0)=0,y(L)=0

eigenvalues
eigenfunctions
λ<0 None None
λ=0 None None
λ>0 λn=(nπ2L)2n=1,3,5, Φn(x)=cncos(λnx)

Normalized eigenfunctions for L=1

Φ~n=2cos(λnx)n=1,3,5,

When L=π

Φ~n=2πcos(λnx)n=1,3,5,

List of eigenvalues{π24L2,9π24L2,25π24L2,49π24L2,} List of numerical eigenvalues when L=π{0.25,2.25,6.25,12.25,20.25,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding normalized eigenfunctions for the first 4 eigenvalues.

1.5 case 5: boundary conditions y(0)=0,y(L)=0

eigenvalues
eigenfunctions
λ<0 None None
λ=0 Yes constant say 1
λ>0 λn=(nπL)2n=1,2,3, Φn(x)=cncos(λnx)

Normalized eigenfunction when L=1

Φ~n=2cos(λnx)n=1,2,3,

When L=π

Φ~n=2πcos(λnx)n=1,2,3,

For Φ~0, When L=1

Φ~0=1

When L=π

Φ~0=1π

List of eigenvalues{0,π2L2,4π2L2,9π2L2,16π2L2,} List of numerical eigenvalues when L=π{0,1,4,9,16,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding normalized eigenfunctions for the first 4 eigenvalues.

1.6 case 6: boundary conditions y(0)=0,y(L)+y(L)=0

eigenvalues
eigenfunctions
λ<0 None None
λ=0 None None
λ>0 Roots of λtan(λL)=1 Φn(x)=cncos(λnx)

Normalized eigenfunctions for L=π are

Φ1=(0.705925)cos(0.147033x)Φ2=(0.751226)cos(1.48528x)

List of numerical eigenvalues when L=π (There is no analytical solution for the roots){0.147033,1.48528,4.576,9.606,16.622,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding normalized eigenfunctions for the first 4 eigenvalues.

1.7 case 7: boundary conditions y(0)+y(0)=0,y(L)=0

eigenvalues
eigenfunctions
λ<0 Root of tanh(λL)=λ(one root) Φ(x)=sinh(λx)λcosh(λx)
λ=0 None None
λ>0 Roots of tan(λL)=λ Φn(x)=sin(λx)λcos(λx)

List of numerical eigenvalues when L=π (There is no analytical solution for the roots){0.992,1.664,5.631,11.623,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding eigenfunctions for the first 4 eigenvalues.

1.8 case 8: boundary conditions y(0)+y(0)=0,y(L)=0

eigenvalues
eigenfunctions
λ<0 Root of tanh(λL)=1λ(one root) Φ1(x)=sinh(λx)λcosh(λx)
λ=0 None None
λ>0 Roots of tan(λL)=1λ Φn(x)=sin(λx)λcos(λx)

List of numerical eigenvalues when L=π (There is no analytical solution for the roots){1.007,0.480,3.392,8.376,24,368,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding eigenfunctions for the first 4 eigenvalues.

1.9 case 9: boundary conditions y(0)+y(0)=0,y(L)+y(L)=0

eigenvalues
eigenfunctions
λ<0 1 Φ1(x)=sinh(x)cosh(x)
λ=0 None None
λ>0 λn=(nπL)2n=1,2,3, Φn(x)=sin(λnx)λncos(λnx)

List of eigenvalues{1,π2L2,4π2L2,9π2L2,16π2L2,} List of numerical eigenvalues when L=π{1,1,4,9,16,} This is a plot showing how the eigenvalues change in value

This is a plot showing the corresponding eigenfunctions for the first 4 eigenvalues.  

2 Derivations

2.1 case 1: boundary conditions y(0)=0,y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equation

r2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx) First B.C. y(0)=0 gives0=c1 The solution becomesy(x)=c2sinh(μx) The second B.C. y(L)=0 results in0=c2sinh(μL) But sinh(μL)0 since μL0, hence c2=0, Leading to trivial solution. Therefore λ<0 is not eigenvalue.

Let λ=0, The solution isy(x)=c1+c2x First B.C. y(0)=0 gives0=c1 The solution becomes y(x)=c2x Applying the second B.C. y(L)=0 gives0=c2L Therefore c2=0, leading to trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, The solution isy(x)=c1cos(λx)+c2sin(λx) First B.C. y(0)=0 gives0=c1 The solution becomes y(x)=c2sin(λx) Second B.C. y(L)=0 gives0=c2sin(λL) Non-trivial solution implies sin(λL)=0 or λL=nπ for n=1,2,3,. Thereforeλn=nπLn=1,2,3,λn=(nπL)2n=1,2,3,

The corresponding eigenfunctions areΦn=cnsin(λnx)n=1,2,3,

The normalized Φ~n eigenfunctions are now found. In this problem the weight function is r(x)=1, therefore solving for cn from

0Lr(x)Φn2dx=10Lcn2sin2(λnx)dx=1cn20L(1212cos(2λnx))dx=10L12dx0L12cos(2λnx)dx=1cn212L12(sin(2λnx)2λn)0L=1cn212L14λnsin(2λnL)=1cn22λnLsin(2λnL)=4λncn2

Hence

cn=4λn2λnLsin(2λnL)

For example, when L=1 the normalization constant becomes (since now λn=nπL=nπ)

cn=4nπ2nπsin(2nπ)=4nπ2nπcn=2

For L=π, the normalization constant becomes (since now λn=nππ=n)

cn=4n2nπsin(2nπ)=4n2nπcn=2π

The normalization cn value depends on the length. When L=1

Φ~n=2sin(λnx)n=1,2,3,

When L=π

Φ~n=2πsin(λnx)n=1,2,3,

2.2 case 2: boundary conditions y(0)=0,y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx) First B.C. gives0=c1 Hence solution becomes y(x)=c2sinh(μx) Second B.C. givesy(x)=μc2cosh(μx)0=μc2cosh(μL)

But cosh(μL) can not be zero, hence only other choice is c2=0, leading to trivial solution. Therefore λ<0 is not eigenvalue.

Let λ=0, The solution isy(x)=c1+c2x First B.C. gives0=c1 Hence solution becomes y(x)=c2x Second B.C. givesy(x)=c20=c2

Leading to trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, the solution isy(x)=c1cos(λx)+c2sin(λx) First B.C. gives0=c1 Hence solution becomes y(x)=c2sin(λx) Second B.C. givesy(x)=λc2cos(λx)0=λc2cos(λL)

Non-trivial solution implies cos(λL)=0 or λL=nπ2 for n=1,3,5,. ThereforeλnL=nπ2λn=nπ2Ln=1,3,5,

The eigenvalues areλn=(nπ2L)2n=1,3,5, The corresponding eigenfunctions are

Φn=cnsin(λnx)n=1,3,5,

The normalized Φ~n eigenfunctions are now found. Since the weight function is r(x)=1, therefore solving for cn from

0Lr(x)Φn2dx=10Lcn2sin2(λnx)dx=1

As was done earlier, the above results in

cn=4λn2λnLsin(2λnL)n=1,3,5,

For L=1 the normalization constant becomes (since now λn=nπ2L=nπ2)

cn=4nπ22nπ2sin(2nπ2)=2nπnπcn=2

For L=π, the normalization constant becomes (since now λn=nπ2π=n2)

cn=4n22n2πsin(2n2π)=2nnπcn=2π

Therefore, for L=1

Φ~n=2sin(λnx)n=1,3,5,

For L=π

Φ~n=2πsin(λnx)n=1,3,5,

2.3 case 3: boundary conditions y(0)=0,y(L)+y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equation

r2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx) First B.C. y(0)=0 gives0=c1 Hence solution becomes y(x)=c2sinh(μx) Second B.C. y(L)+y(L)=0 gives0=c2(sinh(μL)+μcosh(μx)) But sinh(μL)0 since μL0 and cosh(μx) can not be zero, hence c2=0, Leading to trivial solution. Therefore λ<0 is not eigenvalue.

Let λ=0, The solution isy(x)=c1+c2x First B.C. y(0)=0 gives0=c1 The solution becomes y(x)=c2x Second B.C. y(L)+y(L)=0 gives0=c2L+c2=c2(1+L)

Therefore c2=0, leading to trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, The solution is

y(x)=c1cos(λx)+c2sin(λx) First B.C. y(0)=0 gives

0=c1 The solution becomes y(x)=c2sin(λx) Second B.C. y(L)+y(L)=0 gives0=c2(sin(λL)+λcos(λL)) For non-trivial solution, we want sin(λL)+λcos(λL)=0 or tan(λL)+λ=0 Therefore the eigenvalues are given by the solution to tan(λL)+λ=0

And the corresponding eigenfunction is Φn=cnsin(λnx)n=1,2,3,

The normalized Φ~n eigenfunctions are now found. Since the weight function is r(x)=1, therefore solving for cn from

0Lr(x)Φn2dx=10Lcn2sin2(λnx)dx=1

As was done earlier, the above results in

cn=4λn2λnLsin(2λnL)n=1,2,3,

Since there is no closed form solution to λn as it is a root of nonlinear equation tan(λL)+λ=0, the normalized constant is found numerically. For L=π, the first few roots are λn={0.620,2.794,6.845,12.865,20.879,}

In this case, the normalization constants depends on n and are not the same as in earlier cases. The following small program was written to find the first 10 normalization constants and to verify that each will make 0Lcn2sin2(λnx)dx=1

The normalized constants are found to be (for L=π)

cn={0.729448,0.766385,0.782173,0.788879,0.792141,0.79393,0.795006,0.7957,0.796171,0.796506}

The above implies that the first normalized eigenfunction is

Φ1=(0.729448)sin(0.620x)

And the second one is

Φ2=(0.766385)sin(2.794x)

And so on.

2.4 case 4: boundary conditions y(0)=0,y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx)y=c1μsinh(μx)+c2μcosh(μx)

First B.C. y(0)=0 gives0=c2μc2=0

Hence solution becomes y(x)=c1cosh(μx) Second B.C. y(L)=0 gives0=c1cosh(μL) But cosh(μL) can not be zero, hence c1=0, Leading to trivial solution. Therefore λ<0 is not eigenvalue.

Let λ=0, The solution isy(x)=c1+c2x First B.C. y(0)=0 gives0=c2 The solution becomes y(x)=c1 Second B.C. y(L)=0 gives0=c1 Therefore c1=0, leading to trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, The solution isy(x)=c1cos(λx)+c2sin(λx)y(x)=c1λsin(λx)+c2λcos(λx)

First B.C. y(0)=0 gives0=c2λc2=0

The solution becomes y(x)=c1cos(λx) Second B.C. y(L)=0 gives0=c1cos(λL) For non-trivial solution, we want cos(λL)=0 or λL=nπ2 for odd n=1,3,5, Therefore λn=(nπ2L)2n=1,3,5,

The corresponding eigenfunctions are

Φn=cncos(λnx)n=1,3,5,

The normalized Φ~n eigenfunctions are now found. In this problem the weight function is r(x)=1, therefore solving for cn from

0Lr(x)Φn2dx=10Lcn2cos2(λnx)dx=1cn20L(12+12cos(2λnx))dx=10L12dx+0L12cos(2λnx)dx=1cn212L+12(sin(2λnx)2λn)0L=1cn212L+14λnsin(2λnL)=1cn22λnL+sin(2λnL)=4λncn2

Hence

cn=4λn2λnL+sin(2λnL)

For example, when L=1 the normalization constant becomes (since now λn=nπ2L=nπ2)

cn=4nπ22nπ2+sin(2nπ2)=2nπnπcn=2

Which is the same when the eigenfunction was sin(nπ2Lx). For L=π, the normalization constant becomes (since now λn=nπ2L=n2)

cn=4n22n2π+sin(2n2π)=2n2nπcn=2π

The normalization cn value depends on the length. When L=1

Φ~n=2cos(λnx)n=1,3,5,

When L=π

Φ~n=2πcos(λnx)n=1,3,5,

2.5 case 5: boundary conditions y(0)=0,y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx)y=c1μsinh(μx)+c2μcosh(μx)

First B.C. y(0)=0 gives0=c2μc2=0

Hence solution becomes y(x)=c1cosh(μx) Second B.C. y(L)=0 gives0=c1μsinh(μL) But sinh(μL) can not be zero since μL0, hence c1=0, Leading to trivial solution. Therefore λ<0 is not eigenvalue.

Let λ=0, The solution is

y(x)=c1+c2x First B.C. y(0)=0 gives0=c2 The solution becomes y(x)=c1 Second B.C. y(L)=0 gives0=0 Therefore c1 can be any value. Therefore λ=0 is an eigenvalue and the corresponding eigenfunction is any constant, say 1.

Let λ>0, The solution isy(x)=c1cos(λx)+c2sin(λx)y(x)=c1λsin(λx)+c2λcos(λx)

First B.C. y(0)=0 gives0=c2λc2=0

The solution becomes y(x)=c1cos(λx) Second B.C. y(L)=0 gives0=c1λsin(λL) For non-trivial solution, we want sin(λL)=0 or λL=nπ for n=1,2,3, Therefore λn=(nπL)2n=1,2,3, And the corresponding eigenfunctions are Φn(x)=cncos(λx)n=1,2,3,

The normalized Φ~n eigenfunctions are now found. In this problem the weight function is r(x)=1, therefore solving for cn from

0Lr(x)Φn2dx=10Lcn2cos2(λnx)dx=1

As before, the above simplifies to

cn=4λn2λnL+sin(2λnL)

For example, when L=1 the normalization constant becomes (since now λn=nπL=nπ)

cn=4nπ2nπ+sin(2nπ)cn=2

For L=π, the normalization constant becomes (since now λn=nπL=n)

cn=4n2nπ+sin(2nπ)cn=2π

The normalization cn value depends on the length. When L=1

Φ~n=2cos(λnx)n=1,2,3,

When L=π

Φ~n=2πcos(λnx)n=1,2,3,

For n=0, corresponding to the λ0 eigenvalue, since the eigenfunction is taken as the constant 1, then

0Lc02dx=1c0=1L

Therefore, When L=1

Φ~0=1

When L=π

Φ~0=1π

2.6 case 6: boundary conditions y(0)=0,y(L)+y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx)y=c1μsinh(μx)+c2μcosh(μx)

First B.C. y(0)=0 gives0=c2μc2=0

Hence solution becomes y(x)=c1cosh(μx) Second B.C. y(L)+y(L)=0 gives0=c1(cosh(μL)+μsinh(μL)) But sinh(μL) can not be negative since its argument is positive here. And coshμL is always positive. In addition cosh(μL)+μsinh(μL) can not be zero since sinh(μL) can not be zero as μL0 and cosh(μL) is not zero. Therefore c1=0, Leading to trivial solution. Therefore λ<0 is not eigenvalue.

Let λ=0, The solution isy(x)=c1+c2x First B.C. y(0)=0 gives0=c2 The solution becomes y(x)=c1 Second B.C. y(L)+y(L)=0 gives0=c1 This gives trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, The solution isy(x)=c1cos(λx)+c2sin(λx)y(x)=c1λsin(λx)+c2λcos(λx)

First B.C. y(0)=0 gives0=c2λc2=0

The solution becomes y(x)=c1cos(λx) Second B.C. y(L)+y(L)=0 gives0=c1cos(λL)c1λsin(λL)=c1(cos(λL)λsin(λL))

For non-trivial solution, we want cos(λL)λsin(λL)=0 or λtan(λL)=1 Therefore the eigenvalues are the solution to λtan(λL)=1 And the corresponding eigenfunctions are Φn=cos(λnx)n=1,2,3, Where λn are the roots of λtan(λL)=1.

The normalized Φ~n eigenfunctions are now found. Since the weight function is r(x)=1, therefore solving for cn from

0Lr(x)Φn2dx=10Lcn2cos2(λnx)dx=1

As was done earlier, the above results in

cn=4λn2λnL+sin(2λnL)n=1,2,3,

Since there is no closed form solution to λn as it is a root of nonlinear equation λtan(λL)=1, the normalized constant is found numerically. For L=π, the first few roots are

λn={0.147033,1.48528,4.57614,9.60594,25.6247,36.6282,64.6318,81.6328,100.634,121.634,}

In this case, the normalization constants depends on n and are not the same as in earlier cases. The following small program was written to find the first 10 normalization constants and to verify that each will make 0Lcn2cos2(λnx)dx=1

The normalized constants are found to be (for L=π)

cn={0.705925,0.751226,0.776042,0.786174,0.790773,0.793157,0.794531,}

The above implies that the first normalized eigenfunction is

Φ1=(0.705925)cos(0.147033x)

And the second one is

Φ2=(0.751226)cos(1.48528x)

And so on.

2.7 case 7: boundary conditions y(0)+y(0)=0,y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and λ is positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx)y=c1μsinh(μx)+c2μcosh(μx)

First B.C. y(0)+y(0)=0 gives(1)0=c1+c2μ Second B.C. y(L)=0 gives0=c1cosh(μL)+c2sinh(μL) From (1) c1=c2μ and the above now becomes0=c2μcosh(μL)+c2sinh(μL)=c2(sinh(μL)μcosh(μL))

For non-trivial solution, we want sinh(μL)μcosh(μL)=0. This means tanh(μL)=μ. Therefore λ<0 is an eigenvalue and these are given by λn=μn2, where μn is the solution to tanh(μL)=μ Or equivalently, the roots oftanh(λL)=λ

There is only one negative root when solving the above numerically, which is λ1=0.992.The corresponding eigenfunction isΦ1=c1(sinh(λ1x)λ1cosh(λ1x)) Let λ=0, The solution isy(x)=c1+c2x First B.C. y(0)+y(0)=0 gives0=c1+c2 The solution becomes y(x)=c1(1x) Second B.C. y(L) gives0=c1(1L) This gives trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, The solution isy(x)=c1cos(λx)+c2sin(λx)y(x)=c1λsin(λx)+c2λcos(λx)

First B.C. y(0)+y(0)=0 gives0=c1+c2λ The solution now becomes y(x)=c2λcos(λx)+c2sin(λx)=c2(sin(λx)λcos(λx))

Second B.C. y(L)=0 the above becomes 0=c2(sin(λL)λcos(λL)) For non-trivial solution, we want sin(λL)λcos(λL)=0 or tan(λL)λ=0 or λ=tan(λL) Therefore the eigenvalues are the solution to the above (must be done numerically)  And the corresponding eigenfunctions are Φn(x)=cn(sin(λnx)λncos(λnx)) for each root λn.

2.8 case 8: boundary conditions y(0)+y(0)=0,y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx)y=c1μsinh(μx)+c2μcosh(μx)

First B.C. y(0)+y(0)=0 gives(1)0=c1+c2μ Second B.C. y(L)=0 gives0=c1μsinh(μL)+c2μcosh(μL) From (1) c1=c2μ and the above becomes0=c2μ2sinh(μL)+c2μcosh(μL)=c2μ(μsinh(μL)+cosh(μL))

For non-trivial solution, we want μsinh(μL)+cosh(μL)=0. This means μtanh(μL)+1=0. Or tanh(μL)=1μ, therefore λ<0 is eigenvalues and these are given by λn=μn2, where μn is the solution to tanh(μL)=1μtanh(λL)=1λ

This has one root, found numerically which is λ1=1. Hence λ=1. The corresponding eigenfunction is

Φ1(x)=c1(μcosh(μx)+sinh(μx))=c1(cosh(x)+sinh(x))

Let λ=0, The solution isy(x)=c1+c2x First B.C. y(0)+y(0)=0 gives0=c1+c2 The solution becomes y(x)=c1(1x)y=c1

Second B.C. y(L) gives0=c1 This gives trivial solution. Therefore λ=0 is not eigenvalue.

Let λ>0, The solution isy(x)=c1cos(λx)+c2sin(λx)y(x)=c1λsin(λx)+c2λcos(λx)

First B.C. y(0)+y(0)=0 gives0=c1+c2λ The solution becomes y(x)=c2λcos(λx)+c2sin(λx)=c2(sin(λx)λcos(λx))

Second B.C. y(L)=0 gives0=c2(λcos(λL)+λsin(λL)) For non-trivial solution, we want λsin(λL)+λcos(λL)=0 or λtan(λL)=λ Therefore the eigenvalues are the solution to tan(λL)=λλ=1λ And the corresponding eigenfunction is Φn(x)=cn(sin(λx)λcos(λx))

2.9 case 9: boundary conditions y(0)+y(0)=0,y(L)+y(L)=0

Let the solution be y=Aerx. This leads to the characteristic equationr2+λ=0r=±λ

Let λ<0

In this case λ is positive and hence λ is also positive. Let λ=μ where μ>0. Hence the roots are ±μ. This gives the solutiony=c1cosh(μx)+c2sinh(μx) Hencey=μc1sinh(μx)+μc2cosh(μx) Left B.C. gives(1)0=c1+μc2 Right B.C. gives0=c1cosh(μL)+c2sinh(μL)+μc1sinh(μL)+μc2cosh(μL)=cosh(μL)(c1+μc2)+sinh(μL)(c2+μc1)

Using (1) in the above, it simplifies to0=sinh(μL)(c2+μc1) But from (1) again, we see that c1=μc2 and the above becomes0=sinh(μL)(c2μ(μc2))=sinh(μL)(c2μ2c2)=c2sinh(μL)(1μ2)

But sinh(μ2L)0 since μ2L0 and so either c2=0 or (1μ2)=0. c2=0 results in trivial solution, therefore (1μ2)=0 or μ2=1 but μ2=λ, hence λ=1 is the eigenvalue. Corresponding eigenfunction isy=c1cosh(x)+c2sinh(x) Using (1) the above simplifies toy=μc2cosh(x)+c2sinh(x)=c2(μcosh(x)+sinh(x))

But μ=λ=1, hence the eigenfunction isy(x)=c2(cosh(x)+sinh(x)) Let λ=0 Solution now isy=c1x+c2 Thereforey=c1 Left B.C. 0=y(0)+y(0) gives(2)0=c2+c1 Right B.C. 0=y(L)+y(L) gives0=(c1L+c2)+c10=c1(1+L)+c2

But from (2) c1=c2 and the above becomes0=c2(1+L)+c20=c2L

Which means c2=0 and therefore the trivial solution. Therefore λ=0 is not an eigenvalue.

Assuming λ>0 Solution is (A)y=c1cos(λx)+c2sin(λx) Hencey=λc1sin(λx)+λc2cos(λx) Left B.C. gives(3)0=c1+λc2 Right B.C. gives0=c1cos(λL)+c2sin(λL)λc1sin(λL)+λc2cos(λL)=cos(λL)(c1+λc2)+sin(λL)(c2λc1)

Using (3) in the above, it simplifies to0=sin(λL)(c2λc1) But from (3), we see that c1=λc2. Therefore the above becomes0=sin(λL)(c2λ(λc2))=sin(λL)(c2+λc2)=c2sin(λL)(1+λ)

Only choice for non trivial solution is either (1+λ)=0 or sin(λL)=0. But (1+λ)=0 implies λ=1 but we said that λ>0. Hence other choice is sin(λL)=0λL=nπn=1,2,3,λn=(nπL)2n=1,2,3,

The above are the eigenvalues. The corresponding eigenfunction is from (A)Φn(x)=c1ncos(λnx)+c2nsin(λnx) But c1n=λnc2n and the above becomesΦn(x)=λnc2ncos(λnx)+c2sin(λnx)=Cn(λncos(λnx)+sin(λnx))