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A solution to a problem about finding a weighted inner product for a self-adjoint operator with given boundary conditions in mathematics. The solution derives the weight function and shows that the eigenvalues are real and eigenfunctions with distinct eigenvalues are orthogonal.
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Jeffrey Hellrung Wednesday, December 06, 2006 Math 266A, Homework 07
Lu = u′′^ + cos xu′;
u(0) = u(1) = 0; find a weighted inner product (u, v)q =
0
uvqdx
such that L is self-adjoint, i.e., (u, Lv)q = (Lu, v)q. Hint: Look for q = er^. Solution Using integration by parts and the boundary conditions on u and v,
(u, Lv)q =
0
u(Lv)qdx
0
uqv′′dx +
0
uq cos xv′dx
= uqv′| 1 0 −
0
(uq)′^ v′dx + uq cos xv|^10 −
0
(uq cos x)′^ vdx
= − (uq)′^ v
0
(uq)′′^ vdx −
0
(uq cos x)′^ vdx
0
(uq)′′^ − (uq cos x)′
vdx.
Equating this with (Lu, v)q , and noting the equality can only hold for all v if the integrands are identical, we find that (uq)′′^ − (uq cos x)′^ = Luq for all u. Expanding each side yields
qu′′^ + (2q′^ − cos xq)u′^ + (q′′^ − (cos xq)′)u = qu′′^ + cos xqu′.
Equating the coefficients on u′^ and u gives, in both cases,
q′^ − cos xq = 0,
which has solution q(x) = cesin^ x. For (·, ·)q to be an inner product, we’d require c > 0, e.g., c = 1.
(u, Lu)q = (u, λu)q = λ(u, u)q = λ‖u‖^2 q ;
on the other hand, due to the self-adjointness of L,
(u, Lu)q = (Lu, u)q = (u, Lu)q = λ‖u‖^2 q = λ‖u‖^2 q.
Since u is an eigenfunction, ‖u‖^2 q > 0, hence λ = λ, i.e., λ ∈ R.
Now suppose (λ, u) and (μ, v) are two eigenvalue / eigenfunction pairs with λ 6 = μ. Then
(u, Lv)q = (u, μv)q = μ(u, v)q ;
on the other hand, due to the self-adjointness of L and the fact that λ ∈ R,
(u, Lv)q = (Lu, v)q = λ(u, v)q.
Since λ 6 = μ, we must then have (u, v)q = 0, i.e., u and v are orthogonal.