Self-Adjoint Operators & Eigenfunctions in Math: Homework Solution for Math 266A, Assignments of Mathematics

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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Uploaded on 08/30/2009

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Jeffrey Hellrung
Wednesday, December 06, 2006
Math 266A, Homework 07
1. For the operator and boundary conditions
Lu =u′′ + cos xu;
u(0) = u(1) = 0;
find a weighted inner product
(u, v)q=Z1
0
uvqdx
such that Lis 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 uand v,
(u, Lv)q=Z1
0
u(Lv)qdx
=Z1
0
uqv′′ dx +Z1
0
uq cos xvdx
=uqv|1
0Z1
0
(uq)vdx +uq cos xv|1
0Z1
0
(uq cos x)vdx
=(uq)v
1
0+Z1
0
(uq)′′ vdx Z1
0
(uq cos x)vdx
=Z1
0(uq)′′ (uq cos x)vdx.
Equating this with (Lu, v)q, and noting the equality can only hold for all vif the integrands are
identical, we find that
(uq)′′ (uq cos x)=Luq
for all u. Expanding each side yields
qu′′ + (2qcos xq)u+ (q′′ (cos xq))u=qu′′ + cos xq u.
Equating the coefficients on uand ugives, in both cases,
qcos xq = 0,
which has solution
q(x) = cesin x.
For (·,·)qto be an inner product, we’d require c > 0, e.g., c= 1.
2. If Lis self-adjoint in a weighted inner product (·,·)qwith q > 0, show that the eigenvalues are real and
that eigenfunctions with distinct eigenvalues are orthogonal.
Solution
Suppose (λ, u) is an eigenvalue / eigenfunction pair. Then
(u, Lu)q= (u, λu)q=λ(u, u)q=λkuk2
q;
1
pf2

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Jeffrey Hellrung Wednesday, December 06, 2006 Math 266A, Homework 07

  1. For the operator and boundary conditions

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

∣^1

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.

  1. If L is self-adjoint in a weighted inner product (·, ·)q with q > 0, show that the eigenvalues are real and that eigenfunctions with distinct eigenvalues are orthogonal. Solution Suppose (λ, u) is an eigenvalue / eigenfunction pair. Then

(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.