a0 a1
star a2a3a4a5a6a7a8a9a10 4
star a11a12a13a14a15a16a17a18a19a15a16a20a21a22a23a24a25
a26a27a28a29
1 l 'lC {o( 11
1 l 'lC {o(
y3 §? fi??n A?;. ' §‰)flK§0 ?)? ‰)fl
K ?k {§'lC {'?? {§ ,k ‰ ?^^ §~X§ ? § ‰)
^ · 5 §ˇd‰)flK ) kU\5'31 o ¥§? Q?( N ?)L
§§' ??){?u‰)flK ?'AO·§Q? ( 14.1!)?? {·?U ?
H/A^u?) ' §‰)flK§3n § ?ue A flK
1. flK·? ‰k)§ ?{‘§3 o^ e§ flK ‰k)?
2. ‰)flK )·? ‰ –U , | …?—m§ ?{‘§3 o^ e§
…??·· ?
3. …??··? ‰ k 5'
3? ¥§? ln £ ?A flK§l 'lC {C‰ j¢ n ?
:' ,§ ‘5§?p0 ·?'^ '3 nflK¥§? ^ ·U v
'
x18.1 S¨ m 12
x18.1 S¨ m
3? K ‰′ n ¥ mV §§ (¥ )^x; y, ¢¢¢L?'? –rn
¥ m¥¥ Vg 2 n ¥ m' d§k‰′n ¥ S¨'
?u¢n ¥ m(=K ¢? )§3 ‰ |?fei, i = 1; 2; ¢¢¢ ; ng § m¥
?? ¥ x –^§3? |? K( I) x1; x2; ¢¢¢ ; xnL?§
x= x1e1 +x2e2 +¢¢¢+xnen =
nX
i=1
xiei:
?u m¥ ¥ x y§ ~ S¨‰′
(x; y) = x1y1 +x2y2 +¢¢¢+xnyn =
nX
i=1
xiyi:
?· ¢?'w,k
(x; y) = (y; x) (x; x) ? 0;
? § = x= 0 § k(x; x) = 0'3d?: § –‰′¥ x kxk
kxk = (x; x)1=2:
?uEn ¥ m§XJE 3 aS¨‰′§N·w §? ¥ U ·
¢?' –¥ E·¢?§ 3 – ‰′ cJe§rS¨‰′?U
(x; y) = x?1y1 +x?2y2 +¢¢¢+x?nyn =
nX
i=1
x?iyi;
¥x?i·xi E 'w,§3E¥ m¥§
(x; y) = (y; x)?:
? S¨Vgw,·n ¥ I¨ { 2' ?H ? §AO·¥
S¨?w 6u? '? ,I lS¨ ? U‰′¥? § '
l ?nz S¨‰′(– ? S¨?n)'
‰′1 (‰′3¢?‰E? K )¥ m¥¥ x y S¨(x; y)·§ I
…?§ v
1. (x; y) = (y; x)??
2. (fix+fly; z) = fi?(x; z)+fl?(y; z)§ ¥fi fl ··?? K I ?
3. ?u? x§(x; x) ? 0? = x= 0 §(x; x) = 0'
~1 e
x=
0
BB
BB
B@
x1
x2
...
xn
1
CC
CC
CA y=
0
BB
BB
B@
y1
y2
...
yn
1
CC
CC
CA
x18.1 S¨ m 13
·¢? ¥ §P ( ‰ )? §? Pii ¢?§K ‰′¥ x y
S¨
(x; y) =
?
x1; x2; ¢¢¢ ; xn
·
0
BB
BB
B@
P11 0 ¢¢¢ 0
0 P22 ¢¢¢ 0
... ...
0 0 ¢¢¢ Pnn
1
CC
CC
CA
0
BB
BB
B@
y1
y2
...
yn
1
CC
CC
CA:
~2 ¢C t ?kEX? ? “ 8 §3? “\{–9? “ E? ?{e
? E¥ m' b 0 ? t ? 1'ex(t) y(t)·d¥ m¥ ¥ (=?
“)§K§ S¨ –‰′
(x; y) =
Z 1
0
x?(t)y(t)‰(x)dt;
¥fi …?‰(x) ? 0 6· 0'
§ Aˇ /·‰(x) · 1§
(x; y) =
Z 1
0
x?(t)y(t)dt:
S¨?n¥ 11^ ?§ –w § ·¢ ‰E ¥ m§ ¥
§g S¨o··¢¢¢??§? 13^ ?¥ “ k??′′'
3d?: § r
(x; x)1=2 = kxk
? ¥ x (=¥ x / 0)'
l ?S¨?n¥ 11 12^ ?§
(x;fiy) = fi(x; y):
ˇd
kfixk = (fix; fix)1=2 =
h
fifi?(x; x)
i1=2
= jfijkxk:
? "¥ –§ ? / 0 ¥ §‰? 8 z ¥ §
? x
kxk;
x
kxk
·
= 1:
F‰′ S¨ ¥ m? S¨ m'
F kS¨ ¢¥ m? Ap m(Euclidean space)?
F kS¨ E¥ m? j m(unitary space)'
3 ? S¨‰′ § – \¥ Vg'
x18.1 S¨ m 14
F = (x; y) = 0 § ¥ x; y '
F"¥ ? ¥ '
F? | 5?’¥ § ˇLIO ‰? '
?| 5?’ ¥ fy1; y2; y3; ¢¢¢g§ 5|
x1 = y1;
x2 = y2 +fi21x1;
x3 = y3 +fi31x1 +fi32x2;
...
?§ ·
(x1; x2) = (x1; y2 +fi21x1)
= (x1; y2)+fi21(x1; x1) = 0;
(x1; x3) = (x1; y3 +fi31x1 +fi32x2)
= (x1;y3)+fi31(x1; x1) = 0;
(x2; x3) = (x2; y3 +fi31x1 +fi32x2)
= (x2;y3)+fi32(x2; x2) = 0;
...
?–
fi21 = ?(x1; y2)(x
1; x1)
; fi31 = ?(x1; y3)(x
1; x1)
; fi32 = ?(x2; y3)(x
2; x2)
:
?H (J·
fijk = ?(xk; yj)(x
k; xk)
:
? ‰? Schmidt z'
‰′2 e?u?k i j§(xi; xj) = –ij§K?¥ |fx1;x2;¢¢¢g· 8 '
8 ¥ ‰· 5?’ §?·ˇ XJ § 5| ?"¥ §
fi1x1 +fi2x2 +fi3x3 +¢¢¢ = 0;
K ‰k
fij = 0; j = 1;2;3;¢¢¢ :
?–n ¥ m¥ ? |n 8 ¥ – ?d m ?§?
8 ?(‰? IO?)'
J 8 ?§? 3n ‰¢^ § k4 ? 5'
x18.1 S¨ m 15
3n ¥ mV¥§ k | 8 ¥
fx1; x2; ¢¢¢ ; xkg; k ? n:
K?u?? ¥ x2 V § ? fii = (xi; x)'w,§A k
x?
kX
i=1
fiixi
2 ·?x? kX
i=1
fiixi; x?
kX
i=1
fiixi
·
? 0:
, ?§
?
x?
kX
i=1
fiixi; x?
kX
i=1
fiixi
·
= (x; x)?
kX
i=1
fi?i(xi; x)?
kX
i=1
fii(x; xi)+
kX
i;j=1
fi?ifij(xi; xj)
= (x; x)?
kX
i=1
fi?ifii ?
kX
i=1
fiifi?i +
kX
i;j=1
fi?ifij–ij
= (x; x)?
kX
i=1
fi?ifii;
u·§ ? “
(x; x) ?
kX
i=1
flfl(x
i; x)
flfl2;
=
kxk2 ?
kX
i=1
flfl(x
i; x)
flfl2;
? “? Bessel “'
Bessel “ ? ·Schwarz “ ex; y·S¨ m¥ ¥ §K
j(x; y)j?kxk¢kyk:
XJy·"¥ §y = 0§ “¥ ??'XJy6= 0§K 3Bessel “¥ k 1§
x1 =y=kyk§u· k fl
flfl
fl
x; ykyk
?flfl
flfl
2
?kxk2;
Schwarz “=y'
‰′3 3k ¥ m¥§XJ | 8 ¥ (? 8 ¥ 8)§?
?3, 8 ¥ 8 ¥§K?T 8 ¥ 8· '
F3k ¥ m¥§ 8 ¥ 8¥¥ ?7, m ?
'
x18.1 S¨ m 16
F¢SflK¥§ ? ·k ¥ m ?§ · ˇL? | 8
¥ ( |Aˇ 5?’¥ |)5 m ?§ ?? ¥ m |
?'
F3 S¨ mV¥§k | 8 ¥
fxi;i = 1; 2; ¢¢¢ ; kg;
§·? §· ~y¢ flK'
~^ O{ke A
1. = x= 0 §(xi; x) = 0; i = 1; 2; ¢¢¢ ; k'
2. ?u?? x2 V § kx=
kX
i=1
(xi; x)xi'
3. Bessel “¥ ??§=?u?? x2 V § k
kxk2 =
kX
i=1
j(xi; x)j2:
4. Parseval §§???§=?u?? x;y2 V § k
(y; x) =
kX
i=1
(y; xi)(xi; x):
§ · 8 ¥ | ?'7 ^ §ˇ · d '
x18.2 …? m 17
x18.2 …? m
…? m· aAˇ ¥ m m ·…?§ ( /‘§·‰′3 ‰?
m( (‰ § 4?ma ? x ? b) E …?f(x)§? ¨'
Z b
a
flflf(x)flfl2dx 3(/…
?f(x)? ¨0)'
F‰′ f1 f2 \{f1 +f2 · …? \§
(f1 +f2)(x) = f1(x)+f2(x);
F f E?fi ??fif·
(fif)(x) = fif(x);
? ? ¨…? 8 §?u\{ ??· 4 §ˇd ( ? ¥ m'
AO·§ˇ
flflf
1(x)+f2(x)
flfl2 +flflf
1(x)?f2(x)
flfl2 = 2£jf
1(x)j2 +jf2(x)j2
?;
?–§ ? ¨…? E·? ¨ §
flflf
1(x)+f2(x)
flfl2 ? 2£jf
1(x)j2 +jf2(x)j2
?:
‰′4 f1(x) f2(x)·…? m¥ …?§§ S¨·
(f1; f2) =
Z b
a
f?1(x)f2(x)dx:
dduu
flflf
1(x)
flfl2 +flflf
2(x)
flfl2 ?2flflf
1(x)
flfl¢flflf
2(x)
flfl
= £jf1(x)j?jf2(x)j?2 ? 0;
ˇd fl
flf?1(x)f2(x)flfl = flflf1(x)flfl¢flflf2(x)flfl? 1
2
£jf
1(x)j2 +jf2(x)j2
?;
?–¨'
Z b
a
flflf?
1(x)f2(x)
flfldx 3'qˇ
flfl
fl
Z b
a
f?1(x)f2(x)dx
flfl
fl?
Z b
a
flflf?
1(x)f2(x)
flfldx;
?–§ f1(x) f2(x)? ¨§@o§ S¨ ‰ 3'
£ eS¨?n¥ n^ ?§c ^·w, v ' §?u m¥ ??…
?f(x)§ k(f; f) ? 0'3d?: § –‰′…?f(x) / 0
kfk = (f; f)1=2;
? …?f(x) ?'
x18.2 …? m 18
FflK· 3? S¨‰′e§XJ(f; f) = 0§f(x)? 3 ?m ?? 0'
fl¢·§f(x) –3k : 0§ ? 0 …? ? ?K ¨' §?–
E –k(f; f) = 0'
FO(/‘§XJ(f; f) = 0§Kf(x) –3 " :8 " '?– U
‘(f; f) = 0 ?Xf(x)A ?? 0'
FXJ ^2′ "…? Vg§r? A ?? 0 …?? "…?§@o§?p‰′
S¨ ? S¨?n¥ 13^ ?'
? §‰′4 …?S¨ ‰′ (? S¨?n ?'
…?S¨ ‰‰′ –? 2
(f1; f2) =
Z b
a
f?1(x)f2(x)‰(x)dx;
¥‰(x) ? 0 6· 0'? §k’?“ I A ?U'AO·§’u…?
? ¨ ? AT?U ?¨'
Z b
a
flflf(x)flfl2‰(x)dx
3'
3‰′ …? S¨ § –‰′…? 5 8 5§? ?…? 8 8
Vg'
e…?f(x) g(x) v
(f; g) ·
Z b
a
f?(x)g(x)dx = 0;
K?§ ·(3?m[a; b] ) 'e…?f(x) §g S¨
(f; f) ·
Z b
a
f?(x)f(x)dx = 1; ‰= kfk = 1;
K?f(x)·8 z ' e?u…?8 ffig§ k
(fi; fj) ·
Z b
a
f?i (x)fj(x)dx = –ij;
K?d…?8 · 8 '
~3 …?8 'einx=p2…; n = 0;§1;§2;¢¢¢“3?m[?…; …] · 8 '
8 …?8 5Vg'XJ?u(…? m¥ )??…?f(x)§o –L??
8 …?8ffi; i = 1;2;¢¢¢g 5|
f(x) =
1X
i=1
cifi(x); (z)
K? 8 …?8ffi; i = 1;2;¢¢¢g· '
x18.2 …? m 19
8 …?8 5Vgo· ??…?·? –UT…?8—m ?X
'
F1 § ‘5§? …?8AT?k??? …?§?K(z)“ U???f(x) ?
?'? fl¢w ? §…? m·?? ¥ m'
F1 §(z)“AT??m[a; b]S z :x ??§‰ ‘§?u?m[a; b]S z
:x§??
1P
i=1
cifi(x) AT′?uf(x)'??′?5? ˉ:′?'
F 2′"…? Vg ?A§ –r(z)“n) m 2′ "…
?§ ?{‘§r??
1P
i=1
cifi(x)n) ? ′?uf(x)§=
limn!1
Z b
a
flfl
flf(x)?
nX
i=1
cifi(x)
flfl
fl
2dx = 0: (#)
F1n§d…?8ffi; i = 1;2;¢¢¢g 8 5§ ?
ci =
Z b
a
f?i (x)f(x)dx = (fi; f): (~)
F1o§N·y?
Z b
a
flfl
flf(x)?
nX
i=1
cifi(x)
flfl
fl
2dx
= (f; f)?
nX
i=1
c?i(fi; f)?
nX
i=1
ci(f; fi)+
nX
i=1
flflc
i
flfl2
= (f; f)?
nX
i=1
flflc
i
flfl2;
ˇd§ …?8ffi; i = 1;2;¢¢¢g· §@o§ (#)“§ k
(f; f) =
1X
i=1
flflc
n
flfl2 = 1X
i=1
flfl(f
i; f)
flfl2:
? ·…?8ffi; i = 1;2;¢¢¢g 5’X§‰?Parseval §'
…?8ffi; i = 1;2;¢¢¢g 5 , ?L /“' (~)“ \(z)“§ k
f(x) =
1X
i=1
Z b
a
f(x0)fi(x)f?i (x0)dx0
=
Z b
a
f(x0)
" 1X
i=1
fi(x)f?i (x0)
#
dx0:
x18.2 …? m 110
F? (J?u( ‰…? m¥ )??…?f(x) ??§
1X
i=1
fi(x)f?i (x0) = –(x?x0):
F3d?: §q –
(f; g) =
1X
i=1
(f; fi)(fi; g):
r…?8ffi; i = 1;2;¢¢¢g ^ §b §· 8 § ‰ §E,`a
^? …?8 5|
1P
i=1
aifi(x)5%Cf(x)'y3 flK· X J| X?ai ( n?
’)§ – Z%C§?
f(x)?
nX
i=1
aifi(x)
2 ·Z b
a
flfl
flf(x)?
nX
i=1
aifi(x)
flfl
fl
2dx
4 ” Parseval § y?§ –?
Z b
a
flfl
flf(x)?
nX
i=1
aifi(x)
flfl
fl
2dx
= (f; f)?
nX
i=1
a?i(fi; f)?
nX
i=1
ai(f; fi)+
nX
i=1
flfla
i
flfl2
= (f; f)?
nX
i=1
a?ici ?
nX
i=1
aic?i +
nX
i=1
a?iai
= (f; f)+
nX
i=1
flfla
i ?ci
flfl2 ? nX
i=1
c?ici;
ˇd§ ai = ci · (fi; f) § ‰ 4 §
(f; f)?
nX
i=1
flflc
i
flfl2 ? 0;
§ X ?n O\§ 5 ' ? X §ok
(f; f) ?
1X
i=1
flflc
i
flfl2:
? —·…? m¥ Bessel “' ?Au…?8· /'
…? m 5Vg'XJd mS …?|? CauchyS 4 E –3
T mS§K?T m '
? ¨…? ? m· '
ˇ~§r S¨ m? Hilbert m'? Vg§3 n?¥k2 A
^'e? ? §¢S ·3Hilbert m S?1 '
x18.3 g ? flK 111
x18.3 g ? flK
‰′5 L M ‰′3 ‰…? mS ( ') ?§e?uT…? mS ??
…?u v§ k
(v; Lu) = (Mv; u) =
Z b
a
v?Ludx =
Z b
a
(Mv)?udx;
K?M·L ?'
~4 eL= ddx§u·
Z b
a
v?dudxdx = v?u
flfl
fl
b
a
?
Z b
a
dv?
dx udx:
?–§ u v v>.^
y(a) = y(b)
§ ddx ?·? ddx'
‰′5¥ ?M L·p ?§ˇ XJM·L ?§K?u??…
?u v§ k
Z b
a
v?Mudx =
?Z b
a
(Mu)?vdx
??
=
?Z b
a
u?Lvdx
??
=
Z b
a
(Lv)?udx;
?–§L ·M ?'
~5 L= d
2
dx2 §N·y?
Z b
a
v?d
2u
dx2dx =
h
v?u0 ?(v?)0u
ib
a
+
Z b
a
?d2v
dx2
·?
udx:
?–§ …?u v v ! !na>.^
fi1y(a)+fl1y0(a) = 0; fi2y(b)+fl2y0(b) = 0
( ¥jfi1j2 +jfl1j2 6= 0; jfi2j2 +jfl2j2 6= 0)‰–ˇ^
y(a) = y(b); y0(a) = y0(b)
§ d
2
dx2 ? ·§g '
‰′6 e ?L ? ·§g §=?uT…? mS ?? …?u v§ k
(v; Lu) = (Lv; u) =
Z b
a
v?Ludx =
Z b
a
(Lv)?udx;
x18.3 g ? flK 112
K?L·g ?'
~6 3 ~4 ^ e§ ?i ddx ·g ?'
Z b
a
v?
idudx
?
dx = ?i
Z b
a
dv?
dx udx =
Z b
a
idvdx
??
udx:
? g 5§o· ‰‰ …? m?X3 'ˇ~§? o· ?
? …?‰′3 ‰‰ ?m §
? …? kv oY5(~X§?u ' ?§ ?…? ?o
Y§ 'aoY?XJ·?.?m§K ?…?? ¨)§
ˇd§¢S o· uHilbert m'? § ?
? …? v ‰‰ >.^ §=o· 3Hilbert m¥ ‰f mS'
U?l>.^ 5? ? g 5'
?§ ?u, a…?·g § ?u, a…?§ U ·g
'
~7 L= i ddx§ >.^ ? /“
y(b) = fiy(a); fi (E)~?:
u·
Z b
a
v?idudxdx =iv?u
flfl
fl
b
a
?i
Z b
a
dv?
dx udx
=i(fifi? ?1)u(a)v?(a)+
Z b
a
idvdx
??
udx:
?– k>.^ ¥ fi vfifi? = 1 § ?i ddx ·g '
‰′7 L g ?§K §
Ly(x) = ?y(x)
? g ? flK'
?pvk?( g>.^ §·ˇ §fi? ?3g ?L ‰‰′¥ '
g ? flK ke A ? ? 5
F5 1 g ? 7, 3'( y)
F5 2 g ? 7 ¢?'
y ˇ
Ly = ?y;
x18.3 g ? flK 113
E
(Ly)? = ??y?:
duL·g ?§?–
Z b
a
£y?Ly ?(Ly)?y?dx = (????)Z b
a
yy?dx = 0:
qˇ
Z b
a
yy?dx 6= 0§?–
? = ??;
=y ? ¢?'
F5 3 g ? …? k 5§=?A …? ‰ '
y ?i ?j· §?A …? yi yj§
Lyi = ?iyi; Lyj = ?jyj:
5? ?i;?j ¢?§u·
Z b
a
£y?
iLyj ?(Lyi)
?yj?dx = (?j ??i)
Z b
a
y?i yjdx:
ˇ ?i 6= ?j§?– Z
b
a
y?i (x)yj(x)dx = 0:
? y? …? 5'
du …?· g ' §3 g>.^ e )§?– …??– "~?
ˇfE,· …?'? –? J? ~?ˇf§? ?u?? ?i§ k
Z b
a
y?i (x)yi(x)dx = 1:
? · 8 …?|'
Z b
a
y?i (x)yj(x)dx = –ij:
F5 4 g ? …?( N) ? …?|§=?? 3?m[a;b]¥
koY ?! v g ?L >.^ …?f(x)§ U …
?fyn(x)g—m ? ′? ??
f(x) =
1X
n=1
cnyn(x); (#)
x18.3 g ? flK 114
¥
cn =
Z b
a
f(x)y?n(x)dx
Z b
a
yn(x)y?n(x)dx
:
AO·§XJ …?|·8 z §K “¥ '1 1§—m /“ \{ '(
y)
§ 8 …?| 5 –L??
1X
n=1
yn(x)y?n(x0) = –(x?x0):
Fd ? 5 3 4 –w § …?? 8 z§K …? N ?
8 …?8'ˇd§ !¥k’ 8 …?8 ? ?
^'
F?p6 K ? U5§=?Au Uk ( 5?’ )
…?§ˇ U? *d '?? / 318.5!? ' =?Xd§o –
^Schmidt z ‰( 18.1!)? z§ˇ E, – 8
…?8'
Ffl¢ § ? —m^ – ?u??3[a;b]¥? ¨ …?§(#)“3?
′?
lim
N!1
Z b
a
flfl
flf(x)?
NX
n=1
cnyn(x)
flfl
fl
2dx = 0
?′eE,??'
‘5§ ?’ug ? 35 …? 5 ? § 5
A ?' (?m?.‰ ?.?‰·3k.?m ' §k :)
(?mk.§ ' §3?m ? :) flK? ? /' du
?vk k’ y?§?– Q?'? a flK' § Qa
B§3k’ La¥ ^ k.?m /“'
x18.4 Sturm–Liouville. § flK 115
x18.4 Sturm–Liouville. § flK
3c?A ¥§? ? LA ~ ' § flK' 9 ' §k
X00 +?X = 0;
d
dx
??
1?x2
· dy
dx
?
+
h
?? m
2
1?x2
i
y = 0;
1
r
d
dr
rdRdr
?
+
h
?? m
2
r2
i
R = 0:
§ –8B e? /“
d
dx
?
p(x)dydx
?
+[?‰(x)?q(x)]y = 0: (#)
??a. §? Sturm–Liouville.({?S–L.) §'
F rS–L. §¥ …?p(x); q(x) ‰(x) ·¢…?§ v7 oY
5 ?'
F ‰(x)§? ?…?'
F ?…?‰(x) =~? § – 1'
F ~? ?…?§ –5 u ?? IX ?^(? –lLaplace ?
NL “¥Jˇ ?…? l,?l ‘§§ N I ·TC …
?' –? 5 u m A £a !5)§ U5 uflK? 9 n5
!5(~X§ ' !)'ˇd§ ? ?’% nflK § b
‰(x) ? 0§ §A 0'
;n§ – ? ?
L·? ddx
?
p(x) ddx
?
+q(x) (>)
P '? §S–L. § –U ?
Ly(x) = ?‰(x)y(x): (##)
S–L. §N\ ? >.^ § ?S–L. § flK'?? '?u
, ?§ vS–L §9 A >.^ ") · …?'
l ' §5w§du‰(x) y§S–L. §(#)‰(##)?w u §
L0u(x) = ?u(x): (z)
·§ˇLC C
u(x) =
p
‰(x)y(x);
x18.4 Sturm–Liouville. § flK 116
– §(#)z (z)§ ¥
L0 = ? ddx
?
`(x) ddx
?
+?(x);
`(x) = p(x)‰(x);
?(x) = ? 1p‰(x) ddx
h
p(x) ddx 1p‰(x)
i
+ q(x)‰(x):
§(z) , ·S–L. § § L· ?Aˇ S–L. § § ?…?
1 S–L. §'
‰n1 ?u??…?u1(x) u2(x)§ k
u?1L0u2 ??L0u1¢?u2 = ? ddx
h
`(x)
?
u?1du2dx ?u2du
?1
dx
·i
;
¥
L0 = ddx
?
`(x) ddx
?
??(x):
2 ?L'
L·? ddx
?
p(x) ddx
?
+q(x)
ˇ 3C u1(x) = p‰(x)y1(x); u2(x) = p‰(x)y2(x) e§k
u?1L0u2 ??L0u1¢?u2 = y?1Ly2 ?(Ly1)?y2:
?–§?u??…?y1(x) y2(x)§
y?1Ly2 ?(Ly1)?y2 = ? ddx
h
p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·i
:
‰n2 3>.^
`(x)
?
u?1du2dx ?u2du
?1
dx
·flflfl
fl
b
a
= 0
e§ ?L0·g '
‰n1 ‰n2( 5§?= 3>.^
p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·flflfl
fl
b
a
= 0 (~)
e§ ?L ·g '
3 o ?e§>.^ (~)U ??”
x18.4 Sturm–Liouville. § flK 117
F1 ? ?·3 :x = a x = b§ k
p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·
= 0: (M)
1. XJy1 y23 : v1 ! !na>.^ §K(M)“??'
~X§3x = a:§
fiyi(a)?fly0i(a) = 0; i = 1;2; fi fl ( )¢?§
E § –
fiy?i (a)?fly?i0(a) = 0; i = 1;2:
dufi fl U 0§ k
flfl
flfly?1(a) y?01 (a)
y2(a) y02(a)
flfl
flfl = y?1(a)y02(a)?y2(a)y?01 (a) = 0:
2. XJp(x) 3 :(~X, x = a) ? 0, ? x = a :· § :. b‰p(x); q(x)
‰(x) v ‰ ? ,? x = a:· § K :, 1 )k.,1 )
?.. 3N\ k.^ K?.) , k
p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·flflfl
fl
x=a
= 0:
F, ? ?·
p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·flflfl
fl
x=a
= p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·flflfl
fl
x=b
;
0§? (M)“ ??'XJ
p(a) = p(b); q(a) = q(b); ‰(a) = ‰(b);
?
yi(a) = yi(b); y0i(a) = y0i(b); i = 1;2;
w, – v? ?'? ·? L –ˇ^ /'
~X
p(a) = 0; p0(a) 6= 0; ‰(x) (x?a)q(x) 3x = a:)
‰
p(a) = 0; p0(a) = 0; p00(a) 6= 0; ‰(x) q(x) 3x = a:) ;
?3? ? L ¢SflK¥·U v '
x18.5 Sturm–Liouville. § flK {?y 118
x18.5 Sturm–Liouville. § flK {?y
?A k ( 5?’ ) …? y §? {?‰ z'
duS–L. §· 5~ ' §§?–§?A ? Uk
( 5?’ ) …?'
3 o^ e§S–L. § flK·{? ”3 o^ e· {? ”
‰n3 XJS–L. § flK …?·E § ¢ J 5?’§
Kd flK· ?{? '
y ‰n? § …?y(x)·E § ¢ J 'O f(x) g(x)§
y(x) = f(x)+ig(x):
KS–L. § – ?
L(f +ig) = ?‰(f +ig):
du ?L·¢ ?§ ?…?‰(x)·¢…?§ ? ¢?§ “'O’ ¢
J §
Lf = ?‰f; Lg = ?‰g:
?‘?f(x) g(x) ·?Au ? …?§§ 5?’53‰n fi ^
¥fi? ?( ‰'
7Ly?f(x) g(x) v flK >.^ '? 5? >.^ ·
5 g §? U y X? ·¢?§u·3>.^ ¥ 'O’ ¢ J = '
‰n4 y1(x) y2(x) ·S–L. § flK
Ly(x) = ?‰(x)y(x):
¢ 5?’ …?§? 3x = a x = b: v>.^
p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·flflfl
fl
x=a
= p(x)
?
y?1 dy2dx ?y2dy
?1
dx
·flflfl
fl
x=b
= 0; (#)
Ky1(x) y2(x) U?Au ?'
y ^ y{' y1(x) y2(x)?Au ?§
Ly1 = ?‰y1; Ly2 = ?‰y2;
ˇd
y1Ly2 ?y2Ly1 = 0;
5?y1(x) y2(x) ·¢…?§y?1(x) = y1(x)§y?2(x) = y2(x)§?– !‰n1 §
k
d
dx
?
p(x)
y1dy2dx ?y2dy1dx
??
= 0:
u·
p(x)
y1dy2dx ?y2dy1dx
?
=~?C:
x18.5 Sturm–Liouville. § flK {?y 119
‰n fi ^ (#)§ Ak
p(x)
y1dy2dx ?y2dy1dx
?
· 0:
ˇ p(x) 6· 0§ k
y1dy2dx ?y2dy1dx · 0;
=
W£y1(x); y2(x)?·
flfl
flfly1(x) y2(x)
y?1(x) y?2(x)
flfl
flfl· 0:
?‘?y1(x) y2(x) 5 ’§ fi ^ g?'?–y1(x) y2(x) U?Au
'
? ‰n w ? §3 ! !na( g)>^ ‰( )k.^ e§S–L.
§ flK U·{? ' ?? L A?a. >.^ §
k3–ˇ^ e§ …?3?m z :? v(#)§ k U
u){?yy '
x18.6 lSturm–Liouville. § flKw'lC { 120
x18.6 lSturm–Liouville. § flKw'lC {
E–u ?flK ~'
?u ‰u gd ?§‰)flK·
@2u
@t2 ?a
2@2u
@x2 = 0; 0 < x < l; t > 0;
uflflx=0 = 0, uflflx=l = 0, t > 0;
uflflt=0 = `(x), @u@t
flfl
fl
t=0
= ?(x), 0 < x < l:
18.3! 18.4! ? §XJ 3 S–L § flK
LX = ?‰X;
X(0) = 0; X(l) = 0;
@o§du§ >.^ ‰)flK >.^ /“ §ˇd§ – ‰)flK
)u(x;t)U …? NfXn(x); n = 1; 2; 3; ¢¢¢g ( B §b …? fi8
z)—m§
u(x;t) =
1X
n=1
Tn(t)Xn(x):
?p§ …?| 5 ?‰5 ^' y
1P
n=1
Tn(t)Xn(x)U ′
?( ·? ′?) )u(x;t)§?p ? 7LH9 …?' –
?nd/V eZZ …?'
?K§?+3/“ q EU? ??/)0§ § U′?
)u(x;t)'
)“ \ §§k
1X
m=1
T00m(t)Xm(x)?a2
1X
m=1
Tm(t)X00m(x) = 0:
^X?n(x)? “ §, 3?m[0; l] ¨'§
T00n(t)?a2
1X
m=1
(Xn; X00m)Tm(t) = 0; m = 1;2;3;¢¢¢ :
2 —'^ U? | …?—m§
Tn(0) = (Xn; `); T0n(0) = (Xn; ?):
XJU ? Tn(t)§ £ )“¥§ , ? ‰)flK )u(x;t)'
?p ?) ·’u …?fTn(t);n = 1;2;3;¢¢¢g ~ ' §|' ‘
5§? ·’ (J '
x18.6 lSturm–Liouville. § flKw'lC { 121
? g>.^ 3'lC {¥ ?‰5 ^ § g § / HA )
'XJr‰)flK¥ §U
@2u
@t2 ?a
2@2u
@x2 = f(x;t);
@o§y3w5§?)L§?vk § ? 3u § g f(x;t)
U …?—m§u·§ g ~ ' §|C? g §|
T00n(t)?a2
1X
m=1
(Xn; X00m)Tm(t) = (Xn; f); m = 1;2;3;¢¢¢ :
f(x;t) x …?§ fXn(x)gA ?u …? m'
§ Jn)§XJ‰)flK >.^ · g § ?k7L >.^ g
z'
F y3 §? X?' g>.^ 3'lC {¥ ?‰5 ^'
F?u …?§ ?§ v ‰)flK >.^ §?u§? v '
§ · ?7L·S–L. §§ ?u § N/“?vk '
F …? v ' § §fXn(x); n = 1;2;3;¢¢¢g /“ §ˇ ’
uTn(t) ~ ' §| /“ §? Tn(t) '
F‰)flK ) 3 5§ y ? ) '
FI 5?§? ·? ~ ' §| ·N·?) '
F3¢S?)L§¥§ I T / J …?|fXn(x); n = 1;2;3;¢¢¢g§?
Tn(t) ?)flK? U/{ '
F { / · ?
(Xn; X00m) = 0; n 6= m;
?{Ԥ
(Xn; X00m) = ??m–nm:
ˇd§Tn(t) v~ ' §
T00n(t)+a2?nTn(t) = 0
‰
T00n(t)+a2?nTn(t) = (Xn; f):
·~ ' §|'
F ? …?|fXn(x); n = 1;2;3;¢¢¢g· 8 §
(Xn; Xm) = –mn;
x18.6 lSturm–Liouville. § flKw'lC { 122
a ? du
(Xn; X00m) = ??m(Xn; Xm) = (Xn; X00m +?mXm) = 0
?? X …?A v~ ' §
X00n(x)+?nXn(x) = 0;
? ·? ^'lC { IO ‰ ' §'
?–§'lC { ?? J? J …?| Z Y'
…? 5·3n y ‰ – ‰)flK )UT …?|—
m(?·k^ §‰)flK …? v g>.^ )§
^/ A gflK …?0K y – B/? —mX?(¢S ·
…?)§ y ??){3¢^ 1155'
3 \n) 'lC { ¢ §?) ' §‰)flK … g
d'? =Ny3? ? ?u ?a. ‰)flK( § g‰ g§>.^ g‰
g) ?)k \ @£§ Ly3 ?u, ‰)flK ?)g
·'
~X§?u ¥S ?‰flK§
r2u = f; x2 +y2 +z2 < 1;
uflflx2+y2+z2=1 = 0;?
^¥ IX?),U L {,A u(r; ;`)U/ A gflK …?0Yml ( ;`)
—m§
u(r; ;`) =
1X
l=0
lX
m=?l
Rlm(r)Yml ( ;`);
, § §
1
r2
d
dr
?
r2dRlmdr
?
? l(l +1)r2 Rlm(r) =
ZZ
Ym?l ( ;`)f(r; ;`)sin d d`
( ¥ ¨'H9 4…?N ) >.^
Rlm(0)k.; Rlm(1) = 0
? Rlm(r)'
?p ~ ' §· CX? g §§·?U N·?) ?u
g N/“'
x18.6 lSturm–Liouville. § flKw'lC { 123
U c? ' §XJU? | …?§ § vd‰)flK g>.^ §@
o§ – u(r; ;`)U? | …?—m' N‘5§ –k?) flK
?r2w = ?w; x2 +y2 +z2 < 1;
wflflx2+y2+z2=1 = 0;
?nl = k2nl; n = 1;2;3;¢¢¢ ; l = 0;1;2;¢¢¢
…?
wnlm(r; ;`) = jl(knlr)Yml ( ;`);
¥knl·l ¥Bessel…?jl(x) 1n ":'
5?§?p m = 0;§1;¢¢¢ ;§l?’§ ?{‘§d flK·
?m{? §{? 2l +1'
, § u(r; ;`)Uwnlm(r; ;`)—m§
u(r; ;`) =
1X
n=1
1X
l=0
lX
m=?l
cnlm jl(knlr)Yml ( ;`);
\ ' §§
?k2nlcnlm
Z 1
0
j2l(knlr)r2dr
=
Z 1
0
jl(knlr)r2dr
ZZ
Ym?l ( ;`)f(r; ;`)sin d d`;
¥Bessel…? ‰′9k’(J§ –?
Z 1
0
j2l(knlr)r2dr = …2k
nl
Z 1
0
J2l+1=2(knlr)rdr
= …4k
nl
£J0
l+1=2(knl)
?2
= 12£j0l(knl)?2;
?–
cnlm = ? 2
k2nl£j0l(knl)?2
£
Z 1
0
jl(knlr)r2dr
ZZ
Ym?l ( ;`)f(r; ;`)sin d d`:
F3?) …? §fi?^ >.^ § )3= ¥ IX y –ˇ^
k.^ '? § y )u(r; ;`) v? >.^ '
F??){ ‘:· ? ? …? § I 2 ?)~ ' §'
x18.6 lSturm–Liouville. § flKw'lC { 124
F?·–? ???—m d '
F (J u Rlm(r) U¥Bessel…?jl(knlr)—m'
F?? { k 5 ?^u ? m ?‰flK§? ? A flKk
)§$ ?0 · '
– {§ , – B/ 2 ?A /G n ? §‰ ?? ‰? '