Page 84 - 6099
P. 84

The boundary conditions (8.24) for u imply
                                             dX                           dX
                                  u x (0, t) =  (0)T(t) = 0, u x (L, t) =    (L)T(t) = 0.
                                             dx                           dx
                   SInce u is nontrivial it follows that

                                                   dX        dX
                                                       (0) =     (L) = 0.
                                                    dx        dx
                   Therefore, the function X should be a solution of the eigenvalue problem

                                                 2
                                                d X
                                                     + λX = 0, 0 < x < L,                          (8.25)
                                                dx 2
                                                   dX        dX
                                                       (0) =     (L) = 0.                          (8.26)
                                                    dx        dx

                   This eigenvalue problem is also called the Neumann problem. We have already written
                   the general solution of the ODE (8.25):
                                                       √                √
                      1) if λ < 0, then X(x) = α cosh( −λx) + β sinh( −λx),

                      2) if λ = 0, then X(x) = α + βx,
                                                     √              √
                      3) if λ > 0, then X(x) = α cos( λx) + β sin( λx),

                   where α, β are arbitrary real numbers.
                       Negative eigenvalue (λ < 0) The first boundary condition (dX/dx)(0) = 0 implies
                                                                       √
                   that β = 0. Then (dX/dx)(L) = 0 implies that sinh( −λL) = 0. Therefore, X(x) ≡ 0
                   and the eigenvalue problem (8.25)-(8.26) does not admit negative eigenvalues.
                       Zero eigenvalue (λ = 0) The general solution is a linear function X(x) = α + βx.
                   Substituting this solution into the boundary conditions (8.26) implies that λ = 0 is an
                   eigenvalue with a unique eigenfunction X 0 (x) ≡ 1 (the eigenfunction is unique up to a
                   multiplicative factor).
                       Positive eigenvalue (λ > 0) The general solution for λ > 0 has the form
                                                           √             √
                                             X(x) = α cos( λx) + β sin( λx).                       (8.27)

                   Substituting it in  dX  (0) = 0, we obtain β = 0. The boundary condition   dX (L) = 0
                                      dx √               √                                     dx
                   implies now that sin( λL) = 0. Thus     λL = πn, where n ∈ N. Consequently, λ > 0 is
                   an eigenvalue if and only if:
                                                       πn
                                                           2
                                                 λ = (    ) , n = 1, 2, 3, . . .
                                                       L
                   The associated eigenfunction is
                                                                  πnx
                                                      X(x) = cos      ,
                                                                   L

                   and it is uniquely determined up to a multiplicative factor.



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