Sturm Liouville Systems
1. **Problem 1 (a): Verify Sturm-Liouville system**
The differential equation is $$y'' + \lambda y = 0,$$ with boundary conditions $$y(0) = 0,\quad y(1) = 0.$$
This matches the form of a Sturm-Liouville problem $$\frac{d}{dx}\left[p(x)\frac{dy}{dx}\right] + (\lambda w(x) - q(x))y = 0,$$ where here $$p(x)=1, w(x)=1, q(x)=0.$$
The boundary conditions are homogeneous and linear, so the system is Sturm-Liouville.
2. **Problem 1 (b): Find eigenvalues and eigenfunctions**
The equation is $$y'' + \lambda y = 0$$ with $$y(0)=0, y(1)=0.$$
Assume $$\lambda = \mu^2.$$ The general solution is $$y(x) = A\cos(\mu x) + B\sin(\mu x).$$
Apply $$y(0)=0$$: $$A=0,$$ so $$y(x) = B\sin(\mu x).$$
Apply $$y(1)=0$$: $$B\sin(\mu) = 0$$ and since $$B \neq 0,$$ we get $$\sin(\mu) = 0 \Rightarrow \mu = n\pi,$$ where $$n=1,2,3,\dots$$
Eigenvalues: $$\lambda_n = (n\pi)^2.$$
Eigenfunctions: $$y_n(x) = \sin(n\pi x).$$
3. **Problem 1 (c): Orthogonality and orthonormal functions**
Eigenfunctions satisfy orthogonality with respect to weight $$w(x)=1$$:
$$\int_0^1 \sin(n\pi x)\sin(m\pi x)\,dx = 0, \text{ for } n \neq m.$$
For $$n=m,$$
$$\int_0^1 \sin^2(n\pi x)\, dx = \frac{1}{2}.$$
Orthonormal functions are obtained by normalizing:
$$\phi_n(x) = \sqrt{2} \sin(n\pi x).$$
4. **Problem 2 (a): $y(0)=0$, $y'(1)=0$**
Equation and general solution as before:
$$y(x) = A\cos(\mu x)+B\sin(\mu x).$$
Apply $$y(0)=0$$: $$A=0,$$ so $$y=B\sin(\mu x).$$
Apply $$y'(1)=0$$:
$$y'(x) = B\mu \cos(\mu x) \Rightarrow y'(1) = B\mu \cos(\mu) = 0.$$
Since $$B \neq 0$$ and $$\mu \neq 0,$$ we get
$$\cos(\mu) = 0,$$
thus
$$\mu = \frac{\pi}{2} + n\pi, \quad n=0,1,2,\dots$$
Eigenvalues:
$$\lambda_n = \left(\frac{\pi}{2} + n\pi\right)^2.$$
Eigenfunctions:
$$y_n(x) = \sin\left(\left(\frac{\pi}{2} + n\pi\right) x\right).$$
5. **Problem 2 (b): $y'(0)=0$, $y(1)=0$**
General solution:
$$y = A \cos(\mu x) + B \sin(\mu x).$$
Apply $$y'(0)=0$$:
$$y'(x) = -A\mu \sin(\mu x) + B\mu \cos(\mu x).$$
At $$x=0$$:
$$y'(0) = B\mu = 0 \Rightarrow B=0.$$
Apply $$y(1)=0$$:
$$A \cos(\mu) = 0 \Rightarrow \cos(\mu) = 0,$$
so
$$\mu = \frac{\pi}{2}+ n\pi, \quad n=0,1,2,\dots.$$
Eigenvalues:
$$\lambda_n = \left(\frac{\pi}{2}+ n\pi\right)^2.$$
Eigenfunctions:
$$y_n(x) = \cos\left(\left(\frac{\pi}{2} + n\pi\right) x\right).$$
6. **Orthogonality and normalization for Problem 2**
For eigenfunctions $$\sin\left(\left(\frac{\pi}{2} + n\pi\right) x\right)$$ and $$\cos\left(\left(\frac{\pi}{2} + n\pi\right) x\right),$$ orthogonality holds with weight 1 similar to Problem 1 over $$[0,1]$$.
Normalization constants are evaluated as:
$$\int_0^1 \sin^2(\alpha_n x) dx = \frac{1}{2}, \quad \int_0^1 \cos^2(\alpha_n x) dx = \frac{1}{2},$$ where $$\alpha_n = \frac{\pi}{2} + n\pi.$$
Hence orthonormal functions are:
$$\phi_n(x) = \sqrt{2} \sin(\alpha_n x), \quad \psi_n(x) = \sqrt{2} \cos(\alpha_n x).$$