Eigenfunction Expansions

William O. Bray

The theme of this notebook is to illustrate the behavior of eigenfunction expansions. We consider the Sturm-Liouville problem

ODE:  X''+μX=0, 0<x<π
BC:  X(0)=0,  X’(π)+X(π)=0

The eigenvalues are all positive and writing eigenfunc-expansions_1.gif, can be computed by solving the equation tan(πλ)=-λ. Graphically, the solutions are illustrated in the following plot.

In[1]:=

eigenfunc-expansions_2.gif

Out[1]=

eigenfunc-expansions_3.gif

It is clear that eigenfunc-expansions_4.gif. The first thirty values of λ are estimated as follows.

In[2]:=

eigenfunc-expansions_5.gif

Out[2]=

eigenfunc-expansions_6.gif

The eigenfunctions are given by eigenfunc-expansions_7.gif. A plot of a few of these is given as follows.

In[3]:=

eigenfunc-expansions_8.gif

Out[3]=

eigenfunc-expansions_9.gif

NOTE: While each eigenfunction is a periodic function (on the real line), the collection of such does not have a common period as in the case of classical Fourier series.

Given a function eigenfunc-expansions_10.gif, the Fourier series of interest has the form:

eigenfunc-expansions_11.gif,     eigenfunc-expansions_12.gif,    eigenfunc-expansions_13.gif

For later use the following commands are useful.

In[4]:=

eigenfunc-expansions_14.gif

Example 1

Consider the piecewise continuous function

In[6]:=

eigenfunc-expansions_15.gif

We can compute the Fourier coefficients the following way.

In[7]:=

eigenfunc-expansions_16.gif

Out[8]=

eigenfunc-expansions_17.gif

In[9]:=

eigenfunc-expansions_18.gif

Out[9]=

eigenfunc-expansions_19.gif

Example 2

In[10]:=

eigenfunc-expansions_20.gif

In[12]:=

eigenfunc-expansions_21.gif

Out[13]=

eigenfunc-expansions_22.gif

In[14]:=

eigenfunc-expansions_23.gif

Out[14]=

eigenfunc-expansions_24.gif

Example 3

The following example illustrates the uniform convergence under the conditions that the function is eigenfunc-expansions_25.gif and satisfies the boundary conditions.

In[15]:=

eigenfunc-expansions_26.gif

In[17]:=

eigenfunc-expansions_27.gif

Out[18]=

eigenfunc-expansions_28.gif

In[19]:=

eigenfunc-expansions_29.gif

Out[19]=

eigenfunc-expansions_30.gif

Spikey Created with Wolfram Mathematica 8.0