北大数学物理方法(B)教案25Sturm-Liouville 型方程的本征值问题

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WuChong-shiSturm-Liouville§25.125.1LM!#$%&(’())*+,-./!#$%&0123!uv+45(v,Lu)=(Mv,u)6Zbav∗Ludx=Zba(Mv)∗udx,78M9L&:;=25.1,L=ddx+.9Zbav∗dudxdx=v∗u ba−Zbadv∗dxudx.?@+AuvBCDEFGHy(a)=y(b)I+ddx&J)*9−ddx=25.1K&)*ML9LJ)*+MNOM9L&J)*+7-.01!uv+P5Zbav∗Mudx=Zba(Mu)∗vdx#∗=Zbau∗Lvdx#∗=Zba(Lv)∗udx,?@+LP9M&J)*=25.2L=d2dx2+QRSTZbav∗d2udx2dx=hv∗u0−(v∗)0uiba+Zbad2vdx2∗udx.?@+A!uvBCDUVUWXEFGHα1y(a)+β1y0(a)=0,α2y(b)+β2y0(b)=0(YK|α1|2+|β1|26=0,|α2|2+|β2|26=0)Z[\GHy(a)=y(b),y0(a)=y0(b)I+d2dx2&J)*]9^_‘=WuChong-shi§25.1abcdefghijk2l25.2,)*L&J)*]9^_‘+6-./!#$%&0123!uv+45(v,Lu)=(Lv,u)6Zbav∗Ludx=Zba(Lv)∗udx,78L9m:;=25.3n4opqr&GHs+)*iddx]9_J)*=Zbav∗idudxdx=−iZbadv∗dxudx=Zbaidvdx∗udx.)*&_Jt+u9&!#$vwx&=yz+{|u9}~•!&$+•!5D&t(nN+-.V’()*+]}~!&V+(NO9F$+7}~!)+M+u9.Hilbert#$=+}~•!CD&EFGH+6u9Hilbert#$K&#$%=EFGH&¡¢£)*&_Jt=3)*+q-.⁄X!9_J&+¥-.ƒX!+]9_J&=25.4L=iddx+§¤EFGH'“«‹&›fiy(b)=αy(a),α(fl)z..9Zbav∗idudxdx=iv∗u ba−iZbadv∗dxudx=i(αα∗−1)u(a)v∗(a)+Zbaidvdx∗udx.?@5EFGHK&αCDαα∗=1I+)*iddx–9_J&=25.3L_J)*+7†Ly(x)=λy(x)8_J)*&‡·¶•=‚„”5T»…‰¿EFGH+9M^`´ˆ_J)*L&K˜=WuChong-shi¯˘˙¨Sturm-Liouville˚¸efghijk3l_J)*&‡·¶•5s˝˛3ˇ}&—‡t•1_J)*&‡·=(S)•2_J)*&‡·=MLy=λy,'fl(Ly)∗=λ∗y∗..L9_J)*+?@Zba[y∗Ly−(Ly)∗y]dx=(λ−λ∗)Zbayy∗dx=0.MZbayy∗dx6=0+?@λ=λ∗,6S‡·λ=•3_J)*&‡·!5t+6-r‡·&‡·!=λiλj9qÆ&23‡·+-&‡·!yiyj+Lyi=λiyi,Lyj=λjyj.1ª‡·λi,λj+.9Zba[y∗iLyj−(Lyi)∗yj]dx=(λj−λi)Zbay∗iyjdx.Mλi6=λj+?@Zbay∗i(x)yj(x)dx=0.‚]ST˜‡·!&t=.‡·!9¿’(†¿EFGHs&+?@¤‡·!@3ŁzMØ9‡·!={|]@ŒAº‚3zM+-.013‡·λi+B5Zbay∗i(x)yi(x)dx=1.‚ª&]93æı=Zbay∗i(x)yj(x)dx=δij.WuChong-shi§25.1abcdefghijk4l•4_J)*&‡·!(&p)“3oł!ø+6013$[a,b]K5VUCD_J)*Lqr&EFGH&!f(x)+œß‡·!{yn(x)}-§&f(x)=∞Xn=1cnyn(x),(#)YKcn=Zbaf(x)y∗n(x)dxZbayn(x)y∗n(x)dx.9+NO‡·!ø9&+7fiK&(1+&›fi«=(S)r+&‡·!ø&ołtP@“∞Xn=1yn(x)y∗n(x0)=δ(x−x0).•&t34@ª+}¤‡·!ŒA+7‡·!&p]“˜3oł&!=M+K5oł&!&¢£œŒ=•‚„It+6-.3‡·53(t&)‡·!+M§=‚›¤25.3¢£=¥6N+u@Schmidt&(18.1)+M§Ø@ª3oł&!=•!+&GH@#-.01[a,b]K&!+(#)fiœlimN→∞Zba f(x)−NXn=1cnyn(x) 2dx=0&1sØ“$=%&’¡+._J)*‡·&t‡·!&ołt&¢£+‡¡A(()&($FZ*FZ95F$’(†5(+)()&($5F+’(†$(+)‡·¶•‚2›=¥.”5‰5&ST+?@P],-(‚2X‡·¶•=§+˜./&0+5&/KB˜5F$&›fi=WuChong-shi¯˘˙¨Sturm-Liouville˚¸efghijk5l§25.2Sturm–Liouville1234˛5K+{|¢£6˛3z’(†&‡·¶•=78&’(†5X00+λX=0;ddx1−x2dydx+hλ−m21−x2iy=0;1rddrrdRdr+hλ−m2r2iR=0.^|@9s&‹›fiddxp(x)dydx+[λρ(x)−q(x)]y=0.(#)‚X:&†8Sturm–Liouville:(8S–L:)†=•;S–L:†K&!p(x),q(x)ρ(x)=B9!+§BCD}&t}~=•ρ(x)+8ˇ!=•Aˇ!ρ(x)=zI+@'1=•4z&ˇ!+@¡?.@ABw&(‚I@CLaplace)*&DfiKEFªˇ!&GHCI‡’+^JK˜ABLMN9/OP&!=@8¡?.#$&˛QR/&œSt)+P¡?.¶•?78&TUt&œSt(nN+VM(W&œS)=M+]{|?X&TU¶•§Y+;Zρ(x)≥0+§+A40=˜…&[\+@]^)*L≡−ddxp(x)ddx+q(x)()&_‘=‚+S–L:†]@a…“Ly(x)=λρ(x)y(x).(##)S–L:†bŒA&EFGH+]“S–L:†&‡·¶•=λ8‡·=-.⁄3‡·λ+CDS–L†8q&EFGH&Ł]9‡·!=C’(†¡+.ρ(x)&‰c+S–L:†(#)Z(##)Tdr.†L0u(x)=λu(x).(z)WuChong-shi§25.2Sturm–Liouville˚¸efghijk6l¥9+y6OPOeu(x)=pρ(x)y(x),]@¤†(#)(z)+YKL0=−ddxφ(x)ddx+ψ(x),φ(x)=p(x)ρ(x),ψ(x)=−1pρ(x)ddxhp(x)ddx1pρ(x)i+q(x)ρ(x).†(z)AP9S–L:†+69f&S–L:†+ˇ!1&S–L:†=g25.1-.01!u1(x)u2(x)+45u∗1L0u2−L0u1∗u2=−ddxhφ(x)u∗1du2dx−u2du∗1dxi,YKL0=ddxφ(x)ddx−ψ(x).hij;L=L≡−ddxp(x)ddx+q(x)MOeu1(x)=pρ(x)y1(x),u2(x)=pρ(x)y2(x)s+5u∗1L0u2−L0u1∗u2=y∗1Ly2−(Ly1)∗y2.?@+-.01!y1(x)y2(x)+y∗1Ly2−(Ly1)∗y2=−ddxhp(x)y∗1dy2dx−y2dy∗1dxi.g25.2EFGHφ(x)u∗1du2dx−u2du∗1dx ba=0s+)*L09_J&=¤U1&k£U2lmx¡+$6ªEFGHp(x)y∗1dy2dx−y2dy∗1dx ba=0(~)s+)*LP9_J&=WuChong-shi¯˘˙¨Sturm-Liouville˚¸efghijk7lnops+EFGH(~)“$q•rp9s+x=ax=b+œ5p(x)y∗1dy2dx−y2dy∗1dx=0.(M)1.NOy1y22s+œCDrUVUWXEFGH+7(M)fi“$=nN+x=a++αyi(a)−βy0i(a)=0,i=1,2,αβœ()+'fl+@‰αy∗i(a)−βy∗i0(a)=0,i=1,2..αβrI0+t5 y∗1(a)y∗01(a)y2(a)y02(a) =y∗1(a)y02(a)−y2(a)y∗01(a)=0.2.NOp(x)s+(nN+x=a)u0,‚Ix=a+9†&(+=Zp(x),q(x)ρ(x)CD&}~+x=a+9†&7(++§r5F+rVF=b5FGHvFw+]5p(x)y∗1dy2dx−y2dy∗1dx x=a=0.nNp(a)=0,p0(a)6=0,ρ(x)(x−a)q(x)œx=a+xZp(a)=0,p0(a)=0,p00(a)6=0,ρ(x)q(x)œx=a+x,‚{|¢£6&¶•K9CD&=•ƒp9p(x)y∗1dy2dx−y2dy∗1dx x=a=p(x)y∗1dy2dx−y2dy∗1dx x=b,¥0+‚I(M)fiP“$=NOp(a)=p(b),q(a)=q(b),ρ(a)=ρ(b),yi(a)=yi(b),y0i(a)=y0i(b),i=1,2,d]@CD‚3}~=‚9¢£6&[\GH&›=WuChong-shi§25.3Sturm–Liouville˚¸fghijeyz{|k8l§25.3Sturm–Liouville123}~-3‡·53(t&)‡·!&c+8Z=.S–L:†9Vtz’(†+?@+-3‡·523(t&)‡·!=noGHs+S–L:†&‡·¶•9&qnoGHs9&qg25.3NOS–L:†‡·¶•&3‡·!9fl&+Yt+7‡·¶•9Vˇ&=IU?+‡·!y(x)9fl&+Y(f(x)g(x)+y(x)=f(x)+ig(x).7S–L:†@…“L(f+ig)=λρ(f+ig)..)*L9)*+ˇ!ρ(x)9!+‡·λ+t¤fi(+]ªLf=λρf,Lg=λρg.‚’Tf(x)g(x)B9-.r3‡·λ&‡·!+^|&ttU&GHK`˜T»&=STf(x)g(x)PCD‡·¶•&EFGH=‚I}1ªEFGHP9t¿&+‰c&wP9+.9EFGHKP(6=g25.4y1(x)y2(x)B9S–L:†‡·¶•Ly(x)=λρ(x)y(x).&23&t&‡·!

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