Lecture 12

Differential equations :
Boundary Value Problems
 Summary Lecture 12
• Boundary Value Problems:
– One, infinite, zero and trivial solutions
– Eigenvalues and eigenfunctions
– Link to linear algebra
 Studying second order differential equations
 
𝑦+ 𝑝 ( 𝑥 ) 𝑦 ′+ 𝑞 ( 𝑥 ) 𝑦 = 𝑓 ( 𝑥
So far we only looked at initial value problems (IVP) e.g.
′
[ 𝑦 0 =1 , 𝑦 ( 0 ) =−1 ]
 
( )
same point

In Boundary Value Problems (BVP), the conditions are

given at two different points e.g.
 
, or ,
or , or

different point…
 Let’s start with an example…
Solve the following BVP  
𝑦 +4 𝑦 =
  𝜋
( )
𝑦 ( 0 ) =− 2 , 𝑦
4
=1 0
So far, BVP don’t
 
seem much
Solution: different from IVP
The general solution to this is

Apply the boundary conditions to obtain

; .
The solution then is
 Another example…
Solve the following BVP  
𝑦 +4 𝑦 = We never saw this
 
𝑦 ( 0 )=− 2 , 𝑦 ( 2 𝜋 ) =−2 in IVP

 
The general solution is the same as before

Apply the boundary conditions (b. c.)

; .
From the b. c., we can only determine c1, the solution is

which is a family of solutions. Since c2 is undetermined,

there are infinitely many solutions.
 A third example… small change to
the b. c. can
Solve the following BVP  
𝑦 +4 𝑦 = completely
 
𝑦 ( 0 )=− 2 , 𝑦 ( 2 𝜋 ) =3 change the
nature of the
solution
 
Solution:
The general solution is the same as before

Apply the boundary conditions

; .
Each conditions requires a different value of c1. This,
however, is not possible and so there is no solution.
 Let’s compare two more examples
Our usual ODE  
𝑦 +4 𝑦 =
with  
𝑦 ( 0 )=0 , 𝑦 ( 2 𝜋 ) =0
 
Solution:
The general solution is always

Rememebr this
Apply the boundary conditions case: later we will
; . c2sin(2x) an
eigenfunction of
Therefore, we have infinitely many solutions. the BVP
 this time the ODE is slightly different
 
𝑦 +3 𝑦 =
but the b. c. are the same   𝑦 ( 0 )=0 , 𝑦 ( 2 𝜋 ) =0

  This is called the

Solution: trivial solution
The general solution is

Apply the boundary conditions

; .

In this case, both constants to be zero and the solution is,

 The typical BVP
• All
  previous examples, where in the form

• But we had different behaviours based on the

b.c. and the parameter l.
• In the typical BVP, the focus is not on the ODE,
but on the b.c. and on a parameter like l.
• Given an ODE (depending on the parameter l)
and a set of b.c., which values of l bring a non-
trivial solution?
 Eigenvalues and Eigenfunctions
• In
  Lecture 7, we discussed linear operators.
• In finite spaces, it is represented by a matrix.
• In non-finite spaces (e.g. functions), it is not a
matrix, but we still have linear operators such as
the derivative operator.
• resembles , where instead of the A, I have the D2
operator (remember Dy in last Computer Lab?).
• For this reason, the values of l that bring to a
single non-trivial solution are called eigenvalues of
the ODE and the solutions eigenfunctions.
 Example
 Find all the eigenvalues and eigenfunctions for the BVP
 
𝑦+ 𝜆 𝑦 =  
𝑦 ( 0 )=0 , 𝑦 ( 2 𝜋 ) =0
If you look at the two last examples, we see that l=4 is
 

an eigenvalue, with corresponding eigenfunction

, and that l=3 is not an eigenvalue.

In a BVP we ask the question: given a set of boundary

conditions, which values of l bring to a (non-trivial)
solution of the differential equations? Typical applications:
waves
Note that the eigenfunctions, exactly as eigenvectors, are
only defined up to a multiplicative constant.
 
The characteristic polynomial of is

and

At this point, we need to distinguish among three

cases (remember the spring exercise of Problem Class
6?)

1. l>0, which corresponds to complex roots

2. l=0, which corresponds to repeated real roots
3. l<0, which corresponds to real separate roots
 Case 1. l>0 (complex roots)
    any is an
eigenvalue of
the ODE
The general solution is

 If we want a non-

Apply the boundary conditions trivial solution,
; only
is allowed
The latter is zero if (a) or (b)
(a) Brings to the trivial solution (not very interesting)
(b) Brings to
 Case 2. l=0 (repeated roots)
   Thus, is not an
eigenvalue of the
ODE
The general solution is

Apply the boundary conditions

;

Here, we don’t have a choice, only if

For , therefore, we only have the trivial solution

 Case 3. l<0 (real roots)
    Any is not an
eigenvalue of the
ODE
The general solution is

Apply the boundary conditions

; and

The only possibility to satisfy the b.c. is

For , therefore, we only have the trivial solution
 In summary
 Given the BVP
 
𝑦+ 𝜆 𝑦 =  
𝑦 ( 0 )=0 , 𝑦 ( 2 𝜋 ) =0
 
The solution is not trivial only if .
The eigenvalues of the ODE, therefore are .
This correspond to the eigenfuction

  Or any multiple
A fancy application of BVPs

Energy levels of
an electron
 Conclusions
•• Given
  a 2nd order differential equation e.g.

and a set of boundary conditions at two points x=a and

x=b, a boundary value problems answers the question
which values of l bring to a (non-trivial) solution.
• These values are the eigenvalues of the differential
equation
• The corresponding solution to each eigenvalue is an
eigenfunction of the differential equation.