Sturm-Liouville problem

mathematics
Also known as: Sturm-Liouville theory, eigenvalue problem
Or:
eigenvalue problem
Key People:
Joseph Liouville
Related Topics:
boundary value
problem

Sturm-Liouville problem, in mathematics, a certain class of partial differential equations (PDEs) subject to extra constraints, known as boundary values, on the solutions. Such equations are common in both classical physics (e.g., thermal conduction) and quantum mechanics (e.g., Schrödinger equation) to describe processes where some external value (boundary value) is held constant while the system of interest transmits some form of energy.

In the mid-1830s the French mathematicians Charles-François Sturm and Joseph Liouville independently worked on the problem of heat conduction through a metal bar, in the process developing techniques for solving a large class of PDEs, the simplest of which take the form [p(x)y′]′ + [q(x) − λr(x)]y = 0 where y is some physical quantity (or the quantum mechanical wave function) and λ is a parameter, or eigenvalue, that constrains the equation so that y satisfies the boundary values at the endpoints of the interval over which the variable x ranges. If the functions p, q, and r satisfy suitable conditions, the equation will have a family of solutions, called eigenfunctions, corresponding to the eigenvalue solutions.

For the more-complicated nonhomogeneous case in which the right side of the above equation is a function, f(x), rather than zero, the eigenvalues of the corresponding homogeneous equation can be compared with the eigenvalues of the original equation. If these values are different, the problem will have a unique solution. On the other hand, if one of these eigenvalues matches, the problem will have either no solution or a whole family of solutions, depending on the properties of the function f(x).

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This article was most recently revised and updated by William L. Hosch.

ordinary differential equation (ODE), in mathematics, an equation relating a function f of one variable to its derivatives. (The adjective ordinary here refers to those differential equations involving one variable, as distinguished from such equations involving partial derivatives of several variables, called partial differential equations.)

The derivative, written f′ or df/dx, of a function f expresses its rate of change at each point—that is, how fast the value of the function increases or decreases as the value of the variable increases or decreases. For the function f = ax + b (representing a straight line), the rate of change is simply its slope, expressed as f′ = a. For other functions, the rate of change varies along the curve of the function, and the precise way of defining and calculating it is the subject of differential calculus. In general, the derivative of a function is again a function, and therefore the derivative of the derivative can also be calculated, (f′)′ or simply f″ or d2f/dx2, and is called the second-order derivative of the original function. Higher-order derivatives can be similarly defined.

The order of a differential equation is defined to be that of the highest order derivative it contains. The degree of a differential equation is defined as the power to which the highest order derivative is raised. The equation (f‴)2 + (f″)4 + f = x is an example of a second-degree, third-order differential equation. A first-degree equation is called linear if the function and all its derivatives occur to the first power and if the coefficient of each derivative in the equation involves only the independent variable x.

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analysis: Ordinary differential equations

Some equations, such as f′ = x2, can be solved by merely recalling which function has a derivative that will satisfy the equation, but in most cases the solution is not obvious by inspection, and the subject of differential equations consists partly of classifying the numerous types of equations that can be solved by various techniques.

The Editors of Encyclopaedia BritannicaThis article was most recently revised and updated by Erik Gregersen.