 Solution

For $V=2\lambda \cos (2\pi x/a)$, only $U_{\pm 1}=1$ are nonzero. To first order there is one gap of width $2\lambda$ at the first Brillouin-zone boundary $k=\pm \pi /a$; higher gaps vanish at this order. The allowed bands are the folded free-electron parabolas with that interval removed.