For a nonzero real function, write with . Multiplying the Sturm-Liouville equation by and integrating gives
Thus the stated vanishing boundary product proves .
For the variational statement, the first variation is
With admissible boundary conditions that also make for every allowed variation, the fundamental lemma of the calculus of variations identifies stationary functions with the eigenfunctions and stationary values with their eigenvalues. Zero Dirichlet boundary conditions, zero Neumann boundary conditions, and matched periodic data give familiar examples. The single printed condition proves the quotient identity but, by itself, does not specify the admissible variations needed for stationarity; the boundary conditions for variational Rayleigh quotients make this distinction explicit.
For the half-line equation, multiplication by gives and . Use the regular radial boundary condition at zero and square-integrable decay at infinity, under which the proposed Gaussian is admissible. With , , , so
The ratio of the two Gaussian integrals is , from a change of variables and the Gamma function recurrence. Differentiating gives , so the minimum on occurs at . The Gaussian variational bound for a radial harmonic oscillator therefore gives
Here the trial actually satisfies the differential equation with . Moreover, on the same regular decaying domain, integration by parts gives . Hence the estimate is exact, with . For , regular radial data mean the Neumann boundary condition ; imposing a zero Dirichlet boundary condition there would exclude this trial and give a different problem.
Take a nonzero separated solution . Dividing by separates the Laplacian eigenfunction equation into and . The zero-endpoint Dirichlet boundary conditions admit no nonzero linear or hyperbolic factors, so both separation constants must be positive squares. Hence
All separated nonzero solutions have this form. At a repeated eigenvalue, linear combinations of the corresponding modes are also solutions, though they need not remain separable.
Use separation of variables . The fixed-end Dirichlet boundary conditions select , , and each mode satisfies . In the physical resistance range , all normal modes are underdamped, with . The modal factor normalized by , is
Consequently the linearly damped string has solution
The coefficients are those of the initial Fourier sine series. Differentiating each normalized modal factor at zero confirms that the string starts from rest. Suitable initial data give convergence in the string's energy space; the piecewise linear profile here need not give a twice differentiable solution along every characteristic from its corner.
For the specified tent profile, integrating its two linear pieces by parts gives
For example the first piece gives , and the second gives the opposite cosine term and the same sine term. Hence
The zero even coefficients also follow from reflection symmetry about the midpoint. This is the Fourier sine series of a symmetric tent. If were read without the physical assumption , the same modal solution extends by replacing imaginary-frequency sine and cosine by their hyperbolic counterparts, and taking when .
Figure 1.
Evolution of a tent-shaped string released from rest with linear damping
. Details.
Use a Lagrange multiplier for the norm constraint. For real variations with , integration by parts gives
Thus stationarity is equivalent to the Sturm-Liouville problem
Multiplying by and integrating shows , so the constrained stationary values are the eigenvalues, and the normalized stationary functions are their eigenfunctions. Conversely the eigenvalue equation makes the constrained first variation vanish. The self-adjoint operator has weight one.
For , zero and negative eigenvalues yield no nonzero solution with both Dirichlet boundary conditions. Positive eigenvalues have solutions after the left condition, and the right condition gives , . Hence the lowest eigenpair is
where the amplitude follows from .
The Rayleigh-Ritz variational principle bounds the full lowest eigenvalue by . Its derivative contribution is one. For the linear potential, reflection about gives
Thus the sine trial bound for a linear potential on an interval is
For the bound is strict, since is not a constant multiple of . Also by the Poincaré inequality and the nonnegative potential. Equality in the upper bound holds at .
The substitution separates the uniform equilibrium from the decaying perturbation. Direct differentiation gives
Consequently the reaction-diffusion equation reduces to the heat equation . Its data become
When the three constants coincide, the Dirichlet boundary conditions for are homogeneous. Separation of variables gives and , selecting the normal modes for . Thus
Two integrations by parts give , while the constant term uses . Therefore the Fourier sine series is
For , its first coefficient is nonzero. Multiplying by and retaining the slowest-decaying mode gives
The remainder estimate holds uniformly in for sufficiently large positive time. If , the fundamental vanishes and the next possible mode has decay rate , explaining the exclusion.
There is an initial endpoint compatibility issue unless : the given polynomial profile vanishes at the endpoints, whereas the boundary values equal . The series realizes the initial data in L2 space and pointwise in the open interval, imposing the prescribed boundary values for . For nonzero it cannot also be continuous at both initial endpoint corners.
For the grounded wall, use an image charge at . Define the Euclidean distances and . The method of images gives
The real source has the required Dirac delta function coefficient, and the image is outside the domain. On , , so exactly. This verifies the Dirichlet boundary condition rather than only its derivative.
One suitable choice is homogeneous Dirichlet boundary conditions, , with variations vanishing there. Assume real and the stated positive . Introduce a Lagrange multiplier for . For real variations, integration by parts gives
The boundary term vanishes, so the fundamental lemma of the calculus of variations yields
Multiplying this equation by , integrating, and using the boundary conditions gives . Thus the multiplier, the eigenvalue, and the constrained stationary value coincide. Conversely every normalized eigenfunction makes the first variation vanish for all tangent variations satisfying .
Homogeneous Neumann boundary conditions, at both endpoints, or mixed Dirichlet and Neumann conditions also work with this energy form. General Robin boundary conditions require the corresponding boundary terms in the form; they cannot simply be inserted into the displayed unmodified integral.
For a spherically symmetric number density, the radial Laplacian is . Applying separation of variables and choosing the separation constant gives
so the ordinary differential equations are
The radial problem is an eigenvalue problem for with Dirichlet boundary conditions, hence : multiplying the radial equation by and integrating gives for a nonzero regular mode vanishing at .
To solve it explicitly, set , corresponding to the suggested power . The equation reduces to , so
Finiteness at the origin forces , and the Dirichlet boundary condition at requires for an integer . The absence of interior zeros excludes , selecting the fundamental normal mode. If denotes the initial central density, the result is
where the sine ratio is defined as at the origin. It is strictly positive in the interior for every finite time. The arbitrary positive scale cannot be fixed without additional initial data.
The spatial factor is time independent, so the density and the total neutron population have the same exponential growth rate. Thus the spherical reaction-diffusion growth threshold is
At equality the fundamental mode is stationary; below it the mode decays. For fixed , the equivalent critical-radius condition is . This is the competition between multiplication in the bulk and diffusion loss at the surface in the stated dimensionless model.
The Rayleigh-Ritz variational principle bounds the lowest eigenvalue by the Rayleigh quotient of any nonzero admissible trial function. For , take , which ensures boundedness, the outer Dirichlet boundary condition, and finite radial Dirichlet energy. Direct integration gives
Therefore
The derivative is , so the unique minimizing positive exponent is . This yields the power-law variational bound for a circular membrane
The optimizing function has zero derivative at the origin and is admissible for the energy principle despite its unbounded second derivative there. For comparison, the exact radial fundamental has , giving . The bound is about above this value.
An even function satisfying the spatial equation has . The Dirichlet boundary conditions require , so the allowed wavenumbers are
There is no nonzero zero-wavenumber mode. With , the time equation becomes , where . Thus superposition of the even normal modes gives
This uses completeness of the even Fourier series modes. Imaginary describe overdamping. At critical damping, , the two displayed exponentials coincide: the complete time factor must instead be . This repeated-root exception is necessary for a genuinely general solution.
On the specified ellipse, the semiaxes are and , so its elliptic coordinate is . Thus in the exterior,
is a harmonic function with a homogeneous Dirichlet boundary condition on that ellipse. Choose the square root with at infinity. Although a global complex logarithm requires a cut, its real part is well defined throughout the exterior and gives the same .
Expanding at large yields . Therefore
In particular the potential grows logarithmically in the distance, in every direction at infinity. It is the exterior solution; no harmonic continuation through the focal segment in the ellipse's interior is claimed.
Write and . For a real variation, with ,
Suitable endpoint conditions are homogeneous Dirichlet boundary conditions, homogeneous Neumann boundary conditions , or one of each. They remove the variation boundary term and the product . Stationarity for all interior variations is equivalent to
Conversely, multiplication of an eigenfunction equation by and integration by parts gives , hence . General Robin data require their boundary-energy contributions unless these endpoint products happen to vanish.
Use an eigenbasis orthonormal with respect to the weight: . For complex coefficients use the Hermitian version of the quotient, with absolute squares. Self-adjointness gives
When , dividing numerator and denominator by yields
If , these ratios are undefined, but the unscaled formula and upper-bound conclusion remain valid. The assumptions are a problem with a self-adjoint operator bounded below and a complete eigenbasis, with the trial function in its energy-form domain. The Rayleigh-Ritz method minimizes this quotient over an admissible trial family, obtaining an upper bound on . Higher eigenfunctions are stationary directions and need not be unrestricted extrema.
The necessary boundary identity for a self-adjoint operator is
At regular endpoints, a standard full family of separated self-adjoint conditions is
with real coefficients and neither pair , zero. For example, if , both functions obey at , so there. The cases and the endpoint follow directly. These include Dirichlet boundary conditions, Neumann boundary conditions and Robin boundary conditions.
Separate vanishing at each endpoint is sufficient but not necessary. Coupled conditions such as and , with real , make the two endpoint forms equal and hence their difference zero. More generally the allowed endpoint data must be a maximal subspace on which the boundary form vanishes; this ensures that the adjoint has the same domain. Merely imposing extra endpoint restrictions until the boundary term vanishes proves symmetry, but can overrestrict the domain and fail to give self-adjointness.
Impose a homogeneous Dirichlet boundary condition on the Green function in its first variable, for . The second boundary term then vanishes, giving
In a bounded domain, a Dirichlet Green function requires not to be a Dirichlet eigenvalue of ; otherwise a resonance can obstruct its existence. The representation assumes such a Green function exists.
In all space, put and try . For , direct differentiation gives , so the Helmholtz equation holds away from the source. Integrate its inhomogeneous version over a small source-centred ball. The volume integral tends to zero, while the flux is
It must equal the integrated delta, one. Therefore
This is the negative of the convention used in the outgoing Green function for the three-dimensional Helmholtz equation, where the source is . The sign here follows the present convention. The factor chooses the outgoing solution, with time convention and the Sommerfeld radiation condition; one could add homogeneous solutions without a radiation prescription.
Let , where for a nonzero admissible real function. Writing , its first variation is
Choose boundary conditions making the boundary term vanish, for example homogeneous Dirichlet boundary conditions, homogeneous Neumann boundary conditions, or a corresponding mixed pair. Arbitrary interior variations then give the Sturm-Liouville problem
Multiplying this equation by and integrating by parts, with , yields
Thus eigenfunctions are stationary directions of the quotient. The lowest eigenvalue is its global minimum; higher eigenfunctions need not be unrestricted maxima or minima. General Robin boundary conditions require including their boundary energy in the quotient unless the displayed endpoint products also vanish.
The Rayleigh-Ritz method chooses admissible trial functions depending on finitely many coefficients and minimizes this quotient over them. Expansion in a complete orthonormal basis with weight shows , so the trial minimum is an upper bound on the true lowest eigenvalue. In a finite basis, the minimization becomes a generalized eigenvalue problem for the stiffness and weighted mass matrices. Enlarging the trial space can only lower or preserve this upper bound.
Impose the homogeneous Dirichlet boundary condition on the boundary variable:
This removes the term containing the unknown normal derivative of . The prescribed boundary values alone then determine the solution through
For an unbounded domain one also imposes the appropriate decay condition at infinity. This defines the required Dirichlet Green function.
Use the intended infinite square well interpretation: the kinetic-energy operator on with zero Dirichlet boundary conditions. The variational energy is most safely evaluated through its quadratic form,
The boundary term vanishes because the trial function vanishes at both walls. Its zero extension has derivative jumps there, so the form interpretation avoids assigning an unrestricted full-line second derivative to it.
Set and . Apart from an irrelevant factor , the trial function is . Polynomial integration gives
Hence the polynomial Rayleigh-Ritz trial space for a one-dimensional box has energy
The denominator is strictly positive, since . Differentiation gives
The two stationary parameters are . The smaller is a local maximum; the larger is a local minimum. Since the energy tends to as , the latter is the global minimum:
The upper stationary value is . Exact roots give a slightly tighter bound than substituting the rounded hints.
There are two qualifications to the printed operator and comparison energy. For the box with Dirichlet boundary conditions and width , the actual ground-state energy is
which lies just below the variational result. The coefficient printed as an exact eigenvalue is inconsistent with this box problem. Also, merely declaring the differential expression to be zero outside the interval does not impose hard-wall confinement or specify a self-adjoint domain. Read literally on a space admitting exterior-supported states, it has zero-energy states outside and does not have the claimed positive ground energy. The boxed variational result is the well-defined answer for the intended confined particle; a different full-line operator would need its domain and matching conditions supplied.
Set in the wave equation. A nonzero product obtained by separation of variables obeys
The fixed-end Dirichlet boundary conditions require . The zero and negative spatial eigenvalue cases produce only the trivial solution; the nontrivial eigenfunctions are
For each normal mode, . By superposition and completeness of the Fourier sine basis, the general finite-energy solution has the expansion
If and , orthogonality gives and . Individual products are separable; their sum is the general solution.
Multiply the eigenvalue equation of the Sturm-Liouville problem by and integrate. Integration by parts gives
Since is a nonzero eigenfunction and , the denominator is strictly positive. Thus the Rayleigh quotient is
The endpoint term must be retained for a general Robin boundary condition; it vanishes for homogeneous Dirichlet boundary conditions but need not vanish in the present general problem.
By part (c), write with . The equation is , and the left Dirichlet boundary condition eliminates the cosine term. Thus , with . The right Robin boundary condition becomes
Put and . A root cannot have , so this is equivalent to .
On each interval , , the function rises from to a positive value and has derivative . The intermediate value theorem and strict monotonicity therefore give exactly one root there. On the intervening positive-tangent intervals both terms are positive, so there are no further positive roots. Consequently
These intervals establish and an infinite sequence of eigenvalues. The apparent algebraic root of the sine equation is excluded: it gives a zero sine function, and the direct zero-eigenvalue solution would require .
Figure 1.
One intersection of with on each negative-tangent branch; the illustration uses
. Details.
For vector normalization to unit norm, the Dirichlet-Robin eigenvalues on a finite interval give
The eigenfunctions can otherwise be scaled by any nonzero real constant.