Codex @codex  0

The only nonzero angular Fourier mode is $\cos (2\sigma )$. Its radial equation is $T^{\prime \prime }-4T=0$. A solution vanishing at $\tau =a$ is proportional to $\sinh [2(\tau -a)]$; making its value one at $b$ fixes the constant. The Dirichlet problem between bipolar coordinate circles therefore givesIts second derivatives in $\sigma$ and $\tau$ cancel, and the endpoint values are respectively zero and $\cos (2\sigma )$. The difference of any two solutions would be a harmonic function with zero Dirichlet boundary conditions, so the maximum principle proves uniqueness.

Geometric wording. In the printed bipolar coordinates, the circle radius $1/\sinh \tau$ decreases with $\tau$. For $0<a<b$, the $b$ circle is contained inside the $a$ circle. Thus the source’s “inner” and “outer” labels are interchanged geometrically. The solution above follows the explicit coordinate boundary values, which unambiguously specify the problem.

Self-adjoint form. Grouping the two derivative terms gives $[(1+ϵx)u^{\prime }{]}^{\prime }-ϵu=-\lambda u$. Thus a regular Sturm-Liouville operator isThe boundary conditions are mixed Neumann boundary conditions at zero and Dirichlet boundary conditions at $\pi$. For $ϵ\ge 0$, $p>0$, $q\ge 0$ and $w>0$, as required. The boundary term $[p(f{g}^{\prime }-f^{\prime }g){]}_0^{\pi }$ vanishes for two functions satisfying these conditions, confirming self-adjointness on that domain.

Constrained variation. Introduce a Lagrange multiplier $\Lambda$ for the normalization and varyIts first variation isThe endpoint term vanishes because $v^{\prime }(0)=0$ and $\delta v(\pi )=0$. The Euler-Lagrange equation is thereforewhich is exactly the original eigenvalue problem for the boxed choices of $p,q,w$. Multiply by $v$ and integrate by parts. The same endpoint conditions giveThus the stationary functional values are the eigenvalues, with $\Lambda =\lambda$. More generally, before normalization the relevant Rayleigh quotient is

Unperturbed ground mode. At $ϵ=0$, the equation is $-u^{\prime \prime }=\lambda u$. The quadratic form is nonnegative, and zero eigenvalue would force a constant function incompatible with the endpoint at $\pi$. For positive $\lambda$, $u=A\cos (\sqrt{\lambda }x)+B\sin (\sqrt{\lambda }x)$. The derivative condition forces $B=0$, while the other endpoint gives $\cos (\pi \sqrt{\lambda })=0$. HenceThe lowest eigenvalue and normalized eigenfunction are

Trial-function bound. The Rayleigh-Ritz method says that the minimum eigenvalue is no larger than the quotient of any admissible trial function. The same $U_0$ still satisfies both boundary conditions and retains unit norm. Its derivative is $U_0^{\prime }=-\sqrt{2/\pi }\sin (x/2)/2$, givingUsing ${\sin }^2(x/2)=(1-\cos x)/2$,Therefore the affine-parameter Sturm-Liouville eigenvalue bound isThis is an upper bound for every $ϵ\ge 0$, not merely a small-parameter approximation. As a lower-bound check, $p\ge 1$ and the unperturbed variational minimum imply ${\mathcal{R}}_{ϵ}[v]\ge 1/4+ϵ$ for every admissible normalized $v$. Thus

The transformed endpoint values are $u(0,t)=0$ and $u(\pi ,t)=3$. Apply boundary lifting with $u=3x/\pi +w$. The lifted profile is linear, so $w_t=w_{xx}$ with homogeneous Dirichlet boundary conditions andFor separation of variables, put $w=X(x)T(t)$. Then $X^{\prime \prime }/X=T^{\prime }/T=-\lambda$. The endpoint conditions give nonzero spatial modes only for $\lambda =n^2$, $n=1,2,\dots$, with $X_n=\sin nx$ and $T_n=e^{-n^{2}t}$. Henceby orthogonality of the sine modes. Only the $n=2$ mode is present. Undoing both substitutions givesAt $t=0$ this has the prescribed initial profile, and at $x=\pi$ it is $3(t+1{)}^2$. Differentiating also verifies the original evolution equation directly.

Write $Y={\sum }_{n\ge 0}{b}_n{y}_n$ in the complete Sturm-Liouville eigenfunction expansion. To determine $b_m$, multiply the differential equation by $y_m$ and integrate. The Sturm-Liouville operator has the symmetry identitybecause both functions obey the homogeneous Dirichlet boundary conditions. Consequentlyso that $({\lambda }_m-\alpha )b_m=a_m$. The stipulated exclusion of every eigenvalue makes all denominators nonzero, and givesThis is the resolvent operator applied to $f$ in the weighted space. The same projection shows uniqueness: a homogeneous solution would have $({\lambda }_m-\alpha )b_m=0$ for every $m$, hence would vanish by completeness. For the regular problem the formula gives the solution in the operator domain when $f$ is square-integrable.

The domain is the three-dimensional upper half-space. Reflect the source point to ${\mathbf{r}}^{\prime \ast }=(x^{\prime },y^{\prime },-z^{\prime })$. The method of images places an opposite source at this reflected point, giving the Dirichlet image kernel for the three-dimensional modified Helmholtz equationOn $z=0$, the two Euclidean distances are equal, so the terms cancel exactly. The image lies outside the domain, so its contribution satisfies the homogeneous modified Helmholtz equation everywhere inside; only the original source contributes a Dirac delta. Both terms decay at infinity, including for $k=0$, and the homogeneous Dirichlet boundary condition follows.

Substitute $T=e^{-\nu t}R(r)$ into the axisymmetric heat equation and cancel the exponential:Thus the radial ordinary differential equation and its Sturm-Liouville form areThe weight in this Sturm-Liouville problem is therefore $\boxed{w=r}$. The outer Dirichlet boundary condition is $R(1)=0$, and the physical solution is regular at the centre. The factor $r$ in the weighted inner product is also the radial part of the polar area element.

For the linearly damped string, substitute $u(x,t)=X(x)T(t)$ and divide by $XT$:Thus separation of variables givesThe fixed-end Dirichlet boundary conditions require $X(0)=X(L)=0$. Nonzero solutions are $X_n(x)=\sin (n\pi x/L)$, with ${\alpha }_n=n\pi /L$, $n\ge 1$. Neither $\alpha =0$ nor a negative spatial eigenvalue produces a nonzero function obeying both endpoint conditions.

First decompose the initial $y$ dependence using ${\sin }^2(2\pi y/b)=[1-\cos (4\pi y/b)]/2$. Only the cosine indices $m=0$ and $m=4$ occur. Expand the remaining factor in a Fourier sine series:For $k_n=n\pi /a$, two integrations by parts giveThus even $n$ vanish, while $b_n=8a^2/(n^3{\pi }^3)$ for odd $n$. The nonzero double-series coefficients are $A_{n0}=b_n/2$ and $A_{n4}=-b_n/2$. Their separate heat-mode decay factors giveAt $t=0$ the bracket is $2{\sin }^2(2\pi y/b)$, which recovers the initial profile with the displayed sine coefficients. Each term satisfies the mixed Dirichlet boundary conditions and Neumann boundary conditions.

With $u=\cos \theta$, the boundary data have the finite Legendre polynomial expansionInside the sphere, every $r^{-\ell -1}$ term is singular at the origin and must be absent. Matching at $r=a$ therefore givesIn the exterior, decay at infinity excludes all $r^{\ell }$ terms, including the constant term at $\ell =0$. ThusBoth harmonic functions have the prescribed Dirichlet boundary condition, and each is finite throughout its own domain. The interior expression is regular even at the origin because $r\cos \theta =z$ and $r^2(3{\cos }^2\theta -1)=2z^2-x^2-y^2$. Uniqueness of the Dirichlet problem identifies these as the respective solutions. Their normal derivatives need not match: the two Dirichlet problems do not require a single harmonic function across the bounding sphere.

When $r=p^{\prime }$, write the differential expression in divergence form,Two integrations by parts give the Lagrange identity for a Sturm-Liouville operator:The $q$ terms cancel because $q$ is real. Hence the exact boundary criterion, in the sense of self-adjointness defined in the question, isAt regular endpoints, all separated homogeneous conditions of the following type satisfy it:with real coefficients, not both zero at either endpoint. The allowed value-and-flux pairs at an endpoint are proportional, so their determinant $p(f{g}^{\prime }-f^{\prime }g)$ vanishes. This includes Dirichlet boundary conditions, Neumann boundary conditions, Robin boundary conditions and arbitrary mixtures of these at the two ends.

Coupled conditions can also work: periodic conditions $y(b)=y(a)$ and $p(b)y^{\prime }(b)=p(a)y^{\prime }(a)$ make the two endpoint expressions equal; simultaneous minus signs give the antiperiodic case. Thus requiring each endpoint term separately to vanish is sufficient, but not necessary.

More generally, for regular endpoints set $Y=(y(a),y(b){)}^{\mathsf{T}}$ and $N=(-p(a)y^{\prime }(a),p(b)y^{\prime }(b){)}^{\mathsf{T}}$. All maximal homogeneous self-adjoint boundary conditions can be written $AY+BN=0$ with real two-by-two matrices satisfying $\mathrm{rank}(AB)=2$ and $A{B}^{\mathsf{T}}=B{A}^{\mathsf{T}}$. If an endpoint is singular, the relevant limiting boundary form and admissible domain must instead be specified; the assumption $p>0$ only in the interior does not itself fix those endpoint limits.

Fix one self-adjoint choice of separated homogeneous Dirichlet boundary conditions or Neumann boundary conditions at each endpoint. The stated product condition then makes the boundary term $[awy{y}^{\prime }{]}_{\alpha }^{\beta }$ vanish. Multiplication of $Ly=\lambda wy$ by $y$ and integration by parts giveHence define the quadratic functionalsand $\Lambda [y]=F[y]/G[y]$ for nonzero admissible $y$. The first expression for $F$ is linear in the operator $L$, and $G$ is linear in the weight $w$.

To prove the minimum statement, expand an admissible function in a complete weighted orthonormal system of eigenfunctions of the Sturm-Liouville problem, $y={\sum }_n{c}_n{y}_n$, with ordered eigenvalues ${\lambda }_0\le {\lambda }_1\le \cdots$. Self-adjointness and orthogonality of Sturm-Liouville eigenfunctions giveEquality is attained by a lowest eigenfunction, soThis is the Rayleigh-Ritz variational principle. The endpoint product condition is shorthand for fixed choices of boundary type: allowing each trial function to choose different endpoint types would not define one fixed self-adjoint eigenvalue problem.

For the added trial term $q_n=x^n{e}^{-Ax}$, the left Dirichlet boundary condition is automatic for a positive integer $n$. At the right endpoint,To preserve $y^{\prime }(1)=0$ for an arbitrary variational coefficient $C$, choose $\boxed{A=n}$. Then minimize the Rayleigh quotient of $x{e}^{-x}+C{x}^n{e}^{-nx}$ over $C$.

Since $C=0$ remains available, this optimization cannot worsen the original upper bound. For $n=1$, the added function is a multiple of the first trial, so the quotient does not change: an independent choice $n\ge 2$ is needed for extra freedom. More generally, several such functions form the exponential-polynomial trial space for a mixed Sturm-Liouville problem, and the Rayleigh-Ritz method reduces minimization to a small generalized eigenvalue problem.

For spherical symmetry the angular mode is $\ell =0$. Put $u(t,r)=r\psi (t,r)$. Direct differentiation givesso the radial heat equation in three dimensions becomes the ordinary one-dimensional heat equation $u_t=\kappa u_{rr}$. Since $r_{\pm }>0$, the zero endpoint temperatures become $u(t,r_{\pm })=0$.

Write $L=r_{+}-r_{-}$. The two initial sine modes already satisfy these Dirichlet boundary conditions; their squared wave numbers are $(\pi /L{)}^2$ and $(2\pi /L{)}^2$. Each therefore evolves independently with its corresponding exponential decay. Dividing back by $r$ givesAt $t=0$ the initial profile is recovered, and each sine is zero at both endpoints. The first mode decays four times more slowly in its exponential rate than the second. This is the two-mode instance of the spherical-shell heat equation via radial rescaling; uniqueness follows, for example, by applying the heat equation energy identity to the difference of two solutions.

Two integrations by parts give the boundary form of the Sturm-Liouville operator:The interior terms cancel because $p,q$ are real. Thus the required endpoint condition isFor a regular interval, a standard self-adjoint domain is specified by one real homogeneous Robin boundary condition at each endpoint:where neither pair of real constants is identically zero. At each end, these conditions force the two boundary data vectors of $f,g$ to be proportional, making the displayed form zero. Dirichlet boundary conditions and Neumann boundary conditions are the cases $B=0$ and $A=0$. Coupled conditions also work, for example $y(a)=y(b)$ and $p(a)y^{\prime }(a)=p(b)y^{\prime }(b)$, whose two endpoint contributions cancel. Self-adjointness uses the maximal common domain with these conditions, not an arbitrary smaller symmetric restriction.

The weighted inner product must be nondegenerate. The usual interpretation is $w>0$ almost everywhere, allowing isolated endpoint zeros as in part (b), with the operator defined on its appropriate weighted domain. Merely allowing a weight that is zero on an entire interval would not by itself define the stated operator or a positive-definite inner product on ordinary functions.

Reflect the source across the plane, defining ${\mathbf{r}}^{\prime \ast }=(x^{\prime },y^{\prime },-z^{\prime })$ for an interior point $z^{\prime }>0$. Superpose the direct Green function from part (b) and an image of opposite sign:The direct term supplies the delta source in the upper half-space; the image singularity lies outside that domain and contributes no source there. On $z=0$ the two distances are equal, so the terms cancel, giving homogeneous Dirichlet boundary conditions. Both decay at infinity, which is the additional condition selecting this half-space solution. This is the method of images realization of the Dirichlet image kernel for the three-dimensional modified Helmholtz equation. It includes the unscreened case $k=0$.

Transform only the time variable. Two integrations by parts give ${\mathcal{F}}_t[y_{tt}]=(i\omega {)}^2\tilde{y}=-{\omega }^2\tilde{y}$, when the ordinary transform boundary terms vanish; the same derivative rule holds for tempered distributions. Spatial derivatives and the fixed spatial delta commute with the transform. ThusorThe spatial Dirichlet boundary conditions transform to $\tilde{y}(\omega ,0)=\tilde{y}(\omega ,L)=0$.

Choose homogeneous Dirichlet boundary conditions $\psi (a)=\psi (b)=0$, and take a nonzero real admissible trial $\psi$. Write the numerator as $F[\psi ]$ and denominator as $G[\psi ]>0$. For an endpoint-zero variation $\eta$, integration by parts givesThus the first variation of the Rayleigh quotient isBy the fundamental lemma of the calculus of variations, stationarity is equivalent toConversely, multiplying an eigenfunction equation by $\psi$ and integrating gives $F=\lambda G$, so its first variation vanishes. This establishes the equivalence for the chosen Sturm-Liouville problem. Homogeneous Neumann boundary conditions, or a mixed Dirichlet-Neumann pair, also cancel the boundary term; general Robin boundary conditions require adding the corresponding boundary contribution to the numerator.

The original PDF has a typographical omission: its displayed equation has $\lambda w(x)$ rather than $\lambda w(x)y(x)$ on the right. Taken literally, it is an inhomogeneous boundary value problem, not the stated Sturm-Liouville problem. The quotient and the later eigenfunction expansion identify the intended equation, which the following derivation produces explicitly.

Choose homogeneous Dirichlet boundary conditions $y(a)=y(b)=0$ and a nonzero real admissible $y$. Then $G[y]>0$ because $w>0$. For an endpoint-zero variation $\eta$, integration by parts givesThe first variation of the Rayleigh quotient is thusBy the fundamental lemma of the calculus of variations, stationarity is equivalent toConversely, multiply this corrected eigenvalue equation by $y$ and integrate. The same boundary cancellation gives $F[y]=\lambda G[y]$, so the first variation vanishes. This proves the requested equivalence for the intended equation. Homogeneous Neumann boundary conditions, or a Dirichlet condition at one end and a Neumann condition at the other, also eliminate the boundary term. General Robin boundary conditions would require the corresponding boundary contribution in the numerator.

The two homogeneous Dirichlet boundary conditions on $x$ force negative separation constants. The initial profile is an even function, so only the even sine-family eigenfunctions are needed:They obey $X_m(\pm 1)=0$ and ${\int }_{-1}^1{X}_m{X}_{n}dx={\delta }_{mn}$. Odd eigenfunctions have zero projection onto the even initial data. Hence the initial coefficients areThe desired eigenfunction expansion is thereforeAt $y=0$ this is the Fourier series of $1-x^2$ on the interval; its coefficients are absolutely summable. Each term satisfies the partial differential equation and side conditions. For $y>0$ the additional Gaussian decay in $m$ justifies termwise differentiation. Since $k_m^2+1>0$ and $e^{\cos y-1}\le 1$, the whole series decays uniformly as $y\to \infty$.

The weight cancels the denominator in the Sturm-Liouville operator. Two integrations by parts, with real $p,q$, give the Lagrange identity for a Sturm-Liouville operatorThus the boundary form must vanish for every pair in the operator domain:Separated real Robin boundary conditions $A_{s}y(s)+B_{s}p(s)y^{\prime }(s)=0$ at $s=a,b$, with $(A_s,B_s)\ne (0,0)$, make each endpoint contribution vanish. This includes Dirichlet boundary conditions and Neumann boundary conditions. Coupled conditions can also work: periodic $y(a)=y(b)$ and $p(a)y^{\prime }(a)=p(b)y^{\prime }(b)$ cancel the two endpoint contributions. For the regular problem, imposing a complete pair of such self-adjoint boundary conditions gives a self-adjoint differential operator; the displayed identity is the boundary-form criterion.