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Choose a complete orthonormal system of eigenfunctions ${\varphi }_n$ for the self-adjoint problem. Expand $f={\sum }_n{f}_n{\varphi }_n$ and $y={\sum }_n{c}_n{\varphi }_n$, withSubstitution into $Ly=f$ gives ${\lambda }_n{c}_n=f_n$. Since no eigenvalue is zero, the Sturm-Liouville eigenfunction expansion isFor eigenfunctions not normalized to one, divide each term additionally by $⟨{\varphi }_n,{\varphi }_n⟩$. The expansion is understood in the weighted function space and, with sufficient data regularity, in the operator domain. A zero eigenvalue would instead require its corresponding source coefficient to vanish and would leave an arbitrary homogeneous component.

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.

Use the normalized eigenfunctions and their weighted inner product ${\int }_a^{b}w\overline{{\psi }_m}{\psi }_{n}dx={\delta }_{mn}$. Orthogonality givesFor complex trials, $F$ means the corresponding Hermitian quadratic form with $|{\psi }^{\prime }{|}^2,|\psi {|}^2$; it agrees with the displayed functional on real trials. If $a_0\ne 0$, division by $|a_0{|}^2$ yieldsSince ${\lambda }_n\ge {\lambda }_0$, this is at least ${\lambda }_0$. The Rayleigh-Ritz variational principle therefore gives an upper bound from any admissible trial, improved by minimizing over trial parameters or enlarging the trial space. Equality holds when the trial is entirely in the lowest eigenspace.

The displayed ratio using $b_n$ presupposes $a_0\ne 0$. If $a_0=0$, use the undivided quotient $\sum {\lambda }_n|a_n{|}^2/\sum |a_n{|}^2$ instead; the same upper-bound argument still applies. No ground-state coefficient can be divided out in that case.

Use separation of variables in the form $u=X(x)T(t)$, with $T^{\prime }/T=X^{\prime \prime }/X=-\lambda$. Then $T=e^{-\lambda t}$ and the spatial Sturm-Liouville problem isThese real separated Robin boundary conditions give a self-adjoint differential operator, so the eigenvalues are real. All three sign cases must be considered.

If $\lambda ={\mu }^2>0$, write $X=A\cos \mu x+B\sin \mu x$. The first condition gives $B=A/\mu$, while the second reduces toThus $\mu =n\pi$, and scaling the eigenfunction gives $V_n=n\pi \cos (n\pi x)+\sin (n\pi x)$.

If $\lambda =0$, then $X=A+Bx$. The first condition gives $B=A$, and the second gives $B=A+B$, so $A=B=0$; there is no zero eigenvalue.

If $\lambda =-{\kappa }^2<0$, write $X=A\cosh \kappa x+B\sinh \kappa x$. The first condition gives $B=A/\kappa$, and the second becomesHence $\kappa =1$, giving the single negative eigenvalue $-1$ and spatial eigenfunction $e^x$. Completeness of this regular Sturm-Liouville problem now givesThis is Robin diffusion with a growing mode. The growth is compatible with the stated conditions: they prescribe the same coordinate derivative at both ends, not identical dissipative outward-normal conditions.

Project the initial condition onto the orthogonal spatial eigenfunctions. Their squared norms in the ordinary inner product areThe latter follows from the integrals of ${\cos }^2(n\pi x)$ and ${\sin }^2(n\pi x)$ being $1/2$, with the sine-cosine cross term zero. ThereforeFor square-integrable data the expansion converges to the data in the L2 norm at $t=0$; for $t>0$ the decaying high modes are smoothed. Initial data with zero $e^x$ projection have no growing term.

Use the normalized eigenfunctions with the stated weighted inner product. Orthogonality gives $G[\hat{y}]={\sum }_n|c_n{|}^2$. The corrected Sturm-Liouville problem and the vanishing boundary term giveFor a complex trial the numerator means $\int (p|{\hat{y}}^{\prime }{|}^2+q|\hat{y}{|}^2)dx$, agreeing with the given formula for real trials. ThereforeIt is a convex combination of the eigenvalues, with equality only for a trial proportional to the lowest eigenfunction. The Rayleigh-Ritz variational principle consequently estimates ${\lambda }_0$ by choosing a nonzero admissible trial family and minimizing this quotient over its parameters:The result is an upper bound. A more flexible trial space can lower it, while equality requires that the exact lowest eigenfunction belong to the trial space. One need not know the expansion coefficients to calculate the quotient directly from the trial function.

Use separation of variables, $u=X(x)Y(y)$, and divide by $XY$ where nonzero. A real separation constant $\kappa$ givesso $X^{\prime \prime }=\kappa X$ and $Y^{\prime }=(\kappa -1-\sin y)Y$. Normalizing the second factor to one at zero givesThe spatial ordinary differential equation has three types of real solution:Products $X{Y}_{\kappa }$ are the separated eigenfunctions. The negative, zero and positive separation constants give trigonometric, linear and hyperbolic function forms respectively. There is no discrete quantization until boundary conditions on $x$ are supplied. Since $\cos y-1$ is bounded, the envelope of $Y_{\kappa }$ decays for $\kappa <1$, grows for $\kappa >1$, and is bounded and periodic for $\kappa =1$. The scalar prefactor can also be derived by removing a variable scalar reaction rate by an integrating factor.

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 $y\to \infty$.

First, setting $f=g=y_n$ in the self-adjoint operator identity shows that ${\lambda }_n⟨y_n,y_n{⟩}_w$ is real, so every eigenvalue is real. For two eigenfunctions,Distinct eigenvalues therefore implyThis is orthogonality of Sturm-Liouville eigenfunctions.

Use a logarithmic change of variable in a Sturm-Liouville problem: set $t=\log x$ and $Y(t)=y(e^t)$. The chain rule givesThe endpoint conditions become $Y(0)=Y(1)=0$. Multiplying $-Y^{\prime \prime }=(\lambda +1)Y$ by $Y^{\ast }$ and integrating shows that $\lambda +1>0$ for a nonzero solution. Put $\mu =\sqrt{\lambda +1}$. The first endpoint selects $Y=A\sin (\mu t)$ and the second requires $\mu =n\pi$, $n\ge 1$. HenceThese eigenfunctions are orthonormal in the specified weighted inner product, because $w(x)dx=dx/x=dt$ and

A single-valued potential must be $2\pi$-periodic in $\theta$. For a separated solution $\Phi =F(r)H(\theta )$, the Laplace equation in polar coordinates becomesThe periodic angular eigenvalue problem has $\mu =n^2$, $n\ge 0$: its nonconstant eigenfunctions are $\cos n\theta ,\sin n\theta$. Negative $\mu$ gives exponentials that cannot be periodic, and $\mu =0$ gives only a constant angular factor. For $n\ge 1$, the radial Cauchy-Euler equation $r^2{F}^{\prime \prime }+r{F}^{\prime }-n^{2}F=0$ gives $F=A{r}^n+B{r}^{-n}$. At $n=0$ the two radial solutions are $1$ and $\log r$. Superposition therefore givesThe expansion is interpreted on an annulus where the harmonic function is defined; particular boundary conditions determine its constants and convergence region. Single-valuedness is essential: allowing a cut in the angular domain would also permit nonperiodic angular solutions.

Use the standard regular Sturm-Liouville problem hypotheses: positive weight $w$, real coefficients, and real self-adjoint boundary conditions. The positive weight and boundary-domain assumptions are implicit in the requested real orthonormal basis; real differential coefficients alone would not guarantee them for arbitrary complex boundary conditions.

Multiply the eigenfunction equation by $\overline{y_n}$ and integrate. By self-adjointness, the number ${\int }_a^b\overline{y_n}\mathcal{L}{y}_{n}dx$ is real, whereasThe second integral is strictly positive, so $\boxed{{\lambda }_n\in \mathbb{R}}$. Because the coefficients and boundary conditions are real, the real and imaginary parts of any complex eigenfunction separately obey the same equation and conditions. At least one is nonzero, so a real eigenfunction can be chosen. More generally, each eigenspace has a real basis, which can be orthonormalized using the weighted inner product.

The orthogonality of Sturm-Liouville eigenfunctions, with normalization chosen to one, isFor the real choice, omit the complex conjugate.

Apply separation of variables with $\rho (x,t)=X(x)T(t)$ and temporal factor $T=e^{-\lambda t}$. The spatial eigenvalue equation isThe nontrivial solutions of these Dirichlet boundary conditions are sine eigenfunctions. Normalizing in the usual inner product on $(0,L)$ giveswith ${\int }_0^L{\psi }_n{\psi }_{m}dx={\delta }_{nm}$. The superposition principle and the Fourier sine series then giveThe constants are the initial-data coefficients $a_n={\int }_0^L\rho (x,0){\psi }_n(x)dx$. Here physical diffusion means $D>0$.

The smallest decay-rate eigenvalue is ${\lambda }_1=D{\pi }^2/L^2-\gamma$, so the threshold isBecause $0<x_0<L$, $a_1>0$. For every fixed interior point $0<x<L$, the first sine eigenfunction is positive and the remaining terms have strictly faster decay relative to it. HenceOne can justify the relative-error limit directly: after factoring out the first exponential, the absolute remainder is bounded by $(2{\rho }_0/L){\sum }_{n\ge 2}{e}^{-D{\pi }^2(n^2-1)t/L^2}$, which tends to zero. Thus $\boxed{\rho \to 0\text{ if }\gamma <{\gamma }_c}$, and $\boxed{\rho (x,t)\to +\infty \text{ for each interior }x\text{ if }\gamma >{\gamma }_c}$. The boundary values stay zero. At equality the first term is stationary and the density approaches its positive sine profile.

Apply the identity from (c) to the two real eigenfunctions. The equations of their Sturm-Liouville problem giveSince the eigenvalues differ,This is orthogonality in the weighted inner product.

The Fourier orthogonality relation on this angular interval isProjecting the outer boundary condition onto each angular eigenfunction givesThe solution is unique in the class of bounded harmonic functions with the prescribed boundary trace. For continuous boundary data, the difference of two solutions is zero on the boundary and bounded at the vertex, so the maximum principle for harmonic functions makes it zero throughout the sector. Equivalently all its Fourier sine series coefficients vanish. The usual convergence interpretation applies if the data are only piecewise smooth.

Take nonzero real trial functions $y$ with $y,y^{\prime }$ square-integrable and sufficient decay for integration by parts. For a compactly supported variation $y\mapsto y+\epsilon \eta$, the first variations areThe quotient rule for the functional then yieldsBy the fundamental lemma of the calculus of variations, stationarity for all such $\eta$ is equivalent toConversely, multiplying a decaying eigenfunction equation by $y$ and using integration by parts gives $F[y]=EG[y]$, so its Rayleigh quotient equals $E$ and its first variation vanishes. Thus the stationary values of the functional are the energy eigenvalues. The word "extrema" in the question includes stationary points here: higher eigenfunctions can be saddle points of the unrestricted Rayleigh quotient.

The Rayleigh-Ritz variational principle givesChoose an admissible trial family, calculate its Rayleigh quotient, and minimize over its parameters to obtain the best upper bound within that family. Equality holds for the exact ground state; a restricted family generally gives only an upper bound.

The fastest temporal growth occurs for the lowest spatial eigenvalue, with $p=q=r=1$. Its growth rate isFor a generic initial condition its coefficient is nonzero, so this term determines the long-time behavior. In fact, every nonzero, nonnegative initial density has $a_{111}>0$, since the product of the three first sine eigenfunctions is strictly positive in the interior. ConsequentlyFor $L<L_{\mathrm{crit}}$ every term decays. At equality the first term is stationary and all higher terms decay: equality does not produce exponential growth. This is a reaction-diffusion equation threshold arising from competition between production and loss through the Dirichlet boundary condition.

Multiplication by $x^2$ gives the Sturm-Liouville formso the weight is $w(x)=x^2$. Use the weighted inner product $⟨f,g{⟩}_w={\int }_0^{\pi /2}{x}^2\overline{f}gdx$ and the Sturm-Liouville operator $L=-x^{-2}(x^{2}d/dx{)}^{\prime }$. Integration by parts gives its boundary form:The upper endpoint term vanishes by the Dirichlet boundary conditions, and the lower one vanishes for the regular solutions. More precisely, the radial Dirichlet spectrum in three dimensions identifies $L$ under the unitary transformation $v=xu$ with $-v^{\prime \prime }$ on $(0,\pi /2)$ with zero endpoint values; this specifies the self-adjoint realization at the singular endpoint as well as proving the formal identity.

For eigenfunctions $u_a,u_b$ with different eigenvalues, the same identity gives $({\lambda }_b-{\lambda }_a)⟨u_a,u_b{⟩}_w=0$. Taking real eigenfunctions proves the required orthogonality of Sturm-Liouville eigenfunctions.

For $u^{(m,n)}(x,y)=\sin (m\pi x)\sin (n\pi y)$, direct differentiation yieldsSince the planar Laplacian is $\Delta ={\partial }_{xx}+{\partial }_{yy}$, the required eigenvalue of $-\Delta +I$ isOn the sides $x=0,1$ the first sine factor vanishes, and on $y=0,1$ the second sine factor vanishes. Thus the homogeneous Dirichlet boundary condition holds on the whole boundary. The eigenfunction is nonzero, for instance at $(x,y)=(1/(2m),1/(2n))$, where its value is one.