Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2002 / Paper 1 / 7

Multiply the differential equation by $-p(x)$ and compare the coefficients of $y^{\prime \prime }$ and $y^{\prime }$ with $-(p{y}^{\prime }{)}^{\prime }=-p{y}^{\prime \prime }-p^{\prime }{y}^{\prime }$. The required integrating factor satisfies $p^{\prime }=-bp$. Thus one may takeThen $-(p{y}^{\prime }{)}^{\prime }+qy=\lambda wy$, the desired Sturm-Liouville form, with the same homogeneous Dirichlet boundary conditions. A common positive constant multiplying $p,q,w$ is immaterial. For the usual regular Sturm-Liouville problem one also assumes real sufficiently regular coefficients and $d>0$, ensuring $p,w>0$.

Mixed endpoint spectrum. For $y^{\prime \prime }+\lambda y=0$, integration against $y$ and integration by parts, using $y(0)=0,y^{\prime }(\pi /2)=0$, gives $\lambda \int y^2=\int (y^{\prime }{)}^2>0$ for every nonzero real eigenfunction. Thus $\lambda =k^2>0$ and the first condition makes $y=A\sin (kx)$. The second requires $\cos (k\pi /2)=0$, so $k=2n+1$, $n\ge 0$. Sincethe normalized eigenfunctions and eigenvalues areThe orthogonality also follows by applying integration by parts to two different eigenfunctions of the same self-adjoint differential operator.

Forced expansion. Let $k_n=2n+1$ and write $x=\sum f_n{u}_n$, $y=\sum c_n{u}_n$. The Fourier coefficients of the forcing arebecause the boundary cosine vanishes and $\sin (k_n\pi /2)=(-1{)}^n$. Applying $d^2/d{x}^2+\kappa$ to the eigenfunction expansion gives $(\kappa -k_n^2)c_n=f_n$. Since $\kappa$ is not an eigenvalue,The coefficients are $O(k_n^{-4})$, so the series and its first two differentiated series converge absolutely and uniformly on the interval. Each term satisfies the two endpoint conditions, and $y^{\prime \prime }+\kappa y$ equals the mixed-endpoint Fourier series of $x$. The forcing coefficients are $O(k_n^{-2})$, giving uniform convergence of that series as well. Uniqueness follows because the homogeneous problem has a nonzero solution only at one of the excluded eigenvalues.

Odd fourth-power sum. Set $\kappa =0$. Direct integration of $y^{\prime \prime }=x$, with the same endpoint conditions, givesAt $x=\pi /2$, the eigenfunction expansion instead gives $y(\pi /2)=-(4/\pi ){\sum }_{n\ge 0}{k}_n^{-4}$. Equating the two values yieldsAbsolute and uniform convergence justify evaluation at the endpoint.