Codex @codex  0

Multiply the equation for $y_n$ by $y_m$ and the equation for $y_m$ by $y_n$, then subtract. The common $h$ terms cancel, and integration by parts gives the Lagrange identity for a Sturm-Liouville operator:At each endpoint the two pairs $(y_n^{\prime },y_n)$ and $(y_m^{\prime },y_m)$ satisfy the same nontrivial homogeneous linear equation. They therefore lie on the same one-dimensional line, and their determinant vanishes. The boundary expression is zero. Since the eigenvalues are distinct, division gives the required orthogonality of Sturm-Liouville eigenfunctions:For complex-valued eigenfunctions of a real self-adjoint problem one may choose real eigenfunctions, or use the conjugated version as a weighted inner product.

Use the weighted inner product $⟨f,g{⟩}_w={\int }_a^{b}w(x)\overline{f(x)}g(x)dx$ with positive weight $w$. For a self-adjoint operator $L$ and nonzero eigenfunction $Ly=\lambda y$, self-adjointness gives $\lambda ⟨y,y{⟩}_w=⟨y,Ly{⟩}_w=⟨Ly,y{⟩}_w=\overline{\lambda }⟨y,y{⟩}_w$. The positive norm therefore forces $\lambda$ to be real. For two eigenfunctions of distinct eigenvalues, the same calculation gives $({\lambda }_2-{\lambda }_1)⟨y_1,y_2{⟩}_w=0$, proving their orthogonality.

The Chebyshev differential equation takes the Sturm-Liouville formIts operator is $Ly=-(1-x^2)y^{\prime \prime }+x{y}^{\prime }$, so $Lx=x$ as required. For $y=x^3+Bx$, direct substitution gives $Ly=9x^3+(B-6)x$. Comparing coefficients yieldsExplicitly, using $x=\cos \theta$,The endpoints are singular because $p$ vanishes and $w$ diverges there. The polynomial solutions use the natural condition $p{y}^{\prime }\to 0$ at each end; under $x=\cos \theta$ these are the Neumann eigenfunctions of the Chebyshev differential operator, proportional to $\cos (n\theta )$. They differ from the zero-value endpoint realization of the same differential expression.

Use the real weighted inner product $⟨u,v{⟩}_w={\int }_a^{b}wuvdx$ and the energy bilinear form $B(u,v)={\int }_a^b(p{u}^{\prime }{v}^{\prime }+quv)dx$. Integration by parts, the endpoint conditions, and the Sturm-Liouville problem giveThus orthonormality in the stated expansion givesand hence the Rayleigh quotientThe expansion is understood for nonzero admissible functions with finite norm and energy.

For a general endpoint-preserving variation $y+\epsilon \eta$, explicitlysoThe fundamental lemma of the calculus of variations shows that stationarity is exactly the eigenvalue equation with $\lambda =\Lambda$. Conversely an eigenfunction has vanishing first variation and quotient equal to its eigenvalue. Completeness gives the same weighted-average formula for any nonzero admissible expansion, even one with zero ground-state coefficient. Since every ${\lambda }_i\ge {\lambda }_0$,This is the Rayleigh-Ritz variational principle.

For the interval problem, the normalized Dirichlet eigenfunctions and their eigenvalues, with the paper's zero-based indexing, areFor $u=x(1-x)$, direct integration gives $F={\int }_0^1(1-2x{)}^{2}dx=1/3$ and $G={\int }_0^1{x}^2(1-x{)}^{2}dx=1/30$. ThereforeThe sine expansion and Rayleigh quotient of a parabolic Dirichlet trial follow from the coefficient integralConsequently the requested expansion hasEquivalently $u=(8/{\pi }^3){\sum }_{n\ge 1,n\text{ odd}}\sin (n\pi x)/n^3$. In particular $c_1=0$: the first excited eigenfunction $\sqrt{2}\sin (2\pi x)$ is antisymmetric about $1/2$, whereas the trial function is symmetric. Since $10-{\pi }^2>0$, the final ratio is exactlyThe first nonzero correction is $c_2=1/27$, not $c_1$. Reindexing only the nonzero terms would change the meaning of the requested ratio and is not used here.

The appropriate weighted inner product and Sturm-Liouville operator areFor two functions obeying the endpoint conditions, integration by parts gives the Lagrange identity for a Sturm-Liouville operatorAt $R$, both $u$ and $v$ vanish. At $1$, the factor $x(x-1)$ tends to zero while the functions and their first derivatives remain bounded. Thus the boundary form vanishes at both ends.

This gives the regular self-adjoint differential operator realization: its singular-end condition is ${\lim }_{x\downarrow 1}x(x-1)v^{\prime }=0$, together with $v(R)=0$. The bounded classical eigenfunctions satisfy exactly this no-log choice. More precisely the operator domain is the maximal differential-operator domain in the weighted space with these separated endpoint conditions; the preceding calculation verifies its self-adjoint boundary form, rather than merely the differential expression's formal symmetry.

For real eigenfunctions $y_i,y_j$, multiply their Sturm-Liouville problems crosswise and subtract. Integration givesAt $R$, both eigenfunctions vanish, while at $1$ their bounded values and bounded first derivatives multiply a factor tending to zero. The right side is zero. Distinct eigenvalues therefore give the orthogonality of Sturm-Liouville eigenfunctionsFor complex eigenfunctions, replace $y_i$ by $\overline{y_i}$, in accordance with the weighted inner product.

Translate the generalized coordinates so that the equilibrium is at zero. Its potential gradient vanishes, and its quadratic potential energy is $q^T\mathsf{V}q/2$, where $\mathsf{V}$ is the symmetric Hessian matrix. The Euler-Lagrange equations for small motion areA normal mode has fixed component ratios, $q(t)=v\cos (\omega t+\varphi )$, withThe angular frequency $\omega$ is its eigenfrequency. A zero mode instead admits a constant or linear time factor. For modes $v_{\alpha },v_{\beta }$, symmetry givesHence mass-matrix orthogonality of normal modes isWithin a degenerate eigenspace, a basis can be chosen orthogonal in this positive weighted inner product.

For three masses connected pairwise, the exact energies areA fixed common translation $x_i\mapsto x_i+a$ preserves all differences and velocities. A fixed rigid rotation $x_i\mapsto Q{x}_i$ preserves their Euclidean norms. Thus both energies have these symmetries. Here the transformation is fixed in time; a moving reference frame would change the kinetic energy. Every equilateral configuration of side $\sqrt{3}$ has zero spring extensions, hence zero force and minimum potential, proving that it is an equilibrium.

For the specified displacement coordinates, writeThe exact potential is $V=(k/2){\sum }_{ij=12,13,23}(d_{ij}-\sqrt{3}{)}^2$. For an equilibrium edge vector $d$ and small perturbation $\delta d$,Thus only each first-order extension is needed for the quadratic potential. These extensions, with an immaterial sign choice for the horizontal edge, areConsequently $V_2=(k/2)(s_1^2+s_2^2+s_3^2)$, with remainder $O(|q{|}^3)$. If $s=Bq$, then $\mathsf{V}=k{B}^{T}B$. Expanding the squares givesThe small-oscillation mass and stiffness matrices are $\mathsf{T}=m{I}_6$ and the displayed $\mathsf{V}$. Hence

The two common translations give zero-mode vectorsAn infinitesimal counterclockwise rotation sends each equilibrium vertex $r_i$ to $J{r}_i$, where $J(x,y)=(-y,x)$. Therefore a third zero-mode vector isEach vector makes all three $s_j$ vanish, so lies in the kernel of a linear map $B$ and therefore in the kernel of $\mathsf{V}$. The rows of $B$ are independent: the $q_4$ and $q_6$ entries first force the coefficients of its last two rows to vanish, then the first coefficient vanishes. Thus $\mathrm{rank}B=3$, and the rank-nullity theorem proves that these are exactly the three zero modes.

For radial motion takeso that $x_i(t)=(1+a(t))r_i$ to first order. The force on mass $i$ is $-ka{\sum }_{j\ne i}(r_i-r_j)=-3ka{r}_i$, since ${\sum }_i{r}_i=0$. Newton's equation therefore gives $m\ddot{a}=-3ka$. Equivalently $\mathsf{V}{v}_b=3k{v}_b$. Hence the breathing normal mode hasAll three masses move radially outward together, then inward together, preserving the triangular shape. The remaining two normal modes of an equilateral spring triangle are shear deformations with squared frequency $3k/(2m)$; together with the breathing mode and three rigid zero modes they account for all six degrees of freedom.

For two real eigenfunctions, multiply the equation for $y_n$ by $y_m$ and the equation for $y_m$ by $y_n$, then subtract. The $q$ terms cancel. The resulting Lagrange identity for a Sturm-Liouville operator isIntegrating first over $[ϵ,R]$ and then taking the endpoint limits givesThe needed assumptions are that the improper integral exists and that the displayed boundary expression tends to zero at both endpoints. Bounded $y_m,y_n$ and their first derivatives are sufficient because $p\to 0$, but are stronger than necessary. Merely knowing that $p\to 0$ does not control arbitrarily growing eigenfunctions. With the vanishing boundary form and distinct eigenvalues, division by ${\lambda }_n-{\lambda }_m$ proves orthogonality of Sturm-Liouville eigenfunctions:For complex eigenfunctions in a real self-adjoint differential operator problem, use $\overline{y_m}$ instead, giving the corresponding weighted inner product.

Multiplying the particular equation by $e^{-x}$ puts it in Sturm-Liouville form:ConsequentlyIts polynomial eigenfunctions are the Laguerre polynomials. Products of these polynomials, with or without one derivative, grow only algebraically at infinity. The exponential in $p$ therefore makes the boundary form vanish there; its factor $x$ makes it vanish at zero. Their orthogonality is thus

For $\lambda =1$, substitution of $Ax+B$ gives $A+B=0$. For $\lambda =2$, substitution of $A{x}^2+Bx+C$ gives $4A+B=0$ and $B+2C=0$. Choosing $y_n(0)=1$, which fixes the otherwise arbitrary nonzero multiplicative constants, yieldsTheir product is $1-3x+\frac{5}{2}{x}^2-\frac{1}{2}{x}^3$. Using the Gamma function identity ${\int }_0^{\infty }{x}^k{e}^{-x}dx=k!$, also obtainable by repeated integration by parts, verifies the required orthogonality directly:

For a regular self-adjoint problem with a lowest eigenvalue and a complete orthonormal eigenbasis in the weighted inner product, expand an admissible trial function as $\psi ={\sum }_j{c}_j{\psi }_j$. ThenThe Rayleigh-Ritz variational principle therefore provides the upper boundChoose a family satisfying the essential boundary conditions and finite energy, evaluate the quotient, and minimize over its parameters. Enlarging the trial family can only improve or preserve the bound; equality is attained if it includes an exact ground eigenfunction. For a finite linear trial space, this becomes a generalized matrix eigenvalue problem.

For real positive weight $w$, the weighted inner product isThe functions must have finite weighted norm; the conjugate is omitted for real functions. Multiplying the differential equation by $x{e}^{-x}$ givesThus the Sturm-Liouville form has $p=x{e}^{-x}$, $q=0$ and $w=e^{-x}$. With the positive-sign spectral convention defineThe existing Laguerre differential operator on polynomials uses the opposite operator $L=-\mathcal{A}$, with eigenvalues $-n$; keeping this sign convention explicit avoids confusing the two descriptions.

For admissible $f,g$, integration by parts givesThe boundary form must vanish for every pair in the self-adjoint domain. In the usual regular-at-zero Laguerre realization one imposes ${\lim }_{x\downarrow 0}x{e}^{-x}{y}^{\prime }=0$, excluding the logarithmic branch; at infinity one uses the weighted square-integrable domain with vanishing boundary form. A condition $y(\infty )=0$ would be inappropriate for polynomial eigenfunctions. For any pair of polynomials, the factor $x$ makes the boundary form zero at zero, while the exponential beats all polynomial growth at infinity. These functions also have finite weighted norms.

Self-adjointness yields $(n-m)⟨y_m,y_n{⟩}_w=0$, giving orthogonality of Sturm-Liouville eigenfunctions:For the specified polynomials, direct differentiation gives $\mathcal{A}u=u$ and $\mathcal{A}v=3v$. Hence their eigenvalues in the displayed convention are 1 and 3, respectively, or −1 and −3 for $L=-\mathcal{A}$.

To find the quadratic, put $h=a{x}^2+bx+c$. The equation $x{h}^{\prime \prime }+(1-x)h^{\prime }+2h=0$ reduces to $(4a+b)x+(b+2c)=0$. Thus $b=-4a$, $c=2a$. Since $h(1)=-a=1$,These are scalar multiples of the Laguerre polynomials of degrees one, three and two.

For $n=0$, the first integral is $x{e}^{-x}{y}^{\prime }=C$, so all solutions with the prescribed interior normalization areTwo independent choices areThey both equal one at $x_0$, and their Wronskian is $e^x/x\ne 0$. For sufficiently large $x$, the last unit interval contributes at least $e^{x-1}/x$, proving that $y_2\to \infty$. These are the zero-eigenvalue solutions of the Laguerre differential equation, with the second expressible through the exponential integral. It also has a logarithmic singularity at zero and is not an admissible polynomial or weighted square-integrable eigenfunction. An interior value alone does not enforce the endpoint conditions of the spectral problem.

Use the weighted inner productMultiply the equation for $R_n$ by ${\overline{R}}_m$, subtract the complex conjugate equation for $R_m$ times $R_n$, and integrate. Since the eigenvalues are real,The boundary term vanishes as before. Thus eigenfunctions with distinct eigenvalues are orthogonal. The full disk inner product differs only by the angular factor $2\pi$.

The time dependence gives $u_{tt}=-{\omega }^{2}u$, and the angular derivative vanishes for these radial normal modes. The Laplacian in polar coordinates therefore yieldsMultiplication by $r$ puts the Sturm-Liouville problem in the formThe relevant self-adjoint operator is $\mathcal{A}R=-r^{-1}(r{R}^{\prime }{)}^{\prime }$ in the weighted inner product with weight $r$. A physical displacement is regular at the origin, excluding the logarithmic singular solution. In particular $R$ is bounded and $r{R}^{\prime }\to 0$ there; regular eigenfunctions also have $R^{\prime }(0)=0$. This origin condition is needed in addition to the fixed outer boundary.

Multiply the differential equation by $(1-x^2{)}^{-1/2}$. Sincethe Sturm-Liouville form isThe weighted inner product is consequently $⟨u,v{⟩}_w={\int }_{-1}^1{u}^{\ast }vdx/\sqrt{1-x^2}$. These endpoints are singular: $p$ vanishes and $w$ diverges, though $w$ is integrable. The required boundedness of $y,y^{\prime }$ makes the boundary factors $p{y}^{\prime }$ vanish, which is the fact needed in the integration identities below.

The useful coordinate for this scale-dependent differential operator is $t=\ln x$. With $Y(t)=y(e^t)$, the chain rule givesThe interval becomes $0\le t\le 1$, and the endpoint values become $Y(0)=Y(1)=0$. This logarithmic change of variable in a Sturm-Liouville problem reduces the calculation to a constant-coefficient Dirichlet problem. Also $dx/x=dt$, so the transformation preserves the appropriate weighted inner product.

For the weighted inner product, the factor $w$ cancels the $w^{-1}$ in the Sturm-Liouville operator. Assuming the coefficients are real, two applications of integration by parts giveThis is the boundary form in the Lagrange identity for a Sturm-Liouville operator. The potential terms cancel; if $q$ were complex, an additional integral of $(q-q^{\ast })f^{\ast }g$ would remain, so suitable real coefficients are part of formal self-adjointness. The endpoint restrictions in part (a) eliminate the displayed form for every pair of functions in the domain.

On its specified domain of admissible functions, a self-adjoint operator equals its adjoint, including the adjoint domain. Its integration identity on the interval isFor a differential operator, the boundary conditions must make the boundary form from integration by parts vanish. Formal symmetry of the differential expression alone does not specify a self-adjoint boundary-value problem.

Apply this identity to two eigenfunctions. Since the weight is real,First take $m=n$: positivity of ${\int }_a^{b}w|y_n{|}^{2}dx$ shows ${\lambda }_n={\lambda }_n^{\ast }$, so the eigenvalues are real. For distinct eigenvalues, subtraction therefore givesThis is orthogonality of Sturm-Liouville eigenfunctions in the weighted inner product, rather than necessarily in the unweighted inner product.

Using the normalized eigenfunctions and the same change of variables, their weighted inner product isFor distinct positive integers $m,n$, the product-to-sum identity givesbecause each integrated sine has integer-multiple-of-$\pi$ endpoints. For $m=n$, the integral is one by the normalization already calculated. HenceThis verifies orthonormality explicitly, with ${\delta }_{mn}$ the Kronecker delta.

To obtain Sturm-Liouville form, multiply the equation by $(1-x^2{)}^{-1/2}$. The derivative identitygivesThe weight determines the weighted inner product on $(-1,1)$. It is integrable but singular at the endpoints, where $p$ also vanishes. Thus this is a singular-endpoint Sturm-Liouville problem, not a regular problem with strictly positive endpoint values of $p$. The transformation in part (ii) specifies its admissible Dirichlet realization; these are the Dirichlet eigenfunctions of the Chebyshev differential operator.

Use the ordinary real inner product $⟨u,v⟩={\int }_a^{b}uvdx$ on the domain of functions obeying the two separated boundary conditions. Integration by parts gives the Lagrange identity for a Sturm-Liouville operatorAt $a$, the two boundary-value vectors $(u(a),u^{\prime }(a))$ and $(v(a),v^{\prime }(a))$ satisfy the same homogeneous linear relation. If $A_2=0$, both function values vanish; if $A_2\ne 0$, their derivatives are the same constant multiple $-A_1/A_2$ of their values. Either way $v{u}^{\prime }-u{v}^{\prime }=0$. The same argument applies at $b$. HenceThis proves symmetry, and the regular separated Sturm-Liouville problem has the same adjoint domain, so $L$ is self-adjoint. To see the domain point, require the boundary form to vanish against every admissible $u$: the independently variable endpoint data force an adjoint-domain function to obey those same endpoint relations.

As usual, each endpoint pair $(A_1,A_2)$ and $(B_1,B_2)$ must be nonzero, and the coefficients must have the regularity needed for these operations. An identically zero pair would impose no condition at that endpoint and would not give the claimed self-adjoint operator. The related operator ${\omega }^{-1}L$ is self-adjoint in the weighted inner product ${\int }_a^b\omega uvdx$.

The relevant weighted inner product is $⟨u,v{⟩}_w={\int }_0^{1}w(x)u(x)v(x)dx$. The normalized eigenfunctions of the Sturm-Liouville problem have the orthonormality propertyHere ${\delta }_{nm}$ is the Kronecker delta: the integral is one for $n=m$ and zero otherwise. The weight is $w$, rather than $p$ or the unweighted measure.

Projecting the Sturm-Liouville eigenfunction expansion onto $y_m$ using the weighted inner product givesFor the partial sum $f_N={\sum }_{n=0}^N{a}_n{y}_n$, orthonormality therefore givesFor $f$ of finite weighted norm, the given completeness means that $f_N\to f$ in that norm. The triangle inequality implies $|\Vert f_N{\Vert }_w-\Vert f{\Vert }_w|\le \Vert f_N-f{\Vert }_w\to 0$. Taking the limit of the finite identity proves Parseval's identity:This argument justifies the limiting step without assuming that a double infinite series can be integrated term by term. As usual, the expansion is understood for square-integrable functions with respect to the weighted measure; the boundary and smoothness assumptions of the regular Sturm-Liouville problem provide the usual stronger interpretations when needed.