Problems:
Eigenvalue Problem : Transcendental Equation, Positive-Definite and Orthonormal
Solve the eigenvalue problem
-u"(x) = λu(x)
u'(1) = λu(1) 0 u(0) = 0
as follows:
Let U = (u(x)u1)be a two-component vector whose first component is a twice differentiable function u(x), and whose second component is a real number u1.Consider the corresponding vector space H with inner product.
Ξ ∫10 u(x)v(x)dx + u1v1
Let S⊂H be the subspace
S = {U:U = (u(x)u1) ; u(0) = 0}
and let
LU = (-u"(x)u'(1)).
The above eigenvalue problem can now be rewritten in standard form
LUλU with U∈S.
(a) PROVE or DISPROVE that L is self adjoint, i.e. that = .
(b) PROVE or DISPROVE that L is positive-definite, i.e. that > 0 for U ≠ 0→.
(c) FIND the (transcendental) equation for the eigenvalues of L.
(d) Denoting these eigenvalues by λ1, λ2, λ3, . . . , EXHIBIT the orthonormalized eigenvectors Un=1,2,3,. .., associated with these eigenvalues.