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I would like to solve the following Diriclet eigenvalue problem $(*)$ on interval $[0,a]$ \begin{equation} \begin{cases} f^{''}+\lambda f=\frac{1}{a}\int_0^a f^{''}\ dt\ \ :=H\\ f(0)=f(a)=0 \end{cases} \end{equation} If we look at the standard problem: \begin{equation} \begin{cases} f^{''}+\lambda f=0\\ f(0)=f(a)=0 \end{cases} \end{equation} The solutions are $$\left(\frac{k^2\pi^2}{a^2},\sin(\frac{k\pi}{a}x)\right), k=1,2,\cdots$$

I found that when $k$ is even, the solution is also solution of the problem $(*)$, i.e., $$\left(\frac{4k^2\pi^2}{a^2},\sin(\frac{2k\pi}{a}x)\right), k=1,2,\cdots$$ since the intergration of even parts are all zeros. So I wonder are these only solutions of $(*)$? I tried to write down the general solution of problem $(*)$ using formula from ODE, I got something like $$f=c_1\sin(\sqrt{\lambda}x)+c_2\cos(\sqrt{\lambda}x)+\int_0^x\frac{\sin(\sqrt{\lambda}s)\cos(\sqrt{\lambda}x)-\sin(\sqrt{\lambda}x)\cos(\sqrt{\lambda}s)}{-\sqrt{\lambda}}\ H ds$$ Honestly I am not sure if I can use the formula for nonhomogeneous ODE since the RHS depends on $f$. Even I can use it, when I plug in boundary conditions, things get messy.

Could anyone give some hints? Very appreciated.

STUDENT
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1 Answers1

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There are twos cases to consider:

$\mathbf{1.}\,H=0$: In this case, we have to solve $$ f''+\lambda f=0, \tag{1} $$ subject to the boundary conditions $$ f(0)=f(a)=0 \tag{2} $$ and to the condition $$ \int_0^{a}f''(x)\,dx=f'(a)-f'(0)=0. \tag{3} $$ It is well known that the nontrivial solutions to $(1)$ satisfying $(2)$ are $f_n(x)=C_n\sin(\sqrt{\lambda_n}x),$ where $C_n\neq 0$ and $\lambda_n=\left(\frac{n\pi}{a}\right)^2$ $(n\in\mathbb{N}^*).$ However, not all of these solutions satisfy $(3)$. Indeed, \begin{align} f_n'(a)-f_n'(0)=0 &\implies C_n\left(\frac{n\pi}{a}\right)(\cos(n\pi)-1)=0 \\ &\implies n=2m\quad(m\in\mathbb{N}^*).\phantom{\left(\frac{n\pi}{a}\right)} \tag{5} \end{align} Therefore, there are infinitely many eigenfunctions and eigenvalues in the case $H=0$, given by $$ f_m(x)=C_m\sin(\sqrt{\lambda_m} x) \quad\text{and}\quad \lambda_m=\left(\frac{2m\pi}{a}\right)^2\quad(m\in\mathbb{N}^*). \tag{6} $$

$\mathbf{2.}\,H\neq 0$: Now we have to solve the differential equation $$ f''+\lambda f=H \tag{7} $$ subject to $(2)$ and to the consistency condition $$ \frac{1}{a}\int_0^a f''(x)\,dx=\frac{f'(a)-f'(0)}{a}=H. \tag{8} $$ Depending on the sign of $\lambda$, the solution to $(7)$ satisfying $(2)$ is $$ f(x)=\begin{cases} \frac{H(\sinh q(a-x)+\sinh qx-\sinh qa)}{q^2\sinh qa}&\text{if $\lambda=-q^2<0$,} \\ \frac{1}{2}Hx(x-a)&\text{if $\lambda=0$,} \\ -\frac{H(\sin k(a-x)+\sin kx-\sin ka)}{k^2\sin ka}&\text{if $\lambda=k^2>0\quad(ka\neq n\pi, n\in\mathbb{N}^*).$} \end{cases} \tag{9} $$ Let's now plug into $(8)$ each of the solutions in $(9)$:

  • For $\lambda=-q^2<0$, we get \begin{align} H&=\frac{2H(-1+\cosh qa)}{qa\sinh qa}=\frac{2H}{qa}\tanh\left(\frac{qa}{2}\right) \\ &\qquad\implies \tanh\left(\frac{qa}{2}\right)=\frac{qa}{2}. \tag{10} \end{align} The only real solution to Eq. $(10)$ is $q=0$, but it must be discarded because we are assuming $q\neq 0$. Therefore, there are no negative eigenvalues.

  • For the solution corresponding to $\lambda=0$, $(8)$ yields the identity $H=H$. This shows that $\lambda=0$ is an eigenvalue, and its associated eigenfunction is the second solution in $(9)$.

  • Finally, for $\lambda=k^2>0$ we get \begin{align} H&=\frac{2H(1-\cos ka)}{ka\sin ka}=\frac{2H}{ka}\tan\left(\frac{ka}{2}\right) \\ &\qquad\implies \tan\left(\frac{ka}{2}\right)=\frac{ka}{2}. \tag{11} \end{align} Equation $(11)$ has infinitely many positive solutions$^{(*)}$. This gives us another infinite set of eigenfunctions and eigenvalues.


$^{(*)}$ One can find approximate solutions to the equation $\tan x=x$ in this post.

Gonçalo
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