数学物理方法 16 斯特姆刘维尔问题

$\color{blue}{第十六章 斯特姆刘维尔问题}$

$问题引入:$
$(1-x^2)y^{\prime \prime} - 2xy^{\prime} + l(l+1) y = 0 \to \dfrac{d}{dx}[(1-x^2) \dfrac{dy}{dx}] + l(l+1) y = 0$
$(1-x^2)y^{\prime \prime} - 2xy^{\prime} + [l(l+1) - \dfrac{m^2}{1-x^2}]y = 0$
$\to \dfrac{d}{dx}[(1-x^2)\dfrac{dy}{dx}] - \dfrac{m^2}{1-x^2} y + l(l+1) y = 0$
$x^2y^{\prime \prime} + xy^{\prime} + [k^2x^2 - n^2]y = 0 \to \dfrac{d}{dx}[(x\dfrac{dy}{dx}] - \dfrac{n^2}{x}y + k^2 xy = 0$
$\dfrac{d}{dx}[k(x) \dfrac{dy}{dx}] - q(x)y + \lambda \rho(x)y = 0, a \leq x \leq b \quad (1)$

$\color{blue}{16.1.1 S-L方程}$

$1.定义:$
$\dfrac{d}{dx} [k(x) \dfrac{dy}{dx}] - q(x) y + \lambda \rho(x) y = 0, a \leq x \leq b \quad (1) - S-L方程$
$k(x) \geq 0, q(x) \geq 0, \rho(x) \geq 0, \lambda - 常数$

$2.任意的二阶方程可化为S-L方程$
$y^{\prime \prime}(x) + p(x)y^{\prime}(x) + h(x)y(x) = 0 \quad (2)$
$(2)\cdot[k(x) = e^{\int p(x) dx}]:\dfrac{d}{dx}[e^{\int p(x) dx} \dfrac{dy}{dx}] + e^{\int p(x) dx} h(x) y = 0 \quad (3)$
$例:Hermit方程:y^{\prime \prime} - 2xy^{\prime} + \lambda y = 0 \quad (4)$
$p(x) = -2x, h(x) = \lambda \to k(x) = e^{\int -2x dx} = e^{-x^2}$
$(4) \to \dfrac{d}{dx}[e^{-x^2} y^{\prime}] + \lambda e^{-x^2}y = 0$

$(1-x^2)y^{\prime \prime} - 2xy^{\prime} + l(l+1)y = 0 \to \dfrac{d}{dx}[(1-x^2)\dfrac{dy}{dx}] + l(l+1) y = 0$
$(1-x^2)y^{\prime \prime} - 2xy^{\prime} + [l(l+1) - \dfrac{m^2}{1-x^2}]y = 0$
$\to \dfrac{d}{dx}[(1-x^2)\dfrac{dy}{dx}] - \dfrac{m^2}{1-x^2} y + l(l+1) y = 0$
$x^2y^{\prime \prime} + xy^{\prime} + [k^2x^2 - n^2]y = 0 \to \dfrac{d}{dx}[(x\dfrac{dy}{dx})] - \dfrac{n^2}{x}y +k^2xy = 0$

$\color{blue}{16.1.2 S-L方程的自然边界条件}$

$1.定义:为满足物理上的适定性，物理问题本身所应具有的边界条件。$

$例:\left \lbrace \begin{array}{l} \Phi^{\prime \prime} + n^2 \Phi = 0 \\ \Phi(\varphi + 2 \pi) = \Phi(\varphi) \end{array} \right.$
$\left \lbrace \begin{array}{l} r^2 + 2rR^{\prime} - l(l+1)R = 0 \quad r < R \\ R(r) |_{r=0} \to 有限 \end{array} \right.$
$\left \lbrace \begin{array}{l}(1-x^2)y^{\prime \prime} - 2xy^{\prime} + l(l+1) y = 0 \\ y|_{|x| = 1} \to 有限 \end{array} \right.$

$2.S-L方程在以下情况下具有自然边界条件$
$S-L方程\dfrac{d}{dx}[k(x) \dfrac{dy}{dx}] - q(x) y + \lambda \rho(x) y = 0, a \leq x \leq b \quad (1)$
$(1)当k(a) = 0 和或k(b) = 0时,在边界x = a, x = b处,具有有限性自然边界条件.$
$例:(1-x^2)y^{\prime \prime} -2xy^{\prime} + l(l+1) y = 0 \to \dfrac{d}{dx}[(1-x^2)\dfrac{dy}{dx}] + l(l+1)y = 0$
$x^2y^{\prime \prime} +xy^{\prime} + [k^2x^2 -n^2]y = 0 \to \dfrac{d}{dx}[x\dfrac{dy}{dx}] - \dfrac{n^2}{x}y + k^2xy = 0$

$(2)当k(a) = k(b)时,在边界x = a, x = b处,具有周期性边界条件.$
$例:\Phi^{\prime \prime} + n^2 \Phi = 0 \to \dfrac{d}{d\varphi}[1 \cdot \dfrac{d\Phi}{d \varphi}] + n^2 \Phi = 0$

附:证明
$\dfrac{d}{dx}[k(x)\dfrac{dy_1}{dx}] - q(x)y_1 +\lambda \rho(x)y_1 = 0 , \quad (2)$
$\dfrac{d}{dx}[k(x)\dfrac{dy_2}{dx}] - q(x)y_2 + \lambda \rho(x)y_2 = 0 , \quad (3)$
$(3)\cdot y_1 - (2)y_2: y_1\dfrac{d}{dx}[k(x)\dfrac{dy_2}{dx}] - y_2\dfrac{d}{dx}[k(x)\dfrac{dy_1}{dx}] = 0,$
$\dfrac{d}{dx}[k(x)(y_1y_2^{\prime} - y_2y_1^{\prime})] = 0, \to (y_1y_2^{\prime} - y_2y_1^{\prime}) = \dfrac{c}{k(x)}$
$(\dfrac{y_2}{y_1})^{\prime} = \dfrac{y_1y_2^{\prime} - y_2y_1^{\prime}}{y_1^2} = \dfrac{c}{k(x)y_1^2} \neq 0 (\therefore \dfrac{y_2}{y_1} \neq c)$
$y_2 = y_1[\int_{x_0}^{x} \dfrac{c}{k(x)y_1^2}dx + c_1],当k(a) = 0, k(b) = 0时,y_2 \to \infty$
$\therefore y_2|_{x=a,b} \to 有限$

$\color{blue}{16.1.3 S-L本征值问题}$

$1.定义:称$
$\left \lbrace \begin{array}{l}\dfrac{d}{dx}[k(x)\dfrac{dy}{dx}] - q(x) y + \lambda \rho(x) y = 0, a \leq x \leq b \quad (1) \\ [\alpha \dfrac{dy}{dx} + \beta y(x) + \gamma k(x)] _{x = a, b} = 0 \end{array} \right. 为S-L本征值问题$

$2.S-L本征值问题的性质:$
$(1)有无穷多个本征值:\lambda_1 \leq \lambda_2 \leq \cdots \leq \lambda_n \leq \cdots$
$无穷多个本征函数:y_1(x) y_2(x) \cdots y_n(x) \cdots$
$例:\left \lbrace \begin{array}{l}\rho^2 R^{\prime \prime}(\rho) +\rho R^{\prime}(\rho) + (k^2 \rho^2 - n^2) R(\rho) = 0 \\ R(a) = 0 \end{array} \right.$
$本征值:k_m^n = \dfrac{x_m^n}{a}, m =1, 2, \cdots,$
$本征函数:R_m(k\rho) = J_n(\dfrac{x_m^n}{a}\rho), m = 1, 2, \cdots$
$(2)\lambda_m \geq 0, m = 1, 2, \cdots, 如:(k_m^n)^2 \geq 0$
$(3)\int_a^b \rho(x) y_m(x) \bar y_n(x) dx = N_n^2 \delta_{mn}$
$如:\int_0^a \rho J_n(k_m^n \rho) J_n(k_l^n \rho) d \rho = \dfrac{a^2}{2} J_{n+1}^2(k_l^n a) \delta_{ml}$
$(4) f(x) = \sum \limits_{m=1}^{\infty} c_my_m(x) \quad c_m = \dfrac{1}{N_m^2}\int_a^b \rho(x) f(x) \bar y_m(x) dx$
$如:f(\rho) = \sum \limits_{m=1}^{\infty} c_mJ_n(k_m^n \rho) \quad c_m = \dfrac{1}{\dfrac{a^2}{2}J_{n+1}^2(k_m^n a)} \int_0^a \rho f(\rho) J_n(k_m^n \rho) d\rho$

$附:证明性质(3)$
$\dfrac{d}{dx}[k(x)\dfrac{dy_m}{dx}] - q(x)y_m + \lambda_m \rho(x) y_m = 0, \quad (4)$
$\dfrac{d}{dx}[k(x)\dfrac{d \bar y_n}{dx}] - q(x) \bar y_n + \lambda_n \rho(x) \bar y_n = 0, \quad (5)$
$(4)\cdot \bar y_n - (5)y_m: (\lambda_m - \lambda_n)\int_a^b \rho(x) y_m \bar y_n dx$
$=\int_a^b y_m \dfrac{d}{dx}[k(x)\dfrac{\bar y_n}{dx}] dx - \int_a^b \bar y_n \dfrac{d}{dx}[k(x) \dfrac{d y_m}{dx}] dx$
$= [k(x)(y_m \bar y_n^{\prime} - \bar y_n y_m^{\prime})]_b^a$
$1)第一类:\bar y_n(a) = 0, y_m(a) = 0 \to 右边 = 0$
$2)第二类:\bar y_n^{\prime}(a) = 0, y_m^{\prime}(a) = 0 \to 右边 = 0$
$3)第三类:y_m\bar y_n^{\prime} - \bar y_n y_m^{\prime} = y_m \bar y_n^{\prime} + hy_m \bar y_n^{\prime} - hy_m \bar y_n - \bar y_n y_m^{\prime}$
$= y_m(h\bar y_n + \bar y_n^{\prime}) - \bar y_n(y_m^{\prime} + hy_m) \to 右边 = 0$
$4)当k(a) = 0, k(b) = 0时,\to 右边 = 0$
$m \neq 0: \int_a^b \rho(x) y_m \bar y_n dx = 0$
$m = n: 令m \to n 第一类: \bar y_n(a) = 0, y_m(a) \neq 0$
$\int_a^b \rho(x) y_m \bar y_n dx = \int_a^b \rho(x) |y_n|^2 dx = N_n^2$

$\color{blue}{16.1.4 例题}$

$1.已知S-L问题:\left \lbrace \begin{array}{l}X^{\prime \prime}(x) + \lambda X(x) = 0 \quad (1) \\ X(0) = 0, X(l) = 0 \quad (2) \end{array} \right.$
$求:1)k(x) = ?, k(0) = ?, k(l) = ?, q(x) = ?, \rho(x) = ?$
$2) \lambda = ?,本征函数 = ?, N_l = ?,$
$3)将f(x) = x \in [0, l]按上述本征函数展开$
$解:1)k(x) = 1, k(0) = k(l) = 1, q(x) = 0, \rho(x) = 1;$
$2) \lambda = (\dfrac{n \pi}{l})^2, n = 1, 2, \cdots; X_n(x) = \sin \dfrac{n \pi x}{l}$
$N_l^2 = \int_0^l \sin^2 \dfrac{n \pi x}{l} dx = \dfrac{1}{2} \int_0^l[1 - \cos \dfrac{2n \pi x}{l}] dx = \dfrac{l}{2}$
$3)x = \sum \limits_{n=1}^{\infty} c_n \sin \dfrac{n \pi x}{l}, c_n = \dfrac{1}{N_l^2}\int_0^l x \sin \dfrac{n \pi x}{l} dx = \dfrac{2l(-1)^{n+1}}{n \pi}$

$2.已知 H_n(x) = (-1)^n e^{x^2} \dfrac{d^n}{dx^n} e^{-x^2} \quad (1)$
$试证:(1)e^{2tx - t^2} = \sum \limits_{n=0}^{\infty} \dfrac{H_n(x)}{n!} t^n \quad (2)$
$(2) \left \lbrace \begin{array}{l}H_n^{\prime}(x) = 2n H_{n-1}(x) \quad (3) \\ H_{n+1}(x) - 2xH_n(x) + 2nH_{n-1}(x) = 0 \quad (4) \end{array} \right.$
$证明:令e^{2tx -t^2} = \sum \limits_{n=0}^{\infty} a_n(x)t^n, 则$
$a_n(x) = \dfrac{1}{n!} \dfrac{d^n}{dt^n} e^{2tx-t^2} |_{t=0} = \dfrac{1}{n!} e^{x^2} \dfrac{d^n}{dt^n} e^{-(x^2-2tx+t^2)}|_{t=0}$
$\stackrel{\xi=t-x}{=} \dfrac{1}{n!}e^{x^2} \dfrac{d^n}{d \xi^n} e^{-\xi^2} |_{\xi = -x} = \dfrac{1}{n!} e^{x^2} \dfrac{d^n}{d(-x)^n}e^{-x^2}$
$\therefore a_n(x) = \dfrac{H_n(x)}{n!}$

$\dfrac{d}{dx}(2): 2te^{2tx-t^2} = \sum \limits_{n=0}^{\infty} \dfrac{H_n^{\prime}(x)}{n!} t^n$
$2 \sum \limits_{n=0}^{\infty} \dfrac{H_n(x)}{n!} t^{n+1} = \sum \limits_{n=0}^{\infty} \dfrac{H_n^{\prime}(x)}{n!} t^n$
$t^n: 2 \dfrac{H_{n-1}(x)}{(n-1)!} = \dfrac{H_n^{\prime}(x)}{n!}$
$\therefore H_n^{\prime}(x) = 2nH_{n-1}(x)$

$\dfrac{d}{dx}(2): 2(x-t)e^{2tx -t^2} = \sum \limits_{n=0}^{\infty} \dfrac{H_n(x)}{(n-1)!}t^{n-1}$
$2(x-t)\sum \limits_{n=0}^{\infty} \dfrac{H_n(x)}{n!} t^n = \sum \limits_{n=0}^{\infty} \dfrac{H_n(x)}{(n-1)!} t^{n-1}$
$t^n: 2x \dfrac{H_n(x)}{n!} - 2\dfrac{H_{n-1}(x)}{(n-1)!} = \dfrac{H_{n+1}(x)}{n!}$
$2xH_n(x) - 2nH_{n-1}(x) - H_{n+1}(x) = 0$