Sturm–Liouville problem

E697758

The Sturm–Liouville problem is a class of second-order linear differential equations with boundary conditions that yield real eigenvalues and orthogonal eigenfunctions forming a basis for function expansions in mathematical physics and engineering.

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Predicate Object
instanceOf boundary value problem
concept in differential equations
eigenvalue problem
assumesConditionOn p(x) > 0 on (a,b)
w(x) > 0 on (a,b)
definedOnInterval [a,b]
hasBoundaryConditions linear homogeneous boundary conditions at x=a and x=b
hasBoundaryConditionType Dirichlet boundary conditions
Neumann boundary conditions
Robin boundary conditions
periodic boundary conditions
hasCoefficientFunction p(x)
q(x)
hasEigenvalueEquation L[y] = λ w(x) y(x)
hasGeneralForm -(d/dx)[p(x) y'(x)] + q(x) y(x) = λ w(x) y(x)
hasHistoricalDevelopmentPeriod 19th century
hasKeyResult Sturm–Liouville theory of eigenfunction expansions
hasKeyTheorem Sturm comparison theorem
Sturm oscillation theorem
Sturm separation theorem
hasOperator L[y] = -(d/dx)[p(x) y'(x)] + q(x) y(x)
hasOrder second-order
hasOrthogonalityRelation ∫_a^b w(x) y_m(x) y_n(x) dx = 0 for m ≠ n
hasProperty eigenfunctions form a complete set under suitable conditions
eigenfunctions form an orthogonal set with respect to w(x)
real eigenvalues
self-adjoint differential operator
hasSpecialCase Bessel differential equation
linked to: Bessel functions

Hermite differential equation
Laguerre differential equation
Legendre differential equation
spherical harmonics eigenvalue problem
hasSpectrum discrete under regular boundary conditions
hasType linear differential equation
hasWeightFunction w(x)
namedAfter Jacques Charles François Sturm
Joseph Liouville
relatedTo Hilbert space theory
orthogonal polynomials
spectral theory of linear operators
usedFor Fourier-type series expansions
separation of variables in partial differential equations
usedIn engineering
heat conduction problems
mathematical physics
quantum mechanics
vibrations and acoustics

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Referenced by (9)

Full triples — surface form annotated when it differs from this entity's canonical label.

Jacobi polynomials areSolutionsOf Sturm–Liouville problem
Jacobi operator relatedTo Sturm–Liouville theory
linked to: Sturm–Liouville problem
Gelfand–Levitan theory appliesTo Sturm–Liouville operators
linked to: Sturm–Liouville problem
Boris Levitan hasResearchArea Sturm–Liouville theory
linked to: Sturm–Liouville problem
Jacques Charles François Sturm knownFor Sturm–Liouville theory
subject linked to: Sturm
linked to: Sturm–Liouville problem
Rodrigues formula associatedWith Sturm–Liouville problems
linked to: Sturm–Liouville problem
Sturm–Liouville problem hasKeyResult Sturm–Liouville theory of eigenfunction expansions
linked to: Sturm–Liouville problem
E. C. Titchmarsh notableWork Eigenfunction Expansions Associated with Second-order Differential Equations
linked to: Sturm–Liouville problem
Borg–Marchenko theorem appliesTo Sturm–Liouville operator
linked to: Sturm–Liouville problem