Estimating the Lower Bounds on the Eigenvalue of the Smallest Modulus in the Case of Mixed Boundary Conditions ()
1. Introduction
The Sturm-Liouville Problem (SLP) is about finding all values of
and corresponding nonzero functions
which satisfy the differential equation
(1)
and the separated boundary conditions
(2)
defined on an interval
,
. Here,
and are such that
and
do not vanish at the same time, similarly, for
and
(see ([1]) chapter 12). The parameter
is called the eigenvalue and the corresponding function
is called an eigenfunction of problem (1)-(2). The set comprising all eigenvalues of problem (1)-(2) is called the spectrum, [2]-[4]. Each eigenvalue may have at least one eigenfunction. An eigenvalue with only one eigenfunction is called a simple eigenvalue, otherwise it is non-simple. The functions
,
,
, and
are continuous on
and
,
,
. The solution of the problem, is a generally complex-valued function
of the real variable
such that
and
are absolutely continuous on
that satisfies equation (1) and the boundary conditions (2). If the endpoints
and
are finite and
for all
the problem is called regular, otherwise it is singular if any of the two regularity conditions (or both) are not satisfied, [4] [5].
We consider the general weighted regular Sturm-Liouville problem (GWRSLP) in which the coefficient function
and the weight function
have no sign restrictions. The paper focuses on estimating the lower bound on the eigenvalue of the smallest modulus of the problem:
(3)
(4)
It should be noted that problem (3)-(4) is in the form of problem (1)-(2), with
,
. Our work extends the findings of Kikonko and Mingarelli [6] and Mingarelli [7] who examined similar bounds under Dirichlet boundary conditions. Mingarelli [7] obtained estimates with the assumption that
, while Kikonko and Mingarelli [6] extended these results to
. In our study, we replace Dirichlet boundary conditions with mixed boundary conditions while maintaining the assumptions on
and
. In the next section, we classify the GWRSLP problems in order to show the nature of the spectrum and of the smallest eignvalue, in particular.
2. Preliminaries
2.1. Classification of the General Weighted Regular
Sturm-Liouville Problems
The weight function
and the coefficient function
are critical in determining the nature of the spectrum of the GWRSLP. In the this section, we cover the classification of GWRSLPs.
When
a.e, and
takes on both positive and negative values on the interval (a, b) the problem is called right definite (RD). In this case , the eigenvalues are real and ordered such that
and so there is a smallest eigenvalue,
which is also the eigenvalue of the smallest modulus. The corresponding eigenfunction does not vanish on the interval
. This is the classical case which is covered in many texts, see for example [8] [9].
When
a.e. and
takes on both signs, then the problem is left definite (LD). In the LD case, the spectrum is made up of two sequences of real eigenvalues
where
as
and
is then the first positive (and or negative) eigenvalue (whose corresponding eigenfunction has no zero in (a, b)), and
may not be unique, because of symmetry. The case is covered in detail in [6], see also [10].
When
a.e and
changes sign, problem 3-4 is nondefinite (or indefinite). In the non-definite case, the spectrum consists of a discrete, doubly infinite sequence of real eigenvalues, with at most a finite and even number of non-real eigenvalues (occurring in complex conjugate pairs). In this case, nonreal eigenvalues may exist and so the eigenvalue of the smallest modulus may be either real or nonreal. If real, then the corresponding eigenfunction can have any number of zeros on the interval (a, b), in contrast with the other two cases in which the corresponding eigenfunction has no interior zero on the given interval [2] [3] [11]-[17].
2.2. Some Key Results
We employ the Fredholm integral operator
associated with the problem 5-6 in the Hilbert space
where
is
the Green’s function of problem 5-6. The norm of
is used in conjuction with estimates of the solutions to a Cauchy problem related to 5-6 to derive lower bounds.
The problem:
(5)
(6)
admits a unique Green’s function,
given by
(7)
where
,
are (real) linearly independent solutions of 5 satisfying the initial conditions
(8)
(9)
respectively. This is possible as long as
is not an eigenvalue of the problem.
We define the inner product as:
and the associated norm
by:
Theorem 1. [9] Let
be the compact integral operator defined by
on the Hilbert space
, with operator norm
. Let
be a nonzero eigenvalue of the Sturm-Liouville problem
Then
In particular, if
is an eigenvalue of smallest modulus, then
Lemma 2.1. [6] [7] An eigenvalue of
(10)
(11)
of the smallest modulus satisfies
(12)
where
and
are solutions of (10)-(18), satisfying the conditions
,
and
,
, respectively, and
,
are their respective
-norms.
Proof. We prove the lemma using the definition of the norm of the operator
given by
where
and
is the weight function.
Thus,
By theorem (1), we get:
□
3. Integral Equations
In this section, we find the integral representations of the two Cauchy problems:
(13)
(14)
We convert problem (13) to an integral equation:
Integrating we get:
Repeating the process yields
Changing the order of integration yields:
(15)
Similarly, the integral representation of (14) is
which simplifies to
(16)
We now consider the two spaces for
to obtain the bounds, in the next section.
4. Obtaining the Bounds When
Consider the integral Equation (15) given by
where
. The solution can be expressed as a Neumann series:
where the terms are defined iteratively by
(17)
For all
, we have;
(18)
where
Proof. We prove this by mathematical induction. For
:
Hence it is true for
.
Assume (18) holds for
, that is
(19)
we show that (18) holds for
. From (17) we have
Using the inductive hypothesis (19), we have
(20)
Thus, the result holds for
, and by induction it holds for all
,
. □
Let
,
then
(21)
By using a similar approach as above and using the integral Equation (16) given by
we have:
where
and
which gives a general expression as:
Let
, we have:
(22)
5. Obtaining the Bounds When
Using a similar approach in the previous section and using the integral equation in (15), i.e.
we have:
Then
(23)
Similarly, using the integral equation
we have
then
(24)
We prove (23) by induction.
Proof. For
and from the definition,
Taking absolute values,
Thus,
Hence, the result holds for
.
Assume that (24) holds for
i.e.,
Then we prove that it is true for
, as well. From the recursive definition,
Thus,
Thus, the result holds for
.
Using a similar approach for
will give us
□
6. Estimates in the Case
Lemma 6.1. Let
denote the solution of the Cauchy problem
(25)
satisfying
(26)
(27)
Then for fixed
we have,
(28)
Proof. To prove (28), we use the inequality (21), to get:
(29)
□
Since the series
(30)
converges, the Neumann series converges, too. This yields the following.
(31)
which establishes the bound in (28).
Lemma 6.2. Let
denote a linearly independent solution of (25) satisfying (26) then
(32)
Proof. We prove the above result by calculating the
-norms of
and use the bounds in Lemma 6.1 as shown below.
(33)
Taking the supremum on
in the inequality (33) yields the bounds in (32). □
Lemma 6.3. Let
denotes the solution of the Cauchy problem
(34)
(35)
then for fixed
we have,
(36)
Proof. To prove (36), we use the inequality (22) as shown below;
(37)
which yields
(38)
and the bounds in (36) is established.
Lemma 6.4. Let
denote the linearly independent solutions of (34) satisfying (35) then
(39)
Proof. We prove the above result by calculating the
-norms of
and use the bounds in Lemma 6.3 as shown below.
(40)
Taking the supremum on
in the inequality (40) yields the bounds in (39). □
7. Estimates in the Case
Lemma 7.1. Let
denote the solution of the Cauchy problem:
(41)
(42)
(43)
Then for fixed
in [a, b]
(44)
with equality in the case where
a.e. on (a, b)
Similarly if
denotes the solution of (41) and
as defined in (43) satisfying,
(45)
then for fixed
in
,
(46)
Proof. To prove (44), we use the Neumann series of (15) and inequality (23). Therefore we have that,
(47)
And the bounds in (44) are established.
To prove (46) we use the Neumann series of (16) and inequality (24), thus;
(48)
which yields that
(49)
and the bounds in (46) is established.
Combining the pointwise estimations on
in Lemma 7.1 we may obtain (sharp) estimates on the
-norms of
which leads to the following results.
Lemma 7.2. Let
and
denote the two linearly independent solutions of (41) satisfying (42) and (45), respectively, then,
1.
(50)
2.
(51)
Proof. We prove the above results by calculating the
-norms of
and
by integrating the pointwise bounds given by (44) and (46) and use the bounds in (7.1) for a given
. □
8. Main Results
Applying the results in Lemma 6.2 and Lemma 6.4 to the lower bounds in (12), we get the main result when
, which is a variant of Theorem 1 in [7].
Theorem 2. Let
. Then for problem (3)-(4), an eigenvalue
of the smallest modulus may be estimated by:
(52)
where
and
is a solution of the Cauchy problem (25) and (26) evaluated at
.
Applying the results in lemma (7.2) to the lower bounds in (12), gives our main result when
.
Theorem 3. Let
. Then for problem (3)-(4), an eigenvalue
of the smallest modulus may be estimated by;
(53)
where
is a solution of the Cauchy problem (41) and (42) evaluated at x = b.
9. Examples
Here we give examples to verify if the theorems 2 and 3 hold. Without loss of generality, we consider the case where
on the interval [−1,1]. The eigenvalues are found using the Maple C package RootFinding [Analytic].
Example 1. (the case
and
changes sign). This is an example of the non-definite SLP.
(54)
(55)
we take,
(56)
The solution to the problem (54) is
from which we get
,(57)
and
(58)
(59)
Substituting (57), (58) and (59) in inequality (52) gives us
(60)
The spectrum of (55) when
is given in (56) is
−477.4, −343.8, −229.7, −134.8, −57.1, −39.5, −30.8, −7.315 ± 14.59i, 24.18 ± 9.767i, 36.45, 94.27, 179.9, 284.3, 408.2,… and so
is the smallest modulus and we see that
Thus theorem 2 is satisfied.
Next we verify theorem 3
(61)
and
(62)
Substituting (57), (61) and (62) in inequality (53) gives us
(63)
using the spectra in (55), we see that
Example 2. (the case
and
changes sign). This is an example of the left definite case.
We consider the problem
(64)
(65)
where,
The solution to (64) is
(66)
(67)
And
(68)
(69)
Substituting (67), (68) and (69) in (52) gives
(70)
The spectrum for problem (65) is
−426.8, −313.6, −220.2, −146.5, −92.60, −57.98, −41.48, 39.48, 47.58, 72.93, 117.1, 180.89, 264.45, 367.7, 490.9, …
From the spectrum we get the eigenvalue of the smallest modulus,
.
and satisfies (70).
Thus,
and theorem 2 is verified.
Similarly, from the terms of theorem 3 we have
(71)
and
(72)
Substituting (71) and (72) in to theorem 3 we get
(73)
And from the spectrum it follows that
which verifies theorem 3.
Example 3. (the case
and
). This is an example of the right definite case.
We consider the problem
(74)
(75)
Solving (74) gives the solution
(76)
The spectrum of problem (75) is,
39.48, 40.09, 45.03, 54.90, 69.70, 89.44, 114.1, … Here,
And
(77)
(78)
Substituting (76), (77) and (78) in (52)
(79)
Thus;
which verifies theorem 2.
Similarly, from the terms of inequality (53) we have
(80)
and
(81)
Substituting (80) and (81) in (53) we get
(82)
And from the spectrum
which verifies theorem 3.
10. Discussion on the Looseness of the Bounds
The numerical examples presented in this paper verify that the bounds obtained in Theorems 2 and 3 hold, but are not tight enough. It is observed that the estimated lower bounds are significantly smaller than the corresponding eigenvalues of smallest modulus. The loss is due to various factors, some of which we highlight below.
The looseness of the bounds is due to the estimation of the norm
of the operator,
because at most of the steps inequalities are introduced, which lead to overestimation of
. Another reason is the use of the Neumann series expansions to estimate the solutions,
and
The bounding of the terms of the series which replace the exact structure lead to exponential and hyperbolic terms, thereby inflating the values of
and
. In future studies we could use alternative methods to improve the tightness of the inequalities. For example, we could use methods that are based on the Rayleigh quotient, i.e.,
when admissible test functions are carefully chosen and further refinement of the above outlined steps may lead to more accurate results.
11. Conclusions
In this paper, we extend the results obtained by Kikonko and Mingarelli [6] and Mingarelli [7], which established lower bounds for an eigenvalue of the smallest modulus corresponding to the problem (3) in the case of Dirichlet BCs and different conditions on the coefficient function,
.
Our main work was to extend these results to mixed boundary conditions, while maintaining the assumptions on
in both
and
. The lower bounds for the eigenvalue of the smallest modulus were obtained in both cases, thus consolidating the results previously obtained under Dirichlet boundary conditions. This work provides a significant step towards a more comprehensive understanding of general weighted regular Sturm-Liouville problems with mixed boundary conditions. Future work may involve further investigation into higher-order differential equations and the use of the Rayleigh quotient techniques.
Acknowledgements
We would like to acknowledge the reviewers and editors for the good suggestions and comments that improved our paper.