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I am trying to find the eigenvalues and eigenvectors of the Laplacian with mixed boundary conditions on $[0,L]$:

More precisely:

$$X''(x) = \lambda X(x)$$ with $X'(0)=0$ and $X(L)=a$.

I know how to do it with pure Dirichlet or pure Neumann, but not for this mixture.

Could you help me or point me to the right reference ?

Thanks folk


Just found part of the answer here: http://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors_of_the_second_derivative#Mixed_Dirichlet-Neumann_boundary_conditions

but I am not sure how to relate it to parameter $a$ in the question.

any help welcome

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    $\begingroup$ What's the problem in proceeding "by hand"? Take the general integral of $X''-\lambda X =0$ and find conditions on the arbitrary constants so that it fulfils boundary conditions. Doesn't it work? $\endgroup$ Apr 30, 2012 at 17:39
  • $\begingroup$ @GiuseppeNegro Hi, thanks for the hint; I tried this already. I find a zero eigenvalue (ok) but then I cannot exclude positive eigenvalues, and I do not get a discrete spectrum. So I believe I may be wrong. $\endgroup$
    – mellow
    Apr 30, 2012 at 17:59
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    $\begingroup$ This is not surprising: if $a \ne 0$ this problem is not homogeneous. For $\lambda < 0$ you have exactly one eigenfunction if $\cos(\sqrt{-\lambda}L)\ne 0$, that is $[a/ \cos(\sqrt{-\lambda}L)]\cos (\sqrt{-\lambda}x)$, and a one-parameter family of eigenfunctions if $\cos(\sqrt{-\lambda}L)=0$, that is $C\cos(\sqrt{-\lambda}x)$. $\endgroup$ Apr 30, 2012 at 18:52
  • $\begingroup$ If the problem is homogeneous ($a=0$), then $[a/ \cos(\sqrt{-\lambda}L)]\cos (\sqrt{-\lambda}x)=0$. That's why you get a discrete spectrum. Indeed, I am not sure it is correct to speak of "spectrum" in the non-homogeneous case, but I'm far from being an expert. $\endgroup$ Apr 30, 2012 at 18:55
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    $\begingroup$ @mellow, if you're interested in solving $u = \Delta u$ with mixed BC you might be interested in Fokas' book "A Unified Approach To Boundary Value Problems" (or the research papers that underpin the book). The introduction speaks about the failure of classical methods (Fourier transforms, separation of variables) for PDEs with mixed BC. I believe in the later sections he applies a new method to solve a number of elliptic equations with mixed BC on convex polygonal domains. $\endgroup$ Jun 1, 2012 at 7:08

1 Answer 1

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For the $-\Delta$ operator is positive definite if the Dirichlet boundary is non-empty, here your problem is actually to find $\lambda >0$ such that: $$ -X'' = \lambda X.\tag{1} $$ General solution to (1) is $$ X = A\cos(\sqrt{\lambda}x)+ B\sin(\sqrt{\lambda}x), $$ and $$ X' = -A\sqrt{\lambda}\sin(\sqrt{\lambda}x)+ B\sqrt{\lambda}\cos(\sqrt{\lambda}x). $$ The boundary condition $$ X'(0)=0\implies B = 0, $$ and $$ X(L) = a\implies A\cos(\sqrt{\lambda}L) = a\implies A = \frac{a}{\cos(\sqrt{\lambda}L)}.\tag{2} $$ Therefore the solution is: $$ X_{\lambda}(x) = \frac{a\cos(\sqrt{\lambda}x)}{\cos(\sqrt{\lambda}L)}. $$ Given the denominator is non-zero.

Thanks to the remark of Michael Seifert. This problem with a non-homogeneous boundary condition is like a Helmholtz equation, in order it has a unique solution $\lambda$ CANNOT be an eigenvalue of the eigenvalue problem below: i.e., for $j=1,2,3,\dots$ $$ \lambda \neq \frac{(2j - 1)^2 \pi^2}{4 L^2} $$ in order that (1) has a unique solution with boundary value $$ X'(0) = 0, \quad X(L)=a. $$

Notice that for Dirichlet eigenvalue problem on an interval, you could only have complete squares $k^2$ (un-normalized) as $\lambda$. The wikipedia pages mellow posted has normalized eigenfunctions for mixed Neumann-Dirichlet boundary value problems as: $$ X_j(x) = \sqrt{\frac{2}{L}} \cos\left(\frac{(2j - 1) \pi x}{2 L}\right), $$ with eigenvalue $$ \lambda_j = \frac{(2j - 1)^2 \pi^2}{4 L^2}. $$ This is because the wikipedia page uses homogeneous boundary condtions on both Neumann and Dirichlet boundaries: $$ X'(0) = 0\quad \text{and}\quad X(L) = 0. $$ Notice the second Dirichlet boundary condition will change (2) to $$ A\cos(\sqrt{\lambda}L) = 0\implies \sqrt{\lambda}L = \frac{(2j-1)\pi}{2}. $$ That's why wikipedia's page has that solution.

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  • $\begingroup$ Nitpick: $\lambda$ cannot be any positive value, since if $\sqrt{\lambda} = n \pi/2 L$ for odd $n$, then $\cos(\sqrt{\lambda} L) = 0$. In other words, the complement of the spectrum of $-\Delta$ for these boundary conditions is a countable set of points. (Weird.) $\endgroup$ Apr 25, 2018 at 19:52
  • $\begingroup$ @MichaelSeifert Thanks for the remark. I revised my old answer. $\endgroup$
    – Shuhao Cao
    Apr 25, 2018 at 23:51

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