4.C. Harmonic Oscillator

$\renewcommand{\Re}{\operatorname{Re}}$ $\renewcommand{\Im}{\operatorname{Im}}$ $\newcommand{\erf}{\operatorname{erf}}$ $\newcommand{\dag}{\dagger}$ $\newcommand{\const}{\mathrm{const}}$ $\newcommand{\arcsinh}{\operatorname{arcsinh}}$ $\newcommand{\bR}{\mathbb{R}}$

Appendix 4.D. Fourier decomposition without separation of variables


Fourier series were introduced to solve problems allowing separation of variables. However they can be used without it.

Example 1. Consider problem \begin{align} &u_{tt}-2au_{tx}-u_{xx}=0&&0<x<\pi, \label{eq-4.D-1}\\ &u|_{x=0}=u|_{x=\pi}=0 && \label{eq-4.D-2}\\ &u_{t=0}+g(x),\ u_{t}|_{t=o}=h(x). \label{eq-4.D-3} \end{align} Actually it will be hyperbolic as long as coefficient at $u_{xx}$ belongs to $(-\infty, a^2)$ but we take it $-1$.

Skip (\ref{eq-4.D-3}). Obviously, separation of variables does not work. However, let us try $u(x,t)= e^{ikt}X(x)$ with $k\in\bC$. Then we get \begin{gather} -k^2 X -2aik X' -X''=0, \label{eq-4.D-4}\\ X(0)=X(\pi)=0. \label{eq-4.D-5} \end{gather} This is an eigenvalue/eigenfunction problem for pencils, which is rather arcane. However if we introduce $\boldsymbol{X}=\left(\begin{matrix}v\\ w\end{matrix}\right)$ with $v=X'$, $w=ikX$ then we can rewrite it as \begin{align} &k\boldsymbol{X}=k\begin{pmatrix} v \\ w \end{pmatrix} = \begin{pmatrix} kX' \\ ik^2 X\end{pmatrix} = \begin{pmatrix} kX' \\ 2akX' -X''\end{pmatrix}= A i\partial_x \boldsymbol{X}, \label{eq-4.D-6}\\[7pt] &w(0)=w(\pi)=0\label{eq-4.D-7} \end{align} with \begin{gather} A= \begin{pmatrix} 0 & 1 \\ 1 & 2a \end{pmatrix}. \label{eq-4.D-8} \end{gather} One can see easily $A$ is a Hermitean matrix and that operator $Ai\partial_x $ with these boundary condition is symmetric operator in $L^2([0,\pi])$. One can prove also that it is self-adjoint operator and one can also prove that it has a discrete spectrum $\subset \mathbb{R}$. So we got a complete system of orthogonal eigenfunctions.

This spectrum has multiplicity $1$. Solving ODE (\ref{eq-4.D-4}) we get that $X= (A\cos (r x) + B\sin (rx)) e^{-a ik x}$ with $r=\sqrt{a^2+k^2}$ and to satisfy (\ref{eq-4.D-7}) we need $r=n$ with $n=1,2,\ldots$: \begin{gather} X_n= \sin (nx) e^{-a i k_n x}\quad n=1,2,\ldots,\label{eq-4.D-9}\\ k_n= -a \pm \sqrt{n^2-a^2} ;\label{eq-4.D-10} \end{gather} recall that $a^2<1$.

Then \begin{gather*} u_n= e^{ik_n (t-ax)}\sin (nx)= e^{-ai (t-ax)} e^{\pm i (t-ax) \sqrt{n^2-a^2}} \sin(nx) \end{gather*} and repacing the second factor via sines and cosines and taking sum over $n$ with arbitrary coefficients we arrive finally to \begin{gather} u(x,t) =\sum _{n=1}^\infty \Bigl(A_n \cos((t-ax)\sqrt{n^2-a^2}) + B_n \sin((t-ax)\sqrt{n^2-a^2}) \Bigr) e^{-ai (t-ax)} \sin(nx) . \label{eq-4.D-11} \end{gather} These coefficients $A_n,B_n$ could be found from initial conditions (\ref{eq-4.D-3}).

Example 2. Consider \begin{align} &\Delta^2 u =0 &&0<x<\pi, \ 0<y < b,\label{eq-4.D-12}\\ &u|_{x=0}=u_{xx}|_{x=0}= u|_{x=\pi}=u_{xx}|_{x=\pi}=0,\label{eq-4.D-13}\\ & B_1u|_{y=0}=g, \quad B_2u|_{y=b}=h\label{eq-4.D-14} \end{align} where $B_j$ are some boundary operators; recall that on each end $y=0$ and $y=b$ we need to have two boundary conditions, so those are $2\times 1$ matrix operators, f.e. $B_1= \begin{pmatrix} 1 \\ \partial_y \end{pmatrix}$ and $B_2=\begin{pmatrix} 1 \\ \partial^2_y \end{pmatrix}$.

Skipping (\ref{eq-4.D-14}) and plugging into (\ref{eq-4.D-12}) $u(x,y)=X(x)Y(y)$ leads us to \begin{gather} X^{IV}Y+ 2X''Y'' +XY^{IV}=0 \iff \frac{X^{IV}}{X} + 2\frac{X''}{X}\cdot \frac{Y''}{Y}+\frac{Y^{IV}}{Y}=0 \label{eq-4.D-15} \end{gather} with the middle term preventing separation. However, taking $X=\sin(nx)$ with $n=1,2,\ldots$ we satisfy (\ref{eq-4.D-13}) and transform (\ref{eq-4.D-15}) into \begin{gather} Y^{IV}-2n^2 Y'' + n^4Y = k^4Y \end{gather} and then \begin{gather} Y(y)= A_n cos(ny) + B_n \sin (ny) + C_n\cosh (ny) +D_n\sinh(ny) \end{gather} and we get \begin{gather} u(x,y)=\sum_{n=1}^\infty \Bigl(A_n cos(ny) + B_n \sin (ny) + C_n\cosh (ny) +D_n\sinh(ny)\Bigr)\sin (nx) \end{gather} and we recover coefficients $A_n,B_n,C_b,D_n$ from four boundary conditions (\ref{eq-4.D-14}).


$\Leftarrow$  $\Uparrow$  $\Rightarrow$