Boundary-Value Problems and Eigenvalues

Explain why conditions at two endpoints can produce no solution, one solution or a family.

Builds on Fourier Series and Periodic Forcing

The bigger question: What changes when conditions or inputs describe a whole interval?

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The idea

An initial-value problem specifies a state at one point. A boundary-value problem constrains the solution at different points. Even a linear equation may then have no solution or multiple solutions. Special parameter values can permit nonzero solutions of a homogeneous boundary problem.

Visual guide

VISUAL GUIDEFixed endpoints select discrete mode shapes
On [0, π], sin x, sin 2x and sin 3x all vanish at both endpoints. They correspond to eigenvalues 1, 4 and 9. Higher modes have more interior nodes; arbitrary wavelengths would fail the boundary conditions.0-1.30.785-0.651.5702.360.653.141.3position xmode
  • n = 1
  • n = 2
  • n = 3
On [0, π], sin x, sin 2x and sin 3x all vanish at both endpoints. They correspond to eigenvalues 1, 4 and 9. Higher modes have more interior nodes; arbitrary wavelengths would fail the boundary conditions.

Method and assumptions

For y′′+λy=0y''+\lambda y=0 on [0,L][0,L] with y(0)=y(L)=0y(0)=y(L)=0, inspect positive, zero and negative λ\lambda separately. Nontrivial solutions exist precisely at λn=(nπ/L)2\lambda_n=(n\pi/L)^2, with eigenfunctions sin⁡(nπx/L)\sin(n\pi x/L) for positive integers nn. The zero function always satisfies the homogeneous problem.

Worked example: a fixed-end mode

On [0,π][0,\pi], λ=4\lambda=4 gives y=Asin⁡2xy=A\sin2x. Both endpoints vanish for every amplitude AA. The eigenfunction has one interior zero at x=π/2x=\pi/2, unlike the fundamental mode sin⁡x\sin x.

PAUSE & THINKA quick check, not a grade

Try it yourself.

Choose an answer and explain your reasoning to yourself. Use a hint if you get stuck.

For y″+λy=0, y(0)=y(π)=0, which positive λ admits a nonzero solution?

Hint 1 · Find a starting point

The first condition removes the cosine term.

Hint 2 · Take the next step

The second needs sin(√λπ)=0.

Show the reasoning

Answer: λ=1

√λ must be a positive integer. λ=1 gives y=C sin x, a nontrivial family when C≠0.

Before moving on: what would make one of the other answers wrong? Saying why is part of understanding.

Worked example: incompatible endpoints

For y′′+y=0y''+y=0 on [0,π][0,\pi] with y(0)=0,y(π)=1y(0)=0,y(\pi)=1, the first condition forces y=Asin⁡xy=A\sin x. But y(π)=0y(\pi)=0 for every AA, so no solution can meet the second condition.

Interpreting the result

In engineering, eigenfunctions describe spatial mode shapes; time evolution enters through an associated dynamic model. Orthogonality of distinct sine modes helps decompose a shape or forcing. Do not confuse the free amplitude of an eigenfunction with a unique boundary-value solution.

Practice

  1. Give the first eigenvalue for L=2L=2.
  2. Can λ=0\lambda=0 give a nonzero solution with both endpoints zero?
  3. What is the second eigenfunction on [0,1][0,1]?
Show worked solutions
  1. λ1=π2/4\lambda_1=\pi^2/4.
  2. No. Then y=ax+by=ax+b, and both boundary conditions force a=b=0a=b=0.
  3. sin⁡2πx\sin2\pi x, up to a nonzero constant multiple.

Further study

MIT OpenCourseWare: Differential Equations provides a full university course with additional lectures and exercises.

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