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    Hill's Equation
    Hill's Equation
    Hill's Equation
    Ebook232 pages1 hour

    Hill's Equation

    By Wilhelm Magnus and Stanley Winkler

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    About this ebook

    The hundreds of applications of Hill's equation in engineering and physics range from mechanics and astronomy to electric circuits, electric conductivity of metals, and the theory of the cyclotron. New applications are continually being discovered and theoretical advances made since Liapounoff established the equation's fundamental importance for stability problems in 1907. Brief but thorough, this volume offers engineers and mathematicians a complete orientation to the subject.
    "Hill's equation" connotes the class of homogeneous, linear, second order differential equations with real, periodic coefficients. This two part treatment encompasses the most pertinent, necessary information; only the theory's elementary facts are proved in full, with minimal use of sophisticated mathematics. Part I explains the basic theory: Floquet's theorem, characteristic values and intervals of stability, analytic properties of the discriminant, infinite determinants, asymptotic behavior of the characteristic values, theorems of Liapounoff and Borg, and related topics. Part II examines numerous details: elementary formulas, oscillatory solutions, intervals of stability and instability, discriminant, coexistence, and examples. Particular attention is given to stability problems and to the question of coexistence of periodic solutions.
    Although intended for professional mathematicians and engineers, the volume is written so clearly and vigorously that it can be recommended for graduate students and advanced undergraduates.

    LanguageEnglish
    PublisherDover Publications
    Release dateOct 29, 2013
    ISBN9780486150291
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      Hill's Equation - Wilhelm Magnus

      EDITIONS

      PART I

      GENERAL THEORY

      I

      Basic Concepts

      1.1. Preliminary remarks

      Any homogeneous linear differential equation of second order with real periodic coefficients can be reduced to an equation of Hill’s type. A specific question which arises in the theory of Hill’s equation is the problem of the existence of periodic solutions. This problem has many features in common with the ordinary Sturm-Liouville problems, and in certain cases it can, in fact, be reduced to ordinary boundary value problems of the Sturm-Liouville type (see Section 1.3). However, in general, such a reduction is not possible, and imposing the periodicity requirements on a solution of the differential equation leads to phenomena different from those resulting from the imposition of a homogeneous boundary condition of the Sturm-Liouville type. Thus, the differential equation can have two linearly independent periodic solutions but it cannot have two linearly independent solutions satisfying the same homogeneous boundary conditions. Furthermore, the value of the period of the solution (which is a multiple of the period p of the coefficients) plays an important role in the discussion of periodic solutions. In a certain sense, only the solutions of period p and 2p are of interest. We shall now proceed with a detailed presentation of some basic theorems and their proofs.

      As references to the general theory of Sturm-Liouville (self-adjoint) boundary-value problems we mention Courant and Hilbert (1953) and Coddington and Levinson (1955).

      1.2. Floquet’s theorem

      Let Q(x) be a (real or complex valued) function of the real variable x defined for all values of x. We assume that Q(x) is piecewise continuous in every finite interval and that it is periodic with minimal period π. By this we mean that for all x

      (1.1)

      and that if p is a number with 0 < p < π, then there exists at least one real interval I such that Q(x + p) ≠ Q(x) for x ∈ I.

      If Q(x) has the properties stated above, then the differential equation

      (1.2)

      has two continuously differentiable solutions y1(x) and y2(x) which are uniquely determined by the conditions:

      y1(0) = 1, y1′(0) = 0, y2(0) = 0, y2′(0) = 1.

      These solutions are referred to as normalized solutions of (1.2).

      Before stating Floquet’s theorem we must define the notions of characteristic equation and characteristic exponent associated with (1.2). Thus, the characteristic equation is the equation

      (1.3)

      and the characteristic exponent α is a number which satisfies the equations

      (1.4)

      where ρ1 and ρ2 are the roots of the characteristic equation (1.3).

      It is clear that α is defined up to an integral multiple of 2. Also 2 cos απ = y1(π) + y2′(π). Finally ρ1ρ2 = 1. We can now state the theorem.

      Floquet’s theorem. 1. If the roots ρ1 and ρ2 of the characteristic equation (1.3) are different from each other, then Hill’s equation (1.2) has two linearly independent solutions

      f1(x) = eiαxp1(x), f2(x) = e—iαxp2(x),

      where p1(x) and p2(x) are periodic with period π.

      2. If ρ1 = ρ2, then equation (1.2) has a nontrivial solution which is periodic with period π (when ρ1 = ρ2 = 1) or 2π (when ρ1 = ρ2 = − 1). Let p(x) denote such a periodic solution and let y(x) be another solution linearly independent of p(x). Then

      y(x + π) = ρ1y(x) + θp(x), θ constant,

      and θ = 0 is equivalent to

      y1(π) + y2′(π) = ± 2, y2(π) = 0, y1′(π) = 0.

      Before starting with the proof of Floquet’s theorem it may be appropriate to discuss its significance. Thus, let ρ1 ≠ ρ2. If α is real, then there exists an upper bound M for the absolute value |y(x)| of every solution of (1.2) and M depends only on the initial conditions for y and not on x. If α is not real, then there exists a nontrivial unbounded solution y(x) of (1.2). If ρ1 = ρ2, then for all solutions of (1.2) to be bounded it is necessary and sufficient that

      y1(π) + y2′(π) = ± 2, y2(π) = 0, y1′(π) = 0.

      Whenever all solutions of (1.2) are bounded we say that they are stable; otherwise we say that they are unstable.

      The solutions of period π and 2π play an exceptional role as is seen from the following:

      Corollary to Floquet’s theorem. If (1.2) has a periodic nontrivial solution with period nπ, n > 2, but no solution with period π or 2π, then all solutions are periodic with period nπ.

      Indeed, our assumption implies that ρ1 ≠ ρ2 so that every solution y of (1.2) is of the form

      y = μf1(x) + vf2(x).

      If one such solution is periodic with period nπ where c = exp (iαnπ. Since f1 and f. Therefore, nα is an even integer, and both f1 and f2 are periodic with period nπ.

      Proof of Floquet’s theorem. If y(x) is a solution of (1.2), then, obviously, y(x + π) is also a solution of (1.2). In particular, y1(x + π) and y2(x + π) are solutions of (1.2). Since y1(x) and y2(x) form a basis for the set of all solutions of (1.2), it must be possible to express y1(x + π) and y2(x + π) as linear combinations of y1(x) and y2(x). We find easily that

      (1.5)

      Assume now that y(x0 is a solution of (1.2) such that

      (1.6)

      for some constant ρ. If y(x) = c1y1(x) + c2y2(x), then it follows from (1.6) that c1 and c2 must satisfy the system of linear equations

      (1.7)

      Conversely, if (1.7) is satisfied, y(x) satisfies (1.6). Now, the necessary and sufficient condition for (1.7) to have a solution c1, c2 such that c1 and c2 do not both vanish is

      (1.8)

      Since, for all x, the Wronskian

      y1(x)y2′(x) − y2(x)y1′(x) = 1,

      equation (1.8) is identical with the characteristic equation (1.3). Thus, if ρ = ρ1 is a root of (1.8), we can find c1 and c2 such that y = c1y1 + c2y0 and such that y satisfies (1.6). Obviously, if (1.6) is satisfied, we may write

      y = y(x) = exp (iαx)p1(x) = f1(x)

      where exp (iαπ) = ρ1 and where p1(x) is a periodic function of x with period π. Suppose now that (1.8) has a second solution ρ = ρ2 ≠ ρ1. We may use ρ2 for the construction of a solution y = f2(x0 of (1.3) such that f2(x + π) = p2f2(x). We observe that f1 and f2 are linearly independent. Otherwise, we could find constants λ1 and λ2 (both not equal to zero) such that

      λ1f1(x) + λ2f2(x) ≡ 0.

      But then we would also have

      λ1f1(x + π) + λ2f2(x + π) = λ1ρ1f1(x) + λ2ρ2f2(x) ≡ 0.

      Since both λ1f1 and λ2f2 do not vanish identically, the last three equations are compatible only if ρ1 = ρ2, which we have excluded. This proves Floquet’s theorem in the case where ρ1 ≠ ρ2.

      Since ρ1ρ2 = 1, either |ρ1| = |ρ2| = 1 or at least one of the numbers |ρ1| or |ρ2| exceeds 1. In the first case, we have stability, in the second case, instability of the solutions of (1.2), provided that ρ1 ≠ ρ2.

      If ρ1 = ρ2, we still can construct one solution y1*(x) of (1.2) such that

      y1*(x + π) = ρ1y1*(x).

      Since ρ1 = ρ2 and ρ1ρ2, = 1 imply that p1 = ± 1, y1* is obviously periodic with period π or 2π. In order to find the properties of a solution y2*(x) which is linearly independent of y1*, assume first that y2(π) ≠ 0. Then we may choose [cf. (1.7) and (1.3)]

      and we find from 2ρ1 = y1(π) + y2′(π) that

      y2*(x + π) = ρ1y2*(x) + y1*(x).

      Similarly, if y2(π) = 0, we may choose

      y1*(x) = y2(x), y2*(x) = y1(x).

      Since y1(π)y2′(π) − y1′(π)y2(π) = 1 it follows from y2(π) = 0 and y1(π) + y2′(π) = 2ρ1 than y1(π) = y2′(π) = ρ1 and therefore we have from (1.5) that

      This proves Floquet’s theorem in all details.

      As a rather obvious consequence of Floquet’s theorem we mention the following

      Stability test. The solutions of (1.2) are stable if and only if y1(π) + y2′(π) is real and

      |y1(π) + y2′(π)| < 2

      or

      y1(π) + y2′(π) = ± 2

      and

      y2(π) = y1′(π) = 0.

      Proof. If ρ1 ≠ ρ2, then stability is equivalent to α ≠ 0, α real, which, in turn, is equivalent to y1(π) + y2′(π) being real and in absolute value < 2. If ρ1 = ρ2, then stability is equivalent to y1(π) + y2′(π) = ± 2 and y2(π) = y′1(π) = 0.

      1.3. The symmetric case Q(x) = Q(−x)

      If in (1.2) the function Q(x) is even, i.e., if

      (1.9)

      it is possible to establish relations between the values of y1, y2, y1′, and y2′ at x = π/2 and at x = π and these relations allow a more detailed classification of the solutions of period π and 2π. We summarize our results by stating

      Theorem 1.1. Let y1(x) and y2(x) be the normalized solutions of (1.2) and assume that Q(x) satisfies (1.9). Then the following relations hold:

      (1.10)

      (1.11)

      (1.12)

      (1.13)

      In all cases, y1(x) = y1( − x), i.e., y1(x) will be an even function of x. Similarly, y2(x) = − y2 (−x) will be an odd function. Whenever a nontrivial solution of period π or 2π exists, there also exists such a solution which is either odd or even. Therefore, these periodic solutions are necessarily multiples of one of the normalized solutions y1(x) or y2(x) unless all solutions are periodic (with period π or 2π).

      Theorem 1.2. If the conditions of Theorem 1.1 are satisfied, then there exists a nontrivial periodic solution of (1.2) which is

      (1)

      (2)

      (3)

      (4)

      Periodic solutions of period π or 2π are necessarily multiples of the normalized solutions y1(x) and

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