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Eigenfunction

From Wikipedia, the free encyclopedia
Mathematical function of a linear operator
This solution of thevibrating drum problem is, at any point in time, an eigenfunction of theLaplace operator on a disk.

Inmathematics, aneigenfunction of alinear operatorD defined on somefunction space is any non-zerofunctionf{\displaystyle f} in that space that, when acted upon byD, is only multiplied by some scaling factor called aneigenvalue. As an equation, this condition can be written as

Df=λf{\displaystyle Df=\lambda f}for somescalar eigenvalueλ.{\displaystyle \lambda .}[1][2][3] The solutions to this equation may also be subject toboundary conditions that limit the allowable eigenvalues and eigenfunctions.

An eigenfunction is a type ofeigenvector.

Eigenfunctions

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In general, an eigenvector of a linear operatorD defined on somevector space is a nonzero vector in the domain ofD that, whenD acts upon it, is simply scaled by some scalar value called an eigenvalue. In the special case whereD is defined on a function space, the eigenvectors are referred to aseigenfunctions. That is, a functionf is an eigenfunction ofD if it satisfies the equation

Df=λf,{\displaystyle Df=\lambda f,}1

where λ is a scalar.[1][2][3] The solutions to Equation (1) may also be subject to boundary conditions. Because of the boundary conditions, the possible values of λ are generally limited, for example to a discrete setλ1,λ2, … or to a continuous set over some range. The set of all possible eigenvalues ofD is sometimes called itsspectrum, which may be discrete, continuous, or a combination of both.[1]

Each value of λ corresponds to one or more eigenfunctions. If multiple linearly independent eigenfunctions have the same eigenvalue, the eigenvalue is said to bedegenerate and the maximum number of linearly independent eigenfunctions associated with the same eigenvalue is the eigenvalue'sdegree of degeneracy orgeometric multiplicity.[4][5]

Derivative example

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A widely used class of linear operators acting on infinite dimensional spaces are differential operators on the spaceC of infinitely differentiable real or complex functions of a real or complex argumentt. For example, consider the derivative operatorddt{\textstyle {\frac {d}{dt}}} with eigenvalue equation

ddtf(t)=λf(t).{\displaystyle {\frac {d}{dt}}f(t)=\lambda f(t).}

This differential equation can be solved by multiplying both sides bydtf(t){\textstyle {\frac {dt}{f(t)}}} and integrating. Its solution, theexponential function

f(t)=f0eλt,{\displaystyle f(t)=f_{0}e^{\lambda t},}

is the eigenfunction of the derivative operator, wheref0 is a parameter that depends on the boundary conditions. Note that in this case the eigenfunction is itself a function of its associated eigenvalue λ, which can take any real or complex value. In particular, note that for λ = 0 the eigenfunctionf(t) is a constant.

Suppose in the example thatf(t) is subject to the boundary conditionsf(0) = 1 anddfdt|t=0=2{\textstyle \left.{\frac {df}{dt}}\right|_{t=0}=2}. We then find that

f(t)=e2t,{\displaystyle f(t)=e^{2t},}

where λ = 2 is the only eigenvalue of the differential equation that also satisfies the boundary condition.

Link to eigenvalues and eigenvectors of matrices

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Eigenfunctions can be expressed as column vectors and linear operators can be expressed as matrices, although they may have infinite dimensions. As a result, many of the concepts related to eigenvectors of matrices carry over to the study of eigenfunctions.

Define theinner product in the function space on whichD is defined as

f,g=Ω f(t)g(t)dt,{\displaystyle \langle f,g\rangle =\int _{\Omega }\ f^{*}(t)g(t)dt,}

integrated over some range of interest fort called Ω. The* denotes thecomplex conjugate.

Suppose the function space has anorthonormal basis given by the set of functions {u1(t),u2(t), …,un(t)}, wheren may be infinite. For the orthonormal basis,

ui,uj=Ω ui(t)uj(t)dt=δij={1i=j0ij,{\displaystyle \langle u_{i},u_{j}\rangle =\int _{\Omega }\ u_{i}^{*}(t)u_{j}(t)dt=\delta _{ij}={\begin{cases}1&i=j\\0&i\neq j\end{cases}},}

whereδij is theKronecker delta and can be thought of as the elements of theidentity matrix.

Functions can be written as alinear combination of the basis functions,

f(t)=j=1nbjuj(t),{\displaystyle f(t)=\sum _{j=1}^{n}b_{j}u_{j}(t),}

for example through aFourier expansion off(t). The coefficientsbj can be stacked into ann by 1 column vectorb = [b1b2bn]T. In some special cases, such as the coefficients of the Fourier series of a sinusoidal function, this column vector has finite dimension.

Additionally, define a matrix representation of the linear operatorD with elements

Aij=ui,Duj=Ω ui(t)Duj(t)dt.{\displaystyle A_{ij}=\langle u_{i},Du_{j}\rangle =\int _{\Omega }\ u_{i}^{*}(t)Du_{j}(t)dt.}

We can write the functionDf(t) either as a linear combination of the basis functions or asD acting upon the expansion off(t),

Df(t)=j=1ncjuj(t)=j=1nbjDuj(t).{\displaystyle Df(t)=\sum _{j=1}^{n}c_{j}u_{j}(t)=\sum _{j=1}^{n}b_{j}Du_{j}(t).}

Taking the inner product of each side of this equation with an arbitrary basis functionui(t),

j=1ncjΩ ui(t)uj(t)dt=j=1nbjΩ ui(t)Duj(t)dt,ci=j=1nbjAij.{\displaystyle {\begin{aligned}\sum _{j=1}^{n}c_{j}\int _{\Omega }\ u_{i}^{*}(t)u_{j}(t)dt&=\sum _{j=1}^{n}b_{j}\int _{\Omega }\ u_{i}^{*}(t)Du_{j}(t)dt,\\c_{i}&=\sum _{j=1}^{n}b_{j}A_{ij}.\end{aligned}}}

This is the matrix multiplicationAb =c written in summation notation and is a matrix equivalent of the operatorD acting upon the functionf(t) expressed in the orthonormal basis. Iff(t) is an eigenfunction ofD with eigenvalue λ, thenAb =λb.

Eigenvalues and eigenfunctions of Hermitian operators

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Many of the operators encountered in physics areHermitian. Suppose the linear operatorD acts on a function space that is aHilbert space with an orthonormal basis given by the set of functions {u1(t),u2(t), …,un(t)}, wheren may be infinite. In this basis, the operatorD has a matrix representationA with elements

Aij=ui,Duj=Ωdt ui(t)Duj(t).{\displaystyle A_{ij}=\langle u_{i},Du_{j}\rangle =\int _{\Omega }dt\ u_{i}^{*}(t)Du_{j}(t).}

integrated over some range of interest fort denoted Ω.

By analogy withHermitian matrices,D is a Hermitian operator ifAij =Aji*, or:[6]

ui,Duj=Dui,uj,Ωdt ui(t)Duj(t)=Ωdt uj(t)[Dui(t)].{\displaystyle {\begin{aligned}\langle u_{i},Du_{j}\rangle &=\langle Du_{i},u_{j}\rangle ,\\[-1pt]\int _{\Omega }dt\ u_{i}^{*}(t)Du_{j}(t)&=\int _{\Omega }dt\ u_{j}(t)[Du_{i}(t)]^{*}.\end{aligned}}}

Consider the Hermitian operatorD with eigenvaluesλ1,λ2, ... and corresponding eigenfunctionsf1(t),f2(t), …. This Hermitian operator has the following properties:

The second condition always holds forλiλj. For degenerate eigenfunctions with the same eigenvalueλi, orthogonal eigenfunctions can always be chosen that span the eigenspace associated withλi, for example by using theGram-Schmidt process.[5] Depending on whether the spectrum is discrete or continuous, the eigenfunctions can be normalized by setting the inner product of the eigenfunctions equal to either a Kronecker delta or aDirac delta function, respectively.[8][9]

For many Hermitian operators, notablySturm–Liouville operators, a third property is

  • Its eigenfunctions form a basis of the function space on which the operator is defined[5]

As a consequence, in many important cases, the eigenfunctions of the Hermitian operator form an orthonormal basis. In these cases, an arbitrary function can be expressed as a linear combination of the eigenfunctions of the Hermitian operator.

Applications

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Vibrating strings

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The shape of a standing wave in a string fixed at its boundaries is an example of an eigenfunction of a differential operator. The admissible eigenvalues are governed by the length of the string and determine the frequency of oscillation.

Leth(x,t) denote the transverse displacement of a stressed elastic chord, such as thevibrating strings of astring instrument, as a function of the positionx along the string and of timet. Applying the laws of mechanics toinfinitesimal portions of the string, the functionh satisfies thepartial differential equation

2ht2=c22hx2,{\displaystyle {\frac {\partial ^{2}h}{\partial t^{2}}}=c^{2}{\frac {\partial ^{2}h}{\partial x^{2}}},}

which is called the (one-dimensional)wave equation. Herec is a constant speed that depends on the tension and mass of the string.

This problem is amenable to the method ofseparation of variables. If we assume thath(x,t) can be written as the product of the formX(x)T(t), we can form a pair of ordinary differential equations:

d2dx2X=ω2c2X,d2dt2T=ω2T.{\displaystyle {\frac {d^{2}}{dx^{2}}}X=-{\frac {\omega ^{2}}{c^{2}}}X,\qquad {\frac {d^{2}}{dt^{2}}}T=-\omega ^{2}T.}

Each of these is an eigenvalue equation with eigenvalues

ω2c2{\textstyle -{\frac {\omega ^{2}}{c^{2}}}} andω2, respectively. For any values ofω andc, the equations are satisfied by the functions

X(x)=sin(ωxc+φ),T(t)=sin(ωt+ψ),{\displaystyle X(x)=\sin \left({\frac {\omega x}{c}}+\varphi \right),\qquad T(t)=\sin(\omega t+\psi ),}where the phase anglesφ andψ are arbitrary real constants.

If we impose boundary conditions, for example that the ends of the string are fixed atx = 0 andx =L, namelyX(0) =X(L) = 0, and thatT(0) = 0, we constrain the eigenvalues. For these boundary conditions,sin(φ) = 0 andsin(ψ) = 0, so the phase anglesφ =ψ = 0, and

sin(ωLc)=0.{\displaystyle \sin \left({\frac {\omega L}{c}}\right)=0.}

This last boundary condition constrainsω to take a valueωn =ncπ/L, wheren is anyinteger. Thus, the clamped string supports a family of standing waves of the form

h(x,t)=sin(nπxL)sin(ωnt).{\displaystyle h(x,t)=\sin \left({\frac {n\pi x}{L}}\right)\sin(\omega _{n}t).}

In the example of a string instrument, the frequencyωn is the frequency of then-thharmonic, which is called the(n − 1)-thovertone.

Schrödinger equation

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Inquantum mechanics, theSchrödinger equation

itΨ(r,t)=HΨ(r,t){\displaystyle i\hbar {\frac {\partial }{\partial t}}\Psi (\mathbf {r} ,t)=H\Psi (\mathbf {r} ,t)}

with theHamiltonian operator

H=22m2+V(r,t){\displaystyle H=-{\frac {\hbar ^{2}}{2m}}\nabla ^{2}+V(\mathbf {r} ,t)}can be solved by separation of variables if the Hamiltonian does not depend explicitly on time.[10] In that case, thewave functionΨ(r,t) =φ(r)T(t) leads to the two differential equations,

Hφ(r)=Eφ(r),{\displaystyle H\varphi (\mathbf {r} )=E\varphi (\mathbf {r} ),}2
iT(t)t=ET(t).{\displaystyle i\hbar {\frac {\partial T(t)}{\partial t}}=ET(t).}3

Both of these differential equations are eigenvalue equations with eigenvalueE. As shown in an earlier example, the solution of Equation (3) is the exponentialT(t)=eiEt/.{\displaystyle T(t)=e^{{-iEt}/{\hbar }}.}

Equation (2) is the time-independent Schrödinger equation. The eigenfunctionsφk of the Hamiltonian operator arestationary states of the quantum mechanical system, each with a corresponding energyEk. They represent allowable energy states of the system and may be constrained by boundary conditions.

The Hamiltonian operatorH is an example of a Hermitian operator whose eigenfunctions form an orthonormal basis. When the Hamiltonian does not depend explicitly on time, general solutions of the Schrödinger equation are linear combinations of the stationary states multiplied by the oscillatoryT(t),[11]Ψ(r,t)=kckφk(r)eiEkt/{\textstyle \Psi (\mathbf {r} ,t)=\sum _{k}c_{k}\varphi _{k}(\mathbf {r} )e^{{-iE_{k}t}/{\hbar }}} or, for a system with a continuous spectrum,

Ψ(r,t)=dEcEφE(r)eiEt/.{\displaystyle \Psi (\mathbf {r} ,t)=\int dE\,c_{E}\varphi _{E}(\mathbf {r} )e^{{-iEt}/{\hbar }}.}

The success of the Schrödinger equation in explaining the spectral characteristics of hydrogen is considered one of the greatest triumphs of 20th century physics.

Signals and systems

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In the study ofsignals and systems, an eigenfunction of a system is a signalf(t) that, when input into the system, produces a responsey(t) =λf(t), whereλ is a complex scalar eigenvalue.[12]

See also

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Citations

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  1. ^abcDavydov 1976, p. 20.
  2. ^abKusse & Westwig 1998, p. 435.
  3. ^abWasserman 2016.
  4. ^abDavydov 1976, p. 21.
  5. ^abcKusse & Westwig 1998, p. 437.
  6. ^abcKusse & Westwig 1998, p. 436.
  7. ^Davydov 1976, p. 24.
  8. ^abDavydov 1976, p. 29.
  9. ^Davydov 1976, p. 25.
  10. ^Davydov 1976, p. 51.
  11. ^Davydov 1976, p. 52.
  12. ^Girod, Rabenstein & Stenger 2001, p. 49.

Works cited

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  • Courant, Richard; Hilbert, David (1989).Methods of Mathematical Physics. Vol. 1. Wiley.ISBN 047150447-5. (Volume 2:ISBN 047150439-4.)
  • Davydov, A. S. (1976).Quantum Mechanics. Translated, edited, and with additions by D. ter Haar (2nd ed.). Oxford: Pergamon Press.ISBN 008020438-4.
  • Girod, Bernd; Rabenstein, Rudolf; Stenger, Alexander (2001).Signals and systems (2nd ed.). Wiley.ISBN 047198800-6.
  • Kusse, Bruce; Westwig, Erik (1998).Mathematical Physics. New York: Wiley Interscience.ISBN 047115431-8.
  • Wasserman, Eric W. (2016)."Eigenfunction".MathWorld.Wolfram Research. RetrievedApril 12, 2016.
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