A4.21

Mathematical Methods | Part II, 2001

The equation

Ax=λx\mathbf{A x}=\lambda \mathbf{x}

where A\mathbf{A} is a real square matrix and x\mathbf{x} a column vector, has a simple eigenvalue λ=μ\lambda=\mu with corresponding right-eigenvector x=X\mathbf{x}=\mathbf{X}. Show how to find expressions for the perturbed eigenvalue and right-eigenvector solutions of

Ax+ϵb(x)=λx,ϵ1\mathbf{A} \mathbf{x}+\epsilon \mathbf{b}(\mathbf{x})=\lambda \mathbf{x}, \quad|\epsilon| \ll 1

to first order in ϵ\epsilon, where b\mathbf{b} is a vector function of x\mathbf{x}. State clearly any assumptions you make.

If A\mathbf{A} is (n×n)(n \times n) and has a complete set of right-eigenvectors X(j),j=1,2,n\mathbf{X}^{(j)}, j=1,2, \ldots n, which span Rn\mathbb{R}^{n} and correspond to separate eigenvalues μ(j),j=1,2,n\mu^{(j)}, j=1,2, \ldots n, find an expression for the first-order perturbation to X(1)\mathbf{X}^{(1)} in terms of the {X(j)}\left\{\mathbf{X}^{(j)}\right\} and the corresponding lefteigenvectors of A\mathbf{A}.

Find the normalised eigenfunctions and eigenvalues of the equation

d2ydx2+λy=0,0<x<1\frac{d^{2} y}{d x^{2}}+\lambda y=0,0<x<1

with y(0)=y(1)=0y(0)=y(1)=0. Let these be the zeroth order approximations to the eigenfunctions of

d2ydx2+λy+ϵb(y)=0,0<x<1\frac{d^{2} y}{d x^{2}}+\lambda y+\epsilon b(y)=0,0<x<1

with y(0)=y(1)=0y(0)=y(1)=0 and where bb is a function of yy. Show that the first-order perturbations of the eigenvalues are given by

λn(1)=ϵ201sin(nπx)b(2sinnπx)dx\lambda_{n}^{(1)}=-\epsilon \sqrt{2} \int_{0}^{1} \sin (n \pi x) \quad b(\sqrt{2} \sin n \pi x) d x

Part II

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