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Articles

Numerical reconstruction in a three-spectra inverse Sturm–Liouville problem with mixed boundary conditions

Pages 1368-1391 | Received 11 Jul 2012, Accepted 31 Dec 2012, Published online: 30 Jan 2013

Abstract

This paper proposes an algorithm for the numerical reconstruction of the coefficient (also called ‘potential’) function q in the canonical Sturm–Liouville differential operator L(q)[u]:=u+q(x)u from three known sequences of its eigenvalues. These correspond respectively to three sets of mixed boundary conditions: Dirichlet type for the interval [0,a], Dirichlet–Robin type for the interval [0,a0] and Robin–Dirichlet type for the interval [a0,a], where a0 is an interior point of the interval [0,a]. This problem originates in an engineering application involving a string and its frequencies of oscillations when set into vibration. The method will be illustrated with numerical examples including both continuous and discontinuous potential functions.

AMS Subject Classifications:

Introduction

This paper proposes an algorithm to numerically reconstruct the unknown potential of the canonical Sturm–Liouville operator from three spectra, corresponding to three sets of mixed boundary conditions. This problem originates in the following vibrating string problem: an elastic, inaccessible string of negligible weight fixed at the end points is set into infinitesimal vertical vibrations. Its frequencies of oscillation are measured. Next, two more sets of frequencies of oscillation are measured, one set for each piece of the string, when the string has now an interior node attached to a spring with a known stiffness constant. Each piece of the string is set into infinitesimal, vertical vibrations independently of the other. From these measurements, one would like to determine the density of the string. Some details about problems of this type can be found in [Citation1, Section 10.1].

Physical and mathematical arguments turn this problem into the following inverse spectral problem: obtain the coefficient (also called ‘potential’) function q of the canonical Sturm–Liouville differential operator L(q)[u]:=u+q(x)u from three known sequences of real numbers with specific properties {λn}n1, {μn}n1, and {ν}n1. These sequences will be the eigenvalues of the Sturm–Liouville operator mentioned above corresponding respectively to Dirichlet type boundary conditions on [0,a], Dirichlet–Robin type boundary conditions on [0,a0], and Robin–Dirichlet type boundary conditions on [a0,a], where a0 is an interior point of [0,a], and the boundary parameter H at the interior point a0 being a given real number. Specifically, λ, μ and ν are respectively eigenvalues of such type, if there exist some non-identically zero functions (called eigenfunctions) uH2(0,a), vH2(0,a0), wH2(a0,a) such that:(1.1) {u(x)+q(x)u(x)=λu(x),x(0,a)u(0)=0=u(a),(1.1) (1.2) {v(x)+q(x)v(x)=μv(x),x(0,a0)v(0)=0=v(a0)+Hv(a0),(1.2) (1.3) {w(x)+q(x)w(x)=νw(x),x(a0,a)w(a0)+Hw(a0)=0=w(a).(1.3) Here H2(a,b):={uC1[a,b]:u(x)=α+axv(s)ds, for some constant α and some vL2(a,b)}.

The overview of the method proposed is as follows (the meaning of the notations and concepts, and the details of the method will be provided in the subsequent sections). If q is the unknown coefficient function of the canonical Sturm–Liouville operator to be recovered from the three types of eigenvalue sequences {λn}n1, {μn}n1 and {ν}n1, then these sequences will be respectively the zeros of the characteristic function for each type of eigenvalue problem (), (), or (). This information along with the following identity:(1.4) S(a;q,λ)=S1(a0;q1,λ)[S1(a0,q2,λ)+HS1(a0;q2,λ)]+[S1(a0;q1,λ)+HS1(a0;q1,λ)]aa0a0S1(a0;q2,λ),forallλC.(1.4) will suggest a way of obtaining two pairs of Cauchy data. One pair will correspond to q1:=q|[0,a0] and the other to q2 which is the ‘reflection’ of q2:=q|[a0,a] about the line x=a0. Since the recovery of the potential function from one pair of Cauchy data is already known in the literature (see [Citation2]), our efforts will be focused towards determining two pairs of Cauchy data for the interval [0,a0], by following the guidelines suggested by the characteristic functions and the identity (Equation1.4). Once the Cauchy data are obtained, two coefficient functions for [0,a0] will be produced. Pasting together the first with the ‘reflection’ of the second, the coefficient function for the entire interval [0,a] will be obtained.

The inverse Sturm–Liouville problem by three Dirichlet spectra (i.e. non-mixed boundary conditions) was discussed in [Citation3]. The present work distinguishes itself from [Citation3] in the following aspects: at the interior node a0 the boundary condition is now of Robin type as opposed to Dirichlet type discussed in [Citation3]; the fundamental identity (2.7) in [Citation3] now becomes (Equation1.4) to highlight the characteristic function of the Sturm–Liouville problem with Dirichlet–Robin boundary conditions on the interval [0,a0]. Another difference between [Citation3] and the present work resides in the fact that the kernels in the integral representations of the characteristic functions for the Dirichlet eigenvalue problem and for the Dirichlet–Robin eigenvalue problem on [0,a0], respectively are different. Also, in [Citation3] the kernel in the integral representation of the characteristic functionλS(β;p,λ)for the Dirichlet eigenvalue problem on the interval [α,β], and the kernel in the integral representation of the functionλS(β;p,λ)were used to infer information about the Cauchy data. By contrast, in the present paper, information about the Cauchy data was obtained from the kernel in the integral representation of the characteristic functionλS(β;p,λ)+h·S(β;p,λ)for the Dirichlet–Robin eigenvalue problem on the interval [α,β] with boundary parameter h, and the kernel in the integral representation of the functionλS(β;p,λ).Various aspects on inverse three spectra problems were discussed by many other authors, and we mention here only a few: [Citation4Citation9].

Preliminaries

Some notations are in order. Let pLR2(α,β) and λC. We denote by C(·;p,λ) and S(·;p,λ) the weak (i.e. in H2(α,β)) solutions to the initial value problems:(2.1) {u(x)+p(x)u(x)=λu(x),α<x<β,u(α)1=0=u(α),(2.1) and respectively(2.2) {u(x)+p(x)u(x)=λu(x),α<x<β,u(α)=0=u(α)1.(2.2) The notations were chosen suggestively, to remind of the solutionscos(λ(xα))andsin(λ(xα))λto (Equation2.1) and respectively (), when p=0.

Note that λ is a Dirichlet–Robin eigenvalue on the interval [α,β] of the canonical Sturm–Liouville operator L(p) (recall L(p)[u]:=u+p(x)u) with boundary parameter hif and only ifS(β;p,λ)+h·S(β;p,λ)=0.This can be seen as follows. If λ is such an eigenvalue, let u be its corresponding eigenfunction. So uH2(α,β){0} such that L(p)[u]=λu, and u(α)=0=u(β)+h·u(β). Hence, u(α)0, since otherwise the Dirichlet boundary condition u(α)=0 along with the ODE u+p(x)u=λu would imply that u=0. (The initial value problem that consists of this ODE and the initial conditions u(α)=0=u(α) has only one solution, and the identically zero function is a solution to it). So v:=uu(α) is well defined. Moreover, it satisfies the above ODE since u does. It also satisfies the initial conditions v(α)=0 and v(α)=1. Therefore, v(x)=S(x;p,λ), for all x[α,β], because S(·;p,λ) is the only solution of this initial value problem. It follows then thatS(β;p,λ)+h·S(β;p,λ)=v(β)+hv(β)=u(β)+hu(β)u(α),bythedefinitionofv=0,bythepropertyofustatedabove.Conversely, if λ is such that S(β;p,λ)+h·S(β;p,λ)=0, then by the definition of S(·;p,λ) above, S(·;p,λ) will be the eigenfunction corresponding to λ for the Dirichlet–Robin boundary conditions. This means that λ is a Dirichlet–Robin eigenvalue on [α,β] of the Sturm–Liouville operator L(p).

So, the Dirichlet–Robin eigenvalues on [α,β] of L(p) with boundary parameter h are exactly the zeros of the functionλS(β;p,λ)+h·S(β;p,λ).For this reason this function is called the characteristic function of the canonical Sturm–Liouville operator L(p) on [α,β] with Dirichlet–Robin boundary conditions and boundary parameter h, by analogy with the matrix case. (A linear operator between two finite dimensional spaces can be represented by a matrix).

By similar arguments, the Dirichlet eigenvalues on [α,β] of L(p) are exactly the zeros of the functionλS(β;p,λ),called the characteristic function of the Sturm–Liouville operator L(p) on [α,β] with Dirichlet boundary conditions.

Another important fact to be used later is that {ν,w(x)} is a Robin-Dirichlet eigenpair of the Sturm–Liouville operator L(p) on [a0,a] with boundary parameter Hif and only if{ν,w(ξ)} is a Dirichlet–Robin eigenpair of the Sturm–Liouville operator L(p) on [0,a0] with boundary parameter H, where H:=aa0a0H, ν:=(aa0a0)2ν, w(ξ):=w(x), p(ξ):=(aa0a0)2p(x), with x:=aaa0a0ξ. (Here ξ[0,a0] and x[a0,a]). This statement can be easily verified by the definition of an eigenpair corresponding to Robin-Dirichlet boundary conditions and respectively to Dirichlet–Robin boundary conditions, and the changes of variables indicated above.

It is known in the literature (see [Citation10, p.255] and rescale [0,1] to [α,β] by the change of variables x=α+(βα)s, for s[0,1]) that the spectrum of the canonical Sturm–Liouville operator L(p) on [α,β] with Dirichlet–Robin boundary conditions and boundary parameter hR is a sequence of real, simple eigenvalues, increasing and satisfying the asymptotic formula:(2.3) μn=((n12)πβα)2+[p]+2hβα+rn,forn1,(2.3) where {rn}n1 is an l2 sequence of real numbers (i.e. n=1rn2<). Here we denote the mean of pLR2(α,β) by [p] (i.e. [p]:=1βααβp(x)dx).

It is also known (see [Citation10, p.256], or [Citation11, Theorem 1 (p.29), Theorem 2 (p.30), Theorem 4 (p.35)], or [Citation12, Lemma 4.7 (p.135-136) and formula (4.25) on p.139], and rescale [0,1] to [α,β]) that the spectrum of the canonical Sturm–Liouville operator L(p) on [α,β] with Dirichlet boundary conditions is a sequence of real, simple eigenvalues, increasing and satisfying the asymptotic formula:(2.4) λn=(nπβα)2+[p]+rn,forn1,(2.4) where {rn}n1 is an l2 sequence of real numbers (i.e. n=1rn2<). Here, as before, [p]:=1βααβp(x)dx.

Therefore, if qLR2(0,a) and {λn}n1, {μn}n1, {νn}n1 are respectively the Dirichlet eigenvalues on [0,a], the Dirichlet–Robin eigenvalues on [0,a0], and the Robin-Dirichlet eigenvalues on [a0,a] of the Sturm–Liouville operator L(q) with boundary parameter HR at the interior node a0, then letting q1:=q|[0,a0], q2:=q|[a0,a] we can write by using () and () with the proper choices of p and [α,β], and the paragraph preceding the paragraph of ():(2.5) λn=(nπa)2+[q]+cn,forn1,(2.5) (2.6) μn=((n12)πa0)2+[q1]+2Ha0+cn(1),forn1,(2.6) (2.7) νn=((n12)πa0)2+[q2]+2Ha0+cn(2),forn1,(2.7) for some real-valued sequences {cn}n1, {cn(1)}n1, and {cn(2)}n1 in l2. Here, q2(ξ):=(aa0a0)2q2(x), for ξ[0,a0]x[a0,a] given by x:=aaa0a0ξ, ν:=(aa0a0)2ν, and H:=aa0a0H. Dividing (Equation2.7) by (aa0a0)2 we obtain:(2.8) νn=((n12)πaa0)2+[q2]2Haa0+cn(2),forn1,(2.8) for {cn(2):=cn(2)(aa0a0)2}n1l2.

Other important facts here are the integral representations with Gelfand–Levitan–Marchenko kernel of the function S(·;p,λ) and of its derivative S(·;p,λ). They are (see [Citation12, Theorem 4.18 and Example 4.19, p.154–157] with similar calculations for [α,β]):(2.9) S(x;p,λ)=sin(λ(xα))λ+αxK(x,t;p)sin(λ(tα))λdt,αxβ,(2.9) which by differentiating with respect to x gives:(2.10) S(x;p,λ)&=cos(λ(xα))+K(x,x;p)sin(λ(xα))λ+αxKx(x,t;p)sin(λ(tα))λdt,&=cos(λ(xα))+(12αxp(s)ds)sin(λ(xα))λ+αxKx(x,t;p)sin(λ(tα))λdt,αxβ,(2.10) where the Gelfand–Levitan–Marchenko kernel is K(x,t;p), the week solution to the Goursat boundary value problem:(2.11) {KxxKttp(x)K=0,αtxβK(x,x)=12αxp(s)ds,αxβK(x,α)=0,αxβ.(2.11) We introduce some notations. For qLR2(0,a), the subscript 1 or 2 attached to S(·;q,λ) and C(·;q,λ) is meant to refer to the first subinterval [0,a0] of [0,a], or to the second subinterval [a0,a] of [0,a]. That is for instance, S1(·;q,λ) means S(·;q|[0,a0],λ), and C2(·;q,λ) means C(·;q|[a0,a],λ). With these being said and λ:=(aa0a0)2λ, and q1, q2 as described in the paragraph of Equations (Equation2.5) –(Equation2.8), we recall Equation (2.7) of [Citation3]:S(a;q,λ)=S1(a0;q1,λ)S1(a0;q2,λ)+S1(a0;q1,λ)aa0a0S1(a0;q2,λ),forallλC.Since at the interior node a0 we have now a Robin type boundary condition, it is to our benefit to put the above equation into one that highlights the characteristic function of the canonical Sturm–Liouville operator with Dirichlet–Robin boundary conditions on [0,a0]. So we subtract and add Haa0a0S1(a0;q1,λ)S1(a0;q2,λ) in the right-hand side of the above equation, and then suitably combine the terms and factor out:S(a;q,λ)=S1(a0;q1,λ)S1(a0;q2,λ)+S1(a0;q1,λ)aa0a0S1(a0;q2,λ)Haa0a0S1(a0;q1,λ)S1(a0;q2,λ)+Haa0a0S1(a0;q1,λ)S1(a0;q2,λ)=S1(a0;q1,λ)[S1(a0;q2,λ)Haa0a0S1(a0;q2,λ)]+[S1(a0;q1,λ)+HS1(a0;q1,λ)]aa0a0S1(a0;q2,λ)=S1(a0;q1,λ)[S1(a0;q2,λ)+HS1(a0;q2,λ)]+[S1(a0;q1,λ)+HS1(a0;q1,λ)]aa0a0S1(a0;q2,λ),forallλC.which is Equation (Equation1.4) mentioned in Section  1. Here H:=aa0a0H.

The method

Consider the canonical Sturm–Liouville differential operator L(q)[u]:=u+q(x)u having {λn}n1, {μn}n1, {νn}n1 as its Dirichlet, Dirichlet–Robin and Robin–Dirichlet eigenvalues on [0,a], [0,a0], and [a0,a] where the boundary parameter at the interior node a0 is HR, a known number. Then, as noted in Section Section12 each sequence is a sequence of real numbers, increasing, the eigenvalues are simple and satisfy (2.5),  (Equation2.6),  (Equation2.8). It also follows that {λn}n1 are the Dirichlet eigenvalues on [0,a] corresponding to q, {μn}n1 are the Dirichlet–Robin eigenvalues on [0,a0] corresponding to q1 and boundary parameter H, and {νn}n1 are the Dirichlet–Robin eigenvalues on [0,a0] corresponding to q2 and boundary parameter H (see paragraph 5 in Section Section12). These further imply that (see paragraphs 2–4 in Section Section12):(3.1) S(a;q,λn)=0,forn1,(3.1) (3.2) S1(a0;q1,μn)+HS1(a0;q1,μn)=0,forn1,(3.2) (3.3) S1(a0;q2,νn)+HS1(a0;q2,νn)=0,forn1.(3.3) Equation (Equation1.4) holds as well, and making λ=μn in (Equation1.4) and using (Equation3.2) we obtain:(3.4) S(a;q,μn)=S1(a0;q1,μn)[S1(a0;q2,μn)+HS1(a0;q2,μn)],forn1.(3.4) Then making λ=νn in (Equation1.4) and using (Equation3.3) we obtain:(3.5) S(a;q,νn)=[S1(a0;q1,νn)+HS1(a0;q1,νn)]aa0a0S1(a0;q2,νn),forn1.(3.5) Note that S1(a0;q2,μn)+HS1(a0;q2,μn)=0if and only ifμn is a Dirichlet–Robin eigenvalue corresponding to q2 and boundary parameter H (see paragraphs 2–3 in Section Section12), which further happens if and only ifμn is a Robin–Dirichlet eigenvalue corresponding to q2 and boundary parameter H (see paragraph 5 in Section Section12). That means, if and only ifμn{νk}k1. But if so, then by () we would have S(a;q,μn)=0, which means (see paragraph 4 in Section Section12) that μn is a Dirichlet eigenvalue corresponding to q (i.e. μn{λk}k1).

Also, S1(a0;q1,νn)+HS1(a0;q1,νn)=0if and only ifνn is a Dirichlet–Robin eigenvalue corresponding to q1 and boundary parameter H (see paragraphs 2–3 in Section Section12). That means, if and only ifνn{μk}k1. But if so, then by () we would have S(a;q,νn)=0, which means (see paragraph 4 in Section Section12) that νn is a Dirichlet eigenvalue corresponding to q (i.e. νn{λk}k1).

For these reasons we shall assume further that no two of the sets {λn}n1, {μn}n1, {νn}n1 overlap. It follows then by (Equation3.4) and (Equation3.5) that the quantities S1(a0;q1,μn) and S1(a0;q2,νn) are well defined. Specifically, they are given by:(3.6) S1(a0;q1,μn)=S(a;q,μn)S1(a0;q2,μn)+HS1(a0;q2,μn),forn1,(3.6) and respectively by:(3.7) S1(a0;q2,νn)=S(a;q,νn)S1(a0;q1,νn)+HS1(a0;q1,νn)·a0aa0,forn1.(3.7) Let K(x,t;q), for 0txa, K(x,t;q1), for 0txa0, and K(x,t;q2), for 0txa0 be respectively the solutions to the Goursat problems of type () with the appropriate choices of p and [α,β]. Then using (Equation2.9),  (Equation2.10) with x=β and the appropriate choices of p and [α,β], and Equations (Equation3.1),  (Equation3.2),  (Equation3.3) we obtain:(3.8) 0=sin(λna)λn+0aK(a,t;q)sin(λnt)λndt,forn1,(3.8) (3.9) 0&=cos(μna0)+(120a0q1(s)ds+H)sin(μna0)μn+0a0(Kx(a0,t;q1)+HK(a0,t;q1))sin(μnt)μndt,forn1,(3.9) (3.10) 0&=cos(νna0)+(120a0q2(s)ds+H)sin(νna0)νn+0a0(Kx(a0,t;q2)+HK(a0,t;q2))sin(νnt)νndt,forn1.(3.10) Multiplying (Equation3.8) by λn,  (Equation3.9) by μn, and (Equation3.10) by νn, and solving for the integral terms we obtain:(3.11) 0aK(a,t;q)sin(λnt)dt=sin(λna),forn1,(3.11) (3.12) 0a0(Kx(a0,t;q1)+HK(a0,t;q1))sin(μnt)dt=μncos(μna0)(a0[q1]2+H)sin(μna0),forn1,(3.12) (3.13) 0a0(Kx(a0,t;q2)+HK(a0,t;q2))sin(νnt)dt=νncos(νna0)(a0[q2]2+H)sin(νna0),forn1,(3.13) where [p] stands for the mean of the function p.

Letting ln(1) denote the right-hand side of (Equation3.6), and ln(2) denote the right-hand side of (Equation3.7), and in (Equation3.6) and (Equation3.7) using again (Equation2.9) with x=β and the appropriate choices of p and [α,β], and solving for the integral terms we obtain:(3.14) 0a0K(a0,t;q1)sin(μnt)dt=ln(1)μnsin(μna0),forn1(3.14) (3.15) 0a0K(a0,t;q2)sin(νnt)dt=ln(2)νnsin(νna0),forn1.(3.15) We note now that solving the system of equations () for Kx(a0,t;q1)+HK(a0,t;q1), and the system of equations (Equation3.14) for K(a0,t;q1), we get in the possession of one pair of Cauchy data, namely {K(a0,t;q1),Kx(a0,t;q1)}, because H is prescribed. We can even get Kt(a0,t;q1)) by direct differentiation of K(a0,t;q1). It is actually the pair {Kt(a0,t;q1),Kx(a0,t;q1)} that we need in order to use the algorithm in [Citation2] to produce q1.

Also, solving the system of equations () for Kx(a0,t;q2)+HK(a0,t;q2), and the system of equations (Equation3.15) for K(a0,t;q2) we obtain a second pair of Cauchy data, namely {K(a0,t;q2),Kx(a0,t;q2)} from which the pair {Kt(a0,t;q2),Kx(a0,t;q2)} is immediately obtained and then used in the algorithm of [Citation2] to produce q2.

To solve numerically (Equation3.11) – (Equation3.15), we shall use a truncated Fourier series expansion to represent each of the functions K(a,t;q), Kx(a0,t;q1)+HK(a0,t;q1), Kx(a0,t;q2)+HK(a0,t;q2), K(a0,t;q1) and K(a0,t;q2). What would be an appropriate orthogonal basis of the space L2 in each case? It depends on the known (or otherwise inferred) property of the function and of the eigenvalue sequences. The sequences{λn}n1, {μn}n1, and {νn}n1 we use for the reconstruction are real-valued, positive, strictly increasing and satisfying the asymptotic formulas:(3.16) λn=(nπa)2+M+dn,forn1,(3.16) (3.17) μn=((n12)πa0)2+C1+dn(1),forn1,(3.17) (3.18) νn=((n12)πaa0)2+C2+dn(2),forn1.(3.18) So, because ν:=(aa0a0)2ν, the asymptotic formula:(3.19) νn=((n12)πa0)2+C2+dn(2),forn1,(3.19) will hold as well. In (Equation3.16) – (Equation3.19), {dn}n1, {dn(1)}n1, {dn(2)}n1 and {dn(2)}n1 are some l21 real-valued sequences, and M, C1, C2, C2 are real-valued constants related in a specific way (to be discussed at the end of this section).

About K(a,t;q) we know that:K(a,0;q)=0,(bythesecondboundaryconditionofbadhboxwithp:=qand[α,β]:=[0,a],and thatK(a,a;q)=120aq(s)ds=12a[q]=aM2.The first equality is due to the first boundary condition of () for p:=q and [α,β]:=[0,a], and the last equality follows by comparing the given asymptotics () with the asymptotics () the λn’s are supposed to satisfy, since they are expected to be the Dirichlet eigenvalues on [0,a] corresponding to qLR2(0,a). From (Equation3.16), we have thatλn=nπa+O(1n),and so sin(λnt) is close to sin(nπat), for n large, making the matrix[0asin(λit)sin(jπat)dt]i,jalmost diagonal, so easy to invert. All of these suggest we use {sin(nπat)}n1 as an orthogonal basis of LR2(0,a) to represent not K(a,t;q) but rather K(a,t;q)M2t, because both - the basis functions, and this latter function are zero at t=0 and t=a. Note that{2asin(nπat)}n1is an orthonormal basis of LR2(0,a). (See [Citation13, Example 2(d1), p.308-309].) So we write:(3.20) K(a,t;q)M2tj=1Jαjsin(jπat),forallt[0,a].(3.20) Here J is the number of available λn’s. Inserting (Equation3.20) into (Equation3.11), we obtain a linear system to be solved for the Fourier coefficients αj’s:(3.21) j=1J(0asin(λit)sin(jπat)dt)αjsin(λia)M2·(0atsin(λit)dt),fori=1,,J.(3.21) A similar discussion pertains to K(a0,t;q1) and also to K(a0,t;q2). So we write:(3.22) K(a0,t;q1)M12tj=1J1βj(1)sin(jπa0t),forallt[0,a0],(3.22) where M1:=[q1], and J1 is the number of available μn’s. Also,(3.23) K(a0,t;q2)M22tj=1J2βj(2)sin(jπa0t),forallt[0,a0],(3.23) where M2:=[q2]=(aa0a0)2[q2] (because q2(ξ):=(aa0a0)2q2(x), with ξ[0,a0]x[a0,a] given by x:=aaa0a0ξ – see the paragraph of () - ()), so M2=(aa0a0)2M2, where M2:=[q2]. Here J2 is the number of available νn’s (and so of νn’s). Inserting () into (Equation3.14), and (Equation3.23) into (Equation3.15), we obtain:(3.24) j=1J1(0a0sin(μit)sin(jπa0t)dt)βj(1)li(1)μisin(μia0)M12·(0a0tsin(μit)dt),fori=1,,J1(3.24) and(3.25) j=1J2(0a0sin(νit)sin(jπa0t)dt)βj(2)li(2)νisin(νia0)M22·(0a0tsin(νit)dt),fori=1,,J2.(3.25) From (Equation3.14) we only kept the first J1 equations, and from () only the first J2 equations to make square systems for the unknowns {βj(1)}j=1J1, and respectively {βj(2)}j=1J2. Note that the coefficient matrices in () and ()[0a0sin(μit)sin(jπa0t)dt]i,jand respectively[0a0sin(νit)sin(jπa0t)dt]i,jare no longer almost diagonal, because by () and () we have:μn=(n12)πa0+O(1n)andνn=(n12)πa0+O(1n),and so sin(μnt) and sin(νnt) are close to sin((n12)πa0t), for n large.

Next, the appropriate orthogonal basis for the Fourier series representation of Kx(a0,t;q1)+HK(a0,t;q1) and of Kx(a0,t;q2)+HK(a0,t;q2) is {sin((n12)πa0t)}n1, because these functions are integrated against sin(μnt), and respectively sin(νnt) (see () and ()), which we showed above are close tosin((n12)πa0t).The appropriateness of {sin((n12)πa0t)}n1 as an orthogonal basis in LR2(0,a0) is strengthen by the fact that each of Kx(a0,t;q1)+HK(a0,t;q1) and Kx(a0,t;q2)+HK(a0,t;q2) is zero when t=0 (by the second condition of the Goursat problem () with the appropriate choices of p and [α,β]), as the functions sin((n12)πa0t) are. Note that nothing can be said about Kx(a0,t;q1)+HK(a0,t;q1) and Kx(a0,t;q2)+HK(a0,t;q2) when t=a0. The fact that {sin((n12)πa0t)}n1 is an orthogonal basis of LR2(0,a0) follows from the Auxiliary result 1 with b=a0 (see Section Section17). So we write:(3.26) Kx(a0,t;q1)+HK(a0,t;q1)j=1J1γj(1)sin((j12)πa0t),forallt[0,a0],(3.26) and(3.27) Kx(a0,t;q2)+HK(a0,t;q2)j=1J2γj(2)sin((j12)πa0t),forallt[0,a0].(3.27) Inserting () into (), and () into (), and keeping only the first J1 equations from (), and respectively only the first J2 equations from () we obtain two square linear systems to be solved for the Fourier coefficients {γj(1)}j=1J1 and {γj(2)}j=1J2, respectively:(3.28) j=1J1(0a0sin(μit)sin((j12)πa0t)dt)γj(1)μicos(μia0)(a0M12+H)sin(μia0),fori=1,,J1(3.28) (3.29) j=1J2(0a0sin(νit)sin((j12)πa0t)dt)γj(2)νicos(νia0)(a0M22+H)sin(νia0),fori=1,,J2.(3.29) (Recall that M1:=[q1], and M2:=[q2].) The coefficient matrices in () and (), respectively[0a0sin(μit)sin((j12)πa0t)dt]i,j[0a0sin(νit)sin((j12)πa0t)dt]i,jare almost diagonal because sin(μnt) and sin(νnt) are close to sin((n12)πa0t), as discussed previously.

A great attention must be paid to {ln(1)}n1 and {ln(2)}n1. The linear systems () and () can be solved for {βj(1)}j=1:J1 and {βj(2)}j=1:J2, respectively only if li(1)’s and li(2)’s are known. Recall the definitions of ln(1) and ln(2) in the paragraph of (Equation3.14) – (Equation3.15). Hence, using also () and () with x=β and the appropriate choices of p and [α,β] we can write:(3.30) li(1):=S(a;q,μi)S1(a0;q2,μi)+HS1(a0;q2,μi)=sin(μia)μi+0aK(a,t;q)sin(μit)μidtcos(μia0)+(120a0q2(s)ds+H)sin(μia0)μi+0a0(Kx(a0,t;q2)+HK(a0,t;q2))sin(μit)μidt=sin(μia)μi+0aK(a,t;q)sin(μit)μidtcos(μia0)+(a0M22+H)sin(μia0)μi+0a0(Kx(a0,t;q2)+HK(a0,t;q2))sin(μit)μidt(3.30) and respectively(3.31) li(2)&:=S(a;q,νi)S1(a0;q1,νi)+HS1(a0;q1,νi)·a0aa0=sin(νia)νi+0aK(a,t;q)sin(νit)νidtcos(νia0)+(120a0q1(s)ds+H)sin(νia0)νi+0a0(Kx(a0,t;q1)+HK(a0,t;q1))sin(νit)νidt·a0aa0=sin(νia)νi+0aK(a,t;q)sin(νit)νidtcos(νia0)+(a0M12+H)sin(νia0)νi+0a0(Kx(a0,t;q1)+HK(a0,t;q1))sin(νit)νidt·a0aa0(3.31) Due to (Equation3.20),  () and (), Equations () and () become:li(1)1μi·(sin(μia)+j=1J(0asin(μit)sin(jπat)dt)αj+M20atsin(μit)dt)cos(μia0)+(a0M22+H)sin(μia0)μi+j=1J2(0a0sin(μit)μisin((j12)πa0t)dt)γj(2),and so(3.32) li(1)μisin(μia)+j=1J(0asin(μit)sin(jπat)dt)αj+M20atsin(μit)dtcos(μia0)+(a0M22+H)sin(μia0)μi+j=1J2(0a0sin(μit)μisin((j12)πa0t)dt)γj(2),(3.32) and respectivelyli(2)1νi·(sin(νia)+j=1J(0asin(νit)sin(jπat)dt)αj+M20atsin(νit)dt)cos(νia0)+(a0M12+H)sin(νia0)νi+j=1J1(0a0sin(νit)νisin((j12)πa0t)dt)γj(1)·a0aa0,and so(3.33) li(2)νisin(νia)+j=1J(0asin(νit)sin(jπat)dt)αj+M20atsin(νit)dtcos(νia0)+(a0M12+H)sin(νia0)νi+j=1J1(0a0sin(νit)νisin((j12)πa0t)dt)γj(1),(3.33) because νi:=(aa0a0)2νi. In () and (), the Fourier coefficients {αj}j=1J, {γj(1)}j=1J1, {γj(2)}j=1J2 are the solutions to (),  () and (), respectively. So {li(1)μi}i=1J1 and {li(2)νi}i=1J2 can be calculated this way, and we can proceed with the calculations of {βj(1)}j=1J1 and {βj(2)}j=1J2 via () and (). Hence, approximations (via truncated Fourier series) for each of K(a,t;q), Kx(a0,t;q1)+HK(a0,t;q1), Kx(a0,t;q2)+HK(a0,t;q2), K(a0,t;q1) and K(a0,t;q2) will be available. Therefore, as mentioned in the two paragraphs immediately following (), q1 and q2 are the potential functions on [0,a0] that correspond to the pair of Cauchy data {Kt(a0,t;q1),Kx(a0,t;q1)} and respectively to the pair {Kt(a0,t;q2),Kx(a0,t;q2)}, andq={q1,on[0,a0]q2,on[a0,a],where q2(ξ):=(aa0a0)2q2(x), with ξ[0,a0]x[a0,a] given by x:=aaa0a0ξ.

The information gathered here will serve as a model in Section Section15. We need to say a few words about the relationship between the constants M, C1, C2, C2 mentioned in ()– (Equation3.19), and how to estimate [q], [q1], [q2], from the given asymptotics of λn’s, μn’s, νn’s. We shall work backwards from (Equation3.16) – (Equation3.18), since these will be assumed known in the inverse problem. It follows immediately from (Equation3.18) and (Equation3.19) and the definition of νn (i.e. νn:=(aa0a0)2νn, for n1) that C2=(aa0a0)2C2. Next, comparing (Equation3.16) - (Equation3.18) with the asymptotics (Equation2.5),  (Equation2.6) and (), the λn’s, μn’s, νn’s are supposed to satisfy, since they are expected to be the Dirichlet, Dirichlet–Robin and Robin-Dirichlet eigenvalues corresponding to the potential function qLR2(0,a) and boundary parameter HR on [0,a], [0,a0] and [a0,a], respectively, we can write:(3.34) {M=[q]C1=[q1]+2Ha0C2=[q2]2Haa0.(3.34) Since a[q]=a0[q1]+(aa0)[q2], it follows by (Equation3.34) that:(3.35) aM=a0C1+(aa0)C2.(3.35) Next, from (Equation3.16) – (Equation3.18) we infer that:limn(λn(nπa)2)=limn(M+dn)=M,because{dn}n1l21,limn(μn((n12)πa0)2)=limn(C1+dn(1))=C1,because{dn(1)}n1l21,limn(νn((n12)πaa0)2)=limn(C2+dn(2))=C2,because{dn(2)}n1l21.It follows from these and (Equation3.34) that if only {λj}j=1J, {μj}j=1J1, {νj}j=1J2 are available, then:[q]=MλJ(Jπa)2,M1:=[q1]=C12Ha0μJ1((J112)πa0)22Ha0,M2:=[q2]=C2+2Haa0νJ2((J212)πaa0)2+2Haa0.

Some remarks on (Equation3.21),  (),  (),  (),  ()

The reason we chose to solve for the first J Fourier coefficients αj’s of K(a,t;q)M2t, and not for any other J coefficients is that the sequence of the partial sums {j=1nαjsin(jπat)}n1 converges to K(a,t;q)M2t, and not any other sequence of finite sums. As another remark, from (Equation3.11) we kept only J equations in order to make a square system for the unknowns {αj}j=1J. If less than J equations were kept, say J<J, then the corresponding linear system for the αj’s would have had more than one solution since at least JJ1 of the αj’s would have become parameters. On the other hand, if more than J equations are kept, say J>J, then it would be possible for some of the equations to be incompatible with each other, thus making the linear system not have a solution. Finally, we kept the first J equations from (Equation3.11), i.e. the equations that correspond to λ1,,λJ, and not any other J equations. Had we done otherwise, say by keeping the equations that correspond to λi1,λi2,,λiJ with some i1<i2<<iJ not all in {1,2,,J}, then certainly iJ would have been pushed outside the set {1,2,,J}. This would imply0asin(λiJt)sin(jπat)dt=0asin((iJπa+O(1iJ))t)sin(jπat)dt,bybadhbox0asin(iJπat)sin(jπat)dt,asiJ>Jislarge=0,forallj=1,2,,J.That means that the last row of the J×J matrix associated with the linear system for the αj’s would have had all entries near zero, making the numerical computations of the αj’s difficult.

By similar arguments, the first J1 Fourier coefficients of Kx(a0,t;q1)+HK(a0,t;q1) and the first J1 equations from () must be kept. Also, the first J2 Fourier coefficients of Kx(a0,t;q2)+HK(a0,t;q2) and the first J2 equations from () must be kept. That means that μ1,μJ1, and ν1,,νJ2 must be involved. This implies that the first J1 equations from (), and the first J2 equations from (Equation3.15) must be kept, and so the first J1 Fourier coefficients of K(a0,t;q1)M12t, and the first J2 Fourier coefficients of K(a0,t;q2)M22t must be kept.

Therefore, the need for the first J,J1,J2 of the λ’s, μ’s, ν’s, respectively, is justified.

The numerical algorithm

Let H be a given real number. Let {λn}n1, {μn}n1, {νn}n1 be three sequences of positive numbers, strictly increasing, satisfying the asymptotics (Equation3.16) – (Equation3.18), for some real-valued sequences {dn}n1, {dn(1)}n1, {dn(2)}n1 in l21, and some real-valued constants M, C1, C2 such that () holds. We assume further that no overlap holds between {λn}n1, {μn}n1, {νn}n1, and they interlace in the following sense:0<σ1<λ1<σ2<λ2<,where {σm}m1:={μn}n1{νn}n1 arranged increasingly. Then {λn}n1, {μn}n1, {νn}n1 are the Dirichlet, Dirichlet–Robin and Robin-Dirichlet eigenvalues on [0,a], [0,a0] and [a0,a], respectively, with boundary parameter H at a0, for some potential function qLR2(0,a).

Note that in practice only a few eigenvalues of each type are available: {λj}j=1J, {μj}j=1J1, {νj}j=1J2. But this is enough information for us to estimate the constants in () – (Equation3.18). Now we can present the reconstruction algorithm.

  • Introduce the constants M, M1, M2, M2by:M:=λJ(Jπa)2,M1:=μJ1((J112)πa0)22Ha0,M2:=νJ2((J212)πaa0)2+2Haa0,M2:=(aa0a0)2M2,H:=aa0a0H.

  • Defineμj:=(aa0a0)2μj,forj=1,,J1,νj:=(aa0a0)2νj,forj=1,,J2.

  • Solve the linear system (Equation3.21) for {αj}j=1J.

  • Solve the linear system () for {γj(1)}j=1J1.

  • Solve the linear system () for {γj(2)}j=1J2.

  • Construct {li(1)μi}i=1J1 by ().

  • Construct {li(2)νi}i=1J2 by ().

  • Solve the linear system () for {βj(1)}j=1J1.

  • Solve the linear system () for {βj(2)}j=1J2.

  • Definef1(t):=M12t+j=1J1βj(1)sin(jπa0t),forallt[0,a0],andh1(t):=j=1J1γj(1)sin((j12)πa0t),forallt[0,a0].(The pair {f1(t),h1(t)} is supposed to be the pair {K(a0,t;q1),Kx(a0,t;q1)+HK(a0,t;q1)}.)

  • Definef2(t):=M22t+j=1J2βj(2)sin(jπa0t),forallt[0,a0],andh2(t):=j=1J2γj(2)sin((j12)πa0t),forallt[0,a0].(The pair {f2(t),h2(t)} is supposed to be the pair {K(a0,t;q2),Kx(a0,t;q2)+HK(a0,t;q2)}.)

  • Defineg1(t):=h1(t)Hf1(t),forallt[0,a0],andg2(t):=h2(t)Hf2(t),forallt[0,a0].

  • Use a divided difference scheme to obtain f1(t) from the known f1(t) and f1(a0)=a0M12.

  • Use a divided difference scheme to obtain f2(t) from the known f2(t) and f2(a0)=a0M22.

  • Use {f1(t),g1(t)} in the algorithm of [Citation2] to produce a function q1 on [0,a0].

  • Use {f2(t),g2(t)} in the algorithm of [Citation2] to produce a function q2 on [0,a0].

  • ’Reflect’ q2 about the line x=a0 to produce a new function q2 on [a0,a]. Precisely,q2(x):=(a0aa0)2q2(ξ),whereξ[0,a0]x[a0,a]byx:=aaa0a0ξ.

  • Paste together q1 and q2 to produce the function q on [0,a].

The best numbers of eigenvalues

In this section we are concerned with finding the best numbers J, J1, J2 such that the sequences {λj}j=1J, {μj}j=1J1, {νj}j=1J2 assure a good reconstruction of the potential function q. We start by noting that the quantities {li(1)μi}i=1J1 and {li(2)νi}i=1J2 are needed to solve the linear systems () and () for {βj(1)}j=1J1 and {βj(2)}j=1J2, respectively. We see in () that the quantitysin(μia0)M12·(0a0tsin(μit)dt),and the numerator of li(1)μi in (),sin(μia)+j=1J(0asin(μit)sin(jπat)dt)αj+M20atsin(μit)dtare bounded (uniformly in i). Hence, in order for the right-hand side of () to be well defined, we need the denominator of li(1)μi in () to be non-zero, for all i=1,,J1. Theoretically, they are so due to the non-overlap of {μn}n1 with {νn}n1. (See the three paragraphs immediately following ().) Numerically, they should not even be close to zero. So we need to require:(6.1) |cos(μia0)+(a0M22+H)sin(μia0)μi+j=1J2(0a0sin(μit)μisin((j12)πa0t)dt)γj(2)|0,fori=1,,J1.(6.1) Similarly, in order for the right-hand side of () to be well defined, we need to require that the denominator of li(2)νi in () stay away from zero, for all i=1,,J2. That is, we need to require:(6.2) |cos(νia0)+(a0M12+H)sin(νia0)νi+j=1J1(0a0sin(νit)νisin((j12)πa0t)dt)γj(1)|0,fori=1,,J2.(6.2) We argue below that () and () will impose a constraint on the numbers J1 and J2. To this end, we shall take advantage of the orthogonality in L2(0,a0) of the set {sin((n12)πa0t)}n1. We claim that if we hope () and () to hold, then:(6.3) J112a0J212aa0.(6.3) For if J112a0J212aa0, then (J112)aa0a0J212. Let J1 be the positive integer such that J112(J112)aa0a0. Then J112J212, so J1J2 andsin(μJ1t)&=sin(aa0a0μJ1t)=sin(aa0a0·((J112)πa0+O(1J1))t),bybadhboxsin((J112)πa0t).It follows that0a0sin(μJ1t)sin((j12)πa0t)dt0a0sin((J112)πa0t)sin((j12)πa0t)dt=0,forallj=1,,J2,(because j{1,,J2} and J1J2 imply jJ1) from which we have that(6.4) j=1J2(0a0sin(μJ1t)μJ1sin((j12)πa0t)dt)γj(2)0.(6.4) Also,(6.5) sin(μJ1a0)μJ1&=sin(aa0a0μJ1a0)aa0a0μJ1sin(aa0a0·(J112)πa0·a0)aa0a0·(J112)πa0sin((J112)π)(J112)πa0=(1)J1+1a0(J112)π0,becauseJ1islarge,andsowillbeJ1.(6.5) And(6.6) cos(μJ1a0)&=cos(aa0a0μJ1a0)cos(aa0a0·(J112)πa0·a0)cos((J112)π)=0.(6.6) Formulas (Equation6.4),  (Equation6.5) and (Equation6.6) show that () does not hold for i=J1.

On the other hand, if J212aa0J112a0, then letting J2 be the positive integer such that J212a0J212aa0 we have that J212a0J112a0, so J2J1. It follows thatsin(νJ2t)&=sin(((J212)πaa0+O(1J2))t),bybadhboxsin((J212)πa0t),from which we can write:0a0sin(νJ2t)sin((j12)πa0t)dt0a0sin((J212)πa0t)sin((j12)πa0t)dt=0,forallj=1,,J1,(because j{1,,J1} and J2J1 imply jJ2). This gives(6.7) j=1J1(0a0sin(νJ2t)νJ2sin((j12)πa0t)dt)γj(1)0.(6.7) Also,(6.8) sin(νJ2a0)νJ2&sin((J212)πaa0·a0)(J212)πaa0sin((J212)π)(J212)πa0=(1)J2+1a0(J212)π0,becauseJ2islarge,andsowillbeJ2.(6.8) And(6.9) cos(νJ2a0)&cos((J212)πaa0·a0)cos((J212)π)=0.(6.9) Formulas (Equation6.7),  (Equation6.8), and (Equation6.9) show that () will not hold for i=J2.

Thus, these calculations justify the constraint imposed by () and (): the numbers J1 and J2 must be taken such that (Equation6.3) holds. Bearing in mind the interlacing of {λn}n1, {μn}n1, {νn}n1 (see the beginning of Section Section15), we also write:(6.10) J=J1+J2orJ=J1+J21.(6.10)

Fig. 1 Examples for comparison of potentials (true and numerical).

Fig. 1 Examples for comparison of potentials (true and numerical).

Numerical examples

To illustrate the effectiveness of the algorithm presented in Section Section15, specific q’s were chosen and used in the software MATSLISE (see [Citation14]) to produce three sequences of eigenvalues: Dirichlet on [0,a], Dirichlet–Robin on [0,a0], and Robin-Dirichlet on [a0,a], with boundary parameter H at the interior node a0. These sequences were then used as the input data in the reconstruction algorithm of Section Section15. The comparison between the true potential (i.e. the one with which we generated the eigenvalues) and the numerically constructed potential is featured in Figure . In each picture, we indicate the three sets of boundary conditions for each inverse eigenvalue problem. Also the numbers J, J1, J2 of the λ’s, μ’s, ν’s that we used are indicated. The potential functions we chose to reconstruct are (from left to right, top to bottom):q(x)=2(x+1)2,on[0,5],with a0=1,q(x)=3x2+5,on[0,1],with a0=12,q(x)=e2x+1cos(2x3),on[0,6],with a0=4,q(x)={2x2+1,for0x<2sin(23x),for2x7,with a0=3,q(x)={ex+1x+1,for0x<2cos(32x),for2x3,with a0=2,q(x)={(4x)ex,for0x<31x+1,for3x5,with a0=2.

Acknowledgments

I would like to thank Dr. Paul E. Sacks of Iowa State University for helpful discussions on the general topic of numerical reconstructions for inverse Sturm–Liouville problems.

References

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Appendix

Auxiliary result 1 Let b>0. Then {sin((n12)πbt)}n1 is an orthogonal basis of L2(0,b).

Proof: We shall make use of the known statement: ‘Let {en}n1 be an orthogonal sequence in a separable Hilbert space H. Then {en}n1 is an orthogonal basis of Hif and only if{en}n1 is complete (i.e. the zero vector alone is perpendicular to all en’s).’ So, in order to establish the conclusion it is enough to prove that {sin((n12)πbt)}n1 is an orthogonal sequence in the Hilbert space L2(0,b), and it is complete in L2(0,b). We check orthogonality first. Let mn. Then using the trigonometric formulasinAsinB=cos(AB)cos(A+B)2,we obtain:0bsin((m12)πbt)sin((n12)πbt)dt&=0bcos((mn)πbt)cos((m+n1)πbt)2dt=0.Now we prove the completeness in L2(0,b) of {sin((n12)πbt)}n1. We shall make use of the completeness in L2(0,2b) of {sin(mπ2bt)}m1. This latter sequence of functions is complete in L2(0,2b) due to the statement mentioned above (about the equivalence between orthogonal basis and complete sequence), and because it is an orthogonal basis of L2(0,2b) (see [Citation13, Example 2(d1), p.308–309] with L=2b). Let fL2(0,b) be such that(8.1) 0bf(t)sin((n12)πbt)dt=0,foralln1.(8.1) Consider the even reflection of f(t) about the line t=b. That is, define(8.2) f(t):={f(t),for0tbf(2bt),forbt2b.(8.2) Then for all m1:(8.3) 02bf(t)sin(mπ2bt)dt=0bf(t)sin(mπ2bt)dt+b2bf(2bt)sin(mπ2bt)dt=0bf(t)sin(mπ2bt)dt+0bf(τ)sin(mπ2b(2bτ))dτ(withτ:=2bt)=0bf(t)sin(mπ2bt)dt+0bf(τ)sin(mπmπ2bτ)dτ=0bf(t)sin(mπ2bt)dtcos(mπ)·(0bf(τ)sin(mπ2bτ)dτ)=0bf(t)sin(mπ2bt)dt(1)m·(0bf(τ)sin(mπ2bτ)dτ)={20bf(t)sin((2n1)π2bt)dt,ifm=2n1,withn10,ifm=2n,withn1=0,(bybadhbox(8.3) () and the completeness in L2(0,2b) of {sin(mπ2bt)}m1 imply that f(t)=0, for all t[0,2b]. Hence, by () we obtain f(t)=0, for t[0,b]. Thus, the completeness in L2(0,b) of {sin((n12)πbt)}n1 is proved.

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