|
In the study of ordinary differential equations and their associated boundary value problems, Lagrange's identity, named after Joseph Louis Lagrange, gives the boundary terms arising from integration by parts of a self-adjoint linear differential operator. Lagrange's identity is fundamental in Sturm–Liouville theory. In more than one independent variable, Lagrange's identity is generalized by Green's second identity. ==Statement== In general terms, Lagrange's identity for any pair of functions ''u'' and ''v'' in function space ''C''2 (that is, twice differentiable) in ''n'' dimensions is:〔 〕 : where: : and : The operator ''L'' and its adjoint operator ''L'' * are given by: : and : If Lagrange's identity is integrated over a bounded region, then the divergence theorem can be used to form Green's second identity in the form: : where ''S'' is the surface bounding the volume ''Ω'' and ''n'' is the unit outward normal to the surface ''S''. ===Ordinary differential equations=== Any second order ordinary differential equation of the form: : can be put in the form:〔 〕 : This general form motivates introduction of the Sturm–Liouville operator ''L'', defined as an operation upon a function ''f '' such that: : It can be shown that for any ''u'' and ''v'' for which the various derivatives exist, Lagrange's identity for ordinary differential equations holds:〔 : For ordinary differential equations defined in the interval (1 ), Lagrange's identity can be integrated to obtain an integral form (also known as Green's formula):〔 〕〔 〕〔 〕 : where , , and are functions of . and having continuous second derivatives on the 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Lagrange's identity (boundary value problem)」の詳細全文を読む スポンサード リンク
|