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The undamped oscillator: Dirichlet non-uniqueness at T=nπ/ω despite unique initial-value solutions

Statement

Let m>0 and k>0, put ω:=(k/m)1/2>0 (Square roots exist: a unique a≥0 with (a)2=a; the positives are {x2:x≠0}), and let T>0. Consider the undamped homogeneous oscillator equation

m x′′(t)+k x(t)=0

of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data with time domain I=R and zero forcing, and its solutions on intervals with nonempty interior. The Dirichlet curves below are restrictions to [0,T] of its global solutions. Then:

  1. for every real A the function xA(t):=Asin⁡(ωt) is a C2 (indeed C∞) solution on R with xA(0)=0 and xA(T)=Asin⁡(ωT); moreover xA(T)=0 if and only if A=0 or ωT∈πZ (The zero sets of sine and cosine and the least positive common period 2 pi);
  2. if T=nπ/ω for some integer n≥1, then the set of C2 solutions of the Dirichlet problem on [0,T],

m x′′+k x=0,x(0)=x(T)=0,

is exactly {xA:A∈R}; this set is a one-dimensional real vector space, so the boundary-value problem has infinitely many distinct solutions with the same endpoint data (0,0), one for each initial velocity Aω; 3. by contrast, for every (x0,v0)∈R2 the initial-value problem m x′′+k x=0, x(0)=x0, x′(0)=v0, has exactly one solution on R, namely x(t)=x0cos⁡(ωt)+(v0/ω)sin⁡(ωt) (The homogeneous damped oscillator: solution classification by the discriminant and uniqueness for initial data, clauses 3 and 4 with c=0); uniqueness for the initial-value problem therefore does not imply uniqueness for the boundary-value problem; 4. for the chart with O=R×R×R and L(q,v)=12(v2−ω2q2) over [0,T]×R (A time-dependent Lagrangian chart, its action functional and its fixed-endpoint first variations), each xA is a stationary curve of the action; and if T=nπ/ω, the stationary curves on [0,T] satisfying the endpoint conditions x(0)=x(T)=0 are exactly the curves xA, so the fixed-endpoint problem with zero data has infinitely many stationary curves (Stationarity of the time-dependent action is equivalent to the vanishing of the Euler-Lagrange expression).

Facts & Assumptions

Given: The parameters m>0, k>0, T>0, the number ω=(k/m)1/2, the oscillator model of The damped driven oscillator model: second-order equation, phase-plane system and characteristic data, the curves xA(t)=Asin⁡(ωt), and the chart of clause 4.

[F1]

Classification and uniqueness (The homogeneous damped oscillator: solution classification by the discriminant and uniqueness for initial data, The damped driven oscillator model: second-order equation, phase-plane system and characteristic data): for the parameters (m,c,k)=(m,0,k) one has Δ=−4mk<0, γ=0 and ωcl:=4mk−c2/(2m)=k/m=ω, so clause 3 states that x:J→R on an interval J with nonempty interior is a solution if and only if x(t)=Acos⁡(ωt)+Bsin⁡(ωt) for some A,B∈R; and clause 4 states that for every (x0,v0)∈R2 there is exactly one solution x:R→R with x(0)=x0, x′(0)=v0.

[F2]

Trigonometric data (The derivatives of sine and cosine are cosine and minus sine, Sine and cosine defined by their real power series, The zero sets of sine and cosine and the least positive common period 2 pi, The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a), The derivative f′(c)=lim⁡x→cf(x)−f(c)x−c of f:A→R at a point c∈A that is a limit point of A, and differentiability on a set): sin⁡ and cos⁡ are differentiable with sin⁡′=cos⁡, cos⁡′=−sin⁡ and sin⁡0=0; the zero set of sin⁡ is exactly πZ; the chain rule gives ddtsin⁡(ωt)=ωcos⁡(ωt) and d2dt2sin⁡(ωt)=−ω2sin⁡(ωt).

[F3]

Chart and stationarity (A time-dependent Lagrangian chart, its action functional and its fixed-endpoint first variations, Stationarity of the time-dependent action is equivalent to the vanishing of the Euler-Lagrange expression): the Euler-Lagrange expression along a C2 curve q is E(q)=−ω2q−q′′, and q is stationary for the action S of this chart if and only if E(q)=0 on [0,T].

Proof

Proof technique: direct; verify the explicit family, determine its endpoint values from the zero set of the sine, classify the Dirichlet solutions through the oscillator classification theorem, and identify the stationary curves through the Euler-Lagrange expression. [given]

1.1givenF2F4algebra

The family xA(t)=Asin⁡(ωt): by [F2] the curve is C∞ with xA′′(t)=−Aω2sin⁡(ωt), so mxA′′(t)+kxA(t)=(−mω2+k)Asin⁡(ωt)=0 by ω2=k/m from [F4]; also xA(0)=0 and xA(T)=Asin⁡(ωT).

2.1step 1.1F2algebra

Endpoint vanishing: by the zero-set statement of [F2], sin⁡(ωT)=0 is equivalent to ωT∈πZ, so xA(T)=0 holds exactly when A=0 or ωT∈πZ.

2.2step 1.1F1F2algebra

Classification of the Dirichlet solutions: assume T=nπ/ω with an integer n≥1 and let x be a C2 solution of mx′′+kx=0 on [0,T] with x(0)=x(T)=0. By clause 3 of [F1] there are A,B∈R with x(t)=Acos⁡(ωt)+Bsin⁡(ωt) for t∈[0,T]; the condition x(0)=0 gives A=0, and then x(T)=Bsin⁡(nπ)=0 holds automatically by [F2], so x=xB. Conversely every xB is a solution by step 1.1 and satisfies xB(T)=Bsin⁡(nπ)=0. Hence the solution set of the Dirichlet problem is exactly {Bsin⁡(ωt):B∈R}={xA:A∈R}, which is a linear subspace containing the nonzero function sin⁡(ωt) and is therefore one-dimensional.

3.1step 2.2F1F2algebra

Initial-value uniqueness and contrast: by clause 4 of [F1] the initial-value problem with data (x0,v0) has exactly one solution on R, with the displayed trigonometric form; for A≠A′ the solutions xA and xA′ of the boundary-value problem are distinct (they differ at t=π/(2ω), which lies in [0,T] because T≥π/ω, and sin⁡(π/2)≠0 by the zero-set statement of [F2]) although they share the endpoint data (0,0) and differ in initial velocity Aω≠A′ω; this is the announced contrast between the two problems.

4.1step 1.1step 2.2F3∎

Stationary curves: by [F3] and step 1.1, E(xA)=−ω2xA−xA′′=0 on [0,T], so every xA is stationary for the action; if T=nπ/ω, a stationary curve on [0,T] with x(0)=x(T)=0 is a C2 solution of mx′′+kx=0 with those endpoint values by [F3], hence is one of the xA by step 2.2. This proves clause 4.

Remarks

  • At T=π/ω the second-variation value in direction η1=sin⁡(ωt) of Second variation of the oscillator action on a finite interval: both signs for T>π/ω and the value at T=π/ω is zero and the Dirichlet solution space is one-dimensional. More generally, its nonzero solutions occur exactly when T=nπ/ω for an integer n≥1, as clauses 1-2 show. The computations here are mathematical statements about the model; no physical forcing or measured period is asserted.

  • The one-parameter family {xA} is not an artefact of dropping a hypothesis: it persists as the full solution set of the Dirichlet problem, and it is a legitimate underdetermined boundary-value problem, in contrast with the exactly solvable initial-value problem.

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