Math 2.0

Ordinary differential equations Definition

Periodic boundary conditions

Builds on Boundary value problemLinear differential equation of order n

Definition

Let a<ba < b be real numbers and consider a linear differential equation of order 22 on [a,b][a, b]. A function y∈C1([a,b])y \in C^1([a, b]) satisfies the periodic boundary conditions on [a,b][a, b] if y(a)=y(b)andy′(a)=y′(b).y(a) = y(b) \quad \text{and} \quad y'(a) = y'(b). For an equation of order nn, the periodic boundary conditions are y(k)(a)=y(k)(b)y^{(k)}(a) = y^{(k)}(b) for k=0,1,…,n−1k = 0, 1, \ldots, n - 1.

Remarks

Example: on [0,2π][0, 2\pi], the function y(x)=sin⁡xy(x) = \sin x satisfies y(0)=0=y(2π)y(0) = 0 = y(2\pi) and y′(0)=1=y′(2π)y'(0) = 1 = y'(2\pi). So it satisfies the periodic boundary conditions, and it solves y′′+y=0y'' + y = 0. Non-example: on [0,π][0, \pi], the same function has y(0)=y(π)=0y(0) = y(\pi) = 0 but y′(0)=1≠−1=y′(π)y'(0) = 1 \ne -1 = y'(\pi), so the second condition fails. The eigenvalue problem −y′′=λy-y'' = \lambda y with periodic boundary conditions on [0,2π][0, 2\pi] has the eigenvalues λ=k2\lambda = k^2 for k=0,1,2,…k = 0, 1, 2, \ldots. The eigenvalue 00 has the eigenfunction 11, and each k2k^2 with k≥1k \ge 1 has the two independent eigenfunctions cos⁡kx\cos kx and sin⁡kx\sin kx. Unlike separated conditions, periodic conditions couple the two endpoints, so eigenvalues of multiplicity 22 can occur. If the coefficients of the equation are (b−a)(b - a)-periodic, a solution with these conditions extends to a (b−a)(b - a)-periodic solution on ℝ\R.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Periodic_boundary_conditions
About this page
TagSC8HT9T2GA
URIm2://SC8HT9T2GA
Kinddefinition
WritingW0 stub
MSC34B05, 34B24
DefinesPeriodic boundary conditions
UsesBoundary value problem, Linear differential equation of order n
Changed2 November 2026

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