Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.1
Lecture 8
Numerical Techniques : Differential
Equations - Eigenvalue Problems
Wave Motion Along a Spring, Hydrogen Atom
IKC-MH.55 Scientific Computing with Python at December 15,
2023
Dr. Cem Özdo
˘
gan
Engineering Sciences Department
˙
Izmir Kâtip Çelebi University
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.2
Contents
1 Differential Equations - Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a String
Numerical Solutions of Schrödinger Equation
Hydrogen Atom
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.3
Differential Equations
1 Initial Va lue Problems.
2 Boundary Value Problems.
3 Eigenvalue (characteristic-value) Problems:
Even if the boundary conditions of the differential equation are
available, the solutions can only exist for some specific values
of a parameter in the system. For example,
−
~
2
2m
d
2
ψ
dx
2
+ V (x)ψ(x ) = Eψ(x )
•
In Schrödinger equation, there are solutions that ψ(x)
goes to zero at infinity for c ertain values of the energy E.
•
These E
n
values satisfying this condition are the
eigenvalues of the differential equation.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.4
Boundary/Eigen Value Problems
•
See the following 2nd degree differential equation:
y
′′
= f (x , y , y
′
: λ)
•
Again, let the boundary conditions of this equation to be
given at both ends.
•
If these conditions can only be satisfi ed for certain λ
values, we call it the eigenvalue problem.
•
e.g.: Vibrations o f a wire with both ends fixed give stable
solution o nly for certain waveleng ths.
•
e.g.: Solutions of the Schrödi nger e quation that are zero at
infinity exist only for certain energy eigenvalues.
•
Some boundary value problems in physics/engineering
have a solution based on an eigenvalue.
•
In terms of numerical solution, boundar y value and
eigenvalue problems are solved by the same method.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.5
Eigenvalue Problems I
1
For example, standing waves are the solutions of the
following differential equation for a string fixed at both
ends:
d
2
y(x)
dx
2
+ k
2
y(x) = 0
Here k = 2π/λ represents the wavenumber.
•
If the two ends of the L-length string are fixed, then
corresponding boundary values are:
y(0) = y(L) = 0
•
Although there are sufficient boundary conditions, there
are only solutions for certain k values.
•
It is impossible to satisfy these boundary conditions for
other k values.
•
The standing wave solution in the string:
y(x) = Asinkx + Bcoskx
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.6
Eigenvalue Problems II
•
Boundary conditions to find the coefficients A, B;
y(0) = 0 → A ∗ 0 + B ∗ 1 = 0 →B = 0
y(L) = 0 → AsinkL = 0 →kL = nπ (n = 1, 2, . . .)
•
According to these results, there is only one set of solution
as k = π/L, 2π/L, . . . values. (k
n
= nπ/L → eigenvalue(s).)
2 Another example is the Schrödinger equation in quantum
mechanics. If we write it in one-dimensional space,
−
~
2
2m
d
2
ψ(x)
dx
2
+ V (x)ψ(x) = Eψ(x)
Here V (x) is the potential energy function of the particle,
and E is its total energy.
•
Boundary conditions for the wave function are given for
x = ±∞:
ψ(±∞) → 0
•
Again, this differential equation has solutions s atisfying the
boundary conditions only for certain E eigenvalues.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.7
Eigenvalue Problems III
For eigenvalue problems, the trial-and-error (shooting) method
is also used.
•
However, an estimated value is given to the eigenvalue
instead of giving to the derivatives at the boundary .
•
Then, a trial solution is obtained.
•
By comparing this trial solution with the value at the
boundary condition, the eigenvalue is readjusted and
another trial is perfor med.
•
Finally, the solution is to be found when the true
eigenvalue is approached within a certain margin of error.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.8
Standing Waves on a String I
•
The wave equation and boundary conditions in a string of
length L = 1 m with both fixed ends are as follows:
d
2
y(x)
dx
2
+ k
2
y(x) = 0 & y(0) = y(1) = 0
Firstly, transform this quadratic equation into
a system of linear (first degree) equations:
y → y
1
dy
dx
→ y
2
with these values (y
1
and y
2
), the sy stem of
equations to be solved: (Now, we h ave a
set of equations.)
dy
1
dr
= y
2
dy
2
dr
= −k
2
y
1
and the boundary conditions are:
y(0) = 0
y(1) = 0
•
Here, the trial-and-error approach differs from the
previously discussed boundary value problem.
•
Different estimates for y
2
(0) values do not make it zero at
the other boundary.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.9
Standing Waves on a String II
•
Instead, an estimated value for the k eigenvalue is
taken and a solution search is initiated.
•
Searching continues by increasing the value of k until the
boundary condition (here y(1) = 0) at the other end is
satisfied.
•
For example, the solution at the other boundary is y
1k
(1)
for a given value of k.
•
Accordingly, the next step is find the root of the following
equation:
F (k) = y
1k
(1) − y(1) = 0
When we encountered an eigenvalue k, then F (k) will
change sign as indicating the root.
•
(Example py-file: The program to find the 5 smallest of
the k eigenvalues in a string:
standingwawes.py)
•
The program can find the eigenvalues
k = nπ/L = π, 2π, 3π, . . . on a str ing of length L=1 m.
•
However, the error margin is to be increased by increasing
eigenvalues (see k
n
/π values).
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.10
Standing Waves on a String III
0.0 0.2 0.4 0.6 0.8 1.0
x
−0.01
0.00
0.01
0.02
0.03
y
Approximate
and Exact Solution for EVP ODE:
d
2
y
(
x
)
dx
2
+
k
2
y
(
x
) = 0
n=1
n=2
n=3
n=4
n=5
SciPy n=5
Figure: S olution for the Eigenvalue Problem for the ODE:
dy
2
dx
= −k
2
y
1
.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.11
Numerical Solutions of Schrödinger Equation I
•
In quantum mechanics, the Schrödinger equation is used
to find the eigenvalues and eigenfunctions of the particle
moving in one dimension at the potential V (x):
−
~
2
2m
d
2
ψ(x)
dx
2
+ V (x)ψ(x) = Eψ(x)
•
An analytical solution to this equation is available for only
very few potential functions such as harmonic oscillator,
infinite well, hydrogen atom, ....
•
Therefore, numerical solutions of the Schrödinger
equation is an indispensable tool in physics research.
•
The numerical solution of the Sc hrödinger equation is
complicated for general solutions of the problem.
•
However, if we assume the potential function to be as
symmetric, the problem can be solved in a much easier
way.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.12
Numerical Solutions of Schrödinger Equation II
•
For a symmetric potential,
V (−x) = V (x)
•
Therefore, the solutions of the Schrödinger equation also
fall into two groups:
Symmetrical wave functions: ψ(−x) = ψ(x)
Antisymmetric wave functions: ψ(−x) = −ψ(x)
•
This property allows us to determine exactly the initial
conditions necessary to start the eigenvalue problem.
Symmetric (even) wave functions: ψ(0) = 1 & ψ
′
(0) = 0
Antisymmetric ( odd) wave functions: ψ(0) = 0 & ψ
′
(0) = 1
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.13
Hydrogen Atom I
•
In quantum mechanics, the hydrogen atom is considered
as a system of electrons with a charge of −e around a
proton with a charge of +e.
•
If the electrostatic potential energy between the
electron-proton is substituted in the Schrödinger equation
as V (r ) = −e
2
/r,
−
~
2
2m
r
∇
2
ψ(
~
r) −
e
2
r
ψ(
~
r) = Eψ(
~
r )
Here m
r
= m
e
m
p
/(m
e
+ m
p
) is the reduced mass of the
electron-proton system.
•
Since the potential energy depends only on the distance r ,
the solution is defined with the spherical coordinates
(r, θ, φ) in three-dimensional space:
ψ(r, θ, φ) = R(r)Y (θ, φ)
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.14
Hydrogen Atom II
•
The solutions of the equation provided by the angular
variables (θ, φ) are independent of the V (r) potential and
consist of functions called spher ic al harmonics Y (θ, φ).
•
The equation provided by the R(r ) function is called radial
Schrödinger equation.
−
~
2
2m
r
d
2
R
dr
2
+
2
r
dR
dr
+
l(l + 1)~
2
2m
r
r
2
−
e
2
r
R(r) = −|E|R(r)
•
Attempt to find the bound energy (eigen)values and wave
(eigen)functions of the radial Schrödinger equation
numerically :
•
First, it is necessary to make the radial equation
dimensionless bu defining a new wavefunction:
u(r) = rR(r )
•
The radial equation in terms of this new function u(r )
becomes simpler:
d
2
u
dr
2
−
l(l + 1)
r
2
−
2m
r
e
2
~
2
r
u(r) = −
2m
r
|E|
~
2
u(r)
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.15
Hydrogen Atom III
•
Now, a variable change is made as the following:
k =
√
2m
r
|E|
~
, ρ = 2kr , λ
2
=
1
ka
0
=
ℜ
|E|
Here, the Rydberg constant ℜ and the Bohr radius a
0
are
defined as:
a
0
=
~
2
m
r
e
2
, ℜ =
~
2
2m
r
a
2
0
•
As a result of these changes, the dimensionless radial
equation becomes:
d
2
u
dρ
2
−
l(l + 1)
ρ
2
u +
λ
ρ
−
1
4
u = 0
(1)
where l is orbital quantum number and λ is principal
quantum number.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.16
Hydrogen Atom IV
Numerical Solution. Firstly, transform this
quadratic Equation 1 into a system of linear
(first degree) equations:
u → y
1
du
dρ
→ y
2
with these values
(y
1
and y
2
), the system of
equations to be solved:
(Now, we have a set of
equations.)
dy
1
dρ
= y
2
dy
2
dρ
=
l(l + 1)
ρ
2
−
λ
ρ
−
1
4

y
1
•
For the initial conditions:
•
u(0) ∼ 0
•
Since the absolute magnitude of the wave function has no
physical meaning, the arbitrary va lue u
′
(0) = 1 can b e
taken.
•
Then;
y
1
(0) = 0 and y
2
(0) = 1
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.17
Hydrogen Atom V
(Example py-file: Program that solves the radial Schrödinger
equation for the hydrogen atom:
hydrogenatom.py)
•
Program does not graph the u(r) functions, but the |u|
2
probability densities, which is physically meaningful.
•
It calculates according to the l quantum number which is
supplied by the user.
•
The error margin is to be increased by increasing n
quantum number.
Figure: S olution for the Eigenvalue Problem for the ODE:
dy
2
dρ
=
h
l(l+1)
ρ
2
−
λ
ρ
−
1
4
i
y
1
.
Numerical Techniques:
Differential Equations -
Eigenvalue Problems
Dr. Cem Özdo
˘
gan
LOGIK
Differential Equations -
Eigenvalue Problems
Eigenvalue Problems
Standing Waves on a
String
Numerical Solutions of
Schrödinger Equation
Hydrogen Atom
8.18
Hydrogen Atom VI
0 1 2 3 4 5 6
ρ
0.000
0.001
0.002
0.003
0.004
0.005
|
u
(
ρ
)|
2
Solution for EVP ODE:
d
2
u
dρ
2
−
l
(
l
+ 1)
ρ
2
u
+
(
λ
ρ
−
1
4
)
u
= 0
1s
2s
3s
Figure: S olution for the Eigenvalue Problem for the ODE:
dy
2
dρ
=
h
l(l+1)
ρ
2
−
λ
ρ
−
1
4
i
y
1
.