Analytic Solutions of the Eigenvalues of Mathieu’s Equation

Mathieu’s eigenvalue problem −y′′(x) + 2e_0 cos(2x)y(x) = λy(x), 0 < x < ℓ is symmetric if cos(2x) = cos(2ℓ − 2x) for ℓ = k0π, k0 ∈ N, and skew-symmetric if cos(2x) = − cos(2ℓ − 2x) for ℓ = π/2. Two typical boundary conditions are considered. When the eigenfunctions are expanded by the orthonormal bases of sine functions or cosine functions, we can derive an n-dimensional matrix eigenvalue problem, endowing with a special structure of the symmetric coefficient matrix A -= [a_ij], a_ij = 0 if i + j is an odd integer. Based on it, we can obtain the eigenvalues easily and analytically. When ℓ = k_0π, k_0 ∈ N, we have a_ij = 0 if |i − j| > 2k_0. Besides the diagonal band, A has two off-diagonal bands, and furthermore, a cross band appears when k_0 ≥ 2. The product formula, the recursion formulas of characteristic functions and a fictitious time integration method (FTIM) are developed to find the eigenvalues of Mathieu’s equation.