 Solution

Use the weighted inner product $⟨f,g{⟩}_w={\int }_a^{b}w(x)\overline{f(x)}g(x)dx$ with positive weight $w$. For a self-adjoint operator $L$ and nonzero eigenfunction $Ly=\lambda y$, self-adjointness gives $\lambda ⟨y,y{⟩}_w=⟨y,Ly{⟩}_w=⟨Ly,y{⟩}_w=\overline{\lambda }⟨y,y{⟩}_w$. The positive norm therefore forces $\lambda$ to be real. For two eigenfunctions of distinct eigenvalues, the same calculation gives $({\lambda }_2-{\lambda }_1)⟨y_1,y_2{⟩}_w=0$, proving their orthogonality.

The Chebyshev differential equation takes the Sturm-Liouville formIts operator is $Ly=-(1-x^2)y^{\prime \prime }+x{y}^{\prime }$, so $Lx=x$ as required. For $y=x^3+Bx$, direct substitution gives $Ly=9x^3+(B-6)x$. Comparing coefficients yieldsExplicitly, using $x=\cos \theta$,The endpoints are singular because $p$ vanishes and $w$ diverges there. The polynomial solutions use the natural condition $p{y}^{\prime }\to 0$ at each end; under $x=\cos \theta$ these are the Neumann eigenfunctions of the Chebyshev differential operator, proportional to $\cos (n\theta )$. They differ from the zero-value endpoint realization of the same differential expression.