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Substitution of $y=x^p$ into the homogeneous Euler-Cauchy equation gives $(p(p-1)+p-1)x^{p-2}=(p^2-1)x^{p-2}$, so $\boxed{p=1,-1}$. Use the solution $u(x)=x$ that vanishes at zero and $v(x)=1/x$ that decays at infinity. Their Wronskian is $u{v}^{\prime }-u^{\prime }v=-2/x$. The half-line Green function for the first cylindrical harmonic is thereforeIt is continuous at $x=s$, its first derivative has jump $1/2-(-1/2)=1$, and it solves the homogeneous equation elsewhere. Thus $L_{x}G=\delta (x-s)$ for integration with ordinary measure $ds$. The boundary conditions hold for each fixed $s>0$.

Integrating against the forcing givesSince the two integrals are $2-(x^2+2x+2)e^{-x}$ and $e^{-x}$, respectively,A Taylor expansion gives $y=-x/2+O(x^2)$ near zero, while $y\sim -1/x$ at infinity. This verifies the two endpoint limits; direct differentiation verifies $Ly=e^{-x}$ on $x>0$. The differential expression itself is singular at zero, so the endpoint condition is imposed by continuity. No nonzero combination of $x$ and $1/x$ satisfies both homogeneous endpoint conditions, proving uniqueness.

For a vacuum electric potential, put $\Phi =R(r)Y(\theta )$ in Laplace's equation in spherical coordinates. Multiplication by $r^2/(RY)$ separates the radial and angular terms. With separation constant $\ell (\ell +1)$ and $x=\cos \theta$, the angular Legendre differential equation isRegularity at both polar axes selects nonnegative integers $\ell$ and the Legendre polynomials. The radial equation is $(r^2{R}^{\prime }{)}^{\prime }-\ell (\ell +1)R=0$, whose independent solutions are $r^{\ell }$ and $r^{-\ell -1}$. Hence the angularly regular axisymmetric vacuum solution isThe radial domain and its boundary conditions determine which terms are admissible.

For the given charge density, only $P_1(\cos \theta )=\cos \theta$ is forced. Write $\Phi =f(r)\cos \theta$. The interior radial Poisson equation is $f^{\prime \prime }+2f^{\prime }/r-2f/r^2=-4$. The identity for the Poisson equation with a spherical harmonic source gives the particular solution $f_p=-r^2$, since the radial operator takes $r^2$ to four. Finiteness at zero and decay at infinity therefore giveContinuity of the electric potential and its radial derivative at $a$ requires $Aa-a^2=B/a^2$ and $A-2a=-2B/a^3$. Solving gives $A=4a/3$, $B=a^4/3$, soAll other angular modes have zero coefficients after imposing regularity, matching and decay. At the origin the interior expression is $(4a/3)z-rz$, which extends with a continuous gradient and value zero. The angular charge density has no unique value exactly at that point; Poisson's equation holds classically for $r>0$ and as a weak solution through the origin. There is no additional point charge.

For a nonzero real function, write $\Lambda =F/G$ with $G={\int }_a^{b}w{y}^{2}dx>0$. Multiplying the Sturm-Liouville equation by $y$ and integrating givesThus the stated vanishing boundary product proves $\lambda =\Lambda [y]$.

For the variational statement, the first variation isWith admissible boundary conditions that also make $[p{y}^{\prime }\eta {]}_a^b=0$ for every allowed variation, the fundamental lemma of the calculus of variations identifies stationary functions with the eigenfunctions and stationary values with their eigenvalues. Zero Dirichlet boundary conditions, zero Neumann boundary conditions, and matched periodic data give familiar examples. The single printed condition $[py{y}^{\prime }{]}_a^b=0$ proves the quotient identity but, by itself, does not specify the admissible variations needed for stationarity; the boundary conditions for variational Rayleigh quotients make this distinction explicit.

For the half-line equation, multiplication by $x^{n-1}$ gives $p=w=x^{n-1}$ and $q=x^{n+1}$. Use the regular radial boundary condition at zero and square-integrable decay at infinity, under which the proposed Gaussian is admissible. With $y=e^{a{x}^2}$, $a<0$, $y^{\prime }=2axy$, soThe ratio of the two Gaussian integrals is $n/(-4a)$, from a change of variables and the Gamma function recurrence. Differentiating gives ${\Lambda }^{\prime }(a)=-n[1-1/(4a^2)]$, so the minimum on $a<0$ occurs at $a=-1/2$. The Gaussian variational bound for a radial harmonic oscillator therefore givesHere the trial actually satisfies the differential equation with $\lambda =n$. Moreover, on the same regular decaying domain, integration by parts gives $F[y]-nG[y]={\int }_0^{\infty }{x}^{n-1}(y^{\prime }+xy{)}^{2}dx\ge 0$. Hence the estimate is exact, with $\boxed{{\lambda }_0=n}$. For $n=1$, regular radial data mean the Neumann boundary condition $y^{\prime }(0)=0$; imposing a zero Dirichlet boundary condition there would exclude this trial and give a different problem.

For nonzero $y$ with $G[y]>0$, the first variation of the Rayleigh quotient under $y\mapsto y+\epsilon h$ isChoose fixed admissible homogeneous boundary conditions that make the variation boundary term vanish, such as zero endpoint values or zero endpoint derivatives. Compactly supported $h$ then show that a stationary function satisfies the Sturm-Liouville equation with $\lambda =\Lambda [y]$. Conversely an eigenfunction satisfying those admissible conditions makes the variation zero. Multiplying its differential equation by $y$ and integrating by parts givesso the stipulated energy boundary term yields $\Lambda [y]=\lambda$. The displayed energy condition alone is not a full specification of the admissible variations; it must be paired with boundary conditions for this variational equivalence.

For the final Dirichlet problem take the trial function $y=\sin x$, with $p=1,q=0,w=x$. ThenThe Rayleigh-Ritz variational principle makes this an upper bound for the lowest eigenvalue. It is strictly above the true value: equality would require $\sin x$ itself to be a lowest eigenfunction, but $y^{\prime \prime }+\lambda xy=(-1+\lambda x)\sin x$ cannot vanish throughout $(0,\pi )$ for a constant $\lambda$. ThereforeAlthough the weight vanishes at the left endpoint, it is positive in the interior and its weighted quadratic norm is positive for every nonzero admissible continuous function; this does not obstruct the stated Dirichlet variational comparison.

Let $L=d^2/d{x}^2+x^{-1}d/dx-x^{-2}$. A Green's function $G(x,\xi )$ satisfies $L_{x}G=\delta (x-\xi )$ and the chosen homogeneous boundary conditions in $x$. Away from $x=\xi$, it is a linear combination of $x$ and $x^{-1}$. It must be continuous there and obey the unit derivative jump $G_x({\xi }^{+},\xi )-G_x({\xi }^{-},\xi )=1$, because the leading differential coefficient is one. Thensolves $Ly=f$ whenever the integral and boundary limits are valid. The Wronskian of $x,x^{-1}$ is $-2/x$. The Green kernels for a radial dipole Euler equation implement the two different choices of boundary conditions below.

The boundary conditions on the positive half-line, absent from the transcription, select the half-harmonic oscillator. The trial state $x{e}^{-\alpha x}$ with $\alpha >0$ satisfies both endpoints and has finite norm and energy. Integration by parts, with vanishing endpoint term, givesUsing ${\int }_0^{\infty }{x}^n{e}^{-2\alpha x}dx=n!/(2\alpha {)}^{n+1}$, the three required integrals areThus the exponential trial state for a half-harmonic oscillator gives $\Lambda (\alpha )={\alpha }^2+3/{\alpha }^2$. Its derivative vanishes at ${\alpha }^4=3$, and the arithmetic-geometric mean inequality confirms the global minimum:For comparison, the exact lowest half-line state is proportional to $x{e}^{-x^2/2}$ and has eigenvalue three. The exponential trial family gives a valid upper bound rather than an exact eigenvalue.

For the established time-periodic response, take a complex separated solution $v=X(x)e^{i\omega t}$ and set $u=\mathrm{Re}v$. The diffusion equation gives $X^{\prime \prime }=(i\omega /\nu )X$. For $\omega >0$, define the penetration depth $\delta =\sqrt{2\nu /\omega }$; the spatial roots are $\pm (1+i)/\delta$. Decay at infinity selectsIts real part is the solution of Stokes' second problem:The velocity amplitude decays exponentially, while the phase lags by $x/\delta$. Direct substitution verifies the diffusion equation, and the two boundary conditions follow immediately.

These data select a unique periodic response, but do not specify an arbitrary initial transient. With no initial velocity supplied, one may add any suitable solution of the homogeneous-boundary diffusion problem. The displayed solution is the usual established oscillatory flow after transients have decayed.

Let $R[y]=F[y]/G[y]$, where $G[y]>0$ for a nonzero admissible real function. Writing $\lambda =R[y]$, its first variation isChoose boundary conditions making the boundary term vanish, for example homogeneous Dirichlet boundary conditions, homogeneous Neumann boundary conditions, or a corresponding mixed pair. Arbitrary interior variations then give the Sturm-Liouville problemMultiplying this equation by $y$ and integrating by parts, with $[py{y}^{\prime }{]}_{\alpha }^{\beta }=0$, yieldsThus eigenfunctions are stationary directions of the quotient. The lowest eigenvalue is its global minimum; higher eigenfunctions need not be unrestricted maxima or minima. General Robin boundary conditions require including their boundary energy in the quotient unless the displayed endpoint products also vanish.

The Rayleigh-Ritz method chooses admissible trial functions depending on finitely many coefficients and minimizes this quotient over them. Expansion in a complete orthonormal basis with weight $w$ shows $R[y]\ge {\lambda }_0$, so the trial minimum is an upper bound on the true lowest eigenvalue. In a finite basis, the minimization becomes a generalized eigenvalue problem for the stiffness and weighted mass matrices. Enlarging the trial space can only lower or preserve this upper bound.

Assume $H$ is self-adjoint on its specified operator domain, and the admissible variations preserve that domain and any boundary conditions, so no boundary terms spoil self-adjointness. Let $N=⟨\varphi ,\varphi ⟩>0$. The first variation of the Rayleigh quotient isAt $\varphi ={\psi }_n$, the residual vanishes, so $\boxed{\delta F[{\psi }_n]=0}$. More explicitly, for a normalized ${\psi }_n$ and $\varphi ={\psi }_n+\eta$,For a fixed admissible direction scaled by a small parameter, the change is second order. This is stationarity, and is not necessarily a minimum for an excited state.

Conversely, vanishing first variation for every admissible complex direction yields the stationary equationAt the original stationary point, this is $(H-F[{\psi }_n]){\psi }_n=0$. The printed equation with an arbitrary perturbed $\varphi$ in the final factor is not generally true. Taking $\varphi ={\psi }_n+ϵ{\psi }_m$ with $E_m\ne E_n$ gives $(H-E_n)\varphi =ϵ(E_m-E_n){\psi }_m\ne 0$, even though the first-order change in $F$ is zero. Thus the valid claim is the stationary equation at the extremal state, not an exact eigenvalue equation for every variation.

Away from $x=\xi$, the homogeneous equation has solutions $e^x,e^{-x}$. A basis adapted to the two boundary conditions is $u(x)=\sinh x$ at the origin and $v(x)=e^{-x}$ at infinity. Their Wronskian is $u{v}^{\prime }-u^{\prime }v=-1$. The Green function must be continuous at $\xi$, while integration of $-G_{xx}+G=\delta (x-\xi )$ across the source givesThese conditions give the Dirichlet half-line Green function for minus d2 plus 1:where $x_{<}=\min (x,\xi )$ and $x_{>}=\max (x,\xi )$. The second term is the image that enforces $G(0,\xi )=0$; both terms decay as $x\to \infty$.

For the finite forcing interval, $y(x)={\int }_0^{\mu }G(x,\xi )d\xi$. When $x\le \mu$, split the integral at $\xi =x$:When $x\ge \mu$, the entire source interval lies to the left, giving the Dirichlet half-line response to uniform interval forcingThis solution is unique: a homogeneous difference satisfying the origin condition is proportional to $\sinh x$, which cannot decay at infinity unless its coefficient is zero.

Self-adjoint form. Grouping the two derivative terms gives $[(1+ϵx)u^{\prime }{]}^{\prime }-ϵu=-\lambda u$. Thus a regular Sturm-Liouville operator isThe boundary conditions are mixed Neumann boundary conditions at zero and Dirichlet boundary conditions at $\pi$. For $ϵ\ge 0$, $p>0$, $q\ge 0$ and $w>0$, as required. The boundary term $[p(f{g}^{\prime }-f^{\prime }g){]}_0^{\pi }$ vanishes for two functions satisfying these conditions, confirming self-adjointness on that domain.

Constrained variation. Introduce a Lagrange multiplier $\Lambda$ for the normalization and varyIts first variation isThe endpoint term vanishes because $v^{\prime }(0)=0$ and $\delta v(\pi )=0$. The Euler-Lagrange equation is thereforewhich is exactly the original eigenvalue problem for the boxed choices of $p,q,w$. Multiply by $v$ and integrate by parts. The same endpoint conditions giveThus the stationary functional values are the eigenvalues, with $\Lambda =\lambda$. More generally, before normalization the relevant Rayleigh quotient is

Unperturbed ground mode. At $ϵ=0$, the equation is $-u^{\prime \prime }=\lambda u$. The quadratic form is nonnegative, and zero eigenvalue would force a constant function incompatible with the endpoint at $\pi$. For positive $\lambda$, $u=A\cos (\sqrt{\lambda }x)+B\sin (\sqrt{\lambda }x)$. The derivative condition forces $B=0$, while the other endpoint gives $\cos (\pi \sqrt{\lambda })=0$. HenceThe lowest eigenvalue and normalized eigenfunction are

Trial-function bound. The Rayleigh-Ritz method says that the minimum eigenvalue is no larger than the quotient of any admissible trial function. The same $U_0$ still satisfies both boundary conditions and retains unit norm. Its derivative is $U_0^{\prime }=-\sqrt{2/\pi }\sin (x/2)/2$, givingUsing ${\sin }^2(x/2)=(1-\cos x)/2$,Therefore the affine-parameter Sturm-Liouville eigenvalue bound isThis is an upper bound for every $ϵ\ge 0$, not merely a small-parameter approximation. As a lower-bound check, $p\ge 1$ and the unperturbed variational minimum imply ${\mathcal{R}}_{ϵ}[v]\ge 1/4+ϵ$ for every admissible normalized $v$. Thus

The origin is an ordinary point of the Hermite differential equation, so put $y={\sum }_{n=0}^{\infty }{a}_n{x}^n$. Substitution and matching powers givesThus the linear recurrence relation isEven and odd coefficients evolve independently from arbitrary $a_0,a_1$. The general power series solution iswith an empty product equal to one. Its first terms areBoth series converge at every finite $x$, since the ratio of successive terms in each parity subsequence tends to zero. For a nonzero polynomial of degree $N$, the highest coefficient in the differential equation requires $\lambda =2N$. Conversely, at such a value the appropriate parity series terminates, while its opposite-parity initial coefficient can be set to zero. HenceHere $H_N$ is a physicists' Hermite polynomial. Two explicit choices areDirect differentiation verifies both. These are polynomial solutions up to an arbitrary overall factor. Without a polynomial requirement or additional boundary conditions, the equation also has nonpolynomial solutions for other real $\lambda$; discreteness here comes from termination.

For a nonzero admissible radial profile define the radial diffusion Rayleigh quotientMinimizing the numerator subject to ${\int }_0^{1}r{R}^{2}dr=1$ introduces a multiplier $\nu$. The Euler-Lagrange equation for $r\kappa R^{\prime 2}-\nu r{R}^2$ isThe allowed variations vanish at $r=1$, and the natural condition at the centre is zero radial flux. Thus the minimum, when attained, is the smallest decay eigenvalue ${\nu }_0$. Equivalently, expansion in weighted-orthogonal eigenfunctions makes $\mathcal{R}[R]$ a weighted average of their decay eigenvalues. The Rayleigh-Ritz variational principle therefore givesAdmissible trial functions must obey the outer boundary condition, be nonzero and have finite weighted norm and energy; they need not solve the differential equation. If the diffusion operator has no lowest eigenfunction, the same variational argument bounds the infimum of its spectrum. Existence of a fundamental diffusion mode is an additional assumption for strongly vanishing diffusivity, not a consequence of the identity alone.

For $x\ne \xi$, the homogeneous solutions are $e^x,e^{-x}$. The left boundary condition selects $\sinh x$, while boundedness at infinity selects $e^{-x}$ on the right. Thus write $G=A(\xi )\sinh x$ for $x<\xi$ and $G=B(\xi )e^{-x}$ for $x>\xi$.

A unit Dirac delta distribution in the second derivative requires continuity of $G$ and a derivative jump of one:The second equation and the first give $-A{e}^{\xi }=1$, so the Dirichlet half-line Green function for d2 minus 1 isThe second expression is also a method of images construction. Applying the Green's function to the forcing givesFor bounded forcing this is bounded, vanishes at zero and solves the equation; a bounded homogeneous solution vanishing at zero is zero, proving uniqueness. More general forcing is allowed when the integrals converge and the resulting function has the required growth. Arbitrary unbounded forcing need not admit a bounded solution; this distinction is relevant in part (b).

Use the convention $\Delta G=+{\delta }^{(3)}$. The Dirichlet Green function for this Poisson equation satisfies, for each source point ${\mathbf{r}}^{\prime }\in V$,It is a harmonic function away from its source, with a unit delta singularity there. Its boundary condition is homogeneous even when the original potential has nonzero boundary values; those values enter through the boundary integral. This sign convention is the one giving the plus signs in the formula requested in part (b).

For a separated axisymmetric harmonic function $\Psi =R(r)\Theta (\theta )$, multiplying the Laplace equation by $r^2/(R\Theta )$ givesThe two sides depend on different variables, hence both equal a constant. Put $u=\cos \theta$ in the angular equation. Since $\sin \theta {\Theta }^{\prime }=-{\sin }^2\theta d\Theta /du$, it becomes the Legendre differential equationRegularity on both parts of the polar axis restricts $\lambda =\ell (\ell +1)$, with $\ell =0,1,\dots$, and selects the Legendre polynomial $P_{\ell }(u)$. The other angular solution is singular at an endpoint.

The radial Euler differential equation isTrying $R=r^s$ gives $s(s+1)=\ell (\ell +1)$, so $s=\ell$ or $s=-\ell -1$. Superposition of these separated harmonic functions givesThe Legendre polynomials form the angular expansion for regular data with rotational symmetry about the polar axis; the radial domain and the boundary conditions determine which coefficients survive and where the expansion converges.

First move the order parameter term to the right-hand side:Here $p=x^2$, $r=x$, so the integrating factor obeysChoose the irrelevant positive constant $C=1$. Multiplying the equation by $1/x$ givesThus a Sturm-Liouville theory eigenvalue formulation with the requested eigenvalue isThis is the Sturm-Liouville formulation with Bessel order as eigenvalue. The spectral parameter is the squared order of the Bessel function, with $\beta$ treated as fixed. This differs from the also familiar formulation in which ${\beta }^2$ is the eigenvalue.

The factor $1/x$ is singular at the origin. Consequently the integral defining $w$ cannot literally use lower limit zero; take a positive reference point $x_{\ast }>0$, obtain $w=x_{\ast }/x$, and absorb $x_{\ast }$ into the normalization. The differential identity holds for $x>0$. Boundary conditions and admissibility at zero and at the outer endpoint are additional ingredients needed to make a particular self-adjoint spectral problem.

When $r=p^{\prime }$, write the differential expression in divergence form,Two integrations by parts give the Lagrange identity for a Sturm-Liouville operator:The $q$ terms cancel because $q$ is real. Hence the exact boundary criterion, in the sense of self-adjointness defined in the question, isAt regular endpoints, all separated homogeneous conditions of the following type satisfy it:with real coefficients, not both zero at either endpoint. The allowed value-and-flux pairs at an endpoint are proportional, so their determinant $p(f{g}^{\prime }-f^{\prime }g)$ vanishes. This includes Dirichlet boundary conditions, Neumann boundary conditions, Robin boundary conditions and arbitrary mixtures of these at the two ends.

Coupled conditions can also work: periodic conditions $y(b)=y(a)$ and $p(b)y^{\prime }(b)=p(a)y^{\prime }(a)$ make the two endpoint expressions equal; simultaneous minus signs give the antiperiodic case. Thus requiring each endpoint term separately to vanish is sufficient, but not necessary.

More generally, for regular endpoints set $Y=(y(a),y(b){)}^{\mathsf{T}}$ and $N=(-p(a)y^{\prime }(a),p(b)y^{\prime }(b){)}^{\mathsf{T}}$. All maximal homogeneous self-adjoint boundary conditions can be written $AY+BN=0$ with real two-by-two matrices satisfying $\mathrm{rank}(AB)=2$ and $A{B}^{\mathsf{T}}=B{A}^{\mathsf{T}}$. If an endpoint is singular, the relevant limiting boundary form and admissible domain must instead be specified; the assumption $p>0$ only in the interior does not itself fix those endpoint limits.

Seek a nonzero separated solution $\psi =T(t)R(r)\Theta (\theta )$. Substitution into the heat equation and division by the product givesThe left side depends only on time, so set it to $-k^2$. Multiplication by $r^2$ then separates the angular dependence, with separation constant $\ell (\ell +1)$. The three ordinary differential equations areThe temporal solution is $T=T_0{e}^{-\kappa k^{2}t}$. With $q=\cos \theta$, the angular equation is the Legendre differential equation; regularity at both angular endpoints selects $\ell =0,1,2,\dots$ and $\Theta \propto P_{\ell }(q)$, the Legendre polynomial. The radial equation has the Spherical Bessel functions $j_{\ell }(kr)$ and $y_{\ell }(kr)$ for $k>0$. Regularity at $r=0$, if imposed, excludes the singular second solution. For $k=0$ the radial powers are $r^{\ell }$ and $r^{-\ell -1}$. Without specified radial boundary conditions, no discrete set of $k$ is selected; $-k^2$ is a convention for the temporal separation constant.

Insert the source into the Green-function representation and split the integral at its source discontinuity in derivative:Using ${\sin }^{2}x+{\cos }^{2}x=1$, the answer isBoth endpoint values are zero. As a direct check, conjugating by $e^x$ sends $y^{\prime \prime }-2y^{\prime }+2y$ to $e^x(v^{\prime \prime }+v)$, and $v=1-\cos x-\sin x$ gives $v^{\prime \prime }+v=1$. Thus the differential equation and both boundary conditions are satisfied.