Chebyshev differential equation

The equation $(1-z^2)w^{\prime \prime }-z{w}^{\prime }+n^{2}w=0$ is obtained from the harmonic equation $w_{xx}+n^{2}w=0$ by $z=\cos x$.

With the weighted inner product ${\int }_{-1}^1\overline{f}gdx/\sqrt{1-x^2}$, the Chebyshev differential equation has the Sturm-Liouville form with coefficients $p=\sqrt{1-x^2}$, $w=(1-x^2{)}^{-1/2}$ and $q=0$. The substitution $x=\cos \theta$ converts its operator to $-d^2/d{\theta }^2$ on $(0,\pi )$ and its inner product to the ordinary one in $d\theta$. The natural endpoint conditions $p{y}^{\prime }\to 0$ become zero derivative conditions at $\theta =0,\pi$.

Consequently the eigenfunctions are the Chebyshev polynomials $T_n(x)=\cos (n\arccos x)$ with eigenvalues $n^2$, $n=0,1,2,\dots$. Their squared norms are $\pi$ for $n=0$ and $\pi /2$ otherwise. In particular $T_1=x$ and $T_3=4x^3-3x$ are orthogonal. The endpoints of the original differential expression are singular; specifying these transformed Neumann boundary conditions defines its self-adjoint realization. The Dirichlet eigenfunctions of the Chebyshev differential operator use a different endpoint condition and have sine rather than cosine profiles.

The Chebyshev differential equation $-(1-x^2)y^{\prime \prime }+x{y}^{\prime }=\lambda y$ on $-1<x<1$, with zero endpoint values, has the Sturm-Liouville formThus $p=\sqrt{1-x^2}$ and the weight defining the weighted inner product is $w=(1-x^2{)}^{-1/2}$. The substitution $x=\cos \theta$ maps the problem to $-Y^{\prime \prime }=\lambda Y$ on $0<\theta <\pi$ with homogeneous Dirichlet boundary conditions. It also transforms $w(x)dx$ into $-d\theta$. Consequently the normalized eigenfunctions areTheir weighted inner product is the ordinary sine inner product on $[0,\pi ]$. Equivalently, $y_n=\sqrt{2/\pi }\sqrt{1-x^2}{U}_{n-1}(x)$, where $U_{n-1}$ is a Chebyshev polynomial of the second kind. These are not the cosine solutions $T_n$, which have different endpoint values. The original endpoints are singular because $p$ vanishes and $w$ diverges there, but the transformed Dirichlet problem specifies the self-adjoint realization. The eigenfunctions vanish at both endpoints and their quasi-derivatives $p{y}_n^{\prime }$ have finite limits, so the boundary form vanishes.

For the Chebyshev differential equation $(1-x^2)y^{\prime \prime }-x{y}^{\prime }+k^{2}y=0$, a power series about the ordinary point zero splits into even and odd solutions with the displayed recurrence relation. Every nonterminating parity series has radius of convergence one. If $k^2=m^2$ for a nonnegative integer $m$, the parity series containing $x^m$ terminates, giving a polynomial with infinite radius of convergence; the other independent series still has radius one. Normalized solutions are $\cos (k\arcsin x)$ and $\sin (k\arcsin x)/k$, with the latter replaced by $\arcsin x$ when $k=0$.

For noninteger real $\gamma$, expand a smooth forcing as $F={\sum }_{n\ge 0}{F}_n{T}_n$ in Chebyshev polynomials. Because $(1-x^2)T_n^{\prime \prime }-x{T}_n^{\prime }=-n^2{T}_n$, division of each coefficient by ${\gamma }^2-n^2$ gives the regular solution. The coefficients use the weighted inner product with weight $(1-x^2{)}^{-1/2}$. Choosing the same endpoint domain as the regular eigenfunctions of the Sturm-Liouville problem is essential: finite values alone also allow homogeneous solutions $\cos (\gamma \arccos x)$ and $\sin (\gamma \arccos x)$, which generally have divergent endpoint derivatives. Setting $x=\cos \theta$ converts the regular endpoint condition into the Neumann boundary conditions $Z_{\theta }(0)=Z_{\theta }(\pi )=0$. The homogeneous equation then has no nonzero solution when $\gamma$ is noninteger, proving uniqueness in this domain.

The Chebyshev equation has self-adjoint formFor $U_n=T_n^{\prime }$, differentiation givesThe respective orthogonality weights are $(1-x^2{)}^{-1/2}$ and $(1-x^2{)}^{1/2}$.