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Divide the equation by $\sqrt{1-x^2}$ to obtain its Sturm-Liouville form:Thus $p=\sqrt{1-x^2}$, $q=0$ and $w=(1-x^2{)}^{-1/2}$. For $L=-w^{-1}(pd/dx{)}^{\prime }$, the Lagrange identity for a Sturm-Liouville operator gives the endpoint form $[p({\bar{f}}^{\prime }g-\bar{f}{g}^{\prime }){]}_{-1}^1$. A natural self-adjoint choice isUnder $x=\cos \theta$, these become the ordinary zero-derivative conditions at $\theta =0,\pi$ for $-d^2/d{\theta }^2$. They therefore define the realization whose Neumann eigenfunctions of the Chebyshev differential operator are $T_n(x)=\cos (n\arccos x)$, with $n=0,1,\dots$.

Boundedness alone does not choose these endpoint conditions: $\sin (n\arccos x)$ is also bounded but generally has a nonzero endpoint value of $p{y}^{\prime }$. Requiring bounded $y^{\prime }$ is a sufficient stronger regularity condition for the displayed zero-flux limits. Other self-adjoint endpoint choices are possible; the boundary form and the operator domain must specify which is intended.

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.