Past exam of the mathematics course of the University of Cambridge / 2006 / ib / Paper 3 / 15G / b / Solution

Set $y=e^{-x/2}v$, the Dirichlet gauge transform for constant drift. Direct differentiation givesThe homogeneous endpoint conditions on $y$ become $v(0)=v(1)=0$. Thus the eigenvalue equation is $v^{\prime \prime }=(\lambda +1/4)v$. To exclude other branches without assuming the eigenvalue real, multiply by $\bar{v}$ and integrate by parts:for a nonzero eigenfunction. Therefore $\lambda +1/4=-k^2$ with $k>0$. The boundary conditions in $v=A\sin (kx)+B\cos (kx)$ give $B=0$ and $k=n\pi$, $n\ge 1$. HenceEquivalently, $L[y]=\lambda y$ is the Sturm-Liouville form $(e^x{y}^{\prime }{)}^{\prime }=\lambda e^{x}y$, with positive weight $e^x$. Its orthogonality relation isIt is the weighted inner product, not the unweighted one, that makes these eigenfunctions orthogonal.

Expand $x{e}^{-x/2}={\sum }_n{b}_n{y}_n$ with the coefficients from part a. Completeness and the nonzero eigenvalues give the Sturm-Liouville eigenfunction expansionThe coefficients are $O(n^{-3})$, so the function series converges uniformly and vanishes at both endpoints. Its first derivative also converges uniformly. Applying the transformed operator in the square-integrable sense gives the part-a expansion of $x$; equivalently $v^{\prime \prime }-v/4=x$ on the interior. Integrating this continuous right-hand side gives the classical twice-differentiable solution there. No nonzero homogeneous solution satisfies both endpoints, so this solution is unique. The mismatch of the forcing's sine series at a single endpoint does not affect the interior equation or these boundary conditions.