Past exam of the mathematics course of the University of Cambridge / 2016 / ib / Paper 1 / 14A / a

For the real coefficients of the stated self-adjoint Sturm-Liouville problem, define the weighted inner productSince $w>0$, a nonzero eigenfunction has positive squared norm. Let $Ly=-(p{y}^{\prime }{)}^{\prime }+qy$. Integration by parts and the Dirichlet boundary conditions giveTaking $u=v$ to be an eigenfunction shows that its eigenvalue is real, since $\lambda \int w|u{|}^2=\int (p|u^{\prime }{|}^2+q|u{|}^2)$ is real. For two eigenfunctions with eigenvalues $\lambda ,\mu$, the same identity givesHence distinct eigenvalues imply orthogonality in the weighted inner product. This is the orthogonality of Sturm-Liouville eigenfunctions. The calculation assumes the regularity needed for the stated self-adjoint boundary problem, so all boundary terms and integrals are defined.