Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2006 / Paper 1 / 7

Multiply the original equation by $p(x)=\exp ({\int }^{x}u(s)ds)>0$. Since $p^{\prime }=up$, it becomes $(p{y}^{\prime }{)}^{\prime }+qy+\lambda ry=0$ with $q=pv$, $r=pw>0$. This is Sturm-Liouville form. For two real eigenfunctions, multiply the equation for $y_n$ by $y_m$, subtract the equation for $y_m$ multiplied by $y_n$, and integrate. The Lagrange identity for a Sturm-Liouville operator givesEach separated homogeneous boundary condition makes the corresponding determinant zero, provided its pair of coefficients is not both zero. For distinct eigenvalues, this proves the orthogonality of Sturm-Liouville eigenfunctions.

For the constant drift, the drift-removing substitution for a Dirichlet Sturm-Liouville problem is $y=e^{-\alpha x}v$. It reduces the equation to $v^{\prime \prime }+\lambda v=0$ with $v(0)=v(\pi )=0$. Nonzero solutions occur exactly atThe zero and negative values give only the zero solution under both endpoint conditions. The self-adjoint expression is $(e^{2\alpha x}{y}^{\prime }{)}^{\prime }+{\alpha }^2{e}^{2\alpha x}y+\lambda e^{2\alpha x}y=0$. Hence the weight is $r=e^{2\alpha x}$, and for the displayed normalization,