Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2015 / Paper 2 / 1 / a / Solution

On its specified domain of admissible functions, a self-adjoint operator equals its adjoint, including the adjoint domain. Its integration identity on the interval isFor a differential operator, the boundary conditions must make the boundary form from integration by parts vanish. Formal symmetry of the differential expression alone does not specify a self-adjoint boundary-value problem.

Apply this identity to two eigenfunctions. Since the weight is real,First take $m=n$: positivity of ${\int }_a^{b}w|y_n{|}^{2}dx$ shows ${\lambda }_n={\lambda }_n^{\ast }$, so the eigenvalues are real. For distinct eigenvalues, subtraction therefore givesThis is orthogonality of Sturm-Liouville eigenfunctions in the weighted inner product, rather than necessarily in the unweighted inner product.