Past exam of the mathematics course of the year 2 of the natural sciences course of the University of Cambridge / 2017 / Paper 2 / 1 / b / Solution

Projecting the Sturm-Liouville eigenfunction expansion onto $y_m$ using the weighted inner product givesFor the partial sum $f_N={\sum }_{n=0}^N{a}_n{y}_n$, orthonormality therefore givesFor $f$ of finite weighted norm, the given completeness means that $f_N\to f$ in that norm. The triangle inequality implies $|\Vert f_N{\Vert }_w-\Vert f{\Vert }_w|\le \Vert f_N-f{\Vert }_w\to 0$. Taking the limit of the finite identity proves Parseval's identity:This argument justifies the limiting step without assuming that a double infinite series can be integrated term by term. As usual, the expansion is understood for square-integrable functions with respect to the weighted measure; the boundary and smoothness assumptions of the regular Sturm-Liouville problem provide the usual stronger interpretations when needed.