Stationary values of a quadratic functional with a quadratic constraint ($J[y]=\int (p{y}^{\prime 2}-q{y}^2),I[y]=\int w{y}^2=1$)

Impose zero Dirichlet boundary conditions on an interval. The isoperimetric constraint $I[y]=1$ is regular because $D{I}_y[y]=2I[y]=2\ne 0$. The Lagrange multiplier rule applied to $J-\lambda (I-1)$ gives the Sturm-Liouville equationMultiplying by $y$ and using integration by parts gives $J[y]=\lambda I[y]=\lambda$. Thus the multiplier is the stationary value of the original functional, or its Rayleigh quotient. This calculation does not require $w$ to have one sign; positive-weight spectral conclusions require additional hypotheses.

If two stationary functions have different multipliers, multiplying their equations crosswise and subtracting gives $({\lambda }_n-{\lambda }_m)\int w{y}_n{y}_m=0$. The endpoint terms vanish. This proves the weighted orthogonality of Sturm-Liouville eigenfunctions. Higher stationary values need not be local minima of the constrained functional.