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To obtain Sturm-Liouville form, multiply the equation by $(1-x^2{)}^{-1/2}$. The derivative identitygivesThe weight determines the weighted inner product on $(-1,1)$. It is integrable but singular at the endpoints, where $p$ also vanishes. Thus this is a singular-endpoint Sturm-Liouville problem, not a regular problem with strictly positive endpoint values of $p$. The transformation in part (ii) specifies its admissible Dirichlet realization; these are the Dirichlet eigenfunctions of the Chebyshev differential operator.

Substitute $T=e^{-\nu t}R(r)$ into the axisymmetric heat equation and cancel the exponential:Thus the radial ordinary differential equation and its Sturm-Liouville form areThe weight in this Sturm-Liouville problem is therefore $\boxed{w=r}$. The outer Dirichlet boundary condition is $R(1)=0$, and the physical solution is regular at the centre. The factor $r$ in the weighted inner product is also the radial part of the polar area element.

Seek a positive weight such that the differential operator becomes $-w^{-1}(p{y}^{\prime }{)}^{\prime }$. Matching the second derivative gives $p=w(1-x^2)$, while matching the first derivative requires $p^{\prime }=-xw$. ConsequentlyChoosing the multiplicative constant to be one givesThis is Sturm-Liouville form with zero potential term. Multiply the equations for $y_n,y_m$ by $y_m,y_n$, subtract, and integrate. The Lagrange identity for a Sturm-Liouville operator givesThe boundary expression vanishes because $p\to 0$ and the functions and their derivatives are finite. Since $n,m\ge 0$ are distinct, their eigenvalues $n^2,m^2$ are distinct, provingThe endpoint singularities of the weight are integrable, so these weighted inner products exist.

Multiplication by a positive weight puts the differential equation into Sturm-Liouville form if $(xw{)}^{\prime }=(1-x)w$. Thus $x{w}^{\prime }=-xw$, and the constant factor can be chosen so thatThis fixes the otherwise arbitrary normalization of the weight consistently with the requested unit norms.

Write the polynomial as $p_n(x)={\sum }_{j=0}^n{c}_j{x}^j$. Comparing coefficients givesConsequently $c_j=(-1{)}^j(\genfrac{}{}{0ex}{}{n}{j})/j!$, identifying the solutions as Laguerre polynomials. In particular,Repeated integration by parts gives the moments ${\int }_0^{\infty }{e}^{-x}{x}^{j}dx=j!$. ThereforeFor later use, integration by parts in the weighted eigenvalue equations also givesThe endpoint expression vanishes because of the factor $x$ at zero and exponential decay at infinity. Hence distinct Laguerre polynomials are orthogonal, an instance of orthogonality of Sturm-Liouville eigenfunctions.

Expand the two operators before comparing coefficients:Equality $L=w\tilde{L}$ requires $a=\tilde{a}$, $c=\tilde{c}$, and $(aw{)}^{\prime }=w(a^{\prime }+\tilde{b})$. Thus $a{w}^{\prime }=\tilde{b}w$, giving the positive integrating factorWith $p=aw>0$, the result is the Sturm-Liouville form $L=-(pd/dx{)}^{\prime }-wc$. The arbitrary positive multiplier $C$ rescales both sides of the eigenvalue problem and does not change its eigenvalues. The coefficient ${\tilde{a}}^{\prime }$ is already present in the divergence term of $\tilde{L}$; it must not be counted a second time in the exponential.

Expanding the general Sturm-Liouville form givesMatching the second-derivative coefficients requires $p/w=x^{-4}$. Matching the first-derivative coefficients then gives $p^{\prime }/p=-2/x$. Up to a common positive normalization of $p,q,w$, one may therefore takeIndeed $-x^{-2}(x^{-2}{y}^{\prime }{)}^{\prime }-ay=-x^{-4}{y}^{\prime \prime }+2x^{-5}{y}^{\prime }-ay$. The left endpoint is singular in these coordinates. Its self-adjoint interpretation is supplied by the regular transformed problem in part (ii), rather than by assuming that $p(0)$ is finite.

Seek an integrating factor $\mu$ such that the differential expression becomes $-(p{y}^{\prime }{)}^{\prime }$. Its leading coefficient requires $p=\mu (1-x^2)$, while the first-derivative coefficient requires $-p^{\prime }=3x\mu$. ThusChoose the positive solution $\mu =\sqrt{1-x^2}$. The Sturm-Liouville form is thereforewithThe weight is positive on the open interval. The endpoints are singular because $p$ vanishes there, but the prescribed boundedness of $y_n,y_n^{\prime }$ makes the integration-by-parts boundary terms vanish.

Multiply the Sturm-Liouville form for $y_n$ by $y_m$ and subtract the equation for $y_m$ multiplied by $y_n$. Integration givesThe boundary expression is zero because $p\to 0$ and the functions and first derivatives remain finite. Since $n,m$ are distinct positive integers, this provesFor the derivatives, apply integration by parts once to the same Sturm-Liouville form:Thus the new weight isThis is derivative orthogonality when the Sturm-Liouville potential vanishes. For $n=1$ the derivative is identically zero, which is consistent with the identity.

Multiplication by $x^2$ gives the Sturm-Liouville formso the weight is $w(x)=x^2$. Use the weighted inner product $⟨f,g{⟩}_w={\int }_0^{\pi /2}{x}^2\overline{f}gdx$ and the Sturm-Liouville operator $L=-x^{-2}(x^{2}d/dx{)}^{\prime }$. Integration by parts gives its boundary form:The upper endpoint term vanishes by the Dirichlet boundary conditions, and the lower one vanishes for the regular solutions. More precisely, the radial Dirichlet spectrum in three dimensions identifies $L$ under the unitary transformation $v=xu$ with $-v^{\prime \prime }$ on $(0,\pi /2)$ with zero endpoint values; this specifies the self-adjoint realization at the singular endpoint as well as proving the formal identity.

For eigenfunctions $u_a,u_b$ with different eigenvalues, the same identity gives $({\lambda }_b-{\lambda }_a)⟨u_a,u_b{⟩}_w=0$. Taking real eigenfunctions proves the required orthogonality of Sturm-Liouville eigenfunctions.