Theorem
for
regular
Sturm-Liouville
systems
16.2 STURM--L1DUVILLE
SYSTEMS
AND
SDLDES
513
Hence, zero is not an eigenvalue of K, i.e., Mo = {D). Since eigenvectors
of
K = L;
1
coincidewith eigenvectors of
Lx,
andeigenvalues of
Lx
arethe
reciprocals
of the eigenvalues of K,we have the following result.
18.1.9.
Theorem.
A regular Sturm-Liouville system has a countable number
of
eigenvalues that can be arranged in an increasing sequence that has infinityas
its limit. The eigenvectors
of
the Sturm-Liouville operator are nondegenerate and
constitute a complete orthogonal set. Furthermore, the eigenfunction
Un
(x) cor-
responding to the eigenvalue
An
has exactly n zeros in its interval
of
definition.
The laststatementis not a resultof operatortheory, but can be derivedusing the
theory of differential equations. We shall not present the,details of its derivation.
We need to emphasize that the boundary conditions are an integral part of S-
L systems. Changing the boundary conditions so that, for example, they are no
longer separated may destroy the regularity of the SoL system.
18.2 Sturm-LiouvilleSystems andSOLDEs
We are now ready to combine
our
discussion of the preceding section with the
knowledge gained from our study of differential equations. We saw in Chapter
12
that the separation
of
PDEs normally results in expressions
of
the form
L[u]+
AU
= 0, or
d
2u
du
P2(x)d
2 +
PI(x)-d
+
po(x)u
+
AU
= 0,
x x (18.5)
(18.6)
where
uis afunctionof a single variableand Ais, apriori, an arbitraryconstant. This
is an eigenvalue equation for the operator L,which is not, in general, self-adjoint.
lfwe
use Theorem 13.5.4 and multiply (18.5) by
1
[fX
PI(t)
]
w(x)
=
--exp
--dt,
. P2(X) P2(t)
it becomes self-adjoint for real A,and can be written as
d [ dU]
dx
p(x)
dx
+
[AW(X)
-
q(x)]u
= 0
withp(x)
=
w(x)p2(x)andq(x)
=
-po(x)W(x).
Equation(18.6) is the standard
form of the SoL equation. However, it is not in the form studied in the previous
section. Toturn it into that form one changes both the independent
and dependent
Liouville
substitution
variables
via
the so-called Lionville
substitntion:
u(x)
=
v(t)[p(x)w(x)r
1/4,
_lX~(S)d
t - . s.
a pes)
(18.7)