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Mathematical Methods for Physics and Engineering - Matematica.NET

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17.4 STURM–LIOUVILLE EQUATIONS(ii) From (17.39), the required integrating factor isx)F(x) =exp(∫−1 du =exp(−x).Thus, the Laguerre equation becomesxe −x y ′′ +(1− x)e −x y ′ + νe −x y =(xe −x y ′ ) ′ + νe −x y =0,which is in SL <strong>for</strong>m with p(x) =xe −x , q(x) =0,ρ(x) =e −x <strong>and</strong> λ = ν.(iii) From (17.39), the required integrating factor isx)F(x) =exp(∫−2udu =exp(−x 2 ).Thus, the Hermite equation becomese −x2 y ′′ − 2xe −x2 y ′ +2νe −x2 y =(e −x2 y ′ ) ′ +2νe −x2 y =0,which is in SL <strong>for</strong>m with p(x) =e −x2 , q(x) =0,ρ(x) =e −x2 <strong>and</strong> λ =2ν. ◭From the p(x) entries in table 17.1, we may read off the natural interval overwhich the corresponding Sturm–Liouville operator (17.35) is Hermitian; in eachcase this is given by [a, b], where p(a) =p(b) = 0. Thus, the natural interval<strong>for</strong> the Legendre equation, the associated Legendre equation <strong>and</strong> the Chebyshevequation is [−1, 1]; <strong>for</strong> the Laguerre <strong>and</strong> associated Laguerre equations theinterval is [0, ∞]; <strong>and</strong> <strong>for</strong> the Hermite equation it is [−∞, ∞]. In addition, from(17.37), one sees that <strong>for</strong> the simple harmonic equation one requires only that[a, b] =[x 0 ,x 0 +2π]. We also note that, as required, the weight function in eachcase is finite <strong>and</strong> non-negative over the natural interval. Occasionally, a little morecare is required when determining the conditions <strong>for</strong> a Sturm–Liouville operatorof the <strong>for</strong>m (17.35) to be Hermitian over some natural interval, as is illustratedin the following example.◮Express the hypergeometric equation,x(1 − x)y ′′ +[c − (a + b +1)x ]y ′ − aby =0,in Sturm–Liouville <strong>for</strong>m. Hence determine the natural interval over which the resultingSturm–Liouville operator is Hermitian <strong>and</strong> the corresponding conditions that one must imposeon the parameters a, b <strong>and</strong> c.As usual <strong>for</strong> an equation not already in SL <strong>for</strong>m, we first determine the appropriate567

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