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Sturm–Liouville


In mathematics and its applications, a classical Sturm–Liouville theory, named after Jacques Charles François Sturm (1803–1855) and Joseph Liouville (1809–1882), is the theory of a real second-order linear differential equation of the form

 

 

 

 

()

where y is a function of the free variable x. Here the functions p(x), q(x), and w(x) > 0 are specified at the outset. In the simplest of cases all coefficients are continuous on the finite closed interval [a,b], and p has continuous derivative. In this simplest of all cases, this function y is called a solution if it is continuously differentiable on (a,b) and satisfies the equation (1) at every point in (a,b). In addition, the unknown function y is typically required to satisfy some boundary conditions at a and b. The function w(x), which is sometimes called r(x), is called the "weight" or "density" function.


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