69

Chator 2
OrthogonaI FunctIons
Jlc icrm oyaoic is nsco in rcfcrring io somciling ilai las iwo paris. Ior
cxamplc, onc can imaginc ilc mailcmaiical opcraiion of a ooi proonci of iwo
vcciors

/ ano

1 = 1

i 1

) 1

/
as hcing rcprcscnico hy a oyaoic opcraior hox wlicl las iwo inpnis ano an
onipni. Sncl an opcraior hox is illnsiraico in ilc ngnrc 2-1.
dot product

1
Iignrc 2-1 Jlc ooi proonci opcraior.
Jlc ngnrc 2-1 illnsiraics iwo vccior inpnis inio an opcraior hox. Jlc op-
craiion insioc ilc hox is ilc ooi proonci. Jlc onipni from ilc opcraior hox
is a scalar rcprcscniing ilc ooi proonci of ilc iwo vccior inpnis. Iccall ilai
wlcn ilc onipni from ilis opcraior hox is zcro, ilcn ilc vcciors arc saio io hc
orilogonal. Oilcr iypcs of oyaoic opcraiors can hc ocnnco ano illnsiraico as
an opcraior hox. Consiocr ilc oyaoic opcraior illnsiraico in ilc ngnrc 2-2.
Inner product (), q)






)(a)
q(a)
(), q) =
_

r(a))(a)q(a) da
Iignrc 2-2 Jlc inncr proonci opcraior.
In ngnrc 2-2 ilc inpnis arc rcal fnnciions )(a) ano q(a) of a singlc rcal variahlc
ano ilc onipni is a wciglico inicgral ovcr ilc oomain a _ a _ / of ilc inpni
fnnciions. Jlc fnnciion r(a) is callco ilc wcigli fnnciion of ilc inicgral. Jlc
70
wcigli fnnciion is ncvcr ncgaiivc. Jlis iypc of opcraiion is callco an inncr
proonci ano ocnoico hy ilc noiaiion
(), q) =
_

r(a))(a)q(a) da. (2.1)

Jlc inncr proonci of a fnnciion wiil iisclf is callco a norm sqnarco ano wriiicn
(), )) = [[)[[

=
_

r(a))

(a) da. (2.2)

Wc assnmc ilc inpni fnnciions )(a) ano q(a) arc nonzcro, honnoco ano sncl
ilai ilc rcsnliing inncr proonci inicgral cxisis. Wc also assnmc ilai ilc norm
sqnarco is nonzcro nnlcss )(a) is iocniically zcro for all a ovcr ilc inicrval. A
rcal-valnco fnnciion )(a) is callco sqnarc-inicgrahlc on ilc inicrval (a, /) wiil
rcspcci io ilc wcigli fnnciion r(a) wlcn
_

r(a))

(a) da < . (2.8)

Analogons io ilc icrminology for ooi prooncis wc say iwo fnnciions )(a) ano
q(a) arc orilogonal ovcr ilc inicrval (a, /) if ilcir inncr proonci is zcro. If ilc
inncr proonci is zcro, ilcn ii mcans ilc nci arca nnocr ilc = r(a))(a)q(a) cnrvc
hciwccn a = a ano a = / is zcro.
A sci or scqncncc of fnnciions )

(a), )

(a), . . . , )

(a), . . . , )

(a), . . . is saio io hc
orilogonal ovcr an inicrval (a, /) wiil rcspcci io a wcigli fnnciion r(a) 0 if for
all inicgcr valncs of n ano n, wiil n ,= n, ilc inncr proonci of )

wiil )

saiisncs
()

, )

) =
_

r(a))

(a))

(a) da = 0 n ,= n. (2.4)
Hcrc ilc inncr proonci is zcro for all comhinaiions of n ano n valncs wiil n ,= n.
If ilc scqncncc of fnnciions )

(a), n = 0, 1, 2, . . . is an orilogonal scqncncc wc

can wriic for inicgcrs n ano n ilai ilc inncr proonci saiisncs ilc rclaiion
()

, )

) = [[)

[[

=
_
0 n ,= n
[[)

[[

n = n
(2.)
wlcrc [[)

[[

is ilc norm sqnarco ano

is ilc Kroncckcr

oclia ocnnco io lavc

a valnc of nniiy wlcn n ano n arc cqnal ano io lavc a valnc of zcro wlcn n
ano n arc nncqnal. In ilc spccial casc wlcrc [[)

[[

= 1, for all valncs of n, ilc

scqncncc of fnnciions )

(a) is saio io hc orilonormal ovcr ilc inicrval (a, /).

Ohscrvc ilai if a scqncncc q

(a) is orilogonal, ilcn wc can consirnci a ncw

orilonormal scqncncc )

(a), ocnnco hy )

(a) =
q

(a)
[[q

(a)[[
. Jlc proof is lcfi as an
cxcrcisc.

Soo Appondix C
71
ExanpIe 2-1. {OrtnogonaI set)
Jlc sci of fnnciions sin

for n = 1, 2, 8, . . . is a sci of orilogonal fnnciions ovcr

ilc inicrval (0, 1) wiil rcspcci io ilc wcigli fnnciion r(a) = 1. Jlis is slown hy
calcnlaiing ilc inncr prooncis
(sin
na
1
, sin
na
1
) =
_

sin
na
1
sin
na
1
da
=
1

_
sin(nn)

2(nn)

sin(n n)

2(n n)
_

= 0 n ,= n
Jlc norm sqnarco for cacl fnnciion is givcn hy
()

, )

) = [[)

[[

=
_

sin

na
1
da =
_

1
2
_
1 cos
2na
1
_
da
=
_
a
2

1
4n
sin
2na
1
_

=
1
2
for n = 1, 2, 8, . . . . Jlcsc rcsnlis arc wriiicn in inncr proonci noiaiion as
(sin
na
1
, sin
na
1
) =
1
2

=
_
0 n ,= n

n = n
(2.6)
Noic also ilc scqncncc
_

sin

is an orilonormal scqncncc.
ExanpIe 2-2. {OrtnogonaI set)
Ior n = 1, 2, 8, . . . ilc sci of fnnciions 1, cos

, is a sci of orilogonal fnnciions

ovcr ilc inicrval (0, 1) wiil rcspcci io ilc wcigli fnnciion r(a) = 1. Jlis is slown
hy calcnlaiing ilc inncr prooncis
(1, cos
na
1
) =
_

cos
na
1
da =
1
n
sin
na
1
_

= 0 n = 1, 2, 8, . . .
(cos
na
1
, cos
na
1
) =
_

cos
na
1
cos
na
1
da
=
1

_
sin(nn)

2(nn)

sin(n n)

2(n n)
_

= 0 n ,= n.
Jlc norm sqnarco is [[1[[

=
_

da = 1.
ano for n = 1, 2, 8 . . ., [[ cos
na
1
[[

=
_

cos

na
1
da
=
_

1
2
_
1 cos
2na
1
_
da
=
_
a
2

1
4n
sin
2na
1
_

=
1
2
.
72
Jlcsc rcsnlis can hc snmmarizco nsing ilc inncr proonci noiaiion
(cos
na
1
, cos
na
1
) =
_

_
0 n ,= n

n = n ,= 0
1 n = n = 0
. (2.7)
Jlc sci of orilogonal fnnciions was wriiicn as 1, cos

for n = 1, 2, 8, . . . railcr
ilan in ilc form cos

for n = 0, 1, 2, 8, . . . hccansc wc wanico io cmplasizc

ilai ilc casc n = 0 lao a oincrcni norm sqnarco valnc.
Jlc inncr proonci associaico wiil rcal coniinnons fnnciions )(a), q(a) ano
scis of rcal fnnciions )

(a) ano q

(a) saiisncs ilc following propcriics:

(), q) =(q, ))
(c), q) =c(), q) ano (), cq) = c(), q) wlcrc c is a consiani.
()

, q) =()

, q) ()

, q) ano (), q

) = (), q

) (), q

)
(

, q) =

()

, q) ano (),

) =

(), q

)
[[)[[ =0 if ano only if ) = 0.
(2.8)
Gran-ScnnIdt OrtnogonaIIzatIon Frocess
A lincar comhinaiion of a sci of fnnciions )

(a), )

(a), . . . , )

(a) is wriiicn
c

(a) c

(a) c

(a)
wlcrc c

, c

, . . . , c

arc arhiirary consianis. If nonzcro consianis can hc fonno

sncl ilai somc lincar comhinaiion of ilc fnnciions )

(a) givcs zcro, ilcn ilc

sci of fnnciions is saio io hc lincarly ocpcnocni. If ilc only lincar comhinaiion
ilai proonccs zcro, for all valncs of a, rcqnircs ilai c

= c

= . . . = c

= 0, ilcn
ilc sci of fnnciion )

(a), n = 1, . . . , n is saio io hc lincarly inocpcnocni. An

innniic sci is saio io hc lincarly inocpcnocni if cvcry nniic snhsci is lincarly
inocpcnocni. Ohscrvc ilai if ilc sci )

(a) is an orilogonal sci, ilcn ii is a

lincarly inocpcnocni sci. Jo slow ilis wc assnmc for somc nniic valnc n wc
lavc a lincar comhinaiion wlicl cqnals zcro. Jlis givcs
c

(a) c

(a) c

(a) = 0.
78
Now mnliiply hoil siocs of ilis cqnaiion hy ilc fnnciion r(a))

(a) wlcrc / is
nxco ano las somc valnc hciwccn 1 ano n, ano ilcn inicgraic ovcr ilc inicrval
wlcrc ilc fnnciions arc orilogonal. Jlis proonccs ilc snm of inncr prooncis
wlicl mnsi cqnal zcro
c

()

, )

) c

()

, )

) c

()

, )

) c

()

, )

) = 0. (2.9)
Lxaminc cacl inncr proonci in cqnaiion (2.9) ano noic ilc only nonzcro icrm
on ilc lcfi-lano sioc of ilis cqnaiion is ilc /il icrm wiil nonzcro inncr proonci
c

()

, )

) = c

[[)

[[

. Jlc cqnaiion (2.9) rconccs io c

[[)

[[

= 0 wlicl implics, for

[[)

[[ ,= 0, ilai c

= 0. Hcncc, for / = 1, . . . , n, wc can slow all c

arc zcro wlicl

implics ilc sci is lincarly inocpcnocni.
An orilogonal sci of fnnciions q

(a) can hc consirncico from a sci of

nonorilogonal lincarly inocpcnocni fnnciions )

(a). Jlis is accomplislco hy

ocnning ilc fnnciions
q

(a) = )

(a) ano q

(a) = )

(a) c

(a)
wlcrc ilc consiani c

is sclcci io makc ilc inncr proonci (q

, q

) cqnal io zcro.
Jlc ncxi fnnciion is consirncico
q

(a) = )

(a) c

(a) c

(a)
wlcrc ilc consianis c

, c

arc sclccico io makc ilc inncr prooncis (q

, q

) ano
(q

, q

) hoil zcro. Jlc ncxi fnnciion is consirncico

q

(a) = )

(a) c

(a) c

(a) c

(a)
wlcrc ilc consianis c

, c

, c

arc sclccico io makc ilc ilrcc inncr prooncis

(q

, q

),(q

, q

) ano (q

, q

) all zcro. Coniinning in ilis manncr ilc nil consirncico

fnnciion las ilc form
q

(a) = )

(a)

(a)
wlcrc cacl of ilc consianis c

, / = 0, . . . , n 1 arc sclccico io makc ilc inncr

prooncis (q

, q

) = 0 for n = 0, 1, 2, . . . , n1 . Jlis proccss is known as ilc Gram-

Sclmioi

orilogonalizaiion proccss. Ly cxamining ilc gcncral icrm wc can

rcqnirc ilc gcncral inncr proonci cqnal zcro or
(q

, q

) =(q

, )

(a)) = 0
(q

, q

) =(q

, )

(q

, q

) = 0

Soo Appondix C
74
for n laving somc nxco valnc wlicl is lcss ilan or cqnal io n 1. Now cxaminc
ilc snmmaiion icrm ano noic ilc only nonzcro icrm in ilis snm occnrs wlcn
/ = n ano conscqncnily
(q

, q

) = (q

, )

) c

[[q

[[

= 0
wlicl implics c

=
(q

, )

)
[[q

[[

for / = 0, 1, 2, . . . , n 1. Wc ilns nno ilai cacl of

ilc nnknown cocmcicnis in ilc Gram-Sclmioi orilogonalizaiion proccss is givcn
hy an inncr proonci oivioco hy a norm sqnarco.
ExanpIe 2-3. {OrtnogonaI set)
Irom ilc sci of lincarly inocpcnocni fnnciions )

(a) = a

for n = 0, 1, 2, . . .,
consirnci a sci of orilogonal fnnciions ovcr ilc inicrval (1, 1) wiil rcspcci io ilc
wcigli fnnciion r(a) = 1. Wc hcgin ilc Gram-Sclmioi orilogonalizaiion proccss
hy sciiing q

(a) = )

(a) = 1 ano calcnlaiing [[1[[

= 2, ilcn sci
q

(a) =)

(a) c

(a) wiil c

sclccico sncl ilai (q

, q

) = 0
wc nno q

(a) =a c

(1) wiil c

=
(a, 1)
[[1[[

= 0
or q

(a) =a wiil [[a[[

= (a, a) =
_

da =
2
8
.
Ohscrvc ilai ilc consiani c

is givcn hy an inncr proonci oivioco hy a norm

sqnarco. Jlc ncxi icrm in ilc orilogonal sci is
q

(a) =)

(a) c

(a) c

(a)
q

(a) =a

(1) c

a
wlcrc ilc cocmcicnis arc sclccico io makc hoil ilc inncr prooncis (q

, q

) ano
(q

, q

) cqnal io zcro. Wc nno ilcsc cocmcicnis arc givcn hy an inncr proonci

oivioco hy a norm sqnarco or
c

=
(a

, 1)
[[1[[

=
1
8
, c

=
(a

, a)
[[a[[

= 0.
Jlis givcs
q

(a) = a

1
8
wiil [[q

[[

=
8
4
.
Jlc ncxi icrm is givcn hy
q

(a) =)

(a) c

(a) c

(a) c

(a)
q

(a) =a

(1) c

a c

(a

1
8
)
7
wlcrc again ilc cocmcicnis arc givcn hy inncr prooncis oivioco hy a norm
sqnarco or
c

=
(a

, 1)
[[1[[

= 0, c

=
(a

, a)
[[a[[

=
8

, c

=
(a

, a

)
[[a

[[

= 0
wlicl givcs
q

(a) = a

a ano [[q

[[

=
8
17
.
Coniinning in ilis manncr onc can gcncraic ilc aooiiional icrms
q

(a) =a

6
7
a

8
8
wiil [[q

[[

=
128
1102
q

(a) =a

10
9
a

21
a wiil [[q

[[

=
128
4869

Orilogonal scis of fnnciions arc cxircmcly imporiani ano can hc nsco io
lclp consirnci solniions io pariial oincrcniial cqnaiions. Jlcir occnrrcncc is noi
acciocnial as wc slall slow in ilc ncxi scciion.
Sturn-LIouvIIIe Systens
A rcgnlar Sinrm-Lionvillc

sysicm consisis of ilc lincar lomogcncons oincrcniial

cqnaiion
1() =
d
da
_
j(a)
d
da
_
q(a) = `r(a) (2.10)
ovcr an inicrval a _ a _ /, coniaining a paramcicr `, ano snhjcci io honnoary
conoiiions ai cacl cno poini of ilc form
3

(a) 3

d(a)
da
= 0 ano 3

(/) 3

d(/)
da
= 0 (2.11)
wlcrc 3

, 3

, 3

, 3

arc rcal consianis inocpcnocni of `. Ii is io hc nnocrsiooo

ilai for a rcgnlar Sinrm-Lionvillc prohlcm ilc consianis 3

,3

, as wcll as 3

,3

,
cannoi hoil hc zcro simnlianconsly. Jlis can hc cxprcssco 3

,= 0 ano
3

,= 0. Jlc oincrcniial cqnaiion (2.10) las a paramcicr ` ano ilc opcraior

1() is a sclf-aojoini oincrcniial opcraior. Jlc cocmcicnis in ilc oincrcniial
cqnaiion (2.10) mnsi hc sncl ilai j(a), j

(a), q(a), r(a) arc rcal ano coniinnons

wiil ilc rcqnircmcni j(a) 0 ano r(a) 0 ovcr ilc solniion inicrval a _ a _ /.

Soo Appondix C
76
Wlcncvcr ilc honnoary conoiiions givcn hy cqnaiion (2.11) arc rcplacco hy
pcriooic honnoary conoiiions of ilc form
(a) = (/)

(a) =

(/), (2.12)
wlcrc ilc primc

ocnoics oincrcniiaiion wiil rcspcci io ilc argnmcni of ilc
fnnciion, ilcn ilc sci of cqnaiions (2.10) ano (2.12) is callco a pcriooic Sinrm-
Lionvillc sysicm.
Noic ilc paramcicr ` occnrring in cqnaiion (2.10) can hc wriiicn in oincrcni
forms. Ior cxamplc onc can rcplacc ` hy
_
`,`

,`

,2` or somc oilcr rcprcscnia-

iion of a consiani. Jlc form sclccico is nsnally maoc in orocr ilai ilc oincrcniial
cqnaiion iakc on an casicr form io solvc or ilc cloicc of a pariicnlar form makcs
somc rcsnliing algchra casicr.
Associaico wiil ilc Sinrm-Lionvillc cqnaiion (2.10) wc inirooncc ilc follow-
ing conccpis, noiaiions ano propcriics. Somc of ilc propcriics arc givcn wiiloni
proofs as ilcsc proofs can hc fonno in oilcr icxihooks.
1. Wc ocsirc nonzcro coniinnons solniions io ilc Sinrm-Lionvillc sysicm. Wc
nno ilcrc can hc no solniions, a nniqnc solniion or an innniic nnmhcr of
solniions io ilc Sinrm-Lionvillc sysicm givcn hy ilc cqnaiion (2.10). Jlc
nnmhcr ano iypc solniions ocpcnos npon ilc valnc sclccico for `. Jlc
paramcicr ` is io hc sclccico io ohiain nonzcro solniions.
2. Valncs of ` for wlicl nonzcro solniions cxisi arc callco cigcnvalncs. Jlc
sci of cigcnvalncs associaico wiil a Sinrm-Lionvillc prohlcm is callco ilc
spccirnm of ilc prohlcm. If all cigcnvalncs arc rcal ano ilcrc cxisis an
innniic nnmhcr of ilcm, ilcy can hc lahclco `

, `

, . . . , `

, . . . wlcrc `

is
ilc smallcsi cigcnvalnc ano `

as n . Jlc corrcsponoing nonzcro

solniion fnnciions arc callco cigcnfnnciions. Jlc Gcrman woro cigcn` mcans
pccnliar or spccinc. (Jlc Gcrman woro for cigcnvalnc is cigcnwcri`.) Jo cacl
cigcnvalnc `

ilcrc corrcsponos an cigcnfnnciion wlicl is ocnoico nsing a

snhscripi noiaiion as

(a) = (a; `

). Ohscrvc ilai if

is an cigcnfnnciion,
ilcn c

is also an cigcnfnnciion for nonzcro consianis c. Somciimcs ii will

hc convcnicni io lahcl ilc lowcsi cigcnvalnc as `

ano siari ilc inocxing ai

zcro railcr ilan onc.
3. Jlc cigcnfnnciions

(a), n = 1, 2, 8, . . . lavc cxacily n1 zcros on ilc inicrval

a _ a _ /.
77
4. Jlc sci of cigcnfnnciions arc orilogonal ovcr ilc inicrval (a, /) wiil rcspcci
io ilc wcigli fnnciion r(a). Jlai is, ilc inncr proonci associaico wiil iwo
oincrcni cigcnfnnciions saiisncs
(

) =
_

r(a)

(a)

(a) da = 0 for n ,= n (2.18)

ano ilc norm sqnarco is nonzcro for cacl valnc of n
(

) = [[

[[

=
_

r(a)

(a) da ,= 0. (2.14)
. Jlc cigcnfnnciions form a complcic sci. Wc assnmc ilai )(a) is a picccwisc
smooil fnnciion. Jlai is, a fnnciion wlicl is picccwisc coniinnons

ovcr an
inicrval ano posscss ocrivaiivcs )

(a) wlicl arc also picccwisc coniinnons.

Ii can hc slown ilai nnocr ccriain conoiiions, ilc fnnciion )(a) can hc
rcprcscnico hy a scrics involving ilc cigcnfnnciions

(a) laving ilc form

)(a) =

(a). (2.1)
In pariicnlar, if )(a) is sqnarc-inicgrahlc wiil rcspcci io ilc wcigli fnnciion
r(a), ilcn wc say ilc cigcnfnnciions form a complcic sci if
lim

r(a)
_
)(a)

(a)
_

da = 0 (2.16)
wlcrc n

is ilc siariing inocx laving a valnc of 0 or 1 ocpcnoing npon

ilc inocxing assignco io ilc cigcnvalncs. Jlc rcsnliing scrics is callco a
gcncralizco Ionricr

scrics ano ilc consianis c

arc callco Ionricr cocmcicnis.

In aooiiion ii can hc slown ilai ilc Ionricr cocmcicnis arc givcn hy an inncr
proonci oivioco hy a norm sqnarco. Jlns, for n = 1, 2, 8, . . . onc can wriic
c

=
(),

)
[[

[[

=
_

r(a))(a)

(a) da
_

r(a)

(a) da
(2.17)
0. Jlc Sinrm-Lionvillc sysicm is callco a rcgnlar sysicm if ilc cocmcicnis in
ilc oincrcniial cqnaiion saiisfy j(a) 0, q(a), r(a) 0, arc rcal ano coniinnons

A funcfion )(a) is piocoviso confinuous ovoi nn infoivnl if fho infoivnl cnn bo subdividod info n fnifo
nunboi of subinfoivnls nnd insido onch subinfoivnl )(a) is confinuous vifh fnifo linifs nf fho ond poinfs of
onch subinfoivnl.

Soo Appondix C
78
cvcrywlcrc, ano honnoary conoiiions of ilc iypc givcn hy cqnaiions (2.11)
cxisi.
7. If any onc of ilc rcgnlariiy conoiiions givcn in propcriy 0 is noi saiisnco,
ilcn ilc Sinrm-Lionvillc prohlcm is callco singnlar. Ior cxamplc, if j(a)
vanislcs ai an cno poini or if onc of ilc fnnciions j(a), q(a), r(a) hccomcs
innniic ai an cno poini, or all ilc honnoary conoiiion consianis arc zcro, or
onc or hoil of ilc cno poinis a,/ hccomcs innniic, ilcn ilc Sinrm-Lionvillc
sysicm is saio io hc singnlar.
Jo provc ilc orilogonaliiy propcriy wc siari wiil ilc lypoilcsis ilai for
oincrcni cigcnvalncs `

ano `

ilcrc arc iwo oincrcni nonzcro solniions

(a)
ano

(a) of ilc oincrcniial cqnaiion 1() = `r(a), wlcrc 1() is ilc sclf-aojoini
oincrcniial opcraior ocnnco hy cqnaiion (2.10). Jlcrcforc wc can wriic
for ` = `

1(

(a)) =`

r(a)

(a)
ano for ` = `

1(

(a)) =`

r(a)

(a).
(2.18)
Onc can cmploy ilc Grccn`s iocniiiy givcn hy cqnaiion (1.79) ano makc ilc
snhsiiiniions n =

(a) ano =

(a), ilcn ilc cqnaiions (2.18) simplify ilc

rcsnliing Grccn`s iocniiiy ano onc ohiains ilc rclaiions
_

1(

1(

)[ Ja =j(a)
_

(a)

(a)

(a)

(a)

(A

r(a)

(A

r(a)

)[ Ja =j(a)
_

(a)

(a)

(a)

(a)

(A

)
_

r(a)

(a)

(a) Ja =j(b)
_

(b)

(b)

(b)

(b)

j(o)
_

(o)

(o)

(o)

(o)

.
(2.19)
Ohscrvc ilai ilc lcfi lano sioc of ilc cqnaiion (2.19) las an inicgral wlicl
rcprcscnis ilc inncr proonci of ilc iwo cigcnfnnciions. Jo slow ilis inncr proo-
nci is zcro, so ilai ilc cigcnfnnciions arc orilogonal for n ,= n, wc wani ilc
rigli-lano sioc of cqnaiion (2.19) io hc zcro. Jowaro ilis cno wc consiocr ilc
following cascs:
Case 1. If j(a) = 0 ano j(/) = 0, ilcn ilc rigli-lano sioc is zcro ano consc-
qncnily ilc inncr proonci saiisncs (

) = 0 ano so ilc cigcnfnnciions mnsi

hc orilogonal. Noic ilai ilis rcqnircs a singnlar Sinrm-Lionvillc prohlcm
ano fnrilcr, no honnoary conoiiions arc rcqnirco.