Chapter 5

The Self-Adjoint Second-Order

Differential Equation
5.1 Basic Definitions
In this chapter we are concerned with the second-order (formally) self-
adjoint linear differential equation
′
(p(t)x′ ) + q(t)x = h(t).
We assume throughout that p, q, and h are continuous on some given
interval I and p(t) > 0 on I. Let
D := {x: x and px′ are continuously differentiable on I}.
We then define the linear operator L on D by
′
Lx(t) = (p(t)x′ (t)) + q(t)x(t),
for t ∈ I. Then the self-adjoint equation can be written briefly as Lx = h(t).
If h(t) ≡ 0, we get the homogeneous self-adjoint differential equation Lx =
0; otherwise we say the differential equation Lx = h(t) is nonhomogeneous.
Definition 5.1 If x ∈ D and Lx(t) = h(t) for t ∈ I, we say that x is a
solution of Lx = h(t) on the interval I.
Example 5.2 In this example we show that any second-order linear dif-
ferential equation of the form
p2 (t)x′′ + p1 (t)x′ + p0 (t)x = g(t), (5.1)
where we assume that p2 (t) 6= 0 on I and pi , i = 0, 1, 2, and g are continuous
on an interval I can be written in self-adjoint form.
Assume x is a solution of (5.1); then
p1 (t) ′ p0 (t) g(t)
x′′ (t) + x (t) + x(t) = ,
p2 (t) p2 (t) p2 (t)
R p1 (t)
dt
for t ∈ I. Multiplying by the integrating factor e p2 (t)
for the first two
terms, we obtain

R p1 (t)
dt p1 (t) R p1 (t)
dt p0 (t) R p1 (t)
dt g(t) R p1 (t)
dt
e p2 (t)
x′′ (t) + e p2 (t)
x′ (t) + e p2 (t)
x(t) = e p2 (t)
p2 (t) p2 (t) p2 (t)

W.G. Kelley and A.C. Peterson, The Theory of Differential Equations: 192
Classical and Qualitative, Universitext 278, DOI 10.1007/978-1-4419-5783-2_5,
© Springer Science+Business Media, LLC 2010
 5.1. Basic Definitions 193
R p1 (t)
p2 (t) dt
p0 (t) R pp1 (t) dt g(t) R pp1 (t) dt
{e x′ (t)}′ +
e 2 (t) x(t) = e 2 (t) .
p2 (t) p2 (t)
Hence we obtain that x is a solution of the self-adjoint equation
′
(p(t)x′ ) + q(t)x = h(t),
where
R p1 (t)
dt
p(t) = e p2 (t) > 0,
p0 (t) R pp1 (t) dt
q(t) = e 2 (t) ,
p2 (t)
g(t) R pp1 (t) dt
h(t) = e 2 (t) ,
p2 (t)
for t ∈ I. Note that p, q, and h are continuous on I. Actually p is contin-
uously differentiable on I. In many studies of the self-adjoint differential
equation it is assumed that p is continuously differentiable on I, but we
will only assume p is continuous on I. In this case the self-adjoint equation
Lx = h(t) is more general than the linear differential equation (5.1). △
Example 5.3 Write the differential equation
t2 x′′ + 3tx′ + 6x = t4 ,
for t ∈ I:=(0,∞) in self-adjoint form.
Dividing by t2 , we obtain
3 6
x′′ + x′ + 2 x = t2 .
t t
Hence
3
R
e t dt = e3 log t = t3
is an integrating factor for the first two terms. Multiplying by the in-
tegrating factor t3 and simplifying, we obtain the self-adjoint differential
equation

′
t3 x′ + 6tx = t5 .
△
We now state and prove the following existence-uniqueness theorem for the
self-adjoint nonhomogeneous differential equation Lx = h(t).
Theorem 5.4 (Existence-Uniqueness Theorem) Assume that p, q, and h
are continuous on I and p(t) > 0 on I. If a ∈ I, then the initial value
problem (IVP)
Lx = h(t),
x(a) = x0 , x′ (a) = x1 ,
where x0 and x1 are given constants, has a unique solution and this solution
exists on the whole interval I.