Complex Analysis and Operator Theory Complex Analysis

https://doi.org/10.1007/s11785-019-00924-z and Operator Theory

On the Spectral Problem Arising in the Mathematical Model

of Bending Vibrations of a Homogeneous Rod

Ziyatkhan S. Aliyev1,2 · Faiq M. Namazov1

Received: 5 December 2017 / Accepted: 19 April 2019

© Springer Nature Switzerland AG 2019

Abstract
In this paper we consider a spectral problem for ordinary differential equations of fourth
order with spectral parameter in the boundary conditions. This problem describes the
bending vibrations of a homogeneous rod, in cross-sections of which the longitudinal
force acts, on the right end of which a mass is concentrated and on the left end a
tracking force acts. We investigate the location of eigenvalues on the real axis, we
study the structure of root spaces and oscillation properties of eigenfunctions and we
obtain sufficient conditions for the subsystems of root functions of this problem to
form a basis in L p , 1 < p < ∞.

Keywords Bending vibrations of a rod · Simple eigenvalue · Eigenfunction ·

Oscillatory properties of eigenfunctions · Unconditional basis

Mathematics Subject Classification Primary 34B05 · 34B08 · 34L10 · 47A75 ·

47B50; Secondary 34B09 · 34L15 · 74H45

1 Introduction

The well-known mathematical model describing small bending vibrations of a homo-

geneous rod, in cross-sections of which the longitudinal force acts consists of a partial
differential equation of fourth order and the corresponding boundary conditions (e.g.,

Communicated by M. Langer.

B Ziyatkhan S. Aliyev
z_aliyev@mail.ru
Faiq M. Namazov
faig-namazov@mail.ru

1 Baku State University, Z. Khalilov str., 23, 1148 Baku, Azerbaijan

2 Institute of Mathematics and Mechanics NAS of Azerbaijan, B. Vahabzadeh str., 9, 1141 Baku,
Azerbaijan
 Z. S. Aliyev, F. M. Namazov

see [16, p. 152]). If on the right end of the rod a mass is concentrated and on the
left end the tracking force acts, then the boundary conditions simulating the forces
contain secondary derivatives with respect to time (see [16, p. 154]). Solving the cor-
responding mathematical problem by separation of variables, we obtain the spectral
problem

y (4) (x) − (q(x)y  (x)) = λy(x), x ∈ (0, 1), (1.1)

 
y (0) = y (1) = 0, (1.2)
T y(0) − aλy(0) = 0, (1.3)
T y(1) − cλy(1) = 0, (1.4)

where λ ∈ C is spectral parameter, T y ≡ y  − qy  , q(x) is positive absolutely

continuous function on [0, l], a and c are real constants such that

a > 0 and c > 0. (1.5)

The eigenvalue problems for ordinary differential operators with spectral parame-
ter in the boundary conditions in various formulations were investigated in the works
(see, e.g., [1–6,11,12,14,15,17,19–29,31–33]). In [1,2,7,23,24] the spectral properties
including the basis properties of root functions of the eigenvalue problems for ordi-
nary differential equations of fourth order with spectral parameter entering one of the
boundary conditions was investigated. In these papers necessary and sufficient condi-
tions are established for the subsystems of root functions to form a basis in the space
L p , 1 < p < ∞. In recent paper [6], the spectral properties of a fourth order eigen-
value problem with spectral parameter contained in two of boundary conditions given
on the endpoint x = 1 of interval [0, 1] are studied. In [6] the oscillatory properties of
eigenfunctions and their derivatives was studied and using these properties sufficient
conditions for the system of eigenfunctions to form a basis in L p (0, 1), 1 < p < ∞,
after removing two functions, are obtained.
The signs of the physical parameters a and c play an important role. If a > 0
and c < 0, then problem (1.1)–(1.4), can be treated as a spectral problem for a self-
adjoint operator in the Hilbert space H = L 2 (0, 1) ⊕ C2 . If a > 0 and c < 0, then
this problem reduces to the spectral problem for the J -self-adjoint operator in the
Pontryagin space 1 = L 2 (0, 1) ⊕ C2 with the corresponding inner product (e.g., see
[1–5,7,15,31,32]); in this case, problem (1.1)–(1.4) can have a real multiple eigenvalue
or nonreal eigenvalues.
The purpose of this paper is to establish sufficient conditions for the subsystems of
eigenfunctions of problem (1.1)–(1.4) to form a basis in the space L p (0, 1), 1 < p <
∞.
This paper has the following structure. In Sect. 2 we study the main properties of
solution of problem (1.1)–(1.3) which play an essential role on the study of the oscil-
latory properties of eigenfunctions of problem (1.1)–(1.4). In Sect. 3 we investigate
the location of eigenvalues on the real axis, find the multiplicities of eigenvalues and
study the oscillation properties of eigenfunctions of problem (1.1)–(1.4). In Sect. 4
we give operator interpretation of the boundary value problem (1.1)–(1.4), where we
On the Spectral Problem Arising in the Mathematical…

reduce this problem to the spectral problem for a self-adjoint operator in Pontryagin
space 1 = L 2 (0, 1) ⊕ C2 , the system of eigenvectors of which forms an uncondi-
tional basis in Hilbert space H = L 2 (0, 1) ⊕ C2 with corresponding inner product.
In this section we obtain sufficient conditions for the subsystems of eigenfunctions of
(1.1)–(1.4) to form a basis in the space L p (0, 1), 1 < p < ∞.

2 Some Auxiliary Facts and Statements

To study the spectral properties of problem (1.1)–(1.4), we will need the following
statements.

Lemma 2.1 (see [13, Lemma 2.1]) Let y(x, λ) be a nontrivial solution of Eq. (1.1) for
λ > 0. If y, y  , y  , T y are nonnegative and not all equal zero at a ∈ (0, 1), then they
are positive for x > a. If y, −y  , y  , − T y are nonnegative and not all equal zero at
a ∈ (0, 1), then they are positive for x < a.

Lemma 2.2 (see [13, Lemma 2.2]) Let y(x, λ) be a nontrivial solution of problem
(1.1), (1.2) for λ > 0. If y(x0 , λ) = 0 or y  (x0 , λ) = 0, then y  (x, λ)T y(x, λ) < 0
in a some neighborhood of x0 ∈ (0, 1); if y  (x0 , λ) = 0 or T y(x0 , λ) = 0, then
y(x, λ)y  (x, λ) < 0 in a some neighborhood of x0 ∈ (0, 1).

We introduce the boundary condition (see [13,21])

y(1) cos δ − T y(1) sin δ = 0, (2.1)

where δ ∈ [0, π/2].

Alongside with problem (1.1)–(1.4) we shall consider problem (1.1)–(1.3), (2.1).
By making the change of variables t = 1 − x, we transform problem (1.1)–(1.3), (2.1)
into the following eigenvalue problem
 
v (4) (t) − q̃(t)v  (t) = λv(t), t ∈ (0, 1),
v(0) cos δ + T̃ v(0) sin δ = 0,
v  (0) = v  (1) = 0,
T̃ v(1) = − aλv(1) (2.2)

where v(t) = y(1 − t), q̃(t) = q(1 − t) and (T̃ v)(t) = v  (t) − q̃(t)v  (t), t ∈ [0, 1].
The spectral properties of problem (2.2) in a more general formulation has been
considered in [2].
By virtue of [22, Lemma 10] from [2, Theorem 4.1, assertion (i)] we obtain the
following result.

Theorem 2.3 The eigenvalues of problem (1.1), (1.2), (1.3), (2.1) for δ ∈ [0, π/2]
are real, simple and form an infinitely increasing sequence λ1 (δ) < λ2 (δ) < · · · ,
such that λ1 (δ) > 0 for δ ∈ [0, π/2) and λ1 (π/2) = 0. Moreover, the eigenfunction
(0)
yk (x), corresponding to the eigenvalue λk (δ) has exactly k − 1 simple zeros in (0, 1).
 Z. S. Aliyev, F. M. Namazov

Let μk = λk (0) and νk = λk (π/2), k ∈ N. It follows from proof of [2, Theorem

4.1, assertion (i)] that

0 = ν1 < μ1 < ν2 < μ2 < (2.3)

The following result plays an important role in the study of the spectral properties
of problem (1.1)–(1.4).

Lemma 2.4 For each fixed λ ∈ C there exists a non-trivial solution y(x, λ) of problem
(1.1)–(1.3), which is unique up to a constant factor.

Proof We denote by ϕk (x, λ), k = 1, 4, the solutions of Eq. (1.1), normalized for
x = 0 by the Cauchy conditions

ϕk(s−1) (0, λ) = δks , s = 1, 3, T ϕk (0, λ) = δk4 , (2.4)

where δks is the Kronecker delta.

We will seek the function y(x, λ) in the following form


4
y(x, λ) = Ck ϕk (x, λ), (2.5)
k=1

where Ck , k = 1, 4, are constants.

By (1.2), (1.3) it follows from (2.4), (2.5) that C3 = 0, C4 = aλC1 and

C1 {ϕ1 (1, λ) + aλ ϕ4 (1, λ)} + C2 ϕ2 (1, λ) = 0.

To complete the proof of this theorem it suffices to show that

|ϕ1 (1, λ) + aλ ϕ4 (1, λ)| + |ϕ2 (1, λ)| > 0. (2.6)

If λ > 0, then it follows from Lemma 2.1 that ϕk (1, λ) > 0, k = 1, 2, 3, 4. Hence
(2.6) holds for λ > 0.
Let λ ∈ C\(0, + ∞). If (2.6) fails for such λ, then the functions ϕ1 (x, λ) +
aλ ϕ4 (x, λ) and ϕ2 (x, λ) are solutions of problem (1.1)–(1.3). We define the func-
tion v(x, λ) in the following way:

v(x, λ) = ϕ2 (1, λ) {ϕ1 (x, λ) + aλϕ4 (x, λ)}

− {(ϕ1 (1, λ) + aλϕ4 (1, λ)} ϕ2 (x, λ).

Since v(1, λ) = 0, the function v(x, λ) is an eigenfunction of the eigenvalue problem

(1.1), (1.2), (1.3), (2.1) for δ = 0 corresponding to the eigenvalue λ ∈ C\(0, + ∞).
This is in contradiction with the relation (2.3). 

On the Spectral Problem Arising in the Mathematical…

Remark 2.5 Let y(x, λ) be a solution of problem (1.1)–(1.3) normalized for example
by the condition

y  (0) = 1,

if λ > 0, and by

y(1) = 1,

if λ ≤ 0. Note that, if λ > 0 and y  (0) = 0, then by virtue of conditions y  (0) = 0

and (1.3) it follows from Lemma 2.1 that y  (1) > 0, but this is impossible because
y  (1) = 0. If now λ ≤ 0, then by virtue of Theorem 2.3 we have y(1) = 0.
It follows from proof of Lemma 2.4 that without loss of generality we can represent
the solution y(x, λ) of problem (1.1)–(1.3) in the following form:

ϕ2 (1, λ)
y(x, λ) = − {ϕ1 (x, λ) + aλϕ4 (x, λ)} + ϕ2 (x, λ),
ϕ1 (1, λ) + aλϕ4 (1, λ)

if λ > 0 and
1  
y(x, λ) = ϕ (1, λ) {ϕ1 (x, λ) + aλϕ4 (x, λ)}
τ (λ) 2
  
− ϕ1 (1, λ) + aλϕ4 (1, λ) ϕ2 (x, λ) ,

if λ ≤ 0, where
 
τ (λ) = ϕ2 (1, λ) {ϕ1 (1, λ) + aλϕ4 (1, λ)} − ϕ1 (1, λ) + aλϕ4 (1, λ) ϕ2 (1, λ).

Since the functions ϕk (x, λ), k = 1, 2, 3, 4, and their derivatives are entire functions
of λ for each fixed x ∈ [0, 1] (see [30, Ch. I, § 2.1]), it follows that y(x, λ) is also an
entire function of λ for each fixed x ∈ [0, 1].

Consider the equation

y(x, λ) = 0,

for x ∈ [0, 1] and λ ∈ R. It is obvious that the zeros of this equation are functions of
λ.

Lemma 2.6 The zeros in (0, 1] of the function y(x, λ) are simple and C 1 function of
λ ∈ R.

Proof If λ > 0, then by Lemmas 2.1 and 2.2 it follows that each zero x(λ) ∈ (0, 1] of
the function y(x, λ) is simple. If λ ≤ 0 and y(x0 , λ) = y  (x0 , λ) = 0 for some x0 ∈
(0, 1], then the function y(x, λ) solves the problem defined on [0, x0 ] and determined
by Eq. (1.1) with the boundary conditions (1.3), y  (0) = 0 and y(x0 ) = y  (x0 ) = 0.
Multiplying both sides of (1.1) by y(x, λ), integrating the result with respect to x from
 Z. S. Aliyev, F. M. Namazov

0 to x0 , using the formula for the integration by parts, and taking into account these
boundary conditions, we obtain
⎧x ⎫
x0  ⎨ 0 ⎬
y 2 (x, λ) + q(x)y 2 (x, λ) d x = λ y 2 (x, λ)d x + ay 2 (0, λ)
⎩ ⎭
0 0

which contradicts the condition λ < 0 in view of (1.5). The smoothness of x(λ)
follows from the well-known implicit function theorem. 


Lemma 2.7 As λ > 0 (λ ≤ 0) varies the function y(x, λ) can lose or gain zeros
only by these zeros leaving or entering the interval [0, 1] through its endpoint x = 1
(x = 0).

Proof It is obvious that as λ varies, the zeros of the solution y(x, λ) can enter or
leave the interval (0, 1) only through the endpoints x = 0 or x = 1. If λ > 0 these
zeros cannot pass through the endpoint x = 0, since in this case by (1.2), (1.3) we
have y(0, λ) = y  (0, λ) = T y(0, λ) = 0, which contradicts the boundary condition
y  (1, λ) = 0 in view of Lemma 2.1. If λ ≤ 0, then the zeros of y(x, λ) cannot pass
through the endpoint x = 1, since in this case we have y(1, λ) = y  (1, λ) = 0, which
implies by relation (2.3) that λ > 0, a contradiction. Then the zeros of the function
y(x, λ) for λ > 0 enter the interval (0, 1) through the endpoint x = 1, and for λ ≤ 0
enter the interval (0, 1) through the endpoint x = 0. 


We consider the function

y(x, λ)
G(x, λ) = .
T y(x, λ)

By Theorem 2.3, Lemmas 2.2, 2.4 and Remark 2.5 it follows that F(x, λ) is a finite-
order meromorphic function of λ.
If there exist x ∈ (0, 1] and λ ∈ R such that y(x, λ) = 0, then

∂G(x, λ) y  (x, λ)
= .
∂x T y(x, λ)

Hence, by Lemma 2.2 it follows that

∂G(x, λ)
< 0 for λ > 0. (2.7)
∂x
Let Dk = (μk−1 , μk ), n = 1, 2, . . ., where μ0 = −∞.
Obviously, the eigenvalues μk and νk of the spectral problem (1.1), (1.2), (1.3),
(2.1) for δ = 0 and δ = π/2 are zeros of the entire functions y(1, λ) and T y(1, λ),
respectively. We observe that the function

1 T y(1, λ)
F(λ) = = (2.8)
G(1, λ) y(1, λ)
On the Spectral Problem Arising in the Mathematical…

is defined for
∞ 

λ ∈ D ≡ (C\R) ∪ Dk ,
k=1

νk and μk , k ∈ N, are the zeros and poles of this function, respectively.

Lemma 2.8 The following formula holds:

⎧ 1 ⎫
d F(λ) 1 ⎨ ⎬
= 2 y 2 (x, λ) d x + ay 2 (0, λ) , λ ∈ D. (2.9)
dλ y (1, λ) ⎩ ⎭
0

Proof By virtue of (1.1) for any λ, μ ∈ C, we have

(T y(x, μ)) y(x, λ) − (T y(x, λ)) y(x, μ) = (μ − λ) y(x, μ) y(x, λ).

Integrating this relation with respect to x from 0 to 1, using the formula for the
integration by parts, and taking into account boundary conditions (1.2) and (1.3) we
obtain

T y(1, μ) y(1, λ) − T y(1, λ) y(1, μ)

⎧ 1 ⎫
⎨ ⎬
= (μ − λ) y(x, μ) y(x, λ)d x + ay(0, μ) y(0, λ) . (2.10)
⎩ ⎭
0

By (2.10) for μ, λ ∈ D, μ = λ, we have

1
T y(1, μ) T (1, λ) y(x, μ)y(x, λ) d x + a y(0, μ) y(0, λ)
− = (μ − λ) 0
.
y(1, μ) y(1, λ) y(1, μ)y(1, λ)
(2.11)

Dividing both sides of relation (2.11) by μ − λ (μ = λ) and by passing to the limit as

μ → λ we obtain (2.9). 


Corollary 2.9 The function F(λ) is strictly increasing on Dk , k ∈ N.

Corollary 2.10 The following relation holds:

⎧ l ⎫
∂G(1, λ) 1 ⎨ ⎬
=− y 2 (x, λ) d x + ay 2 (0, λ) ,
∂λ T y 2 (1, λ) ⎩ ⎭
0
λ ∈ (νk−1 , νk ), k ∈ N, (2.12)

where ν0 = − ∞.
 Z. S. Aliyev, F. M. Namazov

Lemma 2.11 The following relation holds:

lim F(λ) = − ∞. (2.13)

λ→− ∞

Proof We set λ = ρ 4 in Eq. (1.1). By Theorem 1 in [30, Ch. II, § 4.5], Eq. (1.1) has
four linearly independent solutions z k (x, ρ), k = 1, 2, 3, 4, which are regular with
respect to ρ (for sufficiently large ρ) and satisfy the relations
  
(s) 1
z k (x, ρ) = (ρωk )s eρωk x 1+O , k = 1, 4, s = 0, 3, (2.14)
ρ

where ωk , k = 1, 2, 3, 4, are distinct fourth roots of unity.

Using relations (2.14) and taking into account boundary conditions (1.2), (1.3) and
Remark 2.5 we obtain

1    
1
y (x, λ) = sin ρx + eρ(x−1) sin ρ 1 + O . (2.15)
2 sin ρ ρ

By (2.15) we have
  
cos ρ − sin ρ 1
F(λ) = − ρ 3 1+O . (2.16)
sin ρ ρ

Hence it follows from (2.16) that

  
√  1
F(λ) = − 2 |λ|3 1+O √ as λ → −∞.
4
(2.17)
4
|λ|




Remark 2.12 By virtue of (2.15) the number of zeros in the interval (0, 1) of function
y(x, λ) tends to ∞ as λ → ±∞.

For studying behavior of the function F(λ) in the interval D1 , we need the following
result.

Lemma 2.13 The following representation holds:

∞
 λ ck
F(λ) = , (2.18)
μk (λ − μk )
k=1

where ck = res F(λ) and ck < 0, k ∈ N.

λ=μk

The proof of this lemma is similar to that of [7, Lemma 3.17].

Corollary 2.14 The function F(λ) is convex in the interval (− ∞, μ1 ).

On the Spectral Problem Arising in the Mathematical…

Proof By virtue of (2.18) we have

∞

d 2 G(λ) ck
= −2 ,
dλ 2 (λ − μk )3
k=1

which implies that

d 2 G(λ)
> 0 for λ ∈ (− ∞, μ1 ).
dλ2


By τ (λ), we denote the number of zeros of y(x, λ) in the interval (0, 1).
Lemma 2.15 If λ ∈ (μk−1 , μk ] ∩ [0, + ∞), k ∈ N, then τ (λ) = k − 1.
Proof By Lemma 2.7, as λ > 0 varies the zeros of y(x, λ) can enter or leave the interval
(0, 1) only through the endpoint x = 1. Should be noted that if λ > 0 increases, then
the zeros of this function can not leave from the interval (0, 1) through the point x = 1.
Indeed, if for some λ > 0 and x ∈ (0, 1] we have y(x, λ) = 0, then G(x, λ) = 0 and
by the implicit function theorem, we obtain

G λ (x, λ)
x  (λ) = − .
G x (x, λ)

In particular, for x = 1, it follows from (2.7) and (2.12) that

G λ (1, λ)
x  (λ) = − < 0. (2.19)
G x (1, λ)

But if a zero can pass through the endpoint x = 1, then we have x(λ) = 1 and
x  (λ) ≥ 0 which contradict the relation (2.19).
It is obvious that y(x, 0) ≡ constant. Hence in the right neighborhood of λ = 0
the function y(x, λ) has no zeros in the interval (0, 1). Moreover, by Theorem 2.3, the
function y(x, μk ), k = 1, 2, . . ., has k − 1 simple zeros in (0, 1). Thus, if λ > 0 and
λ ∈ Dk , k ∈ N, then it follows from the preceding considerations that y(x, λ) has
k − 1 simple zeros in (0, 1). 


3 The Main Properties of Eigenvalues of Problem (1.1)–(1.4)

Lemma 3.1 The eigenvalues of the boundary value problem (1.1)–(1.4) are real and
form an at most countable set without finite limit point.
Proof It is obvious that the eigenvalues of problem (1.1)–(1.4) are roots (with regard
of multiplicities) of the equation

T y(1, λ) − cλ y(1, λ) = 0. (3.1)

 Z. S. Aliyev, F. M. Namazov

If λ is a nonreal eigenvalue of problem (1.1)–(1.4), then λ̄ is also an eigenvalue of this

problem, because the coefficients q(x), a and c are real. In this case y(x, λ̄) = y(x, λ),
so that if equality (3.1) holds for λ, then it also holds for λ̄ .
Setting μ = λ̄ in (2.10), we obtain
⎧ 1 ⎫
⎨ ⎬
T y(1, λ) y(1, λ) − T y(1, λ) y(1, λ) = (λ̄ − λ) |y(x, λ)|2 d x + a|y(0, λ)|2 .
⎩ ⎭
0
(3.2)

By (1.4) from (3.2) we get

⎧ 1 ⎫
⎨ ⎬
c (λ̄ − λ) |y(1, λ)|2 = (λ̄ − λ) |y(x, λ)|2 d x + a|y(0, λ)|2 .
⎩ ⎭
0

Since λ̄ = λ, it follows that

1
|y(x, λ)|2 d x + a |y(0, λ)|2 − c |y(1, λ)|2 = 0. (3.3)
0

On the other hand multiplying both sides of Eq. (1.1) by y(x, λ), and integrating this
equality from 0 to 1, using the formula of integration by parts and taking into account
(1.2)–(1.4), we have

1 1

|y (x, λ)| d x + 2
q(x)|y  (x, λ)|2 d x
0 0
⎧ 1 ⎫
⎨ ⎬
=λ |y(x, λ)|2 d x + a|y(0, λ)|2 − c |y(1, λ)|2 . (3.4)
⎩ ⎭
0

By (3.3) it follows from (3.4) that

1 1

|y (x, λ)| d x +
2
q(x)|y  (x, λ)|2 d x = 0.
0 0

By (1.1) from this relation we obtain y(x, λ) ≡ 0, a contradiction. Therefore, the

eigenvalues of problem (1.1)–(1.4) are real.
The entire function occurring on the left-hand side in Eq. (3.1) does not vanish for
nonreal λ. Consequently, it does not vanish identically. Therefore, its zeros form an at
most countable set without finite limit point. 

On the Spectral Problem Arising in the Mathematical…

Remark 3.2 If λ is an eigenvalue of problem (1.1)–(1.4), then by relation (2.3) it

follows that y(1, λ) = 0.

Remark 3.3 By virtue of Remark 3.2, each root (with regard of multiplicities) of (3.1)
is a root of the equation

F(λ) = cλ. (3.5)

Lemma 3.4 The nonzero eigenvalues of the boundary value problem (1.1)–(1.4) are
simple.

Proof By Remark 3.3 it suffices to show that Eq. (3.5) has only simple nonzero roots.
Indeed, if λ is a multiple root of (3.5), then

F(λ) = c λ and F  (λ) = c. (3.6)

Hence, by Remark 3.2, it follows from (2.9) that

1
y 2 (x, λ)d x + a y 2 (0, λ) − c y 2 (1, λ) = 0. (3.7)
0

Moreover, by (3.4) we have

1 1
 2
y (x, λ)d x + q(x)y 2 (x, λ)d x
0 0
⎧ 1 ⎫
⎨ ⎬
=λ y 2 (x, λ)d x + ay 2 (0, λ) − c y 2 (1, λ) . (3.8)
⎩ ⎭
0

Using (3.7), from (3.8) we obtain

1 1
 2
y (x, λ)d x + q(x)y 2 (x, λ)d x = 0. (3.9)
0 0

By (1.1) it follows from (3.9) that y(x, λ) ≡ 0 for λ ∈ R\{0}. The resulting contra-
diction completes the proof of this lemma. 


Let λ < 0 and μ be a real eigenvalue of Eq. (1.1) with the boundary conditions

y(0) = y  (0) = T y(0) = y  (1) = 0. (3.10)

The oscillation index of this eigenvalue μ is the difference between the number of
zeros of the function y(x, λ) for λ = μ − 0 belonging to the interval (0, 1) and the
 Z. S. Aliyev, F. M. Namazov

number of the same zeros for λ = μ + 0. From this definition, it directly follows that
the number of zeros of the function y(x, λ) belonging to the interval (0, 1) is equal to
the sum of the oscillation indices of all eigenvalues of problem (1.1), (3.10) belonging
to the interval (λ, 0) (see [12, p. 2323–2324]).

Theorem 3.5 There exists ξ < 0 such that the eigenvalues ξk , , k = 1, 2, . . ., of

problem (1.1), (3.10) are contained in the interval (− ∞, ξ ), are simple, form an
infinitely decreasing sequence, have oscillation index 1 and admit asymptotics

ξk = −4(k + 1/4)4 π 4 + o(k 4 ).

The proof of this theorem is similar to that of [12, Theorem 4.1].

Let i(ξk , ) k ∈ N, be the oscillation index of the eigenvalue ξk . It follows from the
above arguments that

τ (λ) = i(ξs ) for λ < 0. (3.11)
ξs ∈(λ, 0)

Theorem 3.6 There exists an infinitely nondecreasing sequence of eigenvalues λ1 ≤

λ2 < · · · < λk , . . ., of problem (1.1)–(1.4) such that λk ≥ 0 for k ≥ 2, and the
eigenvalue λ1 = 0 is double (λ1 = λ2 = 0) in the case c = a + 1, and it corresponds
to the chain consisting of the eigenfunction y1 (x) and the associated function y2 (x).
The eigenfunction yk (x), corresponding to the eigenvalue λk , for k ≥ 3 has exactly
k − 2 simple zeros in (0, 1); moreover, if c > a + 1, then the eigenfunctions y1 (x) and
y2 (x) have no zeros in (0, 1), if c = a + 1, then the eigenfunction y1 (x) has no zeros
in (0, 1), if c < a + 1, then y2 (x)has no zeros in (0, 1) and the number of zeros of the
eigenfunction y1 (x) in (0, 1) is ξs ∈(λ1 , 0) i(ξs ).

Proof By the relations y(1, μk ) = 0, k ∈ N, (2.9), (2.13) and (2.18) we have

lim F(λ) = − ∞, lim F(λ) = + ∞, k ∈ N. (3.12)

λ→μk−1 +0 λ→μk −0

Since y(x, 0) ≡ constant it follows from (2.8) and (2.9) that

F(0) = 0 and F  (0) = a + 1. (3.13)

Then by virtue of Corollary 2.14, relations (3.12) and (3.13) Eq. (3.5) has algebraically
two eigenvalues (either two simple eigenvalues or one double eigenvalue) in D1 :
λ1 < λ2 if c = a + 1, λ1 = λ2 if c = a + 1. Moreover,

λ1 < 0 = λ2 if c < a + 1,
λ1 = λ2 = 0 if c = a + 1, (3.14)
λ1 = 0 < λ2 if c > a + 1.

By virtue of (1.5) and (3.12) Eq. (3.5) has at least one solution in each interval
Dk , k ≥ 2. We show that this equation has only one solution in Dk , k ≥ 2 Indeed, if
On the Spectral Problem Arising in the Mathematical…

(3.5) has two solution λ∗k , λ∗∗

k ∈ Dk , then by Lemma 3.4 the derivative of the function
F(λ) − c λ at one of these points will be negative. Let it be a point λ = λ∗k . Hence, it
follows from (2.9) that

1
y 2 (x, λ∗k ) d x + a y 2 (0, λ∗k ) − c y 2 (1, λ∗k ) < 0,
0

which contradicts the condition λ∗k > 0 in view of (3.8). Therefore, in the interval
Dk , k ≥ 2, (3.5) has unique (simple) root λk+1 .
The assertion of the second part of this theorem follows immediately from the
preceding considerations with the use of Lemma 2.15 and formula (3.11). 


Remark 3.7 It follows from Theorem 3.6 that yk (x) = y(x, λk ) for c = a + 1, k ∈ N,
and for c = a + 1, k ≥ 3. Moreover, y1 (x) = y(x, λ1 ), y2 (x) = y2∗ (x) + d1 y1 (x) for
c = a + 1, where y2∗ (x) = ∂ y(x,λ
∂λ
2)
and d1 is an arbitrary constant.

From [2, formula (5.7)] the asymptotic formulas follow:

√ 
4
μk = 4
λk (0) = (k − 1) π + O (1/k) , (3.15)
(0)
yk (x) = sin(k − 1)π x + O (1/k) , (3.16)

where relations (3.16) holds uniformly for x ∈ [0, 1].

Theorem 3.8 The following asymptotic formulas hold:


4
λk = (k − 2)π + O (1/k) , (3.17)
yk (x) = sin(k − 2)π x + O (1/k) , (3.18)

where relation (3.18) holds uniformly for x ∈ [0, 1].

The proof of this theorem is similar to that of [24, Theorem 3.1].

4 The Basis Property of the System of Eigenfunctions of Problem

(1.1)–(1.4)

The problem (1.1)–(1.4) reduced tothe eigenvalue problem for the linear operator L
in the Hilbert space H = L 2 (0, 1) C2 with the inner product

( ŷ, v̂) = ({y, m, n}, {v, s, t}) = (y, v) L 2 + |a|−1 m s̄ + |c|−1 n t¯, (4.1)

where

L ŷ = L{y(x), m, n} = {(T y(x)) , T y(0), T y(1)}

 Z. S. Aliyev, F. M. Namazov

is an operator with the domain


D(L) = {y(x), m, n} : y(x) ∈ W24 (0, 1), (T y(x)) ∈ L 2 (0, 1),

y  (0) = y  (1) = 0, m = ay(0), n = cy(1)

dense everywhere in H (see [32]). L is a closed operator in H with a compact resolvent.

The problem (1.1)–(1.4) takes the form

L ŷ = λ ŷ, ŷ ∈ D(L);

the spectra of operator L and problem (1.1)–(1.4) coincide, as do their multiplicities;

between the eigenvectors of operator L, and the eigenfunctions of problem (1.1)–(1.4),
there is a one-to-one correspondence

yk (x) ←→ {yk (x), m k , n k }, m k = ayk (0), n k = cyk (1).

If a > 0 and c < 0, then L is a self-adjoint discrete lower-semibounded operator

in the space H and hence has a system of eigenvectors {yk (x), m k , n k }, k ∈ N, that
forms an orthogonal basis in H .
If a > 0 and c > 0, then L is a nonself-adjoint operator in H . In this case we define
an operator J : H → H as follows:

J {y, m; n} = {y, m, −n}.

J is a unitary, symmetric operator on H . Its spectrum consists of two eigenvalues:

− 1 with multiplicity 1, and + 1 with
 infinite multiplicity. This operator generates the
Pontryagin space 1 = L 2 (0, 1) C2 with inner product [8]

[ ŷ, v̂] = ( ŷ, v̂)1 = ({y, m, n}, {v, s, t})1 = (y, v) L 2 + a −1 m s̄ − c−1 n t¯,
(4.2)

Theorem 4.1 L is J −self-adjoint operator in 1 .

Proof By virtue of [15, Theorem 2.2] the operator J L is a self-adjoint in H . Then, it
follows from [9, Section 3, Proposition 30 ] that L is J self-adjoint in 1 . 

Theorem 4.2 If L ∗ is the adjoint operator of L in H, then L ∗ = J L J . The system of
eigenvectors { ŷk }∞
k=1 , ŷk = {yk , m k , n k }, of L forms an unconditional basis in H .

The proof of the first part of this theorem follows from [9, Section 3, Propostion
50 ] and the second part from [10].
It is known that (e.g., see [18]) every element ŷk = {yk , m k , n k }, k ∈ N, where
m k = ayk (0) and n k = cyk (1), of the system of root vectors { ŷk }∞
k=1 of the operator
L satisfies the relation

L ŷk = λk ŷk + θk ŷk−1 . (4.3)

On the Spectral Problem Arising in the Mathematical…

where θk is equal either to zero (in this case, ŷk is an eigenvector) or to unity (in this
case, λk = λk−1 , and ŷk is an associated vector).
Let {v̂k∗ }∞ ∗ ∗ ∗ ∗ ∗
k=1 , v̂k = {vk , sk , tk }, is the system of root vectors of the operator L , i.e.

L ∗ v̂k∗ = λk v̂k∗ + θk+1 v̂k+1

∗
. (4.4)

By first part of Theorem 4.2 and relations (4.1), (4.3) and (4.4), the following result
holds.
Lemma 4.3 The following relations are true:

v̂k∗ = J ŷk , i f c = a + 1, k ∈ N, and c = a + 1, k ≥ 3; (4.5)

v̂1∗ = J ŷ2∗ + d̃1 J ŷ1 , v̂2∗ = J ŷ1 , i f c = a + 1, (4.6)

where d̃1 is an arbitrary constant.

Since operator L is J -self-adjoint in 1 , it follows that the eigenvectors ŷk and ŷl ,
of this operator corresponding to the different eigenvalues λk and λl are J -orthogonal
in 1 ; hence, by (4.2), we obtain

(J ŷk , ŷl ) = [ ŷk , ŷl ] = 0. (4.7)

If the eigenvalue λk of operator L is simple, then it follows from (3.5) that F  (λk ) −
c = 0. Hence, by virtue of (2.9) and (4.2), we obtain

[ ŷk , ŷk ] = ||yk ||2L 2 + ayk2 (0) − cyk2 (1) = 0. (4.8)

If c = a + 1, then λ1 is double eigenvalue (in this case λ1 = λ2 ). Therefore, by

(3.6) we have F  (λ1 ) − c = 0, which implies that

[ ŷ1 , ŷ1 ] = ||y1 ||2L 2 + ay12 (0) − cy12 (1) = 0, (4.9)

in view of (2.9).
By (4.7) and (4.9) it follows from (4.5) and (4.6) that

( ŷk , v̂l∗ ) = 0, k, l ∈ N, k = l, (4.10)

except the case when c = a + 1, k = 2 and l = 1.

In view of (4.6) we obtain

( ŷ1 , v̂1∗ ) = ( ŷ2 , v̂2∗ ) = [ ŷ1 , ŷ2∗ ], ( ŷ2 , v̂1∗ ) = [ ŷ2∗ , ŷ2∗ ] + (d1 + d̃1 )[ ŷ1 , ŷ2∗ ]. (4.11)

By differentiating the right-hand side of relation (2.9), we obtain

⎧ ⎡ 1 ⎤
⎨ 
F  (λ) = 2y −4 (1, λ) 2 ⎣ y(x, λ)yλ (x, λ)d x + 2ay(0, λ)yλ (0, λ)⎦ y 2 (1, λ)
⎩
0
 Z. S. Aliyev, F. M. Namazov

⎡ 1 ⎤ ⎫
 ⎬
− ⎣ y 2 (x, λ)d x + ay 2 (0, λ)⎦ y(1, λ)yλ (1, λ) .
⎭
0

By setting λ = λ1 in this equality and by taking into account relations (4.2) and (4.9),
[ ŷ , ŷ ∗ ]
we obtain F  (λ1 ) = 2 y12 (1)2 , which implies that
1

[ ŷ1 , ŷ2∗ ] = 0, (4.12)

in view of F  (λ1 ) = 0.
Let δk = [yk , yk ], if c = a + 1, k ∈ N, and c = a + 1, k ∈ N\{1, 2}; δ1 = δ2 =
[ ŷ1 , ŷ2∗ ] if c = a + 1. Then it follows from (4.8) and (4.12) that

δk = 0, k ∈ N. (4.13)

The following result follows directly from (4.8)–(4.13).

Lemma 4.4 An element v̂k = {vk , sk , tk } of the system {v̂k }∞
k=1 adjoint to the system
{ ŷk }∞
k=1 is given by the formula

v̂k = δk−1 v̂k∗ , k ∈ N, (4.14)

 
where d̃1 = − d1 + δ1−1 [ ŷ2∗ , ŷ2∗ ] .

Let r and l (r = l) be arbitrary fixed positive integers, and let

! !
!s sl !!
r , l = !! r . (4.15)
tr tl !

Theorem 4.5 If r , l = 0, then the system of eigenfunctions {yk (x)}∞

k=1, k =r , l of prob-
lem (1.1)–(1.4) forms a basis in L p (0, 1), 1 < p < ∞, which is an unconditional
basis for p = 2; if r , l = 0 then this system is incomplete and nonminimal in
L p (0, 1), 1 < p < ∞.

The proof of Theorem 4.5 for p = 2 follows from [4, Theorem 4.1] with the use
of second part of Theorem 4.2. The proof of this theorem for p ∈ (1, +∞)\{2} is
similar to that of [24, Theorem 5.1] with the use of formulas (3.15)–(3.18).

Remark 4.6 It follows from the proof  of [4, Theorem 4.1] that the system
−1  
{u k (x)}∞
k=1, k =r , l , where u k (x) = vk (x) − r, l  v
k, l r (x) + r , k vl (x) , is
adjoint to the system {yk (x)}∞ k=1, k =r , l .

Using Theorem 4.5, we can obtain many sufficient conditions for the subsystems
of root functions of problem (1.1)–(1.4) to form a basis in L p (0, 1), 1 < p < ∞.
On the Spectral Problem Arising in the Mathematical…

If c = a + 1 and r , l ∈ N, or c = a + 1 and r , l ∈ N\{1, 2}, then, by virtue of (4.5)

and (4.14), we have
! !
! m ml !
r , l = −δr−1 δl−1 !! r ! = σr , l 
˜ r, l , (4.16)
nr nl !

where
 
yr (0) yl (0)
˜ r, l =
 − , (4.17)
yr (1) yl (1)

σr , l = −acδr−1 δl−1 yr (1) yl (1) and σr , l = 0 in view of Remark 3.2 and (4.13). More-
over, if c = a + 1, r = 2 and l ∈ N\{1, 2}, then by (4.5) and (4.14), we have
! !
!m m l !!
2, l = −δ2−1 δl−1 !! 1 ˜ 2, l ,
= σ2, l  (4.18)
n1 nl !

where
 
y1 (0) yl (0)
˜ 2, l =
 − , (4.19)
y1 (1) yl (1)

σ2, l = −acδ2−1 δl−1 y1 (1) yl (1) = 0 [by Remark 3.2 and (4.13)].

Theorem 4.7 Let r and l (r < l) be arbitrary fixed natural numbers. Then the system
{yk (x)}∞
k=1, k =r , l forms a basis in the space L p (0, 1), 1 < p < ∞, which is an
unconditional basis for p = 2, in the following cases:
(i) r , l ≥ 3 and these numbers have different parity;
(ii) c > a + 1, r = 1 or r = 2, and l is odd;
(iii) c < a + 1, r = 2 and l is odd; 
(iv) c < a + 1, r = 1, and the numbers i(ξs ) and l have different parity;
ξs ∈(λ1 , 0)
(v) c = a + 1, r = 2 and l is odd.

Proof In view of Theorem 3.6 we have

yk (0)
sgn = (−1)k for k ≥ 3, (4.20)
yk (1)
yi (0) y1 (0)
sgn > 0, i = 1, 2, if c > a + 1, sgn > 0 if c = a + 1,
yi (1) y1 (1)
y2 (0)
sgn > 0 if c < a + 1. (4.21)
y2 (1)

By virtue of (4.17), (4.19)–(4.21), it follows from (4.16) and (4.18) that r ,l = 0

in the cases (i)–(iv) and (v), respectively. This completes the proof of Theorem 4.7 in
view of Theorem 4.5. 

 Z. S. Aliyev, F. M. Namazov

Acknowledgements The authors are deeply grateful to the referee, whose comments and requests con-
tributed to a significant improvement in the text and in the transparency of the obtained results.

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