Sturm-Liouville equation

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An ordinary differential equation of the second order

where varies in a given finite or infinite interval , are given coefficients, is a complex parameter, and is the sought solution. If are positive, has a first derivative and has a second derivative, then by the Liouville substitution (see [1]) this equation may be reduced to the standard form


It is assumed that the complex function is measurable on and summable on each of the subintervals in it. At the same time one also considers the non-homogeneous equation


where is a given function.

If is measurable on and summable on each of the subintervals in it, then for all complex numbers and any interior point , equation (2) has on one and only one solution satisfying the conditions , . For any the function is an entire analytic function of . As one can take one of the end-points of (if this end-point is regular, cf. Sturm–Liouville operator).

Let and be two arbitrary solutions of (1). Their Wronskian

is independent of and vanishes if and only if these solutions are linearly dependent. The general solution of (2) is of the form


are arbitrary constants and are linearly independent solutions of (1).

The following fundamental theorem of Sturm (see [1]) is true: Let two equations


be given. If are real and on the entire interval , then between any two zeros of any non-trivial solution of the first equation there is at least one zero of each solution of the second equation.

The following theorem is known as the comparison theorem (see [1]): Let the left-hand end-point of be finite, let be a solution of (3) satisfying the conditions , , and let be a solution of (4) with the same conditions; let, moreover, on the whole interval . Then, if has zeros on , will have at least zeros and the -th zero of will be less than the -th zero of .

One of the important properties of (1) is the existence of so-called operator transforms with a simple structure. Operator transforms arose from general algebraic considerations related to the theory of generalized shift operators (change of the basis).

There are the following types of operator transforms for equation (1). Let be the solution of


satisfying the conditions


It turns out that this solution has the following representation:

where is a continuous function independent of ; moreover,

The integral operator defined by

is called an operator transform (a transmutation operator), and preserves the conditions at the point . It transforms the function (a solution of the simplest equation with the conditions (6)) into the solution of (5) under the same conditions at the point . Let and be the solutions of (5) satisfying

These solutions have the representations

where and are continuous functions.

A new type of operator transforms has been introduced (see [8]) that preserves the asymptotic behaviour of solutions at infinity; namely, it turned out that for all in the upper half-plane, , the equation (5), considered on the half-line under the conditions , has a solution that can be represented in the form

where is a continuous function satisfying the inequality

in which



[1] B.M. Levitan, I.S. Sargsyan, "Introduction to spectral theory: selfadjoint ordinary differential operators" , Amer. Math. Soc. (1975) (Translated from Russian)
[2] M.A. Naimark, "Lineare Differentialoperatoren" , Akademie Verlag (1960) (Translated from Russian)
[3] B.M. Levitan, "Generalized translation operators and some of their applications" , Israel Program Sci. Transl. (1964) (Translated from Russian)
[4] V.A. Marchenko, "Sturm–Liouville operators and applications" , Birkhäuser (1986) (Translated from Russian)
[5] J. Delsarte, "Sur certaines transformations fonctionnelles rélatives aux équations linéaires aux dérivées partielles du second ordre" C.R. Acad. Sci. Paris , 206 (1938) pp. 1780–1782
[6] A.Ya. Povzner, "On Sturm–Liouville type differential equations on the half-line" Mat. Sb. , 23 : 1 (1948) pp. 3–52 (In Russian)
[7] B.M. Levitan, "The application of generalized shift operators to linear second-order differential equations" Uspekhi Mat. Nauk , 4 : 1 (1949) pp. 3–112 (In Russian)
[8] B.Ya. Levin, "Transformations of Fourier and Laplace types by means of solutions of second order differential equations" Dokl. Akad. Nauk SSSR , 106 : 2 (1956) pp. 187–190 (In Russian)
[9] B.M. Levitan, "Inverse Sturm–Liouville problems" , VNU (1987) (Translated from Russian)



[a1] R. Carroll, "Transformation theory and application" , North-Holland (1985)
[a2] B.M. Levitan, I.S. Sargsyan, "Sturm–Liouville and Dirac operators" , Kluwer (1991) (Translated from Russian)
How to Cite This Entry:
Sturm-Liouville equation. Encyclopedia of Mathematics. URL:
This article was adapted from an original article by G.Sh. GuseinovB.M. Levitan (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article