Integral-form change of variable in differential equation

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SUMMARY

The discussion focuses on the transformation of the general Sturm-Liouville problem using a change of variable from \(x\) to \(y\), defined by the integral \(y = \int_a^x \sqrt{\lambda \dfrac{w(t)}{p(t)}}\, dt\). The user successfully applies the fundamental theorem of calculus to derive the new differentiation operator with respect to \(y\). They reformulate the original differential equation in terms of \(y\) and express the functions \(\varphi\), \(w\), \(p\), and \(q\) accordingly. The approach is validated, particularly when \(w\) is set equal to \(q\), simplifying the equation significantly.

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  • Understanding of Sturm-Liouville theory
  • Familiarity with differential equations and their transformations
  • Knowledge of the fundamental theorem of calculus
  • Experience with variable substitution techniques in calculus
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  • Study the implications of variable transformations in Sturm-Liouville problems
  • Explore the properties of eigenfunctions and eigenvalues in differential equations
  • Learn about the conditions under which the Sturm-Liouville problem has a unique solution
  • Investigate specific cases where \(w = q\) and its effects on solvability
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Mathematicians, physicists, and engineers working with differential equations, particularly those involved in Sturm-Liouville theory and variable transformations in mathematical modeling.

Jaime_mc2
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I have the following differential equation, which is the general Sturm-Liouville problem,
$$
\dfrac{d}{dx} \left[ p(x) \dfrac{d\varphi}{dx} \right] + \left[ \lambda w(x) - q(x) \right] \varphi(x) = 0\ ,
$$
and I want to perform the change of variable
$$
x \rightarrow y = \int_a^x \sqrt{\lambda \dfrac{w(t)}{p(t)}}\, dt\ .
$$

I used the fundamental theorem of calculus to get
$$
\dfrac{dy}{dx} = \sqrt{\lambda\dfrac{w(x)}{p(x)}}\ ,
$$
and get the differentiation operator with respect to the new variable as
$$
\dfrac{d}{dx} = \dfrac{dy}{dx}\dfrac{d}{dy} = \sqrt{\lambda\dfrac{w(x)}{p(x)}} \dfrac{d}{dy}\ .
$$

My question is about how do I get the differential equation to be expressed in terms of ##y##. My first thought was realising that ##\varphi(x)## could just be expressed as ##\varphi(y)## if there exists an inversion such that ##x = x(y)##. Then I just extended this idea to ##w##, ##p## and ##q##, and I arrived to the equation
$$
\dfrac{d}{dy} \left[ \sqrt{w(y)p(y)} \dfrac{d\varphi}{dy} \right] + \left[ \sqrt{w(y)p(y)} - \dfrac{q(y)}{\lambda} \sqrt{\dfrac{p(y)}{w(y)}} \right] \varphi(y) = 0\ .
$$

Is this approach correct?
 
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I observe if you choose w as w=q, the equation becomes easy enough to solve.
 

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