Undergrad Integral-form change of variable in differential equation

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The discussion centers on transforming the general Sturm-Liouville problem using a change of variable from x to y, defined by an integral involving the parameters of the equation. The user successfully applies the fundamental theorem of calculus to derive the relationship between derivatives in the new variable. They express the differential equation in terms of y, leading to a modified form that includes the transformed functions w, p, and q. The user questions the correctness of their approach, noting that simplifying the equation occurs when w equals q. This transformation method appears valid for analyzing the differential equation under the new variable.
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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