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mathmari said:In my notes there is the following sentence:
"For a Sturm-Liouville problem the set of the orthonormal functions $u_1, u_2, u_3, \dots$ is complete, that means that each square-integrable $f$ can be written with a unique way as $f(x)=\sum_{n=1}^{\infty}{c_n u_n(x)}$."
I don't quite understand this yet.
We can already say beforehand that not every square-integrable function can be written as a linear combination of Sturm-Liouville eigenfunctions.
That is because all eigenfunctions will satisfy the boundary conditions.
So any linear combination will also satisfy the boundary conditions.
Perhaps it only applies to each square-integrable function that satisfies the boundary conditions? (Wondering)
mathmari said:Do I have to find any square-integrable $f$ and check if it can be written with a unique way as $f(x)=\sum_{n=1}^{\infty}{c_n u_n(x)}$?
So, I have to find a counterexample, right?
For example, could I use $e^{-\frac{x^2}{2}}$?
$$\int_{-\infty}^{+\infty}{e^{-\frac{x^2}{2}}}dx=\sqrt{2 \pi} < \infty$$
Let's suppose that it can be written as a linear combination of the eigenfunctions:
$$e^{\frac{x^2}{2}}=C x+ \sum_{n=0}^{\infty}{c_n \sin{(2 n \pi x)}}$$
How can I find the coefficients? (Wondering)
If the set of functions is orthogonal, you can take the inner product of the function with an eigenfunction to find the corresponding coefficient.
If they are not orthogonal, it's probably easiest to orthogonalize them first.
That means that $x$ should be replaced by $\dfrac 1 2$.
Then we have an orthogonal set.