second order differential operators

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1: 1.18 Linear Second Order Differential Operators and Eigenfunction Expansions

§1.18 Linear Second Order Differential Operators and Eigenfunction Expansions

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§1.18(iv) Formally Self-adjoint Linear Second Order Differential Operators

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2: DLMF Project News

error generating summary

3: 18.3 Definitions

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As eigenfunctions of second order differential operators (Bochner’s theorem, Bochner (1929)). See the differential equations $A(x)p_n^{\prime \prime }(x)+B(x)p_n^{\prime }(x)+{\lambda }_n{p}_n(x)=0$, in Table 18.8.1.

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4: 18.39 Applications in the Physical Sciences

… ►The nature of, and notations and common vocabulary for, the eigenvalues and eigenfunctions of self-adjoint second order differential operators is overviewed in §1.18. … ►The fundamental quantum Schrödinger operator, also called the Hamiltonian, $\mathscr{H}$, is a second order differential operator of the form …

5: Errata

… ►This especially included updated information on matrix analysis, measure theory, spectral analysis, and a new section on linear second order differential operators and eigenfunction expansions. … ►The specific updates to Chapter 1 include the addition of an entirely new subsection §1.18 entitled “Linear Second Order Differential Operators and Eigenfunction Expansions” which is a survey of the formal spectral analysis of second order differential operators. … ►

The following additions were made in Chapter 1:

• New subsections, 1.2(v) Matrices, Vectors, Scalar Products, and Norms and 1.2(vi) Square Matrices, with Equations (1.2.27)–(1.2.77).

• The title of this section was changed from “Determinants” to “Determinants, Linear Operators, and Spectral Expansions”. An extra paragraph just below (1.3.7). New subsection, 1.3(iv) Matrices as Linear Operators, with Equations (1.3.20), (1.3.21).

• In 1.4(v), three new paragraphs on Stieltjes integrals/measure, with Equations (1.4.23_1)–(1.4.23_3).

• In Subsection 1.8(i), the title of the paragraph “Bessel’s Inequality” was changed to “Parseval’s Formula”. We give the relation between the real and the complex coefficients, and include more general versions of Parseval’s Formula, Equations (1.8.6_1), (1.8.6_2). The title of Subsection 1.8(iv) was changed from “Transformations” to “Poisson’s Summation Formula”, and we added an extra remark just below (1.8.14).

• New subsection, 1.10(xi) Generating Functions, with Equations (1.10.26)–(1.10.29).

• New subsection, 1.13(viii) Eigenvalues and Eigenfunctions: Sturm-Liouville and Liouville forms, with Equations (1.13.26)–(1.13.31).

• Another form of Parseval’s formula, (1.14.7_5).

• We include several extra remarks and Equations (1.16.3_5), (1.16.9_5). New subsection, 1.16(ix) References for Section 1.16.

• Two extra paragraphs in Subsection 1.17(ii) Integral Representations, with Equations (1.17.12_1), (1.17.12_2); Subsection 1.17(iv) Mathematical Definitions is almost completely rewritten.

• An entire new section, 1.18 Linear Second Order Differential Operators and Eigenfunction Expansions, including new subsections, 1.18(i)–1.18(x), and several equations, (1.18.1)–(1.18.71).

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6: 19.4 Derivatives and Differential Equations

§19.4 Derivatives and Differential Equations

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§19.4(ii) Differential Equations

… ►Then …If $\varphi =\pi /2$, then these two equations become hypergeometric differential equations (15.10.1) for $K\left(k\right)$ and $E\left(k\right)$. An analogous differential equation of third order for $\mathrm{\Pi }(\varphi ,{\alpha }^2,k)$ is given in Byrd and Friedman (1971, 118.03).

7: 2.9 Difference Equations

… ►or equivalently the second-order homogeneous linear difference equation …in which $\mathrm{\Delta }$ is the forward difference operator (§3.6(i)). … ►This situation is analogous to second-order homogeneous linear differential equations with an irregular singularity of rank 1 at infinity (§2.7(ii)). … ►For asymptotic approximations to solutions of second-order difference equations analogous to the Liouville–Green (WKBJ) approximation for differential equations (§2.7(iii)) see Spigler and Vianello (1992, 1997) and Spigler et al. (1999). … ►For discussions of turning points, transition points, and uniform asymptotic expansions for solutions of linear difference equations of the second order see Wang and Wong (2003, 2005). …

8: Bibliography T

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Eigenfunction Expansions Associated with Second-Order Differential Equations. Clarendon Press, Oxford.

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External Links:

MathReview (H. Pollard)

Referenced by:

§1.18(x).

Encodings:

BibTeX

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Eigenfunction Expansions Associated with Second Order Differential Equations, Part 2, Partial Differential Equations. Clarendon Press, Oxford.

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External Links:

ISBN 0198533187, MathReview Entry

Referenced by:

§1.18(x).

Encodings:

BibTeX

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Eigenfunction expansions associated with second-order differential equations. Part I. Second edition, Clarendon Press, Oxford.

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External Links:

MathReview Entry

Referenced by:

(1.18.59), §1.18(ix), §1.18(v), §1.18(vi), §1.18(x), (10.22.78), §10.22(v), §18.39(ii).

Encodings:

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Dunkl shift operators and Bannai-Ito polynomials. Adv. Math. 229 (4), pp. 2123–2158.

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External Links:

ISSN 0001-8708, Link, MathReview (Juan José Moreno-Balcázar), ZentralBlatt

Referenced by:

§18.28(xi).

Encodings:

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Asymptotic solution of a linear nonhomogeneous second order differential equation with a transition point and its application to the computations of toroidal shells and propeller blades. J. Appl. Math. Mech. 23, pp. 1549–1565.

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External Links:

Document, MathReview (F. W. J. Olver), ZentralBlatt

Referenced by:

§9.1, Notations E, Notations E.

Encodings:

BibTeX

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9: Bibliography D

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Convergent Liouville-Green expansions for second-order linear differential equations, with an application to Bessel functions. Proc. Roy. Soc. London Ser. A 440, pp. 37–54.

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External Links:

ISSN 0962-8444, FullText, MathReview (W. Balser), ZentralBlatt

Referenced by:

§10.41(iii), §2.8(i).

Encodings:

BibTeX

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Uniform asymptotic solutions of second-order linear differential equations having a double pole with complex exponent and a coalescing turning point. SIAM J. Math. Anal. 21 (6), pp. 1594–1618.

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External Links:

ISSN 0036-1410, Document, MathReview (F. W. J. Olver), ZentralBlatt

Referenced by:

§14.26, §2.8(vi).

Encodings:

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Uniform asymptotic solutions of second-order linear differential equations having a simple pole and a coalescing turning point in the complex plane. SIAM J. Math. Anal. 25 (2), pp. 322–353.

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External Links:

ISSN 0036-1410, Document, MathReview (H. C. Howard), ZentralBlatt

Referenced by:

§2.8(vi).

Encodings:

BibTeX

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Asymptotic solutions of second-order linear differential equations having almost coalescent turning points, with an application to the incomplete gamma function. Proc. Roy. Soc. London Ser. A 452, pp. 1331–1349.

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External Links:

ISSN 0962-8444, FullText, MathReview, ZentralBlatt

Referenced by:

§2.8(vi), §8.12, §8.12.

Encodings:

BibTeX

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A survey on orthogonal matrix polynomials satisfying second order differential equations. J. Comput. Appl. Math. 178 (1-2), pp. 169–190.

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External Links:

ISSN 0377-0427, Document, MathReview, ZentralBlatt

Referenced by:

§18.36(iv).

Encodings:

BibTeX

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10: 2.8 Differential Equations with a Parameter

… ►The transformed differential equation is … ►

§2.8(iv) Case III: Simple Pole

… ►For other examples of uniform asymptotic approximations and expansions of special functions in terms of Bessel functions or modified Bessel functions of fixed order see §§13.8(iii), 13.21(i), 13.21(iv), 14.15(i), 14.15(iii), 14.20(vii), 15.12(iii), 18.15(i), 18.15(iv), 18.24, 33.20(iv). … ►For further examples of uniform asymptotic approximations in terms of parabolic cylinder functions see §§13.20(iii), 13.20(iv), 14.15(v), 15.12(iii), 18.24. … ►Lastly, for an example of a fourth-order differential equation, see Wong and Zhang (2007). …