A densely defined operator on a Hilbert space is self-adjoint if it equals its adjoint operator, including equality of their domains. For a differential operator, this condition must be distinguished from formal self-adjointness of the differential expression. Consider the second-order expression
|
(1)
|
where
and
are real
functions of
on the region of interest
with
continuous derivatives and with
on
. This means that there are no singular points in
. Then the formal
adjoint
is defined by
|
(2)
|
In order for the differential expression to be formally self-adjoint, i.e.,
|
(3)
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the second terms in (1) and (2) must be equal, so
|
(4)
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This also guarantees that the third terms are equal, since
|
(5)
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so (2) becomes
|
(6)
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The differential operators corresponding to the Legendre differential equation and the equation of simple harmonic motion are formally self-adjoint, while those corresponding to the Laguerre differential equation and Hermite differential equation are not formally self-adjoint in their displayed forms.
A second-order ordinary differential equation of the form above can be put in formally self-adjoint form
using an integrating factor, yielding a Sturm-Liouville equation. For the homogeneous
equation
in the special case
,
(6) gives
|
(7)
|
|
(8)
|
|
(9)
|
|
(10)
|
where
is a constant of integration.
A choice of domain and boundary conditions is additionally required to obtain a self-adjoint operator. For a Sturm-Liouville expression, suitable boundary conditions make the boundary form
|
(11)
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Formal self-adjointness alone does not imply self-adjointness of the associated operator.