(Steps Shown) The equation (1-x^2) y^prime \prime-x y^prime+λ y=0 is called the Chebyshev equation. . Show that Eq.(i) can be written in the form


Question: The equation

\[\left(1-x^{2}\right) y^{\prime \prime}-x y^{\prime}+\lambda y=0\]

is called the Chebyshev equation.

  1. . Show that Eq.(i) can be written in the form
    \[-\left[\left(1-x^{2}\right)^{1 / 2} y^{\prime}\right]^{\prime}=\lambda\left(1-x^{2}\right)^{-1 / 2} y,-1
  2. . Consider the boundary conditions:
    \[y, y^{\prime} \text { bounded as } x \rightarrow \pm 1\]
    Show that the boundary-value problem \(\{\) (ii) and (iii) \(\}\) is self-adjoint.
  3. . It can be shown that the boundary-value problem \(\{\) (ii) and (iii) \(\}\) has eigenvalues \(\lambda_{0}=0, \lambda_{1}=1, \lambda_{2}=4, \ldots, \lambda_{n}=n^{2}, \ldots\) The corresponding

eigenfunctions are the Chebyshev polynomials \(T_{n}(x): T_{0}(x)=1\) \(T_{1}(x)=x, T_{2}(x)=1-2 x^{2}, \ldots .\) Show that

\[\int_{-1}^{1} \frac{T_{m}(x) T_{n}(x)}{\left(1-x^{2}\right)^{1 / 2}} d x=0, m \neq n\]

Note that this is a convergent improper integral.

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