Math 2.0

Ordinary differential equations Definition

Limit-point and limit-circle

Builds on Sturm–Liouville theoryOrdinary differential equation

Definition

Let −∞≤a<b≤∞-\infty \le a < b \le \infty. Let p,q,w ⁣:(a,b)→ℝp, q, w \colon (a, b) \to \R be measurable with p>0p > 0 and w>0w > 0 almost everywhere, and with 1/p1/p, qq and ww locally integrable on (a,b)(a, b). For λ∈ℂ\lambda \in \C consider the Sturm–Liouville equation −(py′)′+qy=λwyon (a,b).-(p y')' + q y = \lambda w y \quad \text{on } (a, b). Its solutions are the functions yy such that yy and py′p y' are locally absolutely continuous and the equation holds almost everywhere. Fix c∈(a,b)c \in (a, b). The endpoint bb is in the limit-circle case if there is a λ∈ℂ\lambda \in \C such that every solution yy of the equation satisfies ∫cb∣y(x)∣2w(x) dx<∞.\int_c^b \abs{y(x)}^2 w(x) \, dx < \infty. Otherwise bb is in the limit-point case. The same definition applies to the endpoint aa with the interval (a,c)(a, c).

Remarks

The definition does not depend on cc. Weyl's alternative says that if every solution is square integrable near bb for one λ∈ℂ\lambda \in \C, then this holds for every λ∈ℂ\lambda \in \C. For λ∈ℂ∖ℝ\lambda \in \C \setminus \R there is always at least one nonzero solution that is square integrable near bb. So bb is limit-point exactly when, for such λ\lambda, this solution is unique up to a constant factor. Example: for p=w=1p = w = 1, q=0q = 0 on (0,∞)(0, \infty) and λ=0\lambda = 0, the solutions are y=c1+c2xy = c_1 + c_2 x, and y=1y = 1 is not square integrable near ∞\infty. By Weyl's alternative, ∞\infty is in the limit-point case. Non-example of limit-point: a regular endpoint, such as b<∞b < \infty with 1/p1/p, qq, ww integrable near bb, is always in the limit-circle case, since every solution then extends continuously to bb. For p=w=1p = w = 1 and q(x)=κ/x2q(x) = \kappa / x^2 on (0,1](0, 1], the endpoint 00 is in the limit-point case exactly when κ≥3/4\kappa \ge 3/4. If p=w=1p = w = 1 and qq is bounded below near b=∞b = \infty, then ∞\infty is in the limit-point case.

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  1. Ordinary differential equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Sturm–Liouville_theory
About this page
TagK7H05NZEX8
URIm2://K7H05NZEX8
Kinddefinition
WritingW0 stub
MSC34B20, 34B24, 34L05
DefinesLimit-point and limit-circle
UsesSturm–Liouville theory, Ordinary differential equation
Changed2 November 2026

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