TheoremComplete

Sturm Oscillation Theorem

Theorem5.1Sturm Oscillation and Comparison Theorems

(Oscillation) The nn-th eigenfunction Ī•n\phi_n of a regular Sturm-Liouville problem has exactly n−1n - 1 zeros in the open interval (a,b)(a, b).

(Comparison) If q1(x)≤q2(x)q_1(x) \leq q_2(x) on [a,b][a,b] and y1,y2y_1, y_2 are nontrivial solutions of −(pyi′)′+qiyi=0-(py_i')' + q_i y_i = 0 respectively, then between any two consecutive zeros of y2y_2, there is at least one zero of y1y_1.


Proof (Comparison Theorem)

Proof

Let ι<β\alpha < \beta be consecutive zeros of y2y_2, and suppose y2>0y_2 > 0 on (ι,β)(\alpha, \beta). Assume for contradiction that y1>0y_1 > 0 on (ι,β)(\alpha, \beta) (no zeros).

Consider the Wronskian-type expression: W(x)=p(x)[y1(x)y2′(x)−y1′(x)y2(x)]W(x) = p(x)[y_1(x)y_2'(x) - y_1'(x)y_2(x)].

Differentiate: W′(x)=p[y1y2′′−y1′′y2]+p′[y1y2′−y1′y2]W'(x) = p[y_1 y_2'' - y_1'' y_2] + p'[y_1 y_2' - y_1' y_2].

From the differential equations: (py1′)′=q1y1(py_1')' = q_1 y_1 and (py2′)′=q2y2(py_2')' = q_2 y_2, so pyi′′+p′yi′=qiyipy_i'' + p'y_i' = q_i y_i.

Therefore: W′(x)=y1[(py2′)′−p′y2′]−y2[(py1′)′−p′y1′]+p′(y1y2′−y1′y2)W'(x) = y_1[(py_2')' - p'y_2'] - y_2[(py_1')' - p'y_1'] + p'(y_1y_2' - y_1'y_2)

=y1(q2y2)−y2(q1y1)=(q2−q1)y1y2â‰Ĩ0= y_1(q_2 y_2) - y_2(q_1 y_1) = (q_2 - q_1)y_1 y_2 \geq 0 on (Îą,β)(\alpha, \beta).

Integrating: W(β)−W(Îą)=âˆĢιβ(q2−q1)y1y2 dxâ‰Ĩ0W(\beta) - W(\alpha) = \int_\alpha^\beta (q_2 - q_1)y_1 y_2\, dx \geq 0.

At x=Îąx = \alpha: y2(Îą)=0y_2(\alpha) = 0, so W(Îą)=p(Îą)y1(Îą)y2′(Îą)W(\alpha) = p(\alpha)y_1(\alpha)y_2'(\alpha). Since y2>0y_2 > 0 on (Îą,β)(\alpha, \beta) and y2(Îą)=0y_2(\alpha) = 0: y2′(Îą)â‰Ĩ0y_2'(\alpha) \geq 0. With y1(Îą)>0y_1(\alpha) > 0: W(Îą)â‰Ĩ0W(\alpha) \geq 0.

At x=βx = \beta: y2(β)=0y_2(\beta) = 0, so W(β)=p(β)y1(β)y2′(β)W(\beta) = p(\beta)y_1(\beta)y_2'(\beta). Since y2>0y_2 > 0 on (α,β)(\alpha,\beta) and y2(β)=0y_2(\beta) = 0: y2′(β)≤0y_2'(\beta) \leq 0. With y1(β)>0y_1(\beta) > 0: W(β)≤0W(\beta) \leq 0.

Thus W(β)−W(Îą)≤0W(\beta) - W(\alpha) \leq 0, but we showed â‰Ĩ0\geq 0. Equality holds only if q1=q2q_1 = q_2 a.e. and W(Îą)=W(β)=0W(\alpha) = W(\beta) = 0. If q1<q2q_1 < q_2 somewhere, strict inequality gives a contradiction. The conclusion: y1y_1 must have a zero in (Îą,β)(\alpha, \beta).

Oscillation theorem (sketch). Apply the comparison theorem with q1=q−Îģnwq_1 = q - \lambda_n w and q2=q−Îģn−1wq_2 = q - \lambda_{n-1}w. Since Îģn>Îģn−1\lambda_n > \lambda_{n-1}: q1<q2q_1 < q_2. The eigenfunction Ī•n−1\phi_{n-1} has n−2n-2 zeros; the comparison theorem forces Ī•n\phi_n to have at least n−1n-1 zeros. An upper bound argument (using Ī•n\phi_n vs. Ī•n+1\phi_{n+1}) shows exactly n−1n-1 zeros. □\square

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RemarkWKB Approximation

The Sturm oscillation theorem has a semiclassical analog: the WKB approximation Ī•n(x)≈CÎģnw(x)−q(x)4sin⁥(âˆĢxÎģnw−qp ds)\phi_n(x) \approx \frac{C}{\sqrt[4]{\lambda_n w(x) - q(x)}}\sin\left(\int^x\sqrt{\frac{\lambda_n w - q}{p}}\,ds\right) counts zeros via the phase integral âˆĢab(Îģnw−q)/p dx≈nĪ€\int_a^b \sqrt{(\lambda_n w - q)/p}\,dx \approx n\pi, connecting eigenvalue asymptotics to the oscillation count.