Consider a second-order differential operator
(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 adjoint
operator
is defined by
(2)
| |||
(3)
|
In order for the operator to be self-adjoint, i.e.,
(4)
|
the second terms in (◇) and (◇) must be equal, so
(5)
|
This also guarantees that the third terms are equal, since
(6)
|
so (◇) becomes
(7)
| |||
(8)
| |||
(9)
|
The differential operators corresponding to the Legendre differential equation and the equation of simple harmonic motion are self-adjoint, while those corresponding to the Laguerre differential equation and Hermite differential equation are not.
A nonself-adjoint second-order linear differential operator can always be transformed into a self-adjoint one using Sturm-Liouville
theory. In the special case , (9) gives
(10)
|
(11)
|
(12)
|
(13)
|
where
is a constant of integration.
A self-adjoint operator which satisfies the boundary conditions
(14)
|
is automatically a Hermitian operator.