1 Introduction

In recent years, there has been a growing interest in physical applications of boundary value problems with a spectral parameter, contained in the boundary conditions. The relationship between diffusion processes and Sturm-Liouville problem with eigen-parameter in the boundary conditions has been shown in [1]. Another example of this relationship between the same problem and the wave equation has been examined in [2, 3]. Sturm-Liouville problems with a discontinuous coefficient arise upon non-homogeneous material properties.

In a finite interval, inverse problems for the Sturm-Liouville operator with spectral parameter, contained in the boundary conditions, have been investigated, and the uniqueness of the solution of these problems has been shown in [49]. The inverse problem has been analyzed by zeros of the eigenfunctions in [6], by numerical methods in [9] and by two spectra, consisting of sequences of eigenvalues and the normed constants in [10]. In [11, 12], eigenvalue-dependent inverse problem with the discontinuities inside the interval was examined by the Weyl function. In a finite interval, discontinuous and no eigenvalue parameter containing direct problem and inverse problem with the Weyl function were discussed in [13, 14]. The similar problem was investigated in the half line by scattering data in [15, 16].

We consider the boundary value problem

y +q(x)y= λ 2 ρ(x)y,
(1)
U 1 (y):=y(0)=0,
(2)
U 2 (y):= λ 2 [ β 1 y ( π ) + β 2 y ( π ) ] + α 1 y(π)+ α 2 y (π)=0,
(3)

where q(x) L 2 (0,π) is a real valued function, λ is a complex parameter, α 1 , α 2 , β 1 , β 2 are real numbers and

ρ(x)={ 1 , 0 x < a , α 2 , a < x π ,

where 0<α1.

2 Special solutions

Let φ(x,λ) and ψ(x,λ) be the solutions of equation (1) satisfying the initial conditions

φ(0,λ)=0, φ (0,λ)=1,
(4)
ψ(π,λ)= λ 2 β 1 α 2 , ψ (π,λ)= λ 2 β 2 + α 1 .
(5)

For the solution of equation (1), the following integral representation is obtained in [13] for all λ:

e ( x , λ ) = 1 2 ( 1 + 1 ρ ( x ) ) e i λ μ + ( x ) + 1 2 ( 1 1 ρ ( x ) ) e i λ μ ( x ) + μ + ( x ) μ + ( x ) K ( x , t ) e i λ t d t ,

where K(x,) L 1 ( μ + (x), μ + (x)).

The kernel K(x,t) has the partial derivative K x belonging to the space L 1 ( μ + (x), μ + (x)) for every x[0,π], and the properties below hold:

d d x K ( x , μ + ( x ) ) = 1 4 ρ ( x ) ( 1 + 1 ρ ( x ) ) q ( x ) , d d x { K ( x , μ ( x ) + 0 ) K ( x , μ ( x ) 0 ) } = 1 4 ρ ( x ) ( 1 1 ρ ( x ) ) q ( x ) , K ( x , μ + ( x ) ) = 0 .

Moreover, if q(x) is differentiable, then the following are valid

ρ ( x ) K t t K x x + q ( x ) K = 0 , | t | < μ + ( x ) , μ + ( x ) μ + ( x ) | K ( x , t ) d t | C ( exp { 0 x | q ( t ) | d t } 1 ) , 0 < C = const.

Using the representation of the solution e(x,λ) and formula

φ(x,λ)= e ( x , λ ) e ( x , λ ) 2 i λ ,

we obtain the integral representation of the solution φ(x,λ)

φ(x,λ)= φ 0 (x,λ)+ 0 μ + ( x ) A(x,t) sin λ t λ dt,
(6)

where A(x,t)=K(x,t)K(x,t). The kernel A(x,t) can be represented with the coefficients ρ(x) and q(x)

d d x A ( x , μ + ( x ) ) = 1 4 ρ ( x ) ( 1 + 1 ρ ( x ) ) q ( x ) , d d x { A ( x , μ ( x ) + 0 ) A ( x , μ ( x ) 0 ) } = 1 4 ρ ( x ) ( 1 1 ρ ( x ) ) q ( x ) .

With the help of equation (6), we have a representation for the function ψ(x,λ)

ψ ( x , λ ) = 1 2 ( 1 + α ρ ( x ) ) sin λ ( μ + ( π ) μ + ( x ) ) α λ 1 2 ( 1 α ρ ( x ) ) sin λ ( μ + ( π ) μ ( x ) ) α λ + 0 μ + ( π ) μ + ( x ) A ˜ ( x , t ) sin λ t λ d t ,
(7)

where A ˜ (x,t) is a real function.

Denote

Δ(λ):= φ ( x , λ ) , ψ ( x , λ ) =φ(x,λ) ψ (x,λ) φ (x,λ)ψ(x,λ),
(8)

which is independent of x[0,π]. Substituting x=0 and x=π into (8), we get

Δ(λ)= U 2 (φ)= U 1 (ψ).

Δ(λ) is an entire function of λ and is called the characteristic function of the boundary value problem (1)-(3).

3 Some spectral properties

Lemma 1 The square values of the roots ( λ n ) n = 0 of the characteristic function coincide with the eigenvalues of the boundary value problem (1)-(3), and for every λ n , there exists a sequence ( k n ) such that

ψ(x, λ n )= k n φ(x, λ n )( k n 0),
(9)

where ψ(x, λ n ) and φ(x, λ n ) are the eigenfunctions of the boundary value problem (1)-(3), corresponding to the eigenvalue λ n .

Proof The proof can be done in a similar way to [8]. Indeed, let us assume that λ 0 is an eigenvalue of the function Δ(λ). Then

Δ(λ)= | φ ( x , λ 0 ) ψ ( x , λ 0 ) φ ( x , λ 0 ) ψ ( x , λ 0 ) | =0

holds, i.e., the functions φ(x, λ 0 ) and ψ(x, λ 0 ) are linearly dependent ψ(x, λ 0 )= k n φ(x, λ 0 ) ( k n =const.), and they satisfy the boundary conditions (2), (3). Hence λ 0 2 is an eigenvalue, ψ(x, λ 0 ) and φ(x, λ 0 ) are eigenfunctions, related to this eigenvalue. Conversely, let λ 0 2 be an eigenvalue of the operator A, and let y 0 (x, λ 0 ), y 0 (x, λ 0 ) be the corresponding eigenfunctions. Then the boundary conditions (2), (3) hold both for the eigenfunctions y 0 (x, λ 0 ) and y 0 (x, λ 0 ). Additionally, if the functions y 0 (x, λ 0 ) and y 0 (x, λ 0 ) satisfy the conditions y (0, λ 0 )=1, y (0, λ 0 )=1, then y 0 (x, λ 0 )φ(x, λ 0 ), y 0 (x, λ 0 )φ(x, λ 0 ). According to boundary conditions (2), (3), we have

Δ ( λ 0 ) = U 2 ( φ ( π , λ 0 ) ) = U 2 ( y 0 ( π , λ 0 ) ) = 0 , Δ ( λ 0 ) = U 2 ( φ ( π , λ 0 ) ) = U 2 ( y 0 ( π , λ 0 ) ) = 0 .

Similarly, if we assume that y 0 (π, λ 0 )= λ 0 2 β 2 + α 1 , y 0 (π, λ 0 )= λ 0 2 β 2 + α 1 , then y 0 (x, λ 0 )ψ(x, λ 0 ), y 0 (x, λ 0 )ψ(x, λ 0 ). Again from the boundary conditions (2), (3), it is obvious that

Δ ( λ 0 ) = U 1 ( ψ ( 0 , λ 0 ) ) = U 1 ( y 0 ( 0 , λ 0 ) ) = 0 , Δ ( λ 0 ) = U 1 ( ψ ( 0 , λ 0 ) ) = U 1 ( y 0 ( 0 , λ 0 ) ) = 0 .

Therefore, we have proved that for each eigenvalue λ 0 2 , there exists only one (up to a multiplicative constant) eigenfunction. □

In the Hilbert space H ρ = L 2 , ρ (0,π)C an inner product defined by

(F,G):= 0 π F 1 (x) G 1 ( x ) ¯ ρ(x)dx+ F 2 G 2 ¯ χ ,

where

F=( F 1 ( x ) F 2 ) H ρ ,G=( G 1 ( x ) G 2 ) H ρ ,χ:= α 1 β 1 α 2 β 2 >0.

Let us define

A(F):=( F 1 ( x ) + q ( x ) F 1 ( x ) α 1 F 1 ( π ) + α 2 F 1 ( π ) )

with

D(A)= { F H ρ : F 1 ( x ) , F 1 ( x ) A C [ 0 , π ] , l F 1 L 2 , ρ ( 0 , π ) F 1 ( 0 ) = 0 , F 2 = β 1 F 1 ( π ) + β 2 F 1 ( π ) } ,

where

l( F 1 )= 1 ρ ( x ) { F 1 + q ( x ) F 1 } .

The boundary value problem (1)-(3) is equivalent to the equation AY= λ 2 Y.

The eigenfunctions of operator A are in the form of

Φ(x, λ n )= Φ n :=( φ ( x , λ n ) β 1 φ ( π , λ n ) + β 2 φ ( π , λ n ) ).

Lemma 2 The eigenfunctions Φ 1 and Φ 2 , corresponding to different eigenvalues λ 1 λ 2 , are orthogonal.

Proof Since Φ 1 and Φ 2 are the solutions of the boundary value problem (1)-(3), the equations below are valid

Φ ( x , λ 1 ) + q ( x ) Φ ( x , λ 1 ) = λ 1 2 ρ ( x ) Φ ( x , λ 1 ) , Φ ( x , λ 2 ) + q ( x ) Φ ( x , λ 2 ) = λ 2 2 ρ ( x ) Φ ( x , λ 2 ) .

Multiplying the first equation by Φ(x, λ 2 ) and the second equation by Φ(x, λ 1 ) and adding together, we have

d d x { Φ ( x , λ 1 ) Φ ( x , λ 2 ) , Φ ( x , λ 1 ) Φ ( x , λ 2 ) } = ( λ 1 2 λ 2 2 ) ρ(x)Φ(x, λ 1 )Φ(x, λ 2 ).

Integrating it from 0 to π, and using the boundary condition (3), we obtain

( λ 1 2 λ 2 2 ) [ 0 π Φ ( x , λ 1 ) Φ ( x , λ 2 ) ρ ( x ) d x ] + ( λ 1 2 λ 2 2 ) [ 1 k ( β 1 φ ( x , λ 1 ) + β 2 φ ( x , λ 1 ) ) ( β 1 φ ( x , λ 2 ) + β 2 φ ( x , λ 2 ) ) ] = 0 .

Since λ 1 λ 2 , the lemma is proved. □

Corollary 3 The eigenvalues of the boundary value problem (1)-(3) are real.

The values

γ n = 0 π φ 2 (x, λ n )dx+ ( β 1 φ ( π , λ n ) + β 2 φ ( π , λ n ) ) 2 χ
(10)

are called the norming constants of the boundary value problem (1)-(3).

Now, let us agree to denote differentiation with respect to λ with a dot Δ ˙ = d d λ Δ ( Δ ˙ 0).

Lemma 4 The following equality holds

Δ ˙ ( λ n )=2 λ n k n γ n .
(11)

Proof Since

φ (x, λ n )+q(x)φ(x, λ n )= λ n 2 φ(x, λ n ), ψ (x,λ)+q(x)ψ(x,λ)= λ 2 ψ(x,λ),

we get

d d x Δ(λ)= ( λ n 2 λ 2 ) φ(x, λ n )ψ(x,λ).

With the help of (2) and (3),

Δ(λ)=( λ n λ)( λ n +λ) k n [ 0 π φ 2 ( x , λ n ) ρ ( x ) d x + χ ] .

Taking into consideration (9) and (10), for λ λ n , we arrive (11). □

Corollary 5 All zeros of Δ(λ) are simple, i.e., Δ ˙ ( λ n )0.

4 Asymptotic formulas of eigenvalues

Let φ 0 (x,λ) be the solution of equation (1) satisfying the initial conditions (4) when q(x)0

φ 0 (x,λ)= 1 2 ( 1 + 1 ρ ( x ) ) sin λ ( μ + ( x ) ) λ + 1 2 ( 1 1 ρ ( x ) ) sin λ ( μ ( x ) ) λ .
(12)

The eigenvalues λ n 0 (n=0,±1,±2,) of the boundary value problem (1)-(3) when q(x)0 can be found using the equation

Δ 0 (λ)= λ 2 [ β 1 φ 0 ( π , λ ) + β 2 φ 0 ( π , λ ) ] + α 1 φ 0 (π,λ)+ α 2 φ 0 (π,λ)=0

from [17] (see also [18]) and can be represented in the following way

λ n 0 = n π μ + ( π ) + h n ,n=0,±1,±2,,
(13)

where sup n | h n |=h<+.

Lemma 6 Roots λ n 0 of the function Δ 0 (λ) are separated, i.e.,

inf n k | λ n 0 λ k 0 |=τ>0.

Proof Assume the contrary. Then there are sequences ( λ k 0 ), ( λ k 0 ) of zeros of functions λ 2 [ β 1 y (π)+ β 2 y(π)]+ α 1 y(π)+ α 1 y (π)=0 such that

λ k 0 λ k 0 , λ k 0 , λ k 0 , lim k ( λ k 0 λ k 0 ) = 0 .

Since the eigenfunctions φ 0 (x, λ k 0 ), φ 0 (x, λ k 0 ) are orthogonal, we have

0 = λ k 0 λ k 0 0 π ρ ( x ) φ 0 ( x , λ k 0 ) φ 0 ( x , λ k 0 ) d x = 0 π ρ ( x ) λ k 0 φ 0 ( x , λ k 0 ) [ λ k 0 φ 0 ( x , λ k 0 ) λ k 0 φ 0 ( x , λ k 0 ) ] d x + 0 π ρ ( x ) ( λ k 0 φ 0 ( x , λ k 0 ) ) 2 d x = I k + 0 π ρ ( x ) ( λ k 0 φ 0 ( x , λ k 0 ) ) 2 d x I k + 0 a ρ ( x ) ( λ k 0 φ 0 ( x , λ k 0 ) ) 2 d x = I k + 0 a sin 2 λ k 0 x d x = I k + a 2 sin 2 λ k 0 a 4 λ k 0 ,

where

I k = 0 π ρ(x) λ k 0 φ 0 ( x , λ k 0 ) [ λ k 0 φ 0 ( x , λ k 0 ) λ k 0 φ 0 ( x , λ k 0 ) ] dx.

Thus,

0 I k + a 2 sin 2 λ k 0 a 4 λ k 0 .
(14)

Let us prove that I k 0 as k. In fact, (12) implies the following estimate

| λ k 0 φ ( x , λ k 0 ) λ k 0 φ ( x , λ k 0 ) |C| λ k 0 λ k 0 |.

Consequently, lim k [ λ k 0 φ(x, λ k 0 ) λ k 0 φ(x, λ k 0 )]=0 holds uniformly on x[0,π]. Now, passing to the limit in equality (14), as k, we have 0 a 2 . This is a contradiction, and it proves the validity of lemma’s statement. □

Lemma 7 The eigenvalues of the boundary value problem (1)-(3) are in the form of

λ n = λ n 0 + d n λ n 0 + η n n , λ n 0,
(15)

where d n is a bounded sequence

d n = 1 4 λ n 0 Δ ˙ 0 ( λ n 0 ) { 0 π 1 ρ ( t ) ( 1 1 ρ ( t ) ) q ( t ) cos ( λ n 0 μ ( π ) ) d t } + 1 4 λ n 0 Δ ˙ 0 ( λ n 0 ) { 0 π 1 ρ ( t ) ( 1 + 1 ρ ( t ) ) q ( t ) cos ( λ n 0 μ + ( π ) ) d t } ,

and { η n } l 2 .

Proof From (6), it follows that

Δ(λ)= Δ 0 (λ)+ 0 μ + ( π ) A(π,t) sin λ t λ dt.
(16)

Lemma 1.3.1 in [19] and from [17], we get

Δ(λ) Δ 0 (λ)=O ( 1 | λ | ) e | Im λ | μ + ( π ) ,|λ|.
(17)

Therefore, for sufficiently large n, on the contours

Γ n = { λ : | λ | = | λ n 0 | + τ 2 } ,

we have

|Δ(λ) Δ 0 (λ)|<| Δ 0 (λ)|.

By the Rouche theorem, we obtain that the number of zeros of the function {Δ(λ) Δ 0 (λ)}+ Δ 0 (λ)=Δ(λ) inside the contour Γ n coincides with the number of zeros of the function Δ 0 (λ). Furthermore, applying the Rouche theorem to the circle σ n (δ)={λ:|λ λ n 0 |δ}, we get that, for sufficiently large n there exists only one zero λ n of the function Δ(λ) in σ n (δ). Owing to the arbitrariness of δ>0 we have

λ n = λ n 0 + ϵ n , ϵ n =o(1),n.
(18)

Substituting (18) into (16), we get

Δ ( λ n 0 + ϵ n ) = Δ 0 ( λ n 0 + ϵ n ) + 0 μ + ( π ) A(π,t) sin ( λ n 0 + ϵ n ) λ n 0 + ϵ n dt=0.

Hence, as n, taking into account the equality Δ 0 ( λ n 0 )=0 and relations sin ϵ n μ + (π) ϵ n μ + (π), cos ϵ n μ + (π)1, integrating by parts and using the properties of the kernel A(x,t), we have

ϵ n 1 λ n 0 Δ ˙ ( λ n 0 ) { A ( π , μ + ( π ) ) cos ( λ n 0 + ϵ n ) λ n 0 + ϵ n μ + ( π ) } 1 λ n 0 Δ ˙ ( λ n 0 ) { [ A ( π , μ ( π ) + 0 ) A ( π , μ ( π ) + 0 ) ] cos ( λ n 0 + ϵ n ) λ n 0 + ϵ n μ ( π ) } 1 λ n 0 Δ ˙ ( λ n 0 ) { 0 μ + ( π ) A t ( π , t ) cos ( λ n 0 + ϵ n ) λ n 0 + ϵ n t d t } = d n λ n 0 + ϵ n + η ˜ n λ n 0 + ϵ n ,

where

{ η ˜ n }:= { 0 μ + ( π ) A t ( π , t ) cos ( λ n 0 + ϵ n ) t d t } .

Let us show that { η ˜ n } l 2 . It is obvious that

0 μ + ( π ) A t (π,t)cosλtdt

can be reduced to

μ + ( π ) μ + ( π ) R(t) e i λ t dt,

where R(t) L 2 ( μ + (π), μ + (π)). Now, take

ζ(λ):= μ + ( π ) μ + ( π ) R(t) e i λ t dt.

It is clear from [19] (p.66) that { ζ n }={ζ( λ n )} l 2 . By virtue of this we have η ˜ n l 2 (see [20, 21]). Therefore, as

η n = η ˜ n λ n 0 + ϵ n ,

the validity of η n l 2 can be seen directly. Lemma is proved. □

5 Expansion formula

Assume that λ 2 is not a spectrum point of operator A. Then, there exists resolvent operator R λ 2 (A)= ( A λ 2 I ) 1 . Let us find the expression of the operator R λ 2 (A).

Lemma 8 The resolvent R λ 2 (A) is the integral operator with the kernel

G(x,t;λ)= 1 Δ ( λ ) { φ ( t , λ ) ψ ( x , λ ) , t x , ψ ( t , λ ) φ ( x , λ ) , t x .
(19)

Proof To construct the resolvent operator of A, we need to solve the boundary value problem

y +q(x)y= λ 2 ρ(x)y+ρ(x)f(x),
(20)
y(0)=0,
(21)
λ 2 [ β 1 y ( π ) + β 2 y ( π ) ] + α 1 y(π)+ α 2 y (π)= f 2 ,
(22)

where f(x)D(A). By applying the method of variation of constants, we seek the solution of the problem (20)-(22) in the following form

y(x,λ)= c 1 (x,λ)ψ(x,λ)+ c 2 (x,λ)φ(x,λ),
(23)

and we get the coefficients c 1 (x,λ) and c 2 (x,λ) as

c 1 (x,λ)= c 1 (0,λ) 1 Δ ( λ ) 0 x φ(t,λ)f(t)ρ(t)dt,
(24)
c 2 (x,λ)= 1 Δ ( λ ) x π ψ(t,λ)f(t)ρ(t)dt+ c 2 (π,λ).
(25)

Substituting (24) and (25) into (23) and taking into account the boundary conditions (21) and (22), we have

y(x,λ)= 0 π G(x,t;λ)f(t)ρ(t)dt f 2 Δ ( λ ) φ(x,λ),
(26)

where G(x,t;λ) is as in (19). □

Theorem 9 The eigenfunctions φ ( x , λ n ) n 1 of the boundary value problem (1)-(3) form a complete system in L 2 , ρ (0,π)C.

Proof With the help of (9) and (11), we can write

ψ(x, λ n )= Δ ˙ ( λ n ) 2 λ n γ n φ(x, λ n ).
(27)

Using (19) and (26), we get

Res λ = λ n y(x,λ)= 1 2 λ n γ n φ(x, λ n ) { 0 π φ ( t , λ n ) f ( t ) ρ ( t ) d t + f 2 k n } .
(28)

Now, let f(x) L 2 , ρ (0,π)C and assume

( φ ( x , λ n ) , f ( x ) ) = 0 π φ(x, λ n ) f 1 ( x ) ¯ ρ(x)dx+ f 2 ( β 1 φ ( π , λ n ) + β 2 φ ( π , λ n ) ) χ =0.
(29)

Then from (28), we have Res λ = λ n y(x,λ)=0. Consequently, for fixed x[0,π] the function y(x,λ) is entire with respect to λ.

Let us denote that

G δ := { λ : | λ λ n 0 | δ , n = 0 , 1 , 2 , } ,

where δ is a sufficiently small positive number. (16) is valid from Theorem 12.4 in [22] for λ G δ .

On the other hand, we can say from Lemma 1.3.1 in [19] that for every f(x) L 1 (0,π), the following relation holds

lim | λ | max 0 x π { e | Im λ | x | 0 x f ( t ) cos λ t d t | } = lim | λ | max 0 x π { e | Im λ | x | 0 x f ( t ) sin λ t d t | } = 0 .
(30)

Also, for |λ|, the relations below hold

φ(x,λ)=O ( 1 | λ | e | Im λ | μ + ( x ) ) ,
(31)
φ (x,λ)= φ 0 (x,λ)+O ( 1 | λ | e | Im λ | μ + ( x ) ) =O ( e | Im λ | μ + ( x ) ) ,
(32)
ψ(x,λ)=O ( 1 | λ | e | Im λ | ( μ + ( π ) μ + ( x ) ) ) ,
(33)
ψ (x,λ)= ψ 0 (x,λ)O ( 1 | λ | e | Im λ | ( μ + ( π ) μ + ( x ) ) ) =O ( e | Im λ | ( μ + ( π ) μ + ( x ) ) ) .
(34)

From the estimates (31)-(34), it is obvious that

|Δ(λ)| C δ 1 | λ | e | Im λ | μ + ( π ) ,λ G δ .
(35)

From (26), it follows that for fixed δ>0 and sufficiently large λ >0, we have

|y(x,λ)| C δ | λ | ,λ G δ ,|λ| λ .

Using maximum principle for module of analytic functions and Liouville theorem, we get y(x,λ)0. From this and the expression of the boundary value problem (20)-(22), we obtain that f(x)0 a.e. on [0,π]. Thus, we reach the completeness of the eigenfunctions φ(x, λ n ) in L 2 , ρ (0,π)C. □

Theorem 10 If f(x)D(A), then the expansion formula

f(x)= n = 1 a n φ(x, λ n )
(36)

is valid, where

a n = 1 2 γ n 0 π φ(t, λ n )f(t)ρ(t)dt,

and the series converges uniformly with respect to x[0,π]. For f(x) L 2 , ρ (0,π), the series converges in L 2 , ρ (0,π), moreover, the Parseval equality holds

0 π |f(x) | 2 ρ(x)dx= n = 1 γ n | a n | 2 .

Proof Since φ(x,λ) and ψ(x,λ) are the solutions of the boundary value problem (1)-(3), we have

y ( x , λ ) = 1 λ 2 Δ ( λ ) { ψ ( x , λ ) 0 x [ φ ( t , λ ) + q ( t ) φ ( t , λ ) ] f ( t ) d t } 1 λ 2 Δ ( λ ) { φ ( x , λ ) x π [ ψ ( t , λ ) + q ( t ) ψ ( t , λ ) ] f ( t ) d t } f 2 Δ ( λ ) φ ( x , λ ) .
(37)

Integrating by parts and taking into account the boundary conditions (2), (3), we obtain

y(x,λ)= 1 λ 2 f(x) 1 λ 2 { Z 1 ( x , λ ) + Z 2 ( x , λ ) } f 2 Δ ( λ ) φ(x,λ),
(38)

where

Z 1 ( x , λ ) = 1 Δ ( λ ) { ψ ( x , λ ) 0 x φ ( t , λ ) g ( t ) d t + φ ( x , λ ) x π ψ ( t , λ ) g ( t ) d t } , Z 2 ( x , λ ) = 1 Δ ( λ ) { ψ ( x , λ ) 0 x φ ( t , λ ) q ( t ) f ( t ) d t } Z 2 ( x , λ ) = + 1 Δ ( λ ) { φ ( x , λ ) x π ψ ( t , λ ) q ( t ) f ( t ) d t + φ ( x , λ ) ψ ( π , λ ) f ( π ) } ,

as g(t)= f (t). Let us consider the following contour integral

I n (x)= 1 2 π i Γ n λy(x,λ)dλ,

where Γ n ={λ:|λ|=| λ n 0 |+ τ 2 } is a contour oriented counter-clockwise, and n is a sufficiently large natural number. With the help of Residue theorem, we get

I n (x)=2 n = 1 Res λ = λ n [ λ y ( x , λ ) ] = n = 1 a n φ(x, λ n )+ n = 1 λ f 2 Δ ˙ ( λ n ) φ(x, λ n ),
(39)

where

a n = 1 γ n 0 π φ(t, λ n )f(t)ρ(t)dt.

On the other hand, taking into account (38), we have

I n (x)=f(x)+ 1 2 π i Γ n ( Z 1 ( x , λ ) + Z 2 ( x , λ ) ) dλ.
(40)

Comparing (39) and (40), we obtain

n = 1 a n φ(x, λ n )+ n = 1 λ f 2 Δ ˙ ( λ n ) φ(x, λ n )=f(x)+ ϵ n (x),

where

ϵ n (x)= 1 2 π i Γ n ( Z 1 ( x , λ ) + Z 2 ( x , λ ) ) dλ.

Thus, we obtain

f(x)= n = 1 1 γ n φ(x, λ n ) { 0 π φ ( t , λ n ) f ( t ) ρ ( t ) d t } + ϵ n (x).
(41)

Now, let us show that

lim n max x [ 0 , π ] | ϵ n (x)|=0.
(42)

From estimates (31)-(34) of solutions φ(x,λ), ψ(x,λ) and the inequality (35) for the function Δ(λ), it follows, for fixed δ>0 and sufficiently large λ >0

max x [ 0 , π ] | Z 2 (x,λ)| C 2 | λ | ,λ G δ ,|λ| λ .
(43)

Let us show that lim | λ | max 0 x π | Z 1 (x,λ)|=0. If we suppose that g(t)AC[0,π], and by then integrate by parts the expression of Z 1 (x,λ), we obtain

Z 1 (x,λ)= 1 Δ ( λ ) { ψ ( x , λ ) 0 x φ ( t , λ ) g ( t ) d t + φ ( x , λ ) x π ψ ( t , λ ) g ( t ) d t } .

Hence, similar to Z 2 (x,λ), we have

max x [ 0 , π ] | Z 1 (x,λ)| C 1 | λ | ,λ G δ ,|λ| λ .
(44)

In general case, let us take an arbitrary fixed number ϵ>0 and assume that g ϵ (t)AC[0,π], such that 0 π |g(t) g ϵ (t)|dt<ϵ. Then we can find a λ that for λ G δ and |λ|> λ . Also, using the equation below,

Z 1 ( x , λ ) = 1 Δ ( λ ) { ψ ( x , λ ) 0 x ( g ( t ) g ϵ ( t ) ) φ ( t , λ ) d t } + 1 Δ ( λ ) { φ ( x , λ ) x π ( g ( t ) g ϵ ( t ) ) ψ ( t , λ ) d t } + 1 Δ ( λ ) { ψ ( x , λ ) 0 x ( g ϵ ( t ) ) φ ( t , λ ) d t + φ ( x , λ ) x π ( g ϵ ( t ) ) ψ ( t , λ ) d t } ,

and with the help of the estimates of functions φ(x,λ), ψ(x,λ) and Δ(λ), we get

max x [ 0 , π ] | Z 1 (x,λ)|C 0 π |g(t) g ϵ (t)|dt+ C ˜ ( ϵ ) | λ | <Cϵ+ C ˜ ( ϵ ) | λ | ,

as λ G δ , |λ| λ . Hence we have

lim ¯ | λ | max| Z 1 (x,λ)|Cϵ(λ G δ ).

From the arbitrariness of ϵ, we reach

lim | λ | max x [ 0 , π ] | Z 1 (x,λ)|=0,λ G δ .
(45)

The validity of (42) can be easily seen from (43) and (44). Thus, we obtain

f(x)= n = 1 1 γ n φ(x, λ n ) { 0 π φ ( t , λ n ) f ( t ) ρ ( t ) d t } .

If we take

a n = 1 γ n 0 π φ(t, λ n )f(t)ρ(t)dt,

the last equation gives us the expansion formula

f(x)= n = 1 a n φ(x, λ n ).

Since the system of φ ( x , λ n ) n 1 is complete and orthogonal in L 2 , ρ (0,π)C, the Parseval equality

0 π |f(x) | 2 ρ(x)dx= n = 1 γ n | a n | 2

holds. Extension of the Parseval equality to an arbitrary vector-function of the class L 2 (a,b) can be carried out by usual methods. □

6 Weyl solution, Weyl function

Let Φ(x,λ) be the solution of equation (1) that satisfies the conditions

Φ ( 0 , λ ) = 1 , λ 2 [ β 1 Φ ( π , λ ) + β 2 Φ ( π , λ ) ] + α 1 Φ ( π , λ ) + α 2 Φ ( π , λ ) = 0 .

Denote by c(x,λ) the solution of equation (1), which satisfies the initial conditions c(0,λ)=1, c (0,λ)=0. Then the solution ψ(x,λ) can be represented as follows

ψ(x,λ)= ψ (0,λ)φ(x,λ)Δ(λ)c(x,λ)

or

ψ ( x , λ ) Δ ( λ ) =c(x,λ) ψ ( 0 , λ ) Δ ( λ ) φ(x,λ).
(46)

Denote

M(λ):= ψ ( 0 , λ ) Δ ( λ ) .
(47)

It is clear that

Φ(x,λ)=c(x,λ)+M(λ)φ(x,λ).
(48)

The functions Φ(x,λ) and M(λ)= Φ (0,λ) are respectively called the Weyl solution and the Weyl function of the boundary value problem (1)-(3). The Weyl function is a meromorphic function having simple poles at points λ n eigenvalues of boundary value problem (1)-(3). Relations (46), (48) yield

Φ(x,λ)= ψ ( x , λ ) Δ ( λ ) .
(49)

It can be shown that

Φ ( x , λ ) , φ ( x , λ ) 1.
(50)

Let us take into consideration a boundary value problem with the coefficient q ˜ (x) similar to (1)-(3) and assume that if an element α belongs to boundary value problem (1)-(3), then α ˜ belongs to one with q ˜ (x).

Validity of the equation below can be shown analogously to [8]

M(λ)=M(0)+ n = 1 λ 2 γ n λ n 2 ( λ 2 λ n 2 ) .
(51)

Theorem 11 The boundary value problem (1)-(3) is identically denoted by the Weyl function M(λ). (If M(λ)= M ˜ (λ), then q(x)= q ˜ (x).)

Proof Let us identify the matrix P(x,λ)= [ P j k ( x , λ ) ] j , k = 1 , 2 as

P(x,λ)( φ ˜ ( x , λ ) Φ ˜ ( x , λ ) φ ˜ ( x , λ ) Φ ˜ ( x , λ ) )=( φ ( x , λ ) Φ ( x , λ ) φ ( x , λ ) Φ ( x , λ ) ).
(52)

From (50) and (52), we have

φ ( x , λ ) = P 11 ( x , λ ) φ ˜ ( x , λ ) + P 12 ( x , λ ) φ ˜ ( x , λ ) , Φ ( x , λ ) = P 11 ( x , λ ) Φ ˜ ( x , λ ) + P 12 ( x , λ ) Φ ˜ ( x , λ ) ,
(53)

or

P 11 ( x , λ ) = φ ˜ ( x , λ ) Φ ( x , λ ) φ ( x , λ ) Φ ˜ ( x , λ ) , P 12 ( x , λ ) = φ ( x , λ ) Φ ˜ ( x , λ ) φ ˜ ( x , λ ) Φ ( x , λ ) .
(54)

Taking equation (49) into consideration in (54), we get

P 11 ( x , λ ) = 1 + 1 Δ ( λ ) ψ ( x , λ ) ( φ ( x , λ ) φ ˜ ( x , λ ) ) + 1 Δ ( λ ) φ ( x , λ ) ( ψ ˜ ( x , λ ) ψ ( x , λ ) ) , P 12 ( x , λ ) = 1 Δ ( λ ) ( φ ( x , λ ) ψ ˜ ( x , λ ) + φ ˜ ( x , λ ) ψ ( x , λ ) ) .
(55)

Now, from the estimates

| φ (x,λ) φ ˜ (x,λ)|=O ( 1 | λ | e | Im λ | μ + ( x ) ) ,|λ|,

and

| ψ (x,λ) ψ ˜ (x,λ)|=O ( 1 | λ | e | Im λ | ( μ + ( π ) μ + ( x ) ) ) ,|λ|,

we have from equation (55)

lim | λ | max 0 x π | P 11 (x,λ)1|= lim | λ | max 0 x π | P 12 (x,λ)|=0
(56)

for λ G δ . Now, if we take consideration equation (48) into (53), we get

P 11 ( x , λ ) = φ ˜ ( x , λ ) c ( x , λ ) φ ( x , λ ) c ˜ ( x , λ ) + φ ˜ ( x , λ ) φ ( x , λ ) [ M ( λ ) M ˜ ( λ ) ] , P 12 ( x , λ ) = φ ( x , λ ) c ˜ ( x , λ ) φ ˜ ( x , λ ) c ( x , λ ) + φ ( x , λ ) φ ˜ ( x , λ ) [ M ˜ ( λ ) M ( λ ) ] .

Therefore, if M(λ)= M ˜ (λ), then P 11 (x,λ) and P 12 (x,λ) are entire functions for every fixed x. It can easily be seen from equation (56) that P 11 (x,λ)=1 and P 12 (x,λ)=0. Consequently, we get φ(x,λ) φ ˜ (x,λ) and Φ(x,λ) Φ ˜ (x,λ) for every x and λ. Hence, we arrive at q(x) q ˜ (x). □

Theorem 12 The spectral data identically define the boundary value problem (1)-(3).

Proof From (51), it is clear that the function M(λ) can be constructed by λ n . Since λ n = λ ˜ n for every nN, from Theorem 10, we can say that M(λ)= M ˜ (λ). Then from Theorem 11, it is obvious that A= A ˜ . □