Orthogonal functions satisfying a second-order differential equation. (Q1874166)

The authors consider second-order linear differential equations of the form \[ \alpha(x) y''+ \beta(x)y'+ [\sigma(x)+ \lambda_n\tau(x)] y= f_n(x),\quad n= 0,1,\dots,\tag{\(*\)} \] where \(\alpha(x)\), \(\beta(x)\), \(\sigma(x)\) and \(f_n(x)\) are real-valued functions on the real axis while \(\lambda_n\) stand for the eigenvalue parameters. Their main aim is to give a necessary and sufficient condition in order for a sequence of solutions to \((*)\), say \(\{\varphi_n\}^\infty_{n=0}\), to constitute a system of orthogonal functions with respect to certain weight distribution \(w(x)\) to be determined. They give also a method to find an explicit expression of \(w(x)\). Furthermore, a necessary and sufficient condition for the sequence \(\{(p\varphi_n)'\}^\infty_{n=0}\) to be orthogonal with respect to certain weight distribution (may be different from \(w\)) is also derived. Here \(p(x)\) stands for a given function. The results are stated in six theorems and two corollaries. The paper involves also six examples which clarify the applications of the theorems.