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Sturm-Liouville problem

A boundary value problem of the form d/dx[p(x)y'] + q(x)y + lambda*sigma(x)y = 0 together with boundary conditions, whose nontrivial solutions exist only for special values of lambda.

A (regular) Sturm-Liouville problem on [a,b] consists of the equation \dfrac{d}{dx}\big[p(x)y'\big]+q(x)y+\lambda\sigma(x)y=0, with p,p',q,\sigma continuous, p(x)>0 and \sigma(x)>0 on [a,b], together with a pair of separated boundary conditions -- one at a, one at b, each a linear combination of y and y' there. A nontrivial solution y exists only for specific values of \lambda, called eigenvalues, each with a corresponding eigenfunction.

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