Consider the Sturm-Liouville operator \[ \mathcal {L} u=\frac {1}{w(x)}\{-(p(x)u')'+q(x)u\} \] where \(p(x)>0\), \(w(x)>0\) and \(1/p(x)\), \(q(x)\) and \(w(x)\) are locally Lebesgue integrable on an arbitrary interval \(I\) (open or closed, bounded or unbounded).
- Define what is meant by a solution of \(\mathcal {L} u=\lambda u\) on \(I\).
- Show that the initial value problem for the differential equation \(\mathcal {L} u=\lambda u\) on \(I\) with \(u(x_0)=c_1\), \((pu')(x_0)=c_2\) at \(x_0\in I\) is equivalent to an integral equation for the vector \((u_1,u_2)=(u,pu')\). Prove the equivalence.