Abstract

This paper gives sufficient and necessary conditions for the classification of Sturm-Liouville differential equations with complex coefficients given by Brown et al. These conditions involve weighted Sobolev subspaces and the asymptotic behavior of elements in the maximal domain. The results of the present paper generalize the corresponding results for formally symmetric Sturm-Liouville differential equations to non-self-adjoint cases.

1. Introduction

Consider the Sturm-Liouville differential expression 𝜏𝑦=𝑤1𝑝𝑦[+𝑞𝑦=𝜆𝑦on𝑎,𝑏),(1.1) where 𝑝,𝑞 are both complex valued, 𝑤(𝑥) is a positive weight function, <𝑎<𝑏+, and 𝜆 is the so-called spectral parameter. We call 𝜏 a formally symmetric differential expression if 𝑝,𝑞 are both real valued; otherwise 𝜏 is called formally nonsymmetric. In all cases, we call 𝜏 a formally differential expression or operator.

Let 𝐿2𝑤 denote the Hilbert space 𝐿2𝑤[=𝑦ismeasurable𝑎,𝑏)𝑏𝑎||||𝑤(𝑥)𝑦(𝑥)2d𝑥<(1.2) with inner product 𝑦,𝑧=𝑏𝑎𝑧(𝑥)𝑤(𝑥)𝑦(𝑥)d𝑥 and the norm 𝑦2=𝑦,𝑦 for 𝑦,𝑧𝐿2𝑤. We call a solution 𝑦 of (1.1) an 𝐿2𝑤-solution or square integrable solution if 𝑦𝐿2𝑤. Set 𝒟(𝜏)=𝑦𝐿2𝑤𝑦,𝑝𝑦ACloc,𝜏𝑦𝐿2𝑤,(1.3) where ACloc=ACloc([𝑎,𝑏),) is the set of complex valued functions that are absolutely continuous on each compact subinterval of [𝑎,𝑏). We call 𝒟(𝜏) the natural (or maximal) domain associated with the formally differential operator 𝜏.

The aim of the present paper is to study the asymptotic behavior of elements of 𝒟(𝜏). This is closely related to the classification of (1.1) according to the number of square integrable solutions of (1.1) in suitable weighted integrable spaces. The study of this problem has a long history started with the pioneering work of Weyl in 1910 [1]. When 𝑝(𝑥) and 𝑞(𝑥) are all real valued, Weyl classified (1.1) into the limit point and limit circle cases in the geometric point of view by introducing the 𝑚(𝜆)-functions, where we say that 𝜏 or (1.1) is in the limit point case at 𝑏 if there exists exactly one 𝐿2𝑤-solution (up to constant multiple) for 𝜆 with Im𝜆0 and is in the limit circle case if all solutions belong to 𝐿2𝑤 for 𝜆 with Im𝜆0. This work has been greatly developed and generalized to formally symmetric higher-order differential equations and Hamiltonian differential systems. For this line, the reader is referred to [210] and references therein.

The same problem was also studied by Sims in 1957 for the case where 𝑞(𝑥) is complex valued [11]. He considered the case where 𝑝(𝑥)=𝑤(𝑥)1 and Im𝑞(𝑥) is semibounded and classified (1.1) into three cases. Recently, this work has been extensively generalized by Brown et al. [12] under mild assumptions on weighted function 𝑤(𝑥) and the complex valued coefficients 𝑝(𝑥), 𝑞(𝑥). They proved that there exist three distinct possible cases for (1.1).

For formally symmetric 𝜏, it is well known (see [13, 14]) that (1.1) is in the limit point case at 𝑏 if and only if 𝑦𝑝(𝑥)2(𝑥)𝑦1(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥𝑏(1.4) for 𝑦1,𝑦2𝒟(𝜏). This kind of characterization (1.4) plays an important role in spectral theory of differential operators since (1.4) gives a natural boundary condition of functions in 𝒟(𝜏) at the end point 𝑏. In this case every self-adjoint extension associated with the differential expression needs not a boundary condition at 𝑏. The analogues of the result (1.4) are also valid for both formally symmetric higher-order differential equations and Hamiltonian differential systems (see, e.g. [4, 5, 7, 8, 15, 16]). By using the asymptotic behavior of elements in 𝒟(𝜏), the further classification of the limit point case into the strong limit point case and the weak limit point case for high-order scalar differential equations was given by Everitt et al. in [1719] and further studied in [14, 20]. It was generalized to Hamiltonian differential systems by Qi and Chen [21] and well studied in [22]. For real valued functions 𝑝(𝑥) and 𝑞(𝑥), we say that (1.1) is in the strong limit point case at the end point 𝑏 if, for 𝑦1,𝑦2𝒟(𝜏), 𝑝(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥𝑏.(1.5)

In the present paper, we attempt to set up the analogues of the results (1.4) and (1.5) for (1.1) with complex valued coefficients 𝑝 and 𝑞. In the classification of Brown et al. in [12], Cases II and III depend on the admissible rotation angles (see Theorem 2.1). The exact dependence is set up in Theorem 2.5. We find that the asymptotic behavior of elements in 𝒟(𝜏) also depends on the admissible rotation angles. So we first study the properties of the admissible angle set 𝐸 (defined in (2.10)) and prove that 𝐸 either contains a single point or is an interval. See Lemma 3.1. Then we introduce a pencil of Hamiltonian differential expressions with a new spectral parameter corresponding to (1.1) and set up the relationship between classifications of Hamiltonian differential expressions and (1.1). See Lemma 4.3. Applying the results mentioned in (1.4) and (1.5), we obtain sufficient and necessary conditions for Cases I and II involving weighted Sobolev spaces and the asymptotic behavior of elements in 𝒟(𝜏). See Theorems 4.1 and 4.11. The main results of the present paper cover the result (1.4) (see Remark 4.2) and indicate that (1.4) means (1.5) when 𝐸 has more than one point; see Corollary 4.9.

Following this section, Section 2 gives some preliminary knowledge for (1.1) with complex valued coefficients, and Section 3 presents properties of the admissible rotation angle set 𝐸. The main results are given in Section 4.

2. Preliminary Knowledge

Throughout this paper, we always assume that(i)𝑝(𝑥)0, 𝑤(𝑥)>0 a.e. on [𝑎,𝑏) and 1/𝑝,𝑞,𝑤 are all locally integrable on [𝑎,𝑏),(ii)𝑝 and 𝑞 are complex valued, and Ω=co𝑞(𝑥)[𝑤(𝑥)+𝑟𝑝(𝑥)𝑟>0,𝑥𝑎,𝑏),(2.1) where co denotes the closed convex hull (i.e., the smallest closed convex set containing the exhibited set). Then, for each point on the boundary 𝜕Ω, there exists a line through this point such that every point of Ω either lies in the same side of this line or is on it. That is, there exists a supporting line through this point. Let 𝐾 be a point on 𝜕Ω. Denote by 𝐿 an arbitrary supporting line touching Ω at 𝐾, which may be the tangent to Ω at 𝐾 if it exists. We then perform a transformation of the complex plane 𝑧𝑧𝐾 and a rotation through an appropriate angle 𝜃 so that the image of 𝐿 coincides with the imaginary axis now and the set Ω is contained in the new right nonnegative half-plane.

For this purpose we introduce the set 𝑆 defined by 𝑆=(𝜃,𝐾)𝐾Ω𝑒,Re𝑖𝜃(𝜇𝐾)0𝜇Ω,(2.2) where Ω is the interior of Ω, and define the corresponding half-plane Λ𝜃,𝐾=𝑒𝜇Re𝑖𝜃(𝜇𝐾)<0.(2.3) Then, Λ𝜃,𝐾Ω. From the definition of 𝑆, for all 𝑥[𝑎,𝑏) and 0<𝑟<, 𝑒Re𝑖𝜃𝑞(𝑥)𝑤(𝑥)+𝑟𝑝(𝑥)𝐾0.(2.4)

The definition of 𝑆 is different from the corresponding one given by Brown et al. [12], but they are equivalent in describing square integrable solutions.

Besides, for (𝜃,𝐾)𝑆𝑒Re𝑖𝜃||||𝑒(𝜇𝐾)0cos(𝜃+𝛾)0where𝜇𝐾=𝜇𝐾𝑖𝛾.(2.5)

Using a nesting circle method based on that of both Weyl [1] and Sims, Brown et al. [12] divided (1.1) into three cases with respect to the corresponding half-planes Λ𝜃,𝐾 as follows. The uniqueness referred to in the theorem and the following sections is only up to constant multiple.

Theorem 2.1 (cf. [12, Theorem  2.1]). Given a (𝜃,𝐾)𝑆, the following three distinct cases are possible. Case I. For all 𝜆Λ𝜃,𝐾, equation (1.1) has unique solution 𝑦 satisfying 𝑏𝑎𝑒Re𝑖𝜃𝑝||𝑦||2𝑒+Re𝑖𝜃||𝑦||(𝑞𝐾𝑤)2+𝑏𝑎𝑤||𝑦||2<(2.6) and this is the only solution satisfying 𝑦𝐿2𝑤.Case II. For all 𝜆Λ𝜃,𝐾, all solutions of (1.1) belong to 𝐿2𝑤, and there exists unique solution of (1.1) satisfying (2.6).Case III. For all 𝜆Λ𝜃,𝐾, all solutions of (1.1) satisfy (2.6).

Since every Λ𝜃,𝐾 is a half-plane, it holds that Λ𝜃1,𝐾1Λ𝜃2,𝐾2(2.7) for (𝜃𝑗,𝐾𝑗)𝑆, 𝑗=1,2, with 𝜃1𝜃2 (mod𝜋). Note that (2.4) implies that, for 0<𝑟< and 𝑥[𝑎,𝑏), 𝑒Re𝑖𝜃𝑞(𝑥)𝐾𝑟𝑤(𝑥)+𝑝(𝑥)𝑟0.(2.8) Letting 𝑟0 and 𝑟 in (2.4) and (2.8), respectively, we have the following.

Lemma 2.2. For every (𝜃,𝐾)𝑆 and 𝜆Λ𝜃,𝐾, there exists 𝛿𝜆(𝜃)>0 such that 𝑒Re𝑖𝜃𝑒(𝑞𝐾𝑤)0,Re𝑖𝜃(𝑞𝜆𝑤)𝛿𝜆𝑒(𝜃)𝑤,Re𝑖𝜃𝑝0(2.9) on [𝑎,𝑏).

Using variation of parameters method, we can verify that, if all solutions of (1.1) belong to 𝐿2𝑤 for some 𝜆0, then it is true for all 𝜆. This also means the following.

Lemma 2.3. If there exists a (𝜃0,𝐾0)𝑆 such that (1.1) is in Case I with respect to (with respect to for short) Λ𝜃0,𝐾0, then (1.1) is in Case I with respect to Λ𝜃,𝐾 for every (𝜃,𝐾)𝑆.

This indicates that Case I is independent of the choice of (𝜃,𝐾)𝑆. But Cases II and III depend on the choice of (𝜃,𝐾)𝑆 in general, that is, there may exist (𝜃1,𝐾1),(𝜃2,𝐾2)𝑆 such that (1.1) is in Case II with respect to Λ𝜃1,𝐾1 and is in Case III with respect to Λ𝜃2,𝐾2. In order to make clear the dependence, we introduce the admissible angle set 𝐸 defined by 𝐸={𝜃𝐾Ω,(𝜃,𝐾)𝑆}.(2.10)

Remark 2.4. For given 𝜃𝐸, there exist many 𝐾 such that (𝜃,𝐾)𝑆. In fact, if 𝜃0𝐸 with (𝜃0,𝐾0)𝑆 for some 𝐾0Ω, then for all 𝐾𝐿0, (𝜃0,𝐾)𝑆𝐿0=𝑒𝜆Re𝑖𝜃0𝜆𝐾0=0.(2.11)

The exact dependence of Cases II and III on (𝜃,𝐾) can be given with the similar proof in [23, Theorem  2.1].

Theorem 2.5 (cf. [23, Theorem  2.1]). If there exists a (𝜃0,𝐾0)𝑆 such that (1.1) is in Case II with respect to Λ𝜃0,𝐾0, then (1.1) is in Case II with respect to Λ𝜃,𝐾 for all (𝜃,𝐾)𝑆 except for at most one 𝜃1𝐸(mod𝜋) such that (1.1) is in Case III with respect to Λ𝜃1,𝐾1.

Remark 2.6. Theorem 2.5 means that, if there exist 𝜃𝑗𝐸, 𝑗=1,2, such that 𝜃1𝜃2 (mod𝜋) and (1.1) is in Case III with respect to Λ𝜃𝑗,𝐾𝑗 for 𝑗=1,2, then (1.1) is in Case III with respect to Λ𝜃,𝐾 for all (𝜃,𝐾)𝑆.

3. Properties of the Angel Set 𝐸

This section gives some properties of the set 𝐸, which will be used in the proof of our main results in Section 4. In what follows, we say that 𝐸 has more than one point if there exist 𝜃1,𝜃2𝐸 with 𝜃1𝜃2 (mod𝜋).

Lemma 3.1. Let 𝐸 be defined as in (2.10). (i)The set 𝐸 is connected in the sense of mod2𝜋. (ii)If 𝐸 has more than one point, then, for every 𝜆Ω, there exist 𝜃1,𝜃2𝐸 with 𝜃1<𝜃2 such that 𝜆Λ𝜃,𝐾 for 𝜃(𝜃1,𝜃2)𝐸.

Proof. (i) Suppose that 𝐸 has more than one point. Let 𝜃1,𝜃2𝐸 with 𝜃1𝜃2 (mod𝜋); then 0<𝜃2𝜃1<𝜋 (mod2𝜋) or 𝜋<𝜃2𝜃1<2𝜋 (mod2𝜋).
If 0<𝜃2𝜃1<𝜋 (mod2𝜋) and (𝜃𝑗,𝐾𝑗)𝑆, 𝑗=1,2, then we claim that [𝜃1,𝜃2]𝐸 (mod2𝜋). Let 𝐿𝑗 be the line similarly defined as 𝐿0 with 𝐾0 and 𝜃0 replaced by 𝐾𝑗 and 𝜃𝑗, 𝑗=1,2. That is, 𝐿𝑗=𝑒𝜆Re𝑖𝜃𝑗𝜆𝐾𝑗=0,𝐾𝑗Ω,𝑗=1,2.(3.1) Let 𝐾 be the intersection point of 𝐿1 and 𝐿2. Set ||||𝑒𝜇𝐾=𝜇𝐾𝑖𝛾(𝜇,𝐾),𝜇Ω.(3.2) It follows from (2.5) that 𝛾cos(𝜇,𝐾)+𝜃𝑗0,𝜇Ω,𝑗=1,2.(3.3)
By 0<𝜃2𝜃1<𝜋 (mod2𝜋) and (3.3), we can get cos(𝛾(𝜇,𝐾)+𝜃)0 for 𝜃[𝜃1,𝜃2] (mod2𝜋) on Ω, which means (𝜃,𝐾)𝑆 and 𝜃𝐸.
According to the similar method, we can verify that, if 𝜋<𝜃2𝜃1<2𝜋 (mod2𝜋) and (𝜃𝑗,𝐾𝑗)𝑆, 𝑗=1,2, then [0,𝜃1][𝜃2,2𝜋]𝐸 (mod2𝜋), that is, [𝜃2,𝜃1]𝐸 (mod2𝜋).
(ii) For 𝜆0Ω, choose (𝜃1,𝐾1)𝑆 and 𝛿0>0 such that 𝜆0Λ𝜃1,𝐾1 and 𝑒Re𝑖𝜃1𝐾1𝜆0=𝛿0>0.(3.4) Since 𝐸 has more than one point, we can choose 𝜃2𝐸 with 𝜃2𝜃1 (mod𝜋). Without loss of generality, we suppose that 0<𝜃2𝜃1<𝜋 (mod2𝜋). Let 𝐾 be defined as in the proof of (i).
If 𝜆0Λ𝜃1,𝐾Λ𝜃2,𝐾, then it follows from (2.3) that cos𝛾+𝜃𝑗<0,𝑗=1,2,where𝜆0||𝜆𝐾=0||𝑒𝐾𝑖𝛾.(3.5) By 0<𝜃2𝜃1<𝜋 (mod2𝜋) and (3.5), we can get cos(𝛾+𝜃)<0 for 𝜃[𝜃1,𝜃2] (mod2𝜋), which means 𝜆0Λ𝜃,𝐾 for 𝜃[𝜃1,𝜃2].
Suppose that 𝜆0Λ𝜃2,𝐾. Let 𝜆1𝐿1 be the unique point such that 𝛿0=dist(𝜆0,𝐿1)=dist(𝜆1,𝜆0). Let 𝛼=arctan|𝜆0𝜆1|/2|𝐾𝜆1|; then 𝛼+𝜃1(𝜃1,𝜃2)𝐸 by 𝜆0Λ𝜃2,𝐾, and 𝜆0Λ𝛼+𝜃1,𝐾 by the definition of 𝛼 (see Figure 1).
So, we can get that 𝜆0Λ𝜃,𝐾 for 𝜃[𝜃1,𝜃1+𝛼] by 𝜆0Λ𝜃1,𝐾Λ𝜃1+𝛼,𝐾, and the lemma is proved.

4. Asymptotic Behavior

In this section, we will give asymptotic behavior of elements in the natural domain of the formally differential operator 𝜏 defined on the interval [0,) with 0 being a regular end point and + being implicitly a singular end point. All results in this section can be stated for any singular end point, left or right on an arbitrary interval (𝑎,𝑏), where 𝑎<𝑏+. Recall that (1.1) on (𝑎,𝑏) is said to be regular at 𝑎 if 1/𝑝, 𝑞 and 𝑤 are integrable on (𝑎,𝑐) for some (and hence any) 𝑐(𝑎,𝑏) and singular at 𝑎 otherwise; the regularity and singularity at 𝑏 are defined similarly (cf. [24]). Note that the regularity (resp., singularity) of an end point is solely determined by the integrability (resp., nonintegrability) of the coefficients in (1.1) at the end point, not the finiteness (resp., infiniteness) of the end point, as already remarked by Atkinson at the end of [13, Section  9.1]. See also [10, Theorem 2.3.1]. Recall the definition of 𝒟(𝜏) in (1.3). We also define 𝒟𝜏=𝑦𝐿2𝑤𝑦,𝑝𝑦ACloc,𝜏𝑦𝐿2𝑤,(4.1) where 𝜏𝑦=𝑤1𝑝𝑦+[𝑞𝑦on0,).(4.2) The first result of this section is as follows.

Theorem 4.1. (i) 𝜏 is in Case I if and only if for 𝑦1,𝑦2𝒟(𝜏) and 𝜃𝐸𝑝(𝑥)𝑦2(𝑥)𝑦1(𝑥)+𝑒2𝑖𝜃𝑝(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥.(4.3)
(ii) 𝜏 is in Case I if and only if for 𝑦1𝒟(𝜏),𝑦2𝒟(𝜏)𝑦𝑝(𝑥)2(𝑥)𝑦1(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥.(4.4)

Remark 4.2. Clearly 𝒟(𝜏)=𝒟(𝜏), by the definition of 𝒟(𝜏). It is easy to see that (4.4) is equivalent to 𝑝𝑦(𝑥)2(𝑥)𝑦1(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥(4.5) for 𝑦1,𝑦2𝒟(𝜏).

We will use spectral theory of Hamiltonian differential systems to prove Theorem 4.1, so that we first prepare some known results for the Hamiltonian differential system 𝑢=𝐴𝑢+𝐵𝑣+𝜉𝑊2𝑣,𝑣=𝐶𝑢𝐴𝑣𝜉𝑊1[𝑢,on0,),(4.6) where 𝑢,𝑣 are 𝑛 valued functions, 𝑢𝑇 is the transpose of 𝑢, 𝐴,𝐵,𝐶,𝑊1, and 𝑊2 are locally integrable, complex valued 𝑛×𝑛 matrices on [0,), 𝐵,𝐶,𝑊1, and 𝑊2 are Hermit matrices and 𝑊1(𝑡)>0,𝑊2(𝑡)0 on [0,), and 𝜉 is the spectral parameter. Assume that the definiteness condition (see, e.g., [13, Chapter  9, page 253]) holds: 0𝑦𝑊𝑦>0foreachnontrivialsolution𝑦of(4.6),(4.7) where 𝑊=diag(𝑊1,𝑊2). Let 𝐿2𝑊=𝐿2𝑊[0,) denote the space of Lebesgue measurable 2𝑛-dimensional functions 𝑓 satisfying 0𝑓(𝑠)𝑊(𝑠)𝑓(𝑠)𝑑𝑠<. We say that (4.6) is in the limit point case at infinity if there exists exactly 𝑛's solutions of (4.6) belonging to 𝐿2𝑊 for 𝜉 with Im𝜉0.

Let 𝒟 be the maximal domain associated with (4.6), that is, (𝑢𝑇,𝑣𝑇)𝑇𝒟 if and only if (𝑢𝑇,𝑣𝑇)𝑇ACloc𝐿2𝑊, and there exists an element (𝑓𝑇,𝑔𝑇)𝑇𝐿2𝑊 such that 𝑢=𝐴𝑢+𝐵𝑣+𝜉𝑊2𝑣+𝑊2𝑔,𝑣=𝐶𝑢𝐴𝑣𝜉𝑊1𝑢𝑊1[𝑓,on0,).(4.8) It is well known (cf. [5, 7]) that (4.6) is in the limit point case at infinity if and only if 𝑌1(𝑥)𝐽𝑌2(𝑥)0as𝑥,𝐽=0𝐼𝑛𝐼𝑛0(4.9) for 𝑌1,𝑌2𝒟, and for every 𝜉 with Im𝜉0 there exists a Green function 𝐺(𝑡,𝑠,𝜉) such that, for 𝐹=(𝑓𝑇,𝑔𝑇)𝑇𝐿2𝑊, 𝑢𝑣𝑌==𝑇𝜉𝐹𝐿2𝑊,satises(4.8),(4.10) where (𝑇𝜉𝐹)(𝑥)=0𝐺(𝑥,𝑠,𝜉)𝑊(𝑠)𝐹(𝑠)d𝑠.

Let (𝜃,𝐾)𝑆 and choose 𝜆0Λ𝜃,𝐾. Then from (2.9), one sees that 𝑒Re𝑖𝜃𝑞𝜆0𝜔𝛿0𝑒𝜔>0,Re𝑖𝜃𝑞𝐾0𝑤𝑒0,Re𝑖𝜃𝑝0(4.11) for some 𝛿0>0. Set 𝑟1||(𝑥)=𝑞(𝑥)𝜆0||𝑤(𝑥),𝑞(𝑥)𝜆0𝑤(𝑥)=𝑟1(𝑥)𝑒𝑖𝛼(𝑥),𝛼1𝑟(𝑥)=𝜃+𝛼(𝑥),2(||||𝑥)=𝑝(𝑥),𝑝(𝑥)=𝑟2(𝑥)𝑒𝑖𝛽(𝑥),𝛽1(𝑥)=𝜃+𝛽(𝑥).(4.12) Consider the Hamiltonian differential system (4.6) with 𝑛=1, 𝐴(𝑥)0 and 𝐶(𝑥)=𝑟1(𝑥)sin𝛼1(𝑥),𝑊1(𝑥)=𝑤1(𝑥)=𝑟1(𝑥)cos𝛼1(𝑥),𝐵(𝑥)=sin𝛽1(𝑥)𝑟2(𝑥),𝑊2(𝑥)=𝑤2(𝑥)=cos𝛽1(𝑥)𝑟2(,𝑥)(4.13) that is, the 2-dimensional Hamiltonian differential system 𝐻(𝜃)𝑢=𝐵𝑣+𝜉𝑤2𝑣,𝑣=𝐶𝑢𝜉𝑤1𝑢.(4.14) It follows from (4.11) that 𝑤1𝑒=Re𝑖𝜃𝑞𝜆0𝑤𝛿0𝑤>0,𝑤2=𝑒Re𝑖𝜃𝑝(𝑡)𝑟220,(4.15) and it is easy to verify that the definiteness condition holds for the system (4.14). In fact, 𝑦 is a solution of (1.1) if and only if (𝑢,𝑣)𝑇 is a solution of (4.14) with 𝑢=𝑦,𝑣=𝑖𝑒𝑖𝜃𝑝𝑦.(4.16) This fact immediately yields the following result which is frequently used in the proof of Theorems 4.1 and 4.11.

Lemma 4.3. (i) 𝜏 is in Case I or Case II with respect to (𝜃,𝐾)𝑆 if and only if 𝐻(𝜃) is in the limit point case at .
(ii) 𝜏 is in Case III with respect to (𝜃,𝐾)𝑆 if and only if 𝐻(𝜃) is in the limit circle case at .

Lemma 4.4. If 𝐸 has more than one point, then 𝒟𝜃(𝜏)𝒟𝑠(𝜏) on 𝐸𝑜, the interior of 𝐸, where 𝒟𝜃(𝜏)=𝑦𝒟(𝜏)0𝑒Re𝑖𝜃𝑝||𝑦||2𝑒+Re𝑖𝜃𝑞||𝑦||2,𝒟<𝑠(𝜏)=𝑦𝒟(𝜏)0||𝑝||||𝑦||2+||𝑞||||𝑦||2.<(4.17)

Proof. Let 𝜃1𝐸𝑜 be fixed. There exist 𝜃2,𝜃3𝐸𝑜 such that 𝜃3<𝜃1<𝜃2mod(2𝜋),0<𝜃2𝜃3<𝜋,2mod(2𝜋)3𝑗=1Λ𝜃𝑗,𝐾𝑗(4.18) by Lemma 3.1. Choose 𝜆03𝑗=1Λ𝜃𝑗,𝐾𝑗. Letting 𝛽=𝛽(𝑥) be defined as in (4.12) and solving cos(𝜃1+𝛽) from the equations 𝜃cos𝑗𝜃+𝛽=cos1𝜃+𝛽cos𝑗𝜃1𝜃sin1𝜃+𝛽sin𝑗𝜃1,𝑗=2,3,(4.19) we have that cos(𝜃1+𝛽)=𝐶1cos(𝜃2+𝛽)+𝐶2cos(𝜃3+𝛽) with 𝐶1=𝜃sin1𝜃3𝜃sin2𝜃3>0,𝐶2=𝜃sin2𝜃1𝜃sin2𝜃3>0(4.20) by (4.18). Since 0Re{𝑒𝑖𝜃1𝑝}|𝑦|2< for 𝑦𝒟𝜃1(𝜏), we have that 𝐶10𝑒Re𝑖𝜃2𝑝||𝑦||2+𝐶20𝑒Re𝑖𝜃3𝑝||𝑦||2=0𝑒Re𝑖𝜃1𝑝||𝑦||2<,(4.21) and hence 0Re{𝑒𝑖𝜃2𝑝}|𝑦|2< for 𝑦𝒟𝜃1(𝜏). The same proof as the above with 𝛽 replaced by 𝛼 also proves 0Re{𝑒𝑖𝜃2(𝑞𝜆0𝑤)}|𝑦|2< for 𝑦𝒟𝜃1(𝜏), where 𝛼=𝛼(𝑥) is defined as in (4.12). Therefore, for 𝑦𝒟𝜃1(𝜏), 0𝑒Re𝑖𝜃𝑗𝑝||𝑦||2,0𝑒Re𝑖𝜃𝑗𝑞𝜆0𝑤||𝑦||2<,𝑗=1,2.(4.22) Set 𝑝𝜃=𝑒𝑖𝜃𝑝 and 𝑞𝜃=𝑒𝑖𝜃(𝑞𝜆0𝑤). It follows from sin2𝜃2𝜃1=cos2𝜃2+cos2𝜃12cos𝜃2cos𝜃1𝜃cos1𝜃2cos𝜃2+cos𝜃12(4.23) and (4.15) that 𝑝Re𝜃1+𝑝𝜃2𝜀0||𝑝||𝑞,Re𝜃1+𝑞𝜃2𝜀0||||𝑞𝜆𝑤,𝜀0𝜃=sin2𝜃1.(4.24) Then (4.24) and (4.22) yield that, for 𝑦𝒟𝜃1(𝜏), 0||𝑝||||𝑦||2,0||𝑞𝜆0𝑤||||𝑦||2<.(4.25) Note that 𝑦𝐿2𝑤. Then (4.25) gives 𝑦𝒟𝑠(𝜏), or 𝒟𝜃1(𝜏)𝒟𝑠(𝜏). Clearly, 𝒟𝑠(𝜏)𝒟𝜃1(𝜏). Thus 𝒟𝜃1(𝜏)=𝒟𝑠(𝜏).

Lemma 4.4 indicates the following.

Corollary 4.5. If 𝜏 is in Case II with respect to some (𝜃0,𝐾0)𝑆 and 𝐸 has more than one point, then Case III only occurs at the end point of 𝐸.

Proof. If 𝜏 is in Case III with respect to some (𝜃1,𝐾1)𝑆 with 𝜃1𝐸𝑜, then 𝒟(𝜏)=𝒟𝜃1(𝜏) is restricted in the solution space of (1.1) by the definition of Case III. Since 𝒟𝜃1(𝜏)=𝒟𝑠(𝜏) by Lemma 4.4, we have that 𝒟(𝜏)=𝒟𝑠(𝜏) restricted in the solution space of (1.1). This means that all solutions of (1.1) with 𝜆Λ𝜃1,𝐾1 satisfy 0||𝑝||||𝑦||2+||𝑞||||𝑦||2<.(4.26) Using variation of parameters method we can prove that it is true for all 𝜆, and hence 𝜏 is in Case III with respect to (𝜃0,𝐾0), a contradiction.

Lemma 4.6. If 𝜏 is in Case I and 𝑦𝒟(𝜏), then (𝑦,𝑣)𝑇𝒟(𝜃) with 𝑣=𝑖𝑒𝑖𝜃𝑝𝑦, where 𝒟(𝜃) is the maximal domain associated with (4.14).

Proof. Suppose that 𝜏 is in Case I with respect to (𝜃,𝐾)𝑆. We claim that 𝒟(𝜏)=𝒟𝜃(𝜏). Set 𝜏𝜆0𝑦0=𝑤1𝑝𝑦0+𝑞𝜆0𝑤𝑦0=𝑔0,(4.27) for 𝑦0𝒟(𝜏) and 𝜆0Λ𝜃,𝐾.
Set 𝑢0=𝑦0, 𝑣0=𝑖𝑒𝑖𝜃𝑝𝑦0. Then (𝑢0,𝑣0) satisfies 𝑢=𝐵𝑣+𝑖𝑤2𝑣,𝑣=𝐶𝑢𝑖𝑤1𝑢𝑤1𝑓1,𝑓1=𝑤𝑤1𝑖𝑒𝑖𝜃𝑔0.(4.28) Conversely, if (𝑢,𝑣) satisfies (4.28), then 𝑦=𝑢 solves (4.27). Note that 𝑔0𝐿2𝑤, or 𝑖𝑒𝑖𝜃0𝑔0𝐿2𝑤, and 𝑤1𝛿𝑤 implies 𝑓1𝐿2𝑤1.
Considering (4.28), we get from (4.10) that (4.28) has a solution (𝑢1,𝑣1)𝑇 such that 𝑢1𝐿2𝑤1,𝑣1𝐿2𝑤2 and 𝑣1=𝑖𝑒𝑖𝜃0𝑝𝑢1. Set 𝑦1=𝑢1. Then 𝑦1 satisfies (4.27), and hence (𝜏𝜆0)(𝑦0𝑦1)=0. Note that 𝑦1=𝑢1𝐿2𝑤1, and 𝑤1𝛿𝑤 implies that 𝑦1𝐿2𝑤. Thus, 𝑦1𝑦0 is an 𝐿2𝑤-solution of 𝜏𝑦=𝜆0𝑦. Since 𝜏 is in Case I with respect to (𝜃0,𝐾0), it follows from (2.6) that 𝑦1𝑦0𝐿2𝑤1 and 𝑣1𝑣0𝐿2𝑤2. This together with 𝑦1𝐿2𝑤1 and 𝑣1𝐿2𝑤2 gives 𝑦0𝐿2𝑤1 and 𝑣0𝐿2𝑤2. In fact, we have proved that, for 𝑦𝒟(𝜏), 0||𝑞𝜆0𝑤||cos𝛼1||𝑦||2<,0||𝑝||cos𝛽1||𝑦||2<,(4.29) or 0𝑒Re𝑖𝜃𝑝||𝑦||2𝑒+Re𝑖𝜃𝑞𝜆0𝑤||𝑦||2<,(4.30) where 𝛼1 and 𝛽1 are defined in (4.12) or (4.13). Since 𝑦𝐿2𝑤, (4.30) means that 0𝑒Re𝑖𝜃𝑝||𝑦||2𝑒+Re𝑖𝜃𝑞||𝑦||2<(4.31) or 𝑦𝒟𝜃(𝜏), and hence 𝒟(𝜏)=𝒟𝜃(𝜏). Recall that 𝑓1𝐿2𝑤1. Then (4.30) and (4.28) imply that, if 𝑦𝒟(𝜏), then (𝑦,𝑣)𝑇𝒟(𝜃).

Corollary 4.7. If 𝜏 is in Case I and 𝑦𝒟(𝜏), then (𝑦,𝑣)𝑇𝒟(𝜃) with 𝑣=𝑖𝑒𝑖𝜃𝑝𝑦.

Proof. For 𝑦𝒟(𝜏), 𝑦𝒟(𝜏) by 𝒟(𝜏)=𝒟(𝜏). So (𝑦,𝑣)𝑇𝒟(𝜃) with 𝑣=𝑖𝑒𝑖𝜃𝑝𝑦 by Lemma 4.6. Clearly 𝒟(𝜃)=𝒟(𝜃) since 𝐻(𝜃) is symmetrical. Then we have that (𝑦,𝑣)𝑇𝒟(𝜃) with 𝑣=𝑖𝑒𝑖𝜃𝑝𝑦.

Proof of Theorem 4.1. The proof of (i): suppose that 𝜏 is in Case I. Since (4.14) is in the limit point case at infinity by Lemma 4.3, we know that (4.9) holds for all 𝑌1,𝑌2𝒟(𝜃). For 𝑦1,𝑦2𝒟(𝜏), since (𝑦𝑗,𝑣𝑗)𝑇𝒟(𝜃) with 𝑣𝑗=𝑖𝑒𝑖𝜃𝑝𝑦𝑗, 𝑗=1,2, by Lemma 4.6, it follows from (4.9) that 𝑦1,𝑣1𝑦01102𝑣2=𝑖𝑒𝑖𝜃𝑝𝑦1𝑦2+𝑒2𝑖𝜃𝑝𝑦1𝑦20(4.32) as 𝑥.
Conversely, assume that (4.3) holds for all elements of 𝒟(𝜏). We claim that (1.1) must be in Case I. Suppose on the contrary that (1.1) is not in Case I. Then all solutions of (1.1) belong to 𝐿2𝑤 for 𝜆. Choose 𝜆0Λ𝜃,𝐾, and let 𝑦0 be a nontrivial solution of (1.1) satisfying 𝑦0(0)=0. Then 𝑦0𝒟(𝜏) by 𝑦0𝐿2𝑤. Furthermore, it follows from (𝜏𝜆0)𝑦0=0 that 𝑝𝑦0𝑦0+𝑞𝜆0𝑤||𝑦0||2=0,𝑝𝑦0𝑦0+𝑞𝜆0𝑤||𝑦0||2=0.(4.33) Integrating (4.33) on [0,𝑥] we have that (𝑝𝑦0)𝑦0||𝑥0+𝑥0𝑝||𝑦0||2+𝑞𝜆0𝑤||𝑦0||2=0,(𝑝𝑦0)𝑦0||𝑥0+𝑥0𝑝||𝑦0||2+𝑞𝜆0𝑤||𝑦0||2=0.(4.34) Multiplying 𝑒𝑖𝜃 and 𝑒𝑖𝜃 to the first and second equalities in (4.34), respectively, and adding them together, we have that 𝑒𝑖𝜃𝑝𝑦0𝑦0+𝑒𝑖𝜃𝑝𝑦0𝑦0(𝑥)+𝑥0𝑝𝜃+𝑝𝜃||𝑦0||2+𝑞𝜃+𝑞𝜃||𝑦0||2=0(4.35) since 𝑦0(0)=0, where 𝑝𝜃=𝑒𝑖𝜃𝑝 and 𝑞𝜃=𝑒𝑖𝜃(𝑞𝜆0𝑤). Note that 𝑒𝑖𝜃𝑝𝑦0𝑦0+𝑒𝑖𝜃𝑝𝑦0𝑦0(𝑥)=𝑒𝑖𝜃𝑝𝑦0𝑦0+𝑒2𝑖𝜃𝑝𝑦0𝑦0(𝑥)0(4.36) as 𝑥 by assumption (4.3) and Re𝑝𝜃𝑒=Re𝑖𝜃𝑝0,Re𝑞𝜃𝑒=Re𝑖𝜃𝑞𝜆0𝑤𝛿0𝑤(4.37) by (4.15). Then letting 𝑥 in (4.35), we have a contradiction. This proves the first part of this theorem.
The proof of (ii): suppose that 𝜏 is in Case I. Set 𝑣1=𝑖𝑒𝑖𝜃𝑝𝑦1, 𝑣2=𝑖𝑒𝑖𝜃𝑝𝑦2 for 𝑦1𝒟(𝜏), 𝑦2𝒟(𝜏). Then, we can get (𝑦1,𝑣1)𝑇𝒟(𝜃) by Lemma 4.6 and (𝑦2,𝑣2)𝑇𝒟(𝜃) by Corollary 4.7. Hence 𝑦1,𝑣1𝑦01102𝑣2=𝑖𝑒𝑖𝜃𝑝𝑦1𝑦2𝑝𝑦1𝑦20(4.38) as 𝑥 by (4.9), that is, 𝑝(𝑥)[𝑦2(𝑥)𝑦1(𝑥)𝑦1(𝑥)𝑦2(𝑥)]0 as 𝑥.
Conversely, if 𝜏 is not in Case I, then all solutions of (1.1) belong to 𝐿2𝑤 for 𝜆. Let 𝑦𝑖,𝑖=1,2, be the solution of (𝜏𝜆0)𝑦=0 such that 𝑝𝑦1𝑦(0)1=10,(0)𝑝𝑦2𝑦(0)2=01(0).(4.39) Since 𝑦𝑖𝐿2𝑤,𝑦𝑖𝐷(𝜏),𝑖=1,2. Then the Wronskian |||||𝑝𝑦1𝑦1𝑝𝑦2𝑦2|||||𝑦=𝑝1𝑦2𝑦1𝑦21,(4.40) which contradicts condition (4.5). See Remark 4.2.

Remark 4.8. If 𝑞(𝑥) and 𝑝(𝑥) are real valued, then Ω and (𝜃,𝐾)=(±𝜋/2,0)𝑆 with Re{𝑒𝑖𝜃𝑝(𝑥)}=Re{𝑒𝑖𝜃(𝑞(𝑥)𝐾𝑤(𝑥))}0. This means that Case I, Cases II and III reduce to Weyl's limit point, limit-circle cases, respectively. For this case, we know that (1.1) is in the limit point case at if and only if 𝑦𝑝(𝑥)2(𝑥)𝑦1(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥(4.41) for 𝑦1,𝑦2𝒟(𝜏), that is, (1.4). Clearly, if 𝑝 is real valued and 𝜋/2𝐸, then (4.3) reduces to (1.4). Therefore, (4.3) is a generalization of (1.4).

Corollary 4.9. If 𝐸 has more than one point, then 𝜏 is in Case I if and only if, for 𝑦1,𝑦2𝒟(𝜏), 𝑝(𝑥)𝑦1(𝑥)𝑦2(𝑥)0as𝑥.(4.42) That is 𝜏 is in the strong limit point case at .

Proof. Suppose that 𝐸 has more than one point and 𝜏 is in Case I. Choose 𝜃𝑗𝐸, 𝑗=1,2, with 𝜃1𝜃2 (mod𝜋). Then (4.3) holds for 𝜃=𝜃𝑗, 𝑗=1,2. This gives that for 𝑦1,𝑦2𝒟(𝜏)𝑒2𝑖𝜃1𝑒2𝑖𝜃2𝑝𝑦1𝑦20as𝑥,(4.43) and hence (4.42) holds since 𝜃1𝜃2 (mod𝜋).
Conversely, assume that (4.42) holds for all 𝑦𝑖𝒟(𝜏), 𝑖=1,2. Since (4.42) implies (4.3), we conclude from (i) of Theorem 4.1 that 𝜏 is in Case I.

Corollary 4.10. If 𝜏 is symmetric and 𝑞(𝑥)𝑞0𝑤(𝑥) on [0,), then 𝜏 is in the limit point case at if and only if it is in the strong limit point case at .

Proof. Note that for, 𝜃[𝜋/2,𝜋/2], (𝜃,𝑞0)𝑆. Then [𝜋/2,𝜋/2]𝐸. Therefore, (4.3) holds if and only if (4.42) holds by Corollary 4.9.

Theorem 4.11. 𝜏 is in Case II with respect to (𝜃0,𝐾0)𝑆 if and only if 𝒟(𝜏)𝒟𝜃0(𝜏) and (4.3) holds for 𝑦1,𝑦2𝒟𝜃0(𝜏).

Proof. Suppose that 𝜏 is in Case II with respect to some (𝜃,𝐾)𝑆. By the definition of Case II we know that 𝒟𝜃(𝜏) is nonempty and 𝒟(𝜏)𝒟𝜃(𝜏). With a similar proof to that one in the first part of (i) in Theorem 4.1, we can get that (4.3) holds for 𝑦1,𝑦2𝒟𝜃0(𝜏) by Lemma 4.3 and (4.32).
Conversely, suppose that 𝒟(𝜏)𝒟𝜃(𝜏) for some (𝜃,𝐾)𝑆 and (4.3) holds for 𝑦𝒟𝜃(𝜏). By the proof of Lemma 4.6, we know that 𝜏 is not in Case I with respect to (𝜃,𝐾). We only need to prove that 𝜏 is not in Case III with respect to this (𝜃,𝐾). If it is not true, then all solutions of (1.1) with 𝜆Λ𝜃,𝐾 satisfy (2.6) and so belong to 𝒟𝜃(𝜏). Let 𝑦0 be a nontrivial solution of (1.1) with 𝑦(0)=0. Then 𝑦0𝒟𝜃(𝜏), and hence the same proof as in (4.33)–(4.35) yields a contradiction.

Corollary 4.12. If 𝐸 has more than one point, then 𝜏 is in case II with respect to some (𝜃,𝐾)𝑆 if and only if 𝒟(𝜏)𝒟𝑠(𝜏) and (4.42) holds for 𝑦1,𝑦2𝒟𝜃(𝜏) with 𝜃𝐸𝑜.

Proof. If 𝐸 has more than one point and 𝜏 is in Case II with respect to some (𝜃0,𝐾0)𝑆, then there exists 𝜃1𝐸𝑜 such that 𝜏 is in Case II with respect to (𝜃1,𝐾1)𝑆 by Theorem 2.5. Since 𝒟𝜃1(𝜏)𝒟(𝜏) by Theorem 4.11 and 𝒟𝑠(𝜏)=𝒟𝜃1(𝜏) by Lemma 4.4, one sees that 𝒟(𝜏)𝒟𝑠(𝜏).
Choose 𝜃2𝐸𝑜 with 𝜃1𝜃2 (mod𝜋) such that 𝜏 is in Case II with respect to (𝜃𝑗,𝐾𝑗)𝑆 for 𝑗=1,2 by Theorem 2.5. Then (4.3) holds for 𝜃=𝜃𝑗, 𝑗=1,2 by Theorem 4.11. Since 𝒟𝜃𝑗(𝜏)=𝒟𝑠(𝜏), the same proof as in (4.43) gives that (4.42) holds for 𝑦1,𝑦2𝒟𝑠(𝜏).
Conversely, suppose that 𝒟(𝜏)𝒟𝑠(𝜏) and (4.42) holds for 𝑦𝒟𝑠(𝜏). Since 𝒟𝜃(𝜏)𝒟𝑠(𝜏) on 𝐸𝑜 by Lemma 4.4, we conclude that 𝒟𝜃(𝜏)𝒟(𝜏) on 𝐸𝑜 and (4.42) holds for 𝑦𝒟𝜃(𝜏). So (4.3) holds for 𝑦𝒟𝜃(𝜏) by (4.42). Then, we have that 𝜏 is in Case II with respect to (𝜃,𝐾)𝑆 with 𝜃𝐸𝑜 by Theorem 4.11.

Acknowledgments

This work was supported by the NSF of Shandong Province (Grant Y2008A02) and the IIFSDU (Grant 2010ZRJQ002).