9.5 Sturm’s comparison and oscillation theorems

Theorem 9.5.1 (Sturm comparison). Let \(y\) and \(z\) be non-zero solutions of \(y'' + q_1(t)y = 0\) and \(z'' + q_2(t)z = 0\), with \(q_2 \geq q_1\) on an interval and \(q_2 \neq q_1\) on every subinterval. If \(t_1 < t_2\) are consecutive zeros of \(y\), then \(z\) has a zero in \((t_1, t_2)\).

Proof. We may suppose \(y > 0\) on \((t_1, t_2)\), so \(y'(t_1) > 0\) and \(y'(t_2) < 0\) (they cannot vanish, by uniqueness). Suppose \(z > 0\) on \((t_1, t_2)\); then \(z(t_1), z(t_2) \geq 0\). Let \(W = yz' - y'z\). Then \(W' = yz'' - y''z = (q_1 - q_2)yz \leq 0\) on \((t_1, t_2)\), and \(W' < 0\) on some subinterval, so \(W(t_2) < W(t_1)\). But \(W(t_1) = -y'(t_1)z(t_1) \leq 0\) and \(W(t_2) = -y'(t_2)z(t_2) \geq 0\), so \(W(t_2) \geq W(t_1)\), a contradiction. □

Corollary 9.5.2.

(i)
(Separation) The zeros of two independent solutions of \(y'' + q(t)y = 0\) interlace: between two consecutive zeros of one there is exactly one zero of the other.
(ii)
If \(0 < m^2 \leq q(t) \leq M^2\) on an interval, consecutive zeros of any solution are at distance between \(\pi /M\) and \(\pi /m\).

Proof. (i) Apply the argument of the theorem with \(q_1 = q_2\): \(W\) is now constant and non-zero, and the same sign argument shows that \(z\) must vanish between consecutive zeros of \(y\); it cannot vanish twice, or \(y\) would vanish between those zeros by symmetry. (ii) Compare with \(z'' + m^2z = 0\), whose solutions \(\sin m(t - c)\) have zeros at spacing \(\pi /m\): if a solution of \(y'' + qy = 0\) had consecutive zeros more than \(\pi /m\) apart, a translate of \(\sin m(t - c)\) would have two zeros strictly between them, contradicting the theorem with the roles reversed. The bound \(\pi /M\) is similar. □

Every second-order equation can be reduced to the form \(u'' + Q(t)u = 0\) (the Liouville normal form). For Bessel’s equation, \(u = \sqrt tJ_\nu \) satisfies \(u'' + \bigl (1 + \frac {1/4 - \nu ^2}{t^2}\bigr )u = 0\), so for \(\nu < \frac 12\) the coefficient exceeds \(1\) and the zeros of \(J_\nu \) are spaced less than \(\pi \) apart, approaching \(\pi \) as \(t \to \infty \), as Software 8.5.2 found for \(J_0\).

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