Тождество Пиконе

Пусть ${\displaystyle u}$ и ${\displaystyle v}$ — решения двух однородных линейных дифференциальных уравнений в самосопряжённой форме:

${\displaystyle (p_{1}(x)u')'+q_{1}(x)u=0}$

и

${\displaystyle (p_{2}(x)v')'+q_{2}(x)v=0.}$

Тогда для всех ${\displaystyle x}$, таких, что ${\displaystyle v(x)\neq 0}$, имеет место тождество Пиконе:

${\displaystyle \left({\frac {u}{v}}(p_{1}u'v-p_{2}uv')\right)'=\left(q_{2}-q_{1}\right)u^{2}+\left(p_{1}-p_{2}\right)u'^{2}+p_{2}\left(u'-v'{\frac {u}{v}}\right)^{2}.}$

${\displaystyle \left({\frac {u}{v}}(p_{1}u'v-p_{2}uv')\right)'=\left(up_{1}u'-p_{2}v'u^{2}{\frac {1}{v}}\right)'=u'p_{1}u'+u(p_{1}u')'-(p_{2}v')'u^{2}{\frac {1}{v}}-p_{2}v'2uu'{\frac {1}{v}}+p_{2}v'u^{2}{\frac {v'}{v^{2}}}=}$

${\displaystyle =p_{1}u'^{2}-2p_{2}{\frac {uu'v'}{v}}+p_{2}{\frac {u^{2}v'^{2}}{v^{2}}}+u(p_{1}u')'-(p_{2}v')'{\frac {u^{2}}{v}}=}$

${\displaystyle =p_{1}u'^{2}-p_{2}u'^{2}+p_{2}u'^{2}-2p_{2}u'{\frac {uv'}{v}}+p_{2}\left({\frac {uv'}{v}}\right)^{2}-u(q_{1}u)+(q_{2}v){\frac {u^{2}}{v}}=\left(p_{1}-p_{2}\right)u'^{2}+p_{2}\left(u'-v'{\frac {u}{v}}\right)^{2}+\left(q_{2}-q_{1}\right)u^{2}.}$