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Prove. Let


            L(y) = b0(x)y" + b1(x)y' + b2(x)y


Then


             ole.gif


In other words,

 

ole1.gif



where the primes denote differentiation with respect to x.



Proof.


ole2.gif


ole3.gif



Now

 

ole4.gif


Or, using 1) and 2),


ole5.gif




 


 


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