Bessel functions \(J_{p}(\lambda x)\) are solutions of \(x^{2} y^{\prime
\prime}+x y^{\prime}+\left(\lambda^{2} x^{2}-p^{2}\right) y=\) 0. Assume that
\(x \in(0,1)\) and that \(J_{p}(\lambda)=0\) and \(J_{p}(0)\) is finite.s a. Show
that this equation can be written in the form
$$
\frac{d}{d x}\left(x \frac{d y}{d x}\right)+\left(\lambda^{2}
x-\frac{p^{2}}{x}\right) y=0
$$
This is the standard Sturm-Liouville form for Bessel's equation.
b. Prove that
$$
\int_{0}^{1} x J_{p}(\lambda x) J_{p}(\mu x) d x=0, \quad \lambda \neq \mu
$$
by considering
$$
\int_{0}^{1}\left[J_{p}(\mu x) \frac{d}{d x}\left(x \frac{d}{d x}
J_{p}(\lambda x)\right)-J_{p}(\lambda x) \frac{d}{d x}\left(x \frac{d}{d x}
J_{p}(\mu x)\right)\right] d x
$$
Thus, the solutions corresponding to different eigenvalues \((\lambda, \mu)\)
are orthogonal.
c. Prove that
$$
\int_{0}^{1} x\left[J_{p}(\lambda x)\right]^{2} d x=\frac{1}{2}
J_{p+1}^{2}(\lambda)=\frac{1}{2} J_{p}^{\prime 2}(\lambda)
$$