Singular Sturm-Liouville Problems with Zero Potential (q=0) and Singular Slow Feature Analysis

Abstract

A Sturm-Liouville problem ($\lambda wy=(ry')'+qy$) is singular if its domain is unbounded or if $r$ or $w$ vanish at the boundary. Then it is difficult to tell whether profound results from regular Sturm-Liouville theory apply. Existing criteria are often difficult to apply, e.g. because they are formulated in terms of the solution function. We study the special case that the potential $q$ is zero under Neumann boundary conditions and give simple and explicit criteria, solely in terms of the coefficient functions, to assess whether various properties of the regular case apply. Specifically, these properties are discreteness of the spectrum (BD), self-adjointness, oscillation ($i$th solution has $i$ zeros) and that the $i$th eigenvalue equals the SFA delta value (the total energy) of the $i$th solution. We further prove that stationary points of each solution strictly interlace with its zeros (in singular or regular case, regardless of the boundary condition, for zero potential or if $q < \lambda w$ everywhere). If $\frac{r}{w}$ is bounded and of bounded variation, the criterion simplifies to requiring $\frac{|w'|}{w} \to \infty$ at singular boundary points. This research is motivated by Slow Feature Analysis (SFA), a data processing algorithm that extracts the slowest uncorrelated signals from a high-dimensional input signal and has notable success in computer vision, computational neuroscience and blind source separation. From [Sprekeler et al., 2014] it is known that for an important class of scenarios (statistically independent input), an analytic formulation of SFA reduces to a Sturm-Liouville problem with zero potential and Neumann boundary conditions. So far, the mathematical SFA theory has only considered the regular case, except for a special case that is solved by Hermite Polynomials. This work generalizes SFA theory to the singular case, i.e. open-space scenarios.