eug ueg \) suoisuedx uonounjuabig uolLpy pucses CesT oon B Eigenfunction Expansions associated with Second-order Differential Equations PART ONE Second Edition © E. C. TitchmarshThe subject of this book is the expansion of an arbitrary function in terms of the solution of a given second-order ordinary differential equation. The theory is of im- portance in quantum mechanics, and this has given rise to many recent developments of it. Never- theless the book is primarily an exercise in pure mathematics. The ground covered is the same as in the first edition, but many improvements have been made in the analysis since 1945, and as far as possible these have been incorporated in the new edition. The latter part of the book has been completely rewritten.‘This book must be retu ~SEA_ig40 ae Co PRESTON POLYTECHNIC LIBRARY Tel. Preston 54831 St r before the date last stamped 25 SEP 1974 | 40. DEC. 1976 | i 0 515.35 TIT A/C 0519 WMT 107 000 539 2 |EIGENFUNCTION EXPANSIONS Associated with Second-order Differential EquationsEIGENFUNCTION EXPANSIONS Associated with Second-order Differential Equations PART I SECOND EDITION OXFORD AT THE CLARENDON PRESSOxford University Press, Bly House, London W. 1 o14s00W XR YORE TORONTO MELBOUINE WILLINGTON (APR TOWN SALMSBUEY MADAN NaInOBI LUSAKA ADDIS ANANA © Oxford University Press 1962 PRESTON POLYTECHNIC mmns® ELON 1946 sucoxn BDImION 1962 REPRINTED LINHOGRAPIIOSLLY 1X ORRA? BRETALY 1969PREFACE TO SECOND EDITION ‘Tar ground covered is the same as in the first edition, but many recent improvements in methods and results have been included. The last five chapters have been completely rewritten. ‘The references are now to the list of papers at the end of Part IT. Some of the references in Part II to sections in Part I now require alteration. § 4.15 of the second edition is new, so that the numbers of the remaining sections in Chapter 4 are increased by 1. Chapter 5 is rearranged so that the old §§ 5.2-4 become §§ 5.6-8, the old §§ 5.5-6 be- come §5.9, the old §§5.7-8 become $§5.10-11, the old §§.5.9-10 become §5.2, and the old §§5.11-12 become §5.3-4. I wish to thank Dr. N. K. Chakravarty for his kind assistance in reading the proof-sheets. B.0.% Mathematical Institute, Oxford 1961PREFACE TO THE FIRST EDITION Tu idea of expanding an arbitrary function in terms of the solutions ofa second-order differential equation goes back to the time of Sturm and Liouville, more than a hundred years ago. The first satisfactory proofs were constructed by various authors early in the twentieth century. Later, a general theory of the ‘singular’ cases was given by Weyl, who based it on the theory of integral equations. An alternative method, proceeding via the general theory of linear opera: tors in Hilbert space, is to be found in the treatise by Stone on this subject. Here T have adopted still another method. Proof’ of these expan- sions by means of contour integration and the calculus of residues were given by Cauchy, and this method has been used by several authors in the ordinary Sturm-Liouville case. It is applied here to the general singular case. It is thus possible to avoid both the theory of integral equations and the general theory of linear operators, though of course we are sometimes doing no more than adapt the latter theory to the particnlar case considered. The ordinary Sturm-Liouville expansion is now well known, therefore dismiss it as rapidly as possible, and concentrate on the ‘singular’ cases, a class which seems to include all the most interesting examples. In order to present a clear-cut theory in a reasonable space, I have had to reject firmly all generalizations. Many of the arguments used extend quite easily to other cases, such as that of two simultaneous first-order equations. It seems that physicists are interested in some aspects of these questions. If any physicist finds here anything that he wishes to know, I shall indeed be delighted; but it is to mathematicians that the book is addressed. I believe in the future of ‘mathematies for physicists’, but it scems desirable that a writer on this subject should understand physics as well as mathematics, E.C.T. New College, Oxford 1946CONTENTS I, THE STURM-LIOUVILLE EXPANSION Il, THE SINGULAR CASE: SERIES EXPANSIONS III. THE GENERAL SINGULAR CASE IV. EXAMPLES Y. THE NATURE OF THE SPECTRUM VI. AN ALTERNATIVE METHOD: TRANSFORM THEORY VII. THE DISTRIBUTION OF THE EIGENVALUES VIII. GENERAL THEOREMS ON EIGENFUNCTIONS IX. CONVERGENCE OF THE EXPANSION UNDER FOURIER CONDITIONS X. SUMMABILITY 107 129 14a. 165I THE STURM-LIOUVILLE EXPANSION 1.1, Introduction. Let L denote a linear operator operating on a function y = y(z). Consider the equation ly =m, (aay where A is a number. A function which satisfies this equation and also certain boundary conditions (e.g. which vanishes at x = a and x = b) is called an eigenfunction. ‘The corresponding value of d is called an eigenvalue. ‘Thus if ,(z) is an eigenfunction corresponding to an eigenvalue 2, Tyg (@) = dntin()- (1.1.2) The object of this book is to study the operator a L=4)— Fy (1.1.3) where q(z) is a given function of « defined over some given interval (a,b). In this case y satisfies the second-order differential equation FY. O-aay = 0, (1.14) and Yq(2) satisfies Fale) + A.—ale Wale) = 0- (1.1.5) If we take this and the corresponding equation with m instead of n, multiply by Ym (2), Ya(t) respectively, and subtract, we obtain gad) a(2) = debe) — ae) = Hh bnleWle)— Balen) Hence . Oa Aa) f YW) de = [Ya eHate) —aeWala, . =0 if Y(2) and yq(z) both vanish at x = a and x = b (or satisfy a more general condition of the same kind). If 4, # A, it follows that > fol @Minla) dar = 0. (1.1.6)2 THE STURM-LIOUVILLE EXPANSION Chap. 1 By multiplying if necessary by a constant we can arrange that » | ¥a@ax = (1.1.7) The functions ,(2) then form a normal orthogonal set. Our main problem is to determine under what conditions an arbitrary function f(z) can be expanded in terms of such functions, in the manner of an ordinary Fourier series. If this is possible, and the expansion is : fz) = ym Pale (1.1.8) then on multiplying by y,(z) and integrating over (a,b), we obtain formally 2 om = | FeWn(a) de. (1.1.9) In some cases the eigenvalues are not discrete points, but form continuous range, say, for example, over (0,00). The expansion then takes the form es Sle) = f e(Apa(a) dar. (1.1.10) é All this has its simplest illustration in the case of ordinary Fourier series. Suppose, for example, that g(x) = 0, and that the interval considered is (0,7). The solution of (1.1.4) which vanishes at x = 0 is then y = sin(zvA). This vanishes at x = 7 if and only if A = n°, where n is an integer. These then are the eigenvalues, and the corre- sponding eigenfunctions are the functions sinnz. ‘That an arbitrary function can be expanded in terms of these functions is the familiar theorem on Fourier’s sine series. 1.2. An argument which has sometimes been used to suggest the validity of the above expansions runs as follows, Consider the partial differential equation of (1.2.1) raid, where f = f(z,t). If f(x,t) is given for one value of ¢, it is fixed by this equation for a slightly greater value of t. Thus we should expect to have one solution, and only one, for any given initial value of f(z, t), i.e. for f(z, t) equal to an arbitrary f() when t = 0. Suppose now that12 THE STURM-LIOUVILLE EXPANSION 3 the solution can be expressed as a Fourier integral, if . Se) = To J F(a, re aA, (1.2.2) | where Fed) = T5s5 it Fle,te™ dt. (1.2.3) Substituting in (1.2.1), we obtain J eM L P(x, A) dd = f de F(x, A) dd. Since this holds for all values of f, we can equate the coeflicients of -, which gi ee darn ate LF(@,d) = Fe). ‘Thus F(e,) is an eigenfunction of the operator L belonging to the eigenvalue 2. Now putting ¢ = 0 in (1.2.2), we obtain a JO) = Te i F(,A)ar, which gives an expression for the arbitrary function f(z) in terms of eigenfunctions, If f(z, t) were expressible in a Fourier series instead of an integral, we should obtain similarly a series expansion. ‘The difficulty of justifying directly an argument such as the above is obvious, 1,3. The argument assumes, for one thing, that f(x,t) is small as t-+ 0, since this is required for the Fourier integral formula (1.2.2), (1.2.3) to hold, However, a more general form of the formula is as follows. Let F,(2,0) = Jeni ffene dt (imA> 0), (1.3.1) 2 9 Fle) = Ty J fate dt (imA<0). (1.8.2)4 THE STURM-LIOUVILLE EXPANSION Chap. 1 ‘The inverse formula is then tego flet) = Ts, J F(x, d)e- an “RK (x, de dd, Te, (1.3.3) where c > 0, c’ <0. Using this and ae we obtain formally f fla, the at 3 => fz. eM dt A(2z) { ee jo A ae = Jellies + Jen 10" at = — Jafar A(t, A) (1.3.4) if f(e, t) reduces to f(z) when t = 0. Similarly LF(z,\) = Te Jem OR ed. (1.3.5) ‘The method to be employed is therefore as follows. We construct the solutions F, and F_ of (1.3.4) and (1.3.5) which satisfy given boundary conditions. Then (1.3.3), with t = 0, gives fete fle) = i, I Plea Ta J F(x,A)aX. (1.3.6) In the simplest cases F_(z, A) is found to be minus the analytic con- tinuation of F,(a,A) across the real axis. If ®(x,d) = —iy(2n)F,(w,) (1.3.7) (1.3.4) becomes (L-2)0(@, A) = —f(a), (1.3.8) and (1.3.6) becomes ete ecw fle) = mal fe f }e ayaa. (1.3.9) the The expansion is thon obtained from the calculus of residues, the terms of the series being the residues at the poles of (x, d).13 THE STURM-LIOUVILLE EXPANSION 5 In any case, since (1.3.4) and (1.3.5) differ only in having the sign of i changed, the two terms in (1.3.6) are conjugate. Hence we also have _ fe) = a WG) f Reena) fete = ~nl} j een) (1.3.10) a o ‘The expansion formula is obtained from this by making ¢-> 0. "The above argument indicates in particular that A must be treated asa complex variable; but the analysis is of course still purely formal. 1.4, In the particular case in which the operator L is given by (1.1.3), (1.3.8) is the second-order differential equation ©") + A—g(2}}O(z) = f(x). (1.4.1) In this case the function ®(z,A) can be expressed in terms of the solutions of (1.1.4). Let W,(4,#)) or W(¢,#) denote the Wronskian Wd.) = da '(z)—¢'(@)p(z) of two functions ¢ and y. Now let 4(z,d) and yz, A) be two solutions of (1.1.4) such that W(¢,) = 1. ‘Then a solution of (1.4.1) is 2 b O(e,d) = Her | $UASW)dy +4) [vu rdardy, (1.4.2) as is easily verified by differentiating twice. ‘Another starting-point for the theory, which (in the case of (1.1.3)) avoids an appeal to Fourier integrals, is as follows. Suppose the theory already established, and consider the properties of the function o@) = 90, = 5 She. (1.4.3) This gives : on it o"(2)—g(2)0(2) = > sealed => in dn ton @) cs 4s = > cobalt =fle)—N(@). ‘This is (1.4.1) again, so that we are again led to consider solutions Of this differential equation, If we can solve it, (1.4.3) then indicates6 THE STURM-LIOUVILLE EXPANSION Chap. 1 that the terms of the expansion of f(z) will be the residues at the poles of (c,d). Our general method consists of defining (z, A) by (1.4.2); integra- tion round a large contour in the complex )-plane then gives the value f(2), and the singularities of (2, A) on the real axis give a series or an integral expansion as the case may be. 1.5, The Sturm-Liouville expansion. We shall suppose throughout that (2) is a real function of z, continuous at all points interior to the interval (a,b) considered. In the classical Sturm— Liouville case (a, ) is a finite interval, and q(z) also tends to finite limits as «>a and 2b. ‘The general theorem on the existence of solutions of (1.1.4) is as follows. Turonen 1.5. If q(x) satisfies the above conditions, and « is given, the equation (1.1.4) has a solution $(x) (a 1, . Yal@)—Yn-a2) = | {O—AKYn-al—Yn- ala) at, [wn()—Yn-al)] < (MN) f tynal—yn-a(t)l(e—t) ae, Hence iy(e)—nsey] < SEN f (ayree—yat _ K(M+N)e—ayt ~ at ‘16 THE STURM-LIOUVILLE EXPANSION 7 and so generally K(M+N)(e—a)" Iyn(=)—Yn-al@)| < ny! Hence the series . Ee) = ole) & fYal=)—Yn-s(2)} converges, uniformly with respect to A if |A| 2 Yal=)—Yn-al@) = J {a)— Anan} dt, Yale) Ya) = {Q2)—A}{Yn a) — Ya)» the first and second differentiated series also converge uniformly with respect to x. Hence $0) = & vile)— veal) = (ale) [vet2+ & (Ya-sl0)—vn-s10))] = fale) —A40, 80 that 4(z) satisfies (1.1.4). It also clearly satisfies the boundary conditions. 1.6. Now let ¢(z,), x(x,A) be the solutions of (1.1.4) such that $(a,’)=sina, — $'(a,0 x(b,) = sinB, x'(b,A) Then 2 Wi,x) = Hex'e)—xew") = (a2) Ne )x(2)— ale) —Ax(eI60) =o. heen (1.6.1) —cosp J” Hence W(g, x) is independent of x, and so is a function of A only, say (A). It is clear from the above theorem that it is an integral function of A. Let (xd) 7 » x(@,A) (x,A) ey J songenans Say | oe .8 THE STURM-LIOUVILLE EXPANSION Chap. It is at once verified by differentiation that, if f(z) is continuous, (z, d) satisfies (1.4.1), and also the boundary conditions (a, A)oosa-+0"(a, X)sina = 0 | ‘ (1.6.3) (6, AjoosB-+0'(b,)sinB = 0 for all values of A. Suppose that the only zeros of «(A) are simple zeros Xp, Ay... On the real axis, Then the Wronskian of (z,A,) and x(z,A,) is zero, so that x(z,A,) is a constant multiple of $(x,A,), say X(®An) = kn GG An) (1.6.4) It follows from the boundary conditions that &,, is neither 0 nor oo. Hence ®(z,)) has the residue abt 29 frontiers at = A,. The above formalities therefore indicate that there should be an expansion of the form fle) = De atte) J $y rdfiydy. (1.8.6) ‘This is the Sturm-Liouville expansion. If we start with any two independent solutions ¢o(2, 2) and yo(2, 4) of (1.1.4), and write w(t) = W(do, xo)» then Fole){xo(a)oos a+ xo(a)sin a}— xo(x){bo(a)eos a+do(a)sin a} (A) $(z,A) = and x(#,) is obtained by replacing a, « by b, 8. Then Gelb, An)eos B+Ho(b, An)sinB _ xo(b,An)oosB-+xo(b,An)sinB _ Gold, A,)oos.a-+Go(a,A,)8in.x — Xo(4,Aq)eos a+ xo(4, A,)sin and the analysis proceeds as before. ‘The case of ordinary Fourier series is obtained by taking q(z) = 0. ‘The equation (1.1.4) is then. ae Tatty = 0. Solutions are $o(z, 2) = cos2vA, xo(t,A) = sinaevA, and w9(A) =16 THE STURM-LIOUVILLE EXPANSION 9 Take first the case « = 0, B = 0. Then Her) = Slee, ten) = sin{(b—a)v9} wy sin{(6—2)ya} ee . ‘The zeros of w(A) are Ay = {n/(d—a)}? (n= 1,2,..)- We have oy) = SBeastd—aNA} = (cpbma) __Galbs dn) _ costbna|(0—a)} _ (yy 8 = Go(a,A,) costann/(b—a)} ° Hence (1.6.5) gives Fourier’s sine series r= 25 sin(no=2) f sian =2) ena. and Baa 2 = Similarly, by taking a = 4, B = 47, we obtain the cosine series f= fran g2; 5 oo§=2) f cor(nr =") sua. 1.7. We have now to make the above analysis rigorous. We begin by proving some lemmas. Lemma 1.7 (i). Let f(z) = $(0,A) be the solution of (1.1.4) defi! in § 1.5, and let X= 8%. Then $le) = cosfsle—a)}sina— — ine coset [ sinfole—wlawnste)dy- (.7-) ‘The last term is equal to 5 f sintered +4" hay by the differential ce On integrating by parts twice we obtain ji sinfsle—w}6" dy = sple)-+sinfo(e—a)}oosa— —scos{s(e—a)}sina—s* f sin{s(z—y)}oy) dy- ‘This proves (1.7.1). sssat7 a10 THE STURM-LIOUVILLE EXPANSION Chap. 1 Lenora 1.7 (ii). For s = o-+it, |s| > &, sina #0, P(x) = Ofer%e-a, (1.7.2) $(2) = cosfale—a)}sina+Olls|%e!—*), (1.7.8) while if sina =0, lz) = OleH=-#) |al, (1.7.4) ae . $2) = esa 0(2 ar} (1.1.5) Each result holds uniformly for a —2)}]sin asin sin{s(6—a)}sin asin B, (1.7.9) or similar formulae in the other cases. It follows in particular that (A) is not identically zero. Actually w is an integral function of of order 1, and so an integral function of A of order 4. 1.8. Orthogonal property of theexpansion. If L = q(x)—d*/dz’, and F and @ are any functions of 2 with continuous second derivatives, frtoae— fone . — | (Fo" EP) de = WF, C)—WF,@). (1.8.1) If F and G satisfy the same boundary conditions at a and at b, 80 that F’/F = G'/G at these points, it follows that fr.tod = [aor dx. (1.8.2) Now let F = ¢(x,2), @ = $(z,2’) be solutions of (1.1.4) satisfying (1.6.1). Then W,(F,@) = 0. If) is a zero of (A), the Wronskian of d(z,A) and x(x,A) vanishes, so that x(a, A) = kbar), where & is a constant, which is neither 0 nor 00, by the boundary conditions. Hence by (1.6.1) a $64) = ap oosee $(0,2) = * A similar result holds with ’. Hence > 5 [deo rtste Node = | He xEHe, dae. Since Ld(x,2) = $(,2), Tie 2’) = X’9(z,%’) it follows that 1.8.3) Q-x) j $2, AGN’) dx = 0.a2 THE STURM-LIOUVILLE EXPANSION Chap. I > Henee, if A #2’, J $(x,A)P(x, A’) de = 0, (1.8.4) | the orthogonal property. If A = p-tiv were a complex zero of w(A), then so would | x be. Since ¢(z, 4) is the conjugate of 4(z, ), (1.8.4) gives Ae pi > J \#@a)P de = 0, which is impossible if ¢ is not identically zero. Hence all the zeros of (A) are real. Again, taking F = g(z,A), @ = (z,%’) in (1.8.1), we obtain 2 =X) [ $e, Abe, A) dx = —$(6, 2)6'O.N)-+9'6,NSE,2). Also (A) = ~4(6, Joos B—4'(b, A)sin 8. Hence, if sinB # 0, ’ Q—N sing f $(e,2)6(e,0) dx = w(N')9(6,2)—o)$(6, 2’. If Ay is a double zero of «(A), then w(Ay-+iv) = O(*) as v-> 0. Hence, if A = Aytiv, Y = A, iv, the right-hand side is O(v%), But the left- hand side : ~ divsin { [p(2,2)/*dz, 80 that we obtain a contradiction. Hence alll the zeros of «(A) are simple. If sinB = 0, > Q=X) f $e, AB(@, A) da = t-{w(A)$'(0,2)—0(0')8'8,A)}, and the result again follows. It also follows from (1.7.9) that w(A) # 0 for s = it (t > ty), i.e. for A negative and sufiiciently large. 1.9. Taxonem 1.9. Let f(y) be integrable over (a,b). Then if a <2 Ae-®, and hence 1 1 OA) ~ seinfe(b—a)Jsin asin, Hence x(@,)$(y.A) __ coafa(b—z)}eos{s(y—a)} +0(5 me ‘ssin{s(6—a)} and x(a) es J $y. se)ay _. F eostalo—z)oosfety—a)} = [set aeostey—) sanavot af oo pana), Let 0 <8 00; for it is of 1 1 2 f . a} oft e-tinsimo-0) a| 3 + O(e-Rn+4rmI0-a), A similar argument applies to the other term in ®(x,) in which az. By the second mean-value theorem J recostety aaah ay = fe—8) i recos(s(y—a)} dy = g(z—8) re f cos{s(y—a)} dy ~tien ‘This contributes to (1.9.1) ff) ani = ofte—mp, which can be made as small as we please by choice of 8. Similarly for the term involving h(y), and for the terms with y > 2, and this proves the theorem.1s THE STURM-LIOUVILLE EXPANSION Cp. Writing dale) = (Sa) ote a we see that the formulae (1.1.6)-(1.1.9) are now valid. If x = a, similar results hold, and can be proved in the same way, provided that sine #0. If sina=0,®(a,A) vanishes identically, and the result fails unless f(a+0) = 0. The situation at x = 6 is similar. We also have the following result: If f(a) is any function integrable over (a,b), and a 0. Then $0.2) = 802, (2,2) = SALON 095.4 oos{(b—z Asin, and (A) = J sin(bva)oos B-+-cos(bvAsinB. wy The A, are the roots of sin(bvA) wy = —tan Bcoa(b4). Now has all its roots real if —tanf <0 or —tang > 6, and two equal1.10 THE STURM-LIOUVILLE EXPANSION Ww and opposite purely imaginary roots if 0 < —tan8 <6, Also o',) = sy coslbsAyos — sg inn sin Bay sing Joos = boos sooo —tan Panu, Way— 270)} __ beosB.cos(b4An) tang} — Poca pea La, tan'B } and k,, = 0088 cos(bvA,.)—VA, sin B sin(bvA,) = cos cos(bvA,){1-+Aq tant}. Hence the expansion is _ » 10 =] > cpeeriprngeinem) | soeraynas ; where vA, may be purely imaginary. In the case tan = —b, we have oA) = sin {coats a) = —PAsing+... so that there is a zero at the origin. In the neighbourhood of A = 0 $(z,A) = = (2,2) = (b—2)co8f-+sin B+. —eosB+.... Hence > . zoos { ufiy) dy 3e | ufw)dy 9 4 = gt Fain go BR Hence the first normalized eigenfunction is Yo(x) = 3tb-tx. O@,d) = 1.11, An expansion involving Bessel functions. Bessel’s equa- tion of order v is Pets (#— a= 0, (111) and the standard solutions are J,(zs), ¥,(zs). Putting y = 2-ty,, we obtain the equation a =0. (1.11.2)18 THE STURM-LIOUVILLE EXPANSION Chap. I Solutions of this are therefore xtJ,(vs), xtY,(xs). This equation is of the form considered, with a az) = A. (1.11.3) If we consider an interval a 0, the conditions of the above theorem are satisfied. Let Galt A) = ahd,(xs), —_xo(e,d) = aAY, (za), where s = vA. Then eg) = anf (ea)¥ laa) —Y,(xa)Tyees)} = 2, (11.4) Taking « = 0 and f = 0, we have $(x,A) = $n(az)h{U,(xs)¥,(as)—Y,(x8)J,(a8)}, x(t.) = dm(bn) HI, (za)¥,(b8)—¥,(8)J,(bs)}, and (A) = dratod J, (as)¥,(6s)—Y,(as)d,(6s)}. Hence oA) = —4natod F (4,(0s)¥;(as)—Jy(as)¥,(b8)}— —draivi 2 = (3(b8)¥,(aa)—~J,(as)¥,(b8)}. Substituting for the ¥; by means of (1.11.4), we obtain 4 Y, (as) J; (as) 2 a w!(d) = —}ratst 2 sla too Gee 4 alas Tasos)| — ¥,(b8)J,(b8) ial aeons a Sifaa) , 6 adbh( (bs) _ % J(60) * 2 J(bs) Bs¥ (J.(aa) Je) Hence if the zeros of w(A) are Ap, and Vy = &9, 1.) _ _ att Fibs) —FHas,) Oe) = — Far Tae vitbe,) #0604) /0,(asq). Ss) airs] 6 i ua) tek lbs) _ Jas) Also k, © The expanwion obtained is therefore si Tio) 2 Je=5 > Fheas,) — Tan ol eeaDElesy)—Y 28,08) X x i PHYS _)¥,(08,)—¥, (ys, (asq)} Fy) dy.Lu THE STURM-LIOUVILLE EXPANSION 19 ‘A similar result can be obtained from the more general boundary conditions. The formulae require a slight modification if s, is a common zero of J,(as) and J,(bs)- 1.12, The distribution of the eigenvalues. Rouché’s theorem asserts that if f(A) and g(A) are analytic inside and on a closed con- tour C, and {g(Q)| < |f(A)| on ©, then f(A) and f(A)-+9(A) have the same number of zeros inside C. Lot f(A) = vAsin{ /Ab—a)}sin asin B and let g(A) denote the O-term in (1.9.2), s0 that (A) = f(X)-+g(A). Let C be the contour used in § 1.9. Then |g()| < |fQ)| on C if n is large enough. Hence .() has the same number of zeros inside the contour as vAsin{vA(o—a)}. ‘This has zeros at A = 0, 7*/(b—a),..., n*x?/(b—a)*, and so the number is n-41. It follows that, if the zeros of (A) are Ag, Ay... and Ay = hy then (n—¥a](b—a) <5, < (n-+4)a/(6—a) for all sufficiently large values of n. On putting s,, = nz/(b—a)-+8,, in (1.9.2), we see that 5, = O(1/n). ‘The next approximation, obtained by iteration in the above formulae, : a = aa foo — et (es } ‘There are similar results if sina = 0 or sin8 Tt also follows from (1.7.1) that $(@,Aq) = c08{6,(2—a)}sin a+-O(1/n) = cof er?=2) sine of} From this and the normalization condition we obtain if sina 4 0 sae Pofei=) so Pars} 1.13, The Parseval formula. On multiplying the expansion formula : fz) = 2s Cn¥n(2) (1.13.1)20 THE STURM-LIOUVILLE EXPANSION Chap. 1 by f(z) and integrating over (a,6), we obtain formally : 2 fife ae = 3,% (1.13.2) the Parseval formula. Similarly, if g(x) is another function with Fourier coefficients d,, we obtain, on multiplying by g(z) and integrating, . . f. Slelola) de = Sends (1.18.3) ‘We shall prove that these formulae are valid for all functions f(z) and g(z) of the class L*(a,). First, we note Bessel’s inequality - 2 La< | Vea (1.13.4) valid if f(x) is L*(a,b); for 7 Xx i: 4 Xx O [ Seoyprar— > a Also the left-hand side is 2 : , J {fe)—We)+he)— S ya dnte)}* de , 5 : ‘ <2 f {fe)—Mayy? da-+2 f (he) S yale)? de : x 0, and let . *= [acy Fan Thon FF +0) + A—HeMY = 0, where lx) = {(X)—4a"(X)}/{a(X)}#, (a) = e(X). Putting ¥ = r(x)y, where r(z) = eB Pade, we obtain PY ape) 18") —vley =0. (1.14.2) This is of the standard form. The argument assumes that 8(X) is differentiable and a(X) twice differentiable. A more general method would be to treat (1.14.1) directly, as was done by Weyl. We can also replace the boundary conditions (1.6.3) by more general ones in which the two ends of the interval are related. Suppose that yi(c) satisfies (1.1.4) and that an +P, He) = 1. O45,0) amy ota h(a)+Ba h(a) = yoif'(b) +82 4(6) where By B, = 71527254 and ay, B,,... are not proportional to a9, B,,.-.. This leads to a theory similar to that developed above. Particular cases are Ha) = 9), ¥"(a) = #0), (1.14.4) and Ha) = —4(6), (a) = —H'(0). (1.14.5) It may be noted that, while Fourier’s sine and cosine series are cases of the expansion previously obtained, the complete Fourier series is the case of (1.14.4) with g(z) = 0, a = 0, b = 2x. REFERENCES Birkhoff, 1908 a, 1908 b, Dixon, 1905, 1907, Haar, 1910, 1911, Hilb, 1909, 1911, Hobson, 1908, Kneser, 1904, 1905, 1907, Lichtenstein, 1914, Priifer, 1926, Schur, 1921, Tamarkin, 1912, 1927, Titchmarsh, 1939, Zeanen, 1939.Il THE SINGULAR CASE: SERIES EXPANSIONS 2.1. In many of the most interesting examples the function g(x) has a singularity at one end or both ends of the interval considered, or the interval extends to infinity in one direction or in both. We shall now consider these cases, but, in this chapter, with a limitation which makes the expansion still a series. ‘The result is a particular case of ‘the more general one obtained in the next chapter, but it seems worth while to prove it separately on account of its comparative simplicity. ‘We begin by considering the case in which the interval is (0,00), g(z) being continuous over any finite interval. The case of a finite interval with a singularity at ono end is quite similar to this. If F(z) and G(z) satisfy the differential equations dty Gat O—ae)y 2.1.) and the corresponding equation with 2 instead of A, respectively, then wr) i F(2)G(x) dx a frreraera)— GB" (x)}—G(x){q(x) F(z) —F'"(a)} dx ae foreere)—aererenae = WAP, G)—WF, @). (2.1.2) TA = piv, =X p—iv, a = 0, and G = F, this gives 2 av f [F(a)|? dx = iW(F, F)—iW,(F, F). (2.1.3) a Now let $(z) = $(x,), 0() = O(x, A) be the solutions of (2.1.1) such that $0) = sina, — $'(0) = —co8a (0) = cosa, (0) = where a is real. Then W,(4,0) = Wig, 6) = sinta+costa = 1. A p (2.1.4) sine4 THE SINGULAR CASE: SERIES EXPANSIONS Chap. II ‘The general solution of (2.1.1) is of the form 6(z)-+14(z). Consider those solutions which satisfy a real boundary condition at « = 6, say {0(b)-+14(6)}c08 B+ {6'(b) +19'(b)}sinB = 0, where f is real. This gives = Iq) = —Pe)eot B-+8'b) P= 10) = ~ FG )c0t BF)" For each 6, as cot varies, 1 describes a circle in the complex plane, say C,. Replacing cot by a complex variable z, we obtain pe O00 0) $b)2+ 90)" Here 1 = co corresponds to z = —$'(b)/4(b). Hence the centre of G, corresponds to the conjugate, z = —d’(b)/H(b); it is therefore (2.1.5) 1=12)= W103), Tid.) im{ £0) _ 4,{¢)_#O) _ _ 4H.) Ato inl $53) = ¥(S0)Se) = ee which has the same sign as v, by (2.1.3) with F = ¢, since Wiis.) = 0. Hence, if » > 0, the exterior of C, corresponds to the upper half of the z-plane. Since —6'(b)/4'(6) is on O, (for z = 0) the radius r, of Cy is n= [20 Med) _ es i FO WGA G8 oT igeyeae 3 Now lis inside (, if imz <0, ie. if i(z—2) > 0, ie. if {Rae Hover ey : 16(6)+-0(6) © 15(b)-+6(6) ie. if i{{0HG($,5)-+0K (4, B) +15 (6, 6) +-H(6, 8)} > 0, ie, if AW(0-+14, 6+14) > 0, i.e. (by (2.1.3)) if 2 [ [O-+Ipl* de < aH (0-+14, 0418). 3 Sinco Wo($, 4) = 1, Wold. $) = 0, ete, W0+14,6-+16) = 1-1 = 2iiml.21 THE SINGULAR CASE: SERIES EXPANSIONS 25 Hence 1 is interior to C, if » > 0, and > . f ie+Uit de < — (2.1.7) a ‘The same result is obtained if » <0. In each case the sign of im? is opposite to that of ». It follows that, if J is inside C,, and 0 00, the circles C,, converge either to a limit-circle or to a limit-point. If m = m(\) is the Himitpoint, or any point on the limit-circle, Jlosmerae < < et (2.1.8) for all values of 6. Hence fermgrar 00; hence, by (2.1.6), 4(z) is L*(0, 00); so in fact, in this case, every solution of (2.1.1) belongs to £40, 0). 2.2, For a given B, ! = I(A) is an analytic function of A; in fact it is ‘a meromorphic funetion, regular except for poles on the real axis. For the poles of (A) are the zeros of $(b, A)cos B-+-4'(b, A)sin B, and this is —w(A) in the notation of § 1.6. ‘Also on the circle C, (if v > 0) fotupirae = alt f 16 ae— i] [0l? de. 3 09917 c26 THE SINGULAR CASE: SERIES EXPANSIONS Chap. II Solving for {I|, we obtain 2f eax + u<—4 i t : She | Poets pe, vitae | firde {J iirae)" But the above argument shows that, for a given A, the region of the L-plane covered by the circles C, decreases as b increases. Hence 1(X) converges boundedly in any region entirely in the upper (or lower) half of the A-plane. Hence, in the limit-point case, its limit m(A) is analytic in either half-plane. In the limit-cirele case, points m(X) on the limit-cirele can be obtained as the limit as b-> co of 1(0,6,8) where f is a suitable function of 6 (cf. § 4.8 below). Since the above right-hand side is O(1/v) as v > 0, for any fixed 6, it also follows that m(A) = O(1/»). Hence, if m(A) has poles on the real axis, they are all simple. It follows from (2.1.5) that /(A) takes conjugate values for conjugate values of A, and hence so do m(A) and (2A). ‘The functions denoted by m(A) in the upper and lower half-planes are not necessarily analytic continuations of each other. But in this chapter we assume that they form a single analytic function, whose only singularities are poles on the real axis. Let them be Ag, Ay, Ag.» and let the residues be Tor Tay Taree 2.3. Lemma 2.3. For any fixed complex \ and X’ Tim W£/(w,d), ple, )} = 0. (2.3.1) Since 6(z,d)+1(A)p(e, A) satisfies at z= b a boundary condition independent of A, W{Oe, A) +(x, A), (2, NIA) P(A} = 0, ie. HLM, A+ LA)—mA} (x, A), $@,)-+ LO’) —m(r’}$(@, X’)] = 0, ie. WH =, A), be, dE {UA)—m(A) HG 6(@, 2), (ee, AY} HUA) —m AYP A), $A AMA) —mAHLA’)—m XG, 2), H(z, A} = 0. (2.3.2)2.8 THE SINGULAR CASE: SERIES EXPANSIONS 2 Now : WEfBlE,A), $29} = ON) F $e Able AY e+ HELE, A), HAI} j , = of f ise. r»P0s}?-+00) 3 as b> 00, A and 2’ being fixed. In the limit-point case & 1 10)—m a) < e= fv f pte de) 3 so that ima 10) —m (HEB 2), HED} =0. ‘This also holds in the limit-circle case, if 1(d)-> m(Q), since then i |#(2,A)[*dx is bounded. Similar arguments apply to the other terms in (2.3.2), and (2.3.1) follows. 2.4. The following general lomma on sequences of integrals will be used. Lanta 2.4, Let fx(z) be a sequence of functions which converges in ‘mean square to f(z) over any finite interval, while finwrar oo, and the result follows.28 THE SINGULAR CASE: SERIES EXPANSIONS Chop. IL 2.5. By (2.1.2) > Q—d) J Ce, AYP (a, A) dex = Wolyp(x, 2), ws N'Y} — MG yp(@, A), ow, X')}. é ‘The first term on the right is {e08 a+ m(A)sin «}{sin «—m(X")eo8 a}— — {008 a-+m(X')sin a}{sin a—m(A)oos a} = m(X)—m(X'), and, if \ and 0’ are not real, the second term tends to zero as b > 0, by Lemma 2.3. Hence Foe re, yds = MAO), (2.6.1) é In particular, taking \’ = J, we obtain f Wa, A) |? da = (2.5.2) 3 80 that the case of equality holds in (2.1.9). Now let A, be an eigenvalue, and let X’ = 2,}i, v> 0. Then for any fixed X, x J POX) Hing $e Ay) dir 0. a For the left-hand side is x J [WO (a, 0) -+ {vm A’) + ing} 6 (2, N’)— rg ble N’)— Bar Ay}? ae é and each of the three terms obviously contributes zero to the limit. Also, by (2.5.2), J bbe, NIP dae < jwmQn| = (1) a as v > 0, since the pole of m(X’) at A, is simple. On multiplying (2.5.1) by iv/r,, making »—> 0, and using Lemma 2.4, we see that (2, ,) is L%0,co), and 1 J eB A,)ade (2.5.3) é25 THE SINGULAR CASE: SERIES EXPANSIONS 29 If A tends to a different eigenvalue Aj, on multiplying (2.5.3) by ivjr, and making »-> 0, we obtain f $(®,Am)P(2t, Aq) daz = 0. (2.6.4) 3 If A tends to the same eigenvalue A,, it follows similarly that fue, Aa}? da 1 (2.6.5) a Henoe the functions Yul) = Th Pl@ An) (2.5.6) form a normal orthogonal set. (2.5.8) can now be written as fe + He, iin(e) dr = (2.5.7) J Heaniledde= Foy, 2.6. The function (2,2). Let f(y) be L%(0, 0), and let D(e,A) = Her) f HY.) dy + ole) fewaferdy, 2.6.) é z where ¢ and ¢ are tho functions defined above. Then, for every 2, ®(z,)) is an analytic function of A, regular for imA > 0 or imA <0. Also, if f(y) is continuous, Or) = Her { HUAI dY+9'@Y J Hy ASW)dy a 7 Ore, = HEY [ HU AMO)dy +H [ HOAIW) d+ a : FW AH@2)—F' MMI) = (ale) NOG, +S). (2.6.2) ‘Thus ©(2, 2) satisfies the differential equation suggested by §§ 1.3-1.4; and (0,2) = 60,2) f $y, AF) dy, a (0,2) = $0.) [ Hy. Fw)ay, é30 THE SINGULAR CASE: SERIES EXPANSIONS Chap. II so that ® satisfies the boundary condition ®(0, X)cosa+0'(0,A)sina = 0, (2.6.3) If ©x(z,A) is the corresponding function with f(y) = 0 for y > X, then : x x(x) = (2,9) | $Y, Afo)ay-+4(2,2) | Oy, AF )ay+ ° : x + m(aygte,r) f $y AdFO)ay. é This is clearly regular everywhere except at A= Ag, Ay...» Where it, has simple poles with residues x rable dn) { $Y Andfy)ay. j Let C denote a rectangle of the form & ®(z,) if A is not real; and as vy = imA—>0 of fivw.areay}? = o-s i by (2.5.2), if A tends to a value not an eigenvalue. Hence making X +c we obtain by dominated convergence Oxted = Of faarzoray} 1 Ox,2) (z,d) = mf ye It follows that (2, A) is analytic throughout C, i.e. that the functions so denoted in the upper and lower half-planes are analytic continua- tions of each other. If C includes a point A,, we find similarly that (x, A) has a simple pole at A,,, its residue there being the limit of the residue of ®x(z,), ie. Fn b(n) f Hs Anse) dy = Hu(2) [ dalddSlu)dy = Cn a2) a aan ‘THE SINGULAR CASE: SERIES EXPANSIONS 31 2.7. The following two theorems will now be proved. ‘THeoeM 2.7 (i). Let f(z) be the integral of an absolutely continuous function, and tet Hog) = g(a) fle)-f"@) be L40, 00); let f0)cosa+-f(0)sin« = 0 (2.7.1) and lim W{Y(e,d), fl@)} = 0 (2.7.2) for every non-real d. Then fla) = Sentale) (0< 2 <), (2.7.3) the series being absolutely and uniformly convergent in any finite interval. ‘TueoREM 2.7 (ii). Let f(x) be L*(0,00). Then fwd: = Se. (27.4) ither theorem can be used as a means of proving the other. We shall first prove 2.7 (ii) and deduce 2.7 (i), and then give the alterna- tive procedure. ‘We require a number of lemmas. 2.8. Luma 2.8. If f(z) is any function of L%(0,0), J menra< 5 J Wey? de, (2.8.1) j Suppose first that f(2) self-adjointness’ 0 for « > X. Then the ‘condition of fone,» yae = foro, nae (2.8.2) is satisfied. For : feenze, N)—@(x, N)LO(x, A} dx a - i {@(@,2)O"(w,N’) —O(@, NYO", A)} da 3 = —[O(z,)0'@,1)—O(@, N}O"@, ANI.a2 THE SINGULAR CASE: SERIES EXPANSIONS Chap. IT Tho integrated term vanishes at x = 0, since (0,0) = sine f Hy, fu)dy, | a '(0,)) = —cosa f Hy, Adfly)dy. j The integrated term at x = £ tends to 0 as £ + 00, since, if x >, x (2,0) = Hed) f Hy, AMflody, i x O@,) = WA | HUAFDdy, 3 and the result follows from Lemma 2.3. Putting 1’ = 1 in (2.8.2), and substituting from (2.6.2), we obtain Jou QO (x, A) —f(e)} de = foe, NAO, N)—fla)} de, é ie. (A) f |, a) dz = fio, 1)—O(@, )}f(@) dx. é é Hence, if \ = p-tiv, » > 0, & f Ile nihae <2 f [Oe,nfle)|de j j <4 fiowarae f int de} j j Hence fmearde< 3 [penta 2 3 the required result in the restricted case. If now f(z) is any function of L*(0,co), and the above functions are distinguished by a suffix X, x x Jim [ \x(2,a)/*de = f [O(2,a)/* de oo a28 THE SINGULAR CASE: SERIES EXPANSIONS 33 by uniform convergence, for a fixed X’. Now x : f x(a)? de < ! x(x, d)|? de é <3 iter ae 3 ¥ x =a] Werrae co. 2.9, Luwnea 2.9. If f(x) satisfies the conditions of Theorem 2.7 (i) and ®(zx,A), defined by (2.6.1), is also denoted by O(x,A,f), then Af) = Tw) +Ole, Af). (2.9) We have f soarreray = 5 | taedden—erwnsendy 2 3 = lows'on-#urnk+; | aos—rosway i on integrating by parts twice; and the integrated term vanishes at the lower limit, by (2.7.1). Similarly fooarseray = tans'w—vensene + +5 f eros wwenas, and the integrated term vanishes at the upper limit, by (2.7. Substituting in (2.6.1), we obtain the result. ‘The Green’s function G(z, y, A) is the solution of the basic equation which is symmetrical in x and y; a continuous function of x for each y, but such that (2 -? =-b Br }eayso \O%]zmy-0a4 THE SINGULAR CASE: SERIES EXPANSIONS Chop. IT of integrable squared-modulus with respect to either variable, and which satisfies the boundary condition G(0,y,A)cosa-+G,(0,y,A)sina = 0. In our notation Ga, y,) = Hey) (y <2), —G(2, AYA) (Y > 2), OAS) = — | Oey Afwdy, a O@,AJ) = — { Ou ru)dy, a and (2.9.1) is fle) = f C@y, MFW)—MU)}ay. (2.9.2) ° The formula =X) f Ce.¥XIGY, UA) dy = Ole, u,2)—G(e, WX’) a (2.9.3) can be verified by evaluating the left-hand side by means of (2.1.2). On multiplying by f(w) and integrating, we obtain formally Q=N) [ Ge,y,X}OY,» dy = O(x,A)—O(z,0'). (2.9.4) a ‘This is justified if f(u) is L* and f(u) = 0 for u > X. The formula for any f(u) of L4(0, 0) then follows as X > 00; for if refers to the case where f(u) = 0 for u > X, O(x,A)—O x(x, A) = -{ Ge, y,Nfly)dy > 0 and | fac, YN YO(Y,A)—Ox(y, A)} 4y| <| ‘| Gey yay i P.d—Ox(nar ay? Sa eS: Gee, y.X)P dy. 5 ucsead|t +o 22.10 THE SINGULAR CASE: SERIES EXPANSIONS 35 2.10. Lemma 2.10. If f(x) is L*(0,c0), Sa < [ (f@p ae. ze! This is the ‘Bessel’s inequality’. We have o< | {ser Scotto) ae = furacr Sa-23e Jrewstere rt N = | {fey de— Sok for every N, and the result follows. 2.11, Luma 2.11, Let F(A) be an analytic function of X= p-+iv, regular for —1

co, To prove the theorem for the class of functions con- sidered, it is therefore sufficient to prove that Re lim f Wada a 0 and a similar result with —R in place of R.212 THE SINGULAR CASE: SERIES EXPANSIONS aT Let x0) = FA)— i R-12 ERAT ‘Then x(Q) is regular for R-1 0 as R-> co. Hence, by Lemma 2.11, IxQ)| < 8e(R) on the segment (R—i, R-+i). Hence RH lim f x(@)aa rere hy mY Also f =m. ae sinco the path of integration can be replaced by a semicircle on the side opposite to A,, and on this semicircle the integrand is bounded. Hence Ry ] o(1). OO, Renn This proves the theorem for the special class of functions. As in § 1.13, the theorem can then be extended to all functions of integrable square. It also follows that, if g(x) is another function of L*, with ‘Fourier coofiicients’ d,, then whe Racer en fresoceyate = 3 F tfertateyytde—a [ (72)—oe} de j j é = ES leutda) 3 (onda? = Send, (2.12.3) ‘This formula is also true for complex functions f(z), g(x), by separa- tion into real and imaginary parts.38 THE SINGULAR CASE: SERIES EXPANSIONS Chap. IT 2.13. Deduction of Theorem 2.7 (i) from Theorem 2.7 (ii). From the formula 2 QnA) foe, AIBA) dae : = HEH), 42 AWW), 8 Ae) and (2.5.3), it follows that the second term on the right-hand side tends to 0 as b-+00. Hence we may take f(x) = x(z) in (2.9.2), which gives j G(e.0,Mbatoday = Fl, 2.13.1) Also J \@e@yaray 3 = Me rP f 6 APay-+ ibe f MO NPdy A > 0, (@,2) = O(\Al |). ‘The formula € é J 6-vy—-2)0"@) dy = (E—2)'O(x)-+ | (6y—2x—48)O(y) dy is at once verified by integration by parts, The left-hand side is equal to fee yy —2}ayy(y)—AO(y) +f(Y)} dy. Writing c= [ fverrael? we have £ § i} E-wry 20a] < (Ea) f Wi dy < ear fav] smntay|! < Oat by Lemma 2.8. Similarly oe € J E-wry—eauioyray} < O(G—z)t max'aty) Wels | G—wra—nyfinnd| < C12 € J 6y-22-s90 45] <40(E—2)8I|\r}.40 THE SINGULAR CASE: SERIES EXPANSIONS Chap. IL Hence ' 40 Gar (2) < LEM (9) 4 max lotv) I+ bl) + i] vst The result follows on taking £ = 2+[A|+. 2.15. Proof of Theorem 2.7 (i). The absolute convergence of the series (2.7.3) is first proved aa in § 2.13. This depends on Lemma 2.10 only, not on Theorem 2.7 (ii). Now ae Dz, Add = Beit _euibalths (2.15.1) where C(R) is the same contour as in § 2.12. By (2.9.1), and Lemma, 2.14 applied to &(x,A,f), O(z,d) = f+ (sap) (2.15.2) ‘The integral of the last term round the semicircles tends to zero, a8 in the case of the corresponding term in § 2.12. Hence the contribu- tions of the semicircles to (2.15.1) together tend to 2rif(x) as R > 00. ‘Hence finally it is a question of proving that Ri lim J O(z,A)dA>0 Bee pM (and similarly for —R). Let fla) Cntin() 20) = oz, 2) _ Safol®) | TT pen Ih Then (A) is regular for R—1 <) < R+1, and 2Q) = (ja) + as > 00. Hence, by Lemma 2.11, Q(R+iv) = o(1) uniformly for —1 f(z) uniformly over any finite interval, and fescntae = Sa < f ifearae. Hence, by Lemma 2.4, lim [ fale fta)da = [ (f(e)}* de, noe ] ii lim Se it 2 de, ie. jim 2ea= { (sa)} de, This is the required result for the special class of functions. The general result then follows as in § 2.12. 2.17, TuzoREM 2.17. If f(z) is 10,00), and A is not equal to any of the Ay, ‘The series is absolutely convergent. ‘This follows from Lemma 2.10 and the convergence of (2.13.2), if is not real; and the result, proved for any A, clearly follows for all A. ‘Now consider the integral (@,2) f met) ae ott and proceed as in § 2.15, By Lemma 2.14 Oz, 1 ae (ima):“2 THE SINGULAR CASE: SERIES EXPANSIONS Chap. I Hence the integrals round the semicircles tend to zero. The proof is then completed as in § 2.15. 2.18. The interval (—o0, <0). Now consider the case where the interval extends to infinity, or has a singularity, at each end. We actually consider the case where the interval is (—co,00), and q(z) is continuous for —co 0, imm, <0, for v > 0. Let = Yale A(Y.d) tale, Abpalan A) Ge) = ay USA» ayaa YP (2.18.4) and (2A) = — f Oe, wfurdy, where f is the arbitrary function to be expanded. The expansion will reduce to a series if both m,(A) and m,(A) are meromorphic functions. We have (x,a) = Med -+mms(AB (ed) A) (6(y,-+-mAISY, NF) dy+ ‘my(A)—mgi) O(a A) +m AIS) fF rgry, wye)a ait f {@ty.2-+ms046y, a218 THE SINGULAR CASE: SERIES EXPANSIONS 4 There are three possibilities: (@ At an eigenvalue A,, mn) = myQ,) = a # 0, my (A)—ms(A) ~ (AA, )B- Then ®(z,A) has the residue FOC Ag)-tag(es Ad} f Oy, dad-+aply, dulhSY dy. (i) m,Q) and m,(A) both have simple zeros, my(X) ~ ay (A—Ay),—Mg(A) ~ y(A—D,)- ‘Then (2, A) has the residue ' ° eee: 6 fl. arate J ys Au) la) dy (iii) m,Q) and m,(A) both have simple poles, a cA =A,” ‘Then ®(c, ) has the residue a, 4; i a sso f Hy, Adfu)ay. sm) ~ m,Q)~ ‘The theory of this case is much the same as that already considered. Suppose in particular that q(z) is an even function. Then $(2,) is an odd function of «, and (z,A) is an even function. It follows that, if O(e,d)+mg(X)h(x,2) is L¥(0,00), 6(x,2)—ms(A)S(@,A) is L%(—co,0). Hence m,(A) = —m,(A). All eigenvalues occur under (ii) or (iii), and each eigenfunction is either odd or even. 2.19, The limit-point and limit-circle cases. In § 2.1 tho expressions ‘limit-point case’ and ‘limit-circle case’ were applied to particular values of A; but in fact if the limit is a circle for any complex d, it is @ circle for every complex \. To prove this, let X’ be a complex number for which the limit is a circle. Then every solution of the basic equation with X’ is Z4(0,co). ‘Thus the solution 4(z,2’) which satisfies given boundary conditions 4(0, X’) = sina, $'(0, X’) = —cosa, is 17(0,00). Let (2,2) = — f Ozu bY.) ay, a“ THE SINGULAR CASE: SERIES EXPANSIONS Chop. II where ) is not real, and x(2) = G(x, X')-+ (0 —A)O(H, a). Then x(z) satisfies the basic equation with 2, and x(0)oos e-+y'(0)sina = 0. Also x(2)is L*(0,00) by Lemma 2.8, If x(x) doesnot vanish identically, it follows that every solution of the basic equation with A is L%(0,0). Now it follows from (2.9.4) that J Oey. X Ix) dy = —O(@, 2). Hence, if x(y) vanishes identically, so does (2, ), and hence so does 4(z,X’), by (2.6.2). This gives a contradiction. Noto also that, in the limit-point case, it is not necessary to assume (2.7.2) in order to prove (2.9.1), and so (2.7.2) can be omitted from the conditions of the theorem. For from (2.6.2) and the correspond- ing relation with j, we obtain almost everywhere Zeer N fe) I+ +A e HOE, A/S @)-A0(2,A,f)} = 0. The function —_g(x) = ®(2,A,f) f(a) —AO(x, A, f) thus satisfies almost everywhere the basic equation, and so J {a)—NoNe—Hae = f o"O(e—Hat = (a—a)q'(a)+9(2)—g(a). ‘Hence there are constants A and B such that 9(2)—A0(z,d)— Bp (x, 2) = J {a)—AYo()—A9(,2)—B4t,)}@e—) dt, and 80 the iterative process of § 1.5 shows that g(x) = AB(x,d) + Bp (zx, d). Sinoe f and f are IA, so are ®(z,A,f) and O(z,A,7), and hence so is g(z). In the limit-point case the only such solution is ¥(x,), and so g(z) = Ay(z,). Also g(2) satisfies the boundary condition (2.7.1), ie. A{yi(0, Joos a-+4'(0,)sin a} = 0.2.19 THE SINGULAR CASE: SERIES EXPANSIONS “6 Now (0,2) = cosa-+-m(A)sina, ¥'(0,A) = sina—m(A)cosa, and so (0, AJoos a-+y'(0, A)sina = 1. (2.19.1) Hence A = 0. This proves (2.9.1). 2.20. It can also be shown that the equation over (0, 0) is of limit- point type provided that, as z-> 00, q(zr) does not tend to —co too rapidly. ‘TanonEM 2.20. Let q(2) > —Q(z), where Q(z) is positive, con- tinuous, and non-decreasing, and Frowysae is divergent. Then the equation is of limit-point type. Suppose on the contrary that it is of limit-circle type. Then the functions 0(z,A) and ¢(z,A) which satisfy the standard boundary conditions are both L*(0,co) for any non-real A. Since W(¢, 8) = 1 froreny ae = f (o.eny-FI4te, A991, )— He, AM Ne : {ve nya feat Pla a} + +(f 1ote, nya [a @aye ea alt : To obtain a contradiction it is therefore sufficient to prove that the integrals f 19%, ayi2 f lewd)? (2.20.1), Q(2x) dz, ? Q(2z) . (2.20.2) are convergent. Now | (1-3) Weare = i aa = —$(0,0)$'(0,2)— J (3) Herve dart 4% fe = See gle A de. :46 THE SINGULAR CASE: SERIES EXPANSIONS Chap. II ‘The second term on the right is equal to x J (0-$)' se. a0—acenpte dnd, a and its real part does not exceed © x Bf 6@ AP det f 16(@,2)2Q(2) de. i j ‘The modulus of the third term does not exceed : x af waesantae f (1-5) earned 3 Let © [ Werniae =o, d (1-3) Weare =1, cy, x f 18@2)? Q@)dx = J. 3 ‘Then I <1+4Cp|4+0-+4+2X-10H2, (2X08? < J414-C) 4X0. (2.20.3) x If J is a bounded function of X, so is I; so is F(X) = if 1P'(@, a) |? de, a since ix FQX) <4 J (-3) Ibe A)Pde <4, and so is (2.20.2); similarly for (2.20.1), and the result follows. Other- wine (220.8) give iy ci cos if X is large enough, whence, if X > 7, say, I< (2ut+ X08 < 30, FRX) < 12(X).2.20 THE SINGULAR CASE: SERIES EXPANSIONS an Hence x x BOI? gy f Fe) Q(22) ” Q(22) ; ~ [gee] ata x J(2X) [ al <2 gant? | (22) af aa} x = 2a f [b(2a, A) |? de. Since this is bounded as X ->o, the result follows. An example is Q(z) = ax?-+6, where a and 6 are positive constants. 2.21. Some more formulae. Consider the case of the interval (0,co) with boundary condition y(0) = 0 or y'(0) = 0. Let Dif) = [ (s'%a)-+ale)Fa)} ae. (2.21.1) Then : & F esent ae = HalEWnlE)— J ale rbn(e) dz a 3 i vatovte f n(x{q(x)—An}dx. (2.21.2) é If y,(€) and y,(£) tend to 0 as £ > 00, it follows that D(jhn) =n f Pale) de = ye (2.21.3) é This is true if q(x) —> oo (see § 5.4). In any case, on integrating with respect to £ over (0, X) we obtain x x J 2) +o@WR@ Xa) de = WALA, [ YR@)(X—a) dz. a 343 THE SINGULAR CASE: SERIES EXPANSIONS Chap. IL Integrating with respect to X over (0, 1’) and dividing by }7%, we obtain fi 30) +alepate)(1— 1 os 7 W)AK+2, J ven 7. z\? Hence im { (¥2te)-+ateatey(1—F) de =a, 214) 3 Tf g(x) > 0, (2.21.3) follows from (2.21.4); in fact this is true if g(x) is bounded below, since the formula still holds if we replace q(z) and An by g(z)—c and A,—e, where ¢ is any constant. It also follows that A, > c for all values of n if g(x) > c. if D(f,a) = [ {F'@)a'@)+ qa)fla)g(a)} de (2.21.5) y the corresponding formula with two different eigenfunctions is Dm $n) = 0. (2.21.6) Now let f(z) be any function satisfying the condition of Theorem 2.7 (i). Let the ‘Fourier coefficients’ of f(z) and f(z) be ¢, and é,. ‘Then, as in § 2.13, &, = A,¢q, and the Parseval formula gives { fefleyae =3a a. (2.21.7) 3 x x Also J ffae = f (Paty )ae—L a é IE f(@)f'(z) > 0 as x 00, it follows that Df) =e (2.21.8) a ‘Now suppose simply that g(x) > 0 and that the integrals Fedde, f feygle)dr, [fede are convergent.2.21 THE SINGULAR CASE: SERIES EXPANSIONS 4“ ‘We have x x ff 'bade =[fhale— [fede 3 a x = SEW X)— [SQ—Aan de, x x [Lact aba) de = JW (X)+Ay f Hn de. ‘The integrals converge, and so f(X)¥,(X) tends to a limit as X > 0; and the limit must be 0 since fy, is L(0,00). Hence D fit) = Anon (2.21.9) x x x Hence D(f—_Zaiha) = DU)+ Zanh-2 EB dnch =D)- Fac Hence Sack < Dif). (2.21.10) It follows that if f satisfies the above conditions, and f f? dz = 1, 8 then 2 Dif) >vS ek = In fact Ay is the minimum of D(f) for such functions, the minimum being attained for f = Yo. Similarly A, is the minimum for all such functions orthogonal to Yo, ete. REFERENCES ‘Weyl, 1909, 1910.4, 19106, Titchmarsh, 19400, 1941, 1941 ¢, 19454, Kemble, 1933. $2.20. Titchmarsh, 1949 a, Sears, 1950. See also Hartman, 1951 a.Ill THE GENERAL SINGULAR CASE 3.1. We now consider the same problem as in the last chapter, but we no longer make the hypothesis that m(A) is a meromorphic fune- tion. All that is known so far is that it is an analytic function of A, regular in the upper half-plane, and that imm(Q) <0. We proceed formally as follows. Defining ©(z,) as before, we can prove that 1 Re ste) = jin{ —2 f een, ate where 5 > 0. It is then a question of the behaviour of this integral as 5-+0. Now (e,a) = Her | Me ASW)dy+$le,d | Hy, Adf)dy 2 = (Oe, A) +-mASle d}} | HY.) dy+ 3 +400) | (6ly,2)-+- MASAO) dy. We shall prove that . lim J {—im m(u+i5)}du = kA), where (A) is a non-decreasing function of A. Hence we obtain formally Ree in[-2 f ora] WEB Re® 7 =in[—5 i (6(x,d)-+ mB, ayaa favarnina] + he 1 si. b(x,A) da j {0(y, A +mASY, NS) a RB a r C 2 f seaana f sy.asaray + [toner]a THE GENERAL SINGULAR CASE al as R-> 00, 8-0, since (x, 2) and ¢(2,A) are real for real A. Hence the expansion formula involves Stieltjes integrals, and is formally fe= 1 fie ayaa f Sy. Nsirdy. (BN) If we write FQ) = f by, Afw) dy, (3.1.2) 3 then (3.1.1)is f(z) = 2 f #eavFoyaeey, (3.1.3) Also f {fle de =} z fle)de J (2, )FQ) dk) 3 -1f Fa) dQ) j $e, fla)dz = * £ frame, (1.4) ‘This ia the “Parseval formula’. ‘Now consider the interval (—co,c0) instead of (0,0). In this case ®(z,2) is given by the formulae of § 2.18, We obtain 1 ‘ina i) — mu) —im du = &(A), (3.1.5) TF my(u+id) 7 miei) meray = 1% OU) —im at Oona du=(), (3.1.7) ‘m,(u+id)—m( Tr OTF oe ee ee where é(A) and Z(A) are non-decreasing functions of A, and 7(A) is of bounded variation. Now BEB in{—2 f ena] 7 RH sf 2 es2-+mar4ee, 9) ~iof-2 Lemon an fi ay, aemorse.ayeray “o¢e.d--mrsle,2) +n[-2 UL Med pmliadend 2 f woaremowo.antr)v2 THE GENERAL SINGULAR CASE Chap. Proceeding as before, we obtain formally the expansion formula Hea) = = f aee.ag0y f ow arsandy +2 fomerranay f senargenay+ +3 J semanay fowmagerar+ +3 fsenacay fsunguran. @.1.8) IE BA)= fo, AfW)dy, FAY=fsyAfW)dy, (8.1.9) this is equivalent to Je) = + J (2,4) ag0) +2 J AVF) dn(A)-+ +3 f searzeyanay++ J denrorace. (8.1.10) Multiplying by f(z) and integrating, we obtain the Parseval formula J sentar = [ ceo azoy+2 f Bayrayanay+ I {Fay aza). (8.1.11) In many cases theso formulae take a simpler form. Suppose, for example, that m,(A) tends to a real limit as im A 0, so that Yale A) = 64a, +m, A622) is L*(—00,0). We then have formally an(u) = my(u)dS(u), alu) = mu}? du).3a THE GENERAL SINGULAR CASE 3 ‘Hence (3.1.8) reduces to Hey= 2 f vaterrage f wtwarsondy. 1.12) Again, consider the case where q(z) is an even function. As in § 2.18, this involves m,(\) = —m,(). Hence mA) mQ)—m,Q) 2 and 7(A) = 0. Hence the expansion formula is Hee) = 2 f oe, ayagay f ec rgioray +2 fama f sorsoray. 6.1.19) 3.2. To justify the above formulae, we first prove two lemmas. Lemma 3.2. For any fixed w, and u, J imm(-+iv) du (3.2.1) is bounded asv+0. Consider first the case of a finite interval (0,6), with given boundary conditions at the ends. Let Aj», J,(2) be the eigenvalues and eigen- functions. Let I(A) be the function so denoted in §§ 2.1-2.2, und let Tay be the residue of U(X) at Ang. Then Pnn(2) = rho Blt, Any), and it can be verified by (2.1.2) that 2 J {8(x, A)+TA)P(@, A) nox) dx = (3.2.2) 3 Hence if A = p-+iv the Parseval formula gives 2 * a 2. ! 10(e, 2)-EUA (a, A)? daz 2 7 (3.2.3) the left-hand side is bounded as b> co, by the analysis of § 2.1; eg. in (2.1.7) im1 is bounded as b> co, by the property of the circles C,, and » = 1. Hence oF 2 = e 7= OW) (3.2.4) as b-> 00,a THE GENERAL SINGULAR CASE Chap. III Also, by (2.5.2) applied to the finite interval (0,6), and (3.2.3), —iml(w) = 0 2 EA (w = u+iv). fs vdu Hence J im iw) du = > Tab i woe Let —N 2N, Ju—Aypl > Bye Hence vdu ['4du_ 8N_ 16N moe < [SE m a8 b> 00, the result follows. 3.3. Lumata 3.3. The function a (A) = lim f im m(u-+i8) du (3.3.1) é exists for all real d; k(X) is a non-decreasing function, kA) = HE0-+0)+2Q—0) and Jim im f im p(x, u+i8)du = j $(a,u)dk(u). (3.3.2) Tt follows from the above lemma and (2.5.2) that as »-» 0 [of vevureoeae = of?) (3.3.3) for fixed w, and u,. Now by (2.5.1), with X’ = i (or any fixed value), (a) = m{i)-+(—A) | Ye, Abbe de = of i ea33 THE GENERAL SINGULAR CASE 55 Hence, if w = u-+iv, fimo du < {(% fim au} = Ow-#). (3.3.4) Aa Hence | dv if |m(w)| du toa 1 is finite, and so f |m(w)| do (3.3.5) ° exists for almost alll x. ‘The theorem, except for (3.3.2), now follows from a general theorem on the boundary values of analytic functions—see § 22.23 in Part II. Also a a if im (2, u-+iv) du = im J {0(x, wiv) +m (u-bin)o(x, ubiv)} du é é a a = f imo(e,u-+io) dut J rem(u-+in)im $(2, u-+iv) du+ a > a + f im m(u-+iv)re p(x, u-+iv) du. a Since O2,u) and ¢(z,u) are real for real w, im6(z,u-+iv) and im}(x,u-Fiv) are Ov), uniformly with respect to w over a finite interval. Hence the first two terms tend to 0 with » (using (3.3.4)). Let K(A-++13) denote the integral on the right-hand side of (3.3.1). ‘Then the third term is a [—Eutivyre h(x, atin) + f Ku--ivjre }, (a, u+iv) du é a [Huge uilpt f Mudge, u) du a a = — f oe,u) dkqu). é ‘The process is justified since k(A+i5) is bounded, by Lemma 3.2.88 THE GENERAL SINGULAR CASE Chap. 11 3.4. Let (2,0) = foee) dk(u), (3.4.1) where d is real. Now u i i im (x, u-Fiv) au) ae acer = 0), by (3.2.4). ‘The result follows on making 6-> co, Making »—> 0, we see that x(z,) is L4(0,00). Let f(x) be L4(0,00). ‘Then FO) = f xy rf) dy (3.4.3) 3 exists, and is a bounded function of A in any finite interval. Now consider Re in| 2 J (x,a) al 7 ahs 7c : - in[—2 f ena f soars aa] + as : io : +in[-} f dena fours a4. (3.44) RB 3 Now im{f(x, MSY, )—S(e, AMY, AY} = im{O(x,d)$(y, A) —4(z, A)O(y, A)} = O(8)34 THE GENERAL SINGULAR CASE 87 as 5 > 0 (for « and y in fixed intervals). Hence (3.4.4) is equal to mea : in| - 2 f gama f yore) ay] +08) nate ; as 8 > 0 (R fixed). Next R+ib o J imgte,a) aa f reyy,r0fio) dy 3 -We AS = 06) | du f Wyn +iB/O)! ay te’ Se : : + = 0(8) 1, w+-i8) dy) dj al f( [eco otoin ) ae . : = 008 f ae fit att) ay) = 06 by (3.3.3). Similarly : : J ose n-+ 18) al} de fim py, adsinddy = 08). oe 3 Hence (3.4.4) is equal to : : =f sen de fimpan insen dy +06). (04.9) Now : fu [ ira dy, w-+iB)fu) dy = f f(y) dy | —im pty, w-+i8) de a a a3 +F(o) as 8->0, by Lemma 2.4, uniformly over a finite o-range. Hence, integrating (3.4.5) by parts, we obtain Moun faye f —imyene'rioyrendy]” — a o ate R & = . - ftom ap J wf im ty, w!-+i8)fly) dy : pte FW yt f $l FW) du. a EB58. THE GENERAL SINGULAR CASE Chap. TI IfF is of bounded variation, this is equal to the Stieltjes integral R i J $(@, 4) dF (u). (3.4.6) “R 3.5. We now require the following theorem. Let $(A) be an analytic function of A= w-+iv, regular for v > 0. Let it be bounded on each line v = constant, and let its maximum modulus on the line tend to 0. as v->co. Let (A) = $x(u,»)+idy(,), and fib de 0). (3.5.1) Then there is a function p(t), of bounded variation in (—00, 0), such that 1 fd ‘i $0) =2 J 29 w>0), (3.5.2) ae Also Jim f $o(4,») de = p(e)—e(e) (35.3) ia for all values of uy and uy. This is proved in § 22.24. 3.6. Let f(z), the arbitrary function to be expanded, satisfy the same conditions as in Theorem 2.7 (i): viz. f(z) and f(x) are L*(0,00), {)cosa-+f"(0)sina = 0, and WF (a), Wa, r)} > 0 as x > © for every complex A. Using the notation of § 3.2, and denoting by ©,(z,) the function corresponding to (x, A) for the interval (0,6), we have by (1.9.4) oN > cna baalt) nao wb * where enn = | bnplad fe) de. a ] => atest) Hence imO2,2) = > Gee Hence, as in § 3.2, u 7 f timo, (e,a)1 dp < 7 Elena Paal2)l-36 THE GENERAL SINGULAR CASE 39 We may suppose that, f(x) being a given function, y,,,(z) satisfies the same boundary conditions at x = 0 and x = 6 as f(a), ie. that the constant f is defined by S(b)oosB-+f'(b)sinB = 0. ‘Then if d,, is the Fourier coofficient of if(z)—f(z), by (1.13.5) aap = Marlena : » 5 Now Sida < [Heel de < { ifey—feort de. a a ‘Als0 tfn,(2)/(,y—A) is the Fourier coofficient of the function Gy(z, y, A) equal to —y4(x,A)p(y, A) for y x. This can be verified by (2.1.2). Hence | < J IGlewirr dy a 2 » = Wale i F IBAA? dy-+ 16a idl f oly. AdIP dy. a : Now Pole, i) = Hx, )+{M)—mO)} $4), where (2, i) is L4(0,co), and either $(x,%) is L? and U(i) > m(i), or 1) —m) = Of gta, peaz)”. 3 Hence, as b > co, ° - doles’) > Hei), f Holwiditay> f Md ay, A « f \Gu(e,y, al? dy > [ 1648) dy. 3 3 Hence ii jim®,(z,A)| du < K, where K is independent of 1, tty, », and 6. Making 6->co, then tt, > —00, tly > 00, we see that f lim ®(w,A)| dp < K. (3.6.1)60 THE GENERAL SINGULAR CASE Chap. TIT From (3.6.1) and (2.15.2) it follows that the conditions of the theorem of § 3.5 are satisfied by the function ®(z,A). Hence (3.6.2) where p(t) = p(t,x) is of bounded variation in (—co, co). We can now prove the following theorem. ‘Tuxorem. If f(x) satisfies the above conditions and : 7 x(n) = { $ayu) abu), Fu) = f xymf) dy, 3 3 then $e) = 2 f bem an. (3.6.3) Consider the integral f (z,d) dra (3.6.4) taken round the rectangle with corners at +R+i5,+R+i. Asin $2.15, Ret lim @(z, A) dA = —aif (x). ad, Also, by (3.6.2), Hence t f 10®(x, R+iv) dy = > J (veetan z 3 3 ~aroten 4) dplt) 2 4 : - idp(| ali Hto+0 J Ol Lo J ldpto| which tends to zero as R-> co (choosing first A and then R) uniformly with respect to 5. On taking the imaginary part of (3.6.4) and making first R suffi- ciently large, then 8 sufficiently small, and using (3.4.6), we obtain (3.6.3). It is also easily seen that, under the conditions of this section, F(y) is of bounded variation in (—0o,00). If sina # 0, (0,2) = sine f Hy, If) ay, é36 THE GENERAL SINGULAR CASE 1 and (3.6.1) with x = 0 gives i Hence > al for any set of u,. Henco Fim ven anand au < x. H fimois.nse) ay| au < >| fa fives a <, and making » > 0 we obtain LIF Oy d-F u)| < K. If sina = 0, we can argue similarly with ®,(0, ). To see the relation between (3.6.3) and (3.1.1), we observe that 4 Fu) = | feu) dy [ $yw) aku) iim [oS = | aku) f fers) dy, | if we can invert the order of integration—for example if the y-integral is uniformly convergent. Then ary = alton | se. as} 3 and (3.6.3) reduces to (3.1.1). If k() is constant except at discrete points A,, where it has the ee ee > Ee exh with a factor } if p is equal toad,. Hence Fue) = 5 bn [ Half) dy nee and (3.6.3) gives Fle) = 2S ey Sle Aa) f $Y. ANLCY) dy. ie2 THE GENERAL SINGULAR CASE Chap. 111 3.7. The Parseval formula TaeorEM 3.7. Let f(x) belong to L*(0,00). Then the sequence of functions : FQ) = | 6S) ay 3 converges in mean, with respect to k(A), over (—co, 00), to a limit F(X); i.e. tim f (ray—Raypeaiay = and f sor di =} f {FQ}? dk). (3.7.1) 3 te To prove this, we require the mean convergence theorem for Stieltjes integrals. Consider first a finite interval (a,b) in which k(z) is bounded and non-decreasing, and let there be a sequence of continuous functions Jn(z) such that 2 J Ln(2)— Sale}? dk (2) > 0 (3.7.2) as m—> 0, n> 00. ‘The function = k(x) maps the interval a < x < 6 on the interval k(a) < € < Kb) in the following way. If k(z) is continuous, to each 2 corresponds just one value of g. At a discontinuity, e.g. if K(x,—0) < k(z,+0), the point 2, corresponds to the whole interval {k(x,—0), k(x,+0)} (open or closed as the case may be). If k(x) is constant over an interval (z,,2,), every x in the interval corresponds to the same value of ¢ Thus an inverse function x = 2(£), of the same type as X(z), is also defined. If the function f(z) is measurable} B (in particular, continuous), the function f{z(¢)} = e(é) is also measurable B. The Stieltjes integral of f(z) with respect to &(z) is then ¥) : ) J f@) dite) = J eté) dé. a He Conversely, if ¢(¢) is measurable B, and L{k(a), k(b)}, then Hy 2 f e@ag = J ef(e)} d(x). xa) a +} Seo E. W. Hobson, The Theory of Functions of a Real Variable (2nd ef.) vol. 1, §§ 132 and 445-8.a7 ‘THE GENERAL SINGULAR CASE 63 We can therefore put (3.7.2) in the form 9 J {en(€)—eq(6)}? a6 - 0. xia) ‘Hence there is a function e() of L*{k(a), k(b)}, such that 0) J {el2)—en(€)}? dé > 0. wa ‘The usual method of defining this function shows that in fact it is measurable B. Hence f() = e{k(z)} is measurable B, and 5 J (Fe) Jule}? d(x) > 0. ‘The case of an infinite interval can be discussed similarly. Now let f(x) be any function of L*(0,00). Then we can define a sequence of functions f,(2), satisfying the conditions of the above theorem, and zero for x > n, such that, lim, f f(e)-sule* de = 0. yl Let a0) = F 40, a0fan de 3 ‘Then d a - haga) au) = f aku) | btw) fly) dy . a = J Saly) dy f ym) de(u) 3 = J Salu)xyod) dy = Iya), say. The above theorem then gives Hole) = 2 f $20) dha) = = f Hes nhgte) db.6 THE GENERAL SINGULAR CASE Chap. TI This integral converges uniformly with respect to z over any finite interval. Hence the process leading to (3.1.4) is valid, so that J intends == f ascayeatoy. Similarly a J teale)—fce de = 2 if Cin(A)—Fy A} dL). 7 Hence the functions h,,(A) converge in mean square to a limit F(A), such that [ {setae = 2 if (Fay ake. Te GQ) corresponds i in the same way to g(z), we shalll clearly have similarly, J (s2)-ateyytae = 2 f {FQ)—GQ)}? dk). (8.7.8) a S Taking g(x) = f(x) (x n), we have GA) = F,(A). Hence J FO)—F,0)} dk) = x f {fe}? dz > 0 as noo. Thus F(A) is also the mean square limit of F(X). This proves the theorem. Also from (3.7.3) we obtain fem dz =} f FOG) dk). (3.7.4) 3 3 3.8. The interval (—0o,00). The rigorous discussion of this case is similar to that which has been given for the case (0,00). We shall indicate briefly how it proceeds. We define functions y,(2,2), Ya(a,A), G(z,y,d) as in § 2.18, Let G@,2(2,95%), Anaps Pnap(2) be the Green’s function, eigenvalues, and eigenfunctions for the interval (a, 5). Then (cf. § 3.6) f e.s(e.u.AWnaatn dy = Yea), (9.8.1) 3 Mao=A Hence the Parseval theorem gives 5 a =F Haale) J lGaste.u.d dy = > Re3.8 THE GENERAL SINGULAR CASE 65 Hence, as in § 3.2, ae : = dq, J a J Ieases 4.2 dy = Haale J aoe 2 Galt) oft j Idan ara of) eMart as y+ 0, uniformly with respect to a and , x, w, and u, being fixed. Hence [m j [G(x y,2)? dy = of?) Now let x = 0; by (2.18.4) ey). aly, A) G0, y,A) = imQ)— m0) y <9), img) — m0) (y> 0). Hence, by (2.18.3), imim()— m0) 4, — 0 J eaey—myaye = 0) “ ie. J inal dy = O(1). (3.8.2) ‘Also it is easily verified from (3.8.1) that > : fal ys Wn aotan dy = Heaale, 7 na where the dash denotes differentiation with respect to x. Arguing as before, we obtain few i 1@'@.w YP dy = of?). Now Halu) 7 1 = maQWaly. maQvbalys (09,2) = Pe) YS > 0). Hence, by (2.18.3), - [mg (A) [2m rr (A)}— lr (A) Pima{om)} im Q)—m (A) oo my(A) 9A) (3.8.3)66 THE GENERAL SINGULAR CASE Chap, 111 It is also easily verified that that = Flbact all < j im, may msh mdm Hay oy m,(A) o 1 The f_ mey(a)mng(a) a . [! in am) i ft Saal | ao The existence of the functions (A), (A), and {(A) defined by (3.1.5)— (3.1.7) now follows as before. Let a 4 wale A) = f Oe, u) dé(u), — xalesd) = f 6(2,) df), a 3 4 A xsl) = f ben) dni), xa(e,A) = J dem ateu, a and FQ) = j xoU AS) dy (p= 1,2,8,4). Then the expansion formula is Ste) = = f (Olea) aK lu +82, w) AF lu) + +(x, u) dF,(u)+$(x, u) dF,(u)}. This can now be proved in the same way as before. 3.9. The spectrum. The spectrum is the set of values of A which contribute to the expansion formula. Consider first the case where the 2-interval is (0,00). If the function &(A) is constant over any interval of real values of A, so are x(x,A) and.(A). Such an interval contributes nothing to the representation formula (3.6.3) or the Parseval formula (3.1.4). Thus we can define the spectrum more precisely as the complement of the set of open intervals over which (A) is constant.39 THE GENERAL SINGULAR CASE 67 Any point of discontinuity of (A) clearly belongs to the spectrum. The set of such points is called the point-spectrum and is denoted by P. The derived set (set of cluster-points) of P also belongs to the spectrum, and is denoted by D. ‘The continuous spectrum is the set of points where K(X) is con- tinuous but in the neighbourhood of which k(\) is not constant, together with the derived set of this set. This is denoted by C. Thus Cis a closed set, and it may include points of P. If the function m() is continuous up to and along any interval (a,b) of the real A-axis and is real-valued along it, then it is clear from the definition of &(A) that &(A) is constant along such an interval, and so the interval does not belong to the spectrum. In this case m(X) can be continued analytically across the real axis by the ‘principle of reflection’ and so it is analytic along the stretch (a,b) of the real axis. ‘The converse of this is also true: if (A) is constant along (a, 6), then m(A) is regular for a < re 0 we obtain aA) —70(A) = (8 FE where Stn) im (2,8). lim @,(2, 8) If f(z) is constant, =e say, over (a,b), where a 0 there is only one solution of the basic equation which is L7(0,00), and so Ppl A) = Che-(x,A), where C is independent of x.39 THE GENERAL SINGULAR CASE 69 Putting x = 0, then differentiating and putting x = 0, we obtain cosf-+-mp(A)sin B = C{cos.a-+m,(A)sin 3}, sinB—mg(Q)cosB = Ofsin a—m,(A)cosa}. Eliminating C, we obtain ‘mq(A)oo8(a—B)—sin(a—B) ‘m(n)sin(a—B)-F cos(«—B)" Hence mg(X) has the same property as m,(X). In the case where the z-interval is (—00,00), the spectrum is the complement of the set of points in the neighbourhood of which all the functions £(), (A), and £(A) are constant, and point-spectra, ete., may be defined as before. mg() = 3.10. We shall now show that in the limit-point case, the point spectrum is identical with the set of real values of 2 for which $(x,) is L*(0,00). If the function f(x) of Theorem 3.7 vanishes outside a finite interval (0,X), then x FQ) = f He Mfl@) dx a is a continuous function of A. Hence if k(A) has the saltus k, at Ay ° x P04) < f #90) dbQ) =a [ fe) de. 3 Taking f(z) = $(x,d,), We obtain x | Herd de <7. 3 Since X is arbitrary, 4(z,A,) is L*(0,c0). Conversely, let 2’ be a real number for which $(z,1’) is L*(0, co). ‘Then so is $(,’) = X'4(a,%’), and on taking f(x) = $(z,%’) in (2.9.1) we obtain ; — $22) O(@,) = SSP. Hence, if a <2’, j im (x, d) de = g(x, 4’) j pays70 THE GENERAL SINGULAR CASE Chap. 111 As v > 0, this tends to 0 if w <2’, and to m4(z,X’) if u >2’. The limit of the left-hand side is therefore discontinuous at u Also, as in $3.4, it isequalto , J $m) @F(w). Hence F (y) is discontinuous at )’, s0 is x(x, 2), and so is (1). Another theorem in the same order of ideas is that, in the limit- point case, the spectrum is the complement of the set of real values of A for which the equation "+ A—q(x)}}O = f(z) has a solution of Z? satisfying the given boundary condition, for every f(x) of L*; cf. Theorem 16.3 in Part II for the two-dimensional case. REFERENCES Weyl, 1909, 1910.4, 19106, Titchmarsh, 1941 6. So far as I know the function (A) appeared for tho first time in the first edition of this book. It was rediscovered a little later by Kodaira, 1949; seo also Chapter VI. § 3.9. Coddington and Levinson, 1961.Iv EXAMPLES 4.1. In this chapter we consider a number of examples of the above theory. ‘The simplest case is the Fourier case, with q(x) = 0. If the interval is (0,00) and the boundary condition at 0 is (2.1.4), then (a,A) = cos.acos(zvA)+A-# sin asin(zvA), sin « c08(a-VA)—A-? cos «sin(avA). $(@,A) = The function y(z,’) = 6(z,A)-+m(A}4(z, A) must be a multiple of ef if im > 0, since e~# is not L4(0, 00). Hence —imm(d) = soe Naa eck 0 eae OF and the part of (3.1.1) with A > 0 reduces to 1f ger) 2 f 2 f Ree aa [ songenay. 3 3 —cotta, ie. VA = icota, sinae=*ta, Hence the If 0 < cota < , m(A) has a pole at with residue 2cosacosectx, and $(7, \) expansion formula also contains the term Zoota eset [ e-vertafy) dy. a ‘This of course can be verified under the usual conditions for Fourier’s integral formula by direct consideration of the integrand. The general theorem of § 3.6 gives the formula in a comparatively indirect form,2 EXAMPLES Chap..1V Consider, e.g., the case « = 47. Then 6(a,A) = AF sin(zvA), —_f(,A) = cos(zvA), a RA) =fwtdu A>), ° a x(@,A) = f cos(evujut du = a FQ)= f 2aintewd) fle) de, 3 0 A<0), 2sin(eva) —_—_— ‘Thus we obtain Fourier’s cosine formula in the form See =2 f cos(crvu) f — f(a) a. 3 3 In the case of the interval (—o0,c0) we have 6(zz,2) = cos(eva), fw, A) = — ne), ee, m0) (28) = m,(Q) = tale, A) = oA, 7 7 £0) = ~inl aa > le) =jh Q>% 0 a a ij singavay 2 mA f sinarst) a. ‘Putting A = s*, we obtain the ordinary form 7 Fourier’s formula.42 EXAMPLES 3 4.2. The Hermite expansion. Let g(z) = 2" (—0 <2 < ©). We have then to solve the equation FY a—atyy = 0. (4.2.1) Putting y = e4"y,, we obtain PH on M (Vy, = Tame + 0D = 0. A solution of this is : " n= f eet 4 dz, where 2-4 = exp{(—}A—})log 2}, and logz is real at the beginning of the contour. For this gives oH op Syed an = | ett Pet ore pA 1) de oH =-2 f dewey de ‘A solution of (4.2.1) is therefore oH) doled) = et [carte de, Since (4.2.1) is unaltered if « is replaced by —a, another solution is $o(—2,A). In terms of the parabolic cylinder function, $o(,A) = —28-Pre tA, (2h2)/T(QA+4). If we take the above contour so that rez > —1 on it, then for a fixed 4 dole) = Ole) as x00. It is also fairly easy to see that ¢4(—2) is large for large positive x; for the maximum of 22—}:* is at z = 2x, which indicates that the integral is roughly of the order of e**, It follows that the functions y(2,), Ya(z,A) defined in the general theory are multiples of do(—2,A), do(x,A) respectively. Let Wibo(—2, A), Pole, A)} = oA). assai7 e™ EXAMPLES Chap. IV Then Gtey,2) = — BEAL Y) Fy cm, $ol—@,A)bolY,d) ee >a. Now ° $9(0,) = f ebb de = (e-teth_1) fetebt ae 3 é = —(1+e-7)2- P43) for re A <1, and so by analytic continuation for all A. Similarly oy $0(0,2) = — f ets Pt de = (1 e-myo-DT Gp). Hence 2A) = 2$0(0, A)$o(0,2) = —(-+e-™)* 22903 — PGA) = —(1+e*) 2 PeiTg—4a), ‘This has zeros at the points A= 2n+1; they are double zeros for nm <0, single for n > 0 (on account of the poles of the I'-function). But ¢o(#,) vanishes if A= 2n-+1 (n <0). Hence G(x,y,A) has simple poles at A = 2n-+1 (n > 0), Now ule, 2-41) = eb f eee ent de, oH If z = 2(2’—2), this is = fea apa ® where H,(z) is the Hermite polynomial of degree n. Also if A= Mn++. (A) = —(1—e-e)? 21-2 tent (—n— Je) yl (yt ated nl —¥e nl . Also $o(—z, 2n-+1) = Agg(x,2n+1), since the Wronskian vanishes, and A = (—1)", since 4,(0, 2n-+ 1) # 0 if mis even and $4(0, 2n-+1) £0 ifn is odd. Hence the function (4\",-2 i) * eH, (x), mw ated ain (" Oe) = — f Gey rvfwrdy42 EXAMPLES 6 has the residues nt | ant moe "Hy(ae™ nisife) dy etH, nz) = Onn few Inu) f(y) dy. Hence the normalized eigenfunctions are eF'H, (2) 28"(n\)tnt™ 4.3. The Legendre ‘The general Legendre equation is ae x GY ox + {n(n 1) — =0. (4.3.1) 2 axe ix ‘The transformation X = sinz, Y = yvseox given by § 1.14 reduces the equation to FY + inp 1) +b tant zt+h—mésectay = 0. (4.3.2) 4.4, Luma. If m is a positive integer or zero cossz (=2)" (2njt J ose ® * Fn) PEF $4) Ens) if C is a closed contour including —}n and 4m but excluding the other zeros of cosz, and costz is real and positive where the contour crosses the negative imaginary axis. Denoting the integral by f(s), we have __ f[ 008(—1)2.c082—sin(s—)zsinz Sule) = J ee ds coolers cos"tz dep SS f cos(s—1)z. (cosz)-™# dz é76 EXAMPLES Chap. IV Now ke = [costeme 4, c08(s—m)z ee) ete 3 kat TEE) an TQ—de-4-4m) = (—}—49+4m).. dom) fom, Hence the result follows. 4.5. The ordinary Legendre expansion. Taking m= 0 in (4.3.2) and replacing n(n-+1) by A—4, we obtain, FY At teoetey =0 (-}7 4m, where aa.) = P=2ItH), ge, gy = HAE 2$o(0)78 EXAMPLES Chap. 1V Taking cot = 00, we obtain mn) = $0) $0(0) and safer) = 2. Similarly ma) = 9, Ya(a,A) = we. Hence, for y PG Fe Foden ne) gems ao Bn? m-+a0(g—m—s) Pg—m-+a0G—m—a) ‘This vanishes if ts = n—m+4, ic, A= (n—m+4)? (n = 0,1,...) Also da ox, (n—-m-+1)3} = sinh ( J" 2v2eF, (008 8.80 EXAMPLES Chap. 1V This is 0 if n < 2m, and if n > 2m it is 2v2asintePr,,(cos é). Putting n = m-+r, it follows that the eigenvalues are (r+-4)?, where r=m, m+... Ifs=n—m+ite, 8x? 8x? RE OR cance nacs eas Tere HOO = Tae ET Ea Cecay ~ Gata Dime ol AR (n=m+b" (n—2m)i "Yn mF ayn Hence the residue is Pm f (-» (=1)""1 822 costz P™_,,(sinx)costy P™_,,(sin y) - 8x*(—1)"nl/(n—2m)! 2(n—m+4) Sey) dy 4 7 (ns) fg —m-+ Hoostz PE y(sin2) ji costyP™_,(siny) f(y) dy. -# The expansion may be written in the form <= (r—m)! Ie) = 2 mi # (r-+-Heoste Pr(sin 2) J costyPr(sin y) f(y) dy. - 4.7. If we apply the general expansion theorem to the above formulae, we obtain a proof of the Legendre expansion under rather restricted conditions. We shall now indicate briefly how to justify the expansion under the same conditions as an ordinary Fourier series. We have in the notation of § 4.5 — inte [ —_& do(z) = sin’ @ | ios api where the contour surrounds the points z = -+£. This contour can be replaced by loops round these points, each loop coming from —ico, passing over the point in the positive direction, and returning to —ico. In the neighbourhood of 2 = & (cosz—cos£)t = (2sinf Saint?) ~ (€—2)tsintg.47 EXAMPLES a Hence e Joop round this point contributes cae ect |, _ enttt 2ne-tiw en ae ist TH) es + with error ol “ ‘Treating the other loop similarly, we obtain altogether goto) = — "Ff sine +t +0(7)}. (4.7.1) provided that |ef| > 4. If |s¢| 0 this ~yom j e-te-stor ingly) dy = 5 mf ete-angty) dy, i and we proceed as in § 1.9. The result is that - expansion is valid under the same conditions as an ordinary Fourier series. 4.8. Fourier-Bessel series. This is the case where tho interval is (0,6), and q(x) = (o*—})/z%. Let A = s*. Solutions of Bof—alh—s are atJ,(za), xtY,(xs). Let $(z,A), 6(z,A) be the solutions such that $6) =0, $0) = —1, (6) =1, — 6(0) = 0.82 EXAMPLES Chap. IV Then $(@,2) = gnxtOt{U,(zxs)¥, (bs) —¥, (x8)J,(bs)} ed) = deeb oly (es\¥ (6s) —Y (2s) J(b} + EY \ ae If » > 1, this is an example of Weyl’s ‘limit-point’ case. The only solution of L4(0,6) is x4J,(x8), 80 that TsONN)_1 (GWA) — 2° The eigenvalues 4,, are the zeros of J,(bVA). Now Jb) = AA, EORGET OVA) + Hence m(A) has the residue r, = —2A,/b ae because the singu- larity is at the lower end). Also, if 4, = s%, $(2,2,) = ratdl (z2,)¥,(b8,) = — Hence the normalized eigenfunctions are r,\t ch (xs,) _ xb (28,,) i) m(A) = —VA (4.8.2) atoll (ze,) 8n b5,(b8q)" 8,bJi(bs,) bS,(b3,) ? and the Fourier-Bessel expansion is . » =A lass) f Aiasns0 dy. (4.8.3) “ a $0) = i 2 F505,) Ifv = } there is no singularity. If0 -T(1—v)at—2°T (1+ yal cota = ify 44, and 2rd) av te art cotat tye = Sora —yaly—2P(Ipeyat> * Hence the O-terms in the above expression are negligible if g—v>v—4ie.v <1. Treating the denominator in (4.8.4) similarly, we obtain from (4.8.4), when a> 0, _ gc Filb8)— °F’ (bs)_ e768) —8°I-(68) 20° Since c may have any value, m describes the circle obtained by varying c, and so this is the limit circle. For each value of c, m is an even function of s, and so is a one-valued funetion of A. Tts only singularities are poles, viz, the zeros of eJ,(bVA)—A«J_,(bVA). Denoting these by A,, we have $2.4) = — za (4.8.5) sy TEVA) To(BVAn)—F-o(@VAg I(EN} a "J, (avy) —I_(evy)}. ‘The normalized eigenfunctions are |r,|#$(x,A,), where the r,, are the residues of m(A) at the points A,. For c = co the expansion is the ordinary Fourier-Bessel expansion of order y, and for c = 0 it is the expansion of order —v.a EXAMPLES Chap. IV In the case v = 0, we have Hes) = 2y-Hlogdes)(1+0%}, — Yyles) = 2. 4. O(ellogz) as x > 0 (s fixed). Hence Ha}oot a+8'(a)— J {Ha}eot a+$'(a)} = Yo(bs) — =Vieaset cota-+$a-#)— —J%(00){2 (y-+log 4a)(a? cota-+4art) +2.) 4. a wat +Ofatilogajeota)-+ Oat toga]. Taking 2 (y-+og 4ay(atcota+4o4) +, = c(at cota+Ja-t) and proceeding as before, we obtain 2[m)Je(bslogs} 1 (2/m)Jo(bs)log 8} 26° oo) This is an even function of « (see Watson, Theory of Bessel Functions, 3.51 (3)), and a result similar to the previous one is obtained. 4.9, Direct discussion of Fourier-Bessel series. The general theory of Chapter II gives the Fourier—Bessel expansion under very restricted conditions. A direct discussion of the formulae involved gives the following more general result. ‘TuxonEm 4.9. Let fly) be integrable over (0,6), and let y > —}. Then if 0 49 EXAMPLES 85 ‘We have (2) = joc LOM les) Hose) J PS (ya)fly) dy 7 (68) Let 0 <8 1/8 3 ua 8 J vtus)f@) dy = f + J j oa Alii 5 = of J terion a} +o fae iris} é aa aust 3 ofters f verizon ao} +0 f urea : ia [sit Fr 3 & (ete = ay\ =0(°"*), offi J soni | (i) 3 say. Wenow integrateround a quarter-square in thes-plane (¢ = 0+!) with sides on the lines bo = metab yn, bb = meter tye. Here ®, (x) = O(|s|2e®*e), and as in § 1.9 this contributes O(¢) to the result. Tn ®,(z) we can use the asymptotic formulae throughout, and the argument proceeds as in § 1.9. We obtain, for example, SO0Y, (a8) —¥, (bah (as) 1 J wd yanfiy) dy ] J (Beno eee eH + o( Tee a.86 EXAMPLES Chap. 1V On the contour considered os(ys— -wsf.40 ‘c08(bs— dn — ae s. = ia 31 and the leading term is then the same as in the case of an ordinary Fourier sine series. The result therefore follows. Similar methods apply to the other Bessel-function formulae. 4.10. The Weber formula. Consider the case of Bessel functions with the interval (2,00), where a >0. Taking, e.g., «= 0 in the boundary condition at a, we have $(2,) = drabat{y(09)¥,(a8)—Y,(x9)d,(as)}, (2, A) = brah (xs) ¥s(as)—¥ les) Jas} +E, ‘The only solution which is small as x -> co, for ims > 0, is HiM(as) = J,(as)+4¥,(as). It follows that (x, A) = O(a, A) +-m(A)b(~w,) must be a multiple of this; hence HO"as)_ 1 —8Famaay Bg (10-1) Hence for A > 0, i. 8 real, —im m(A) = im a tes J,(as)+4¥, (as) J,(as)¥,(as)—Y,(as)J,(as) S3(as)-+ Y3(as) 1 Fas) +¥Has)" Also Hie) = Zerbrin te, (4.10.2) ee and K,(2) is real for real z, Hence 9 H"(as) SAMs)4.10 EXAMPLES 87 is real for purely imaginary s, i.e. for negative A. The final result is therefore Lea (as)-¥, (e808), 4g oe feng Tlas)-+ Yas) x ji y¥J,(ys)¥,(as)—¥,(ys)J,(a)} fy) dy. (4.10.8) If, instead of @(a) = 0, it is assumed that (a)cosa+O'(a)sina = 0, we obtain the corresponding formula in which J,(as) and ¥,(as) are replaced by Sae{cons+ 2) 4 Jasin os, a etc. For example, if tana= then J,(as) and ¥,(as) are replaced by J,.,(a8) and ¥, ..(as). 4.11. The Hankel formula. This is the Bessel-function case with interval (0,00). Each end is now singular, Take x = a as basic point instead of the x = 0 of the formulae of § 2.18. Then $(z,A) = grate {U,(xs)¥,(as)—¥,(5)J,(a8)}, (2,2) = dak (29)¥ fas) —Y, 0s) Jeas)} + 2S), If v > 1, the solutions of 1%(0,a) and L*a,00) are 2tJ,(zs) and whHQ (as). Hence m(A) = ses, (4.11.1) da(a,A) = Jnakxtsd,(2s){¥s(as)—Y,(as) ie _ th Ufas) ~ at J,(as)’ oy ‘Asin § 4.10 m,(d) = ot ie (4.11.2) Heneo 1 - aaa E (FAasy res) “E; (as) Has) zy inf Zen] _ eee (8 >0), 0 (¢ = it, t> 0)88 EXAMPLES Chap. 1V Hence (3.1.12) gives Sle) = 4 f aed (ava) ad f vA) dy 3 j = f ab, (wa)sds f PI lys)f(y) dy. (4.11.3) é 3 Of course it is easily seen directly that O(a.) = Feb) | yh yafio dy j +yeieen f vtmenste) dy and © —imO(a, 6) = drak (as) [ yJys)fy) dy (6 > 0) j =0 (s=it,t>0). This gives the result again. Consider next the case 0 0, i.e. s real and positive, HY (as\oJ,(as)—s*J_,(as)}) ra Se er m,(0)—m,(A) = ri 1 Tm) m0) = Hrofod (as) aI fas)) ONS casey LE ea) sine na (as) ~8*I_y(as)}* fear 2cs™ cosvn-+s™ *41 EXAMPLES 89, For A < 0, = it, where ¢ is real and positive. Now H(iat) = ZevrK (at) and edh{iat)—(it*I,{iat) = cel”™4T (at)—er"'te-¥™4T_(at) = e{cl,(at)—L,(at)}. 1 _ aK fatfoL (at) Lat) ee maa co ‘This is real, and if ¢ <0 it is continuous. In this case the formula (3.1.12) gives f 2edu(xs)—sF.(es)} — 2cs® cos vs” 2) ods f vied, (ys)—sI_(ys)} fy) dy. é (4.11.4) If > 0, there is also a pole at t= cl". Here ey en cadet lat) tan) may—m,0) ycltv— DIB — gH) aquersinve Kyat) a pov —)—cl" ty = Boe A Also eae ~ tole Dlr * Hence the residue of 1/{m,(A)—m,(A)} qua function of A is 2actv ID" Kaa), EK (cot™ Also he, 0) = Hence we have to add to the above right-hand side the term SDE AR(od™) | VK Fo)dy. (4.11.5) 3 In the case v = 0, m,(A) is given by (4.8.6), with a instead of 6, and m,(X) by (4.11.2), with y = 0. Henco xh oJy(as)—Yolas)+(2/a)Jo(aa)log s le = G8 eh(as)—Yqlas)-+ 2fm(aslogs"90 EXAMPLES Chap. IV and hen (re edo(as)—Yo(as)+ (2/m)Ja(as)log.s HP (as) — edg(as)—¥o(as)+(2/n)p(as)log s 2 L+ic+i(2/mloga a Hy (asy{eA(as)—Yolas)-+(2/myplasylog a} Hence for A > 0, ie. s > 0, 1 = grea Clas) —Volas) + (2/n)Ja(as)log s}* mQ)—m,Q) te+Q/nlogs+1 For A < 0, ie. s = it, t > 0, we obtain oo Kolat) {el (at) + (2/m\Ig(atllog t-+(2/m)Ko(at)}. mQ)—m,) c+Q/allogt This has a pole at t= eH, As t— ei it aKXat) 2ae-™KXae-}e) ~ ebee(t_ entre) ~ : Hence the complete formula. is ab {oug(xs)—Yo(xs)-+ (2/7) (xs)log 8} aS j fer Cjmogar1 —— ** x f ved ys)—Yolus)-+(2/n)oluslog s} f(y) dy + ‘ fRermech Kloet f ybKy(yerr9fty) dy. (4.11.6) é 4.12. Further Bessel-function expansions. Let qa) =" (0<% A. (i) Consider the problem with a = 0 in the boundary condition. If 6(x,A), $(z,A) are the solutions such that 6(0,A) = 1, 6'(0,a) = 0, 4(0,) = 0, 40,4) = —1, and (ae, A) = B(x, A)-+-mlA)P(z, A)412 EXAMPLES s1 is 1%(0,00), then (0,A) = 1, (0,4) = —mQ). Also (@,2) must be a multiple of Yo(z,A). Hence 80. __$el0.2), 0,2) ~~ Fol0.A) The eigenvalues A, are thus the zeros of y(0,A). Now as A—> Ay Hel 0.X) ~ AAI EHl0.A0} = —O—AnMal0. 9) he since ify is a function of s—A. Hence m(A) has the residue 1 at each pole, and the normalized eigenfunctions are Pale) = $l@s Ay) = — ola.) since in the neighbourhood of \, He AWO.d) ilar, A) m(A) = aa _Hol@r) #'O,A) ¥'(0,A) $0(0, A) ‘As 2 passes above a from the real axis on the left of it to the real axis on the right of it, arg(z—A) goes from 0 to —z, and so arg(z—d)# goes from 0 to —$n. Now Kye) = 3 4a{L. GO}. Hence Kyeot) = safety yo)—e 2} = Strifhy(2)+I4@)}- (4.12.1) $(2,9) = oS Ee Hence, if x < A, lz.) = 5 O22) GA—2)8})- ‘Hence the 2, are the zeros of AyGAH) +I 4G. Also (from the recurrence formulae) ole. 2) = FiO—MLyGA—2 460-2) ‘Hence the normalized eigenfunctions are =NBihol An) Yale) = ——SBfoleda)_—_, 1 DD —TaDD)ee EXAMPLES Chap. 1V (ii) Similarly, if « = 44, we obtain 3 Yala) = —_ Shel ta), apn Gud) +I-4GeD} where the j, are the zeros of F(BH— TRH). ‘The two expansions together make up the expansion corresponding to a2) = |2| (—00 <2 00, if imA > 0. All other solu- tions of the equation are exponentially large, so that (x, X) must be a multiple of H{?(X). Hence FONT) dy HP )_ 1 Sy Z)+i¥x(Z) — 2A HP 2a" For A> 0, ie. Z real, itm my = AD BAI YZ) m(\) = —at 3 1 TUD+YEZ) AT FYEZ) For A < 0, let A = pe", Then Z = Sytetin, Now HOM ebm) — ZebriK, (xen) ZertertfeK (2) —nil,(a).413 EXAMPLES 93. Hence HP (eek'r) = fe Kye) erry} 7 —ft Kyte). 7 HE el) _ Kile) tne rely) anand HP ed) ~ Ky@)trer Te) Hence KyGut) net Gut) Ky (Gul) tae Aan} Ge KG) — GK Ged} TO Ryd) + eG GER Gut) rk Ga) ~imm(d) = “7 = —F(- 1 ) aa, RN ea RE Th v8 ——— ~ ae Kelby an k y Also $(@,A) = “2 NA (ae+ AYE Ty(X)J_4(Z)—J_4(X)Iy(Z)}- Henee, if —z 0, the latter only is L4(—co, 0), but both are L*(0,00). It is therefore the limit- point case as z-> —co, the limit-circle case as x > 00. Since Jule) (2) FileF-u(e) = — Sher, the solutions 6(z), ¢(«) satisfying (0) = 1, 6'(0) = 0, 4(0) = 0, $0) = —lare O(a) = Fle) Ta Til Tia}, aaa enh $2) = 5 ileal) Fla 1) Hence my) = —J’saf1)/T-ae()s Yale, A) = O(a) my (A) Pa) = Sis(e*)/ Lif). Now consider the interval (0,5). In the notation of § 2.1, we have {Tighe Ts6(1) ~ Taco) Tiel 1) Jot B+ ae FT (PTs) Tali} {isl@)Itel 1) Isa? Weal 1) oot B+ FeTiP Tso IT ia( 1} As b> co, the denominator is asymptotic to (5) slapeosteb—tisn —4n)—J(1)on(?+4ion— Jno B— — (2) ez staysine dion te) ~d(0pin e+ dione) and similarly for the numerator. Henco (J a(1)—JTi(M)Joosh Jor co8(e+K—Ja)-+ ae + (0 g(1)+ Fol) sinh Jorsin(e+K—4n) Tagl I) Tel oon for 08(- K—En)-- + 6-u(l)+4(1}isinh Jon sin(e4+-K—4n) where cot K = eYootf. The limit-circle is obtained by giving cot(e’-+K—n) any constant value C in this formula. Take, for example, C = 0. Then ma(a) = — Til +I“(l) FFT AD)” _ Sale) I-afe*) WOM = Taye Lall)”a4 EXAMPLES 96 Hence ®(x,d) = Satie Tonle +I J Tonle dy eater) | oaleD+J-saler sn dy} Integrate round a circle of radius R, with a loop from A = R round the origin and returning to A= R, to allow for the branch point at = 0. The loop contributes to the expansion formula Zale) ay f (Jenler)-+ Teale) dy. Also there are poles at the points A = —4n* (n = 1,2,...) which give the series S trdeler) f Ses F0) a. If we put et =u, ev =o and f(z) =g(u), the expansion formula takes the form a(u) = Sn) j Jago) 22) aos i Tey Jey) +f “al a) af vatrrtnton®® dv, (4.14.1) 7 Similarly, from C = co we obtain the formula au) = > (n+ 2Nigatt) F Janel) do— f Seated —Leal) an fo oto) — atv) - [Sea f vrater—Zeotop 22 ao. (4.14.2) ; 4.15. Let q(x) =e (—co <<). The basic equation has solutions I_;,(e*), Ki(e*) of L*(—0o, 0), L?(0, 00) respectively if A = 3°, ims > 0. Hence Lgle*) (e) Ya(@,r) = Tia)’ Poles) Kl)” and Why pa) = — {Lal KD) -96 EXAMPLES Chap. 1V Hence (2,A) = —Kyle*) f Lulefydy—Lale) | KuleF() dy. Now K,,(2) is an even function of s and so » one-valued function of A, while I_,,(z) has a branch-point at A = 0. Hence oH foena= f Kyler) ad fi Cale) Llenfo) dy + j {Lale*)—Fle*)} @ Frcergn dy a ’ = Painnon [ xfer) aa [ Kulenfty) dy a 4 Putting e* = u, ev = », f(x) = g(u), we obtain the expansion formula 1 ate) = J; [ Kaalninbgrsr) aa f Ka(o) 2) av, . 3 4.16. The Laguerre or Sonine polynomials. The Laguerre polynomial of order n is defined by 108) = (5) (2a). (4.16.1) The generalized Laguerre polynomials are Lfe(X) = ex x) (e-¥X"12) >, ARTO (4.16.2) Thus LOX) = (—1ptat Pn-tat TAX), where the 7°x(X) are the Sonine polynomials. Now if u = e-*X"#4, then = (nta—X)u. Differentiating n-+-1 times, we obtain anity dntly, K Fete HED SN = (nt X) SM ng)4.16 EXAMPLES 7 Hence w, = (d/dX)*(e-¥X"**) satisfies the differential equation a pa) XTE +H a) B+ and u, = e*u, satisfies axt-( dX? ‘This is therefore the equation satisfied by X*L{(X). Putting X = 2%, u, = 2-e+te-i+"u,, we obtain ous = (# fyb ana a)uy We should therefore expect to obtain the functions atte H"Li(a2) (a > 0) as the eigenfunctions associated with a gz) = 28+ = (0 <2 00, Wgy(v) ~ vPttetr, As v0, Mg,(v) ~ v4, and in general | er) Wile) peasy | PE = Te : Ta-B+y) vb,98 PXAMPLES inp. 1 and the results of formal differentiation also hold. Hence Mg.,(v) Wp (vr) — Mp g(r) Mp (0) = an) ra-#+y) = -Tey+1/Pd-B +9). Since the left-hand side is constant, it is equal to the right-hand side. ‘The corresponding solutions of (4.16.6) are bolt) = EMraa(a*), Yale) = a gale) with Wronskian —2T(a+1)/['(}—}A+42). Hence O(z,A) = EET [lated f anton atts f dase a}. {orgy — (y+ dott} There are poles at A= A, = 4n+2a+2. At these points the series (4.16.8) terminates, and in fact My starttal?) = Te etme. (4.16.11) = POD parpetb pie Hence pols An) = Teter) etek L(x2), When A = A,, » = 0, the integral in (4.16.10) is equal to — asa gy — LRT (n+o+1) he Met yeds= Say Hence = (pel mte+) Wastardtal?) = (—1) Tet) Mystasgtal?) and so ola.Ay) = (—1)Re Pe L122), The residue of @(z,A) at A, is therefore 2 tear (ee ane hare J ety LOU IY) dy. 4.17. The ‘hydrogen atom’. Let az) = — (0<2 <0), (4.17.1)417 EXAMPLES 99 where 1 is zero or a positive integer and a > 0. Then B+ fas y= 0. (4.17.2) dat cae This is the celebrated equation from which physicists have been able to derive the theory of the hydrogen atom. Solutions are dole.d) = Mpy(—2izva), — polx,A) = Way(—2izvA), where B = }ia/vA, y = 144. Their Wronskian is 2iVA(I-+ I) (L+ 1— dia] A). ‘The branch-point will give a continuous spectrum over (0,00). (2,2) also has poles at ia aul Y1-S= —n (n= 01, . a ie. a ~ qn By (4.16.11), dl@ Ae) = Masse) = Gorey EAE), where 2 = az/(I-+n-+1), and $ole.dg) = (—Ure LEG), ia ia _iae WA=Ate then = what Hence aye ine v(t) = (nig Hence ®(z,) has the residue aceeAL@+D(2) fF Ge PAL GN) tet pat) np ly alien ife rel Dt Mu) fly) dy, 3 where w = ay/(I-+-n-+1). ‘As regards the continuous spectrum, when changes to de, A changes to Ve, and Mp,.3(—2izva) changes to M.py,3(2ieVd) = (— 1) My 4(— 2092)100 EXAMPLES Chap. IV by Kummer'’s formula (Whittaker and Watson, Modern Analysis, § 16.11). Hence O(z,2)—O(@, dete) = aaNGrE (E041 —B)Mpy(—26eva)+ H(A) py g(2i2V0) f Mpseg(—2iy FC) dyn. d ‘The expression in brackets is equal to Td+1+a)r(41- : by Whittaker and Watson, § 16.41, ex. 2. Hence IPC+1+8)? e-Pat(—1)#4Mgy 4(—2izvr) x (x, 4)—O(a, det!) = (apn x | Mprea—2iy fly) dy. a The contribution of the continuous spectrum to the expansion formula is obtained by integrating this with respect to A over (0,00) and dividing by —2zi. 4.18. Hypergeometric functions. Consider the equation XO) +o Hoty) ivy 0 (0 0. Hence the origin is of limit-cirele type if 0 2. ‘Then the only solution of (4.18.5) belonging to L*(0, 1) is ¥ = n(z,A) = (r(@)} 7 F(da+iva, da—ivA, y, —sinh® $2). A solution of (4.18.1) for X > lis X-F(b,1—c-+b, 1a, —1/X). This leads to Y = m(2,A) = {r(x)}'sinh- fx F(b, 1—c-+b, 1—a-++b, —sinh~* 4x) as a solution of (4.18.6). As x00, nal, A) ~ sinht*xsinh-® 42 ~ Act", Hence 7, is L*(1, <0) if 0 < argva < dn.302 EXAMPLES Chap. IV The other solution, obtained by interchanging a and 6, gives e-t*, and so is not L®. Also Wn na) {r(@)}-*W (F(a, b,c, —sinh* 42), sinh-™ 4x F(b, 1—c+b, 1—a-+b, —sinh-*42)} r(e)}-{X(X+ IWF (a,b, 0, —X), X-OF(b, 1—c-+b, 1—a+6, —1/X)} — (X(X4-1}3 PQ(b—a) a = a = = Fa Morena VEAP, eta, 1-5 +4, -1/X), XF(b,1—c-+b, 1—a+b, —1/X)} as X00. Since W(n,,72) is independent of 2, this is its value. Hence T(a— ivy —da—iva) 294 VAD(y)E(—2ivA) x {nea f ntorarfinnav+-n(e.2) [nn argcn ay). d } When A is real and positive, 7, is real, and since a and 6 are con- jugates D(x, A) = into) = EE * x Fy FPO ebb, 1b, 1/8) a 1-40, 1—b-4a, na saan RIES? neh = EVP (0,0). T(y)P (iva) Hence there is a continuous spectrum from 0 to oo, which contributes to the expansion of f(z) f [Pdecten a+ iV)? AG pro Toran) mniltsA) Fy } my rf) dy. a a48 EXAMPLES 103 ‘There may also be a finite number of poles on the negative real axis. ‘These will be at the points —iVA = —Ja—n or —iVA = }a—y—n, if these are positive for any positive integer values of . The corre- sponding residues are easily calculated. 4.19. The case y = }. In this case a(1—a) 4eosh? 4x” and there is no singularity at « = 0. The z-interval may be taken as (—co,00). We have r(x) = 2-8 cosh-* 2, q(t) = (4.19.1) and solutions of (4.18.5) are O(x) = cosh* fx F(}a-+iva, Ja—ivA, }, —sinh* bz), (zx) = —2eosht}esinh JxF(}-+4a+iva,4+o—ivA, 3, —sinh® $2). These are even and odd respectively. ‘The solution which is small as ro wis sinh-® fxr 1 Beh Fbbtb 04, — sane) _ __Payra—2ivay PO da—iva G+ ba iva) A(z) Hence, in the notation of § 2.18, T(1—}a- mo) = and, since q(2) is even, m,(A) = —m,(A). In the notation of § 3.1. QA) = dim{1/m,Q)}, CA) ~ Fd im{m,(0)}. ‘There is a continuous spectrum from 0 to 20, which contributes £ foc.meay an f onayoray +2 f aeavora { soaronay 3 cs ¢ _ to the expansion of f(z). ‘There may also be a finite number of poles on the negative real axis. Suppose, for example, that a = n+1, where » is a positive integer. Then m,(A) has zeros at the points id = jn—r (r = 0,1,. [4e)).104 EXAMPLES Chap.1¥ the residue of 1/m,(X) being (=1Y @r—n)P'(n—r+4) rt TQ—r—rl) This is case (i) of § 2.18, with a = 1/4,, a, = —1/4,. Hence ®(z,A) has the residue —44,6(2,%) f OY. ANY) dy, where O(x,,) = cosh" 4x F(r+4,n—r+-}, $, —sinh? 42). Actually the solutions of (4.18.5), where q(2) is (4.19.1), are associated ‘Legendre functions with argument tanh }z. In fact =1yr-r9n @—2)!1! por tanh 42). (2,2) = (Qn—27)! This is easily verified by showing that the two sides satisfy the same differential equation, and are equal, with their first derivatives, at r=0. ‘There are also poles of m,(A) at the points SiN = Inder (r= 0, Ln lin—¥), the residues being : IY 2r—n+1)P(n+4—r) a (ere ‘This is case (iii) of § 2.18, with a, = B,, a, = —B,. Hence (2,2) has the residue 4B, 40%) | HUA) ay, where o $(2,%) = —2eosh" Jesinh fe F(r+-J,n—r+4, It is easily verified as before that this is equal to 2X(n—r)I rl Salens (2n—2r)t Pa-?-\(tanh 42), Another interesting particular case occurs when the coefficient of cosh in (4.18.4) vanishes. ‘The solutions are then expressible in terms of associated Legendre functions with argument coth }z.420 EXAMPLES 105 4.20. Another formula involving hypergeometric functions arises as follows. Consider the equation X(1+X) FY sp fot(atb+1x) Se 4 ab¥ =0 (4.20.1) satisfied by ¥ = F(a,6,c,—X). Putting ¥, = XL X)kewst-oy ay, we obtain} Faith =o where : a—b)? , (1—c)?—(a—b)*4- (c—a—b)* 4x? 4(1+-X)* 4X(1+X) Ify = XAY,, X = e, this gives F445 a0a—by =0. (4.20.2) Now wp =a gh PA = aot, where A = }{a—b)*—}(1-c), B= $—He—a—b)*, A= —}(1—<), If 1—4B = (1—2a)?, the relations between the parameters are a= ativatiyia—A), = ativr—ij(A—A), 1+42iva. Solutions of (4.20.2) which are L*(—o0,0) and L%(0,00) respectively for imA > 0 are $y(x) = X41 4. X)HaH+1-9 F(a, b,c, —X) and y(t) = X¥-40(1 4 X)MOHH1-OF (6, 1—c-+b, 1—a+b, —1/X). ‘The resulting expansion formula is of the type (3.1.8), but does not seem to reduce to a very simple form. If A = 0, the 9(z) of this section is the same as that of § 4.19. The two sets of formulae are connected by the relation} (+2? F(2P, 2P+1—Q, Q,2) = F{P, P+4,Q, 42/(1+2)}. } Seo Forsyth, A Treatise on Differential Equations (Ath od.), § 116. t Forsyth, ibid. 241, 5 (i). wasn? 4106 EXAMPLES Chap. 1V REFERENCES $4.2. Titchmarsh, 19406. §§4.3-4.7. Titchmarsh, 1940. Naturally theso formulae are treated by ‘Sz0gd, Orthogonal Polynomials, in more detail. §§4.8-4.9. See Watson, Theory of Bessel Functions, ch. xviii. § 4.10, Titchmarsh, 1923. §4.11, Weyl, 19108, Watson, Theory of Bessel Functions, ch. xiv. So far 8 I know, the case 0 < < 1 has not previously been worked out in detail. § 4.12. Bell, 1944. §4.13. Weyl, 1910 a, Titchmarsh, 1940 a. §4.14. This example was pointed out tome by Mr. Crum. Sears and Titch- marsh, 1950. § 4.15. Lebedev, 1946, 1947. § 4.16. Sonine, Math, Annalen, 16 (1880), 41~42, Burnett, 1935. Page, Phys. Rev. (2) 36 (1930), 444-56, Plesset, ibid., 1728-31. § 4.17. Schrodinger, Collected Papera on Wave Mechanics (London, 1928), Titchmarsh, 1940 a. §4.18-19, Weyl, 1909; information regarding P2 supplied by Miss K, Sarginson. § 4.20. Eckart, 1930.v THE NATURE OF THE SPECTRUM 5.1, The main object of this chapter is to determine how the spec- trum depends on the function q(z). ‘Take the interval to be (0,0), with no singularity except at infinity. Then there are, broadly speaking, four different cases. If q(x) -> <0, there is purely a point-spectrum; the examples g(r) = 2%, g(x) = 2 of § 4.2 and § 4.12 illustrate this. If q(z)>0, there is a continuous spectrum in (0,co), with a point-spectrum (which may be null) in (—c0, 0); the formulae of § 4.10 and § 4.18 are examples. If q(z)-» —00, ‘but so that { |g(x)|"# dx is divergent, the spectrum extends con- tinuously from —oo to oo, as in the formula of § 4.13. Lastly, if 4(z) > —c0, and { |g(z)|~+ dx is convergent, there is a point-spectrum. Actually in each case, except the first, we have to impose other conditions, so that classification is by no means complete; but most ordinary examples come under one or other of our theorems. ‘The first of these results is due to Weyl. We shall begin by giving his method, which relates the problem to that of the zeros of eigen- funetions. 5.2. The zeros of eigenfunctions. This theory depends on tho following fundamental theorem, due to Sturm. Let u be @ solution of o oe 4 glee =0, (6.2.1) : @y and v @ solution of Fat haw = 0, (5.2.2) where g(x) < h(a) throughout the interval (a,b). Then between any two consecutive zeros of u there is at least one zero of v. Multiplying by v, u respectively, and subtracting, wo obtain w'o—uv" = {h(a)—g(z)}uv. (5.2.3)108 THE NATURE OF THE SPECTRUM Chap. v Let 2,, 2 be consecutive zeros of u, Integrating from 2, to zy, we have - [u'o—uo' ft = f {h(x)—gla)juv de, (5.2.4) Suppose that v has no zero in (2,,2,). We may suppose without Joss of generality that u > 0, v > 0 in (z,,z,). Then the right-hand side is positive (assuming that u and v do not vanish identically). ‘Now the left-hand side is 1 (%)0()—w'(@,)0(24) and we) >, w(t) <0, (m4) 0, — v(x) > 0. Hence the left-hand side is < 0, giving a contradiction. ‘We deduce the following theorem. Let 1 be the solution of (5.2.1) such that u(a) = sin, —u'(a) = —co8a, and v the solution of (5.2.2) such that v(a) = sina, v'(a) = —cosa. Then if u(z) has m zeros in the interval a 0, so that the left-hand end-point is not a zero of either function. In view of the previous theorem, it is only necessary to prove that v(z) has at least one zero in the interval (a,,), where x, is the smallest zero of u. Now on integrating (5.2.3) from a to x,, we obtain B wea) = | (Hla) —g(2)}uo de. If o() has no zero in (a,,), the right-hand side is positive; but ule) <0, om) >0. ‘Hence we obtain a contradiction. ‘The result follows similarly if sina = 0. 5.3. Now consider the eigenfunctions of Chapter I, defined as the solutions of F4.0-aely =0, (5.3.1) a (5.3.2) 0. (5.3.3) y(a)oos a-+-y/(a)sin. y(b)oos B-+-y'(b)sin B58 THE NATURE OF THE SPECTRUM 109 Conéider first the solutions of (6.3.1) and (5.3.2), and suppose that sina #0. Then y(a) # 0. The number of zeros of y(z) in (a,b) is a non-decreasing function of A, by the above theorem. Let |g(z)| <¢ in (a,6). First compare (5.3.1) with fH Ate = 0. (6.3.4) ‘The solution of this satisfying (6.3.2) is a, cota +7 th = eosh{(—A—e}i(e—a)} — ST sinh((—A—e}M(e—a). This has no zeros if A is negative and large enough. Hence the solu- tion of (5.3.1) has no zeros in (2, b) if \ is negative and large enough. Similarly, by considering the solution of Fe 4 Aon, = 0 with A large and positive, we see that the number of zeros of (5.3.1) in (a,6) tends to infinity with A. Also, by the above theorems, a zero of y travels steadily to the left as A increases, and it is a continuous function of A. Hence there is an increasing sequence of numbers jg, j4,... such that y(b) = 0 for A= pm» and y(z) has just m zeros ina 0. Hence u*(u’/u—v'/») is steadily increasing. Suppose that u and v have the same number of zeros in (a,b). The zero z, next before is a zero of u and not of v, for between a and 2, lie at least v, and so exactly v, zeros of v. Hence fu’(b) _ v'(b) ju"(a,)_ ve) w(b) _ vb) oft a0} > Ole) ae ab) > 0" It follows that y/(6)/y(6) is a steadily decreasing function of A in each interval (m,m4:); and it must decrease from oo to —oo, since0 THE NATURE OF THE SPECTRUM Chap. V y(b) = 0 at each end, and y/(b) # 0. Hence there is just one value of A in the interval such that yb) yb) Hence there is an increasing sequence of eigenvalues dy, Ay... such that the eigenifunction associated with Ay, has just m zeros ina 0, q(z)—A > 0 for 2 > a, say. Suppose that for some x, > 2) yleyr)>0, — ¥(@,A) > 0. Then y"(z,A) > 0 (x > 2), y'(z, A) increases steadily, and y(z, 2) +00. If wer) >0, — ¥(@,A) <0 there are two possibilities. If y(x,) remains positive for x > a, then y"(z,A) remains positive, y'(x,) increases steadily, and so tends to a limit (finite or infinite). This limit cannot be negative, or y(z) would tend to —oo; if it is positive, y(z) > 00. If y'(x) + 0, then y'(x,d) < 0 for x > a. Hence y(z) is steadily decreasing, and so tends to a limit. Also ftace—note) ar = fyreyae = ¥'(@2)—¥'m) < —y'@%)- Hence {q(2)—A}y(2) is L(x, co), and a fortiori y(x) is L(x,,00). Hence u(x) > 0, Hence also y(z) is L*(%,00). On the other hand, if (x) changes sign, it can do so at most once, and then tends to —co, by the previous argument. Similar arguments hold if y(2,,A) <0. To sum up, y(z,A) has at most one zero for z > x, and either y(x,d) > +00, or y(w,A) > 0, y'(z,) > 0, and (2, A) is L*(2%,00). It follows that each y(x,) has a finite number of zeros in (0,0), say n(A). By the theorem of § 5.2, n(A) is a non-decreasing functionba THE NATURE OF THE SPECTRUM ul of A. The argument of § 5.3 shows that n(A) = 0 if A is negative and large enough, and that n(A) > 00 as A-> co. Since n(A) changes by at least 1 at a discontinuity, it has only a finite number of discontinuities in any finite interval. Hence they are discrete points, We shall show that they are the eigenvalues of the differential equation. In addition to the above results, we can show that, if y(x,A) > 0, and p >A, then y(z, 4) has a zero greater than the greatest zero of y(e,d). Suppose e.g. that y(x,A) > 0, y'(z,A) < 0 for 2 large enough. Suppose that y(x,.) > 0 for « >a, where a is the greatest zero of y(x,d). If y(x, p) > 0, (6.2.4) gives —) f ye Aula, u) de = —y(a, wly'(0,), which gives a contradiction as before. Otherwise, if y(z,n) > 0 for large z, then y'(z,u) > 0 for large x. Henco ula, why’, )—y(@, Aly", #) <0 for large x, and we obtain a contradiction again. In particular, it follows that to each interval where n(A) = constant corresponds at most one value of A for which y(z,) is L?, and such a value must be the right-hand end-point of the interval. Now consider a decreasing sequence A,, z,... tending to a limit A. Since n(A,) = n(A+-0) for p large enough, we can suppose that (A) = (Ag) ke Let the zeros of y(z,A,) be a... af. ‘Then it follows from the above argument about the interlacing of zeros that for every m < k a® Ofora > c. Then af”, af remain less than c for all p, since y(z,A,) has at most one zero greater than e. Hence lima) =a, ¢ for sufficiently large p. Since none of the y(z,2,) are L4, we must have YEA) > 0, Y(%Ay) <0 ( co, we see that Y@AN>%, — y(z,A) <0 (>o), Hence y(z,d) is L4. On the other hand, if af tends to a finite limit a,, then y@AN>O% yer) >0 (e>a). Hence y(z,A) is not L*, To sum up, either n(A) = n(A-+0) or n(A) = n(Q-+0)—1. In the latter case, y(z,) is L2, in the former case not. If we argue similarly with an increasing sequence \y, As,..-, the a are decreasing, and therefore all tend to finite limits. Hence n(Q) = n(\—0). It follows that to every n corresponds an interval of values of A in which n(A) = n, and that the right-hand end-point of each such interval is such that y(c, d) is L?. Now let X’ and A” be interior points of an interval where (A) is constant, and let 2, be greater than the greatest zero of y(z,A) or y'(@,A) ford’ x, X 0. Then ly@,A)| Sm (Sa, m{k(X"—0)—E(V'+0)}. But x(z,A) is L* for every 4. Hence HQ’-+0) = kA"—0). Hence #(A) is constant in the open intervals where n(A) is constant. Let the points of discontinuity be A,, the saltus at A,, k,. Then by (3.4.1), if no A, ia 0 oF A, x)= Ska Bln). o X, (2.3.2) gives ®(z,d) = (2, A) j HY, Nf y) dy + 4x, fi ly, Adfly) dy+ + marge) i HAS) dy, and the result follows. 5.5. We shall now give another proof of the above theorem depend- ing on the principle of the variation of the eigenvalues with the function q(x) discussed in §§ 16.4-5 in Part I. This applies equally well to the case of one variable. In fact it shows that in the Sturm— Liouville case, if we have two problems with the same boundary con- ditions, functions 9,(z), g(x) and eigenvalues y1,, A, respectively, and Gln) < (2) for all values of x, then 2, 7 for all sufficiently large values of x, then the spectrum is discrete in the interval X o for z > 0, g(x) > + forx >c. Let g(t) =o (0<4 o). In general we have supposed that our functions q(z) are continuous, but it is easily seen that a simple discontinuity such as that of go(z) does not invalidate any of the theorems used here.us THE NATURE OF THE SPECTRUM Chap. V Consider, for example, the problem with boundary condition 4(0) = 0. The function $4(z, 2) which satisfies 8 1 0 qla)is = 0 and the boundary condition (0, A) = 0, 44(0,A) = —1, is _008{ey(A~o)}sin{(x—e)(A—7)} Var) If the interval is (0, b), where b > c, with boundary condition (6) the eigenvalues, say y2,,», are the roots of the equation ¢4(b, A) (@>0). ee tanfeJ(—o)} __tanh{(b—elr—a)} an VA—o) aA) : this being the form appropriate to the interval \ 0, a = ) = *BISRe 00. The eigenvalues in the case of the interval (0,co) are among these numbers X,. Hence the number of eigenvalues less than 7c is finite, and so the spectrum is discrete for A < 7. If q(z) > co as x -» 00, the result holds with arbitrarily large values of x, and so the whole spectrum is discrete. 5.6. We now turn to the second of the cases enumerated in § 5.1. It follows from the theorem of § 5.5 that, if q(x) > 0, the spectrum is discrete over (—00,0). It seems difficult to prove anything more without making further assumptions. In this section we assume, instead of q(x) > 0, that q(z) is (0,00). ‘We require the following Lemma 5.6. Let f(x) > 0, g(x) > 0, and let f(x) be continuous, g(x) integrable, in0 0, and write temporarily ¢,(z) = ¢(z)e". Then s, in sx (z) = €-* cos ez sin a— ete cost +5 f et Pein(ote—wjatnrtv) dy. 3 Since |cos sz| < e, |sinsz| < , it follows that Olas fins dy. Henee, by the lemma, vate < (+o fin a} Sinco gly) is L(0,co), it follows that $,(z) is bounded for all z, Isl >p>0,t>0. Now consider real positive values of s. Then ¢(2) is bounded for #>p. Hence (5.7.1) ive (2) = cossz sina — oosa-+ sin ole haw btn avo i lal) as) = a(Ajoos az-+5(0)sina2-+0(1) (6.7.2) (aa 2 > 00), where a()) = a(t) = sina—? J sinsy atv) dy, bay = 8842 1 Femara dy.67 THE NATURE OF THE SPECTRUM a7 Since the integrals converge uniformly, a and 6 are continuous fune- tions of . Similarly if 6(0) = cosa, 6'(0) = sina, Oz) = e(A)cosax-+d(A)sin sx-+0(1), (5.7.3) where Cli) = cosa f sinayalyts) dy, a ay = 2242 f cos ay aly) 6(y) dy. 3 Also, differentiating (5.7.1), we have $'(2) = —ssinszsina—cosaxcosa-+ f cos{s(r—y)}a(y)4(y) dy. j Applying this in a similar way, we obtain ¢'(z) = —aa(A)sin sx-+ sb(A)oos az-+-o(1). 6" (2) = —s0(A)sin sx-+ad(A)oos sx-+-0(1). Similarly Hence W(¢,0) = W{a(A)cos sx+b(A)sin sx, ¢(A)eos sx-+-d(A)sin s2}-+0(1) = s{a(A}dA)—c(A)b)}+-0(1). Since W(g, 0) = 1, it follows that a(A)4(X)—e()5() = x (5.7.4) Now consider complex values of s. For a fixed positive t, (5.7.1) gives - $e) = de-sina-+ 5 cosa+Ole-*)— aay J eo Paes d+ of feria! as} a j as z>00, Since (y) = O(e), the last term is of feminnt ay} = off at ay} +ofef iat dy} = oe oo fe-me-nyandin dy = ofe Faun) a = oeus THE NATURE OF THE SPECTRUM Chap. V Hence $(x) = e#*{M(A)-+0(1)}, (5.7.5) where MQ’) = gina 995% f euq(y)$(y) dy. (5.7.6) é Similarly A) = e-(M(A) +0(1)}, (8.7.1) where MA) = foosa— ttt etsuq(y)O(y) dy. (5.7.8) é Since 6(x)+m(A)p(z) is I4(0,co), it follows that m(X) = —3,()/ MA). (5.7.9) As s tends to a real limit, the numerator and denominator in (5.7.9) tend to Jc(X)+4id(A) and 4a(A)+4i0(A) respectively. By (6.7.4), a(A) and (A) cannot both vanish for any positive A. Hence Jimmy = —22)4#20) aa) rib) and the imaginary part of this is _aQyday—eyo) aOYEEA) ~~ ar) -L6Aa)y Hence, in the notation of § 3.1, , du 10) = Fara tina ieee é Hence the spectrum is continuous in (0,00). The contribution of this part to (3.1.1) is Lf 82,2) 7 7 AHaray+o% ay} J $y, Adfy) dy |. | qian & | Bonet sin ay. 3 3 Next let s > it, where tis real and positive. The integrals in (5.7.6) and (5.7.8) converge uniformly, and hence A(X) and M,(A) tend to the real limits tsina— See Ef ematuben dy, 3 ina 1 Boose SH, [ eee) dy.1 THE NATURE OF THE SPECTRUM 19 Hence imm — 0 except possibly at the zeros of M(X). Since Af(A) is an analytic function of s, regular for ims > 0, the zeros are isolated points. Hence there is a point-spectrum in —oo }sinaifA = —,1>o0, sina # 0, and MQ) ~ £107 if sina = 0. 5.8. A transformation of the basic equation. In order to deal with cases in which q(2) is large at infinity, we make a transformation of the equation 4 + gen =0 (6.8.1) which will be used frequently in later sections. Suppose first that A is real, q(z) A, & is not real, and the above formulae would involve integrals along complex paths. It is not necessary 1 Aan (5.8.2)120 THE NATURE OF THE SPECTRUM Chap. V to introduce such integrals, since we can obtain the corresponding integral equation in terms of the real variable x directly, as follows. Let 9(0) = 0 (this involves at most a change in the A-origin), and write Pe) = ater Zfaaten Ag] —F. (58 ‘The en 2a dy 1 q(x) ey Pla) = (A—an)} alos 30 rot! = -[} gh eal 4 faa) 16 Bae]! Let P(t) I= f sin(€l2)—€0} 5 rage = f see —en Sf ator 42] ae : + J sinfé(e)—go}A—a(e)}ty at =At+h ‘ by (5.8.4) and (5.8.1). Now 1, = [siniged—eenn—aeoy 9B. + [ costa) —E(0} Eat = —1/(0)AF sin £(2) + [oos{(e)— ei} — J singg(@)—€t0}-—a(o}a(0) dt 3 = =11(ONE sin £(2)-+ nf) — (0008 &(e) =I Hence nlx) = n(0)oos €(x) +'(0)AF sin (x2) +1, i.e. 9(z) satisfies the integral equation. (2) = 1(0)008 £(2)-+n'(O)AFsin ge) + j sin{e(2)—EO}RO) a) dt, (5.8.5) where po oO. a) (5.8.6) 4A—q(o}F TE Q—qay}t” In these formulae, if imA > 0, we take 0 < argA <7, and 0 < arg{A—g(t)}” < pr for each p.59 THE NATURE OF THE SPECTRUM 121 5.9. The case q(z)->00. As a preliminary application of this formula, we consider once more the case q(x) -> co, though we now have to impose the following additional conditions. Let q(z) tend steadily to infinity, 80 that q'(z) > 0; let Y(@) = Offg@y"] (0<¢ <9), (5.9.1) and let q"(z) be ultimately of one sign. ‘Then : : G72) ay q(z) i et = Jaen” Off cent] OffaeyIE, = 00), and hence also x z (2) (2) |X 48 fa) ay J ey (ends 73 | tee Hence i |R(a)| daz (5.9.2) : is convergent, uniformly with respect to \ over any region for which [A—q(x)| > 8 > 0 for0 0; as x > 00, while A remains bounded, : Ea) ~ i f {atoyt ae, 3 and so e-#) -+ a0, We can now argue with (5.8.5), as we did previously with (5.7.1) to obtain (5.7.5). Let my(2) = e%(z). Then (5.8.5) gives male) = n(O)eMe0s (x) +9" (O)A-be!Esin E(x) + + f ethers sin{ (a) (0) Rm (D at. Hence inl)! < In(0))-+ OF + f |RWm(OL at, a122 THE NATURE OF THE SPECTRUM Chap. so that, by Lemma 5.6, Intel < {(0)-+ (OR Hox f Le) at 3 00 az) ~ {bn(00+40 (ort +-4i j ORO) a(t) athe Now let n(z) = (A—q(a)}4¢(@,2). Then (0) =Atsine, —9/(0) = =H eosa— 14 0) sina. iT ler] : Hence Isle.) < Onvexp{ J Roa ae 99) for all z and imA > 0; and for a fixed A, as z > 00 M(\)e-#€) $e na? (5.9.4) where MQ) = Pisin anf Gee (ene “| + +h j eORWA—q}F4(t) dt. (5.9.5) M,(r)e-# Ada where M,(X) is obtained from M(A) by replacing sina, —cosa, $(2) by cosa, sina, 6(t). Hence m(A) = —M,()/M(). (5.9.7) Now it clearly follows from (5.8.5) and Lemma. 5.6 (as in § 5.7) that n(x) = O{|e-)|} uniformly with respect to A as A approaches any interval of the negative real axis. Hence A-*M(A) is continuous up to the negative real axis, and it is also obviously real there, é(t) and R(t) being purely imaginary. Similarly 6(a,A) ~ (5.9.6)59 THE NATURE OF THE SPECTRUM 193, If we do not choose q(0) = 0, the argument shows that Ago} EMO) is real and continuous for A < q(0). But the whole argument could be constructed equally well with an interval (X, co) instead of (0, 00). ‘We should then obtain an alternative expression for M(A) involving an integral over (X, 0). Hence {A—q(X)}-4(A) is real and continuous for \ < q(X); hence in fact et" M (A) is real and continuous along the whole real axis. Since (A) is regular in the upper half-plane, it follows from the principle of reflection that (A) is an integral fune- tion. Similarly J¥,(A) is an integral function. Henco m(A) is mero- morphic, and the result follows. 5.10. Tazonnm 5.10. Let q(2) <0, q(x) <0, (x) > —c0, 1 (x) = Olg@)i} (0<¢ <4), (5.10.1) and let q"(x) be ultimately of one sign. Then if fer de (5.10.2) is divergent, there is a continuous spectrum over (—c0,00). ‘The conditions imply the convergence of (5.9.2). For Areal and positive, ¢(2) is real, and (5.8.5) now gives as > oo (a) = 9(0)008 £(2)-+-7'(0)A- sin £(2) + + [ sing@)—£}BOn(0 at+0(1). ° Hence $(@, A) = {A—g(x)}-Ha(A)oos £(x) +5(A)sin €()-+0(1)}, (5.10.3) where a(X) = Meina— fein EWROA—a}G(t,d) dt, (6.10.4) a by = — FONDA CEL F cong) ROA—aO}EBA dt o (5.10.5) Similarly, if 6(2, A) is the solution of (5.8.1) such that 6(0,) = cos, 6'(0,A) = sina, then a, 2) = A—atey}HetAjoos ee) +dAsing(e)-+0(0)}, (6.10.6) where ¢ and d are obtained from @ and b by replacing sina, —cosa, and ¢ by cosa, sina, and 6.1st THE NATURE OF THE SPECTRUM Chap. V The argument also shows that the integrals in (5.10.4), ete., con- verge uniformly with respect to A, and hence that a(), ete., aro continuous functions of A. Again, differentiating (5.8.5), we have 112) = P—alw)}#A-Fy (O)008 £(e)—n(0)sin Ee) + + [ oos(ete)—e1o Rent at]. a Applying this in a similar way, we obtain Z10—aenrtore, 2)] ~ A—a(x)}#{5()oos £(e)—a(A)sin &(2)}, whenoe, by (5.10.3) and (5.10.1), $'(@,A) ~ A—ala)}R{O)oos E(2)—a()sin E(x}. (6.10.7) Similarly 6x, 2) ~ {A—g(x)}{d(A)oos E(x)—c(A)sin £(z)}. (5.10.8) Hence lim W(G,8) = a(a)dd)—BA)e(). Since W(¢, 0) = 1, it follows that a(A)d(A)—B(A)e(A) = 1. (6.10.9) ‘Hence a(A) and 6(A) do not both vanish for any value of ). Now let A= y-+iv, where » > 0. Taking x» so that p—g(t) >» in z > 2, we have Ele) = fe bin—a(oyt dt = Got | {n-tiv—a(oyt at a a = bot f {a —a(t)}t dt+ tiv j fe-goyt ateole f wort ai). . Fs * Hence asz>co im ~ fy Foca at, & and so e~# is large for large x. The formulae (5,9.4)-(5.9.7) are therefore valid in this case also. Also, as v> 0, M(A) > $a(u)+}ib(u) and BGA) -> 4o(u)-+4id(u), since it is easily seen that the integrals involved converge uniformly with respect to A. Hence A(p)d(u)—b(u)e(u) _ 1 ca Eo) GE5.10 THE NATURE OF THE SPECTRUM 125 Since &(A) is the integral of this over (0,4), the spectrum is continuous over (0,0). A similar argument can be applied to the interval z > X with any positive X, and it follows that the spectrum is continuous over (q(X), 0), and so in fact over (—c0, 00). 5.11, Trzonea 5.11. Lf the conditions of Theorem 5.10 are satisfied except that (5.10.2) is convergent, the spectrum is discrete. As x00, £(@,)— Ea, 0) = f [(A—ato} {ao} at ee ~ J Bao ato} i dat > | a=ank came) OD say. Hence im é(z,A) is bounded, and so cos¢(x) and sin (x) are bounded, whether A is real or complex. It is then clear that the argument of § 5.10 holds, in this case, for all values of A, real or complex. ‘Thus (5.10.3), (5.10.6), (5.10.7), and (5.10.8) hold for all values of A. In particular, all solutions of (5.8.1) are L4(0,00), and we are in Weyl’s ‘limit-circle’ case, in which the expansion formula involves an arbitrary parameter. 5.12. In the limit-circle case, the spectrum is discrete whatever point on the limit-circle is chosen. Let A be a non-real number, and let. —Hsle MU») (0 nol) Oy(2,4, a ply) dy = SP, J acsnasran = fe where the A,,, are the eigenvalues for the interval (0,5). Hence the Bessel inequality gives ~ 2 ase) > neat J 16st DP dy.126 THE NATURE OF THE SPECTRUM Chap. V This is bounded, say < K, as b-> 00, since in the limit-circle case G(z,A) and $(z, A) are L*(0, 00) and (A) > m(A). Let A= i and suppose that —R <2,,, < R for N values of n. Then N pask ‘The number of such eigenvalues is thus bounded independently of b. Suppose that, for a sequence of values of b tending to infinity, just N of the numbers J, lie in the interval —k oo through the sub- io oie SoA) > f0) = (py). py)m(A) for any non-real \. It also follows from the inequality of § 2.2 and Lemma 2.11 that f,(A) is bounded if —R+l f(A) uniformly in any region interior to this, and so f(A) is regular in such a region. Thus m(A) is regular except possibly for poles at p,,..., jy. The result therefore follows. 5.13. The transformation used in § 5.8 is also effective in some cases where q(x) > 0 as x-> 00 but q(x) is not £(0,co), for example, if q(z) = 1/(.+2). Suppose that q(z) tends to zero at infinity and satisfies conditions such that R(x) is L(0,co). Then an argument similar to that used in § 5.9, with interval (X,00), shows that the spectrum is disereto over the interval A< ming(2). An argument similar to that used in § 5.10 shows that the spectrum is continuous over the interval A > max q(2). Hence the spectrum is discrete for => A< 0 and continuous for A > 0, as in § 5.7.lt THE NATURE OF THE SPECTRUM 127 5.14, The interval (—00,0o). Theorems on the nature of the spectrum when the interval is —co 0o as x-> —oo and as z>00. Then both m,(d) and m,(A) are meromorphic. Hence the functions 1 m,(A) m(A)mg(A) mm)” ——-m,A)—m,(A)’ 7m (A)—m,(2) ocourring in the (—co, oo) formula are also meromorphic, so that the corresponding expansion is a series and the spectrum is discrete. The argument of § 5.4 also extends without difficulty to this case. Next let g(x)>00 as 2->00, and q(x)» —coasz>—0o, f lg(a)| Fax (6.14.1) being divergent. Then im{m,(A)} tends to a finite non-zero limit along the whole real axis, while im{m,(A)} tends to zero in general but to infinity at certain discrete points. Hence the imaginary parts of the functions (5.14.1) tend to finite limits, which can vanish at most at discrete points. The spectrum therefore extends continuously from —c to 00. In fact it is clear that, if q(x) > co at one end of the interval (—o0, 00), the result is the same as if we had the other half- interval only with a given boundary condition at x = 0. 5.15. Singularity at z= 0. If q(z) is unbounded as x» 0 but is absolutely integrable down to 0, the situation is the same as if there were no singularity at «= 0. Otherwise the problem of an interval (0,a) with a singularity at 0 has to be treated in a similar way to that of an infinite interval. If la(z)| <82*+4, where 8 < j, the equation is of limit-circle type. This is also true if q(z) > —co and is negative and non-decreasing in (a,f) for some B 0. In both these cases there is a discrete spectrum, asin § 5.12. If dle) > ett the equation is of limit-point type. ‘The spectrum is also discrete if a2) > te +A and so in fact it is discrete in all ordinary cases. It follows as in § 5.14 that the result for an interval (0,00) with a singularity at x = 0 is, in the above cases, the same as if there were no singularity at x = 0.128 THE NATURE OF THE SPECTRUM Chap. V REFERENCES Weyl, 1910 a. Titchmarsh, 1949 d. Still another proofs given in Titchmarsh, 1950 a. See also Friedrichs, 1948 a, 1950. §§5.6-7. Woyl, 19104, Titchmarsh, 1941. Similar results in the case where z9%(z) is integrable to oo are given by Wallach, 1948 b. § 5.8, This tranaformation goes back at least to Hille, 19225, § 4. See also Langer, 1934 5, § 3. §§6.9-10. Now in the first edition. § 6.11. Weyl, 19104, §8, Titchmarsh, 1941 a, §9, Sears and Titchmarsh, 1950. $5.15. Crum, 19656, Sears, 19516 and J. London Math. Soc. 24 (1949), 207-15.VI AN ALTERNATIVE METHOD: TRANSFORM THEORY 6.1. The following method developed by Levinson and Levitan is alternative to that of Chapter III. Consider as before the Sturm— Liouville problem for the interval (0, 6), with boundary conditions 4(0)cosa-+¢'(0)sina = 0 and 4(6) = 0. Let 4(z,A) be the solution of the basic equation such that 4(0,4) = sina, $/(0,4) = —cosa. Let A,,, denote the eigen- values in this problem. Then the corresponding normalized eigen- functions are of the form Yaple) = thy 62 Anp)- (6.1.1) Let p,(t) be a non-decreasing step-function defined as follows. Let p9(0) = 0, let pp(t) increase by r,,, when t increases through the value Aap and otherwise let p,(t) be constant. The value at the discon- tinuities is defined by patna) = Hern —0)-+ Puna +9) Let f(z) be integrable over (0,b), and let 2 Rw) = | fleype,w) de. (6.1.2) 3 ‘The ‘Fourier coefficients’ of f(z) in this system may be written as 5 8 enn = | unle)S(a) dx = rh [ $2 Ay a) fla) dx a 3 = rh, BQ.) (6.1.3) ‘The expansion formula Ste) = 3 enadhaal®) may be written as $0) = Z ra BOnalblena) = J Bewyplerw) dood. (6-1-4130 ALTERNATIVE METHOD: TRANSFORM THEORY Chap. VI ‘The Parseval formula (for functions of 1?) is * » © | 2) de = ¥ rua F Ino) = f FHu) dpy(u). (6.1.5) o ee eo Now let f(z) be the integral of an absolutely continuous function, its second derivative f”(z) being 1*(0,6), and let f(x) satisfy the boundary conditions of the problem. Let f(x) = q(x)f(x)—f"(z), as usual, and let Z,,, denote the ‘Fourier coefficients’ of f(c). Then Exp = Ano Ong by (1.13.5), and the Parseval formula for f(x) gives : 2 2 J Fe) dz = 3 thy = 3 Maran Finn) a = i ww F¥u) dpp(u). (6.1.6) 6.2. THEonEM 6.2. The function ps(u) is bounded over any fixed finite u-interval, independently of b. Suppose first that sina # 0, say sina > 0. The function (2, u) is uniformly continuous over any finitedomainu’ 4sina (0<2 feina. 3 We can clearly suppose that k bsintapy(u")—py(w’)}. 3 Since p,(0) = 0, the result follows, If sina = 0, say « = x, then ¢(0,u) = 0, $'(0,1) = 1. Hence, if u is in a given finite interval and h is sufficiently small, dz,u) >4de (0 <2 Sh).62 ALTERNATIVE METHOD: TRANSFORM THEORY — 131 » » Hence J $e, 1) dx > 4 J ade = yh. Let fe) =h? (0<2h). ‘The argument then proceeds as before. 6.3. It follows from the above theorem and Helly’s selection theorem (Part II, § 22.19) that if 0 p(u) in 0 p(t) in (0,1) if & = m4, m,9.- From the numbers m,,, we can select a sub-sequence 71, M22)... and define a function p(u) such that p,(w) > p(u) in 1 0, and p,(x) > p(u) for all values of u if b> co through the diagonal sequence 7,,. It follows from the Helly-Bray theorem that if (u,v) is any finite interval and f(u) any continuous function, then as b> co through the above sequence ” 7 f Fle) doulu) > f fle) dpc). (6.3.1) Note also that as v-> 0 feow fits ede ripe) elon), (8.8) ee, e tw, = min(uq,%,), provided that w, and w, are points of continuity of p(u) and w, < wy; if w, > w, the limit is zero. Suppose, for example, that u,<», <1; <0. The inner integral is equal to (ow wl ctw and tends uniformly to 7 as v> 0 if +8 2,+8, and is always less than 7. Hence f acm f. dpm i dp(u), f dpta) f od» 0 oe) * J a tis132 ALTERNATIVE METHOD; TRANSFORM THEORY chap. VI nts J dptu) f - dy Inns which tends to 0 with 8 if p(1) is continuous at u = v,. Hence (6.3.2) follows. and mts , and let J (2) satisfy the boundary condition of the problem at z = 0. Let Flu) = f f(a)$(e,u) de. (6.4.1) 3 ‘Then (6.1.6) holds if b > ¢, and so ( f+ f) dpylu) < al od 1
cand U is fixed, e 2 e J FH doyle) { PHU) dou) > { FXu) dp(u) <0 “ -o as b> co through a suitable sequence. By choosing first U and then b sufficiently large, we prove that Jf FH) dog(u)> f PAu) dp(u). Hence [fede = J FXw) dou) (6.4.2) 3 ae for the special class of functions considered. Next let f(x) be any function of L*(0,co). Then we can determine a sequence of functions f(x), each belonging to the special class, such that = lim f {f(2)—f(a}* de = 0. ee Let Pou) = f fe)ple,u) de. 304 ALTERNATIVE METHOD: TRANSFORM THEORY 138 Then . eo J (Mu) — PO (uyy? dpa) = f {F@)—Fa)} de. . a which tends to zero as m and m tend independently to infinity. Hence the sequence of functions F(x) converges in mean with respect to p(w), say to F(u); that is fre dp(u) is finite and lim j {Flw)— Fu}? dplu) = Also || : (Creamy doce 3 Ful F(w)—F(w)} dou) + J FO(u)(F(u)— Fwy} dp(w) be “| Fu) dole) Ji Pon) Pomey? doo} + Femme aot Ff F cron? dpoa}t which tends to 0 as n-> 00. The formula (6.4.2) for all functions f(x) of L*%(0,00) therefore follows as the limit of the same formula for functions of the special class. We shall call the function F(u) the transform of f(z). If g(z) is another function of L%(0,co) and G(u) is its transform, we obtain as usual J feale) dz = J F(u)G(u) do(u). (6.4.3) é “. 6.5. THwone 6.5 (i). Let f(x) be 130,00), and let Eu) = if ‘f@)p(a,u) dex. (6.5.1) é Then, as a> 00, Frreo—Reny dp(u) > 0. (6.5.2)134 ALTERNATIVE METHOD: TRANSFORM THEORY Chap. VI For F(u)—F,(u) is the transform of the function equal to 0 in (0, a) and to f(x) in (a, <0), and so J Fe) Foy dp) = | Fe) dz > 0, ‘Toren 6.5 (ii). Let f(x) be L*(0, 00), let F(u) be its transform, and let Sola) = J F(uyple,) dp(u). (6.5.3) Then, as a> 0, ft fle) —fala)}? dex > 0. (6.5.4) é Let g(x) be L2(0,X) and g(x) = 0 for « > X, and let G(u) be its transform. Since ® x Gulu) = f gfe)$lau) du = | gleple,u) de (a > X) a a it follows from Theorem 6.5 (i) that x Gu) = | gle)b(e,) de. ‘Hence x i : a J faledate) de = { glx) de J Peuypte,r) dou) : @ x = J Pee) dole) | o(e)$le,) de “0 a = f F(u)@(u) dp(u). (6.5.5) It follows from this and (6.4.3) that { f veotarnete al —((f (f+ {)Feraee ano}? <( ey Pre dots f %u) dplu) -( f+ f)reo au) fi #42) de.65 ALTERNATIVE METHOD: TRANSFORM THEORY 135 Let g(x) = f(a) —fale) for « < X. Then e es ftserfteyrae <( f+ {Pre ance, Since X may be arbitrarily large, Fertile ae <( f+ fren oon : a ‘The result stated now follows. 6.6. We have also the following formulae analogous to those of ordinary Fourier transforms. For a fixed X, x x | f(@) de = lim | fola) de d arg x Jim faz J F(u)g(x, u) dp(u) : x Jim f F(w) dp(u) f (x, 1) dx oa i Jim f Fewpgy(X.m) dow), x where (Xu) = | $(2,u) de Hence, almost everywhere,” fay= Z f Foose do(u). (6.6.1) Again v y J Fw) dp(u) = lim f Fu) dp(u) J fa | dou) | be, w)f(e) du = lim S(x) dx | $(x,u) dp(u) é oa im li Free, 0) ae, y where eo(x, 0) = [ $e, 0) det). (6.6.2) é136 ALTERNATIVE METHOD: TRANSFORM THEORY Chap. VI At points at which p'(u) exists, this gives F(u)p'(u) = z f Se\eo(e,u) de, (6.6.3) 3 For example, let q(x) = 0 and let the boundary condition be (0) = 0. Then ¢(x,A) = A-Fsin(xvA). In the case of the interval (0,6) the eigenfunctions are ,/(2/b)sin(n7z/b), eigenvalues n*n®/b*. Hence Qnty ro = Hence if ww oh, SS 22a? _ n(n 1)(2n41)x? then pol) = 2 = ae If wis a fixed positive number and 6 > 00, then n-~7-1buk. Hence ut Palt) > 5 Qu and so pu)= 5 (w>O, 0 (wu <0). ‘We have Fal, ) eo(@, u) = 2fsin(zvu) _ Vucos(evu) a see) and the formulae are similar to those of the ordinary theory of Fourier transforms. 6.7. The relation between the above formulae and those of of Chapter III. If F(x) = (x, +L A)$(@, A) in (2.1.3), where 1,(A) is the (A) of Chapter II related to the interval (0,8), then = WF, F) = WF, F) = 2iim),(a). 2 Hence 2y f [Oe A)-+1 He, A)? de = —2imi,(A). é Henee, by (3.2.3), 4) y toa f_dewtu)_ Te | Gwe (6.7.1) ao61 ALTERNATIVE METHOD: TRANSFORM THEORY — 137 It follows from the theory of Chapter II that if A is given (not real) then 7,(A) is bounded as 6->0o, Taking, for example, A= p= 0, v= 1, we obtain dotu) — | ers K, (6.7.2) where K is independent of b. Hence F doxtu) 0 through a a sequence, then U -> co, we obtain f detw) jis Pa) € (6.7.4) Incidentally we obtain another proof that p,(u) is bounded in a finite interval independently of 6, since (6.7.3) gives y p(U) = fae) < wan | 2) < < K(U*+41). 3 Now, by (6.7.1), imy(Q) y oe =f (qcappen ae me ‘The part of the integral over (U, co) is Laps" Qu poy) — of fate J omar ry = off i ‘pie if » and » are fixed. A similar result holds over (—00, —U), while the integral over (—U, U) tends to the corresponding integral in- volving p(w). Hence on making 6 > oo through a suitable sequence we obtain imma) f {1 1 im) | are api} Hence a imm(A) dp = fos iS. ne at Olu —ny sant e138 ALTERNATIVE METHOD: TRANSFORM THEORY Chap. VI where C is independent of p: and v. In the repeated integral, the part with « > U (U > uz) does not exceed fof and similarly for w << —U (—U <1). ‘The remainder tends to dp(u) a) = 00), { dp(u) = mfplus)—p(u)} if p(u) is continuous at 1, and ty. It then follows from the definition of the function (u) that Ku) = mp(u). (6.7.5) Also, if x(z,u) is the function defined by (3.4.1), x(a, u) = mov, u). (6.7.6) 6.8. Transform theory as a relation between two classes of functions. We define two classes of functions: (i) the class L* of functions f(z) such that firey dx <0, (6.8.1) (ii) the class 2? of oo. F(u) such that fre dp(u) X, and let G(u) be its trans- form. Then (6.5.5) holds again, and hence as before, if 0 oo in (6.8.3) we obtain fre dz < f Fu) do(u). (6.8.4) a a), (6.9) where wy, = max(2,, 04), %, = min(us, v,), and p(u) is continuous at w, and wy. Tet eles n) = f $20 dealt ‘Then . ‘ esa) = |B Taal deo) = |B rar braltl where the dash denotes that terms with A,, = 0 or w are halved. Hence if u > 0 , J ote u) de = __ 3" ran Seale), (6.9.2) where two dashes denote a factor } at the ends. Hence, ife < 6, [ Be, u) de < pylu) < K(u) aM40 ALTERNATIVE METHOD: TRANSFORM THEORY Chop. VI where K(u) is independent of 6 and c. Making 6 > co, then ¢ > 00, we obtain . f oXe,w) dx < K(u), (6.9.3) é and similarly if u <0. IfimA > 0, —— | fey ( te) cpl, )}folar A) dex = ff dpot) le, tobe, 2) dx 5 =D, tno | He Anabbole,d) de. : aires ea ‘The last integral is equal to Any) LHGB® Ann)s Yo(@ AY}— WEEP, An)» Yoles AY} Here W, = 0, since ¢ and y, satisfy the same boundary condition at =, and W, = 1. Hence > : St tan Peete / {ers eg) —eog(2, Wooler a) de = 2 w= [ P9- ‘Now (see § 2.1) ° » J dole. 2—We, A) de = LO)—mOA)P f I6(e,d)P de a 2 : : 4 oo, in the limit-point case 7 because [ ||? dar > oo and in the limit-circle case because [(A) -> m(A). From this, (6.9.2), and the Schwarz inequality, we obtain 5 Him f cole, whale, A)—wle, AY} dn = 0. j » Also dim { {exp(, u)—co(x, u)}(a,A) dx = 0 by (6.9.2) and Lemma 2.4, Hence foe U3) —eo( x, tty p(x, A) dx = 20, (6.9.4) @69 ALTERNATIVE METHOD: TRANSFORM THEORY 141 and so — flores) —otes a) de [im yee nti de ; : . = foo | ite It follows from § 3.3, (3.4.2), and Lemma 2.4, that as v> 0 the left hand side tends to that of (6.9.1) multiplied by 7. The result then follows from (6.3.2). 6.10. Let F(u) = Lin uy 0. Let f(z) be the reverse transform of Feu). Then f™(z)—f™(z) is the reverse transform of Fo(u)—F(u), and Frmer—preeyeae = femme — Peay aplu) + 0 as mand n tend independently to oo. Hence f(x) converges in mean square, to f(x) say; f(z) is the reverse transform of F(u), and fi Fu) dp(u) = f fa) de. (6.10.2) -= a ‘The argument used in § 6.5 shows that the reverse transform defined in this way is equal almost everywhere to that defined in § 6.5.442, ALTERNATIVE METHOD: TRANSFORM THEORY Chap. VI Finally we want to prove that if F(u) is a given function of ?, J(@) is its reverse transform, and H(u) is the transform of f(z), then H(u) is equivalent to F(u) in the sense that faye dp(u) = 0. (6.10.3) Let Rw) = ij F(x)p(x,u) de. 3 ‘Then the reverse transform of F,(u) is f(x) in (0,a) and 0 in (a,00). Hence the reverse transform of F(u)—F,(u) is 0 in (0,a) and f(z) in (a,00). Hence, by the ‘reverse Parseval formula’ (6.10.2) J PC) Fwy dp(u) = [ F2(@) ae. Hence F,(u) converges in mean, with respect to p(w), to F(u). Since, by § 6.5, F,(u) also converges in mean with respect to p(u) to H(u), (6.10.3) follows. REFERENCES §§6.1-6. Levinson, 1951 a, 6, 1954, Levitan, 19506, and Expansions in Bigenfunctions of Differential Equations of the Second Order (Russian), Moscow, 1950, Yosida, 1950, 1953. § 6.2. Levitan, Expansions in Eigenfunctions of Differential Hquations of the ‘Second Order (Russian), Moscow, Lemma 2.1.1. § 6.3. For the Helly-Bray theorem sce Widder, The Laplace Transform, ‘Theorem 16.4. $8 6.8-10. Soars, 1954, 1955.VIL THE DISTRIBUTION OF THE EIGENVALUES 7.1. Consider first the problem of the interval (0,0) with a given boundary condition at 2 = 0, and suppose that q(x) + 00 as x-> 00. ‘Then it follows from § 5.4 that the spectrum is discrete; there are eigenvalues Ay, A,,... Whose sole limit point is +co. We ask how the distribution of these eigenvalues is determined by the function q(2). Let (A) denote the number of eigenvalues not exceeding A, so that NO) = Aya co. Tt follows from § 5.4 that the function 4(x,A) which satisfies the basic equation and the given boundary condition has » zeros (other than those at 0 and 00) if A,. co and as «> —co, and is convex downwards, we can apply a similar argument to negative values of x. Let X’ <0M44 DISTRIBUTION OF THE EIGENVALUES Chap. VII be such that q(X') =A. Then we shall have x Na) 23 f o-aent dz, (7.1.3) z=) It is not s0 easy to obtain inequalities of the opposite kind, Never- theless in simple examples wo find that 1 x Na) =2 [ @-aeytae+-ouy (7.14) i x and NQ)= 2 J A—ge)}# dz +-0(1) (7.1.5) ‘es in the two cases considered. Suppose, for example, that a2) =a (—0 <2 0, then x we J Q—ae)}t dz = [ Q—2) de j j abn f ina ge = POPC yy E fe-vies 1 dt = many On taking A = A, in (7.1.4) we get o QnFtkT ($+ 1/k) wf ray) For example, if # = 1, the formulae are those of § 4.12. If the boundary condition is (0) = 0, the eigenvalues are the zeros of FDA). 2kick+2) noc} (7.1.7)7 DISTRIBUTION OF THE EIGENVALUES 145 If 2 is large 40) = (2) eowe—ter—inr +f). 7.8) Heed 0 = (2) {cose—a-—trr+0one+ 4241+ 0(2)} = (2) feonte—-2+0(7}} (7.1.9) Hence the eigenvalues satisfy approximately al = tbr, ie. An = Ent He}, agreeing with (7.1.7). 7.2. If g(a) is increasing and convex downwards and 4(0) = 0, then q(4X) < 4q(X) = 4A. Hence (7.1.2) with A = A, X = X,, gives i 1 Xn a> J Qq—a(e}t de—2 > 2*(4A,)#—2, Dn < Snt(n-2yeXe% (7.2.1) In any case, if x, is given, the coefficient of 7 in (5.8.2) exceeds that in ay = qtin= if 0 240,—at 3 if |g(e)| (2n)7,,—g)-1, Dy 00. This may be compared with the formula A, ~ n*n*/(b—a)? for the case of a finite interval (a, 6).6 DISTRIBUTION OF THE EIGENVALUES — Chap. VIL 7.3. Lemma. Let Q(z) be a positive continuous function of bounded variation in the interval 0 2Qyy', we have [d0—Qdz| < 4Q7dQ, and (7.3.2) follows by integration over (0, £). 7.4. Taxonem 7.4. If q(x) is a continuous increasing unbounded function of 2, q'(2) is continuous, and. as x > co 284{(2) > 0, (7.4.1) then a8 400 Nay~s if A—ge)}t dz. (7.4.2) It follows from a remark in § 7.1 that it is sufficient to prove that the number n(A) of zeros of the function ¢(z,A) satisfies this asymp- totic formula. Let 2 = yA) be » number in the range 0

1, ¥ 2 f Aaa dz > | Q—a(w)}t de > Q—acayt, a a the term O(log) is negligible. In the interval ¥ <2 < X, we have A—g(z) [ Q—a(e)}# dz > YO—p)t. é a Hence, if p is chosen so that ¥ ~ X, the left-hand sides of (7.4.4) and (7.4.5) are negligible in comparison with the main term. Hence nm = {1+0(1)} Fo—aeyi de+Oflog(A—p)}. (7.4.6) ‘The result will follow if we can choose » so that Y ~ X and loge\—1) = of fo-aa ar]. (1.4.7) Let p = A—X-*, 80 eyes Then x x =n [rear >J $= 3-x) z X—¥ = of4(X+Y)} = (X)us DISTRIBUTION OF THE EIGENVALUES — Chap. VIE as required. Also, if Xt <2 <4X, x _ rae) = frwa> [F> [F-8, x ax J e-aent de> {é = log}X—}log X = }log X—log2, 3 a and since jlog(A—p)| = 2logX, (7.4.7) follows. This proves the theorem. ‘The condition (7.4.1) can be replaced by a similar one not involving the existence of q(x), but not by one which is essentially weaker. 7.5. THEonEM 7.5, The formula (7.1.4) holds whenever q(x) is con- tinuous, increasing and convex downwards. Here q'(z) does not necessarily exist everywhere, but q'(x-+0) exists, and we denote this simply by q(x). Define 6(x) as before, with Q(z) = {A—g(2)}#. Then (7.3.3) gives /(x)sin {26(2)} 7 eae ee (x) = A—qa)}# matey” (7.5.2) and hence also = potent 1 (218 @sin{20(a)} _ 9/*(a)sin4{24(2)} OO eke ae (7.5.2) Hence — A(x) = 0(0)-+ f {A—q(t)}# dt—3 x) — Hel), 3 where : Ala) = f 1 A—a(0}-40'(Hsin{20(0)} at, a Ez) = if (1) A—g(t)} A sin*{26(0)} dt. a As x increases from 0 to X, q'(x){A—q(z)}-# increases from a value Jess than 1 (if A is large enough) to infinity. Hence there is a unique number ¥ in the interval (0, X) such that FOA-qY)}4 = 1.15 DISTRIBUTION OF THE EIGENVALUES M49 Hence, by the second mean-value theorem, there is anumber {between O and Y such that x IY) = J 6'()sin{20(0)} dt = [—4 00820} and 60 1X) <1 Also : A(X) < [ ¢*(OQ—gO}-4 ae 3 = Ha OR—aO}y*y 4 i a(t} dq'(o. ‘The last integral is non-negative, so that 0 <1) <% It follows as before that, if the solution considered has m zeros in the interval (0, Y), then r : f {A—a(t)}# dt--0(1). (1.5.3) 3 It follows from the Sturm comparison theorem as before that, if n—m is the number of zeros in (Y, X), then (n—m)n < (A—G(¥)}(X—Y¥)+0(1)- A=a(¥) | Ne = ba zn] (OG car) Hence (n—m)n < Bear 4-00) = O(1). (7.5.4) Also fo- g(a} de < A—q¥)(X—-Y) = Ol). (7.5.5) The result follows by addition of (7.5.3)-(7.5.5). 7.6. THEOREM 7.6. Under the conditions of Theorem 7.5 NQ+0a)—N) = O(X) (7.6.1) and, if VA

x 2 = [[R4-2—qa}t—-A—aayph] det f A4a—gay}t de+oq). 3 x Denote the last two integrals by J, and J,. In J, the integrand is equal to rn re P+ VA— gta) —ale)}t > A va—g@)}t Suppose that q(0) = 0. On account of the convexity of q(z), a(z)e A(I—x/X), and so x yay> 2 f (1-$)haerouy = #Xv+00). j 7.7. Formulae with error-terms which tend to zero. As long as we consider the function (A) with general values of A, the estimate (1) for the error terms in the above formulae cannot be improved upon. But if A=,, an eigenvalue, then N(A) = n-+1, and error terms which tend to zero as n> co ean be obtained, if enough is assumed about the function q(z). In the case where the interval is (0,00), with boundary condition (0) cos o+-y'(0)sina = 0 (7.7.1)17 DISTRIBUTION OF THE EIGENVALUES 11 and sina # 0, the result is . 2 f e-aepdr=nH-Se40(), a7) a = 2 fata ae = n+2+0(2), (7.7.3) 3 In the case where the interval is (—00, 00) and q(x) -> 00 as x» +0, the corresponding result is Xe : de = n4440(2) z J Pn—ga)}F de = n+} +o(?), (7.7.4) x where X,, and X;, are the roots of q(t) = An. In the three-dimensional eigenvalue problem with spherical eym- metry we encounter the equation Bet aes where q(2) is continuous at x = 0 and J is a positive integer. If 1 is fixed, the corresponding result in this case is (1.7.5) ss 3 | Q.—ata de = nenst+o(2). (118) j Various methods of obtaining such formulae are to be found in the literature. The most effective appears to be that which depends on Langer’s method—see § 22.27, in which we approximate to eigen- functions by means of Bessel functions of order 4. 7.8. The interval (0, 00) with boundary condition 40) = 0. Let q(z) increase steadily to infinity with z, let q’(z) be non- decreasing, so that q(z) is convex downwards; let q(z) be three times differentiable, and as z >< ¢@) Ge) 1 eye (2) 8. w 7%) Fant Fan Gee Let Abe real, q(X) =A, and let Se) = f A—aioyt ae, (7.8.2) x where arg {(2) = ym (x > X), —m (x < X).152 DISTRIBUTION OF THE EIGENVALUES Chap. VIL Consider the integral equation mf, A) = (ant EAY (0) +o i {HP ()I4()—Jy(Q)HY (0)} x x Solfn()A—q(a}t dt, (7.8.3) where 6 = {(t) and fle) = at 6 gay} 16 Ifz>X,{=iwwhere , = | Guat du, (7.8.4) x and BP) =2 AK (w), (7.8.5) where Kj(w) is the solution of Bessel’s equation which isexponentially small at infinity, in fact is O(wte-”). If x < X, { = e~‘*z, where = z= 1 P—g(u)}t du. (7.8.6) é By (7.8.5) and (4.12.1), HPQ) = Zero + 14). (7.8.7) As in Chapter XXII in Part II, the integral equation (7.8.3) ean be solved by iteration. If n(z, A) isthe solution, p(x, A) = {A—q(x)}- n(x, A) satisfies the basic differential equation. The integral in (7.8.3) is O(X-1\-te-m’) when ) is large, uniformly with respect to x, and we obtain Ye) = A—gee) HOE P(O)+ORFXe-md}, (7.8.8) Since BHP, = O(e™2), (x, A) is exponentially small as x > 00. Also dy aH = Ztaenin pot +i j [eta e400 —.-ptrono—aeopt ae whence #(z, 4) is also exponentially small at infinity, IfA = A,, an eigenvalue, the Wronskian of (z,,) and yj,(2) tonds to zero at infinity, and so, being a constant, must actually be zero. Thos WEAg) = Cutial2)s (7.8.9)18 DISTRIBUTION OF THE EIGENVALUES 158 where C, is independent of x. If x > X, arg(A—gq(x)} + = —}r, 50 that (7.8.8) gives argy(e,d) > —En. Hence argC, = —3, and so e'**f(z, A,) is a real-valued function. From (7.8.8), (7.8.7), (7.1.9) we obtain (0,2) = 2e-¥r¥— qo costZ in +o(7)}, (7.8.10) x where Z= f Q—g(u)}t du, (7.8.11) ‘ the term O(X-1-4) being merged in the O(Z-!) since Z < X{’—q(0)}}. ‘The equation 4(0,.,) = 0 therefore gives cos(Z,—}7) = O(Z59), (7.8.12) where Z, = Z(\,). It follows that, when Z, is large, Z,—}7 is nearly equal to an integral multiple of 7, say mr. If Z,—tn = ma+8q, then cos(Z,—n) = (—1)™48in8,, and s0 8, = O(Z;1). Thus Z, = (m+3)n+O(Z5). (7.8.13) To prove (7.7.3) it remains to show that m = n. This depends on a more detailed compatison between the distribution of the zeros of the eigenfunctions and that of the zeros of the Bessel functions to which they approximate. 7.9, Lemma 7.94. If v > —1 and n is a sufficiently large integer, the function J,(z) has exactly n zeros in the interval 0 0. Hence w(a)v'(a)—u'(a)u(a) > 0, which is inconsistent with (7.9.1). The lemma therefore follows.19 DISTRIBUTION OF THE EIGENVALUES 158, 7.10. We have now to consider in more detail the distribution of the zeros of eigenfunctions, We first observe that, if a solution (2) of the basic equation is an eigenfunction, it has no zeros for « > X; for in this range #(z) is convex downwards where it is positive; just to the right of a zero, (2) and f(x) would have the same sign, and 80 Ya) > 00. ‘As x increases from 0 to X, z, defined by (7.8.6), decreases steadily from Z to 0. If < X,{ = e-itz, Hence if x(z,A) = (3/2a)tebrn(a,), (7.8.3) takes the form x(2,A) = v@)+e(2), (7.10.1) where x(z,A) is real if x < X, o(z) = 2i{j(z)-+J_4(@)}, and Jeole)| < AXA (7.10.2) uniformly over 0 < x < X. Also the integral in the formula for dy/dx is similar to that in (7.8.3) except that the differentiation produces an extra factor {A—q(z)}#.. Hence Jo'(x)| < AX-AA—g(a)}. (7.10.3) Consider the ranges of z, O 6 in the intervals (25,24), (25p24),-. v(2) < —8 in the intervals (2{,74),..., and the positive zeros 2, 2,... lie in the intervals (2,24), (2))2%)).. AS 2-00, v'(2) ~ —6bntsin(z—jn). Hence |»’(z)| has a positive lower bound in those of the intervals (2) with 2; sufficiently large, and since o'(z) is continuous and not zero in any (zi, 24), v(2) also has a positive lower bound in the remaining intervals (zj,z{). Thus there is a positive number B such that |v(z)| > B in all the intervals (2’,2"). ‘We can choose A so large that the right-hand side of (7.10.2) is less than 3. Then 7(2) is positive in the intervals (x, 2;_,) and negative in the intervals (2{,2{_,), and so has a zero in each interval (2%,2%) or (z;,2%). Further, if A is chosen so large that the right-hand side of (7.10.8) is less than B{\A—q(x)}#, then |7’(x)| > 0 in each of these intervals, and so 7(z) has just one zero in each interval (2%, 22). As regards the ends of the interval (0, X,,), consider first small values of x, i.e. values of z near to Z,. Suppose that in the range (0, Z,,) the greatest of the numbers 2, 2) is zy, 80 that v(z'y) = 8 and lo@)| <8 for zy <2 0 for 0 <2 < xy corresponding to zy <2 < Z,. Hence (x) has at most one zero in this interval, and so also ,(z) has at most one zero; it is actually the zero at 2 = 0. A similar argument shows that (x) has at most one zero in the interval (x5, X,,), and this is in fact the zero at « = X,. Hence y,,(z) has no zero in the interval (x5, X,). ‘To sum up, therefore, the number of zeros of y),(2), excluding that at x = 0, is the number denoted above by m. Since y,(x) has n zeros, m =n, and (7.7.3) follows. 7.11. The interval (0, 00) with boundary condition (7.7.1). We have for a fixed x $2) = Q—aa)}-by/(,) + LOMA) 40g) = P—aayyt FldrDHP O)+OfA—gley XV] +O whence (0,2) = (A—q(O)} in Z— 4m) +0 ee)aan DISTRIBUTION OF THE EIGENVALUES 11 and the last two terms are negligible since Z< KN < AM. Hence ¥'0,2) = 0-q00}{si2—40)4+-0(7}} (7.11.1) From (7.8.9), (7.11.1) and the boundary condition we obtain (—a1097#{c0x(2—49)+-0(F) oon. +0—q(o}{sin'z—tn)+0(7) sin =0. Tf cosa = 0 this gives sin(Z,—4n) = Of so that there is an integer m such that 2, = (m+ e+O(7-). It follows that v(2) has exactly m zeros in the interval 0 <2 < Z,, the last occurring approximately at z= Z,—37. If A is an eigen value 2,, the comparison between the number of zeros of v(z) and that of y,(z) goes through as before, except that, with the changed boundary condition, there is no longer a zero of v(z) in the neighbour- hood of Z,, or of #,(z) at x = 0. Tt follows again that m = n, and 0 we obtain (7.7.2). If cosa # 0 the corresponding formula is Zy = (n+4)n—A; Foot at O(1/Z,)- 7.12. The interval (—0o, co). In this case q(z) satisfies conditions similar to those assumed above both as zc and as x-> —o. Define z and Z as before, and let : ° z= [aged 2 = [A—qu} eat. x x Let the function corresponding to negative values of x in the same way as yf(z,2) corresponds to positive values of x be y,(z,A). Then $1(0,A) = 2e-HQA—q(0)}-Ffeos(Z’—4n)+0(1/2")}, (7.12.1) $4(0, A) = —2e-$*{A—g(0)}4{sin(Z’—47)+O(1/Z')}. (7.12.2) ‘The eigenvalues are the zeros of the Wronskian of , and , and so,158 DISTRIBUTION OF THE EIGENVALUES Chap. VIT by (7.8.10), (7.11.1), (7.12.1), and (7.12.2), satisfy an equation of the form c0s(Z' + 4a)sin(Z—x)-+8in(Z’—In)eos(Z—In) = (7 ) +0(77 *) ie. c0s(Z-+-2") = of) +(z) (7.12.3) Hence there is an integer m such that ZZ! = (m+4)r+O(1/Z)+-O(1/Z'). Let p be the integer such that Z—n <(p+})r < Z, and let 2 = 2, correspond to z = (p-+})m. Then (2) has p zeros in the interval 0 g(a)+(2-+D/a®, and 7 being the zero of713 DISTRIBUTION OF THE EIGENVALUES 159 the integrand which is greater than a. Corresponding to (7.11.1) we have $a.) = aetela—ata)— PEM ain(Z—tm+0(5)) (7.13.2) Let ¢(z,A) be the solution of (7.7.5) which is bounded at x = 0. If q(x) = 0, (7.7.5) has solutions z4J,q, (vA). Hence 4(2, A) satisfies the integral equation (A) = abd glevA)-+dm(— 1} f (pagl@evag(tva)— Q Sea (tA) -yleva)}xtetg( S(t, A) dt. (7.13.3) Let w(2,d) = tt (@ ch, Xt @ > rh), Then |24J,,,(2VA)| < Aw(z,A), where, in the argument, A denotes various positive constants. Let Io@ A)! oczea wea) - ‘Then, if x < AF, (7.13.3) gives M< avast f (Jaa a 9-4, . M< asairf acai far < 444. In each case it follows that M 24, $(x,) = 2hj,g(eva) +0004). (7.13.5) On substituting these results on the right-hand side of (7.13.3) we obtain, if Xt A-t, [ TEeglOvig( at . ; oy ae 4 ul { Teele tn) tn) +0(,5) hao a = ay fo aro(}). (7.13.7) é Similarly i Teg (OAT »_g(tvA)ig(t) dt = (7.13.8) a On substituting these results in (7.13.6) we obtain $e,9) = aby yeesry DF 7 seosny fa ar-o(,s) = Bi fsntoa—iter MPeotern—iter+ 9), (7.13.9) where He) = 1 foo a—PH a Similarly, on differentiating (7.13.3) with respect to 2, and substituting (7.13.4) and (7. - 5) on the right-hand side, we obtain $e) = 2 costevA— Yn) 2) singeva— Yn +o(} i} (7.13.10) 7.14. An eigenfunction y, (2) must be a constant multiple of (2, A) in (0,a) and of $(2,) in (a,co); thus (2A) = Ada(z) (a <2), $2) = By,(2) (2 ty Altogether y;,(x) has m zeros, and som = n. ‘We define X, 7’ and ¥ by the equations AX) =A, g(T)+(P+)T* =A, GY) = wr In the rangea f ab dt = gz) ~4(0) é so that Yq'(¥) > }A—q(0). Also, by the convexity of q(2), 4¥)—40) — A X)—4(0) yo Sx and so Y-t = O(X-1). The above expression is therefore O(X-1\-4), Next x x —a(t)} (QA—q(o}t dt = i J O-a(u} dt < oir, i IOR—a1O}E de = sae A—atT) Se Ai fl gal 7) = {exer} and q(T) ~ 2, T-1 = O(X~), so that this is O(X-\-1), Finally, : J ace de = aat— 554 [ ate) deo j jTat DISTRIBUTION OF THE EIGENVALUES 163 From all these results we obtain 7 7 = oS (a) 1 1 fa) = [ Q—aaitde—av ye +(x) +h f Wal. 3 i ‘The formula (7.7.6) now follows. 7.15. Further approximations. In all the above formulae still further approximations can be made, provided that q(x) satisfies suitable conditions. Consider, for example, the problem of § 7.8, and suppose now that g(z) is the value taken on the real axis by an analytic function which is regular in an angle including the positive real axis. Let A(z) = Aate@yptA Peo}, G2) = Arla) PAAL@)}. ‘Then (7.8.3) is aed) = Mei J le) 5) —HMO}FOnlYA—a(O} at. ‘Hence by iteration 10,A) = MOVL-+ExQ)}—G(O)WA) Ty where 2 x0) = { ME) MFOV—QO} dt, a) = f HO SOR—q1O}t at. 3 ‘The equation 7(0,A) = 0 gives, to the first order, h(0) = 0, as before, and, to the second order, (0) —a§(0)ax(A) = 0. If 2 X will be negligible, and in 0 <1 co, or where the interval is (—00, co), with q(z) steadily decreasing in (—c0, 0). It is convenient to assume that q(0) = 0. Then if A is any positive number, there is a positive number X such that q(X) =; similarly, X,, corresponds to A,. We have Pz)+An— Ue) ale) = 0. If z X,, pa(2) is convex downwards where it is positive, and the theory of § 5.4 shows that, to the right of this point, ¥,(z) and ¥i(z) have opposite signs, and tend steadily to 0 as x > 0. 8.2. Weean specify more precisely the behaviour of y_(2) a8 x -> 00. For convenience we shall omit the suffix n, and write Q(z) = g(t) —Ay- Then We) = Qz ple). (321) Suppose that Q(zq) and s(x.) are positive. Then, for x > ty Q(x) > 0, (x) > 0, and ¥'(z) < 0, so that Hee) = Qe} > Cede VE). Hence, by integration over (9,2), $%x0)—#%(2,) > Olan) Hx) —H4e)} Making x, > oo and omitting the suffix 0, we obtain $e) > Qe), —W@DIMe) > (Oe. Integrating from 2» to x, we obtain log H(e9)—log H(z) > f {Qw)}8 du, and eo $2) a). (822)166 GENERAL THEOREMS ON EIGENFUNCTIONS Chap. VIIT To obtain a lower bound for p(x), we observe that if < x, —¥ Y@) < Qa) —Y'@)}. Henee, by integration over (z,2,), H(z) — P(x) < QA) Ya) - Pay} < Ace). If (Q(a,)} = a, —Y'(e) = 6, this gives V0) < ay qor, te ! Jeary S*—% Wo= Head og lat libra) — OB eM Oa) < ot, [(P +3) > [tet a] (+B) ero > Migerao-, 0 ey Hern < [ WO} a = 4e)—He+h < Ho. Hence on taking 2, = 2-4-1 we obtain {L4+yl+a-?)} > Bigerae-m, : 2adexp{—(e—a)QH@+1)} ie. He ee EDR For example, if q(x) = x*, (x) is roughly of order exp(—z#*+!) as n> 0. If g(x) satisfies the conditions of § 7.8, we have more precisely 1 me i 0 (8.2.3) We) ~ KQwyexo[— FOwykau], (824 i where K is independent of x. 8.3, The maxima and minima of y,(z). If 0 <2 < Xq, Ha(t) is concave downwards where it is positive and upwards where it is negative; hence it has just one maximum or minimum between con- secutive zeros. ‘THEOREM 8.3. The successive maxima of |yh,(2)| form a non-decreas- ing sequence. Let F(a) = da) + oS83 GENERAL THEOREMS ON EIGENFUNCTIONS 167 If q(z) is differentiable, then Pe) =24,(e¥ia(a) + HOMO) 4, OM pa(z)g'(@) in 9) — MWe) So, ~ eae} Hence F(z) is non-decreasing, At a critical value of yn(2), ¥x(2) = 0, so that F(z) = $2(z). The result therefore follows. if ae) is not necessarily differentiable, we ee J vee a) [sega ten a Yate) = (ea? j edbg(e) dz _ fae Az) ‘The left-hand side is non-negative, so that F(z) is non-decreasing. ‘The result therefore follows again. 8.4. The order of magnitude of y),(z) a8 n> 00. There are two problems of this kind, that in which z is fixed or lies in a fixed finite interval, and that in which z also varies. A crude upper bound for all n and x can be obtained as follows. Let x, be a zero of y,(z), 2 the next critical value—say a maximum. Omitting the suffix n, we ae HE) = (a2) NH), ¥@= Je-aowee Go) +a]. = F()— Fea). He) = f ag j fA—a(e) (x) de ©, Yrlz) = OCXG1), — Ye) = OVRXGH). ——(8-4.2-3) Since q(x) is convex downwards, 92Xn) < 294(Xq) = Py Hence if x < 4X, and F(2) is defined as above, F(x) < Pw) + 2a). If the boundary condition is (0) = 0, (2.21.3) gives fi Ye) de < i (ida) +aleWR(a)} de = Hence, if € < 4X,, us - | Fear< ] Be) de = a $ile) dee & a i. < j Yale) det J Be) de <142=3. Since F(z) is non-decreasing, it follows that GX, —6)F(E) < 3. Hence F(x) = 0(X;!) uniformly in any fixed interval 2, <2 < zy Ifa < X,, F(x) > yX(@), s0 that (8.4.2) follows, If the boundary condition at 2 = 0 is Yu(0)008 a-+¥,(0)sin then (2.21.3) is replaced by J Wile)-+aleWR(a)} der = 2j-+YA(O)eot a. ‘84 GENERAL THEOREMS ON EIGENFUNCTIONS 169 The result follows as before if cota <0. If cota > 0, let a be the smallest zero of y,(z). Then by applying the above formulae to the interval (2,00) we obtain J W32)-+qCapR(w)} der = Ay f YR(2) de < Dy Hence (8.4.2) follows again if x > 2%. Now if0 0.as 4,00. It follows that (8.4.2) holds for any fixed positive x except possibly x = 0. Ifa < X,, then F(x) > Yi3(x)/dy. Hence (8.4.3) also follows. 8.5. There is no difficulty in extending any of the above theorems to the case where the interval is (—00, 20), and q(2) decreases steadily from oo to a minimum, and then increases steadily to infinity, and satisfies whatever special conditions may have been assumed. Tt can also be verified that, in particular cases, the results of § 8.4 are the best possible. Consider, for example, the case in which q(x) = 2* (—0 <2 1. From the convexity of q(z), and assuming (0) = 0, 5 120, xe dt and so BQ) < Joon a 2edz, of [dx 7 aof smd 9 j : = yp aaa) FJ ater Tho first term is ofa ¥)}-! = O{X(X—Y)-1A-4} by the second mean-value theorem, and the second is of floaan}"] -86 GENERAL THEOREMS ON EIGENFUNCTIONS m If X—Y = (X/A)}, both terms are O(X5A-4). Clearly S, is negligible, and a similar argument shows that the integral over (X, 0) is neglig- ible. Heneo [Cyl ~ @XXEBQ)H. (8.6.1) For a fixed x, (7.8.8) gives p(z,A) = O(X%), and so by (7.8.9) Palz) = ORC, |) = OX) in agreement with (8.4.2). Now consider the maximum of ¥,,(z) for varying x. The function 28{J4(z)-+J_4(2)} tends to a finite limit as z—> 0 and to zero as z > 00, and so its absolute value has a finite maximum, say M. Also (cf. Je ee BQ ae fatale, If X—a = 0(X), the O-term is (Kaye) _ of g(x) 4A—g(2)}4 ~ it Hane Aa —ata~ lire re) It therefore follows from (7.8.8) that maxiveoni~ (3) aM staal ateiat Me and so maxi ~ as xt x, }H{BO)}E For example, if (x) ~ Ax*, q'(2) ~ Akrt-1, then X,,~ (Xy/A)¥*, q'(X,) ~ AkQ,/A), and (8.6.2) Wark MAE 38(BA,) 8.7. Properties of y;,(z) as an analytic function of z. If q(2) is an integral function of z, the existence theorem of § 1.5 with x re- placed by a complex variable z shows that the differential equation max|y,(z)| ~ ayia, (8.6.3) =0 Ft 0-aene has a solution ¢(2) such that 4(0) and ¢'(0) have given values, and this solution is an integral function of z. If M = max |q(w)| and hoc el172 GENERAL THEOREMS ON EIGENFUNCTIONS Chap. VIIT Al co through real values bk dal) = O of firm aul] = ofes(Serr jen ee zt). (8.7.3) Ify,(2) is an integral function of order p, then |yj,(z)| > A exp(—re+*) on some arbitrarily large circles. From this and (8.7.3) it follows that p > $k-+1, and so in fact p = 3k-+1. If q(x) is an even function of x and the interval is (—00, <0), #,(2) is an odd or even function of z according to whether n is odd or even. Hence vap,,(vz) or y,,(¥2) is an integral function of order }k-+4. Tf q(z) = 2%, then dale) = 2-bM(nly babe Hi (2), an integral function of order 2. It has n zeros, those of the polynomial H,(2). According to the general theory it has just n real zeros, All its zeros are therefore real. If g(z) = #4, Vefg(v2) oF q(v2) is an integral function of order 3, and therefore has an infinity of zeros. Hence y,(z) has an infinity of zeros, only n of which are real. We shall show that the rest are purely imaginary. We have Yul) +n A nl2) = Hence : . J Qn—2) ial? dz = — f YCeWnl@) de = —LHaenOR+ | Wale)? de. Suppose that a is a zero of ¥,(2) such that 0 < arga < Jz, and let 6 =a+é, where € is real and positive, ‘The Phragmén—Lindelf funetion (8) = lim sup r- log q(re)|8.1 GENERAL THEOREMS ON EIGENFUNCTIONS 113 is negative when @ = 0, by (8.7.3), and so, since it is continuous, it is negative in some interval —8 <@<5. Hence y,(a-+£) and i(a-+£) tend exponentially to zero as > 00. Hence “T ttanivaltaee [Wierd = 0. Putting 2 = re and taking imaginary parts, we obtain a rsin 40|p_|% dz = 0. This is impossible sinoe sin 40 > 0 for all values of @ involved. Hence Yq(2) has no zero in the angle 0 < argz < }v. = 0, and let 6 = Re’? be a zero of Yx(z). Integrating 0. R zg J (reB—A,) nite drt falter‘? dr é é Multiplying by e~* and taking imaginary parts, we obtain R R singp | r4lpq[* dr—sin 2B | |i, |* dr = 0. ‘ ‘ This is impossible if jr 0. Hence y,(2) has no zeros in the angle Jv < argz < 47, and so in fact none in 0 < argz < 47. Since ,(z) is either an odd function or an even function, and is real when z is real, it has no zeros except on the real or imaginary axes. ‘The general theory shows that there are n zeros on the real axis. Itz = iy, Q Pn sy. Tet tas Ify > M, the coefficient of y, is positive, indicating that the solution is oscillatory. The method of § 5.10, applied to an interval (yo,y) where y, > Mt, shows that there are constants A and B such that Ynliy) ~ y-{A c08 E(Yo,y) + Bsin {(Y,y)}, y where Elum) = f (Hag) dt ~ ay. te 0. ‘Hence the zeros are distributed asymptotically like (3nn)4i, If k > 4 the situation is still more complicated.14 GENERAL THEOREMS ON EIGENFUNCTIONS Chop. VIIT REFERENCES §8.2, Titchmarsh, 1945 a. § 8.3. Seo G. Szeg6, Orthogonal Polynomials (American Math. Soc. Collo- quium Publications, xxiii. 161). §8.4. (8.4.1) is perhaps new. Theorem 8.4 is in Titchmarsh, 1945 . § 8.6. Milne, 1929, Titchmarsh, 1954 a, and an unpublished Oxford disserta- tion by D. 0. H. Weekes. §8.7. Hille, 1922 a, b, 1927.Ix CONVERGENCE OF THE EXPANSION UNDER FOURIER CONDITIONS 9.1. It was proved in Chapter II that the eigenfunction expansion Sentales (1) where on = [Fn dy, (9.1.2) 3 converges to the sum f(z) provided that f(x) satisfies certain condi- tions which include the existence of its second derivative. We now try to obtain the same result under wider conditions; in fact we shall assume only that f(y) is (0,00) and that in the neighbourhood of y = 2 it satisfies conditions similar to those which are sufficient for the convergence of an ordinary Fourier series. It is found, however, that we have to place some restrictions on the function q(x). ‘As before, it is a question of the behaviour of the function (2,2) = $4e,2) { BCH ANIL) dy-+$le,2) f Yu. AIfC dy a 7 for large complex values of 1. The main difference between the method used here and that used in Chapter II is that there ®(z,d) was dealt with as a whole, whereas here more detailed results are obtained by considering the functions 4(z, 4) and (z, A) separately. 9.2. Let 6(z,), $(z,) be the solutions of the basic equation such that 40,2) =sina, —$"(0,2) = —cosa, (0,2) = cosa, 60, A) Let 0 0,t > 0. Then by Lemma 1.7 (ii), sina. (2,2) = sin ccos ee + 0(C “) (ina #0), (9.2.1) sings ef $22) = AE oe) (a= 0). (9.2.2)176 CONVERGENCE OF THE EXPANSION Chop. 1X i i. 2erer Qe-Bz — cose “4 T-pere| S Tek if tx > 1, we obtain if t > 1, |s| > A, 1 ae : Hen~ saa [140% 2 +07; i) (sina £0). (9.2.3) Similarly, if a = 0, tz > 1, |s| > A, 1 = 2ise‘*! 1+ O(e-**)+-O| (9.2.4) Fen Bemreoemn+o( 2 Consider next (2, ) for a fixed x, Let b also be fixed, 6 > 2,6 > 1, and let 7,(A) be such that Pol, A) = O(a, A) +()4(z, A) vanishes at «= 6, Since He Awol, A—$'(a, Nyole, A) = W(G,0) = 1 we have Yi(b, d) = 1/4(6,A). Hence x(x,A) = $(6, \)ya(2, A) is the solu tion of the basic equation such that xb =0, x'(b,A) = 1. On applying the formulae of § 1.7 to x(z,A), we obtain _ _sinfs(b—2)} pf? x(2,A) = ——— +0(F (9.2.5) From (9.2.3), (9.2.5), it follows that if sina #0, > 1, cee feta fg-a tnd) = +0) ,0(), (a2. Ifa = 0, t > 1, the corresponding result is Pole, A) = ef 4 O(e- + = +0(— =} (9.2.7) To obtain corresponding results for t < 1, sina # 0, consider the square with sides o = na/b, o = (n-+1)n/b, t= 47/6, Here 4(0,5%) sinacosed +0(2 ) and |cossb| is bounded below on the perimeter. It follows from Rouché’s theorem that, if |s| is large enough, 4(6,s%) has the same number of zeros in the square as cossb, that is, one. If the zero is92 UNDER FOURIER CONDITIONS 7 at ¢ = 4, then (s—s,)/4(b, s*) is regular in the square and bounded on the perimeter, and so is bounded throughout. Thus 82 1(O, 8*)| where C is independent of s. Also ¢, must be real, otherwise there would be another zero at the conjugate point. Hence <2<% (9.28) eal < ia $n and 4n/b I] - a = ioeeane{ Fig 20 a) é where vy = imA = ims® = 2ot. Now if sin« 4 0, : + . {ismarray = J {sintsconayi?+-0(F)} ay - > > [ looseyl? dy = 4 [ (cos 2oy-+eosh 2ty) dy : 3 since sinhz > 2, sinz > —2/r. Hence : fisynitdy>a>0 Gallo : > Atte (E> 1). (9.2.11)18 CONVERGENCE OF THE EXPANSION chap. IX Hence i He, 9) —yYale 2) = (5) (ally = of) (>). Hence finally, if sina + 0, ie (2,2) = (5) (). (9.2.12) ~ issine If « = 0, the corresponding result is = ols Y(a,A) = of!) (01). (9.2.18) ‘These results hold uniformly over any fixed finite x-interval. 9.3. We next require a result applicable to the term in (x, A) in which y(y,A) occurs with y large. Let A = wiv, X = p—iv (v > 0). ‘Then, by (2.1.2) and Lemma 2.3, —2iv f My. A)? dy = Eby. A), Hy. A)} = H{Oly, A+ m(ALY, A), BLY. A) EMBL, AY} = W588) + m(A Hp, B)+-m(A) HG, B)-+ mA) HG ($, 8). Let cy denote the centre of the circle C, defined in § 2.1. Then W0,8)]*_ |W, $)|* WEB) [ME 9) Ws$) 4 ac) m(Xy (8.9) +e. WG.) HG,9)* Hd.9) [rm(A)—e5 #18 = [mot = |mQ)/?-+m) Hence —2v f WWy, AIP ay = Held F)XlmQ)—cg|*—3} 3 ° = Biv f 16)? dyfim(@)—cy|*—19},23 UNDER FOURIER CONDITIONS rn fend Gore f Whey. ayit dy = [dW A)? dylrd— mA) e019} 3 a 2 ) ‘The corresponding result if « = 0 is « 18 Wy, AY? dy = OF (all) J (Fa (9.3.2) = 0(e= =) «> 9.4, We shall apply (9.2.12) on the straight lines joining the points 7, T+iT, iT in the s-plane, Let 6 = 2+1. On T, T+iT,t > 1, — W(x, r) = a (9.4.1) On (+47, iT) we get (a, A) = or, if > 1/7, simply (2, A) = (9.4.2) HO 0, and in the neighbourhood of y= x let fly) satisfy any condition which is sufficient for the con- vergence of an ordinary Fourier series. ‘Then the series (9.1.1) con- verges to the sum f(z). Let oe (6,4) = wean J+ [poate a+ +8 eth ©, soa f+ f+ fvonrinay 27d = 9,4.0,40,40,49, (0.5.1) where 8 and A are positive numbers, 5 <2,8<1,A>1. Lete be a given positive number. Then we can choose § and A so that * 248 7 Jrog wri a} a = f O(1) do = O(T-), a In hy we have — (2,2) = > Sot > 248 where an = f Sal) dy. Let Yea = AC) rir derer Ogle, 2) = Oyler, X)—¥yle, 2). ‘Then ,(z,) is regular for real values of A such that —T es (rd Torre = ee) men emin ptos This integral is bounded for all values of 7' and A,, as can be seen by taking it along a semi-circle on the side away from A,. ‘The result is therefore O(c), as before. This completes the discussion of Js. Similar considerations apply to [y. In discussing J,, we observe that, by (9.3.1), | fF vonsera) <| fF womeay f reorder} Ld ds als < { {moar ay} = o(<) <0,134 CONVERGENCE OF THE EXPANSION Chap. IX Arguments similar to those already used show that the contribution of this to the result is O(e). In the interval 0 00, we obtain ‘ye. = o($) ot95 UNDER FOURIER CONDITIONS 185 for T large enough. Also, by (9.4.4), a8 a8 f $@.aien ay = Thy NIE f Huei’) ay : = O(et-OT-), Hence 42,2) = of) if tis large enough. The proof then follows the same lines as before. 9.6. Another case of convergence under Fourier conditions. We shall now investigate the convergence of the expansion formula in the case where q(z) is 1(0,co), and there is a general boundary condition at x = 0. The formulae are those of §§ 5.6-7. The spectrum is continuous over (0,0), and there may be discrete negative cigen- values Ay < Ay 0), and consider the integral equation i Ma) = S45 f sintoy—a)iwiiln) dy. (0.6.1) This can be solved by the method of iteration. If we put hy(x) = e*h(x), it is sen that, if |s| > s» > 0, the conditions of § 22.26 are satisfied. ‘We obtain [h(x)| < Ae- js} (9.6.2) uniformly for ¢ > 0, 2 > 0; from (9.6.1) and (9.6.2), 1 ia) = 240) Bist Ila] fe ton a a? +0fe if lay)! a} (9.6.3) Also Ba) = dei f cosfaty—z)}av)h(y) dy, * (9.6.4) R(x) = Yiset—s | sin{a(y—=a)}a(y)h(y) dy-+la)(x) = —sth(x)+4(a)h(2). oust N186 CONVERGENCE OF THE EXPANSION Chap. IX Thus h(z) satisfies the basic equation. Also by (9.6.2) and (9.6.4) wee) = eee fF | ta (0.65) If ima > 0, h(x) = h(z,d) is L%0,00) and so is a multiple of the function (x, A) of the general theory, say A(x,A) = C(x, A), where by (2.19.1) C = h(0, Ajcosa-+h'(0, Asin a. From (9.6.3) and (9.6.5) with « = 0 we obtain, if sina 4 0, © = Fsina{1+O(\s|-}. Hence Wed) = a +0(=). (9.6.8) Similar results hold if sina = 0. Express ©(e, \) in the form (9.5.1) and consider the integral J (x, 2) da i taken along the contour in the \-plane corresponding to the straight lines joining 7, T+iT, iT (T = VR) in the s-plane. Let J,,..., be the parts of J corresponding to ),..., Ds. By (9.2.1) and (9.6.6), (ete z ae a, off fe msn ao] = off f wre} The last factor can be made arbitrarily small by choice of A, and the first factor contributes to J, offe« ah rol ersdo) = OA). Hence J, can be made as small as we please by choice of A, inde- pendently of 7. The treatment of the remaining terms is similar to that of the corresponding terms in the proof of Theorem 9.5 except that here the interval 0 < t < 1 requires no special consideration, since (9.6.6), unlike the formulae of §§ 9.1-4, contains no factor t-!, We conclude that R fin(- J im@(z,) a} = Inf fle+0)+fe—0)}. (0.6.7)9.6 UNDER FOURIER CONDITIONS 187 ‘The above formulae also show that (x, A) is bounded on the straight lines joining R, Rie and —R, —R-+iec in the \-plane, if R is large enough. Hence oa Tim f (2,2) dd =0, oe and so the left-hand side of (9.6.7) is equal to Rife nf im®(z,) ai). (9.6.8) In order to use the results of Chapter III we now make the additional assumption that f(z) is L4(0,00). ‘Then it follows from § 3.4 that (9.6.8) is equal to R He MFW a f bee F lu) de, (9.6.9) -R where Fu) is the function defined in (3.4.3). It follows from (3.4.1) and (5.7.10) that, ifp >0, 4 x(B) = { fae : wh{a?(u)+-6°(u)} : | sae ud = [eres | aber Bacto. @ 7 _ ae ofx,u)du F(u) du Ferre [ese | areca ea) = J array encay where Flu) = f ‘Fla)d(x,u) de. a ‘The inversion is justified by uniform convergence since ¢(2,w) is bounded for0 0 there is at most one negative eigenvalue. For then, if A < 0, (2) is convex downwards where it is positive. An eigenfunction (2) with (0) = 0 cannot satisfy this condition. If (0) > 0, (2) must decrease steadily to 0 as z-> co. There can be one such eigenfunction but not two, since two such functions could not be orthogonal. REFERENCES §§9.2-4. Hilb, 1915, § 9.5, Titchmarsh, 1945 6, 1952, and Quart. J. Math. (Oxford) (2) 8 (1957), 236-40. § 9.6. Stone, 1928 b, Ch. VI of the first edition, Sears, 1951 a.x SUMMABILITY 10.1. In the previous chapter we considered the convergence in the ordinary sense of the eigenfunction expansion; to prove that it is convergent if f(z) satisfies conditions similar to those required for the convergence of an ordinary Fourier series, we had to impose various conditions on the function q(2). ‘The problem of summability is easier than that of convergence. For this purpose we consider the integral Pa f Hx, afin, (10.1.1) where A and p are real and positive. Suppose first that the spectrum is discrete, with eigenvalues Ag, A,,... extending to +00, and let the contour of integration pass through A and include all eigenvalues to the left of it. Then (10.1.1) is equal to > (1-2) ese. dea) If we can prove that (10.1.1) tends to f(z) as the contour is expanded to infinity, it will follow that a,\ lim (-%) en inl) = fle). (10.1.2) gm Bk This is summability of the Rieszian type. The series Sa, is said to be summable (R,A,p) if at = tends to a finite limit as A> co; here the A in (R,A,p) refers to a given sequence of numbers 3, in this case the eigenvalues, ‘We shall in fact prove that, if f(y) is L*(0,00) and, in the neighbour- hood of y = satisfies conditions similar to those required for the summability of an ordinary Fourier series, then the eigenfunction expansion is summable (R, A, 1) to the sum f(z). yay (10.1.3)190 SUMMABILITY Chap. X The argument which we use does not depend in any essential way on the supposition that the spectrum is discrete, and the result ex- tends to the case of a general spectrum. If the spectrum is bounded below, at Ay say, wo find that : Ste) = * him f e-m(1-$) aFu), (10.1.4) £ where F(u) is the function defined in § 3.4. If the spectrum extends to —co, we obtain similarly 1 f(z) = lim foem( -%) dF u). (10.1.5) A 7). In the latter part of the chapter we try to dispense with the condi- tion that f(z) is L*(0, oo), substituting an order-condition at infinity of a much less restrictive kind. It is found that f(z) = O(z*) as x->co, with any given positive a, is sufficient for summability (R,A,p) provided that p is large enough. 10.2. We consider first the case in which the spectrum is discrete. TuxoneM 10.2. Let f(x) be L4(0, 00). Then the eigenfunction expan- sion is summable (R,A, 1) to the sum f(x) wherever f(z) is continuous; and, more generally, wherever f ifce-u)—fte) du = o(n) (1021) 3 as ->0. In particular, it is summable (R, A, 1) to f(x) for almost all values of «. Suppose first that f(y) is continuous at y = x, so that, given «, we ald O)-fOl se)192 SUMMABILITY Chap. X as T > co, if 8 is fixed, since sin0—8cos6]” , f sind. _ a9 = Se) + [Bao = 7 3 ‘The difference made in replacing f(y) by f(z) does not exceed a xf sin(M(y—2)} fee af = 0). As in the convergence problem, the O-terms in Jy and J, which arise from (9.4.1) and (9.4.2) are of fie ay}. Also, by (9.2.1) and (9.2.12), lsin@ cos] cessor O,(x, 92) = lr) (o=7,0. It then follows by an argument similar to that used above that [> 0a8 T> 0. Now J, together with the corresponding integral in the lower half plane from —A to A, is equal to ni > (0-2 Men ale). ‘The result therefore follows. 10.3. Now suppose more generally that as 1) > 0, x(n) = fiptetw) see du = 0(n)- (10.8.1) We have . sin{T(y—z)}_cos{T(y—z)} __ Pareto er eae ( 1 (y—2 > 1/7).19s SUMMABILITY Chap. X Hence 248 ae . = oft i" o)—Fte)| tlh i Ur g | } ean ; = ocr} + ot Ppa. The first term is o (1) by hypothesis, and fu 1 an — [a0 jae A ra ! = ole ( iat [a}-on. alr Hence the whole expression is 0(1), and the result again follows. Since (10.3.1) holds almost everywhere, the series is in fact summable (R,A, 1) almost everywhere to the sum f(z). 10.4. Extension to the case of a general spectrum. Suppose next that the spectrum is bounded below, say at Ay, but is otherwise unrestricted. Consider the integral | 1) = J Oe, ai ~ Ate We have as in § 3.4, for any given A, lim {—im 1(8)} a0 = aeol— = [ A fooon(1—2) 0 ae and the integrated terms are zero. Also little change in the above analysis is required to show that lim {—im 1(8)} = af(), Awe104 SUMMABILITY 195 uniformly with respect to 8. Hence by choosing first A and then 8, we obtain ‘ fle) = 2 tiem J Efpeom(—3)} reo du. (10.4.1) i If F(u) is of bounded variation, this is simply i: os u fle) oo] #e,(1-$) dF u). (10.4.2) If the spectrum extends to —00, we should obtain similarly A ee d ww fe) = —} kim fAfoen—S re du os or if F(u) is of bounded variation a ae w f(a) = 2 im, {s(t} aF lu). oA ‘The general eigenfunction expansion is therefore summable almost everywhere in this sense. 10.5. A Tauberian argument. ‘There is a well-known argument in the theory of ordinary Fourier series by which we can deduce the convergence of the Fourier series of a function of bounded variation from its summability (C,1). If f(z) is of bounded variation over (0,27) and a, and 6, are its Fourier coefficients, then, as n+ co, a, = O(n), b, = O(n). The Fourier series aot > (a,,cosna-+5, sin nz) is summable (0, 1) to the sum }{f(x-+0)+f(2—0)} for each x, Hence, by Hardy’s “Tauberian’ theorem, it also converges to Afle+0)+fe—0)}. ‘We shall now show that there is a similar situation in the theory considered here, Let q(x) satisfy the same conditions as in § 9.5, and let f(y) be L4(0, co) and of bounded variation in some interval including the point , In the convergence problem, the intervals (0,7—8) and (z-+8, 20) can be dealt with as before. It is then sufficient to consider the case196 SUMMABILITY Chap. X ofa function which is of bounded variation over a finite interval (a, 6), where a > 0, and vanishes elsewhere. Its ‘Fourier coefficients’ are : on = | Yul fu) dy. Let 2, > 9(b). Let fly) = gly)—Mly), where gly) and h(y) are bounded and non-inereasing in (a,b). ‘Then by the second mean-value theorem there is a number £ between a and b such that o € f paladaty) dy = g(a+0) J bat ay = —9(a+0) i ea ly Since {A,—g(y)}~1 is increasing, there is a number between a and £ such that the last integral is equal to a . ny) a xnap | Mey 7 It follows from (8.4.3) that this is O(A;#X;72). A similar result holds for the integral involving A(y), and so on = Oe EXSY). Hence, by (8.4.2), eal) = OzE XZ). By Theorem 7.4 with A= d,, n= OAEX,). Hence Cn ale) = O(n), Let Cn Pat) = Ay, — A F(Z+0)+f(2—0)} = S. ‘Then an obvious extension of Theorem 10.2 gives (A—A,)a, ~ SA aq (AAaltn as A> 00. Also, for any fixed 3, = ~ S(1+8)A. recht Ata Aalty ~ S(L+8)A, Subtracting, we obtain : be A+8A—A,)a, ~ SBA. et Fran Atle dn(E—Pn(7) oat)10.8 SUMMABILITY 197 Hence > at > AvBACh 5: En” nenkdedon Since |a,| < A/n, the absolute value of the second sum does not exceed N{(1-+8)A}—N(A) Aca Way a,—S| < 48+0(1). Since 8 may be arbitrarily small, it follows that y a,>8. Meza 10.6. Summability under more general conditions. In the above analysis it is assumed that /() belongs to the class L*(0, co). However, it was proved in § 8.2 that, if q(z) tends steadily to infinity, each eigenfunction y,(z) is exponentially small at infinity, so that the ‘Fourier coefficients’ (9.1.2) exist for a much wider class of func- tions f(x). There is therefore the possibility of extending the summa- bility theorem to a wider class of functions. THEOREM 10.6. Let q(x) be steadily increasing and convex downwards, and suppose that there are positive constants C, C', and k such that Crk < q(x) < O'xk (10.6.1) for all sufficiently large values of x. Let fla) = Oe") (a >0) (10.6.2) as x > 00, or more generally let f [ fe) de = O@*). (10.6.3) a Then the eigenfunction expansion is summable (R,A,p) to the sum fix) wherever f(z) is continuous, or satisfies (10.2.1), if p> (2a+41)k. (10.6.4) We can suppose, by a choice of the A-origin, that q(0) = 0. It follows from (8.2.2) and (8.4.1) that, if g(X,,) =A, and z > X,, Wnlz)| < By Xhexp[— Fawr au]. x198, SUMMABILITY Chap. X Since g(u) is convex downwards, q(u) > 22, if w > 2X,. Hence, if w 34k, fiaw—rjhaes F Garontan > aor fat au 4 . a = GO} de +1) ete (ax, Hoty > (HOVE (Be 1)-Hf1—Qybenjades, Since A, < C’Xk it follows that if x > 4X,,, Yale) = O(XEMexp(—Aateny, Hence if (10.6.2) holds and x > 4X,,, i, Paly Fly) dy = O(XE*txateexp(—Aatt)}, (10.6.5) Define ¥ by q(¥) = A, and let a=(f+ [Joan a carne IfA, tna Bte)(1—38)” = mf ean(— xen where ®(z,A, ¥) = ©,+...+@, as in (102.2), but now r ee (10.6.6) ot106 SUMMABILITY 199 ‘The main term which occurs in ®, involves the integral Ja [eo “(\-m) ds. Clearly J = O(7) for all values of y (> 2). Also rer Jaf + [ =nte = r+iT where =o fms a= opsstaesh r : 1 = of i etu-2) at) = O(Pe-2W-2), = ol pacar} Hence J = OF -(y—2)-}, Iff is continuous, the error made by replacing f(y) by /(2) is therefore stun old (i {Pays a T-(y—2)-?- ay} = (6). ‘The main term in J, thus gives 12 9 fom —pf a -ro | b-ayte ‘The part involving ei is ofn (afm ten = of gs) +00 o-73), ‘The rest is fea f (\-#)'2 =r fon aay ‘ =fta[Qoeet- aie 1 1 = ste ii fo-o-ey fo-a+ane 3 j200 SUMMABILITY chap. X and the imaginary part of this is dnf(z). Similar analysis applies to, We deal with ©, as before, and I< wae i Il 20/8 dy i Sy) ay} < areigeayl i ware) of AYatt AYttte-3t , by (9.2.1) and (9.3.1) or (9.2.2) and (9.3.2). Henee rar J reali) eds = ff aly . al sofrea / mala) ? a = of Since 7? = A = (¥) > CY#, this is O(7°=+N*-»), and so tends to zero if (10.6.4) holds. The extension to (10.2.1) is made as before. ‘The theorem therefore follows. Ty 10.7. The lower limit (10.6.4) on p in the above theorem can be reduced if q(z) satisfies more special conditions. It is shown in § 22.27 that if q(x) satisfies certain conditions which are certainly satisfied if q(x) = xk (k > 1), A is real and uz) = [ A—aw)}} du, (10.7.1) £ where q(X) = A, then the basic equation has a solution H(a,d) = CA—q(x)}4q(e,d), (10.7.2) where, as |A| -> 00, led) ~ (abl RAP La)} (10.7.3) uniformly with respect to x. If the boundary condition is (0) = 0, then ¥(0,A) = 1, and so if q(0) = 0, C = M/n(0,d). (10.7.4) If g(z) is an analytic function of a simple type, for example if (2) = 2, similar results hold for complex values of A. The equation 4(X) =A defines a complex X corresponding to a complex A. From (10.7.3) and the asymptotic formulae for the Bessel functions we obtain ee, /n(0,2) = O(e™-Le=})107 SUMMABILITY 201 provided that im {(0) > 1. Now Uz)—1(0) = ! fA—g(u)}t du and Ag w)}t—aF = —g(u)/[A—alw)}*+A8] where according to our conventions the imaginary part of the de- nominator is positive. Hence im{A—q(u)}? > ima = ¢, im{E(x)—1(0)} > at, and so nlx, A)/n(0,) = O(e*4). (10.7.5) Also (0) = Ze-*, where = [ A-au}t du, ‘ and as in § 7.8, {COEAP{L(O)} = eaieaayay+J. 4(2)} ~ Bb tebtrcos( Z— a It follows from Rouché’s theorem that, if n is a sufficiently large integer, (0, A) has just one zero Z, in each rectangle (n—Hn ) = Of|im Z|}. Hence if {im Z| <1, nlz,A) ae (0,4) ltmz) ey Suppose for example that (x) = x*. Then a Z= f Q—utyt du = Kab, é where K is a constant. Hence if VA = s = o+-it where t < o, |, 2\it = Kotak — Kotte 2\it = Ketttt = Kol cute (ag Pay imZ = K(142/k)ott+....202 SUMMABILITY Chap. X Ifo = T then |A—z*| > |T*—zx*|, and we obtain finally Hee) = ofl p | «> aren =) = real? a (<< AT-, In the problem of summability (R,,), the term ©, now leads to rt of f (a) af z B ry Few anise) ay) ew fly)| «| ron i] prdty { ewronwall T? |t 1 1 el 7) i(paome-+ rx) as} 3 =O%, f at If (10.6.2) or (10.6.3) holds, all this is O(2%2-»"*-»), and so tends to ro p> 2a(k-+2). 10.8. THEOREM 10.8. Let q(z) satisfy the conditions of $10.6, Let Sle) satisfy (10.6.2) with some a, let on = F rena dy, and let ¥ c2 be convergent. ee flz) is L%(0,00). Let 2502) = 3 enh Since the functions y,() form a normal orthogonal set, s,(2) con verges in mean square over (0,00), say to g(z), g(x) is L%(0,c0), and the numbers ¢,, are its ‘Fourier coefficients’, since Jim [a(x ble) dz = [ ole hida) de eae 6 and f seni de =a (wd. 3108 . SUMMABILITY 203, Hence the series 5 cn y/q(z) is summable (2,A,p), with some p, both to f(z) and to g(z) almost everywhere, and so f(z) = g(2) almost everywhere. REFERENCES § 10.1. The theory of summation by Riesx’s ‘typical means’ is given in G.H. Hardy and M. Riesz, The General Theory of Dirichlet’s Series, Cambridge Tract No. 18. §§ 10.2-3, Titchmarsh, 1945 a, 1951 d. § 10.4. In rewriting this chapter (1960) I notice that the proof of the summa- bility theorem does not depend in any essential way on the assumption that the spectrum is discrete. § 10.5, A similar argument depending on Wiener’s general Tauberian theorem is in Titchmarsh, 1945 d. §§ 10.6-7, Titchmarsh, 1954 a,BY THE SAME AUTHOR EIGENFUNCTION EXPANSIONS Associated with second-order differential equations Part Two Where Part | gave a theory of eigenfunction expansions associated with ordinary second-order differential equations, Part Il con- structs a similar theory for partial differential equations of the second order. It starts from the case of a rectangle with potential- function zero (ordinary multiple Fourier series), and is extended by limiting processes to general second-order equations in the whole space. Theorems on the nature of the spectrum, the dis- tribution of the eigenvalues, and the convergence or summability of the eigenfunction expansion are proved. There follow chapters ‘on perturbation theory (involving both discrete and continuous spectra) and on the case where the potential function is periodic. In the last chapter theorems in general analysis that are quoted in the main text are proved. THE THEORY OF FUNCTIONS Second Edition INTRODUCTION TO THE THEORY OF FOURIER INTEGRALS Second Edition THE THEORY OF THE RIEMANN ZETA-FUNCTION OXFORD UNIVERSITY PRESS 19 953317 9