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(Ian W. Knowles, Roger T. Lewis, International Con (BookFi)
(Ian W. Knowles, Roger T. Lewis, International Con (BookFi)
NORTH. HOLLAND
MATHEMATICS STUDIES
Spectra I Theory of
Differential Operators
I.W. KNOWLES
R.T.LEWlS
Editors
NORTH·HOlLAND
SPECTRAL THEORY OF
DIFFERENTIAL OPERATORS
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© North-Holland Publishing Company,1981
All rights reserved. No part of this publication may be reproduced, stored in a retrieval system,
ortransmitted, in any form or by.any means, electronic, mechanical, photocopying, recording
or otherwise, without the prior permission of the copyright owner.
Publishers:
NORTH-HOLLAND PUBLISHING COMPANY
AMSTERDAM NEW YORK . OXFORD
Spectral Theory of
Differential Operators
Proceedings ofthe Conference held at
the University of Alabama in Birmingham,
Birmingham,Alabama, U.S.A., March 26-28, 1981
Edited by
IAN W. KNOWLES
and
ROGER T. LEWIS
University of Alabama
Birmingham, Alabama, U.S.A.
vii
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CONTENTS
ix
x CONTENTS
xii
ADDRESS LIST OF CONTRIBUTORS
xiii
xiv LIST OF CONTRIB UTORS
1. INTRODUCTION
This is part of an ongoing investigation of variable change methods for differ-
ential operators. The impetus for the general study was a desire to unify
results in spectral and oscillation theories for operators having a singularity
at 0 and operators having a singularity at The transformation theory for
scalar ordinary operators of even order was developed for the real case in [2].
More general results for the second order, including certain partial differential
operators, were presented in [3]. An extension of the "Kelvin transformation" to
powers of the Laplacian was presented in [4] and a discussion of various equiva-
lences of operators was given in [1]. The present fourth order vector discussion
illustrates the theory for higher order vector ordinary differential operators
and builds notation for the fourth order partial case. The transformation theory
for the odd order cases is obtained as a corollary to the even order cases.
for J defined as 2Q*. Third, the form of (2.4) is needed for general Kummer-
Liouville transformations
y(x) = H(x)z(t), t = f(x), H nonsingular, f' ~ 0, (2.6)
of (2.4) even if all the involved matrices have real entries. The image operator
of (2.4) under (2.6) is of the form [3]
LO[Z] = -(ROZ' + QOz)' + (QOz' + Poz) (2.7)
4. KUMMER-LIOUVILLE TRANSFORMATIONS
In order to fix the setting, let US assume the following hypothesis on the co-
efficients in (3.3).
(H) A(i,j) is of class Ci(X), ~,J = 0,1,2, and the matrix
A(x) = (A(i-;j)(Xj), i,j = 0,1,2, is hermitlan-.- - - -
4
Suppose that y is in the domain of L if Y is of class C (X). Set T = f(X).
THEOREM Suppo-6e hypothrv..,u, (H) ho.e.dJ... The KwnmeJt-UouvLUe vaJUable c.hange
(3.2) when app,Ue.d:to L[y] 06 (3.3) geneJta.trv.. an opeJta.tOIt LO 06 the 601tm
L [z]
o = {(P z" + Q Zl)" -
22
(Q*z" + P z' + Q z)' + (Q*Z' + P z)}
211 10
(4.1)
TRANSFORMA nONS OF ORDINAR Y DIFFERENTIAL OPERA TORS 3
(4.6)
60IL r = f'I.
Introduce the notation
herm(M) = (1/2) (M + M*l and skew(M) = (1/2) (M - M*)
for any square matrix M. Observe that herm(M*) = herm(M) and skew (M*)
-skew(M).
EXAMPLE 2. COM-<-delt L[y] = (R(x)y")". Inttwduc.e ;the no;ta-tion
K = RH', S = skew{K*H" - H* (RH") ,},
1
S2 ='H*K - K*H, M2 = H*RH, (4.7)
In the case of n = 1, the Pi are real valued and the Qi are pure imaginaries.
Hence if the original operator had real coefficients and the variable change is
real, then Q1 = Q2 B 0, (also see [2]). For scalar operators of order 2m, Reid
considered operators of the type generated by the above Theorem [9, p. 168].
(4) )
of (3.1). (A more skeptical approach would be to start with L[y] y • Per-
form two integrations by parts to obtain
(L[y] ,h) = Jx (L[y] ,h)dx = Ix (Ry",h")dx. (5.1)
1 1
The effect upon L of a variable change (3.2) is determined by making the cor-
responding variable change on the sesquilinear form
S[y,h] = Ix (Ry",h")dx. (5.2)
1
The computations are simplified if we first make a linear change of dependent
variables
y(x) = H(x)u(x) and hex) = H(x)v(x). (5.3)
Application of Leibnitz' rule for differentiation gives
2 (. ) (.)
S[y,h] = Ix {, ~ (B(i,j)uJ,v ~ )}dx (5.4)
1 ~,J=O
for (C ,i
2 and C ,j
2
are the binomial coefficients)
B(i,j) = (C ,)(C ,)(H(2-i»*RH(2-j). (5.5)
2 ,~ 2 ,J
Note that (B(i,j»* = B(j,i), for i,j = 0,1,2. Therefore, the matrix
B = (B(i,j», i,j = 0,1,2, (having n x n block entries) is hermitian on X.
It follows from (5.4) that the form of L should be taken as the general form
(3.3) in order to be preserved under coordinate changes.
Now consider L of the general form (3.3) under hypothesis (H). Set
[~:] ~l
0
y= G = [:,
H"
H
2H' Hj
(5.8)
......
and similarly associate u, h, and v with
... u, h, and v. Then the form of
SA in (5.6) may be concisely expressed by
SA[y,h] = Ix
......
(Ay,h)dx. (5.9)
1
The variable change (5.3) gives
-+ -+ -+ -+
y = Gu, h = Gv. (5.10)
Replace (5.5) by
B G*AG (5.H)
and set
-+ ...
IX (Bu,v)dx (5.12)
1
for the identity
(5.13)
under (5.3). Note that B satisfies hypothesis (H). Since v has double zeros
at a and b, we may integrate certain terms by parts without destroying the
form. We first modify the terms associated with the last row and column of B.
The proof is facilitated by the following diagram.
TRANSFORMATIONS OF ORDINAR Y DIFFERENTIAL OPERATORS
FIGURE 1
u u' u"
v B(0,2)
v'
i (I) T(III~
B(1,2)
E(t) (6.5)
where
AO(i,j) E(i,j), if i or E (2, 2),
REFERENCES:
[1] Calvin D. Ahlbrandt, Equivalence of differential operators, in Proc. 1980
Dundee Conference, Lecture Notes in Math., Springer-Verlag, (in press) .
[2] Calvin D. Ahlbrandt, Don B. Hinton, and Roger T. Lewis, The effect of
variable change on oscillation and disconjugacy criteria with applications
to spectral theory and asymptotic theory, J. Math. Anal. Appl., (in press).
(3] , Transformations of second order ordinary and partial diff-
erential operators, submitted.
[4] Inversion in the unit sphere for powers of the Laplacian,
submitted.
(5] F. V. Atkinson, "Discrete and Continuous Boundary Value Problems", Academic
Press, New York, 1964.
[6] Oskar Bolza, "Lectures on the Calculus of Variations", University of Chicago
Press, Chicago, 1904.
[7] W. N. Everitt, On the transformation theory of ordinary second-order linear
symmetric differential equations. (preprint)
(8] W. T. Reid, Oscillation criteria for linear differential systems with
complex coefficients, Pacific J. Math. 6(1956), 733-751.
(9] Principal solutions of non-oscillatory self-adjoint linear
differential systems, Pacific J. Math. 8(1958), 147-169.
W. Allegretto
Department of Mathematics
University of Alberta
Edmonton, Alberta
Canada, T6G 2Gl
INTRODUCTION
Let x = Cxl, ... ,x ) denote a point of Euclidean n-space En, 11 ~ 3, and set
n
Di = 3j3x for i = 1, ... ,n. We consider in an unbounded domain G, with smooth
i
boundary, the elliptic operator £ with domain CooCG) and expression:
o
2
where /::, denotes the Laplacean. We assume that q
L£oc CG ) ,is real and in
and that £ admits a Friedrichs extension X. It is our aim to use nonoscilla-
tion theory to obtain conditions which ensure that a_CX) , the negative spectrum
of X, is finite. We remark that several other methods have been employed to
guarantee the finiteness of a_CX). We refer the reader to the books of
Schechter, [14], and Reed and Simon, [12], where further references may be found.
We next introduce· the form B naturally associated with 9. and term B non-
oscillatory Cat 00) iff there exists a neighbourhood N of such that if
peN n G, P a bounded domain, then there exists a constant K = KCP) > a for
which B(~,~) > K(~,~) for all ~ € Coo(P). This is an adaptation of the defini-
o
tion introduced by Glazman, [5]. A summary (up to 1973) of conditions for B or
9. to be nonoscillatory or oscillatory can be found in the books of Swanson, [IS],
and Kreith, [7]. For more recent criteria and extensions to more general cases
and to related problems, we refer to the results of MUller-Pfeiffer, [10]; Kusano
and Yoshida, [8]; Hinton and Lewis, [6], and the references mentioned therein.
THE CASE m= 1
9
10 W, ALLEGR1:'TTO
Rk n G respectively;
is of class L'"
CE) q Q,oc in a neighbourhood of dG;
+
Ciii) q is of class Ln/2 in any bounded subdomain of G;
(iv) the domain bounded by R , R (p > q) and G can be expressed as
p q
G
pq
u Z
pq
with \l (Z )
/ pq =
and G
pq
then q E Lr 2 CT ) with r = rCT) > n.
°
a domain such that if T cc G
pq
The above assumptions are a particular case of the ones introduced in [1], [2].
The following theorem is a consequence of the results established in [2].
Related results have been established by Piepenbrink, [11]. and Moss and
Peipenbrink, [9]. We remark that Theorem 1 remains valid if in the expression
for Q, we substitute - I O. (a .. D.q,) for -6q" as long as the a., are
1 1J J 1)
reasonably regular (see [2]). We assume in the sequel, without further mention,
that at least the above conditions hold on q.
Let Q denote the subset of [C'" (G)] m with positive components such that
Cwo'" .,wm_l ) belongs to Q iff Wa _ 1 and the forms:
n
BkCq"q,) = J W
k
I (D q,)2 - w + q,2
i k l
G i=l
are nonoscillatory for k = 0, ... ,m-2. Note that Q is not empty, since the wk
can always be chosen near infinity of type Alxla(log Ixl)S with suitable
constants A,a,S.
Theorem 2. Let and suppose that the form B' given by:
f w _ ~ (Oi.)2 _ q.2
G
m l 1
B(q,) = I
m I I B. 2
j=2I a i l=l J-
(oaj+ ... +amq,)! + B' C.)
m~i.::j
We note that the criteria for second order nonoscillation are now applicable, but
we do not pursue this here. Instead, we consider a couple of special examples to
illustrate the above results.
Example 1. Let m = 2, i.e. ~~ ~2q, _ qq,. The above procedure leads to the
nonoscillation of the pair:
- M - woq, o
Wi (woD i ¢) - q¢ o
wi th Wo > 0, to be chosen. If we follow a procedure introduced for a different
2
problem by Protter, [13], we find that we may choose: w = div P - IpI > 0 and
-1 2 0
q:. div s - Wo lsi, where P = (PI,···,P n ), S = (SI"",Sn) and Pi'
s. E COO (G).
Let us further assume that G is an excerior domain. One choice
1
of P gives W (n_2)2 4- l lx l-2 (near 00). If q is specialized to be of
o
type alxl- 4 near then, by this method, we obtain a = (n_2)2(n_4)2 4 -2. In
this special case the "optimal" a is known to be n 2 (n_4)2 4-2, for n > 4, and
was obtained, [3], by nonoscillation theory, separation of variables, and
estimates which depend strongly on the nature of the specific problem considered.
It is interesting to note that the above "optimal" value of a is also exactly
where B changes from oscillation to nonoscillation.
In the above case, our method gives a worse result then what was previously
known. To give a simple example of a result which does not seem obtainable by
other methods we state:
Finally, we note that the localization procedures which we have introduced imply
that operators with a singularity at a finite point of the boundary and/or
multiple singularities can be handled in the same way, at least formally. While
we do not pursue this point, we note that it may be very difficult to obtain
explicit nonoscillation criteria for the above cases unless the geometry of the
problem is simple near the singular set.
12 W.ALLECRETTO
REFERENCES
[1] Allegretto, W., Positive solutions and spectral properties of second order
elliptic operators, Pacific J. Math., to appear.
[6] Hinton, D. and Lewis, R., Oscillation theory for generalized second-order
differential equations, Rocky Mountain J. Math. 10 (1980) 751-766.
[7] Kreith, K., Oscillation theory (Lecture Notes in Mathematics, Vol. 324,
Springer-Verlag, Berlin 1973).
[8] Kusano, T. and Yoshida, N., Nonlinear oscillation criteria for singular
elliptic differential operators, Funkcial. Ekvac. 23 (1980) 135-142.
[12] Reed, M. and Simon, B., Analysis of operators (Academic Press, New York,
1978).
[13] Protter, M.H., Lower bounds for the first eigenvalue of elliptic equations,
Annals of Math. 71 (1960) 423-444.
University of Toronto
1. INTRODUCTION.
We are concerned here with the classification problem for
differential equations of the form
- (p(x)y')' + q(x)y = AY, a < x < 00 (1.1)
and, to a lesser extent, with certain variations and
generalizations, such as matrix equations, higher-order equations
and difference equations. For (1.1), this problem goes back to the
fundamental papers of H. Weyl (30, 31), who found that just two
cases were to be distinguished. If one denotes by d(A) the
dimension of the space of solutions of (1.1) which are of
integrable square on (a, 00), these cases are:
(i) the limit-circle case, in which d( A) =2 for all A ,
(ii) the limit-point case, in which d( A) < 2 for all A
Here is allowed to be real or complex. Weyl assumed that
A
I
p e[a,oo) ( or even C [a, 00) ) , and that q E C[a,oo),
E both
being real-valued, and that
p (x) > 0, a < x < 00. (1. 2)
The terms "limit-circle", "limit-point" can then be validated
in terms of. the behaviour of certain circles in the complex
plane; however the classification is sound without any reality
or positivity hypotheses on p , q .
Weyl also proved, among much else that in the real case
d (A) > I if 1m A I O. These discoveries provided the prime
examples of the theory of deficiency indices of linear operators
and of their extensions, and the main impetus for the extensive
development of this theory in the context of differential operators
in recent years.
Generalization of the theory beyond Weyl's hypotheses, that
p is real, positive and continuous, and q real and continuous,
may be seen as a staged process. Customary assumptions are now
that
-1
p(x) > O. P , q E (1. J)
13
14 F. V. ATKINSON
x
2
Igl dt}-l ~
{l + J L(a,oo).
a
In particular, the conclusion holds if
T 2
J Igl dt = OtT log T), as T ~ 00, (3.10 )
a
or again if
1
q(x) = 0(log2x ). (J.ll)
Proof of Theorem 1. This consists of a slight development of the
method used to Justify the criterion (J.l). From (J.4), (J.6) we
deduce that x x
1 = v(x) {(pu') (a) + J gu dt} - u(x) {(pv') (a) + J gv dt} . (3.12)
a a
Hence, if 2 2 k
C = {I (pu' ) (a) I + \ (pv' ) (a) \ } 2 , (J.1J)
we have from (3.12) that
X
J.:. k
1 < Cw 2 (x) +W2(X) J I g (t) IwYz (t) d t (J.14)
a
k
x x
< w 2 (x){C + (J Igl2 dt J w dt)Yz}. (3.15)
a a
Squaring, we deduce that
x x
1 :: w(x) {C + J w dtj{C + 2
J Igl dt}. (3.16)
a a
Dividing by the last factor and integrating we obtain
x t x x
J {C + J Igl2 ds}-l dt < C J w dt + %{J w dt}2 , (J.17)
a a a a
from which (J.8) follows easily.
It is immediate that (J.10) implies (J.9); we note that (J.10)
generalizes (J.J). We could improve (J.10) by inserting iterated
logarithmic factors on the right. It is obvious that the pointwise
bound (J.ll) is sufficient for (3.10); however it appears that
(3.11) is not quite the best possible result of its kind. We take
up this point in the next section.
4. POINTWISE LIMIT-POINT CRITERIA FOR q .
We can obtain criteria not included in Theorem 1 by using a
different treatment of (J.14), not involving the Schwarz inequality.
We give the necessary argument in
Lemma 1. Let A > 0, and let f, g be positive-valued functions
on ~), with f locally integrable and g continuously differ-
entlable and non-decreasing, such that
x
A :: f(x) + f(x) J f(t)g(t)dt,
a
a < x < (4.1)
Then
x 2 2 x t 1
J f (t) dt ~ A J (1 + 2A J g(s)ds)- dt. (4.2)
a a a
Proof of Lemma 1. The right of (4.1) is equal to A + h(x), for
some non-negative function hex). Multiplying by g(x) we have
x
Ag(x) + g(x)h(x) = f(x)g(x) {l + J f(t)g(t)dt},
a
18 F. V. ATKINSON
x 1 t
> A I (g(t))- (g(t))(A+h(t)){l + 2 I (A+h)g ds}-l dt.
a a a
Here we integrate by parts, and get
x 2 1 t x
I f dt > lzA[(g(t))- log(l + 2 I (A + h)g ds)la +
a a
x t
+ lzA I g'(t)(g(t))-2 log(l + 2 J (A + h)g dS) dt.
a a
Since g' > 0, h ~ 0, the right-hand side is not increased if
we replace h-by O. Doing this, and reversing the integration by
parts, we obtain the required result (4.2).
We now obtain a pointwise analogue of Theorem 1.
Theorem 2. Let p, q satisfy (J.2), and let
Iq(x) I ::. g(x) , a::. x < 00, (4.J)
where g(x) is positive, non-deceasing and continuously different-
iable. Let u, v be as in Theorem 1. Then, for some A E (0,=),
x 2 2 2 x t
I (lui + Ivl )dt ~ A I (1 + 2A I g(S)ds)-l dt. (4.4)
a a a
In particular, if
q(x) = O(log x), as x -> 00
i.e. be of bounded variation over the whole semi-axis, and let also
q E L(a,oo), (6.8)
then (J.4) has a solution which does not tend to zero.
Theorem 6. If, as
+ 0,
then (J.4) has a solution not in L(a, 00).
Theorem 7. Let a, 8 E (1,00) satisfy lla + 1/8 1, and let
L(a,oo) • (6.11)
a
Then (J.4) has a solution not in L 8 (a,co).
Here Theorem 7 is an extension of Theorem 1. For extensions
to higher-order equations we refer to the paper of Hinton (15).
Illustrating these results, we observe apropos of Theorem 5 that
(xl+<5 y ') I + ~ <5 2 x- l +6 Y = 0 (6.12)
has all its solutions tending to zero if <5 > 0, but not if <5 2.. 0,
so that the result is precise in this case. In a similar way, we can
check Theorem 6in the context of the example
(x 3 +8 y')' + (1 +J:i<5)2 x l+<5 y = 0, (6.1J)
which has all its solutions in L( 1, "') if <5 > 0, but not if <5 < O.
From Theorem 7 one sees that if q is bounded there is a
solution not in Lt:I (a,co) if 8 2.. 2. That this need not be so with
8 > 2 may be seen, again with the help of an Euler equation,
A CLASS OF LIMIT-POINT CRITERIA 21
namely
(6.14)
7. A GLOBAL NECESSARY AND SUFFICIENT CONDITION FOR LIMIT-POINT.
As is known, in the limit-circle case the differential operator
has in a certain sense a bounded inverse when its domain and range
are suitably chosen, so that the prescription of unboundedness
provides a sufficient condition for the limit-point case. We make
this line of thought precise in the following extension of Theorem 1.
We con~inue to assume the general conditions (3.2).
T2(orem 8. In order that (J.4) should have a solution not in
1 a, ~it is necessary and sufficient that there be a function
y with 2
y, py' E ACloc(a, 00 ), qy E L loc(a, 00 ), (7.1)
and such that
x
J ly2(x) 1 {I + J 1- (py')' + gyl2 dt}-l dx = 00. (7.2)
a a
The necessity of this condition is trivial; we simply take y
to be a solution of (3.4) not of integrable square.
For the sufficiency, supposing such a y to exist, we write
f = - (py')' + qy, (7.3)
and then have, by the variation of parameters,
x x
y(x) = v(x)(c + fuf dt) - u(x)(c z + J vf dt), (7.4)
l a a
where u, v are to satisfy (3.6). We then argue as in Section 3.
Clearly, any number of sufficient criteria for the limit-point
case can be obtained by choosing some y, not of integrable square,
and imposing (7.2) as a requirement to be satisfied by p and q.
In particular, we obtain the criterion (3.9), and so the special
cases (3.10), (3.11), by choosing y = 1. We may see this as a
perturbation procedure, in that we have chosen y = 1 as a
solution of the base differential equation (py')' = O.
We extend this remark in the context of the criterion (3.11).
Theorem 9. Let (3.4) have a solution y not of integrable square,
and let, for large x ,
2 x 2
Iql (x) - q(x) 1 = 0 log{J Iy (t) Idt}. (7.5)
Then a
- (pz')' + ql Z = 0,
%
m
I bm
a
/
Ym
/2
dx} {Ia bm /- (py, ')
m
I + qY,
m
/
2
dx}-% (8.3)
m m
We start by proving the necessity of this condition, and so
assume that (3.4) has a solution y not of integrable square; the
Ym will be taken to coincide, in part, with y. modified so as
to satisfy (8.2) with c = a . We will arrange that each term
on the left of (8.3) is ~ot l~ss than some constant, say 1
We choose
l
a> = a, and will take
al+l suitably large.
l
b
We take Yl = Y in (a + 1, b ), and ask in fact that b be
l l l
so large that the term on the left of (8.3) with m = 1 exceed
1 .The process is then to be repeated, starting with some
a
2 > b l . Thus, to complete the proof of the necessity, we
need only show that the specification of Yl can be completed in
a suitably smooth manner.
If p is itself suitably smooth, we can achieve this by
multiplying y by a function with is equal to 1 in (al+l, b )
l
and which vani~hes together with its derivative at a .
l
For the general case, we write d = a + 1, and choose
l l
solutions u l ' vI of (3·4) such that, at d ,
l
pU
, , = O.
u = 0,
l l
1, vI = 1, pV l
I f for the required Yl we set
Cm
and so b b
/Ym (x) /2 < w{x) J m wit) dt J m / f 2/ dt.
am m
Hence am
b b b
2 J m /Ym 21 dt
Jm w dU > J m Ifm21 dt}-l
am am am
Thus the hypothesis (8.3) implies that
a l = a, a m+ l = am + a (am)' (9.10)
as in the proof of Theorem 10 in the paper (2). We take the
as in (9.1) and, writing am for a (a ) now need that
In '
x x
1 = y 2 Q d t ) y 1 ( x ) - Y2 ( x) ( z 1 ( a) + f Qy 1 d t) .
(z 2 ( a) + J
a 2 a
Assuming that Yl' YZ E L (a, ro), and making minor modifications in
the argument of Sectlon 3. we then get a contradiction with (11.3).
In particular, we have the conclusion that (11.1) has at most
n linearly independent solutions of integrable square if (11.3)
holds, and if P. Q are formally symmetric (i.e. equal to their
transposes), or again if the are hermitian symmetric.
Systems of somewhat more general form than (11.1), in which
P enjoys some positivity property, have been considered by
Frentzen (13).
12. EXTENSION TO FIRST-ORDER CANONICAL SYSTEMS.
We now extend this type of reasoning to systems of the form
Jy' = A(x)y , a'::' x < 00 (12.1)
under the basic assumptions:
(i) J is a constant square matrix satisfying
J = - JT, J2 = - 1, (12.2- 3)
where I is the identity matrix,
(ii) A(x) is a square matrix whose entries are locally Lebesgue
integrable, and which satisfies
A(x) = AT(x) •
T
where ( ) again denotes the transpo3e.
We denote by Y(x) the solution of the corresponding matrix
equation
JY' = A(x)Y. Y(a) = I .
and note that T
Y (x) JY ( x) = J (12.4)
(l).l )
[~ -1
0
0
0
0
1
0
0
-;I w'
[~
0
-Pl
1
0
0
0
-P2
0
;1 w
(13.4)
x
Pl(x)(l + J ItP2(t) Idt) 0(1), (14.4)
a
and
a .::. t < x.
Then the set of square-integrable solutions of (l}.l) has dimension
at most 2.
A CLASS OF LIMIT-POINT CRITERIA 29
1 ,
We write
w
so that
W E L(a, 00). (14.8)
J p w2 dt + Ip 1 (x) I w2 ( x) ) , ( 14.11)
a
for large x, and again likewise for z3' Finally, we have
x
y 2 (x) = 0(1) + !
P2Y3dt ,
and, using (14.4-5), we find after some calculation that
x ~
Pl(x)Y2(x) = 0(1 + J pW2 dt)
Collecting these esti~ates we find from (14.9) that
T ~
! (T - a ) 2 = 0 { 1 + T J #2 ( t ) (1 + (14.12)
a a
We may re-write this in the form
30 F. V. ATKINSON
Yz
p w ds)dt > AT - B , (14.13)
a a
t 2 -1 t T 2 T
[{J p ds} J W(T)J p dsdTJ
a
a a a 1
1
by an integration by parts. Hence, by (14.14),
T t T t
J W(t)dt > [A1t{J p2dS}-lJ~ + J p2(t){J p2ds }-2 Alt dt
a alaI a
1
T t
Al J {J p2ds }-1 dt.
a a
1
o , (15.2)
where
(15. J)
2
We are concerned with whether there is a solution not in )l
that is to say such that
(15.4)
(15.5)
05.7)
vn = Iwn 12 + Iz n 12 , (15.8)
we have, for some constant C ,
1; n k
Iy n I < V n 2(C + I1 Irm Ivm 2).
32 F. V. ATKINSON
Hence
2 n Z n
iyn I <
-n
v (C + I1 I r m I ) (C + LV),
1m
and we get the result on dividing by the first bracketed factor
on the right and summing.
Just as with Theorem 8, we may obtain sufficient conditions
for this "limit-point" situation by choosing some sequence {y},
not of summable square, and imposing (15.5) as a condition on n
the coefficients. Once more, a natural choice is Yn = 1 , and so
we get
Theorem 19. If
(15·10)
"', (15.12)
as sufficient for the existence of a non-sunooable square solution
(see (16), p. 435). As remarked there (p. 436). this criterion
is quite independent of the b ; in contrast. the limit-point,
limit-circle classification ofn(l.l) is certainly not independent
of q if we take p = 1 .
Let us now look briefly at the treatment of (15.1) by means
of first-order systems. one version of which was given in «1).
Chapter 8). We introduce a pair of functions u(t). vet) by the
following:
A CLASS OF LIMIT-POINT CRITERIA 33
(i ) 2n - 1 < t < 2n ,
{Y } is equivalent
Here the square summability of the sequence
n
to the square integrability of the function u(t). Thus the
criterion (15.10) appears as a special case of Theorem 3.
It seems likely that the criterion (15.12) could be seen as
a case of an "interval-type" cri-~3rion for (6.2), as an analogue
for (6.2) of Theorem 10. However such an analogue is not presently
to hand.
REFERENCES:
(1) Atkinson, F. V., Discrete and continuous boundary probleNs,
(Academic Press, New York and London, 1964).
(2) Atkinson, F. V., Limit-n criteria of ~ntegral type, Proc. Roy.
Soc. Edin. (A) 73(1975), 167-198.
(3) Atkinson, F, V. and Evans, W. D., Solutions of a differential
equation which are not of integrable square, Math. Z. 127,
(1972), 323-332.
(4) Coddington, E, A. and Levinson, N., Theory of ordinary
differential equations, (McGraw-Hill, New York, 1955)
(5) Eastham, M. S. P., "On a limit-point method of Hartman,
Bull London Math. Soc. 4«1972), 340-344.
(6) Evans, W. D., On the limit-point, limit-circle classification
of a second-order differential equation with a complex
coefficient, J. London Math. Soc. (2), 4(1971, 245-256.
(7) Evans, W. D., On limit-point and Dirichlet-type results for
second-order differential eXpressions, in: Ordinary and
Partial Differential Equations, Dundee, 1976, Lecture Notes
in Mathematics, # 564, (Springer-Verlag, Berlin-Heidelberg-
New York, 1976), pp. 78 - 92.
(8) Everitt, W. N., On the deficiency index problem for orrtinary
differential operators 1910-1976, in: Differential Equations,
Proceedings from the Uppsala 1977 International Conference on
Differential Equations, (Uppsala, 1977), 62 - 81.
Frentzen, H., Limit-point criteria for systems of different-
ial equations, Proc. Roy. Soc. Edin (A), 85 (1980), 233-245.
(10) Halvorsen, S. G., On the quadratic integrability of solutions
of x" + fx = 0, Math. Scand. 14(1964), 111-119.
2
( 11) Hartman, P., On the number of L -solutions of x" + q(t)x =0,
Amer. J. Math., 73(1971), 635-645.
(12) Hartman, P., Differential equations with non-oscillatory
eigenfunctions, Duke, Math. J. 15(1948), 697-709·
34 F. V. ATKINSON
Michael F. Barnsley
School of Mathematics
Georgia Institute of Technology
Atlanta, Georgia 30332
INTRODUCTION
37
38 M.F. R4RNSLEY
on "2(x).
One reason for studying the above problem comes from theoretical
chemistry. The Born-Oppenheimer potential energy curves
{Ei (R) I i=O, 1,2, ... } are the eigenvalues of the hamil tonian
N N Z N Z ZZ
H(~,R) = {-I ., v~-I a -2' sR I'+I . 1 +~ },
'~l
A
. 1
l= -l. 1
l= T"X,T
I~il l=
I
i~i- ~ l<] [x.-x.[
-l-] R
y Figure 1
The bound
A (x) < A (0)+:\ (l)x
1 - 3 3
is saturated for
x E [2,3].
y
A 2 (x)
o t x
+
'.
(2)
Theorem 2. Let k c {1,2,"',Nj and Ak ~ O. Then real polynomials
Pix) and Q(x), of degrees 1 and 2 respectively, can be chosen so
that
4
Pix) Ak(X) - Q(x) = 0(x ) and P(O) = 1;
moreover
A2 (X) ~ Q(x)/P(x)
for all xcI such that A~2)_ ~A~3)x > O. The bound is best possible
on the basis of the information which it uses.
S)
, (0) _
112 -
2
,
, (1) = -1 1.(2)= 1, and , (3) = 3
112 ' 2 "2 '
provides the bound labelled S. One system for which u) and S) are
simultaneously valid is where
A+xB = (x
x
for which A (x) is the curve marked I in the figure.
2
Figure 2
a and S are
[2/1J PA upper
bounds for I
which denotes
a 1.2 (x) .
-4 -2 2 4 x
(2)
Theorem 3 Let Al ~ O. Then real polynomials P(x) and Q(x) , of de-
grees 1 and 2 respectively, can be chosen so that
2 4
Al (x) + P (x) Al (x) + Q (x) = 0 (x ),
and
2
A (x) + P(x)
2
A (x) + Q(x)
2
= O(x).
Moreover
for all x E I,
We use the notation <, > for the inner product in h. We write ~. (x)
for an eigenvector such that J
(A+xB)~.(x)
= A.(x)~.(x), and q.(x),l/J.(x» = 1 (1)
J J J J J
for all x in some neighborhood of O. We let N denote a complex
neighborhood of 0 such that, for each j, A.(X) and ~. (x) are regular
and bounded for all x EN. J J
k k 2k+l
<I -l,
~~n)xn,(A+xB) L nl.! ~~n)xn> L I A(P) P O( 2k+2) ( 2)
n=O n. J n=O J p=O PT j x + x ,
for x E N,
and
k
< L ( 3)
n=O
which are valid for all k c {0,1,2,"'} and all n E {1,2,···,N}.
These equations are one way to express the basic equations of
Rayleigh-Schrodinger perturbation theory. From them one discovers
that the matrix elements <l~ ~m), (A+xB) ~ ~n) > for m and n in
{O,I,"',k} can be expresse~ in terms o~ A~P)for p • {O,l," ·,2k+l}
together with the overlaps am n = <~~m) ,~~n) > for m and n in
{1,2, ... ,kL ' J ]
'V
and \2 (x)
a+/S ( 5)
20 11 '
where
[';,A (2) 1 XA (3) J (6)
1 6' 1
and
1 ,(3).2 + 2 [A (2) J2 ( 7)
6' x Al J x all 1
The best possible nature of the bound follows from the fact that
~l (x) with all =-~Ai2) / (A~O)_ AiD» is the lowest eigenvalue of a
certain self-adjoint two-by-two matrix which depends linearly on x.
The eigenvalues of this matrix match all of the information used in
the construction of the bound.
where all now refers to the kth level. This time all we know about
'V
all is 0 < all < Upon maximizing the bound A (X) < A (X) with
ffi.
2 2
respect to all we oLLi'tin the claimed bound. Note that for xj<D and
,(2) 1, (3) x < D th e b cun d '1S slmp
Ak - }Ak ' ] y +00. T b s t POSS1'bl e nature
h ee
REFERENCES
[lJ T. Kato, Perturbation Theory for Linear Operators, Springer-
Verlag, New York, 1976.
School of Mathematics
Georgia Institute of Technology
Atlanta, Georgia 30332
§l. INTRODUCTION
It has been shown [5] that the Tjon-Wu model for the Boltzmann
equation represents an evolving, spatially homogeneous and isotropic
gas interacting through binary collisions. It is a convenient model
to study [or it is equivalent to other, more physical ones. And,
most important to this paper, the conceptually simpler Tjon-Wu ver-
sion leads to an infini te system of coupled equations [l, 2]. While
the coupling is nonlinear, it is clear that the infinite system has
a solution that evolves in time. However, to maintain the equiva-
lence of the infinite system and the Tjon-Wu model, rates of growth
for the infinite system are required.
We announce improvements on the results of [3]. By examining
the spectrum of a particular linear operator, we demonstrate the ex-
istence and provide a study of densely defined operators T which com-
mute with the integral operator in the Tjon-Wu equation.
45
46 M.P. BilRNSLEY et al.
[ x dy [y ( (
y 0 dzo p y-z)0 q z) = p+q+l 0p+q(z)
i.f p l' q
Also, we have [
o
° (s)O
p q
s
(s)e'dx -_ \ 0
1 if p =q
The space L
2
is. then,
the closure of the span of {On }~=O with the norm arising from the
inner product indicated by the orthogonality relations [or {O }'" 0
n n=
(TW) c' + c
n n
Theorem 2.3. If Ixl < 1, then there is only one function u: [0,00)->
[2 which is a solution [or u' + u = A(u,u) with u(O) = x. Moreover,
Iu (t) I <; I u (0) I exp ( [ I u ( 0) I - 1] t) .
Theorem 3.1. There is an interval I such that 0" I c (-1,1) and a posi-
tive function R on I such that i[ a is in I and x is in the convex
set C = {[: <f,1>O> = 1, <[,1>1> = a, and If-al ,; R(a)}, then there
a
is only one function u: [0,00) ~ C such that u is a solution of (TW)
a A
n = N(y) and note that <Aa(Y) '¢n> = A(a,y) (n) = n+l Yn f O. To see
that Aa is Hilbert-Schmidt, we sum: rfOp=OL~=O<Aa(¢q) ,¢p>2 =
,00 ,P
Lp=OLq=O 1
[p+l a P - q 12 S 'IT
21
a I 2 16. Finally, we consider the spectrum.
Suppose that A is an eigenvalue, x is an eigenvector, and n = N(x).
Then Ax (n) = A (x) (n) = !l In 0 an-px = ~l x(n). Thus A = l/(n+l).
a n p= p n+ 1
On the other hand, if n is a nonnegative integer, x f 0 and n+l x=
Aa(x) then N(x) = n. Also, for p > 0 , ~l n+ x n+p =
1 ,n+p n+p-k 1 ,p-l p-k
n+p+l Lk=Oa xk n+p+l (x n +p + Lk=Oa x n +k )· Thus, x n +p
n+l ,p-l p-k
P L.k=Oa xn+k' And, we see that upon choosing xn ' x is completely
oo
determined and is x n Lp= o(p+n)a P¢
n n+p
are numbers a and S such that lal < 1 and T(x) (n)
,n (n)an-PSpx n = 0,1,2, •••
Lp=O P p ,
Proof. 1fT has the commuting property and is 1 inear, then using the
nonlinear eigenvalue l)rojierty, A(H H ) = __ 1_ T(w ). In par-
m' n m+n+l m+n
ticular, A(TwO,TwOJ = T(w ) so that either T(¢O) = 0 or, by Theorem
O
2.4, T(w ) = & for some a in (-1,1). Furthermore, A(T¢n,T¢O)
O
~1 T(¢ ) so that j f T(w O) = 0 then T(¢ ) = 0 for all nand T" D.
n+ n . n 1
If T t 0 and T(w ) = &, then A(H ,&) = --1 T(w ) so that, by Corol-
O n n+ n
lary 4 2 T(w) =
., n
,00 (p+n)aPw
snLp=O n p+n
= B ,'" (P)aP-nw for some se-
nLp=n n p
quence {s }""
n n=
°
and lal < 1. To determine {S }oo_O' we examine
n n-
A(H ,HI) (n+l) = ~7 T(q, l)(n+I) = A(H ,H ) (n+l) =
n n+~ n+ n l
_1_ ,n+l Tew ) '1'(q,) But
n+2 Lk=O n n+l-k 1 k .
T(W ) (k) 0 if k = ()
1
B1(~)a
k-n
if 1 ,; k ,; n +1
(n+l-k)a l-k if k = 0 or 1.
Bn n
'" rn n= 0
On
jl =
(11)[a[n-p.[h[p).On
0 P
(n)[a[n-p.[b[px2)
JF () jl P
Theorem 4.5. The collection {I' b: [a[ + [b[ '" 1, lal f l} is a two-
a,
parameter semigroup of bounded linear operators. Specifically,
Ta,b l' c,d = Ta+bc,bd'
REFERENCES
1. M. F. Barnsley and H. Cornille, General Solution of a Boltzmann
Equation and the Formation of Maxwellian Tails, Proc. Royal Soc.
London A, 374 (1981), 371-400.
John v. Baxley
Department of Mathematics
Wake Forest University
Winston-Salem, North Carolina
U.S.A.
If rl is a domain in~2, this formal operator may give rise to a variety of self-
adjoint operators in the weighted Hilbert space L2(rl) consisting of all
m
measurable complex-valued functions u defined on rl for which
1/2
Ilul ~ =
(II rl
I ul
2
m dxdy ) <
(u,v) =
rl
II u v m dxdy, 2
for u,v ELm (rl).
53
54 JOHN BAXLEY
Criteria for discrete spectra have long been of interest; the two papers
of Friedrichs [4], [5] describe the status of the problem at mid-twentieth
century.
2. It will be clear to anyone who is familiar with Baxley [1], [2] or Rollins
[8] that the pr~sent construction and methods are motivated by that one-dimen-
sional experience. The criteria presented by Rollins were close in spirit, though
not method, to the criteria given by Eastham [3]. More recent one-dimensional
criteria have been given by Hinton and Lewis, e.g. [6]. The reader should also
compare the recent work of Lewis [7] on partial differential operators, which
was discussed at this conference.
Because the criteria presented here are the natural two-dimensional analogues
of the one-dimensional criteria in [1], [2], [8] and the strategy used here is
the same, although technically more complicated, we state for comparison those
criteria.
Let Tu; - ;(pUI)I, 0 < x < 1. Let C~(O,l) be the class of infinitely
differentiable functions with compact support in (0,1). Assume that m, p' are
continuous and strictly positive on (0,1] and that
(3)
(a) u E c'-"(!:t u f )
l
(b) u = 0 on fl
(1)
(ii)
iu(x,y) 12 <
lu(x,y) I 2 ':
rr x
1
PI (s,y)
1
ds
dt
r0
(1
PI (s,y)
P2(x,t)
lu (s,y)1
s
2
lu (x,t) 12 dt
ds
P2(x,t) J0 t
Y
Proof. He prove only (i). Using the fundamental theorem of calculus and
Schwarz's inequality, we have
Proof. If u,v E DO' we may choose 0 > 0 small and integrate by parts twice on
~o using Green's theorem, after which letting o~O, we get (Lu,v) = (u,Lv) and
thus L is symmetric. In the same way, but only integrating by parts once, we get
(4) (Lu,u)
If u E DO' then
If lul
2
m dxdy ~ M«(i*) (Lu,u).
(i*
In particular, (u,u) ~ M«(i) (Lu,u), for u E DO'
lu(x,y)1
2
~ (Ix1 Pl(s,y)
1 ds fl 1
y P2(x,t)
dt) 1/2 x
(f l
o Pl(s,y) lus(s,y)1
2
ds
II
0 P 2 (x,t) lut(x,t)1
2
dt
) 1/2
~M2(Q*) If
Q
Pl(s,y) lu (s,y)1
s
2
dsdy If P2 (x,t) lu (s,t)1
t
2
dxdt
~
~ M2«(i*) (Lu,u)2,
and the result follows.
Proof. For such u, there exist un E DO such that Ilu - ull ~ 0 and (Lu , u )+(Fu, u)
n n n
as n~.By Lemma 3, (un'u ) ~ M(Q) (Lun,u ) and taking limits yields the first
n n
desired inequality. The second follows from Schwarz's inequality.
Note that this estimate for the lower bound of the spectrum of F is rather
crude in that it applies to every selfadjoint operator F obtained by our procedure.
Theorem. The partial differential operator F has a compact inverse and hence a
discrete spectrum.
II u
n
- v
n
II < 1,
n
I (Lvn,vn ) - (Fu ,u )
nn
I < 1n
for n = 1,2, .... It follows from Lemma 4 and the Schwarz inequality that
Put
Using a rather trivial form of Green's theorem, Schwarz's inequality and (4),
we have
1 dxdy dxdy
Pl(x,y)
1 dxdy (Lv ,v )
PI (x,y) n n
and
Therefore
- V (xl'Yl)I 2 .::.
n
[Il I Yl
X
xl
2 ( 1 ) dxdy
PI X,y
+ I Ill]
Y
2
Yl x2
P
l
( ) dxdy
X,y
(Lv ,v).
n n
.
It follows that {V } is uniformly bounded and equicontinuous on compact subsets of
n
58 JOHN BAXLEY
?
(6) - v 1- m dxdy < E/2, for all n.
m
II
Q
Iv
n
- v 12 m dxdy < -K
m -
Q
II(f-oy
(W
n
- W ))
m
(vn - vm) dxdy
o
K II
Q
(wn - wm) dY
dV dV D
( ---E. - --.!I' ) dxdy.
Cly
o
Thus, using Schwarz's inequality, (4), and (5),
dV dV 2
I d/ - dyml dxdy
dxdy
(7) JJ
Q
IVn - v m I
2
m dxdy < E/2.
o
Combining (6) and (7), we have
PARTIAL DIFFERENTIAL OPHRATORS WITH DISCRETE SPECTRA 59
Thus {v } is a Cauchy sequence in L2(1t) and since Ilu - v 11< l, for each n,
n m 2 n n n
then {u } is also a Cauchy sequence in Lm(It).
n
References
[3] Eastham, M. S. P., The last limit point of the spectrum associated with
singular differential operators, Proc. Camb. Phil. Soc. 67 (1970) 277-281.
[4] Friedrichs, K. 0., Criteria for the discrete character of the spectra of
ordinary differential operators, in: Courant Anniversary Volume (Interscience,
New York, 1948).
[5] Friedrichs, K. 0., Criteria for discrete spectra, Corom. Pure Appl. Math. 3
(1950) 439-449.
[6] Hinton, D. B. and Lewis, R. T., Singular differential operators with spectra
discrete and bounded below, Proc. Royal Soc. Edinburgh Sect. A 84 (1979)
117-134.
[7] Lewis, R. T., Singular elliptic operators of second order with purely
discrete spectra, preprint.
Christer Bennewitz
Department of Mathematics
University of Uppsala
Uppsala, Sweden
a.INTRODUCTION
61
62 CHRISTER BENNEWITZ
1 . BASIC DEFINITIONS
(1 • 1 ) J(Qv)*Tu JCTv)*Qu
J J
(1 • 2 ) /CQv)*Su = JCSv)*Qu + [v *pU]J .
J J
The first formula is obvious. The second follows on integrating by
parts and [ .. ']J denotes the out integrated part. Denote the integral
in C1.1) by Cu,v)T , J .
It is easily seen that this implies that t~O and that in the defini-
tion we may equivalently replace Su=D by SU=ATu for some, or all,
AE a;
SPECTRAL THEORY FOR HERMITEAN DIFFERENTIAL SYSTEMS 63
1
(u,v)s J a j{(Qv)*Su-(v*ku)'} u and v in C (I)
, J
It is then an immediate consequence of (1.2) that ("')S,J is hermi-
tean. Let cl 1
be those u in C eI) for which Su is in the span of 1m t
and Ker k* everywhere in I. Note that u is certainly in cl if it
solves Su=Tv for some v in C1 (I).
1. (
u,u . C*1 and J
) S,J ,;: Of or every u In CC I ,
Sy = I(-1)j(p./j»(j)
o ]
where all Pj';:O, Pm>O and PDf 0, and that T is formally symmetric of
lower order. Then the equation Sy=Tz may be equivalently written
(see [31 section 2)
(1 • 3 ) u' + [- c * HJ u = [0 0Jv' + HG OJ
[ B+CG 0 v
A C G* 0
where A,B,C,G,H are mXm matrix-valued and A,;:O, H~O, B*=B and
1m G C 1m H. Put
s a [-:* ~) , t a
[ G~H HG
B+CG+G*C*
J , k
[~ ~J , q =
[~ ~J
where q is chosen so that qH is the orthogonal projection on 1m H.
Then (1.3) is the corresponding Q-hermitean relation, u and v are in
cl and the system is left-definite according to our definition (with
j 2
(u,u)S J coinciding with Jl:P.I/ )1 ), but ("')S,J is not positive
on all' of C1 (1) • ]
B~~~r~~ The spectral theory in [7J is carried out for systems of the
form (1.3) with G=O and B satisfying -pA,:SB,:SpA for some p ElL
64 CHRISTER BENNEWITZ
2,SPECTRAL THEORY
Let ( " ' ) J denote ("')T,J in the right-definite and (·,·)S J in the
left-definite case and let
1
cl
be C (I) in the right-definit~ and as
in section 1 in the left-definite case. Considering the part of C*1
giving a finite value to (u,u)I and introducing the quotient with
respect to elements with vanishing norms we obtain after completion
a Hilbert space H with norm IUl
r
= ~r
1 1
Eloc = {(u,U)E C*xC* Su=:Tu}
EI 1:1 {(u,u) E E
loc
D\ 1:1 {(u,\u) EEl}
E\ D\ + D\ for 1m \ t 0
BJ(U,V) =-i(u,v)J-(u,v)J) for U=(u,u), V=(v,v)
EO 1:1 {UEE
Br(U,E ) = O}
I I
I
One might view EI as the maximal and EO the minimal relation associ-
ated with S and T in the norm I . I I The basis for the spectral
theory is then given by
B. U-UI is in EI
C. CBI(U-U ) ~ 0
I
If U is also in EI then UI is in DA because of B .. It follows that
DA is maximal positive definite with respect to cB since for U in EI
I
span(U,D ) = span(U-UI,D ) and hence, according to C., no extension
A A
of D" is positive with respect to cB I . Thus EA = D" +·D~ is maximal
non-degenerate with respect to BI as a subspace of EI which is the
first statement of the theorem. Furthermore, given v in cl the exi-
stence theorem for the operator S-AT guarantees the existence of a
solution of SU-ATu=Tv, i.e. of (U,AU+V) in E so that the second
loc
statement of the theorem follows from B.
(3.5)
From this and (3.3) follows Iu-urlr < 00 so that B. follows. Finally,
letting K+I in (3.5) one obtains C ..
SPECTRAL THEORY FOR HERMITEAN DIFFERENTIAL SYSTEMS 67
REFERENCES
1. INTRODUCTION
To motivate this paper we first discuss a classic inequality often
ascribed to Rayleigh and Ritz. Let [a,b] be a compact interval of
the reals and let Wn ,2(a,b) stand for the complex valued functions y
defined on [a,b] such that y(n-l) is absolutely continuous (AC) and
yen) E L2 (a,b). Then the following result is true.
1 2
Theorem 1. .!! YEW' (O,ll) and yCO) = y(ll) 0, then
69
70 RICHARD C. BROWN
2n 2n
flY 12 < f Iy' 12
o 0
2
Theorem 4. (Fan, Taussky, and Todd [19J) If y E: W ,2(O,n),
n
y' (0) = y' (n) and f y = 0, then
-0
yeO) y(2n).
Then
-1 .
Theorem 6. Suppose -00 < a < b < 00 P > 0, p and q locally lntegra-
ble functions on [a,b) (i.e., in LfocCa,b)). Further suppose q is
essentially bounded below. Define T: L 2 Ca,b) + L 2 (a,b) by
M[f] = C-l)n(pf(n)) (n) + qf on the domain of the maximal operator
72 RICHARD C. BROWN
Proposi tiOH la. Let H, H' be Hilbert spaces and L: H ..,. H' a non-
densely deflned normally solvable operator. Then L*L is a s.a.
ii:ClTIiiaTIy solvable relation and IIY II 2 ].1(jl/2IILy II where
]..10: = inf o(L*L) . .!.i]..lo E 0p(L*L) equality is attained at 1/1 if and
only if 1/1 is an eigenfunction of L*L. .!.i].10 t 0p(L*L) then equality
holds if and only if y = 0, ---
----- -- --- ---- - -
but -----
there exists -a sequence .¢n E D(L*L)
wi th II ¢n II = 1 such that lim II Un 112 - ].1~l = 0 as n ..,. 00.
- Yz i1.
110 = IlL·· 1 II = IIL- 1 pil = I!TI12~0/T)2. But
k
3. APPLICATIONS
We now show how PropOSition 1 or la applies to the theorems of
Section 1. With the exception of Theorem 6 the fact that a given L
is normally so~vable and has a compact inverse as well as the
structure of L can be read off from theory in [10]or[14).
-y " "y + ¢
y (0) y (2iT)
,
(3.1) y' (0) Y (211)
f211 y
0
a
for some complex ¢. Integration and use of the boundary conditions
in (3.1) shows that ¢ = o. Therefore, 1 = 1 with an eigenmanifold
spanned by sin t and cos t.
WIRTINGHR AND DIRICHLET INEQUALITIES AND SPECTRAL THHOR Y 75
2
Proof of Theorem 4. Define L by v" on the subspace of W ,2(0,'Tf)
satIsfYIng the boundary condition (3.1). L* is given by
y 1--+ y" + ¢ with y' (0) = y' (11). The eigenvalue problem is
y (i v) icy + ¢
°
The rest of the proof parallels that of Theorem 3.
Pl/zy(n) )
y I---'" , y ( D
( (q+d) liZ y
-1 1
Corollary 3. Suppose b < 00, p , q E L (a,b). Then Theorem 6 is
true provided functions f in DC!) satisfy
c;f(n))(i)(a) = (p f(n))CIT(b) = 0, i = 1, ... , n - 1. Moreover,
)10 is an eigenvalue and equality in (1.3) is attained CIt an
eigenfunction.
Zk
Corollary 4. Let yEW (a,b), m ~ (b - a)/m
yCa + ih) - O,-r-= O, ... ,m. Then
II y II ~ (hili) n II y (n) II with eq:Dity at sin lI(t - a)
h
3 Z y(211)=0
Theorem 8. Let YEW ' (0.211) slJch that y (0) y (11)
and y" (0) = y" (ZII) = O. Then
f"
o
I y I 2 < / " I p i i)I Z
- 0
In the past decade much work has also been done on Dirichlet func-
tional inequalities in the case n = 1. See, for example, Bradley
and Everitt [7],[8], Amos and Everitt [2 -4], Sears and Wray [28],
and Everitt and Wray [18J. Additionall~ material relating to the
higher order case but in a different setting can be found in
19] and 122]. The methods and hypotheses of these papers, however,
78 RICHARD C. BROWN
differ from our own. Implicit in much of this work is the discovery
that the domain on which the inequality is valid is the domain of
the square root of Td . This fact also follows from our approach;
indeed D(L) = IX/I7'L) for all the inequalities considered in this
paper as is clear from Kato [23], Ch. 6.7 (2.22) p.334. We have also
not considered the weight function case here (as is done in [18]).
This case produces an inequality of the form
b 2 b 2
f plf' 12 + qlfl > jJf wlfl
a °a
-1 , ,
where M[f]: = w [- Cpy) + qy] with q > -kw. But such an extension
by our approach would be simple. Also~ our method works well for
more complicated boundary conditions than considered explicitly
here. On the other hand it does not yield inequalities like (1.1)
or (1.2) of [18]. For further details and some extensions see [13].
REFERENCES
Robert Carroll
University of Illinois
at Champaign-Urbana
the past few years on the theme of transmutation (Sections 5 and 6 represent new
material). We shall omit most references, for brevity (they can usually be found
in the bibliographies to our papers) and all of this material will appear organ-
ized together in a new book [ 101 which we are preparing now. We consider only
second order differential operators of the form Qu = (~Qu')' /~Q here (plus suit-
able perturbations) under two kinds of hypotheses: (A) Q is modeled on the radial
2m+l
Laplace-Beltrami operator in a noncompact rank one symmetric space (~Q x or
,
set Q(D) = Q(D) + P 2 were
h P 1'2 l'1m uA' /Au as x ~ 00
'*'"
with formal adjoint Q
Q Q Q Q
{~Q("'/~Q)'}' + P~'" (the nonselfadjoint formulation is deliberate and useful). We
able objects. Here P and 0 are of the form above and B will usually be an inte-
gral operator with distribution kernel. The theme of transmutation (and general-
ized translation when P = 0) has played an important role in the study of partial
81
82 ROBERT CARROLL
framework of spaces and maps linking various transforms arising from P and Q to-
1
gether with transmutations Band B = B- . We let the "spherical functions" ip~
.
sat~sfy
AQ 2Q Q
Qip\ = -\ ip\; 'P A(0)
Q
1; Dx"'.\ (0) = ° and set [l.\ (x)
Q Q
= AQ(x)ip:\ (x). Define
for suitable f, Qf(\) = f(\) = ~oo f(x)[l~(x)dX and KF(x) = ~oo F(\)ip~(X)dWQ(\) where
Apip~ with Ul~(x),l)v = 6(x), and we write P and n for the corresponding trans-
forms. One can deal with more general operators P and Q and spectral pairings
One way to transmute is via (*) P(D )ip(x,y) = Q(D )'P(x,y) with ip(x,O) =
x y
f(x) and ip (x,O) = 0. Here one extends data f given on [0,00) to be even on (_00,00).
y
Then assuming a unique solution we write ip(O,y) = Bf(y) and this defines a cer-
TYf(x) = U(x,y) (T Y 'V P) and similarly SYBf(n) = V(y,n) (SY'V Q). Define now
x x n n
p Q
B(y,x) = ([l~(x),ip~(y)v; y(x,y) = (ipA(X),[l.\(y)w; ip(x,y) = (8(y,O,U(x,O); and
P Q P Q A A
I/I(x,y) (y(x,n),V(y,n).· Theorem 2.1. Given general P and Q, 'P\, 'P , [l.\, [lA'
A
w, and v as above, and uniqueness theorems for all differential equations, then
ip = 1/1 satisfies (*) with ip(O,y) = Bf(y) and the transmutation B (characterized by
l
Bip~ = 'P~) has kernel B(y,x) (i.e. Bf(y) (S(y,x),f(x)) and n= p- with B KP
1
where KF(x) = ('P~(X),F(A)V' Further B- = B has kernel y(x,y) (i.e. Bg(x)
mutation constructed via (*) does not use any spectral pairings. The generalized
and YQ later. -
in our framework which are based on r 22;29] (cf. also [12;13;26]). - Lemma~.
b
Let fey) ~ (B *O(y) ~ (y(x,y),f(x) V
and g(x) ~ (B *g)(x) ~ (S(y,x),g(y). Then
Qf(A) ~ Pf(A) and Pg(A) ~ Qg(\) where Pf(A) ~ ( f(x) ,~~ (x) and Qg(\) ~ ( g(y),
QP and B*
-k
Note also that B ~ ~ PQ where QG(y) ~ (G(A),Q\Q(y)w and PF(x)
P
~ (F(A),Q\ (x)v. - Now one wants to determine a Parseval formula of the form
-~ -!2
(II) (R,PfPg\ ~ (6 p f,~p g) for Pu ~ (~pu')'/~p - q(x)u where q is a suitable po-
Cos Ay dy. Now B ~ BQ from Example 2.2 so Y ~ ker B. Some nontrivial but rou-
Q
tine calculations with distributions show (as is apparent on other grounds) that
~ -m-!z'" m~"2 y
B: P + Q and we write B = Y Bx (x + y) with Bf(y) = f L(y,x)f(x)dx + fey)
o
-m-~~ m~...-z UJ
where L(y,x) = y L(y,x)x Assume (t) with R = QBo p ' We obtain Bop(Y) =
.
, 2m+l
op(y) + £(y) where £(y) = lim L(y,x)/x as x + 0 which is well defined. Con-
p Q w w w 00
sequently, given Bp, =~, one has formally R R + R = QBO ~ f {op(Y) +
A A 0 q P 0
l(y)}~9(y)y2m+ldy = f=f(Y)im+l~9(y)dy + 1; R = c 2 A2m+lRw = R + R. Here, for
A 0 A m 0 q
H = _h (
O ) in a certain space W1 , (R,H}
supp h compact = lim h(y)y-2m-l +
m y+O
/" h(y)l(y)dy (H"v PfPg). Therefore passing from (t) to (II) again - Theorem 2.4.
o
For suitable f,g of compact support and suitable q(x) one has a Parseval formula
formulas for special functions. The GL and M equations arise in quantum scatter-
ing theory as a vital part of the machinery used in recovering the potential. In
[20] Fadeev gives a unified approach to these equations for the Schrodinger equa-
tion via certain transmutation operators and the link between the GL and M equa-
nQ. B= B- 1
has the form B = KP and the distribution kernels (6 ker Band y
- p Q -1
ker B) have the triangularity properties B(y,x) = (QA{X)'~A(Y)}W Ap(x)AQ (y)
- p Q -1
y{x,y) = 0 for y > x; y{x,y) = (~A {X),QA{Y»V = Ap (x)AQ(y)S(y,x) = 0 for x > y.
iAy
certain 'vays is a natural generalization of 2e . Thus, writing subscripts Q on
all kernels and operators when P ~ D2, • Theorem 3.2. Under suitable hypotheses
Theorems of this type and triangularity results are known for special
cases (Bessel functions, etc.). What seems striking is that once we have isolated
the GL and M equations, then abstract proofs of Theorems 3.1 and 3.2 can be pro-
X
vided, furnishing information about special functions. Now write W ~ KW(A)Q and
for W(A) ~ l/W(A) set WX ~ nW(A)P. Then the generalized extended GL equation is
BWX = B (i.e. BBWX = I) when written out in terms of kernels. We display this as
a formula in spherical functions (cf. r 7] and recall S(y,~) = 0 for ~ > yand
r,(y,x) = 0 for y > x). - Theorem 3.3. The generalized extended GL equation is
BQW
Q
= AQZQ or BQ = AQZQW;l (WQ = ~). Write iQf = ~Q * f and consider BQZQ
, _ '-1:::,
AQ~QWQ ~Q (this is the M equation). Define SeA) = CQ(A)/CQ(-A) and set Set)
_ '-1:::,
(1/2n)fS so S(-A) = fS. Then for functions f defined on [0,00), ~QWQ ~Qf = (I+S)f
where Sf(y) = foo S(y+x)f(x)dx. Hence - Theorem 3.4. The M equation (for D2 and
o
q) is BJQ = AQ(HS) or AQ(y,X) + f; AQ(y,t;)S(t;+x)dt: ~ 0 for y < x; for y > x
f~ BQ(y,O~Q(t;-x)dt: = f; AQ(y,OS(E;+x)dC -
86 ROBHRT CARROLL
vx(t,O) ; "
(p/~) 2(0)6(t); with readout v(t,O) ; get), where the density p and the
shear modulus ~ are unknown. The inverse problem is to determine p and ~, which
'"
(r /~) 2) can be determined using methods derived from quantum scattering theory
and the transmutation techniques above. We reduce the equation to (A~ ) /A + k2~
. y y
structed by methods of integral equations and various analyticity and growth pro-
perties are determined. We have hypotheses of type (B) and set q(y) ; -A'/A, A
One has a spectral function dv(k) ~(k)dk; dk/2~Aoolc(k)12 and from the formulas
for v one obtains, using contour integration, ~(k) = -(2k/nA )f~ g(t)Sin kt dt.
o 0
Thus the spectral function ~ is determined by the readout g and one can now de-
rive the appropriate Gelfand-Levitan machinery. Set dv (k) = do (k) + (2/1,) dk and
physical data was possible Santosa and the author considered in [16;17] the
3
following problem. Take an elastic halfspace in R , xl ~ 0,
stratified in the xl direction, with density p(x ) and Lam~ moduli (A,~)(xl)'
l
One imposes stresses 'li(t,x) ; 6(x ,x )6(t) at the surface xl ; 0 and given dis-
2 3
placements u ( i ; 1,2,3) we form variables vi(t,x ) ; ff u i dx 2 dx and w(t,x )
i l 3 l
ff x u dx dx . It suffices to work with the equations for vI' v ' and w. We
2 l 2 3 2
introduce variables Yl and Y2 with dYl/dx ; (p/A+2~) 2 "
k k 2
and set Al ; (p(A+2~» 2 with A2 ; (Py) 2. Then Dtv (A.V~)' /A. where I denotes
i 111
d/dYi (i ; 1,2); after Fourier transform these have the form treated above. One
A SUR Vii Y OF SOME RECENT RES ULTS IN TRANSMUT!l nON 87
obtains then spectral densities ~.(k) from readouts h.(t) as before and Theorem
~ ~
4.1 can be applied to obtain Ai(Yi)' This gives a relation between Yl and Y2 of
the form Al (yl)dY = A (y 2 )dY with Ai known and the w problem now reduces to:
l 2 2
2
Dtw = (AIDlw\/A - B(y )v (y,y ) - D(y )D V (t,y ); ,,,(t,O) = jet); Dlw(t,O) =
l l 2 2 l 2 2 2
-1
\(O)A (0)h (t); w(t,y ) = 0 for t < 0 (here Di'v d/dy ). D(y ) is known and
l 2 l i l
p(x ) is the only unknown. After Fourier
l
transformation one arrives at an integral equation for B. • Theorem 4.2. B(y )
l
satisfies the integral equation f(k) = -~= ~l (k,nl)~2(k,n2)B(nl)Al(nl)dnl where
f, ~l' ~2' and Al are known and n 2 is a known function of n l . Given a solution
B(y ), together with relations already obtained above, one finds (p,\,~) as func-
l
tions of x = xl' •
-1 p v v -1 2
~p (y){h (y)6(x-y) + Kp(x,y)} where Kp(x,y)~p (y) E L ' Such a decomposition
loc
2 l
holds when (p,A,W) E c for example even with L12
oc
replaced by C Then (**)
T(T) - - 2 1
f(T) = B(T) + f B(y)K(y,T)dy where K(y,T) E Ll and T(T) E C is strictly
o oc
monotone. It is also realistic to take f E L2 . • Theorem 4.3. Under the condi-
also considered other integral equations with <I>i(y) type kernels (cf. [8]). Con-
sider e.g. (1111) FCA) = I; f(y)L:.Q(Y){<I>~(y)/cQ(->-)}dY (cf. also [30]) for which we
have - Theorem 4.4. The solution of (1111) can be written fey) = Y,(Bl-lF) (y) or
by spectral pairings required basically that the spectra of P and Qbe identical.
2 P
Consider now - Example 5.1. Let P = D2 = P and Q = _D = Q.
A
AX
e- Set Qf(A) = f(A) = ~oo f(X)<{Ji(x)dX = Lf(A) (Laplace transform) and KF(x)
(l/ZTIi) I F(A)eAxdA (contour integral - i. e. set f2~(x) = eAx with J-\ F(x) =
AQ A A P Q
(F(A),S\(x»w). Consider B: P ~ Q with kernel S(y,x) = U\(X) ,<{JA(y) \ = (Z/TI)
Z
I; COSAX e-AYdA ZY/TI{x +y2}. Also B<{J~ = <{J~ and since T~f(X) = Y,{f(x+y) +
. - x
f(x-y)} we obtain (extending f to be an even f) <{J(x,y) = (S(y,O,TE;f(O) =
equation D;<{J -DZ<{J and <{J is the solution of a halfplane Dirichlet problem via
y
a Poisson integral formula; <{J(x,O) = [(x) is specified and we obtain uniqueness
by imposing growth conditions (e.g. <{J bounded). We will refer to this kind of
recall also that the conjugate harmonic function to <{J is (y > 0) W(x,y)
'" - 2 Z . -
(l/n)[",{(x-i;)f(OdU[ (x-O +y ]) and as y -+ 0, W(x,y) -+ (l/n){Pf(l/O * O(x)
A SURVEY OF SOMli RIiCFNT RESULTS IN TRANSMUTATION 89
Take now a model situation (m > -lz) P = Pm again; the constructions then
A 2 Q _\y A A
(n;(x),.p~(y»
A A V
t' (h)m+l
cm om J (h)e-AYdA = kmYX 2m+l/( x 2+ Y2)m+3/2 were
h km
theory as developed by Weinstein (cf. [34) and the study of pseudoanalytic func-
tions. Thus, conjugate to the function 'I' above will be a function "'(x,y)
x2m+l foo Q(y,x,Oi;2m+l f (Odi; (Q is constructed below by transmutation) and ('I' ,"')
o
satisfy the generalized Cauchy-Riemann equations "'x = x2m+l.p '" = _x2m+l.p .
y' y x
Let now X~(y) = e-\Y/A so that X~(O) = l/A and DyX~(O) = -1. Define a transmuta-
v A P Q v 2m+ 1 / 2 2 m+'"
tion B: P -.- Q with kernel B(y,x) = <S\(x),X\(y»v = r(m+lz)x / 7Tr(m+l)(x +y) 2
v P Q
(note B'P\ = X\). - Theorem 5.3. Define G(!;,x,y)
tion with Erdelyi-Kober operators, etc. (see e.g. I 31;33]). Thus the conjugate
Hankel transform (cf. [33J) is Hmf(x) = ~~~O ~oo Q(y,x,i;)f(i;)i;2m+ld i;. Our develop-
ment above gives a transmutational background for such an operator and will lead
transform studied by Heywood, Kober, Okikiolu, Dettman, et. al. which is transmu-
2
tational in nature and is connected to P. Thus we will transmute Q = _D to
m
90 ROBER T CARROLL
-2m.; 2 2 "'-m
P Pm for m -!;; (B: Q -+ P) and y(x,y) 2r(!;;-m)x /rrr(-m)(x +y ) 2 The
A
= < = (:t:).
,00 - 2 2 !;;-m
= c [", (y-n)f(n)dn/{x +(y-n)} and one obtains a generalized Hilbert transform
m
- lim 00 - I I-2m
in the form Hmf(y) = x -+0 ~(x,y) = c [", sgn(y-n)f(n)dn/ y-n (m < -!;;).
A
just constructed using the w pairing. Thus. Theorem 5.4. The kernel y(x,y) of
allows one to deal with a larger class of singular psdo involving Qu = (6 u')'/6 .
Q Q
Thus let a(x, A) be a "classical" symbol acting by Fourier transform, i. e. A(x,D)u
00 iAX -iA~
= (1/2rr)[00 e a(x,A)Fu(A)dA (Fu = (u(~),e ) here). Since one is working with
halfline problems we can take a(x,A) even in x and A; further one can make assump-
tions of compact support in x with say a(x,A) = 0 for IAJ ~ ~ in a standard manner
(cf. [32]). Thus we are only concerned with a cosine transform FC (F = 2FC) and
2 A
for our standard transmutations BQ: D -+ Q we have P = FC' Let us write a(~,A) =
= (2/rr)f; f; ~(~ ,A)COS sY ;:'(A)dsdA where;:' = F Cu. Let now BQ = KP and BQ = I-\P be
A -1 A _ A-I
as before and define formally A(y,Q) = BQA(x,D)B Q with A(y,Q) = BQA(x,D)B Q . •
Theorem 6.1. Set ~ = Qu and ~ = ~ (= R for Q = 0). Then A(y,Q)u =
Q 0 ~
somewhat contrived and is noncanonical. One fact that is brought out however is
II - --1
that for a certain Hilbert space adj oint II, BQ = BQ = BQ which provides a nice
tions II
JJ
= KA-JJp and I
jJ
= nAJJQ,- so that IT
jJ
-m-!2
dc;d>.. Moreover for JJ = m+l.;;, llm+l.;;g = L{x g} where L is a com-
nel of llm+l.;; is expressed in [25) in a somewhat different way but is equivalent and
REFERENCES
INTRODUCTION
In this talk we consider the existence and completeness of wave operators in the
case of scattering by an unbounded obstacle. These are the most important "foun-
dational" questions in scattering theory, and as is well known they are deeply
connected with spectral analysis, particularly with analysis of the continuous
spectrum.
There is a vast literature in the theory of scattering for the wave equation, or
the Schrodinger equation, in the case where the obstacle is a bounded set. All the
methods that are available in scattering theory have been applied to this case.
Trace class methods have been applied by Birman [1], Kato [2] , Wilcox [3] , Deift
and Simon [4] , and Jensen and Kato [5]. For a discussion of these results, and
a complete 1i st of references see [6] . A 1a rge amount of work has been done in
the application of the Lax-Phillips theory to this problem. The basic reference
is the book by Lax and Phillips [7] where a complete list of references is given.
Stationary methods, a la Agmon, have been applied by S. T. Kuroda [8]. Eigen-
function expansions have been throughly considered by Wilcox in his monograph
[3] , where the energy distributions have also been studied. Finally Enss method
has been appl ied by Simon [9] .
Much less is known in the case where the obstacle is unbounded. In fact we are
only aware of work done by Ramm, [10] and the references quoted there, for a very
restricted class of obstacles, namely sets in two dimensions contained in a wedge
whose boundary is asymptotic to the boundary of the wedge, and satisfies strong
regularity assumptions. Recently Wilcox [11], [12], [13], considered scattering
by periodic surfaces (diffraction gratings).
The restriction to bounded obstacles is unnatural both from the mathematical and
physical point of view. From the mathematical point of view it is the equivalent
of restricting the analysis of potential scattering to finite range potentials.
This paper is a first attempt to discover a natural class of "short range" obsta-
(*) Research partially supported by CONACYT under grant No. PCCBNAL 790025
93
94 f.M. COMBES and R. WEDER
cles", for which existence and completeness of the wave operators will hold. Our
motivation comes partially from the work done in high energy expansions of scatte-
ring phase shifts by Buslaev [14] , Mayda and Ralston [15] , Jensen and Kato [5] ,
and Schrader [16]. These expansions involve invariants of the obstacle 1ike volu-
me, area, and curvature, but no restriction (at least to first order) in bounde-
ness is required, except as a technical assumption in the verification of the
trace condition of the Kato-Birman and Krein theorems, on which a great part of
the work by the above mentioned authors is based.
From the physical point of view the restriction to bounded obstacles is unnatural
because unbounded obstacles can appear as idealizations or in real situations.
Moreover important physical phenomenon like surface waves can conveniently be
described within the framework of unbounded obstacle scattering.
In Theorem I we will prove the existence of wave operators by Hormander's method
[17] for a very general class of obstacles and boundary conditions, which is
certainly close to being optimal. Our main condition for existence is that the set
of directions along which the obstacle is unbounded is of meazure zero, plus some
mild regularity assumptions on the unbounded part of the boundary. However no
regularity assumption is made on the bounded part of the boundary. We consider
Dirichlet, Neumann, and general boundary conditions.
The most powerful complement to our existence results would be to study complete-
ness and absence of singular continuous spectrum by stationary methods, a la
Agmon [ 18]. They have already been used in the bounded case by Kuroda [8]. However
we will only consider time dependent methods. Enss method [19] - [22] has been
appl ied to completeness in the bounded case by Simon [9]. Since we are ultimately
interested in the problem of asymptotic expansions of the phase shifts we will
use a method based in a trace condition under which phase shifts can be shown to
exist by Krein's method [23]- [ 25] . Although our method is based in the Kato-Bir-
man theory it does not lends to the technical difficulties encountered with this
theory when applied to infinite or singular obstacles.
Most of the previous work in obstacle scattering with a trace condition is based
in the verification that (H+i)-m - (Ho+i)-m, m > 1, or e-tH_e- t Ho is trace class,
where Ho and H are respectively -A and -A with boundary conditions.
Our results in completeness are based in the verification that f(H)(H-H ) f(H )
is trace class, for a suitable chosen function f. This operator is easi9y ex_ o
pressed via the Green's formula, in terms of the obstacle and boundary conditions.
As an advantage we do not need to obtain estimates in the resolvent or heat ker-
nels. We obtain the required bounds just by Sobolev imbedding theorem [26]. More-
over our proof does not appeal to the invariance prinCiple of wave operators.
In the following section we state our results in existellce and completeness of
wave operators. A detailed version will appear in [27] . The asymptotic expansion
of phase shifts will be considered elsewhere.
II The Results
Let Qe' the exterior domain, be an open set. The obstable, Q., is the complement
of Qe,Q; = IR n-r2 e • We will not assume that "i is bounded. We ~ill consider the
situation where ". has a bounded part contained in a ball of radius R, where no
regularity assumptlon will be imposed, and an unbounded part, contained in the
complement of the ball, satisfying mild regularity assumptions.
SPbCTRAL THEOR Y AND UNBOUNDED ORSTACLb SCA TTERING 95
We assume that
aile = all e ,l u dll e ,2 ' (2.1 )
where dlle 1 is contained in a ball of radius R, and dQ e, 2 is contained in the
compl ement of the ba 11. Denote
Il ={XUl I Ixl>R}. (2.2)
R
We will impose our regularity assumptions in dll R, which amounts to require regu-
larity of all 2' We assume that
N e,
IlR =k~l Il R ,k (2.3)
where Il ,k are open sets with the
R
property
Il ,j n Il ,k = cp
R R , j "f k , (2.4)
and where each ~R k has a bounded trace operator on dllR k' We will consider
situations where' there is no global trace operator, but there is a trace opera-
tor for each of the connected components of Il R. For example an obstable with the
set of directions along which it is unbounded of measure zero, or an unbounded
surface.
Let us take polar coordinates (p,w), PElR+, wcs n- 1 , onlR n . Denote
E= { W s Sn-1 1
j { wn }~=1 ' {'\n}~=l ' wn E Sn-1,
31l
R
Then the wave operators
W+ ( ) = Slim e iHt J e -iHot ,
Ho,H,J (2.8)
exist. - t-±oo
where we used Green's formula and the existence of trace operator from Hl (~R,k)
into L2(3~R k) (by simplicity we do not indicate the trace operators in (2.9)).
The coerciveness inequality (2.6) is used to verify that the operators in the
right of (2.9) have the properties required by Schechter's theorem.
To verify the condition
too
J (2.10)
t¢
for a dense set of ¢' s, we use Hormander' s stationary phase arguments [17] and
condtion (2.7).
Particular cases of Theorem I are H=-6 with Dirichlet, Neumann, and general boun-
dary conditions, see [27] for details. Assumption (2.6) is mild and follows from
ell iptic regul arity [31] .
We turn not to the problem of completeness. For simplicity we consider the case
of an obstacle that is arbitrary inside a ball of radius R,B R, and whose boundary
outside the ball is a surface. More general obstacles will be considered elsewhere.
We assume
(2.11 )
[300 M. Schechter. Wave Operators for Pairs of Spaces and the Klein-Gordon
Equation. Aequationes Mathematicae ~~ (1980) 38-50.
[31] J. L. Lions. Problemes aux Limites dans les Equations aux Derivees Partie-
lIes. (Universite de Montreal 1965).
Spectral Theory of Differential Operators
I.W. Knowles and R. T. Lewis (eds.)
© North·Holiand Publishing Company, 1981
I NTRODUCTI ON
where x and f take values in Rn, while A stands for an nxn matrix
whose entries are functions with bounded variation on R+. If one assumes fIt)
to be an almost periodic function, the problem of existence of almost periodic
solutions to (1) is a very natural one. More precisely, we are interested in
finding conditions which guarantee the existence of an almost periodic solution,
for any fIt) in a given space of almost periodic functions.
Since system (1) contains as a particular case the ordinary differential system
with constant coefficients
(2 ) x(t) = Ax(t) + f(t), t E R,
one might presume that a necessary and sufficient condition for the existence of
an almost periodic solution is: the spectrum of the operator generated by dAIs)
does not contain points of the imaginary axis. The validity of the above asser-
tion in the special case of systems having form (2) is proven, for instance, in
[3J. Moreover, when x and f take values in a Banach space, while A in (2)
is a bounded operator, the validity of the property is established in [7J.
The system (1) contains as particular cases several systems with finite or infinite
delay, already considered in the literature. For instance, when A(s) does not
have a singular component, the system (1) can be rewritten as
99
100 CONSTANTIN CORDUNEANU
The norm for the matrices Aj and B is supposed to be the operator norm, though
conditions (3) are verified for another equivalent norm. The systems with infinite
delay of the form (1 ') have been investigated recently by the author [4]. See
also [5].
Unfortunately, the systems of the form (1 ') constitute only a scarce occurence in
the class of systems having form (1), because it has been recently proved that
"most monotone functions are singular" [lOJ. Of course, from (1') one can derive
many more particular forms for the system, among them the classical integro-
differential system
We will discuss in this paper the existence and uniqueness of almost periodic solu-
tions for the above considered systems, relying mainly on the construction of the
corresponding Fourier series.
(8)
then equation (1) has a unique almost periodic solution x(t) (Bohr), its
Fourier series being absolutely convergent: x(t) ~ APabs(R,C n ).
Corollary. Let A(s) be as in Theorem 1, and assume f to be continuous and
periodic, of period T > 0, with values in Cn. Then there exists a unique per-
iodic solution of the system (1), of period T. The Fourier series of the solu-
tion is absolutely convergent.
Indeed, for any periodic function, regardless of the period, the condition (9) is
satisfied. The Fourier exponents of a periodic function form an arithmetic pro-
gression.
Theorem 2. Consider the system (1'), with t j , Aj , j = 1,2, ... , and B satis-
fying (3). Assume that f E B2 (R,C n). If the condition (10) is satisfied, and
From Theorems 1 and 2, one can see that an appropriate kind of almost periodicity
for the function f implies the same, or another kind of almost periodicity for
the solution. Nevertheless, the following problem is still open: does
f ~ AP(R,C n) imply the existence of a solution x ~ AP(R,C n)?
Another type of problem, concerning almost periodicity of solutions of the system
(1), would be the following Bohr-Neugebauer type of problem: prove that any
bounded solution of (1), with f E AP(R,C n ), is also in AP(R,C n ). Of course,
without using hypothesis (10). See [9] for differential equations in Banach spaces.
Proof. One proceeds by direct substitution of f and x in the system (1). The
linear algebraic system from which h has to be determined is
(14 ) [iAI - A(iA)]h = b,
and it has unique solution by virtue of condition (10).
Corollary. There exists a constant K > 0, depending only upon A(s). such that
( 15) Ih I ~ KI b I·
Moreover, the following estimate holds true:
ALMaS]' PERIODIC SOLU110NS l'OR INHNITE DELA Y SYSTEMS 103
(16)
The proof follows at once if one takes into account that the entries of the
inverse matrix [iAl - A(iA)]-l are rational functions of A, with coefficients
that are bounded on the real axis, and the degrees of numerator and denominator
are respectively (n-l) and n. Moreover the polynomial in the denominator does
not vanish on the real axis, and its leading term is (i:\)n.
Proof of Theorem 1. From the Lemma and Corollary, one easily finds out that for
each (vector valued) trigonometric polynomial
m
( 17) f(t) = L bk exp(iAkt),
1
(18)
(20)
If one denotes by fm(t) the trigonometric polynomial which is the sum of the
first m terms· in the series of f(t), then there exists a unique solution
xm(t) of the system (1), with fm(t) as f(t), representable in the form (18):
(21)
As seen above, inequality (19) holds true for any m, m = 1,2, ... , and this
n
implies the convergence in APabs(R,C ) of the sequence {xm}. Therefore, there
exists an element x(t) in APabs(R,C n ) which satisfies the system (1), for
f(t) given by (17).
104 CONSTANTIN CORDUNEANU
Assume now that f E AP(R,C n ), with Fourier exponents such that (9) holds true:
It is obvious that an almost periodic solution of (1), if any such solution exists,
should have as Fourier series
(24)
where the coefficients hk are given by formulas (22). We assume here that
x E AP(R,C n ), because the more general assumption x E B2 (R,C n) does not guaran-
tee the convergence of the integral occurring in the right hand side of (1). But
taking (16) into account, we conclude that M > 0 exists, such that
(25)
(27)
ALMOST PERIODIC SOLUTIONS FOR INFINITE DELA Y SYSTEMS 105
(28) L A.x(t-t.)
j=O J J
into an element of the same space. As far as the integral part in the right hand
side of system (1') is concerned, a rather direct calculation shows that it
defines an operator taking B2 into itself. Of course, condition (12) must be
taken into account.
The discussion conducted above terminates the proof of Theorem 2.
Remark. Particular cases of systems belonging to the type (1') have been recently
investigated in [1]. Namely, the systems considered are of the form
where the norm is the supremum norm in the space of periodic functions. If L is
small enough, then the system (30) has a unique periodic solution of period T.
The proof can be easily carried out, relying on the Corollary of Theorem 1, and the
Banach fixed pOint theorem. First, an inequality of the form Ixl < Klfl has to
be established, where x represents the unique periodic solution, of period T,
to the linear system (1). Then one can use the closed graph theorem to prove the
continuity of the operator f + x.
Remark. The problem of existence of periodic solutions to the system (1), under
different assumptions, has been discussed in detail in [6J.
REFERENCES
[1 J Alexiades, V., Almost periodic solutions of an integrodifferential system
with infinite delay (to appear).
[2J Besicovitch, A. S., Almost Periodic Functions (Dover Publications, Inc.,
New York, 1954).
[3J Corduneanu, C., Almost Periodic Functions (John Wiley & Sons, Inc., New
York, 1968).
[4J Corduneanu, C., Recent contributions to the theory of differential systems
with infinite delay (Institut de Mathematiques, Universite de Louvain,
Vander, Louvain, 1976).
[5J Corduneanu, C. and Lakshmikantham, V., Equations with infinite delay: a
survey, J. Nonlinear Analysis 4 (1980) 831-877.
[6J Cushing, J. M., Integro-Differential Equations and Delay Models in Popula-
tion Dynamics (Springer, Berlin, 1977).
[7J Daleckii, Yu. C. and Krein, M. G., Stability of Solutions of Differential
Equations in Banach Spaces (AMS Translations, Providence, 1974).
[8] Hino, Y., Almost periodic solutions of functional differential equations
with infinite retardation, Tohoku Math. J. 32 (1980) 525-530.
[9J Zaidman, S., Solutions presque periodiques des equations differentielles
abstraites, Enseignement Mathematique 24 (1978) 87-110.
[lOJ Zamfirescu, T.• Most monotone functions are singular, Amer. Math. Monthly
(1981) 47-49.
Allen Devinatz l
Department of Mathematics
Northwestern University
Evanston, IL 60201
Peter Rej to 2
School of Mathematics
University of Minnesota
Minneapolis, MN 55455
H = -6 + c sin br + Vex),
r
where V is a short range potential. When 17 is radially symmetric,
the problem has been successfully dealt with in recent years. On
the other hand when V is not radially symmetric only one recent
paper deals with these operators, but only for high energy values.
In this paper we shall consider the spectral theory for this
specific operator and compare our results with the previously
mentioned paper.
§l INTRODUCTION
In this paper we shall consider the problem of the location of the absolutely
continuous spectrum of the self-adjoint realization of the Schr~dinger operator
Schrodinger operators with oscillating long range potentials have been well
studied during the past decade [1-11, 14-17]. In a recent interesting paper,
Monique Combescure [4] has studied, among other things, a spectral and scattering
theory for operators of the form
(j,
However, her results are valid only for a linear combination of (j, and S suffi-
ciently large, and do not include the case a = S = 1. In case V is radially
symmetric, the spectral and scattering theory for operators of the form (1.3)
has been worked out for essentially all values of (j, ~ 0 and 0 < S 2 1 (see [2]
and [17]).
107
108 A. DE VINATZ and P. REJTO
In the theorem which follows, and in the remainder of the paper we shall take
and
(1. 5)
where Ai(z) is the usual Airy function. The constants A and YO are, at least in
principle, computable, but we have made no effort to obtain their values.
THEOREM 1.1. The interval [AQ,b 2 /4], AO > 0, is in the absolutely continuous
spectrum ~ H if
(1. 6) 2v I c I /1
--
do ,<1.
'0 r:;-
YAO (1 _ ()'2) '"2
b2 k
( - +1) 2
46
do
(1. 7) /o < 1,
REMARKS. 1. For fixed c and 6, the inequality (1. 7) is satisfied for b suffi-
ciently large. The number b 2 /4 seems to playa special role since it may be an
eigenvalue for H when V = O.
2. In the special case of the operator (1.1) where our results can be compared
with those of Mochizuki and Uchiyama [11], we note the following improvements:
a. A result on absolute continuity is available in the interval (0,b 2 /4).
b. The interval [Al,oo) is independent of the rate of decrease of the short
range potential V. Compare [11], pp. 339-340, especially formula (9.12).
3. If E > 1/2 in (1.2), then the location of Al given in Theorem 1.1 is qualita-
tively the same as given in [11].
4. If we demand slightly more stringent hypotheses, then a limiting absorption
principle is available in all of (0,00). For example, if we take a potential of
the form
(1.9) ~
r ' .<L.hl
r are integrable near infinity,
potentials of the form c sin bra/r B for suitable values of a and B, but without
the short range term Vex).
The proof of Theorem 1.1 is relatively long and depends on estimatp.s obtained in
[9] for the resolvents of the reduced operator
(2.1) HO = -b + c Si~ br
Since the operator (2.1) has a radially symmetric potential, as is well known,
this operator is unitarily equivalent to a direct sum of ordinary differential
operators defined on the positive real axis R+:
(2.2)
(2.3)
d2 j (j + 1) + c sin br
~ + r2 r
Let 1 be a compact interval in JR+ which does not contain an eigenvalue of RO'
and let
(2.4) :R ± (g ) = { z: Re z (' g, 0 < ± 1m z < a}
(2.9)
~{
~ ..::. 11,
W(fo,f",,)
(2.10) ROj~(Z)(~'l1)
fa (11)£",,(0
W(fo,f",,)
11 < ~ .
110 A. DEVINATZ and P. REJTO
The functions fO (~) = fO (j, z) (~) and f (~) f",(j,z) (n) are linearly independent
solutions to the equation H . u = zu ~ith
OJ9,
(2.11) lim fa (r) = 0 and f", E L2 (1,"').
r->- a
The denominator in (Z.lO) is the Wronskian of fO and f",. In order to get a uni-
form estimate such as (2.10) it is, of course, enough to get uniform estimates on
the quantities which appear in (2.10).
In [9] we did not attack this problem directly, but instead replaced the potential
j(j +1) + c sin br
p(j)-z= r2 r- z
v (r) -!:2 },
Iko (r) I < (Bo + s)w(r)e 0 , BO max{A, (411)
(Z.13)o,,,,
-v (r)
Ik", (r) I < (B", + s)w(r)e co , B
'"
max{Z1I '"
2 A, I}.
IkO (n)k", (0 I
(2.14) <
IW(kO,k,.)I
From these estimates we were able to obtain (2.9) under considerably less
stringent hypotheses than in Theorem 1.1. For the purposes of this paper it is
necessary to have estimates on the actual resolvent kernel, rather than on the
resolvent kernel for an approximate potential.
LEMMA Z. 2. Under the hypotheses of Theorem 1.1, for every e: > a there exists ~
j 0 ~ that for j ~ j 0 each differential equation
vO (r)
(2.16)0 e:)w(r)e ,
-v (r)
(2.16)", £)w(r)e '" .
(2.17)
We obtain the estimates (2.16)0 '" by the method of variation of parameters. More
specifically we rewrite the equ~tion (2.15) as
ko (I;)koo (n)
+ f W{ko,koo )
[p- q](n)U(n)dll
I;
have solutions, then it is a straightforward computation to show that these solu-
tions are solutions to (2.15). It is not difficult to show that these integral
equations have solutions. This does not involve any conditions on the constant c
as given in Theorem 1.1. However, in order to get the uniform estimates (2.16)0
and (2.17) it seems to be necessary to invoke the hypotheses of Theorem 1.1. Th~oo
estimates of Lemma 2.2 are obtained by using the estimates of Lemma 2.1 in
(2.19)0,00' In both of the previous lemmas we have dealt only with ~+(~) in order
to simplify the statements. However, corresponding lemmas hold as well for
JI_ (~ ) .
Let us continue to work with ~+(~) for simplicity of statements. Let z t ~lt(g)
and R(z) the resolvent of H. The second resolvent equation may be written as
R(z) - RO (z) ; RO (z) VR(z), or what is the same thing [1- Ro (z)V]R(z) ; Ro (z).
Multiplying this last equation on the left and right by m- s , s > 1/2, we get
-s -s 2 s -s -s -s -s
(2.20) [I - m RO(z)m m V]m R(z)m ; m RO(z)m .
Let liS set R6(z) ; RO(z) for z t ~(g) and R6(A) the operator given by (2.6) and
(2.7) for A t g. Thus from (2.20) we have a limiting absorption principle for
R(z) provided [I - m-SRb(z)m-Sm2SV] has a uniformly bounded inverse on ~(g) as
a map from H2 ~ H2. Let us set T(z); m-SR1(z)m-sm2sV, z t ~(g). By the
hypothesis on V, T(z) is a compact operator from H2 ~ H2. Now, for 1m z # 0,
m-SRb(z)m-S is a bounded map from m- s L2 onto a dense set in H2. Thus from (2.20)
it follows that the range of 1- T(z) is dense in H2, so that the closure of this
range is all of H2. By Fredholm theory the inverse exists as a bounded operator
from H 2 to H 2. Thus it remains to show that for A t g , 1- T (A) is invertible.
LEMMA 2.3. If the hypotheses of Theorem 1.1 are satisfied and A belongs ~ one
the inter~ls of that theor~, then T(A) hilli. @. eigenvalue ilh 1 ~ i f H has
.2..t
~ eigenvalue at A.
The proof of this lemma is too lengthy and technically complicated to even give
in outline form. However, we shall give some very broad indications of how it
proceeds. As is well known, L2 (:m3 ) is unitarily equivalent to a direct sum of
spaces L2 (JR+); i.e.
N.
2 3
L(JR)::: "
L
J
L
j;l £;1
where Hj£ ; L2 (JR+) for each j ,L Since Ho has at most one eigenvalue in (0,00)
at b 2 /4, and since A i b 2 /4, Rb(A) exists and Hj £ reduces R~(A) to the integral
operator R+ .,(A), as we have noted before.
0] "-
-s + -s 2s-
m ROjSl(A)m m ujSl(f;)
(2.23 )
OOJfO(Ofoo(1) s -
+ m-s(O I; W(fo ,foo) m (1)U jSl (1)d1) ,
(2.24 ) o.
Using this in (2.23) leads to the expression
-s+ -s2s-
(2.25) m R (A)m m u (I;)
OjSl jSl
Using the estimates of Lemma 2.2 in the last formula it can be shown that for
every a > 0, there is a Co > 0 and M£, > 0 so that
(2.27)
Using (2.26), (2.27) and a "bootstrap" argument we find that for every 0 t lR
there is an M > 0 so that
o
(2.28)
(2.29)
LEMMA 2.4. Suppose the hypotheses of Theorem 1.1 are satisfied and A belongs to
one of the intervals of that theorem. g A is ~ eigenvalue of H and u the
mrespOriding eigenvector, then for every 0 t R there is ~ Mo ~ that
(2.30) II u 112 ,o ::.. Moll ull·
The proof of this lemma proceeds very much in the spirit of the proof of the last
lemma, using a formula analogous to (2.25), the estimates of Lemma 2.2, and a
"bootstrap" argument. The estimate (2.30) and a well known argument due to
Agmon [1], shows that the eigenvalues of H form a discrete set in the intervals
specified in Theorem 1.1. Further the formula (2.20) now shows that we have a
A SCIIROEDING}-;'R OPLR.-j TOR II'lTH /IN OSClLLAJJNG P071,NiL-lL 113
REFERENCES
W. N. Everitt
Department of Mathematics
University of Dundee
Dundee DOl 4HN
Scotland
1. INTRODUCTION
The purpose of this paper is to study some properties of a second-order
linear differential equation of the form
M[yJ = AS[yJ on [a,bJ (1. 1 )
115
116 WN. EVERITT
(i i i) r: -T C and r E Lloc(I);
note that there is no sign restriction on p, at this stage, and that (i) implies
that p(x) f °
for almost all x E I.
Define the quasi-differential coefficients fer] (r 0,1,2) of M, where
f: I -T C, by
RFCUL/IR DIFFUU:'NTl/IL FXl'IH,:SSIONS AND RELATED OI'ERATOnS 117
define the differential expression M: O(M) -)- Ll (I) by, for all f E D(M)
oc
M[f] = i 2f[2J = - (p(f' - rf))' - rp(f' - rf) + qf on I. (2.4)
The general theory in [14J shows that the linear manifold D(M) is dense in
Lloc(I). Note that if the coefficient r is null on I then M in (2.4) reduces to
the generalized Sturm-Liouville differential expression or the left-hand side of
(1.2).
valid for all compact [a,S] ~ I, and all f, g E D(M); here, as above, 9 denotes
the complex conjugate of g, etc.
The differential expression M has a Dirichlet formula
/ {P-lf[l] gel] + qf[O] g[D]} / (p(f' - rf)(g' rg) + qfg
a a
(2.6)
note that pf E ACloc(I), since both p and fare ACloc(I), and that D(M) C D(S).
The differential expression S is also symmetric with a Green's formula
118 W.N. EVERITT
B
f {g
a
S[f] - f S[g]} = (2iof g) ISa (2.10)
valid for all compact [a,S] ~ I and all f, g E D(S).
There is no Dirichlet formula, corresponding to (2.6), for the expression S.
There is no loss in generality in taking the coefficient p to be real-valued
on I; the expression i(crf)' + i0f' + vf, with cr: I ~ C, is symmetric on I but
reduces to (2.9) with 0 = re[cr] and w = v - im[cr'].
(c) The differential equation M[y] = AS[y] ~ I
For A E C consider the linear, second-order differential equqtion
M[Y] = AS[y] on (1.1)
or, equivalently,
- (p (y 0 _ ry)) 0 _ rp (y 0 _ ry) + qy = A{i (py)' + i py + wy} 0 on 1. (2.11)
Note that if rand p are null functions on I, then (2.11) reduces to the general-
ized Sturm-Liouville equation (1.2); also if, additionally, p = w = 1 and q is
continuous on I then (2.11) reduces to the Titchmarsh equation studied in [20].
To study the existence and properties of soluti9ns of the general equation
(2.11) it is necessary to write the equation in system form. Let Y = [Y1Y2]T be
a 2 x 1 column matrix of functions Yl and Y2 defined on I, and consider the first
order linear system
yo = AY on (2.12 )
where the 2 x 2 matrix A is defi ned on I by
]
. -1 -1
A= lApp P
[ c -
-1
q - R -r - iAPP (2.13)
with
2 2 -1
R= AW + iAp(r - r) + A p P on 1. (2.14 )
From (2.1) and (2.7) it follows that R E Lloc(I) and then that the matrix
A E Lloc(I); note also that the matrix A is holomorphic on C as a function of the
variable A.
let k E I and a ' a be two complex numbers, then there exists a unique solution
O l
y(X,A), defined for all x E I and all A EO C, such that
(i) y~r]("A) E ACloc(I) (r = 0,1 and A E C)
(equivalently y(. ,A), (py)(' ,A) and p(y' - ry)(· ,A) are all ACloc(I) for all
A E C)
(i i ) y~r](k,A) a
r
(r = 0, and A E C) (2.19 )
(i i i) y~rJ(x,' ) is holomorphic on C (r = 0, and x EO I).
differential equation
- (p (Z r ,z))' - r, p (z' - r , z) + q, z = J.l {i (p z ) + i p z' + wz} 0 n I,
I - (2.22) I
At this stage it is convenient to exclude the following case for the coeffi-
cients p and w of the differential expression S
p(x) = 0 (x E [a,b]) and w(x) = 0 (almost all x E [a,b]) (2.32)
although either one or the other may hold separately; this is to exclude the case
when Sew] = 0 for all WE AC[a,b], otherwise· the differential equation (1.1)
reduces to M[yJ = 0 on [a,b] and is consequently independent of A.
The coefficient p may be classified as follows, where the three cases are
mutually exclusive,
RFoGULAR DIFHiRIiNTr'lL liXPRJ:SSJONS _1,\'D REL4 now OPERATORS 123
and
p(x) = 0
Consider now the solution of (2.29) under the restriction ~ E AC[a,b];
define the linear manifold Gp,w by (note that the null function on [a,b] is
always a member of G)
G {~ E AC [a , b]: S[ 'v ] ( x) = 0 ( a 1mo s tall x EO [a, b] ) }. (2.33)
p,w
i.e., AO and Al are real and not both zero. It can be shown that for a boundary
condition of this form to be symmetric for the equation (3.1), it is essential
for Ao and Al to be real so that (3.2) represents the most general form of sepa-
rated boundary conditions, involving the quasi-derivatives, for the equation
(3.1) .
The boundary conditions (3.2) reduce to the classical boundary conditions
for the equation (3.1a), i.e., from [21, (1.6.3)J
y(a) cos u. + y' (a) sin a 0
exemplified in Naimark [16, chapters V and VI], and the second method in
Titchmarsh [22, chapters I and II]; the account in Coddington and Levinson [3,
chapter 7, and problems 8 and 9 of that chapter] uses methods in both of these
areas. All these accounts are concerned with right-definite problems; for opera-
tor theoretic results in right- and left-definite cases see [4J, [17J, [18J, and
[19J.
For a general study of right-definite and left-definite separated boundary
value problems, see the survey paper by Pleijel [19J.
In this paper the methods of Titchmarsh [22, chapter IIJ are employed,
with some use of operator theoretic methods.
It should be noted that the classical methods of Titchmarsh [22, chapter IJ
lean heavily on the asymptotic expansion of solutions of the differential equa-
tion (3.1a) for large values of the parameter A; however, few, if any, results of
this kind are known for other forms of the general equation (3.1); this remark
even applies to the generalized Sturm-Liouville equation (l .2) when the coeffi-
cients are only locally integrable and, say, the Liouville transformation, see
[22, section 1.14] cannot be applied; for a survey of transformation results see
Everitt [12].
(c) Definite differential expressions.
Let P represent a general symmetric quasi-differential expression, as defined
in Everitt and Zettl [14J, on a compact interval [a,bJ with domain D{P) C AC[a,b].
Then P is said to be non-negative definite on a linear manifold 0 (P) c D{P) if
b b a -
J f P[f] = J P[f] f ~ 0 (f E Do{P») (3.5)
a a
b b
J f M[f] J M[f] f
a a
cot6If[O](b) 12 + coty\f[O](a) 12
b
+ J {p- l lf[l J i2 + qif[O]1 2} (3.7)
a
where the integrated terms on the right-hand side are to be omitted if 6 0 and/
or y = 0 respectively. From this result it follows that M is non-negative defi-
nite on Do(M) if, additionally the following conditions are imposed
p(x) > 0 and q(x) ~ 0 (almost all x E [a,bJ)
1 1
y E [0, 2 nJ 6 E [0, 2 nJ. (3.8)
Right-definite problem
The coefficients p, q, r, p and w of (3.1) satisfy the basic conditions (2.1)
and (2.7) with I = [a,b]; additionally p and w satisfy
p(x) [a,b])
0 (x E (3.13 )
b
w(x) 2:. 0 (x E [a,b]) J w(x)dx > 0 (3.14 )
a
and the boundary condition parameters y, 6 of (3.2) satisfy, without loss of
general ity,
1 1
y E [-ZTI, ZTI] (3.15 )
Remarks
In the left-definite case there is no restriction on the sign of p or w on
[a,b], but the condition (3.11) excludes the possibility that both p and ware
null on [a,b]; there is no additional restriction on the complex-valued coeffi-
cient r; from (3.10) and the condition p-l E L(a,b) it follows that
p(x) > 0 (almost all x E [a,b]). (3.10) I
x
fix) = K exp[J r(t)dt] (x E [a,b]) (3.19 )
a
If either Y f t TI or 6 f t
TI then the other terms on the right-hand side of
Classical arguments show that in case (1) above Hy,us is complete, [1, section
4J, in the norm derived from the inner-product (. ,.) y,us' i.e., Hy, us is a Hilbert
space of point-wise, absolutely continuous functions on [a,bJ. Details of the
completion argument are omitted (but see, for example, Coddington and de 5noo [5,
p. 158J) except to remark that completion is first proved when r is null on [a,b],
and then extended to the general case by means of the unitary (isometric) trans-
x
formation (Vf)(x) fix) exp[-J r(t)dtJ (x E [a,b]); see Everitt [12, sections
a
4.1 and 5.1]'
Similar arguments show that in case (2) HJ J , ' as a collection of equiva-
;.zlT '~21T
lence classes, is complete in the norm derived from the inner-product, and, in
this sense, is a Hilbert space.
It will be shown below that case (2) is a pathological exception for the gen-
eral boundary value problem (3.1) and (3.2).
132 w.N. EVERiTT
If from the definition (2.3) of the domain OeM) the domain O,(M)
y,u
is defined
by
oy,u,(M) = {f E OeM) I f(a) = ° if 'I = 0, feb) = ° if 6 = O}
1
then the following relationships may be seen to hold, for all y, 6 E [0, 2 TI],
H'1,6 H
'1,6
e G
y,6
{f E Hy,o I (f,g)y,O = ° (gEG ,)}.
'1,0
(3.25)
We note that H is the largest sub-space of H such that
'1,6 ,,6
f E Hand S[f] =
'1,6
° if and only if f = 0. (3.26)
It will be shown in the next section that, under certain additional condi-
tions, the Hilbert space Hy,o,is appropriate for the definition of a self-adjoint
operator to represent the left-definite boundary value problem.
Right-definite problem
For this problem the basic conditions (2.1) and (2.7) hold, together with the
specific right-definite conditions (3.13), (3.14) and (3.15); in particular p =
1 1
°
andw2-0on [a,b], and" 6E[-2TI'2TI].
In this case the appropriate Hilbert function space is L~(a,b), i.e., the
collection of all complex-valued, Lebesque measurable functions f on [a,b] such
that
b
f w(x)lf(x)2 Idx < ~ (3.27)
a
with quasi-inner-product
RFGL'L.4R DIFFEI!ENTL 1L /,'XI'I<YSS[()NS .4,vD J(LLI TI'D OPEK lTURS 133
b
J w(x)f(x)g(x)dx. (3.28)
a
The null element of this space is the linear manifold of all such functions satis-
fying
b
J w(x) 1f (x) 12 dx
= 0;
a
if w(x) > 0 (almost all x E [a,bJ) then this null element is the set of all f
which are zero almost everywhere on [a,bJ; otherwise the null element will contain
certain non-null functions.
The elements of the space L~(a,b) are equivalence classes of functions gener-
ated by the null element in the usual manner; see [1, section 3J.
With this interpretation (3.28) defines an inner-product for L2 (a,b), and the
w
usual classical arguments show that this space is complete in the norm derived
from the inner-product.
In this right-definite case there is no essential requirement to reduce the
Hilbert space L2 (a,b) by the linear manifold G ,as in the left-definite case;
w o,w
in fact it may be seen from case (ii) of section 2(d) that G is the above de-
termined null element of L (a,b). However, if it is desiredOt~ work in a space of
2
w
point-wise defined functions as elements, rather than equivalence classes as ele-
ments, then L~(a,b) can be reduced to a sub-space L~(a,b) by the definition, using
the methcx:l of orthogonal complement,
-2 2
Lw(a,b) = Lw(a,b) e Go,w
The null element in L~(a,b) is the null function on [a,bJ.
It will be shown in section 5 below that every right-definite boundary value
problem can be represented by a self-adjoint operator in the associated Hilbert
function space Lw2 (a,b) or, equivalently, L2(a,b).
. w
(f) Translation of the spectral parameter A
In section 2 it is shown that it is always possible to translate the A para-
meter in the equation (2.11), i.e., M[yJ = AS[yJ on [a,bJ, along the real axis of
the complex plane and yet retain the symmetric form of the equation; see (2.22)
and (2.23).
Left-definite case
Suppose that the equation (2.11) is in the left-definite case and consider a
real translation A = v + T; in the translated equation (2.22) the coefficient
p (> 0) is invariant, but the coefficient q is changed to q given in (2.23), i.e.
q, ~ q, + ,w - 2, im[rJ - ,2p2p-l and q T mayor may not sati~fY the condition
q, .::.. 0 on [a,b]' Thus translation mayor may not leave invariant the left-definite
134 W.N. EVERITT
The coefficients p, q, r, P and w satisfy the basic conditions (2.1) and (2.7);
the left-definite conditions (3.10), (3.11) and (3.12) hold; apart from sections
4.2 and one example in section 4.11, the conditions of case (1) in section 3(e),
i.e., (3.20) or (3.21), hold throughout the section 4.
RFGULAR DIFf'ERmVTIAL r;XPRESS[ONS AND RELATFD OPERATORS 135
For the remainder of this section case (2) of section 3(e) is excluded and
case (1) holds, i.e., (3.20) or (3.21) is satisfied.
136 WN. EVHRITT
4.3. Eigenfunctions
The following lemma is required.
Lemma 4.3. Let the left-definite conditions hold, including (3.20) or (3.21);
let A ( f 0) be an eigenvalue of the problem with (non-trivial) eigenfunction ~;
then
(~,ljJ)
y,v
, > O. (4.6)
Proof. Suppose to the contrary, i. e., (ljJ, ~J) y,o, 0; then as in the proof of
1emma 4.2 above
x
ljJ(x) = K exp[ f r(t)dtJ (x E [a,bJ)
a
with K f 0; it then follows from (4.6) that q 0 on [a,bJ. From (3.21) either
y E [0, ~1T) or <5 E [0, ~1T); if y = 0 or <5 = 0 then ljJ(a) = 0 or ljJ(b) = 0 which
gives K = 0; if y E (0, t1T) or <5 E (0, ~1T ) then cot Y'lljJ(a) 12 = 0 or
cot <5·lljJ(b) 12 = 0 and again K = O. Thus (4.6) must hold. 0
4.4. Eigenvalues
Lemma 4.4. All the eigenvalues of the left-definite problem (4.1) and (4.2) are
real and simple; the Wronskian W(x,~)(a,·) (see lemma 3(b)) is not identically
zero; the zeros of W(x,~)(a,·) are discrete on the real axis of C with no finite
1imit-point.
Proof. Let A = ~ + iv be an eigenvalue of the problem with non-trivial eigen-
function ljJ, then from lemma 4.2 we have A f 0 and from the Dirichlet formula (2.6)
b 2 2 [1 J-[OJ b b
f {pltjJ' - r~JI + ql'jJl} ljJ ljJ 1 + f M[ljJJ;j;"
a a a
From (2.10)
b
f {;PS[tjJJ - ljJ5hJ}
a
REGULAR DIFfTRFNTUL I;Xf'RI,SS!ONS AND RJ:'LAIT.D OPER,1TORS 137
i. e. , b
im[ f S[IPJ;J;"] (4.8)
a
From (4.7) taking imaginary parts, and from (4.8)
2
-v(1jJ,1jJ)y,6 _1:11 [rl1jJ12J~ + IAI2 [pl1jJ12]~
o
and from (4.6) it now follows that v = o.
It has already been shown in lemma 3(b) that all the eigenvalues of the
problem (4.1) and (4.2) are simple.
Also from lemma 3(b) it now follows that W(x,cp)(a,·) can have only real zeros
and so is not identically zero; also that the zeros of W(x,q,)(a,·) are discrete
on the real axis of C with no finite limit point. 0
For notation let the zeros (eigenvalues) of W(x,q,)(a,·) be denoted by
[An: n EN} where the index set N is empty, or the set {l ,2,3,· .. ,p} of the first
p positive integer~, or the_set {l,2,3,····} = N of all positive integers. We
write N ~ 00, with N = 00 if N = Nand N < 00 if N is finite.
From lemma 4.4 we have A E R (n EN).
n
It will emerge from the results in sections 4.9 and 4.10, that for the gen-
eral symmetric left-definite boundary value problem (4.1) and (4.2) it is always
-
the case that N = 00.
Examples given in section 4.11 show that W(x,q,)(a,·) can be, as an integral
function on C, of order 1; thus it is not possible in general, even supposing
asymptotic analysis of solutions of (4.1) for large A could be carried out, to
deduce that N = from known results concerning integral functions of non-integral
00
(wm,wn\,l\ = O. (4.10)
Proof. As in the proof of lemma 4.4 the following identities hold {recall
An E R (n E N))
138 w.N. EVERITT
(4.11)
(4.12)
From (2.10)
b
J {;j;"nS[IVm] - IV m SIIVn]J [2ipIVm;j;"n]~
a
so that (4.12) may be rewritten as
. _ b b
(IV m,IV n )y,6 = -[lAnIVmIVn]a + An! S[IVm];j;"n' (4.13)
(4.15)
The left-hand side of (4.16) is also equal to, on using the differential equation
(4.1) ,
b
(Uo) J "¢(·,i-o) Slx\",Ho)]
a
b
- (A-o) f x(- ,Ha) $[<1>(. ,I-o)J
a
b
[(Ho) - (A-oJJ f -;p(. ,I-a) S[x(- ,Ha)J
a
- - b
+ (A-a) [2ip(-)x(·,Ha)<j>(.,>.-0)] (4.17)
a
on using the Green's formula (2.10) for S. Hence from (4.16) and (4.17)
[1 J
[ x(·,Ha ) ¢J:-a - [1 J - - b
(',\-a) - x Ha (·,A+a)<j>(·,A-o)]a
b
= 20J -;j;(',i-a) S[X(',Ho)J - 20[ip(·lx(·,A+a)-;p(.,>:-a)]~_ (4.18)
a
Now
Hence, recalling that x(b,\) and xf1](b,A) are real and independent of \,
[1] - [1] --
x(b,Ha)¢X_a(b,A-O) - xHa(b,Ho)¢(b,A-a)
[xfl](">')"¢(''\)J~ - AW'(A)
+ cot o'x(b,A)"¢(b,I) + cot Y'x(a,A),¢(a,I)
on using (4.21). From the initial conditions (3.3) this gives
[x(·,A),q.(·,I))y,6 = -xfl](a,;\.)'¢(a,A) + cot Y·x(a,>.)¢"(a,>.) - AW'(A)
4.8. Properties of ~.
There are certain properties of the resolvent function ~ which are required
in section 4.9 for the self-adjoint case, and in section 4.10 for the symmetric
non-self-adjoint case. These are given below in a number of lemmas.
-
Lemma 4.8(a). For all A EO C \ On: nEON} the following properties hold:
2 b
i.e. , Ivlh(.,A;f)1I
y,
6:: IAI suprl<p(X,A;f)I: xE[a,b]} J IS[nl.
a
From the definition (4.26) of <P we obtain, on using the continuity of ~ and x on
[a,b] x C
J5i!:lb
1<P(X,A;f) I:: Ivl J IS[f]1 (x E [a,b])
a
where Ivl appears in the denominator to take into account the simple poles of
W(·) on the real axis. Hence, for all f E H s'
y,u
111;(. ,A;f)1I
2 <5 :: K(~) {j b IS[f] 1}2 (4.32)
Y, v a
Now since p-1 , r, p' and w E L(a,b) and using the Cauchy-Schwarz inequality
b b b
J IS[ f] I < K{j If' I + J rip' I + Iwi} If I }
a a a
b b
:: Kr J If' - rf I + fa If I }
a a
b b
:: K[{j plf' - rfl2}l/2 + {j alfIZ}l/2]
a a
where a = Ip'l + Iwl + Irl E L(a,b}. This gives, on using (4.31) above,
b b b
J IS[f]I}2 :: KrJ plf' - rfl Z + J qlfl2}
a a a
:: KlIfll~,<5 (f E H
y,u
sl. (4.33)
The required result now follows from (4.32) and (4.33). o
Lemma 4.8(b). The residue of <p(x,A;f) (see lemma 4. 7(i)) at the simple pole A is
n
kn b
AnW'(A n ) ~(X,A n )[(f,~(.,A))
n y, <5 + riA npf~(·,A n PI]
a (4.34)
divided by An' From the definition of ~(~) in (4.27), the notation (4.19a), and
(4.35) it follows that ~(A n )kn = kn (n E N) so that the residue is
b
k {W' (A )}-l ¢(X,A ) J "'¢(t,A )S[f](t)dt. (4.36)
n n nan
Now from (2.10) (reca 11 An f 0) and (4.1)
a
b
J ¢'(t,An)S[f](t)dt {2 i p f¢' ( . , An ) } I~ + i f S[ ¢( . , An )]
b
b
A- l [{2iA pf¢,(·,A )JIb + J f M[¢(·,A )] (4.37)
n n n a a n
Also, as in the proof of lemma 4.4,
b
(f ,¢ ( . , A )) 6 = {i \ pf'¢ ( . ,A )} Ib + J f M[ ¢ ( . ,A )] (4.38)
n y, n n a a n
Proof. We note that the solution (ii) and (iii) of the non-homogeneous boundary
value problem in lemma 4.7 is unique; for if there were two such solutions their
difference would yield a solution to the homogeneous boundary value problem (4.1)
and (4.2); such a solution must be the null function since A ~ {An: n EN}.
Consider the left-hand side of (4.40); we have
M[ ¢ ( . ,A; f) - ¢ ( . , A' ; f)] = AS [w ( • , A; f) - ¢ ( . ,A' ; f)] + S[( A-A' ) <p (. , A' ; f)].
Thus Y = ¢(. ,A;f) - <1>(. ,A' ;f) is the solution of the non-homogeneous problem
M[V] = AS[V] + S[F]
with F (A - A' )<1>(' ,A' ;f), where V also satisfies the boundary conditions; in
REGULAR DIFFT:RHvTIA L L'XJlRYSSIONS AND Rlc'L/\ TED OJl1:'RATORS 145
view of the uniqueness result this implies that Y = ~(. ,A;F) and this gives the
resul t. o
Now let an o~erator R)..: H > H be defined by, for all
1',6 1',0
l E C \ fA: n E N}
n
(R/)(x) = ~(x,A;f) (xE[a,bJ f E H). y,iJ
(4.41 )
From the resu lts in this section we have
(i ) RA is a bounded operator on H1',0
(i i) RA f = 0 if and only if f =0 (4.42)
( iii) R - R , = (A - ),' ) R), R , .
A A l
a
f5[g1 ! b
f5(R~J + f
b
(4.45)
Proof. Follow again the method of proof of lemma 4.4, recalling that
R), f = ~(. ,A;f) satisfies the boundary conditions (4.2). 0
In general it is impossible to prove that the right-hand sides of (4.44) and
146 W,N, EVERJTT
(4.45) are equal, and it is this which prevents (iv) of (4.42a) holding in the
general symmetric case.
However it will be shown in section 4.10 that it is possible to draw some
positive conclusions in the general symmetric case from the form of the results
i n 1emma 4. 8 ( d ) .
We conclude this section with two more properties of the resolvent function
<P.
Lemma 4.8(e). If <P, as defined in (4.26), is written in the form
b
¢(x,\;f) = f K(x,t;\)S[f](t)dt (x E [a,b])
a
where
K(x,t;\) = x(x,\)¢(t,~)/W(A) (a ~ t ~ x ~ b)
= ~(A)<P(X,A)X(t,~)/W(A) (a ~ x :: t :: b)
then
K(x,t;A) = K(t,x;\) (x, t E [a,b]).
Proof. This follows on a calculation using, in particular, (2.26) and (2.28).0
Note that thi s symmetri ca 1 form of K does not, in general, carryover to <jJ
or RA; in particular it does not entail property (iv) of (4.42a) for R\.
- -
Lemma 4.8(f). The eigenvalues (An: n E N) and eigenfunctio~s (1Pn: n E N) of
(4.1) and (4.2) satisfy the integral equation, for all n E N,
b
~n(x) = An f K(x,t;O)S[~n](t)dt (x E [a,b]).
a
There are no other solutions of this integral equation.
Proof. We have, from (4.1) and (4.28),
0 . ", )] = \ n5[~ n] - AnS[1jJ n] = 0 0 n [a , b] ;
M[ ~ n - \ n¢ (. ,''t'n
the term in [ ... ] on the left-hand side satisfies the boundary conditions (4.2)
and so must be null on [a,b] since 0 is not an eigenvalue. If A and 1jJ satisfy
the integral equation then M[1jJ] = AS[1jJ] on [a,b], from (4.28), and 1jJ satisfies
the boundary conditions; if ~ is not null then A E {A : n EN}. 0
n
4.9. The self-adjoint case.
one additional condition on the left-definite boundary value problem
\~ith
the difficulties discussed toward the end of the previous section can be overcome,
in order to represent the problem by a self-adjoint operator in Hy, 6
We state
Theorem 4.9. Let the left-definite boundary value problem (4.1) and (4.2) satisfy
the basic conditions (2.1) and (2.7); let condition (3.20) or (3.21) hold;
REGULAR DIFFERENTIAL i:XJ'RJ:SSIONS AND RELATED OPERATORS 147
(i v) R~ R"A
(v) IlRAIl .::.. \v\-l where A = IJ + iv (4.47)
(2) the operators {R : IJ E R \ {,\ : nEoN} satisfy the following results
IJ n
(i) RII : Hy,u£ ~ Hy,v£ and is a bounded, compact symmetric operator on H1',6
(i i) R- l exists and is an unbounded, self-adjoint operator in H ~.
II y, v
then
1/ gil 2 I 2
(4.50b)
y,6 n=l Icnl .
Proof. See below.
Corollary 4.9(b). Let f E D(T) then
f(x) = I c </! (x) (x E [a,b]) (4.50c)
nO:l n n
where the series converges absolutely and uniformly on [a,bJ.
Proof. See below.
(1) We first prove the results stated in (4.47).
(i) Let f E H,(, 6' i.e., (f,g) y, 6 = O(g E Gy, 6) with G,(, 6 defined in (3.24);
then, with w defined in (4.26) and following the method used in the proof of
lemma 4.4, we have, on using the self-adjoint condition (4.46),
b
(w(. ,A;f),g)y,O = {iApw(' ,A;f)gl I~ + f M[w(' ,A;f)]"9
b a
= f M[1i(' ,A;f)]"9 (from (4.46»
a
b b
= A J S[<Ii(',A;f)]g + J S[f]g
a a
b b
Af w(· ,A;f)S[g] + f fS[g]
a a
o (g E G ,)
y,u
of <Ii as an integral operator, see lemma 4.8(e), and the criteria for compactness
given in Riesz and Sz.-Nagy [20, section 85J.
(in This result follows as in lemma 4.8(a)(ii).
(iii) This result (the Hilbert relation) was proved in lemma 4.8(c).
( iv) The proof of this result was essentially started in section 4.8; from
(4.44) and (4.45), with the addition now of (4.46), we have for all f, 9 E Hy,6
b
(RAf,g) 6 - (f,Rx-g ) 6 = A f {S[RAf]g - fS[L9J}
y, y,
(4.52)
a A
where we have called on (2.10) and (4.46) to remove the other terms. These
results also give
REGULAR DIH'nRl'NTL1L I'XPRf'SSIO.\!S AND Rf'LATf'D OPI:RATORS 149
b
J {R\f.S[g] - S[f]·Rx9}
a
b b
J R\f{M[R~] \S[R-9]} J {M[R\f] - AS[RAf]}R~
a \ \ a
b
J {<IJ(·,A;f)M[<IJ(·,>:;g)]- M[<IJ(·,A;f)] ~(.,>:;g)}
a
=0 (4.53 )
from (2.5) since, under (4.46),
rJ>~l](.,A;f) = <IJ[l](-,\;f)
and <IJ satisfies the boundary conditions (4.2) at the end-points a and b. Hence
b b
= i- J <HM[¢] - "\Sh]l - i J {M[¢] - AS[¢]}¢
a a
b b
= AJ ¢M[ ¢] - i J M[¢]~ + I A 12 {2i pi ¢ 12} I~ (4.56)
a a
b b
= A J ¢M[ ¢] - i J ~M [ ¢ ]. (4.57)
a a
i.e. ,
2
12vlh(·,A;f)11 < 2 I1 i1>(·,A;f)11 HII
y,6 - . y,8 y,o
and so
II ¢ (. , A; f) II ~
y,u -
< Iv 1- 1 HII
y,6
(A E C \ R; f E Hy,vs) (4.60)
and this is (4.55) again.
This completes the proof of (1) of theorem 4.9.
~2)(i) No~ let )1 E R \ {An: n EN}; then R\l is well-defined by (4.41) and
maps H s into H ~ as in (1 )(i) above; the compactness of R also follows from
y,u y, U \l
the form of the integral operator. The symmetry of R follows the same proof as
)l
in (1 )(iv); the results (4.52), (4.53) and (4.54) continue to hold when A = \l E R.
The boundedness of R then follows from the general result in [1, section 28];
\l
however there is no estimate for the norm of R since (l)(v) is no longer valid
\l
when A = )l is real.
(ii) The inverse R- l exists as in (l)(ii) and is a self-adjoint operator in
\l
Hy ,6 from the resul! in [1, section 46, theorem 3J; the dom~in
D(R-l) = {R f: f E H } and this is strictly contained in H and so, since R- l
)l )l y,6 -1 y,6 )l
is closed, a contradiction would result if also R)l is bounded.
The definition of the self-adjoint operator T by (4.48) is taken from the
result given in [1, section 75, footnote to page 251]. In view of the properties
of R given above, and from the Hilbert relation (4.40), it may be shown that,
\l
where E is the identity operator,
REGULAR DIFFERENTIAL jCXPRESSIONS AND RELATED OPER.rrORS 151
(T - IlE)R 11 f = f (f E H)
y,o R11 (T - IlE) f = f (f E O(T)); (4.61)
1 exi s
thus (T - IlEf _ ts and is a bounded, symmet ri c op elator on Hy,o> for all
jl E R \ {\ : n E NL Hence the definition (4.48) of T extends to all
n - 1
A E C \ {\ : n E NJ and, in particular T = R- to give (4.48a). This shows that T
n 0 _
is an unboun~ed self-adjoint operator so that OtT) is_dense in HY,Q but is not the
whole space Hy,us Also the spectrum otT) -C {A n : n E N} so that T has a discrete
spectrum.
Suppose now" is an eigenvalue of T with eigenvector ~, i.e., T~ = A~; then
" is real and ~ = RoT~ = "Ro~ and so the differential expression M can be applied
to \jJ to give M[Iji] = AM[Rolji] = "S[~] on [a ,b], i.e., (4.1) is satisfied; also ~
satisfies the boundary condition (4.2) at a and b. Hence A oo" n for some n E N
and ~ = ljin'
On the other hand if "n is an eigenvalue and ~n an eigenfunction of (4.1) and
(4.2) then M[~ n] = " nn \jJ ; also M[" R ~ ] = A S[~ ]; hence M[~
non n n R ~ ] = 0 on
n -A non
[a,b] and ~ - A R \jJ satisfies the boundary conditions at a and b; since 0 is not
n non
an eigenvalue ljin - AnRo~n = 0 on [a,b] and ~n E OtT); this gives
Tljin = "nTRo\jJn = An\jJn; hence An is an eigenvalue and ljin an eigenvector of T.
- -
Since now otT) = {\ : n E N} and T is unbounded it follows that N = N = 00,
n
Taken together it is clear that these results imply that the self-adjoint
operator T represents the boundary value problem (4.1) and (4.2) in the chosen
Hilbert function space Hy,us'
This completes the proof of theorem 4.9. o
Consider now corollary 4.9(a).
Let f = 9 + h as shown, i.e., hE Gy ,/) and S[hJ = 0 on [a,bJ; then, as in the
proof of lemma 4.4, for all n E N,
b b
(h,lji)
n y,
,,= af Mh]h
n "nfa n
~ S[ h] O.
The Parseval identity (4.50b) holds as a special case of the spectral repre-
sentation theorem for self-adjoint operators with discrete spectrum. However it
is important to note, for use in the next section, that (4.50b) may also be proved
using the classical methods of Titchmarsh [22, section 2.l2J. Define the analytic
function 1Ji by
1Ji(,,) = (1)(·,,,;f),f) y,us n
(\ E C \
n E N}' f E H )
y,o
{A : (4.62)
then 'Ji is a meromorphic function on C with simple poles at{" : n EN}; the residue
n
of 1Ji at An is given by, see (4.39), -lcnl2 (n E N) where c n = (f,IV)
n y,
6(n EN).
From the Hilbert relation (iii) of (4.47), with \' = 0 and f = Tg for g E OtT),
<Jl(x,A;Tg) - 1>(x,O;Tg) = H(X,\;1>(' ,0;Tg));
152 W.N. EVERITT
i.e., for 9 E O(T), for all x E [a,b], and for all )., E C\ R
l
<I>(X,A;g) = A- {-g(x) + <IJ(x,A;Tg)}. (4.63)
The proof of (4.50b) now follows identically the argument in Titchmarsh [22,
section 2.12) where (4.63) replaces [22, lemma 2.9) and (4.47) replaces [22, lemma
2.8]; this proves (4.50b) on the domain OtT) and the extension to D(T) = Hy,Q
follows the argument in [22, section 1.13]. o
We note that the Parseval identity (4.50b) implies that
00
g = I c >jJ (g E H
y,u
s) (4.64)
n=l n n
with convergence in the norm of Hy,us Also, since Hy,u"has infinite dimension it
again follows that N = N = 00.
where cp(. ,0) is the solution of (4.1), with A = 0, defined by the initial condi-
tions (3.3).
Similarly let Xo: [a,bJ + D(M) be defined as the unique solution of
From (4.26)
b_
l
~(a,O;f) (W(O)J- jl(D)¢(a,D) f X (t,O)S[fJ(t)dt.
a
Now
154 W.N. EVERITT
b b
J X(t,O)S[fJ(t)dt = J f(t) 5[X(t,0)J dt (since f(a) = f(b) = 0)
a a
b
J f(t) M[xoJ(t) dt. (from (4.73))
a
Also
O=(f,x)
o y,o"
b
J f(t) M[xoJ(t)dt (4.78)
a
again using f(a) fib) 0; the required result now follows at a. Similarly at
b.
-
Secondly we prove that <p(. ,O;f) E Hy,u,; for let g E Gy,6 , then from (4.77)
b
(<p(. ,O;f) ,g)
y,u
, J M[<P(· ,O;f)] 9 (4.79)
a
b
J S[f] 9
a
b
= f f 5[gJ (since f(a) = fib) = 0)
a
=0 (since g E G
y,o
,).
Lemma 4.l0(b). Let the function <P and sub-space oH'I, 6 be defined as in (4.26) and
(4.70) respectively; then for all A E C \ R
h(· ,A;f)11 < Ivl-llltil (f E H ). (4.80)
y,6 - y,o o y,6
Proof. This result is of the same form as (1 ltv) of theorem 4.9; note however
that, in the symmetric case, (4.80) holds only, in general, on oH 0 as opposed,
- 'I,
in the self-adjoint, to (4.47)(v) holding on all of H o.
y,
It is not possible to prove (4.80) by the operator-theoretic proof as used
in establishing (4.54a) in the self-adjoint case, since <P no longer satisfies all
the properties requi red of the resol vent operator {R A }. However the proof of the
inequality (4.55) holds good for the symmetric case on o Hy, 0; for if f E oH y, 0 it
may be seen that (4.56), (4.58) and (4.59) continue to hold good; the proof of
(4.60) then follows with Hy •o replaced by oHy,o and this yields (4.80). 0
However, it is important to note, and the difference here between the self-
adjoint case and the general sym~etric case is significant at this stage, that Ro
is not a symmetric
~
operator in 0 Hy,u,8 {¢ 0 ,x 0 } since it maps this space into the
larger space oH y,(\
It is now possible to define the operator Q by
O(Q) f E O(Ron
and Qf (f E O(Q)); (4.82)
-
then Q: O(Q) C H \
- 0 '1,'
onto H
0 y,u
k e {q, ,x }.
0 0
It wi 11 appear in the next section devoted to examples that D(Q) mayor may
not be dense in oHy,o however since the mapping by Q is onto it follows from
(4.75) that
dim(D(Q)) 00. (4.83)
Lemma 4.10(c). Let f E O(Q); then
(i) for all A E C \ R
- l !If II
II <I> ( . , A; f) II
y, c5 -< Ivl y,o
- l
'(,6 - Ivl
II <I> ( . , A; Qf ) II < II QfII (4.84)
y, I)
l
<I>(x,A;f) = A- {-f(x) + ¢(x,A;Qf)} (x E [a,b]) (4.85)
(ii) the residue of <I>(x,· ;f) at the simple pole An is given by
(x E [a,b]). (4.86)
Proof. (i) The two results in (4.84) both follow from lemma 4.1o(b) since both
-
f and Qf are in H k·
o Y.u
The result (4.85) follows from the Hilbert relation (4.40) with A' 0, f
replaced by Qf and the properties given above of the operator Q.
(ii) This follows from the results (4.34) and (4.39); note that the inte-
grated term in (4.34) vanishes since f(a) = f(b) = 0 with f E 0(0). 0
(f E 0(0)), (4.88)
quence the integral function W(x,¢)(a,') has an infinite number of zeros (all
real and simple).
Proof. See below.
Corollary 4.10(b). Let all the conditions of theorem 4.10 hold; let f E 0(0):
then 00
Proof of corollary 4.10(bJ. This follows from a'l appropriate appl ication of the
method used in [22, section 2.13J. 0
Remarks. (i) It is to be noted that theorem 4.10 has nothing to say concerning
the projection of the eigenfunctions
_ {1jJ n: n E N} into the sub-space Hy,u,B Oy,u
H ,.
end this because 0(0) -c 0 Hy,u,i unlike the self-adjoint case, see corollary 4.9a,
it may happen in the symmetric case that (h,1jJ) n y,u, f 0 for h E Hy,u,8 0 H
y,u,or
even h E Gy,o
(ii) Even if 0(0) = oHy,o no information can be drawn from theorem 4.10
concerning the completeness of the eigenfunctions {1jJn: n E N} in the space Hy,o;
the only examples available, see section 4.11, either give {1jJn} complete in Hy,o
REGULAR DIl-'l+RENTI.'l L L'(PRESSIONS AND RELATED OPERATORS 157
and
-
H = {fEH 1
- If(211) = OJ;
I
o 0, ~iT 0,'211
also 211
(f,g)o , "11
2
= J
0
f' go.
Here
cp(x,A) - e -iAx
and
W(X,CP)(O,A) = t (1 + e
iA211
)
which again is an integral function of order 1. The eigenvalues are given
explicitly by An = n + ~ (n = O,~l ,~2,···) which are strictly countable in number,
see corollary 4.10(a); note again, see lemma 4.2, that 0 is not an eigenvalue.
The normalized eigenfunctions are given by
(x E [0,211]).
A straightforward argument shows that the set {~n} is complete not only in
-
H but al so in the whole space H 1 = H"
o O,~TI O,YzTI O,~TI
RDCL'LAR DIFFliRliNTIAL LX1'RESSIONS AND Rf:L41'liD OPERATORS 159
We have also
x 2TI
(Rof)(x) = ~(x,O;f) f tf' (t)dt + ix
f' (t)dt f
(x E [0,2 TI ]).
o x
Since y = 0 we have already ~(O,O;f) o and this follows directly from
above; thus the reduction (f,x) I = o is automatically satisfied. However the
o 0, ~2TI 2
reduction (f,~) I = 0 is necessary; it may be seen that ~ (x) = x /(2i)
o 0 ,'2TI o
(x E [0,2TI]) and so
2TI 2TI
(f, ~o)o , l<2TI = f tf' (t)dt if f(t)dt;
o o
thus
OHO,'iTI 8 {<Po} = {f E AC[0,2 1T ] I f(O) = f(2 1T ) = 0, f' E L2(0, 21T )
21T
and f f(t)dt = OJ.
o
and 2TI
(f,g )]2 TT ,~TI f f' 9'
0
with null element the class (l l·
2 x 2 b 2
h(x) = ~i f t g(t)dt (x E [a,b]) with f t g(t)dt o. (4.90)
a a
2
Since h' E L (a,b) this implies
gr=L
2 (a,b). (4.91 )
b
For f h(t}dt = 0 to be satisfied we have
a
b 2 x 2 b3 b 2 b x5
o=f x {f t g(t)dt}dx = :3 f x g(x)dx - f :3 g(x)dx 0
a a a a
i.e., from (4.90)
(4.92 )
D(Q) H 8 {f} C H £
oy,6 Oy,u
where {f} is the one-dimensional sub-space spanned by f of (4.95).
This completes the examples.
5. THE RIGHT-DEFINITE CASE
This section is devoted to stating the results for the right-definite case
corresponding to those given in section 4 for the left-definite case. The
detailed proofs for the results in this section follow closely those given in
section 4, so that only appropriate reference is made to the relevant theorems
and corollaries; the details are omitted.
5.1. The right-definite boundary val ue problem.
For convenience the symmetric boundary value problem is restated; the differ-
ential equation is
M[y] = AWy on [a,b] (5.1)
or, equivalently,
- (p(y' - ry))' - rp(y' - ry) + qy = AWY on [a ,b] (5.1 a)
with boundary conditions, where y, 6 E rL- 2 1 11, l]
211 ,
5.4. Eigenva1ues.
Lemma 4.4 holds for the right-definite case; the corresponding proof is de-
pendent upon the Green's formula (2.5) for the differential expression M.
5.5. Orthogonal ity of the eigenfunctions.
Lemma 4.5 extends with the inner-product replaced by (. " )w; the result
(4.14) is replaced by
(m, n E N). (5.3)
5.6. W has simple zeros.
Lemma 4.6 extends to the right-definite case with (4.15) replaced by
(A E C) (5.4)
and all boundary conditions (5.2); the method of proof starts with (4.16) but
recall that p is null on [a,b] in the right-definite case. As before this result
implies that the zeros of Ware all simple (and real).
5.7. The reso1vent function <P.
The definition (4.26), with 1>: [a,b] x C x Lw2 • C, holds for the right-
definite case with
b
jJ(A) = exp[- J {r - rJ] (A E C) (5.5)
a
(i.e., jJ is independent of ,\) and
S[ f] wf (f E L2). (5.6)
w
Note that wf E L(a,b) since
b b b
{j 1wf 1}2 ~ J w J w1f 12 < 00
a a a
from (3.14) and f E L2.
w
Lemma 4.7 continues to hold in the right-definite case with H replaced by
'(,6
5.8. Properties of ¢.
(x E [a,b]) (5.7)
164 W.N. EVHRITT
so that every right-definite problem (5.1) and (5.2), under the conditions stated,
has an infinity of eigenvalues (all real and simple) and the entire (integral)
function W(·) has an infinity of zeros (all real and simple).
2. The definition of the self-adjoint operator T gives an operator which
coincides with the operator in L2 (a,b) generated by the expression w-1M, in the
w
case when w satisfies the additional condition w(x) > 0 (almost all x EO [a,b]);
see again the remark at the end of section 3(d). The identification of the oper-
ators in the two definitions is given by showing, with w > 0 on [a,b], that {R }
-1
A
is the resolvent family of the operator generated by w M.
Proof. The proof of theorem 5.9 follows the same 1 ines as for the proof of
theorem 4.9; the details are omitted. 0
References
[lJ Akhiezer, N. I. and Glazman, I. M. Theory of linear operators in Hilbert
space: Volume 1 (Pitman; London and Scottish Academic Press; Edinburgh, 1981;
translated from the third Russian edition).
[2J Atkinson, F. V., Everitt, W. N. and Ong, K. S., On the m-coefficient of Weyl
for a differential equation with an indefinite weight function, Proc. London
Math. Soc. (3) 29(1974), 368-384.
[3] Coddington, E. A. and Levinson, N., Theory of ordinary differential equations
(McGraw-Hill; New York, 1955).
[4] Coddington, E. A. and deSnoo, H. S., Regular boundary value problems associ-
ated with pairs of ordinary differential operators, Proceedings of Equadiff
78 (International Conference on Ordinary Differential Equations and Func-
tional Equations, Florence, Italy 1978).
[5] Coddington, E. A. and deSnoo, H. S., Differential subspaces associated with
pairs of ordinary differential expressions, J. of Diff. Equations 35 (1980),
129-182.
[6J Daho, K. and Langer, H., Some remarks on a paper by W. N. Everitt, Proc.
Royal Soc. of Edinburgh (A) 78 (1977), 71-79.
[7] Daho, K. and Langer, H., Sturm-Liouville operators with an indefinite weight
function, Proc. Royal Soc. of Edinburgh 78(1977), l61-19l.
[8] Dunford, N. and Schwartz, J. T., Linear operators: Part II (Interscience; New
York, 1966).
[9J Eastham, M. S. P., Theory of ordinary differential equations (Van Nostrand
Reinhold; London, 1970).
[lOJ Everitt, W. N., Some remarks on a differential expression with an indefinite
weight function, Mathematical Studies 13 (1974), 13-28 (North Holland;
Amsterdam, 1974; edited by E. M. de Jaeger).
[11J Everitt, W. N., An integral inequality associated with an application to
ordinary differential operators, Proc. Royal Soc. Edinburgh (A) 80 (1978),
35-44.
[12J Everitt, W. N., On the transformation theory of ordinary second-order linear
symmetric differential equations, Report DE 81: 1, Department of Nathematics,
University of Dundee.
[13] Everitt, W. N. and Race, David, On necessary and sufficient conditions for
the existence of Caratheodory solutions of ordinary differential equations,
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[14J Everitt, W. N. and Zettl, Anton, Generalized symmetric ordinary differential
expressions I: the general theory. Nieuw Archief voor Wiskunde (3) XXVII
(1979),363-397.
[15J Kamke, E., Differentialgleichungen: Losungsmethoden und Losungen (Chelsea;
New York, 1971; reprinted from the third edition, Leipzig, 1944).
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1968) .
REGULAR DIFFERENTiAL EXPRnSS]ONS AND RFL1TrD OPERATORS 167
[17J Niessen, H. D. and Schneider, A., Spectral theory for left-definite systems
of differential equations: I and II, Mathematical Studies 13 (1974), 29-44
and 45-56 (North Holland; Amsterdam, 1974; edited by E. [q. de Jaeger).
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INTRODUCTION
We consider the simultaneous two-parameter systems
(p] ( x] )y; ) + (A] A] (x] ) - A2 B] (x] ) - q] (x 1 ) ) y]
I 0, 0 <; x] <; 1, I = d/dx , (1 )
y](O)=y](l)=O, (2)
and
(p2(x2)y~)'+(-A] A2 (x 2 )+12 B2(X2)-q2(X 2 ))Y2=0, 0<;x 2 <;1, I =d/dx ,(3)
Y2(0) =y (1) =0, (4)
where the ~i' qi' Ai' and Bi are real-valued, sufficiently smooth functions with
Pi> 0, qi - O.
Writing \ for (A] '\2)' we call A* an eigenval ue of the system (1-4) if for
A= \*, (2r-l) has a non-trivial solution, say Yr(xr ,\*), satisfying (2r) for
r = 1,2. The product ydx] ,\*) Y2 (X2 ,\*) is called an eigenfunction of (1-4)
corresponding to A* . Then under the assumption that II = A] B. - A2B] * 0 in 12
(the product of the intervals 0 <; xr <; 1, r = 1,2), Faierman t1978) has establish-
ed a sufficient condition for a function defined on I2 to be expanded here in a
uniformly convergent series involving the eigenfunctions of the system (1-4).
However, it is as pointed out by Atkinson (in a private communication) that in
many practical applications the hypothesis II + 0 in 12 may fail to hold, and
hence in this work we shall be concerned with the eigenfunction expansion associat-
ed with the system (1-4) under the hypotheses that: (i) II assumes both positive
and negative values in 12 ,and (ii) there exist real numbers T] ,T 2 such that
I] Ai + T2 Bi > 0 in 0 <; xi <; 1 for i = 1,2. On account of (ii), we may
henceforth suppose that Ai > 0 in 0 <; xi <; 1 for i = 1,2.
Writing x for (x] ,x 2) and denoting by ¢r(xr ,A) the solution of (2r-l) satis-
fying q,dO,A) = 0, Pr(O)¢!-(O,A) = 1, r = 1,2, let 1jJ*(x,\) = 'h(x] ,A)q,2(X2 ,A).
Let (l denote the interior of 12 . Then our first result asserts that
THEOREM 1. The totality of the eigenvalues of the system (1-4) forms a countably
infinite subset of E2 having no finite points of accumulation. Moreover, if
At and \" are any two distinct eigenvalues of (1-4), then
J(l lI(X) 1jJ*(x,At)1jJ*(x,\~)dx = 0 and J(l lI(x)(1jJ*(x,\t))2dx , 0
Next let {An}, n ~ 1, denote an arbitrary, but fixed enumeration of the eigen-
va7ues of (7-4). For nzl, let
169
170 M. FAIERMAN
1
~n(x) = ~*(x,An)/lf0 6(x)(~*(x,An))2dxI2 ,
and for f, g ( L2 (0), let
(f,g)ll = I0 6fg dx.
Then we observe from theorem 1 that (~m '~n)ll 0 if m * n, while
(~n , ~n) 6 = P n = * 1.
The following theorem contains the main result of this work. In this theorem
Xl = (xix E 12 ,6(X) = O}. We shall also say that a series of functions all
defined on a given set X converges regularly on X if the series of absolute
values of these functions converges uniformly on X .
THEOREM 2. Let f(x) be a function of class C4 on 12 which vanishes in a
relatively open subset of 12 containing X" Let f(x) and its. partial deriva-
tives up to and including the second order vanish on f= 12 - Q. Then
f(x) = I Pn(f'~n)ll ~n(X) + h(x) for x ( 12,
no> 1
where the series converges regularly, nnd hence uniformly, on 12 ' and h(x)
denotes a continuous function on 12 satisfying ll(X) h(x) = 0 for x c 12 .
Finally, if Xl is a set of measure zero, then h(x):= 0 and the above series
converges uniformly to f(x) on 12
PRELIMINARIES
Associated with the system (1-4) is the boundary value problem
Lu - A6(X)U = 0 for x E 0, u(x) = 0 for x E r, (5 )
where L denotes the elliptic operator
2
-[ I Dr ar(x)D r - q(x)J,
r=l
D = a/ax , a l = Pl A2 ' a 2 = P2 A, , and q = q] A2 + q2 A]. In order to deal
w~th (5) ~e firstly fix our attention upon the boundary value problem
Lu = f for x E 0, u(x) = 0 for x. r, (6)
for f E L2 (Q). To deal with this problem we introduce the space V which is the
completion of C~(0) with respect to the norm U Ul 0 ,where we refer to Agmon
(1965) for terminology. It is clear that V is a dosed subspace of H, (,,) and
that an element u in Hl (0) belongs to V if and only if the trace of u on
f is zero. On V we define the form
2
B(v,u) = I
(Drv, arDru)+(v,qu),
r=l
where (,) and U U, without subscripts, denote the inner product and norm, res-
pectively, in L2(1l). It is clear that B(u.u);> 0, IB(v,u) I <: kUvU] 0UuU 1 Q for
some constant k, and that B(v,u) is coercive on V. We also assert th~t
B(v,u) is strictly coercive on V; i.e. B(u,u) ;> k UuU~ Il for some positive
constant k. To see this, we argue as in Mizohata (1973) and Faierman (1978) to
show that B(u,u) = °
implies u = O. Hence if A is the selfadjoint operator
associated with B, then A;> 0 and the nullity of A is zero. Thus for A > 0,
A + AI is certainly Fredholm and has index zero, while a simple argument shows
that -AI is relatively compact with respect to A + AI. It now follows that zero
is in the resolvent set of A, so that B(u,u);> kUull z for u E D(A) = domain of
A, and hence for u E V, since D(A) is a core of B (here k denotes a positive
constant). The assertion now follows from this result and the fact that
B(u,u) ;> k][UD l uI1 2 + UD 2uU 2] for some positve constant kl .
We next consider the generalized boundary value problem: given f E L2 (0), find
a u c V such that
AN liIGFNFUNC110N EXPANSION 171
also easy to show that ¢(x) W*(X,A t ) E D(A) and A¢ = A~ Q¢. Thus A! is a
Q-eigenvalue of A and so it is real and * O. Hence the eigenvalues of (1-4)
are all real. Also, since ¢ = A! K¢ , it follows that (A!)-l(Q¢,¢) > O. This
completes the proof of theorem 1, and moreover, we have also shown that each eigen-
function of (1-4) is a characteristic function of K corresponding to some charac-
teristic value. On the other hand, we may employ the arguments of Hilbert (1953)
to show that the characteristic functions of K may be chosen so that the sequence
{un}' n ~ 1, is but a rearrangement of the sequence of eigenfunctions of the
system (1-4), {wn}, n 2 1.
We next assert that
I u~(X)/lllnI3 -:; C for (8)
n21
where C denotes a constant independent of x. To prove this assertion, we
argue as in Faierman (1978), making use of the facts that: (i) ~~ TS un = un for
n 2 1 and (ii) shs~ is a compact positive operator with characteristic values
{~~}, n ~ 1, and corresponding to this seqyen~e of characteristic values is the
sequence of characteristic functions {1~nIZ Szu n}, n ~ 1, which forms an ortho-
normal sequence in L2 ((J) .
Turning to the proof of theorem 2, it is clear that f, as defined in the theorem,
is in D(A). Next let gl (x~ (6(X))-1(Lf)(x) for x E I2 - Xl ,gl (x) = 0 for
x E Xl' Then clearly gl E C in I~ and vanishes on r, and hence it follows
that g] E D(A). Moreover, if g(X)=\6(X))-1(Lg])(x) for x E I -Xl ,g(x) = 0
for x E Xl ' then it is clear that ~ is continuous in I, . T~us in L2 ((J),
Af = Qgl ' Ag] = Qg, and hence f = K g, from which it follows that
f = L sgn ~n(Qf,un)un + h , (9)
n?l
where Qh = 0 (Zaanen (1953)). On the other hand it is easy to see that for each
n ,
1 1 1 3
sgn ~n(Qf,un)un(x) = (SZg, l~nl2 S2 un)un(x)/I~nlz for x E 12 '
and hence it foIlow~ from (8) and the above remarks concerning the characteristic
functions of S2 TS2 , that the series in (9) converges regularly on I2 . The
assertions of theorem 2 follows from this and the preceding results.
REFERENCES
[lJ Agmon, S., Lectures on Elliptic Boundary Value Problems (Van Nostrand, New York,
1965) .
[2J Faierman, M., Eigenfunction expansions associated with a two-parameter system
of differential equations, Proc. Roy. Soc. Edinburgh 81A (1978) 79-93.
[3J Faierman, t~., An oscillation theorem for a two-parameter system of differential
equations, Quaestiones Math. 3 (1979) 313-321.
[4J Hilbert, D., GrundzUge einer Allgemeiner Theorie der Linaeren Integralgleichun-
gen (Chelsea, New York, 1953).
[5J t1izohata, S., The Theory of Partial Differential Equations (University Press,
Cambri dge, 1973).
[6J Zaanen, A.C., Linear Analysis (North-Holand, Amsterdam, 1953).
Spectral Theory of Differential Operators
I.W. Knowles and R. T. Lewis leds.)
© North-Holland Publishing Company, 1981
..
DISTRIBUTION OF THE EIGENVALUES OF OPERATORS OF SCHRODINGER TYPE
J. Fleckinger
U. E. R. Maths. Univ. P. Sabatier 31062 TOULOUSE - FRANCE
(0) S -r +00
where
Its {xEltjq(x)<s)
lJ(x) = (2rrr n meas{t;E IR"jA'(x,s) < n
A'(x,!;) is the symbol of the leading part ofA.
For example we obtain the asymptotic distribution of the eigenvalues of:
173
174 ]. FLFCKINGER
In [ZJ we obtain (0) when [J is an unbounded domain in lRn, and A has bounded
coefficients.
To prove this result, we use the "max-min" principle [1] and some conse-
quences: partition of the domain; comparison of A with a homogeneous operator
with constant coefficients.
II - HYPOTHESES AND RESULTS
Let m be a positive integer and Q be an unbounded domain in lRn.
(1) Let p and q be two continuous functions defined on Q, real-valued bounded
below by 1, which can tend to +00 at infinity; we suppose that:
p-Zm(x) q(x) ~ +00 when Ixl ~ +00.
Let us denote by V~(Q) the completion of C~(Q) with respect to the norm
II I q, Q where:
I uI Q = {J [ I p Ia I (x) Ioau (x) 12 + q (x) Iu (x) IZJ dx} liZ
q, Q labn
a = (al,···,a n ) E INn and Oa is a derivative of order lal = a l + ... + an.
V~(Q) is a Hilbert space and it is simple to verify that:
I si.::m
for (u,v) E VO((l) x VO([J).
q q
(3) We suppose that: a = -a- E CO(i'l) and that:
as Sa
2
Let us denote by AO the positive selfadjoint operator, unbounded in L (n),
q
associated by the Lax-Milgram theorem, to the variational problem
(V~([J), L2([J), aq).
DISTRIHUTION OF UGh",!' lLUES OF SCHROEDINGJ:R OPhRATORS 175
\I EEl 0, E [, \Is > s· \Ill .':. lls = ",sup (p(x) q-l/2m(x)) 1/2
o -
{XEQ/ q ( x ) > S }
\I(x,y) E Qx n q(x) < s, q(y) < s, Ix-yl < In Tl =>
a (u , u1 .:: y 2 f
L pex (x) 1Oexu (x) 12 dx.
w lal~m
(6) For any positive number s, ns = {XE$,/q(X) < s} is a Lebesque measurable
set and
where
ens] = f p-n/2 (xl dx.
liS
n
(7) We consider a partition of R into non overlapping cubes (Q~l~EZn with side
11 and centers xI:; and we suppose that
L 0 (n 2/p )n/2
I:;EI \1 1;
--->- 0 \Is > s"
11 -+ 0
176 ]. HECKfNGER
Remarks: When Aq = -A + q and n = JRn, we find again the usual formula. When
n is bounded, q(x) is bounded, and Qs = n for s big enough; we obtain again the
well known formula for elliptic operators on bounded domains (with suitable
hypothesis) [1,4]:
(8) N(s,Ao,n) ~ N(s,Ao,n) ~ sn/2m f )l(x) dx s + +00.
q Q
(9)
where 9j is the set of all j dimensional linear subs paces of H. Let us denote
as above:
N(s,V,a) = card{j E ~ / Sj ~ s}, the number of eigenvalues of A less than s.
We deduce from (9) the following results:
E~QEQ~!I!Q~_~: Let (V,H,a) and (V,H,b) be two variational problems such that:
3E > 0, 3c > 0, Ifu E V Ia ( u , u) - b (u , u) I ~ Ea (u , u) + q uII ~
then:
DISTRIlJUTION OF EIGENV IILt'ES OF SCHROEDINGfiR OPERATORS 177
lat=m r;2a
(10) a (u,v)
I;
= f
Q
1
\aS <m
<m
aaB(X~) Oau(x) OSv(x) dx ;
I;
we denote by A~ the leading part of AI; associated with the form a~. We have the
following results:
~~gEg~!I!g~_~: There exist two positive numbers 60 and Y4 such that:
178 ]. FLECKINGER
'tI Ii .:: Ii 0' 'tI s .:: S", 'tI ~ E I, 'tI n .2 11S' ::'IT t; = <5 1- 2m + <5 -
1 (p 1;/ 11 2) m- 1 :
N((1-o)s-Y4'~' A~i, 0sh N(s, A~, Ot;) .2 N((1+0)s+Y4 't;' A~i, 01;)'
P~QPQ~EIQ~_§: There exi s ts Y5 > 0 such that: 'tis.:: s", 'tIr; E I, 'tin .2 11S:
1
because 'tIw c {x/q(x) > s}, N(s, Aq,w) = O.
We take n small enough so that, by (4), on each cube 01;:
(14) laq(u,u) - (a 1; + q1; )(u,u) 1 -< €a q (u,u).
We use propositions 3 and 6 and (11), (1) and (14):
DISTRIRUTION OF GGbV! '.4 U TS Of' SCHROEDINGER Orr;RATORS 179
S. A. Fulling
Mathematics Depart:rrent
Texas A&M Universi ty .j-
College Station, Texas
U.S.A.
and
Institute for Theoretical Physics
University of California
Santa Barbara, california
U.S.A.
It is well known that the various integral kernels, or Green functions, associated
with a self-adjoint differential operator have asymptotic expansions at short
distances, in which the coefficients are geometrical invariants constructed in a
local manner from the coefficient functions of the operator [18,10,17,19,20,9,13].
When the spectrum is discrete, by integrating certain of these quantities over
the domain or its boundary, one obtains infoi:nation about the asymptotic distribu-
tion of the eigenvalues [7,2] and about the global structure of the domain region
or manifold itself [26,23]. But the local quanti ties thernselves do not depend on
whether the spectrum is discrete or the dornain compact. Also, the local objects
obviously contain more detailed spectral information than their integrals do.
The expansion coefficients for various kernels are related to each other in sim-
ple ways, and all of them must stem ultimately from a local asymptotic represen-
tation of the spectral projections of the operator [19,20,9].
So far I am prepared to speak only about the relatively trivial case of a single
independent variable, but I can handle any nurrl:>er of dependent variables. So,
let M be one of the four possible one-dimensional manifolds (the circle, the
interval, the half line, and the whole real line) , and consider functions on M
whose values are vectors with r complex components:
a = I, . ", r.
-j- Permanent address
181
182 STEPHEN FULLING
where vex) is an Hermitian rratrix. (A much larger class of operators can be put
into this norrral form by change of variables [15,16]. In the case of the circle,
one point may have to be left out.) Impose boundary conditions sufficient to
make K self-adjoint. (The circle is treated as an interval with boundary condi-
tions relating the two ends.) For simplicity, assurre that K is positive definite
and V is sm:::>Oth.
In one dimension the spectral theorem for K is expressed very explicitly by the
Titchmarsh-Kodaira eigenfunction expansion theory [28,21,22,27]. For simplicity
I review this for scalar functions only, but the formulas apply to the vector case
when the symbols are reinterpreted as vectors and matrices. Choose a point
x € M. The eigenfunctions ljJ,j (A € *,
j = 0 or 1) are the classical solutions of
4e differential equation Kl~Aj = AljJ Aj with initial data
In general they will not be square-integrable nor satisfy the boundary conditions.
There is an analogue of the Fourier transform:
f(x) fa 1
L:
j ,k=O
'k
ljJA' (x) dj)J (A;X O) fk(A)
J
jk
where the fl are certain Stieltjes measures with support in the spectrum of K.
The functional calculus is
from which it follows that the integral kernel of the spectral projection EA is
On the diagonal, this and its derivatives reduce to the spectral measures:
Notice that this forrralism is tailor-made for studying the behavior of things at
xo, even when the spectrum is discrete so that, traditionally, norrralized eigen-
functions would be used instead.
The derivatives of H have not often been studied, but they are needed to obtain
the complete local spectral inforrration about K. In fact, on higher-dimensional
LOCAL ASYMPTOnCS or C()NTTNUUM EIGENFUNC'I10N LXPANSIONS 183
manifolds we will need derivatives of arbitrarily high order (121. Here we need
only those of orders 0 and 1 in each variable.
d d R(t x
x y , 0'
x)
0
'c (4rr)-l/2 'z
v=O
Ell (x ) t v -(3/ 2 ) .
v 0
Each E~ 1 (x o) is a polynomial in V(x o ) , V' (x o)' V" (x o )' ••• , in each term of which:
the sum of the orders of the derivatives, plus twice the nurrber of factors, equals
2v. In other words, V and E-(, 1 can be regarded as having the dimensi0r:is of
[lengthr 2 and [length1- 2v , respectively. (Remember that V, H, and
be r x r matrices.)
can all Et
These asymptotic series for the heat kernel at small t are related to the asymp-
totic behavior of the spectral measures at large A, but in a subtle way. It is
easy to see that if there exists an expansion
dllll(A;X )
o
"u l l: pll(XC) ,}-2v dw ,
IT v=O V '
(by Karamata's Tauberian theorem [71 - see also [201); but the error term here
can be a zigzag function Ivith jumps as large as u/ for arbitrarily large w, so
there is no "next term" in an expansion of Illl in pc:wers of w.
Nevertheless, series like this have been given precise mathematical significance
in terms of various averaging procedures [3,1,91, of which perhaps the best is to
relate them to genuinely asymptotic approximations to the iterated indefinite
integrals, or equivalently the Riesz means, of the quantities being expanded
[24,19,201. But the real, practical significance of these series is that, as I
mentioned at the beginning, there is a whole family of quantities whose singular
behavior in some lifnit is dictated by them. This includes, besides the heat
kernel, the kernel of (K - z) -1, the zeta function (kernel of K""""S), the kernel of
exp(- tKl/2 ) (which solves the Dirichlet problem in a half-cylinder with o~
domain space as base), and the kernels of ~1/2 sin (tK l/2 ) and K-1/2 cos(tK 12) •
These last two are elementary solutions of the wave equation - d~ u = Ku, and are
very :important in quantum field theory: The first is the well-known corrmutator
function used to solve the cauchy problem, and the second is the synrnetrized
vacuum two-point function, G(l) (t,x o ,y) , which is central to the calculation of
physical quantities such as energy density for a quantum field subject to external
potentials. In those calculations, those terms of various derivatives of G(l)
184 STEPHEN FULLING
I shall now show how this effective, or Ill2an-asymptotic, expansion of dpoo (for
instance) can be obtained directly from a study of the eigenfunctions of K at
large :\. Since we know (from theorems about the heat kernel, for example) tJ:1at
the series gepends on V only locally, it suffices to consider any potenti~l V, on
a manifold M, which coincides \'lith V on ~ neighborhood of Xo where M and M can be
locally identified. I choose M = *- and V £ ex', and henceforth drop the tildes.
Now we have a routine quanttm1 scattering prob:iem. Introduce eigenfunctions ¢w
normalized by their behavior at infinity, so that
~
1 [¢ (x)@¢(y)+¢(x)0¢(YJ]dw
---
-2
T[ w ID -(e -w
'k
ciliA (x,y) L WAj (x) dpJ (A;X O) wAk(y) (A =: w 2 > 0).
j,k
Restrict attention for a moIll2nt to the scalar case. A basis of solutions of
- W" + Vw = (jJ2 Wcan be approximated this way:
w(x) = [L
V=O
Vo 2
p- v Y2)x)]-
1/2
exp[ip tXo Vo
L
v=o
p
-2v
Y )x') dx']
2
+ O(w- 2Vo - l ) , p = ± w •
The Y's are found by solving a recursion relation, and the first few are
Yo = 1 , Y2 =- ! V , Y4 = %(V" - V
2
) •
They are tabulated [5] up to Y20 - - which has 137 terms. This form of the WKB
approximation has been developed especially by Froman [11]. Its crucial feature
is that the amplitude of the approxination is purely local; integrals over x
appear only in the phase. (This is rather surprising: It says that the relation
between global orthonormalization of eigenfunctions and the values of the func-
tions at X o is asymptotically determined by the potential and its derivatives at
Xo alone.) From these equations it easily follows that
00 1 00 -2v
dp (:\,x o) 'V TI L P
v
(x o) w dw,
v
a series dbtained by formally taking the reciprocal of the series LY2vW-2V ; in
°
other words, the spectral density dp 0/dw for this problem is asymptotically equal
to the square of the WKB amplitude function. The other densities are related
similarly to the derivative of the WKB expression.
I have worked out the analogous local WKB expansion for the vector case. The
basic ansatz is that the eigenfunctions in the basis satisfy
where N -s
W' (x) = ip Np (x) W(x) , 'V LpNs
P s=O
Then one shows that
W(X) 'V A(x) v(x) , Ilvil = 1
where A or any power of A has a local expansion coming from
A(x)-2 'V L w- 2V Y
2v
=~ <N + N*> ,
v
LOCAL ASYMPTOTICS OF CONTINUUM EIGENFUNCTION EXPANSIONS 185
Note that in this scattering problem on M = f the series are truly asymptotic.
For an operator locally equivalent to the scattering operator, but on one of the
other manifolds, or with an unbounded potential, the series will have the weaker
significance I described earlier. That is, the remainders are not small compared
to the terms in the series, and they depend on nonlocal information such as how
far Xo is from the boundary. However, this nonlocal contribution is oscillatory,
and that is why it doesn't contribute to the singularities of the Green functions,
which arise in limits where the spectral densities are integrated against a very
slowly varying function.
The nonlocal effects would show up in a WKB treatment through reflected waves,
turning points, and quantization conditions - all the complications for WKB of
a potential which is not a S!IDOth function of compact support on the whole real
line. I have extended the WKB calculation of the spectral rreasures to the case
of scalar functions on the half-line with the most general boundary condition,
~'(O) = K ~(O). The eigenfunction now has a reflected wave equal in strength to
the incident wave. I find
iWN +K 2iwx ]
+ Re [ 'wN~ exp(2i J~o ~ w-
2v
+l Y2)x') dx') e o } .
1 +w - K v=l
Note that as x 0 (distance from the boundary) becomes large, the boundary correc-
tion term does not become small, but it does oscillate faster and faster. I
2iwx
expand everything except e o in inverse powers of w and calculate the Laplace
transform term by term to get the boundary correction to the heat kernel; this
can be done in closed form (for tirre derivatives of H) in tenns of Hermite func-
tions, which do falloff as exp (- x 0 2 It) away from the boundary. Integrating
that result over Xo ' I can recover the known contribution of an endpoint to the
integrated "trace" of the heat kernel [16].
It is clear that a similar analysis would apply near a point where some deriva-
tive of V has a jLU11p discontinuity, giving rise to a reflected wave in the WKB
approximation. This raises the prospect of a unified theory of boundaries and
coefficient singularities, with a boundary appearing as an extreme case of a
singularity.
I do not claim that this kind of calculation is the most efficient way of deter-
mining the local invariant quantities; the traditional rrethods [10,1,6,15,16,14,
31] based on integral kernels may well be better. Nor does it replace the
theorems which establish the universal nature of the singularities in the first
place. I do assert that my treatment sheds light on the origin of these quanti-
ties, and also paves the way for the renormalization program in quantum field
theory which I described. (Also, the WKB approximations for eigenfunctions are
useful in their own right and should hardly be considered part of the expense of
this particular application.)
186 STEPHEN FULLING
REFERENCES
[1] Balian, R. and Bloch, C., Distribution of eigenfrequencies for the wave
equation in a finite domain. I, Ann. Phys. (N.Y.) 60 (1970), 401-447.
[2] Baltes, H.P. and Hilf, E.R., Spectra of Finite Systems, Bibliographisches
Institut, Mannheim, 1976.
[3] Br=ell, F.H., Extended asymptotic eigenvalue distributions for bounded
domains in n-space, J. Math. Mech. ~(1957), 119-166.
[4] Bunch, T.S., Christensen, S.M., and Fulling, S.A., Massive quantum field
theory in two-dimensional Robertson-Walker space-time, Phys. Rev. D 18
(1978), 4435-4459.
[5] Campbell, J.A., Computation of a class of functions useful in the phase-
integral approxirrBtion. I, J. Comput. Phys. 10 (1972), 308-315.
[6] Christensen, S.M., Vacuum expectation value of the stress tensor in an .
arbitrary curved background: The covariant point-separation method, Phys.
Rev. D 14 (1976), 2490-2501.
[7] Clark, C., The asymptotic distribution of eigenvalues and eigenfunctions
for elliptic boundary value problems, SIAM Rev. ~ (1967),627-646.
[8] DeWitt, B.S., Quantum field theory in curved spacetime, Phys. Reports 19
(1975), 295-357.
[9] Duistermaat, J.J. and Guillemin, V.W., The spectrum of positive elliptic
operators and periodic bicharacteristics, Invent. Math. 29 (1975), 39-79.
[10] Friedlander, F.G., The Wave Equation on a Curved Space-Time, Cambridge Univ.
Press, Cambridge, 1975.
[11] FrOman, N., Outline of a general theory for higher order approxirrations of
the JWKB-type, Arkiv Fysik E (1966), 541-548.
[12] Fulling, S.A.,and Narccwich, F.J., A basis for the local solutions of an
elliptic equation, J. Math. Anal. Appl., to appear.
[13] Fulling, S.A., Narccwich, F.J., and Wald, R.M., Singularity structure of
the two-point function in quantum field theory in curved spacetime. II,
to appear.
[14] Gel' fand, LM., and Dikii, L.A., Asymptotic behavior of the resolvent of
SturmrLiouville equations and the algebra of the Korteweg-deVries equations,
Usp. Mat. Nauk 30:5 (1975), 67-100 [Russ. Math. Surv. 30:5, 77-113].
[15] Gilkey, P.B., The spectral geometry of a Riemannian manifold, J. Diff.
Geom. 10 (1975), 601-618.
[16] Gilkey, P.B., Recursion relations and the asymptotic behavior of the
eigenvalues of the Laplacian, Compos. Math. ~ (1979), 201-240.
[17] Greiner, P., An asymptotic expansion for the heat equation, Arch. Rat.
Mech. Anal. 41 (1971), 163-218.
[18] Hadamard, J.S., Lectures on Cauchy's Problem in Linear Partial Differential
Equations, Dover, New York, 1952.
LOCAL ASYMPTOnCS OF C()NTINUUM EIGENFUNCTION EXPilNSIONS 187
[19] Hormander, L., On the Ries z rrt2ans of spectral functions and eigenfunction
expansions for elliptic differential operators, in Belfer Graduate School
of Science Annual Science Conference Proceedings: Some Recent Advances
in the Basic Sciences, Vol. 2 (1965-66), ed. by A. Gelbart, Yeshiva Univ.,
New York, 1969, pp. 155-202.
[20] Hormander, L., The spectral function of an elliptic operator, Acta Math. 121
(1968), 193-218.
[21] Kodaira, K., The eigenvalue problem for ordinary differential equations of
the second order and Heisenberg's theory of S-matrices, Am. J. Math. 71
(1949), 921-945.
[22] Kodaira, K., On ordinary differential equations of any even order and the
corresponding eigenfunction expansions, Am. J. Math. 72 (1950), 502-544.
[23] Kulkarni, R.S., Index Theorems of Atiyah-Bott-Patodi and CUrvature Invar-
iants, Presses univ. Montreal, Montreal, 1975.
[24] Levitan, B.M., On the asymptotic behavior of the spectral function of a
selfadjoint differential equation of the second order and on expansion in
eigenfunctions. II, Izv. Akad. Nauk SSSR, Ser. Mat., 19 (1955), 33-58
[Am. Math. Soc. Transl. (2) 110 (1977), 165-188]; and-related papers.
[25] Maslov, V.P. and Fedoryuk, M.B., The Quasiclassical Approximation for the
Equations of Quantum Mechanics, Nauka, Moscow, 1976 [Russian].
[26J McKean, H.P. and Singer, I.M., Curvature and the eigenvalues of the
Laplacian, J. Diff. Geom. ! (1967), 3-69.
[27] Naimark, M.A., Linear Differential Operators, English ed., F. Ungar, New
York, 1968. -
[28] Titchmarsh, E.C., Eigenfunction Expansions Associated with Second-order
Differential Equations, Part One, 2nd ed., Oxford Univ. Press, Oxford, 1962.
[29] Wald, R.M., The back reaction effect in particle creation in curved space-
tirrt2, Commun. Math. Phys. 54 (1977), 1-19.
[30] Wald, R.M., On the Euclidean approach to quantum field theory in curved
spacetirrt2, Commun. Math. Phys. 70 (1979), 221-242.
[31J Widom, H., A complete symbolic calculus for pseudodifferential operators,
Bull. Sci. Math. 104 (1980), 19-63.
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Spectral Theory of Differential Operators
I. W. Knowles and R. T. Lewis leds.)
© North-Holland Publishing Company, 1981
Charles T. Fulton
Dept. of Mathematical Sciences
Florida Institute of Technology
Melbourne, Florida 32901
(-1 0)
¢\(a) 8\(a) \
(4)
( p(a)¢\ (a) p(a)8\(a>j = o +1
m( \) (5 )
uniformly for
GEG o := {elo~ 8 ~ Tf-O, -rr+o~ e ~-o}, 0>0_ (6)
W.N. Everitt «(4; p. 447, Equa. (4.5)]) improved on Hille's result,
obtaining under the above assumptions on p, q that
189
190 CHARLES T. FULTON
(11 )
where {<p:\, S:\} are now defined by the initial conditions
(<p~(a) [J~(a)\=(a2-a~A
<p:\(a)SA(a») ~l-al:\
(~~/a\
aI/a)
(12)
(16)
as :\-+00 on rays, uniformly for [) E 8 ,
6
2) By employing higher order formulae for <p:\ and S:\ as given,
for example, by the author in [7 J, to find higher order terms
in an asymptotic expansion of m(:\) of the form
c
_1_ + c1 __ 3_ + ... (17)
meA) = 3/2 +
a:\ A :\5/2
under successively stronger assumptions on q. In particular,
is there an iterative scheme for generating the formulae for c
directly in terms of q? The same question applies, of course~
to possible extensions of the classical case (7) considered by
Everitt. Here, Atkinson [lJ uses a Ricatti method to get c l ·
3) Can similar results on vertical lines and horizontal lines,
extending parts (ii) and (iii) of Theorem 1, be obtained?
SOME OPEN PROBLHMS ON ASYMPTOTICS OF M-COHFFIClcNTS 191
mOl (20)
satisfies
lim v 11m m(iv) I = const < 007
v +00 (21)
References
INTRODUCTION
Let S be an open sector of the complex plane which has vertex at the origin and
contains the positive real axis. Consider the equation
Ly ~ L n Cl (x)y(r) = 0 (1)
r=O n-r '
where ClO(X) = 1, the Cl n-r (x) are holomorphic for XES, 0 < Xo ~Ix I < 00 ,
n r
Ih(j..I) = Lr=O Cl n-r, h ).J ( 3)
We shall call the Ih(j..I) the auxiliary polynomials.
Solutions of equations of type (1) with various assumptions on the auxiliary
polynomials have been studied by Orlov [6], Kogan and Rofe-Beketov [5], and
Gilbert [1,2,3J. In the present article it is assumed that IO(j..I) = 0 has a
root S of multiplicity m ~ 2, I 2(S) f 0, and Iir)(S) = 0 for
r = 0, 1, ••• , K - 2, where K is an integer (depending on S) for which
m/2 + 1 < K < m and I (K-l)(S) f 0 if K < m.
1
Solutions of (1) corresponding to S are determined. The results are applied to
the study of the square integrable solutions of 9,y = AY, where A is a complex
number, and 9,y is a formally symmetric linear ordinary differential operator.
A new situation turns up in which the number of square integrable solutions for
IA > 0 can differ from the number for IA < 0 by an arbitrary pre-assigned
integer.
193
194 RICHARD C. GILBERT
FUNDAMENTAL MATRICES
Theorem 1. Suppose that A(x) is an m by m matrix (m ~ 2) which is holo-
morphic for x s S, 0 < xo ~ Ixl < 00, where S has positive central angle less
than TI/(q + 1) for a certain non-negative integer q. Suppose that
x ~ Lr=O Ar x-r as x +
A() 00
in each closed subsector of S. Suppose that AO
00
of S, where AO is a matrix all of whose elements are zero except those on the
upper off-diagonal, each of which is 1, and those on the diagonal, each of
which is 6 (which is possible not zero). Suppose that for r > 1,
'k 'k
Ar = [a r J J;,k=l and that ai = 0 for 1 ~ j ~ m, 1 ~ k < K - 1 , where K
is a fixed interger such that (m/2) + 1 < K < m. If K < m, suppose also that
mk ml - - ,
a 1 o. Suppose that a2 1 o. Let DO be an m by m matrlx whose elements
l
above the last row are all zero except for the elements on the upper Off-diagonal,
each of which is 1. If m = 2, let the last row of DO consist of
(a~1 , 1 + a~2). In the case m = 2M, M > 2, K = M+ 1, let the last r<lw of
DO consist of (a~l, 0, ••• , 0, a~K , 0,-••• , 0); in all other cases of m and
K, let the last row of DO consist of (a~l, 0, ••• , 0). Suppose that the
eigenvalues d1 , d2 , ••• , dm of DO are distinct, and in the case m = 2,
suppose that they do not differ by an integer. Let T be any closed subsector
of S. Then, for x s T, Xo ~ Xl ~ Ixl < yl = A(x) Y has a fundamental
00 ,
matrix of the form Y(x) = e 6x M(x) exp[U(x) + Flog xJ, where M(x) is holo-
morphic for x € T, Xl ~ Ixl < M(x) ~ ~;=o Mr x-rip as x ~
00 • in T,
00
SINGULAR LINEAR ORDlN.~RY DlI,'j·'ljRliNn.·1L I:QUATIONS 195
P is a positive integer, and all the elements of MO are zero except those in
the first row, each of which ;s 1. If m = 2, U(x):= 0, F = diag(d ,d ),p = 1.
1 2
If m > 2, F is a diagonal matrix whose diagonal elements are certain complex
constants, while U(x) is a diagonal matrix whose diagonal elements us(x),
s = 1, 2, ••• , m, are functions of the form
us(x) = d p s-l xE/ p + b _ x(E-1)/p + ••• + b x1/p, where E = P - d, d is
s E 1 1
a positive integer less than p, and b1 , b , ••• , bs _ 1 are certain ~omplex
2
numbers which depend on s. Any convenient branches of log x and x /p may
be used.
For m = 2, Theorem 2 is proved like [1, Theorem 10J. For m > 2, Theorem 2 is
proved like [3, Theorem 4J with use of [4, Theorem 4J and Theorem 1.
A BASIS FOR THE SOLUTIONS OF Ly = 0
Theorem 3. Suppose that S has positive central angle less than ]f. Consider
equation (1) with coefficients a (x) satisfying the hypotheses after
n-r
equation (1) and with the Ih(v) given by (3). Suppose IO(w) = 0 has a root
S of multiplicity m ~ 2. Suppose rir)(S) = 0 for 0 ~ r ~ K - 2 , where
K is a fixed integer such that m/2 + 1 < K < m. If K < m, suppose that
Ii K- 1 )(6) f O. Let I (6) t- O. Let a =--[11;] ri K- 1 )(S)][(K-1)! I6 m)((3l]-1 ,
2
b = -em! I (S)]' [I6m)((~)]-I. Let DO be an m by m matrix whose elements
2
above the last row are all zero except for the elements on the upper off-diagonal,
each of which is 1. If m = 2, let the last row of DO consist of (b, 1 + a).
In the case m = 2M, M~ 2, K = M+ 1, let the last row of DO consist of
(b, 0, .•. , 0, a, 0, ••. , 0), where a is in the K-th spot. In all other
cases of m and K, let the last row of DO consi st of (b, 0, ••• , 0).
Suppose that the eigenvalues d , d , ••• , d of DO are distinct, and in the
1 2 m
case m = 2, suppose that they do not differ by an integer. Let T be a closed
subsector of S. Then, if T has sufficiently small positive central angle,
corresponding to S there are functions fI(x), f (x), ••• , fm(x) which are
2
part of a basis for the solutions of (1) and have the form
f.(x) = [1 + h.(x)J exp[8x + u.(x) + Tl. log xJ, (4)
J J J J
j = 1, 2, •.• , m. Here, hj(x) is holomorphic for x s T, Xo ~ Xl ::.. Ix I < 00
which Theorem 2 applies. Theorem 3 now follows from [3, Remark 2J.
Theorem 4. Suppose S has positive central angle less than TI. Consider
equation (1) with coefficients a (x) satisfying the hypotheses after (1) and
n-r () n n-l(.)n-r r
with the Ih(~) given by (3). Suppose 10 w = w + ~ r--0 -1 POw
n-r,
where the P 0 are real. Let HO(v) = in IO(-iv). Suppose 6 = s-it is
n-r, ( )
a root of multiplicity m > 2 of IO(w) = O. Suppose I l r (6) = 0 for
o < r < K - 2 , where K is a fixed integer such that (m/2) + 1 < K < m.
If K < m, suppose that Ii K- 1) (6) f O. ~et 1 (w) = J (11) - i- n A~ where
2 2
J (w) is a polynomial in ~, and A = pe
lfl
2 is a complex number such that
1 (6) f O. Let the f .(x), j = 1, 2, ••• , m, be given by (4) with x real
2
and those branches of J x1/p and log x chosen which are real for real x.
Then, the following are true:
(A) If s < 0, f1' ••• , fm are all in L2; if s > 0, f , .•• , fm are all not
l
in L2 •
(B) Suppose s = 0 and m is odd. If H6 m) (t) > 0, then for each fi xed
8. 0 < 8 < TI, for all p sufficiently large exactly (m - 1)/2 of the
solutions (4) are in L2; and for each fixed 8, -TI < 8 < 0, for all p
sufficiently large exactly (m + 1)/2 of the solutions (4) are in L2.
If H(m)(t)
o < O. the above situation is reversed.
(C) Suppose s = 0 and m is even. For each fixed 8, 0 < 8 < TI or
-TI < 8 < 0, for all p sufficiently large exactly m/2 of the solutions
(4) are in L2.
The proof uses Theorem 3 and is similar to that of [3. Theorem 8J.
SQUARE INTEGRABLE SOLUTIONS OF Ly = 0
Theorem 5. Suppose that S has positive central angle less than TI. Consider
equation (1) with coefficients a (x) satisfying the hypotheses after (1)
n-r r
and with the Ih(w) given by (3). Suppose 10 (11) = wn + ~n=ol(_i)n-r P 0 I1 •
n r- n-r.
where the Pn-r,o are real. Let HO(v) = i IO(-iv). Suppose .
I (w) = J 2(1l) - i- n A, where J 2 (11) is a polynomial in w, and A = pe 18
2
is a complex number. For each root y of Ho(v) = 0 of multiplicity m ~ 2.
suppose that lir)(-iy) = 0 for 0 ~ r ~ K - 2. where K is an integer
(depending on y) for which (m/2) + 1 < K < m; and if K < m. suppose that
(K-1) . - - ( _
II (-lY) f O. Let t 1 , t 2, •.•• ta be the real roots of HO v) - 0 such
that for 1 ~ s ~ a, ts has odd multiplicity ms ~ 3, and H~o)(ts) < 0 ,
where a = ms' Let Tl , T2 •••• , Tb be the real roots of HO(v) = 0 such
that for 1 < s < b, Ts has odd multiplicity Ms ~ 3, and H~o)(Ts) > 0 •
where a = ms' Let v be the number of real roots of HO(v) = 0 which have
SINGULAR LINEAR ORDINAR Y DIFFERENTIAL EQUA nONS 197
REFERENCES
[lJ Gilbert, R.C., Asymptotic formulas for solutions of a singular linear
ordinary differential equation, Proc. Roy. Soc. Edinburgh. Sect. A 81
(1978), 57-70.
[2J Gilbert, R.C., A class of symmetric ordinary differential operators whose
deficiency numbers differ by an integer, Proc. Roy. Soc. Edinburgh. Sect. A
82 (1978), 117-134.
[3J Gilbert, R.C., Integrable-square solutions of a singular ordinary differential
equation. to be published by Proc. Roy. Soc. Edinburgh. Sect. A.
[4J Gilbert, R.C., Shearing transformation ofa linear system at an irregular
singular point, to be published by Math. Proc. Cambridge Philos. Soc.
[5J Kogan, V.I. and Rofe-Beketov, F.S., On the question of the deficiency
indices of differential operators with complex coefficients, Proc. Roy. Soc.
Edinburgh. Sect. A 72 (1975), 281-298.
[6J Orlov, S.A., On the deficiency index of linear differential operators,
Ookl. Akad. Nauk SSSR 92 (1953), 483-486.
[7J Warsow. W., Asymptotic expansions for ordinary differential equations
(Interscience, New York, 1965).
Spectral Theorv of Differential Operators
I. W. Knowles and R. T. Lewis leds.)
© North·Holland Publishing Company, 1981
R. Kent Goodrich
Karl E. Gustafson
University of Colorado
Boulder, Colorado, USA
Two and three dimensional filters are currently under much investigation in the
electrical engineering community and are central to many array processing
applications. In the one dimensional theory one employs a general factorization
of a certain spectral density associated with the process under consideration
into the product of an inner function and an outer function. Among all filters
which produce the same gain at each frequency, the outer function corresponds to
the filter producing that gain with the minimum group and phase delays.
Outer functions have no zeros in the upper half plane. Thus all such zeros in
the Hardy function being factored have been absorbed into the inner function.
The latter is essentially and in many cases a Blaschke product. Because the
zeros of functions of more than one complex variable are generally continua,
there has been difficulty in extending the filtering theory to more than one
dimension.
Our method is neW and apparently the first general inner-outer spectral
factorization in higher dimensions. Its abstractness, coming from a functional
analytic approach and from considerations of stochastic processes in quantum
mechanics, has not as yet been tested as to direct applicability to filtering
problems. For the moment, it may be viewed as the beginning of a new theory of
inner and outer functions in higher dimensions. It also has important
implications in higher dimensional approximation theory. We hope to show in
this paper its possible implications to digital filtering in higher dimensions.
Further details of the analysis and full proofs of a number of the results given
here may be found in a paper to appear [1]. A preliminary announcement of some
of these results was given in [2], where the emphasis was on the relationship to
higher dimensional purely nondeterministic stochastic processes. It should be
stressed here that the higher dimensionality is in the parameter variable, and
not in the vector valued random variable, which has been and usually can be
generalized from the one dimensional scalar range to finite, infinite, and
matrix valued ranges. Some further details, especially as to the relations to
regular representations of arbitrary groups and to support questions for
generating cyclic vectors, may be found in [3]. There also the connection to
fundamental approximation problems is emphasized.
In this present paper we wish to describe somewhat briefly the results given in
[1], also [2] and [3], and moreover to attempt to place them in the context of
filtering theory, where their eventual implementation may be of significant
practical, beyond conceptual, value. Their connection to the spectral theory of
differential operators, the subject of this conference, is threefold. First, as
199
200 R. KENT GOODRICH and KARL GUSTAFSON
Two excellent references for these topics are [5] for the filtering theory and
[6) for the function theory. Much of what we say here may be found therein,
although we will take a slightly different point of view here, stressing the
most elementary connections between the filtering theory and the function
theory, from the point of view of spectral theory, in order to make the
connections to our approach in [1]. We will imagine all processes as in L2 or
that X and Y will be real valued, one has fOe A) an even function.
t t
Y = LX (ooX(t-S)k(s)ds = J_ook(t-s)X(S)ds
t t
The factorization now comes about as follows. Among the impulse response
functions k(s) , also sometimes called the filter by abuse of notation, which
produce the same gain IB( A)I ,there is an optimal one kO(s) which is called
the minimal delay filter or minimal delay impulse response. This is obtained
from any causal k( s) that produced the desired gain IB( A)I by factoring k A ( A)
2
= B( A) a function in the Hardy space H + according to:
B( A) g( A)1jJ( A)
where the right hand side means the Poisson Integral P of the boundary values
K
from above 1jJ(0+) on the upper half plane. Inner functions satisfy Ig(A)1 i 1
on the upper half plane and
202 R. KENT GOODRICH and KARL GUSTAFSON
Ig(O+)1 = a.e.
-- V 2
sp{~ (>--s) Is ~ O} = L (0,00)
of the given ~ in
e.g., R2 the Euclidean plane, in a spatial sense rather than in a time sense.
This corresponds naturally to studying approximation and digital filtering
problems in several variables.
y ~ d
and
sp{U(x,y)(<I>o)ly ~ d
Denote the range of any projection P by R(P)
HIGHER DIMENSIONAL SPECTRAL FACTORIZATION 203
and
VU V-I = R
v v
where R is the regular representation of R2 Moreover
v
is an outer function.
2
vie remark that the regular representation of R2 is given on L (R2) by
(R/)(w) = few-v)
The proof of the theorem may be found in [1]. The essential ingredient is the
Stone-von Neumann Theorem. One uses the identities
and
U(X,y)FtU(_X,_y) = F t +y
U V U = e-ityV
(x,y) t (-x,-y)
and
U WU = e-is~
(x,y) s (-x,-y) s
The projection valued measure p corresponding (by Stone's Theorem) to U
v
turns out to be quasi -invariant and hence <peA) CPo' <PO> , for Borel sets A
One then shows the family {Uv'Vt'W } is irreducible. That is, the only
s
operators commuting with all of these are the scalar multiples of the identity.
An application of the Stone-von Neumann Theorem completes the proof.
Theorem. (Factorization) Let <PO be any cyclic vector for the regular
representation such that v + ~(<PO) is a regular process. Then there exists a
function g on with
\g(x,y)\ = 1 a.e.
<P~( A) g( A) 1j!( A)
The functions g and 1jJ are unique up to a scalar multiple of absolute value
one.
The proof of the Factorization Theorem follows from the Representation Theorem
by direct computation of the form of the isometry V
One may weaken the notions of regular process and outer functions. In higher
dimensions there are many versions according to the hyperplane and hyperquadrant
commutativity requirements placed on the projections. As above, we restrict
attention here to the two dimensional case.
ns
R(E ) = {O} = n R(F )
St t
Definition. A function 1jJ in L2 (R2) is a weak outer function i f
2 2
sp{1jJV(v-w)\w = (x,y) , x> 0 , _00 < y < oo} = L (O,OO) x L (_OO,OO)
and
v 2 2
sp {1jJ (v-w) \w = (x,y) , _00 < x < 00 , y ~ O} = L (- 00,00) x L (0,00)
The above representation and factorization theorems hold if one replaces regular
by weak regular and outer by weak outer. The proofs are similar to those
outlined above; see [1].
Every regular process is a weak regular process, but not conversely. An example
of a weak regular process that is not a regular process is given in [1]. The
geometry of the support of the cyclic vector <PO plays a vital role in these
REFERENCES:
6. Dym, R., and McKean, H.P., Gaussian processes, function theory, and the
inverse spectral problem (Academic Press, N.Y., 1976).
INTRODUCTI ON
In this paper we give some new results on the integrability of solutions of the
perturbed second order nonlinear differential equation
(a(t)x')' + q(t)f(x) = r(t,x) (I)
similar in form to those known for the linear equation
(a(t)x')' + q(t)x = O. (II)
The Emden-Fowler equation
x"+tOxY=O,y>l, (III)
whi ch is a special case of .( I), wi 11 serve as our motivating model. H. Weyl [11 J
in his classic paper on the subject classified equation (II) as being of the limit-
circle type if every solution x(t) satisfies
f OOx2 (w)dw < 00;
otherwise, (II) is said to be of the limit-point type. The reader can find an ex-
cellent discussion of the limit-point/limit-circle problem in the treatise of Dun-
ford and Schwarz [4]. References to recent papers on this problem can be found in
the monograph by Kauffman, Read and Zettl [7J.
For the nonlinear equations (I) and (III) considerably less is known than for
equation (II). In fact the only references seem to be the papers of Atkinson [lJ,
Burlak [2J, Detki [3J, Graef [5J, Hallam [6J, Spikes [8-9J, Suyemoto and Waltman
[lOJ and Wong [12J. While the other authors discuss limit-point criteria for un-
forced equations, only Graef [5J and Spikes [8-9J give limit-circle type criteria
for forced equations.
The exact form that intebrability results for solutions of (I) should take is not
completely clear. The integrability results presented here will ensure that both
f
x (w) f ( x ( w) ) dw <
00 00 *)
(
and
fOOF(x(w))dw < where F(u) = f~f(w)dw
00 (**)
are satisfied, which is equavalent to showing that the solutions of equation (III),
with y = 2n - 1 for some positive integer n, belong to L2n. Furthermore, (*) and
(**) are consistent with the criteria of other authors for the limit-point/limit-
circle problem for nonlinear equations.
207
208 j.R. GRAEF and P. W. SPIKES
J~f(w)dw and for any function 9 we let g(t)+ = max {g(t),O} and g(t)_ = max
{-g(t),Ol. Also, the following assumptions will be utilized as needed. Assume
that there exist positive constants A" A, C" C, and b s 2, nonnegative continuous
functions hand k, and positive functions H,K€C'[tO'oo) such that
Jt o[h(w)/(a(w)q(w) )2]dw
00 L
< "', (7)
Remark. We point out that condition (6) is sufficient to ensure that all solutions
of (1) exist on [to'oo).
Theorem i. If conditions (2) - (14) hold, then every solution x(t) of (1) satisfies
J~ x(w)f(x(w))dw < '" and J; F(x(w))dw < 00.
o 0
LIMIT POINT-LIMIT CIRCLE PROBLEM 209
The proof proceeds as follows. Let s =J~o(q(U)/K(u)a(u)) 1/2du and let yes) = x(t).
Define R(t) = K3/2(t)(a(t)q(t)/K(t))'/4q3/2(t)al/2(t) and let· = d/ds. Then
equation (1) becomes y + 2R(t)y + K(t)f(y) = K(t)r(t,y)/q(t) which is equavalent to
the system y = z _ bR(t)y
i: = (b-2)R(t)z + b[(2-b)R2(t) + R(t)Jy - K(t)f(y) + K(t)r(t, y)/q(t)
Now let x(t) be a solution of (1) and define V and Wby
V(s) = z2(s)/2 + K(t)F(y(s))
and
W(s) = H(t)V(s).
It can then be shown that there exists a positive constant t~ such that F(x(t)) :0;
M/K(t)H(t) for t 2 to. The conclusion of the theorem then follows from conditions
(4) and (11).
Remark. Due to the latitude in the choices of the functions Hand K, and the con-
stants b, AI> A, C, and Cl ' Theorem 1 inc'ludes a number of known results. In par-
ticular it includes both Theorem 1 in [5] and Theorem 1 in [8].
It is also interesting to observe that when r(t,x) = 0 and f(x) = x, so that (1)
becomes (II), then by taking b = 2, C = 1, hit) B k(t) =: 0, H(t) = (a(t)q(t))Y, and
K(t) =: lour Theorem 1 reduces exactly to the well known limit-circle result given
in [4].
Remark. By suitable choices of the functions and constants in conditions (2) - (14),
is is easy to see that Theorem 2 extends both Theorem 3 in [5] and Corollary 3 in
[8].
For our next two results we need the condition
f( x) fs bounded away from zero if xis bounded away from zero. (15)
Theorem 3. If (6) holds and
f~o[(a(s)q(s))~/a(s)q(s)]dS < 00, ( 16)
then every solution x(t) of (1) is bounded. If in addition (15) is satisfied and
x(t) is nonoscillatory solution satisfying
f~ x(w)f(x(w))dw < 00, (19)
o
then x(t) + 0 as t + 00.
210 j,R, GRAEF and p, W, SPIKES
o 0
and
f~ (f~ [l/a(u)]du)k(s)ds < 00
o 0
If in addition (19)
and
J~ F(x(s))ds < 00
o
are satisfied for every solution sit) of (1), then every solution of (1) either
oscillates or tends to zero as t ~ 00.
REFERENCES
1. Atkinson, F.V., Nonlinear extensions of limit-point criteria, Math. Z. 130
(1973), 297-312.
2. Burlak, J., On the non-existence of L2 -so1utions of nonlinear differential
equations, Proc. Edinburgh Math. Soc. 14 (1965), 257-268. .
3. Detki, J., The solvability of a certain second order nonlinear ordinary
differential equation in LP(O,oo), Math. Balk. 4 (1974), 115-119.
4. Dunford, N., and Schwartz, J.T., Linear Operators, Part II, Spectral Theory,
(Interscience, New York, 1963).
5. Graef, J. R., Limit ci rc 1e criteri a and related properti es for non 1 i near
equations, J. Differential Equations 35 (1980), 319-338.
6. Hallam, T.G., On the nonexistence of LP solutions of certain nonlinear
differential equations, Glasgow Math. J. 8 (1967), 133-138.
7. Kauffman, R.M., Read, T.T., and Zett1, A., The Deficiency Index Problem for
Powers of Ordinary Differential Expressions, Lecture Notes in Mathematics
No. 621, (Springer-Verlag, New York, 1977).
8. Spikes, P.W., Criteria of Limit Circle type for nonlinear differential
equations, SIAM J. Math. Anal. 10 (1979), 456-462.
9. Spikes, P.W., On the integrability of solutions of perturbed nonlinear
differential equations, Proc. Roy. Soc. Edinburgh Sect. A 77 (1977), 309-318.
10. Suyemoto, L., and Waltman, P., Extension of a theorem of A. Winter, Proc. Amer.
Math. Soc. 14 (1963), 970-971.
11. Weyl, H., Uber gewohnliche Differentialgleichungen mit 5ingularitaten und die
zugehorige Entwick1ung wi11kUr1icher Funktionen, Math. Ann. 68 (1910), 220-
269.
12. Wong, J.S.W., Remark on a theorem of A. Wintner, Enseignement Math. (2) 13
(1967), 103-106.
Spectral Theory of Differential Operators
I.W Knowles and R. T. Lewis leds.)
© North-Holland Publishing Company, 1981
Department of Mathematics
Howard University
Washington, D.C 20059
INTRODUCTION
The problem to be considered is to find ¢ELZ[O, 00) such that
A¢, 0 < y < 00 (la)
where ¢ (0) O. (lb)
To look for solutions in L2 [0, 00), we set ¢ = el3Y giving the characteristic
equation
(:<2+S+A=O
so that 1\ , 2 _-l±~
- z .
Square integrable solutions exist when ReS < 0, ReS Z < 0. Both roots have nega-
tive real parts if I
IRe~1 < 1. (2)
~"2
1 - 4\
Figure 1
211
212 IS0M H. HERRON
-1
where e tan (-4,,/(1 4"1)). The inequality (2) is satisfied if and only if
[(1 - 4"1)
2
+
Z 1/4
16"2]
e
cos 2' < 1.
(3)
Spectnnn
Resolvent Set
"
1
Figure 2
r
Thus for" in the interior of the parabola in figure 2, eigenfunctions are
1Y BZy
C e ), A t 1/2
/ -
<jJ =
A
eye- y / 2 , A = 1/4
l±~ (6)
2
A MODEL SPECTRAL PROBLEM ['OR LINEAR STABILITY 213
From (6) it is impossible that both ReYl < 0 and Rey z < 0 simultaneously. Thus
there are no eigensolutions and hence no eigenvalues to (5). If moreover
SPECTRAL SETS
Definition 1 [Z, p. 1187]. Let L be a closed operator in a complex Hilbert space
H such that dmn L c H.
The resolvent set of L is the set of complex numbers ,\ such that (L - A)-l exists,
is bounded and defined on all of H. This set is denoted by peL). If A¢p, then
Aso(L), the spectrum of L. The point spectrum ° (L) is the set of eigenvalues ,\
p
for which L - A is not one-to-one and hence not invertible. The continuous spec-
trum, 0c(L) is the set of complex numbers A for which L - A is one-to-one and has
a dense range rng(L - A) f H, but the closure of the range rng (L - A) = H. The
residual spectrum is the set 0r(L) of complex numbers A for which L - A is one-to-
one and has a range not dense in H.
Thus the sets 0p(L) , 0c(L) and 0r(L) are mutually disjoint and
() (L) = °p ° (L) ur
(L) u e () (L).
9-¢ = Acjl has solutions of the fonn ¢ = e iwy , w real. Then mg (9- - A) is not
closed. He proved furthennore that the boundary conditions at 0 do not change the
essential spectnnll. It is sensible then to speak of 0e(L) and 0e(L) = 0e(9-).
r~ldberg [5, p. 1631 proved that (for constant coefficient operators 9-) when
A E °e(9-) , then rug (9- - A) is a proper dense subspace of H which means
AEOe(£) ¢=¢-AsO (£)·
c
Thus we conclude on the basis of lerrulla 2 and its corollary that since (3) repre-
° °
sents p (L) and ° p (L*) is empty then r (L) is empty. With the results of Rota
and Goldberg, since Land L* have constant coefficients, 0e(L*) = 0e(L) is the
parabola in figure 2, 0e(L) = 0c(L) = 0c(L*) and (7) represents 01' (L*) .
SPECTRAL RESOLUTION
The spectral resolution of a spectral operator can be performed, based on the
following theorem.
Theorem [6, p. 271J. Let the operator Ll in the Hilbert space H have its spectnnn
+ -
o(L l ) in a Jordan curve f. Denote the two "edges" of f by f and f. Let D and
D* be dense subspaces of H with the following three properties:
i) For fl E D, £2 E V*, there is a constm1t K, depending on £1 and f2 such that
< K, (8)
exist for each point AD t: f, the limit heing taken in a non-tangential manner.
iii) There is a constant C depending only on L , such that
l
f IR+(A,fl'fz) - R-(A,fl ,f2) Ids < Cllflll IIf211, (9)
° (L l )
for f l , £2 E H, s being the arclength on f.
Then Ll is a scalar spectral operator wllose spectral resolution is given by the
fonnula
<f 2 , E(e H l > = - Z;i J [R+(A,fl,f z) - R-(A,f l ,f 2)]dA (10)
e
where E(e) is the spectral projection defined on the fmnily of Borel sets
e ~ o(L ).
l
This theorem does not apply to L as previously defined because of the structure
of its spectrum. However we can define the appropriate operator Ll . Consider a
nonhomogeneous version of (1). Suppose
A MODEL SPC;CTRAL I'IWIlLEAI FOR LINEAR ST.1BlLITY 215
\)J(y) i g(y,~;II)e(/Z[(~)d(,
00
o
(l3a)
e -rly-E:I - e -r(y+()
where g(y,(;A) = 2r (13b)
(L
l
- A) -If(y) = J g(y ,(;A)e - (y-()/2 f (S)d( (14a)
where cbnn L] {¢ E
°
HI¢, ¢' absolutely continuous, "'O¢ E H}, C14b)
f
if>
I<fz' (L
l
- A)-lfl>1 I jOOeY/Zfz(y)dY J g(y,(;A)e V2 f (()d(1
l
C16a)
o 0
(16b)
by Schwarz's inequality where
r'e Y
IfCy) 1
2
dy (16c)
°
sup (II (L
l
- A) -lfll/II£II). (16d)
fEV
216 IS0M H. HERRON
What is needed next is that g(y,~;A) is bounded in A. From (13b), (14a) the only
singularities of gCy,~;A) in A can occur where rCA) = O. Now lim gCy,I;;A) =
r (A )-+0
[-\y - 1;\ + (y + 1;)]/2, which is finite. Thus condition (i) holds. It follows
that Op(L ) is empty since g(y,I;;A) has no poles. Hence O(L l ) = crc(L l ) = oe(L l ).
l
We take r = cre(L ) = {A € !RIA ~
l
i}.
This half-line is given parametrically by
2
1/4,
A = w + (17)
The verification of condition (ii) follows with the identification; if AO € r,
then from (7), AO = w~ + 1/4 for some nonnegative wOo Next take
lim+ rCA) = r(A~) = - iwO and lim_ rCA) = r(A~) = iwO in (13b). Thus the limits
A-+AO r-+AO
exist since the terms involving rCA) are bounded and the conditions on fl and f2
ensure the convergence of the integrals.
Condition (iii) is the most involved. Let the arclength s = A so that
ds = dA = 2wdw. It tallows from (13b) and the last paragraph that
y 2
= I e / f'2CYTdy [2
0 0
2
JoIF2 (w) I dw
00
< C
l---------------~~
'4
Figure 3
CONCLUDING REMARKS
The spectral problem suggested by (la, b) models the linearized stability equa-
tions in Ci) the case of the asymptotic suction profile and in Cii) the case of a
.1 MODHL SPECTRAL PROBLEM FOR LlNliAR STAI3ILITY 217
homogeneous symmetric jet, when there is "inflow from infinity" [::']. The class
of adnlissible disturbances is restricted in this theory. It would be interesting
t? knO\~ if some subset of the L2 cigenfLmctions could be used to resolve the
sltuatlon.
REFERENCES:
[2] N. Thmford and .LT. Schwartz, Linear Operators I, II, Irr,(Interscience, New
York, 1958, 1963, 1971).
[3] I.II. Herron, Expansion Problems in the Linear Stability of Boundary Layer
Flows (In preparation) .
[41 G.C. Rota, Lxtension Theory of Differential Operators, Comm. Pure App. ~!ath.
II (1958) pp. 23-65.
[6] N. Thm[ord, II Survey of the Theory of Spectral Operators, Bull. Am. Hath.
Soc. 64 (1958) pp. 217-274.
*This work has been supported through a contract with the Office of Naval
Research (ONR).
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Spectral Theory of Differential Operators
I.W Knowles and R. T. Lewis (eds.)
©North-Holland Publishing Company, 1981
Don Hinton
Mathematics Department
University of Tennessee
Knoxville, TN 37916
USA
Ken Shaw
Mathematics Department
Virginia Polytechnic Institute
and State University
Blacksburg, VA 24061
USA
219
220 DON B. HINTON and K. SHAW
The mCA) functions have been developed already for symmetric scalar differential
expressions by Everitt [3,4,5] (see also the survey papers by Everitt and Kumar
[7,8]). The text of Levitan and Sargsjan [12] constructs meA) functions for
Dirac systems. The results obtained here are in agreement with these works. For
relating the spectrum to the meA) function, we take as our model the fundamental
paper by Chaudhuri and Everitt [2]. The results of Part I extend some of the
work in [9]; those of Part II show how the results of [10] may be formulated for
more general boundary conditions than considered in [10].
Following Atkinson [1, Chap. 9], we assume the definiteness condition, i.e.,
d -+ ..,.
J y'~ Ay > 0 (1.2)
c
-+
if Y is a nontrivial solution of (1.1) and a < c < d < b*. We assume also the
"limit point" hypothesis
-+ -+
lim y* (x) J z (x) o -+
z
E L2)
A (1. 3)
x-+b;'
for all solutions y of (1.1) and; of J ;, = (VA + B);, i.e., A and V may be dif-
ferent. In case (1.1) is the matrix formulation of a symmetric scalar equation,
the term y* J ~ in (1.3) is the usual Lagrange bilinear form, and (1.3) is then
equivalent to the associated scalar operator being of limit-point type [13,
p. 19]. Define
-+ 2""
SeA) = {y E LA: y is a solution of (1.1)}.
Applying Theorem 9.11.1, p. 295, of [1], a calculation shows that for 1m AID,
dim SeA) ~ n and dim SCI) > n. It has been shown by Kogan and Rofe-Beketov [11]
that dim SeA) is constant in the upper and lower half-planes.
LEMMA 1.1. 16 (1. 3) hold;." .the.n dim S (A) dim SeA) n SOfl. 1m A 1 o.
TITCHAIARSH-IVEYL THEOR Y 221
PROOF. If not, then for some A, dim SeA) + dim sCi) > 2n. Sin~e J is non-singu-
lar, then dim J S (i) = dim S (i) . Hen~e there is a ~ E S (A) and a ~ E S (i) su~h
that ~*(a) J 1" (a) :f o. A differentiation shows ;* J; is constant; this contra-
di~ts (1.3) and proves the lemma.
(1. 4)
To prove the existen~e of the ~lassi~al meA) function, a regular boundary value
problem is associated with the differential operator. We follow the same method
and associate with (1.1) the eigenvalue problem
(1.5)
o
(1. 6)
The eigenvalue problem (1.5) may be put in the parametric form of the text of
Atkinson, i. e. ,
c; ~ ).
where M~'JM = N'~JN and Mu = Nu 0 implies u 0, by choosing,
M
= ( ~ --a
a
,',
2
*
l
), N
-i3'~
1
The above problem is symmetric and has no ~omplex eigenvalues. Thus there is an
asso~iated Green's matrix whi~h may be constructed. Take as a fundamental matrix
Ya' where J Y'a = (AA + B)Ya , and
Ya (a)
..,.
We partition the matrix Y into n x n blocks by
a
222 DON B. lIINH)N and K. SHAlt'
Y (x,A)
__ (S(X,A)
..
~(X'A»)
a S(x,A) ¢ (x, A)
SCX,A») (¢(X,A»)
3(X,A) ~(x,A)
=
( SCx,A)
A , = A
Ijl(X,A)
These are the matrix analogues of the scalar functions e, ¢ used by Titchmarsh
(cf. [6]).
(1. 8)
where
(1. 9)
->- ->-
(8 + ¢ C (1.10)
->-
which satisfies the right-hand boundary condition of (1.5), i.e., [Sl,S2]'I'b(b) =0.
Substitution of (1.10) into this boundary condition yields that C = Ma(b,A) where
Ma(b,A) is given by (1.9). We now investigate the behavior of Ma(b,A) as b ->- b 1,.
LEMMA 1. 3.
TJTCIIM.JRSIl-II'EYL THEORY 223
[ 8~] 0,
-8~
= n,
->
we conclude that for some matrix r, ~b(b) [8 ,-8 1*r.
Z l
A short calculation now
yields the conclusion.
-+ -+
Replacing y by ~b in (1.4) yields
(1.11)
THEOREM 1. 16 dim SeA) = dim SeA) = n bOJL 1m A .; 0, then bO!L all A wilh Im(A) f 0,
(ii)
M
a
CA) lim hp (b ,A) -1 e (b, A) } lim { - $ (b , A) -1 e (b, A) }. (LIZ)
b+b;' b-+b*
224 DON B. HINTON and K. SHAW
generates only a seminorm II ->-f IIA = -)- 1> 11/2 ,unless A(x) is invertible.
[<f, How-
ever, to write the second order equation -(p(x)y')' + q(x)y = AW(X)y, w(x) > 0,
in the form (1.1) we take ([1, p. 253])
For the Dirac systems of [12] we note that A(x) = I . To allow for these cases
2n
we will assume henceforth that A(x) has the form
and Er LA
2
{E)~Tg E L!}, we note that Er L! is a Hilbert space under the inner
product < , >.
We wish to view the boundary problem given by (1.1) and [al,a21 yea) o as an
operator equation. Note that (1.1) may be written
0]o -+-
[Jy' - By] =AE y.
-+
r
-r
-+ -+ 2
(iv) [Jy' - ByJ r-: ErL ; (v) 0;
A
and
A~ 1 (x)
T y(x) = 0
[
(2.1)
for rm(\) # o.
The following theorem generalizes the fundamental result of Chaudhuri and Everitt
[2] for the scalar second order case.
(iii)
We will now outline the proof of Theorem 2 and give formulas for the resolvent
operators in parts (i) and (ii). Further details may be found in [10].
In [9] we computed the Green's matrix for the boundary problem (1.1) and used it
to establish (2.1). Let ~(t,A) = S(t,A) + ~(t,A) Ma(A) be the unique L! solution
of (1.1) established in the proof of Theorem 1. Let us recall that the Green's
matrix has the form
x < t,
K(X,t,A) (2.2)
x > t,
if (x, \) [ 0 I ] -+ ~ *
Y (t,A) , x > t.
a 0 M (\) a
a
(2.5)
-+
since Y is a fundamental solution matrix. By an identity in [1, p. 269], the
a
right side of (2.5) reduces to A(x) g (x), or in other words T = g. These steps y
are permissable even if \ = AO is real, provided M(A) is analytic at AO. However,
we have to show that (2.3) is actually defined for real \0; i.e., we need to es-
tablish that the columns of ~(X,AO) 8(X,A ) + ~(X,AO) Ma(AO) belong to L!. For
O
this we rely on the identity
1m Ma(A)
~;'(t,A) A(t) lJI(t,A)dt
1
fb ' 1m (A) f 0, (2.6)
a 1m A
The basis for the other direction in (i) is the identity, valid for 1m (A) + 0,
b . .'~ .-+.... -1-
M CA) M (i) (A - i) f ,¥"(t,i) A(t) 'I'(t,i)dt
C! C! a
(2.7)
+ (A
2
+ 1) f b""' -
K(t,A, '!' (',i»
+ * A(t) --+-'¥(t,i)dt,
a
whose derivation may be found in [10]. If we start with AO E peT) then a separate
argument, based on the fact that K(t,A,') is known to be the resolvent operator
of T for 1m (A) + 0, establishes that the right side of (2.7) is analytic in a
neighborhood of AO (see [10]). Thus (2.7) gives the analytic continuation of
Ma(A) to AO'
Concerning (ii), to say that Ma(A) has a simple pole at AO means that
M (A)
a °-1 (A (2.8)
from which it follows that the columns of $(t,AO)o_l belong to L!. Thus the
columns are eigenfunctions. The number of linearly independent eigenfunctions
clearly equals the rank of the residue 0_1'
(2.9)
->- 2
where g E LA' obviously does not have unique solutions, due to the presence of
eigenfunctions. Nevertheless, it can be proved that (2.9) can be solved uniquely
if g is orthogonal to the manifold generated by {$(o,AO)o_l}' In terms of oper-
ator theory, the operator T admits a "reduced" resolvent defined on the orthogonal
complement ErL! 8{<p(0,A )0_1}. We now describe the reduced resolvent.
O
-t 2 ->- -t
Thus let AO E P(T), A = AO + iv and let A t E Er LA 9{<!J(° ,AO)o_l}' If [R (T)t]
denotes the resolvent corresponding to A, then by (2.2) and (2.3) we have
->-
[Ric (T) f] (x) [8(X,A) + $(X,A) M (A)] IX $*(t,i) A(t) f(t) dt
a a (2.10)
+ 1;(X,A) Jb* l0(t,i) + ~(t,i) M (i)]* A(t) f(t) dt.
x a
->- ¢(X,AO)o_l
[8(X,A) + ¢(x,\)M (\)] JX $1«t,i) A(t) f(t)dt - IX $1«t,\0) A(t) f(t)dt
a a \ - \0 a
b* $(x,A O) *
+ $(x,\) I [8(t,i) + $(t,i)M (i)l'~A(t) f(t) dt - II\~(t'\O)o_l«A(t)f(t)dt.
X a \ - Ao x
- -1 -
Putting Ma(\) MaCA) - $(t,\) - $(t,A )' (2010) may
l (\ - \0)
= CJ_ and <p(t,\)
O
be expanded further to [R\ (T)f] (x) =
0(x,\) IX $* (t,i) A(t) f(t)dt + 1;(x,A) M (\) IX 1;* (t,i) A(t) f(t)dt
a a a
Letting \ ->- \0 in the third line above formally gives the expression (where a
subscript \ denotes partial differentiation)
229
Arguing as in [2] we can show that this integral actually converges and that the
limit as A + AO may be taken as indicated. Similarly, multiplying and dividing
by A - AO in the last line of (2.11) and using standard Legesgue theory arguments
gives for the last integral -~A (x,A ) f~* [;t"(t,AO)O_l]* A(t) fet).
O
-7-
Thus letting A + AO in (2.11) and using the orthogonality condition on f leads to
the expression
-+ -+ X -+.1.. 7-
[8(x,A ) + <!>(x,AO)oO] fa V(t,A ) A(t) f(t) dt
O O
which is formally the correct expression for the reduced resolvent. That (2.12)
may rigorously be identified with the resolvent operator follows from standard
operator theory arguments. We omit the details.
We briefly discuss (iv) and (iii). If liw vM (AO + iv) = S ~ 0 and M (A) -
-1 v+u a a
is(\ - Ao) is not analytic at AO' then we cannot have AO E peT) as otherwise
lim vM (AO + iv) = O. We cannot have AO E peT) for in that case we would have
v+O a -1
S = -io_ and analyticity of Ma(A) - 0_1 (A - AO) Thus AO E E(T) and we have
l
2
only to demonstrate existence of eigenvalues. That <1>(. ,AO)SE LA serves this
purpose follows "from a modification of the analogous part in [2]. Thus AO E PC(T).
The proof that AO ~ PC(T) implies the conclusion of part (iv) also follows as in
[2], and we omit these details.
As for part (iii), let AO E C(T). By definition C(T) and PC(T) are exclusive and
exhaustive subsets of E(T). Hence Ma(A) cannot be analytic at AO. In fact,
Ma (A) - is(A - AO)-l cannot be analytic at AO for any S as otherwise the singu-
larity would be isolated. Therefore the condition VMa(A
O
+ iv) + S ~ 0 is ruled
out by (iv).
If M (A) is not analytic at AO' then AO ¢ peT). If lim vM (AO + iv) = 0 then
a v+O a
Ma(A) cannot have a pole at AO since the value of the limit is the residue times
230 DON B. HINTON and K. SHA W
-i. Thus AO E PC(T) U C(T). The limit condition vMa(A + iv) + 0 excludes PC(T)
O
by part (iv).
Following the argument of [2], we may now establish the following invariance
principles for spectra of operators T and T arising from different admissable
Ci. y
choices of matrices aI' Ci. and Y , Y which determine the boundary condition
2 l 2
at x = a:
p (T ) U P (T ) p (T ) U P (T );
a a Y Y
REFERENCES
[13] R. M. Kauffman, T. T. Read, and A. Zettl, "The Deficiency Index Problem for
Powers of Ordinary Differential Expressions," Springer-Verlag Lecture Notes
in Mathematics vol. 621, Berlin, 1977.
MATHIEU'S EQUATION
Mathieu's equation is
d2y/de 2 + (a - 2q cos 2e)y = 0, (1)
and its eigenfunctions are the solutions that are periodic of period 2n. For
varying q, the operator of Mathieu's equation belongs to a selfadjoint holo-
morphic family of type (A) as defined by Kato (1966). When q = 0, the eigenvalues
and eigenfunctions are simply a = n2 , y = cos or sin ne, n = nonnegative
integer. For q f 0 , they form four separate classes because the cos 2e term in
Mathieu's equation causes the Fourier series of the eigenfunctions to be composed
of either cosine terms only or of sine terms only, and with arguments that are
either even multiples of e only or odd multiples of e only. The four classes
of eigenfunctions are therefore designated even cosine, odd cosine, even sine,
and odd sine. The even cosine eigenfunctions, for instance, have the form
y(e,q) = I
A(2n)(q) cos
k=O 2k
2ke, for a = a 2n (q) with a (0) = 4n 2 .
2n (2 )
We shall follow the custom of using the symbols ak(q) and bk(q) for the eigen-
values of cosine· and sine eigenfunctions respectively, and identify eigenvalues
by the square roots of their values at q = O. The eigenvalues are distinct when
q is real, except when q = 0, and their behavior has been well studied (e.g.
Meixner and Schafke 1954).
233
234 CHRISTOPHER HUNTER
The pattern of branch points of the eigenvalues of Mathieu's equation in the upper
half q-plane, found numerically by Blanch and Clemm (1969), is displayed in
Figure 1. (The lower half q-plane contains the mirror image of this pattern and
is ignored in our analysis). Pairs of eigenvalues of the same class only become
equal, and equalities occur between eigenvalues with adjacent subscripts only.
Some branch points of eigenvalues of the spheroidal wave equation, computed by
Hunter and Guerrieri (1982), are shown in Figure 2. The m = ~ branch points in
this figure are b-eigenvalue branch points of Figure 1.
I I
1m q "bs7 as,1
20r ,
a s,7 bS,7
a4,6
b4,6 b4,&
10 a3,S "b3,5
a a4,6
4,6
b2,4 a
b3,s "
3,S
a2,4 a2,4
b1,3" "a
a 1,3
I '02
, I I
-10 0 10 Req
Figure 1
Branch points of the eigenvalues of Mathieu's equation in the upper half q-plane.
A point labelled a l ,3 ' for instance, is one at which a l = a 3 .
20~--~~-----'--------'\-'------~\--~
+ ...
1m q II.~., \ \
• ~ II. •
+ \ \
•
~ •
\
II.
\ •
•\
•
-20 -10 o Re q
10
Figure 2
The 6 branch points closest to q = 0 of the eigenvalues of the spheroidal wave
equation (4) plotted for 5 different values of m : _ m = 0, • m = ~, II. m = 1,
+m=2,.,m=3.
236 CHRISTOPHER HUNTER
2
q = 1. S h (7)
where both hand S are real and positive, rewrite Mathieu's equation as
d2y/de 2 + h2 (1 - 2i S cos 2e)y = 0, (8)
and treat h as a large parameter. The WKBJ solution
is the one that satisfies the boundary condition y' (0) = 0 for an even cosine
eigenfunction.
Because of symmetries possessed by Mathieu's equation, attention can be restricted
to the interval 0 ~ e ~ 1;-;rr. Even cosine eigenfunctions must satisfy a second
boundary condition y' (~rr) = O. If this boundary condition is applied to (9),
the eigenvalue relation
sin [2h G( 8)J = 0, (10)
is obtained, where G( S) is the real function
~7r
G(S) =1;-; fo (1-2i8
k
cos 2q,) 2 dq, . (11 )
1:: k:
Relation (10) is exact when B = q = 0 and h = (a 2n ) 2 or (b 2n ) 2 = 2n. It
breaks down however as S increases, and is unable to describe the branch points.
The breakdown of relation (10) is caused by the turning pOint
e = eO = 1;,rr + ~i sinh- l (1/2 S), (12 )
in the complex e-plane at which (1 - 2i B cos 2e) vanishes and w(e) has a
branch point. Figure 3 shows the configuration of Stokes and anti-Stokes lines
in the e-plane when S = 0.4. (Our terminology is that Stokes lines are ones
along which WKBJ solutions vary purely exponentially, while anti-Stokes lines
are ones along which the variations are purely oscillatory.)
The most straightforward method of correcting the eigenvalue relation (10) is
via the use of Heading's (1977) global phase-integral methods in which, following
Stokes' (1857) original idea, one adopts the convention that WKBJ solutions change
discontinuously across Stokes lines. When Heading's rules are applied to the
eigenfunction (9), one obtains the formula
H( S) = 1m [ f: o (1 - 2i B cos 2,d 2
d<j>] . (14)
When the boundary condition y'(1;-;rr) = 0 is applied to the solution (13), one
obtains the corrected, though still approximate, eigenvalue relation of
sin [2h G( B)J = l:i exp [-2h H( B)J . (15a)
A similar analysis of even sine eigenfunctions yields the eigenvalue relation
sin [2h G( B )J = -1;-; exp [-2h H( B)J . (15b)
TWO PARAMlcTRIC EIGliNVALUE PROBLEMS 237
~~
~~. TT- e
:
I
0
I
Fi gure 3
Stokes lines (full) and anti-Stokes lines (dashed) in the e plane for the case
B = 0.4.
0.8~----~--~----------r----------.--------~
13
I3 cn t I------\--+----\--+----~--I----~--+-I
0.4
o 2 4 6 h 8
Figure 4
Real eigenvalues for pure imaginary q plotted in the h - B plane. The branch
points, at which iqi is maximum, are ringed. The full curves are exact, while
the dashed curves are plotted from the asymptotic formulae (15).
238 CHRISTOPHER HUNTER
As Figure 4 shows, these approximate relations are accurate and allow adjacent
eigenvalues to become equal. The branch points plotted in Figure 1 are points
2
at which Iql = B h is the greatest, and are ringed in Figure 4. The ringed
points tend, with increasing h , to lie closer to the critical value S = B 't=
cn
0.S811 at which H( B) = 0 but H' (S cn't) < O. The significance of this criti-
cal value of B is as follows. The turning point 8 0 lies far above the real
o-axis when S is small, but descends towards this axis as S increases. When
B = Bcrit ' the two downgoi ng anti -Stokes 1i nes from 8 0 pass through 8=0 and
8 = 1;;n. Now H( B) > 0 when B < Bcrit and is large when B is small. When
the exp [-2h H( B )J terms in relations (lS) are insignificant, cosine and sine
eigenvalues are indistinguishable in Figure 4. But exp [-2h H( B)J is 1 when
S = Bcrit' while real solutions of (lSa) and (lSb) cease to be possible when it
exceeds 2. Thi s happens for B only s 1i ght ly in excess of Bcri t when his
large.
J
~'IT ~ rOo "
o (a-2q cos 2¢) 2 d¢ = I(a,q), J (a-2q cos 2¢) 2 d¢ = 1;;[l(a,q) + iJ(a,q)J. (17)
o
(The location of the turning point and its Stokes lines depend on the eigenvalue,
so that it is necessary to check our earlier assumption for self-consistency.)
The general eigenvalue relations (16a-d) are effective in locating the other
branch points. Further, these other branch points, like those on the imaginary
q-axis, lie close to critical stages, where critical stages are defined now as
occurring when:
(i) Anti-Stokes lines from the turning point 0 go to both 8 = 0 and e = 1;;n.
8
an - b - 4nin
n 11
exp [-JJ ~ 4n [~Jn
11 4n2
(20)
This result is the large - n form of an exact result due to Levy and Keller
(1963). It has also recently been obtained by Harrell (1981) in an asymptotic
study of instability intervals.
Another approximation must be used in the regions near these ends. When this is
done, the eigenvalue relations (16b) and (16d) generalize to
sin [I - ~ mTI + \n] -~ exp [-J + iTI(\ - ~ m)] (2la)
and
cos [I - ~ mTI + \n] = y,i exp [-J + in(\ - Y, m)J , (2lb)
respectively. Critical stages may again be located from these approximate eigen-
value relations, and the exact branch points of the eigenvalues a(q) that lie
near them can be computed numerically.
The elementary analytical approximations for I and J that were mentioned
earlier can be used to provide rough approximations to the critical stages. When
used with the eigenvalue relation (21b) for instance, they predict critical stages
at
CONCLUDING REMARKS
Further details of the work that is described here can be found in Hunter and
Guerrieri (1981, 1982). This work is heuristic and formal proofs are lacking.
Yet the directions for further studies, and ways in which presently available
rigoroUS results can be improved, are clearly indicated. For instance, both
Meixner and Schafke and Kato show that the radii of convergence of the small-q
power series for the eigenvalues an and bn of Mathieu's equation, which are
determined by the locations of the branch points, exceed (n-l) for n > 2. The
asymptotic analysis and the numerical results shows the radii of convergence to
2
be O(n).
This work has been supported in part by the National Science Foundation under
grant MCS-7728148.
REFERENCES
[lJ Blanch, G. and Clemm, D.S., The double points of Mathieu's differential
equation, Math. Compo 23 (1969) 97-108.
[2] Harrell, E. M., On the effect of the boundary conditions on the eigenvalues
of ordinary differential equations, Amer. J. Math., (1981) in press.
[3J Heading, J., Global phase-integral methods, Quart. J. Mech. Appl. Math.
30 (1977) 281-302.
[4] Hunter, C. and Guerrieri, B., The eigenvalues of Mathieu's equation and
their branch points, Studies in Appl. Math. (1981) in press.
TWO PARAMFJ'R1C EiGENVALUE PROBLEMS 241
[5J Hunter, C. and Guerrieri, B., The eigenvalues of the angular spheroidal wave
equation, Studies in Appl. Math. (1982) in press.
f6J Kato, T., Perturbation Theory for Linear Operators (Springer, Berlin, 1966)
[7] Levy, D. M. and Keller, J. B., Instability intervals of Hill's equation,
Comm. Pure Appl. Math. 16 (1963) 469-476.
[8J Meixner, J. and Schafke, F. W., Mathieusche Funktionen und Spharoidfunktionen
(Springer, Berlin, 1954)
[9J Stokes, G. G., On the discontinuity of arbitrary constants which appear in
divergent developments, Trans. Cambridge Philos. Soc. 10 (1857) 106-128.
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Spectral Theorv of Differential Operators
I.W Knowles and R. T. Lewis (eds.)
© North-Holland Publishing Company. 1981
where H(i)(z) is the first Hankel function. Here T: k(x,y) shows that the opera-
tor T has the integral kernel k(x,y). Using the expansion for the Hankel function
one obtains formally
::'43
244 ARNE JENSEN
as 1; ...,. O. Here ]l(0) 0, ]l(9,) " 1 for 1 .::. 1, and s, s' must satisfy
0
1 if 9, "0: S, s' > 1/2, s + s' > 5/2;
0
2 if £ > 1: s, s' > 2L
M = {f E H1 , - s I (1 + GOV) f = O}.
- 0
REMARKS. Expansions to any order with explicitly given coefficients can be found
using the techniques from [1,2]. GenerallY,expansions to higher orders require
larger Band s, s'.
The above results can be used to derive results on the time-decay of the
wave functions, and asymptotic expansions for the scattering matrix in the low
energy 1imit.
REFERENCES
[1] Jensen, A. and Kato, T., Spectral properties of Schrodinger operators and
time-decay of the wave functions. Duke Math. J. 46 (1979) 583-611.
[2J Jensen, A., Spectral properties o~ Schrodinger operators and time-decay of
the wave functions. Results in L (R m), m ~ 5. Duke Math. J. 47(1980),57-80.
[3] Jensen, A., Spectral properties o~ S~hrodinger operators and time-decay of
the wave functions. Results in L (R). Preprint, University of Kentucky,
1980.
[4] Murata, M., Scattering solutions decay at least logarithmically. Proc.
Japan Acad. Ser. A Math. Sci. 54 (1978) 42-45.
[5] Murata, M., Rate of decay of local energy and spectral properties of elliptic
operators. Japan. J. Math. 6 (1980) 77-127.
[6] Rauch, J., Local decay of scattering solutions to Schrodinger's equation.
Commun. Math. Phys. 61 (1978) 149-168.
[7J Vainberg, B. R., On exterior ell iptic problems polynomially depending on a
spectral parameter, and the asymptotic behavior for large time of solutions
of non- s ta tiona ry problems. Ma th. USSR Sborn i k 21 (1973) 221- 239.
Spectral Theorv of Differential Operators
I.W. Knowles and R. T. Lewis (eds.)
© North·Holland Publishing Company. 1981
1. INTRODUCTION
A fundamental problem of reactor physics is the determination of the
asymptotic behavior of a nuclear reactor for large times. Inside a reactor (a
hi gh 1y heterogeneous compos ite structure of many different materi a1s) neutrons
are generated by fission processes. The neutrons move about freely (i .e.,
rectilinearly and with constant velocity) until they interact with a nucleus of
the reactor material; in the course of an interaction a neutron may disappear
entirely (absorption), it may change its velocity (scattering), or it may trigger
a fission process, as a result of which one or more new neutrons appear. The
relevant space and time scales are such that interactions can be viewed as
localized and instantaneous events. The equation that describes the rate of
change of the neutron density inside the reactor is a linear transport equation;
the dependent variable is the neutron velocity distribution function (f). If
n denotes the reactor domai n (a bounded open convex subset of It 3), and Sis the
neutron velocity range (a ball or spherical shell centered at the origin in ~3),
then f(x,~,t)dxd~ represents the (expected) number of neutrons in a volume
element dx centered at a point x ( n whose velocities lie in a velocity element
d~ centered at the velocity t; E S at time t. The linear transport equation is a
balance equation for f over the element dxdt; about (x,~),
The first term on the right is the (spatial) divergence of the neutron flux,
which represents the effect of the free streaming; the second term represents the
loss due to interactions at x, h(x,~)dt; being the collision frequency for
neutrons with the velocity in the range dt; about t; at the point x; the third term
represents the gain due to interactions at x, k(x,~+~' )dt; being the (expected)
number of neutrons emerging with a velocity in the range d~ about t; after an
*Joint work with C. G. Lekkerkerker (U. of Amsterdam, Neth.) and J. Hejtmanek (U.
of Vienna, Austria). This work was supported by the Applied Mathematical
Sciences Research Program (KC-04-02) of the Office of Energy Research of the U.S.
Department of Energy under Contract W-31-109-Eng-38.
247
248 HANS C, KAFER
interaction of a neutron with the velocity ~' with a nucleus of the reactor
material at x. With Eq. 1.1 are prescribed an initial condition,
and a boundary condition on arl. The boundary condition expresses the fact that
no neutrons enter the reactor from outside ("zero incoming flux"); it may be
formulated as
The quantity of interest is the total neutron density inside the reactor,
i.e., the integral ~ $
f(x,l;,t)dxdl;; in particular, its asymptotic behavior as
t + 00. For practical purposes one wants to know under which conditions on the
functions hand k the integral behaves like a pure exponential as t + "'. We
might add that, for many reactor materials, the functions hand k vary rapidly
with the neutron velocity: they may display resonances, etcetera. As we shall
see, a satisfactory solution to this problem has not yet been given. Partial
answers are available, 'and new results from the theory of strongly continuous
semi groups of positive operators in Banach lattices are being applied.
In the next section we give the functional formulation of the reactor problem
as an abstract Cauchy problem. In Section 3 we show that this abstract Cauchy
problem is solved by a strongly continuous semigroup of positive operators. In
the final Section 4 we discuss some results about the asymptotic behavior of the
semigroup. Details of the proofs, as well as related results, can be found in
our forthcoming monograph [1, Chapter 12J.
2. FUNCTIONAL FORMULATION
Then \I+TO(AE[) is a bijective map of C O(QxS) onto itself. sIf Re\ ) 0, then
(\I+T O)-l can be extended by continuity to a bounded linear operator RA in
L1 (QxS), where
T
(2.2) RAg(X,~) = f e-ASg(x_s~,~)ds ,
o
for almost all (x,~) E QxS. This operator R\ is injective; its inverse is the
closure of AI+TO' so if we define T by
1
(2.3) T = R- - AI ,
\
The second and third term in the right member of Eq. 1.1 give rise to bounded
linear operators in Ll(QxS), provided h E L""(QxS) and hp E L""(QxS), where
hp(x,~I) = 1 k(x,~<-~')d~ for (x,~') f QxS. We shall assume that these conditions
are met, ana define the operators Al and A2 in Ll(~xS) by the expressions
(Z. 5) A f(
Z
x, ~) f k(x ,~+C )f( x,~ I )d~ I (x, 1;) E QxS
S
for any f E Ll(~xS). Then IIAIIl = IIhll"" and IIAZII = IIhpll"".
The initial-boundary value problem 1.1-3 thus gives rise to the following
abstract Cauchy problem in Ll(~xS):
We consider the transport operator - T-AI +A Z as a pert urb at i on of the stre am-
ing operator -(T+A 1 ) by the bounded operator AZ ' The spectrum a(-(T+A 1 )) is
determined by the behavior of h(x,~) for small values of 11;1. Let the
nonnegative constant \* be defined by
(A) There exists a positive constant c such that h(x,~) > \*-cll;l for all x E n
and a 11 I; C S wi th I; of O.
Then the right half-plane {A E [: ReA> -\*} belongs to the resolvent set
p(-(T+A1)); moreover, the resolvent QA = (AI+T+A1)-1 sat.isfies the estimate
IIQ~II ~ M(ReHA*)-n for n=1,2, ... , with M = exp(c·diam~). It follows from the
Hille-Yosida theorem [Z, Section IX.1] that -(T+A 1 ) is the infinitesimal gener-
ator of a strongly continuous semigroup WI = [WI (t): t 2. 0] in Ll(~xS). The
expression for WI (t) is readi 1y found,
250 HANS C. KAPliR
t
(3.1 ) exp(-J h(x-s~,~)ds)g(x-s~,~) (x,~) E IlxS ,
o
for any g E Ll(llxS). The semigroup consists of positive operators. As the
underlying space is an Ll-space, the type of the semigroup coincides with the
spectral bound of the generator [3, Section 3.3J. The latter is at most equal to
-A*; it is exactly equal to -A* if we assume, in addition, that
(B) For each E > 0 there exists a ball BO ! Ix-xOI~ p} wholly contained in 11
and a constant n > 0 such that h(x,~) < A*+E for all x E: BO and ~ E S with
I ~ I < n.
In fact, if (A) and (B) hold, then a(-(T+A 1 )) fills the entire half-space {A E [:
ReA.s. -A*}.
We now add the bounded perturbat i on A2 to - (T+A 1 ). Accord i ng to the theorem
of Hille and Phillips [Z, Section IX.2.1J, the resulting operator -(T+A 1 )+A Z is
the infinitesimal generator of a strongly continuous semi group W = [W(t): t > OJ
in Ll(llxS). This semigroup provides the solution of the abstract Cauchy prob~m.
IX.Z.1J.
·34
The ser1es . converges 1n . °
the operator norm topology, see [2, Section
Because AZ is a positive operator, the semigroup W consists again of
positive operators.
4. ASYMPTOTIC BEHAVIOR
The type of the semi group W coincides with the spectral bound of the
transport operator. We denote the latter by AO'
(4. Z) ! !Ht(x,t:,x',t:')f(x',I;')dx'dl;',
"s
where
I x-x' x-x' )
= ~ k(x,t; + --t--)k(x', --t-- + 1;'
t t
x exp (J
-
o
h ( x-s T' --T- ds
XX' XX'))
, t >0 .
m \ t tOk
(4.3) W(t) I e e Pk + Zn (t) (I -P) ,
k=O
where IIZn(t)II = o(exp(-A*+s)t) ~ t -> 00; here Pk and Ok ~ the projection and
nilpotent operator associated with Ak' ~ P = PO+" .+P k .
The representation 4.3 can be sharpened if one can show that the semi group W
is irreducible. In the present context, W is irreducible if there exists a
to > 0 such that W(t) is positivity improving for each t ~ to' Indeed, if W is
irreducible, then AO is a simple eigenvalue, the projection Po is positivity
improving, and there exists as> 0 such that the real part of any other point of
a(-(T+A1)+A Z) is less than AO-s. Thus,
Aot
(4.4) W(t) = e Po + Z(t)(I-P ) ,
O
where Z = [Z(t): t ~ OJ is a semigroup in (I-P O)L 1 (>2 x S). Although the spectral
bound of the generator of Z is strictly less than AO' one can only conclude that
the type of the semi group Z is less than or equal to AO' as Z does not
necessarily consist of positive operators.
REFERENCES
[lJ Kaper, H. G., Lekkerkerker, C. G., and Hejtmanek, J., Spectral Methods in
Linear Transport Theory (Birkhauser Verlag, Basel, to appear)
[ZJ Kato, T., Perturbation Theory for Linear Operators (Springer Verlag, New
York, 1966)
[3J Derndinger, R., Ueber das Spektrum positiver Generatoren, Math. Z. 172
(1980), Z81-Z93.
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Spectral Theory of Differential Operators
I.W. Knowles and R. T. Lewis (eds.)
© North·Holland Publishing Company. 1981
Tosio Kato*
Department of Mathematics
University of California, Berkeley
253
254 TOSIO KATO
2.4. Some comments are in order regarding (2.10). An analogous but stronger
condition (in which p+(r) is replaced with a*(r), the supremum of the largest
eigenvalues of ((a.k(x)) for Ixl ~ r) was implied by the assumptions used in
J ..
Ikebe-Kato [12], as was pointed out by Jorgens [13]. Jorgens was able to remove
this defect, but not very substantially. In fact in Ikebe-Kato, one could have
replaced a*(r) with the radial bound of (ajk{x)):
m -2
(2.11 ) a*
rad
(r) = sup arad{s), sup I aJ·k{x)xJ.xkr
l<s<r Ixl=r j,k=l
With this modification, the condition really implied in [12] becomes
00 1/2
(2.l2) J a* (rf dr 00,
1 rad
256 TOSIO KATO
1
THEOREM I. Assume that there exist three real-valued functions U, V, WEHloc(R
m)
(local Sobolev space) and constants Ko'··· ,K6 < "', 0 < 0 < 1, 0 < n < 1,
satisfying the following conditions:
2
(i) W ~ Ko and q_W2 ~ Kl .
(ii) dW·a·dW ~ K2 + (1 - o)q+w2.
(iii) dV·a·dV ~ K3w2 + K4q+w 4 , and V(x) ~ '" as Ixl ~ "'.
(iv) dU·a·dUK5 + K6q+l-T] ' and U(x) ~
~ as Ix I ~ "'.
00
(d) As a general remark, one may say that a theorem of this type could not
give a definitive result for selfadjointness. It corresponds to the classical
mechanics, as the use of eikonal-type differential inequalities suggests, while
selfadjointness is essentially a quantum-mechanical property.
(e) In the proof of Theorem I (Appendix 1), I use integrations by parts
after introducing cut-off functions. According to Kalf [14], one might use
Gauss's theorem with boundary integrals. I was not successful in this attempt
except for m = 1, in which case it does work better.
Again, these are the minimal assumptions for Tmin to make sense. The proof is
not simple but follows a natural course.
It seems to me that the following lemma is implicitly involved in the proof,
though it is not directly mentioned in the paper.
1 4 2
Let u E Lloc n Hloc and fj E Lloc ' If LlU + I
00
LEMMA I. fjdju L1oc ' then
E
j
2
u E Hloc and d.u E L41 . (Here Hk = Wk ,2 is the Sobolev space of L2-type.)
J oc
It seems to me that a somewhat simpler proof of L-S theorem can be given by
using the lemma. The lemma can be proved by a bootstrap argument, showing that
dju E Ljoc for p close to 2 and raising it to p = 4.
3.3. One might ask if the selfadjointness of Tmax can be proved under the
assumptions (3.2) only. The difficulty here is that the meaning of Tmax is not
clear.
On the other hand, it would be interesting to see if the above results can
be generalized to include negative potentials -q with or without local singu-
larities.
Banach lattices.)
According to a theorem of Phillips [25], a densely-defined dispersive
operator -A with nonempty resolvent set is m-dissipative (i.e., A is m-accretive)
and, in addition, the semi group e- tA is positivity-preserving.
In the case of our operator (4.1), it is expected that -Tmax is not only
quasi-m-dissipative but also quasi-m-dispersive, so that the semigroup generated
is positivity-preserving. Since (4.6) is similar to the corresponding accre-
tivity (dissipativity) condition (4.4), the same computation can be used to
acquire this additional information.
APPENDICES
Appendix 1. Proof of Theorem I.
According to the remark given in (Z.g), it suffices to show that
(Al) Tu = iu with u E L2
implies u = O. (The eigenvalue -i can be handled in the same way.) We note that
(Al) implies (see (2.7))
(A2) 2 1/2 2
djU, DjU E L loc ' q+ U E L loc '
An immediate consequence of (A2) and conditions (i)-(iv) in the theorem is
2 2 Z 2 1
Iul dW·a·dW ~ Kzlul + (1-6)q+W lui E L loc '
2 2 Z 4 2 1
(A3) lui dV·a·dV ~ K3W lui + K4 q+W lui E L loc '
Indeed, all terms in the integrand on the right are in Ll by (A3), because ~ has
compact support, with
2IWuOu-a-dWI 2. (1-o2)w 20u-a-ou + (1-6 2r l luI 2dW-a_dW
2. (1-o2)W 20u_a_OU + (1-62rlK2IuI2 + (1+6rlq+w2IuI2 by (A3),
21q,uOu-a-d~1 2. Eq,2 0u -a -l5U + E-lluI2dq,_a_d~
2 - 2 2
2. E¢ Ou-a-Ou + Elul (K7 + Ks¢ q+) by (AS)_
Taking the real part of (A9), we thus obtain
(A10) or
f ¢2W 2[(o2 - E:)Ou-a-l5U + (1 - (1 + l - EKS)q+lu 12]dx
~ (K l + (1 - 62 )-lK2 + EKOK7)~u~2,
where we have used (i) as well.
We now let € + 0 and note that 1> t 1 monotonically by (A5-6) , obtaining
f W2[6 20u.a.ou + 6(1 + orlq+luI 2]dx ~ (K l + (1 - 82rlK2)lluI12,
which proves Proposition Al_
With Proposition Al at hand, it is now easy to complete the proof of Theorem
I. We choose another cut-off function
(All) ljJ(x) = 4) E (x) = cJl(EV(X)),
where cP may be (but need not be) the same function as above. Again ljJ E Hl with
compact support, and we have
(A12) i (u,ljJu) (Tu,ljJu)
2
= f [Ou-a-O(ljJu) + QljJlul ]dx
= f [ljJOu·a·Ou + uOu·a·dljJ + QljJluI 2]dx,
the formal integration by parts being justified as above_
Taking the imaginary part of (A12), we thus obtain
(Al3) J ljJl u l 2dx 2. f lui IOu.a.dljJldx.
But dljJ = ECP' (EV )dV, so that
lui IOu-a-dljJl2. Elcp'(EV)1 lui IOu·a·dVI
~ Elul (dV.a.dV)1/2(Ou.a_Ou)1/2
2. EluIW(K3 + K4Q+w2)1/2(ou.a.ou)1/2 (by iii)
suffices to prove the latter without using U. To this end we retrace the proof
without using the cutoff function ¢ or, equivalently, setting ¢ = 1 and taking
the integrals in (A9) on a finite interval (a,S) rather than (_00,00). The net
result of this modification is to add the boundary terms
(All) Re[W 2auDu]Ba = (1/2)[W 2a(dluI 2/dx)]Ba
to the right of (A10), in which one should also set £ = 0 so that K7 , KS do not
appear.
Since u E L2(_00,00), there are sequences an ~ -00 and Sn ~ 00 such that
dlu(x) 2dx is nonnegative for x = an and nonpositive for x = Sn' so that (All)
1
is nonpositive for a = an and B = Bn. Going to the limit (a,S) = (an,Sn) -+ (-00,00)
in (Ala) along such a sequence leads to the desired result.
Appendix 2. An example.
As a simple example to which Theorem I applies, let
arad(r) ~ (1 + r)P, q+(x).:: IxIO', q 0, p, 0' > o.
REFERENCES
[1] Browder, F. E., Functional analysis and partial differential equations, II,
Math Ann. 145 (1962), 81-226.
[2] Cordes, H. 0., Self-adjointness of powers of elliptic operators on non-
compact manifolds, Math. Ann. 195 (1972), 257-272.
[3] Devinatz, A., Essential self-adjointness of Schrodinger-type operators, J.
Functional Anal. 25 (1977), 58-69.
[4] Devinatz, A., Selfadjointness of second order degenerate-elliptic operators,
Indiana Univ. Math. J. 27 (1978), 255-266.
[24J 01einik, O. A., Linear equations of second order with nonnegative character-
istic form, Mat. Sb. 69 (111) (1966),111-140; AMS Translation Ser. 2,
vol. 65 (1967), 167-199.
[25] Phillips, R. S., Semi-groups of positive contraction operators, Czechoslovak.
Math. J. 12 (87) (1962),294-313.
[26] Read, T. T., A limit-point criterion for expressions with intermittently
positive coefficients, J. London Math. Soc. (2) 15 (1977), 271-276.
[27] Schechter, M., Essential self-adjointness of the Schrodinger operator with
magnetic vector potential, J. Functional Anal. 20 (1975), 93-104.
[28] Simon, B., Schrodinger operators with singular magnetic vector potentials,
Math. Z. 131 (1973),361-370.
[29] Simon, B., Maximal and minimal Schrodinger forms, J. Operator Theory 1
(1979), 37-47.
[30] Sohr, H., Uber die Selbstadjungiertheit von Schr~dinger-Operatoren, Math.
Z. 160 (1978), 255-261 .
..
[31] Sohr, H., Uber die Existenz von Wellenoperatoren f~r zeitabh~ngige
Storungen, Monatsh. Math. 86 (1978), 63-81.
Robert M. Kauffman
Department of Mathematics
Western Washington University
Bellingham, Washington, U.S.A.
O. INTRODUCTION
Consider the following problem: "Solve the equation Mf = g on the
open region U, with g in L (U), where M is an elliptic partial dif-
2
ferential operator on U." We deal for simplicity with the case
where U is the half-space R~ = {xix = (xl"" ,xk ) and Xl > a}. We
assume that the coefficients of M are restrictions to R~ of elements
of COO (Rk), and are positive in a certain sense. We ask what con-
ditions must be imposed on f to make the problem well-posed.
267
268 R.M. KA UFMANN
Theorem 1.3. (Everitt [3], 1968). Let M = D4 - DplD + PO. Then the
Remark: The moral of theorems 1.8 and 1.9 seems to be that problem
P is well-posed if any coefficient may be regarded as the biggest,
in the sense of these theorems, provided the coefficients are suf-
ficiently regular.
Remark: The next lemma makes precise the notion of a boundary value.
i) R is essentially self-adjoint;
ii) R= H , where
R
R is the operator-theoretic closure of R;
iii) R = Q;
iv) HR = Q;
v) Q is 1-1.
Furthermore, if R is not essentially self-adjoint, there exists an f
such that Mf = 0, f is in L2(R~), all partial derivatives of f of all
orders are extendable to continuous functions on {x I xl :: O}, and
(f, Dlf, ... ,DiN-If)
(0,x " , .xk ) is in S at all points (0,x 2, ... ,xk)
2
of the hyperplane xl = 0, where we have defined these partial de-
rivatives at xl = 0 by using their continuous extensions.
We now prove the only hard part of the theorem; we show that v) im-
plies i). Let F be the Friedrichs extension of R2. It is possible,
274 R.M. KAUFMANN
vi) ~ = 0 if c = O.
A is called the degree of f. We take A -00 if c O.
A II'E1'1- l'HH)R Y 275
Theorem 2.S.
N .,
(Kauffman, to appear).
.
Let M = ~~i' where
Mi = ~O(-I)JDfPijDf' Let R be as in Notation 2.3. Assume the
following:
i) for i > 1 and all j, Pij(x) = hijCx i ) for all x in
k
R+, where h .. is in Z(-oo,oo);
lJ
ii) Plj(x) = hlj(x l ), where h lj is in Z[O,oo);
iii) if n(l,i,j) is the degree of the restriction of h ij
to [0,00) for i ~ 1, and if n(2,i,j) is the degree of the restriction
of the function gij(x i ) = hij(-x i ) to [0,00) for all i > 1, then
n(l,i,j) 2j < n(l,i,O) for all i ~ 1 and all j > 0, and
n(2,i,j) 2j < n(2,i,0) for all i > 1 and all j > 0.
iv) Pij ~ °
for all i and j, PiO ~ E ~ for all i, and °
the continuous extension of PiN to Xl 2 °
is non-vanishing for all i.
Remark: Although the examples given above are of Li which are not
limit-N on [1,00), for N = 3, it is easy to extend these expressions
to expressions on [0,00), which can not be limit-3 by the above re-
marks.
Select any i such that Li is not limit-N on some half-line, and let
f be the square-integrable solution constructed above. Define
k
fi(x) = f(xi) for x in R+. Note that Mifi = 0.
3. UNANSWERED QUESTIONS
In conclusion, it seems worthwhile to list some interesting problems
which have not yet been solved.
2 2
Problem 1. Let L D P2D - DplD + PO' with each Pi ;:: 0, PN > 0,
and p·O ~ E > 0 on [a,m). Suppose each Pi is the restriction to
[a,m) of an element of C"'(-oo,oo). Is L necessarily limit-2?
(Equivalently, is problem P well-posed for L?)
N " .
Problem 2. Let L = LO(-l)JDJPjDJ, where each P
;:: 0, PN > 0, and
j
Po ;:: c > 0 on [a,"'). Suppose each Pj is the restriction to [a,"') of
an element of CeD(_ro,w). Is it possible for all solutions to Lf = 0
to be in L 2 [a,oo)?
REFERENCES
Ian Knowl es
Department of Mathematics
University of Alabama in Birmingham
Birmingham, AL 35294
David Race
Department of Mathematics
University of the Witwatersrand
Johannesburg 2001
South Africa
279
280 IAN W. KNOWLES and D. RACE
(2)
For general n, rather little is known about which extensions TAB are well-posed.
One can reduce the problem to the case p.1 (.) = 0, 1 -< i -< n, by means of known
asymptotic formulae for the solutions y(X,A) of (T - A)y = 0 valid for fixed x
and IAI ~ 00 (c.f. [11,12J). For separated boundary conditions the extensions
TAB are always well-posed ([11, Lemma 3, p. 94J). For n = 1 it is not difficult
to show that TAB is non-well-posed if and only if
= o.
Proof. The proof is divided into several stages. Following [12,§22.2] we write
the equation TY = J..y in system form as
dY = A(x) Y (8)
dx
where Y = Y(x,r) = (y,y[l], ... ,y[2n-1 J )T, and A(x) = AO(x) + Al(x) where AO and
Al are defined in [12, p. 176J, and we have set Po = 1. Let
Y = BU ( 9)
where
III 1l2n
n n
B III 1l2n (10)
n+l n+l
-Ill -11
2n
(_ 1 ) n- lll~n- 1 (_ 1 ) n- \~~- 1
and Ili' 1.::. i.::. 2n, are the distinct 2nth roots of (-l)nJ,. defined earlier. Set
B- 1 = (B ij ) and define A2 and A3 to be the matrices obtained from Al by replacing
, ,
the elements p,., 1 < i ~ n, by q. and r., respectively. The system (8) then
becomes
(11 )
(12 )
It is not hard to see that the functions c ij (x,·) and f ij (x,·) are analytic for
fixed x> O. Also for Ipl ?:- 1 we have
n
ICij(x,p)1 ~Kn I Iqk(x)l; Ifij(x,p)I.::.L n (13)
k=l
where Kn and Ln are independent of x and p.
Our initial goal is to determine the asymptotics of certain solutions of
(11), from which we easily obtain the behaviour of solutions of TY = J..Y via (8).
and consider, for < i < n the solutions V. = (v .. ) of the integral equations
- , "J
284 IAN W. KNOWLES and D. RACE
]..I.xX]..l. (X-i;) 2n
Vii (x,p) = e 1 e 1
+ J 2: hik (t:,p)v.k(i;,p)di;
o k=l 1
X]..l.(x-t;)2n
viJ·(x,p) J eJ L hjk(i;,p)vik(t;,p)dt; if j 'f i, .::. j < n (14)
o k=l
00 ]..I.(x-t;) 2n
vij(x,p) = - J e J L h' (t;,p)v.k(t;,p)di,; if n + 1.::. j < 2n.
X k= 1 J k 1
Observe that the solutions Vi' .::. i .::. n, all satisfy the equation
~~ = (W + H)V. (11)'
We now adapt the techniques of Kamimura [7] to show that the solutions
Vi = Vi(x,p), 1 .::. i .::. n, of (14) exist and have components square integrable in
[0,00), for suitable values of p. To do this we require analogues of certain
inequal ities used in [7]. Suppose that y E L2[0,00), and that ]..I is a complex
number whose real part, y, is positive. Then
(15)
X X
(16)
Let L denote the Cartesian product of 2n copies of L2[O,00); with the usual
inner product topology, Lis a Hi 1bert space. Defi ne S: L -+ L by
x]..l.(x-t;)2n
J e l L h.k(t;)fk(t;)dt;, < i < n
o k=l 1
(Sf)i (x)
00 ]..I. (x-t;) 2n
J e l L hik(t;)fk(t;)dt;, n + 1 < < 2n
x k=l
BOUNDAR Y CONDITIONS ['OR DII'HiREN1'lAL OPERATORS 285
y = min{IRe )J.I:
1
1 -
< i <
-
2nl = 1»l l / 2n Isin(~)1
2n (19)
(we assume that -1T < arg A ~ 1T). Thus for» such that G(A) < 1, (I - sf 1 exists
as a bounded operator on L. If we now write the integral equations (14) in the
form (I - S)V i = Ei where Ei = exp()Jix)ei (e denoting the i th standard basis
i
vector in R2n ), then it is clear that for each i, 1 ~ i ~ n, (14) has a unique
solution Vi(·,p) E L for all» such that G(») < 1. These solutions are linearly
independent, and for each fixed i the components, v ij ' 1 ~ j ~ 2n, of Vi satisfy
(c.f. [7])
if =j
lim v.J.(O,p) = (20)
G(» )+0 1 0 if ., j.
Consider now equation (11). For 1 < i < n, set
x
U.(x,p) = (I + f F(t)dt)V.(x,p) (21)
1 0 1
One can show directly that the vectors U.(·,p) E L form a set of n linearly inde-
1
pendent solutions of (11). In addition, it is clear that the components, uij '
1 <
-
j -
< 2n, of U.1 also satisfy (20).
y~nJ(O,p) )Jk
n-l
[1 + o(l)J (22)
We can now complete the proof of the theorem. Arguing as in the proof of
Theorem 1, one can deduce that the eigenvalues A of TA are given by the roots of
O(A) = 0, where
2n 2n
I a lsYl[s- 1J (O,p) I
s=l
[s- 1J
a l sY n (0, p)
s=l
O(Ic)
2n 2n
I a Y[s- 1J (0 )
I
s=l
ansyfs-l](O,p)
s=l
ns n ,p
REFERENCES
[1] Chyong, F. van, On one condition of finiteness of the set of eigenvalues for
a non-selfadjoint ordinary differential operator of higher order (Russian),
Vestni k Mosk. Univ. 21 (No.3) (1966), 3-13.
[2J Dunford, N. and Schwartz, J. T., Linear Operators, Volume II, Interscience,
1963.
[3] Eastham, M. S. P. and McLeod, J. B., The existence of eigenvalues embedded
in the continuous spectrum of ordinary differential operators, MRC Technical
Report 1688, Madison, Wisconsin, 1976.
[4] Gimadlislamov, M. G., On an eigenfunction expansion of a non-selfadjoint
differential operator of even order in a space of vector functions (Russian),
Dokl. Akad. Nauk SSSR 143(1962),13-16.
[5J Glazman, I. M., Direct Methods of Qualitative Spectral Analysis of Singular
Differential Operators, IPST, Jerusalem, 1965.
[6] Hinton, D. B., Strong limit-point and Dirichlet criteria for ordinary differ-
ential expressions of order 2n, Proc. Royal Soc. Edinburgh 76A(1977),
301-310.
[7] Kamimura, Y., On the spectrum of an ordinary differential operator with an
r-inte9rable complex-valued potential, J. Lond. Math. Soc. (2), 20(1979),
86-100.
[8J Knowles, I., On the boundary conditions characterizing J-selfadjoint exten-
sions of J-symmetric operators, J. Differential Equations, 39(1981).
[9J Lidskii, V. B., Summability of series in terms of the principal vectors of
non-selfadjoint operators, Amer. Math. Soc. Transl. (2) 40, 193-228.
[lOJ Naimark, M. A., Investigation of the spectrum and the expansion in eigen-
functions of a non-selfadjoint differential operator of the second order on
a semi-axis, Amer. Math. Soc. Transl 16 (1960), 103-193.
[llJ Naimark, M. A., Linear Differential Operators, Volume I, Ungar, New York,
1967.
[12J Naimark, M. A., Linear Differential Operators, Volume II, Ungar, New York,
1968.
[13J Race, D., The spectral theory of complex Sturm-Liouville operators, Ph.D.
Thesis, University of the Witwatersrand, Johannesburg, 1980.
[14J Race, D., On the location of the essential spectra and regularity fields of
complex Sturm-Liouville operators, Proc. Royal Soc. Edinburgh 85A(1980),1-14,
[15J Reed, M. and Simon, B., Methods of Modern Mathematical Physics, Volume II,
Academic Press, New York, 1975.
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Spectral Theory of Differential Operators
I.W Knowles and R. T. Lewis (eds.)
© North·Holland Publishing Company, 1981
SUNG J. LEE
DEPARTMENT OF MATHEMATICS
PAN AMERICAN UNIVERSITY
EDINBURG, TEXAS 78539
U.S.A.
INTRODUCTION
aa* < Since Tl/To is isomorphic to £2' it follows ([7], [6J) that there exists
00.
a continuous linear operator B from T1 onto £2 whose kernel is To, and there exists
a w*-continuous linear operator S+ from T; onto £2 whose kernel is T~. Moreover,
there exists a unique x nonsingular Hllbert matrix C (see [3J, [5J for defini-
00 00
(1)
(2) o },
mxl
(3)
289
290 S.]. LEI'.
- -1
(4) < PC > = 9,Z 9 < P >.
* *-1 - I -1 *-1 + *
iB\a)P (PC C P*) PC (B (b))
Atiyah and Singer [1] gave a general formula for the index of an elliptic operator
in the case when the dimensions of null spaces involved are finite. It is ex-
pressed by a Chern characteristic and a Todd class. In the following we give a
general formula for the index of a linear manifold, which is expressed by the dim-
ensions of linear manifolds, This different formula is motivated from ordinary
differential operator (see [8] also).
(5) 9,2 = {B(a)C + B+ (b)!a E Null Tl III {O}, bE Null To* III {O}}.
Take any closed linear manifold T with To eTc Il and write it as (2) for some
m x normalized Hilbert matrix P. Put
00
Then
dim Null T + dim Null T: dimNullT * +m-
and
[NDEX AND NONHOMOGEN1:0US CONDrJ'IONS FOR MANIFOLDS 291
m
Let us denote by ~2 the Hilbert space of 1 x m complex matrices a with aa* < ~.
When m = the simpler notation for ~~ is ~2'
00,
{x,g} ~ T1 , P(B({x,g})) * = yt ,
then __ _ * -1 + *
bz(g) = iy (PP) PC(B ({bz,O})) ,
for all {b 2 ,O} ~ T: which satisfy one of the following three equivalent conditions:
(i)
where
T {a ~ T1 I P(B{a)) * o }.
mx l
(i i ) +
B({bz'O})C * ~<P>.
( iii) o
00 x 1
m
is closed in ~2'
We remark here that by subdividing an interval into infinitely many intervals, the
above theorem is applicable to study the deficiency index of an ordinary differen-
tial operator. It is hoped that the theorem will find its application to partial
differential operator and linear control theory.
matrix, and if A and F m x normalized Hilbert matrices such that <AE> = < F>,
00
(ii) Let Q and Qbe the m x 00 and m x 00 Hilbert matrices such that QQ* = 1m '
--*
QQ = 1m. Then
* ~*--....
(iv) Express Q Q and Q Q as required in the theorem.
Let {cjJj' ... ,cjJn} b; a Besselian-Hilbertian basis for Null T1 , and let {\)Jj , ... ,\)In*}
be one for Null To. Let G be the n x ro Hilbert matrix whose jth row is B({cjJj'O}).
Let -G be the n* x 00 Hilbert matrix whose jth row is B+({\)Jj'O}). Define two oper-
+
ators UT* and VT by
Then u~* and VT define one-to-one operators into Null (.PG*) and Null (.PG*) re-
spectively. Here
(ii) The condition (5) implies that u~* and V are onto Null (.PG*) and Null (.pi;*)
T
respectively.
(iii) Since VT and u~* are isomorphisms onto, it follows that
--*>
dim Null T + dim <GP =
- ,
m
However,
n = dim Null T + dim < PG * >,
y - B({a1,g}) E *
Range (.GP).
References
1. M.F. Atiyah and I.M. Singer, The index of elliptic operators on compact mani-
folds, Bull Amer. Math. Soc., 69 (3)(1963),422-433.
2. E.A. Coddington and A. Dijksma, Adjoint subspaces in Banach spaces, with ap-
pl ication to ordinary differential subspaces, Anal. Mat. Pura Appl. (4)
118(1978), 1 - 118.
3. R.G. Cooke, Infinite Matrices and Sequence spaces, Mad1illan (1950), London.
4. I.C. Gohberg and M.G. Krein, The basic properties on defect numbers, rootnum-
bers and indices of linear operators, Uspehi Mat. Nauk (N.S.) 12(1957),
no. 2(74),43-118; Amer. Math. Soc. Transl. (series 2) 13(1960), 185-264.
5. S.J. Lee, Operators generated by countably many differential operators, J.
Diff. Equations, 29(1978), 452-466.
6. S.J. Lee, Coordinatized adjoint subs paces in Hilbert spaces, with application
to ordinary differential operators, Proc. London Math. Soc. 3(41)(1980),
138 - 160.
7. S.J. Lee, Boundary Conditions for linear Manifolds, I, J. Math. Anal. Appl.
73(2} (1980), 366 - 380.
8. S.J. Lee, Nonhomogeneous boundary value problems for linear manifolds and ap-
plications (to appear).
9. I. Singer, Bases in Banach spaces I, Springer-Verlag (1970), New York.
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Spectral Theory of Differential Operators
I.W. Knowles and R. T. Lewis leds.)
© North-Holland Publishing Company, 1981
In this paper we shall discuss some recent results obtained jointly with
G. B. Khosrovshahi and L. E. Payne on the positive spectrum of Schrodinger opera-
tors with long range potentials. The details are contained in our joint paper
[4 ].
II. THE RESULTS OF KATO AND AGMON. Kato [2J showed that if
(a) I r V (x) I < K for r -> R
0
then the equation
Hu = AU
295
296 HOWARD A. LEVINE
(r -)- +00)
(b) lim sup r dV lor = ~
r -)- +00 0 0
(c) 1
V1 (x) = 0 (r - - d (r -+ +00, some € > 0),
then H has no eigenvalues where A > ~o/Z.
The principal result we set forth here includes both of these results as
special cases.
l
Let
I {K + [K 2 + 2~o(1-ZM)2ii}Z 2K2 + ~0(1-4M)
a = max I
L
4(1 - ZM)Z 2(1 - 4M)Z J
2
Then H has no L (Q) eigenvunction corresponding to A if A > a.
Notice that if V = Vo(K = M = 0) we recover Agmon's result, while if
V Vl (110 = M = 0) we obtain Kato's result.
Observe also that condition (d) can hold for potentials Vz which are not
solely functions of the radial variable.
IV. THE ~lAIN THEOREM. In [4J we establ ished the following result.
Let u E 2,00(Q) n L2(Q) be ~ solution of
W
f1 u
n
+ p(x) u =0
p
(8) sup If ap2(a~)dal ~ M < ~, p, r .:: R*
Iltll=l r
(C) po (x) -
is - a-
real
- continuous function - with
--a continuous -
radial
- - derivative
such
- -- tha-t
po (x) -> Kl > O.
In order to establish the Main Theorem we make use of the following Lemma
which has appeared in different forms in various places [1,3J.
Lemma I. Let F(t) be ~ nonnegative function on (O,toJ, continuous there and
twice continuously differentiable on (O,t ). Let c ' a , a , £ be constants with
o l l 2
c l > 0, £ > 0, a2 > 1 and al + a2 > 1 + 2c l . If
t -a2
(*) fOn F(n)dn<oo
o
and
al a2
(**) F(t)F"(t) - (F' (t))2 .:: - clF(t)F' (t)/t + d- [F(t)r l /n- F(n) dn
o
then
F(t) - 0
on [O,t o ).
In order to apply Lemma I, we let u be an L2 solution of 6 u + p(x)u 0
n
and set
F(t) f i p-2(n-l) u2 ds dp
r S
p
298 HarVARD A. LEVINE
1 im inf r g; u ur ds 0 (A3)
r 7 '" \
Direct computation then yields (' d/dt)
FF" - (F,)2 .::. 2(n - 2)-2 F(t) J'" ~ (\grad u \2 -
r Sp
where up = aU/dp, The integral on the right hand side can be shown to have a
lower bound of the form required by the right hand side of (**) provided one
makes use of (A-E), employs the integral inequalities (81-C3) of the Appendix
and the following lemmas.
2
Lemma II. Let U solve IInu + p(x)u = 0.ill Q 2..ill!. be .ill L (Q). If. P satisfies
(A-E), then for R* sufficiently large, and ~ r > R*,
12 2
J -1 J P (po+du
00 00
These are combined to yield the desired lower bound for FF" - (F,)2 (see[4J).
The computations are very tedious.
then the improved result of Knowles [7J for the one dimensional case, namely
Z
d + V(x)
-dl
has no eigenvalues in (a,oo) where
4
a = !zfKZ + (K + A;)iz),
R R 2 K2 R 2
f PPPluudsdp)<iJ ¢(u) dSdp+"2 f ¢u dsdp, (83)
rS P rS P YrS
P p p
Rl R Rl R 2
J - f P oPluuodsdodpl ~ if - f p (u o ) dsdcrdp
r p p So r n p So
K2 R1 R 2
+ "2 f - f ~ u dsdodp (84)
Y r P p S
a
R 2 M 2 R 2 2
f ¢ p2u dsdp! < ¢ u ds + € J ~ [u + u ] dsdp, (el)
r S R S r S P
p R p
~ I UU R ) ds
SR
R R 2
+ f 1 f ¢ (2MPo + s)u dsdodp
r p p S
a
R R
+ (2M + s) f 1f ~ Igrad ul 2 dsdodp (C2)
r p p So
for computable constant C,
R
I J ~ ppzuu dsdpl 2 M ~ luu \ ds + i ds
r S p S P
P R
R
+ f P (MP O + s)u 2 dsdp
r Sp
R
+ (M + €) f P Igrad ul 2 dsdp, (C3)
r Sp
POSITIVE SPECTRUM OP SCHROt;WNGER OPliRATORS 301
R1 R
If - f f 0P2 UU dsdodpl <
- R
C 1n (~ ) cj u2ds + M 1n ( r) cj Iu I luRlds
r p S 0 r S SR
p 0 R
R R
2
+ f 1 f P (MPO + du ds do dp
r P p Sa
R1 R 2
+ (M + d f - f P Igrad uj ds do dp (C4)
r P p S
0
-
for computable constant C.
REFERENCES
[lJ Agmon, S., Lower bounds for solutions of Schrodinger equations, J. Analyse
Math. 23(1970) 1-25.
[2J Kato, T., Growth properties of the reduced wave equation with variable
coefficients. Comm. Pure Appl. Math 12(1959) 403-425.
[3J Khosrovshahi, G. B., Nonexistence of nontrivial solutions of Schrodinger
type systems, SIAM J. Math Anal. 8(1977) 998-1013.
[4J Khosrovshahi, G. B., Levine, H. A., and Payne, L. E., On the positive spec-
trum of Schrodinger operators with long range potentials, Trans. Am. Math.
Soc. 253(1979) 211-228.
[5J Simon, B., On positive eigenvalues of one body SChrodinger operators, Comm.
Pure Appl. Math. 22(1969) 531-538.
[6J Eastham, M. S. P., On the absence of square integrable solutions of the
Sturm-Liouville equation, Proc. Conf. Ordinary and Partial Differential
Equations, Dundee, 1976. Springer Verlag Lect. Notes Math. 564(1976) 72-77.
[7J Knowles, I., On the location of eigenvalues of second order linear differ-
ential operators. Proc. Roy. Soc. Edin. 80A(1978) 15-22.
It is known that there is at most one eigenvalue in this interval for the
Wigner-von Neumann potential. The author thanks Professor A. Devinatz for
this information.
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Spectral Theorv of Differential Operators
I.W. Knowles and R. T. Lewis (eds.)
© North·Holiand Publishing Company, 1981
Roger T. Lewis *
Department of Mathematics
University of Alabama in Birmingham
Birmingham, Alabama 35294
1. I NTRODUCT ION
Sl
will be denoted by L~(Sl).
We shall have occasion to write ,l as the union of an increasing sequence of
open sets {Slk}' Slk ::: Slk+l for each k. Let Hh(Sl) and Hh(Slk) denote the inner-
product spaces formed from the elements of D(h) and {¢ISl : <j> E D(h)}, respectively,
k
with the form inner product
(u,v)h" Ir[u,v].
Lemma 1. Suppose that Sl is the union of an incr'easing sequence of open sets
{[lk} fO]o which the identity injection \ : Hh([lk) -7 L~(Slk) is compact. If theY'e
is a ['ositive-valued function p(x) on [l and a sequence of positive number's
303
304 ROGER T. LEWIS
Sk ~ 0 as k ~ 00 such that
1
w(x) p(xf < sk fop almost every X E ~ 'V ~k (1)
and
J p(x) lu(x) 12 dx < h[u,u] for all u E D(h) (2)
"'V~k
s[v - V , V - V J + 0 for n, m +
n m n m n
00.
Z
Therefore, {v } has a limit in L ("
p
~ "k)'
and by (1), that limit is also in L~(Sl ~ "k)' Therefore, ul,,'01l is the
L~(n "k) - 1 imit of {v }. Inequal ity (Z) now follows since
'0
n
k
~[vn' vnJ + h[u,uJ as n + =.
The identity injection from Hh("k) to Hm("k) is continuous for each k by H2.
By Hl, Hm("k) can be compactly imbedded in L~("k) - see Showalter [18, p. 49J.
Hence, the identity injection \ : Hh(~lk) + L~("k) is compact. By Lemma 1,
the proof is complete.
The next lemma, whose origin dates to the Hardy inequality, will be used to
establish condition (3). In the case of n = 1, the proof is established in [7 J
for compact support functions q,(x).
Lemma 2. 2
Let 9 E H (,,) be real-Dalued and satisfy 6 g(x) t- 0 on ", then
n
f 16 ng(x)1 1q,(x)1 2 dx:: 2 f 1q,(x)1 Il7g(x)1 117 <p(x)I dx
" . n
::,~ f 16 g(x)j-l jl7g(x)1 2 II7¢(x)j2 dx (4)
s, n
for aU ¢(x) E C~(lRn) that satisfy
2
(-1)11 f Ylg(s) Yo lcp(s)1 ds < 0 (5)
r
IJhere 11 =0
ng > 0 on 11 and 11 = 1 if "'n 9 < 0 on ".
if 6
The lemma obviously holds for all ~ E C~(Q), which will later allow us to
apply it to the case of the Dirichlet problem. However, for some sets Q and cer-
tain choices of functions g(x), a much wider range of applications is possible.
Since ylg = '7g.", where" denotes the unit outward normal at xEr, then
'7g'" ~ 0, for each x E r, will insure that inequality (5) holds for all
= n
~ E Co(lR ).
Example 1. Suppose that, for some a E Cl(Rl) and r = lxi, g(x) = air) for
all x E r. Assume that either r does not contain the origin or that a' (0) = O.
Then, the inequality
a' (r)(x l ,'" ,x n ) . ,,~ 0, X E r, (6)
implies that (4) and (5) hold for all ~ E C~(lRn) provided "'ng > 0 on Q.
Example 1 follows from the fact that Ylg = I7g'" = r-la'(r)(xl,···,x )·" for
n
any nonzero x E r.
In some of our appl ications, when g is a radial function as above, a' (r)
will be nonnegative. In order to insure that inequality (5) holds for all
~ E C=(lRn) we will need to have r = r- u r O where r- and r O are defined as
o
follows:
.
Defl-ne + r O, an d r
r, to be the set of all x E r such that
(xl" .. ,x n )· ("1'" . '''n)
is positive, zero, or negative, respectively, where" = ("1 ,'" '''n)
is the unit outward normal vector at x E r.
Note that x is in r+, r O , or r- according to whether the angle 8 between the
point vector from the origin to x and the outward normal vector" is acute,
right, or obtuse. For example, if Q is the exterior of a ball that is centered
at the origin, then e = ~ and r = r .
Corollary to Lemma 2. If ~ E C1 (n '" {O}), then
o
2
4 J Ixl S 1'7~(x)12 dx.:: (s - 2 + n)2 J IxI S- 1~(x)12 dx. (7)
n Q
Mar'eover, for n > 2, inequality (7) is valid for all
1 n - +
~ E {u E Co (lR '" {O}): u (x) = 0 on r } when B > 2 - n and when S < 2 - n, it is
valid for aU ~ E {u E C~(lRn '" {o}): u(x) = 0 on r-}.
Proof. Let
g(x) X E 11,
and
hex) lxlrl-n/rsn-lw(s)[/Stn-lw(t)dtJOOtl-n~A(t)-ldt]-ldSdr, X E Q,
p p S s
SPECTRA OF SOMH SINGULAR ELLIPTIC OPERATORS OF SECOND ORDER 309
then
Ivgl 2 Ix1 2- 2n [ f= sl-n ~ (s)-l ds]-2,
Ixl A
-1 2
lin g = \l A( Ix In) Ivg I ,
Ix I s =l n
IVhl2 Ix1 2- 2n [ f sn-lw(s)(f tn-lw(t)dt f t - \lA(t)-ldt)-lds]2,
p S s
and
li h = w( IXI~IJltn-1W(t)dt f=tl-n~A(t)-ldt.
n S Ixl
Hence, for any u E O(s)
S[u , u] :: f ~ A (I x I) Ivu 12 dx
(l
1
:: f Ivg 12 ( LIng) - IVu 12 dx
(l
1
.:: 2- f Ivg I IVu I Iu I dx
(l
l
.:: (2Kr f IVhl Ivul lui dx
(l
l 2
.:: (4Kr f
(l
LI h lul
n
dx
by Lemma 2 and inequality (10). The conclusion now follows from (9), (11), and
the Corollary to Lemma 1.
The rather annoying requirement posed by (10) is not very restrictive when
viewed in conjunction with (11). (The author conjectures that the requirement
(10) can be eliminated.) For example, if the product of (11) decreases to zero
then it is easy to show that (10) is satisfied. More generally, it is not hard
to show that (10) is satisfied provided there is a function F(r) such that for
any X E (l
S =
[f tn-lw(t)dt f tl-n\lA(t)-l dt]-l
is bounded on G and
'" t n-l l n
w(t)dt fr t - lJA (t) -1 dt
1 im
r-)-oo
f
r 0
0 (13)
Proof. Let
'" 1 r l-n -1 -1
g(x) = f r -n [f s )lArs) ds] dr,
Ixl (J
lim {w(xrlq(x) +
Ix 1->-'" i3
d xl
tn-lw(t)dt (tl-nlJA(trl dtrl) = '"
Ixl
(14)
and
Ix I
lim {w(xrlq(x) + [f tn-lw(t)dt f tl-nlJA(trl dtrl}= "', (15)
Ix 1-+ 00
Ix I (J
respectively.
In the special case of \1 = R n and w(x)= 1, a theorem of Schechter [16,
p. 192] (ef. Lemma 3.3 of [17J) can be used (see [llJ) to remove condition (10)
of Theorem 1. Consequently, we can conclude from the Corollary to Theorem 4
below that when Q = JRn, q(x) = 0, w(x) a 1, and
min e.v. A(x) = max. e.v. A(x)= )lA(lxl),
then
SPECTRA OF SOM}, SINGULA /( ELLIPTIC OPhRA TORS OF SECO.'VD ORDER 311
1 1 p s _1 -1
h(x) = f f w(s) ( ff w(x) dx l ·· ·dx n f IJ A (v)dv) ds dt. The proof now
xn t s Qn-l a
follows the proof of Theorem 1.
+
Theorem 4. Assume that u(s) =0 on f U {x E f: xn = o} for all u E O(S).
p 1 xn t p
Let f iJji (s)ds J w()
tw(f f x ( ) dx 1 ·· .dx n f IJA-1 (s)ds )-1 dt (s > 0) be
xn a Qn- 1 t
bounded on Q. If
t p 1
f f w(x) dx 1 ·· .dx n f iJA (s)ds o
o Qn- 1 t
then Th has a discrete spectrum.
1 p 1 1
Proof. Let g(x) = f (f iJji (s)dsr dt and
xn t
312 ROGER T. LEWIS
t s p
h(x) J w(s) ( JJ w(x) dx l " 'dx n J -1
~A (v ) dv )-1 ds dt.
s 0 Qn-l s
which implies that ~ = ;Iu E H~(~) (see Treves [19, pp. 245-247]). Consequently,
~ is the Hl(U)-limit of C~(U) functions {~k};=l' Since q and ware bounded on
supp ~ and each a ij E Cl(Q), then {~k} is h-convergent to ~ [9, p. 313] which
implies that ~ E D(h) by Theorem 1.17 of [ 9, p. 315].
Theorem 6. Assume H3. Let YA(r), ;;;(r) , q(rl E C[S,oo) and assume that {Oy,
n
XE{XElR : Ixl::S}
maximwn eigenvabe A(x) ~ YA(lxl),
w(x)~;;;(lxl),
q(x)~q(lxl)·
If they'e is a sequence {</o k (r)} of continuous piecewise diffeY'entiable functions
lJith disjoint supports in [S,oo) such that
n l 2
( r - [YA(r)l¢k(rlI + (q(r) - Ao~(r»)I¢k(r)12Jdr < 0 (16)
B
for each k, then
spectY'um (T I) II (-00, A )
rl 0
is infinite.
Proof. The proof follows from the Corollary to Theorem 5, Lemma 3, the
i nequa 1 ity
h [¢k ' cjlk J - 1.0 (cI>k ' </ok) ~ f [y A( I x I ) 1cl>k ( I xl) 12 + (q( I x I ) - AO~ ( 1xl») I q, k ( 1xl) 1 Jdx
2
rl
for each k, and a change of variable to polar coordinates.
If
J001-n
s YA ()-l
s ds < 00,
B
then
lim fr
r-+oo B
s n-l w
-()
s ds Joo s l-n YA(s) -1 ds = O.
r
Proof. Since the spectrum of Th is discrete then neither (18) nor (19) hold
for any Ao > 0, i.e., either
lim sup fr s l-n YA ()-l
s ds foo sn-l w
-( s ) ds ~ Ao-1
r-+oo B r
a > K + 2 or T > K.
f
t l b
YA (s)ds ( J YA-1 (s ) ds r1 a < t < b
a a
s(t) b <t < c
d -1 d
J YA (s)ds J YA-1 (s)ds rl c < t -< d.
t c
Define q,(xl,x Z) a(xl )S(x Z) for (Xl ,x 2 ) E [-1/2, 3/2J x [a,dJ and <j> = 0 for all
other x E Q.
316 ROGER T. LEWIS
Given 6 > 0, choose d E (0,6) and c = d/2. We will choose b = tK for some K.
Calculations show that as b = tK ... 0 there is a constant B such that
1 3/2 2 b _1 -1
f f YA(x 2 ) 1'1q,1 dx l dx 2 < (f YA (s)ds) B.
o -1/2 a
For some E > 0
tk -1 1
lim f YA (s)ds f f Ao w(x l ,x 2 ) dx l dx 2 = B + E.
k-+«> 0 tk 0
Consequently, as b ... 0
1 3/2 2
f f [YA(x 2 ) 1'11>1 -
o -1/2
b
< (f YA1(s)dSr l (21 )
a
Choose b tK so that
tK -1 1 1
f YA (s)ds f f Ao w(x l ,x 2 ) dX l dX 2 > B + E/2
o tK 0
and
tK 1 1 1
f YA (s)ds f f Ao w(x l ,x 2 ) dX l dX 2 < E/8.
o c 0
Hence, the right side of inequality (21) is negative and the proof is complete.
Theorem 8. Assume that YA is increasing on (0,1) and that
1 1
f ." f w(x) dxl· .. dx n < 00
o 0
If the spectrum of Th is discrete then
1 _1 t 1 1
lim f YA (s)ds f f f w(x)dxl· .. dxn=O.
t-+O+ t o o o
By choosing c = tk for some k, the proof will follow in a manner similar to the
proof of Theorem 7.
The monotonicity requirements on YA of Theorems 7 and 8 can probably be
weakened as in Theorems 5 and 6. Theorem 8 shows that the spectrum of Th is not
discrete if w(x) a 1 and YA(x n ) = x~ for a ~ 2. This special case is due to a
SP£CTRil OF SOME SiNGULAR JiLLlPTlC OP£RATORS OF SECOND ORDER 317
[18J Showalter, R. E., Hilbert Space Methods for Partial Differential Equations
(Pitman, London, San Francisco, Melbourne, 1977).
[19J Treves, Francois, Basic Linear Partial Differential Equations (Academic
Press, New York, San Francisco, London, 1975).
2 2 2
Let k -C(x +y )~ 0 b~ regular on tbe closure of the disk
2
D:x +y2 < I and in D let ¢ be a regular solution of the
2 2
Schriidinger's equation {'J2+(k - C(x +y2)}¢ = O. When the
restriction of ¢ to the ~D is sufficiently smooth, expan-
sion formulae are given that recapture ~ from its means
and shifted means on an arc of the aD. A solution is
given that interpolates prescribed means at the boundary.
INTRODUCTION
In a series of papers, C. H. Ching and C. K. Chui [2-5] develop mean boundary
value formulae and uniqueness theorems for recovery of select analytic functions
of a complex-variable that are defined on a disk, an annulus and certain conform-
al equivalents. Some of these characterizations were extended to axially sym-
metric potentials in En (n ~ 3) by Peter McCoy [10,11] with the aid of the
Bergman-Whittaker integral operator [1]. And then, extended to a class of
axially symmetric elliptic equations in E3 by R. P. Gilbert's Method of Ascent
[8].
The topic considered directly concerns the recovery of select regular 2n-oeriodic
solutions of the Schrodinger equation
(1) L(~) = {3 2/dr 2 + l/r "i)/dr + 1/r2 32/'Je 2 + (k2_C(r2))} <jl = 0
(in polar coordinates (r, e)) from data averaged at sets of equally spaced points
distributed along the boundary of a disk, an arc of the boundary and the bound-
aries of certain conformally equivalent domains. The basis for the analysis is
the extension of the characterization of analytic functions found in C. H. Ching
and C. K. Chui [3,5].
PRELIMI NARI ES
Let us limit the coefficient k2_C(r2) to be real-valued, non-positive and regular
on the closure of the disk D:r < 1. S. Bergman [1] and R. P. Gilbert [7,8] define
the complete set of functions
(2) o
319
320 PETER McCOY
operators,the eqn. (5) extends continuously to the dO since the associate f does.
The map TC sends the class A one-one into the class R.
Let f sA, then by the above ep = TC(f) E R = rUiB (<:>0) because
ep(l,e) = fee ), was established by the iden~ity ~ (~,e) = ~ (e ), n > O. More-
s ie i8
.e n n
over, if ep E Rand feel ) = ep(l,o) , then the results of [5] apply to cons truc t
E
a (unique) f E A for which 1> TC(f). Indeed, the linear spaces A and Bare
E E E
isomorphic under the map TC'
Conti nui ng . in thi s di recti on, we defi ne the sup-norm I I9 II r =
sup {lg(pe1G)I:(l<r, 0.::8<21T}, (11'11 = 11·11). Note that by applications of the
1
Hopf and ordinary maximum principles, if f E A and 1> = TC(f),
E 1
lIepllr.". IIfll ' r.:: 1. But when 1> E RE and f = TC- (ep), II f ll r .:: Ilepll ' r < 1
so that 111>11 = Ilfll. To summarize,
Theorem 1. The linear space ArlB E of analytic functions and the linear space
Rn BE of regular solutions of L(ep) = 0 are isometrically isomorphic for each
fixed E > O.
THE MEAN BOUNDARY VALUES
Approximate solutions with error bounds are constructed from smooth data at
equally spaced points on the aD. The construction extends to data at points
along a subarc of the aD at the loss of the el'ror estimates. Conformal equiva-
lents and an interpolation problem are investigated.
The constructions focus on the arithmetic means
n
0n(g;8 1 ,8 2 ) = lin L g(exp (i21Tk(8 Z-8 1 lin + i21T8 1 ))
k=l
and
n=1,2, ... of a continuous function g on an arc {e 21Tis ; e .::s.::s 2}. Note tha t
l
0n(g;O,l) ~n(g;O,l), n = 1,2, ... , o,,,(g;o,1) = lim 0n(g;O,l). The shifted
n->=
means of g,
. n-l
\!n(g;O,o) = g(e 21TOl )/2n + lin L g(exp(i21T(2k-l)6/2n-l),
k=l
n=1,2, ... app 1y to a proper subarc {e 21Ti8 ;0'::S.::6}, 0<6<1, of the aD. The mean
boundary value problem is solved next.
Theorem 2. Let the function ep E R~ BE (c>O). Then the Riemann series expansion
(6) ~(r,8) = I p (~)~ (r,e)
n=O n n
322 PETER McCOY
(7) p
n (q,) = C5 n (q,;0,1) - C5
co
(q,;0,1), n>O, p
0
(¢) = C5
00
,
(~n(r,e) + ~n(r,e)} /2
or
n (1);0,6) = vn(~;O,o) = 0,
(ii) 0
(12 )
e i t+z
~
e -z
dt 1 ,,,>0
where A is the uniform limit. Next, for each ,,>0 develop fEAE as the uniformly
convergent Riemann series
plainly extends! and fOiJ! to the dW. The following result is direct.
RECAPTURING SUU "I lONS or AN ELLIPTIC /'QUADOlV 325
Theorem 5. Let the function ¢ E R (E>l) and let ~ E S (w,D). Then the Riemann
E
series expansion
( 15) !(r,e) =
n=O
I: p
n(<I>o~)('¥ no~)(r,8)
k -6
(16) !!(r,o) - I: n (¢o~)('¥ o~)(r,e)!<K(8,¢)k
n=O n n -
for all k > 1 and r < 6 , the minimum distance between the image of the set r=o
-1
and the set r=l under the map ~
REFERENCES
[1] Bergman, S., Integral Operators in the Theory of Linear Partial Differen-
tial Equations, Ergebnisse der Mathematik und ihrer Grenzgebiete, Band 23,
Springer-Verlag, New York, Inc. 1969.
[2] Ching, C. H. and Chui, C. K., Uniqueness Theorems Determined by Function
Values at the Roots of Unity, J. Approximation Theory 9 (1973) 267-271.
[3] , Analytic Functions Characterized by Their Means on an Arc,
Trans. Amer. Math. Soc. 184 (1973) 175-183.
[4] , Recapturing a Holomorphic Function on an Annulus from its
Mean Boundary Values, Proc. Amer. Math. Soc. 41 (1973) 120-126.
[5] , Mean Boundary Value Problems and Riemann Series, J.
Approximation Theory 19 (1974) 324-336.
[6] Colton, D. L., Solution of Boundary Value Problems by the Method of
Integral Operators, Research Notes in Math., vol. 6, Pitman Publishing,
San Francisco, 1976.
[7] Gilbert, R. P., Function Theoretic Methods in Partial Differential
Equations, Math. in Science and Engineering, vol. 54, Academic Press, New
York, 1969.
[8] , Constructive Methods for Elliptic Equations, Lecture Notes
in Math., vol. 365, Springer-Verlag, New York, 1974.
[9] Lorentz, G. G., Approximation of Functions, Holt, Rinehart and Winston,
New York, 1966.
[10] McCoy, P. A., Mean Boundary Value Problems for a Class of Elliptic
Equations in 0, Proc. Amer. Math. Soc. 76 (1979) 123-128.
[11] , A Mean Boundary Value Problem for a Generalized Axisymmetric
Potential on a Doubly Connected Region, Jour. Math. Analysis and
Applications 76 (1980) 213-222.
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Spectral Theory of Differential Operators
I. W. Knowles and R. T. Lewis (eds.)
© North·Hol/and Publishing Company, 1981
INTRODUCTION
Suppose the self-adjoint eigenvalue problem
y(4) + (Ay(l)) (1) + By _ AY 0, °< s < 1,
(1) 4 4
Z
j=l
M.. y(j-l) (0)
lJ °, j=lZ N .. y(j-l) (1) = 0 , i = 1 , 2
lJ
(2) 2 2
L:
j=1
O:.y (j-l) (0)
J °, j=lL: B.y(j-l) (1)
J
= 0,
The sequence Al < 1.2 < ... satisfying certain asymptotic forms is given and the
coefficients q(s), 0: . , Bj , j = 1,2 are sought so that the given sequence of Ai'S
J
327
328 JOYCE McLAUGHLIN
contains all the eigenvalues for (2). Historically, extensive work on the problem
has been done by Borg [4], Marcenko [15], Krein [9,10), Levinson [12), and
Gel'fand and Levitan [6]. It is known that this problem is not well posed. The
first example given by Borg [4] shows that knowledge of the eigenvalues is not
enough to produce a unique set of coefficients. Uniqueness can be obtained if
additional information is assumed. For example, one can assume knowledge of a
second sequence of eigenvalues [4], [9], [10], [12], [15] where boundary conditions
are different (but related) to those in (2). One could assume that q is symmetric
about s =~, [4), [7], [8]. Or alternatively, unique solutions have been shown to
exist, by Gel'fand and Levitan [6], when knowledge of a positive sequence
P1,P2' ... ' which are shown to be normalization constants, is also assumed. The
existence theorem obtained by a constructive process by Gel'fand and Levitan, [6],
can also be applied to show existence when knowledge of two sequences of eigen-
values is assumed. This is done by applying the results of Levitan [13), [14)
which state that given the two sequences of eigenvalues in [4], [9], [10], [12],
[15], the normalization constants associated with either sequence of eigenvalues
may be constructed. Finally, continuity results are much less complete. Barcilon
[1] has obtained a continuity result when q is assumed to be symmetric about s = ~
and to have small L2 norm; Hald [7) and Borg [4] have obtained continuity results
when q is symmetric and changes in the sequences of eigenvalues are sufficiently
small.
Work on the fourth order inverse eigenvalue problem has been done by, for example,
BarcHon [2], [3), McKenna [16), Leibenzon [11], and the author [17), [18).
Bard_Ion follows an approach of M. Krein assuming knowledge of three distirict
sequences of eigenvalues and associated boundary conditions. Uniqueness is proved
Also a constructive technique is given when it is known, a priori, that the given
sequences are eigenvalues for eigenvalue problems which contain the given corres-
ponding sets of boundary conditions. Leibenzon also proves a uniqueness theorem
when three given sequences of eigenvalues and three given corresponding sequences
of normalization constants are given for eigenvalue problems with related boundary
conditions4
The present paper discusses a completion of the problem of developing a well posed
inverse eigenvalue problem utilizing the previous results of the author [17], [18].
The basic notion is a generalization of the work of Gel'fand and Levitan [6]. As
a lead for the subsequent ideas, consider the following intuitive description of
the Gel'fand-Levitan technique. Two sequences are given which satisfy required
asymptotic forms. A known (base problem) eigenvalue problem is given. Then a
linear integral relationship (with unknown kernp}, K) is shown to exist between
solutions of the differential equation in the known eigenvalue problem and solu-
tions of the differential equation in the (to be) derived eigenvalue problem.
Using the given sequences,an integral equation for K is determined. Finally, the
coefficients q and S., a., j = 1,2, are determined in terms of K; and the given
J J
sequences are the eigenvalues and normalization constants for the derived problem.
It should be emphasized that it is not assumed a priori that the given sequences
are eigenvalues and normalization constants for an eigenvalue problem.
A solution for the fourth order inverse eigenvalue problem can be obtained by gen-
eralization of the successful second order Gel'fand-Levitan technique. The
method of solution shall be illustrated by considering the following special prob-
lem. It is assumed that two positive sequences are given, i.e. Al < A2 < •.• and
3
P ,P , . . . . We seek coefficients A(s)€ C [0,l) and B(X)€Cl[O,l) such that the
l 2
eigenvalue problem
y(4) + (A/ l )) (1) + By _ Ay =°
(3)
has eigenvalues Al < A2 < ... and the corresponding eigenfunctions (normalized by
the condition y(2) (0) = 1) have the p. 's as normalization constants. It can be
~
shown, unlike the second order case, (the example is given in section 1) that the
two given sequences do not determine A and B uniquely.
An additional assumption is made, as follows. Consider the known (base problem)
eigenvalue problem
(4) z(4) - AZ = 0, z(O) = z(l) (0) z(1) = z(l) (1) = 0,
Look for coefficients A and B in (3) so that particular solutions of the differ-
ential equation in (4) are related by a linear integral relationship (with kernel
K) to particular solutions of the differential equation in (3). The sequences
Ai's and Pi's are used to determine K uniquely by a constructive, iterative tech-
nique. Then the coefficients A and B are determined in terms of derivatives ofK;
and again the Ai's and Pi's are the eigenvalues and normalization constants for
(3). The iterative teChnique produces a solution to some inverse problem at each
iteration and in the limit produces a solution to the desired inverse problem.
That this is true is shown in [17,18]. The results are reviewed in Section 1.
It can also be shown that the coefficients A, B, and A(l) vary continuously with
respect to continuous changes in the Ai's and Pi's provided the changes are small.
In fact, this result can be expressed as a bound on the coefficients, that is a
co
bound on the L norm of the coefficients, where the bound is given in terms of the
£1 norm of the char,ges in the A. 's and the inverses ~- 's. This result is given
l Pi
in Section 2 along with a brief explanation of the proof.
Finally it would be useful to examine the integral relationship assumed between
solutions of (3) and solutions of (4). It is shown in Section 4 that the assump-
tion of this relationship implies a relationship between the eigenvalues and
normalization constants for non-self adjoint problems related to (3) and (4).
Section 1.
In this section an iterative technique will be described for obtaining a solution
of the fourth order inverse problem when sequences °
< Al < A2 < ... , and
Pi>O,i =1,2, ... are given. The solution is unique when an additional "integral"
assumption is made. An example is discussed to show that for fixed sequences
Ai'S and Pi'S a different solution to the inverse eigenvalue problem can be
obtained when the "integral" assumption is changed. The results, with the excep-
tion of the example, are contained in [17,18].
We begin with the known (base problem) problem (4). Let Al* < A2* < ••• be the
eigenvalues for this problem and *
P * ,P2'
... the corresponding normalization con-
l
2
stants (that is, the square of the L norm of the eigenfunctions) when the eigen-
Cunctions are normalized so that z (2) (0) = 1. Let zA (s) satisfy
(6) y(4) + (Any(l) (1) + Bny _ AY = 0, yeO) = yell (0) = ° = yell = yell (1),
n = 1,2, ... , such that the eigenvalues and normalization constants for the nth
eigenvalue problem are Al < A2 < .. ,
*
< An < An + l < ... and P l ,P2,···,Pn ,Pn+l'
*
P *+ , ... That is, the first n eigenvalues and normalization constants are from
n 2
the given sequences and the remaining eigenvalues and normalization constants are
330 JOYCE McLAUGHLIN
n
the same as those in the base problem. It is further required that solutions YA
of the differential equation in (6), which also satisfy yeO) = yell (0) = 0,
yell 0, and y(2) (0) = 1, are related to the z\'s, for A > 0, by
n
(7) y~(s) = z\ (s) + JS K (s,t) z\ (t)dt
n
o
where K is to be determined along with An and Bn. With these assumptions, no
particular asymptotic forms for the sequences are needed to show the existence and
uniqueness of An and Bn. Particular asymptotic forms for the Ai's and Pi'S are
required in order for the An'S and Bn'S to converge to A and B, respectively, and so that
the solutions, y\, of the differential equation (3), which satisfy y.(O) = y(l)(O) =
yell = 0, y(2) (0) = 1, are related to the z\'s, for A > 0, by
s
(8) y\(s) = z\ (s) + J K(s,t) z\(t)dt.
°
This last condition is again used for the uniqueness result for A and B in (3).
We shall state the results described above. First for each n we let
(10) f(s,t) l:
i=l
[ "\.l '""\.l 'C) ",,"'",,'"
Pi
l l
Pi
*
]
Then,
Theorem 1: Suppose that K (s,t) is continuous for O < t < s < l . Then
n
{y~ (s)}n u{y~*(s)}w ,as defined in (7) is a complete orthogonal set on
i
i=l i i=n+l
° * *
< s < 1 with normalization constants P , . .. , Pn,Pn+l,Pn+2""
l
iff Kn (s,t) is the
unique solution of the integral equation
(11) f (s,t) + JS Kn(s,u)f (t,u)du + Kn(s,t) = O.
nOn
In addition, the resultant Kn(s,t) is analytic in sand t, 0 < t < s < 1. Also,
\1'\2" .. ,A n n l
*
,A +
and
*
'\n+2'···
* *
Pl"",Pn,Pn+l,Pn+2""
are the eigenvalues and
n .
normalization constants in (6) with corresponding eigenfunctions y\ ,l = 1, . .. ,n,
n . i
y\*,l n + l , n + 2 , ... , i f f
i
(12) 3
n n d n
- An(s) Kn(s,t) I +2(K _K ) -2 --3 K (s,s).
s t=s ss tt t t=s ds
Remark: The kernel in the integral equation (11) is degenerate. Therefore,
Kn(s,t) can be determined simply by solving a set of linear, nonhomogeneous equa-
tions. Finally, it can be shown that
n [Y~~(S)ZA~(t)
(13) Kn(s,t) l: l * l
i=l Pi
FOURTH ORDER INITRSIi UCENVALUE PROBLEMS 331
We have stated the main results showing the iteration procedure, which provides
existence and uniqueness. An example will now be described which will show that a
change in the integral relationship (8) [or (7)] will again provide a w-,ique set
of coefficients A(s), B(s) which are different from A(s) and B(s).
Example: Suppose we seek an eigenvalue problem (2) which has eigenvalues
711 < 712* < .•• and normalization constants P ,P * ,P * , .•• Theorem 1 provides unique
l 2 3
1
coefficients Al(S), Bl(s), and a unique K (S,t), when (8) (or (7)) is assumed to
hold. (We are assuming P > 0 and 71* t- A ,A > 0).
1 1 1 1
Suppose now we change the integral condition (8) (or (7) as follows. Let zA be
solution of z(4) - AZ = 0 which also satisfies z(o) = z(l) (0) = z(l) (1) = 0,
z(2) (0) = 1. We then require that there exists Rl(s.t) £ e[o < t < s < 1] such
that functions
(17) ZA (s) + fS Rl (s ,t)
o
ZA (t) d t , A > °
satisfy a fourth order equation
(18) y~4) + (Aly(l)) (1) + B\ _ Ay 0, 0 ~ s ~ 1, =
and that 71 ,71 * ,71 * , ... are eigenvalues, Y ' Y*, i = 2,3 •...
are eigenfunctions,
1 2 3 A A
. . . * * 1 i .
wlth normallzatlon constants, P ,P2 P3' ... for the elgenvalue problem consisting
l
of the above differential equation and boundary conditions,
332 JO YCli McLA UGHLIN
y, = YA y,* = Y'*' i 2,3,4, ... , a < s < 1. The two integral relationships
Al l' Al Ai
(8) and (17) imply that
a + fS K(s,t)
a
for A * i ~ 2,3, . . . . The theory of Volterra integral equations yields
A , Ai'
l
zA (s) - ZA(S), a ~ s < 1. This last equation is false and the desired contra-
diction is obtained, when A ~ A .
l
section 2:
In this section we will present a continuity result for solutions of fourth order
inverse eigenvalue problems. The result which will be presented shows that A and
B vary continuously as the A.' sand P.' s vary continuously from the
1 1
's and P ~'s. t.
~ 1
More particularly a bound can be determined on the L'" norm of A, A(l), and B in
(17) L
i~l
A.1* A.1 1
Let A sup {
-X-:-' *' ~'
l~i<oo 1 A.1 1 1
Let M max Then there exists 00 and N(A) such that when
O<s<l
o< 00'
(18) M ~ N(A)o .
Remark 1: It is possible to determine the actual numerical value of N(A).
Remark 2: There is justification for assuming the existence of 0 , that is, that
0
the resultant inequality holds only for "small enough" O. One way to see this is
FOURTH ORDER INVERSE EIGENVALUE PROBLEMS 333
Then let f(S,t,A) be the Green's function for the non-self-adjoint eigenvalue
problem z(4) - AZ = 0, z(O) = z(l) (0) = z(2) (0) 0 = z(l).
There then exists Q > 0 such that for A. ,A.* > QM bounds for individual terms in
K are determined by equations such as l 1
fl
o
-B(~) (YA.-YA~)dt]dt,
l 1
and
1 (1) (1)
Y . (s) = zA. (s)
A + f f(s,t,\) [-(A(t)y .
A
) - By . (t)] dt.
A
1 1 0 l 1
If either A: or Ai :5.. Q M, bounds for the individual terms in K are determined by
equations such as
and
(4) (1) + By _ AY = o. = = = =
(20) Y + (Ay(l» y(O) y(l) (0) y(2) (0) y(l) O.
are also Ai' Pi' i = 1.2 •... where the associated eigenfunctions YA
are normal-
i
ized by y(3) (0) = 1, and the adjoint eigenfunctions y.l,a are normalized by
9(1) (0) = 1.
I NTRODU CTI ON
In 1930 Marston Morse [4J formulated a version of the Sturm compari-
son and separation theorems which, when applied to the vector equa-
tion
y" + Q(t]y o (1.1)
337
338 ANcrLO H. MINCARELLI
y" + l'(t)y = 0, (Z . Z)
Z" + QCt)Z o (Z . 3)
satisfying
Z (a) Z (b) II . ( Z .4)
If
,\ {P(t)},,'\ {Q(t)} ( 2 . 5)
max - max
for each t ( I , equality not holding everywhere on T, there exists
a solution yet) ~ 0 of [2.2) such that
yCa) = y(c) = n a<c<b . (2 .6)
3. REMARKS
1. Assume that Q(t) = Q is a constant matrix with real or non-
real entries. Writing (1.1) as a first-order system in
2n-space, a straightforwaru calculation shows that a solution
of (1.1) will satisfy
yea) = yCc) = 0 a<c~b, (3.1)
o (3. z1
and
y" + lj (t]v + (j V (]
'n-l n-l,n-l 'n-l n-l,n'n
Yn-l (c) o
2~ + ~(Q)Zn = 0 (3. 5)
and
o .
340 ANGELO B. MINGARELU
"
Zn-l + qn-l,n-lZn-l 0
4. APPLICATIONS
when it is assumed that pet) = P*(t), Q(t) Q*(t) (so that all ei-
genvalues are real). However (4.1) implies (2.5).
REFERENCES
MOTIVATION
Consider the differential equation
2
d u(t) _ qdatt) + Hu(t) = 0 u(o) ~(O) = u 1 (0.1)
dt 2
in a Hilbert space Cl • Setting
vet) =IU(t)] -6
wet) =
- u( t ) -
j , A
~att) datt) - qu(t)
B
bH :J we have formally
1. General results
Let ~ be a Hilbert spac~. H a symmetric operator in ~,
bounded from below by a. Let H be the Friedrichs extension of
H , T = H + 1 - a • Denote by ~1 the domain of the positive square
root T1of /2.
T, equl.pped with the norm u ~ I T1/2 uII ; by ~-1
the completion of ~ wi th respect to the norm u ~ I T -1/2ull ,
be the extension of H to .Iv-J"I 'I.)
I"('l '3-1 •
343
344 BRANKO NAJMAN
equivalent :
(i) !t(A- A) is dense for some A E C
0
(ii) ~(A- A) is dense for all A E C
0
(iii) 9.-(H - \q + A2) is dense for some \ E C
0
(iv) ~(H - Aq + A2) is dense for all \ E C
0
(v) H is essentially selfadjoint.
Set
~1
dense in ~
(H+1) un -..;. (H+l)u , in ~(we used (QB». Since ~(H) is
we can find
_- 1 ,
wn = H (-HUn +qv n )
un E J:J (H) such that
--1 A
II-Ho. + qv I <
-un + H qv n · Then wn ->- 0 ,
n n
*.
Hw - - + 0 in ,/, • Let un U + U • Obviously u E J) (H) and
n a n n n
1 im U = 1 im U + l' 1. ( - -1 - - , -1,
n->-oo n n+oo n
A
n!: un = U - n~~ wn - H qv n ) = U + H qv = U
- -1,
in ~ (note that H' q E
__
t ( "'1)
'J
) • Further HUn
- 1/2
Hu - HW n + qVn'
n
hence -HUn = qV n --+ -Hu in ~. From H w --+ 0 in ~ we
find Hl / 2 (_u n
+ H,-lqv) = El/2~ + El/ 2 (H,-lq?v - H,-l CfI)-----+ 0
n n
in ~ • Since un converges to U in ~1 we conclude that un
converges to u + H,-lqv = u in ~1 • Thus we have found zn = un Ell vn
E JJ (A) such that zn --+ u Ell v AZn ---+ v Ell - Hu = AZ in 'Jt 1
or
2
sup J Iq2 (x-y) 121 x 1 - m dx < '" ( 2.5).
yERm I x 1<1
Define A in 'Je 1 , B m 00 m
Co'" (R ) 6) Co (R ),
Au 6) v = v 6) (-Lu+qv) • ,{D (B) ,Bue v =
= (qu+v) Ell -Lu •
Proposition ~. Assume (2.1), (2.2) • (2.3) and (2.4) hold.
Then (QB)olds. A and B are closable densely defined operators.
The closures A • ~ are distribution operators; they generate C -
groups. If H is positive definite and T = H • then A. B a~e
skew-selfadjoint.
SEL!',lDjOINTNESS Of' ;\lATRIX OPERATORS 347
3. Extensions
The results of Section 2 are obtained from a general
theory. We can expect stronger results in the s?ecial case from a
direct treatment. This is indeed the case; (2.4) can be dropped in
Proposition 3.
Propos! tion 4. Assume (2.1), (2.2) and q L~oc (Rm) • Then A,
~ are distribution operators generating Co-groups. If H is
pOSi ti ve definite and T = H , then A, ~ are skew-selfadjoin t •
2 (Rm)
We can go even further - by relaxing q. E Lloe to
q+ or q_ is t. -form bounded
or
q E i{oc(lfl) , p = ~
By defining the maximal operators ~ax Bmax as in the
case of Schrodinger operators, we can show that Amax • Bmax ar e
generators of Co-groups.
348 BRANKO NAJMAN
REFERENCES
~J Brezis,H.,Kato,T.,Remarks on the Schrodinger operators with
singular complex potentials,J.Math.Pures Appl.58(1979)137-151.
[2J Kato,T.,On some Schradinger operators with a singular complex
potential,Ann.Sc.Norm.Sup.Pisa,Ser.IV,5(1978)105-114.
[3J Krein,M.G.,Langer,H.,On some mathematical principles in the
linear theory of damped oscilations of continua, Integral Eq.and
Op.Th.l(1978).
[4J Leinfelder,H. ,Simader,C.G. ,Schrodinger operators with singular
magnetic vector potentials,preprint,Bayreuth 1980.
[51 Najman,B.,Solution of a differential equation in a scale of spa-
ces,Glasnik Mat.,14(34)(1979)119-127.
[6J Schechter,M.,Spectra of partial differential operators,North
Holland 1971.
[7J Simon,B.,Maximal and minimal Schrodinger forms,J.Op.Th.1(1979)
37-47.
Spectral Theory of Differential Operators
I.W. Knowles and R. T. Lewis (eds.)
© North·Holland Publishing Company, 1981
A. G. Ramm
Mathematics Department
University of Michigan
Ann Arbor, Michigan
NOTATIONS, DEFINITIONS
349
350 A.J. RAMM
INTRODUCTION
Two questions will be discussed: 1) When is Sn(B) - sn(A) and what is the ordec
of the remainder? 2) When does BE:~ (II)? There are few known results connected
with question 1). The results are due to H. \oIeyl, Ky Fan and M. G. Krein (see
[2]), and the author [3]. It seems that there were no abstract results on the
perturbations preserving asymptotics of spectrum with estimates of the remainder.
In Theorem 1 (Section 3 below) such a result is given. In [2] there are some re-
sults about completeness of the root systems of certain operators. In Theorem 2
an abstract result which gives an answer to question 2) is given. In Theoreln 3
some spectral properties of nonselfadjoint elliptic operators are presented. F.
Browder [1, Ch. 14, Theorem 28] proved completeness of the root system of L + H
2
in H = L (D). He prove that L + HER (l!) by applying Theorem 2. In order to do
b
1
this note that (L+H)-l = A(I+Q), where A = L- , Q = _(I+HL- 1 )-lML- 1 . During the
last decade there was a great interest among physicists and engineers in question
2) and some results due to t1arkus, Kacnelson, Agranovich and others were used [4]
(see also Appendix 10 in [3] and [5]).
RESULTS
He will not repeat in this section the notations and assumptions of Section 1 but
they are assumed to be valid.
THEOREt! 1. If N( 1+Q) = {O}, dim R(A) = "', then lim s (B) s -1 CA) = 1. If
a I-a n n _
IQfl < clAfl If I , a > 0, for all fEH and s (A) = cn- r {l+O(n q)}, r,q > 0, then
- _y n -1
sn (8) = sn (A) {l+O( n )}, where y = min {q, raO +ra) }.
REl1ARK 1. The estimate of the remainder is close to sharp: for the elliptic op-
2
erators in L (D) the remainder is of order given in Theorem 1.
r
THEOREH 2. I f A> 0, \(A) - cn- as n + "', r > 0, IQfl i clAafl, 0 < a,
N(I+Q) = {O}, and ra ~ 1, then BERb(H).
2
TI!EOREH 3. If t - ffi ~ d then L + M£Rb(H) , H = L (D). Furthermore if N(L+H)
-y -1 -1
to}, then sn(L+H) sn(L) {l+O(n )}, where y = min {d , (t-m)(t-m+d) }.
P.(P~) is the projection onto the subspace F,(H.) defined in §l. That is equi-
J J J J
convergence means that the eigenvector expansions and the root vector expansions
with brackets converge or diverge simultaneously.
For the first time the equiconvergence theorem for the Fourier series and for the
eigenfunction expansions for a regular selfadjoint Sturm-Liouville operator was
proved by A. Haar (1910) and M. Stone (1928). Since then there were many results
in this field but they were obtained for selfadjoint differential operators and
in most cases are based on some study of the asymptotics of spectral functions
of these operators [6]. The above result is of abstract nature and deals with
nonselfadjoint operators.
APPLICATIONS
2
Here T is a compact operator on II = L (DR)' DR {x: Ixl < R}. Its spectral pro-
- 2
per ties are of interest. Namely i t is of interest of know i f TERb(H), H = L (DR)'
PROBLEMS
1 2 2
1) Let Bf = Ll exp {i(x-y) }Edy be an operator on II = L ([-1,1). It is not
(4 )
2 2
sn+1+2m(A) s (B)
{I + O(sa(A»} < n+l+m < (6 )
S~+l+m(A)
m - 2
sn+l+m(A)
r q
The assumption sn(A) ; cn- {I + O(n- )} implies that
s (A)
n+m = (__n__ )r {I + O(n- q )} = {1 + O(~) + O(n- q )} (7)
Sn(A) n+m n+m
-1 -l-x
provided that mn + O. Let mn n x > O. Then (6) and (7) imply that
s (B)
n+1+m = 1 + 0 (n-(l-x)ra) + O(n- q ) + O(n-x)
sn+l+m(A)
= 1 + O(n- Y), (8)
where
-1
Y = min {q,(l-x)ra,x} min {q,ra(l+ra) }. (9 )
Theorem 1 is proved.
l
then BSRb(H). He have B = (L+T)-l = A(I+TL-l)-l = A(I+Q) , Q _(I+TL- )-l TL -l.
-1 -1 a
The operator (1+TL ) is bounded. Therefore the inequality IQf I ~ c I A f I im-
plies that ITL-il < cIL-afl, or ITfl < CILl-afl. Thus a = I - a and the condi-
tions r(l-a) ~ 1, r(l-a) ~ 2 are equivalent to ra ~ 1, ra ~ 2 respectively.
3) Theorem 3. The argument given after formula (10) proves the second statement
of Theorem 3. The first statement of this theorem follows from Theorem 2. In-
1
deed r = £d- , a = (£_m)£-l and the condition 1 < ra can be written as £ - m> d.
This condition implies that L + NSRb(I{). -
4) Applications to scattering theory. The operator A defined in n.4, can be
written as A = Al + iA2 = ReA + iImA, where Al (A+A*)/2, A2 = (A-A*)/(2i).
The kernel of Al is cos {kl s-t I} (411 I s-t I) -1, k > 0, while the kernel of A2 is
sin (k I s-ti ) (4111 s-t I) -1. The operator Al is an elliptic pseudo-differential op-
erator of order -1, while A2 has the order -00: it is infinitely smoothing oper-
-1 -1 -1
ator. Suppose that Al and A exist. Then A = Al (I+Q), Q iA l A2 and
IQfl ~ clA~fl with a <1 (actually a can be any number -00 <a <I in this esti-
mate). Also Al is not necessarily positive it can have only a finite number of
negative eigenvalues. Therefore Theorem 2 is applicable and says that ASRbCH),
2
Ii = L Cf). Let A be invertible. If Al is not invertible then it has a finite-
00
dimensional null space and if SeC then the elements of the null space are in C .
Therefore one can add to Al a finite dimensional operator of order -00 and get an
invertible operator, and subtract this finite dimensional operator from iA2 with-
out changing its order -00. After this operation the above argument shows that
AeRb(H). If A is not invertible but H can be decomposed into a direct sum
lIO + III where liO is the finite dimensional root space of A corresponding to the
REFERENCES
[1] Dunford, N., Schwartz, J., Linear operators, Vol. 2, (Interscience, New York,
1963) .
[2] Gohberg, I. C" Krein, M. G., Introduction to the theory of linear nonself-
adjoint operators, (AMS, Providence, 1969).
354 /II R/lMM
[3) Ramm, A. G., Theory and applications of some new classes of integral equa-
tions, (Springer Verlag, New York, 1980).
[4) Voi tovich, V" Kacenelenbaum, B., Si vov, A., Generalized method of eigen-
noscillations in diffraction theory, (Nauka, Moscow, 1977) (Russian).
[5) Ramm, A. G., Mathematical foundations of the singularity and eigenmode ex-
pansion methods (SEM and EEM), (to appear).
[6) Levitan, B. M., Sargsjan, I. S., Introduction to the spectral theory: self-
adjoint ordinary differential operators, (AMS, Providence, 1975).
[7) H~rmander, L., The spectral function of an elliptic operator, Act a math.,
121, (1968), 193-218.
Thomas T. Read
355
356 THOMAS 1'. RHAD
and his results have been improved somewhat by Robinette [14]. How-
ever Theorem 1 is the only result to require no restriction on the
coefficients beyond positivity.
P2' :: - KP 2 (1)
then
Here Lmax is the maximal operator associated with Land TTZS is the
projection of S on its first two components. This result should be
compared with the following theorem of Kauffman [13] for Zn-th
order expressions L[y] = Z~_O(-l)j(P.y(j»(j). We extend the nota-
tion used above by writingJf(O) = (f~O), ... ,f(Zn-l) (0» and
n
( f , f )D -- fO= Lj=OPj I f (j)1 2 .
THEOREM 3. (Kauffman). Let L[y] = Tj"=D(-l)j (Pjy(j» (j) with each
Pj ~ 0 and Po ~ E > 0, Pn ~ ~ > D. If
(a) S is an n dimensional subspace of C2n such that
f, gEC~[O,oo), f(O)E S, g(O)E S ~
fails, then the domains of HS and H~/2 are proper subsets of the
indicated sets.
REFERENCES:
[1) Bradley, J.S., Hinton, D.B., and Kauffman, R.M., On the mini-
mization of singular quadratic functionals, Proc. Royal Soc.
Edinburgh, to appear.
[2) Devinatz, A., On limit-2 fourth order differential operators.
J. London Math. Soc. (2) 7 (1973) 135-146.
[3) Devinatz, A., Positive definite fourth order differential
operators, J. London Math. Soc. (2) 6 (1973) 412-416.
[4) Eastham, M.S.P., On the L2 classification of fourth-order dif-
ferential equations, ~r. London Math. Soc. (2) 3 (1971) 297-300.
[5) Eastham, M.S.P., The limit-2 case of fourth-order differential
equations, Quart. J. Math. 22 (1971) 131-134.
[6) Evans, W.D., On non-integrable square solutions of a fourth
order differential equation and the limit-2 classification,
J. London Math. Soc. (2) 7 (1973) 343-354.
[7) Everitt, W.N., Some positive definite differential operators.
J. London Math. Soc. 43 (1968) 465-473.
[8] Everitt, W.N., On the limit-point classification of fourth
order differential equations, J. London Math. Soc. 44 (1969)
273-281.
[9] Hinton, D.B., Limit-point criteria for differential equations,
Canad. J. Math. 24 (1972) 293-305.
[10) Hinton, D.B., Limit-point criteria for positive definite fourth
order differential operators, Quart. J. Math. 24 (1973)
367-376.
[11) Hinton, D.B., On the eigenfunction expansions of singular
ordinary differential equations, J. Differential Equations 24
(1977) 282-308.
[12] Kauffman, R.M., On the limit-n classification of ordinary dif-
ferential equations with positive coefficients, Proc. London
Math. Soc. (3) 35 (1977) 496-526.
[13] Kauffman, R.M., The number of Dirichlet solutions to a class
of linear ordinary differential equations, J. Differential
Equations 31 (1979) 117-129.
[14] Robinette, J., On the Dirichlet index of singular differential
operators, in preparation
[15] Walker, P.W., Deficiency indices of fourth order singular dif-
ferential operators, J. Differential Equations 9 (1971)
133-140.
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Spectral Theory of Differential Operators
I. W. Knowles and R. T. Lewis (eds.)
© North-Holland Publishing Company, 1981
Martin Schechter
Yeshiva University
New York, New York
1. INTRODUCTION.
Many wave propagation phenomena of classical physics are governed by systems
of partial differential equations of the form
n
(1.1) E( x )
<JU
-;:-It =
\'
L A ~ _ -iAu
, j =1 j dX
j
u = e- itH u0'
361
362 MARTIN SCHECHTER
We shall study the system (1.1) without assuming E(x) bounded and assuming
very little more than (a) and (b). This leads to some difficult technical prob-
lems. It is surprising that one can obtain any results at all. However, we show
that one can get results for such systems comparable to those known for systems
obeying more stringent conditions.
Our next step is to add the usual stronger hypotheses to A but still allow-
ing E(x) to be unbounded. We are then able to improve the results. The more we
assume about A, the stronger the results become. However, at no point are we
required to assume E(xl bounded.
2. THE EXTENSION.
Our first difficulty is due to the fact that E-1H o need not be selfadjoint
on H . It is not even clear that it has a sel fadjoint extension. Even if it has
l
one, we do not know how many it has. If it has more than one, we are confronted
with the problem of deciding which one to choose. Our solution to these problems
is given by
Theorem 2.1. There exists an extension H of E-1A determined uniquely by f and A.
If there are constants a, C such that
and let u denote the Fourier transform of u. Then for any test function u
(2.3) (Au) = A(s) u(s).
If u, f E Hl • we shall say that u E D(H) and Hu = f if and only if
'*
J v(s) A(s) u(s) ds
A
(2.4) = (f,v)l'
Clearly H is well defined and Hermitian on H . It depends uniquely on E and A,
l
and it is an extension of E-1A. If (2.1) holds, then H is selfadjoint.
Now that we have constructed H, we turn to the study of its spectrum. It is
well known that
(2.5) atHol = (-00,00) = lR.
Under mild conditions the same is true for H. Put F(x) = E(x)1/2 and let P
o
denote the (orthogonal) projection onto N(Hor- in H. We have
Theorem 2.2. If D(H~) C Hl and (F - 1 )(Ho - i)-k Po is a compact operator on
H for some k, then
SJ'LCl'RAL .ISO SCA1IU<JNC THI:CJJil' FOR l'ROP.4G.l'J'JI 'L S,'STUJS 363
(2.8)
Fi rst we have
Theorem 2.3. Asswne that
"
(2.9) (Ju) J(C) u(E,),
(2.11)
J IF (y) - 1 12 dy
Ix-y I<1
is bounded and tends to 0 as Ix I 00,
-7 then (2.7) holds.
Theorem 3.3. Assume that (1.1) has constant deficit and that
J IF(y) 12 dy
Ix-y I<1
is bounded. Let J = J(x) be a matrix function of x> and suppose there is a con-
stant matrix J o such that JoHo c HoJ o and
J IF(y) (J(y) - J ) 12 dy
Ix-yl<l 0
5. ASYMPTOTIC COMPLETENESS.
Until now we have not discussed the question of completeness. We shall show
that such results can be obtained as well without assuming E(x) bounded. We shall
call the wave operators W+(H
- 0
,H,J) complete if their ranges are dense in Hac (H),
the subspace of absolute continuity of H (cf. [12]). We have
Theorem 5.1. Assume that (1.1) is uniformly propagative and that the hypotheses
of Theorem 2.3 hold with p = 00. Then the lJave operators are complete.
Theorem 5.2. Let all of the hypotheses of Theorem 4.2 hold lJith P = 00. Then the
/Jave operators are complete.
If Al (1;), ... ,Am(i;) are the roots of (4.1), then the slowness surface of A is the
n
union of the sheets {i; E lR I Ak(d = 11. We shall call the system (1.1) convex
if the sheets of the slowness surface are all convex. We have
Theorem 5.3. Let (1.1) be conve", UniroY'mly l'ropagative, and let all or the
hypotheses ur Theorem 4.1 be satisj"l:ed ".lith (4.2) replaced by
Theorem 6.1. Let Ho' H be selfadJoint opCl'ators on Hilbert spaces H ' H, respec-
o
tively,and let J be a bounded linear' operator· from Ho to H. Put
u
ot
= e- itHo u, v
t
= e- itH v, W(t) = e itH Ju
ot
·
Let U be an element of H ' and assume that there are complex valued functions
o
f(\), g(\), a peal number a and a function ~(t) from the interval [a,oo) to H
such that
(1 ) O(g(H) * ) is dense in H
(2) u E D(Ho ) n D(f(Hol}
(3) W(a)u E D(g(H))
(4) For each t ~ a and V E D(Hg(H) * )
(Ju t,H9(H) * v) - (JH u t,g(H) * v) (cj>( t) , v)
o 0 0
(5) The function cj> (t) satisries
r
a
11¢(t)1I dt < 00
366 ,II lRTTN SCJlE!CHTI:'R
7. REMARKS.
Spectral and scattering theory for uniformly propagative systems were
studied by Wilcox [27,28,29J. He proved existence of the wave operators
(i.e. ,(2.12)) under the assumption
(7.1) E(x) - 1 = O( lxi-a) as Ixl -+ m
for some (1 > 1. Completeness was proved by Mochizuki [14J, Birman [2J, Oeic [7],
Suzuki [26J, Yajima [30J under assumption (7.1) and various other assumptions.
It was proved by Schulenberger-Wilcox [23], Birman [2], Oeic [8] and Schulenber-
ger [24J under the assumption
(7.2) f (1 + Ix I ) S IE (x) - 1 12 dx < 00
for some B > n together with various other stipulations. Deift [9J was able to
remove the other assumptions. Schechter [17J proved completeness under the
assumption (2.10) with p = 00, a > 1. This includes all of the other results.
In all of these results it is assumed that E(x) is bounded and J is the identity
operator Ju = u. (When E(x) is bounded the Hilbert spaces Hand Hl consist of
the same functions. In this case we can take J as the identity operator. If
E(x) is unbounded, we cannot use the identity operator for J.) The author's
paper [21J was the first to allow E(x) to be unbounded. The present paper shows
that no generality is sacrificed; all of our results are stronger than those
mentioned. For systems that are not uniformly propagative very little work has
hitherto been done. Avila [lJ proved the existence of the wave operators under
condition (7.2) with S = 4 in addition to (a), (b) and the boundedness of E(x).
His result is generalized by our Theorem 2.3. Nenciu [15J has considered eigen-
function expansions under the conditions that (1.1) has constant deficit,
E(x) - 1 is bounded and dies down exponentially at infinity, and (a), (b) hold.
Proofs of the results announced in the present paper will be published elsewhere.
REFERENCES
[lJ Avila, G. S. S., Spectral resolution of differential operators associated
with symmetric hyperbolic systems, Applicable Analysis 1 (1972) 283-299.
[2J Birman, M. S., Some applications of a local criterion for the existence of
wave operators, Ookl. Akad. Nauk SSSR 185 (1969) 735-738 (Russian).
[3J Birman, M. S., Scattering problems for differential operators with perturba-
tion of the space, Izv. Akad. Nauk SSSR 35 (1971) 440-455 (Russian).
Sl'ECTRAL AND scnTUUNC rIflJJRY FOR l'ROl'ACTI1!T SYSn,A[S 367
[4J Combes, J. t4. and Weder, R. A., New criterium for existence and completeness
of wave operators and applications to scattering by unbounded obstacles, to
appea r.
[5J Cook, J. M., Convergence of the M~ller wave matrix, J. Math. Phys. 36 (1957)
82-87.
[6J Davies, E. B., On Enss' approach to scattering theory, Duke Math. J. 47
(1980) 171-185.
[7J Deic, V. G., The local stationary method in the theory of scattering with
two spaces, Dokl. Akad. Nauk SSSR 197 (1971) 1247-1250 (Russian).
[8J Deic, V. G., Application of the method of nuclear perturbations in two space
scattering theory, Izv. Vyss. Ucebn. Zared (1971) 33-42.
[9] Deift, P., Classical scattering theory with a trace condition, Thesis,
Princeton University (1976).
[10] Enss, V., Scattering theory of Schrodinger operators, in : Velo, G. and
Wightman, A. S. (editors), Rigorous Atomic and Molecular Physics (Plenum,
New York, 1980/81).
[11] Ginibre, J., La methode "dependant du temps" dans le probleme de la
completude asymptotique, to appear.
[12J Kato, T., Perturbation Theory for Linear Operators (Springer, New York,1966).
[13] Kato, T., On the Cook-Kuroda criterion in scattering theory, Commun, Math.
Phys. 67 (1979) 85-90.
[14J Mochizuki, K., Spectral and scattering theory for symmetric hyperbolic
systems in an exterior domain, Pub1. RIMS, Kyoto Univ. 5 (1969) 219-258.
[15] Nenciu, G., Eigenfunction expansions for wave propagation problems in
classical physics, Com. Stat. Pen. En. Nuc., Inst. Fiz Atom., Bucharest,
FT-113-1975.
[16] Schechter, M., Spectra of Partial Differential Operators (North-Holland,
Amsterdam, 1971).
[17J Schechter, M., A unified approach to scattering, J. Math. Pures Appl. 53
(1974) 373-396.
[18] Schechter, M., The existence of wave operators in scattering theory, Bull.
Amer. Math. Soc. 83 (1977) 381-383.
[19] Schechter, M., A new criterion for scattering theory, Duke Math. J. 44 (1977)
863-862.
[20] Schechter, M., Completeness of wave operators in two Hilbert spaces, Ann.
Inst. Henri Poincare, 30 (1979) 109-127.
[21] Schechter, M., Scattering in two Hilbert spaces, J. London Math. Soc. 19
(1979) 175-186.
[22] Schechter, M., Wave operators for pairs of spaces and the Klein-Gordon
equations, Aequationes Math. 20 (1980) 38-50.
368 MARTEN SCHECHTER
. 1
Barry S1mon
Department of Mathematics
California Institute of Technology
In the second lecture some general conjectures and results about operators
of the form
-d/dx 2 + V(x) = H
2
on L (_oo,oo), where V is a (Bohr) almost periodic function,are discussed. This is
a subject of intense current interest [1,2,4,5,9J. Earlier significant results
can be found in [3,6,7,8J.
369
370 Il. SlMON
Udo Simon
Fachbereich Mathematik
Technische Universitat Berlin
o - 1 Berlin 12
FRG
371
372 UDO SIMON
where we use the Ricci identity to prove the right hand side inequality. Integra-
tion of (2) and the computations in (3) imply the following integral inequality.
4. Lemma. Let (M,g) be closed and connected, n ~ 3, with positive sectional
curvature and cyclic Ricci tensor. Then for f E EA
(4. 1 ) 0 ~ JI B(f) I 2 dw + P(A) G,
where PtA) is the following polynomial of second order
l-n 2 4(n+3) n-l 2
(4.2) PtA): = n+2 A +(n-l)(2K +5r - (n + 2) r*)A+2n n+2(r - (n+2)K r*)
O o
+ 4 (n - 1 ) 2 r* (r - r*).
Under suitable curvature conditions (e.g. pinching conditions) the polynomial
PtA) has two real zeroes A(1), A(2) which depend on the geometric data n = dim M
and the curvature bounds K ' r, r*. As PtA) > 0 for A E (A (1) ,A (2)), the integral
O
inequality implies immediately the following result.
5. Theorem. Let (M,g) be closed and connected with positive sectional curvature
and n > 3. If the Ricci tensor is cyclic, there is no eigenvalue in the interval
(A(l),~(2)).
We were interested in demonstrating how to get integral inequalities;
we restrict ourselves by giving explicit values for the above interval in the case
of Einstein spaces; then A(1) = nR and 1.(2) = 2(n + 2)K - 2R. The interval
(A (1) ,A (2)) is nonempty only if 2KO ~ R, or 6 ~ ~ ,respectively. In [2] we
proved that (M,g) must be a Riemannian sphere if an eigenvalue A fulfills A = A(l)
orA=A(2).
Similar computations can be made for conformally flat spaces (n ~ 3); then
L: = Ric - y,Rg fulfills Codazzi conditions, so estimates similar to (3.f) can be
given.
D. Barthel and R. Kumritz [1] have shown that our technique works also
when one considers the related situation for the Laplacian plus a potential on
Einstein spaces (because of a result of Cheng [3] their assumption on the nodal
set of the eigenfunction is superfl uous (cf. [9], §5)).
REFERENCES
..
[1] Barthel, D. and Kumritz, K., Laplacian with a potential. Proceedings
Colloquium Global Analysis - Global Differential Geometry. TU Berlin 1979.
Lecture Notes Mathematics 838. Springer, 1981.
[2] Benko, K., Kothe, M., Semmler, K.-D. and Simon, U., Eigenvalues of the
Laplacian and curvature. Colloquium Math. 42, 19-31 (1978).
[3] Cheng, S.-Y., Eigenfunctions and nodal sets. Comm. math. Helv. 51,43-55
(1976) .
374 UDO SIMON
[4J D'Atri, J. E. and Ziller, W., Naturally reductive metrics and Einstein
metrics on compact Lie groups. Memoirs AMS 18, No. 215 (1979).
[5J Ga1lot, S., Varietes dont le spectre ressemble a celui de la sphere.
Comptes Rendus Acad. Sci. Paris 238, 647-650 (1976).
[6J Gray, A., Einstein-like manifolds which are not Einstein. Geometriae
Dedicata 7, 259-280 (1978).
[7J Obata, M., Certain conditions for a Riemannian manifold to be isometric with
a sphere. J. Math. Soc. Japan 14, 333-340 (1962).
[8J Simon, U., Isometries with spheres. Math. Zeitschrift 153, 23-27 (1977).
[9J Simon, U. and Wissner, H., Geometry of the Laplace operator. Kuwait Confer-
ence on Algebra and Geometry, Feb. 1981. Proceedings. To appear.
[lOJ Tanno, S., Some differential equations on Riemannian manifolds, J. Math.
Soc. Japan 30, 509-531 (1978).
Spectral Theory of Differential Operators
I.W. Knowles and R. T. Lewis leds.)
© North·Holland Publishing Company, 1981
Whenever S is a Lebesgue measurable subset of the real numbers L2 (S) will de-
note the Hilbert space of equivalence classes of complex valued functions y de-
fined on S with the property that (
J lyl2
s
exists and is finite.
We suppose that each of E and Ek for k = 1, 2, is a Lebesgue measur-
able subset of the real numbers, that
for k = 1, 2, . . . ,
and that
U E = E
k=l k
We take n to be a positive integer and each of Y1' . . . , Yn to be an equi-
valence class of Lebesgue measurable complex valued functions defined on E. We
suppose that Yi is in L2(Ek) for i = 1, . . . , n and each positive integer
k and that (Y1, Yn) is linearly independent over E1. hence over each
Ek and over E .
Let V be the spa n (i. e . the set of linear combinations) of (Y1'
and let L be L2 (E) 11 V
It is our purpose here to give a method for determining the space L. The prin-
cipal difficulty lies in the fact that non-trivial linear combinations of func-
tion classes not in L2(E) may be in L2(E). For an example consider
([nJ, [Y2J) where Y1 (x) = 1 and Y2(x) = 1 + l/x for all x?: 1 .
The problem of finding L occurs in the study of singular differential operators.
See, fot example, [lJ and [2J Theorem XIII.3.8. Earlier results concerning
the dimension of L may be found in [31 and [4J. (We caution the reader that
in [4J "span" is used to denote the dimension of L.) Here we go further in
that we give a constructive way of representing a spanning set for L
For each Lebesgue measurable subset S of the real numbers and each n-tuple
f = (f1, . . . , fQ) of members of
matrix whose (i,j) entry is I L?(S) we will denote by G(S,f) the n
~
f.f . .
x n
S J 1
Thus G(S,f) is the transpose of the Gram Matrix of (f1, . . . , fn) .
375
376 PHILIP WALKER
Therefore
lim
j-+w
i E.
u.u.
1 1
J
exists and is finite for i = 1, . . . , n . This shows that each ui is in
LZ(E), and we may conclude that the span of (ul' . . . , un) is a subspace of L.
If L consists only of the zero vector there is nothing more to prove. So sup-
pose that L has dimension m where 1 s m s n. Let Z be the set of all
n x 1 complex matrices (bl, . . . , bn)t such that blYl + . . . + bnYn is in
L. Since (Yl' • . • , Yn) is linearly independent it follows from elementary
algebra that the dimension of Z is also m.
Suppose that is a non-zero vector in
• . • + bnYn
d = 1t
vv
Note that d > 0 . From (2) we hnve for k = 1, 2, that
ftk
vv =
Since lUI, . . . , un) = (Yl"'" Yn)M and ( Y l " ' " Yn) is linearly
independent it follows that the dimension of the span of (ul, . . un) is
at least m Since we already have that the span of (ul, . . . , un) is a sub-
space of L and L has dimension m the proof is complete.
REFERENCES:
LlJ A. Devinatz, The deficiency index problem for ordinary self-adjoint differen-
tial operators, Bull. Amer. Math. Soc. 79(1973), 1109-1127.
[2J N. Dunford and J. T. Schwartz, Linear operators, Part II, Interscience, New
York and London (1963). ---
S. D. Wray
Department of Mathematics
Mount Allison University
Sackville, New Brunswick
Canada
1. INTRODUCTION
We work in the interval [a,b), with - 00 < a < b s 00 , on the real line. As usual,
let L[a,b), L 2 [a,b) and similar symbols denote the Lebesgue, complex integration
spaces, AC absolute continuity and 'loc' a property to be satisfied on all com-
pact sub-intervals of [a,b). A symbol such as '(fEE)' is to be read as 'for all
f in the set E'.
a
the usual inner-product is used.
379
380 STEPHEN D. WRIl Y
Let ~(.,.) be the unique solution of (1.3) on [a,b) satisfying for all complex
A the conditions ~(a,j); sin a and (p~')(a,A); -cos a. Then the eigen-
values of T(c) are countable, simple and are precisely the zeros of the entire
function ~(c,·)cos S + (p~')(c, ·)sin S. They form an infinite sequence
A <A <A < ..... ,
o,c l,c 2,c
which tends to and has no finite cluster point. The corresponding normalised
eigenfunctions ~o,c, ~l,c'··· are given by
1/2
~n,c(x) ; rn,c ~(x,An,c) (n 2 0, xc[a,c]),
_{IFI 2 do <
this being the Lebesgue-Stieltjes integral. We endow L2 with the usual inner-
product. As usual we may introduce a unitary transform from L~[a,b) onto L2 ,
ON "1 CO;\'DITIONALL \' CONVhRGhNT DIRICHLhT fNTJ£RAL 381
defined by
s
F (t) lim
s->b-
J f(x)¢(x,t)w(x)dx (in L2 norm), (1. 5)
a
and FEL2 is its unitary transform. Moreover,
b 2 00 2
J wIf I = J I F I dO' . (1. 6)
a
The final definition we make is that of ~, which is the complex linear manifold
of L 2 [a,b) consisting of all fEL 2 [a,b) such that ffAC [a,b) , pf'cL 2 ~,b\
W W l DC 1 oc
f (a) = 0 if a = 0 and the limit
2. STATEMENT OF RESULTS
We state the main results of this paper in this section and give outlines of their
proofs in the next section.
or (iii)
or (iv)
where hex)
x
If there is a positive constant K such that
q(x) ~ -Kw(x) (xE[a,b» (2.2)
then we may replace w .Qy q in (2.1) (i), (ii) or (iv).
Remark. See the similar result in [2, Theorem 4] and the others referenced in
T2]:-
3. PROOF OF THEOREM 1
Theorem 2. Let cE(a,b) and let p,q and w satisfy the basic conditions (1.2).
Then the following identity holds
2 2
fC{plf' 12 + qlfl2} _ If(a) 1 cot a + If(c) 1 cot S
a
L .\
il,C
If
n,c
12 (fEE(c) ) (3.1)
n=O
where
c
f
n,c
fa wf1jJ
n,c
(n = 0,1,2, ... )
(3.3)
2
for all fEE (c) orthogonal to 1jJ , .,. 1jJ 1 in L [a,cl There is equality in
0, c n- ,C - W ).' f
(3.2) i f and only i f f A1jJo,c and in 0.3) i f and only f = A1jJn,c' where A
is a complex constant.
Proof. This follows from the last theorem on application of the Parseval formula.
We now obtain Theorem 1 from Theorem 2 by means of a Tauberian argument which re-
quires the following lemma.
Lemma. Let the spectrum of (1.3) be bounded below, with infimum ~. Then
-A----~ ~ for all cE(a,b) and
o,c
lim A
o,C
~ ,
c-+b-
provided that either M is in the limit-point case at b or M is in the limit-
circle case at b and also we have either B = or S = n/2 ° and q = 0.
Proof. The proof of the similar result of Putnam in [8, pp.797-798] may be
adapted to the present situation.
We now proceed with the proof of Theorem 1. Let fEE be real-valued (the exten-
sion of the theorem from real-valued to complex-valued functions is straight-
forward), let b and let s > a. Define the function g by
g(x) = { l - (x - a)/(s - a}f(x), (a" X"
s), 0, (x> s), and apply Theorem 2 to
g with c > s. If we express the series as a Stieltjes integral, we obtain
t
_00 ~
f
)
2
c a
2
t /w(x)g(x)¢(X,t)dJ do Ct) = /{p(gl)2 + qg2} - f (a)cot a. (3.3)
~
f\a
J t Js w(x)g(X)¢(X,t)dX)2 do (t)
c
S
-+ / t fj W (X)g(X)¢(X,t)dX)2 do(t)
~ \~
If we make s -+ b = 00 in the last integral, we find that the inner integral ap-
proaches F(t) in L2 norm over [~,T] and hence that
If, instead, condition (ii) of Theorem 1 holds, we proceed in a similar way, using
g(x) = {I - (x - a)(b - s)/(s - a)(b- x)}f(x) , (a" x <; s), 0, (x> s).
The theorem is proved in cases (iii) and (iv) by first changing independent varia-
ble from xE[a,b) to XE[O,B), where
x -1 b 1
X(x) = J p , B = j P- (possibly 00),
a a
and then using the case (i) and (ii) versions of the theorem on [O,B). The
effects of this change of variable are described in sufficient detail in [4] to
make it clear how to proceed here. The calculations are quite straightforward.
384 STEPHEN D. WRA Y
REFERENCES