Exercises With Detailed Solutions On Functional Analysis and Spectral Theory (Sheet 1)

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Exercises with detailed Solutions on Functional Analysis and Spectral Theory

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Exercises with detailed Solutions
On
Functional Analysis
And
Spectral Theory of Linear Operators
Sheet 1
Authors
Abdelkader INTISSAR and Jean-Karim INTISSAR
Functional Analysis Spectral Theory of Linear Operators
Sheet 1
F
Exercise 14.1.1
Let <, > be a scalar product on a Hilbert space H over K. Show that for all x; y ∈ H
1

2 2 2 2
 4 (|| x + y || − || x − y || +i || x − iy || −i || x + iy || ) in case K = C



< x, y >=
 1 (|| x + y ||2 − || x − y ||2 ) in case K = R



4
Solution 14.1.1
Note that || x + y ||2 − || x − y ||2 =< x + y, x + y > − < x − y, x − y >= 2 < x, y > +2 < y; x >:
If K = R, then < x, y >=< y, x > and || x + y ||2 − || x − y ||2 = 4 < x, y >:
If K = C, since
|| x − iy ||2 − || x + iy ||2 =< x − iy, x − iy > − < x + iy, x + iy >= −2i < x, y > +2i(< y, x > ;
we have
|| x + y ||2 − || x − y ||2 +i || x − iy ||2 −i || x + iy ||2 = 4 < x; y > .
F
Exercise 14.1.2
Show that the orthogonal complement of a subspace of a Hilbert space is a closed subspace.
Solution 14.1.2
Let H be the Hilbert space and M be a subspace.
For any Cauchy sequence {x}k ⊂ M⊥ , we have xk −→ x0 ∈ H (H is complete).
Since < x0 , y >= lim < xk , y >= lim < xk , y >= 0 ∀y ∈ M as k −→ +∞ then we have x0 ∈ M⊥ ,
which implies that M⊥ is closed.
For any x1 , x2 ∈ M⊥ , and α, β ∈ K, we have < αx1 + βx2 , y >= α < x1 , y > +β < x2 , y >= 0 ∀y ∈ M
which implies x1 + x2 ∈ M⊥ , and M⊥ is a subspace.
A. Intissar and J-K. Intissar

FF
Exercise 14.1.3
(i) For A ∈ L(X , Y) on Hilbert spaces X , Y, show that || A ||= sup|< Ax, y >|; x ∈ X , y ∈ Y; || x ||X =|| y ||Y = 1
(ii) Let X be a Hilbert space over K. For A ∈ L(X ), define α = sup|< Ax, x >|; x ∈ X ; || x ||X = 1.
Show that
(a) α ≤|| A ||≤ 2α
(b) if A is self-adjoint, then || A ||= α
Solution 14.1.3
(i) Note that for A ∈ L(X ; Y), || A ||= sup||x||X =1 || Ax ||Y
Define the map f : Y −→ R such that f (y) =< y; Ax > for y ∈ . It is easy to check that f ∈ Y 0 .
Since Y is a Hilbert space, we have that (using Riesz representation theorem) :
|| Ax ||Y =|| f ||Y = sup||x||Y =1 || f ||Y = sup||y||Y =1 < y, Ax >.
This implies
|| A ||= sup||x||X =1,||y||Y =1 < y, Ax >.
(ii) Let α = sup||x||X =1 < x, Ax >. It is clear from (i) that α ≤|| A ||.
Note that
| 4 < y; Ax >|=|< x + y; A(x + y) > − < x − y; A(x − y) > +i[< x − iy; A(x − iy) > + < x + iy; A(x + iy) >] |
≤ α[|| x + y ||2 + || x − y ||2 + || x + iy ||2 + || x − iy ||2 ] = 2α[|| x ||2 + || y ||2 + || x ||2 + || iy ||2 ]
(we used the parallelogram’s identity) and as || x ||X =|| y ||Y = 1, we deduce that :
| 4 < y; Ax >|≤ 8α.
we can obtain from (i) that
|| A ||≤ 2α.
To prove || A ||= α, it is only necessary for us to show that || A ||≤ α

. For Hilbert space over C, it is sufficient to prove this when the maximum < y; Ax > in
(i) is real, since if |< y; Ax >|= eiθ < y; Ax > ; then applying the result for the real case for
< y; Ax0 > with x0 = eiθ x.
Since A is a self-adjoint operator, < x − iy; A(x − iy) > − < x + iy; A(x + iy) > is real.
We have
4 < y; Ax >=< x + y; A(x + y) > − < x − y; A(x − y) > (because < y; Ax >∈ R)

4 < y; Ax >≤ α(|| x + y ||2 + || x − y ||2 ) (by using the definition of α)
α(|| x + y ||2 + || x − y ||2 ) = 2α(|| x ||2 + || y ||2 ) (by using the parallelogram’s identity )
then
4 < y; Ax >≤ 4α (because || x ||X =|| y ||Y = 1
This together with (i) leads to α ≥|| A ||.
For Hilbert space over R, using the fact A is self-adjoint, we have
< x + y; A(x + y) > − < x − y; A(x − y) >= 4 < y; Ax > :
By repeating the above arguments, we complete the proof.
F
Exercise 14.1.4
Consider U ∈ L(X ; Y) on Hilbert spaces X ; Y . Show the following equivalence :
(i) U is unitary ;
(ii) U ∗ U = IX and U U ∗ = IY ;
(iii) U ∗ is unitary.
Solution 14.1.4
(i) =⇒ (ii) : Since U is an isometry, we see that =< x1 ; x2 > ∀ x1 ; x2 ∈ H.
By the definition of adjoint operator, we have
< x1 ; U ∗ U x >=< x1 ; x2 > ∀ x1 ∈ H, for any x ∈ X .
This implies U ∗ U = IX (using uniqueness from Riesz representation theorem).
Since U is surjective, for any y ∈ Y , there exists x ∈ X such that y = U x.
Consequently,
U U ∗ y = U U ∗ U x = U IX x = U x = y ∀ y ∈ Y :
This implies that U U ∗ = IY .
(ii) =⇒ (i) : Since U ∗ U = IX , we have that for any x ∈ X , || U x ||2 ==< x; U ∗ U x >=< x; x >=|| x ||2 ;
and hence U is an isometry.
Since U U ∗ = IY , we have that for any y ∈ Y , there exists x ∈ X (x = U ∗ y), such that
U x = U U ∗ y = y. This implies that U is surjective.

Similarly, we can prove that (ii) ⇐⇒ (iii). This completes the proof of equivalence of all three
conditions.
FF
Exercise 14.1.5
An orthogonal projection P onto a subspace M in a Hilbert space H is characterized by
Pu ∈ M and = 0 ∀ v ∈ M for any u ∈ H.
Show that this characterization is equivalent to the definition that P ∈ L(H) satifying
(i) P = P,
(ii) P2 = P.
Solution 14.1.5
=⇒ : We know that the projection operator P is well defined (for any u ∈ H, there exists a
unique Pu ∈ M).
• P ∈ L(H) :
It is clear that P is linear.
Since || P ||= sup||u||=||v||=1;u∈H;v∈M < Pu; v >= sup||u||=||v||=1;u∈H;v∈M < u; v >≤ 1 ;
we have that P is continuous.
• P∗ = P :
Since for any u; v ∈ H, < Pu; v >=< Pu; (I − P)v > + < Pu; v >=< Pu; Pv >
and < (u; Pv >= −((I − P)u; Pv) + (u; Pv) = (Pu; Pv) ;
we have < Pu; v >=< u; Pv > ∀u, v ∈ H.
This implies that P∗ = P.
• P2 = P :
Note that (P(I − P)u, v >=< (I − P)u; Pv >= 0 ∀ v ∈ H :
Take v = P(I − P)u, we have P(I − P)u = 0 for all u ∈ H. This implies that P2 = P.
⇐= : Let M = R(P) (range of P).
M is a closed subspace : Clear.
=< (I − P)u, Pw > (from (i))
=< P(I − P)u, w > =< (P − P)u, w >= 0 :
F
Exercise 14.1.6
Let Ai , 0 ≤ i ≤ 4 be the operators acting on L2 [0, 1] defined by :
(0) A0 u = u0 with domain D(A0 ) = C0∞ (]0, 1[) (the set of functions belonging to C ∞ with com-
pact support).
(1) A1 u = u0 with domain D(A1 ) = H01 (0, 1) = {u ∈ H 1 (0, 1); u(0) = u(1) = 0}
where H 1 (0, 1) = {u ∈ L2 (0, 1); u0 ∈ L2 (0, 1)} (the classical Sobolev space).
(2) A2 u = u0 with domain D(A1 ) = {u ∈ H 1 (0, 1); u(0) = 0}.
(3) A3 u = u0 with domain D(A3 ) = H 1 (0, 1).
(4) A4 u = u0 with domain D(A4 ) = {u ∈ H 1 (0, 1); u(0) = u(1)}.
We recall that an operator B with domain D(B) is an extension of an operator A with domain
D(A) acting on a Hilbert space (Banach) H if :
(1) D(A) ⊂ D(B)
(2) Au = Bu ∀u ∈ D(A)
In this case we denote A ≤ B. Show that A0 ≤ A1 ≤ A2 ≤ A3 .
Solution 14.1.6
As C0∞ (]0, 1[) ⊂ H01 (0, 1) ⊂ H 1 (0, 1) and
(α) A0 u = A1 u ∀ u ∈ D(A0 )
(β) A1 u = A2 u ∀ u ∈ D(A1 )
(γ) A2 u = A3 u ∀ u ∈ D(A2 )
Then we deduce that :
A0 ≤ A1 ≤ A2 ≤ A3 .
F
Exercise 14.1.7
Show that A0 ≤ A1 ≤ A4 .

Solution 14.1.7
As C0∞ (]0, 1[) ⊂ H01 (0, 1) ⊂ {u ∈ H 1 (0, 1); u(0) = u(1)}. and
(α) A0 u = A1 u ∀ u ∈ D(A0 )
(β) A1 u = A4 u ∀ u ∈ D(A1 )
Then we deduce that :
A0 ≤ A1 ≤ A4 .
FF
Exercise 14.1.8
We recall that a linear operator A of domain D(A) acting on a Hilbert H is said to be closable
if it admits a closed extension.
Show that A is closable ⇐⇒ (un ∈ D(A), un −→ 0 and Aun −→ v) =⇒ v = 0.
Solution 14.1.8
Let B be a closed extension of A and let un ∈ D(A) ⊂ D(B) such that un −→ 0 and Aun −→ v.
As Aun = Bun then Bun −→ v and B is closed then v = 0.
For the converse, let’s build a closed extension B of A.
Let D(B) = {u ∈ H; ∃ un ∈ D(A) and v ∈ H such that un −→ u and Aun −→ v}.
We define B on D(B) as follows :
u ∈ D(B) −→ Bu = v where v = limAun ; n −→ +∞ and un −→ u.
Lemma 14.1.1
The construction of B by Bu = v does not depend of the sequence un which has the limit u.
Proof
Consider two sequences (un ) and (wn ) such that un −→ u and wn −→ u then if Aun −→ v and
Awn −→ v1 =⇒ v = v1 .
In fact as un − wn ∈ D(A) and A(un − wn ) −→ v − v1 , we deduce that v − v1 = 0 i.e. v = v1 .
Now, it’s easy to see that :
• B is a linear operator, D(A) ⊂ D(B) ⊂ H and B is by construction a closed extension of A.
Exercise 14.1.9F
Let A0 u = u0 with domain D(A0 ) = C0∞ (]0, 1[) (the set of functions belonging to C ∞ with com-
pact support).

Show that A0 is closable.
Solution 14.1.9
we recall that an operator A is closable ⇐⇒ (un ∈ D(A), un −→ 0 and Aun −→ 0).

0 0 0
Now, If un ∈ D(A0 ) = C0∞ (]0, 1[) and un −→ 0 then un −→ 0 in D (0, 1) where D (0, 1) is the
set of T ( distributions ) where T is a continuous linear functional on the set of infinitely diffe-
rentiable functions with bounded support .(Notated C0∞ (]0, 1[) or simply D).
Remark 14.1.2
In the following we will consider the linear operators (A, D(A)) acting on a Hilbert space H not
necessary closed but always with dense domaine. We will want to define an operator A∗ with
domain D(A∗ such that :
(i) ∀ u ∈ D(A), ∀ v ∈ D(A∗ ), < Au, v >=< u, A∗ v >
Suppose that the problem is solved then we have
(ii) |< Au, v >|≤|| A∗ v || . || u ||= C || u ||
Where C =|| A∗ v || . which can to depend of v and the mapping u −→< Au, v > is continuous
with respect the norm of H.
Definition 14.1.3
Let (A, D(A) be a densely defined linear operator on H. The adjoint A∗ of A is the operator
defined by :
D(A∗ ) = {v ∈ H; ∃ v ∗ ∈ H, with < Au, v >=< u, v ∗ > ∀ u ∈ D(A)}
and A∗ v = v ∗ for all v ∈ D(A∗ )
• Let us note that the density of D(A) is necessary to ensure that A∗ is well defined.
Indeed, if v1∗ , v2∗ satisfy for all u ∈ D(A) < u, v1∗ >=< Au, v >=< u, v2∗ > then < u, v1∗ −v2∗ >= 0
for all u ∈ D(A), and this equality implies v1∗ = v2∗ only if D(A) is dense in H.
Note also that once (A∗ , D(A∗ )) is defined one has < u, A∗ v >=< Au, v > ∀ u ∈ D(A).
• v ∈ D(A∗ ) ⇐⇒ ∃ Cv > 0 such that |< Au, v >|≤ Cv . || u ||, ∀ u ∈ D(A), ∀ v ∈ D(A∗ ).
F
Exercise 14.1.10
Let (A, D(A)) be a densely defined linear operator on H. Show that Ker(A∗ ) = R(A)⊥ .
where Ker(A∗ ) denotes the kernel of A∗ and R(A)⊥ denotes an orthogonal of range of A.

Solution 14.1.10
Let v ∈ Ker(A∗ ), i.e.v ∈ D(A∗ ) and A∗ v = 0. Then, for all u ∈ D(A) one has 0 =< u, A∗ v >=<
Au, v > meaning that v ∈ R(A)⊥ .
Conversely, if v ∈ R(A)⊥ , then for all u ∈ D(A) one has < Au, v >= 0 =< u, 0 > meaning that
v ∈ D(A∗ ) and A∗ v = 0 by the definition of adjoint of A.
FF
Exercise 14.1.11
Let us define J : H × H −→ H × H, (u, v) −→ (−v, u). We equip H × H with the natural scalar
product. If A is an operator with dense domain, show that
(i) Γ(A∗ ) = J(Γ(A))⊥ .
(ii) Γ(A) = J(Γ(A∗ ))⊥ .
(iii) In particular, A∗ is closed.
Solution 14.1.11
Since D(A) is dense, we can assert that
Γ(A∗ ) = {(u, v); v − A∗ u = 0}
= {(u, v); < v − A∗ u, w >= 0, ∀ w ∈ D(A)}
= {(u, v); < v, w > − < u, Aw >= 0, ∀ w ∈ D(A)}
= {(u, v); < (u, v), J(w, Aw) = 0, ∀ w ∈ D(A)} = J(Γ(A))⊥
It follows that
Γ(A∗ )⊥ = (J(Γ(A))⊥ )⊥ = J(Γ(A)) = J(Γ(A)).
Since JoJ = −I, we have
Γ(A) = −J(Γ(A∗ )⊥ ) = J(Γ(A∗ )⊥ ) = J(Γ(A∗ ))⊥ .
The set Γ(A∗ ) is closed as the orthogonal of the set J(Γ(A)).
F
Exercise 14.1.12
Let Ai , 1 ≤ i ≤ 4 be the operators acting on L2 [0, 1] defined by :
(1) A1 u = u0 with domain D(A1 ) = H01 (0, 1) = {u ∈ H 1 (0, 1); u(0) = u(1) = 0}
where H 1 (0, 1) = {u ∈ L2 (0, 1); u0 ∈ L2 (0, 1)} (the classical Sobolev space).
(2) A2 u = u0 with domain D(A1 ) = {u ∈ H 1 (0, 1); u(0) = 0}.

(3) A3 u = u0 with domain D(A3 ) = H 1 (0, 1).
(4) A4 u = u0 with domain D(A4 ) = {u ∈ H 1 (0, 1); u(0) = u(1)}.
Show that
(i) A∗1 = −A3 .
(ii) A∗4 = −A4 .
(iii) D(A∗4 ) = {v ∈ H 1 (0, 1); v(1) = 0}.
(iv) A∗2 v = −v 0
Solution 14.1.12
(i) Let D(A1 ) = H01 (0, 1) = {u ∈ H 1 (0, 1); u(0) = u(1) = 0}, A1 u = u0 and v ∈ D(A∗1 ) then
< A1 u, v >=< u, A∗1 v >=< u, w >. In particular we have :

Z 1 Z 1 Z 1
0
< A1 u, v >= A1 u(x)v(x)dx = u (x)v(x)dx = u(x)w(x)dx ∀ u ∈ D(A1 ).
0 0 0
Now let u ∈ D(0, 1) then the above equality can be written in sens of distributions as follows :
< u0 , v >=< u, w >> this implies that v 0 = −w and D(A∗1 ) = {v ∈ L2 (0, 1); v 0 ∈ L2 (0, 1)} = H 1 (0, 1)
and A1 ∗v = −v 0 .
Since D(A∗1 ) = D(A3 ) and A1 v = −A3 v, we deduce that A∗1 = −A3 .
in the same way that (i) we obtain the properties (ii) - (iv).
F
Exercise 14.1.13
Let A be an operator with dense domain in H. Show that A is closable if and only if D(A∗ ) is
dense. In this case, (A∗ )∗ = A∗∗ = A.
Solution 14.1.13
Assume that D(A∗ ) is dense. Then, we have
Γ((A∗ )∗ ) = J(Γ(A)∗ )⊥ = J(J(Γ(A)⊥ )⊥ = Γ(A) = Γ((A∗ )∗ ).
In other words (A∗ )∗ = A∗∗ is closed with graph Γ(A). It follows that A is closable, and more
precisely A = A∗∗ .
Now, assume that A is closable. Select v ∈ D(A∗ )⊥ . We have
∀ w ∈ D(A∗ ), 0 =< v, w >=< (0, v), (−A∗ w, w) > which means that (0, v) ∈ J(Γ(A)∗ )⊥ = Γ(A) = Γ(A)
and therefore v = A0 = 0. By this way, we can recover (D(A∗ )⊥ )⊥ = {0}⊥ = H = D(A∗ ) as
10

expected.
FFF
Exercise 14.1.14
In this exercise, we discuss here two important operators. Take H = L2 (R). Let us introduce
the following differential operators, acting on
1 d 1 d
D(A) = D(B) = S(R), A := √ ( + x) and B := √ (− + x).
2 dx 2 dx
These operators are called Creation and annihilation operators.
We observe that the domains of their adjoints are
d d
D(A∗ ) = {ψ ∈ L2 (R); (− + x)ψ ∈ L2 (R)} with S(R) ⊂ D(A∗ ) and D(B ∗ ) = {ψ ∈ L2 (R); ( + x)ψ ∈ L2 (R)}
dx dx
with S(R) ⊂ D(B ∗ ) .
It follows that D(A∗ ) and D(B ∗ ) are dense in L2 (R).
By the above exercise, the two operators A and B are closable with A = A∗∗ and B = B ∗∗ . On
the other hand
1 d
• ∀ ψ ∈ D(A∗ ), A∗ ψ = √ (− + x)ψ = Bψ.
2 dx
1 d
• ∀ ψ ∈ D(B ∗ ), B ∗ ψ = √ ( + x)ψ = Aψ.
2 dx
In other words, we have A ⊂ B ∗ and B ⊂ A∗ , whereas (by direct computations) we can check
that Γ(A∗ ) and Γ(B ∗ ) are closed, so that A ⊂ B ∗ and B ⊂ A∗ .
Show that
(i) D(A) = D(B) = D = {ψ ∈ H 1 (R); xψ ∈ L2 (R)}.
(ii) The closures A and B of A and B are adjoints of one another and they share the same
domain D
Solution 14.1.14
For all ϕ ∈ S(R), we have
(i) 2 || Aϕ ||2 =|| ϕ0 ||2 + || xϕ ||2 − || ϕ ||2 .
(ii) 2 || Bϕ ||2 =|| ϕ0 ||2 + || xϕ ||2 + || ϕ ||2 .
Now, take ϕ ∈ D(A). By definition, we have (ϕ, Aϕ) ∈ Γ(A). There exists ϕn ∈ D(A) such that
0
(ϕn ) converges to ϕ and (Aϕn ) converges to Au. We deduce that (ϕn ) and (xϕn ) are Cauchy
0
sequences in L2 (R). By this way, we get that (ϕn ) ∈ L2 (R) and (xϕn ) ∈ L2 (R), and therefore
D(A) ⊂ D. We can proceed in the same way for B.
We deal now with the reversed inclusion. Take ϕ ∈ D . By using a classical result :
11

C0∞ (R) is dense in (D, || . ||D ), there exists a sequence (ϕn ) of smooth functions with compact
support such that ϕn converges to ϕ in D. In particular (Aϕn ) and (Bϕn ) converge in L2 (R),
so that (ϕ, Aϕ) ∈ Γ(A) = Γ(A) as well as (ϕ, Bϕ) ∈ Γ(B) = Γ(B). This implies ϕ ∈ D(A) and
ϕ ∈ D(B).
Now to prove that The closures A and B of A and B are adjoints of one another and they share
the same domain D, we use the results of the following Lemma :
Lemma 14.1.4
d
Consider V± = {ψ ∈ L2 (R); (± + x)ψ ∈ L2 (R)} ⊂ L2 (R).
dx
d d
We let, for all ϕ, ψ ∈ V± , Q± (ϕ, ψ) =< ϕ, ψ >L2 (R) + < (± + x)ϕ, (± + x)ψ >L2 (R) .
dx dx
Then we have
(α) (V± , Q± ) is a Hilbert space.
(β) For f ∈ V± the sequence fn = χn (ρn ? f ) converges in V± .

Z
where (ρn ) is a sequence of smooth non-negative functions such that ρn (x)dx = 1 with
R
suppρn = B(0, n1 ) and χn (.) = χ( n1 ) with χ is a smooth function with compact support
0 ≤ χ ≤ 1 equal to 1 in a neighborhood of 0.
For example, if ψ ∈ D(B ∗ ), we have ψ ∈ L2 (R) and ( dx

d
+ x)ψ ∈ L2 (R). There exists ψn ∈ S(R)
d d
such that ψn converges to ψ and ( dx + x)ψn converges to ( dx + x)ψ ∈ L2 (R). Using (ii) we get
that (ψn ) and (xψn ) are Cauchy sequences in L (R) with limit ψ 0 and xψ. Thus ψ ∈ D.
2
From the inclusion A ⊂ B ∗ and from the first question, we deduce that
D(B ∗ ) ⊂ D = D(A) ⊂ D(B ∗ ).
We can deal with A in the same way to obtain
D(B ∗ ) = D(A) = D = D(B) ⊂ D(A∗ ).
We deduce that
• A = B ∗ , B = A∗
∗ ∗
• A = A∗ = B, B = B ∗ = A
F
Exercise 14.1.15
Let H = L2 (Rd ). Prove that the operator A = −∆ of domain D(A) = H 2 (Rd ) is closed.
Solution 14.1.15
The key point is that
12

(*) || u ||A =|| u ||L2 + || Au ||L2 ∼||< ξ >2 u ||L2 ∼|| u ||H 2 .
Let (un , vn ) ∈ Γ(A) be such that (un , vn ) −→ (u; v) ∈ L2 (Rd ) × L2 (Rd ).
We must have vn = −∆un , and therefore vn −→ −∆u in D0 (Rd ).
Since the limit is unique, this means that v = −∆u ∈ L2 (Rd ).
From (*), we deduce that u ∈ H 2 (Rd ) ).
And therefore we have (u, v) ∈ Γ(A).
Definition 14.1.5
On a Hilbert space H, a densely defined linear operator (A, D(A)) is said :
? Symmetric if A ≤ A∗ , i.e D(A) ⊂ D(A∗ ) and A∗ u = Au for all u ∈ D(A).
? Self-adjoint if A = A∗ , i.e D(A) = D(A∗ ) and A∗ u = Au for all u ∈ D(A).
FF
Exercise 14.1.16
Let (A, D(A)) be a densely defined linear operator acting on a Hilbert space H.
(i) Show that if A is a symmetric operator then {λ =< Au, u >, u ∈ D(A)} ⊂ R.
(ii) Show that if A is a closed symmetric operator then A − λI is injective and

R(A − λI) is closed for every λ ∈ C − R.
1
(iii) Show that if A is self-adjoint then || (A − λI)−1 ||≤ for every λ ∈ C − R.
| =mλ |
Solution 14.1.16
(i) Since A is symmetric then if u ∈ D(A) we have u ∈ D(A∗ ) and
< Au, u >=< u, A∗ u >=< u, Au >= < Au, u >.
Therefore {λ =< Au, u >, u ∈ D(A)} ⊂ R.
(ii) ∀ u ∈ D(A), ∀λ ∈ C − R one has
< Au − λu, u >=< Au, u > −λ || u ||2 and =m < Au − λu, u >= =m < Au, u > −=mλ || u ||2 .
Now, Since A is symmetric then =m < Au, u >= 0 and we deduce that
| =mλ | . || u ||2 =| =m < Au − λu, u >|
≤|< Au − λu, u >|
≤|| Au − λu || . || u || (by using Cauchy-Schwarz’s inequality).
13

For =mλ 6= 0 we deduce that
1
|| u ||≤ . || Au − λu ||. In particular A − λI is injective.
| =mλ |
To prove that R(A − λI) is closed, we consider an element f ∈ R(A − λI), i.e.,
there exists fn satisfying the following properties :
(α) ∀ n ∈ N, ∃ un ∈ D(A); fn = Aun − λun .
(β) lim Aun − λun = f as n −→ +∞.
Then the sequence (Aun − λun ) is a sequence of Cauchy in H in particular the sequence (un )
is a sequence of Cauchy in D(A) with respect graph norm.
Now, since A is a closed operator then ∃u ∈ D(A); un −→ u and Aun = λun + fn −→ λu + f

as n −→ +∞.
Since Aun −→ λAu as n −→ +∞, it follows that Au = λu + f and therefore f = (A − λ)u,i.e.,

f ∈ R(A − λI).
(iii) Consider R(A − λI)⊥ the orthogonal of R(A − λI) and let v ∈ R(A − λI)⊥ then for all
u ∈ D(A) we have :
< Au − λu, v >= 0, in particular < Au, v >= λ < u, v >, it follows that
|< Au, v >|≤| λ | . || u || . || v || (*)
Setting Cv =| λ | . || u || in above (*) then we see that v ∈ D(A∗ ) and it follows that :
λ < u, v >=< u, A∗ v >=< u, λv >, in particular :
< u, (A∗ − λI)v >= 0, ∀ u ∈ D(A), ∀ v ∈ R(A − λI)⊥ . (**)
From the density of D(A) in H and (**), we deduce that :
< u, (A∗ − λI)v >= 0, ∀ u ∈ H, ∀ v ∈ R(A − λI)⊥ . (***)
This implies that R(A − λI)⊥ ⊂ Ker(A∗ − λI). The converse is obvious.
Now , by combining the following observations :
If A is closed symmetric then R(A − λI)⊥ = Ker(A∗ − λI).
If A is self-adjoint the for all λ ∈ C − R then (A − λI) is injective and
R(A − λI)⊥ = Ker(A∗ − λI) = {0}.
This proves also that (A − λI) is surjective and since
14

1
|| u ||≤ || Au − λu ||, it follows that :
| =mλ |
1
|| (A − λI)−1 ||≤ for every λ ∈ C − R.
| =mλ |
FF
Exercise 14.1.17
Let H be a Hilbert space and V be a densely subspace of H such that the injection of V in H
is continuous.
Let a be a sesquilinear form on V × V which is continuous with respect the norm of V denoted
by || . ||V and it satisfies :
∃ α > 0; | a(u, v) |≥ α || u ||2V ∀u ∈ V (V-elliptic )
(i) Show that there exists a linear operator A acting on V such that a(u, v) =< Au, v > ∀ (u, v) ∈ V × V.
(ii) Show that A is invertible.
Solution 14.1.17
Let (H, || . ||) be a Hilbert space and V ⊂ H be a Hilbert space endowed of its proper norm
|| . ||V such that the injection of V in H is continuous.
Let a : V × V −→ C, (u, v) −→ a(u, v) a continuous sesquilinear form with respect norm of V,
i.e., ∃ C > 0; | a(u, v) |≤ C || u ||V . || v ||V .
For this form which is not defined on all H, we do to correspond an unbounded linear operator
A as follows :
Definition 14.1.6
At (H, V, a) is associated the linear operator A defined by :
(α) The domain of A is D(A) = {u ∈ V; ∃ Cu > 0; ∀ v ∈ H, | a(u, v) |≤ Cu || v ||}.
(β) Au is defined by < Au, v >= a(u, v) ∀ v ∈ V.
(i) Now, let a be a sesquilinear form on V × V which is continuous with respect the norm of V
denoted by || . ||V and satisfying :
∃ α > 0; | a(u, v) |≥ α || u ||2V ∀u ∈ V (V-elliptic )
Then from Riesz’s theorem, we deduce that there exists a linear operator Q : V −→ V such
that a(u, v) =< Qu, v >V , ∀ (u, v) ∈ V × V.
From the continuity and the V-ellipticity of the form a, we deduce that if Qu = 0 then u = 0,
it follows that Q is injective and its range is closed.
15

To show that Q is surjective, consider an element f ∈ V such that f is orthogonal to the range
of Q, i.e. < f, Qu >= 0 ∀ u ∈ V. This implies a(f, f ) =< f, Qf >= 0 and as
∃ α > 0; | a(f, f ) |≥ α || f ||2V ∀u ∈ V (V-elliptic )
we deduce that f = 0, this proves that Q is surjective.
(ii) Let u ∈ D(A) where D(A) is the domain of the operator A associated to (H, V, a) with V
is α-elliptic then
∃ α > 0; |< Au, u >|=| a(u, v) |≥ α || u ||2V .
By combining the following inequalities :
(1) ∃ C > 0; || u ||2 ≤ C 2 || u ||V 2 .. (because the injection of V in H is continuous)
(2) |< Au, u >|≤|| Au || . || u ||.
We deduce that α || u ||≤ C 2 || Au ||, in particular A is injective.
To show that A is surjective, consider an element f ∈ H and (u, v) ∈ V × V then by using the
theorem of Riesz we obtain :
(3) a(u, v) =< Qu, v >V .
(4) The form ` : V −→ C, v −→ `(v) =< f, v > is continuous.
(5) ∃ f ∗ ∈ V; < f, v >H =< f ∗ , v >V , ∀v ∈ V.
we deduce that < Qu, v >V =< f ∗ , v >V , ∀v ∈ V. i.e., Qu = f ∗
Now by using (i) we deduce that u = Q−1 f ∗, in particular A is invertible.
FFFFF
Exercise 14.1.18
(i) Give a diagonalisation of Dirichlet’s operator :
Au = −u00 acting on H = L2 (0, 1) with domain D(A) = H 2 (0, 1) ∩ H01 (0, 1)}.
(ii) Give a diagonalisation of Neumann’s operator :
Au = −u00 acting on H = L2 (0, 1) with domain D(A) = {u ∈ H 2 (0, 1); u0 (0) = u0 (1) = 0}.
(iii) Give a diagonalisation of Legendre’s operator :
Au = −[(1−x2 )u0 ]0 acting on H = L2 (−1, 1) with domain D(A) = {u ∈ H 1 (−1, 1); (1 − x2 )u00 ∈ L2 (−1, 1)}.
(iv) Give a diagonalisation of Hermite’s operator :
Au = −u00 +(1+x2 )u acting on H = L2 (R) with domain D(A) = {u ∈ H 2 (R); (1 + x2 )u ∈ L2 (R)}.
16

Solution 14.1.18
Z 1
(i) Let H = (L2 (0, 1), || u |||), V = H01 (0, 1) and a(u, v) = u0 (x)v 0 (x)dx, then the operator
0
A associated to the form a is defined by
D(A) = H 2 (0, 1) ∩ H01 (0, 1) and Au = −u00 (because all the assumptions of the previous exer-
cise are satisfied) .
Remark 14.1.7
We recall that the importance of Sobolev spaces lies in their connections with the spaces of
continuous and uniformly continuous functions. This is expressed in embedding theorems :
• Continuous embeddings between Sobolev spaces and the spaces of continuous and Hölder
continuous functions.
• Compact embeddings of Sobolev spaces. Rellich-Kondrachov theorem.
For a systematic study of Sobolev spaces see S.L. Sobolev in ”On a theorem of functional ana-
lysis, Mat. Sb. 4 (46) 1938, 39-68 (translated into English in 1963)” or R.A. Adams, Sobolev
Spaces, Academic Press, New York, 1975.
We start with the following proposition which shows that the resolvent of Dirichlet’s operator
is compact.
Proposition 14.1.8
(α) The injection of D(A) in H 2 (0, 1) is continuous.
(β) The injection of H 2 (0, 1) in C 1 (0, 1) is continuous.
(γ) The injection of C 1 (0, 1) in C0, 1) is compact.
(δ) The injection of C0, 1) in L2 (0, 1)is continuous.
(µ) The injection of D(A) in L2 (0, 1) is compact.
Proof
(α) Let || u ||2H 2 (0,1) =|| u || + || u0 || + || u00 ||. We use the Poincaré’s inequality which under the
conditions u(0) = u(1) = 0 can be written as follows
∃C1 > 0, || u0 ||≤ C1 || u ||2
to get the following inequality :
|| u0 ||2 ≤ C(|| u ||2 + || u00 ||2 ).
It follows that
17

|| u ||2H 2 (0,1) ≤ (C + 1)[|| u ||2 + || u00 ||2 ] = (C + 1) || u ||D(A) .
i.e,
The injection of D(A) in H 2 (0, 1) is continuous.
(β) It is a classical Sobolev’s theorem see [Sobolev] .
(γ) he injection of C 1 (0, 1) in C(0, 1) is compact is given by Ascoli theorem see [Intissar et al]
in Intissar, A. and Intissar , J.K. Calcul differentiel et fondements avec exercices et solutions ,
Editions Cépaduès ,(2017) or all classical book.
(δ) Since [0, 1] ⊂ R is compact then the charateristic function χ[0,1] is integrable and it follows
that The injection of C0, 1) in L2 (0, 1) is continuous.
(µ) By composing the injections of the properties (α), (β), (γ) and (δ), we deduce that the
injection of D(A) in L2 (0, 1) is compact.
Now, let K be the resolvent of Dirichlet’s operator which is compact because the injection of
D(A) in L2 (0, 1) is compact.
Then we deduce the following properties ( see p. 171 [Intissar et al] Intissar, A. and Intissar,
J.K. :. Spectral theory for non self-adjoint operators with compact resolvent and applications
to Gribov-Intissar’s Operator and other concret operators, Volume 1 , Kindle Edition (2019).
1. 0 ∈ σ(K).
/ σ(K), then K admits a continuous inverse K −1 and the identity, which can be consi-
2. If 0 ∈
dered as I = KoK −1 is a compact operator, as the composition of the compact operator K and
the continuous operator K −1 . Using Riesz’s Theorem, we get a contradiction because L2 (0, 1)
has an infinite dimension.
3. σ(K){0} = σ(K)p {0}.
4. We are in one and only one of the following cases :
(α) either σ(K) = {0}.
(β) either σ(K){0} is finite or σ(K){0} can be described as a sequence of distincts points
tending to 0.
5. Each λ ∈ σp (K){0} is isolated and dimN (λI − K) < +∞.
Determination of the eigenvalues {λk } and eigenfunctions uk } associated to Diri-

chlet’s operator.
The variational theory leads to choose,

Z 1
V= H01 (0, 1) and a(u, v) = u0 (x)v 0 (x)dx. Then
0
18

Z 1 Z 1
0
< Au, u >= a(u, u) = u (x)u0 (x)dx = | u0 (x) |2 dx > 0 ∀ u 6= 0
0 0
In fact if < Au, u >= 0, this implies that u0 (x) = 0 and u is a constant function and as u(0) = 0
it follows that u = 0.
Now, let λ be an eigenvalue of the operator A associated to eigenfunction u 6= 0 then Au = λu

and it follows that
Z 1
< Au, u >= λ || u || = 2
| u0 (x) |2 dx > 0 ∀ u 6= 0 this implies that λ > 0.
0
To determine the eigenvalues of A we study the following problem :
What are the strictly positive real numbers λ such that there exists u non-zero in D(A) satis-
fying Au = λu.
i.e.,

 −u00 = λu, u ∈ H02 (0, 1)
u(0) = u(1) = 0

The solutions of −u00 = λu are given by

√ √
uα,β (x) = αei λx
+ βe−i λx
.
Now as uα,β (0) = uα,β (1) = 0 we deduce :


 α+β =0
√ √
αei λ
+ βe−i λ

=0
√ √
Then λ is an eigenvalue of A if ei λ
= e−i λ
whose solutions are given by :
• λk = k 2 π 2 , k ∈ Z.
It follows that the eigen-fuctions uk associated to λk are given by :
• uk (x) = α(eikπx − e−ikπx ) = 2iαsin(kπx) = csin(kπx), k ∈ Z.
Choosing C such that || uk ||= 1, k ∈ Z then we observe that
• For each k the function sin(kπx) generates an eigen-subset Ek with dim Ek = 1 of the ope-
rator A associated to eigenvalue λk .
• When k goes through all the integers, an orthonormal basis of L2C (0, 1) is {sin(kπx)}, k ∈ N.
(ii) The variational theory leads to choose,

Z 1
2 1
H = L (0, 1), V = H (0, 1) and a(u, v) = u0 (x)v 0 (x)dx. Then the Neumann’s operator A as-
0
sociated to this form is defined by :
19

D(A) = {u ∈ H 2 (0, 1); u0 (0) = u0 (1) = 0} and Au = −u00

Z 1
It follows that < Au, u >= | u0 (x) |2 dx ≥ 0 (because the non zero constants are in D(A))
0
and consequently λ = 0 can be an eigenvalue of the Neumann’s operator A.
Here again, all assumptions of the previous exercise are satisfied it follows that the injection of
D(A) in L2 (0, 1) is compact in particular the resolvent of A is compact.
To determine the eigenvalues of A we study the following problem :
What λ ≥ 0 such that there exists u non-zero in D(A) satisfying Au = λu.
i.e.,

 −u00 = λu, u ∈ H02 (0, 1)
u0 (0) = u0 (1) = 0

The solutions of −u00 = λu are given by

√ √
uα,β (x) = αei λx
+ βe−i λx
.
and consequently
0 √ √ √
uα,β (x) = i λ(αei λx − βe−i λx ).
0 0
Now as uα,β (0) = uα,β (1) = 0 we deduce that :
 √
 i λ(α − β) = 0

√ √ √
i λα(ei λ − e−i λ ) = 0


√ √
Then λ = 0 or λ satisfies this equation ei λ
= e−i λ
whose solutions are given by :
• λk = k 2 π 2 , k ∈ Z.
It follows that the eigen-fuctions uk such that || uk ||= 1 associated to λk are given by :
√
• uk (x) = 2cos(kπx), k ∈ N.
Let’s examine the case λ = 0 :
−u00 (x) = 0 implies u(x) = ax + b and as u0 (0) = u0 (1) = 0 then u is constant.

√
By choosing u(x) = 1 then we observe that {1, 2cos(Kπx), }k ∈ N is an orthonormal basis in
L2C (0, 1).
(iii) The variational theory leads to choose,
20

p
H = L2 (−1, 1), V = {u ∈ L2 (−1, 1); 1 − x2 u0 ∈ L2 (−1, 1)} and
Z 1 Z 1
0
a(u, v) = 2
(1 − x )u (x)v 0 (x)dx + u0 (x)v 0 (x)dx. Then the space D(−1, 1) is dense in V
−1 −1
and A + I is the operator associated to the form a.
Lemma 14.1.9
{u ∈ H 1 (−1, 1); (1 − x2 )u00 ∈ L2 (−1, 1)} = {u ∈ H 1 (−1, 1); [(1 − x2 )u0 ]0 ∈ L2 (−1, 1)}.
Proof
(a) {u ∈ H 1 (−1, 1); (1 − x2 )u00 ∈ L2 (−1, 1)}⊂{u ∈ H 1 (−1, 1); [(1 − x2 )u0 ]0 ∈ L2 (−1, 1)}.
In fact :
p
0
As u ∈ H 1 (−1, 1) then u ∈ L2 (−1, 1) p and u ∈ L2
(−1, 1) and as the function x −→ 1 − x2 si
0 2
bounded on [−1, 1] we deduce that 1 − x2 u ∈ L (−1, 1).
Now, as (1 − x2 )u00 ∈ L2 (−1, 1), xu0 ∈ L2 (−1, 1) and [(1 − x2 )u0 ]0 = (1 − x2 )u00 − 2xu0 we de-
duce that [(1 − x2 )u0 ]0 ∈ L2 (−1, 1)}.
(b) {u ∈ H 1 (−1, 1); [(1 − x2 )u0 ]0 ∈ L2 (−1, 1)}⊂{u ∈ H 1 (−1, 1); (1 − x2 )u00 ∈ L2 (−1, 1)}.
In fact :
Z x
Let f = [(1 − x2 )u0 ]0 ∈ L2 (−1, 1) then (1 − x2 )u0 = C + f (s)ds where C is a constant.
−1
Showing that C = 0 in fact :

x x
(1 − x2 )u0
Z Z
C 1
As (1 − x2 )u0 = C + f (s)ds then √ =√ +√ f (s)ds
1 − x 2 1 − x 2 1 − x2
−1 −1
and
Z x
p C 1
1− x2 u0 =√ +√ f (s)ds. (*)
1−x 2 1 − x2 −1
x Z
C 1
As the member of (*) is in L2 (−1, 0) then √ +√ f (s)ds is also in L2 (−1, 0).
1 − x2 1 − x2 −1
Z x
1 C
Now, if the function x −→ √ f (s)ds is in L2 (−1, 0) then √ ∈ L2 (−1, 0). In
2
1 − x −1 1 − x2
C C2
particular [ √ ]2 ∈ L1 (−1, 0) or ∈ L1 (−1, 0), this implies that C = 0 be-
1 − x2 (1 − x)(1 + x)
1 1
cause the function x −→ (resp x −→ ) is not integrable on a neighborhood of the
1−x 1+x
point 1 (resp the point −1).
Z x
1
So let’s show that the function √ f (s)ds ∈ L2 (−1, 0). This function has a singularity
1 − x2 −1
at the points x = −1 and x = 1.
21

Let’s study this function for example in a neighborhood of the point −1.
Z x
1
Consider the function f (s)ds and show that it is square integrable on [−1, 0].
1+x −1
This follows from the inequality of Hardy recalled below
A classical Hardy inequality states that for any nonnegative function f on the positive halfline
(0, ∞) we have the sharp estimate
Z ∞ Z x Z ∞
1 k
( f (s)ds)k dx ≤ f k (t)dt for any number k > 1 (**)
0 x 0 k−1 0
(see e.g. Hardy, Littlewood and Polya G. H. Hardy, G. H., Littlewood J. E. and Polya, G. :.
Inequalities, 2nd edn. (Cambridge University Press, 1952).).
Z x
1
In particular for k = 2, we have if f ∈ L2 then F (x) = f (s)ds ∈ L2 .
x 0
x x
Z r Z
1 1+x 1
Now, as p f (s)ds = f (s)ds is in L2 (−1, 0) (because f ∈ L2 (−1, 0)
(1 − x2r −1 1 − x 1 + x −1
1+x
and the function is bounded on [−1, 0] then it follows that
1−x
Z x Z x Z x
1 1 1
(1 − x2 )u0 = f (s)ds or u0 = f (s)ds = f (s)ds.
−1 (1 − x2 ) −1 (1 − x) (1 + x) −1
Z x
0 1 1
So on [−1, 0] u appears as the product of 1−x which is a bounded function and f (s)ds
(1 + x) −1
2 0 2
which is a function which belonging to L (−1, 0) which proves that u ∈ L (−1, 0) .
A similar study in the neighborhood of +1 shows that u0 ∈ L2 (0, 1) and it follows that
u0 ∈ L2 (−1, 1).
It remains to prove that (1 − x2 )u00 ∈ H. = L2 (−1, 1).
As [(1 − x2 )u0 ]0 = (1 − x2 )u00 − 2xu0 , u0 ∈ H and the function x is bounded on [−1, 1] then by
difference we deduce that (1 − x2 )u00 ∈ H. = L2 (−1, 1).
So the formulation of Legendre’s problem is as follows :
Look for the spectral properties of
H. = L2 (−1, 1)






D(A) = {u ∈ H 1 (−1, 1); (1 − x2 )u00 ∈ H




Au = −[(1 − x2 u0 ]0 ∀ u ∈ D(A)

or
22

H. = L2 (−1, 1)






D(A) = {u ∈ V; [(1 − x2 u0 ]0 ∈ H




Au = −[(1 − x2 u0 ]0 ∀ u ∈ D(A)

Before to give a complete spectral analysis of Legendre’s operator, we will recall some classical
results :
Lemma 14.1.10
(i) A bounded normal operator N acting on a Hilbert H is invertible iff there exists a positive
scalar α such that || N u ||≥ α || u || for every u ∈ H.
(ii) Let λ be a non-zero complex number and let T be a compact normal operator on a sepa-
rable Hilbert space. If T − λI is not invertible then T − λI is not one-to-one. In particular,
σ(T ) − {0} = σp (T ) − {0}.
(iii) If T has compact resolvent then Rλ := (T − λI)−1 is compact for every λ ∈ ρ(T ).
(iv) Let λ ∈ ρ(T ) ∩ R then T is symmetric ⇐⇒ Rλ := (T − λI)−1 is self-adjoint.
(v) Let T be a symmetric operator in a Hilbert space H such that (T − λ0 I)−1 is compact then
1
σ(T ) = {λ0 + ; µ ∈ σ((T − λ0 I)−1 ).
µ
(vi) If T is a symmetric operator with compact resolvent then there exists λ1 ∈ R ∩ ρ(T ) such
that (T − λ1 I)−1 is a compact self-adjoint operator.
Proof
(i) Suppose || N u ||≥ α || u || for every u ∈ H and for some α > 0. Then ker(N ) = {0}. If
v ∈ R(N ) then for some sequence {un }, N un −→ v. Check that {un } is Cauchy, and hence
converges to some u. This shows that v = N u, so that R(T ) is closed. On the other hand, since
ker(N ) = ker(N ∗ ), R(N ) is dense in H.
(ii) Since T − λI is not invertible, by the property (i), there exists un ∈ H such that || un ||= 1
and || (T − λI)un ||< n1 . Since T is a compact operator, there exists a subsequence {unj } such
that T unj −→ v for some v ∈ H .
It follows that λunj −→ v, and hence T v = λv with || v ||=| λ |> 0.
It follows that σ(T ) − {0} ⊆ σp (T ) − {0}. The reverse inclusion holds for any bounded linear
operator and the conclusion of this lemma holds for any compact operator.
(iii) Derive the resolvent identity : Rλ − Rµ = (λ − µ).Rλ Rµ for λ, µ ∈ ρ(T ). If Rλ0 is compact
then so is Rλ = Rλ0 + (λ − µ)Rλ Rµ for any λ ∈ ρ(T )
(iv) If T is symmetric then < Rλ u, v >=< Rλ u, (T − λI)Rλ v >=< (T − λI)Rλ u, Rλ v >=< u, Rλ v >
for any u, v ∈ H. Similarly, one can check that if Rλ is symmetric then < (T − λI)u, v >=< u, (T − λI)v >
for any u, v ∈ D(T ).
23

(v) By using (ii).
(vi) Let λ0 ∈ C be such that Rλ0 := (T − λ0 I)−1 is a compact operator. We claim that σ(T )
intersects Dr := {z ∈ C :| z |< r} in finitely many points. By the property (v), if λ ∈ σ(T ) ∩ Dr
1 1
then λ = λ0 + µ1 for some µ ∈ σp (Rλ0 ). Also, | |=| λ − λ0 < r+ | λ0 |, so that | µ |> .
µ r+ | λ0
However, by the property (4) of the following classical Theorem on the compact normal opera-
tors :
Theorem 14.1.11
Let T be a non-zero normal operator on a complex Hilbert space H. If T is compact then

there exists an orthonormal basis {en } of ker(T )⊥ and a sequence {λn } of non-zero complex
numbers (possibly repeated) such that T en = λn en . Moreover, the following statements hold :
(1) For each n ≥ 1, ker(T − λn I) is finite-dimensional.
(2) infn | λn |= 0.
(3) {λn } has no accumulation point except 0.
(4) For any > 0, the annulus A(0, , r(T )) := {z ∈ C : ≤| z |≤ r(T )} intersects σ(T ) in
finitely many points. In particular, ∆ := {n ∈ N :| λn |≥ } contains λn for finitely many
values of n.
X
(5) If u ∈ H, then T u = λn < u, en > en in the following sense :
n;λn ∈σp (T )−{0}
X
For any > 0, || T u − λn < u, en > en ||≤
n;λn ∈σp (T )−{0}
(The proof of this theorem is in an Appendix of this sheet).
we deduce that σp (Rλ0 ) intersects C − Dr in finitely many points. Thus there are finitely many
choices for µ, and hence for λ. Hence the claim stands verified.
Choose λ1 ∈ (−r, r) ∩ ρ(T ). By (iii) and (iv) , (T − λ1 I)−1 is a compact self-adjoint operator
as required.
Theorem 14.1.12
Let T be a symmetric operator with compact resolvent in a Hilbert space H. For each λ ∈ σp (T ),
define n(λ) = dimker(T − λI), and choose an orthonormal basis {φλ,1 , , φλ,n(λ) } of ker(T − λI).
Then φλ,i ; λ ∈ σp (T ), i = 1, , n(λ)} forms a complete orthonormal set for H. Moreover, we have
the following :
n(λ)
X X
(1) u ∈ D(T ) ⇐⇒ | λ |2 |< u, φλ,i >|2 < ∞
λ∈σp (T ) i=1
n(λ)
X X
(2) u ∈ D(T ) T u = λ |< u, φλ,i > φλ,i .
λ∈σp (T ) i=1
24

Proof
By the property (vi) of last lemma, there exists λ0 ∈ R ∩ ρ(T ) such that Rλ := (T − λ0 I)−1 is
a compact self-adjoint operator. By Theorem 14.1.11,
n(λ)
X X
Rλ0 u = µ |< u, φµ,i > φµ,i . u ∈ H (***)
µ∈σp ((T −λ0 )−1 ) i=1
1
Also, by (v) of the above lemma, σ(T ) = σp (T ) = {λ0 + ; µ ∈ σp ((T − λ0 )−1 )}.
µ
Thus (***) can be rewritten as
m(λ)
X X < u, ψλ,i >
Rλ0 u = ψλ,i . u ∈ H
λ − λ0
µ∈σp ((T −λ0 )−1 ) i=1
where m(λ) := n(µ) and ψλ,i := φλ,i . Since ker(Rλ0 ) = {0}, it follows from the completeness
part of Theorem 14.1.11 that {φλ,i : λ ∈ σp (T ), i = 1, , n(λ)} is a complete orthonormal set for
H.
Let u ∈ D(T ). Since T is symmetric,< T u, ψλ,i . >=< u, T ψλ,i >= λ < uψλ,i >.
It is easy to see from the Parseval’s identity that
n(λ)
X X
| λ |2 |< u, φλ,i >|2 =|| T u ||2 < ∞
λ∈σp (T ) i=1
Conversely, suppose that
n(λ) n(λ)
X X X X
| λ |2 |< u, φλ,i >|2 < ∞ and set v = λ |< u, φλ,i > φλ,i .
λ∈σp (T ) i=1 λ∈σp (T ) i=1
It is easy to see that Rλ0 (v − λ0 u) = u. In particular, u ∈ D(T ) and (T − λ0 I)u = v − λ0 u.
n(λ)
X X
Finally, note that T u = v = λ |< u, φλ,i > φλ,i .
λ∈σp (T ) i=1
On the eigenvalues and eigenfunctions of Legendre’s operator
Let
H. = L2 (−1, 1)






D(A) = {u ∈ H 1 (−1, 1); (1 − x2 )u00 ∈ H




Au = −[(1 − x2 u0 ]0 ∀ u ∈ D(A)

Let Pn [x] be the set of polynomials of degree ≤ n with coefficients in C then Pn [x] ⊂ D(A) and
A(Pn [x]) ⊂ Pn [x].
Let’s denote by An the restriction of the operator A on Pn [x]
25

In a first step, we will diagonalize An for any integer n ≥ 0, which will lead us to a certain
sequence of pairs (λk , uk ) formed by an eigenvalue λk and an eigenfunction associated uk of the
operator An , the {uk } are chosen be orthogonal and of norm 1.
In a second step, we will apply Weirstrass’s theorem which affirms that every continuous func-
tion (in particular the functions of D(A)) is uniform limit of polynomials forming a total system
in L2 (−1, 1).
Let λi , i = 0, 1, ... be an eigenvalue of Ai and ui with || ui ||= 1 be an eigenfunction associated

to λi then λi (resp ui ) is an an eigenvalue of Ai+k with k > 0 (resp an eigenfunction of Ai+k
with k > 0). In particular of A.
We then obtain the eigenvalues of A by calculating for each n the eigenvalue λn of An corres-
ponding to an eigenvector polynomial of degree n exactly, which will lead us, when n describes
N to a sequence of positive and increasing real numbers which constitutes the spectrum of A and
the eigenfunctions {un } will form an orthogonal sequence of polynomials of increasing degree.
n
X
un (x) = cp xp be a polynomial of degree n (cn 6= 0) then
p=0
n−1
0 X
• un (x) = (p + 1)cp+1 xp .
p=0
n−1 n+1
0 X X
• (1 − x2 )un (x) = (p + 1)cp+1 xp − (p − 1)cp−1 xp .
p=0 p=2
n
X n−2
X
• An u(x) = p(p + 1)cp xp − (p + 1)(p + 2)cp+2 xp .
p=1 p=0
n−2
X
= [p(p + 1)cp − p(p + 1)cp+2 ]xp + n(n − 1)cn−1 xn−1 + n(n + 1)cn xn .
p=0
Now from (An u)(x) = λn un (x), it follows that :



 (i) λn cn = n(n + 1)cn



• (ii) λn cn−1 = n(n − 1)cn−1 , where c−1 = 0




(iii) λn cp = p(n + 1)cp − (p + 1)(p + 2)cp+2 ; 0≤p≤n−2

From (i) we deduce :
• λn = n(n + 1),
From (ii) we deduce :
• cn−1 = 0,
From (i) and (iii) we deduce :
(p + 1)(p + 2)
• cp − cp+2 ; 0 ≤ p ≤ n − 2.
n(n + 1) − p(p + 1)
26

Since cn−1 = 0 then cn−1 = cn−3 = .... = 0 this implies that the eigenfunction un (x) has the
parity of n
Let’s examine the case where n is even, i.e., n = 2k, k ≥ 1, it follows that


 λ2k = 2k(2k + 1)




 c
2p+1 = 0
•



 2k(2k + 1) − 2p(2p + 1)
 c2p+2 = − c2p , p = 1, 2, ...., k − 1.


(2p + 1)(2k + 2)
Suppose that c0 is known, it follows from the previous formula that c2 is proportional to c0 ,
the same for c4 ..... So it is possible to choose c0 arbitrarily, we will take c0 = 1 for example.
All of the above is transposed immediately when n is odd. (c1 playing the role of c0 ) and leads
to get the analogous formulas.
In conclusion :
• The spectrum of A is the set of integers of the λn = n(n + 1), n ∈ N ∗ . At each eigenvalue
n
1 X
λn is associated an eigenfunction un (x) = where p(x) = cp xp called nth
|| p ||L2 (−1,1) p(x) p=0
Legendre’s polynomial.
• The sequence {un (x)} is an orthonomal basis of L2 (−1, 1).
(iv) Determination of eigenvalues and eigenfunctions of Hermite’s operator :

p
Let H = L2 (R), V = {u ∈ H 1 (R); 1 + x2 u ∈ L2 (R)}
and
Z +∞ Z +∞
0
a(u, v) = u (x)v 0 (x)dx + (1 + x2 )u(x)v(x)dx.
−∞ −∞
Then the operator associated to this form called Hermite’s operator is defined by :
Au = −u00 + (1 + x2 )u with domain D(A) = {u ∈ H 2 (R); (1 + x2 )u ∈ L2 (R)}.
Note that one clearly has S(R) ⊂ D(A) ⊂ H 2 (R), whence A is densely defined. It is also a closed
operator. To see this, we have to show that
(uj ∈ D(A) −→ u and Auj −→ v, as j −→ ∞) =⇒ u ∈ D(A) and Au = v
Since uj −→ u ( in L2 (R)) =⇒ uj −→ u ( in D0 (R)) as j −→ ∞.
we have on the one hand Auj −→ Au = v ( in D0 (R)) as j −→ ∞.
Since v ∈ L2 (R) then u ∈ D(H) and Au = v, which is what we wanted to prove.
27

Now, we think of A as an unbounded operator on L2 (R) with dense domain D(A). Then we
have the following facts.
• The injection of D(A) in L2 (R) is compact .
In fact, it suffices to use the theorems of compact embeddings of Sobolev spaces in L2 (R).
• Self-adjointness : A = A∗ .
• σ(A) = {2(n + 1); n ∈ N} with multiplicity 1.
x2 d
• Define h0 = e− 2 and hn = an+ (h0 ), n ∈ N where a+ = − + x. Then a− (h0 ) = 0 where
dx
d x2
a− = + x, all the functions hn belong to S(R) and are of the form hn = Hn e− 2 , where
dx
Hn ∈ R[x] is a polynomial of degree n (i.e., of the form an xn + an−1 xn−1 + .... + a1 x + a0 ,
with non-zero leading coefficient an ). The polynomials Hn are called Hermite polynomials. Mo-
reover, the hn form a complete orthogonal system of L2 (R).
hn
Hence, upon defining un = , the system {un }n∈N is an orthonormal basis of L2 (R). The
|| hn ||
functions hn are called Hermite functions.
We have, by a direct computation that a+ a− = A − 2I, a+ a− = A and [a+ , a− ] = −2I
The operators a± are the celebrated creation (a+ ) and annihilation (a− ) operators which are
adjoint of aech other (see Exercise 14.1.14.
Note, in the first place, that for any given u1 , u2 ∈ S(R) we have
< Au1 , u2 >=< u1 , Au2 > (i.e. A is symmetric).
and
< Au, u >=< (a+ a− + 2I)u, u >=|| a− u ||2 +2 || u ||2 , ∀ u ∈ S(R).
On the other hand, since a− h0 = 0 and h0 ∈ S(R), we indeed have that
< Au, u >

minu∈S(R)−{0} .
|| u ||2
Next, it is clear that the functions hn = an+ h0 ∈ S(R) ∀ n ∈ N. Hence we may compute by in-
duction :
Ah0 = 2h0
Ahn = (a+ a− + 2I)un = (a+ a− + 2I)a+ hn−1 = a+ Ahn−1 + 2a+ hn−1 = (λn−1 + 2)hn = λn hn .
This implies λn = λn−1 + 2 with λ0 = 2, it follows that Ahn = 2(n + 1)hn .
Of course, we have to make sure that hn 6= 0 for all n. Hence, we compute by induction :
28

|| hn ||2 =< hn , hn >=< an+ h0 , an+ h0 >=< an− an+ h0 , h0 >=< an−1 n−1
− [a− a+ ]a+ h0 , h0 >
= 2(n − 1) < an−1 n−1 n−1 n−1

− a+ h0 , h0 >= 2(n − 1) < a+ h0 , a+ h0 >
= 2(n − 1) || hn−1 ||2 = 2n (n − 1)! || h0 ||2 .
whence hn 6= 0 for all n ∈ N.
Now, since a− h0 = 0 a similar computation also shows that
< hn , hm >= 0,
that yields the orthogonality of the system {hn }n∈N . To prove its completeness, we note in
the first place that it is clear that hn = Hn h0 , for a real polynomial Hn of degree n (i.e.,
Hn (x) = an xn + an−1 xn−1 + ... + a0 , with the aj ∈ R and non-zero leading coefficient an ).
Z +∞
Hence, let g ∈ L2 (R) be such that g(x)hn (x)dx = 0 ∀ n ∈ N.
∞
It then follows that, since any polynomial P ∈ R[x] can be written as a linear combination of
the Hn (by virtue of the fact that their leading coefficients are not zero), we have
Z +∞
x2
g(x)P (x)e− 2 dx = 0 ∀ P ∈ R[x]. (*)
∞
X (−ixξ)j
Using e−ixξ = and (*) to get
j!
j≥0
Z +∞
x2 x2
e−ixξ g(x)e− 2 (x)dx = Fx−→ξ (ge− 2 )(ξ) = 0, ∀ ξ ∈ R.
∞
But an L2 (R)-function which has zero Fourier-transform must be zero, that is

x2
ge− 2 = 0 =⇒ g = 0 in L2 (R).
hn
Hence {hn }n∈N is an orthogonal basis of L2 (R) and {un }n∈N , where un := , is an ortho-
|| hn ||
normal basis of L2 (R).
Using this, one then sees that R(H ± iI) = L2 (R).
whence, by general arguments see, for instance, [Dunford-Schwartz] or [Kato]
- N. Dunford and J. T. Schwartz. Linear Operators, Vol. II. John Wiley and Sons, (1988)
- T. Kato. Perturbation Theory for Linear Operators. Second edition, Springer-Verlag, Berlin,
(1976)
A = A∗ .
This therefore shows that σ(A) = {2(n + 1), n ∈ N with multiplicity 1, and concludes the proof.
29

Appendix
We begin with some elementary properties of compact operators.
(i) Proposition 14.1.13
Let T be a compact operator on a Hilbert space H with closed range R(T ). Then the closed
unit ball in R(T ) is sequentially compact. In particular, R(T ) is finite-dimensional.
(ii) Let µ be a non-zero complex number and T be a compact operator acting on H. Then
Ker(T − µI) is finite-dimensional.
(iii) For any normal operator N on a Hilbert space H we have the norm || N || of N is equal to
the spectral radius r(N ) of N .
Proof
(i) Let vn ∈ R(T ) be such that || vn ||≤ 1. Consider the bounded linear surjection S : H −→
R(T ) given by Su = T u for u ∈ H. By the Open Mapping Theorem, there exists un ∈ H such
that vn = T un for some bounded sequence {un }. Since T is compact, {vn } has a convergent
subsequence, and the unit ball in R(T ) is sequentially compact.
The remaining part follows from the fact that a Hilbert space H is finite-dimensional ⇐⇒ the
unit ball in H is sequentially compact.
(ii) If M is a closed subspace of H such that T M ⊂ M then T |M is compact. Clearly, T|ker(T µI)
is a compact operator with closed range ker(T − µI). Now apply the last result.
1
(iii) Note that || N ||2 =|| N ∗ N ||=|| (N ∗ N )2 || 2 =|| N ∗ N || N 2 ||. Since any positive integral po-
2k 2k
wer of a normal operator is normal, one may check by induction that || N 2 ||=|| N ||2 for
1
every positive integer k. Use now the formula : r(T ) = lim || T n || n as n −→ ∞.
Lemma 14.1.14
Let H be a separable Hilbert space the any orthonormal subset of H is countable. Conclude that
the point-spectrum (that is, the set of eigenvalues) of any normal operator on H is countable.
Proof
Suppose {uα } is orthonormal. Then {B(uα , √12 )} is a collection of disjoint open balls in H. Now
if {vn } is countable dense subset of H then each {B(uα , √12 )} must contain at least one vn .
Proof the essential points of classical theorem 14.1.11
(1) For each n ≥ 1, ker(T − λn I) is finite-dimensional.
(2) infn | λn |= 0.
(3) {λn } has no accumulation point except 0.
30

(4) For any > 0, the annulus A(0, , r(T )) := {z ∈ C : ≤| z |≤ r(T )} intersects σ(T ) in
finitely many points. In particular, ∆ := {n ∈ N :| λn |≥ } contains λn for finitely many
values of n.
X
(5) If u ∈ H, then T u = λn < u, en > en in the following sense :
n;λn ∈σp (T )−{0}
X
For any > 0, || T u − λn < u, en > en ||≤ .
n;λn ∈σp (T )−{0}
We will prove the result for a separable Hilbert space H. In view of Lemma 14.1.14, we may
enumerate all the eigenvalues of T as {λn }. We may choose an orthonormal set {en } of corres-
ponding eigenvectors : T en = λn en .
Note that (1) is already obtained in property (ii) of Proposition 14.1.13.
Let us see (2). Suppose {λn } has a subsequence {λnk } which is bounded from below in modulus
by c > 0. Then
|| T enk − T enl ||2 =| λnk |2 + | λnl |2 ≥ 2c2 .
Thus we have the bounded sequence {enk } for which {T enk } has no convergent subsequence.
Since T is compact, this is not possible unless infn | λn |= 0 . This also shows that {λn } has
no non-zero accumulation point.
Further, (4) follows from (3), property (ii) of Lemma 14.1.10, and Bolzano Weierstrass Theo-
rem. Indeed, since any infinite subset of the compact set A(0, , r(T )) has a limit point, A(0, , r(T ))
contains λn for finitely many values of n.
To see (5), let > 0. By (4), ∆ is a finite set. Consider the sequence {Tk } of non-zero compact
normal operators Tk defined by :
X
Tk u := T u − λn < u, en > en (u ∈ H.
n∈∆
We check that || Tk ||< . By Lemma 14.1.14, there exists λ ∈ σ(Tk ) such that || Tk ||=| λ |.
By the property (ii) of lemma 14.1.10, λ must belong to σp (Tk ). Thus, for some v 6= 0, Tk v = λv
and Tk∗ v = λv We now complete the proof of (5). Note that
X
λv := T v − λn < v, en > en . (****)
n∈∆
Moreover, for any m ∈ ∆ , one has

X
λ < v, em >=< T v − λn < v, en > en , em >.
n∈∆
X
∗
=< v, T em > − λn < v, en > en , em >.
n∈∆
=< v, λem > −λ < v, em >= 0.
Thus v is orthogonal to en ∈ ker(T − λn I) provided n ∈ ∆ . By (****), λv = T v, and

hence λ = λm and v ∈ ker(T − λm I) for some m ≥ 1. Since v 6= 0, m ∈ / ∆ . That is,
31

|| Tk ||=| λ |=| λm |< .
Finally, we check that {en } is an orthonormal basis of ker(T )⊥ . Let u ∈ ker(T )⊥ be such that
< u, en >= 0 for all integers n ≥ 1. But then by (5), for any > 0, k || T u ||< , that is,
T u = 0. It follows that u ∈ ker(T ), and hence it must be 0.
Remark 14.1.15
Let w = u + v, where u ∈ ker(T )⊥ and v ∈ ker(T ). Since {en } of is an orthonormal basis of

∞
X
ker(T )⊥ , we can write u = < u, en > en . By continuity of T , we have
n=1
∞
X ∞
X
Tw = Tu = λn < u, en > en = λn < w, en > en .
n=1 n=1
FFFFF
Exercise 14.1.19 (On regular Sturm-Liouville differential equation)
Let the following equation :
d d
[p(x) u] + q(x)u(x) = −λw(x)u(x), λ ∈ C (SLE)
dx dx
where u is a function of the independent variable x, p(x), w(x) > 0 a.e. on (a, b) and q(x)
1
real-valued a.e. on (a, b). Furthermore, , q(x), w(x) ∈ L1loc [(a, b), dx].
p(x)
The prupose of this exercise is to give some spectral properties of unbounded operator ` asso-
ciated to Sturm-Liouville differential equation mapping a function u to the function `[u] via
1 d d
`[u] = − ( [p(x) u] + q(x)u(x))
w(x) dx dx
which acts on H = L2 [(a, b), w], endowed with the inner product :
Z b
< u, v >= u(x)v(x)w(x)dx
a
(•) Often the Sturm-Liouville equation is defined together with boundary conditions, specifying
the solution in the endpoints a and b.
In the regular Sturm-Liouville theory these boundary conditions have the form :
a0 u(a) + b0 p(a)u0 (a) = 0, a1 u(b) + b1 p(b)u0 (b) = 0 (BC)
where a0 , b0 are not both zero, nor are a1 , b1 . The value of λ is not specified in the equation ;
finding the values of λ for which there exists a nontrivial (nonzero) solution u of (SLE) satis-
fying the boundary conditions is part of the problem called the Sturm-Liouville problem. Such
values of λ, when they exist, are called the eigenvalues of the boundary value problem defined
by (SLE) and the prescribed set of boundary conditions. The corresponding solutions u(x) (for
such a λ) are the eigenfunctions of this problem.
(i) Solve the following equation :
32

u00 (x) = −λu(x), 0 ≤ x ≤ π
with boundary conditions
u(0) = 0, u(π) = 0.
(ii) It may be assumed that p(x), q(x) and w(x) are (piecewise) continuous on an interval (a, b)
, with p(x) strictly positive.
Show that the Sturm-Liouville equation
d d
− [p(x) u] + q(x)u(x) = λw(x)u(x) (*)
dx dx
has a unique solution satisfying any given initial conditions
u(c) = α and (pu0 )(c) = β (**)
at a point c of the interval.
(iii) Suppose that (*) is a Sturm-Liouville equation with p(x), q(x) and w(x) continuous, and
p(x) > 0 for all x ∈ [a, b].
Show that the set of all functions u(x) satisfying (*) is a vector space of dimension 2. In other
words, there exist two linearly independent solutions of (*)), and any other solution of (*) is
a linear combination of these.
(iv) If we define the differential operator
1 d d
L= {− [p(x) u] + q(x)u(x)} on a < x < b (***)
w(x) dx dx
Show that L is a linear operator.
(v) The eigenvalue problem (*) can be written as :
L(u) = λu for the linear differential operator L defined above.
Show the following Green’s identity :

Z b
(L(u)v − uL(v))w(x)dx = [p(x)[u(x)v 0 (x) − u0 (x)v(x)]]ba . (G)
a
for any well-behaved (real or complex) functions u(x) and v(x).
(vi) Show that L is symmetric if it is defined with the regular boundary conditions :
a0 u(a) + b0 p(a)u0 (a) = 0, a1 u(b) + b1 p(b)u0 (b) = 0. (****)
(vii) With the above assumptions on the coefficient functions and boundary conditions, show
that
33

(α) The eigenvalues of a Sturm-Liouville problem are real.
(β)The eigenfunctions belonging to distinct eigenvalues are orthogonal (with weighting function
w(x)) with respect to the inner product
Z b
< ϕ, ψ >= ϕ(x)ψ(x)w(x)dx
a
(viii) Show that for a regular Sturm-Liouville problem we have the following properties :
(α) The eigenvalues λn are simple (i.e. there do not exist two linearly independent eigenfunc-
tions with the same eigenvalue).
(β) The λn can be ordered as an increasing sequence tending to infinity :
λ1 < λ2 < ....... < λn < ........
and with this labelling the eigenfunction un (x) corresponding to λn has exactly n zeros on the
open interval (a, b).
(γ) The un (x) form a complete orthogonal set of functions over (a, b). That is, any reasonable
function u can be represented on (a, b) by its Fourier series with respect to the un (x),
X∞
u(x) ∼ < u, un > un (x)
n=1
Solution 14.1.19
(i) Let the first elementary Sturm-Liouville problem :
u00 (x) = −λu(x), 0 ≤ x ≤ π
with boundary conditions
u(0) = 0, u(π) = 0.
Here p(x) = w(x) = 1, q(x) = 0, a = 0, b = π, a0 = a1 = 1 and b0 = b1 = 0.

√ √
The general solution to the differential equation is y(x) = c1 cos( λx) + c2 sin( λx) with λ > 0
If λ ≥ 0 then the system has only the trivial solution u = 0. This is not of interest, since every
Sturm-Liouville system has a trivial solution.
The condition
√ u(0) = 0 implies that c1 = 0 ; hence the updated solution becomes u(x) =
c2 sin( λx). The second
√ condition u(π) = 0 implies that either c2 = 0 (which would lead to the
trivial solution) or λπ = nπ, that is λn = n2 , n = 1, 2, 3, .... The corresponding eigenfunctions
are un (x) = sin((n + 1)x), n = 0, 1, 2, ..., where the arbitrary constants have been set equal to
one, since eigenfunctions are unique only up to a multiplicative constant.
Some examples of physical problems leading to differential equations of Sturm-Liouville type

can be found in [Tikhonov-Vaseliva-Sveshnikov] :
34

[Tikhonov-Vaseliva-Sveshnikov] Tikhono, A. N., Vaseliva, A. B., and veshnikov, A. G. :.Dif-

ferential Equations. Springer-Verlag, 1985.
(ii) The proof of existence and uniqueness of solution of Sturm-Liouville corresponding to ini-
tial conditions u(c) = α and (pu0 )(c) = β at a point c of the interval, can be founded in [Zettl] :
[Zettl] Zettl, A. :. Sturm-Liouville Theory. American Mathematical Society, 2005.
d d
(iii) The differential equation − [p(x) u] + q(x)u(x) = λw(x)u(x) is equivalent to the non-
dx dx
autonomous linear system :

0 1
 u (x) = v(x)


p(x)


 0
v (x) = [q(x) − λw(x)]u(x)
Hence, by the basic existence and uniqueness (ii), there exists a unique solution of (*) with
initial values u(a) = 1, p(a)u0 (a) = 0.
Similarly, there exists a unique solution of (*) with initial values u(a) = 0, p(a)u0 a) = 1.
Let us denote these solutions by u1 (x) and u2 (x). Then u1 (x) and u2 (x) are linearly independent
(neither function is a constant multiple of the other). Moreover, if u(x) is any solution of (*),
then
u(x) = u(a)u1 (x) + p(a)u0 (a)u2 (x).
To see this, consider the function
ũ(x) = u(x) − u(a)u1 (x) − p(a)u0 (a)u2 (x).
The function ũ(x) is a solution of (*) with initial values :
ũ(a) = u(a) − u(a)u1 (a) − p(a)u0 (a)u2 (a) = 0
and
0 0
p(a)ũ(a) = p(a)[u0 (a) − u(a)u1 (a) − p(a)u0 (a)u2 (a)] = 0.
Hence, the uniqueness (ii) implies that ũ(x) = 0 for all x ∈ [a, b].
One can then say that the Sturm-Liouville equation (*) is a linear differential equation.
(iv) L(αu + βv) = αL(u) + βL(v), where L(u) is the notation used to denote the function that
results from applying L to u.
A consequence of the linearity is that the general solution of (*) (for any given λ) is of the form
u(x) = α1 u1 (x) + α2 u2 (x) where u1 (x) and u2 (x) are any two linearly independent solutions.
35

(v) The left-hand side of

Z b
(L(u)v − uL(v))w(x)dx = [p(x)[u(x)v 0 (x) − u0 (x)v(x)]]ba . (G)
a
can be written as
Z b Z b Z b
0 0 0 0 0 0
[−(pu0 ) v + quv)]dx − [−(pv ) u + quv)]dx = [(pv ) u − (pu0 ) v]dx.
a a a
Using partial integration we obtain the required result :

Z b Z b
0 0 0
0 0
[pv u]ba − pv u dx − [pu v]ba + pu0 v dx
a a
Let us define the inner-product as

Z b
a
Then Green’s identity (G) can also be written as

0
< L(u), v > − < u, L(v) >= [p(x)[u(x)v(x) − u0 (x)v(x)]]ba
provided p, q and w are real-valued functions (then L∗ (v) = L(v).
(vi) For a regular Sturm-Liouville problem any two (real) solutions u and v satisfy the regular
boundary conditons :
 a0 u(a) + b0 p(a)u0 (a) = 0


a1 u(b) + b1 p(b)u0 (b) = 0


and
 a0 v(a) + b0 p(a)v 0 (a) = 0


a1 v(b) + b1 p(b)v 0 (b) = 0


It follows that
0
< L(u), v > − < u, L(v) >= [p(x)[u(x)v(x) − u0 (x)v(x)]]ba
= u(b)p(b)v 0 (b) − p(b)u0 (b)v(b) − u(a)p(a)v 0 (a) + p(a)u0 (a)v(a)

a1 a1 a0 a0
=− u(b)v(b) + u(b)v(b) + u(a)v(a) − u(a)v(a) = 0
b1 b1 b0 b0
when b0 6= 0 and b1 6= 0. If b0 = 0 (and/or b1 = 0),
then is u(a) = v(a) = 0(and/or u(b) = v(b) = 0).
36

Thus for a Sturm-Liouville problem with boundary conditions :
a0 u(a) + b0 p(a)u0 (a) = 0, a1 u(b) + b1 p(b)u0 (b) = 0
and real-valued coefficient functions, the symmetry or formal self-adjointness property holds,
namely that < L(u), v >=< u, L(v) > .
(vii) Suppose we have eigenfunctions u and v satisfying L(u) = λu , L(v) = µv where λ 6= µ.

Then from above symmetry relation we deduce the following simple results :
λ < u, v >=< λu, v >=< L(u), v >=< u, L(v) >=< u, µv >= µ < u, v >
In particular we have
λ < u, v >= µ < u, v >
When we take u = v and λ = µ we have λ || u ||2 = λ || u ||2 and since u is not identically zero
we have || u ||2 6= 0, so that λ = λ which proves part (α).
Since µ is real the equation above gives λ < u, v >= µ < u, v >. This means that < u, v >= 0
when λ =6 µ, proving part (β).
(viii) For a proof of (α), (β) and (γ) see e.g. [Coddington-Levenson, Chapter 7] or [Weid-
mann]. The integer n in part (β) is called the index of the eigenvalue λn .
[Coddington-Levenson] Coddington, E. A., and Levinson, N. Theory of Ordinary Differen-

tial Equations. McGraw-Hill, 1955.
[Weidmann] Weidmann, J. Spectral theory of ordinary differential operators. Lecture Notes

in Mathematics 1258. Springer-Verlag, 1987.
Remark 14.1.16
A classical Sturm-Liouville equation, named after
Jacques Charles François Sturm Joseph Liouville

. (1803-1855) (1809-1882)
is a real second-order linear differential equation of the form :
d d
− [p(x) u] + q(x)u(x) = λw(x)u(x) (SLE)
dx dx
where u is a function of the independent variable x, p(x), w(x) > 0 a.e. on (a, b) and q(x)
1
real-valued a.e. on (a, b). Furthermore, , q(x), w(x) ∈ L1loc [(a, b), dx].
p(x)
37

Additional details about Sturm-Liouville theory can be found in [Naimark], [Weidmann1]

and [Weidmann2] .
[Naimark] M. Naimark, Linear Differential Operators Part I, II, Frederick Ungar Publishing
Co., New York, NY (1972).
[Weidmann1] J. Weidmann, Linear Operators in Hilbert Spaces, Graduate Texts in Mathe-

matics, Vol. 68, Springer, New York (1980).
[Weidmann2] J.Weidmann, Spectral Theory of Ordinary Differential Operators, Lecture Notes

in Mathematics, Vol. 1258, Springer, Berlin (1987).
This differential expression can be viewed as a linear operator, mapping a function u to the
function `[u] via
1 d d
`[u](x) = − ( [p(x) u](x) + q(x)u(x))
w(x) dx dx
This expression gives rise to an unbounded operator acting on a Hilbert space H = L2 [(a, b), w],
endowed with the inner product :
Z b
a
In this setting, the eigenvalue problem `[u(x)] = λu(x) can be considered.
The expression `[.] has been well-studied, see [Ismail] for an indepth discussion of its relation
to orthogonal polynomials.
[Ismail] M. Ismail, Classical and Quantum Orthogonal Polynomials in One Variable, Encyclo-
pedia of Mathematics and its Applications 98, Cambridge University Press (2005).
However, the operator {`, L2 [(a, b), w]} is not self-adjoint a priori. Additional boundary condi-
tions are required to ensure this property.
In Sheet 2, we will present a detailed study of Surm-Liouville problem. In particular around

the following points :
• Defining the minimal domain Dmin and the maximal domain Dmax of the operator `.
• What conditions are required to ensure that Dmin = Dmax .
• What Left-Definite Theory of bounded-below, self-adjoint operators in a Hilbert space.
• What boundary conditions are required to ensure that the unbounded operator (`, L2 [(a, b), w])
is self adjoint.
• Applying the above topic to
The Jacobi differential expression :
38

1 0
`α,β u(x) = − [(1 − x)α+1 (1 + x)β+1 ui0 (x)] ; 0 ≤ α, β < 1
(1 − x)α (1 + x)β
acting on H = L2α,β (−1, 1) := L2 [(−1, 1), w(x)dx]; w(x) = (1 − x)α (1 + x)β
The Gribov-Intissar expressiion :
`(u)(x) = x(λ00 x − λ)u00 (x) + (λx2 + µx)u0 (x), λ0 , λ, µ ∈ R acting on L2 ((0, λλ0 ), w(x)).
FFFFF
Exercise 14.1.20
Let N be the Hamiltonian (Harmonic Oscillator) N = a∗ a acting on Bargmann space :

Z
2
B = {ϕ : C −→ C, entire; | ϕ(z) |2 e−|z| dxdy < +∞}
C
with domain D(N ) = {ϕ ∈ B; N ϕ ∈ B}, where the operator a is the operator of derivation with
respect z, i.e., (annihilation operator in Bargmann representation) and the operator a∗ is the
operator of the multiplication by z , i.e., (creation operator in Bargmann representation).
(1) Give some elementary properties of Bargmann space.
(2) Give some elementary properties of a and a∗ acting on Bargmann space.
(3) Give a spectral decomposition of the operator N = a∗ a acting on Bargmann space.
Solution 14.1.20
(1) We begin by given some elementary properties of Bargmann space :

Z
2
• Let B = {ϕ : C −→ C, entire f unctions; | ϕ(z) |2 e−|z| dxdy < +∞}
C
called Bargmann space [Bargmann] :
Bargmann,V. . : On a Hilbert space of analytic functions and an associated integral transform

I.Commun. Pure Appl. Math. 14, 187-214 (1962).
Z
2
• Let L (C, dµ(z)) = {ϕ : C −→ C, measurable f unctions; | ϕ(z) |2 dµ(z) < +∞}
C
−|z|2
where µ(z) = e which is a Hilbert space.
We observe that B ⊂ L2 (C, dµ(z)). Showing that B is a closed subspace of L2 (C, dµ(z)). In fact
From all ϕn ∈ B such that ϕn −→ ϕ ∈ L2 (C, dµ(z)) we can extract a subsequence ϕnk which
converges pointwise to a limit function ϕ. Now, since ϕ is the pointwise limit of a sequence
of holomorphic functions then ϕ is holomorphic (this result is not completely obvious see next
theorem) , in particular ϕ ∈ B and so B is a Hilbdert space, with the associated scalar product
is defined by
Z
2
< φ, ψ >= φ(z)ψ(z)e−|z| dxdy and the associated norm is denoted by || . ||.
. C
39

Theorem 14.1.17
Let {fj } be a sequence of holomorphic functions on a planar domain Ω. Assume that the fj
converge pointwise to a limit function f on Ω. Then f is holomorphic on a dense, open subset
of ω. The convergence is uniform on compact subsets of the dense, open set.
We now offer a proof of this theorem :
Let U be a nonempty open subset of Ω with compact closure in Ω.
Define, for k = 1, 2, ..., Sk = {z ∈ U :| fj (z)| |≤ k ∀ j ∈ N}.
Since the fj converge at each z ∈ U , certainly the set {f

[j (z) : j ∈ N} is bounded for each fixed
z. So each z ∈ U lies in some Sk . In other words, U = Sk .
k
Now of course U is a complete metric space (in the ordinary Euclidean metric), so the Baire
category theorem tells us that some Sk must be “somewhere dense” in U . This means that S k
will contain a nontrivial Euclidean metric ball (or disc) in U . Call the ball B. Now it is a simple
matter to apply Montel’s theorem on B :
Theorem 14.1.18 (Montel’s theorem [Montel])
Let X be a topological space. We denote by C(X) the set of complex valued continuous func-
tions on X.
A subset F ⊂ C(X) is called locally bounded ⇐⇒ for each a ∈ X there is a constant M > 0
and a neighborhood Ua ⊂ X of a such that | f (x) |< M for all x ∈ Ua and for all f ∈ F .
A subset F ⊂ C(X) is called normal ⇐⇒ every sequence of elements of F has a subsequence

that converges uniformly on every compact subset of X.
Let D ⊂ C be a region and F ⊂ O(D) (holomorphic functions) on D). Suppose that F is locally
bounded. Then, F is normal.
[Montel] P. Montel, Leçons sur les Families Normales de fonctions analytiques et leur applica-
tions, Gauthier-Villars, Paris, 1927.
See also the theorem 1.8, 198 in [Kim- Krantz] :
Kang-Tae Kim and Steven G. Krantz :. Normal Families of Holomorphic Functions and Map-
pings on a Banach Space, Expositiones Mathematicae,. 21 (2003) : 193-218.
to find a subsequence fjk that converges uniformly on compact sets to a limit function g. But
of course g must coincide with f , and g (hence f ) must be holomorphic on B.
Since the choice of U in the above arguments was arbitrary, the conclusion of the theorem
follows.
|z|2 |s|2 √
• Let N (z, s) = e− 2
Z
− 2 + 2sz
, s ∈ R and z ∈ C and B the transform of L2 (R) into B defined
by [Bf ](z) = ϕ(z) = N (z, s)f (s)ds with f ∈ L2 (R)
R
40

Then B (called Bargmann transform) is an unitary transform of L2 (R) onto B.
This result is etablished as theorem by Bargmann in :
Bargmann, V. :.On a Hilbert space of analytic functions and an associated integral transform
I.Commun. Pure Appl. Math. 14, 187-214 (1962).
∞
X ∞
X
• Let ϕ be in B with ϕ(z) = an z n ; (an )∞ 2
n=0 ∈ C then || ϕ || = π n! | an |2
n=0 n=0
In fact :
Let φ be in B and we put z = reiθ with r ∈ [0, +∞[ and θ ∈ [0, 2π] then
+∞
X
ϕ(z) = ϕ(reiθ ) = an rn einθ
n=0
We write || ϕ || and | ϕ(reiθ ) |2 as following :

2
Z Z σ Z 2π
2 2
|| ϕ ||2 = e−|z| | ϕ(z) |2 dzdz̄ = σ→+∞
Lim e−r | ϕ(reiθ ) |2 rdrdθ
C 0 0
and
+∞ X
X
| ϕ(reiθ ) |2 = ap āq rp+q ei(p−q)θ
n=0 p+q=n
By Beppo-Levi and Fubini theorems, we obtain that

Z Z σ +∞ X Z 2π
2 2 X
e−|z| | ϕ(z) |2 dzdz̄ = lim
σ→+∞
e−r ap āq rp+q+1 ei(p−q)θ drdθ
C 0 n=0 p+q=n 0
Z 2π
As ei(p−q)θ dθ = 2πδpq where δpq is Kronoecker’s symbol then we get
0
Z Z σ +∞ X
−|z|2 2 X
e 2
| ϕ(z) | dzdz̄ = σ→+∞
lim e−r ap āp r2p+1 2πdr
C 0 n=0 2p=n
Z σ +∞
2 X
= 2π σ→+∞
lim e−r an ān r2n+1 dr
0 n=0
Again by applying Beppo-Levi’s theorem, we obtain

Z +∞ Z σ
2 X 2
e−|z| | ϕ(z) |2 dzdz̄ = | an |2 lim
σ→+∞
e−r r2n+1 2πdr
C n=0 0
Z σ
2
But σ→+∞
lim e−r r2n+1 2πdr = πn!
0
Therefore
Z +∞
2 X
e−|z| | ϕ(z) |2 dzdz̄ = π n! | an |2 < +∞
C n=0
41

∞
X
• Now let Bs = {(an )∞
n=0 ∈ C such that n! | an |2 < ∞}.
n=0
Bs is also a Hilbert space. The scalar product on Bs is defined by
∞
X
< (an )∞ ∞
n=0 , (bn )n=0 >= n!an bn and the associated norm is denoted by || . ||s .
n=0
B is related to Bs by an unitary transform of B onto Bs , given by the following transform I
φ (0))∞
1 (n)
I : B 7→ Bs ; I(φ) = ( n! ∞
0 = (an )n=0
• On Bargmann space we have the following classical properties :

|z|2
(i) | ϕ(z) |≤|| ϕ || e 2 , ∀ ϕ ∈ B.
p |z|2
(ii) | ϕ0 (z) |≤ 1+ | z |2 || ϕ || e 2 , ∀ ϕ ∈ B.
p |z|2
(iii) | ϕ(z) |≤ 1 + 3 | z |2 + | z |4 || ϕ || e 2 , ∀ ϕ ∈ B.
(iv) The convergence on B implies the uniform convergence on all compact of C.
(v) The injection of B into O(C) is continuous, where O(C) is the set of analytic functions on
C with the uniform convergence on all compact.
zk
(vi) The system ek (z) = { √ }k∈N is orthonormal basis associated to scalar product :
Z k!
1 2
< ϕ, ψ >= √ ϕ(z)ψ(z)e−|z| dxdy in B.
π C
(vii) The polynomials set is dense in B.
+∞
X
(viii) Let Vλ (z) = eλz ; λ ∈ C then Vλ (z) = ek (λ)ek (z).
Z k=0
2
(ix) If ϕ ∈ B then Vλ (z) =< Vλ , ϕ >= e−|z| +λz
ϕ(z)dxdy
C
2
(x) < Vλ , Vµ >= Vµ (λ) = eµλ and < Vλ , Vλ >= e|λ| , λ, µ ∈ C.
2
(xi) If ϕ is an analytic function such that | ϕ(z) |2 ≤ M eα|z| , ∀ z ∈ C where M and α are non
negative constants with α < 1, then ϕ ∈ B.
ϕ0 (z) − ϕ(0)
(xii) ϕ ∈ B ⇐⇒ z −→ ∈ B.
z
(2) Now we give elementary properties of a and a∗ acting on Bargmann space :
• In L2 (R)-representation, the creation and annihilation operators are defined by

1 d 1 d
a+ = √ [− + x] and a− = √ [ + x].
2 dx 2 dx
• In Bargmann’s representation, the creation and annihilation operators are given by
42

a∗ ϕ(z) = zϕ(z) and aϕ(z) = ϕ0 (z).
In fact :
Let f ∈ S(R) then :
1 df
(α) a+ f = √ [− + xf ] and this expression is transformed by applying the Bargmann trans-
2 dx
form to :
Z √
Z √ √
1 |z|2 s2 1 |z|2 s2
√ e− 2 − 2 + 2sz (−f 0 (s) + sf (s))ds = √ ( 2z − s + s)e− 2 − 2 + 2sz f (s)ds
2 R 2 R
Z √ √
|z|2 s2
=z 2ze− 2 − 2 + 2sz f (s)ds = zϕ(z) = a∗ ϕ(z)
R
1 df
(β) a− f = √ [ + xf ] and this expression is transformed by applying the Bargmann trans-
2 dx
form to :
Z √
Z √ √
1 |z|2 s2 1 |z|2 s2
√ e− 2 − 2 + 2sz (f 0 (s) + sf (s))ds = − √ ( 2z − s − s)e− 2 − 2 + 2sz f (s)ds
2 R 2 R
Z √ √
|z|2 s2
= ( 2s − z)e− 2 − 2 + 2sz f (s)ds.
R
∂ − |z|2 − s2 +√2sz √ |z|2 s2
√
By observing that e 2 2 = (−z + 2s)e− 2 − 2 + 2sz then we get
∂z
√
Z
1 |z| 2
s 2
√ e− 2 − 2 + 2sz (f 0 (s) + sf (s))ds = ϕ0 (z) = aϕ(z).
2 R
1
• We point out that the linear partial differential operator L = (a∗ a + aa∗ ) is the usual Her-
2
mite operator
d d
• The realization in Bs of operators aϕ(z) = ϕ(z) with domain D(a) = {ϕ ∈ B; ϕ ∈ B}
dz dz
and a∗ ϕ(z) = zϕ(z) with domain D(a∗ ) = {ϕ ∈ B; zϕ ∈ B} is given by
∞ ∞

 A(an )n=0 = ((n + 1)an+1 )n=0





with domain :
 ∞
X
∞
n!n | an |2 < ∞}




 D(A) = {(a n )n=0 ∈ Bs ;
n=0
and
 ∗

 A (an )∞ ∞
n=0 = (an−1 )n=0 ; a−1 = 0




with domain :
 ∞
X
∗ ∞
n! | an−1 |2 < ∞}




 D(A ) = {(a n )n=0 ∈ Bs ;
n=0
In Bs realization, the first results on the domains of A and A∗ are
(a) D(A) is dense in Bs .
43

(b) A is an unbounded operator.

∞
X
(c) Let ϕ ∈ B and Bϕ = zϕ with domain D(B) = {(bn ) ∈ C; n! | an−1 |2 < ∞ then
n=1
D(B) = D(A) = D(A∗ )
(d) D(A) ,→ Bs is compact.
In fact :
(a) is obvious because the set of polynomials P is dense in B and so its range by Bargmann
transform is also dense in Bs and this range is contained in D(A).
n
X n
X
(b) Since || A(an )n∈N ||= n!n | an |2 ≥ n n! | an |2 this implies that
n=0 n=0
|| A(an )n∈N ||≥ n || (an )n∈N ||, ∀ n ∈ N.

∞
X
(c) Since D(B) = {(bn ) ∈ C; n! | bn−1 |2 < ∞
n=1
∞
X
= {(bn ) ∈ C; n(n − 1)! | bn−1 |2 < ∞
n=1
X∞
= {(bn ) ∈ C; n!(n + 1) | bn |2 < ∞
n=0
X∞
= {(an ) ∈ C; n!n | an |2 < ∞
n=0
= D(A)
Now, we will give the expression of A∗ (bn )

∞
X ∞
X ∞
X
< A(an , bn >= n!(n + 1)an+1 bn = (n + 1)!an+1 bn = n!an bn−1
n=0 n=0 n=0
It follows that :
A∗ (bn ) = bn−1 with b−1 = 0 . Hence A∗ (bn ) = B(bn )
Now, we will show that D(A∗ ) = D(B) :
Since D(A∗ ) = {(bn ) ∈ Bs ; ∃ C > 0, |< A(an ), (bn ) >≤ C || (an ) || ∀ (an ) ∈ D(A)}
and
v v
∞
X ∞ √
X √
u ∞ u ∞
u X u X
|< A(an , bn >|=| n!an bn1 |=| n!an n!bn1 |≤ |
t 2
n! | an | .t| n!(n + 1) | bn |2 ,
n=0 n=0 n=0 n=0
i.e.
44

∞
X
D(A∗ ) = {(bn ) ∈ Bs ; n!n | bn |2 < +∞} = D(B).
n=0
In particular B = A∗ therefore B is the adjoint of A.
(d) Let Cs be the unit ball of D(A) equipped with graph norm :
Cs = {(an )∞ ∞ 2 ∞ 2
n=0 ∈ D(a) such that || (an )n=0 ||s + || a((an )n=0 ) ||s ≤ 1} i.e.
∞
X
2
Cs = {(an )∞
n=0 ∈ D(a) such that | a0 | + (n + 1)! | an |2 ≤ 1}
n=1
To prove that Cs is relatively compact for the norm associated to Bs , we observe that Bs is
complete space then it suuffices to show that Cs can be covering by finite number of unit balls
of radius p1 with arbitrary p ∈ N − {0}
∞
X
Writing (n + 1)! | an |2 as follows
n=1
∞
X
(n + 1)! | an |2 = 2! | a1 |2 +3! | a2 |2 +4! | a3 |2 +............
n=1
= 1! | a1 |2 +2! | a2 |2 +3! | a3 |2 +............................+
1! | a1 |2 +2! | a2 |2 +3! | a3 |2 +............................+
0 + 2! | a2 |2 +3! | a3 |2 +.............................+
0 +0 + 3! | a3 |2 +............................+
...............................................................................+
................................................................................+
∞
X ∞
X ∞
X
=2 n! | an |2 + n! | an |2 + ........ + n! | an |2 + .......
n=1 n=2 n=p
∞
X
then we deduce that (p + 1) n! | an |2 ≤ 1 i.e. (0, 0, ......, 0, ap , ap+1 , ......) is in Cs0 (0, p1 ) the
n=p
1
ball with radius p around the origin of Bs .
p−1
X
As the set {(a1 , a2 , ....., ap−1 ) ∈ Cp−1 ; n! | an |2 ≤ 1} is compact then they exist m balls
n=1
K(xi , p1 ) with center xi ∈ Cp−1 of radius 1
p such that
p−1 m
X [ 1
{(a1 , a2 , ....., ap−1 ∈ Cp−1 ; n! | an |2 ≤ 1} = K(xi , )
n=1 i=1
p
then we get
m
[ 1 [ 1
Cs ⊂ K(xi , ) Cs0 (0, ) and we deduce the property (d). ◦
i=1
p p
45

We can also prove (d) by applying a following classic proposition
Proposition 14.1.20 ([Fréchet])
Let K ⊂ Bs such that
i) K is bounded and closed.

∞
X
ii) ∀ε > 0, ∃Nε > 0 such that n! | an |2 ≤ ε ∀{an }∞
n=1 ∈ K
n=Nε
then K is compact.
[Fréchet] Fréchet, M. :. Sur les ensembles compacts de fonctions de carrés sommables , Acta,
Litt. Sci. Szged, (1937), 8, 116-126 (in French).
(3) On spectral properties of the operator N = a∗ a acting on Bargmann space :
The first properties of N = a∗ a acting on Bargmann space are :
(α) The domain D(N ) of the operator N = a∗ a is dense in Bargmann space B.
(β) The injection of D(N ) in B is compact.
(γ) I + a∗ a is invertible satisfying || (I + a∗ a)−1 ||≤ 1
(µ) The resolvent of N is a compact self-adjoint operator.
zn
(δ) σ(N ) = {λn = n; n ∈ N}, and en (z) = { √ } is the system of eigenfunctions of N associated
n!
to λn = n which is orthonormal basis of B.
In fact :
(α) Since the set of polynomials P is dense in B and P ⊂ D(N ) then the domain D(N ) of the
operator N = a∗ a is dense in Bargmann space B. More generally, we can apply the following
classical lemma.
Lemma 14.1.21
Let T be a closed operator with dense domain D(T) in a Hilbert space H then
(i) D(T∗ ) is dense in H.
(ii) (T∗ )∗ = T.
(β) Since the injection of D(N ) in D(A) is continuous and the injection of D(A) in B is com-
pact then the injection of D(N ) in B is compact as composition of a continuous injection and
a compact injection.
46

(γ) Let ϕ ∈ D(a∗ a), then we have :
=< ϕ, ϕ > + < a∗ aϕ, ϕ > || ϕ ||2 + || aϕ ||2 ≤|| (I + a∗ a)ϕ || . || ϕ ||.
It follows that :
|| ϕ ||2 ≤|| (I + a∗ a)ϕ || . || ϕ ||
and
|| ϕ ||≤|| (I + a∗ a)ϕ ||. (? ? ?)
From this inequality, we deduce that I + a∗ a is injective and its range is closed.
Now, we will show that I + a∗ a is surjective :
We begin by taking two maps defined on a Hilbert space H by :
U : H × H −→ H × H (ϕ, ψ) −→ U (ϕ, ψ) = (ψ, ϕ)

and
V : H × H −→ H × H (ϕ, ψ) −→ V (ϕ, ψ) = (ψ, −ϕ)
Then, it s well known that :
(a) U and V are bounded.
(b) U and V are surjective.
(c) || U (ϕ, ψ) ||=|| V (ϕ, ψ) ||=|| (ϕ, ψ) ||.
(e) U V = −V U and U 2 = −V 2 = I.
(f) G(T∗ ) = [V (G(T))]⊥ where T is a closed linear operator acting on H with dense domain in
H and G(T) denotes the graph of T.
By taking H = B, T = a then from the above properties, we deduce that :
B × B = G(a∗ ) ⊕ V (G(a)) and ∃ψ1 ∈ D(a∗ ), ∃ϕ1 ∈ D(a) such that
(0, ψ) = (ψ1 , a∗ ψ1 ) + (aϕ1 , ϕ1 ) ∀ ψ ∈ B.
Therefore we obtain :
ψ1 + aϕ1 = 0 and a∗ ψ1 − ϕ1 = ψ.
It follows that :
ψ1 = aϕ1 and ψ = (I + a∗ a)(ϕ1 ).
47

Now
• To show that ϕ1 ∈ D(a∗ a) we use aϕ1 = ψ1 and as ψ1 ∈ D(a∗ ) we deduce that a∗ aϕ1 ∈ B,
i.e. , ϕ1 ∈ D(a∗ a).
• To show that || (I + a∗ a)−1 ||≤ 1 we take ψ ∈ B then ∃ ϕ ∈ D(a∗ a); (I + a∗ a)ϕ = ψ in parti-
cular ϕ = (I + a∗ a)−1 ψ. We apply the inequality (? ? ?) to obtain
|| (I + a∗ a)−1 ψ ||≤|| ψ ||, ∀ψ ∈ B
It follows that
(I + a∗ a)−1 is bounded and || (I + a∗ a)−1 ||≤ 1.
(µ) By combining (β) and (γ), we deduce that the resolvent of N is compact.
• To show that (I + a∗ a)−1 is self-adjoint we observe that :
< (I + a∗ a)−1 ψ, ϕ >=< (I + a∗ a)−1 ψ, (I + a∗ a)(I + a∗ a)−1 ϕ >
=< (I + a∗ a)−1 ψ, (I + a∗ a)−1 varphi > + < a(I + a∗ a)−1 ψ, a(I + a∗ a)−1 ϕ >
=< (I + a∗ a)−1 ψ, (I + a∗ a)−1 ϕ > + < a∗ a(I + a∗ a)−1 ψ, (I + a∗ a)−1 ϕ >
=< (I + a∗ a)(I + a∗ a)−1 ψ, (I + a∗ a)−1 ϕ >
=< ψ, (I + a∗ a)−1 ϕ >
i.e. (I + a∗ a)−1 is symmetric, in particular it is self-adjoint.
As (I + a∗ a)−1 is self-adjoint we deduce that a∗ a is also selfadjoint by using the following

lemma :
Lemma 14.1.22
Let T be an operator acting on Hilbert space H self-adjoint and invertible then T−1 is self-
adjoint and one has [T−1 ]∗ = [T∗ ]−1 .
(δ) As (I + a∗ a)−1 is self-adjoint and compact , in particular it is normal and compact then we
can apply the theorem 14.1 to deduce the properties of this theorem..
zn zn
Now, let en (z) = √ then N en (z) = n √ , it follows that λn = n are the eigenvalues of N .
n! n!
We observe that the multiplicity of λn is 1 and N is invertible on B0 = {ϕ ∈ B; ϕ(0) = 0}.
On B0 , the operator N is self-adjoint and its inverse N −1 is compact then we can apply the
theorem 14.1.12 to deduce the following properties :
48

∞
X
n2 |< ϕ, en >|2 < ∞
T
(1) ϕ ∈ D(N ) B0 ⇐⇒
n=1
∞
X
T
(2) ϕ ∈ D(N ) B0 =⇒ N ϕ = n |< ϕ, en > en .
n=1
Light-Cone
49
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Exercises with detailed Solutions on Functional Analysis and Spectral Theory

Chapter · November 2019

Chaotic unbounded linear operators View project

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Spectral Theory of Linear Operators

If K = R, then < x, y >=< y, x > and || x + y ||2 − || x − y ||2 = 4 < x, y >:

|| x + y ||2 − || x − y ||2 +i || x − iy ||2 −i || x + iy ||2 = 4 < x; y > .

Let H be the Hilbert space and M be a subspace.

For any Cauchy sequence {x}k ⊂ M⊥ , we have xk −→ x0 ∈ H (H is complete).

A. Intissar and J-K. Intissar

(a) α ≤|| A ||≤ 2α

(b) if A is self-adjoint, then || A ||= α

(i) Note that for A ∈ L(X ; Y), || A ||= sup||x||X =1 || Ax ||Y

|| Ax ||Y =|| f ||Y = sup||x||Y =1 || f ||Y = sup||y||Y =1 < y, Ax >.

|| A ||= sup||x||X =1,||y||Y =1 < y, Ax >.

| 4 < y; Ax >|≤ 8α.

we can obtain from (i) that

To prove || A ||= α, it is only necessary for us to show that || A ||≤ α

A. Intissar and J-K. Intissar

4 < y; Ax >≤ α(|| x + y ||2 + || x − y ||2 ) (by using the definition of α)

4 < y; Ax >≤ 4α (because || x ||X =|| y ||Y = 1

This together with (i) leads to α ≥|| A ||.

For Hilbert space over R, using the fact A is self-adjoint, we have

< x + y; A(x + y) > − < x − y; A(x − y) >= 4 < y; Ax > :

By repeating the above arguments, we complete the proof.

Consider U ∈ L(X ; Y) on Hilbert spaces X ; Y . Show the following equivalence :

(i) =⇒ (ii) : Since U is an isometry, we see that < U x1 ; U x2 >=< x1 ; x2 > ∀ x1 ; x2 ∈ H.

By the definition of adjoint operator, we have

< x1 ; U ∗ U x >=< x1 ; x2 > ∀ x1 ∈ H, for any x ∈ X .

This implies U ∗ U = IX (using uniqueness from Riesz representation theorem).

Since U is surjective, for any y ∈ Y , there exists x ∈ X such that y = U x.

This implies that U U ∗ = IY .

A. Intissar and J-K. Intissar

An orthogonal projection P onto a subspace M in a Hilbert space H is characterized by

Pu ∈ M and < u − Pu; v >= 0 ∀ v ∈ M for any u ∈ H.

It is clear that P is linear.

Since || P ||= sup||u||=||v||=1;u∈H;v∈M < Pu; v >= sup||u||=||v||=1;u∈H;v∈M < u; v >≤ 1 ;

we have that P is continuous.

we have < Pu; v >=< u; Pv > ∀u, v ∈ H.

This implies that P∗ = P.

Note that (P(I − P)u, v >=< (I − P)u; Pv >= 0 ∀ v ∈ H :

⇐= : Let M = R(P) (range of P).

M is a closed subspace : Clear.

A. Intissar and J-K. Intissar

For any v ∈ M (v = Pw for some w ∈ H), we have

< u − P u, v >=< (I − P)u, Pw > (from (i))

=< P(I − P)u, w > =< (P − P)u, w >= 0 :

Let Ai , 0 ≤ i ≤ 4 be the operators acting on L2 [0, 1] defined by :

(2) A2 u = u0 with domain D(A1 ) = {u ∈ H 1 (0, 1); u(0) = 0}.

(3) A3 u = u0 with domain D(A3 ) = H 1 (0, 1).

(4) A4 u = u0 with domain D(A4 ) = {u ∈ H 1 (0, 1); u(0) = u(1)}.

(1) D(A) ⊂ D(B)

In this case we denote A ≤ B. Show that A0 ≤ A1 ≤ A2 ≤ A3 .

As C0∞ (]0, 1[) ⊂ H01 (0, 1) ⊂ H 1 (0, 1) and

Then we deduce that :

A. Intissar and J-K. Intissar

Then we deduce that :

Show that A is closable ⇐⇒ (un ∈ D(A), un −→ 0 and Aun −→ v) =⇒ v = 0.

For the converse, let’s build a closed extension B of A.

Let D(B) = {u ∈ H; ∃ un ∈ D(A) and v ∈ H such that un −→ u and Aun −→ v}.

We define B on D(B) as follows :