Spectrum and Green’s Function of the Hill Operator
Continuing the function
by zero in the region
, and applying the Fourier transform with respect to the variable
t in the Cauchy problem (
1) and (
2), for the function
we obtain the equation
For any function
from
, we define its norm in the same space
If the function is defined on the entire axis , then by we denote the restriction of this function on the segment .
Let us present some necessary facts from the spectral theory of differential equations. For any function we denote by the derivative with respect to x and by the derivative with respect to k.
Let
be the fundamental system of solutions of the homogeneous (for
) Equation (
3) such that:
It is known [
16] that
and
are entire functions in
k real on the real axis, and for
have the form:
uniformly in
. These expansions can be differentiated with respect to
x and with respect to
k.
Let us denote and . The functions and are even on the real axis of the complex plane of the variable k.
The Hill operator is the minimal closed differential operator,
generated in the Hilbert space
by the operation
where the functions
and
are periodic with period 1.
The spectrum of the Hill operator is absolutely continuous and is a finite or infinite sequence of isolated segments (zones) separated by lacunae going to infinity.
Note that the Hill operator has only a continuous spectrum, which lies on the real axis and is left semi-bounded [
16]. Let us replace the spectral parameter
by
so that the spectrum
of the operator
on the complex plane of the variable
k consists of points for which
does not have bounded inverse on an everywhere dense set in
.
For a more detailed characterization of the spectrum of the Hill operator , consider the following periodic (anti-periodic) Sturm–Liouville problems.
Let
be an eigenfunction of the periodic Sturm–Liouville problem:
normalized by the condition
, and
is the eigenfunction of the anti-periodic Sturm–Liouville problem:
normalized in
, where
and
,
, are eigenvalues of the corresponding problems, which are numbered in ascending order, taking into account the multiplicity.
Continuing the function (or ) to the entire real axis, in a periodic (or anti-periodic) way, we get a function, which we denote by (or ).
It is known ([
16], § 21.4) that if the Hill operator
is positive, then all eigenvalues of the periodic (anti-periodic) Sturm–Liouville problem are positive. In addition, between the numbers
and
,
there is a relation,
Based on the results of the paper [
12], we can state that:
(i) The set
is a union of segments on the real axis, extending in both directions to infinity
(ii) The set
consists of those values
for which the homogeneous (for
) Equation (
3) has a bounded solution in
;
(iii) The set consists of those values (or k) for which .
Hence [
12], if the Hill operator
is positive, then the spectrum of
coincides with the sets
, i.e.,
The set of points coincides with the set of roots of the equation (correspondingly, coincides with the set of roots of the equation ), .
Gaps in the spectrum, that is, intervals not included in the spectrum,
for which
,
, are called lacunae.
If
(or
) are ends of a lacunae, then (
8) implies that
are simple roots of the equation
(or
are the roots of the equation
),
, ([
12]).
As is known [
16], if
(or
) are the ends of a lacuna, then
(or
) are simple proper values of the periodic (or anti-periodic) Sturm–Liouville problem (
6) (or (
7)).
Note that each lacuna contains exactly one simple zero of the function , and the functions and have one simple zero in the closure of each lacuna.
If
(or
),
, then
(or
) is the simple zero of the functions
and
([
16]).
Denote by the complex plane of the variable k with cuts along the vertical rays lying in the lower half-plane and starting at the ends of the lacunae.
Let us put
where the branch of the root is determined by the condition
for
.
Note that the function
has branching only at the ends of the lacunae [
16], so
and
are single-valued in
. Then for any
Define the Green function of the Equation (
3) for
k from the upper half-plane,
and, taking into account the identities (
9) and the equality,
we get
where
The solution of the Equation (
3) for
using the Green’s function is defined as:
and the solution to the problem (
1) and (
2) has the form:
where
a is some positive constant.
Note that the Green’s function for every continues analytically to .
To study the properties of the integral (
13), we introduce some notation.
Denote by (and ) the line (and ), and is the segment , l is any real number.
From the relations (
5), it follows that:
moreover,
can tend to infinity in any way, so in (
14) one can replace the line
by
. According to (
5), we have:
where
is an entire function
for each
, and the function
for
uniformly in
has the form:
Let us explore these integrals. Putting
with
, we get:
where
Let us examine the first term in (
16). Consider the function,
For any fixed
, we have
and
where
does not depend on
f and
x.
For all
, due to the Parseval equality for the Fourier transform, we have:
The second term of the equality (
16) is studied in a similar way. Therefore, for any fixed
,
where
does not depend on
f and
x.
By the Cauchy–Bunyakovskii–Schwartz inequality and the last inequality, from (
15) we obtain:
where
depends only on
b.
In the same way we get:
where
depends only on
b.
To investigate
, we note that:
By the Cauchy–Bunyakovskii–Schwartz inequality, we obtain the estimate:
where
depends only on
b.
From the estimates for
,
, and
, it follows that:
Likewise, for the integral,
we get the estimate
Thus, we get that the integrals and decrease exponentially as .
From the point lying on the real axis, let us make a vertical cut into the lower half-plane of the variable k.
Denote by the contour going from the point along the left edge of this cut to the point p, and then from the point p along the right edge of the cut to the point .
On the plane
, consider the contour
L, which can be represented as:
where
and
moreover, if
(or
) for some non-negative integer
j, then these unions do not include
(respectively,
).
Let
be some finite contour in
. Denote by
the integral
Now let the contour
be unbounded. Let us put
Proposition 1. For the solution of the problem (1) and (2), the following representation is valid:where the function for and satisfies the estimate: Proof. From the Formulas (
11) and (
13), and the estimates (
17) and (
18), it follows that
where the estimate (
21) is valid for the function
.
To prove the assertion, it remains to show that:
From (
5) it follows that for
Since
for
, then (
22) implies that for sufficiently large
,
It follows from (
5), (
13) and (
23) that the modulus of the integrand in the integral
for sufficiently large
does not exceed
. Therefore, for any fixed
, we get:
□
Let us pass to the investigation of the integral .
Proposition 2. For any and we have the estimate: Proof. Since there exists
such that
for
, and function
has zeros only on the real axis, then (
22) implies:
We represent the function
as
where
is an entire function
for every
, and
and the function
as
uniformly with respect to
has the form
It is easy to see that for
,
Further, arguing in the same way as when obtaining an estimate for the integral , we can verify the validity of Proposition 2. □
Before turning to the investigation of the integrals and , we prove some auxiliary statements.
Denote by the circle .
There exists
such that, for
, the following representations
hold (see, [
13,
16,
18]).
Let us choose a number
involved in the definition of contours
less than
. Then, (
24) implies that there exists
such that for
the contours
,
, (and
) belong to the circle
(corresponding to the circle
).
It is obvious that the contours , (and ) belong to the circle (corresponding to the circle ).
Let us denote .
Proposition 3. The following equalities,are satisfied, where the constants and depend only on m. Proof. The validity of the first of the equalities follows from the fact that the entire function on the contours and has no other zeros, except for and .
The validity of the remaining equalities is proved similarly. □
Proposition 4. For sufficiently large , the following equalities,are satisfied, where the constant C does not depend on n. Proof. Let us prove the first equality. The rest of the equalities are proved in a similar way.
By the definition of the number
, for
the numbers
and
belong to the circle
, and the function
has no other zeros in this circle [
16].
Hence it follows that the function
for
can be written in the form
where
for
.
In the circle the function has no zeros, and therefore there exists such that for .
After the change of variable , the functions and , become and .
From the Formula (
5) it follows that:
from here
From the Formulas (
25) and (
24), it follows that on the circle
the sequence
tends uniformly to
as
. □
Remark 1. The functions and each have one simple zero in the segments , and , . Therefore, just as in Statement 3, we can prove that for sufficiently large in the circle , the equalitiesare satisfied, where and are the zeros of the functions and , respectively, and , for . As is known [
16], if
and
are the ends of a lacuna, then
is a simple eigenvalue of the periodic Sturm–Liouville problem:
and
is a simple eigenvalue of the anti-periodic Sturm–Liouville problem:
An eigenfunction corresponding to the eigenvalue
, we will search in the form
Therefore, we get the following system:
Since
are simple eigenvalues of the problem, (
26), then the determinant of the system (
28) is equal to zero and all coefficients of the system do not vanish simultaneously. Together with the equality
for
, which served as the definition of the numbers
, this leads to the fact that at the points
satisfies one of the following relations:
Note that for any , the functions and are even on the real axis of the complex plane of variable k.
Lemma 1. For points , if are the ends of lacunae (that is, simple zeros of the function ), then the equalities,are satisfied, where the function is the eigenfunction of the periodic Sturm–Liouville problem, and the numbers depending on the cases have the form Proof. If a function h depends on x and on , then by we denote its restriction on the square .
Consider the case
; the reasoning for the other cases is similar. From the system (
28) we get:
Because
, then (
30) implies:
Since
for
, then we get:
and
The last equality follows from the fact that the Wronskii determinant of the functions and is equal to one.
From (
30) and (
31), it follows that the right-hand side of the equality (
29) for
is equal to
Further, expanding the brackets and replacing
and
according to the Formulas (
32) and (
33), respectively, we obtain that the right-hand side of the equality (
29) coincides with the right-hand side of the equality (
12) for
, i.e.,
To complete the proof of the lemma, we show that the function is a function periodic in x and with period 1.
We fix
and consider
Taking into account the relations (
4), and since the Wronskii determinant of the functions
and
does not depend on
x, then the identity (
10) holds.
By definition of the number , we have , and after elementary transformations we get that is a periodic function in x and . The lemma is proven. □
In the same way as for the relations
it is proved that at the ends of lacunae
one of the relations holds:
Lemma 2. For points , if are ends of lacunae (that is, simple zeros of the function ), then the equalitiesare satisfied, where the function is the eigenfunction of the anti-periodic Sturm–Liouville problem, and the numbers depending on the cases have the form The proof of Lemma 2 is the same as for Lemma 1.
Lemma 3. If and (i.e., and are the ends of lacunae), then the following estimates,hold, where C does not depend on f and b, and the numbers are defined in Lemma 1. Proof. Since and are the ends of a lacunae, then at each of these points one of the conditions , , is satisfied.
Let us prove the lemma for the case ; in other cases it is proved similarly.
Taking into account the form
in case
, we have,
Note that the last equality in (
34) follows from (
33). By (
5), the first integral
is uniformly bounded, and the integral
Taking into account Remark 1, we get:
When obtaining the second inequality, it was taken into account that .
In a similar way, we obtain an estimate for . □
Lemma 4. If and (i.e., and are the ends of lacunae), then the following estimate:hold, where C does not depend on f and b, and the numbers are defined in Lemma 2. Let us choose
so that
and
(or
and
) belonged to the circle
(respectively,
) for sufficiently large
, and this choice is possible due to (
24).
The proof of Lemma 4 is carried out in the same way as Lemma 3.
Lemma 5. For any such that , and for the equalities, hold, wherehere the function is defined by (12), and the function will be defined below (see, (40)). Moreover, there exists such that for , and , the following estimates are true:the constant C depends only on the segment , and the numbers are defined in Lemma 1. Proof. Let us prove the lemma for the case of the following integral,
The integral
is investigated in a similar way.
Let
, and by Proposition 4 in the circle
the function
G can be represented as
Let us choose single-valued branches of the roots of each factor in (
39). Denote by
and
the single-valued branches of these roots in
, defined by the condition of their positivity for positive values of
and
.
Since the single-valued branch of the function
for
has been chosen earlier, then:
is uniquely defined. Then we have:
where
We will take into account that for .
It is clear that if k belongs to the left side of the contour , then ; and if k belongs to the right side of the contour , then the modulo root has the same sign.
The values of the roots of the remaining factors on the right side of the Formula (
39) coincide at the corresponding points of the left and right sides of the contour,
.
Taking into account the Lemma 1, and the fact that
changes to
on the left side of the contour
, and
changes to
on the right side of the contour
, we get
where the Fourier coefficients
are defined by the Formula (
36).
Let us write the last integral from (
42) in the form:
where
We investigate the integrals
and
separately. For the integral
, we have
It is easy to see that for
,
Now we investigate the integral
. We have:
Since
for
(see, (
24)), then there exists a number
such that:
From the obvious estimate,
and from the Formulas (
44) and (
45), it follows that the integral (
43) has the form:
where
C does not depend on the function
f.
Therefore, from (
41) and (
47), the validity of (
35) follows. The correctness of the estimate (
38) follows from the estimates (
46) and (
48), the Lemma 3, and the Proposition 4.
Thus, for , for the integral , the Lemma 5 is proved.
Applying the Proposition 3 and reasoning similarly, we obtain that the equality (
35) is also valid for
. In this case, the estimates (
38) are replaced by the estimates,
Performing similar calculations for the integral
and denoting
we are convinced of the validity of the Lemma 5. □
Lemma 6. For any such that the following equalities,hold, whereand Moreover, there exists such that for , and , the following estimates are true:the constant C depends only on the segment , and the numbers are defined in Lemma 1. The proof of Lemma 6 is similar to Lemma 5.
Remark 2. Lemmas 5 and 6 remain valid for all if we replace with in them.