Spectral theory, Volterra integral operators and the Sturm-Liouville theorem

Jordan Bell
December 5, 2016

1 Banach algebras

Let A be a complex Banach algebra with unit element e. Let G(A) be the set of invertible elements of A. For xA, the resolvent set of x is

ρ(x)={λ:λe-xG(A)}.

The spectrum of x is

σ(x)=ρ(x)={λ:λe-xG(A)}.

The spectral radius of x is

r(x)=sup{|λ|:λσ(x)}.

One proves that σ(x) is compact and nonempty and

r(x)=limnxn1/n,

the spectral radius formula.11 1 Walter Rudin, Functional Analysis, second ed., p. 253, Theorem 10.13. If r(x)=0 we say that x is quasinilpotent.22 2 We say that xA is nilpotent if there is some n1 such that xn=0, and if x is nilpotent then by the spectral radius formula, x is quasinilpotent. xA is quasinilpotent if and only if σ(x)={0}.

Lemma 1.

If xA is quasinilpotent and |λ|>0, then Sn=j=0nλjxjA is a Cauchy sequence, and

(e-λx)n=0λnxn=e.
Proof.

Let 0<ϵ<|λ|-1. There is some nϵ such that xn1/nϵ for nnϵ. For n>mnϵ,

Sn-Smj=m+1n|λ|jxjj=m+1|λ|jϵj,

and because |λ|ϵ<1, it follows that SnA is a Cauchy sequence and so converges to some SA, S=n=0λkxk. Now,

(e-λx)S =(e-λx)Sn+(e-λx)(S-Sn)
=Sn-λxSn+(e-λx)(S-Sn)
=Sn-j=1n+1λjxj+(e-λx)(S-Sn)
=e-λn+1xn+1+(e-λx)(S-Sn).

Because x is quasinilpotent it follows that (e-λx)S-e0. ∎

For xA and λρ(x), let

Rx(λ)=(x-λe)-1.
Lemma 2.

If xA is quasinilpotent and λC then

(e-λx)-1=n=0λnxn

and if |λ|>0 then

Rx(λ)=-λ-1(e-λ-1x)-1=-λ-1n=0λ-nxn.

2 Volterra integral operators

Let I=[0,1] and let μ be Lebesgue measure on I. C(I) is a Banach space with the norm

f=supxI|f(x)|,fC(I).

L1(I) is a Banach space with the norm

fL1=I|f(x)|𝑑x,fL1(I).

For f:I, let

|f|Lip=supx,yI,xy|f(x)-f(y)||x-y|.

Let Lip(I) be the set of those f:I with |f|Lip<. It is a fact that Lip(I) is a Banach space with the norm fLip=f+|f|Lip.33 3 Walter Rudin, Real and Complex Analysis, third ed., p. 113, Exercise 11.

Lip(I)C(I)L1(I).

A=(C(I)) is a Banach algebra with unit element e(f)=f and with the operator norm:

T=supfC(I),f1Tf,TA.

For K:I×I and for x,yI define

Kx(y)=K(x,y),Ky(x)=K(x,y).

Let KC(I×I). For fL1(I) define VKf:I by

VKf(x)=0xK(x,y)f(y)𝑑y,xI.
Lemma 3.

If KC(I×I) and fC(I) then VKfC(I).

Proof.

For x1,x2I, x1>x2,

VKf(x1)-VKf(x2) =0x1K(x1,y)f(y)𝑑y-0x1K(x2,y)f(y)𝑑y
+0x1K(x2,y)f(y)𝑑y-0x2K(x2,y)f(y)𝑑y
=0x1[K(x1,y)-K(x2,y)]f(y)𝑑y+x2x1K(x2,y)f(y)𝑑y.

Let ϵ>0. Because K:I×I is uniformly continuous, there is some δ1>0 such that |(x1,y1)-(x2,y2)|δ1 implies |K(x1,y1)-K(x2,y2)|ϵ. By the absolute continuity of the Lebesgue integral, there is some δ2>0 such that μ(E)δ2 implies E|f|𝑑μϵ.44 4 http://individual.utoronto.ca/jordanbell/notes/L0.pdf, p. 8, Theorem 8. Therefore if |x1-x2|<δ=min(δ1,δ2) then

|VKf(x1)-VKf(x2)| 0x1ϵ|f(y)|𝑑y+Kx2x1|f(y)|𝑑y
ϵfL1+Kϵ.

It follows that VKf:I is uniformly continuous, so VKfC(I). ∎

VKfKf so VKK, hence VK:C(I)C(I) is a bounded linear operator, namely VKA. We call VK a Volterra integral operator.

For xI,

VK2f(x)=0xK(x,y1)VKf(y1)𝑑y1=0xK(x,y1)(0y1K(y1,y2)f(y2)𝑑y2)𝑑y1.
VK3f(x) =VK2VKf(x)
=0xK(x,y1)0y1K(y1,y2)VKf(y2)𝑑y2𝑑y1
=0xK(x,y1)0y1K(y1,y2)0y2K(y2,y3)f(y3)𝑑y3𝑑y2𝑑y1.

For n2,

VKnf(x)=y1=0xy2=0y1yn=0yn-1K(x,y1)K(y1,y2)K(yn-1,yn)f(yn)𝑑yn𝑑y1.

We prove that VK is quasinilpotent.55 5 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 53, Example 2.2.13.

Theorem 4.

If KC(I×I) then

VKnKnn!,

and thus VKA=L(C(I)) is quasinilpotent.

Proof.

Let

Φn(x) =0x0y10yn-1𝑑yn𝑑y1
=0x0y10yn-2yn-1𝑑yn-1𝑑y1
=0x0y10yn-3yn-222𝑑yn-2𝑑y1
=0xy1n-1(n-1)!𝑑y1
=xnn!.

For xI,

|VKnf(x)| Knf0x0y10yn-1𝑑yn𝑑y1
=KnfΦn(x)
=Knfxnn!.

Hence

VKnKnn!.

Then

VKn1/nK(n!)1/n.

Using (n!)1/n we get VKn1/n0. Thus VKA is quasinilpotent. ∎

Theorem 4 tells us that VK is quasinilpotent and then Lemma 2 then tells us that for λ,

(e-λVK)-1=n=0λnVKnA. (1)

3 Sturm-Liouville theory

Let QC(I) and for uC2(I) define

LQu=-u′′+Qu.
Lemma 5.

If uC2(I) and

LQu=0,u(0)=0,u(0)=1,

then

u(x)=x+0x(x-y)Q(y)u(y)𝑑y,xI.
Proof.

For yI, by the fundamental theorem of calculus66 6 Walter Rudin, Real and Complex Analysis, third ed., p. 149, Theorem 7.21. and using u(0)=1,

0yu′′(t)𝑑t=u(y)-u(0)=u(y)-1.

Using LQu=0,

u(y)=1+0yu′′(t)𝑑t=1+0yQ(t)u(t)𝑑t.

For xI, by the fundamental theorem of calculus and using u(0)=0,

0xu(y)𝑑y=u(x)-u(0)=u(x).

Thus

u(x) =0xu(y)𝑑y
=0x(1+0yQ(t)u(t)𝑑t)𝑑y
=x+0x(0yQ(t)u(t)𝑑t)𝑑y.

Applying Fubini’s theorem,

u(x) =x+0xQ(t)u(t)(tx𝑑y)𝑑t
=x+0xQ(t)u(t)(x-t)𝑑t.

Lemma 6.

If uC(I) and

u(x)=x+0x(x-y)Q(y)u(y)𝑑y,xI,

then uC2(I) and

LQu=0,u(0)=0,u(0)=1.
Proof.
u(x)=x+0x(x-y)Q(y)u(y)𝑑y,xI,

then

u(x)=x+x0xQ(y)u(y)𝑑y-0xyQ(y)u(y)𝑑y,

and using the fundamental theorem of calculus,

u(x) =1+0xQ(y)u(y)𝑑y+xQ(x)u(x)-xQ(x)u(x)=1+0xQ(y)u(y)𝑑y

hence

u′′(x) =Q(x)u(x),

and so

LQu=-u′′+Qu=-Qu+Qu=0.

u(0)=0 and u(0)=1, so

LQu=0,u(0)=0,u(0)=1.

Lemma 7.

Let QC(I) and let K(x,y)=(x-y)Q(y), KC(I×I). Let u0(x)=x, u0C(I). Then j=0nVKj is a Cauchy sequence in A=L(C(I)), and u=n=0VKnu0C(I) satisfies u=(e-VK)-1u0.

Proof.

VKC(I) is quasinilpotent so applying (1) with λ=1,

(e-VK)-1=limnj=0nVKjA.

Then

(e-VK)-1u0=(limnj=0nVKj)u0=limn(VKju0)=n=0VKnu0.

Hence u=(1-VK)-1u0, and so (1-VK)u=u0, i.e. u=u0+VKu, i.e. for xI,

u(x) =u0(x)+0xK(x,y)u(y)𝑑y.

Theorem 8.

Let QC(I) and let K(x,y)=(x-y)Q(y), KC(I×I). Let u0(x)=x, u0C(I). Then j=0nVKj is a Cauchy sequence in A=L(C(I)), and u=n=0VKnu0C(I) satisfies uC2(I),

LQu=0,u(0)=0,u(0)=1.
Proof.

By Lemma 7, u=(e-VK)-1u0, i.e. (e-VK)u=u0, i.e. u-VKu=u0, i.e. for xI,

u(x)=x+VKu(x)=x+0xK(x,y)u(y)𝑑y=x+0x(x-y)Q(y)u(y)𝑑y.

Lemma 6 then tells us that uC2(I) and

LQu=0,u(0)=0,u(0)=1.

4 Gronwall’s inequality

Let fL1(I). We say that xI is a Lebesgue point of f if

1rxx+r|f(y)-f(x)|𝑑y0,r0,

which implies

1rxx+rf(y)𝑑yf(x),r0.

The Lebesgue differentiation theorem77 7 Walter Rudin, Real and Complex Analysis, third ed., p. 138, Theorem 7.7 states that for almost all xI, x is a Lebesgue point of f. Let

F(x)=0xf(y)𝑑y,xI,

so

F(x+r)-F(x)=xx+rf(y)𝑑y.

If x is a Lebesgue point of f then

F(x+r)-F(x)r=1rxx+rf(y)𝑑yf(x),

which means that if x is a Lebesgue point of f then

F(x)=f(x).

We now prove Gronwall’s inequality.88 8 Anton Zettl, Sturm-Liouville Theory, p. 8, Theorem 1.4.1.

Theorem 9 (Gronwall’s inequality).

Let gL1(I), g0 almost everywhere and let f:IR be continuous. If y:IR is continuous and

y(t)f(t)+0tg(s)y(s)𝑑s,tI,

then

y(t)f(t)+0tf(s)g(s)exp(stg(u)𝑑u)𝑑s,tI.

If f is increasing then

y(t)f(t)exp(0tg(s)𝑑s),tI.
Proof.

Let z(t)=g(t)y(t) and

Z(t)=0tz(s)𝑑s,tI.

By hypothesis, g0 almost everywhere, and by the Lebesgue differentiation theorem, Z(t)=z(t) for almost all tI. Therefore for almost all tI,

Z(t)=z(t)=g(t)y(t)g(t)(f(t)+0tg(s)y(s)𝑑s)=g(t)f(t)+g(t)Z(t).

That is, there is a Borel set EI, μ(E)=1, such that for tI, Z is differentiable at t and

Z(t)-g(t)Z(t)g(t)f(t).

For sE, using the product rule,

[exp(-0sg(u)𝑑u)Z(s)] =exp(-0sg(u)𝑑u)[Z(s)-g(t)Z(s)].

For tI, as μ(E)=1,

0t[exp(-0sg(u)𝑑u)Z(s)]𝑑s=[0,t]E[exp(-0sg(u)𝑑u)Z(s)]𝑑s=[0,t]Eexp(-0sg(u)𝑑u)[Z(s)-g(s)Z(s)]𝑑s[0,t]Eexp(-0sg(u)𝑑u)g(s)f(s)𝑑s=0tg(s)f(s)exp(-0sg(u)𝑑u)𝑑s.

But

0t[exp(-0sg(u)𝑑u)Z(s)]𝑑s =[exp(-0sg(u)𝑑u)Z(s)]|0t
=exp(-0tg(u)𝑑u)Z(t).

So

exp(-0tg(u)𝑑u)Z(t)0tg(s)f(s)exp(-0sg(u)𝑑u)𝑑s.

Therefore,

y(t) f(t)+0tg(s)y(s)𝑑s
=f(t)+Z(t)
f(t)+exp(0tg(u)𝑑u)0tg(s)f(s)exp(-0sg(u)𝑑u)𝑑s
=f(t)+0tg(s)f(s)exp(0tg(u)𝑑u-0sg(u)𝑑u)𝑑s
=f(t)+0tg(s)f(s)exp(stg(u)𝑑u)𝑑s.

Suppose that f is increasing. Let

G(s)=0sg(u)𝑑u,sI.

For tI,

y(t) f(t)+0tg(s)f(s)exp(stg(u)𝑑u)𝑑s
f(t)+0tg(s)f(t)exp(stg(u)𝑑u)𝑑s
=f(t)[1+0tg(s)exp(stg(u)𝑑u)𝑑s]
=f(t)[1+0tg(s)eG(t)-G(s)𝑑s]
=f(t)[1+eG(t)0tg(s)e-G(s)𝑑s].

Let H(s)=e-G(s), with which

y(t)f(t)[1+1H(t)0tg(s)H(s)𝑑s].

If s is a Lebesgue point of g then

H(s)=-G(s)e-G(s)=-g(s)H(s).

Hence

y(t) f(t)[1-1H(t)0tH(s)𝑑s]
=f(t)[1-1H(t)[H(t)-H(0)]]
=f(t)[1-1+H(0)H(t)]
=f(t)eG(t)
=f(t)exp(0tg(u)𝑑u).

Let K(x,y)=(x-y)Q(y). Let u=n=0VKnu0C(I). Lemma 7 tells us that u=(e-VK)-1u0, i.e. (e-VK)u=u0, i.e. u=u0+VKu, i.e. for xI,

u(x)=x+0x(x-y)Q(y)u(y)𝑑y.

Then

|u(x)|x+0x|x-y||Q(y)||u(y)|𝑑yx+0x|Q(y)||u(y)|𝑑y.

Applying Gronwall’s inequality we get

|u(x)|xexp(0x|Q(y)|𝑑y),xI. (2)

5 The spectral theorem for positive compact operators

The following is the spectral theorem for positive compact operators.99 9 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 102, Theorem 3.2.1.

Theorem 10 (Spectral theorem for positive compact operators).

Let H be a separable complex Hilbert space and let TL(H) be positive and compact. There are countable sets Φ,ΨH and λϕ>0 for ϕΦ such that (i) ΦΨ is an orthonormal basis for H, (ii) Tϕ=λϕϕ for ϕΦ, (iii) Tψ=0 for ψΨ, (iv) if Φ is infinite then 0 is a limit point of Λ and is the only limit point of Λ.

Suppose that H is infinite dimensional and that T is a positive compact operator with ker(T)=0. The spectral theorem for positive compact operators then says that there is a a countable set ΦH and λϕ>0 for ϕΦ such that Φ is an orthonormal basis for H, Tϕ=λϕϕ for ϕΦ, and the unique limit point of {λϕ:ϕΦ} is 0. Let Φ={ϕn:n1}, ϕnϕm for nm, such that nm implies λϕnλϕm. Let λn=λϕn. Then λn0. Summarizing, there is an orthonormal basis {ϕn:n1} for H and λn>0 such that Tϕn=λnϕn for n1 and λn0.

6 Q>0, Green’s function for LQ

Suppose QC(I) with Q(x)>0 for 0<x<1. Let K(x,y)=(x-y)Q(y), KC(I×I), and u0(x)=x, u0C(I). Let

u=n=0VKnu0C(I).

By Theorem 8, uC2(I) and

LQu=0,u(0)=0,u(0)=1.

If fC(I) and f(x)>0 for 0<x<1 then

VKf(x)=0x(x-y)Q(y)f(y)𝑑y>0.

By induction, for 0<x<1 and for n1 we have VKnf(x)>0. Hence for 0<x<1,

u(x)=n=0(VKnu0)(x)>0.

For xI,

u(x)=x+0x(x-y)Q(y)u(y)𝑑y=x+x0xQ(y)u(y)𝑑y-0xyQ(y)u(y)𝑑y.

Using the fundamental theorem of calculus,

u(x)=1+0xQ(y)u(y)𝑑y.

Then because Q(y)>0 for 0<y<1 and u(y)>0 for 0<y<1,

u(x)>1,0<x<1.

Using u(x)=x+0x(x-y)Q(y)u(y)𝑑y and Q>0 we get

u(x)>x,0<x<1.

Let u1(x)=u(x) and u2(x)=u(1-x). Then

LQu1=0,u1(0)=0,u1(0)=1

and

LQu2=0,u2(1)=0,u2(1)=-1.

A fortiori,

u1(x)>0,u1(x)>0,0<x<1,

and as u2(x)=-u(1-x),

u2(x)>0,u2(x)<0,0<x<1.

For 0<x<1 let

W(x)=u1(x)u2(x)-u1(x)u2(x).

u1>0,u2>0 so u1u2>0. u1>0,u2<0 so -u1u2>0, hence W>0.

W =(u1u2-u1u2)
=u1′′u2+u1u2-u1u2-u1u2′′
=u1′′u2-u1u2′′
=(Qu1)u2-u1(Qu2)
=0.

Therefore there is some W0>0 such that W(x)=W0 for all 0<x<1.

Define

G(x,y)=u1(xy)u2(xy)W0,(x,y)I×I.

xy=min(x,y), xy=max(x,y). Because (x,y)xy and (x,y)xy are each continuous I×II, it follows that GC(I×I). G(x,y)=G(y,x).

G is the Green’s function for LQ. Let (x,y)I×I. If x>y then

Gy(x)=u1(y)u2(x)W0

and so

LQGy(x)=u1(y)W0LQu2(x)=0.

If x<y then

Gy(x)=u1(x)u2(y)W0

and so

LQGy(x)=u2(y)W0LQu1(x)=0.

7 Q>0, L2(I)

L2(I) is a separable complex Hilbert space with the inner product

f,g=Ifg¯𝑑μ,f,gL2(I).

Define TQ:L2(I)L2(I) by

(TQg)(x)=IG(x,y)g(y)𝑑y.

TQ:L2(I)L2(I) is a Hilbert-Schmidt operator.1010 10 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 96, Theorem 3.1.16.

It is immediate that G(y,x)=G(x,y) and G¯=G. Then by Fubini’s theorem, for f,gL2(I),

TQg,f =I(TQg)(x)f(x)¯𝑑x
=I(IG(x,y)g(y)𝑑y)f(x)¯𝑑x
=Ig(y)(IG(y,x)f(x)𝑑x)¯𝑑y
=Ig(y)(TQf)(y)¯𝑑y
=g,TQf.

Therefore TQ:L2(I)L2(I) is self-adjoint.

We now establish properties of TQ.1111 11 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 106, Proposition 3.2.8. Let

Nk(I)={fCk(I):f(0)=0,f(1)=0}.
Lemma 11.

Let QC(I), Q(x)>0 for 0<x<1. Let gL2(I) and let f=TQg,

f(x)=(TQg)(x)=IG(x,y)g(y)𝑑y=IGxg𝑑μ.

Then fN0(I).

If gC(I) then fC2(I) and

LQf=g.
Proof.

For xI,

f(x) =0xu1(xy)u2(xy)W0g(y)𝑑y+x1u1(xy)u2(xy)W0g(y)𝑑y
=0xu1(y)u2(x)W0g(y)𝑑y+x1u1(x)u2(y)W0g(y)𝑑y
=u2(x)0xu1(y)g(y)W0𝑑y+u1(x)x1u2(y)g(y)W0𝑑y.

It follows that fC(I).

Suppose gC(I). Then by the fundamental theorem of calculus,

f(x) =u2(x)0xu1(y)g(y)W0𝑑y+u2(x)u1(x)g(x)W0
+u1(x)x1u2(y)g(y)W0𝑑y-u1(x)u2(x)g(x)W0
=u2(x)0xu1(y)g(y)W0𝑑y+u1(x)x1u2(y)g(y)W0𝑑y.

Because u1,u2C(I) it follows that fC(I), i.e. fC1(I). Then

f′′(x) =u2′′(x)0xu1(y)g(y)W0𝑑y+u2(x)u1(x)g(x)W0
+u1′′(x)x1u2(y)g(y)W0𝑑y-u1(x)u2(x)g(x)W0
=u2′′(x)0xu1(y)g(y)W0𝑑y+u1′′(x)x1u2(y)g(y)W0𝑑y-W(x)g(x)W0
=u2′′(x)0xu1(y)g(y)W0𝑑y+u1′′(x)x1u2(y)g(y)W0𝑑y-g(x).

Because gC(I) it follows that f′′C(I), i.e. fC2(I). Furthermore, because u1′′=Qu1 and u2′′=Qu2,

f′′(x) =Q(x)u2(x)0xu1(y)g(y)W0𝑑y+Q(x)u1(x)x1u2(y)g(y)W0𝑑y-g(x)
=Q(x)f(x)-g(x).

We now establish more facts about TQ.1212 12 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 107, Proposition 3.2.9.

Lemma 12.

Let QC(I), Q(x)>0 for 0<x<1.

  1. 1.

    If f1,f2N2(I) then

    If1LQf2𝑑x=I(f1f2+Qf1f2)𝑑x.
  2. 2.

    If fN2(I) and LQf=0, then f=0.

  3. 3.

    If fN2(I) then f=TQLQf.

  4. 4.

    TQ0.

  5. 5.

    kerTQ=0.

Proof.

First, doing integration by parts,

If1(-f2′′+Qf2)𝑑x =-If1f2+If1f2𝑑x+IQf1f2𝑑x
=If1f2𝑑x+IQf1f2𝑑x
=I(f1f2+Qf1f2)𝑑x.

Second, using the above with f1=f and f2=f, with fC2(I) real-valued,

If(-f′′+Qf)𝑑x=I(|f|2+Q|f|2)𝑑x.

Using -f′′+Qf=0,

I(|f|2+Q|f|2)𝑑x=0.

Because Q(x)>0 for 0<x<1, it follows that |f|=0 almost everywhere. But f is continuous so f=0. For f=f1+if2, if -f′′+Qf=0 and f(0)=0,f(1)=0 then as Q is real-valued, we get f1=0 and f2=0 hence f=0.

Third, say fC2(I) is real-valued, f(0)=0, f(1)=0, and g=LQf=-f′′+QfC(I). Let h=TQg. By Lemma 11, hC2(I) and

-h′′+Qh=g,h(0)=0,h(1)=0.

Let F=f-h. Then using -f′′+Qf=g we get

F′′=f′′-h′′=(Qf-g)-(Qh-g)=Q(f-h)=QF.

Furthermore,

F(0)=f(0)-h(0)=0-0=0,F(1)=f(1)-h(1)=0-0=0.

Because f is real-valued so is g, and because g is real-valued it follows that h=TQg is real-valued. Thus F is real-valued and so by the above, F=0. That is, f=h, i.e. f=TQg. For f=f1+if2, if f(0)=0, f(1)=0 and g=-f′′+Qf, let g=g1+ig2. As Q is real-valued we get g1=-f1′′+Qf1 and g2=-f2′′+Qf2. Then f1=TQg1 and f2=TQg2. Thus

f=f1+if2=TQg1+iTQg2=TQ(g1+ig2)=TQg.

Fourth, let gC(I) and let f=TQg. By Lemma 11, fC2(I) and

-f′′+Qf=g,f(0)=0,f(1)=0.

Then using the above,

g,TQg =-f′′+Qf,f
=I(-f′′+Qf)f¯𝑑x
=I(f¯f+Qf¯f)𝑑x
=I(|f|2+Q|f|2)𝑑x.

Because Q0 we have g,TQg0. For gL2(I) let gnC(I) with gn-gL20. Then gn,TQgng,TQg as n, and because gn,TQgn0 it follows that g,TQg0. Therefore TQ0, namely TQ is a positive operator.

Let fN2 and let g=-f′′+Qf. Then f=TQg. This means that N2Ran(TQ). One checks that N2 is dense in L2(I), so Ran(TQ) is dense in L2(I). If fker(TQ) and gL2(I) then f,TQ*g=TQf,g=0. Hence ker(TQ)Ran(TQ*). But TQ is self-adjoint which implies that ker(TQ)Ran(TQ). Because Ran(TQ) is dense in L2(I) it follows that ker(TQ)=0. ∎

We now prove the Sturm-Liouville theorem.1313 13 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 105, Theorem 3.2.7, p. 110, Exercise 7.

Theorem 13 (Sturm-Liouville theorem).

Let QC(I), Q(x)>0 for 0<x<1. There is an orthonormal basis {un:n1}N2(I) for L2(I) and λn>0, λm<λn for m<n and λn, such that

LQun=λnun,n1.
Proof.

We have established that TQ is a positive compact operator with kerTQ=0. The spectral theorem for positive compact operators then tells us that there is an orthonormal basis {ϕn:n1} for L2(I) and γn>0 such that TQϕn=γnϕn for n1 and γn0. By Lemma 11, TQϕnN0(I). Let

un=1γnTQϕnN0(I).

Because TQϕn=γnϕn we have un=ϕn in L2(I) and so

un=1γnTQun.

Let vn=TQun. Because unC(I), Lemma 11 tells us that vnN2(I) and LQvn=un. But un=1γnvn so unN2(I) and

LQun=1γnLQvn=1γnun.

Let λn=1γn. Then λn>0, λmλn for mn, λn, and

LQun=λnun,n1.

To prove the claim it remains to show that the sequence λn is strictly increasing.

Let λ>0 and suppose that f,gN2(I) satisfy

LQf=λf,LQg=λg.

Let W(x)=f(x)g(x)-g(x)f(x), the Wronskian of f and g. Either W(x)=0 for all xI or W(x)0 for all xI. Using f(0)=0 and g(0)=0 we get W(0)=0. Therefore W(x)=0 for all xI and W=0 implies that f,g are linearly dependent.

Suppose by contradiction that λn=λm for some nm. Applying the above with λ=λn=λm, f=un,g=um we get that un,um are linearly dependent, contradicting that {un:n1} is an orthonormal set. Therefore mn implies that λmλn. ∎

8 Other results in Sturm-Liouville theory

1414 14 B. M. Levitan and I. S. Sargsjan, Spectral Theory: Selfadjoint Ordinary Differential Operators, p. 11.