Spectral theory, Volterra integral operators and the Sturm-Liouville theorem
1 Banach algebras
Let be a complex Banach algebra with unit element . Let be the set of invertible elements of . For , the resolvent set of is
The spectrum of is
The spectral radius of is
One proves that is compact and nonempty and
the spectral radius formula.11 1 Walter Rudin, Functional Analysis, second ed., p. 253, Theorem 10.13. If we say that is quasinilpotent.22 2 We say that is nilpotent if there is some such that , and if is nilpotent then by the spectral radius formula, is quasinilpotent. is quasinilpotent if and only if .
Lemma 1.
If is quasinilpotent and , then is a Cauchy sequence, and
Proof.
Let . There is some such that for . For ,
and because , it follows that is a Cauchy sequence and so converges to some , . Now,
Because is quasinilpotent it follows that . ∎
For and , let
Lemma 2.
If is quasinilpotent and then
and if then
2 Volterra integral operators
Let and let be Lebesgue measure on . is a Banach space with the norm
is a Banach space with the norm
For , let
Let be the set of those with . It is a fact that is a Banach space with the norm .33 3 Walter Rudin, Real and Complex Analysis, third ed., p. 113, Exercise 11.
is a Banach algebra with unit element and with the operator norm:
For and for define
Let . For define by
Lemma 3.
If and then .
Proof.
For , ,
Let . Because is uniformly continuous, there is some such that implies . By the absolute continuity of the Lebesgue integral, there is some such that implies .44 4 http://individual.utoronto.ca/jordanbell/notes/L0.pdf, p. 8, Theorem 8. Therefore if then
It follows that is uniformly continuous, so . ∎
so , hence is a bounded linear operator, namely . We call a Volterra integral operator.
For ,
For ,
We prove that is quasinilpotent.55 5 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 53, Example 2.2.13.
Theorem 4.
If then
and thus is quasinilpotent.
Proof.
Let
For ,
Hence
Then
Using we get . Thus is quasinilpotent. ∎
3 Sturm-Liouville theory
Let and for define
Lemma 5.
If and
then
Proof.
For , by the fundamental theorem of calculus66 6 Walter Rudin, Real and Complex Analysis, third ed., p. 149, Theorem 7.21. and using ,
Using ,
For , by the fundamental theorem of calculus and using ,
Thus
Applying Fubini’s theorem,
∎
Lemma 6.
If and
then and
Proof.
then
and using the fundamental theorem of calculus,
hence
and so
and , so
∎
Lemma 7.
Let and let , . Let , . Then is a Cauchy sequence in , and satisfies .
Proof.
Theorem 8.
Let and let , . Let , . Then is a Cauchy sequence in , and satisfies ,
4 Gronwall’s inequality
Let . We say that is a Lebesgue point of if
which implies
The Lebesgue differentiation theorem77 7 Walter Rudin, Real and Complex Analysis, third ed., p. 138, Theorem 7.7 states that for almost all , is a Lebesgue point of . Let
so
If is a Lebesgue point of then
which means that if is a Lebesgue point of then
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 , almost everywhere and let be continuous. If is continuous and
then
If is increasing then
Proof.
Let and
By hypothesis, almost everywhere, and by the Lebesgue differentiation theorem, for almost all . Therefore for almost all ,
That is, there is a Borel set , , such that for , is differentiable at and
For , using the product rule,
For , as ,
But
So
Therefore,
Suppose that is increasing. Let
For ,
Let , with which
If is a Lebesgue point of then
Hence
∎
Let . Let . Lemma 7 tells us that , i.e. , i.e. , i.e. for ,
Then
Applying Gronwall’s inequality we get
(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 be a separable complex Hilbert space and let be positive and compact. There are countable sets and for such that (i) is an orthonormal basis for , (ii) for , (iii) for , (iv) if is infinite then is a limit point of and is the only limit point of .
Suppose that is infinite dimensional and that is a positive compact operator with . The spectral theorem for positive compact operators then says that there is a a countable set and for such that is an orthonormal basis for , for , and the unique limit point of is . Let , for , such that implies . Let . Then . Summarizing, there is an orthonormal basis for and such that for and .
6 , Green’s function for
If and for then
By induction, for and for we have . Hence for ,
For ,
Using the fundamental theorem of calculus,
Then because for and for ,
Using and we get
Let and . Then
and
A fortiori,
and as ,
For let
so . so , hence .
Therefore there is some such that for all .
Define
, . Because and are each continuous , it follows that . .
is the Green’s function for . Let . If then
and so
If then
and so
7 ,
is a separable complex Hilbert space with the inner product
Define by
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 and . Then by Fubini’s theorem, for ,
Therefore is self-adjoint.
We now establish properties of .1111 11 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 106, Proposition 3.2.8. Let
Lemma 11.
Let , for . Let and let ,
Then .
If then and
Proof.
For ,
It follows that .
Suppose . Then by the fundamental theorem of calculus,
Because it follows that , i.e. . Then
Because it follows that , i.e. . Furthermore, because and ,
∎
We now establish more facts about .1212 12 Barry Simon, Operator Theory. A Comprehensive Course in Analysis, Part 4, p. 107, Proposition 3.2.9.
Lemma 12.
Let , for .
-
1.
If then
-
2.
If and , then .
-
3.
If then .
-
4.
.
-
5.
.
Proof.
First, doing integration by parts,
Second, using the above with and , with real-valued,
Using ,
Because for , it follows that almost everywhere. But is continuous so . For , if and then as is real-valued, we get and hence .
Third, say is real-valued, , , and . Let . By Lemma 11, and
Let . Then using we get
Furthermore,
Because is real-valued so is , and because is real-valued it follows that is real-valued. Thus is real-valued and so by the above, . That is, , i.e. . For , if , and , let . As is real-valued we get and . Then and . Thus
Fourth, let and let . By Lemma 11, and
Then using the above,
Because we have . For let with . Then as , and because it follows that . Therefore , namely is a positive operator.
Let and let . Then . This means that . One checks that is dense in , so is dense in . If and then . Hence . But is self-adjoint which implies that . Because is dense in it follows that . ∎
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 , for . There is an orthonormal basis for and , for and , such that
Proof.
We have established that is a positive compact operator with . The spectral theorem for positive compact operators then tells us that there is an orthonormal basis for and such that for and . By Lemma 11, . Let
Because we have in and so
Let . Because , Lemma 11 tells us that and . But so and
Let . Then , for , , and
To prove the claim it remains to show that the sequence is strictly increasing.
Let and suppose that satisfy
Let , the Wronskian of and . Either for all or for all . Using and we get . Therefore for all and implies that are linearly dependent.
Suppose by contradiction that for some . Applying the above with , we get that are linearly dependent, contradicting that is an orthonormal set. Therefore implies that . ∎