The Heisenberg group and Hermite functions

Jordan Bell
August 6, 2015

1 The Heisenberg group

For (z,t),(w,s)∈ℂn×ℝ, define the operation

(z,t)⁢(w,s)=(z+w,t+s+12⁢Im⁢(z⋅w¯)),

which satisfies

(z,t)⁢(0,0)=(z,t),

and because Im⁢(z⋅z¯)=0,

(z,t)-1=(-z,-t).

We denote ℂn×ℝ with this operation by Hn. This is a Lie group of dimension 2⁢n+1, called the Heisenberg group.

Writing z=x+i⁢y define

Xj=∂∂⁡xj-12⁢yj⁢∂∂⁡t,1≤j≤n,

and

Yj=∂∂⁡yj+12⁢xj⁢∂∂⁡t,1≤j≤n,

and

T=∂∂⁡t.

We calculate the Lie brackets of these vector fields. For Xj and Xk,

Xj⁢Xk =(∂∂⁡xj-12⁢yj⁢∂∂⁡t)⁢(∂∂⁡xk-12⁢yk⁢∂∂⁡t)
=∂2∂⁡xj⁢∂⁡xk-12⁢yk⁢∂∂⁡xj⁢∂∂⁡t-12⁢yj⁢∂∂⁡t⁢∂∂⁡xk+14⁢yj⁢yk⁢∂2∂⁡t2,

yielding

[Xj,Xk]=Xj⁢Xk-Xk⁢Xj=0.

For Yj and Yk,

Yj⁢Yk =(∂∂⁡yj+12⁢xj⁢∂∂⁡t)⁢(∂∂⁡yk+12⁢xk⁢∂∂⁡t)
=∂2∂⁡yj⁢∂⁡yk+12⁢xk⁢∂∂⁡yj⁢∂∂⁡t+12⁢xj⁢∂∂⁡t⁢∂∂⁡yk+14⁢xj⁢xk⁢∂2∂⁡t2,

yielding

[Yj,Yk]=Yj⁢Yk-Yk⁢Yj=0.

For Xj and Yj,

Xj⁢Yj =(∂∂⁡xj-12⁢yj⁢∂∂⁡t)⁢(∂∂⁡yj+12⁢xj⁢∂∂⁡t)
=∂2∂⁡xj⁢∂⁡yj+12⁢∂∂⁡t+12⁢xj⁢∂∂⁡xj⁢∂∂⁡t-12⁢yj⁢∂∂⁡t⁢∂∂⁡yj-14⁢yj⁢xj⁢∂2∂⁡t2,

and

Yj⁢Xj =(∂∂⁡yj+12⁢xj⁢∂∂⁡t)⁢(∂∂⁡xj-12⁢yj⁢∂∂⁡t)
=∂2∂⁡yj⁢∂⁡xj-12⁢∂∂⁡t-12⁢yj⁢∂∂⁡yj⁢∂∂⁡t+12⁢xj⁢∂∂⁡t⁢∂∂⁡xj-14⁢xj⁢yj⁢∂2∂⁡t2,

yielding

[Xj,Yj]=Xj⁢Yj-Yj⁢Xj=∂∂⁡t=T.

For Xj and Yk with j≠k,

Xj⁢Yk =(∂∂⁡xj-12⁢yj⁢∂∂⁡t)⁢(∂∂⁡yk+12⁢xk⁢∂∂⁡t)
=∂2∂⁡xj⁢∂⁡yk+12⁢xk⁢∂∂⁡xj⁢∂∂⁡t-12⁢yj⁢∂∂⁡t⁢∂∂⁡yk-14⁢yj⁢xk⁢∂2∂⁡t2

and

Yk⁢Xj =(∂∂⁡yk+12⁢xk⁢∂∂⁡t)⁢(∂∂⁡xj-12⁢yj⁢∂∂⁡t)
=∂2∂⁡yk⁢∂⁡xj-12⁢yj⁢∂∂⁡yk⁢∂∂⁡t+12⁢xk⁢∂∂⁡t⁢∂∂⁡xj-14⁢xk⁢yj⁢∂2∂⁡t2,

yielding

[Xj,Yk]=0.

For Xj and T,

Xj⁢T=(∂∂⁡xj-12⁢yj⁢∂∂⁡t)⁢∂∂⁡t=∂∂⁡xj⁢∂∂⁡t-12⁢yj⁢∂2∂⁡t2=T⁢Xj,

yielding

[Xj,T]=0.

For Yj and T,

Yj⁢T=(∂∂⁡yj+12⁢xj⁢∂∂⁡t)⁢∂∂⁡t=∂∂⁡yj⁢∂∂⁡t+12⁢xj⁢∂2∂⁡t2=T⁢Yj,

yielding

[Yj,T]=0.

We summarize the above calculations in the following theorem.

Theorem 1.

The Lie brackets of the vector fields Xj,Yj, 1≤j≤n, and T are:

  • •

    [Xj,Xk]=0

  • •

    [Yj,Yk]=0

  • •

    [Xj,Yj]=T

  • •

    [Xj,Yk]=0 for j≠k

  • •

    [Xj,T]=0

  • •

    [Yj,T]=0

The Lie algebra of the Hn is called the Heisenberg Lie algebra and is denoted 𝔥n. The above vector fields are left-invariant and are a basis for 𝔥n.11 1 Sundaram Thangavelu, An Introduction to the Uncertainty Principle: Hardy’s Theorem on Lie Groups, p. 47, §2.1.

2 Representation theory

For a Hilbert space H, we denote by ℬ⁢(H) the set of bounded linear operators H→H, which is a Banach algebra with the operator norm. We denote by ℬ0⁢(H) the set of compact operators H→H, which is a closed ideal of the Banach algebra ℬ⁢(H). We denote by ℬHS⁢(H) the collection of Hilbert-Schmidt operators H→H: if {ei:i∈I} is an orthonormal basis of H, a linear map A:H→H is called a Hilbert-Schmidt operator if

∥A∥HS2=∑i∈I∥A⁢ei∥2<∞.

This satisfies ∥A∥≤∥A∥HS. A Hilbert-Schmidt operator is a compact operator. A linear map U:H→H is called a unitary operator if it is a bijection and satisfies

⟨U⁢x,U⁢y⟩=x⁢y,x,y∈H.

We denote the set of unitary operators H→H by 𝒰⁢(H).

For λ∈ℝ,λ≠0, for (x+i⁢y,t)∈Hn, and for f∈L2⁢(ℝn), define

πλ⁢(x+i⁢y,t)⁢f⁢(ξ)=ei⁢λ⁢t⁢ei⁢λ⁢(x⋅ξ+12⁢x⋅y)⁢f⁢(ξ+y),ξ∈ℝn.

It is apparent that πλ⁢(z,t) is a linear map L2⁢(ℝn)→L2⁢(ℝn).

For (x+i⁢y,t),(u+i⁢v,s)∈Hn we calculate

πλ⁢(x+i⁢y,t)⁢πλ⁢(u+i⁢v,s)⁢f⁢(ξ) =πλ⁢(x+i⁢y,t)⁢ei⁢λ⁢s⁢ei⁢λ⁢(u⋅ξ+12⁢u⋅v)⁢f⁢(ξ+v)
=ei⁢λ⁢t⁢ei⁢λ⁢(x⋅ξ+12⁢x⋅y)⁢ei⁢λ⁢s⁢ei⁢λ⁢(u⋅(ξ+y)+12⁢u⋅v)⁢f⁢(ξ+y+v)
=ei⁢λ⁢(t+s)⁢ei⁢λ⁢((x+u)⋅ξ+12⁢x⋅y+u⋅y+12⁢u⋅v)⁢f⁢(ξ+y+v).

On the other hand, with z=x+i⁢y and w=u+i⁢v,

(z,t)⁢(w,s) =(z+w,t+s+12⁢Im⁢(z⋅w¯))
=(x+i⁢y+u+i⁢v,t+s+12⁢Im⁢((x+i⁢y)⋅(u-i⁢v)))
=(x+u+i⁢(y+v),t+s+12⁢Im⁢(x⋅u-i⁢x⋅v+i⁢y⋅u+y⋅v))
=(x+u+i⁢(y+v),t+s-12⁢x⋅v+12⁢y⋅u),

for which

πλ⁢((z,t)⁢(w,s))⁢f⁢(ξ) =ei⁢λ⁢(t+s-12⁢x⋅v+12⁢y⋅u)⁢ei⁢λ⁢((x+u)⋅ξ+12⁢(x+u)⋅(y+v))⁢f⁢(ξ+y+v)
=ei⁢λ⁢(t+s)⁢ei⁢λ⁢((x+u)⋅ξ+12⁢x⋅y+y⋅u+12⁢u⋅v)⁢f⁢(ξ+y+v),

and therefore

πλ⁢(x+i⁢y,t)⁢πλ⁢(u+i⁢v,s)=πλ⁢((z,t)⁢(w,s)).

We calculate

πλ⁢(0,0)⁢f⁢(ξ)=f⁢(ξ)

and

πλ⁢(x+i⁢y,t)⁢πλ⁢((x+i⁢y,t)-1)⁢f=πλ⁢(0,0)⁢f=f.

For f,g∈L2⁢(ℝn),

⟨πλ⁢(x+i⁢y,t)⁢f,πλ⁢(x+i⁢y,t)⁢g⟩∫ℝnπλ⁢(x+i⁢y,t)⁢f⁢(ξ)⁢πλ⁢(x+i⁢y,t)⁢g⁢(ξ)¯⁢𝑑ξ=∫ℝnei⁢λ⁢t⁢ei⁢λ⁢(x⋅ξ+12⁢x⋅y)⁢f⁢(ξ+y)⁢e-i⁢λ⁢t⁢e-i⁢λ⁢(x⋅ξ+12⁢x⋅y)⁢g⁢(ξ+y)¯⁢𝑑ξ=∫ℝnf⁢(ξ+y)⁢g⁢(ξ+y)¯⁢𝑑ξ=⟨f,g⟩.

Therefore πλ⁢(z,t) is a unitary operator L2⁢(ℝn)→L2⁢(ℝn), and

πλ:Hn→𝒰⁢(L2⁢(ℝn))

is a group homomorphism, namely, πλ is a unitary representation of Hn on L2⁢(ℝn).22 2 cf. https://www.math.ubc.ca/~cass/research/pdf/Unitary.pdf Furthermore, using that y↦f(⋅+y) is continuous ℝn→L2⁢(ℝn),

∥πλ⁢(x+i⁢y,t)⁢f-f∥2 =∫ℝn|ei⁢λ⁢t⁢ei⁢λ⁢(x⋅ξ+12⁢x⋅y)⁢f⁢(ξ+y)-f⁢(ξ)|2⁢𝑑ξ→0

as (z,t)→0, showing that πλ:Hn→𝒰⁢(L2⁢(ℝn)) is strongly continuous. (That is, it is continuous when 𝒰⁢(L2⁢(ℝn)) is assigned the strong operator topology.)

Theorem 2.

For λ∈ℝ, λ≠0, the map πλ defined by

πλ⁢(x+i⁢y,t)⁢f⁢(ξ)=ei⁢λ⁢t⁢ei⁢λ⁢(x⋅ξ+12⁢x⋅y)⁢f⁢(ξ+y),

for (x+i⁢y,t)∈Hn, f∈L2⁢(ℝn), and ξ∈ℝn, is a strongly continuous unitary representation of Hn on L2⁢(ℝn).

We call π1 the Schrödinger representation. Its kernel is

Γ={(0,2⁢π⁢k):k∈ℤ}.

For f∈L1⁢(Hn/Γ) we define

π1⁢(f)=∫Hn/Γf⁢(z,t)⁢π1⁢(z,t)⁢𝑑z⁢𝑑t.

For f,g∈L1⁢(Hn/Γ),

(f*g)⁢(z,t)=∫Hn/Γf⁢((z,t)⋅(w,s)-1)⁢g⁢(w,s)⁢𝑑w⁢𝑑s,(z,t)∈Hn/Γ.

It is a fact that Lebesgue measure on ℂn×ℝ is a bi-invariant Haar measure on Hn, and using this we calculate

π1⁢(f*g)=∫Hn/Γ(∫Hn/Γf⁢((z,t)⋅(w,s)-1)⁢g⁢(w,s)⁢𝑑w⁢𝑑s)⁢π1⁢(z,t)⁢𝑑z⁢𝑑t=∫Hn/Γg⁢(w,s)⁢(∫Hn/Γf⁢((z,t)⋅(w,s)-1)⁢π1⁢((z,t)⋅(w,s)-1)⁢𝑑z⁢𝑑t)⁢π1⁢(w,s)⁢𝑑w⁢𝑑s=∫Hn/Γg⁢(w,s)⁢π1⁢(f)⁢𝑑w⁢𝑑s=π1⁢(f)⁢π1⁢(g).
Lemma 3.

For f,g∈L1⁢(Hn/Γ),

π1⁢(f*g)=π1⁢(f)⁢π1⁢(g).

We define

W⁢(z)=π1⁢(z,0),

with which

π1⁢(z,t)=ei⁢t⁢W⁢(z).

Define

f1⁢(z)=(2⁢π)-1/2⁢∫02⁢πf⁢(z,t)⁢ei⁢t⁢𝑑t.

Then

π1⁢(f) =∫Hn/Γf⁢(z,t)⁢ei⁢t⁢W⁢(z)⁢𝑑z⁢𝑑t
=∫ℂnW⁢(z)⁢(∫02⁢πf⁢(z,t)⁢ei⁢t⁢𝑑t)⁢𝑑z
=(2⁢π)1/2⁢∫ℂnf1⁢(z)⁢W⁢(z)⁢𝑑z.

For f∈L1⁢(ℂn), define

f#⁢(z,t)=(2⁢π)-1⁢e-i⁢t⁢f⁢(z).

f#∈L1⁢(Hn/Γ), and

f1#⁢(z)=(2⁢π)-1/2⁢∫02⁢πf#⁢(z,t)⁢ei⁢t⁢𝑑t=(2⁢π)-1/2⁢f⁢(z),

thus

π1⁢(f#)=(2⁢π)1/2⁢∫ℂnf#⁢(z)⁢W⁢(z)⁢𝑑z=∫ℂnf⁢(z)⁢W⁢(z)⁢𝑑z.

We define W:L1⁢(ℂn)→𝒰⁢(L2⁢(ℝn)) by

W⁢(f)=π1⁢(f#),

called the Weyl transform.

For f,g∈L1⁢(ℂn) and for (z,t)∈Hn/Γ,

(f#*g#)⁢(z,t)=∫Hn/Γf#⁢((z,t)⋅(w,s)-1)⁢g#⁢(w,s)⁢𝑑w⁢𝑑s=∫Hn/Γf#⁢((z,t)⋅(-w,-s))⁢g#⁢(w,s)⁢𝑑w⁢𝑑s=∫Hn/Γf#⁢(z-w,t-s-12⁢Im⁢(z⋅w¯))⁢g#⁢(w,s)⁢𝑑w⁢𝑑s=∫Hn/Γ(2⁢π)-2⁢e-i⁢(t-s-12⁢Im⁢(z⋅w¯))⁢f⁢(z-w)⁢e-i⁢s⁢g⁢(w)⁢𝑑w⁢𝑑s=(2⁢π)-1⁢e-i⁢t⁢∫ℂnf⁢(z-w)⁢g⁢(w)⁢ei2⁢Im⁢(z⋅w¯)⁢𝑑w=(f×g)#⁢(z,t),

for

(f×g)⁢(z)=∫ℂnf⁢(z-w)⁢g⁢(w)⁢ei2⁢Im⁢(z⋅w¯)⁢𝑑w,

called the twisted convolution. Using what we have established so far gives the following.

Lemma 4.

For f,g∈L1⁢(ℂn),

W⁢(f×g)=π1⁢((f×g)#)=π1⁢(f#*g#)=π1⁢(f#)⁢π1⁢(g#)=W⁢(f)⁢W⁢(g)

For ϕ∈L1⁢(ℂn), we define

Kϕ⁢(ξ,η)=∫ℝnϕ⁢(x+i⁢(η-ξ))⁢ei2⁢(ξ+η)⋅x⁢𝑑x,(ξ,η)∈ℝn×ℝn,

which satisfies, for f∈L2⁢(ℝn) and ξ∈ℝn,

W⁢(ϕ)⁢f⁢(ξ) =∫ℂnϕ⁢(z)⁢W⁢(z)⁢f⁢(ξ)⁢𝑑z
=∫ℝn∫ℝnϕ⁢(x+i⁢y)⁢ei⁢(x⋅ξ+12⁢x⋅y)⁢f⁢(ξ+y)⁢𝑑y⁢𝑑x
=∫ℝn∫ℝnϕ⁢(x+i⁢(y-ξ))⁢ei2⁢(x⋅ξ+x⋅y)⁢f⁢(y)⁢𝑑y⁢𝑑x
=∫ℝn(∫ℝnϕ⁢(x+i⁢(y-ξ))⁢ei2(ξ+y)⋅x)⁢𝑑x)⁢f⁢(y)⁢𝑑y
=∫ℝnKϕ⁢(ξ,y)⁢f⁢(y)⁢𝑑y.

Thus Kϕ is an integral kernel for the operator W⁢(ϕ).

We show in the following theorem that the Weyl transform sends elements of L1⁢(ℂn) to compact operators on L2⁢(ℝn), and that it sends square integrable functions to Hilbert-Schmidt operators.33 3 Sundaram Thangavelu, Lectures on Hermite and Laguerre Expansions, p. 13, Theorem 1.2.1.

Theorem 5.

W:L1⁢(ℂn)→ℬ0⁢(L2⁢(ℝn)), and for ϕ∈L1⁢(ℂn)∩L2⁢(ℂn) we have W⁢(ϕ)∈ℬHS⁢(L2⁢(ℝn)) and

∥ϕ∥L2⁢(ℝn)=(2⁢π)-n/2⁢∥W⁢(ϕ)∥HS.
Proof.

First take ϕ∈L1⁢(ℂn)∩L2⁢(ℂn). It follows from this that Kϕ∈L2⁢(ℝn×ℝn), and because Kϕ is the integral kernel of W⁢(ϕ) this implies44 4 Michael Reed and Barry Simon, Methods of Modern Mathematical Physics, volume I: Functional Analysis, revised and enlarged edition, p. 210, Theorem VI.23. that W⁢(ϕ)∈ℬHS⁢(L2⁢(ℝn)) and

∥W⁢(ϕ)∥HS2=∫ℝn×ℝn|K⁢(ξ,η)|2⁢𝑑ξ⁢𝑑η.

∎

3 Hermite functions

For ϕ∈𝒮⁢(ℝn), define

ϕ^⁢(ξ)=(ℱ⁢ϕ)⁢(ξ)=(2⁢π)-n/2⁢∫ℝnϕ⁢(x)⁢e-i⁢x⋅ξ⁢𝑑x,ξ∈ℝn.

𝒮⁢(ℝn) is a dense linear subspace of L2⁢(ℝn), and the Fourier transform extends to a unique Hilbert space isomorphism L2⁢(ℝn)→L2⁢(ℝn). For f,g∈L2⁢(ℝ),

⟨f,g⟩=∫ℝnf⁢(x)⁢g⁢(x)¯⁢𝑑x.

For ϕ∈𝒮⁢(ℝ), let

(D⁢ϕ)⁢(x)=ϕ′⁢(x),(M⁢ϕ)⁢(x)=x⁢ϕ⁢(x),x∈ℝ,

and let

A=-D+M,B=D+M.

Let

H=∑j=1n(-Dj2+Mj2)=12⁢∑j=1n(Aj⁢Bj+Bj⁢Aj),

which satisfies

(H⁢ϕ)⁢(x)=-(Δ⁢ϕ)⁢(x)+|x|2⁢ϕ⁢(x),

called the Hermite operator.

For k≥0, define

Hk⁢(x)=(-1)k⁢ex2⁢Dk⁢e-x2

and

hk⁢(x)=(2k⁢k!⁢π)-1/2⁢e-x2/2⁢Hk⁢(x).

The Hermite functions are an orthonormal basis for L2⁢(ℝ). Let ℕ be the nonnegative integers, and for α∈ℕn let

Φα=hα1⊗⋯⊗hαn,

which are an orthonormal basis for L2⁢(ℝn). It is a fact that

Aj⁢Φα=(2⁢αj+2)1/2⁢Φα+ej,Bj⁢Φα=(2⁢αj)1/2⁢Φα-ej

and

H⁢Φα=(2⁢|α|+n)⁢Φα.

It is a fact that

h^k=(-i)k⁢hk,

whence

Φ^α=(-i)|α|⁢Φα.

Because {Φα:α∈ℕn} is an orthonormal basis for L2⁢(ℝn), for f∈L2⁢(ℝn),

f=∑α⟨f,Φα⟩⁢Φα.

and then

f^=∑α⟨f,Φα⟩⁢(-i)|α|⁢Φα.

Let Ek be the linear span of {Φα:|α|=k}, which has dimension (k+n-1k). For f∈Ek, H⁢f=(2⁢k+n)⁢f. Let Pk:L2⁢(ℝn)→Ek be the projection:

Pk⁢f=∑|α|=k⟨f,Φα⟩⁢Φα,f∈L2⁢(ℝn).

Let

Φk⁢(x,y)=∑|α|=kΦα⁢(x)⁢Φα⁢(y),x,y∈ℝn.

For x∈ℝn we calculate

∫ℝnΦk⁢(x,y)⁢f⁢(y)⁢𝑑y =∑|α|=kΦα⁢(y)⁢∫ℝnf⁢(y)⁢Φα⁢(y)⁢𝑑y
=∑|α|=kΦα⁢(y)⁢⟨f,Φα⟩
=(Pk⁢f)⁢(y),

thus Φk is a kernel for the projection operator Pk.

Using the 1-dimensional Mehler’s formula we obtain the n-dimensional Mehler’s formula:

∑αr|α|⁢Φα⁢(x)⁢Φα⁢(y)=π-n2⁢(1-r2)-n2⁢exp⁡(-12⁢1+r21-r2⁢(|x|2+|y|2)+2⁢r1-r2⁢x⋅y).

4 Special Hermite functions

We first define the Fourier-Wigner transform. For f,g∈L2⁢(ℝn) and z=x+i⁢y∈ℂn,

V⁢(f,g)⁢(z)=(2⁢π)-n/2⁢∫ℝnei⁢x⋅ξ⁢f⁢(ξ+12⁢y)⁢g⁢(ξ-12⁢y)¯⁢𝑑ξ.

The following theorem relates the inner product on L2⁢(ℝn) and the inner product on L2⁢(ℂn).55 5 Sundaram Thangavelu, Lectures on Hermite and Laguerre Expansions, p. 14, Proposition 1.3.1.

Theorem 6.

For f,g,ϕ,ψ∈L2⁢(ℝn),

∫ℂnV⁢(f,g)⁢(z)⁢V⁢(ϕ,ψ)⁢(z)¯⁢𝑑z=⟨f,ϕ⟩⁢⟨ψ,g⟩.

We now define the special Hermite functions on ℂn. For α,β∈ℕn, let

Φα⁢β⁢(z)=V⁢(Φα,Φβ)⁢(z).

We calculate

⟨W⁢(z)⁢Φα,Φβ⟩ =∫ℝnW⁢(z)⁢Φα⁢(ξ)⁢Φβ⁢(ξ)⁢𝑑ξ
=∫ℝnei⁢(x⋅ξ+12⁢x⋅y)⁢Φα⁢(ξ+y)⁢Φβ⁢(ξ)⁢𝑑ξ
=∫ℝnei⁢x⋅ξ⁢Φα⁢(ξ+12⁢y)⁢Φβ⁢(ξ-12⁢y)⁢𝑑ξ
=(2⁢π)n/2⁢V⁢(Φα,Φβ).
Lemma 7.

For α,β∈ℕn and z∈ℂn,

Φα⁢β⁢(z)=(2⁢π)-n/2⁢⟨W⁢(z)⁢Φα,Φβ⟩.

Using that the Hermite functions Φα are an orthonormal basis for L2⁢(ℝn), it is proved that the special Hermite functions Φα⁢β are an orthonormal basis for L2⁢(ℂn).66 6 Sundaram Thangavelu, Lectures on Hermite and Laguerre Expansions, p. 16, Theorem 1.3.2.