Schwartz functions, Hermite functions, and the Hermite operator

Jordan Bell
July 17, 2015

1 Schwartz functions

For ϕ∈C∞⁢(ℝ,ℂ) and p≥0, let

|ϕ|p=sup0≤k≤p⁡supu∈ℝ⁡(1+u2)p/2⁢|ϕ(k)⁢(u)|.

We define 𝒮 to be the set of those ϕ∈C∞⁢(ℝ,ℂ) such that |ϕ|p<∞ for all p≥0. 𝒮 is a complex vector space and each |⋅|p is a norm, and because each |⋅|p is a norm, a fortiori {|⋅|p:p≥0} is a separating family of seminorms. With the topology induced by this family of seminorms, 𝒮 is a Fréchet space.11 1 Walter Rudin, Functional Analysis, second ed., p. 184, Theorem 7.4. Furthermore, D:𝒮→𝒮 defined by

(D⁢ϕ)⁢(x)=ϕ′⁢(x),x∈ℝ

and M:𝒮→𝒮 defined by

(M⁢ϕ)⁢(x)=x⁢ϕ⁢(x),x∈ℝ

are continuous linear maps.

Let 𝒮′ be the collection of continuous linear maps 𝒮→ℂ. For ϕ∈𝒮, define eϕ:𝒮′→ℂ by

eϕ⁢(ω)=ω⁢(ϕ),ω∈𝒮′.

The initial topology for the collection {eϕ:ϕ∈𝒮} is called the weak-* topology on 𝒮′. With this topology, 𝒮′ is a locally convex space whose dual space is {eϕ:ϕ∈𝒮}.

2 L2 norms

For p≥0 and ϕ,ψ∈𝒮, let

[ϕ,ψ]p=∑k=0p∫ℝ(1+u2)p⁢ϕ(k)⁢(u)⁢ψ(k)⁢(u)¯⁢𝑑u,

and let

[ϕ]p2=[ϕ,ϕ]p=∑k=0p∫ℝ(1+u2)p⁢|ϕ(k)⁢(u)|2⁢𝑑u.

Because (1+u2)p≤(1+u2)q when p≤q, it is immediate that [ϕ]p≤[ϕ]q when p≤q.

We relate the norms |⋅|p and the norms [⋅]p.22 2 Takeyuki Hida, Brownian Motion, p. 305, Lemma A.1.

Lemma 1.

For each p≥1, for all ϕ∈𝒮,

1p⁢π⁢|ϕ|p-1≤[ϕ]p≤(p+1)⁢π⁢|ϕ|p+1.
Proof.

For 0≤k≤p,

∫ℝ(1+u2)p⁢|ϕ(k)⁢(u)|2⁢𝑑u ≤supu∈ℝ⁡((1+u2)p+1⁢|ϕ(k)⁢(u)|2)⁢∫ℝ(1+u2)-1⁢𝑑u
=supu∈ℝ⁡((1+u2)p+1⁢|ϕ(k)⁢(u)|2)⋅π
≤π⁢|ϕ|p+12,

hence

[ϕ]p2 =∑k=0p∫ℝ(1+u2)p⁢|ϕ(k)⁢(u)|2⁢𝑑u
≤∑k=0pπ⁢|ϕ|p+12
=(p+1)⁢π⁢|ϕ|p+12.

For 0≤k≤p-1 and u∈ℝ, using the fundamental theorem of calculus and the Cauchy-Schwarz inequality,

|(1+u2)(p-1)/2⁢ϕ(k)⁢(u)| =|∫-∞u((1+t2)(p-1)/2⁢ϕ(k)⁢(t))′⁢𝑑t|
≤∫ℝ|(p-1)⁢t⁢(1+t2)(p-1)/2-1⁢ϕ(k)⁢(t)|⁢𝑑t
+∫ℝ|(1+t2)(p-1)/2⁢ϕ(k+1)⁢(t)|⁢𝑑t
≤(p-1)⁢∫ℝ(1+t2)-1/2⁢(1+t2)(p-1)/2⁢|ϕ(k)⁢(t)|⁢𝑑t
+∫ℝ(1+t2)-1/2⁢(1+t2)p/2⁢|ϕ(k+1)⁢(t)|⁢𝑑t
≤(p-1)⁢(∫ℝ(1+t2)-1⁢𝑑t)1/2⁢(∫ℝ(1+t2)p-1⁢|ϕ(k)⁢(t)|2⁢𝑑t)1/2
+(∫ℝ(1+t2)-1⁢𝑑t)1/2⁢(∫ℝ(1+t2)p⁢|ϕ(k+1)⁢(t)|2⁢𝑑t)1/2
≤(p-1)⁢π⁢[ϕ]p-1+π⁢[ϕ]p
≤p⁢π⁢[ϕ]p,

which shows that

|ϕ|p-1≤p⁢π⁢[ϕ]p.

∎

3 Hermite functions

Let λ be Lebesgue measure on ℝ, and let

(f,g)L2=∫ℝf⁢g¯⁢𝑑λ.

L2⁢(λ) with the inner product (⋅,⋅)L2 is a separable Hilbert space. For n≥0, let

hn⁢(x)=(-1)n⁢(2n⁢n!⁢π)-1/2⁢ex2/2⁢Dn⁢e-x2,

the Hermite functions, the set of which is an orthonormal basis for L2⁢(λ). We remark that the Hermite functions belong to 𝒮. For n<0 we define

hn=0,

to write some expressions in a uniform way.

We calculate that for n≥0,

D⁢hn=n2⁢hn-1-n+12⁢hn+1.

We define the Hermite operator A:𝒮→𝒮 by

A=-D2+M2+1.

A is a densely defined operator in L2⁢(λ) that is symmetric and positive, and satisfies

A⁢hn=(2⁢n+2)⁢hn.

There is a unique bounded linear operator T:L2⁢(λ)→L2⁢(λ) satisfying

T⁢hn=A-1⁢hn=(2⁢n+2)-1⁢hn,n≥0.

The operator norm of T is ∥T∥=12, and T is self-adjoint. For p≥1, Tp is a Hilbert-Schmidt operator with Hilbert-Schmidt norm ∥Tp∥HS=2-p⁢ζ⁢(2⁢p).

We define the creation operator B:𝒮→𝒮 by

B=D+M

and we define the annihilation operator C:𝒮→𝒮 by

C=-D+M,

which are continuous linear maps. They satisfy, for n≥0,

B⁢hn=(2⁢n)1/2⁢hn-1,C⁢hn=(2⁢n+2)1/2⁢hn+1.

(We remind ourselves that we have defined h-1=0.) It is immediate that B⁢C=A and that B-C=2⁢D. Using the creation operator, we can write the Hermite functions as

hn=(2n⁢n!)-1/2⁢Cn⁢h0=π-1/4⁢(2n⁢n!)-1/2⁢Cn⁢(e-x2/2).

For ϕ,ψ∈𝒮, using integration by parts,

(D⁢ϕ,ψ)L2=∫ℝϕ′⁢(x)⁢ψ⁢(x)¯⁢𝑑x=-∫ℝϕ⁢(x)⁢ψ′⁢(x)¯⁢𝑑x=(ϕ,(-D)⁢ψ)L2,

and

(M⁢ϕ,ψ)L2=∫ℝx⁢ϕ⁢(x)⁢ψ⁢(x)¯⁢𝑑x=(ϕ,M⁢ψ)L2.

Thus,

(B⁢ϕ,ψ)L2 =(D⁢ϕ,ψ)L2+(M⁢ϕ,ψ)L2
=(ϕ,(-D)⁢ψ)L2+(ϕ,M⁢ψ)L2
=(ϕ,C⁢ψ)L2

and

(C⁢ϕ,ψ)L2=(ϕ,B⁢ψ)L2.

We shall use these calculations to obtain the following lemma.

Lemma 2.

For p≥0 and for ϕ∈𝒮,

Bp⁢ϕ=2p/2⁢∑n=0∞((n+p)!n!)1/2⁢(ϕ,hn+p)L2⁢hn

and

Cp⁢ϕ=2p/2⁢∑n=0∞(ϕ,hn-p)L2⁢(n!(n-p)!)1/2⁢hn.
Proof.

Because C⁢hn=(2⁢n+2)1/2⁢hn+1,

(ϕ,Cp⁢hn)L2=(ϕ,hn+p)L2⁢∏j=nn+p-1(2⁢j+2)1/2=(ϕ,hn+p)L2⁢2p/2⁢((n+p)!n!)1/2.

With

ϕ=∑n=0∞(ϕ,hn)L2⁢hn,

and because (B⁢ϕ,ψ)L2=(ϕ,C⁢ψ)L2, we have

Bp⁢ϕ =∑n=0∞(Bp⁢ϕ,hn)L2⁢hn
=∑n=0∞(ϕ,Cp⁢hn)L2⁢hn
=∑n=0∞(ϕ,hn+p)L2⁢2p/2⁢((n+p)!n!)1/2⁢hn.

Because B⁢hn=(2⁢n)1/2⁢hn-1, and reminding ourselves that we define hn=0 for n<0,

(ϕ,Bp⁢hn)L2=(ϕ,hn-p)L2⁢∏j=n-p+1n(2⁢j)1/2=(ϕ,hn-p)L2⁢2p/2⁢(n!(n-p)!)1/2.

Because (C⁢ϕ,ψ)L2=(ϕ,B⁢ψ)L2, we have

Cp⁢ϕ =∑n=0∞(Cp⁢ϕ,ψ)L2⁢hn
=∑n=0∞(ϕ,Bp⁢ψ)L2⁢hn
=∑n=0∞(ϕ,hn-p)L2⁢2p/2⁢(n!(n-p)!)1/2⁢hn.

∎

We define the Fourier transform ℱ:𝒮→𝒮 by

(ℱ⁢ϕ)⁢(ξ)=∫ℝϕ⁢(x)⁢e-i⁢ξ⁢x⁢d⁢x(2⁢π)1/2,ξ∈ℝ.

ℱ:𝒮→𝒮 is a continuous linear map, and satisfies

ℱ⁢M=i⁢D⁢ℱ,ℱ⁢D=i⁢M⁢ℱ.

From these we obtain

ℱ⁢A=A⁢ℱ,ℱ⁢B=i⁢B⁢ℱ,ℱ⁢C=-i⁢C⁢ℱ,

and one proves the following using the above.

Lemma 3.

For n≥0,

ℱ⁢hn=(-i)n⁢hn.

We further remark that for ϕ∈𝒮,

∥ϕ∥∞≤2-1/2⁢(∥ϕ∥L22+∥ϕ′∥L22). (1)

Finally, there is a unique Hilbert space isomorphism ℱ:L2⁢(λ)→L2⁢(λ) whose restriction to 𝒮 is equal to ℱ as already defined. Thus for f∈L2⁢(λ), as

f=∑n=0∞(f,hn)L2⁢hn,

we get

ℱ⁢f=∑n=0∞(f,hn)L2⁢(-i)n⁢hn.

4 Hermite operator

For p≥0 and f∈L2⁢(λ), we define

∥f∥p2=∑n=0∞(2⁢n+2)2⁢p⁢|(f,hn)L2|2.

We define

𝒮p={f∈L2⁢(λ):∥f∥p<∞},

and for f,g∈𝒮p we define

(f,g)p=∑n=0∞(2⁢n+2)2⁢p⁢(f,hn)L2⁢(g,hn)L2¯,

for which

∥f∥p2=(f,f)p.
Lemma 4.

For ϕ∈𝒮, for each p≥0, ϕ∈𝒮p, and

∥ϕ∥p=∥Ap⁢ϕ∥L2.
Proof.

Ap⁢ϕ∈𝒮, so ∥Ap⁢ϕ∥L2<∞. Because A is a symmetric operator and as A⁢hn=(2⁢n+2)⁢hn,

∥Ap⁢ϕ∥L22 =∑n=0∞|(Ap⁢ϕ,hn)L2|2
=∑n=0∞|(ϕ,Ap⁢hn)L2|2
=∑n=0∞(2⁢n+2)2⁢p⁢|(ϕ,hn)L2|2
=∥ϕ∥p2.

∎

For f,g∈L2⁢(λ), because T is self-adjoint,

(Tp⁢f,Tp⁢g)p =∑n=0∞(2⁢n+2)2⁢p⁢(Tp⁢f,hn)L2⁢(Tp⁢f,hn)L2¯
=∑n=0∞(2⁢n+2)2⁢p⁢(f,Tp⁢hn)L2⁢(g,Tp⁢hn)L2¯
=∑n=0∞(2⁢n+2)2⁢p⁢(f,(2⁢n+2)-p⁢hn)L2⁢(g,(2⁢n+2)-p⁢hn)L2¯
=∑n=0∞(f,hn)L2⁢(g,hn)L2¯
=(f,g)L2,

and so ∥Tp⁢f∥p=∥f∥L2, which shows that

Tp⁢L2⁢(λ)=𝒮p.

If fi∈𝒮p is a Cauchy sequence in the norm ∥⋅∥p, then as ∥T-p⁢fi-T-p⁢fj∥L2=∥fi-fj∥p, T-p⁢fi is a Cauchy sequence in the norm ∥⋅∥L2 and so there is some g∈L2⁢(λ) for which ∥T-p⁢fi-g∥L2→0. We have Tp⁢g∈𝒮p, and

∥fi-Tp⁢g∥p=∥T-p⁢fi-g∥L2→0,

thus fi→Tp⁢g in the norm ∥⋅∥p, showing that (𝒮p,(⋅,⋅)p) is a Hilbert space. Furthermore, Tp:L2⁢(λ)→𝒮p is an isomorphism of Hilbert spaces, and thus {Tp⁢hn:n≥0} is an orthonormal basis for (𝒮p,(⋅,⋅)p).

For p≤q,

∥f∥p≤∥f∥q,

so 𝒮q⊂𝒮p. For p≥q, let iq,p:𝒮q→𝒮p be the inclusion map.33 3 Hui-Hsiung Kuo, White Noise Distribution Theory, p. 18, Lemma 3.3.

Theorem 5.

For p<q, the inclusion map iq,p:𝒮q→𝒮p is a Hilbert-Schmidt operator, with Hilbert-Schmidt norm

∥iq,p∥HS=2-q+p⁢ζ⁢(2⁢q-2⁢p).
Proof.

{Tq⁢hn:n≥0} is an orthonormal basis for (𝒮q,(⋅,⋅)q), and

∥iq,p∥HS2 =∑n=0∞∥iq,p⁢Tq⁢hn∥p2
=∑n=0∞∥Tq⁢hn∥p2
=∑n=0∞∥(2⁢n+2)-q⁢hn∥p2
=∑n=0∞(2⁢n+2)-2⁢q⁢(2⁢n+2)2⁢p
=2-2⁢q+2⁢p⁢ζ⁢(2⁢q-2⁢p).

∎

5 The Hilbert spaces Sp

For f∈L2⁢(λ),

f=∑n=0∞(f,hn)L2⁢hn,

and for N≥0 we define fN:ℝ→ℂ by

fN⁢(x)=∑n=0N(f,hn)L2⁢hn⁢(x),x∈ℝ,

which belongs to 𝒮.

For k≥0, we define Cbk⁢(ℝ) to be the set of those functions ℝ→ℂ that are k-times differentiable and such that for each 0≤j≤k, f(j) is continuous and bounded. With the norm

∥f∥Cbk=∑j=0k∥f(j)∥∞

this is a Banach space. Because the Hermite functions belong to 𝒮, for f∈L2⁢(λ) and for any k and N, the function fN belongs to Cbk⁢(ℝ).

Lemma 6.

If p≥1 and f∈𝒮p, then there is some F∈Cbp-1⁢(ℝ) such that f is equal almost everywhere to F.

Proof.

Cramér’s inequality states that there is a constant K0 such that for all n, ∥hn∥∞≤K0. For M<N, using this and the Cauchy-Schwarz inequality,

∥fN-fM∥Cb0 =∥∑n=M+1N(f,hn)L2⁢hn∥∞
≤K0⁢∑n=M+1N|(f,hn)L2|
=K0⁢∑n=M+1N(2⁢n+2)-1⁢(2⁢n+2)⁢|(f,hn)L2|
≤(∑n=M+1N(2⁢n+2)-2)1/2⁢(∑n=M+1N(2⁢n+2)2⁢|(f,hn)L2|2)1/2
=(∑n=M+1N(2⁢n+2)-2)1/2⁢∥fN-fM∥1.

Because f∈𝒮p⊂𝒮1, fN is a Cauchy sequence in 𝒮1, hence fN is a Cauchy sequence in Cb0⁢(ℝ), so there is some F∈Cb0⁢(ℝ) such that fN converges to F in Cb0⁢(ℝ). We assert that F=f as elements of L2⁢(λ).

Using

D⁢hn=n2⁢hn-1-n+12⁢hn+1,

we calculate

fN′ =-N2⁢(f,hN-1)L2⁢hN-N+12⁢(f,hN)L2⁢hN+1
+∑n=0N-1(n+12⁢(f,hn+1)L2-n2⁢(f,hn-1)L2)⁢hn,

hence for M<N,

fN′-fM′ =-N2⁢(f,hN-1)L2⁢hN-N+12⁢(f,hN)L2⁢hN+1
+M2⁢(f,hM-1)L2⁢hM+M+12⁢(f,hM)L2⁢hM+1
+∑n=MN-1(n+12⁢(f,hn+1)L2-n2⁢(f,hn-1)L2)⁢hn,

and for N≥M+2,

∥fN′-fM′∥1 =(2⁢N+2)2⁢N2⁢|(f,hN-1)|L22+(2⁢N+4)2⁢N+12⁢|(f,hN-1)|L22
(2⁢M+2)2⁢M+12⁢|(f,hM+1)|L22+(2⁢M+4)2⁢M+22⁢|(f,hM+1)|L22
+∑n=M+2N-1(2⁢n+2)2⁢|n+12⁢(f,hn+1)L2-n2⁢(f,hn-1)L2|2
=O⁢(∥fN-fM∥2),

whence fN′ is a Cauchy sequence in Cb0⁢(ℝ), and so fN is a Cauchy sequence in Cb1⁢(ℝ). ∎

We prove that for p≥1 the derivatives of the partial sums fN are a Cauchy sequence in L2⁢(λ).44 4 Jeremy J. Becnel and Ambar N. Sengupta, The Schwartz space: a background to white noise analysis, https://www.math.lsu.edu/~preprint/2004/as20041.pdf, Lemma 7.1.

Lemma 7.

For p≥1 and f∈𝒮p, fN′ is a Cauchy sequence in L2⁢(λ).

Proof.

Because fN∈𝒮,

fN′=D⁢fN=B-C2⁢fN.

Then

∥fN′-fM′∥L2≤12⁢∥B⁢fN-B⁢fM∥L2+12⁢∥C⁢fN-C⁢fM∥L2.

For M<N, as B⁢hn=(2⁢n)1/2⁢hn-1,

∥B⁢fN-B⁢fM∥L22 =∥B⁢∑n=M+1N(f,hn)L2⁢hn∥L22
=∥∑n=M+1N(f,hn)L2⁢(2⁢n)1/2⁢hn-1∥L22
=∑n=M+1N|(f,hn)L2|2⁢(2⁢n)
≤∑n=M+1N(2⁢n+2)2⁢|(f,hn)L2|2,

and as C⁢hn=(2⁢n+2)1/2⁢hn+1,

∥C⁢fN-C⁢fM∥L22 =∥C⁢∑n=M+1N(f,hn)L2⁢hn∥L22
=∥∑n=M+1N(f,hn)L2⁢(2⁢n+2)1/2⁢hn+1∥L22
=∑n=M+1N|(f,hn)L2|2⁢(2⁢n+2)
≤∑n=M+1N(2⁢n+2)2⁢|(f,hn)L2|2.

Thus

∥fN′-fM′∥L2≤12⁢∥fN-fM∥1+12⁢∥fN-fM∥1=∥fN-fM∥1.

Because f∈𝒮p and p≥1, the series ∑n=0∞(2⁢n+2)2⁢|(f,hn)L2|2 converges, from which the claim follows. ∎

Now we establish that if p≥1 and f∈𝒮p then there is some F∈Cb0⁢(ℝ) such that f is equal almost everywhere to F, F is differentiable almost everywhere, and F′∈𝒮p-1.55 5 Jeremy J. Becnel and Ambar N. Sengupta, The Schwartz space: a background to white noise analysis, https://www.math.lsu.edu/~preprint/2004/as20041.pdf, Theorem 7.3.

Theorem 8.

For p≥1 and f∈𝒮p, there is some F∈Cb0⁢(ℝ) such that f is equal almost everywhere to F, F is differentiable almost everywhere, fN′ converges to F′ in the norm ∥⋅∥L2, and F′∈𝒮p-1.

Proof.

Lemma 7 tells us that fN′ is a Cauchy sequence in the norm ∥⋅∥L2, and hence there is some g∈L2⁢(λ) to which fN′ converges in the norm ∥⋅∥L2. For x≤y, by the fundamental theorem of calculus,

fN⁢(y)=fN⁢(x)+∫01fN′⁢(x+t⁢(y-x))⋅(y-x)⁢𝑑t.

By the Cauchy-Schwarz inequality,

∫01|fN′⁢(x+t⁢(y-x))⋅(y-x)-g⁢(x+t⁢(y-x))⋅(y-x)|⁢𝑑t=∫xy|fN′⁢(u)-g⁢(u)|⁢𝑑u≤y-x⁢∥fN′-g∥L2.

Because ∥fN′-g∥L2→0 as N→∞,

∫01fN′⁢(x+t⁢(y-x))⋅(y-x)⁢𝑑t→∫01g⁢(x+t⁢(y-x))⋅(y-x)⁢𝑑t.

Then by Lemma 6, taking N→∞, for any y>x we have

F⁢(y)=F⁢(x)+∫01g⁢(x+t⁢(y-x))⋅(y-x)⁢𝑑t=F⁢(x)+1y-x⁢∫xyg⁢(s)⁢𝑑s.

By the Lebesgue differentiation theorem, for almost all x∈ℝ,

1y-x⁢∫xyg⁢(s)⁢𝑑s→g⁢(x),y→x.

Therefore for almost all x∈ℝ,

F′⁢(x)=g⁢(x).

Thus F′=g in L2⁢(λ), and as fN′→g in L2⁢(λ),

F′ =limN→∞⁡fN′
=limN→∞⁡(B-C2)⁢∑n=0N(f,hn)L2⁢hn
=12⁢∑n=0∞(f,hn)L2⁢((2⁢n)1/2⁢hn-1-(2⁢n+2)1/2⁢hn+1)
=12⁢∑n=0∞((2⁢n+2)1/2⁢(f,hn)L2-(2⁢n)1/2⁢(f,hn-1)L2)⁢hn,

for which

∥F′∥p-12 =14⁢∑n=0∞(2⁢n+2)2⁢p-2⁢|(2⁢n+2)1/2⁢(f,hn)L2-(2⁢n)1/2⁢(f,hn-1)L2|2
≤12⁢∑n=0∞(2⁢n+2)2⁢p-2⁢((2⁢n+2)⁢|(f,hn)L2|2+2⁢n⁢|(f,hn-1)L2|2),

which is finite because f∈𝒮p. Therefore F′∈𝒮p-1. ∎