950 4. Eigenvalue Problems for Linear Compact Symmetric Operators The corresponding homogeneous integral equation u(z) = of G(e,yuydy, OStST™ is equivalent to (29*). In particular, we get Un(2) = Hn [sces)un(eden Oszsn, n=12...- Finally, recall that the inner product on L(0,7) is given by Glo)= fT Haeleres. Ad (3). This follows from Proposition 4(i) in Section 4.4. ‘Ad (ii). It follows from Proposition 4(ji) in Section 4.4 that (30) solution iff 0. (b| un) By (81), Glan) = (J steunstnav) un(o)de =f (ff senrunteree) soddy =un'(f | un), since 9(z,y) = G(y,z) for all z,y € [a,b]. Therefore, (6 = eee (a, efore, (b | tn) = © Observe that u € D(A). By (iii), there exists a function w span{t,U2,...} such that Asm max |u(a) - w(a)| <2. Hence Ju-wl = (fewer - wea)" R are continuous for all j. Compute the eigenvalues and eigenfunctions of (32). Consider first the special case where N = 1. (30) ; ‘#2. The Green function. We want to study the following boundary-value ‘eroblem: ~(@)u'(a))’ + a(x)u(z) = f(z) on (a, 8}, (33a) ‘slong with the boundary conditions au(a) + Bu'(b) = (33b) ula) + 6u/(b) =0, (33c) 2, 6,7, and 6 are fixed real numbers with a?+6? ¢ 0 and 7246? #0. are given the continuous functions p,q, f: [a,b] + R such that p(2) £0 on (0,0). that the homogeneous problem (33) with f = has only the trivial : Hon u = 0. t1 and up be a solution of (33a,b) and (33e,c) with f = 0, respec- = Define olen) w= (SI tases, ONS [waew ity cess, 1 o(2) := p(x)(ua(2)u{ (x) ~ ur(x)u4(2)). Show that e Gis the Green function to (33), i.e., if we set u(x) := O(a, y) for fixed ¥€ [2,0], then v is a solution of (33) with f=h, fm the sense of generalized functions252 4. Eigenvalue Problems for Linear Compact Symmetric Operators (ii) 9 is symmetric, ie., 9(z,y) = 9(y,a) for all 2,y € [a,b]. (iii) Problem (33) has the solution ue) f ” Glav)fu)dy for all x € [a,5) (iv) Reduce the boundary-eigenvalue problem —(p(2)u'(2))' + q(2)u(e) = Au(z) on [a,b] along with the boundary conditions (33b,c) to an integral eq and prove the results for (34), which are similar to Section 4.5. 4,3. A special problem. Compute the Green function to the following ary-value problem: ul =f on (0,1), u(0) = w'(1) =0.Problems 185 (x,t) with x € Cg°(RN*?). Here, 6 acts on the time motivate this definition, let us formally consider the product (u@ 6)(z, t) = u(z)6(t). denotes the generalized function to u, then formally we get (Ue 8)(x) = f v02ye(ox(e, nate = J wearxte, yar. is (110) forn =0. y that the tensor product (110) yields a generalized function, ic., 8) ED(RN+), : ji. The generalized initial-value problem for the wave equation in R° the notation from Problem 2.9g, the classic initial-value problem for wave equation reads as follows: Qu=f on R4, (111) u(z,0) = u(x) and u(2,0)=u(z) on R. iven functions uo (initial state) and 1; (initial velocity), we are looking 2 function u = u(z, t) such that (111) is satisfied. R4 := {(z,t) € Rt: t > 0}. We are given FeEC(RE), uv ECR), u € C(R®). e that the function u € C?(int RL) C1(R¢4) is a solution of (111). u(z,t) = 0 and f(z,t) = 0 outside R4. Let U, Uo, Ui, F denote the lized functions corresponding to u, uo, us, f, respectively. Show that 2 solution to the following equation: DU =F+U@s+U,@5 onR*, wheresuppU CRY. (111*) supp U C R4 means that U(¢) = 0 for all functions ¢ € C§°(R*) vanish on an open neighborhood of R4. Problem (111*) is called the lized problem to (111). physics, the right-hand side f corresponds to some outer force. In prob- (111°), the initial conditions from (111) are replaced with additional forces Up @6’ and U; @ 6, where the appearance of the 6-distribution onsible for the fact that these additional forces only act at the initial ‘ =0. it: Use integration by parts. Cf. Zeidler (1986), Vol. 2, p. 1054. * The general tensor product. Let U € D'(RN) and V € D'(R™). , there exists exactly one generalized function W € D/(RN+™) such “WSSY)=UO)VW) for all $e CR(R®) and YECR(RY).{8 f-Adjoint Operators, plot Friedrichs Extension, the Partial Differential ba fat uations of Mathematical Diceeca sics jo Sections In the fall of 1926, the young John von Neumann (1903-1957) arrived at Gattingen to take up his duties as Hilbert’s assistant. These were the hectic years during which quantum mechanics was developing at breakneck speed, with a new idea popping up every few weeks from all over the horizon Jean Dieudonné History of Functional Analysis, 1981 Stimulated by an interest in quantum mechanics, John von Neumann (1903-1957) began the work in operator theory... The result was @ paper von Neumann submitted for publication to the Mathemati- sche Zeitschrift but later withdrew. The reason for this withdrawal was that in 1928 Erhard Schmidt and myself, independently, saw the role which could be played in the theory by the concept of the adjoint operator, and the importance which should be attached to self-adjoint operators. When von Neumann learned from Professor Schmidt of this observation, he was able to rewrite his paper in a much more satisfactory and complete form. ... Incidentally, for per- mission to withdraw the paper, the publisher exacted from Professor von Neumann a promise to write a book on quantum mechanics. The book soon appeared and has become one of the classics of mod- em physics (Foundations of Quantum Mechanics, Springer-Verlag, 1932). Marshall Harvey Stone, 1970254 5. Self-Adjoint Operators, the Friedrichs Extension, etc. Av the very beginning the given elliptic dierential operator is only defined on a space of C?-functions. This operator is extended to an abstractly defined operator by using a formal closure. The main task is to show that the extended operator is self-adjoint. In this case it is possible to apply the methods of John von Neumann, Kurt Otto Friedrichs, 1934 ‘The fundamental quality required of operators representing physical quantities in quantum mechanics is thet they be self-adjoint which is equivalent to saying that the eigenvalue problem is completely solvable for them, that is, there exists a complete set (discrete or continuous) of eigenfunctions. The problem has, of course, been solved in the case of operators for which the eigenvalue problem is explicitly solved by separation of variables or other methods, but it seems not have been settled in the general case of many-particle systems The main purpose of the present paper is to show that the Schrédinger Hamiltonian operator of every atom, molecule, or ion, in short, of every system composed of a finite number of particles interacting with each other through a potential energy, for instance, of Coulomb type, is essentially self-adjoint (i., this operator pos- sesses a unique self-adjoint extension). Thus, our result serves as mathematical basis for ell theoretical works concerning nonrelativis- tic quantum mechanics, Tosio Kato, 1951 The interaction between physics and mathematics has always played an important role. The physicist who does not have the latest mati: ematical knowledge available to him is at a distinct disadvantage ‘The mathematician who shies away from physical applications will most likely miss important insights and motivations. Martin Schechter, 1982 In this chapter we want to study the following problems in a space X, where A: D(A) X — X is a linear symmetric operator that additional properties to be discussed ahead (cf, also Figure 5.1). (i) Abstract boundary-value problem: Au= fy ue D(A). (ii) Abstract Dirichlet problem: 2 '(Au|u)—(f/u)=minl, we D(A),beiple titly, [+M), c>o. Problems 187 be FIGURE 2.17. (8) te € Lo (RY) for all e > 0. (7) ue + win L2(G) as 40. Solution: Ad (a). Consider the ball Biz {2 RN: |z—29| <1} sround the given point zo, and consider the set Be = {y € G:dist(B,y) < €}. Since ¢-(z — y) = 0 for all points z,y € R™ with |x —y| > ¢, from (112) ‘we get the key formula te(2) = f de(z-y)u(ydy for alla B. (113) By the Schwarz inequality (16), we obtain J, twanidy = ff 1-lucnidy Be Be <({,4) (f,more)! <= Since Jip, dy = meas(Be) < oo and u € L(R™) implies u € L2(Be). Thus, the function y+ |u(y)| is integrable over Be. First let N = 1. For all x € B, y € Be, and k = 0,1,2,...,€ > 0, we obtain 160 (@ - y)u(y)| < const(k,e)|u(y)], (114) where 6") denotes the kth derivative. In this connection, note that the function ¢{*) is continuous on R, and hence it is bounded on compact sets by the Weierstrass theorem (Proposition 8 in Section 1.11). In particular, 2) is bounded on each ball. Applying standard theorems on parameter integrals (see the appendix) to (113), the majorant condition (114) tell us that the continuous derivative xt exists on B, where we)= ff MM e-wuddy forall ze B, k=O... ‘Be +5. Self-Adjoint Operators, the Friedrichs Extension, etc. 255 ; quadratic variational Foy problem (Chapter 2) 0 sin task [case it orthogonal projection bs. 1934) Riess theorem Physical pm: map pw Hilbert-Schmidt theory pletely > . for symmetric compact Liste’ ol Soto pact) ee operators na 4) erators { " elFadjoine cigenvalue problem tration ren Fredric extension and Fredholm aleraive Hed in | | | clnatetty ‘complete orthonormal lat the Sr a en tenes or ion, uantope toes (abstract Fourier series) brticles { | Btance, abstract heat equation abstract wave equation sere Siete br pos- t ‘equation ee semigroup ‘one-parameter group { “ one-parameter irreversible process Feversible process unitary group to, 1952 in nature in nature | quantum physics | played Pinot! FIGURE 5.1. Fes wil is equivalent to (1). This minimum problem is also equivalent to 2"ulwe-(Flu)=min, weXxs, i) fer, 1982 Xz denotes the so-called energetic space of the operator A. i (Gi) Abstract boundary-eigenvalue problem: ina Au-pu=f, ue D(A), peR. (2) jator hy. )) Abstract heat equation: u(t) + Au(t) =0, t>0, (3) u(0) = uo, the solution ‘uo for all t > 0,256 _ 5. Self-Adjoint Operators, the Friedrichs Extension, etc. which corresponds to the semigroup {e74*}.>0. (v) Abstract wave equation: wi(t)+4u()=0, teR, u(0) = uo, u/(0) =t, with the solution u(t) = (costA# Jug + A7# (sin t# ur. (vi) Abstract Schrédinger equation: iw()=Au), teR, u(0) = uo, with the solution u(t) = e7!4tug, which corresponds to the one-parameter group {e~'*}rer. Problems (i)-(vi) allow important applications to the partial diff equations of mathematical physics. For example, this concerns boundary-value problems and boundary: value problems for the Laplace equation or the Poisson equation, the equation, the wave equation, and the Schrédinger equation in q mechanics. Such applications of the abstract theory will be consi this chapter. In particular, in applications to elasticity the “energetic Xz corresponds to “states” u of the elastic body which have finite and 271(u | u)g = elastic energy in the state u, (f | u) = work of outer forces. ‘Thus, the variational problem (1**) corresponds to the principle of potential energy. Observe that the “solutions” in (iv)-(vi) correspond to classic of ordinary differential equations if we assume that A is a real n u = u(t) is a real or complex function. The beauty of functional consists in the fact that The classic formulas remain true for operator equations if we erator functions Aw F(A) in on appropriate way.ichlet Principle Problems 189 implies (a). 2=€ Bandalle:0 1. if uot 4) Show that the set C°°(G) is dense in La(G) on: This follows immediately from Problem 2.12 (a)-(7). ps7 . Show that O3°(G) is dense in La(G) as m: Case A: The nonempty open set G is bounded, Let C be a e set” with CC G, and let u € Lo(G). We set o(e) = {¥@) oa &:) de mo-6 \ ks) nae [ |u-v2de -{ |ul2de. G —C absolute continuity of the integral (see the appendix), the right- that ¢ = ‘Seezral is arbitrarily small provided the measure of the set G — C is mall. Thus, for each given 7, we can choose the set C’ in such : - |lu-v| -(f |u~fPas) > ‘G means that C is a subset of G, and C C G means that C is a proper Gie, CCG and C#G. on5. Self-Adjoint Operators, the Friedrichs Extension, ete. 257 The simplest method for constructing such operator functions is the fol- lowing. Suppose that the operator A has a complete orthonormal system {u,u2,...} of eigenvectors with the corresponding eigenvalues {A1, Az,... Aatin for all n. Then ie, Aun = dtu |ujun for allue X. a is yields ao Yen | Au)un = a An(Un | u)un for all ue D(A), (6) n=l n=l the symmetry of A implies (Un | Au) = (Attn | tt) = An (un | u)- 1ula (6) motivates the following definition: F(A)u DY FOn)( tte | win. 2) ee 4 quite natural to define the domain of definition D(F(A)) of the oper- F(A) as follows: u€D(F(A)) iff the series (7) converges. the convergence criterion for abstract Fourier series (Proposition 5 in ion 3.1), we get co 5 wED(F(A)) iff S>1F(An)(un | u))? < 00. I heiple of ‘we apply this to (6), then we obtain | classic UEDA) iff > [An(tn | u)/? < 00. (8) jreal mi nel inctional ‘turns out that Ff the linear operator A: D(A) C X + X is self-adjoint, then condition Is if we is satisfied. is way the functional calculus leads to self-adjoint operators in a naturalkiple Problems 191 Le., C9°(G) is dense in La(G). 2.13c. Show that C(G) is dense in L(G). Solution: Note that C3°(G) C C(G) and use Problem 2.13b. 2.14. Show that both Cg°(G)c and C(G)e are dense in L2(G)c. Hint: Use the same arguments as above. 2.15. Separability (Proof of Corollary 8 in Section 2.2) 2.15a. Let G = Ja, { be a bounded open interval in R. Show that L2(G) & separable. Solution: Let u € Lo(G) and ¢ > 0 be given. By Problem 2.13c, the set ee Cia, t] is dense in Lo(G), ie., there is a function v € Cla,6] such that 4 ows ([-»re) =e By the Weierstrass approzimation theorem (Proposition 2 in Section 1.25), the set of polynomials with real coefficients is dense in the Banach ‘space C(a, |, i.e., there is a real polynomial p such that lv Bll. = max, lua) — ple)| <¢. Et us introduce M := set of all polynomials with rational coefficients. > 0, there By the proof of Corollary 3 in Section 1.26, for each polynomial p, there is + polynomial g € M such that \Ip— alle 0, there is a g € M such that \lu = all < [lu — vl] + Jv — al] 2, then the operator B is not surjective. More There are functions } € C(G) jor which equation (@") has ne This is identical to the fact that problem (9) has not always solution if f € C(G). ‘The idea of Friedrichs was to extend the operator Btos operator A: D(A) CX 4 X, ie., we have Bu=Au for dl ue D(B) nd D(B)S DA The operetat Ais cdled She Briairichs estension of the B. It tums out that the equation WE SHB has a unigue solution u for each given f € X. This solution u of be regarded as «a generalized solution to the classic problem (9) In terms of the expansion (6), the situation is as follows. If G has @ ciently smooth boundary, then the symmetric operator B: D(B) CX Shas an ortnonormad syseI Yur, Wo,..} Kassie eigenfunctions, compre in the Milbed. spss K = Un(G). These eigenfunctions te spond to eigensolutions of the following classic eigenvalue provlem: on G,192 2. ‘Hilbert Spaces, Orthogonality, and the Dirichlet Principle Solution: There exists a sequence (G,) of bounded open intei such that G1 ¢ Gz C+ CG and fi ifgzeGn xa) = 19 fR-G,, Moo = {xngi'g € M and n = 1,2,...}. Let u € Lo(G) and ¢ > 0 be given. There exists a bounded int with J CG and i julde < e?, los by a well-known property of the Lebesgue integral. Choose some i Gn such that J CG, C G. Then f |uPde <2, G-Ga By Problem 2.15, there is a polynomial q €M such that [ Weare, lon Hence iis xeal? =f luPae + [ju aPax <2e?. G-Gn Gn Consequently, the countable set Moo is dense in L(G), i.e., La(G) arable. 2.16. Let G be an open interval in R, Show that LE(@) is separable. Use an analogous argument as in Problem 2.15, based on pol with complez coefficients. 2.17. Let G be a nonempty open set in RY, N > 1, Show that Lo(| LE(G) are separable. Hint: Use the same arguments as above. Replace the one-dir Weierstrass approximation theorem with the N-dimensional Wei approximation theorem (cf. Problem 1.19b in AMS Vol. 109). 2.18.* The Sobolev embedding theorems. An elementary approach Sobolev embedding theorems can be found in Zeidler (1986), Vol. 2, 21.3. Study these proofs. The appendix to Zeidler (1986), Vol. 2, co1Problems 193 sammary of important material related to the Sobolev embedding theorems (relation to the theory of generalized functions, interpolation theory, etc.). We also recommend Gilbarg and Trudinger (1983). 2.19. A formal relation for the 6-function. Let f:R— R be a C!-function shat has precisely the zeros 1,...,2,. In addition, assume that f'(z;) #0 fr all j. Use the formal definition of the 6-function to show that a 4(F(@)) = 6c -2;)| f(z)" for all z ER. ja This relation is frequently used by physicists (cf. Standard Example 18 in Section 5.24). For example, if a #0, then 8(a- a) +4(z +a) 6(2? — a?) Fal for alla eR. some Solution: Let ¢ € O7°(R), and let 9; be the inverse function to f in 2 sufficiently small neighborhood of x, such that f(g;(y)) = y. Then, for sufficiently small ¢ > 0, foceneaas= 3 [™ asenoteee 83 =D [ swpotascuniasntey g 79s = 4(95(0))195(0)| = So ole,)IF'(es)I?- 3 3260 5. Self-Adjoint Operators, the Friedrichs Extension, etc. ie. A is an extension of B. In turn, Bp is an extension of A. In terms of Fourier series, the energetic space Xz of the symmetric erator B:D(B) ¢ X + X from (10) is given through Xg= {» ex: Ss Ani(un ine} <0. nal If the operator B corresponds to the classic boundary-value problem for the Poisson equation, i.e., B is given through (9*), then Xz =Wi(@), ie., the energetic space is a Sobolev space. ‘As we shall show in this chapter, the compactness of the embeddi WA@ C116) plays a fundamental role. This is the famous Rellich compactness Tn fact, this compact embedding guarantees that the Laplacian boundary conditions possesses a complete orthonormal system of functions in the Hilbert space Lo(@), ie., series (10) is conver result will be critically used in order to solve the heat and wave Que apMrowh fuskiGes the clessic Fourier method of physicists. The Friedrichs extension represents the functional analytic core ematical physics. ‘This approach is closely related to the fundamental physical o energy. In quantum physics, physical states correspond to unit vectors: Hilbert space and the physical quantities (e.g., energy, momentum, on) correspond to self-adjoint operators. This will be discussed in 5.14. In Section 5.2 we shall show that Self-adjoint operators are closely related to both orthogonality eralized derivatives. 5.1 Extensions and Embeddings Definition 1. Let A: D(A) ¢ X + ¥ and B:D(B) CX + ¥ be tors, where X and Y are linear spaces over K. We write BCA iff Au=Bu forall u€ D(B) and D(B) ¢ D(A).3 Hilbert Spaces and Generalized Fourier Series The interplay between generality and individuality, deduction and construction, logic and imagination—this is the profound essence of live mathematics. Any one or another of the aspects can be at the center of a given achievement. In a far-reaching development all of them will be involved. Generally speaking, such a development will start from the “conerete ground,” then discard ballast by abstraction and tise to the lofty layers of thin air where navigations and observations are easy; after this fight comes the crucial test of landing and reaching specific goals in the newly surveyed low plains of individual “reality.” In brief, the Aight into abstract generality must start from and return to the concrete and the specific. Richard Courant (1888-1972) Let f:R — R be a function of period 2m. Then, the corresponding clas- sical Fourier series reads as follows: F(x) = 209 + Yay cos ke + by sin ke, q@) = with the so-called Fourier coefficients a= | f(z)coskede, k=0,1,2,..., baat | f(2)sinkede.196 3._Hilbert Spaces and Generalized Fourier Series From the physical point of view, relation (1) tells us that the 2r-peri “oscillation” f can be represented as a superposition of simple “ oscillations” A(e) := coske, sinke, of period 32, where k = 1,2,.... The Fourier coefficients ay and by respond to the amplitudes of the harmonic oscillations (2). For if |ax| is large for some k, then the harmonic oscillation z + coskz tributes strongly to the oscillation f, Therefore, physicists are inte in such periods 3% for which |a,| or |bx| are large with respect to the Fourier coefficients. For example if f:R + R has the period 2n with fe) F(F-lel) for -e ay cos ke + by sin ke, =I and || || denotes the norm on La(—n,n). Explicitly, ~ én(2))?de262 5. Self-Adjoint Operators, the Friedrichs Extension, etc. In the general case of Definition 3, we may identify u with J(u). makes sense since j:X —+ Y is injective. In this sense, we may regard’ space X as a subset of Y, and we may write X CY instead of “X for brevity. Standard Example 4. Let G be a nonempty bounded open set is N > 1. Then, the following hold true: (i) The embedding G(G) ¢ La(G) is continuous. (ji) The embedding W}(G) ¢ La(G) is compact This is the prototype for embedding theorems, which play @ fun‘ role in moder analysis. Proof. Ad (i). We are given u € C(G). Let j(u) denote the el L(G) that corresponds to u. Then ulin =(f, ites) <(f, a=) mg {u(z)) < const|lullo(e) ‘Thus, the operator j:C(G) — Lo\G) is \hnesr and corthnusns. Moreover, 7 is also injective. In fact, if j(u) = j(v) and u,v € C(G)y u(c) =v(2) for almost all x € G. Since u and v are continuous, this implies u(x) = v(z) for all x € G. ‘Ad (ii). This is the famous Rellich embedding theorem, which proved in Section 5.7. Definition 5. Let X, Y, and Z be linear spaces over K, and let A: Dt X —Y and B:D(B) C X +Y be linear operators. For each a € define the operators (aA)u:=aAu for allue D(A), and (A+B)u:=Au+Bu for allue D(A)ND(B), ie, D(A) = D(A) and D(A + B) = D(A)ND(B). Let C:D(C) ¢ ¥ — Z be a linear operator. We set (CA)u:= (Au) — for all u€ D(A) with Au € D(C). Obviously, the operators aA, A+B, and CA are also linear.3. Hilbert Spaces and Generalized Fourier Series 197 © FIGURE 3.1. also show that this corresponds to the convergence of the Gauss of least squares. nineteenth century, mathematicians and physicists also used more series expansions than (1) of the following form: (2) = Yeefile), reG, (3) pat Gis a nonempty open set in RY, and the functions fo, fi,... satisfy ied orthogonality relation (fe | fm) = f fel2)fn(2)dz = bim, oym=Oh.... (4) = Oifk # mand bim = 1 if k = m. Observe that (: | ») represents product in the Hilbert space Lo(G). (4), it is easy to compute the unknown coefficients cy formally. multiplying (3) with f(z) and integrating over G, it follows for- ‘Bom (4) that on = (Ff) f feNm(a)de, m= 0,1... ‘ebstract results will show that the infinite series (3) converges in the space L2(G) provided the set of all the real linear combinations Varfe, — 00).,0n€R, n=0,1,..., Pd198 3. Hilbert Spaces and Generalized Fourier Series is dense in L(G). This is a quite natural result. In Chapters 4 and 5 we shall show that series expansions of the form (3) are closely related to eigenvalue problems for integral equations and differ- ential equations where fo, f1,... are the corresponding eigenfunctions. Is terms of physics, for example, the infinite series (3) represents the oscilla- tions of an elastic body as a superposition of “eigenoscillations.” Mor in quantum mechanics the eigenfunctions f, from (3) correspond to bow states of atoms and molecules with a well-defined energy, whereas (3) scribes the superposition of a state f by means of the energy states fi. ‘The continuous version of the Fourier series (1) is given through Fourier integral f(a) = (2m) f a(kje*dk, co <2 < 00, with a(k) = (2n)-4 fa fla)edz, -0o ental], | and we consider the following minimum problem: F(Coy+++4¢m)=min!, — 0,...,¢m €K, (11) according to the least-squares method of Gauss. Proposition 4. Assume (H). Then, the unique solution of (11) is given through the Fourier coefficients cn = (Un | u), n=0,...,m. Proof. By (8), f= (« a Sat Ju- San) (ot) at mo = (ul u) ~ S7 en(un | u) — Do en(u | ug) + Pre get mo i Hence im Ee J (6) = ull? — 0 (een | uP + SO Mtn | w) — enl?. (12) m= am The smallest value of f is attained for cy = (un | u),n=0,...,m. a In particular, it follows from (9*) that llu—Sml|? < f(c) for all c€ K™ and all m. (13) By (12), [fu — 3m? = [lu]? => Inu)? for allue X andallm. (14) n=0268 _ 5. Self-Adjoint Operators, the Friedrichs Extension, etc. ‘To prove this we will use the same arguments as in the proof of sition 7 from Section 2.2. To this end, we set wala) og(@—voddy, mB (gee (115) in Chapter 2). Then, tn € C3°(R)c for all m, and we get tn = in L§(R) asn— co. Sizce for fixed 2 €R, the function y ++ $3 (2 ~ y) belongs to the s CF (R), it follows from the definition of the generalized derivative that (a) = [ Beate -veav= - f {Zexce-w} oer = [ oa (e—vv'wiev. Hence v/, + v’ in L§(R) as n + 00, by Problem 2.12(7). Since the function 3 is real, we also get ti, 76 and WU) inL{R) ano. Step 2: We want to show that the operator Ais skew-symmetric. ing v with @, in (20) and letting n + 00, we get [We = ~ [woe for all u,v € D(A). IR a Hence (Av |u)=—(v| Au) for all uv € D(A). Step 3: We prove that the operator A is skew-adjoint. In fact, it fc from (Av|u)=—(v|w) forall v € D(A) and fixed u,w €X that [Wuee=- [owes for all v € CP (Rc. ln ln ‘Thus, we get w' = w in the generalized sense, ie., w = Au. By Pro 6, Ais skew-adjoint. ‘Ad (ii). This follows from Proposition 6(ti!). ‘The following example shows that the notion of the generalized deri is quite natural from the operator theory viewpoint. Example 9. Let X := L§(R). In contrast to the preceding Standard ample &, let us consider the classic differential operator (Bua) =u) forall ze R, where D(B) := {ue C'(R):u,u' € X}. Then202 3. Hilbert Spaces and Generalized Fourier Series Hence we obtain the following Bessel inequality: YS \(un | wl? < fu? for all u € X and all m. n=0 Proposition 5 (Convergence criterion), Let {un} be a countable ort mal system in the Hilbert space X over K. Then, the series Senta, tn €K for all n, n=0 is convergent iff the series ~~ |cn|? is convergent. Proof, Let Sm := Cfo Cntn- By (8); m+k mtk [Sm+k— Smal? =|} D> ental] = D2 lens jn=me+ nemet for all m, k=1,2,.... If 5, lenl? is convergent, then (Sym) is a Cauchy sequence. Hence: is convergent, i.e., Sy, Cntin is convergent. Conversely, if 5°, Cntén is convergent, then (Syn) is a Cauchy se and hence 5°, |enl* is convergent, by (16). It follows from Proposition 5 and the Bessel inequality (15) that fo u€ X the Fourier series is convergent, i.e., there is some v € X such = lee | tt. a0 However, it is possible that v # u. But if the orthonormal system { complete, then v = u for all u € X. Theorem 3.A. Let {un} be a countable orthonormal system in the B space X over K. Then, the following two conditions are equivalent: (i) The system {un} is complete in X. (i) The linear hull of {un} is dense in X. Proof. (i) = (ii). This is obvious, by Definition 1. (ii) = (i). For given € > 0, there exist coefficients co,...¢m € that m 2 f= |]u- Lentini] ax coske + b sin kz, (1 t= =f u(x) coske dz, bie: a u(a)sinkede, k= 0,1,2,-... In fact, (am | wuam(2) = 77 (7, ue) sinmadz) sina, m = 1,2,. and so on. Consequently, Proposition 1 implies the following corollary. Corollary 2. For each u € La(—n,7), the classic Fourier series conu in Ly(—1,7), te, 2 = m aim, [ (ue) = 2409 — Prax coskz + besin ix) dz =0. =. k=l The proof of Proposition 1 will be based on the following classic imation theorem due to Weierstrass (see Lemma 3). Let T denote the of all trigonometric polynomials, ie., p € T if pz) := an cosna + 6, sine, a=0 where m = 0,1,..., and all the coefficients on, B, are real numbers. follows from the classical addition theorems for sin(:) and cos(:) that pqéT implies pgeT.5.2 Self-Adjoint Operators 269 (i) The operator B: D(B) € X — X is skew-symmetric but not skew- adjoint (ii) For each a € R with a # 0, the operator aiB is symmetric but not self-adjoint. ‘of. Ad (i). By Step 2 of the preceding proof, B is skew-symmetric. Set (2) if £0, w(0) ‘As in Example 5 from Section 2.5.2, we obtain that in the generalized sense. However, u ¢ D(B), since u is not C?, By Standard Example 8, Au=w. Hence the operator A is a proper skew-symmetric extension of B. Thus, B is not skew-adjoint, by Corollary 7. Ad (ii). This follows from (i) and Proposition 6(ii). o Standard Example 10 (The multiplication operator). Let X := L§(R). Define (Mu)(z):=cu(x) for alle ER, where D(M) := {u € X:Mu € X}. Then, the operator M:D(M) ¢ X + X is self-adjoint. The self-adjoint operators iA and M from Standard Examples 8 and 10 spond to momentum and position in quantum mechanics, respectively Section 5.14). ‘oof. For all u, v € D(M), (atu |») = [Tae oeyte = f TE) ov(eyyde = (u | Mr. ce M is symmetric. Moreover, it follows from (Mu|v)= ‘u|w) — for all u€ D(M) and fixed v, we X [eevee = s ule)u(e)dz for all u € CR°(R)c. R5.2 Self-Adjoint Operators 271 This implies (Pu; |u2) =(ui| Pug) for all wuz € X. Hence P = P*, ie., P is self-adjoint. If v € M, then v = v +0, where v € M, 0 € M+. Hence Pu = v. By (23), Pu=Pv=v=Pu_ forallue X. Therefore, P? = Ad (ii). Set M := P(X). Since P is linear, M is a linear subspace of X. I follows from P? = P that M is closed. In fact, let (tn) be a sequence fa M such that un u as n — oo, Then, un = Pu, for some v, and Pun = P?vq = Pty = Un. Hence : lim. Un = lim Puy = Pu, ., u € M, Furthermore, since P is self-adjoint and P? = P, we get (Pu| (I- P)v) = (Pu|v) —(Pu| Pv) =(Pul|v)-(P?u|v)=0 — forallu,ve M. ce (I — P)v € M+ for all v € X. Thus, it follows from u=Pu+(I-P)u, PueM, (I-PueM?, 1: P is the orthogonal projection from X onto M. o position 13. Let A: D(A) © X + X be a linear symmetric operator the Hilbert space X, where R(A) is dense in X. Then, (ay = (ay re all the appearing inverse and adjoint operators exist. If, in addition, A is self-adjoint, then so is A~’. ‘of. The operator A is injective. In fact, Au = 0 implies (u| Av) =(Au|v)=0 for all v € D(A). ce R(A) is dense in X, u = 0. The operator A* is also injective. In fact, if A*u = 0, then it follows from (Av|u)=(v| Atu)=0 for all ve D(A) tu=0. Consequently, the inverse operators Aq! and (A*)-* ezist. Since A!) = R(A) and R(A) is dense in X, the adjoint operator (A-*)*206 3. Hilbert Spaces and Generalized Fourier Series By the triangle inequality, max, |f(z)-r(a)| <é a, Step 9: In the general case, we use the decomposition fla) =27(F(a) + fl-a)) + 27°(F(@) ~ F(-2)), and we apply Steps 1 and 2 to the even part and odd part, resp Observe that f(z) - f(—2) =0 for = 0,7. Corollary 4. The set T of trigonometric polynomials is Iy(-1,7)- Proof. Let u € Lo(—7,7), and let € > 0 be given. By Propositi Section 2.2, the set [7,7] is dense in La(—n,7). Thus, there continuous function f:[—m,7] + R such that tw- sis (fie) - fleas)" ——_ cosna = ' 2 Pa and : a mn _ grime A ei™dg = Sma £1, 42 ie = 122,009 by a simple computation. By Corollary 4, the set T = span{uo, us,...} is dense in La( follows from Theorem 3.A that the orthonormal i ae onormal system {un} is272 5. Self-Adjoint Operators, the Friedrichs Extension, etc. Set B:= (A71)*. We have (ul v) = (A-tAu| v) = (4u| Bo) for all ue D(A), ve D(B), ( and (e|w) = (AAT2 | w) = (Ar#z | At) for all we D(A"), 7 € D(A ¢ It follows from (24) that Bu € D(A") and (ulv) = (ul A*Bv) for all ue D(A), v € D(B). Since D(A) is dense in X, this implies AXBu=v forall ve D(B). Analogously, it follows from (25) that BATw=, for all w € D(A’). ¢ Hence B = (A*)~1, by Proposition 6 in Section 1.20, i.e., (A~?)* = (4°) If A is self-adjoint, then A = A*, and hence (A~*)* = (4*) f.e., AW? is also self-adjoint. Proposition 14. Let A: D(A) ¢ X + X be a linear operator where Dj is dense in the Hilbert space X over K. Suppose that there exists a sequer (un) in D(A*) such that Un —>u and Attn —+v inX — asm—+ 00, Then, u € D(A*) and Atu=v. ‘This implies that if A is self-adjoint or skew-adjoint, then tin and Atn—v inX asn—0o imply u € D(A) and Au =v (cf. Problem 5.3). Proof, Letting n — oo, it follows from (Aw | tin) =(w| A'tin) for all w € D(A) ! that (Aw | u) = (w |v) for all w € D(A). Hence A*u = v. Proposition 15. For a linear operator U:X + X on the Hilbert spac over K, the following four conditions are mutually equivalent: () U is unitary, ie., U is surjective and (Uv | Uw) = (v | w) fo vjweX.