Dissipative Sturm-Liouville Operators with Transmission Conditions
Abstract
In this paper we study dissipative Sturm-Liouville operators with transmission conditions. By using Pavlov’s method (Pavlov 1947, Pavlov 1981, Pavlov 1975, and Pavlov 1977), we proved a theorem on completeness of the system of eigenvectors and associated vectors of the dissipative Sturm-Liouville operators with transmission conditions.
1. Introduction
Spectral theory is one of the main branches of modern functional analysis and it has many applications in mathematics and applied sciences. There has recently been great interest in spectral analysis of Sturm-Liouville boundary value problems with eigenparameter-dependent boundary conditions (see [1–14]). Furthermore, many researchers have studied some boundary value problems that may have discontinuities in the solution or its derivative at an interior point c [15–19]. Such conditions which include left and right limits of solutions and their derivatives at c are often called “transmission conditions” or “interface conditions.” These problems often arise in varied assortment of physical transfer problems [20].
The spectral analysis of non-self-adjoint (dissipative) operators is based on ideas of the functional model and dilation theory rather than the method of contour integration of resolvent which is studied by Naimark [21], but this method is not effective in studying the spectral analysis of boundary value problem. The functional model technique acts a part on the fundamental theorem of Nagy-Foiaş. In 1960s independently from Nagy-Foiaş [22], Lax and Phillips [23] developed abstract scattering programme that is very important in scattering theory. Pavlov’s functional model [24–28] has been extended to dissipative operators which are finite dimensional extensions of a symmetric operator, and the corresponding dissipative and Lax-Phillips scattering matrix was investigated in some detail [5–14, 22–27, 29, 30]. This theory is based on the notion of incoming and outgoing subspaces to obtain information about analytical properties of scattering matrix by utilizing properties of original unitary group. By combining the results of Nagy-Foiaş and Lax-Phillips, characteristic function is expressed with scattering matrix and the dilation of dissipative operator is set up. By means of different spectral representation of dilation, given operator can be written very simply and functional models are obtained. The eigenvalues, eigenvectors and spectral projection of model operator are expressed obviously by characteristic function. The problem of completeness of the system of eigenvectors is solved by writing characteristic function as factorization.
The purpose of this paper is to study non-self-adjoint Sturm-Liouville operators with transmission conditions. To do this, we constructed a functional model of dissipative operator by means of the incoming and outgoing spectral representations and defined its characteristic function, because this makes it possible to determine the scattering matrix of dilation according to the Lax and Phillips scheme [23]. Finally, we proved a theorem on completeness of the system of eigenvectors and associated vectors of dissipative operators which is based on the method of Pavlov. While proving our results, we use the machinery of [5, 7–10].
2. Self-Adjoint Dilation of Dissipative Sturm-Liouville Operator
Let L0 denote the closure of the minimal operator generated by (1) and by D0 its domain. Besides, we denote the set of all functions f(x) from H such that f, f′ ∈ ACloc (I), f(c±), f′(c±) one-sided limits exist and are finite and l(y) ∈ H; D is the domain of the maximal operator L. Furthermore, [21].
Let us add the “incoming” and “outgoing” subspaces D− = L2(−∞, 0) and D+ = L2(0, ∞) to H. The orthogonal sum H = D− ⊕ H ⊕ D+ is called main Hilbert space of the dilation.
Theorem 1. The operator ℒG is self-adjoint in ℋ and it is a self-adjoint dilation of the operator .
Proof. We first prove that ℒG is symmetric in ℋ. Namely, . Let f, g ∈ D(ℒG), and . Then we have
The self-adjoint operator ℒG generates on ℋ a unitary group Ut = exp (iℒGt) (t ∈ ℝ+ = (0, ∞)). Let us denote by P : ℋ → H and P1 : H → ℋ the mapping acting according to the formulae and . Let Zt : = PUtP1, t ≥ 0, by using Ut. The family {Zt} (t ≥ 0) of operators is a strongly continuous semigroup of completely nonunitary contraction on H. Let us denote by BG the generator of this semigroup. The domain of BG consists of all the vectors for which the limit exists. The operator BG is dissipative. The operator ℒG is called the self-adjoint dilation of BG (see [10, 21, 30]). We show that BG; hence ℒG is self-adjoint dilation of BG. To show this, it is sufficient to verify the equality
3. Functional Model of Dissipative Sturm-Liouville Operator
- (1)
UtD− ⊂ D−, t ≤ 0 and UtD+ ⊂ D+, t ≥ 0,
- (2)
∩t≤0UtD− = ∩t≥0UtD+ = {0},
- (3)
,
- (4)
D−⊥D+.
Definition 2. The linear operator A with domain D(A) acting in the Hilbert space H is called completely non-self-adjoint (or simple) if there is no invariant subspace M⊆D(A)(M ≠ {0}) of the operator A on which the restriction A to M is self-adjoint.
To prove property (3) of the incoming and outgoing subspaces, let us prove following lemma.
Lemma 3. The operator is completely non-self-adjoint (simple).
Proof. Let H′ ⊂ H be a nontrivial subspace in which induces a self-adjoint operator with domain . If , then and
Let us define , .
Lemma 4. The equality H− + H+ = ℋ holds.
Proof. Considering property (1) of the subspace D+, it is easy to show that the subspace ℋ′ = ℋ⊝(H− + H+) is invariant relative to the group {Ut} and has the form ℋ′ = 〈0, H′, 0〉, where H′ is a subspace in H. Therefore, if the subspace ℋ′(and hence also H′) was nontrivial, then the unitary group restricted to this subspace would be a unitary part of the group {Ut}, and hence, the restriction of to H′ would be a self-adjoint operator in H′. Since the operator is simple, it follows that H′ = {0}. The lemma is proved.
Lemma 5. The transformation F− isometrically maps H− onto L2(ℝ). For all vectors f, g ∈ H− the Parseval equality and the inversion formulae hold:
Proof. For f, g ∈ D−, f = 〈φ−, 0,0〉, g = 〈ψ−, 0,0〉, with Paley-Wiener theorem, we have
We now extend the Parseval equality to the whole of H−. We consider in H− the dense set of of the vectors obtained as follows from the smooth, compactly supported functions in if f = UTf0, f0 = 〈φ−, 0,0〉, , where T = Tf is a nonnegative number depending on f. If , then for T > Tf and T > Tg we have U−Tf, U−Tg ∈ D−; moreover, the first components of these vectors belong to Therefore, since the operators Ut(t ∈ ℝ) are unitary, by the equality
Lemma 6. The transformation F+ isometrically maps H+ onto L2(ℝ). For all vectors f, g∈H+ the Parseval equality and the inversion formula hold:
Proof. The proof is analogous to Lemma 6.
Thus, the transformation F− isometrically maps H− onto L2(ℝ) with the subspace D− mapped onto and the operators Ut are transformed into the operators of multiplication by eiλt. This means that F− is the incoming spectral representation for the group {Ut}. Similarly, F+ is the outgoing spectral representation for the group {Ut}. It follows from (38) that the passage from the F− representation of an element f ∈ ℋ to its F+ representation is accomplished as . Consequently, according to [22], we have proved the following.
Theorem 7. The function is the scattering matrix of the group {Ut} (of the self-adjoint operator ℒG).
Theorem 8. The characteristic function of the maximal dissipative operator coincides with the function SG(λ) defined by (27).
4. The Spectral Properties of Dissipative Sturm-Liouville Operators
Theorem 9. For all the values of G with Im G > 0, except possibly for a single value G = G0, the characteristic function SG(λ) of the maximal dissipative operator is a Blaschke product. The spectrum of is purely discrete and belongs to the open upper half-plane. The operator (G ≠ G0) has a countable number of isolated eigenvalues with finite multiplicity and limit points at infinity. The system of all eigenvectors and associated vectors of the operator is complete in the space H.
Proof. From (35), it is clear that SG(λ) is an inner function in the upper half-plane, and it is meromorphic in the whole complex λ-plane. Therefore, it can be factored in the form