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The Friedrichs Extension of Singular Differential Operators

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410 MARLETTA AND ZETTL<br />

We now turn our attention to Hamiltonian systems. Every 2n-th order<br />

differential equation involving a formally symmetric operator such as M is<br />

equivalent to a Hamiltonian system. (One possible transformation from the<br />

2n-th order equation to a Hamiltonian system is given in (14, 15) below.)<br />

We consider Hamiltonian systems <strong>of</strong> the form<br />

Jy$=S(x, *) y, (11)<br />

where J is a 2n_2n symplectic matrix and S a2n_2n symmetric matrix<br />

given by<br />

J= \ 0<br />

I<br />

&I<br />

0 + , S(x, *)= \ S11(x, *)<br />

S T<br />

12<br />

S 12<br />

, (12)<br />

S22(x)+ where S 11 is real and symmetric for * # R and S 22 is positive semidefinite.<br />

We partition the solution vector y as<br />

u<br />

y= \ v+ ;<br />

where u and v are vectors <strong>of</strong> length n; in case <strong>of</strong> ambiguity we shall denote<br />

these vectors by u y and v y to indicate that they belong to y. We restrict our<br />

attention to systems which are normal.<br />

Definition 3. A Hamiltonian system is said to be normal on an interval<br />

(a, b) if it has no solutions with u(x)=0 for all x #(a, b) and v(x){0<br />

for some x #(a, b).<br />

In particular, systems arising from differential equations w &1 My=*y<br />

have this property.<br />

A second property which will be <strong>of</strong> paramount importance is that <strong>of</strong><br />

disconjugacy.<br />

Definition 4. <strong>The</strong> Hamiltonian system (11) is said to be disconjugate<br />

on an interval (:, ;) (a, b) if for every interval (c, d) (:, ;) whose<br />

endpoints are regular points <strong>of</strong> the differential equation, the boundary<br />

value problem<br />

Jy$=S(x, *) y, u y(c)=0 # R n , u y(d)=0 # R n<br />

has only the trivial solution.<br />

(13)<br />

Notice that the property <strong>of</strong> disconjugacy is *-dependent.<br />

Given a 2n-th order differential equation w &1 My=*y, an associated<br />

Hamiltonian system can be defined in a number <strong>of</strong> ways. <strong>The</strong> method

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