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Spectral Theory in Hilbert Space

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74 11. STURM-LIOUVILLE EQUATIONS<br />

Tak<strong>in</strong>g the imag<strong>in</strong>ary part of this and us<strong>in</strong>g the fact that ψ satisfies<br />

the boundary condition at b so that Im(ψ ′ ψ) → 0 at b we obta<strong>in</strong><br />

(11.2) 0 ≤<br />

b<br />

a<br />

|ψ(·, λ)| 2 =<br />

Im m(λ)<br />

Im λ ,<br />

s<strong>in</strong>ce a simple calculation shows that Im(ψ ′ (a, λ)ψ(a, λ)) = Im m(λ). It<br />

follows that m has all the required properties of a Nevanl<strong>in</strong>na function.<br />

<br />

Before we proceed, we note the follow<strong>in</strong>g corollary, which completes<br />

our results for the case of a discrete spectrum.<br />

Corollary 11.7. Suppose both endpo<strong>in</strong>ts of I are either regular or<br />

<strong>in</strong> the limit circle condition. Then for any selfadjo<strong>in</strong>t realization T the<br />

resolvent is compact. Thus there is a complete orthonormal sequence<br />

of eigenfunctions.<br />

Proof. By Theorem 8.4 it is enough to prove the corollary when<br />

T is given by separated boundary conditions. But as <strong>in</strong> the proof<br />

of Theorem 11.6 we can then f<strong>in</strong>d non-trivial solutions ψ−(·, λ) and<br />

ψ+(·, λ) of −v ′′ + qv = λv satisfy<strong>in</strong>g the boundary conditions to the<br />

left and right respectively. If Im λ = 0 the solutions ψ±(·, λ) can not be<br />

l<strong>in</strong>early dependent, s<strong>in</strong>ce this would give a non-real eigenvalue for T .<br />

We may therefore assume [ψ+, ψ−] = 1 by multiply<strong>in</strong>g ψ−, if necessary,<br />

by a constant. But then it is seen that ψ−(m<strong>in</strong>(x, y), λ)ψ+(max(x, y), λ)<br />

is Green’s function for T just as <strong>in</strong> the proof of Theorem 11.6.<br />

It is clear that the assumption implies that deficiency <strong>in</strong>dices equal<br />

2, so that ψ± are <strong>in</strong> L 2 (I). However, an easy calculation now shows<br />

that <br />

I×I<br />

|g(x, y, λ)| 2 dxdy ≤ 2ψ− 2 ψ+ 2 < ∞.<br />

Thus, accord<strong>in</strong>g to Theorem 8.7, the resolvent is a <strong>Hilbert</strong>-Schmidt<br />

operator, so that it is compact. <br />

If at least one of the <strong>in</strong>terval endpo<strong>in</strong>ts is s<strong>in</strong>gular and <strong>in</strong> the limit<br />

po<strong>in</strong>t condition the resolvent may not be compact (but it can be!). In<br />

this case the only boundary condition will be a separated boundary<br />

condition at the other endpo<strong>in</strong>t, unless this is also <strong>in</strong> the limit po<strong>in</strong>t<br />

condition, when no boundary conditions at all are required.<br />

We now return to the situation treated <strong>in</strong> Theorem 11.6 when I =<br />

[a, b) with a regular, and T is given by the separated condition (10.7)<br />

at a, and another separated condition at b if needed. S<strong>in</strong>ce the mcoefficient<br />

is a Nevanl<strong>in</strong>na function there is a unique <strong>in</strong>creas<strong>in</strong>g and<br />

left-cont<strong>in</strong>uous matrix-valued function ρ with ρ(0) = 0 and unique real

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