- Research
- Open access
- Published:
Defect index of the square of a formally self-adjoint second-order difference expression
Advances in Difference Equations volume 2014, Article number: 48 (2014)
Abstract
This paper is concerned with the defect index of the square of a formally self-adjoint second-order difference expression with real coefficients, which, in fact, is a class of formally self-adjoint fourth-order difference expressions. Sufficient and necessary conditions for such fourth-order difference expression to be a limit-2 case, a limit-3 case, and a limit-4 case are given, with respect to the limit case of the second-order difference expression. These results parallel the well-known results of Everitt and Chaudhuri for differential expressions.
MSC:39A10, 34B20.
1 Introduction
In this paper we discuss properties of the defect index of a class of fourth-order formally self-adjoint difference expressions, which is derived from squaring the second-order difference expression,
where
Δ and ∇ are forward and backward difference operators, respectively, i.e. and ; the discrete time interval ℐ is bounded from below; without loss generality, we denote ; and the functions , are all real-valued and for .
According to the classical von Neumann theory (cf. [1, 2]) and its generalization (cf. [3]), a symmetric operator or a non-densely defined Hermitian operator has a self-adjoint extension if and only if its positive and negative defect indices are equal and its self-adjoint extension domains have a close relationship with its defect index. So it is very important to determine the defect indices of both differential and difference expressions in the study of self-adjoint extensions.
The problem on the defect index of the second-order formally self-adjoint linear differential expression with real coefficients
was first studied by Weyl [4]. It is well known that the defect index of ℒ is equal to the number of linearly independent square integrable solutions of equation for each , where ℂ and ℝ denote the sets of the complex and real numbers. Later, some authors studied the defect index of , which, in fact, is a class of fourth-order formally self-adjoint linear differential expressions with real coefficient, and they have obtained a few excellent results [5–8].
The study of second-order difference expressions L began with Atkinson’s work [9] and the properties of its defect index have been sufficiently discussed. It is well known that the defect index, say is equal to the number of linearly independent solutions which are square summable of the difference equation
for any . The value range of defect index is one or two. The second-order difference expression L is called a limit-point case at if , that is, (1.3) has just one solution which is square summable for any point ; and it is a limit-circle case at if , that is, (1.3) has two linearly independent solutions which are square summable for any λ, real or complex. All difference expressions of the form (1.2) come within the limit-point, limit-circle classification which depends only on the coefficients p and q and not on the parameter λ. Several criteria of the limit-point and limit-circle cases have been established [10–13].
The general form of a formally self-adjoint fourth-order difference expression with real coefficients is
where are all real-valued for , and for all .
Similarly as that of the second-order difference expression L, the defect index, say , of M is equal to the number of linear independent solutions which are square summable of the difference equation
for any . For such values of λ, the difference equation (1.5) may have two, three or four linearly independent solutions in and for any particular M the number of such solutions is independent of λ. So all such difference expressions as M can be classified into three cases: limit-2 (limit-point), limit-3 and limit-4 (limit-circle) cases. In the limit-circle case all solutions are square summable whether ℑλ is zero or not.
In comparison with the second-order difference expressions L, fewer criteria for the limit case of the difference expressions M have become known. Recently, it has been shown that all values of the defect index from 2 and 4 can be realized and some criteria for the limit-point case were given in [14].
In this paper, we focus on the fourth-order difference expression and discuss the relationship of the limit cases between L and . It is worth noting that, different from the differential expression, the maximal operator generated by the difference expression L or M may be multi-valued, and the minimal operator may be non-dense [15, 16]. To solve this problem, we will apply the theory of subspaces to discuss the spectral theory of such a difference expression.
The rest of the paper is organized as follows. In Section 2, some preliminary work is given, including some basic concepts and useful results as regards subspaces, and the known result of the second-order difference expression L and the fourth-order difference expression M. In Section 3, we pay attention to the defect index of the difference expression . Sufficient and necessary conditions for to be limit-2 (limit-point), limit-3 and limit-4 (limit-circle) cases are given, separately. These results parallel the Chaudhuri and Everitt’s result for differential expressions [5]. In the special case , which covers a number of examples which arise in practice, we establish a criterion for both L and to be a limit-point case. In the final section, i.e., Section 4, some examples are given to show that all the cases of the difference expressions L and considered in Section 3 can be realized.
2 Preliminaries
In this section, we first recall some basic concepts and useful results about subspaces. The readers are referred to [3, 16].
Let X be a complex Hilbert space equipped with inner product , T be a linear subspace (briefly, subspace) in , and . Denote
It can easily be verified that if and only if T can determine a unique linear operator from into X whose graph is just T. For convenience, we will identify a linear operator in X with a subspace in via its graph.
Definition 2.1 [3]
Let T be a subspace in .
-
(1)
The adjoint of T is defined by
-
(2)
T is said to be a Hermitian subspace if . T is said to be a self-adjoint subspace if .
-
(3)
Let T be a Hermitian subspace. is said to be a self-adjoint subspace extension (SSE) of T if and is a self-adjoint subspace.
Definition 2.2 [16]
Let T be a subspace in . is called the defect space of T and λ, and is called the defect index of T and λ.
Lemma 2.1 A Hermitian subspace T in with is a self-adjoint subspace.
Proof It suffices to show that .
For any , since , there exists . Consequently, for any ,
Again by , it follows that , which implies that , and consequently, . Hence, T is a self-adjoint subspace. □
Let T and S be a subspace in . The product of T and S is defined by
Lemma 2.2 If T is a closed subspace in . Then is a self-adjoint subspace in .
Proof To show the result, we introduce an operator U in , similarly to that given for a graph of an operator (see [[17], §51]), by putting
It is clear that U is a unitary operator and , where I is the identity operator in .
Since T is a closed subspace in , so is UT. Therefore, the following formula is true:
Hence, by applying the operator U and , we have
Now, for any , it can be expressed uniquely in the form
or
where and . This yields
and, consequently,
where I is the identity operator in X. Thus, the range of coincides with the whole space X. Therefore, by Lemma 2.1, is a self-adjoint subspace in and since , one sees that also is self-adjoint. □
Corollary 2.1 If T is a self-adjoint subspace in , then so is , where is any integer.
Next we introduce some notation for (1.1) and (1.2). Denote
Clearly is a Hilbert space with the inner product
where in if and only if , i.e., , , while is the induced norm.
The Green’s formula for L is
where
The corresponding maximal and pre-minimal subspaces to L were defined in some existing literature (e.g., [16]) by
and
respectively, and the minimal subspace was defined by , where is the closure of . It has been shown in [16] that may be multi-valued, and and are only non-densely defined Hermitian operators in .
A sufficient condition for L to be a limit-point case has been given.
Lemma 2.3 [10]
L is a limit-point case at if
A complete characterization of self-adjoint extension of has been given in terms of boundary conditions. Here we recall one result which will be used.
Lemma 2.4 [16]
Assume that L is a limit-point case at . is a SSE of if and only if there exist real numbers a and b with such that
Next, we consider the fourth-order formally self-adjoint difference expressions M. The Green formula for M is
where
The corresponding maximal and pre-minimal subspaces to M are defined as follows:
and the minimal subspace is defined by . The following is a characterization of self-adjoint extension of in the case when M is a limit-point case at .
Lemma 2.5 [18]
Assume that M is a limit-point case at . is a SSE of if and only if there exists a matrix , satisfying , , and
where
and is the identity matrix.
Finally, in this section, we make it clear that is a special case of the fourth-order difference expressions M. In fact, from (1.2), one has
where
Further, applying L to (2.3), one has
where
Further, one has by formula (2.5) in [14] that
where
3 Main results
In this section, we first establish a sufficient and necessary condition for to be limit-circle case.
Theorem 3.1 is a limit-circle case at if and only if L is a limit-circle case at .
Proof We first consider the sufficiency. Suppose that L is a limit-circle case at . Choose a complex number μ such that the roots of , say and , are distinct. For each , let , be a fundamental set of solution of the difference equation
It can easily be verified that , , , form a fundamental set of solutions of
Since L is a limit-circle case at , , , . Hence, is a limit-circle case at .
Next we consider necessity. If is a limit-circle case at , we can choose μ and as above and conclude that all solutions of difference equation are in . Therefore, L is a limit-circle case at . The proof is complete. □
The following is a direct conclusion derived from Theorem 3.1.
Corollary 3.1 is a limit-point case or limit-3 case at if and only if L is a limit-point case at .
Theorem 3.1 completely describes the limit classification of in the limit-circle case. So we will assume, for the rest of this paper, that L is a limit-point case at . In addition, we will assume, in the following of this paper, that μ is complex with , and that , , are the two distinct complex roots of with for . Such a choice of μ is always possible.
A sufficient and necessary condition for to be a limit-point case is obtained.
Theorem 3.2 Let L be a limit-point case at . is a limit-point case at if and only if
Proof First, we consider the sufficiency. Suppose that (3.3) holds.
Consider then the two difference equations (3.1) for . Since L is in the limit-point case at and each , there will be two linearly independent solutions, and , of (3.1) which satisfy and . In addition, by repeated application of L to (3.1), we see that and are also solutions of (3.2).
Since with , it can easily be shown that these four solutions, , of (3.2) are linearly independent on ℐ and so forms a basis of solutions for (3.2).
Suppose now that the result to be proved is not true, i.e. that is not a limit-point case at . Then, from the Titchmarsh-Weyl theory of difference equations [19] or [20, 21], it follows that (3.2) must have exactly three linearly independent solutions in . Since is a basis of solutions for (3.2) and since for , it follows that there must be at least one linearly independent solution, say ψ, of (3.2) which is of the form
such that not all the are zero and .
Since ψ is a solution of (3.2), it follows that . So by the assumption (3.3), . So we have from this and the fact that ,
Since the matrix
is non-singular, one can see from (3.4) that for each . Since for all such j, it then follows that and this is a contradiction with the assumption. Hence is a limit-point case at .
Next we consider the necessity. Suppose that is a limit-point case at . Since L is a limit-point case at , by Lemma 2.4, , defined by (2.1), is a self-adjoint subspace extension of .
Consider the square , of the self-adjoint subspace . It is known by Corollary 2.1 that is also a self-adjoint subspace in , which can be characterized by
On the other hand, consider the subspace , generated by and the boundary conditions
A calculation shows that is a self-adjoint subspace derived from . In fact, by taking with
one can verify that , , and . So by Lemma 2.5, is a self-adjoint subspace derived from .
Thus, and are both self-adjoint subspaces derived from with . Since no self-adjoint subspace can have a strict self-adjoint restriction, one must have . If now we compare and , we see that implies that .
For any satisfying , we can redefine (if necessary) the values of x on , which are finite points, so that the boundary conditions in (3.5) are satisfied. Let the new function be . Then and consequently, . Since Lx and are different at finite points, it follows that . Hence, condition (3.3) holds.
The whole proof is complete. □
By the proof of Theorem 3.2, one can find some relationship of solutions of equations (3.1) and (3.2). Next, by exploiting this relationship, we prove a result which gives a necessary and sufficient condition for to be a limit-3 case at .
Theorem 3.3 Assume that L is a limit-point case at . Let be a solution of the equation for . Then is a limit-3 case at if and only if there exists a unique constant , such that
Proof Here it is worth noting that since and it follows that if (3.6) holds, then k is unique and not zero.
We first consider sufficiency. Assume that (3.6) holds. Define the function by
It can easily be verified that
It follows that since k is unique and not zero, while . Now if was in the limit-point case, then it would follow from Theorem 3.2 that , which is a contradiction. In addition, it follows from Theorem 3.1 that is not a limit-circle case. So it must be a limit-3 case at .
Next, we consider the necessity. Suppose that is a limit-3 case at . Let be a solution of (3.1) for . Thus we get four solutions, , , , , of (3.2). By the discussion in the proof of Theorem 3.2, it follows that these four solutions are linearly independent on ℐ and so they form a basis of solutions for (3.2). Since is a limit-3 case at , there exists exactly one solution which belongs to and is linearly independent of and , say ψ, of (3.2), which is a linear combination of and , i.e.,
It is evident that since . Define . Then is of form (3.6).
The whole proof is complete. □
Theorem 3.4 Assume that the equation on ℐ has exactly three linearly independent solutions in . Then is a limit-3 case at and L is a limit-point case at .
Proof Since the equation has exactly three linearly independent solutions in , it follows that by [[15], Corollary 5.2]. In addition, one has , otherwise, would have four linearly independent solutions in . Hence, and is a limit-3 case at , and consequently L is a limit-point case at by Corollary 3.1. □
In the special case when , we have the following result.
Theorem 3.5 Assume that for . If is bounded on ℐ, then both L and are a limit-point case.
Proof By (2.4) and (2.5), takes the form
with
Firstly, L is a limit-point case by Lemma 2.4, since for . Secondly, is bounded on ℐ implies that condition (3.1) in [14] is satisfied (with respect to and ). Hence, is a limit-point case by [[14], Theorem 3.3]. □
4 Examples
We finally give some examples to show that all the cases of difference expressions L and can be realized.
-
(1)
Both L and are a limit-point case at if
or
In fact, L is a limit-point case by Lemma 2.3 and is a limit-point case by Theorem 3.5.
-
(2)
Both L and are a limit-circle case at if
L is a limit-circle case by [[10], Example 3.2], and consequently is a limit-circle case by Theorem 3.1.
-
(3)
L is a limit-point case and is a limit-3 case at if
We first show that L is a limit-point case. The solutions of the difference equation are of the form with a satisfying the equation . The two roots of this equation are
and then are two solutions of . It is evident that and . Thus L is not a limit-circle case and so it must be a limit-point at .
Similarly, solutions of the equation are also of the form with a satisfying
The roots of are
If and are defined as before and for , then we can see that for , but is not in . Thus equation has just three linearly independent solutions in . This implies that is not a limit-point case at .
On the other hand, a calculation shows that
Since and , it follows that . This shows that cannot imply . So by Theorem 3.2, is not a limit-point case. Hence, is a limit-3 case at .
Author’s contributions
The author worked on the results independently.
References
Naimark MA: Linear Differential Operators. Part II: Linear Differential Operators in Hilbert Space. Ungar, New York; 1968.
Weidmann J: Linear Operators in Hilbert Spaces. Springer, New York; 1980.
Coddington EA: Extension theory of formally normal and symmetric subspaces. Mem. Am. Math. Soc. 1973, 134: 1-80.
Weyl H: Über gewohnliche differentialgleichungen mit singularitaten und diezu-gehorigen entwicklungen willkurlicher funktionen. Math. Ann. 1910, 68: 220-269. 10.1007/BF01474161
Chaudhuri J, Everitt WW: On the square of a formally self-adjoint differential expression. J. Lond. Math. Soc. (2) 1969, 1: 661-673.
Eastham MSP, Zettl A: Second-order differential expression whose squares are limit-3. Proc. R. Soc. Edinb. A 1977, 76: 233-238.
Everitt WW, Giertz M: On the integrable-square classification of ordinary symmetric differential expression. J. Lond. Math. Soc. (2) 1975, 10: 417-426.
Everitt WW, Giertz M: A critical class of examples concerning the integrable-square classification of ordinary differential expression. Proc. R. Soc. Edinb. A 1974/1975, 74: 285-297.
Atkinson FV: Discrete and Continuous Boundary Problems. Academic Press, New York; 1964.
Chen J, Shi Y: The limit circle and limit point criteria for second-order linear difference equations. Comput. Math. Appl. 2001, 42: 465-476. 10.1016/S0898-1221(01)00170-5
Clark SL: A spectral analysis for self-adjoint operators generated by a class of second order difference equations. J. Math. Anal. Appl. 1996, 197: 267-285. 10.1006/jmaa.1996.0020
Hinton DB, Lewis RT: Spectral analysis of second order difference equations. J. Math. Anal. Appl. 1978, 63: 421-438. 10.1016/0022-247X(78)90088-4
Jirari A: Second-order Sturm-Liouville difference equations and orthogonal polynomials. Mem. Am. Math. Soc. 1995, 542: 1-136.
Ren G, Shi Y: The defect index of singular symmetric linear difference equations with real coefficients. Proc. Am. Math. Soc. 2010, 138: 2463-2475. 10.1090/S0002-9939-10-10253-6
Ren G, Shi Y: Defect indices and definiteness conditions for a class of discrete linear Hamiltonian systems. Appl. Math. Comput. 2011, 218: 3414-3429. 10.1016/j.amc.2011.08.086
Shi Y, Sun H: Self-adjoint extensions for second-order symmetric linear difference equations. Linear Algebra Appl. 2011, 434: 903-930. 10.1016/j.laa.2010.10.003
Akhiezer NI, Glazman IM I. In Theory of Linear Operators in Hilbert Space. Pitman, London; 1981.
Ren, G, Shi, Y: Self-adjoint subspace extensions for discrete linear Hamiltonian systems (submitted)
Shi Y: Weyl-Titchmarsh theory for a class of singular discrete linear Hamiltonian systems. Linear Algebra Appl. 2006, 416: 452-519. 10.1016/j.laa.2005.11.025
Šimon Hilscher R, Zemánek P: Weyl disks and square summable solutions for discrete symplectic systems with jointly varying endpoints. Adv. Differ. Equ. 2013., 2013: Article ID 232
Clark S, Zemánek P: On a Weyl-Titchmarsh theory for discrete symplectic systems on a half line. Appl. Math. Comput. 2010, 217: 2952-2976. 10.1016/j.amc.2010.08.029
Acknowledgements
This research was supported by the NNSF of China (Grants 11226160, 11301304, 11071143, 11101241).
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The author declares that she has no competing interests.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License (https://creativecommons.org/licenses/by/2.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
Ren, G. Defect index of the square of a formally self-adjoint second-order difference expression. Adv Differ Equ 2014, 48 (2014). https://doi.org/10.1186/1687-1847-2014-48
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/1687-1847-2014-48