Davar Khoshnevisan-Probability (Graduate Studies in Mathematics) (2007)

Operator Theory: Advances and Applications
Vol. 191
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Modern Analysis
and Applications
The Mark Krein Centenary Conference
Volume 2: Differential Operators and Mechanics
Vadim Adamyan
Yurij Berezansky
Israel Gohberg
Myroslav Gorbachuk
Valentyna Gorbachuk
Anatoly Kochubei
Heinz Langer
Gennadiy Popov
Editors
Birkhäuser
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Editors:
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Department of Theoretical Physics Institute of Mathematics
Odessa National I.I. Mechnikov University Ukrainian National Academy of Sciences
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e-mail: vadamyan@paco.net e-mail: berezan@mathber.carrier.kiev.ua
Israel Gohberg Myroslav Gorbachuk

Department of Mathematical Sciences Valentyna Gorbachuk
Raymond and Beverly Sackler Insitute of Mathematics
Faculty of Exact Sciences Ukrainian National Academy of Sciences
Tel Aviv University Tereshchenkivska st.
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Anatoly Kochubei Heinz Langer

Insitute of Mathematics Institute of Analysis and
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Tereshchenkivska st. Technical University of Vienna
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e-mail: hlanger@mail.zserv.tuwien.ac.at
Gennadiy Popov
Department of Mathematical Physics
Odessa National I.I. Mechnikov University
Dvoryanska st. 2
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e-mail: popov@onu.edu.ua
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Contents
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ix
Yu. Berezansky and V. Gorbachuk

The World Dimension of the Heritage
of a Ukrainian Mathematician . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi
Part 1: Plenary Talks

S. Aizikovich, V. Alexandrov and I. Trubchik
Bilateral Asymptotic Solution of One Class of Dual
Integral Equations of the Static Contact Problems for
the Foundations Inhomogeneous in Depth . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
D. Alpay, I. Gohberg, M. Kaashoek, L. Lerer and A. Sakhnovich

Krein Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Yu.M. Berezansky
Spectral Theory of the Infinite Block Jacobi Type Normal
Matrices, Orthogonal Polynomials on a Complex Domain,
and the Complex Moment Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
G.L. Brovko, O.A. Ivanova and A.S. Finoshkina

On Geometrical and Analytical Aspects in Formulations of
Problems of Classic and Non-classic Continuum Mechanics . . . . . . . . . . . 51
F. Gesztesy and M. Mitrea

Robin-to-Robin Maps and Krein-Type Resolvent Formulas for
Schrödinger Operators on Bounded Lipschitz Domains . . . . . . . . . . . . . . . 81
M.L. Gorbachuk and V.I. Gorbachuk

On Behavior of Weak Solutions of Operator Differential
Equations on (0, ∞) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115
M.A. Grekov and N.F. Morozov

Some Modern Methods in Mechanics of Cracks . . . . . . . . . . . . . . . . . . . . . . 127
vi Contents
R. Kushnir and B. Protsiuk

A Method of the Green’s Functions for Quasistatic
Thermoelasticity Problems in Layered Thermosensitive
Bodies under Complex Heat Exchange . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
S.M. Mkhitaryan
On the Application of the M.G. Krein Method for the Solution
of Integral Equations in Contact Problems in Elasticity Theory . . . . . . 155
G. Popov and N. Vaysfel’d

The Stress Concentration in the Neighborhood of the Spherical
Crack Inside the Infinite Elastic Cone . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
J. Rovnyak and L.A. Sakhnovich

Pseudospectral Functions for Canonical Differential Systems . . . . . . . . . 187
I. Selezov
On Wave Hyperbolic Model for Disturbance Propagation
in Magnetic Fluid . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
Part 2: Research Papers

A. Ashyralyev
High-accuracy Stable Difference Schemes for Well-posed NBVP . . . . . . 229
A. Belyaev
The Factorization of the Flow, Defined by the
Euler-Poisson’s Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
V.P. Burskii
On a Moment Problem on a Curve Connected with Ill-posed
Boundary Value Problems for a PDE and Some Other Problems . . . . . 273
F. Chaban and H. Shynkarenko

The Construction and Analysis of a Posteriori Error Estimators
for Piezoelectricity Stationary Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 291
H.O. Cordes
Remarks about Observables for the Quantum Mechanical
Harmonic Oscillator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 305
G. Eskin and J. Ralston

Remark on Spectral Rigidity for Magnetic Schrödinger Operators . . . . 323
S. Gefter and T. Stulova

On Holomorphic Solutions of Some Implicit Linear
Differential Equations in a Banach Space . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
Contents vii
V.I. Gerasimenko
Groups of Operators for Evolution Equations of Quantum
Many-particle Systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
V.A. Grishin, V.V. Reut and E.V. Reut

Box-like Shells with Longitudinal Cracks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 357
O.Ye. Hentosh
Lax Integrable Supersymmetric Hierarchies on Extended
Phase Spaces of Two Anticommuting Variables . . . . . . . . . . . . . . . . . . . . . . 365
N.D. Kopachevsky and V.I. Voytitsky

On the Modified Spectral Stefan Problem and
Its Abstract Generalizations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 381
O. Kryvyy
The Discontinuous Solution for the Piece-homogeneous
Transversal Isotropic Medium . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395
M.V. Markin
On the Carleman Ultradifferentiability of Weak Solutions
of an Abstract Evolution Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 407
J. Michor and G. Teschl

On the Equivalence of Different Lax Pairs for the
Kac–van Moerbeke Hierarchy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 445
V.A. Mikhailets and A.A. Murach

Elliptic Problems and Hörmander Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . 455
G. Poletaev
Connection of Solutions of Abstract Paired Equations
in Rings with Factorization Pairs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 479
V.G. Popov, O.V. Litvin and A.P. Moysyeyenok

The Dynamic Problems About the Definition of Stress State
Near Thin Elastic Inclusions Under the Conditions
of Perfect Coupling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 485
R.M. Trigub
Fourier Multipliers and Comparison of Linear Operators . . . . . . . . . . . . . 499
V.M. Vorobel and V.V. Reut

Forced Vibrations of the Infinite Shell of the Square Cross Section . . . 515
“This page left intentionally blank.”
Preface
This is the second of two volumes containing peer-reviewed research and survey
papers based on invited talks at the International Conference on Modern Analysis
and Applications. The conference, which was dedicated to the 100th anniversary
of the birth of Mark Krein, one of the greatest mathematicians of the 20th century,
was held in Odessa, Ukraine, on April 9–14, 2007. The conference focused on the
main ideas, methods, results, and achievements of M.G. Krein.
This second volume is devoted to the theory of differential operators and
mechanics. It opens with the description of the conference and a number of survey
papers about the work of M.G. Krein. The main part of the book consists of
original research papers presenting the state of the art in the area of differential
operators.
The first volume of these proceedings, entitled Operator Theory and Related
Topics, concerns other aspects of the conference. The two volumes will be of in-
terest to a wide-range of readership in pure and applied mathematics, physics and
engineering sciences.
Operator Theory:
Advances and Applications, Vol. 191, xi–xv

c 2009 Birkhäuser Verlag Basel/Switzerland
The World Dimension of the Heritage

of a Ukrainian Mathematician
International Conference “Modern Analysis and Applications”
(MAA – 2007) (April 9–14, 2007, Odessa)
Yu. Berezansky and V. Gorbachuk
This forum has been dedicated to the centennial birthday anniversary of one
of the most prominent mathematicians of the twentieth century Mark Grig-
orievich Krein, a corresponding member of the Academy of Sciences of the
Ukr. SSR (1907–1989).
The organizers of the conference are the National Academy of Sciences of Ukraine,
the Ministry of Education and Science of Ukraine, the Odessa City Council, the In-
stitute of Mathematics of the National Academy of Sciences of Ukraine, the Odessa
National I.I. Mechnikov University, the Odessa National Maritime University, the
South-Ukrainian State K. Ushinsky Pedagogical University, the Institute of Math-
ematics, Economics, and Mechanics, and Faculties of Mathematical Physics and
Theoretical Physics of the Odessa National University.
A substantial assistance for conducting the conference came from the fol-
lowing sponsors: Swedish Institute, European Science Foundation, Odessa City
Council, Manufactured Goods Market Limited, JV Dipolos Limited, Imexbank
(Joint Stock Commercial Bank), Southern Bank, Porto–Franco Bank.
There were 252 scientists who participated in the work of the conference,
coming from 29 countries: Algeria, Armenia, Austria, Belgium, Brazil, Canada,
Denmark, Finland, France, Germany, Great Britain, Israel, Japan, Mexico, the
Netherlands, New Zealand, Norway, Poland, Portugal, Qatar, Russia, Slovakia,
South African Republic, Spain, Sweden, Switzerland, Turkey, Ukraine, USA. Many
of the participating scientists are well known to the broad mathematical commu-
nity. They are H. Langer (Austria), P. Sobolevskii (Brazil), P. Lancaster (Canada),
O. Staffans (Finland), V. Zagrebnov (France), H. Dym, I. Gohberg, Yu. Lyubich,
V. Matsaev, V. Milman (Israel), T. Ando (Japan), A. Dijksma (the Netherlands),
B. Pavlov (the New Zealand), M. Möller (South African Republic), A. Laptev,
A. Lindquist (Sweden), C. Tretter (Switzerland), M. Agranovich, S. Kislyakov,
A. Shkalikov (Russia), V. Adamyan, D. Arov, Yu. Berezansky, M. Gorbachuk,
xii Yu. Berezansky and V. Gorbachuk
I. Kats, E. Khruslov, A. Kochubei, M. Kopachevsky, V. Marchenko, L. Pastur,

G. Popov, F. Rofe-Beketov, A. Samoilenko, Yu. Samoilenko (Ukraine), F. Gesztesy,
Yu. Latushkin, L. Nirenberg, J. Ralston, J. Rovnyak (USA), and others.
The conference meetings were held in the building of the National Academy of
Public Administration under the President of Ukraine. The topics discussed were
concerned with problems in both modern Mathematical Analysis and Mechanics.
There were 8 Mathematical Analysis sections including the following: the geometry
of Banach and Krein spaces; evolution equations in Banach spaces; the theory of
operators on Hilbert and Krein spaces and its applications; non-selfadjoint opera-
tors and algebraic problems of Functional Analysis; spectral theory of differential
and difference operators; direct and inverse problems; applications of spectral the-
ory to problems in analysis; control theory and the theory of stochastic processes;
nonlinear analysis; harmonic analysis, the analysis of functions of infinitely many
variables, generalized functions. The problems in Mechanics were discussed in the
corresponding section.
Opening talks containing recollections about the life and the work of
M.G. Krein, importance of his scientific heritage for the development of the modern
mathematics and for the applications were given by the Head of the Southern Sci-
entific Center, academician of the National Academy of Sciences, S.A. Andronati,
Director of the Institute of Mathematics, academician of the National Academy of
Sciences of Ukraine, A.M. Samoilenko, Rector of the Odessa National I.I. Mech-
nikov University, academician of the Higher School Academy, V.A. Smintina, as
well as the students and collaborators of M.G. Krein, – V.M. Adamyan, D.Z. Arov,
Yu.M. Berezansky, I. Gohberg, M.L. Gorbachuk, H. Langer. All 25 plenary talks
discussed the influence of ideas and scientific results of M.G. Krein on subsequent
developments of different directions in the modern analysis, and applications of
the ideas and the results in various branches of science and technology.
M.G. Krein was a phenomenally gifted mathematician. His way to science
was equally extraordinary. His life as a scientist and a person reflects dramatic
events of Soviet totalitarian times.
Let us shortly describe milestones of the life and work of this brilliant scien-
tist, a world figure in mathematics.
He was born in Kiev on April 3, 1907, in a modest income family that was
raising seven children. M.G. Krein had exhibited his extraordinary mathematical
abilities in his teens. Already when he was 14, he attended lectures and scien-
tific seminars conducted by D.O. Grave and B.M. Delone at Kiev University and
Kiev Polytechnic Institute. At the age of 17, influenced by the work of M. Gorky
“My Universities”, he decided that it was the time to start his own “universities”
and, together with his friend, he went to Odessa to join one of circus troupes,
for he had a dream of becoming an acrobat. However, the fate had its way, and
saved to the world, in the person of M.G. Krein, not an acrobat but a promi-
nent mathematician whose influence on the development of mathematics can not
be overestimated. In Odessa, he met N.G. Chebotarev, a famous algebraist and a
The World Dimension of the Heritage of a Ukrainian Mathematician xiii
wonderful person, who conducted research in Odessa University. Having discovered

Krein’s mathematical gifts, Nikolai Grigorievich Chebotarev achieved in getting,
from the Department of Education, a permission for admitting M.G. Krein, who
was 19, to a Doctorate Program, although Krein did not have even a high school
diploma, to say nothing about a university degree. In his “Mathematical Autobi-
ography”, N.G. Chebotarev talking about 17 year old M.G. Krein, recalled that
he “without having graduated from a high school, had brought a personal work
with a very distinguished content”. N.G. Chebotarev was very proud of his first
student and regarded him as “one of the best mathematicians in Ukraine”.
In 1931, M.G. Krein has obtained a Professor position at the Odessa Univer-
sity. The degree of Doctor in Physics and Mathematics was awarded to him at the
age of 31 by Moscow State University without even a requirement of submitting a
thesis. Shortly after that, in 1939, he was elected a corresponding member to the
Academy of Sciences of the Ukrainian Soviet Socialist Republic.
The early flourishing of M.G. Krein’s talent as a scientist was accompanied by
as early opening of his pedagogical talent. At the age of 25, he started, in Odessa
University, a scientific seminar that soon became one of the leading centers for the
research in functional analysis, a young branch of mathematics at the time. During
this period, M.G. Krein’s mathematical interests include oscillation matrices and
kernels, geometry of Banach spaces, the Nevanlinna–Pick interpolation problem,
extension of positive definite functions and their applications, spectral theory of
linear operators.
At the same time, M.G. Krein was working in the Mathematics Research
Center at the Khar’kov University (1934–1940), just before the World War II in
Kiev where he headed the Department of Functional Analysis at the Institute
of Mathematics of the Academy of Sciences of the Ukrainian SSR (one of the
researchers working there during the period of 1940–1941 was great S. Banach
with whom M.G. Krein had scientific contacts since his trip to L’vov in 1940).
Many of his results obtained at that time now became classic and can be found in
main monographs and textbooks on functional analysis.
During the World War II, M.G. Krein headed the Chair of Theoretical Me-
chanics at Kuibyshev Industrial Institute (Russia). In 1944, he returned to Odessa.
He loved this city, knew history of its streets, was fond of the local “Odessa lan-
guage”. However, shortly after that, M.G. Krein was laid off the Odessa Univer-
sity. His closest friend B.Ya. Levin, a mathematician, could not also work there
any more. This was a consequence of the antisemitic policies conducted by the
Stalin regime and the corruption of the University administration. A principled
scientific position of these scientists, their opposition to pushing through illiterate
doctorate theses, was regarded as an indication of Zionism. During the period of
1944–1954, M.G. Krein worked in the Department of Theoretical Mechanics at the
Odessa Marine Engineering Institute. Starting in 1954 and until the retirement,
Mark Grigorievich headed the Chair of Theoretical Mechanics in Odessa Institute
of Civil Engineering. After his retirement he worked as a consultant in the Institute
of Physical Chemistry of the Academy of Sciences of Ukr. SSR.
xiv Yu. Berezansky and V. Gorbachuk
Regardless the difficulties pertaining these times, he has founded a number of

important directions in mathematics and mechanics, became a world famous scien-
tist. Together with theoretical value of his results, their importance in applications
has also increased, especially those related to parametric resonance. V. Veksler, a
renowned physicist, have remarked that “without works of M.G. Krein, we would
not have a synchrophasotron”. In a popular book by N. Wiener, a father of cy-
bernetics, “I Am a Mathematician”, the name of M.G. Krein goes together with
the name of A.M. Kolmogorov, which was a way to acknowledge the value of their
researches in the prediction and control theory during and shortly after the war.
Because of the political situation that was in the USSR at that time,
M.G. Krein was never elected an academician of the Academy of Sciences, al-
though he became Honor member of the American Academy of Arts and Sciences
(1968), a foreign member of the US National Academy of Sciences (1979). He was
awarded with a Wolf Prize in Mathematics (1982), which is an analogue of the
Nobel Prize, and the State Prize of the Ukrainian SSR for Science and Technology
(1987).
M.G. Krein is an author of more than 300 papers and monographs all of
which with no exception were published abroad in translation, some of them sev-
eral times. These works are of an excellent analytic level and quality, broad in topic,
and have opened a number of new directions in mathematics, while significantly
enriched traditional directions. The following is an incomplete list of branches in
mathematics where M.G. Krein’s research became fundamental and, to an extent,
have determined the direction for a later development: oscillation kernels and ma-
trices, the moment problem, orthogonal polynomials and approximation theory,
cones and convex sets in Banach spaces, operators on spaces with two norms, ex-
tension theory for Hermitian operators, the theory of extension of positive definite
functions and spiral arcs, the theory of entire operators, integral operators, di-
rect and inverse spectral problems for inhomogeneous strings and Sturm–Liouville
equations, the trace formula and the scattering theory, the method of directing
functionals, stability theory for differential equations, Wiener–Hopf and Toeplitz
integrals and singular integral operators, the theory of operators on spaces with an
indefinite metric, indefinite extension problems, non-selfadjoint operators, charac-
teristic operator-valued functions and triangular models, etc.
The participants of the conference dedicated to the 100th birthday anniver-
sary of the famous mathematician unanimously agreed with the initiative of
Yu.M. Berezansky, academician of the National Academy of Sciences of Ukraine,
to install a memorial plaque on the building of Odessa National I.I. Mechnikov
University. A.M. Samoilenko, academician of the National Academy of Sciences of
Ukraine, announced that Krein Prize would be founded in 2007 to be awarded for
outstanding merits in the area of functional analysis. With an initiative of I.Ts. Go-
hberg (Israel), a student of Mark Grigorievich Krein, the publisher “Birkhäuser”
will publish a complete collection of works of the conference.
The World Dimension of the Heritage of a Ukrainian Mathematician xv
On 11 of July, 2007 the Presidium of National Academy of Science of Ukraine

founded Krein Prize for outstanding science works in the area of functional analysis
and theory of functions.
The above is a picture of the memorial plaque installed in January, 2008 in honour
of M.G. Krein on the building of Odessa National I.I. Mechnikov University. The
text on the plaque is in Ukrainian and its translation is as follows:
In this building
from 1926 to 1948
worked the outstanding
mathematician of XX century
Krein Mark Grigorievich (1907–1989)
Part 1
Plenary Talks
Operator Theory:
Advances and Applications, Vol. 191, 3–17

Bilateral Asymptotic Solution of

One Class of Dual Integral Equations of
the Static Contact Problems for the
Foundations Inhomogeneous in Depth
Sergey Aizikovich, Victor Alexandrov and Irina Trubchik
On the occasion of M.G. Krein’s 100th birthday
Abstract. An article is devoted to the method of reduction of one class of

dual integral equations, which appear while solving the mixed problems of
elastic theory, to the solution of infinite algebraic equation systems in ac-
cordance with the method described by Alexandrov V.M. For example, such
dual equations arise in solving the contact problems of elasticity theory for
the layer inhomogeneous in depth or inhomogeneous half-space. The approx-
imate solution of such equations is reduced to the solution of finite algebraic
equation systems. It is proved that the solution, constructed in such way, is
asymptotically exact as for small, as for large values of dimensionless geomet-
rical parameter of the problem. The equations generated by the Fourier and
Hankel integral transforms are provided as an example.
Mathematics Subject Classification (2000). Primary 45E05; Secondary 74E05.
Keywords. Asymptotic solution, dual integral equations, contact problems,
inhomogeneous media.
1. Introduction
The continuous variation of mechanical properties in one of the coordinates is
typical for many bodies; it depends on the conditions of their creation and ex-
ploitation. The 80s’ development of modern technologies has increased the interest
to contact problems for the continuously inhomogeneous bodies, which allows to
get material’s coatings with mechanical properties continuously variable in depth,
This work was completed with the support of the Russian Foundation for Basic Research, project
nos. 05-08-18270a, 06-08-01595a, 07-08-00730-a.
4 S. Aizikovich, V. Alexandrov and I. Trubchik
radius and angular coordinate (depending on the geometry of the foundation).

The tribology development has led to the expansion of theoretical researches of
nonclassical contact problems of elasticity theory. In particular, one of the main
tribology problems is the contact problem for the bodies with coatings.
The characteristic property of inhomogeneous materials is the presence of
additional sources of stress concentration. The stress concentration in homoge-
neous bodies appears in areas of sharp variations in body’s geometry and loading.
There is additional stress in inhomogeneous materials, which arises in areas of
sharp changes of physical and mechanical properties of the material (elastic mod-
ulus, Poisson’s ratio and others), that is along the adjoin surfaces of homogeneous
elements. The detailed survey of the main results of statics problems for multi-
layered media is given in the monograph [1] by Nikishin V.S. The reduction of
contact problems to the integral equation (IE), while considering the model in the
inhomogeneous media, is complicated with the necessity of solving the boundary
problem for differential equation system with variable coefficient for the construc-
tion of the transforms’ kernel. One of the simplest models of the foundation is
the homogeneous layer or wedge coupled with nondeformable foundation. It was
found that integrable singularities can appear in the vicinity of mutual top of
two joint wedges. The type of these integrable singularities depends on material’s
characteristics and local geometry of the joint. Moreover, kernel transforms of IE
for inhomogeneous media in average case are constructed by numerical methods,
which is opposite to homogeneous media (half-space, layer). [2].
The numerically constructed kernel transform is approximated by an expres-
sion of a special type, so that it is possible to obtain a closed solution of the
approximate integral equation. It is shown that the resulting approximate solu-
tion is asymptotically accurate as for small as for large values of dimensionless
parameter λ of each problems. It gives the opportunity to investigate the influence
of arbitrary changing laws of inhomogeneity on the stress-strain state distributed
within the depth of the layer or half-space.
2. The reduction of contact problems of inhomogeneous media

to the dual IE
The equation of spatial elasticity theory in cylindrical coordinate system is used to
reduce mixed problem to the dual IE. When Hook’s law ratios are substituted in
these equations, we get the system of differential equations with variable coefficient
for the functions – transforms of integral transformation of Fourier, Hankel or
Mellin (depending on the media geometry). It is convenient to write this system
in vector form:
→
−
dY →
−
= AY (2.1)
dx
Bilateral Asymptotic Solution 5
→
−
Here the dimension of the introduced vector-function Y is twice as large as
the rank of the vector-function of the displacement transform, as the first deriva-
tives of these functions should be taken into account in boundary conditions.
The form and the rank of the matrix A depends on the geometry of the
inhomogeneous medium, and they are provided in works [3]–[5].
The solution of the vector differential equation (2.1) is constructed with the
method suggested in [2]. The method is based on the isolation of the exponential
components in Green matrix construction. It allows getting the stable numerical
algorithm.
The solution of the equation (2.1) is constructed in the form of the linear
combination of vectors of fundamental system of solutions
−
→ r
→
−
Y (α, x) = ai (α) Ψ F
i (α, x), (2.2)
i=1
→
−
r – the vector-function rank Y .
Fundamental system of solutions in (2.2) is represented in the form:
→F
− →
−
Ψ i (α, x) = Ti (α, x) Ψ i (α, x),
where Ti – diagonal matrixes, whose diagonals hold the vectors’ components
→
− →
−
t i (α, x) (i = 1, 2, . . . , r). Vectors Ψ i are eigenvectors of the matrixes A for ho-
→
−
mogeneous media, t i – are vectors of modulating functions, dependant on the
inhomogeneity of the media, ai (α) – certain coefficient found in boundary con-
ditions separately for each α. This way of solution allows explicit extraction of
→
−
components in (2.2) Ψ i in an explicit form. Its rapid growth and oscillation com-
plicates the process of numerical implementation of the solution. Components of
→
−
the vectors Ψ i may be as exponential, as trigonometric function (as well as hy-
pergeometric and cylindrical functions), depending on the geometry of the media.
→
−
Vectors of modulating functions t i (α, x) are obtained from the set of Cauchy
problems for distinct values α
→
−
dti →
−
= Bi t i , (i = 1, . . . , r) , x1 ≤ x ≤ x2 .
dr
The elements of the matrix Bi have the form
6
−1 dΨji
j
Bij = Ψi Ajk ti Ψi −
k k
.
dr
k=1
−
→
The initial conditions for t i are determined by the form of the vector equation
solution (2.1) for the case of homogeneous media.
→
−
The components of the solution vector Y (αx) are

r
k
Y = ai tki Ψki . (2.3)
i=1
The application of inverse integral transform in (2.3) allows obtaining of the

sought values of displacement and stress.
The efficiency of this method can be illustrated with the example of equa-
tions generated by the Fourier and Hankel transforms. Other dual equations were
considered by the authors in [5]. This paper is a continuation of [6] and [3]. In par-
ticular the component Y 1 corresponds here to the kernel transform of the vertical
displacement function and denoted as K(u).
3. General characteristics of the transforms’ kernels of IE

for someone class of problems
When the following conditions are satisfied
E(z)
min Θ(z) ≥ c1 > 0, max Θ(z) ≤ c2 < ∞, Θ(z) = (3.1)
z∈(−∞;0] z∈(−∞;0] 2(1 − ν 2 (z))
where E(z) is Young modulus and ν(z) is Poisson’s ratio, it can be demonstrated
(Aizikovich and Aleksandrov, [7]), that the kernel transform L(u) has the following
properties
3 Θ(0)
K(u) = A + B |u| + Cu2 + O(|u| ), u → 0, lim K(u) = =A (3.2)
z→0 Θ(−H)
−1 −3
K(u) = 1 + D |u| + Eu−2 + O(|u| ), u → ∞ (3.3)
where A, B, C, D, E are some constants. For multilayered media the property of
a compliance function similar to (3.2) was noticed by Privarnikov [8]. The property
(3.2) means that the value K(0) for the problem under consideration is independent
of the way in which elastic moduli vary in the half-space from z = 0 to z → −∞
and it is determined only by their values for z = 0 and z = −H. Graphically it
looks as follows: if the set of curves describing the certain laws of the elastic moduli
variation with depth have identical values on the surface of the half-space and as
z → −∞, then the graphs of corresponding transforms K(u) of the problem will
issue from a common point K(0) = A and converge at one point K(∞) = 1.
Let us introduce the following definitions:
Definition 3.1. The function K(αλ) belongs to the class ΠN if it has the form
N
α2 + A2i λ−2
K(αλ) = LΠN (αλ) ≡ ; (Bi − Bk )(Ai − Ak ) = 0 for i = k. (3.4)
i=1
α2 + Bi2 λ−2
Here Ai , Bi (i = 1, . . . , N ) are certain complex constants.
Definition 3.2. The function K(αλ) belongs to the class ΣM if it has the form

M
Ck λ−1 |α|
K(αλ) = LΣM (αλ) ≡ . (3.5)
α2 + Dk2 λ−2
k=1
Definition 3.3. The function K(u) belongs to the class SN,M , it has the form
K(αλ) = LΠN (αλ) + LΣM (αλ). (3.6)
We show that the expressions of the form (3.6) can approximate K(u) with
the properties (3.2) and (3.3) using the following lemma ([9], [10]):
Lemma 3.4. Let an even real function φ(u) be continuous on the whole real axis and
vanish at infinity, then it can be approximated in C(−∞, ∞) a series of functions
of the form
−1
φk = u2 + Dk2 .
Theorem 3.5. Provided that if the function K(u) possesses the properties (3.2) and
(3.3), it allows approximation by the expressions of the form (3.6).
Proof. We select constants Ai and Bi (i = 1, 2, . . . , N ) in (3.5) such that

N
A2i Bi−2 = A. (3.7)
i=1
We consider the function

K(u) − LNΠ (u)
Ls (u) = . (3.8)
|u|
On the basis of properties (3.1) and condition (3.7), it follows that Ls (u)
satisfies the condition of 3.4. This means that the following representation holds
∞

Ls (u) = bk (u2 + D̃k2 )−1 , (3.9)
k=1
or from the conditions (3.8) and (3.9),

∞

Π (u) + |u|
K(u) = LN bk (u2 + D̃k2 )−1 . (3.10)
k=1
For a numerical realization the improving approximation of K(u) by functions

of the class ΠN can be achieved successfully by using the following algorithm.

by mapping γ = u /(u + c ) from interval (0; ∞)
2 2 2
We map function K(u)
into segment (0; 1) (u = c γ/(γ − 1)). Here c is a positive constant, which should
be selected to build the optimal approximation of function K(u). As initial value
c can be taken c = u∗ , where u∗ such as

∗
K(u ) = 0, 5 max K(u) + min K(u) .
u∈[0;∞) u∈[0;∞)
Here c is a parameter of mapping, which moves the point u = c of axes

(0; ∞)
into the point u = 0, 5 of segment (0; 1). We approximate the functions K(γ)

and K −1 (γ) on segment (0; 1) by N th-order Bernstein’s polynomials (or by

Chebyshev’s nodes), and thus obtain

N
N
LN (γ) = ai u i , L−1
N (γ) = bi u i (3.11)
i=0 i=0
here ai , bi are coefficients of Bernstein’s polynomials which can be defined as fol-
lows. If f (x) is a continuous function determined on segment (0; 1) then Bernstein’s
polynomial BN (x) for this function has the form according to Goncharov [11],

N
m m m
BN (x) = f( )C x (1 − x)N −m
m=0
N N
m
where CNare the binomial coefficients.
Then, N

2 −N
∗ 2i
LN (γ) = ai γ γ + c2
i=0
N (3.12)
−N
L−1
N (γ) = b∗i γ 2i γ 2 + c2
i=0
where
2coefficients
a∗i , b∗i are defined from (3.11) after the change of variable u =
2 2
γ γ +c .

N N −1
LN (γ)
∗ 2i ∗ 2i
LN (γ) = = ai γ bi γ . (3.13)
L−1
N (γ) i=0 i=0
For each inhomogeneity law, the parameter c is selected separately in order

to LN (u) will approximate the function K(u) more exactly for given N . By deter-
mining the roots of the numerator and denominator in (3.13), we find the desired
values of Ai , Bi (i = 1, 2, . . . , N ). Such method permits avoiding the presence of
an N -triple root in the denominator of the approximation found.
4. The asymptotic solution of a class of dual integral equation

Lets consider general class of dual integral equations, which the contact problems
for inhomogeneous half-space reduced to.
Suppose that we are given an integral transformation
b β
g(x) = G(γ)B(γ, x)dγ, G(γ) = g(ξ)M(γ, ξ)dξ (4.1)
a α
or a series
∞
β
g(x) = Gk B(γk , x), Gk = g(ξ)M(γk , ξ)dξ (4.2)
k=0 α
and the function B(γ, x) is a solution of a second-order linear equation with respect
to x that satisfies the condition of the theorem of Fuchs [12], namely,

L − γ 2 B(γ, x) = 0, Lγ B = r(x) s(x)B + t(x)B, a ≤ x ≤ b. (4.3)
Here s(x) > 0 for x ∈ (a, b), and r(x) is of definite sign for x ∈ (a, b). Suppose
also that the functions B and B are bounded as x → b, and α1 B + α2 B = 0 at
x = a. Moreover, the numbers γk make up the countable set of zeros of some
transcendental equation, and a ≤ γk < γk+1 ≤ b.
We consider the dual integral equation (the dual series-equation)
b
Q(γ)ρ(γ)K(λγ)B(γ, x)dh(γ) = f (x), c≤x≤d
a
(4.4)
b
Q(γ)B(γ, ξ)dh(ξ) = 0, α ≤ x ≤ c, d < x ≤ β,
a
where for (4.1) h(γ) ≡ γ, and for (4.2)

∞
1
h(γ) ≡ [1 + sgn(γ − γk )].
2
k=0
Here the function ρ(γ) is such that for K(λγ) ≡ 1 the solution of (4.4) is
known. Let K(γ) denote the properties (3.2), (3.3).
We have the Theorem [13].
Theorem 4.1. If K(γ) has the properties (3.2)–(3.3), then it admits approximation
by expressions of the form
Σ
K(λγ) = KN (λγ) + K∞ (λγ). (4.5)
According to (4.1),
β
Q(γ) = g(ξ)M(γ, ξ)dξ forρ(γ) = 1. (4.6)
α
Substituting (4.6) into (4.4), we have

b β
g(ξ)ρ(γ)K(λγ)M(γ, ξ)B(γ, x)dξdh(γ) = f (x), c ≤ x ≤ d. (4.7)
a α
Below, the integral operator corresponding to a function K(γ) in the class X

will also be denoted by X.
Using (4.5), we rewrite (4.7) in operator form:
ΠN q + Σ∞ q = f. (4.8)
Definition 4.2. Condition A will be said to hold for equation (4.4) if when K(γ) ∈
ΠN one can construct a closed solution for it by following [14]. We denote it by
q = Π−1
N f, x ∈ (c, d). (4.9)
In other words, Condition A means that for functions f (x) in some class
W(c, d) of functions there exists a function q(x) in some class V(c, d) of functions
such that (4.9) holds.
It follows from the representation (4.9) that
||q||V(c,d) ≤ m(ΠN )||f ||W(c,d) , m(ΠN ) = const .
Below, we let m(X) be some constant depending on the concrete form of the
function belonging to X. In [6] conditions are obtained under which if λ → 0, then
the operator Π−1
N ΣM of equation (4.4) is a contraction operator.
4.1. The proof of solution (4.9) accuracy for the small values of parameter λ
We will show that under certain conditions (4.9) is an asymptotically exact solution
of Eq. (4.8) in the limit λ → 0. Let us first examine the question of the existence
and uniqueness of a solution to the dual equations (4.4) for K(γ) of class SN,M in
this case Eqs. (4.4) can be recast as
ΠN q + ΣM q = f. (4.10)
Let us find conditions under which the operator Π−1 N ΣM in (4.4) is contraction
operator. For this we will use the following assertions.
Lemma 4.3. Consider a bilinear form of the type
b
γρ(γ)M(γ, ξ)B(γ, x)
α̃ia (ξ, x) ≡ dh(γ).
a γ 2 + a2
If γρ(γ) = r−1 (γ), M(γ, x) = B(γ, x), and a is a real number, then α̃ia (ξ, x)
admits the representation

B− (ia, ξ)B+ (ia, x), ξ < x,
α̃ia (ξ, x) =
B+ (ia, ξ)B− (ia, x), x < ξ,
where B− (ia, x) and B+ (ia, x) are linearly dependent solutions of (4.3) such that
B− (ia, ξ) → 0 and B+ (ia, ξ) → ∞ as a → ∞. The assertion of Lemma 4.3 follows
from Lemma 28.1 of [15] by the substitution γr = ia in the latter.
Without loss of generality we set M = 1 in (4.10).
Lemma 4.4. If condition A and the hypotheses of Lemma 4.3 are satisfied for (4.4),
then the operator Σ1 q in (4.10) admits a series representation (Σ1 q corresponds to
K1Σ (λγ))
∞
Σ1 q = βk B(γk , x) (4.11)
k=0
and the coefficients βk of the series expansion have the form

⎛
−1 d d
Cr λ ⎝C(a) q(ξ)B(γk , ξ)dξ − s(c)Wca (B+ , B) q(ξ)B− (a, ξ)dξ
βk (a) = 2
γk − a2
c c
⎞
d
+ s(d)Wda (B− , B) q(ξ)B+ (a, ξ)dξ ⎠ , a = iD1 λ−1 . (4.12)
c
Here γ0 , γ1 , . . . , γn , . . . the set of all eigenvalues of problem (4.3) with the respective
boundary conditions, B(γk , x) are the corresponding normalized eigenfunctions,
C(a) is a bounded constant which is fixed for each (4.3), and which is related with
the Wronskian W (B+ , B− ) of the functions B+ (a, x) and B− (a, x) by the relation
W [B+ (a, x), B− (a, x)] = C(a)s−1 (x) (4.13)
and we used the notation
Wba (A, B) = A(a, b)B (γk , b) − B(γk , b)A (a, b). (4.14)
Proof. To prove Lemma 4.4, we write the representation of the expansion coeffi-
cients βk
d d
−1
βk (a) = cr λ q(ξ)Ak (a, ξ)dξ, Ak (a, ξ) = α̃a (ξ, x)B(γk , x)r−1 (x)dx.
c c
(4.15)
Using Lemma 4.3 and the following well-known property of solutions of a
second-order differential equation:
d d
B(a, x)B(ib, x) s(x)
dx = 2 (B (a, x)B(ib, x) − B(a, x)B (ib, x))
r(x) a + b2 c
c
where B(a, x) and B(ib, x) are two arbitrary solutions of (4.3) corresponding to
the values γ = a and γ = ib, we recast expression (4.15) as
⎧
⎪
⎪ s(x)B− (a, ξ) [B + (a,
x)B
ξ (γk , x)
⎪
⎨
1 − B(γk , x)B+ (a, x) c , ξ < x
Ak (a, ξ) = 2 (4.16)
γk − a ⎪
2 ⎪ s(x)B + (a, ξ) [B− (a, x)B (γk , x)
⎪
⎩ − B(γk , x)B−
(a, x) d , x < ξ ξ
The assertion of Lemma 4.4 follows from (4.16) using (4.13) and (4.14).

We now consider (4.3). Setting y(x) = B(x) s(x), we obtain for y(x) an
equation of the form
y − γ 2 q(x)y = 0, q(x) = p(x) − R(x)γ −2 , (4.17)
−2 −1 −1
where q(x) = p(x) − R(x)γ , p(x) = (rs) , R(x) = t(rs) − s (2s)−1 +

0.25(s s−1 )2 .
We have the:
Lemma 4.5. Under the assumptions of Lemma 4.4, the operator Π−1
N ΣM is a con-
traction operator in the space V (c, d) provided:
1. q (x) is continuous for x ∈ [a, b];
2. q(x) ≥ 0 for x ∈ [a, b] for 0 < λ < λ∗ , where λ∗ is a fixed value of λ.
Proof. To prove this lemma, let us estimate with respect to λ the coefficients βk
in (4.12). We use the notation
F (a, c) = B− (a, ξ)Wca (B+ , B), Φ(a, d) = B+ (a, ξ)Wda (B− , B).
According to Theorem 2 of [16] if condition 1) and 2) are satisfied, then (4.17)
has a solution of the form

y1,2 (x, γ) = q −1/4 (x)E± (x0 , x) 1 + γ −1 ε1,2 (x, γ) ,
⎧ ⎫
⎨ x
⎬ (4.18)
E± (x0 , x) = exp ±γ q(t)dt .
⎩ ⎭
x0
For the functions ε1,2 , the following bounds hold:

|εj (x, γ)| ≤ c, x ∈ [a, b], γ ≥ γ0 > 0, j = 1, 2 (4.19)
where the constant c does not depend on x, γ.
The asymptotic relations (4.18) can be differentiated, i.e.,

y1,2 (x, γ) = ±q 1/4 (x)E± (x0 , x) 1 + γ −1 ε̃1,2 (x, γ) , (4.20)
where the functions ε̃1,2 , are subject to estimates of the form (4.19). Using (4.18)
and (4.20) and taking into account that in (4.11) γ = D1 λ−1 , we have
#
$−1/2
F (γ, c) = s(ξ)s(c) q(ξ)q(c) E− (c, ξ) (4.21)
% &
× B (γk , c) 1 + γ −1 ε1 (ξ, γ) − B(γk , c)γ 1/2 q(c) 1 + γ −1 ε2 (ξ, γ) .
Since c < ξ, the behavior of F (γ, c) determines the factor of the form E− (c, ξ),
and from (4.21).
It follows that there is a γ0 such that for γ ≥ γ0 > 0 the function F (γ, c)
tends to zero. An analogous estimate also holds for Φ(γ, c), taking into account
that d > ξ.
Since the coefficients of the expansion (4.11) have the form (4.12), and since
the function B(γk , x) are orthonormal, we obtain for 0 < λ < λ̃, (λ̃ = D1 γ0−1 ) lie
bound
∞

Σ1 q V (c,d) ≤ ak ≤ λM ∗ , λ → 0 (0 ≤ λ ≤ λ1 )
k=0
where the constant M ∗ does not depend on λ. This proves the assertion of the
lemma.
Based on Lemma 4.5, we apply the Banach contraction principle to the equa-
tion
q + Π−1 −1
N ΣM q = ΠN f
to obtain the following result.
Theorem 4.6. Under the assumptions of Lemma 4.5, if K(γ) belongs to the class
SN,M then equation (4.4) are uniquely solvable in the space V (c, d) and the follow-
ing bound holds:
||q(x)||V (c,d) ≤ m((ΠN , ΣM ) ||f ||W (c,d) .
Furthermore, we have:
Theorem 4.7. Suppose conditions 1) and 2) of Lemma 4.5 and condition A are
satisfied, and K(γ) belongs to the class ΠN , with γρ(γ) = r−1 (γ) then for 0 < λ <
λ∗ , where λ∗ is a fixed value of λ, equation (4.2) is uniquely solvable in the space
V (c, d), and the following bound holds:
||q(x)||V (c,d) ≤ m((ΠN , Σ∞ ) ||f ||W (c,d) .
Theorem 4.7 is a consequence of Theorems 4.1 and 4.6 and is proved with
the aid of the well-known procedure of perturbation theory, based on the method
of successive approximations, in the same way is in [15].
4.2. The proof of solution (4.9) accuracy for the large values of parameter λ
We investigate conditions under which (4.9) is an asymptotically exact solution of
(4.4) as λ → ∞. For this we follow the scheme presented earlier and determine
conditions under which the operator Π−1 N ΣM of equation (4.4) is a contraction
operator.
Everywhere below we assume that the solutions of (4.3) satisfy the symmetry
condition
B(γ, x) = B(x, γ). (4.22)
According to (4.22), the behavior of B(γ, x) as γ → 0 is determined by the
behavior of the corresponding solution of (4.3) as x → 0.
We reduce equation (4.3) to selfadjoint form; to do this we multiply it by the
function r−1 (x). From (4.3) we obtain

Lγ B(γ, x)
= [s(x)B ]−1− Q(x)B, s(x) > 0, a ≤ x ≤ b,
(4.23)
Q(x) = t(x) − γ r (x).
2
Assume that the coefficients s(x) and Q(x) of (4.23) are analytic in the disk
|x| < R. Then every solution B(x) of (4.23) is analytic in this disk, i.e., can be
expanded in a power series convergent in the disk |x| < R [7].
Lemma 4.8. The operator Π−1 N ΣM of equation (4.4) is a contraction operator acting
in the space V (c, d) if the coefficients s(x) and Q(x) of (4.23) are analytic in the
disk |x| < R for λ > λa , where λa is some fixed value of λ, and the symmetry
condition (4.22) holds.
Proof. To prove the lemma we get an estimate with respect to λ for the coefficients
in the eigenfunction expansion in problem (4.3) under the corresponding boundary
conditions (the coefficients βk in the expression (4.23) of [6]). It follows from the
condition of the lemma and the symmetry condition (4.22) that there is a λa such
that for λ > λa the solutions B± (a, x) can be represented as a power series in λ−1
that converges in the disk |λ| > λa . This gives us that
∞

Σ1 q V (c,d) ≤ ak < λ−1 M a , λ → ∞ (λ > λa )
k=0
a
where the constant M does not depend on λ.
Thus, λ can be chosen so that Π−1
N ΣM is a contraction operator under the
condition of the given lemma (λa = M a ).
We consider separately the case when x = 0 is a regular singular point for

(4.23), i.e.,
s(x) = xϕ(x), ϕ(0) = 0, (4.24)
where ϕ(x) > 0 is a function continuous on [a, b]. Note that a function s(x) of the
form (4.24) satisfies the conditions of the Fuchs theorem.
Lemma 4.9. ([17], Russian p. 628). Let B+ (x) and B− (x) be two linearly inde-
pendent solutions of (4.23) with coefficient s(x) satisfying condition (4.24). In this
case if B+ = 0 then B− (x) has a logarithmic singularity at x = 0. If B+ (x) has
an nth-order zero at x = 0 (n > 0), then B− (x) has a pole of order n at x = 0.
Lemma 4.10. Suppose that the coefficient s(x) of equation (4.23) has the form
(4.24), condition (4.22) holds, and, moreover,
s(c)B(γk , c) = s(d)B(γk , d).
In this case the operator Π−1N ΣM of equation (4.4) is a contraction operator
acting in the space V (c, d) for λ > λa , where λa is some fixed value of λ.
Proof. We estimate the coefficients βk in (2.2) of [6]. It follows from Lemma 4.9 and
condition (4.22) that there is a λa such that for λ > λa the condition B+ (0) = 0
implies that
∞

Σ1 q V (c,d) ≤ |ak | ≤ M1 λ−1 ln λ, λ → ∞ (λ > λa ) (4.25)
k=0
and if B+ (x) has a zero of order n at x → 0, then M1 λ−1 ln λ is replaced in (4.25)

by M2 λ−1 .
Applying the contraction mapping principle to the equation

q + Π−1 −1
N ΣM q = ΠN f
we get on the basis of Lemmas 4.8 and 4.10 a proof of the existence and uniqueness
of a solution of (4.4) under the restrictions imposed.
Thus, we have proved
Theorem 4.11. Equation (4.4) is uniquely solvable in the space V (c, d) for K(γ)
of class SN,M under the conditions of Lemma 4.8 or 4.10, and
q(x) V (c,d) ≤ m(ΠN , ΣM ) f W (c,d) . (4.26)
Moreover, we have
Theorem 4.12. Equation (4.4) is uniquely solvable in the space V (c, d) for K(γ)
having the properties (3.2)–(3.3) when γρ(γ) = r−1 (γ), Condition A holds for
γ > γ a , and the conditions of Lemma 4.8 or 4.10 hold for λ < λa (λa being some
fixed value of λ), and the estimate (2.5) holds with ΣM replaced by Σ∞ .
Theorem 4.12 follows from Theorems 4.1 and 4.11, and can be proved with
the help of a device known in perturbation theory and based on the method of
successive approximations, just as in [18].
Example. Examples of representations of the form (2.2) in [6].

1. t(x) = 0, r(x) = s(x) = const in (4.3), and
B(α, ξ) = cos αξ, B− (iD, ξ) = 0, 5πD−1 exp(−Dξ),

B+ (iD, x) = cosh Dx,
4πcλ−1
βk (iDλ−1 ) =
(kπ)2 + D2 λ2
1

× q(ξ) cos kπξ − exp(−Dλ−1 ) cos kπ cosh Dλ−1 ξ dξ.
0
(0)+
Here the conditions of Lemma 4.8 hold. The space V (c, d) ≡ C1/2 (−l, 1),
(0)+
where C1/2 (−l, 1) is the space of even functions continuous with the weight
√
1 − x, equipped with the norm

f C(0)+ ,(−l,1) = max F (x) 1 − x2 ,

1/2 x∈[−1,1]
and W (c, d) is the space of functions having on [−1, 1] derivatives of first

order satisfying a Holder condition with exponent 1/2 + ε, equipped with the
usual norm [18].
2. r(x) = x−1 , s(x) = x, t(x) = −n2 x−2 in (4.3), and
B(α, ξ) = Jn (αξ), B− (iD, ξ) = Kn (Dξ),

B +( iD, x) = In (Dx), n = 0, 1;
where Jn (x) is the corresponding Bessel function, and In (x) and Kn (x) are
the modified Bessel functions. We have that

iD 2cλ−1
βk = 2
λ Jn+1 (μk )(μ2k + D2 λ−2 )
⎡ 1 ⎤

D D
× ⎣ q(ρ)ρ Jn (μk ρ) − Kn μk J1−n (μk )In ρ dρ⎦ ,
λ λ
0
(n = 0, 1)
obtains.
References
[1] V.S. Nikishin The static contact problems for multylayered foundations. The Contact
Interaction Mechanics M: Phizmatlit, 2001. 199–213.(in Russian)
[2] V.A. Babeshko, E.V. Glushkov, N.V. Glushkova, The methods of the construction
of the Green matrix for the stratified elastic half-space. Numerical Mathematics and
Math. Physics Journal 27 (1987), no. 1, 93–101.
[3] S.M. Aizikovich, V.M. Alexandrov, J.J. Kalker, L.I. Krenev, I.S. Trubchik, Analytical
solution of the spherical indentation problem for a half-space with gradients with the
depth elastic properties. Int. J. of Solids and Structures 39 (2002), no. 10, 2745–2772.
[4] S.M. Aizikovich, V.M. Alexandrov, Axisymmetrical Problem about Indentation of
Round Punch into Elastic Inhomogeneous with Depth Half-Space. Izv. Akad. Nank
SSSR. Mech. Tverd. Tela 2 (1984), 73–82.
[5] S.M. Aizikovich, I.S. Trubchik, and E.V. Shklyarova, Penetration of a die into a
vertically inhomogeneous strip. Izv. AN SSSR. Mekh. Tv. Tela 25 (1991), no. 1,
61–71.
[6] I.I. Vorovich, V.M. Alexandrov, and V.A. Babeshko, Nonclassical mixed problems of
elasticity theory. M: Nauka, 1974. (in Russian)
[7] S.M. Aizikovich, V.M. Alexandrov, Properties of compliance functions correspond-
ing to layered continuously inhomogeneous half-spaces. Dokl. Akad. Nauk SSSR 266
(1982), no. 1, 40–43.
[8] A.K. Privarnikov, Spatial Deformation of a Multilayered Foundation. Stability and
Strength of Structure Elements. Dnepropetrovsk University. Dnepropetrovsk, 1973,
27–45.
[9] N.I. Akhiezer,The Lecture of Theory of Approximation. M: Nauka, 1965.
[10] V.A. Babeshko, Asymptotic Properties of Solutions of Certain Two-Dimensional
Integral Equations. Dokl. Akad. Nauk SSSR 206 (1972), no. 5, 1074–1077. English
transl. in Soviet Phys. Dokl. 17.
[11] V.L. Goncharov, Theory of interpolation and function approximation. M: ONTI-
GTTI, 1934
[12] A.I. Lurje The elasticity theory. M: Nauka, 1970. (in Russian)
[13] R.E. Gibson, P.T. Brown, and K.R.F. Andrews, Some results concerning displace-
ments in a nonhomogeneous elastic layer. Z. angew. Math. und Phys. 22 (1971),
no. 5, 855–864
[14] V.M. Alexandrov, The solution of a class of dual equations. Dokl. Akad. Nauk SSSR
307 (1973), no. 2, 55–58.
[15] I.I. Vorovich, and V.A. Babeshko, Dynamical mixed problems of elasticity theory for
non-classical domains. M: Nauka, 1979. (in Russian)
[16] M.V. Fedoruk,Ordinary differential equations. M: Nauka, 1985. (in Russian)
[17] A. Zigmund, Trigonometric Series. Cambridge, 1988.
[18] S.M. Aizikovich, Asymptotic solutions of contact problems of elasticity theory for
depthwise inhomogeneous media. Prikl. Math. Mekh. 46 (1982), no. 1, 148–158.
Sergey Aizikovich
Gagarina sqr.,1
P.O. Box 4845
344090 Rostov-on-Don, Russia
e-mail: aiz@ctsnet.ru
Victor Alexandrov
Institute on Mechanics Problems at RAS
Moscow, Russia
e-mail: alexandrov@ipmnet.ru
Irina Trubchik
Institute of Mechanics and Applied Math. at SFU
Rostov-on-Don, Russia
e-mail: trubchik@math.rsu.ru
Operator Theory:

Krein Systems
D. Alpay, I. Gohberg, M.A. Kaashoek, L. Lerer and A. Sakhnovich
In memory of Mark Grigorievich Krein, with appreciation

of his many great discoveries, on the occasion of his Centennial.
Abstract. In the present paper we extend results of M.G. Krein associated

to the spectral problem for Krein systems to systems with matrix-valued
accelerants with a possible jump discontinuity at the origin. Explicit formulas
for the accelerant are given in terms of the matrizant of the system in question.
Recent developments in the theory of continuous analogs of the resultant
operator play an essential role.
Mathematics Subject Classification (2000). Primary: 34A55, 49N45, 70G30;
Secondary: 93B15, 47B35.
1. Introduction
The following result is due to M.G. Krein, see [14]:
Theorem 1.1. Let T > 0, and let k be a scalar continuous and hermitian function
on the interval [−T, T] such that for each 0 < τ ≤ T the corresponding convolution
integral operator Tτ on L1 [0, τ ],
τ
(Tτ f )(t) = f (t) − k(t − s)f (s) ds, 0 ≤ t ≤ τ, (1.1)
0
is invertible. Let γτ (t, s) denote the resolvent kernel

τ
γτ (t, s) − k(t − v)γτ (v, s)dv = k(t − s), 0 ≤ t, s ≤ τ. (1.2)
0
Daniel Alpay wishes to thank the Earl Katz family for endowing the chair which supported his
research. The work of Alexander Sakhnovich was supported by the Austrian Science Fund (FWF)
under Grant no. Y330.
20 D. Alpay, I. Gohberg, M. Kaashoek, L. Lerer and A. Sakhnovich
Consider the entire function

τ
−iλx
P(τ, λ) = e iλτ
1+ e γτ (x, 0)dx , (1.3)
0
τ
P∗ (τ, λ) = 1 + eiλx γτ (τ − x, τ )dx. (1.4)
0
Then with a(τ ) = γτ (τ, 0) and for λ ∈ C it holds that
⎧
⎪
⎪ ∂
⎨ P(τ, λ) = iλP(τ, λ) + P∗ (τ, λ)a(τ ), 0 ≤ τ ≤ T,
∂τ
(1.5)
⎪
⎪ ∂ P (τ, λ) = P(τ, λ)a(τ )∗ .
⎩ ∗
∂τ

Putting Y (τ, λ) = P(τ, λ) P∗ (τ, λ) , the system (1.5) can be rewritten as

∂ Ir 0 0 a(τ )
Y (τ, λ) = Y (τ, λ) iλ + . (1.6)
∂τ 0 0 a(τ )∗ 0
Here τ ∈ [0, T]. We call (1.6) a Krein system when, as in (1.5), the function a
is given by a(τ ) = γτ (τ, 0), where γτ (t, s) is the resolvent kernel corresponding
to some k on [−T, T] with the properties described in the Theorem 1.1. In that
case, following Krein, the function k is called an accelerant for (1.6), and we shall
refer to a as the potential associated with the accelerant k. The functions P(τ, ·),
P∗ (τ, ·) are called Krein orthogonal functions at τ associated to the weight δ − k,
where δ is the delta function.
In this paper we prove the analogue of Theorem 1.1 for systems with acceler-
ants that are allowed to have a jump discontinuity at the origin. We also present
explicit formulas for determining the unique accelerant k from the given potential
a. As for continuous accelerants in [14], the results are proved not only for scalar
functions but also for the matrix-valued case, when in (1.5) the functions P, P∗
and a are Cr×r -valued.
The result expressing the accelerant in terms of the potential referred to in
the previous paragraph is based on a recent theorem involving a certain analog
R(B, D) of the resultant operator for a class of entire matrix functions B and D.
The resultant R(B, D) is defined as follows (see Section 3 for more details). Let
B and D be of the form
0 τ
iλu
B(λ) = Ir + e b(u)du and D(λ) = Ir + eiλu d(u)du,
−τ 0
where the functions b and d belong respectively to Lr×r

1 [−τ, 0] and Lr×r
1 [0, τ ]. The
resultant of B and D is the operator defined on the space Lr×r
1 [−τ, τ ] by:
⎧ τ
⎪
⎪
⎪
⎨q(u) + d(u − s)q(u)du, 0 ≤ u ≤ τ,
−τ
(R(B, D)q)(u) = τ
⎪
⎪
⎪
⎩q(u) + b(u − s)q(u)du, −τ ≤ u < 0.
−τ
Krein Systems 21
Let us now state our main results.

Theorem 1.2. Let k be a r × r-matrix-valued accelerant on [−T, T], with possibly
a jump discontinuity at the origin, and let γτ (t, s) be the corresponding resolvent
kernel as in (1.2). Put
τ
−iλx
P(τ, λ) = e iλτ
Ir + e γτ (x, 0)dx (1.7)
0
τ
P∗ (τ, λ) = Ir + eiλx γτ (τ − x, τ )dx. (1.8)
0
Then a(τ ) = γτ (0, τ ), with 0 < τ ≤ T, extends to a continuous function on [0, T]
and

Y (τ, λ) = P(τ, λ) P∗ (τ, λ) ,
satisfies the Krein system (1.6) with potential a.
For our second main result we need the matrizant of (1.6). By definition, this
is the unique C2r×2r -valued solution U (τ, λ) of (1.6) satisfying the initial condition
U (0, λ) ≡ I2r .
Theorem 1.3. Let k be a r × r-matrix-valued accelerant on [−T, T], with possibly
a jump discontinuity at the origin, and let a be the corresponding potential. Then
k is uniquely determined by a, and k can be obtained from a in the following way.
Let U (τ, λ) be the matrizant of (1.6), and put

I 0
F (λ) = eiλT Ir Ir U (T, −λ) r , G(λ) = Ir Ir U (T, −λ) .
0 Ir
Then F and G are entire r × r matrix functions of the form
T 0
F (λ) = Ir + f (x)eiλx dx, G(λ) = Ir + g(x)eiλx dx,
0 −T
where f and g are continuous C -valued functions on [0, T] and [−T, 0], respec-
r×r
tively. Moreover, the resultant operator R(F , G ) is invertible, and the function
k is given by the formula
k = [R(F , G )]−1 q. (1.9)
Here F (λ) = F (λ̄)∗ and G (λ) = G(λ̄)∗ , where the superscript ∗ means taking
adjoints. Finally, q is the function on the interval [−T, T] given by
+
f (−x)∗ , −T ≤ x < 0,
q(x) =
g(−x)∗ , 0 ≤ x ≤ T.
To prove Theorem 1.2 we use in an essential way the results of [12]. The proof
of Theorem 1.3 is based on recent results of [7] on the continuous analog of the
resultant.
In each of the two theorems above our starting point is a given accelerant. In
a next paper we plan to study the inverse situation, which includes, in particular,
the question whether or not a continuous potential is always generated by an

accelerant.
Let us illustrate Theorem 1.2 with an example. Take k to be
+
i, if t ∈ [0, T],
k(t) = (1.10)
−i, if t ∈ [−T, 0].
Clearly, k is continuous with a jump discontinuity at zero, and k is hermitian. Note
that this function is of the form
+
iCe−itA (I − P )B, t ∈ [0, T],
k(t) = (1.11)
−iCe−itA P B, t ∈ [−T, 0],
with
0 0 0 0
A= , P = , and C = B ∗ = 1 1 .
0 0 0 1
The formulas from [4] allow us to show that for this k the integral operator Tτ
in (1.1) is invertible for τ < π2 . Hence k is an accelerant on [−T, T] whenever
T < π2 . Furthermore, again using the formulas from [4], one computes that for
each τ < π2 the resolvent kernel associated to k, that is, the solution γτ (t, s) of
(1.2), is given by
⎧ 2i(t−s)
⎪
⎪
ie
, 0 ≤ s < t ≤ τ,
⎨
1 + e2iτ
γτ (t, s) =
⎪
⎩ −ie
⎪ 2i(t−s)
, 0 ≤ t < s ≤ τ.
1 + e−2iτ
Direct computations show then that the functions P and P∗ defined by the for-
mulas (1.5) are equal to
2 e2iτ − eiλτ
P(τ, λ) = eiλτ + ,
1+e 2iτ 2−λ
2 e2iτ − eiλτ
P∗ (τ, λ) = 1 + ,
1 + e2iτ 2−λ
and that these functions satisfy the system (1.5) with
2i
a(τ ) = , τ ∈ [0, T]. (1.12)
1 + e−2iτ
Other examples will be given in the final two sections of the paper.
We now give the outline of the paper. The rest of the paper consists of five
sections. In Section 2 we show that a Krein system can be associated to accelerants
with jump discontinuities and prove Theorem 1.2. In Section 3 we review the notion
of continuous analogue of the resultant and state the results from [7] used in this
paper. The proof of Theorem 1.3 is given in Section 4. The last two sections
present examples. In Section 5 we consider the case of accelerants k of the form
(1.11), where A, B and C are matrices of appropriate sizes and P is a projection
commuting with A. This includes in particular the case when the Fourier transform
Krein Systems 23
of k (considered as a function on R) is a rational matrix-valued function vanishing

at infinity. Such functions k have in general a jump discontinuity at the origin. In
Section 6 a class of continuous accelerants is elaborated.
2. Krein system for accelerants with jump discontinuity

and proof of Theorem 1.2
In the proof of Theorem 1.1 an important role is played by the equations
∂
γτ (t, s) = γτ (t, τ )γτ (τ, s), 0 ≤ s, t ≤ τ, (2.1)
∂τ
∂
γτ (τ − t, τ − s) = γτ (τ − t, 0)γτ (0, τ − s), 0 ≤ t, s ≤ τ. (2.2)
∂τ
Equation (2.1) is called the Krein-Sobolev identity. The second equation is obtained
by replacing in equation (1.2) the function k(t) by k(−t). The corresponding re-
solvent kernel is equal to γτ (τ − t, τ − s), as can be seen by a change of variables;
see the discussion [5, p. 450] and in particular equation (3.5) there. The above
equations have been used by M.G. Krein in [15] to deduce his system (1.5) in the
case of a continuous accelerant.
It is known [13, Section 7.3, p. 187] that continuity of the accelerant is not
necessary to insure that the Krein-Sobolev identity holds. In fact, when k has a
jump discontinuity at the origin appropriate generalizations of (2.1)–(2.2) have
been established in [12].
Before presenting the proof of Theorem 1.2, we first review the necessary
results from [12]. In what follows k is a r × r accelerant on [−T, T] with a possible
jump discontinuity at the origin and γτ (t, s) is the corresponding resolvent kernel
as in (1.2). From [12] we know that the function (t, s, τ ) → γτ (t, s) is continuous
on the domain 0 ≤ s < t ≤ T, 0 < τ ≤ T and on the domain 0 ≤ t < s ≤
T, 0 < τ ≤ T. Moreover, (t, s, τ ) → γτ (t, s) admits continuous extensions on the
closures of these domains. In particular, a(τ ) = γτ (τ, 0) is continuous on the left
open interval (0, T] and has a continuous extension to the closed interval [0, T].
Next, we consider the modifications of equations (2.1)–(2.2). Using the fact
that k has a jump discontinuity at the origin, we let k+ be the function equal to
k for t = 0
k+ (0) = lim k(h).
h→0
h>0
Similarly, let k− be the function equal to k for t = 0 and defined at the origin by
k− (0) = lim k(h).
h→0
h<0
One defines γτu (t, s) and γτl (t, s) to be the resolvent equations corresponding to the
function k+ (t) and k− (t) respectively. Note that, for t = s,
γτ (t, s) = γτu (t, s) = γτl (t, s). (2.3)
It is proved in [12] that

∂
γ u (t, s) = γτu (t, τ )γτl (τ, s), 0 ≤ s, t ≤ τ, (2.4)
∂τ + τ
∂
γ l (t, s) = γτu (t, τ )γτl (τ, s), 0 ≤ s, t ≤ τ, (2.5)
∂τ + τ
and
∂
γ u (t, s) = γτu (t, τ )γτl (τ, s), 0 ≤ s, t ≤ τ, (2.6)
∂τ − τ
∂ l
γ s(t, s) = γτu (t, τ )γτl (τ, s) 0 ≤ s, t ≤ τ, (2.7)
∂τ − τ
where ∂∂+ and ∂∂− stand for derivatives from the right and from the left, respec-
tively. See [12, (3.6)–(3.7) p. 274, and p. 278]. It follows that (2.2) becomes
∂
γ u (τ − t, τ − s) = γτu (τ − t, 0)γτl (0, τ − s), (2.8)
∂τ + τ
∂
γ l (τ − t, τ − s) = γτu (τ − t, 0)γτl (0, τ − s), (2.9)
∂τ + τ
where 0 ≤ t, s ≤ τ , and
∂
γ u (τ − t, τ − s) = γτu (τ − t, 0)γτl (0, τ − s), (2.10)
∂τ − τ
∂
γ l (τ − t, τ − s) = γτu (τ − t, 0)γτl (0, τ − s), (2.11)
∂τ − τ
also for 0 ≤ t, s ≤ τ .
Proof of Theorem 1.2. We have already proved the continuity of the potential a
on [0, T].
Let P and P∗ be defined by (1.7) and (1.8). Note that, in view of (2.3),
one can replace γτ by γτu or γτl in the expressions for P and P∗ . Then, using the
Krein-Sobolev identity (2.4), we have for τ > 0:
τ
∂ iλτ ∂
P(τ, λ) = iλP(τ, λ) + e e−iλx γτ (x, 0) dx
∂τ + ∂τ + 0
τ
∂
= iλP(τ, λ) + γτ (τ, 0) + eiλ(τ −x) + γτ (x, 0) dx
∂τ
0 τ
= iλP(τ, λ) + γτ (τ, 0) + eiλ(τ −x) γτu (x, τ )γτl (τ, 0) dx
0
τ
iλ(τ −x)
= iλP(τ, λ) + In + e γτ (x, τ ) dx γτ (τ, 0)
0
τ
= iλP(τ, λ) + In + eiλx γτ (τ − x, τ ) dx γτ (τ, 0)
0
= iλP(τ, λ) + P∗ (τ, λ)γτ (τ, 0).
Krein Systems 25
Here we removed the superscripts u and l using (2.3) and using the fact that the
value of an integral does not depend on the value of the integrand at one point.
Using now (2.10) we obtain in a similar way that
∂
P(τ, λ) = iλP(τ, λ) + P∗ (τ, λ)γτ (τ, 0).
∂τ −
∂
It follows that ∂τ P(τ, λ) exists and that the first equality in (1.5) holds.
Analogously, using the (2.8) and (2.10), we have
τ
∂ ∂
P∗ (τ, λ) = eiλx γτ (τ − x, τ ) dx
∂τ ± ∂τ ± 0
τ
∂
= eiλτ γτ (0, τ ) + eiλx ± γτ (τ − x, τ ) dx
∂τ
0 τ
iλτ
= e γτ (0, τ ) + eiλx γτ (τ − x, 0)γτ (0, τ ) dx
0
τ
= eiλτ Ir + eiλ(x−τ ) γτ (τ − x, 0) dx γτ (0, τ ),
0
τ
= eiλτ Ir + eiλx γτ (x, 0) dx γτ (0, τ )
0
= P(τ, λ)γτ (0, τ ).
∗
γτ (τ, 0) . Thus P and P∗ satisfy
Since k is hermitian, we have γτ (0, τ ) =
(1.5), and hence Y (τ, λ) = P(τ, λ) P∗ (τ, λ) satisfies (1.6).
3. Intermezzo: The continuous analogue of the resultant

We review here the results of [7] needed in the proof of Theorem 1.3. The definition
of the resultant operator R(B, D) has already been given in the introduction.
Consider an entire matrix function of the form
τ
L(λ) = Ir + eiλx (x)dx, ∈ Lr×r
1 [0, τ ]. (3.1)
0
With a slight abuse of terminology, following [7], we call L(λ) a Krein orthogonal
matrix function if there exists a hermitian Cr×r -valued function k ∈ Lr×r
1 [−τ, τ ]
such that τ
(t) − k(t − u)(u) du = k(t), 0 ≤ t ≤ τ.
0
In that case we refer to δ − k as the associate weight. The following result is proved
in [7, Theorem 5.6].
Theorem 3.1. Let L be a Cr×r -valued entire function of the form (3.1). Then
there exists a hermitian matrix function k ∈ Lr×r
1 [−τ, τ ] such that L is the Krein
orthogonal matrix function with weight δ − k if and only if there exists a matrix
function M of the form
τ
M (λ) = Ir + eiλu m(u)du, m ∈ Lr×r
1 [0, τ ], (3.2)
0
such that the following two conditions are satisfied:
L(λ)L (λ) = M (λ)M (λ), λ ∈ C, (3.3)
Ker L (λ) ∩ Ker M (λ) = {0} , λ ∈ C. (3.4)
Furthermore, when these conditions hold, the function k is given by the formula
+
−1 (−u)∗ , −τ ≤ u ≤ 0,
k = R(L , M )

q, q(u) = (3.5)
m(u), 0 ≤ u ≤ τ.
In [7] the above theorem is derived as a corollary of the following somewhat

more general theorem ([7, Theorem 5.5]).
Theorem 3.2. Given , m ∈ Lr×r

1 [0, τ ], put
τ τ
iλu
L(λ) = Ir + e (u)du, M (λ) = Ir + eiλu m(u)du.
0 0
Then there is a hermitian matrix function k ∈ Lr×r1 [−τ, τ ] such that

τ
(t) − k(t − u)(u) du = k(t), 0 ≤ t ≤ τ, (3.6)
0
τ
m(t) − m(u)k(t − u) du = k(t), 0 ≤ t ≤ τ, (3.7)
0
if and only if the two conditions (3.3) and (3.4) are satisfied, and in that case the
function k is uniquely determined by (3.5).
In general, a Krein orthogonal matrix function L may have many different

weights. This is reflected by the fact that given L as in Theorem 3.1 there may be
many different functions M of the form (3.2) satisfying (3.3) and (3.4). However,
as soon as M is fixed, then the weight is uniquely determined by (3.5) (as we see
from Theorem 3.2).
Remark. If in (3.5) the functions and m are continuous on the interval [0, τ ],
then the function q in the right-hand side of (3.5) is a continuous function on
[−τ, τ ] with a possible jump discontinuity at zero. This implies that the function
k defined by (3.5) is also continuous on [−τ, τ ] with a possible jump discontinuity
at zero.
Krein Systems 27
4. Proof of Theorem 1.3

Throughout this section k is a r × r-matrix-valued accelerant on [−T, T], with
possibly a jump discontinuity at the origin, and we consider the Krein system
(1.6) with the potential a defined by k. Furthermore U (τ, λ) will be the matrizant
of (1.6).
Our aim is to prove Theorem 1.3. As in Theorem 1.3, put

Ir 0
F (λ) = e iλT
Ir Ir U (T, −λ) , G(λ) = Ir Ir U (T, −λ) .
0 Ir
First let us show that
F (λ) = eiλT P(T, −λ) and G(λ) = P∗ (T, −λ), (4.1)
where P(T, λ) and P∗ (T, λ) are defined by (1.7) and (1.8) with τ = T. To obtain
(4.1) note that for each λ ∈ C the two r × 2r matrix functions

Ir Ir U (τ, λ) and P(τ, λ) P∗ (τ, λ)
satisfy
thelinear differential equation (1.6), and at τ = 0 both functions are equal
to Ir Ir . Thus both have the same initial condition at τ = 0. It follows that
these two functions coincide on 0 ≤ τ ≤ T. For τ = T this yields the identities in
(4.1).
Using (4.1), we see from the formulas for P and P∗ in (1.7) and (1.8) that
T 0
iλx
F (λ) = Ir + f (x)e dx, G(λ) = Ir + g(x)eiλx dx, (4.2)
0 −T
with f (x) = γT (x, 0) on 0 ≤ x ≤ T and g(x) = γT (T + x, T) on the interval

−T ≤ x ≤ 0. In particular, the functions f and g are continuous on their respective
domains as desired.
It remains to prove (1.9). To do this we first derive the following lemma.
Lemma 4.1. The functions P and P∗ given by (1.7) and (1.8), respectively, satisfy
the identity
P(τ, λ)P (τ, λ) = P∗ (τ, λ)P∗ (τ, λ) (0 ≤ τ ≤ T, λ ∈ C). (4.3)
Furthermore, for each 0 ≤ τ ≤ T the left-hand side in the above identity is a

right canonical factorization (that is, for each 0 ≤ τ ≤ T the function det P(τ, λ)
has no zero in the closed lower half-plane) while the right side is a left canonical
factorization (that is, for each 0 ≤ τ ≤ T the function det P∗ (τ, λ) has no zero in
the closed upper half-plane).
Proof. Fix 0 ≤ τ ≤ T. Recall that the integral operator Tτ defined by (1.1) is

selfadjoint and invertible. Let aτ , bτ , bτ , dτ be the L1 -functions defined by
τ
aτ (t) − k(t − u)aτ (u) du = k(t), 0 ≤ t ≤ τ,
0
0
bτ (t) − bτ (u)k(t − u) du = k(t), −τ ≤ t ≤ 0,
−τ
0
cτ (t) − k(t − u)cτ (u) du = k(t), −τ ≤ t ≤ 0,
−τ
τ
dτ (t) − dτ (u)k(t − u) du = k(t), 0 ≤ t ≤ τ,
0
and put
τ 0
Aτ (λ) = I + eiλs aτ (s) ds, Bτ (λ) = I + eiλs bτ (s) ds,
0 −τ
0 τ
Cτ (λ) = I + eiλs cτ (s) ds, Dτ (λ) = I + eiλs dτ (s) ds.
−τ 0
In terms of the resolvent kernel γτ (t, s) associated with k we have

aτ (x) = γτ (x, 0), bτ (−x) = γτ (0, x) (0 ≤ x ≤ τ );
cτ (x) = γτ (τ + x, τ ) dτ (−x) = γτ (τ, τ + x) (−τ ≤ x ≤ 0).
Note that in this terminology, the functions P and P∗ given by (1.7) and (1.8) are
equal to
P(τ, λ) = eiλτ Aτ (−λ), P∗ (τ, λ) = Cτ (−λ). (4.4)
From Theorem 5.3 in [7] we know that
Aτ (λ)Bτ (λ) = Cτ (λ)Dτ (λ), Ker Bτ (λ) ∩ Ker Dτ (λ) = {0}. (4.5)
Next recall that k is hermitian. This implies that
bτ (−x) = aτ (x)∗ , cτ (−x) = dτ (x)∗ (0 ≤ x ≤ τ ),
and hence Aτ (λ) = Bτ (λ) and Dτ (λ) = Cτ (λ). In particular, (4.5) reduces to
Aτ (λ)Aτ (λ) = Dτ (λ)Dτ (λ), Ker Aτ (λ) ∩ Ker Dτ (λ) = {0}. (4.6)
Finally, since for each 0 ≤ τ ≤ T the operator Tτ in (1.1) is selfadjoint and

invertible, it follows that Tτ is strictly positive for each 0 ≤ τ ≤ T. Then we know
(using the theory of Krein orthogonal functions; see Theorem 8.1.1 in [6]) that the
function det Aτ (λ) has no zero in the closed upper half-plane, and the function
det Dτ (λ) has no zero in the closed lower half-plane. Thus Aτ (λ)Aτ (λ) is a left
canonical factorization and Dτ (λ)Dτ (λ) is a right canonical factorization. Using
(4.4) the above remarks provide the proof of the lemma.
Krein Systems 29
We are now ready to prove (1.9). From (4.1) and (4.3) it follows that
F (λ)F (λ) = G(λ)G (λ). (4.7)
Moreover the left-hand side of this identity is a left canonical factorization and the
right-hand side is a right canonical factorization. In particular, Ker F ∩ Ker G =
{0}. This allows us to apply Theorem 3.2 with τ = T, (u) = f (u) and m(u) =
g(−u)∗ , where the functions f and g are as in (4.2). In other words, we apply L = F
and M = G . It follows that there exists a unique hermitian k̃ ∈ Lr×r1 [−T, T] such
that
T
f (t) − k̃(t − s)f (s) ds = k̃(t), 0 ≤ t ≤ T, (4.8)
0
0
g(t) − k̃(t − s)g(s) ds = k̃(t), −T ≤ t ≤ 0. (4.9)
−T
Moreover, k̃ is given by the formula

+
−1 f (−x)∗ , −T ≤ x ≤ 0,
k̃ = [R(F , G )] q with q(x) =
g(−x)∗ , 0 ≤ x ≤ T.
Since f (x) = γT (x, 0) on 0 ≤ x ≤ T and g(x) = γT (T + x, T) on the interval
−T ≤ x ≤ 0, we know from the proof of Lemma 4.1 that (4.8) and (4.9) also hold
with k̃ being replaced by the original accelerant k. But then, by the uniqueness
statement in Theorem 3.2, the functions k̃ and k coincide. Thus (1.9) holds, which
completes the proof of Theorem 1.3.
Remark. In the proof of Lemma 4.1 we used in an essential way the accelerant
and its properties. However, this is not necessary. It is possible to give a proof
of Lemma 4.1 without any reference to the accelerant. In fact, such a proof can
be obtained by using the properties of a canonical differential systems of Dirac
type. To see this note that e−iτ λ Y (τ, −2λ̄)∗ is a solution of a canonical differential
system of Dirac type with potential v(τ ) = −ia(τ ) whenever Y (τ, λ) is a solution
of (1.6). We will come back to this in a later paper.
5. An example with jump discontinuity: the rational case

In this section we consider the case where the accelerant is of the form
+
iCe−itA (I − P )B, t > 0,
k(t) = (5.1)
−iCe−itA P B, t < 0.
In this expression, A, B and C are matrices of appropriate sizes and P is a projec-
tion commuting with A. Motivation for such a form originates with linear system
theory. Indeed, let W be a rational Cp×q -valued function, analytic at infinity. Then,
as is well known, W admits a realization of the form
W (λ) = D + C(λIN − A)−1 B,
where D = W (∞) and (A, B, C) ∈ CN ×N × CN ×q × Cp×N . Assume furthermore

that A has no real eigenvalues. Then, the function W belongs to the Wiener
algebra, and
W (λ) = D + eiλt k(t)dt,
R
where k is of the form (5.1) with P being the Riesz projection corresponding to
the eigenvalues of A in the upper half-plane. Note that, in general, functions k of
the form (5.1) need not have summable entries.
In this section we first take
×
a −bb∗ b
A= , B= , C = −c −b∗ , (5.2)
0 a×∗ c∗
where (a, b, c) ∈ Cn×n × Cn×k × Ck×n , and throughout it is assumed that the
spectra of a and a× = a − bc are both in the open upper half-plane. For P we take
the Riesz projection of A corresponding to the eigenvalues in the upper half-plane.
In other words P is given by

I iΩ
P = , (5.3)
0 0
where Ω is the unique solution of the Lyapunov equation
i(Ωa×∗ − a× Ω) = bb∗ . (5.4)
With A, B, C and P as in (5.2) and (5.3), the function

W (λ) = Ir + eiλt k(t)dt (5.5)
R
is positive definite on the real line. Conversely, any rational r×r matrix function W
which is positive definite on the real line and analytic at infinity with W (∞) = Ir
can be represented in this way (see [1]).
Proposition 5.1. When k is of the form (5.1) with A, B, C and P being given by
(5.2) and (5.3), then k is an accelerant on each interval [−T, T]. Moreover, in this
case the corresponding potential is given by
∗
∗
a(τ ) = i (In + Ω(Y − e−iτ a Y aiτ a ))−1 (b + iΩc∗ ) , (5.6)
where Ω is given by (5.4), and where Y is the solution of the Lyapunov equation
i(Y a − a∗ Y ) = −c∗ c. (5.7)
Proof. The fact that the function W in (5.5) is positive definite on the real line
implies that for each τ the integral operator Tτ in (1.1) is strictly positive. Hence
k is an accelerant on each interval [−T, T].
Using Theorem 4.1 in [4] one computes that in this setting

γτ (0, τ ) = −iC(P e−iτ (A−BC)Im P )−1 P B.
Krein Systems 31
Since A, B and C are given by (5.2), we have

a 0
A − BC = ∗ .
c c a∗
It then follows, as computed in [1, p.15], that
∗
γτ (0, τ ) = −i(In + Ω(Y − e−iτ a Y aiτ a ))−1 (b + iΩc∗ ),
where Ω and Y are given by (5.4) and (5.7), respectively. Since the potential
is given by a(τ ) = γτ (τ, 0) and γτ (τ, 0) = γτ (0, τ )∗ , we see that a is given by
(5.6).
Next we assume that the matrices A, B, and C in (5.1) are given by

∗
β γ2 γ2∗ √ γ2 √
A=2 , B= 2 , C = 2 γ1∗ γ2∗ , (5.8)
0 β γ1
where β is a square matrix of order n, and γ1 and γ2 are matrices of sizes n × r.
Furthermore, we assume that β ∗ − β = iγ2 γ2∗ . A triple of matrices β, γ1 and γ2
with these properties will be called admissible. For the matrix P in (5.1) we take

I −iIn
P = n . (5.9)
0 0
The fact that the triple of matrices β, γ1 and γ2 is assumed to be admissible implies
that with A, B, C and P as in (5.8) and (5.9), the function (5.5) is positive semi-
definite on the real line. Conversely, any rational r × r matrix function W which
is positive semi-definite on the real line and analytic at infinity with W (∞) = Ir
can be represented in this way (see [9], also [10]).
For information about the connection between the matrices A, B, C and P
in (5.2) and (5.3) and those in (5.8) and (5.9), we refer to the introduction of [3].
Proposition 5.2. Let β, γ1 and γ2 be an admissible triple, and put

k(t) = −2(γ1 + iγ2 )∗ e−2itβ γ1 , k(−t) = k(t)∗ (t > 0). (5.10)
Then k is an accelerant on each interval [−T, T], and the corresponding potential
is given by
∗
a(τ ) = −2(γ1 + iγ2 )∗ e−iτ α Σ(τ )−1 e−iτ α γ1 , α = β − γ1 γ2∗ , (5.11)
where
t
Σ(t) = In + Λ(s)Λ(s)∗ ds, Λ(t) = e−itα γ1 −eitα (γ1 + iγ2 ) . (5.12)
0
Proof. Let A, B, C and P be given by (5.8) and (5.9). Put

I iIn
S= n .
0 In
Then S is invertible, and one computes that

∗
2β 0 √ −i(γ1 + iγ2 )
A=S S −1 , B = 2S ,
0 2β γ1

√ I 0 −1
C = 2 γ1∗ i(γ1 + iγ2 )∗ S −1 , P = S n S .
0 0
It follows that

−itA
0 0 −i(γ1 + iγ2 )
iCe (I − P )B = 2i γ1∗ i(γ1 + iγ2 ) ∗
0 e−2itβ γ1
= −2(γ1 + iγ2 )∗ e−2itβ γ1 .
Analogously

−itA
e−2itβ ∗ 0 −i(γ1 + iγ2 )
−iCe P B = −2i γ1∗ i(γ1 + iγ2 )∗
0 0 γ1
∗
= −2γ1∗e−2itβ (γ1 + iγ2 ).
It follows that k given by (5.10) can be written in the form (5.1) with A, B, C,
and P as in (5.8) and (5.9).
Next, we consider A× = A − BC. We have
∗
α 0
A× = 2 , where α = β − γ1 γ2∗ .
−γ1 γ1∗ α
The proof of Proposition 4.1 in [9] shows that
× ∗
P e−itA |Im P = e−itα Σ(t)e−itα , t ≥ 0.
Since Σ(t) is positive definite, the matrix Σ(t) is invertible. Hence the map
×
P e−itA |Im P , viewed as an operator acting on Im P , is invertible. By Theorem
4.3 in [4] this implies that for our k the integral operator Tτ given by (1.1) is
invertible for each τ , and

γτ (0, τ ) = −iC(P e−iτ (A−BC) Im P )−1 P B
∗
= −2γ1∗ eiτ α Σ(τ )−1 eiτ α (γ1 + iγ2 ).
Here we used that

√ −i(γ1 + iγ2 ) √ ∗
PB = 2 , C|Im P = 2γ1 .
0
Since the potential is given by a(τ ) = γτ (τ, 0) and γτ (τ, 0) = γτ (0, τ )∗ , we see that
a is given by (5.11).
Remark. Note that the two propositions in this section do not cover the example
presented in the introduction. Indeed, when k is given by (1.10), then k is not an
accelerant for [−π/2, π/2].
Krein Systems 33
6. Another class of potentials

We now consider the case where the Cr×r -valued accelerant k admits a represen-
tation of the form
k(t) = CetA B, t ∈ [−T, T], (6.1)
where A, B and C are matrices of appropriate sizes. We assume that there exists
a hermitian matrix H such that
HA + A∗ H = 0 and C = B ∗ H. (6.2)
The latter implies that k(t)∗ = k(−t) on [−T, T], and hence k is a hermitian
kernel. Under certain minimality conditions the converse statement is also true.
More precisely, if k given by (6.1) with the pair (A, B) being controllable and the
pair (C, A) being observable, then k(t)∗ = k(−t) implies that there exists a unique
invertible hermitian matrix H such that (6.2) holds.
Let τ ∈ (0, T]. As proved in [8], equation (1.2) has a unique solution if and
only if the matrix
τ
Mτ = I − e−sA BCesA ds (6.3)
0
is invertible. When this is the case, we have:
γτ (t, s) = CetA Mτ−1 e−sA B, s, t ∈ [−τ, τ ]. (6.4)
Proposition 6.1. Assume k is given by (6.1), and let H be a hermitian matrix H

such that (6.2) holds. Then k is an accelerant if and only if the matrix Mτ in (6.3)
is non-singular for 0 ≤ τ ≤ T. In that case the corresponding potential is given by
a(t) = CetA Mt−1 B, 0 < t ≤ T, (6.5)
and the functions

, -
P(τ, λ) = eiλτ Ir + C(A − iλIr )−1 eτ A − eiλτ Ir Mτ−1 B,
, -
P∗ (τ, λ) = Ir + C(A − iλIr )−1 eτ A − eiλτ Ir Mτ−1 e−τ A B,
are the associate Krein orthogonal matrix functions.
Proof. Since k is hermitian, the operator Tτ will be strictly positive if and only
Tτ is invertible. The latter happens if and only if Mτ is non singular. Thus k is an
accelerant if and only if Mτ is non-singular for 0 ≤ τ ≤ T.
Assume k to be an accelerant. Then the potential is given by a(t) = γt (t, 0) on
(0, T]. Using (6.4), this yields (6.5). Furthermore, the associate Krein orthogonal
function P for k can be computed as follows:

τ
−iλx
P(τ, λ) = e iλτ
Ir + e γτ (x, 0)dx
0
τ
iλτ −iλx xA −1
=e Ir + e Ce Mτ Bdx
0
τ
iλτ −iλx xA −1
=e Ir + C e e dx Mτ B
0
% &
= eiλτ Ir + C(A − iλI)−1 eτ (A−iλ) − Ir Mτ−1 B
, -
= eiλτ Ir + C(A − λI)−1 eτ A − eiλτ Ir Mτ−1 B.
Analogously,
τ
P∗ (τ, λ) = Ir + eiλx γτ (τ − x, τ )dx
0
τ
= Ir + eiλx Ce(τ −x)AMτ−1 e−τ A Bdx
0
τ
= Ir + Ceτ A eiλx e−xA dx Mτ−1 e−τ A B
0
= Ir + Ce τA
(iλ − A)−1 e(iλ−A)τ − (iλ − A)−1 Mτ−1 e−τ A B

= Ir + C(A − iλIr )−1 eτ A − eiλτ Ir Mτ−1 e−τ A B.
This completes the proof.
Corollary 6.2. Assume k is given by (6.1), and assume that (6.2) holds with H =
−I. Then k is an accelerant. In particular, if rj > 0 and βj ∈ R for j = 1, . . . , n,
then the function
n
k(t) = − rn eiβν t (6.6)
ν=1
is an accelerant for each each interval [−T, T].
Proof. From H = −I, we see that the matrix Mτ in (6.3) can be rewritten as
τ
sA ∗ sA
Mτ = I + Ce Ce ds.
0
It follows that Mτ is positive definite and hence non-singular for each τ ≥ 0. Thus
k is an accelerant by Proposition 6.5 above.
Next, consider the function k in (6.6). Since rj > 0 and βj ∈ R for each
j = 1, . . . , n, we can represent k as in (6.1) by taking
√ √ √
A = diag (iβ1 , iβ2 , . . . , iβn ), C = r1 r2 · · · rn , B = −C ∗ .
But then (6.2) holds with H = I. By the result of the first paragraph, this shows
that k is an accelerant on [−T, T] for each T > 0.
Krein Systems 35
From (6.3) it follows that

d
Mτ = Mτ = −e−τ A BCeτ A . (6.7)
dτ
This together with the explicit formula (6.4) allows one to give a direct proof of
the Krein-Sobolev equation (2.1) and of equation (2.2) for accelerants as in (6.1).
The class of accelerants considered in this section includes the restrictions of
polynomials to [−T, T]. On the other hand, when considered for t on the whole
real line, k is never integrable (except for the trivial case k = 0). Thus this class
of accelerants has a zero intersection with the accelerants considered in the first
part of the previous section. Nevertheless the class of potentials corresponding to
the accelerants considered in this section shares a number of common properties
with the strictly pseudo-exponential potentials. For instance, using (6.7), we have
a(0) = CB
a (0) = CAB + (CB)2
..
.
and there exist non commutative polynomials f0 , f1 , . . . such that
CA B = f (v(0), . . . , v () (0)), = 0, 1, . . .
Thus, and as for strictly pseudo-exponential potentials (see [2]), one can in prin-
ciple recover the potential from the values of its first derivatives at the origin (cf.,
[11], where such results are proved for pseudo-exponential potentials).
References
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rational scattering matrix functions. Journal of differential equations 118 (1995),
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operator theory and its applications, Oper. Theory Adv. Appl. 98 (1997), 23–40.
[3] D. Alpay, I. Gohberg, M.A. Kaashoek, and A.L. Sakhnovich, Direct and inverse
scattering problem for canonical systems with a strictly pseudo-exponential poten-
tial. Math. Nachr. 215 (2000), 5–13.
[4] H. Bart, I. Gohberg, and M.A. Kaashoek, Convolution equations and linear systems.
Integral Equations Operator Theory 5 (1982), 283–340.
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D. Alpay
Department of Mathematics, Ben–Gurion University of the Negev
84105 Beer-Sheva, Israel
e-mail: dany@math.bgu.ac.il
I. Gohberg
School of Mathematical Sciences, The Raymond and Beverly Sackler Faculty
of Exact Sciences, Tel–Aviv University, 69989 Tel–Aviv, Ramat–Aviv, Israel
e-mail: gohberg@post.tau.ac.il
M.A. Kaashoek
Afdeling Wiskunde, Faculteit der Exacte Wetenschappen
Vrije Universiteit, De Boelelaan 1081a, 1081 HV Amsterdam, The Netherlands
e-mail: ma.kaashoek@few.vu.nl
L. Lerer
Department of Mathematics, Technion, Israel Institute of Technology
32000 Haifa, Israel
e-mail: llerer@techunix.technion.ac.il
A. Sakhnovich
Fakultät für Mathematik, Universität Wien
15 Nordbergstrasse, A-1090 Wien, Austria
e-mail: al sakhnov@yahoo.com
Operator Theory:

Spectral Theory of the Infinite Block

Jacobi Type Normal Matrices, Orthogonal
Polynomials on a Complex Domain,
and the Complex Moment Problem
Yu.M. Berezansky
To the memory of M.G. Krein
Abstract. In this survey, we describe new results in the spectral theory of

normal block Jacobi matrices and the corresponding questions concerning the
complex moment problem and orthogonal polynomials.
Mathematics Subject Classification (2000). Primary 44A60, 47A57, 47A70.
Keywords. Block Jacobi matrix, generalized eigenvector, orthogonal polyno-
mials, direct and inverse spectral problems, moment problem.
1. Introduction
In this talk, we propose an analog of the Jacobi matrix related to the complex mo-
ment problem and to a system of polynomials orthogonal with respect to some
probability measure on the complex plane. Such a matrix has a block three-
diagonal structure and gives rise to a normal operator acting on a space of 2 type.
Roughly speaking, these results are a generalization of the classical theory
of Jacobi Hermitian matrices to the case of normal operators. They are deeply
connected with some works by M.G. Krein ([33, 34], 1948–1949) devoted to the
spectral approach to proving the integral representation for positive definite kernels
and Jacobi matrices with operator-valued elements.
The results of the talk are devoted to the complex moment problem and are
connected with a large number of works starting from the year 1957: Y. Kilpi [32],
N.I. Akhiezer [1], A. Atzmon [2], C. Berg, J.P.R. Christensen, P. Ressel [21], T.M.
Bisgaard [22], J. Stochel, F.H. Szafraniec [39], and other mathematicians cited in
the above-mentioned articles.
38 Yu.M. Berezansky
The results devoted to unitary block Jacobi matrices are connected with new
works on orthogonal polynomials on the unit circle, in particular, with works by
M.J. Cantero, L. Moral, L. Velázques ([23], 2003), B. Simon ([38], 2005), and L.B.
Golinskii ([30], 2006).
Some results of this talk were obtained together with M.E. Dudkin.
2. Classical Jacobi matrices and moment problem, orthogonal

polynomials on the axis
10 . At first, I remind the corresponding classical situation.
In the classical theory, investigated is, in the space 2 of sequences f =
(fn )∞
n=0 , fn ∈ C, the Hermitian Jacobi matrix
⎡ ⎤
b 0 a0 0 0 0 . . .
⎢a0 b1 a1 0 0 . . .⎥
⎢ ⎥
J = ⎢ 0 a1 b2 a2 0 . . .⎥ , bn ∈ R, an > 0, n ∈ N0 = {0, 1, 2, . . .}. (2.1)
⎣ ⎦
.. .. .. .. ..
. . . . .
On finite sequences f ∈ f in , this matrix generates an operator on 2 which is
Hermitian with equal defect numbers and therefore has a selfadjoint extension on
0∞
1
an = ∞), the closure J of J is
1
2 . Under some conditions on J (for example,
n=0
selfadjoint.
The direct spectral problem, i.e., the eigenfunction expansion for J1 (or for
some selfadjoint extension of J) is constructed in the following way (for simplicity,
we will assume that J1 is selfadjoint).
For any λ ∈ R, we introduce the sequence of polynomials
∞
P (λ) = Pn (λ) n=0 ∈ = C∞
as a solution of the equation
JP (λ) = λP (λ), P0 (λ) = 1, i.e., ∀n ∈ N0
an−1 Pn−1 (λ) + bn Pn (λ) + an Pn+1 (λ) = λPn (λ), (2.2)
P−1 (λ) = 0, P0 (λ) = 1.
The solution of this recurrence exists: it is necessary to go step by step, starting
from P0 (λ); such a procedure is possible because all an > 0.
The sequence of the polynomials P (λ) is a generalized eigenvector for J1 with
eigenvalue λ (we use some quasinuclear rigging of the space H = 2 :
H − ⊃ H0 ⊃ H+ , P (λ) ∈ H− ). (2.3)
The corresponding Fourier transform F =2 is:
∞

2 ⊃ f in f = (fn )∞
n=0 → f2(λ) = fn Pn (λ) ∈ L2 (R, dρ(λ)) =: L2 . (2.4)
n=0
Spectral Theory of Block Jacobi Type Matrices 39
This mapping is a unitary operator (after closure) between 2 and L2 . The

image of J1 is the operator of multiplication by λ on the space L2 . The polynomials
Pn (λ) are orthonormal w.r.t. the spectral measure dρ(λ) :

Pj (λ)Pk (λ)dρ(λ) = δj,k , j, k ∈ N0 . (2.5)
R
Note that (2.5) is a consequence of the Parseval equality which holds for the
mapping (2.4):
∀f, g ∈ f in (f, g)2 = f2(λ)2
g (λ)dρ(λ). (2.6)
R
20 . The inverse spectral problem is stated in this classical case as follows. Suppose
that we have a Borel probability measure dρ(λ) on R for which all moments sn ,

sn = λn dρ(λ), n ∈ N0 , (2.7)
R
exist (and the support of dρ(λ) contains an infinite set on a finite interval).
The question is: is it possible to recover the corresponding Jacobi matrix J
in such a manner that the initial measure dρ(λ) is equal to the spectral measure
1 What is the way for such a reconstruction?
for J?
The answer is simple: it is necessary to take the sequence of functions
1, λ, λ2 , . . . ∈ L2 (2.8)
(which are linearly independent) and apply the classical procedure of orthogo-
nalization (by Schmidt) to it. As a result, we get the sequence of orthonormal
polynomials
P0 (λ) = 1, P1 (λ), P2 (λ), . . . . (2.9)
Then the matrix J is reconstructed by these formulas: ∀n ∈ N0

2
an = λPn (λ)Pn+1 (λ)dρ(λ), bn = λ Pn (λ) dρ(λ). (2.10)
R R
30 . The classical moment problem. The question is: if we have a sequence s =

(sm )∞
m=0 , sm ∈ R, when does a finite Borel measure dρ(λ) exist such that

sm = λm dρ(λ), m ∈ N0 , (i.e., (2.7))? (2.11)
R
The answer is: iff ∀f = (fj )∞

j=0 ∈ f in
∞

sj+m fj fm ≥ 0. (2.12)
j,m=0
It is known that this result is deeply connected with the spectral theory of
Jacobi matrices (see below, the second part of talk).
40 Yu.M. Berezansky
Now, we will explain in what manner it is possible to get the representation

(2.11) if the condition (2.12) is fulfilled.
In accordance with (2.12), we introduce the (quasi) scalar product
∞

(f, g)S = sj+m fj gm , f, g ∈ f in , (2.13)
j,m=0
and construct, in the usual way, the corresponding Hilbert space S. The shift
operator
∀f ∈ f in (T f )j = fj−1 , j ∈ N0 (f−1 = 0)
is (as is easy to understand) Hermitian on S with equal defect indexes. Therefore,
this operator has a selfadjoint extension T1 in S.
Further, we construct the generalized eigenvector expansion of this operator
on the space S. For this purpose, it is necessary to introduce a quasinuclear rigging
of the space S of type (2.3). A simple calculation shows that now the generalized
eigenvector P (λ), λ ∈ R, has the form
P (λ) = (1, λ, λ2 , . . .) ∈ , λ ∈ R. (2.14)
The Fourier transform is:
∞

S ⊃ f in (fj )∞ 2
j=0 = f → f (λ) = fj λj ∈ L2 (R, dρ(λ)) =: L2 . (2.15)
j=0
Here dρ(λ) is the spectral measure of the operator T1. The Parseval equality has
the form (2.6), as before.
From (2.15) we conclude that for the vector δn = (0, . . . , 0, 1, 0, 0, . . .), the
n
Fourier transform δ2n = λn . Therefore, the Parseval equality (2.6) gives the required
representation (2.11):

sm = (δm , δ0 )S = (δ2m , δ20 )L2 = λm dρ(λ), m ∈ N0 .
R
3. The complex moment problem

10 . To change from the classical Jacobi matrices to the normal Jacobi type block
matrices, we begin with the corresponding moment problem.
In the simplest case, the problem is stated as follows. Instead of the sequence
s = (sm )∞m=0 , sm ∈ R, we have the sequence
s = (sm,n )∞
m,n=0 , sm,n ∈ C.
The question is: under what conditions does a finite Borel measure dρ(z) on C
exist such that
sm,n = z m z n dρ(z), m, n ∈ N0 ? (3.1)
C
In this case, some conditions of positiveness of type (2.12) play an essential

role as well. So, as in the case of the classical moment problem, we use the sequence
f = (fj,k )∞
j,k=0 , fj,k ∈ C;
= (C2 )∞ is the set of all such sequences, and f in denotes the set of finite
sequences of .
The condition of positiveness, analogous to (2.12), is the following:
∞

sj+n,k+m fj,k f m,n ≥ 0, f ∈ f in (3.2)
j,k,m,n=0
(note that the disposition of the indexes of s, f and f in this sum is essential). As
for the classical moment problem, we introduce the scalar product connected with
(3.2):
∞
(f, g)S = sj+n,k+m fj,k gm,n , f, g ∈ f in , (3.3)
j,k,m,n=0
and construct the corresponding Hilbert space S.
Now, we consider two operators T and T + on the space S, acting on f ∈ f in
according to the rules
(T f )j,k = fj,k−1 , (T + f )j,k = fj−1,k , j, k ∈ N0 , f−1,k = fj,−1 = 0. (3.4)
It is clear that T is formally normal: algebraically,
T T + = T + T.
Under some additional conditions on the growth of sm,n as m, n → ∞, we
can assert that the closure T1 is a normal operator and can apply, to our situation,
a scheme similar to that in Section 2.30 , but now involving a normal operator
instead of a selfadjoint operator. This way gives the following result.
Theorem 3.1. Consider the sequence s = (sm,n )∞
m,n=0 , sm,n ∈ C. If on C a finite
Borel measure dρ(λ) exists such that (3.1)

sm,n = z m z n dρ(z), m, n ∈ N0 ,
C
then the condition of positiveness (3.2) is fulfilled. Conversely, if for s the condition
(3.2) is fulfilled and
∞
1
√ = ∞, (3.5)
2p s
p=1 2p,2p
then the representation (3.1) holds.

a) It should be emphasized that the condition (3.5) provides the normality
(not only formal normality) of the operator T. For a formally normal operator,
it is impossible to assert in general that it can be extended to a normal operator
42 Yu.M. Berezansky
(unlike the case of Hermitian operators with equal defect numbers and selfadjoint
operators). Therefore, the condition of type (3.5) is necessary to assume.
b) The proof of Theorem 3.1 is analogous to that for the classical moment
problem, but now it is necessary to use the generalized eigenfunction expansion
for a normal operator (instead of a selfadjoint one).
Instead of (2.14), we now have the following generalized eigenvector:
P (z) = (z m z n )∞
m,n=0 ∈ , z ∈ C is eigenvalue. (3.6)
The corresponding Fourier transform of type (2.15) is:
∞

S ⊃ f in (fj,k )∞ 2
j,k=0 = f → f (z) = fj,k z j z k ∈ L2 (C, dρ(z)) =: L2 . (3.7)
j,k=0
c) In the classical situation, the sequence

3 (2.8) 1,λ,λ2 , . . .∈ L2 = L2 (R, dρ(λ))
is connected with the moments (2.7), sn = λ dρ(λ), n ∈ N0 . The orthogonaliza-
n
R
tion of the functions (2.8) gives the orthonormal polynomials Pn (λ), connected
with the Jacobi matrix (2.1). But now instead of the sequence (2.8), we have the
double sequence
(z j z k )∞
j,k=0 , z ∈ C, z j z k ∈ L2 . (3.8)
The question is: what is a convenient way of introducing the linear order into (3.8)
in order to apply the orthogonalization procedure and get the analog of Pn (λ) for
“Jacobi” normal matrices?
Answer. The order is this:
zn →
0 0 0 1
z z – z z̄ – z 0 z̄ 2 –

z 1 z̄ 0 z 1 z̄ 1 (3.9)

zn z 2 z̄ 0 z j z̄ k
↓
4. Block Jacobi type normal matrices and their spectral theory

The natural problem arises: in what way is it possible to develop the classical
theory for the complex moment problem? What are the corresponding analogs of
Jacobi matrices and orthogonal polynomials in the complex plane (or on some set
of C, for example, on the unit circle T ⊂ C)?
The previous account gives the following picture.
10 . Direct spectral problem.
Instead of the space 2 = C ⊕ C ⊕ · · · , it is necessary to take the space
l2 = H0 ⊕ H1 ⊕ H2 ⊕ · · · , Hn = Cn+1 (C1 = C) (4.1)
and, instead of the Jacobi matrix (2.1), the following Jacobi type block matrix
acting on the space l2 (4.1), first on finite vectors lf in ⊂ l2 :
⎡ ⎤ here, a , b , c are operators
b 0 c0 0 0 0 ... n n n
⎢a0 b1 c1 0 0 . . .⎥ (finite-dimensional matrices):
⎢ ⎥
J = ⎢ 0 a1 b2 c2 0 . . .⎥ ; an : Hn → Hn+1 , (4.2)
⎣ ⎦ b :H →H ,
.. .. .. .. .. n n n
. . . . . cn : Hn+1 → Hn .
The essential conditions an > 0 in (2.1) now have the form: ∀n ∈ N0
⎛ ⎞
an; 0,0 an; 0,1 . . . an;0,n
⎜ 0 an; 1,1 . . . an;1,n ⎟
⎜ ⎟
⎜ .. ⎟ ,
an = ⎜ ... ..
.
..
. . ⎟
⎜ ⎟
⎝ 0 0 . . . an; n,n ⎠
0 0 ... 0
⎛ ⎞
cn; 0,0 cn; 0,1 0 0 ... 0 (4.3)
⎜ cn; 1,0 cn; 1,1 cn; 1,2 0 ... 0 ⎟
⎜ ⎟
cn = ⎜ . .. .. .. .. ⎟;
⎝ .. . . . . ⎠
cn; n,0 cn; n,1 cn; n,2 cn; n,3 . . . cn; n,n+1
an;0,0 > 0, an;1,1 > 0, . . . , an;n,n > 0;
cn;0,1 > 0, cn;1,2 > 0, . . . , cn;n,n+1 > 0.
Under some simple conditions on an , bn , and cn , the matrix J is formally
normal: JJ + = J + J (J + is the adjoint matrix to J). If an , bn , and cn are uniformly
bounded operators, then the closure J1 is a bounded normal operator on l2 (for
simplicity, we will speak here only about this case).
Let z ∈ C belong to the spectrum of J. 1 The corresponding generalized eigen-
vector has the form
∞
P (z) = (Pn (z))n=0 ; (4.4)
here, Pn (z) ∈ Hn is a vector-valued polynomial w.r.t. z, z of degree n (i.e., its
coordinates are some linear combinations of z j z k , j + k ≤ n).
This eigenvector P (z) is a solution of two equations of (2.2) type:
JP (z) = zP (z), J + P (z) = zP (z). (4.5)
The corresponding Fourier transform2 has the form:
∞

l2 ⊃ lf in f = (fn )∞ 2
n=0 → f (z) = (fn , Pn (z))H ∈ L2 (C, dρ(z)) =: L2 , (4.6)
n=0
where dρ(z) is a spectral measure of J1 with compact support.

So, we have the following result.
Theorem 4.1. On the space l2 (4.1), consider the bounded normal operator J1 which
is generated by the block Jacobi matrix (4.2) satisfying the conditions (4.3).
44 Yu.M. Berezansky
The corresponding generalized eigenvectors of the form (4.4) are solutions of

the equations (4.5) and give rise to the Fourier transform2 (4.6). This transform
is a unitary operator between l2 and L2 constructed by spectral measure dρ(z)
with compact support. The polynomials Pn (z) generate an orthonormal basis in
the space L2 .
It is necessary to remark that every bounded normal operator in Hilbert space

for which one cyclic vector exists is unitarily equivalent to the operator J1 which
is generated in the space (4.1) by the matrix (4.2) satisfying the conditions (4.3).
20 . Inverse spectral problem.

Suppose we have the probability Borel measure dρ(z) on C with compact
support. As before, the question is: is it possible to recover the corresponding
block Jacobi normal matrix (4.2), (4.3) in such a manner that dρ(z) is a spectral
measure for J? 1 What is the way for such a reconstruction?
As before, it is necessary to take the sequence (3.8) of the functions z j z k
and apply the Schmidt orthogonalization procedure to it in L2 . As a result, we
get the polynomials Pn (z) of type (4.4). It is necessary to take such a measure
dρ(z) that the functions z j z k are linearly independent (for example, the support
of dρ(z) contains some open set).
The linear order for the sequence (3.8) should be taken as that in the picture
(3.9). So, we have the following order:
z 0 z 0 ; z 1 z 0 , z 0 z 1 ; z 2 z 0 , z 1 z 1 , z 0 z 2 ; . . . ; z n z 0 , z n−1 z 1 , . . . , z 0 z n ; . . . . (4.7)
After the orthogonalization, we get the following table:
P0;0 (z) ≡ 1; P1;0 (z), P2;0 (z), . . . Pn;0 (z), ...

P1;1 (z); P2,1 (z), . . . Pn;1 (z), ...
P2;2 (z); . . . Pn;2 (z), ...
..
.
Pn;n (z); . . .
Now, we can construct the “generalized eigenvector” (4.4) by setting
Pn (z) = (Pn;0 (z), Pn;1 (z), . . . , Pn;n (z)).
In this way, it is possible to prove the following result.
Theorem 4.2. Let dρ(z) be a probability Borel measure with compact support; as-
sume that the functions (4.7) are linearly independent. Then this measure is the
spectral measure for a normal bounded operator J1 which is generated on the space
l2 (4.1) by the block Jacobi type matrix (4.2) with satisfying the conditions (4.3).
Its elements are:

an;α,β = zPn;β (z)Pn+1;α (z)dρ(z), α = 0, . . . , n + 1, β = 0, . . . , n;
C
bn;α,β = zPn;β (z)Pn;α (z)dρ(z), α, β = 0, . . . , n; (4.8)
C

cn;α,β = zPn+1;β (z)Pn+1;α (z)dρ(z), α = 0, . . . , n, β = 0, . . . , n + 1.
C
If we start from the spectral measure dρ(z) of the bounded normal operator
1
J generated by the matrix J (4.2)–(4.3), then the formulae (4.8) give the elements
of this matrix.
5. Block Jacobi unitary matrices and orthogonal polynomials

on the unit circle
10 . The theory of orthogonal polynomials on the unit circle T ⊂ C has been
intensively developed for the last 50–60 years. In 2005, B. Simon published a two-
volume book [38] on this topic. But the idea of constructing a Jacobi type block
matrix is new for this theory as well.
It is necessary to say that in 2003, M.J. Cantero, L. Moral and L. Velásques
published article [23] dealing with a deeply connected area. However, they consid-
ered the 5-diagonal matrix on the ordinary space 2 and did not use the natural
Jacobi type block matrix in the corresponding space.
Roughly speaking, the orthogonal polynomials on T and the corresponding
trigonometric moment problem are a particular case of the above-mentioned the-
ory.
The difference is this: the functions z j z k from (3.8), with z ∈ T, are linearly
dependent in the space L2 (T, dρ(z)) for an arbitrary measure dρ(z) on T because
∀n ∈ N0
z j z k = z j+n z k+n .
Therefore, instead of all functions z j z k from (3.8), it is necessary to take only
these functions:
z 0 z 0 = 1; z 1 z 0 = z 1 , z 0 z 1 = z −1 ; z 2 z 0 = z 2 , z 0 z 2 = z −2 ; . . . ; z ∈ T. (5.1)
The linear order for the orthogonalization is previous: as that in (3.9), (4.7), i.e.,
(5.1). For the linear independence of the functions (5.1), it is necessary to assume
that the support of dρ(z) consists of infinitely many points.
In this case, instead of the space (4.1), we take the space l2,u ⊂ l2 :
l2,u = H0 ⊕ H1 ⊕ H2 ⊕ · · · , where H0 = C, H1 = H2 = · · · = C2 . (5.2)
46 Yu.M. Berezansky
The Jacobi type block matrix J of the form (4.2) now acts on the space l2,u and
its blocks have the form different from that in (4.3), namely:

a
a0 = 0;0,0 , b0 = b0;0,0 , c0 = c0;0,0 c0;0,1 ,
0

a an;0,1 0 0
an = n;0,0 , cn = ;
0 0 cn;1,0 cn;1,1
a0;0,0 , c0;0,1 , an;0,0 , cn;1,1 > 0, n = 1, 2, . . . .
For the unitary case, it is possible to repeat all constructions from Sections
3 and 4, including Theorems 3.1, 4.1, and 4.2.
6. Some applications to the integration of nonlinear difference

equations and concluding remarks
10 . At first, we give some additional references.
An account of the classical spectral theory of Jacobi matrices, corresponding
moment problem, and spectral approach to the representation of positive definite
kernels can be found in [1, 4, 37, 43]; see also [19, 8, 9, 12]. The classical theory of
orthogonal polynomials, including those on sets (in particular, on the unit circle)
in the complex plane can be found in [42, 29, 40, 38, 31]. The book [41] contains
results concerning orthogonal polynomials of two real variables x =Re z, y = Imz.
The material of Sections 3–5 is an account of the results by Yu.M. Berezansky
and M.E. Dudkin which were published with proofs in articles [13, 14, 15]. Note
also that the main idea of changing from ordinary infinite matrices in the space
2 to the block Jacobi type matrices and the corresponding spectral theory in
the space l2 or l2,u was contained in the talk by Yu.M. Berezansky during the
International Conference in Munich, Germany, July 2005 [10]. The article [14] also
contains some conditions for the normality of the Jacobi type block matrices.
The order of orthogonalization (3.9) is actually not new (for the one in terms
of the variables x, y ∈ R, see [3], Ch. 12, [41]). For the case under consideration, it
should be taken into account that, e.g., for a bounded operator A to be normal,
its parts ReA = 1/2(A + A∗ ) and ImA = 1/2i(A − A∗ ) must be selfadjoint and
commuting.
Note that books [3] and [41] contain many interesting facts connected with
Sections 3–5. Our Theorems 4.1 and 4.2 also provide the answers to some questions
formulated in [3], Ch. 12, Subsection 12.3.
It is now worth making two remarks on the results of Sections 3–5.
At first, it is interesting to find the form of the five-diagonal matrix in ordinary
space 2 if we know that the corresponding operator on 2 is unitary with one cyclic
vector. Of course, it is generated by a block Jacobi matrix in the space l2,u , but
it is necessary to find the formulae for its elements (their representation using the
Verblunsky coefficients). This problem is solved in [24, 26].
The second remark. In the theory of orthonormal polynomials on the unit

circle, there exists an important formula which presents a possibility of finding
these polynomials step by step (the Szegö recursion) [42, 38]. Therefore, the fol-
lowing question arises: is it possible to find an analogous formula for orthogonal
polynomials on the complex plane? Article [17] contains the solution of this prob-
lem: in reality, the Szegö recursion is equivalent to the two equalities (4.5). They
can be rewritten as one recursion which generalizes the Szegö recursion to general
orthogonal polynomials on the complex plane.
20 . Let us change to a short account of the results concerning applications of the
theory in Sections 3–5 to the integration of some nonlinear differential-difference
equations.
Consider the classical Toda lattice on a semi-axis:
1
ȧn (t) = an (t)(bn+1 (t) − bn (t)),
2 (6.1)
ḃn (t) = a2n (t) − a2n−1 (t); a−1 (t) = 0; n ∈ N0 , t ∈ [0, T ].
Here an (t) > 0, bn (t) are real continuously differentiable functions, · = dt

d
, T ≤ ∞.
Let us formulate the Cauchy problem for (6.1): for given initial data an (0), bn (0),
n ∈ N0 , it is necessary to find the solution an (t), bn (t), n ∈ N0 , for t > 0; the
equality a−1 (t) = 0 is some boundary condition.
To find the solution of this problem, the following procedure can be applied.
With an (t), bn (t) for every t ∈ [0, T ], we construct the Jacobi matrix J(t) (2.1).
This matrix is Hermitian. If we assume the boundedness of this solution, then the
corresponding operator J(t)1 is selfadjoint on the space 2 . Denote by dρ(λ; t) its
spectral measure. The change of the solution an (t), bn (t) with t is, of course, very
complicated. However, it is possible to prove that the change of dρ(λ; t) is very
simple:
dρ(λ; t) = c(t)eλt dρ(λ; 0), t ∈ [0, T ], λ ∈ R, (6.2)
where c(t) is a normalizing factor (spectral measure ∀t is a probability measure).
As a result, the procedure for finding the solution of the Cauchy problem for (6.1)
is as follows: we find the initial spectral measure dρ(λ; 0) of the operator J1(0),
then calculate, using (6.2), the spectral measure dρ(λ; t) for t > 0 and, finally,
reconstruct the matrix J(t), using the inverse spectral problem. As a result, the
elements of J(t) are the solution of our Cauchy problem. Note that the equation
1 is stable w.r.t. t ∈ [0, T ] (see (6.2)).
(6.1) is “isospectral”: the spectrum of J(t)
Such an approach was proposed in [5, 6, 7]; it is a difference analog of the
classical inverse spectral problem method for solving the Cauchy problem for the
Korteweg-de Vries differential equation (instead of the Sturm-Liouville equation,
we use the spectral theory of Jacobi matrices, which is simpler).
This approach was generalized to equations more complicated than (6.1). In
particular, the “nonisospectral” equations were investigated for which the change
of the spectral measure is more complicated than (6.2). Also, the non-Abelian case
48 Yu.M. Berezansky
where an (t), bn (t) are matrices etc. was investigated. Some of the corresponding
and connected results can be found in [25, 16, 28, 20, 27, 35] and in book [43].
Two years ago, L.B. Golinskii published article [30] in which he applied the
approach [5, 6, 7], but with the spectral theory of Jacobi matrices changed by
the spectral theory of five-diagonals unitary matrices in the space 2 (using the
results of works [23, 38]). Such an approach provides a possibility of integrating
other equations, different from (6.1), namely, the Schur flows. This point of view
is fruitful: in [18, 11], it was shown that it is possible to apply, for integration, the
spectral theory of normal (and unitary) block Jacobi matrices, i.e., the results of
Sections 3–5. Now, instead of the Toda equation (6.1), we can investigate other
differential-difference equations, including a non-Abelian one (for example, the
Polyakov-type systems). Using the results of Sections 3–5, it is also possible to
investigate the corresponding “nonisospectral” systems. For the case of unitary
operators (described in the Section 5), such results were obtained in [36].
References
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New York, 1965. (Russian edition: Fizmatgiz, Moscow, 1961.)
[2] A. Atzmon, A moment problem for positive measure on the unit disc. Pasif. J. Math.
59 (1975), no. 2, 317–325.
[3] H. Bateman and A. Erdélyi, Higher Transcendental Functions. Bessel Functions
of Parabolic Cylinder, Orthogonal Polynomials. Fizmatgiz, Moscow, 1966. (English
edition: Higher Transcendental Functions. 2, Mc. Graw-Hill Book Company, Inc.,
New York–Toronto–London, 1953.)
[4] Ju.M. Berezanskii, Expansions in Eigenfunctions of Selfadjoint Operators. Amer.
Math. Soc., Providence, RI, 1968 (Russian edition: Naukova Dumka, Kiev, 1965).
[5] Yu.M. Berezansky, The integration of semi-infinite Toda chain by means of inverse
spectral problem. Preprint 84.79 of Inst. of Math., Acad. Sci. Ukr., Kiev, 1984.
[6] Yu.M. Berezansky, Integration of nonlinear difference equations by the inverse spec-
tral problem method. Dokl. Acad. Nauk SSSR 281 (1985), no. 1, 16–19.
[7] Yu.M. Berezanski, The integration of semi-infinite Toda chain by means of inverse
spectral problem. Reports Math. Phys. 24 (1986), no. 1, 21–47.
[8] Yu.M. Berezansky, The works of M.G. Krein on eigenfunction expansion for selfad-
joint operators and their applications and development. Operator Theory: Advances
and Applications 117 (2000), 21–43.
[9] Yu.M. Berezansky, Some generalizations of the classical moment problem. Integr.
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Yu.M. Berezansky
Institute of Mathematics
National Academy of Science of Ukraine
3 Tereshchenkivs’ka St.
01601 Kyiv, Ukraine
e-mail: berezan@mathber.carrier.kiev.ua
Operator Theory:

On Geometrical and Analytical Aspects

in Formulations of Problems of Classic
and Non-classic Continuum Mechanics
George L. Brovko, Olga A. Ivanova and Alexandra S. Finoshkina
Abstract. The aim of this work is to touch some analytical and geometrical
aspects in formulations of mathematical problems in classic and non-classic
continuum mechanics and to demonstrate the connection of these aspects in
generalized theory of stress and strain tensor measures, in finite plasticity, in
application of the method of mechanical modeling to building-up models of
Cosserat type structures and saturated porous media.
Keywords. Objective tensors, generalized theory of strain and stress tensor
measures, constitutive relations, finite plasticity, method of mechanical mod-
eling, Cosserat type systems, saturated porous media, heterogeneous media,
internal interactions.
1. Introduction
Formulations of boundary value problems in continuum mechanics provide for the
assignment of a region occupied by a body (in its current or reference configura-
tion), the setting of balance equations and constitutive relations to be satisfied in
the region, and the determination of initial and boundary conditions. Such formu-
lations in different classic and non-classic parts of continuum mechanics have their
geometrical and analytical features caused by the respective mathematical model
of continuum, its motions and interactions.
The topology of continuum itself, its inertial characteristics, the geometry
of motions and interactions determine the structure of scalar, vector and tensor
variables accompanying a process, describing stress and strain state. Constitu-
tive relations specifying the mechanical properties of a body [1–7] analytically
express the restrictions on an inner stress state and a motion being proper for the
This work was completed with the support of Russian Foundation for Basic Research, project
No. 06-01-00565.
52 G.L. Brovko, O.A. Ivanova and A.S. Finoshkina
body in all processes from the considered area. Typical forms of such relations are
stress-strain relations and kinematical constraints (e.g., incompressibility, inexten-
sibility, rigidity – in classic continuum mechanics [3], Nowacki pseudocontinuum
constraints [8] – in Cosserat models [9] etc.).
Constitutive relations essentially determine the mathematical character of
the whole problem: the type of the equations system, the space of solutions and
right-hand terms, and mathematical properties of the generalized operator of the
problem. Such is the boundary value problem of the theory of small elastic-plastic
deformations [10] which constitutive equations (stress-strain relations) determine
the quasi-elliptical type of the system of equations, lead naturally to Mikhlin’s “en-
ergetic” type [11] of Hilbert space for solutions embeddably linked with Sobolev
(1)
space W2 by Korn’s inequality [12], then, through Sobolev’s embedding theo-
rems, to Lp type of Banach space for volume (p 6/5) and contact (p > 4/3)
external forces (right-hand members), and, finally, determine the main properties
of the operator (of the generalized formulation of the problem) such as finiteness,
coercitivity, strict monotony, and potentiality [13–18]; these properties of the op-
erator remarkably duplicate the similar properties of the constitutive stress-strain
relation. Each other mechanical theory gives the similar example.
The leading role of constitutive relations turns attention to possibilities of
their building-up, comparison and interpretation from the geometrical point of
view.
In Ilyushin’s general theory of plasticity (theory of elastic-plastic processes)
[19], analytical properties of constitutive relations have got a pictorial geometrical
interpretation in 5-dimensional vector space (space of images). The classification
of plastic processes (and corresponding forms of constitutive relations) by degrees
of their complexity was also made by geometrical criteria. Geometrical visuality
useful at small strains becomes necessary for study analytical features of con-
stitutive equations in the case of finite strains when continuous variety of stress
and strain tensor measures appear as available [20]. For this case, taking into ac-
count invariance properties, the theory of objective tensors (different ranks and
types) and their mappings has been developed, new continuous sets of objective
derivatives are introduced, and generalized theory of stress and finite strain tensor
measures is constructed [21,22]; each objective derivative corresponds to a certain
pare of conjugate stress and strain measures. On this base, the method for cor-
rect generalization of plasticity constitutive relations known at small strains to the
case of finite strains was elaborated; each generalization corresponds to a pare of
measures [23–25]. The continuous variety of obtained finite plasticity relations is
capable to cover experimental data in a wide range of plastic material properties.
Special attention should be turned to the role of geometry in modeling bod-
ies themselves, their motions and interactions, especially in models of multi-phase
structures and non-classic media. To realize such an approach the method of me-
chanical (constructive) modeling based on detailed study of a material macro-
particle was proposed [26] and applied for deriving the motion and the constitu-
On Geometrical and Analytical Aspects 53
tive equations of Cosserat type structures [9, 27–34] and saturated porous materi-
als [35–42]. For Cosserat structures, it gives a clear transparent look at all kine-
matic and dynamic characteristics, and of material properties of the model [43–47].
For saturated porous media, the method of mechanical modeling together with the
hypothesis of interpenetrative continua and the principles of geometric invariance
lead to analytical constitutive expressions (general reduced forms) of interactive
forces and moments [48–52].
This article presents authors’ results demonstrating the examples of links
between geometrical and analytical aspects in models and problems of certain di-
visions of continuum mechanics: the generalized theory of strain and stress tensor
measures, corresponding new approaches in plasticity at finite strains [20–25], ap-
plication of the mechanical modeling method to Cosserat type structures [43–47]
and saturated porous media [48–52].
2. Generalized theory of strain and stress tensor measures.

Plasticity at finite strains
2.1. Objective tensors and time derivatives
2.1.1. Kinematics. The Lagrangean description of a motion has a form [3, 5–7]
x = f (x, t), (2.1)
where x and x are the current (at t-configuration) and reference positions of a
body point. The deformation gradient A : = ∇x f has unique polar right and left
decompositions
A = QX = YQ (det A = 0) (2.2)
with orthogonal Q and symmetric positively defined right X and left Y parts.
The stretching tensor D := ∇x v = ȦA−1 (where v = ḟ (x, t) is the velocity
vector) has its skew-symmetric Ω (spin) and symmetric V (strain rate tensor)
additive parts:
Ω := Ω0 + QΩX QT , Ω0 := Q̇QT , ΩX := 12 (ẊX−1 − X−1 Ẋ),
(2.3)
V := 12 Q(ẊX−1 + X−1 Ẋ)QT .
2.1.2. Objective tensors. The change of frame-reference is expressed by the equa-

tions which give the dependence of new Eulerian independent variables x∗ , t∗ on
old ones x, t:

x∗ = x∗0 (t) + Q(t)(x − x0 ),
(2.4)
t∗ = t + a,
where x0 = const and x0 (t) are the reference centers in old and new frames, Q(t) is
the orthogonal rotation tensor of the old frame respectively the new one, a = const
is a time-shift.
Among different mechanical tensor (second rank) processes, the objective ten-
sors [21, 53] of four types can be marked out which are transformed under frame-
change (2.4) in four different manners:
(a) U∗ = U, (b) Z∗ = QZQT , (c) F∗ = QF, (d) G∗ = GQT . (2.5)
Tensors of (a) type are called as right or materially oriented, tensors (b) –
as left or spatially oriented, tensors (c) and (d) – as tensors of mixed types of
objectivity.
Objective right U and left Z tensors describing one and the same mechanical
process may be connected by the equivalence relation in the form
Z = AUBT , (2.6)
where A and B are nonsingular objective of (c) type tensors determined by the
motion of a particle. They permit unique representations
A ≡ QX, B ≡ QY (2.7)
with orthogonal tensor Q from polar decomposition (2.2) and right objective
tensors X, Y determined by the pre-history of the right pure strain tensor X
from (2.2).
Right U and left Z tensors satisfying (2.6) are called the analogs of each
other.
2.1.3. Objective derivatives (with respect to time). Respectively, the one-to-one

dependence between the rates U̇ and D[Z] of the right U and the left Z tensors
may be determined by the equivalence relation [21, 53, 54]
D[Z] = AU̇BT ≡ A(A−1 ZB−1T )˙ BT . (2.8)
The differential operator D[Z] acting on the left tensor Z is named as an
objective derivative of the spatial type. It has the forms
D[Z] := A(A−1 ZB−1T )˙ BT ≡ Ż − ȦA−1 Z − Z(ḂB−1 )T . (2.9)
This definition generalizes all known notions of objective derivatives (Jau-
mann, Oldroyd, Cotter–Rivlin, Truesdell, Hill, Sedov, Dienes etc.) [4, 7, 53–58].
2.1.4. Co-rotational objective derivatives. Let us put A = B = Q – orthogonal

tensor (Q−1 ≡ QT ) permitting the representations (2.7) with orthogonal tensors
X ≡ Y ≡ R determined by the pre-history of isochoric part of the pure strain
tensor X.
Then the left objective derivative takes the forms:
Dcr [Z] := Q(QT ZQ)˙ QT ≡ Ż − ΨZ + ZΨ,
(2.10)
Ψ = Q̇QT , Q = QR.
It is named as co-rotational objective derivative. Well-known Jaumann and
Dienes derivatives are co-rotational [54–58].
All co-rotational derivatives have remarkable distinguishing properties: they

preserve the symmetry and skew-symmetry of (left) tensors, and they preserve the
spherical-deviatoric decomposition of a tensor [54].
2.2. Generalized theory of stress and strain tensor measures
2.2.1. Axioms of the generalized theory.
Axiom 1. Strain measure is a symmetric second rank tensor ε which pre-history
determines, completely and in one-to-one manner, a process of a pure deformation
– elongation and shear strains of all elementary fibres (independently from a rigid
motion accompanying the strains).
Axiom 2. Stress measure is a symmetric second rank tensor σ that determines,
completely and independently from a rigid motion of a particle (perhaps, together
with ε), the inner stress state of a particle – quantities and relative orientation of
surface forces on each elementary material area.
Axiom 3. In each motion stress and strain measures are energetically conjugate:
specific elementary work of inner contact forces is equal to scalar product of the
stress tensor σ and full (substantial) increment of the strain tensor ε.
Axiom 4. In classic case of “small strains” (when strains and rotations of material
fibres are small in an order Δ 1), the strain measure ε, its material derivative ε̇
by time and the stress measure σ asymptotically coincide (with relative accuracy
Δ) with classic Cauchy small strain tensor, strain rate tensor and Cauchy stress
tensor respectively.
The Axioms 1–4 seem to be principal and obligatory for all stress and strain
measures to be introduced.
Pares of known measures satisfy these axioms, for example, Green strain
tensor E and second Piola–Kirchhoff stress tensor P, or Green strain tensor E
and Ilyushin stress tensor Σ, or the pare of “rate type” measures E V and ΣV
[7, 20, 22, 58].
Important additional postulates are formulated as the following.
Axiom 10 . Spherical and deviatoric parts of the strain measure determine indepen-
dently the processes of volumetric and shear strains respectively.
Axiom 20 . Spherical and deviatoric parts of the stress measure determine indepen-
dently (maybe, together with the same named parts of the strain measure) the
hydrostatic and shearing stresses respectively.
Remark 2.1. All these axioms are addressed to stress and strain measures of the
right (materially oriented) types of objectivity. By the equivalence relations of the
(2.6), (2.8) type the axioms can be co-addressed to the left (spatially oriented) type
analogs of the right measures [21, 22, 53].
2.2.2. Lagrangean class of strain and stress measures. On the base of these axioms,
the generalized theory was developed and the so-called full Lagrangean class of
measures ε and σ was introduced. The subclass of right measures ε = E and
σ = Σ with their spatial analogs E and S named as simple Lagrangean class was
constructed using the equivalence relations (2.6), (2.8):

Ė = A−1 VB−1T , D[E] = V, Σ = AT SB, (2.11)
where S is the “true” Cauchy stress tensor and V is the strain rate tensor.
These measures respond to the equality for specific elementary work of inner
contact forces
W = S : D[E] = Σ : Ė. (2.12)
Remark 2.2. As the choice of the tensors A and B determine uniquely the concrete
type of the objective derivative (2.9) as the definition of the measures (2.11) is
uniquely tied with the choice of the objective derivative.
All Lagrangean measures satisfy Axioms 1–4.
2.2.3. Co-rotational family of stress and strain measures. Parametric subfamily.
Choosing the co-rotational family of objective derivatives (2.10) we obtain the
co-rotational family of measures [20, 21]:
cr
Ė = (QR)T V(QR), Dcr [Ecr ] = V, Σcr = (QR)T S(QR). (2.13)
Co-rotational measures satisfy all the Axioms 1–4 and 10 , 20 .
−1
Putting in (2.10) R ≡ Rj , where Ṙj RT j
j = jΩX ≡ 2 (ẊX − X−1 Ẋ), one
obtains the subfamily of co-rotational derivatives determined by the choice of a
parameter j (an objective scalar isotropically depending on isochoric part of the
tensor X):
Dj [Z] := Qj (QT ˙ T
j ZQj ) Qj ≡ Ż − ΨZ + ZΨ, Ψ = Q̇j Qj ,
T
Qj = QRj . (2.14)
This subfamily includes known Jaumann and Dienes derivatives.
It generates the corresponding parametric subfamily of co-rotational stress
and strain measures [23–25]:
Ė j = (QRj )T V(QRj ), Dj [Ej ] = V, Σj = (QRj )T S(QRj ). (2.15)
Remark 2.3. All the co-rotational measures are non-holonomic; they demonstrate
holonomic properties only in motions with fixed-in-time right principal strain axes.
2.3. Plasticity at finite strains
2.3.1. Method of generalization. The method for generalization of constitutive
plasticity relations known at small strains to the case of finite strains consists in
reproducing the form of a small-strains relation for material analogs of measures
(at finite strains) from the generalized class (family, subfamily).
This method provides the correctness of generalization in view of Noll’s ob-
jectivity principle [1–3] and Ilyushin’s macroscopic determinability postulate [7].
Let us consider the simplest example of isotropic elastic incompressible body
which constitutive equation at small strains has the well-known form
σ = 2με̃ + σI (2.16)
(σ is the indefinite scalar, ε̃ is the strain deviator). The corresponding generalized

constitutive equation at finite strains for parametric right co-rotational measures
Σj and E j (Ẽ j is the deviatoric part of E j ) has the form
Σj = 2μẼ j + σI. (2.17)
Because of non-holonomy of the measures Σj and Ẽ j the relation (2.17)

describes not the elasticity but hypo-elasticity.
In terms of rate tensors the relation (2.17) has the equivalent forms for right
and left analogs
Σ̇ = 2μẼ˙ + σ̇I,
j j D [S] = 2μṼ + σ̇I.
j (2.18)
2.3.2. Numerical experiments. For the generalization of the constitutive equation

(2.16) to the relation of hypo-elasticity (2.17), (2.18), the parametric subfamily of
co-rotational measures (2.15) was chosen with the parameter j of a fading memory
[24, 25]:
j = j0 exp(−m |ΩX | t) (j0 = const, m = const). (2.19)
Numerical experiments were conducted for simultaneous tension and torsion
of a cylinder (with initial radius R0 (0) = 1) at finite strains:
⎧ 6
⎪
⎨ r=R λ(t),
⎪ ϕ = κ(t) · λ(t) · Z + Φ,
⎩
z = λ(t) · Z,
where R, Φ, Z and r, ϕ, z are the cylindrical coordinates of a body point at
initial and current configurations respectively, κ(t) is the torsion, and λ(t) is the
extension (κ(t) 0, λ(t) 0).
Putting κ(t) = t, λ(t) = 1 + ut, u = const the plots of non-zero components
of Cauchy stress tensor were obtained in different cases with j0 = 1, m =0, 0.2,
0.5, 1, ∞, and μ = 23 105 MPa).
Uniaxial tension: κ ≡ 0, λ(t) = 1 + ut, u = 1. Non-zero stress component is one
and the same for all j (for all m) (Fig. 1).
Figure 1
Pure torsion: κ(t) = t, λ(t) ≡ 1. Graphs of non-zero stress components for frag-
ments of initial radius R0 = 1 are presented in Fig. 2. Stresses σzz are non-zero:
Pointing effect.
Figure 2
Graphs of stretching force and torque at pure torsion are shown in Fig. 3.
Figure 3
Simultaneous tension and torsion: κ(t) = t, λ(t) = 1 + ut, u = 1. Non-zero stress

components for fragments of initial radius R0 = 1 are illustrated in Fig. 4.
Figure 4
For the case of simultaneous tension and torsion, graphs of stretching force
(averaged tension stress) vs time (Fig. 5) and of torque (averaged tangential stress)
vs time (Fig. 6) are presented for initial (a) and current (b) radius.
a b
Figure 5
a b
Figure 6
2.4. Conclusive remark

Thus, the results of the conducted numerical experiments presented by graphs
show that the choice of the pare of tensor stress and strain measures stating
the geometrical aspect of a problem demonstrate (at one and the same form of
constitutive equation) the essential effect on the analytical properties of the model
of a material.
It gives the principally new possibility for approximation the experimental
data on finite plasticity in a wide range.
3. Cosserat models
For building-up models of Cosserat type continuum systems the method of mechan-
ical modeling [26] was applied. The main idea of the method consists in detailed
analysis of the structure of a media and elaborating the appropriate initial model
(often as discrete construction), derivation of constitutive and motion equations of
the initial model, and averaging procedure for obtaining equations of a resulting
continuum model.
Here results of the method application are illustrated on example of one-
dimensional Cosserat model, namely the model of a supplied beam.
3.1. Model of a supplied Cosserat beam

3.1.1. Equations of the model. The initial model consists of a homogeneous beam
supplied by identical rigid massive inclusions periodically placed along the longitu-
dinal line of the beam on aces (spindles) parallel to one another and perpendicular
to the beam line. We shall consider bending-tension motions of this construction
in the plane orthogonal to the aces assuming that the inclusions are capable to
rotate around their spindles being connected with the nearby carrying elements of
the beam by elastic joints and with their nearest neighbors by elastic belt drives
through transmissive weightless pulleys.
The undeformed (reference) and deformed configurations of the supplied
beam in its motion (in-plane bending-tension of the supporting beam and rotations
of rigid massive inclusions) are schematically shown on Fig. 7.
(a)
(b)
Figure 7. Supplied beam in pre-deformed (a) and deformed (b) con-

figurations. Massive inclusions are shown as dark circles, transmissive
weightless pulleys as transparent circles, belt drive as a dashed line. A
cell of the construction is picked out with chain line rectangle.
Considering a cell of the construction as an element picked out in Fig. 7 one

can derive the motion equations, the expression of the power of inner interactions
(forces and moments) showing the pairs of energetically conjugate generalized
forces and generalized displacements, and build-up the constitutive relations for
the initial discrete construction.
Then the averaging procedure at a → 0 preserving the values of linear densi-
ties of force and moment parameters and characteristics of the supplied beam leads
to equations of the final continuum model. The motion equations of the continuum
model have the form

∂F
+ f − ρr̈ = 0,
∂ξ
∂Mbend
+ Qλ + m + Mincl→beam = 0, (3.1)
∂ξ
∂Mint
+ min − Mincl→beam − J ϕ̈incl = 0.
∂ξ
Here r is the position vector of a beam point (u and w are its projections on x
and y axes), λ is the elongation of the beam element, ϕincl is the absolute angle of
the inclusion rotation, ξ is the longitudinal coordinate in undeformed configuration,
F is the force vector in a beam section (P and Q are the longitudinal and shearing
projections of F), Mbend is the bending moment of the supporting beam, Mint
is the interactive moment of the system of inclusions, Mincl→beam is the moment
action of inclusions on supporting beam elements, ρ is the linear mass density,
J is the linear density of inertia moments of inclusions, and f , m, min are the
linear densities of external force, external moment acting on a beam element and
external moment acting on inclusions.
The expression of the power of internal forces for continuum model takes the
form

∂ϕbeam ˙ ∂ϕincl ˙
W(i) = P · λ̇+Mbend · +Mint · + M̃incl→beam ·(ϕincl − ϕbeam )˙ .
∂ξ ∂ξ
(3.2)
The simple variant of the constitutive equations expressing elastic properties
of the construction holds the form
∂ϕbeam ∂ϕincl
P = Ctens (λ − 1), Mbend = Cbend , Mint = Cincl ,
∂ξ ∂ξ (3.3)
Mincl→beam = Cincl→beam (ϕincl − ϕbeam )
with material constants Ctens , Cbend , Cincl and Cincl→beam .
The equations (3.1), (3.3) express the conditions of dynamic equilibrium of
elastic one-dimensional Cosserat continuum (in this plane case).
In general case, the substitution of the constitutive equations (3.3) into the
equations (3.1) leads to the system of one vector and two scalar equations for
unknown functions r, ϕincl , Q (quantities λ and ϕbeam are expressed through r).
Particular and special models should be pointed out:
1. Disconnected, or uncoupled model. In the case of absence of interactions be-
tween the beam and inclusions, i.e., when Mincl→beam = 0, the first two equa-
tions (3.1) describe the motion of the beam (weighted by inclusions) and the
third one independently describes the dynamic of inclusions’ rotations.
2. Momentless model: Mincl ≡ Mint ≡ 0 (for Cincl = 0). The “belt connections”
are vanishing, but Mincl→beam and ϕincl must not be equal to 0.
3. Pseudo-continuum (constrained model). The inner kinematic constrain
ϕincl ≡ ϕbeam eliminates ϕincl from the set of decision variables, and the
reaction (“supporting force”) Mincl→beam becomes undetermined by consti-

tutive equations (it is undergoing to be determined from the whole system
of equations).
3.1.2. Linearization at small movements. When the displacements u and w, spe-

cific elongation ε = λ − 1 and angles of the beam elements ϕbeam are small then
the approximate equations hold (κ is the curvature of the beam line):
∂ ∼ ∂ ∂u ∂w ∂ϕbeam ∼ ∂ 2 w
ξ∼
= x, = , λ∼
= 1, ε ∼
= , ϕbeam ∼
= , κ∼
= = . (3.4)
∂ξ ∂x ∂x ∂x ∂x ∂x2
∂ϕincl
For the value ranges of ε, κ, , ϕincl − ϕbeam small enough, the consti-
∂x
tutive equations (3.3) (in view of (3.4)) take the form similar to classic [59–61]:
∂ϕincl
P = EScross ε, Mbend = EJcross κ, Mint = C ,
∂ξ (3.5)
Mincl→beam = K (ϕincl − ϕbeam ) ,
where E is the Young module of the beam material, Scross is the value of area,
Jcross is the value of moment of inertia of the cross-section of the beam, C is
the stiffness coefficient of the belt drive, K is the elasticity constant of hinging
(between inclusions and the beam).
The substitution of (3.5) to (3.1) leads to the system of equations for four
unknown functions u, w, ϕincl , Q of arguments x and t:
∂2u ∂ 2u
EScross + f x = ρ ,
∂x2 ∂t2
∂Q ∂2w
+ fy = ρ 2 ,
∂x ∂t
∂3w ∂w (3.6)
EJcross 3 + m + Q + K ϕincl − = 0,
∂x ∂x

∂ 2 ϕincl ∂w ∂ 2 ϕincl
C − K ϕincl − + m in = J
∂x2 ∂x ∂t2
with the known external forces fx , fy and external moments m, min .
The first of the equations (3.6) independently describes the longitudinal mo-
tion.
Eliminating Q from the last three equations (3.6) one obtains the system of
two partial differential equations for two functions – deflection w of the supporting
beam and angle ϕincl of inclusions:
∂4w ∂2w ∂ϕincl ∂m ∂2w
−EJcross 4 + K 2 − K − + fy = ρ 2 ,
∂x ∂x ∂x ∂x ∂t (3.7)
∂ 2 ϕincl ∂w ∂ 2 ϕincl
C − Kϕincl + K + min = J .
∂x2 ∂x ∂t2
For disconnected model (K = 0) the system (3.7) becomes simpler and the
equations become un-tied: the first one is the equation for beam deflection w,
in statics it agrees with the well-known Zhuravskiy equations [60] (taking into
account the mass of inclusions), the second equation separately describes the ro-
tations of inclusions (pulleys) under the external linear-specific moment min , and
(additionally) in the case of C = 0 (momentless model) the disks rotations are
independent from one another.
3.2. Small vibrations
3.2.1. Free vibrations. Concentrating the attention at the system (3.7) (eliminat-
ing the consideration of the first equation (3.6)) let us study free linear vibrations
(in-plane deflections and inclusions rotations) of the system assuming K = 0 and
C = 0 as well as the absence of external forces and moments fy = 0, m = 0 and
min = 0, and accepting boundary conditions on the both edges x = 0 and x = l
as follows
∂2w ∂ϕincl
w = 0, = 0, =0 (3.8)
∂x2 ∂x
(pinning of the edges and absence of moment actions on the ends of the beam and
end inclusions).
Finding the solution of the problem (3.7), (3.8) in the form
w = Cw (x) eiωt , ϕincl = Cϕ (x) eiωt , (3.9)
where Cw (x) and Cϕ (x) are the amplitude functions, and ω is the angular (radian)
oscillation frequency, one obtains the system of ordinary differential equations:
d4 Cw (x) d2 Cw (x) dCϕ (x)
EJcross 4
−K 2
+K = ρω 2 Cw (x) ,
dx dx dx (3.10)
d2 Cϕ (x) dCw (x)
−C 2
+ KCϕ (x) − K = Jω 2 Cϕ (x) .
dx dx
Search of eigenfunctions for (3.10), (3.8) leads to equalities
πk
Cw (x) = A sin px, Cϕ (x) = B cos px (p = , k ∈ N) (3.11)
l
with arbitrary constants A, B and, for existence of non-trivial solutions, to the
characteristic equation biquadratic with respect to the frequency ω

ρJω 4 − JEJcross p4 + (ρC + KJ) p2 + Kρ ω 2 +
(3.12)
+EJcross Cp6 + K (EJcross + C) p4 = 0.
Considering (3.12) as a quadratic equation for ω 2 we have the expression of
its discriminant
2
D #(p) = (JEJcross ) p8 − 2JEJcross
$ (ρC − KJ) p
6
2
+ (ρC − KJ) − 2ρKJEJcross p4 (3.13)
+2Kρ (ρC + KJ) p2 + ρ2 K 2
and its solutions (both roots of this quadratic equation are real and positive):

2 JEJcross p4 + (ρC + KJ) p2 + Kρ ± D (p)

ω1,2 (p) = , (3.14)
2ρJ
hence, the solutions of the equation (3.12) are the real nonzero numbers ±ω1 (p),
±ω2 (p); let us agree that ω1 (p) > 0, ω2 (p) > 0 and ω1 (p) ω2 (p).
In general case (K = 0) for each p from (3.11) and each corresponding (by
(3.14)) one of two obtained values of ω, the non-trivial solution (3.11) of the system
(3.10) holds the proportionality between A and B
A = a(p, ω) · Φ, B = Φ, (3.15)
where Φ is an arbitrary (nonzero) constant, and
Kp Cp2 + K − Jω 2
a(p, ω) = ≡ . (3.16)
EJcross p4 + Kp − ρω
2 2 Kp
Thus, each solution of the problem (3.7), (3.8) in the form (3.9) is the pare
of functions
wj = aj Φj sin pxe±iωj t , ϕincl j = Φj cos pxe±iωj t (j = 1, 2), (3.17)
where the signs + or − as well as the integer j in the both equalities are chosen
as the same, Φj is an arbitrary nonzero constant, p is any of values from (3.11),
ωj = ωj (p) and aj = a(p, ωj ) are determined by the formulae (3.14) and (3.16).
The linearity of the problem (3.7), (3.8) permits each linear combination of
pares of functions (3.17) with constant coefficients be a solution too. Every possible
real-valued combination is a pare of sums (with natural k):
0 πkx # (k) (k) (k) (k) (k) (k) (k) (k)
$
w = sin a1 Φ1 sin (ω1 t + ϕ1 ) + a2 Φ2 sin (ω2 t + ϕ2 ) ,
l
πkx # (k) $
k
0 (k) (k) (k) (k) (k)
ϕincl = cos Φ1 sin (ω1 t + ϕ1 ) + Φ2 sin (ω2 t + ϕ2 ) ,
k l
(3.18)
(k) (k)
where Φj , ϕj are independent arbitrary constants, while definite constants
(k) (k)
ωj = ωj (p) and aj = a(p, ωj ) (j = 1, 2) are specified by (3.14), (3.16) for
each p = πk/l (k ∈ N ).
Solutions of form (3.18) are either finite sums or infinite series which uniform
convergence is provided by the convergence of majorant series
(k) (k) (k)
Φj , aj Φj (j = 1, 2).
k k
The pare of functions represents the general form for the solution of the
problem (3.7), (3.8) (in frames of made assumptions).
The essential feature of the solution consists in the fact that, for each oscil-
lation mode determined by a natural k, there exist exactly two values of frequency
and two forms of oscillations. The same feature of oscillations is pointed out for
another model of a beam constructed in the frames of other approach based on
the micro-polar elasticity theory [62].
In the case of disconnected model (K = 0) the consideration turns simpler,
and the solution corresponds to independent oscillations of the beam and system
of inclusions.
Example. Here are given the calculations of the problem (3.7), (3.8) and its solution
(3.18) in application to the considered constructions (Fig. 7) of “antenna type”
frame consisting of a metallic supporting rod with periodically placed along its
line perpendicular cross rods playing the role of massive inclusions; cross rods are
supposed conditionally rigid, elastically joint to the supporting rod, their tips are
connected by a rubber thread (as an elastic belt drive).
For the family of such constructions of the length l = 1 m similar to one
another and characterized by the material constants
E = 2 · 1011 mN2 , ρ = 0, 61 kg
m, J = 7.9 · 10−3 kg · m,
−11
Jcross = 5, 2 · 10 m , K = 250 N, C = 25 N · m2 ,
4
(k) (k)
the calculations show that the values (3.14) of the both frequencies ω1 and ω2
(measured in sec−1 ) increase on the interval 1 ≤ k ≤ 100 (see Fig. 8). Values (3.16)
(k) (k)
of the coefficients a1 and a2 (measured in meters) vs k (expressing the quotients
A/B of amplitude coefficients accordingly to (3.15)) are shown on Fig. 9. For lower
(k) (k)
frequencies ω1 , corresponding values of a1 are all positive and rapidly tend to
(k) (k)
zero with k increasing. Values of a2 correspond to higher frequencies ω2 , they
all are negative and their modules increase infinitely with k.
4500
4000
3500
3000
2500
2000
1500
1000
500
0
0 2 4 6 8 10
(a) (b)
(k) (k)
Figure 8. Graphs of ω1 and ω2 in ranges (a) 1 k 100 and (b)
(k) (k)
1 k 10 (ω1 – circles, ω2 – daggers).
For the mode with k = 1 there are exactly two oscillation forms: 1) with an-
gular (radian) frequency ω1 = 59, 6 sec−1 (oscillation frequency ν1 = 9, 49 Hz)
(1) (1)
and coefficient a1 = 0, 5972 m, and 2) with circle frequency ω2 = 256, 6 sec−1

(1) (1)
(1) (1)
(ν2 = 40, 86 Hz) and coefficient a2 = −0, 0214 m.
2000 0.6
0
0.4
-2000
-4000 0.2
-6000
0
-8000
-0.2
-10000
-12000 -0.4
-14000
-0.6
-16000
-18000 -0.8
0 20 40 60 80 100 1 1.5 2 2.5 3 3.5 4 4.5 5
(a) (b)
(k) (k)
Figure 9. Graphs of a1 and a2 in ranges (a) 1 k 100 and (b)
(k) (k)
1 k 5 (a1 – circles, a2 – daggers).
0.06 0.2
0.05 0.15
0.1
0.04
0.05
0.03
0
0.02
-0.05
0.01
-0.1
0 -0.15
-0.01 -0.2
0 0.2 0.4 0.6 0.8 1 0 0.2 0.4 0.6 0.8 1
(a) (b)
Figure 10. Maximal deflections (measured in meters) of the support-

ing rod (a) and corresponding maximal rotation angles of supporting rod
(b) in the first (circles) and in the second (daggers) oscillation forms.
The solid line in (b) shows the rotation angles of the rods-inclusions
(the same in both oscillation forms) corresponding to maximal deflec-
tions (a).
The configurations of the supporting rod respondent to maximal deflections

and rotation angles (maximal values) of rods-inclusions and elements of the sup-
porting rod in the first and in the second oscillation forms of the first mode (k = 1)
are presented in the Fig. 10.
Particularly, the Fig. 10 (b) shows that the first oscillation form (low fre-
quency) corresponds to “concomitant” (in one and the same direction) rotations
of inclusions and the elements of the supporting rod (see Fig. 11 (a)) and the sec-
ond oscillation form (higher frequency) corresponds to “counter” rotations, i.e., in
opposite directions (Fig. 11 (b)).
(a) (b)
Figure 11. “Concomitant” (a) and “counter” (b) forms of oscillations.
Calculations show that if maximal rotations of end inclusions are equal to 5◦

then the maximal deflection (in the middle of supporting rod) reaches 5 cm in the
first form and only 2 mm in the second form.
3.2.2. Vibrations in a fluid-flow (gas-flow). The same model of the supplied beam
was considered in view of equations (3.7) in the case when fy = 0, m = 0, but
min = gϕincl , (3.19)
with the coefficient g. At g > 0 the moment min tends to increase the angular
deviation of inclusions, and at g < 0 it tends to decrease the angular deviation.
The condition (3.19) could be interpreted as the influence of homogeneous
approach gas- or fluid-flow with the constant velocity v and mass density ρ∗ onto
the inclusions equipped by winglets turned towards the flow (g > 0) or along the
flow (g < 0). At small angular deviations ϕincl of inclusions the quantity g may be
put as constant:
g = cρ∗ v 2 , (3.20)
where c is an aerodynamic constant of the same sign as g.
The same approach as in the case of free vibrations leads us to new expression
of discriminant
2
D (p) = (JEJcross ) p8 + 2JEJcross (KJ − ρC) p6
# $
+ (ρC − KJ)2 − 2ρJEJcross (K − g) p4 (3.21)
2
+ [2ρ (K − g) (ρC + KJ) + 4ρJKg] p2 + ρ2 (K − g) ,
and expressions for frequencies

JEJcross p4 + (ρC + KJ) p2 + ρ (K − g) − D (p)

ω12 = ,
2ρJ

(3.22)
JEJcross p4 + (ρC + KJ) p2 + ρ (K − g) + D (p)
ω22 =
2ρJ
(the case g = 0 coincides with free vibrations).
The calculation of the similar “antenna type” construction in the gas-flow
shows the dependence of squared frequencies on k for different g (Fig. 12) and on
g for different k (Fig. 13).
5
x 10
12
g=−100000
10
g=−2000
8
g=−1000
g=0
6
g=400
4
ω2
1
g=1500
2
g=3000
0
g=5000
−2
−4
−6
1 2 3 4 5
k
Figure 12. Dependence of squared low frequency ω12 (sec−2 ) on k

(k = 1, 2, . . . , 5) at g = −100000 N, g = −2000 N, g = −1000 N, g = 0 N,
g = 400 N, g = 1500 N, g = 3000 N, g = 5000 N.
5 6
x 10 x 10
2 1.5
1.5
1
k=4 k=5
1
k=2
0.5
0.5
2
ω1, ω2
2
ω1, ω2
2
0
0
k=1
−0.5 k=1 k=2
k=3
−0.5
−1
−1.5 −1
0 200 400 600 800 1000 1200 1400 1600 −1000 0 1000 2000 3000 4000 5000 6000 7000
g g
(a) (b)
Figure 13. Dependence of ω12 and ω22 on g (a) at k = 1, 2 in the range

0 g 1600 N and (b) at k = 1, 2, . . . , 5 in the range −1000 N
g 7000 N.
In all cases the negative value of a squared frequency discovers the phenom-
enon of “divergence”: exponential one-way deviation of the system (instead of
oscillation regime).
3.3. Closing remarks

3.3.1. Other models. Using the method of mechanical (constructive) modeling,
other one-dimensional Cosserat models were constructed demonstrating different
properties. For example, the model geometrically similar to considered one, but
having elastic – perfect plastic properties is able to have infinite number of equi-
librium forms at the same loading factors (in a certain range).
The method of mechanical (constructive) modeling was also applied to similar

2-dimensional systems. Motion equations (in Euler description) of corresponding
2-dimensional Cosserat continuum model have appeared in the form:
div S + ρf − ρü = 0, div M + 2 coax S + ρg − ρj · ω̇ = 0,
where u and ω are the displacement and the rotational velocity vectors (in-plane
movement), S and M are stress and moment-stress tensors, coax S is the coaxial
vector to S, f and g are the external force and external moment, ρ is the mass
density, j is the moment of inertia (2nd rank tensor). The equivalent equations are
derived in Lagrangean description.
3.3.2. Conclusion. Thus, the building of Cosserat continuum models from appro-
priate initial discrete structures through the indicated method of mechanical (con-
structive) modeling, demonstrates the productivity of a clear geometric approach
to building-up the destination analytical properties of a product model:
• on the one hand, it permits to immediately clarify the mechanical sense of
all Cosserat characteristics,
• on the other hand, it demonstrates the principal availability for real exis-
tence (naturally or artificially) of Cosserat type continua and drops a hint at
possible ways for technological manufacturing of such materials with prede-
termined properties.
4. Saturated porous media

By using the method of mechanical modeling and the hypothesis of interpenetra-
tive continua, the new model of multi-phase saturated porous media was built on
the base of [48] and following results [49–52]. The model is able to circumscribe
deformations of a skeleton at arbitrary strains (in Lagrangean description) and
arbitrary motions of movable (fluid, gas) components through the skeleton (in
Eulerian description).
Here we present the variant of a three-phase porous conglomerate consisting
of solid skeleton made from an incompressible material saturated by an incom-
pressible fluid and compressible barotropic gas (vacuum cavities are considered as
extremely rarefied gas). Lagrangean independent variables for skeleton are x, t and
Eulerian variables for fluid and gas are x, t: x ∈ Ω0 , x ∈ Ω where Ω0 and Ω are
domains of the reference and current configurations of the skeleton.
4.1. Equations of the model
According to the model [48] the state of the conglomerate at each moment is
characterized by the following functions (unknown in a problem): vp , vs , vf , vg –
specific volumes of porous space, skeleton, fluid and gas phases, ρg m , pp – average
in a macro-volume true mass density of the gas and porous pressure, f – position
vector of skeleton points in a current configuration (x = f (x, t) is the Lagrangean
law of motion), A – deformation gradient of the skeleton, E – Green strain tensor
(effective value), Ss – effective Cauchy stress tensor of the skeleton, vs , vf , vg –

velocity vectors (average in a macro-volume) of skeleton, fluid and gas particles
(39 numeric quantities at all).
The motion of the conglomerate is regulated [48] by the equations for the
specific volumes
vp + vs = 1, vp = vf + vg , (4.1)
skeleton kinematic equations
d f (x, t) 1 T
vs (x, t) = , A = ∇x f , E = A ·A−I (x = f (x, t)), (4.2)
dt 2
continuity equations for the skeleton phase (vs0 is the skeleton specific volume in
a reference configuration)
vs0
vs = (θ = J − 1, J ≡ | det A|), (4.3)
1+θ
for fluid and gas phases
dvf
+ vf div vf = 0, (4.4)
dt
d
(vg ρg m ) + vg ρg m div vg = 0, (4.5)
dt
by motion equations of fluid, gas and skeleton phases accordingly
dvf
div Sf + ρf gf + ff = ρf , (4.6)
dt
dvg
div Sg + ρg gg + fg = ρg , (4.7)
dt
dvs
div Ss + ρs gs + fs = ρs , (4.8)
dt
where gf , gg , gs are given external body forces (mass densities), ff , fg , fs are
interactive (from other phases) body forces (volume densities) on fluid, gas and
skeleton, and, finally, by constitutive equations of barotropic gas (with known
function pgas )
pp = pgas (ρg m ) (4.9)
and skeleton phase (with known mapping F )

Ss = Q(x, t)F [E(x, τ )]t0 τ t ; pp , x QT (x, t) (4.10)
(Q is the orthogonal tensor of polar decomposition of deformation gradient A).

Here true densities of fluid media ρf m and skeleton material ρs m are known
constants, and effective densities of skeleton, fluid and gas phases are defined as
ρs = vs ρs m , ρf = vf ρf m , ρg = vg ρg m . In (4.9) the hypothesis of equality between
average true values of fluid and gas pressure is accepted. Effective stresses of fluid,
gas and solid phases are defined by Sf , Sg , Ss . Constitutive equations of fluid and
gas phases are supposed in the form
Sf = −pf I + λf ϑf + 2μf Vf , Sg = −pg I + λg ϑg + 2μg Vg , (4.11)
where λf , μf , λg , μg are the effective viscosity coefficients of fluid and gas phases
(frequently assumed constant), pf = vf pp , pg = vg pp are effective values of pressure
in fluid and gas phases, Vf = sym ∇x vf , Vg = sym ∇x vg are effective strain
rate tensors in these phases, and ϑf = tr Vf ≡ div vf , ϑg = tr Vg ≡ div vg are
corresponding rates of relative volume expansion. In order to decline the number
of searched functions the quantities Sf , Sg are eliminated from the set of unknown
quantities and are used in equations (4.6), (4.7) only as definitions of the form
(4.11).
Thus, the equations (4.1)–(4.10) taking into account of (4.11) compose the
system of 39 numerical equations for 39 previously mentioned unknown functions.
Initial and boundary conditions enclose the formulation of a boundary value prob-
lem for three-phase model of a saturated porous medium of type [48] in a general
case. Simplifications of the system take place in special cases and in the case of
small strains of a skeleton and small motions of fluid and gas components. The
equations of this three-phase model may be reduced to those for a two-phase model
(skeleton-fluid or skeleton-gas).
4.2. Constitutive relations
4.2.1. Effective properties of phases. The formulation of the problem needs the
preliminary (experimentally) determination of the concrete effective mechanical
properties of a conglomerate: effective viscosity coefficients of fluid and gas phases
λf , μf , λg , μg in (4.11), the form of the function pgas in (4.9), the form of the
mapping F in the constitutive equation (4.10) of the skeleton phase (taking into
account its saturation), and forms of the interactive forces ff , fg , fs in (4.6)–(4.8).
The function pgas characterizing the gas barotropy is determined by its ther-
momechanical nature and in certain cases could be taken as linear. Viscosity co-
efficients λf , μf , λg , μg depend on natural properties of fluid and gas media, on
specific volumes of their phases in a conglomerate, on geometry of porous space,
on temperature and penetration velocities; in isothermal processes within certain
range of specific volumes and velocities these coefficients could be put as functions
of porosity, and at homogeneous porosity as constants.
Effective mechanical properties of the skeleton phase possess a more compli-
cated nature. In the case of small strains the constitutive equation for a linearly
elastic isotropic saturated skeleton could be taken in the form [63]
Ss = −vs pp I + λθI + 2με (4.12)
already used in [47, 52] for two-phase models.
4.2.2. Interactive forces. The volumetric interactive body forces ff , fg , fs appearing
in (4.6), (4.7), (4.8) are supposed consisting of static (acting in statics and in
motion) and dynamic (acting only in motion) components
fs = fs stat + fs dyn , ff = ff stat + ff dyn , fg = fg stat + fg dyn . (4.13)
As phase interactions in statics are regulated only by porous pressure pp
and specific volumes, we shall put, after simple geometrical calculations, the static
components in the form
fs stat = pp grad vs , ff stat = pp grad vf , fg stat = pp grad vg , (4.14)
which shows that static components are generated only by non-homogeneity of

porosity and by variability of specific volumes of fluid and gas phases in pores.
For dynamic components in (4.13), taking into account pair interactions be-
tween phases, the following expressions could be accepted
fs = fs←f + fs←g , ff = −fs←f + ff←g , fg = −fs←g − ff←g , (4.15)
where fs←f , fs←g , ff←g denote dynamic forces acting from fluid on skeleton, from
gas on skeleton and from gas on fluid.
Supposing dependence of these dynamic force components on vectors of ve-
locities vs , vf , vg and accelerations ws , wf , wg in pares of the phases
fs←f = fs←f (vs , vf , ws , wf ), fs←g = fs←g (vs , vg , ws , wg ),

(4.16)
ff←g = ff←g (vf , vg , wf , wg ),
applying the approach of [64] based on the principle of material objectivity [1–
3], developing the results of [47, 50, 52] we derive the general reduced forms of
constitutive equations for dynamic interactive forces
fs←f = fs←f (vf rel s , wf rel s ) vf0 rel s ,

fs←g = fs←g (vg rel s , wg rel s ) vg0 rel s , (4.17)
ff←g = ff←g (vg rel f , wg rel f ) vg0 rel f ,
where vf rel s , vg rel s , vg rel f vf0 rel s , vg0 rel s , vg0 rel f are modules and unit direc-
tional vectors of relative velocities of the phases, derivatives wf rel s = v̇f rel s ,
wg rel s = v̇g rel s , wg rel f = v̇g rel f are the projections of the relative acceleration
vectors wf rel s , wg rel s , wg rel f on according directional vectors of relative veloc-
ities, and fs←f , fs←g , ff←g are material scalar (non-negative) functions (modules
of the vectors (4.17)).
Then, taking into account the dependence of the modules of interactive forces
(4.17) on the typical size d of the porous structure (for example, in reference config-
uration), on specific volumes vs , vf , vg , modules of relative velocities vf rel s , vg rel s ,
vg rel f and collinear relative accelerations wf rel s , wg rel s , wg rel f , on effective mass
densities ρf , ρg and viscosities λf , μf , λg , μg of fluid and gas phases
fs←f = fs←f (d, vs , vf , ρf , λf , μf , vf rel s , wf rel s ),

fs←g = fs←g (d, vs , vg , ρg , λg , μg , vg rel s , wg rel s ), (4.18)
ff←g = ff←g (d, vf , vg , ρf , ρg , λf , μf , λg , μg , vg rel f , wg rel f ),
applying methods of the measurement theory [65], similarly to [47, 49, 50] one
obtains

ρf vf2 rel s 1 1
fs←f = ϕs←f vs , vf , lf , , ,
d Ref rel s Bf rel s

ρg vg2 rel s 1 1
fs←g = ϕs←g vs , vg , lg , , , (4.19)
d Reg rel s Bg rel s

ρg vg2 rel f 1 1
ff←g = ϕf←g vf , vg , lf , lg , rg/f , mg/f , , ,
d Reg rel f Bg rel f
where symbols Re and B denote the Reynolds numbers and new dimensionless
parameters
ρf vf rel s d ρg vg rel s d ρg vg rel f d
Ref rel s = , Reg rel s = , Reg rel f = ,
μf μg μg
2 2 (4.20)
v2 vg rel s vg rel f
Bf rel s = f rel s , Bg rel s = , Bg rel f =
wf rel s d wg rel s d wg rel f d
λ ρ μ
and designations lf = λμff , lg = μgg , rg/f = ρgf , mg/f = μgf have been used.
Supposing that the functions ϕs←f , ϕs←g , ϕf←g in (4.19) are linear with re-
spect to their last two arguments we obtain the following representations of the
forces (4.17)

wf rel s
fs←f = fs←f F
+ fs←f
D
+ fs←f
B
≡ c0s←f vf rel s + d0s←f + b0s←f vf rel s ,
vf rel s

wg rel s
fs←g = fs←g F
+ fs←g
D
+ fs←g
B
≡ c0s←g vg rel s + d0s←g + b0s←g vg rel s ,
vg rel s

wg rel f
ff←g = ff←g + ff←g + ff←g ≡ c0f←g vg rel f + d0f←g + b0f←g
F D B
vg rel f
vg rel f
(4.21)
with the notations
ρf ϕF μf ϕD
c0s←f = s←f
, d0s←f = s←f
, b0s←f = ρf ϕB s←f ,
d d2
ρg ϕF s←g μg ϕD s←g
c0s←g = , d0s←g = , b0s←g = ρg ϕB s←g ,
(4.22)
d d2
ρg ϕFf←g μg ϕDf←g
c0f←g = , d0f←g = , b0f←g = ρg ϕB f←g ,
d d2
where material functions ϕF D B
s←f , ϕs←f , ϕs←f depend on vs , vf , lf , functions ϕs←g ,
F
D B F D B
ϕs←g , ϕs←g depend on vs , vg , lg , and functions ϕf←g , ϕf←g , ϕf←g depend on vf ,
ρ μ
vg , lf , lg , rg/f = ρgf , mg/f = μgf .
Thus, the quantities (4.22) are dimensional and depend on arguments of
according functions (4.18), besides the last two ones – relative velocities and ac-
celerations. Within a certain range of the arguments the quantities (4.22) may be
set to constants.
The terms in (4.21) marked by indexes “F”, “D” and “B” have the meaning
of interactive forces of frontal resistance (dynamic velocity pressure), viscous re-
sistance (Darcy law) and inertial resistance (of Biot added mass type). Relations
(4.21) together with (4.13)–(4.15) lead to the final form of constitutive equations
for full (static and dynamic) interactive forces. In fact, the representations of dy-
namic components of interactive forces may be simplified in concrete cases (see,
for instance, [66] and [47, 49, 50]).
4.2.3. Remarks on compound interactions. In assumption of compound dynamic

interactions consisting of continuously distributed volumetric forces and moments,
acceptable forms of constitutive equations of such interactions for two-phase (solid-
solid and solid-fluid) media were studied [47, 50] in view of invariance [67, 68]. For
a saturated porous medium (solid-fluid conglomerate), supposing dependence of
such a force f and a moment M on vectors of relative velocities vrel = vf − vs and
relative accelerations wrel = wf − ws as well as on relative spin (skew-symmetric
tensor) Ωrel = Ωf − Ωs , the following forms of constitutive equations for these
compound interactions were obtained:
f = avrel + bΩrel · vrel + cΩ2rel · vrel + dE : Ωrel ,
M = AΩrel + Bskw(vrel ⊗ Ωrel · vrel )+ (4.23)
+ Cskw(vrel ⊗ Ω2rel · vrel ) + DE · vrel ,
where a, b, c, d, A, B, C, D are functions of the scalar product wrel · vrel and
mutual invariants of vrel and Ωrel , and E is Levy–Civita tensor.
The relations (4.23) show, in particular, that, besides the front resistance
force, new types of interactions exerted by the fluid on the skeleton may appear,
namely, lifting (shifting) forces as well as overturning and rotating (“screw”) mo-
ments. Such interactions may be caused forcibly (relatively to fluid flow) by a pore
tortuosity [69] organized in a special geometrical order.
Accounting of distributed moment interactions leads out the frames of classic
continuum mechanics (stress tensor becomes non-symmetric) and needs to involve
non-classic theories including Cosserat theory [9].
5. Conclusion
The considered models and problems illustrate the deep connection between ge-
ometrical an analytical characteristics of media and show the usefulness of its
account in building-up constitutive relations – the central determining element in
formulations of problems.
The method of generalization of plasticity constitutive equations to finite
strains (Sect. 2) based on the new theory of tensor strain and stress measures
demonstrates the essential effect of geometrical properties of different objective
derivatives (even from one subfamily of co-rotational ones) on analytical proper-
ties of the constitutive equation (taken in one and the same form), that is, on
mechanical properties of the model. The considered example of the hypo-elasticity

model in numerical experiments shows that the model behavior has rather differ-
ent character depending on different choice of an objective derivative and covers
a wide range of responses. The method was also applied to different models of
plasticity (known at small strains) [23–25]; the obtained constitutive equations
of plasticity models at finite strains also demonstrate the strong influence of ob-
jective derivatives and a wide range of responses, which seems to be capable to
approximate a wide range of experimental data in finite plasticity.
Co-rotational measures satisfying all the Axioms 1–4 and 10 , 20 permit the
mechanical interpretations of their spherical and deviator parts in the very same
manner as in the case of small strains, and their deviators comply the geometrical
representation in Ilyushin’s 5-dimensional space. It should be especially marked
out that this representation permitted incidentally to make clear the geometrical
nature of well-known “anomaly” [70–73] of stress oscillations in simple shear of
hypoelastic (and plastic as well) materials modeled with Jaumann objective deriv-
ative (included in the considered sub-family): the strain trajectory of this process
in Ilyushin’s space has the form of a circle, and stresses vector (proportional to
deformations vector) performs periodical oscillatory movement.
The method of mechanical modeling applied here to building-up Cosserat
type models (Sect. 3) and models of saturated porous media (Sect. 4) consists of
three steps: elaboration of the initial model schematically (discretely) representing
a studied medium, derivation of equations for initial model, and averaging proce-
dure to obtain equations for continuum model. The first step provides a detailed
analysis (first of all, from geometrical point of view) of the structure of a repre-
sentative volume of the medium, this step is the most creative. The second one is
mainly technical, the complexity level of its realization depends on the complexity
of a geometric structure of the initial model. The third step is usually based on cer-
tain assumptions for averaging procedure, it is the most difficult in substantiation
and exploration, and may lead to different results depending on the assumptions.
The method of mechanical modeling may be applied to study of media with
complicated mechanical properties (in that number non-classic type properties)
as well as to elaboration of calculated basis for technological manufacture of new
structures and constructive materials with desired predetermined mechanical prop-
erties, including micro-systems and nano-materials.
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George L. Brovko, Olga A. Ivanova and Alexandra S. Finoshkina

Theory of Elasticity Department
Faculty of Mechanics and Mathematics
Lomonosov Moscow State University
Main Building of MSU
Leninskiye Gory 119992 Moscow, Russia
e-mail: glb@mech.math.msu.su
o.ivanova@tochka.ru
alexandra@finoshkina.ru
Operator Theory:

Robin-to-Robin Maps and Krein-Type

Resolvent Formulas for Schrödinger Operators
on Bounded Lipschitz Domains
Fritz Gesztesy and Marius Mitrea
Dedicated to the memory of M.G. Krein (1907–1989).
Abstract. We study Robin-to-Robin maps, and Krein-type resolvent formulas

for Schrödinger operators on bounded Lipschitz domains in Rn , n 2, with
generalized Robin boundary conditions.
Mathematics Subject Classification (2000). Primary: 35J10, 35J25, 35Q40; Sec-
ondary: 35P05, 47A10, 47F05.
Keywords. Multi-dimensional Schrödinger operators, bounded Lipschitz do-
mains, Robin-to-Dirichlet and Dirichlet-to-Neumann maps.
1. Introduction
This paper is a direct continuation of our recent paper [35] in which we studied
Schrödinger operators on bounded Lipschitz and C 1,r -domains with generalized
Robin boundary conditions and discussed associated Robin-to-Dirichlet maps and
Krein-type resolvent formulas. The paper [35], in turn, was a continuation of the
earlier papers [32] and [36], where we studied general, not necessarily self-adjoint,
Schrödinger operators on C 1,r -domains Ω ⊂ Rn , n ∈ N, n 2, with compact
boundaries ∂Ω, (1/2) < r < 1 (including unbounded domains, i.e., exterior do-
mains) with Dirichlet and Neumann boundary conditions on ∂Ω. Our results also
applied to convex domains Ω and to domains satisfying a uniform exterior ball
condition. In addition, a careful discussion of locally singular potentials V with
close to optimal local behavior of V was provided in [32] and [36].
Based upon work partially supported by the US National Science Foundation under Grant Nos.
DMS-0400639 and FRG-0456306.
82 F. Gesztesy and M. Mitrea
In the current paper and in [35], we are exploring a different direction: Rather
than discussing potentials with close to optimal local behavior, we will assume that
V ∈ L∞ (Ω; dn x) and hence essentially replace it by zero nearly everywhere in this
paper. On the other hand, instead of treating Dirichlet and Neumann boundary
conditions at ∂Ω, we now consider generalized Robin and again Dirichlet boundary
conditions, but under minimal smoothness conditions on the domain Ω, that is, we
now consider Lipschitz domains Ω. Additionally, to reduce some technicalities, we
will assume that Ω is bounded throughout this paper. The principal new result in
this paper is a derivation of Krein-type resolvent formulas for Schrödinger opera-
tors on bounded Lipschitz domains Ω in connection with two different generalized
Robin boundary conditions on ∂Ω.
In Section 2 we recall our recent detailed discussion of self-adjoint Laplacians
with generalized Robin (and Dirichlet) boundary conditions on ∂Ω in [35]. In
Section 3 we summarize generalized Robin and Dirichlet boundary value problems
and introduce associated Robin-to-Dirichlet and Dirichlet-to-Robin maps following
[35]. Section 4 is devoted to Krein-type resolvent formulas connecting Dirichlet
and generalized Robin Laplacians with the help of the Robin-to-Dirichlet map.
Section 5 contains our principal new results and studies Robin-to-Robin maps and
general Krein-type formulas involving Robin-to-Robin maps. Appendix A collects
useful material on Sobolev spaces and trace maps for Lipschitz domains. Appendix
B summarizes pertinent facts on sesquilinear forms and their associated linear
operators.
While we formulate and prove all results in this paper for self-adjoint gener-
alized Robin Laplacians and Dirichlet Laplacians, we emphasize that all results in
this paper
extend to closed Schrödinger operators HΘ,Ω = −ΔΘ,Ω +V ,
immediately

dom HΘ,Ω = dom − ΔΘ,Ω in L2 (Ω; dn x) for (not necessarily real-valued) po-
tentials V satisfying V ∈ L∞ (Ω; dn x), by consistently replacing −Δ by −Δ + V ,
etc. More generally, all results extend directly to Kato–Rellich bounded potentials
V relative to −ΔΘ,Ω with bound less than one.
Next, we briefly list most of the notational conventions used throughout this
paper. Let H be a separable complex Hilbert space, ( · , · )H the scalar product in
H (linear in the second factor), and IH the identity operator in H. Next, let T
be a linear operator mapping (a subspace of) a Banach space into another, with
dom(T ) and ran(T ) denoting the domain and range of T . The spectrum (resp.,
essential spectrum) of a closed linear operator in H will be denoted by σ( · ) (resp.,
σess ( · )). The Banach spaces of bounded and compact linear operators in H are
denoted by B(H) and B∞ (H), respectively. Similarly, B(H1 , H2 ) and B∞ (H1 , H2 )
will be used for bounded and compact operators between two Hilbert spaces H1
and H2 . Moreover, X1 → X2 denotes the continuous embedding of the Banach
space X1 into the Banach space X2 . Throughout this manuscript, if X denotes a
Banach space, X ∗ denotes the adjoint space of continuous conjugate linear func-
tionals on X, that is, the conjugate dual space of X (rather than the usual dual
space of continuous linear functionals on X). This avoids the well-known awkward
Robin-to-Robin Maps and Krein-Type Resolvent Formulas 83
distinction between adjoint operators in Banach and Hilbert spaces (cf., e.g., the
pertinent discussion in [29, p. 3–4]).
Finally, a notational comment: For obvious reasons in connection with quan-
tum mechanical applications, we will, with a slight abuse of notation, dub −Δ
(rather than Δ) as the “Laplacian” in this paper.
2. Laplace operators with generalized Robin boundary conditions

We recall various properties of general Laplacians −ΔΘ,Ω in L2 (Ω; dn x) includ-
ing Dirichlet, −ΔD,Ω , and Neumann, −ΔN,Ω , Laplacians, generalized Robin-type
Laplacians, and Laplacians corresponding to classical Robin boundary conditions
associated with bounded open Lipschitz domains. For details we refer to our recent
paper [35].
We start with introducing our precise assumptions on the set Ω and the
boundary operator Θ which subsequently will be employed in defining the bound-
ary condition on ∂Ω:
Hypothesis 2.1. Let n ∈ N, n ≥ 2, and assume that Ω ⊂ Rn is an open, bounded,

nonempty Lipschitz domain.
We refer to Appendix A for more details on Lipschitz domains.

For simplicity of notation we will denote the identity operators in L2 (Ω; dn x)
and L2 (∂Ω; dn−1 ω) by IΩ and I∂Ω , respectively. In addition, we refer to Appendix
A for our notation in connection with Sobolev spaces.
Hypothesis 2.2. Assume Hypothesis 2.1 and suppose that aΘ is a closed sesquilin-
ear form in the Hilbert space L2 (∂Ω; dn−1 ω) with domain H 1/2 (∂Ω) × H 1/2 (∂Ω),
bounded from below by cΘ ∈ R (hence, in particular, aΘ is symmetric). Denote by
Θ cΘ I∂Ω the self-adjoint operator in L2 (∂Ω; dn−1 ω) uniquely associated with aΘ

1 ∈ B H 1/2 (∂Ω), H −1/2 (∂Ω) the extension of Θ as discussed
(cf. (B.27)) and by Θ
in (B.26) and (B.32).
Thus one has

7 8 7 8
1g
f, Θ = g, Θ1f , f, g ∈ H 1/2 (∂Ω). (2.1)
1/2 1/2
7 8
1f
f, Θ ≥ cΘ f 2L2(∂Ω;dn−1 ω) , f ∈ H 1/2 (∂Ω). (2.2)
1/2
Here the sesquilinear form

· , · s = H s (∂Ω) · , · H −s (∂Ω) : H s (∂Ω) × H −s (∂Ω) → C, s ∈ [0, 1], (2.3)
(antilinear in the first, linear in the second factor), denotes the duality pairing
between H s (∂Ω) and
∗
H −s (∂Ω) = H s (∂Ω) , s ∈ [0, 1], (2.4)
such that

f, gs = dn−1 ω(ξ) f (ξ)g(ξ),
∂Ω (2.5)
f ∈ H s (∂Ω), g ∈ L2 (∂Ω; dn−1 ω) → H −s (∂Ω), s ∈ [0, 1],
and dn−1 ω denotes the surface measure on ∂Ω.
Hypothesis 2.1 on Ω is used throughout this paper. Similarly, Hypothesis 2.2
is assumed whenever the boundary operator Θ 1 is involved. (Later in this section,
and the next, we will occasionally strengthen our hypotheses.)
0
We introduce the boundary trace operator γD (the Dirichlet trace) by
0
γD : C(Ω) → C(∂Ω), 0
γD u = u|∂Ω . (2.6)
Then there exists a bounded, linear operator γD (cf., e.g., [58, Theorem 3.38]),
γD : H s (Ω) → H s−(1/2) (∂Ω) → L2 (∂Ω; dn−1 ω), 1/2 < s < 3/2,
(2.7)
γD : H 3/2
(Ω) → H 1−ε 2
(∂Ω) → L (∂Ω; d n−1
ω), ε ∈ (0, 1),
0
whose action is compatible with that of γD . That is, the two Dirichlet trace oper-
ators coincide on the intersection of their domains. Moreover, we recall that
γD : H s (Ω) → H s−(1/2) (∂Ω) is onto for 1/2 < s < 3/2. (2.8)
While, in the class of bounded Lipschitz
s subdomains in Rn , the end-point
cases s = 1/2 and s = 3/2 of γD ∈ B H (Ω), H s−(1/2) (∂Ω) fail, we nonetheless
have

γD ∈ B H (3/2)+ε (Ω), H 1 (∂Ω) , ε > 0. (2.9)
See Lemma A.2 for a proof. Below we augment this with the following result:
Lemma 2.3. Assume Hypothesis 2.1. Then for each s > −3/2, the restriction to
boundary operator (2.6) extends to a linear operator
, -
γD : u ∈ H 1/2 (Ω) Δu ∈ H s (Ω) → L2 (∂Ω; dn−1 ω), (2.10)
-
is compatible with (2.7), and is bounded when {u ∈ H 1/2 (Ω) | Δu ∈ H s (Ω) is
equipped with the natural graph norm u → u H 1/2 (Ω) + Δu H s (Ω) .
Furthermore, for each s > −3/2, the restriction to boundary operator (2.6)
also extends to a linear operator
, -
γD : u ∈ H 3/2 (Ω) Δu ∈ H 1+s (Ω) → H 1 (∂Ω). (2.11)
- is compatible with (2.7), and is bounded when {u ∈ H (Ω) | Δu ∈

3/2
The latter
H 1+s
(Ω) is equipped with the natural graph norm u → u H 3/2 (Ω) + Δu H 1+s (Ω) .
Next, we introduce the operator γN (the Neumann trace) by
γN = ν · γD ∇ : H s+1 (Ω) → L2 (∂Ω; dn−1 ω), 1/2 < s < 3/2, (2.12)
where ν denotes the outward pointing normal unit vector to ∂Ω. It follows from
(2.7) that γN is also a bounded operator. We wish to further extend the action of
the Neumann trace operator (2.12) to other (related) settings. To set the stage,
assume Hypothesis 2.1 and recall that the inclusion
∗
ι : H s (Ω) → H 1 (Ω) , s > −1/2, (2.13)
is well defined and bounded. Then, we introduce the weak Neumann trace operator
, -
1N : u ∈ H 1 (Ω) Δu ∈ H s (Ω) → H −1/2 (∂Ω), s > −1/2,
γ (2.14)
as follows: Given u ∈ H 1 (Ω) with Δu ∈ H s (Ω) for some s > −1/2, we set (with ι
as in (2.13))

φ, γ
1N u1/2 = dn x ∇Φ(x) · ∇u(x) + H 1 (Ω) Φ, ι(Δu)(H 1 (Ω))∗ , (2.15)
Ω
for all φ ∈ H (∂Ω) and Φ ∈ H 1 (Ω) such that γD Φ = φ. We note that this
1/2
definition is independent of the particular extension Φ of φ, and that γ 1N is a

bounded extension of the Neumann trace operator γN defined in (2.12). As was
the case of the Dirichlet trace, the (weak) Neumann trace operator (2.14), (2.15)
is onto (cf. [35]). For additional details we refer to equations (A.8)–(A.10). Next,
we wish to discuss the end-point case s = 1/2 of (2.12).
Lemma 2.4. Assume Hypothesis 2.1. Then the Neumann trace operator (2.12) also
extends to
, -
γN : u ∈ H 3/2 (Ω) Δu ∈ L2 (Ω; dn x) → L2 (∂Ω; dn−1 ω)
1 (2.16)
-
in a bounded fashion when the space {u ∈ H (Ω) | Δu ∈ L (Ω; d x) is equipped
3/2 2 n
with the natural graph norm u → u H 3/2 (Ω) + Δu L2(Ω;dn x) . This extension is
compatible with (2.14).
For future purposes, we shall need yet another extension of the concept of
Neumann trace. This requires some preparations (throughout, Hypothesis 2.1 is
enforced). First, we recall that, as is well known (see, e.g., [40]), one has the natural
identification
1 ∗ , -
H (Ω) ≡ u ∈ H −1 (Rn ) supp (u) ⊆ Ω . (2.17)
Note that the latter is a closed subspace of H −1 (Rn ). In particular, if RΩ u = u|Ω
denotes the operator of restriction to Ω (considered in the sense of distributions),
then
∗
RΩ : H 1 (Ω) → H −1 (Ω) (2.18)
is well defined, linear and bounded. Furthermore, the composition of RΩ in (2.18)
with ι in (2.13) is the natural inclusion of H s (Ω) into H −1 (Ω). Next, given z ∈ C,
set
, ∗ -
Wz (Ω) = (u, f ) ∈ H 1 (Ω) × H 1 (Ω) (−Δ − z)u = f |Ω in D (Ω) , (2.19)
∗
equipped with the norm inherited from H 1 (Ω) × H 1 (Ω) . We then denote by
1N : Wz (Ω) → H −1/2 (∂Ω)
γ (2.20)
the ultra weak Neumann trace operator defined by

φ, γ1N (u, f )1/2 = dn x ∇Φ(x) · ∇u(x) (2.21)
Ω

−z dn x Φ(x)u(x) − H 1 (Ω) Φ, f (H 1 (Ω))∗ , (u, f ) ∈ Wz (Ω),
Ω
for all φ ∈ H 1/2 (∂Ω) and Φ ∈ H 1 (Ω) such that γD Φ = φ. Once again, this
definition is independent of the particular extension Φ of φ. Also, as was the case
of the Dirichlet trace, the ultra weak Neumann trace operator (2.20), (2.21) is onto
(this is a corollary of Theorem 4.4). For additional details we refer to equations
(A.8)–(A.10).
The relationship between the ultra weak Neumann trace operator (2.20),
(2.21) and the weak Neumann trace operator (2.14), (2.15) can be described as
follows. Given s > −1/2 and z ∈ C, denote by
-
jz : {u ∈ H 1 (Ω) Δu ∈ H s (Ω) → Wz (Ω) (2.22)
the injection
jz (u) = (u, ι(−Δu − zu)), u ∈ H 1 (Ω), Δu ∈ H s (Ω), (2.23)
where ι is as in (2.13). Then
1N ◦ jz = 1
γ γN . (2.24)
Thus, from this perspective, 1
γN can also be regarded as a bounded extension of
the Neumann trace operator γN defined in (2.12).
Moving on, we shall now describe a family of self-adjoint Laplace operators
−ΔΘ,Ω in L2 (Ω; dn x) indexed by the boundary operator Θ. We will refer to −ΔΘ,Ω
as the generalized Robin Laplacian.
Theorem 2.5. Assume Hypothesis 2.2. The generalized Robin Laplacian, −ΔΘ,Ω ,
defined by
− ΔΘ,Ω = −Δ,
,
dom(−ΔΘ,Ω ) = u ∈ H 1 (Ω) Δu ∈ L2 (Ω; dn x); (2.25)
-
1 1 D u = 0 in H −1/2 (∂Ω) ,
γN + Θγ
is self-adjoint and bounded from below in L2 (Ω; dn x). Moreover,

dom | − ΔΘ,Ω |1/2 = H 1 (Ω). (2.26)
In addition, −ΔΘ,Ω , has purely discrete spectrum bounded from below, in particu-
lar,
σess (−ΔΘ,Ω ) = ∅. (2.27)
The important special case where Θ corresponds to the operator of multipli-
cation by a real-valued, essentially bounded function θ leads to Robin boundary
conditions we discuss next:
Corollary 2.6. In addition to Hypothesis 2.1, assume that Θ is the operator of mul-
tiplication in L2 (∂Ω; dn−1 ω) by the real-valued function θ satisfying the condition
θ ∈ L∞ (∂Ω; dn−1 ω). Then Θ satisfies the conditions in Hypothesis 2.2 resulting
in the self-adjoint and bounded from below Laplacian −Δθ,Ω in L2 (Ω; dn x) with
Robin boundary conditions on ∂Ω in (2.25) given by
γN + θγD )u = 0 in H −1/2 (∂Ω).
(1 (2.28)
Remark 2.7. (i) In the case of a smooth boundary ∂Ω, the boundary conditions
in (2.28) are also called “classical” boundary conditions (cf., e.g., [73]); in the
more general case of bounded Lipschitz domains we also refer to [5] and [80, Ch.
4] in this context. Next, we point out that, in [51], the authors have dealt with
the case of Laplace operators in bounded Lipschitz domains, equipped with local
boundary conditions of Robin-type, with boundary data in Lp (∂Ω; dn−1 ω), and
produced nontangential maximal function estimates. For the case p = 2, when
our setting agrees with that of [51], some of our results in this section and the
following are a refinement of those in [51]. Maximal Lp -regularity and analytic
contraction semigroups of Dirichlet and Neumann Laplacians on bounded Lipschitz
domains were studied in [83]. Holomorphic C0 -semigroups of the Laplacian with
Robin boundary conditions on bounded Lipschitz domains have been discussed in
[81]. Moreover, Robin boundary conditions for elliptic boundary value problems
on arbitrary open domains were first studied by Maz’ya [56], [57, Sect. 4.11.6],
and subsequently in [22] (see also [23] which treats the case of the Laplacian). In
addition, Robin-type boundary conditions involving measures on the boundary for
very general domains Ω were intensively discussed in terms of quadratic forms and
capacity methods in the literature, and we refer, for instance, to [5], [6], [15], [80],
and the references therein.
1 = 0), that is, in the case of the Neumann
(ii) In the special case θ = 0 (resp., Θ
Laplacian, we will also use the notation
−ΔN,Ω = −Δ0,Ω . (2.29)
The case of the Dirichlet Laplacian −ΔD,Ω associated with Ω formally cor-
responds to Θ = ∞ and so we recall its treatment in the next result. To state it,
recall that, given a bounded Lipschitz domain Ω ⊂ Rn ,
H01 (Ω) = {u ∈ H 1 (Ω) | γD u = 0 on ∂Ω}. (2.30)
Theorem 2.8. Assume Hypothesis 2.1. Then the Dirichlet Laplacian, −ΔD,Ω , de-
fined by
− ΔD,Ω = −Δ,
, -
dom(−ΔD,Ω ) = u ∈ H 1 (Ω) Δu ∈ L2 (Ω; dn x); γD u = 0 in H 1/2 (∂Ω)
, -
= u ∈ H01 (Ω) Δu ∈ L2 (Ω; dn x) , (2.31)
is self-adjoint and strictly positive in L2 (Ω; dn x). Moreover,

dom (−ΔD,Ω )1/2 = H01 (Ω). (2.32)
Since Ω is open and bounded, it is well known that −ΔD,Ω has purely discrete
spectrum contained in (0, ∞), in particular, σess (−ΔD,Ω ) = ∅.
3. Generalized Robin and Dirichlet boundary value problems

and Robin-to-Dirichlet and Dirichlet-to-Robin maps
This section is devoted to generalized Robin and Dirichlet boundary value prob-
lems associated with the Helmholtz differential expression −Δ − z in connection
with the open set Ω. In addition, we provide a detailed discussion of Robin-to-
(0)
Dirichlet maps, MΘ,D,Ω , in L2 (∂Ω; dn−1 ω). Again, the material in this section is
taken from [35, Sect. 3].
In this section we strengthen Hypothesis 2.2 by adding assumption (3.1)
below:
Hypothesis 3.1. In addition to Hypothesis 2.2 suppose that

1 ∈ B∞ H 1 (∂Ω), L2 (∂Ω; dn−1 ω) .
Θ (3.1)
We note that (3.1) is satisfied whenever there exists some ε > 0 such that

1 ∈ B H 1−ε (∂Ω), L2 (∂Ω; dn−1 ω) .
Θ (3.2)
We recall the definition of the weak Neumann trace operator γ1N in (2.14),
(2.15) and start with the Helmholtz Robin boundary value problems:
Theorem 3.2. Assume Hypothesis 3.1 and suppose that z ∈ C\σ(−ΔΘ,Ω ). Then for
every g ∈ L2 (∂Ω; dn−1 ω), the following generalized Robin boundary value problem,
+
(−Δ − z)u = 0 in Ω, u ∈ H 3/2 (Ω),
(3.3)
1
γN + Θγ1 D u = g on ∂Ω,
has a unique solution u = uΘ . This solution uΘ satisfies

γD uΘ ∈ H 1 (∂Ω), 1N uΘ ∈ L2 (∂Ω; dn−1 ω),
γ
(3.4)
γD uΘ H 1 (∂Ω) + 1
γN uΘ L2 (∂Ω;dn−1 ω) , ≤ C g L2 (∂Ω;dn−1 ω)
and
uΘ H 3/2 (Ω) ≤ C g L2 (∂Ω;dn−1 ω) , (3.5)
for some constant constant C = C(Θ, Ω, z) > 0. Finally,
∗
γD (−ΔΘ,Ω − zIΩ )−1 ∈ B L2 (∂Ω; dn−1 ω), H 3/2 (Ω) , (3.6)
and the solution uΘ is given by the formula
∗
uΘ = γD (−ΔΘ,Ω − zIΩ )−1 g. (3.7)
Next, we turn to the Dirichlet case originally treated in [36, Theorem 3.1]
but under stronger regularity conditions on Ω.
Theorem 3.3. Assume Hypothesis 2.1 and suppose that z ∈ C\σ(−ΔD,Ω ). Then
for every f ∈ H 1 (∂Ω), the following Dirichlet boundary value problem,
+
(−Δ − z)u = 0 in Ω, u ∈ H 3/2 (Ω),
(3.8)
γD u = f on ∂Ω,
has a unique solution u = uD . This solution uD satisfies
1N uD ∈ L2 (∂Ω; dn−1 ω)
γ and 1
γN uD L2 (∂Ω;dn−1 ω) ≤ CD f H 1 (∂Ω) , (3.9)
for some constant CD = CD (Ω, z) > 0. Moreover,
uD H 3/2 (Ω) ≤ CD f H 1 (∂Ω) . (3.10)
Finally,
∗
γ1N (−ΔD,Ω − zIΩ )−1 ∈ B H 1 (∂Ω), H 3/2 (Ω) , (3.11)
and the solution uD is given by the formula
∗
uD = − γ 1N (−ΔD,Ω − zIΩ )−1 f. (3.12)
In addition to Theorem 3.3, we recall the following result.
Lemma 3.4. Assume Hypothesis 2.1 and suppose that z ∈ C\σ(−ΔD,Ω ). Then

1N (−ΔD,Ω − zIΩ )−1 ∈ B L2 (Ω; dn x), L2 (∂Ω; dn−1 ω) ,
γ (3.13)
and
∗
γ1N (−ΔD,Ω − zIΩ )−1 ∈ B L2 (∂Ω; dn−1 ω), L2 (Ω; dn x) . (3.14)
Assuming Hypothesis 3.1, we next introduce the Dirichlet-to-Robin map
(0)
MD,Θ,Ω (z) associated with (−Δ − z) on Ω, as follows,
+
(0) H 1 (∂Ω) → L2 (∂Ω; dn−1 ω),
MD,Θ,Ω (z) : z ∈ C\σ(−ΔD,Ω ), (3.15)
f → − γ 1 D uD ,
1N + Θγ
where uD is the unique solution of
(−Δ − z)u = 0 in Ω, u ∈ H 3/2 (Ω), γD u = f on ∂Ω. (3.16)
Continuing to assume Hypothesis 3.1, we introduce the Robin-to-Dirichlet
(0)
map MΘ,D,Ω (z) associated with (−Δ − z) on Ω, as follows,
+
(0) L2 (∂Ω; dn−1 ω) → H 1 (∂Ω),
MΘ,D,Ω (z) : z ∈ C\σ(−ΔΘ,Ω ), (3.17)
g → γD uΘ ,
where uΘ is the unique solution of

(−Δ − z)u = 0 in Ω, u ∈ H 3/2 (Ω), 1 1 D u = g on ∂Ω.
γN + Θγ (3.18)
We note that Robin-to-Dirichlet maps have also been studied in [9].
Next we recall one of the main results in [35]:
Theorem 3.5. Assume Hypothesis 3.1. Then

(0)
MD,Θ,Ω (z) ∈ B H 1 (∂Ω), L2 (∂Ω; dn−1 ω) , z ∈ C\σ(−ΔD,Ω ), (3.19)
and

(0)
MD,Θ,Ω (z) = γ 1 D γ
1N + Θγ 1 D (−ΔD,Ω − zIΩ )−1 ∗ ,
1N + Θγ z ∈ C\σ(−ΔD,Ω ).
(3.20)
Moreover,
(0)
MΘ,D,Ω (z) ∈ B L2 (∂Ω; dn−1 ω), H 1 (∂Ω) , z ∈ C\σ(−ΔΘ,Ω ), (3.21)
and, in fact,
(0)
MΘ,D,Ω (z) ∈ B∞ L2 (∂Ω; dn−1 ω) , z ∈ C\σ(−ΔΘ,Ω ). (3.22)
In addition,
∗
MΘ,D,Ω (z) = γD γD (−ΔΘ,Ω − zIΩ )−1 ,
(0)
z ∈ C\σ(−ΔΘ,Ω ). (3.23)
Finally, let z ∈ C\(σ(−ΔD,Ω ) ∪ σ(−ΔΘ,Ω )). Then
MΘ,D,Ω (z) = −MD,Θ,Ω (z)−1 .

(0) (0)
(3.24)
Remark 3.6. In the above considerations, the special case Θ = 0 represents the fre-
(0)
quently studied Neumann-to-Dirichlet and Dirichlet-to-Neumann maps MN,D,Ω (z)
(0) (0) (0) (0)
and MD,N,Ω (z), respectively. That is, MN,D,Ω (z) = M0,D,Ω (z) and MD,N,Ω (z) =
(0)
MD,0,Ω (z). Thus, as a corollary of Theorem 3.5 we have
MN,D,Ω (z) = −MD,N,Ω (z)−1 ,

(0) (0)
(3.25)
whenever Hypothesis 2.1 holds and z ∈ C\(σ(−ΔD,Ω ) ∪ σ(−ΔN,Ω )).
Remark 3.7. We emphasize again that all results in this section immediately

extend
to Schrödinger operators H Θ,Ω = −Δ Θ,Ω + V , dom HΘ,Ω = dom −
ΔΘ,Ω in L2 (Ω; dn x) for (not necessarily real-valued) potentials V satisfying V ∈
L∞ (Ω; dn x), or more generally, for potentials V which are Kato–Rellich bounded
with respect to −ΔΘ,Ω with bound less than one. Denoting the corresponding M -
operators by MD,N,Ω (z) and MΘ,D,Ω (z), respectively, we note, in particular, that
(3.15)–(3.24) extend replacing −Δ by −Δ+ V and restricting z ∈ C appropriately.
Our discussion of Weyl–Titchmarsh operators follows the earlier papers [32]

and [36]. For related literature on Weyl–Titchmarsh operators, relevant in the
context of boundary value spaces (boundary triples, etc.), we refer, for instance,
to [2], [4], [11], [12], [16]–[20], [25]– [28], [31], [34], [37, Ch. 3], [39, Ch. 13], [54],
[55], [59], [64], [65], [68]–[71], [79].
4. Some variants of Krein’s resolvent formula involving

Robin-to-Dirichlet maps
In this section we recall some of the principal new results in [35], viz., variants of
Krein’s formula for the difference of resolvents of generalized Robin Laplacians and
Dirichlet Laplacians on bounded Lipschitz domains. For details on the material in
this section we refer to [35].
We start by weakening Hypothesis 3.1 by using assumption (4.1) below:
Hypothesis 4.1. In addition to Hypothesis 2.2 suppose that

1 ∈ B∞ H 1/2 (∂Ω), H −1/2 (∂Ω) .
Θ (4.1)
We note that condition (4.1) is satisfied if there exists some ε > 0 such that

Θ1 ∈ B H 1/2−ε (∂Ω), H −1/2 (∂Ω) . (4.2)
We wish to point out that Hypothesis 3.1 is indeed stronger than Hypothesis
4.1 since (3.1) implies, via duality and interpolation (cf. the discussion in [35]),
that
1 ∈ B∞ H s (∂Ω), H s−1 (∂Ω) , 0 ≤ s ≤ 1.
Θ (4.3)
In our next two results below (Theorems 4.2–4.4) we discuss the solvability
of the Dirichlet and Robin boundary value problems with solution in the energy
space H 1 (Ω).
Theorem 4.2. Assume Hypothesis 4.1 and suppose that z ∈ C\σ(−ΔΘ,Ω ). Then
for every g ∈ H −1/2 (∂Ω), the following generalized Robin boundary value problem,
+
(−Δ − z)u = 0 in Ω, u ∈ H 1 (Ω),
(4.4)
1 D u = g on ∂Ω,
1N + Θγ
γ
has a unique solution u = uΘ . Moreover, there exists a constant C = C(Θ, Ω, z) >
0 such that
uΘ H 1 (Ω) ≤ C g H −1/2 (∂Ω) . (4.5)
In particular,
∗
γD (−ΔΘ,Ω − zIΩ )−1 ∈ B H −1/2 (∂Ω), H 1 (Ω) , (4.6)
and the solution uΘ of (4.4) is once again given by formula (3.7).
Remark 4.3. As a byproduct of Theorem 4.2 (with Θ = 0) we obtain that the
1N in (2.14), (2.15) is onto.
weak Neumann trace γ
In the following 1
1
1 ∗we denote by IΩ the continuous inclusion (embedding) map of
H (Ω) into H (Ω) . By a slight abuse of notation, we also denote the continuous
∗
inclusion map of H01 (Ω) into H01 (Ω) by the same symbol I1Ω . We recall the
ultra weak Neumann trace operator γ 1N from (2.20), (2.21). Finally, assuming
Hypothesis 4.1, we denote by

−Δ1 Θ,Ω ∈ B H 1 (Ω), H 1 (Ω) ∗ (4.7)
the extension of −ΔΘ,Ω in accordance with (B.26). In particular,

7 8
1
H 1 (Ω) u, −ΔΘ,Ω v(H 1 (Ω))∗ =
1 Dv
dn x ∇u(x) · ∇v(x) + γD u, Θγ ,
1/2
Ω (4.8)
u, v ∈ H 1 (Ω),
1 Θ,Ω to L2 (Ω; dn x) (cf. (B.27)).
and −ΔΘ,Ω is the restriction of −Δ
Theorem 4.4. Assume Hypothesis 4.1 and let z ∈ C\σ(−ΔΘ,Ω ). Then for every
w ∈ (H 1 (Ω))∗ , the following generalized inhomogeneous Robin problem,
+
(−Δ − z)u = w|Ω in D (Ω), u ∈ H 1 (Ω),
(4.9)
1 1 D u = 0 on ∂Ω,
γN (u, w) + Θγ
has a unique solution u = uΘ,w . Moreover, there is a constant C = C(Θ, Ω, z) > 0
such that
uΘ,w H 1 (Ω) ≤ C w (H 1 (∂Ω))∗ . (4.10)
In particular, the operator (−ΔΘ,Ω − zIΩ )−1 , z ∈ C\σ(−ΔΘ,Ω ), originally defined
as a bounded operator on L2 (Ω; dn x),

(−ΔΘ,Ω − zIΩ )−1 ∈ B L2 (Ω; dn x) , (4.11)
1 ∗ 1
can be extended to a mapping in B H (Ω) , H (Ω) , which in fact coincides with

−Δ1 Θ,Ω − z I1Ω −1 ∈ B H 1 (Ω) ∗ , H 1 (Ω) . (4.12)
Remark 4.5. In the context of Theorem 4.4, it is useful to observe that for any
∗
w ∈ H 1 (Ω) , the function u = − Δ1 Θ,Ω − z I1Ω −1 w ∈ H 1 (Ω) satisfies
(−Δ − z)u = w|Ω in D (Ω), (4.13)

where the restriction of w to Ω is interpreted by regarding w as a distribution
in H −1
(Ω) (cf.
∗ (2.17)). Indeed, the identification (2.17) associates
1to na functional
∗
−1
w ∈ H (Ω) the distribution w
1
2 = w ◦ RΩ ∈ H (R ) = H (R ) (which
n
happens to be supported in Ω). Consequently, if for an arbitrary test function

ϕ ∈ C0∞ (Ω) we denote by ϕ 1 ∈ C0∞ (Rn ) the extension of ϕ by zero outside Ω, we
then have
D(Ω) ϕ, w|
2 Ω D (Ω) = D(Rn ) ϕ,
1 w
2 D (Rn )
= H 1 (Rn ) ϕ,
1 w
2 (H 1 (Rn ))∗ = H 1 (Ω) RΩ (ϕ),
1 w(H 1 (Ω))∗
7 8
= H 1 (Ω) ϕ, w(H 1 (Ω))∗ = H 1 (Ω) ϕ, − Δ 1 Θ,Ω − z I1Ω u 1
(H (Ω))∗
7 8
= H 1 (Ω) ϕ, − Δ 1 Θ,Ω )u 1 − z (ϕ, u)L2 (Ω;dn x)
(H (Ω))∗
= (∇ϕ, ∇u)(L2 (Ω;dn x))n − z (ϕ, u)L2 (Ω;dn x)
= ((−Δ − z)ϕ, u)L2 (Ω;dn x) , (4.14)
on account of (4.8). This justifies (4.13).
Remark 4.6. Similar (yet simpler) considerations also show that the operator
(−ΔD,Ω − zIΩ )−1 , z ∈ C\σ(−ΔD,Ω ), originally defined as bounded operator on
L2 (Ω; dn x),
(−ΔD,Ω − zIΩ )−1 ∈ B L2 (Ω; dn x) , (4.15)
extends to a mapping

−Δ1 D,Ω − z I1Ω −1 ∈ B H −1 (Ω); H 1 (Ω) . (4.16)
0
1
Here −Δ 1 D,Ω ∈ B H (Ω), H −1 (Ω) is the extension of −ΔD,Ω in accordance with
0
(B.26). Indeed, the Lax–Milgram lemma applies and yields that

−Δ1 D,Ω − z I1Ω : H 1 (Ω) → H 1 (Ω) ∗ = H −1 (Ω) (4.17)
0 0
is, in fact, an isomorphism whenever z ∈ C\σ(−ΔD,Ω ).

Corollary 4.7. Assume Hypothesis 4.1 and let z ∈ C\σ(−ΔΘ,Ω ). Then the oper-
(0)
ator MΘ,D,Ω (z) ∈ B L2 (∂Ω; dn−1 ω) in (3.17), (3.18) extends (in a compatible
manner ) to

M9(0) (z) ∈ B H −1/2 (∂Ω), H 1/2 (∂Ω) , z ∈ C\σ(−ΔΘ,Ω ). (4.18)
Θ,D,Ω
In addition, M 9(0) (z) permits the representation

Θ,D,Ω

9 (0) 1 1 −1 γD
∗
M Θ,D,Ω (z) = γD − ΔΘ,Ω − z IΩ , z ∈ C\σ(−ΔΘ,Ω ). (4.19)

The same applies to the adjoint MΘ,D,Ω (z)∗ ∈ B L2 (∂Ω; dn−1 ω) of MΘ,D,Ω (z),
(0) (0)
(0) ∗ −1/2
resulting in the bounded extension M 9 ∈ B H (∂Ω), H 1/2 (∂Ω) ,
Θ,D,Ω (z)
z ∈ C\σ(−ΔΘ,Ω ).
Lemma 4.8. Assume Hypothesis 4.1 and let z ∈ C\(σ(−ΔΘ,Ω ) ∪ σ(−ΔD,Ω )). Then
∗
the following resolvent relation holds on H 1 (Ω) ,

−Δ1 Θ,Ω − z I1Ω −1 = − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ
(4.20)
+ −Δ 1 Θ,Ω − z I1Ω −1 γ ∗ γ
1N − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ , IRn .
D
We also recall the following regularity result for the Robin resolvent.
Lemma 4.9. Assume Hypothesis 3.1 and suppose that z ∈ C\σ(−ΔΘ,Ω ). Then
, -
(−ΔΘ,Ω − zIΩ )−1 : L2 (Ω; dn x) → u ∈ H 3/2 (Ω) Δu ∈ L2 (Ω; dn x) (4.21)
,
is a well-defined
- bounded operator. Here we equip the space u ∈ H 3/2 (Ω) Δu ∈
L (Ω; d x) with the natural graph norm u → u H 3/2 (Ω) + Δu L2 (Ω;dn x) .
2 n
Under Hypothesis 4.1, (4.12) and (2.7) yield

γD − Δ1 Θ,Ω − z I1Ω −1 ∈ B (H 1 (Ω))∗ , H 1/2 (∂Ω) . (4.22)
Hence, by duality,

γD − Δ1 Θ,Ω − z I1Ω −1 ∗ ∈ B H −1/2 (∂Ω), H 1 (Ω) . (4.23)
Next we complement this with the following result.

Corollary 4.10. Assume Hypothesis 3.1 and suppose that z ∈ C\σ(−ΔΘ,Ω ). Then

γD (−ΔΘ,Ω − zIΩ )−1 ∈ B L2 (Ω; dn x), H 1 (∂Ω) . (4.24)
In particular,
∗
γD (−ΔΘ,Ω − zIΩ )−1 ∈ B H −1 (∂Ω), L2 (Ω; dn x)
(4.25)
→ B L2 (∂Ω; dn−1 Ω), L2 (Ω; dn x) .
In addition, the operator (4.25) is compatible with (4.23) in the sense that
∗
γD (−ΔΘ,Ω − zIΩ )−1 f = γD − Δ 1 Θ,Ω − z I1Ω −1 ∗ f in L2 (Ω; dn x),
(4.26)
f ∈ H −1/2 (∂Ω).
As a consequence,
∗
1 Θ,Ω − z I1Ω −1 ∗ f in L2 (Ω; dn x),
γD (−ΔΘ,Ω − zIΩ )−1 f = γD − Δ
(4.27)
f ∈ L2 (∂Ω; dn−1 ω).
We will need a similar compatibility result for the composition between the
Neumann trace and resolvents of the Dirichlet Laplacian. To state it, we recall the
restriction operator RΩ in (2.18). Also, we denote by IRn the identity operator
(for spaces of functions defined in Rn ). Finally, we recall the space (2.19) and the
ultra weak Neumann trace operator γ 1N in (2.20), (2.21).
Lemma 4.11. Assume Hypothesis 2.1. Then

1 D,Ω − z I1Ω −1 ◦ RΩ , IRn : (H 1 (Ω))∗ → Wz (Ω),
−Δ z ∈ C\σ(−ΔD,Ω ), (4.28)
is a well-defined, linear and bounded operator. Consequently,

1N − Δ
γ 1 D,Ω − z I1Ω −1 ◦ RΩ , IRn ∈ B (H 1 (Ω))∗ , H −1/2 (∂Ω) ,
(4.29)
z ∈ C\σ(−ΔD,Ω ),
and, hence,

1 D,Ω − z I1Ω −1 ◦ RΩ , IRn ∗ ∈ B H 1/2 (∂Ω), H 1 (Ω) ,
γN − Δ
1
(4.30)
z ∈ C\σ(−ΔD,Ω ).
Furthermore, the operators (4.29), (4.30) are compatible with (3.13) and (3.14),
respectively, in the sense that for each z ∈ C\σ(−ΔD,Ω ),

1N (−ΔD,Ω − zIΩ )−1 f = 1
γ γN − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ , IRn f in H −1/2 (∂Ω),
f ∈ L2 (Ω; dn x), (4.31)
and
∗
γN (−ΔD,Ω − zIΩ )−1 f = γ
1 1 D,Ω − z I1Ω −1 ◦ RΩ , IRn ∗ f
1N − Δ
(4.32)
in L2 (Ω; dn x), for every element f ∈ H 1/2 (∂Ω).
This yields the following L2 -version of Lemma 4.8.

Lemma 4.12. Assume Hypothesis 3.1 and let z ∈ C\(σ(−ΔΘ,Ω ) ∪ σ(−ΔD,Ω )).
Then the following resolvent relation holds on L2 (Ω; dn x),
(−ΔΘ,Ω − zIΩ )−1 (4.33)
∗
= (−ΔD,Ω − zIΩ )−1 + γD (−ΔΘ,Ω − zIΩ )−1 γ 1N (−ΔD,Ω − zIΩ )−1
∗
= (−ΔD,Ω − zIΩ )−1 + γ1N (−ΔD,Ω − zIΩ )−1 γD (−ΔΘ,Ω − zIΩ )−1 .
We note that the special case Θ = 0 in Lemma 4.12 was discussed by Naka-
mura [61] (in connection with cubic boxes Ω) and subsequently in [32, Lemma A.3]
(in the case of a Lipschitz domain with a compact boundary).
We also recall the following useful result.
Lemma 4.13. Assume Hypothesis 4.1 and suppose that z ∈ C\σ(−ΔΘ,Ω ). Then
(0) ∗
9
M 9(0) (z)
Θ,D,Ω (z) =M Θ,D,Ω (4.34)
−1/2
as operators in B H (∂Ω); H 1/2 (∂Ω) . In particular, assuming Hypothesis 3.1,
then
(0) ∗ (0)
MΘ,D,Ω (z) = MΘ,D,Ω (z). (4.35)
Next we briefly recall the Herglotz property of the Robin-to-Dirichlet map.
We recall that an operator-valued function M (z) ∈ B(H), z ∈ C+ (where C+ =
{z ∈ C | Im(z) > 0), for some separable complex Hilbert space H, is called an
operator-valued Herglotz function if M ( · ) is analytic on C+ and
Im(M (z)) 0, z ∈ C+ . (4.36)
Here, as usual, Im(M ) = (M − M ∗ )/(2i).
Lemma 4.14. Assume Hypothesis 4.1 and suppose that z ∈ C+ . Then for every
g ∈ H −1/2 (∂Ω), g = 0, one has
1 7 9 8
9Θ,D (z)∗ g
g, MΘ,D (z) − M 1/2
= Im(z) uΘ 2L2 (Ω;dn x) > 0, (4.37)
2i
where uΘ satisfies
+
(−Δ − z)u = 0 in Ω, u ∈ H 1 (Ω),
(4.38)
1 D u = g on ∂Ω.
1N + Θγ
γ
In particular, assuming Hypothesis 3.1, then
(0)
Im MΘ,D,Ω (z) 0, z ∈ C+ , (4.39)
(0)
and hence MΘ,D,Ω ( · ) is an operator-valued Herglotz function on L2 (∂Ω; dn−1 ω).
The following result represents a first variant of Krein’s resolvent formula
1 Θ,Ω and Δ
relating Δ 1 D,Ω recently proved in [35]:
Theorem 4.15. Assume Hypothesis 4.1 and suppose that z ∈ C\(σ(−ΔΘ,Ω ) ∪

∗
σ(−ΔD,Ω )). Then the following Krein formula holds on H 1 (Ω) ,

−Δ1 Θ,Ω − z I1Ω −1 = − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ

+ γ1N − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ , IRn ∗ M 9(0) (z) (4.40)
Θ,D,Ω
−1
× γ 1N − Δ 1 D,Ω − z I1Ω ◦ RΩ , IRn .
The following result details the L2 (Ω; dn x)-variant of Krein’s formula:
Theorem 4.16. Assume Hypothesis 3.1 and suppose that z ∈ C\(σ(−ΔΘ,Ω ) ∪
σ(−ΔD,Ω )). Then the following Krein formula holds on L2 (Ω; dn x):
(−ΔΘ,Ω − zIΩ )−1 = (−ΔD,Ω − zIΩ )−1
∗ (0) (4.41)
+ γ1N (−ΔD,Ω − zIΩ )−1 MΘ,D,Ω (z) γ 1N (−ΔD,Ω − zIΩ )−1 .
It should be noted that, by Lemma 3.4, the composition of operators in the
right-hand side of (4.41) acts in a well-defined manner on L2 (Ω; dn x).
An attractive feature of the Krein-type formula (4.41) lies in the fact that
(0)
MΘ,D,Ω (z) encodes spectral information about ΔΘ,Ω . This will be pursued in future
work.
Assuming Hypothesis 2.1, the special case Θ = 0 then connects the Neumann
and Dirichlet resolvents,

−Δ 1 N,Ω − z I1Ω −1 = − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ

+ 1 γN − Δ 1 D,Ω − z I1Ω −1 ◦ RΩ , IRn ∗ M 9(0) (z) (4.42)
N,D,Ω
−1
× 1 γN − Δ 1 D,Ω − z I1Ω ◦ RΩ , IRn , z ∈ C\(σ(−ΔN,Ω ) ∪ σ(−ΔD,Ω )),
1 ∗
on H (Ω) , and similarly,
(−ΔN,Ω − zIΩ )−1 = (−ΔD,Ω − zIΩ )−1
∗ (0)
+ γ1N (−ΔD,Ω − zIΩ )−1 MN,D,Ω (z) γ 1N (−ΔD,Ω − zIΩ )−1 , (4.43)
z ∈ C\(σ(−ΔN,Ω ) ∪ σ(−ΔD,Ω )),
on L2 (Ω; dn x). Here9(0) (z)

M
(0)
and MN,D,Ω (z) denote the associated Neumann-
N,D,Ω
to-Dirichlet operators.
Due to the fundamental importance of Krein-type resolvent formulas (and
more generally, Robin-to-Dirichlet maps) in connection with the spectral and in-
verse spectral theory of ordinary and partial differential operators, abstract ver-
sions, connected to boundary value spaces (boundary triples) and self-adjoint ex-
tensions of closed symmetric operators with equal (possibly infinite) deficiency
spaces, have received enormous attention in the literature. In particular, we note
that Robin-to-Dirichlet maps in the context of ordinary differential operators re-
duce to the celebrated (possibly, matrix-valued) Weyl–Titchmarsh function, the
basic object of spectral analysis in this context. Since it is impossible to cover
the literature in this paper, we refer, for instance, to [1, Sect. 84], [3], [7], [8],
[11], [13], [14], [18], [20], [21], [33], [34], [39, Ch. 13], [41], [43]–[50], [53], [54], [59],
[62]–[69], [72], [75]–[77], and the references cited therein. We add, however, that
the case of infinite deficiency indices in the context of partial differential opera-
tors (in our concrete case, related to the deficiency indices of the operator closure
of −Δ C0∞ (Ω) in L2 (Ω; dn x)), is much less studied and the results obtained in
this section, especially, under the assumption of Lipschitz (i.e., minimally smooth)
domains, to the best of our knowledge, are new.
Finally, we emphasize once more that Remark 3.7 also applies to the content
of this section (assuming that V is real-valued in connection with Lemmas 4.13
and 4.14).
5. Some variants of Krein’s resolvent formula involving

Robin-to-Robin maps
In this section we present our principal results, variants of Krein’s formula for
the difference of resolvents of generalized Robin Laplacians corresponding to two
different Robin boundary conditions on bounded Lipschitz domains. To the best
of our knowledge, the results in this section are new.
Hypothesis 5.1. Assume that the conditions in Hypothesis 2.2 are satisfied by two
sesquilinear forms aΘ1 , aΘ2 and, in addition,

Θ 1 2 ∈ B∞ H 1/2 (∂Ω), H −1/2 (∂Ω) .
1 1, Θ (5.1)
Lemma 5.2. Assume Hypothesis 5.1 and let z ∈ C\(σ(−ΔΘ1 ,Ω ) ∪ σ(−ΔΘ2 ,Ω )).
∗
Then the following resolvent relation holds on H 1 (Ω) ,

−Δ 1 Θ1 ,Ω − z I1Ω −1 = − Δ 1 Θ2 ,Ω − z I1Ω −1
(5.2)
+ −Δ 1 Θ1 ,Ω − z I1Ω −1 γD
∗ 1
Θ1 − Θ1 2 γD − Δ 1 Θ2 ,Ω − z I1Ω −1 .
Proof. To set the stage, we recall (2.14) and (2.15). Together with (4.12) and
(4.16), these ensure that the composition of operators appearing on the right-
hand side of (4.20) is well defined. Next, let φ1 , φ2 ∈ L2 (Ω; dn x) be arbitrary and
define
ψ1 = (−ΔΘ1 ,Ω − zIΩ )−1 φ1 ∈ dom(ΔΘ1 ,Ω ) ⊂ H 1 (Ω),
(5.3)
ψ2 = (−ΔΘ2 ,Ω − zIΩ )−1 φ2 ∈ dom(ΔΘ2 ,Ω ) ⊂ H 1 (Ω).
As a consequence of our earlier results, both sides of (4.20) are bounded operators
∗
from (H 1 (Ω))∗ into H 1 (Ω). Since L2 (Ω; dn x) → H 1 (Ω) densely, it therefore
suffices to show that the following identity holds:
(φ1 , (−ΔΘ1 ,Ω − zIΩ )−1 φ2 )L2 (Ω;dn x) − (φ1 , (−ΔΘ2 ,Ω − zIΩ )−1 φ2 )L2 (Ω;dn x) (5.4)

∗ 1

= φ1 , (−ΔΘ1 ,Ω − zIΩ )−1 γD Θ1 − Θ 1 2 γD (−ΔΘ2 ,Ω − zIΩ )−1 φ2 2 .
L (Ω;dn x)
We note that according to (5.3) one has,

(φ1 , (−ΔΘ1 ,Ω − zIΩ )−1 φ2 )L2 (Ω;dn x) = ((−ΔΘ1 ,Ω − zIΩ )ψ1 , ψ2 )L2 (Ω;dn x) , (5.5)
∗
(φ1 , (−ΔΘ2 ,Ω − zIΩ )−1 φ2 )L2 (Ω;dn x) = (−ΔΘ2 ,Ω − zIΩ )−1 φ1 , φ2 L2 (Ω;dn x)
= ((−ΔΘ2 ,Ω − zIΩ )−1 φ1 , φ2 )L2 (Ω;dn x)
= (ψ1 , (−ΔΘ2 ,Ω − zIΩ )ψ2 )L2 (Ω;dn x) , (5.6)
and, further,

∗ 1

φ1 , (−ΔΘ1 ,Ω − zIΩ )−1 γD Θ1 − Θ1 2 γD (−ΔΘ2 ,Ω − zIΩ )−1 φ2 2
L (Ω;dn x)
7
∗ 1
8
= H 1 (Ω) (−ΔΘ1 ,Ω − zIΩ )−1 φ1 , γD 1 2 γD (−ΔΘ2 ,Ω − zIΩ )−1 φ2
Θ1 − Θ (H 1 (Ω))∗
7 8
= γD (−ΔΘ1 ,Ω − zIΩ )−1 φ1 , Θ 11 − Θ 1 2 γD (−ΔΘ2 ,Ω − zIΩ )−1 φ2
1/2
7 8
= γD ψ1 , Θ 11 − Θ
1 2 γD ψ2 . (5.7)
1/2
Thus, matters have been reduced to proving that

((−ΔΘ1 ,Ω − zIΩ )ψ1 , ψ2 )L2 (Ω;dn x) − (ψ1 , (−ΔΘ2 ,Ω − zIΩ )ψ2 )L2 (Ω;dn x)
7 8 (5.8)
= γD ψ1 , Θ11 − Θ1 2 γD ψ2 .
1/2
Using (A.11) for the left-hand side of (5.8) one obtains

((−ΔΘ1 ,Ω − zIΩ )ψ1 , ψ2 )L2 (Ω;dn x) − (ψ1 , (−ΔΘ2 ,Ω − zIΩ )ψ2 )L2 (Ω;dn x)
= −(Δψ1 , ψ2 )L2 (Ω;dn x) + (ψ1 , Δψ2 )L2 (Ω;dn x)
= (∇ψ1 , ∇ψ2 )L2 (Ω;dn x)n − 1
γN ψ1 , γD ψ2 1/2 − (∇ψ1 , ∇ψ2 )L2 (Ω;dn x)n
+ γD ψ1 , γ
1N ψ2 1/2
= −1
γN ψ1 , γD ψ2 1/2 + γD ψ1 , γ
1N ψ2 1/2 . (5.9)
1 j γD ψj since ψj ∈ dom(ΔΘj ,Ω ), j = 1, 2, one concludes
1N ψj = −Θ
Observing that γ
(5.8).
Assuming Hypothesis 5.1 we introduce the Robin-to-Robin map M 9 (0)

Θ1 ,Θ2 ,Ω (z)
as follows,
+
9 (0) H −1/2 (∂Ω) → H −1/2 (∂Ω),
MΘ1 ,Θ2 ,Ω (z) : z ∈ C\σ(−ΔΘ1 ,Ω ),
f → − γ 1 2 γD uΘ1 ,
1N + Θ
(5.10)
where uΘ1 is the unique solution of

(−Δ − z)u = 0 in Ω, u ∈ H 1 (Ω), 1 1 γD u = f on ∂Ω.
1N + Θ
γ (5.11)
Theorem 5.3. Assume Hypothesis 5.1. Then
−1/2
9(0)
M Θ1 ,Θ2 ,Ω (z) ∈ B H (∂Ω) , z ∈ C\σ(−ΔΘ1 ,Ω ), (5.12)
and

9(0) 1 1 9(0)
M Θ1 ,Θ2 ,Ω (z) = −I∂Ω + Θ1 − Θ2 MΘ1 ,D,Ω (z), z ∈ C\σ(−ΔΘ1 ,Ω ). (5.13)
In particular,

9(0) 1 1 1 1 1 1 9(0) 1 1
M Θ1 ,Θ2 ,Ω (z) Θ1 − Θ2 = − Θ1 − Θ2 + Θ1 − Θ2 MΘ1 ,D,Ω (z) Θ1 − Θ2 ,
z ∈ C\σ(−ΔΘ1 ,Ω ), (5.14)
and
(0)
9 1 1 ∗=M 9(0) 1 1
M Θ1 ,Θ2 ,Ω (z) Θ1 − Θ2 Θ1 ,Θ2 ,Ω (z) Θ1 − Θ2 , z ∈ C\σ(−ΔΘ1 ,Ω ). (5.15)
Also, if z ∈ C\(σ(−ΔΘ1 ,Ω ) ∪ σ(−ΔΘ2 ,Ω )), then
9(0)
M 9(0) −1
Θ1 ,Θ2 ,Ω (z) = MΘ2 ,Θ1 ,Ω (z) . (5.16)
Proof. The membership in (5.12) is a consequence of (5.10) and Theorem 4.2. To

see (5.13), assume that f ∈ H −1/2 (∂Ω) and denote by uΘ1 ∈ H 1 (Ω) the unique
function satisfying (−Δ − z)uΘ1 = 0 in Ω and (1 γN + Θ 1 1 γD )uΘ1 = f on ∂Ω. Then

9(0) 1 2 γD uΘ1 = − γ 1 1 γD uΘ1 + Θ 11 − Θ
1 2 γD uΘ1
M Θ1 ,Θ2 ,Ω (z)f = − 1
γN + Θ 1N + Θ
(0)
= −f + Θ 11 − Θ12 M9
Θ1 ,D,Ω (z)f, (5.17)
proving (5.13). Going further, (5.14) is a direct consequence of (5.13), and (5.15)
is clear from (5.14) and Lemma 4.13. Finally, as far as (5.16) is concerned, if f ∈
H −1/2 (∂Ω) and uΘ2 ∈ H 1 (Ω) is the unique function satisfying (−Δ − z)uΘ2 = 0 in

1N + Θ 1 2 γD uΘ2 = f on ∂Ω, then M 9(0) 1 1 γD uΘ2 . As a
Ω and γ Θ2 ,Θ1 ,Ω (z)f = − γ1N + Θ
consequence, if uΘ1 ∈ H 1 (Ω) is the unique function satisfying (−Δ − z)uΘ2 = 0 in

Ω and γ 1N + Θ 1 1 γD uΘ1 = − γ 1 1 γD uΘ2 on ∂Ω, it follows that uΘ2 = −uΘ1
1N + Θ

9(0) 9(0) 1 2 γD uΘ1 = γ 1 2 γD uΘ2 = f .
so that M Θ1 ,Θ2 ,Ω (z)MΘ2 ,Θ1 ,Ω (z)f = − γ 1N + Θ 1N + Θ
In a similar fashion, M 9(0) 9(0)
(z)M (z)f = f , so (5.16) is proved.
Θ2 ,Θ1 ,Ω Θ1 ,Θ2 ,Ω
Theorem 5.4. Assume Hypothesis 5.1 and suppose that z ∈ C\(σ(−ΔΘ1 ,Ω ) ∪

σ(−ΔΘ2 ,Ω )). Then the following Krein formula holds:
(−Δ1 Θ1 ,Ω − z I1Ω )−1 = (−Δ 1 Θ2 ,Ω − z I1Ω )−1
(0)
1 Θ2 ,Ω − z I1Ω )−1 ∗ M 9 1 1
+ γD (−Δ Θ1 ,Θ2 ,Ω (z) + I∂Ω Θ1 − Θ2 (5.18)

× γD − Δ 1 Θ2 ,Ω − z I1Ω −1 ,
∗
as operators on H 1 (Ω) .
Proof. We first claim that

11 − Θ
Θ 1 2 γD − Δ1 Θ1 ,Ω − z I1Ω −1 (5.19)
−1 ∗ −1
= Θ 1 2 γD − Δ
11 − Θ 1 Θ1 ,Ω − z I1Ω γD Θ 11 − Θ 1 Θ2 ,Ω − z I1Ω
1 2 γD − Δ ,

as operators in B (H 1 (Ω))∗ , H 1 (Ω) . To prove this, consider an arbitrary w ∈
1 ∗
H (Ω) , then introduce

v = γD∗ 1 1 2 γD − Δ
Θ1 − Θ 1 Θ2 ,Ω − z I1Ω −1 w ∈ H 1 (Ω) ∗ , (5.20)
and observe that, under the identification (2.17), (A.13) yields
supp (v) ⊆ ∂Ω. (5.21)
As far as (5.19) is concerned, the goal is to show that

Θ11 − Θ1 2 γD − Δ 1 Θ1 ,Ω − z I1Ω −1 w = Θ11 − Θ 1 Θ1 ,Ω − z I1Ω −1 v. (5.22)
1 2 γD − Δ
To this end, we observe from (5.2) that

−Δ1 Θ1 ,Ω − z I1Ω −1 w = − Δ
1 Θ2 ,Ω − z I1Ω −1 w + − Δ
1 Θ1 ,Ω − z I1Ω −1 v. (5.23)
Hence, by linearity,

1N − Δ
γ 1 Θ1 ,Ω − z I1Ω −1 w, w = γ
1N − Δ 1 Θ2 ,Ω − z I1Ω −1 w, w
(5.24)
+γ1N − Δ 1 Θ1 ,Ω − z I1Ω −1 v, 0 .

A word of explanation is in order here: First, by Remark 4.5, 1 Θj ,Ω −
−Δ
−1
z I1Ω w, w ∈ Wz (Ω) for j = 1, 2, so the terms in the first line of (5.24) are
well defined in H −1/2 (∂Ω) (cf. (2.20)). Second, thanks to (5.21), we have that

−Δ1 Θ1 ,Ω − z I1Ω −1 v, 0 ∈ Wz (Ω), so the last term in (5.24) is also well defined in

H −1/2 (∂Ω). Next, from the fact that the functions − Δ 1 Θj ,Ω − z I1Ω −1 w, j = 1, 2,
satisfy homogeneous Robin boundary conditions, one infers

1N − Δ
γ 1 Θj ,Ω − z I1Ω −1 w, w = −Θ1 j γD − Δ 1 Θj ,Ω − z I1Ω −1 w, j = 1, 2. (5.25)
In a similar fashion,

1N − Δ
γ 1 Θ1 ,Ω − z I1Ω −1 v, 0 = γ 1N − Δ 1 Θ1 ,Ω − z I1Ω −1 v, v − γ 1N 0, v
(5.26)
= −Θ1 1 γD − Δ 1 Θ1 ,Ω − z I1Ω −1 v − γ1N 0, v .

To compute γ 1N 0, v , pick an arbitrary φ ∈ H 1/2 (∂Ω) and assume that Φ ∈ H 1 (Ω)
is such that γD Φ = φ. Then, based on (2.21) and (5.20), one has

1N 0, v 1/2 = −H 1 (Ω) Φ, v(H 1 (Ω))∗
φ, γ
7 8
= −H 1 (Ω) Φ, γD ∗ 1
Θ1 − Θ1 2 γD − Δ 1 Θ2 ,Ω − z I1Ω −1 w
(H 1 (Ω))∗
7 −1 8
= − γD Φ, Θ 11 − Θ1 2 γD − Δ 1 Θ2 ,Ω − z I1Ω w 1/2
7 −1 8
= − φ, Θ 11 − Θ 1 2 γD − Δ 1 Θ2 ,Ω − z I1Ω w 1/2 . (5.27)
This shows that

1N 0, v = − Θ
γ 11 − Θ 1 Θ2 ,Ω − z I1Ω −1 w.
1 2 γD − Δ (5.28)
By plugging (5.25), (5.26), and (5.28) back into (5.24), one then arrives at

−Θ 1 1 γD − Δ 1 Θ1 ,Ω − z I1Ω −1 w = −Θ 1 2 γD − Δ 1 Θ2 ,Ω − z I1Ω −1 w
(5.29)
−Θ 1 1 γD − Δ 1 Θ1 ,Ω − z I1Ω −1 v + Θ11 − Θ1 2 γD − Δ 1 Θ2 ,Ω − z I1Ω −1 w.
Upon recalling from (5.23) that

−Δ1 Θ2 ,Ω − z I1Ω −1 w = − Δ1 Θ1 ,Ω − z I1Ω −1 w − − Δ
1 Θ1 ,Ω − z I1Ω −1 v, (5.30)
now (5.22) readily follows from (5.29), (5.30) and some simple algebra. This finishes
the proof of (5.30).
Next, since (see (4.19))
9(0) −1 ∗
M Θ1 ,D,Ω (z) = γD (−ΔΘ1 ,Ω − zIΩ ) γD , z ∈ C\σ(−ΔΘ1 ,Ω ), (5.31)
we may then transform (5.19) into

11 − Θ
Θ 1 2 γD − Δ 1 Θ1 ,Ω − zIΩ −1
(0) −1
11 − Θ 12 M 9 1 1 1
= Θ Θ1 ,D,Ω (z) Θ1 − Θ2 γD − ΔΘ2 ,Ω − zIΩ
(0) −1
9 1 1 1
= M Θ1 ,Θ2 ,Ω (z) + I∂Ω Θ1 − Θ2 γD − ΔΘ2 ,Ω − zIΩ , (5.32)
where the last line is based on (5.13). Taking adjoints in (5.32) (written with z in
place of z) then leads to

−Δ 1 Θ1 ,Ω − zIΩ −1 γ ∗ Θ 11 − Θ
12
D
(0)
= γD − Δ 1 Θ2 ,Ω − zIΩ −1 ∗ M 9 1 1 ∗
Θ1 ,Θ2 ,Ω (z) + I∂Ω Θ1 − Θ2
(0)
= γD − Δ 1 Θ2 ,Ω − zIΩ −1 ∗ M 9 1 1
Θ1 ,Θ2 ,Ω (z) + I∂Ω Θ1 − Θ2 , (5.33)
by (5.15). Replacing this back in (5.2) then readily yields (5.18).
We are interested in proving an L2 -version of Krein’s formula in Theorem

5.4. This requires the following strengthening of Hypothesis 5.1.
Hypothesis 5.5. Assume that the conditions in Hypothesis 2.2 are satisfied by two
sesquilinear forms aΘ1 , aΘ2 and suppose in addition that,

1 1, Θ
Θ 1 2 ∈ B∞ H 1 (∂Ω), L2 (∂Ω; dn−1 ω) . (5.34)
We recall (cf. (4.3)) that Hypothesis 5.5 is indeed stronger than Hypothe-
sis 5.1.
As a preliminary matter, we first discuss the L2 -version of Theorem 5.3.
Theorem 5.6. Assume Hypothesis 5.5. Then the Robin-to-Robin map, originally
−1/2
9(0)
consider as an operator M Θ1 ,Θ2 ,Ω (z) ∈ B H (∂Ω) , z ∈ C\σ(−ΔΘ1 ,Ω ), extends
(in a compatible fashion ) to an operator
(0)
MΘ1 ,Θ2 ,Ω (z) ∈ B L2 (∂Ω; dn−1 ω) , z ∈ C\σ(−ΔΘ1 ,Ω ), (5.35)
which, for every z ∈ C\σ(−ΔΘ1 ,Ω ), satisfies

(0)
MΘ1 ,Θ2 ,Ω (z) = −I∂Ω + Θ 11 − Θ1 2 M (0)
Θ1 ,D,Ω (z), (5.36)
(0)
(0) 11 − Θ
12 = − Θ 11 − Θ12 + Θ 11 − Θ
12 M 1 1
MΘ1 ,Θ2 ,Ω (z) Θ Θ1 ,D,Ω (z) Θ1 − Θ2 ,
(5.37)
(0) ∗
MΘ1 ,Θ2 ,Ω (z) Θ11 − Θ
12 (0)
= MΘ1 ,Θ2 ,Ω (z) Θ 11 − Θ
12 . (5.38)
Furthermore, if z ∈ C\(σ(−ΔΘ1 ,Ω ) ∪ σ(−ΔΘ2 ,Ω )), then also
MΘ1 ,Θ2 ,Ω (z) = MΘ2 ,Θ1 ,Ω (z)−1 .

(0) (0)
(5.39)
Proof. We note that for each z ∈ C\σ(−ΔΘ1 ,Ω ) the mapping M 9(0)

Θ1 ,Θ2 ,Ω (z) ∈
−1/2 (0)
B H (∂Ω) extends to an operator MΘ1 ,Θ2 ,Ω (z) ∈ B L (∂Ω; dn−1 ω) is a
2
consequence of Theorem 3.2 and (5.34). This justifies the claim about (5.35).
Properties (5.36)–(5.39) then follow from (5.35), Theorem 5.3, and a density ar-
gument.
With these preparatory results in place we are ready to state and prove the
following L2 -version of Krein’s formula.
Theorem 5.7. Assume Hypothesis 5.5 and suppose that z ∈ C\(σ(−ΔΘ1 ,Ω ) ∪

σ(−ΔΘ2 ,Ω )). Then the following Krein formula holds on L2 (Ω; dn x):
(−ΔΘ1 ,Ω − zIΩ )−1 = (−ΔΘ2 ,Ω − zIΩ )−1
∗ (0)
+ γD (−ΔΘ2 ,Ω − zIΩ )−1 MΘ1 ,Θ2 ,Ω (z) + I∂Ω Θ 11 − Θ
12 (5.40)

× γD (−ΔΘ2 ,Ω − zIΩ )−1 .
Proof. We start by observing that the following operators are well defined, linear
and bounded:

(−ΔΘj ,Ω − zIΩ )−1 ∈ B L2 (Ω; dn x) , j = 1, 2, (5.41)
−1
2
γD (−ΔΘ2 ,Ω − zIΩ ) ∈ B L (Ω; d x), H (∂Ω) ,
n 1
(5.42)
1
11 − Θ
Θ 1 2 ∈ B H (∂Ω), L2 (∂Ω; dn−1 ω) , (5.43)
(0) 2
MΘ1 ,Θ2 ,Ω (z) + I∂Ω ∈ B L (∂Ω; d n−1
ω) , (5.44)
∗
γD (−ΔΘ2 ,Ω − zIΩ )−1 ∈ B L2 (∂Ω; dn−1 ω), L2 (Ω; dn x)) . (5.45)

Indeed, (5.41) follows from the fact that z ∈ C\ σ(−ΔΘ1 ,Ω ) ∪ σ(−ΔΘ2 ,Ω ) , (5.42)
is covered by (4.24), (5.43) is taken care of by (5.34), (5.44) follows from (5.35), and
(5.45) is a consequence of (4.25). Altogether, this shows that both sides of (5.40)
are bounded operators on L2 (Ω; dn x). With this in hand, the desired conclusion
follows from Theorem 5.4, (4.27) and the fact that the operators (4.11) and (4.12)
are compatible.
We conclude by establishing the following

Herglotz
property for the Robin-
to-Robin map composed (to the right) by Θ 11 − Θ
1 2 . Specifically, we have the
following result:
Theorem 5.8. Assume Hypothesis 5.1 and suppose that z ∈ C\σ(−ΔΘ1 ,Ω ). Then
(0)
the operator M9(0) (z) Θ 11 − Θ
1 2 , and hence M 9 11 − Θ
1 2 , have
Θ1 ,Θ2 Θ1 ,Θ2 (z)

+ IΩ Θ

the Herglotz property when considered as operators in B H −1/2 (∂Ω) .
Consequently, if Hypothesis 5.5 is assumed and z ∈ C\σ(−ΔΘ1 ,Ω ), then

(0)
MΘ1 ,Θ2 (z) Θ11 −Θ1 2 and M (0) (z) + IΩ Θ 11 − Θ
1 2 also have the Herglotz prop-
Θ1 ,Θ2
erty when considered as operators in B L2 (∂Ω; dn−1 ω) .
Proof. By Theorem 5.6 it suffices to prove only the first part in the statement. To
this end, we recall (5.13) in Theorem 5.3. Composing the latter on the right by
11 − Θ
(Θ 1 2 ) then yields
(0)
9(0) (z) Θ 11 − Θ 11 − Θ
1 2 = −(Θ 1 2) + Θ11 − Θ 9
12 M 1 1
M Θ1 ,Θ2 Θ1 ,D (z) Θ1 − Θ2 ,
(5.46)
z ∈ C\σ(−ΔΘ1 ,Ω ).
Consequently,
(0) (0)
9 1 1 11 − Θ 9
12 M 1 1
Im M Θ1 ,Θ2 (z) Θ1 − Θ2 = Im Θ Θ1 ,D (z) Θ1 − Θ2
(0)
11 − Θ 9
1 2 Im M 1 1
= Θ Θ1 ,D (z) Θ1 − Θ2 , (5.47)
z ∈ C\σ(−ΔΘ1 ,Ω ).
Now one can use Lemma 4.14 in order to conclude that
(0)
Im M9 (z) Θ11 − Θ
1 2 ≥ 0, (5.48)
Θ1 ,Θ2
as desired.
We note again that Remark 3.7 also applies to the content of this section
(assuming that V is real-valued in connection with (5.38) and Theorem 5.8).
Appendix A. Properties of Sobolev spaces and boundary traces

for Lipschitz domains
The purpose of this appendix is to recall some basic facts in connection with
Sobolev spaces corresponding to Lipschitz domains Ω ⊂ Rn , n ∈ N, n ≥ 2, and
their boundaries. For more details we refer again to [35].
In this manuscript we use the following notation for the standard Sobolev
Hilbert spaces (s ∈ R),
:

H s (Rn ) = U ∈ S (Rn ) U H s (Rn ) = dn ξ U2 (ξ)2 1 + |ξ|2s < ∞ , (A.1)
2
R n

H (Ω) = {u ∈ D (Ω) | u = U |Ω for some U ∈ H s (Rn )} ,
s
(A.2)
H0s (Ω) = {u ∈ H (R ) | supp (u) ⊆ Ω}.
s n
(A.3)
Here D (Ω) denotes the usual set of distributions on Ω ⊆ Rn , Ω open and nonempty
(with D(Ω) standing for the space of test functions in Ω), S (Rn ) is the space of
tempered distributions on Rn , and U 2 denotes the Fourier transform of U ∈ S (Rn ).
It is then immediate that
H s1 (Ω) → H s0 (Ω) for − ∞ < s0 ≤ s1 < +∞, (A.4)
continuously and densely.
Next, we recall the definition of a Lipschitz-domain Ω ⊆ Rn , Ω open and
nonempty, for convenience of the reader: Let N be a space of real-valued functions
in Rn−1 . One calls a bounded domain Ω ⊂ Rn of class N if there exists a finite open
covering {Oj }1≤j≤N of the boundary ∂Ω of Ω with the property that, for every
j ∈ {1, . . . , N }, Oj ∩ Ω coincides with the portion of Oj lying in the over-graph
of a function ϕj ∈ N (considered in a new system of coordinates obtained from
the original one via a rigid motion). If N is Lip (Rn−1 ), the space of real-valued
functions satisfying a (global) Lipschitz condition in Rn−1 , is called a Lipschitz
domain; cf. [74, p. 189], where such domains are called “minimally smooth”. The
classical theorem of Rademacher of almost everywhere differentiability of Lipschitz
functions ensures that, for any Lipschitz domain Ω, the surface measure dn−1 ω is
well defined on ∂Ω and that there exists an outward pointing normal vector ν at
almost every point of ∂Ω.
For a Lipschitz domain Ω ⊂ Rn it is known that
s ∗
H (Ω) = H −s (Ω), −1/2 < s < 1/2. (A.5)
See [78] for this and other related properties. We also refer to our convention of
using the adjoint (rather than the dual) space X ∗ of a Banach space X as described
near the end of the introduction.
Next, assume that Ω ⊂ Rn is the domain lying above the graph of a Lipschitz
function ϕ : Rn−1 → R. Then for 0 ≤ s 1, the Sobolev space H s (∂Ω) consists
of functions f ∈ L2 (∂Ω; dn−1 ω) such that f (x , ϕ(x )), as a function of x ∈ Rn−1 ,
belongs to H s (Rn−1 ). In this scenario we set
∗
H s (∂Ω) = H −s (∂Ω) , −1 s 0. (A.6)
To define H s (∂Ω), 0 ≤ s 1, when Ω is a Lipschitz domain with compact
boundary, we use a smooth partition of unity to reduce matters to the graph
case. More precisely, if 0 ≤ s ≤ 1 then f ∈ H s (∂Ω) if and only if the assign-
ment Rn−1 x → (ψf )(x , ϕ(x )) is in H s (Rn−1 ) whenever ψ ∈ C0∞ (Rn ) and
ϕ : Rn−1 → R is a Lipschitz function with the property that if Σ is an appropriate
rotation and translation of {(x , ϕ(x )) ∈ Rn | x ∈ Rn−1 }, then (supp (ψ)∩∂Ω) ⊂ Σ
(this appears to be folklore, but a proof will appear in [60, Proposition 2.4]). Then
Sobolev spaces with a negative amount of smoothness are defined as in (A.6) above.
From the above characterization of H s (∂Ω) it follows that any property of
Sobolev spaces (of order s ∈ [−1, 1]) defined in Euclidean domains, which are
invariant under multiplication by smooth, compactly supported functions as well
as composition by bi-Lipschitz diffeomorphisms, readily extends to the setting of
H s (∂Ω) (via localization and pull-back). As a concrete example, for each Lipschitz
domain Ω with compact boundary, one has
H s (∂Ω) → H s−ε (∂Ω) compactly if 0 < ε ≤ s ≤ 1. (A.7)
For additional background information in this context we refer, for instance, to
[9], [10], [29, Chs. V, VI], [38, Ch. 1], [58, Ch. 3], [82, Sect. I.4.2].
Moving on, we next consider the following bounded linear map
⎧, 1 ∗ -
⎨ (w, f ) ∈ L (Ω; d x) × H (Ω) div(w) = f |Ω → H (∂Ω)
⎪ 2 n n −1/2
∗
= H 1/2 (∂Ω)
⎪
⎩
w → ν · (w, f )
(A.8)
by setting

H 1/2 (∂Ω) φ, ν ·(w, f )(H 1/2 (∂Ω)∗ = dn x ∇Φ(x)·w(x)+ H 1 (Ω) Φ, f (H 1 (Ω))∗ (A.9)
Ω
whenever φ ∈ H (∂Ω) and Φ ∈ H 1 (Ω) is such that γD Φ = φ. Here the

1/2
pairing
∗
1
H (Ω) Φ, f 1
(H (Ω)) ∗ in (A.9) is the natural pairing between functionals in H 1 (Ω)
and elements in H 1 (Ω) (which, in turn, is compatible with the (bilinear) distribu-
tional pairing). It should be remarked that the above definition is independent of
the particular extension Φ ∈ H 1 (Ω) of φ.
Going further, one can introduce the ultra weak Neumann trace operator γ 1N
as follows:
+, ∗ -
(u, f ) ∈ H 1 (Ω) × H 1 (Ω) Δu = f |Ω → H −1/2 (∂Ω)
1
γN :
u → γ
1N (u, f ) = ν · (∇u, f ),
(A.10)
with the dot product understood in the sense of (A.8). We emphasize that the ultra
weak Neumann trace operator 1 γN in (A.10) is a re-normalization of the operator
γN introduced in 1(2.12) ∗relative to the extension of Δu ∈ H −1 (Ω) to an element
f of the space H (Ω) = {g ∈ H −1 (Rn ) | supp (g) ⊆ Ω}. For the relationship
between the weak and ultra weak Neumann trace operators, see (2.22)–(2.24). In
addition, one can show that the ultra weak Neumann trace operator (A.10) is onto
(indeed, this is a corollary of Theorem 4.4). We note that (A.9) and (A.10) yield
the following Green’s formula
γD Φ, 1
γN (u, f )1/2 = (∇Φ, ∇u)L2 (Ω;dn x)n + H 1 (Ω) Φ, f (H 1 (Ω))∗ , (A.11)
∗
valid for any u ∈ H 1 (Ω), f ∈ H 1 (Ω) with Δu = f |Ω , and any Φ ∈ H 1 (Ω). The
∗
pairing on the left-hand side of (A.11) is between functionals in H 1/2 (∂Ω) and
elements in H 1/2 (∂Ω), whereas
the last pairing on the right-hand side in (A.11) is
∗
between functionals in H 1 (Ω) and elements in H 1 (Ω). For further use, we also
note that the adjoint of (2.7) maps boundedly as follows
∗
∗ ∗
γD : H s−1/2 (∂Ω) → (H s (Ω) , 1/2 < s < 3/2. (A.12)
∗
Identifying H s (Ω) with H0−s (Ω) → H −s (Rn ) (cf. Proposition 2.9 in [40]), it
follows that
∗
ran(γD ) ⊆ {u ∈ H −s (Rn ) | supp (u) ⊆ ∂Ω}, 1/2 < s < 3/2. (A.13)
Remark A.1. While it is tempting to view γD as an unbounded but densely defined
operator on L2 (Ω; dn x) whose domain contains the space C0∞ (Ω), one should note
∗
that in this case its adjoint γD is not densely defined: Indeed (cf. [32, Remark A.4]),
∗
dom(γD ) = {0} and hence γD is not a closable linear operator in L2 (Ω; dn x).
We conclude this appendix by recalling the following result from [36].
Lemma A.2 (cf. [36], Lemma A.6). Suppose Ω ⊂ Rn , n ≥ 2, is an open Lipschitz
domain with a compact, nonempty boundary ∂Ω. Then the Dirichlet trace operator
γD (originally considered as in (2.7)) satisfies (2.9).
Appendix B. Sesquilinear forms and associated operators

In this appendix we describe a few basic facts on sesquilinear forms and linear
operators associated with them. A slightly more expanded version of this material
appeared in [35, Appendix B].
Let H be a complex separable Hilbert space with scalar product ( · , · )H (an-
tilinear in the first and linear in the second argument), V a reflexive Banach space
continuously and densely embedded into H. Then also H embeds continuously and
densely into V ∗ .
V → H → V ∗ . (B.1)
∗
Here the continuous embedding H → V is accomplished via the identification
H u → ( · , u)H ∈ V ∗ , (B.2)
and we recall the convention in this manuscript (cf. the discussion at the end of
the introduction) that if X denotes a Banach space, X ∗ denotes the adjoint space
of continuous conjugate linear functionals on X, also known as the conjugate dual
of X.
In particular, if the sesquilinear form
V · , · V ∗ : V × V ∗ → C (B.3)
∗
denotes the duality pairing between V and V , then
V u, vV ∗ = (u, v)H , u ∈ V, v ∈ H → V ∗ , (B.4)
∗
that is, the V, V pairing V · , · V ∗ is compatible with the scalar product ( · , · )H
in H.
Let T ∈ B(V, V ∗ ). Since V is reflexive, (V ∗ )∗ = V, one has
T : V → V ∗, T ∗ : V → V∗ (B.5)
and
V u, T vV ∗ = V ∗ T ∗ u, v(V ∗ )∗ = V ∗ T ∗ u, vV = V v, T ∗ uV ∗ . (B.6)
Self-adjointness of T is then defined by T = T ∗ , that is,

V u, T vV ∗ = V ∗ T u, vV = V v, T uV ∗ , u, v ∈ V, (B.7)
nonnegativity of T is defined by
V u, T uV ∗ ≥ 0, u ∈ V, (B.8)
and boundedness from below of T by cT ∈ R is defined by
V u, T uV ∗ ≥ cT u 2H, u ∈ V. (B.9)
(By (B.4), this is equivalent to V u, T uV ∗ ≥ cT V u, uV ∗ , u ∈ V.)
Next, let the sesquilinear form a( · , · ) : V × V → C (antilinear in the first and
linear in the second argument) be V-bounded, that is, there exists a ca > 0 such
that
|a(u, v)| ca u V v V , u, v ∈ V. (B.10)
1
Then A defined by +
∗
1: V → V ,
A (B.11)
1
v → Av = a( · , v),
satisfies 7 8
1 ∈ B(V, V ∗ ) and
A V
1
u, Av = a(u, v), u, v ∈ V. (B.12)
V∗
Assuming further that a( · , · ) is symmetric, that is,
a(u, v) = a(v, u), u, v ∈ V, (B.13)
and that a is V-coercive, that is, there exists a constant C0 > 0 such that
a(u, u) ≥ C0 u 2V , u ∈ V, (B.14)
respectively, then,
A1 : V → V ∗ is bounded, self-adjoint, and boundedly invertible. (B.15)
1 in H defined by
Moreover, denoting by A the part of A
, -
dom(A) = u ∈ V | Au 1 ∈ H ⊆ H, A = A 1 : dom(A) → H, (B.16)
dom(A)
then A is a (possibly unbounded) self-adjoint operator in H satisfying

A ≥ C0 IH , (B.17)

dom A1/2 = V. (B.18)
In particular,
A−1 ∈ B(H). (B.19)
The facts (B.1)–(B.19) are a consequence of the Lax–Milgram theorem and the
second representation theorem for symmetric sesquilinear forms. Details can be
found, for instance, in [24, §VI.3, §VII.1], [29, Ch. IV], and [52].
Next, consider a symmetric form b( · , · ) : V × V → C and assume that b is
bounded from below by cb ∈ R, that is,
b(u, u) ≥ cb u 2H, u ∈ V. (B.20)
Introducing the scalar product ( · , · )V(b) : V × V → C (and norm · V(b) ) by

(u, v)V(b) = b(u, v) + (1 − cb )(u, v)H , u, v ∈ V, (B.21)
turns V into a pre-Hilbert space (V; ( · , · )V(b) ), which we denote by V(b). The form
b is called closed if V(b) is actually complete, and hence a Hilbert space. The form
b is called closable if it has a closed extension. If b is closed, then
|b(u, v) + (1 − cb )(u, v)H | u V(b) v V(b) , u, v ∈ V, (B.22)
and
|b(u, u) + (1 − cb ) u 2H | = u 2V(b), u ∈ V, (B.23)
show that the form b( · , · ) + (1 − cb )( · , · )H is a symmetric, V-bounded, and V-
coercive sesquilinear form. Hence, by (B.11) and (B.12), there exists a linear map
+
∗
B1c : V(b) → V(b) , (B.24)
b
v → B1c v = b( · , v) + (1 − cb )( · , v)H ,
b
with
7 8
1c ∈ B(V(b), V(b)∗ ) and
B V(b)
1c v
u, B = b(u, v) + (1 − cb )(u, v)H , u, v ∈ V.
b b V(b)∗
(B.25)
Introducing the linear map
1=B
B 1c + (cb − 1)I1: V(b) → V(b)∗ , (B.26)
b
where I1: V(b) → V(b)∗ denotes the continuous inclusion (embedding) map of V(b)
1 to H,
into V(b)∗ , one obtains a self-adjoint operator B in H by restricting B
, -
dom(B) = u ∈ V Bu 1 ∈ H ⊆ H, B = B 1
dom(B)
: dom(B) → H, (B.27)
satisfying the following properties:
B ≥ cb IH , (B.28)

dom |B|1/2 = dom (B − cb IH )1/2 = V, (B.29)

b(u, v) = |B|1/2 u, UB |B|1/2 v H (B.30)

= (B − cb IH )1/2 u, (B − cb IH )1/2 v H + cb (u, v)H (B.31)
7 8
1
= V(b) u, Bv , u, v ∈ V, (B.32)
V(b)∗
b(u, v) = (u, Bv)H , u ∈ V, v ∈ dom(B), (B.33)
dom(B) = {v ∈ V | there exists an fv ∈ H such that
b(w, v) = (w, fv )H for all w ∈ V}, (B.34)
Bu = fu , u ∈ dom(B),
dom(B) is dense in H and in V(b). (B.35)
Properties (B.34) and (B.35) uniquely determine B. Here UB in (B.31) is the
partial isometry in the polar decomposition of B, that is,
B = UB |B|, |B| = (B ∗ B)1/2 . (B.36)
The operator B is called the operator associated with the form b.

The facts in (B.20)–(B.35) comprise the second representation theorem of
sesquilinear forms (cf. [29, Sect. IV.2], [30, Sects. 1.2–1.5], and [42, Sect. VI.2.6]).
Acknowledgments. We wish to thank Gerd Grubb for questioning an inaccurate

claim in an earlier version of the paper and Maxim Zinchenko for helpful dis-
cussions on this topic. Fritz Gesztesy would like to thank all organizers of the
international conference on Modern Analysis and Applications (MAA 2007), and
especially, Vadym Adamyan, for their kind invitation, the stimulating atmosphere
during the meeting, and the hospitality extended to him during his stay in Odessa
in April of 2007. He is also indebted to Vyacheslav Pivovarchik for numerous as-
sistance before and during this conference.
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Fritz Gesztesy and Marius Mitrea

Department of Mathematics
University of Missouri
Columbia, MO 65211, USA
e-mail: fritz@math.missouri.edu
URL: http://www.math.missouri.edu/personnel/faculty/gesztesyf.html
e-mail: marius@math.missouri.edu
URL: http://www.math.missouri.edu/personnel/faculty/mitream.html
Operator Theory:

On Behavior of Weak Solutions of

Operator Differential Equations on (0, ∞)
To the memory of M.G. Krein
Abstract. The aim of this work is to describe the weak solutions of a first-
order differential equation on the interval (0, ∞) in a Banach space and their
behavior when approaching to the ends of this interval.
Mathematics Subject Classification (2000). Primary 34G10; Secondary 47D06.
Keywords. Closed operator, spectrum and resolvent, C0 -semigroup, differen-
tial equation in a Banach space, classical solution, weak solution, analytic
vector, entire vector, asymptotical stability, exponential stability.
1. Introduction
In this paper we present a survey of the results concerning the structure of weak
solutions of a differential equation of the form
y (t) = Ay(t), t ∈ (0, ∞), (1.1)
where A is the generating operator of a semigroup of linear operators in a complex
Banach space B, and their behavior near zero and infinity. Previously the similar
questions were considered for the solutions continuous at zero (see [1, 2]). We
don’t impose any conditions on their behavior in a neighborhood of 0. This makes
possible for elliptic and parabolic type partial differential equations to solve from
the uniform (operator) point of view the problems of smoothness of their solutions
inside a domain and existence of their boundary values in various function spaces.
Note that there are a lot of works devoted to the consideration of such problems.
In the particular case of harmonic (analytic) functions, the detailed investigations
of such kind are contained, for instance, in the monograph [3] and the paper [4].
As is known, the problems of behavior at infinity of the solutions of equation
(1.1) are in the reality those of the stability theory for this equation. In the case,
This work was completed with the support of NASU Research Fund (Program 0107U002333).
116 M.L. Gorbachuk and V.I. Gorbachuk
when A is an arbitrary bounded operator in an infinite-dimensional Banach space,

they were developed by M.G. Krein who devoted to this subject a number of
works. The well-known monographs [5–7] are among them. And although he did
not considered himself as “a genuine expert in the stability theory”, this field was
always somewhat like hobby for him. These works and the personal contacts with
M.G. Krein had a strong hold over our choice of the subject, mentioned above.
2. Subspaces of infinitely differentiable vectors

for a closed operator
Let A be a closed operator with dense domain in a Banach space B with norm
· . We put C n (A) = D(An ). C n (A) is a Banach space with respect to the graph-
norm of An . Denote by C ∞ (A) the space of infinitely differentiable vectors of the
operator A, that is,
; <
C ∞ (A) = C n (A) = proj lim C n (A), N0 = N {0}.
n→∞
n∈N0
In general, C ∞ (A) = B. But if, for example, the resolvent set ρ(A) of the operator
A is not empty, then C ∞ (A) = B. In what follows we assume C ∞ (A) to be dense
in B.
Let {mn }n∈N0 be a nondecreasing sequence of positive numbers. We put
<
α α
C{mn } (A) = ind lim Cm n
(A) = Cm n
(A),
α→∞
α>0
;
α α
C(mn ) (A) = proj lim Cm n
(A) = Cm n
(A),
α→0 α>0
where

α
Cm n
(A) = {x ∈ C ∞ (A)∃c = c(x) > 0, ∀n ∈ N0 : An x ≤ cαn mn }
is a Banach space with the norm
Ak x
x Cm
α (A) = sup .
n
k∈N0 αk mk
Recall that the convergence in C{mn } (A) (C(mn ) (A)) is that in some (any) space
α
Cm n
(A).
In particular, if mn = n!, we obtain the well-known spaces
A(A) = C{n!} (A) and Ac (A) = C(n!) (A)
of analytic and entire vectors of the operator A, respectively (see [8,9]).
The spaces
G{β} (A) = C{nnβ } (A) and G(β) (A) = C(nnβ ) (A)
are known as the Gevrey classes for the operator A (see, e.g., [10]).
On Weak Solutions to Operator Differential Equations on (0, ∞) 117
The space
ExpA = G{0} (A)
is called [11] the space of vectors of exponential type for the operator A.
In the more specific situation when
du
B = C([a, b]) (a < b ∈ R1 ), Au = , D(A) = C 1 ([a, b]),
dx
the spaces C ∞ (A), A(A), Ac (A), ExpA coincide with the usual spaces of infinitely
differentiable on [a, b], analytic on [a, b], entire, entire of exponential type functions,
respectively; G{β} (A) and G(β) (A) (β > 1) are the Roumieu and Beurling type
Gevrey classes.
If
B = L2 (R1 ), A = A0 ,
d2 u
A0 u = − + x2 u, D(A0 ) = C0∞ (R1 ),
dx2
then [12]
C ∞ (A) = S, G{β} (A) = Sβ/2 (β > 1),
β/2
where
:
|xm f (n) (x)|
Sαβ = f ∃h > 0, ∃c > 0 : sup <∞ ,
x∈R1 ; m,n∈N0 hm+n mmα nnβ
and % &
x2
ExpA = G{0} (A) = p(x)e− 2 ,
p∈P
where P is the set of all algebraic polynomials.

It should be noted that all the spaces in the above examples are dense in the
input spaces. But in general this is not true. It is therefore reasonable to ask under
what conditions on the operator A and the number β the equality G(β) (A) = B
(or at least G{β} (A) = B) is valid. A number of mathematicians in different times
(see, e.g., [8, 9, 11, 13–15] were interested in this problem.
As was shown in [16], under the condition
that A is the generator of an
analytic C0 -semigroup of angle θ ∈ 0, π2 , G(β) (A) = B as β > 1 − 2θ π . It follows
from here that if θ = π2 , then G(β) (A) = B for any β > 0. As for the space
ExpA = G{0} (A), there exist semigroups for which G{0} (A) = {0}.But under the
additional condition on the resolvent RA (z) of the operator A
1
ln ln M (s) ds < ∞, M (s) = sup RA (z) ,
z:|
z|≥s
0
we have G{0} (A) = B (see [17]).

If A is the generating operator of an one-parameter C0 -group {U (t)}t∈R1 in

B, then, as was proved in [17], G(β) (A) = B for any β > 0. Moreover, in order
that G{0} (A) = B, it is sufficient that
∞
ln U (t)
dt < ∞.
1 + t2
−∞
3. The description of weak solutions

Now consider equation (1.1), where A is a closed linear operator in B, D(A) =
B, D(A∗ ) = B∗ . A vector-valued function y(t) : [0, ∞) → D(A) is called a strong
(classical) solution of equation (1.1) on [0, ∞) if it is continuously differentiable
on [0, ∞) and satisfies this equation there. By a weak solution of equation (1.1)
on (0, ∞) we mean a a continuous vector-valued function y(t) : (0, ∞) → B such
that for an arbitrary g ∈ D(A∗ ), the scalar function y(t), g is differentiable on
(0, ∞) and satisfies there the equation
d
y(t), g = y(t), A∗ g, (3.1)
dt
which is equivalent to the following: y ∈ C((0, ∞), B), and for any t, t0 > 0
t t
y(s) ds ∈ D(A) and A y(s) ds = y(t) − y(t0 ).
t0 t0
Here ·, · denotes the pairing between the space B and its dual B∗, and C((0, ∞),B)
is the space of strongly continuous B-valued functions on (0, ∞).
If A is the generating operator of a C0 -semigroup of bounded linear operators
in B, then all strong solutions of equation (1.1) are described [1] by the formula
y(t) = etA x, x ∈ D(A), (3.2)
, tA -
where e t≥0
denotes here and everywhere further the semigroup with genera-
tor A.
It is not hard to see that a vector function of the form
y(t) = etA x, x ∈ B, (3.3)
is a weak solution of equation (1.1), continuous at the point 0. As was shown in
[18], the formula (3.3) gives all such solutions when x runs over the whole B.
Our purpose is to describe all weak solutions of the equation (1.1) on (0, ∞)
and investigate their behavior near 0 and ∞. Note once more, that no condition
on a weak solution at 0 is preassigned.
In what follows, we suppose the operator A to be the generator of a C0 -
semigroup of contractions, and ker etA = {0} as t > 0.
Let B−t be the completion of B in the norm

x −t = etA x .
1 (t) from B onto
As is easily seen, the operator etA admits a continuous extension U

B−t . Taking into account that B−t ⊆ B−t when t < t , we introduce the space

;
B− = proj lim B−t = B−t ,
t→0 t>0
and define in B− the operator family {U (t)}t≥0 as

U (t)x = U 1 (t)x if t > 0, U (0)x = x.
1 (t ) to B−t coincides with U
Since the restriction of U 1 (t) when t > t, the above
definition is correct. The next assertion [19] characterizes the properties of U (t).
Theorem 3.1. The family {U (t)}t≥0 forms an equicontinuous C0 -semigroup in the
space B− such that:
1. ∀t > 0 : U (t)B− ⊆ B.
2. ∀x ∈ B : U (t)x = etA x.
3. ∀x ∈ B− , ∀t, s > 0 : U (t + s)x = etA U (s)x = esA U (t)x.
Let A1 be the generator of the semigroup {U (t)}t≥0 . Obviously, A ⊆ A.1 In
general, it is possible that B− = B and so U (t) = e (for example, when A is
tA
the generator a C0 -group). But if the semigroup {etA }t≥0 is differentiable, then
B− ⊃ B, the operator A 1 is continuous in B− , A
1 = A in B− , and the semigroup
{U (t)}t≥0 is differentiable on [0, ∞).
The constructions of the space B− and the semigroup {U (t)}t≥0 enable us
to describe all weak solutions of equation (1.1) on (0, ∞) (see [19]).
Theorem 3.2. Every weak solution y(t) of equation (1.1) on (0, ∞) has a boundary
value y0 at zero in the space B− (y(t) → y0 in the B− -topology), and
y(t) = U (t)y0 . (3.4)
Conversely, for any element y0 ∈ B− , the vector-valued function (3.4) is a weak
solution of equation (1.1) on (0, ∞).
The next assertion follows immediately from Theorems 3.1 and 3.2.
Corollary 3.3. Let A be the generator of a differentiable (analytic) C0 -semigroup
in B. Then every weak solution of equation (1.1) on (0, ∞) is an infinitely differ-
entiable (analytic) C ∞ (A)-valued (A(A)-valued) function.
Corollary 3.3 implies a number of classical theorems on smoothness inside a
domain of weak solutions of elliptic or parabolic partial differential equations.
By the weak Cauchy problem for equation (1.1) we mean the problem of
finding a weak solution of equation (1.1) on (0, ∞), which satisfies the condition
lim y(t) = y0 ∈ B− , (3.5)
t→0
where the limit is taken in the B− -topology.
Theorems 3.1 and 3.2 imply
Corollary 3.4. Whatever vector y0 ∈ B− , the weak Cauchy problem (1.1), (3.5) is
uniquely solvable. The solution has the form (3.4).
4. Boundary values of weak solutions

As it follows from Theorem 3.2, each weak solution y(t) of equation (1) on (0, ∞)
has a boundary value at 0 in the space B− , that is, lim y(t) exists in the B− -
t→0
topology. The question arises of finding the weak solutions whose boundary values
exist in the input space B.
Theorem 4.1. Suppose the operator A to be the generator of a C0 -semigroup of

contractions in a reflexive Banach space B and ker etA = {0} as t > 0. Let y(t) be
a weak solution of equation (1.1) on (0, ∞). Then
y(t) → y0 in B as t → 0 ⇐⇒ y(t) ≤ c < ∞.
Thus, the boundedness of a weak solution y(t) of equation (1.1) in a neigh-

borhood of zero in the norm of B is equivalent to the continuity of y(t) at 0 in B
(analog of Fatou’s and Riesz’s theorems (see, e.g., [3]) for harmonic functions in a
disk or a half-plane). Note that the reflexivity of B plays here the essential role.
There are examples of nonreflexive B for which Theorem 4.1 is not correct. For
instance, the L1 -boundedness of a harmonic in a disk or a half-plane function on
concentric circles or lines parallel to the real axis, respectively, does not yet imply
the existence of the L1 -limit of this function when approaching the boundary of a
domain (see [20]). Note also that Theorem 3.1 contains a number of well-known
results from the theory of boundary values of solutions of partial differential equa-
tions in various classical function spaces (see the survey [21]).
Let A be a self-adjoint operator in a Hilbert space H and EΔ be its spectral
measure. Then ExpA = {f = EΔ h, ∀h ∈ H, Δ is an arbitrary compact set in R1}.
If {mn }n∈N0 is such that
mn
∀α > 0 : lim n = ∞,
n→∞ α
then the following dense and continuous embeddings hold:

ExpA ⊆ C(mn ) (A) ⊆ C{mn } (A) ⊆ C ∞ (A) ⊆ C n (A) ⊆ H.
Denote by C −n (A), C −∞ (A), C(m
n)

(A), C{m n}
(A) the duals of C n (A), C ∞ (A),
C(mn ) (A), C{mn } (A), respectively. Then the embeddings
H ⊆ C −n (A) ⊆ C −∞ (A) ⊆ C{m

n}

(A) ⊆ C(m n)

(A) ⊆ C{1} (A)
are dense and continuous, too. As was shown in [22], the following assertion takes
place.
Theorem 4.2. Let B = H be a Hilbert space, and A be a nonpositive self-adjoint

operator in H. Then

B− = A (A) := C{n!} (A).
Under the conditions of Theorem 4.2 on the operator A, Theorems 3.2 and
4.2 imply the existence of a weak solution y(t) of equation (1.1) on (0, ∞) such
that
lim y(t) = ∞.
t→0
The question arises: is it possible to characterize the growth of y(t) when ap-
proaching zero in terms of the singularity order of the vector y0 appearing in the
representation (3.4)? The answer is given by the next two theorems.
Theorem 4.3. Let A be a nonpositive self-adjoint operator in H, and y(t) be a weak

solution of equation (1.1) on (0, ∞). Then
1
−n
y(0) = y0 ∈ C (A) ⇐⇒ t2n−1 y(t) 2 dt < ∞
0
and
y(0) = y0 ∈ C −∞ (A) ⇐⇒ ∃α > 0, ∃c > 0 : y(t) ≤ ct−α , t ∈ (0, 1].
In the first case y(t) → y0 (t → 0) in the space C −n (A) and in the second one in
C −∞ (A)-topology.
Let γ(t) be a continuous function on [0, b], b < ∞, γ(t) > 0 for t > 0, and
∃c0 > 0, ∃β0 < 1 : tγ(t) > c0 γ(β0 t).
We put
⎛ ⎞−1/2
b
G(λ) = ⎝ γ(t)e−λt dt⎠ .
0
Theorem 4.4. Let A be a nonpositive self-adjoint operator in H. For a weak solution

y(t) of equation (1.1) on (0, ∞), the following equivalences hold:

y0 ∈ C{m n}
(A) ⇐⇒ ∀α > 0, ∃c = c(α) > 0 : y(t) ≤ cγ −1 (α−1 t);

y0 ∈ C(m n)
(A) ⇐⇒ ∃α > 0, ∃c > 0 : y(t) ≤ cγ −1 (α−1 t).
Here
λn
mn = sup .
λ>0 G(λ)

In the first case y(t) → y0 (t → 0) in the space C{m n}
(A) and in the second one in

the C(m n)
(A)-topology.
If
γ(t) = exp(−t−q ) (q > 0),
then
q+1
mn = nnβ , β = ,
q
and we arrive at the following assertion.
Corollary 4.5. Let A be a nonpositive self-adjoint operator in H. If y(t) is a weak

solution of equation (1.1) on (0, ∞), then
y0 ∈ G{β} (A) ⇐⇒ ∀α > 0, ∃c = c(α) > 0 : y(t) ≤ c exp(αt−q );
y0 ∈ G(β) (A) ⇐⇒ ∃α > 0, ∃c > 0 : y(t) ≤ c exp(αt−q ).
Here y(t) → y0 (t → 0) in the G{β} (A)- and G(β) (A)-topology, respectively.
Theorems 4.3 and 4.4 and Corollary 4.5 enable us to consider from the uni-
form point of view a lot of known results concerning boundary values of solutions
of partial differential equations in various classes of distributions.
5. Behavior of weak solutions at infinity

Now we shall discuss the behavior at ∞ of weak solutions of equation (1.1) on
(0, ∞) in the case, when A is the generator of a C0 -semigroup of contractions in B.
Recall that equation (1.1) is called exponentially stable if there exists a num-
ber ω > 0 such that for any weak solution y(t) of this equation on (0, ∞),
lim eωt y(t) = 0. (5.1)
t→∞
The equation (1.1) is called asymptotically stable if

lim y(t) = 0. (5.2)
t→∞
If dim B < ∞, then both the concepts coincide. This is, generally, not true
if dim B = ∞. The next criterion for the exponential and asymptotical stability
of equation (1.1) is valid.
Proposition 5.1. If A is the generating operator of a bounded analytic C0 -semigroup,
then
the exponential stability of equation (1.1) ⇐⇒ 0 ∈ ρ(A);
the asymptotical stability of equation (1.1) ⇐⇒ 0 ∈ σc (A).
where σc (A) is the continuous spectrum of the operator A.
In the case where the operator A is bounded, M.G. Krein has established the
following theorem (see [23]).
Theorem 5.2. Assume the operator A to be bounded. The equation (1.1) is expo-
nentially stable if and only if there exists a number p ≥ 1 such that
∞
y(t) p dt < ∞ (5.3)
0
for any weak solution of this equation on (0, ∞).

It should be noted that in this case all the weak solutions admit the extensions
to exponential type entire B-valued functions. We propose a generalization of M.G.
Krein’s Theorem 5.2.
As follows from Theorem 3.2, in the case of unbounded A generating a C0 -
semigroup {etA }t≥0 in B, it is possible for some kind of weak solutions of equation
(1.1) not to be continuous. They can have arbitrary degree singularities at the
point 0. Therefore the integrals (5.3) with such solutions can be diverged. But it
turns out to be that in order to investigate the stability of equation (1.1), it is
sufficient to confine ourselves to y ∈ C([0, ∞), B), that is, the solutions y(t) which
admit a representation of the form
y(t) = etA y0 , y0 ∈ B.
We obtain from here the next assertion.
Theorem 5.3. The equation (1.1) is asymptotically stable if and only if
∀y0 ∈ B : lim etA y0 = 0. (5.4)
t→∞
In order equation (1.1) be exponentially stable, it is necessary and sufficient that

∀y0 ∈ B : lim eωt etA y0 = 0. (5.5)
t→∞
In the case when the semigroup {etA }t≥0 is differentiable (analytic), it is sufficient
for equality (5.4) (equality (5.5)) to be fulfilled only for y0 ∈ C ∞ (A) (y0 ∈ A(A)).
Using this theorem, we obtain the next statement.
Theorem 5.4. Let A be the generator of a C0 -semigroup in B. The equation (1.1)
is exponentially stable if and only if for every x ∈ B there exists a number p(x) > 0
such that
∞
etA x p(x) dt < ∞. (5.6)
0
If the semigroup {etA }t≥0 if differentiable (analytic), then it is sufficient that the
relation (5.6) be valid only for x ∈ C ∞ (A) (x ∈ G{1} (A)).
This theorem generalizes the well-known Pazy theorem as well (see [24]),
where it is required for p(x) to be independent of x : p(x) ≡ p ≥ 1.
If equation (1.1) is asymptotically (not exponentially) stable, then the degree
of convergence to 0 at infinity of a weak solution can be arbitrary. Therefore it is
reasonable to ask: is it possible in this case to characterize the degree of this con-
vergence by means of the “smoothness” property for the initial data of solutions?
We solve this problem when the operator A generates a bounded analytic C0 -
semigroup. As Proposition 5.1 shows, in this case 0 ∈ σc (A) and (see [25, 26]) the
operator A−1 is also the generating operator of a bounded analytic C0 -semigroup
of the same angle.
Theorem 5.5. Let A be the generator of a bounded analytic semigroup in B and
0 ∈ σc (A). Then

1 1
y(0) ∈ D(A−n ) =⇒ y(t) = o n and y(t) = O n+ε =⇒ y(0) ∈ D(A−n ).
t t
Moreover,
∀n ∈ N : lim (tn y(t) ) = 0 ⇐⇒ y(0) ∈ C ∞ (A−1 ).
t→∞
Theorem 5.5 is contained in [27].

For the characterization of solutions whose decrease at infinity is not power,
we use the class (R) which was studied in detail by M.G. Krein [28], that is, the
class of functions ϕ(t), t ∈ [0, ∞), of the form
∞
t
ϕ(t) = dσ(s),
t+s
0
such that
∞
dσ(s) ϕ(t) ϕ(t)
< ∞, lim = 0, lim = ∞.
1+s t→∞ t t→∞ ln t
0
The function
∞
α sin πα t α−1
t = s ds, 0 < α < 1,
π t+s
0
belongs to (R).
As was proved in [27], the following theorem holds.
Theorem 5.6. Let A be the generating operator of a bounded analytic semigroup in
B, 0 ∈ σc (A), and ϕ ∈ (R). If y(t) is a weak solution of equation (1.1), then
∃α > 0, ∃c > 0 : y(t) ≤ ce−αϕ(t) ⇐⇒ y(0) ∈ C{mn } (A−1 ),
∀α > 0, ∃c = c(α) > 0 : y(t) ≤ ce−αϕ(t) ⇐⇒ y(0) ∈ C(mn ) (A−1 ),
where
1
mn = max tn e−ϕ(t) .
n! t
In particular (ϕ(t) = tβ , 0 < β < 1), we have
∃α > 0, ∃c > 0 : y(t) ≤ ce−αt ⇐⇒ y(0) ∈ C{mn } (A−1 ),
β
∀α > 0, ∃c = c(α) > 0 : y(t) ≤ ce−αt ⇐⇒ y(0) ∈ C(mn ) (A−1 )

β
with
−1
−1)
mn = nn(β .
If β = 1/2, then we obtain the description of all analytic and entire vectors of the
operator A−1 in terms of behavior of the corresponding weak solutions of (1.1).
For β = 1, we have
∃α > 0, ∃c > 0 : y(t) ≤ ce−αt ⇐⇒ y(0) ∈ ExpA−1 .
References
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criterion of self-adjointness of an operator. Ukrain. Mat. Zh. 52 (2000), 608–615.
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Cliffs, N. J., 1962.
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87 (1952), 881–884.

Institute of Mathematics
National Academy of Sciences of Ukraine
3 Tereshchenkivska St.
01601 Kyiv-4, Ukraine
e-mail: imath@horbach.kiev.ua
Operator Theory:

Some Modern Methods in

Mechanics of Cracks
Mikhail A. Grekov and Nikita F. Morozov
Abstract. An application of some modern methods to studying cracks in

aligned composites and an interaction of curvilinear cracks with an interface
is presented. The first method based on Novozhilov’s hybrid model is focused
on estimation of variation intervals of sizes of a partially bridged equilibrium
crack and bridging zone. The problem of a slightly curved crack near an inter-
face is solved by a combination of some methods which are Muskhelishvili’s
method of complex potentials, an original superposition method reduced to
Fredholm integral equations of the second type, and the boundary perturba-
tion method.
Mathematics Subject Classification (2000). 74R10; 30E25.
Keywords. Hybrid model, equilibrium crack, bridging zone, boundary pertur-
bation method, curvilinear crack, interface, integral equations.
1. Introduction
The aim of this work is to present some methods in mechanics of cracks that
we have developed for the last time. The first one relates to an equilibrium crack
theory based on Novozhilov’s hybrid model [1], [2] and applied to a crack in aligned
composite.
In general, the hybrid model means two-level analysis of fracture. At the lower
level, it is taking into account discrete structure of a body by means of considering
a bridging zone of a crack near a tip. At the upper one, a macrocrack is situated in
continuum. According to Novozholov, the equilibrium state of a crack in a brittle
body depends on the opening displacements in the bridging zone that is a zone of
interaction of atoms laying at the adjacent atomic planes, and an average stress
in a small region (fracture zone) around the tip. In the most hybrid models, the
critical state of a crack is estimated by the stress intensity factors (SIF) instead
This work was supported by Russian Foundation for Basic Research under grants 05-01-00274
and 06-01-00452.
128 M.A. Grekov and N.F. Morozov
of analyzing the fracture zone. The first such models were given by Leonov and
Panasyuk [3], Dugdale [4] and Barenblatt [5]. Then, a lot of investigators have
used similar models applied to aligned composite as well (e.g., Marshall and Cox
[6], Budiansky at al. [7]). At the same time Novozhilov’s approach was generalized
and developed by Morozov and his disciples and followers [8]–[11]. In many cases
the nature of the bridging zone is not so clear as for the crack between two rows of
atoms that Novozhilov considered in his works. For a crack in metals, the bridging
zone is often taken to be part of a plastic response of continuum material [3],
[4]. But concept of the bridging zone is natural for a crack in material reinforced
by fibers such as ceramics. Unlike a lot of studies of a bridged crack in aligned
composites where a size of a bridging zone has been accepted as a given parameter,
we estimate variation intervals of the size of an equilibrium crack and bridging zone
before the crack begin to grow.
There are a lot of problems of great importance in continuum mechanics,
which can be solved by means of the perturbation method. For the last years,
we have developed this method applying it to an analysis of curvilinear defects,
including cracks, in different structures [12]–[16]. Unlike many works constructing
only the first-order perturbation solution, we create an algorithm for finding any
order solution of each problem considered. The application of the perturbation
technique to 2-D problem of a slightly curved crack located near an interface is
presented in Section 3.
2. Model of equilibrium penny-shaped crack in material

reinforced by fibers
In this section we study equilibrium states of a circular crack in an anisotropic
inhomogeneous material reinforced by unidirectional fibers. This inhomogeneity,
or structural imperfection of the composite, is taken into account by means of
Novozhilov hybrid method [1], [2]. Namely, a crack growth is determined by two
events: the breakage of outermost fibers in a bridging zone, and failure of a brittle
matrix in a fracture zone adjoining the edge of the crack. We assume also that
before unstable crack growth, the size of the bridging zone becomes much smaller
than the radius of the crack. The same approach was used by Morozov et al. [9]
for plane strain. Note, that this assumption is not sine qua non and one can repeat
reasoning presented in the current study and obtain analogue results without it.
2.1. The statement of an axisymmetric problem

Consider an elastic composite (e.g., ceramics) consisting of a brittle matrix and
brittle unidirectional fibers. This composite contains a penny-shaped crack ρ2 =
x21 + x22 ≤ a2 , x3 = 0 normal to the fibers (Fig. 1). The crack is opened by remote
∞
loading σ33 = p and two concentrated forces P normal to the crack and applied at
the center of the crack faces. The most fibers that had bonded the crack surfaces
have been broken and only a narrow annulus (bridging zone) b ≤ ρ ≤ a of width
Some Modern Methods in Mechanics of Cracks 129
Δ = a − b is bridged by the fibers (Fig. 1). We represent their resistance to the

crack opening by an action of the normal traction σ0 uniformly and continuously
distributed over the bridging zone.
The stress in the outermost bridging fibers (for ρ = b) ) is equal to the fiber
tensile strength Rf and corresponding crack opening displacement 2w is
2w(b) = 2w0 , (2.1)
where w0 is a parameter of the composite.
The inequality w(ρ) > w0 means that the fibers are broken along the circle
of radius ρ. So, w(ρ) > w0 if ρ < b, and w(ρ) < w0 if b < ρ ≤ a. If w(b) < w0 , the
crack is assumed to be closed.
Stress σ0 is determined from the bridging law σ = σ(w), related to pulling a
fiber out of the matrix, by means of the formula
w0
c
σ0 = σ(t)dt. (2.2)
w0 − wB
wB
Figure 1. The model of a partially bridged penny-shaped crack under

applied load in an aligned composite.
Here σ(w) is a tensile stress in a fiber, the displacement wB of the upper and
lower crack faces corresponds to the beginning of the nonlinear part of the curve
σ(w), c is the fiber volume fraction. The values of wB and w0 depend on properties
of the fiber-to-matrix adhesion and the elastic constants of each component.
Equation (2.2) means that the work of traction σ0 at the interval ( wB , w0 )
is equal to the work of the stress σ(w) arising in the fibers at the boundary of the
bridging zone. Note that substitution of the actual function σ0 (ρ) by constant value
σ0 from this equation is similar to the Novozhilov’s substitution of the descending
branch of the atom interaction law by step-function [1], [2]. Equation (2.2) is the
simplest approximation of the genuine function σ0 (ρ) that, in reality, changes from
the value σ0 (b) = Rf to the value σ0 (a) = p, but as it is shown in [6], this changes
can be neglected over a larger part of the bridging zone.
Following Novozhilov’s fracture criterion, we assume that fracture of the ma-
trix near a crack tip does not occur if

a+D
m
σ33 (ρ)dρ ≤ DRm , (2.3)
a
m
where σ33 is a stress in the matrix, Rm is the matrix tensile strength, D is a size
of the matrix fracture zone. Violation of condition (2.3) indicates that the crack
is growing. The equality in (2.3) means that the crack is in a critical state.
When there is no sliding between fibers and the matrix in the unbroken part
m f
of the composite, the stress σ33 is related to the stress in a fiber, σ33 , and the
average stress σ33 by the equations [6]
m f
σ33 /Em = σ33 /Ef = σ33 /E3 , (2.4)
where Ef , Em are Young’s modules of the fiber and the matrix respectively, E3 =
cEf + (1 − c)Em .
The quantity D is defined as
m 2
2 K1c
D = kDm , Dm = . (2.5)
π Rm
m
Here K1c is the fracture toughness of the matrix, k is a characteristic of an
influence of the composite structural inhomogeneity upon the fracture process in
the matrix. The equality D = Dm follows from a formal correlation of Novozhilov
brittle fracture criterion and Irvin criterion for homogeneous isotropic material. In
the case of a fiber-reinforced composite this equality means that, in spite of influ-
ence on anisotropic properties and stress field that drives the crack, reinforcement
does not affect the fracture process in the matrix.
2.2. Variation interval of a size of an equilibrium crack

Instead of the unidirectionally fiber-reinforced composite, consider an equivalent
transversely isotropic homogeneous material. According to Panasyuk [17], the so-
lution in the plane of the equilibrium penny-shaped crack x3 = 0 can be written
for such a material as

P a 2 − ρ2
w(ρ) = 2H 2p a − ρ − 2σ0 F (ρ) +
2 2 arctg , ρ ≤ a, (2.6)
πρ ρ
√ =
2 ap − σ0 a2 − b2 πp a a2 − b 2
σ33 (ρ) =
+ − p arcsin + σ0 arcsin
π ρ2 − a2 2 ρ ρ2 − b 2
Pa
+
, ρ > a, (2.7)
π 2 ρ2 ρ2 − a2
where
a =
1 − νf2 t2 − b 2 b, 0 ≤ ρ ≤ b,
H= , F (ρ) = dt, r=
π E3 t2 − ρ 2 ρ, b ≤ ρ ≤ a.
r
Substituting expression (2.6) into (2.1) and (2.7) into (2.3) under conditions
Δ/a 1, D/a 1 leads
f (y) = g1 (α), f (y) ≤ g2 (α), (2.8)
where
f (y) = Ay 1/2 + Cy −3/2 , (2.9)
d 2p 4P
y= , A= , C=
D σ0 πσ0 D2
and

β √ R √ √
g1 (α) = √ +2 α, g2 (α) = π − 1 + 2 α + 2(1 + α) arcctg α. (2.10)
2 α σ0
In expressions (2.9) and (2.10), d = 2a is the crack diameter, α = Δ/D is
the normalized size of the bridging zone and β = w0 /(HDσ0 ) is a parameter of
the composite.
Denote the lower and upper boundaries of diameters of the equilibrium crack
by dl and du . The last value corresponds to the critical state of the crack when
both equalities in (2.8) take place. So, in this case we have equation
g1 (α) = g2 (α) (2.11)
the solution of which gives the normalized critical size αc of the bridging zone.
√ the lower boundary dl , note that function g1 (α) reaches the
In order to find
minimum value 2 β at the point α = α0 = β/4. Thus, as it follows from (2.8),
the diameter of the equilibrium crack satisfies two inequalities
f1 (z) ≥ 0, f2 (z) ≤ 0, (2.12)
where
fj (z) = Az 4 − Bj z 3 + C (j = 1, 2) (2.13)
√ √ √
and z = y, B1 = 2 β, B2 = 4αc + β/(2 αc ).
The analysis shows that each equation fj (z) = 0 (j = 1, 2) has no more
than two roots in the region y > 0. The values of dl and du depend on composite
characteristics and applied load. An example of dependence of functions fj on
the diameter d is plotted in Fig. 2 where one can see the corresponding variation
interval of the diameter of the equilibrium crack.
Quantities dl and du are easy determined in two special cases. According to
∞
(2.12) and (2.13), for the crack under remote loading σ33 =p
2
βσ 2 σ0 g1 (αc )
dl = D 20 , du = D (2.14)
p 2p
Figure 2. The feasible variation interval (dl , du ) of the diameter of the

equilibrium crack.
and for the crack opened only by concentrated forces P

2/3 2/3
4P 2P
dl = D , du = D √ . (2.15)
πσ0 D2 g1 (αc ) πσ0 D2 β
2.3. Discussion and numerical results

One can now imagine a possible behavior of the crack in the composite considered.
If, under fixed remote load p, the crack diameter d reaches the value du , while the
size of the bridging zone Δ reaches the value Δc = αc D, the fracture process
transfers to the final stage of catastrophic fracture. Before this instant, a stable
growth of the crack may occur with partially broken fibers if condition (2.3) is
violate but equality (2.1) is not satisfied. The outermost fibers in the bridging
zone begin to burst when equality (2.1) is satisfied. If the size of the bridging zone
falls in the range Δc ≤ Δ ≤ Δ0 (Δ0 = α0 D) and equality (2.1) is satisfied, the
crack will be in an equilibrium state for a fixed value of p.
For the case of concentrated forces P applied at the center of the crack and
p = 0, the crack growth with the bridging zones is the same as without them,
namely, the crack growth is always stable. It follows from the second equality of
(2.15) that in order to sustain the fracture process, it is necessary to increase
continuously a value of P .
It is important to note that besides the presence of the bridging zone, the
effect of the fibers on the behavior of the crack in the composite also manifests
itself in inequalities E3 = Em and D = Dm . According to relations (2.14) and
(2.15), the presence of fibers affects the values of dl and du even when Δc = 0.
To illustrate an application of the above theory to a real composite, con-
sider two ceramics: silicon carbide (SiC) or calcium-aluminosilicate (CAS) matrix
reinforced with silicon carbide fibers (SiC). The bridging low σ = σ(w) and all
experimental data except parameter D are presented in [7]. Some results of calcu-
lations based on these data are shown in Table 1 for three values of the fracture
zone size D where df is a fiber diameter (df = 7 μm).
Table 1. Basic parameters of equilibrium and critical states of a
bridged crack vs. the size of the fracture zone D.
Material SiC/SiC SiC/CAS

D/Dm 0,1 1 10 0,1 1 10
Δ0 /df 58,9 58,9 58,9 63,0 63,0 63,0
Δc /df 56,3 51,2 37,8 60,0 53,9 37,6
dl /du 0,999 0,995 0,952 0,999 0,994 0,936
The problem of determining the size of the fracture zone D should be high-
lighted. Clearly, the equality D = Dm is justified for the crack in an isotropic body
the material of which is identical with the material of the matrix of the composite.
For a fiber-reinforced material, a value of D may be different since the damage
accumulation in the matrix happens in the neighborhood of the fibers the presence
of which influences the fracture process.
Thus, D is a characteristic of matrix damage and a characteristic of hetero-
geneity of the composite simultaneously. The simplest way to take into account an
influence of material heterogeneity on D is to use linear dependence (2.5).
According to Table 1, the critical size of the bridging zone Δc is equal to
approximately 51df for SiC/SiC and 54df for SiC/CAS if D = Dm . Since Δ/a
1, the critical size of the crack has to satisfy conditions du ! 104df (du ! 728μm)
for SiC/SiC and du ! 108df (du ! 754μm) for SiC/CAS. Hence, our model allows
evaluating the critical size of the crack du for these composites if du is more than
1 mm.
In conclusion of this section, note that Δc is the same for the plane strain and
axisymmetric problem and does not depend on a type of loading [11]. Relations
(2.12)–(2.15) remain valid in the case of the plane strain for a crack of length L if
we replace β by 4β/π 2 and P by P L.
3. Model of a slightly curved crack near an interface

To solve the correspondent 2-D problem, we use the boundary perturbation method
suggested by Grekov [12] for studying a curved crack in a homogeneous plane and
the superposition method elaborated by Grekov and Germanovich [18] and Grekov
[19] for analyzing a rectilinear crack located near a boundary of a half-plane. Based
on Goursat-Kolosov’s complex potentials and Muskhelishvili’s representations [20],
the solution of the problem considered is reduced to the successive solution of Fred-
holm integral equations of the second type. This integral equations for any order
approximations differ only in the right-hand members depending on all solutions
of previous levels of approximation.
3.1. The statement of the problem

Consider a two-component elastic body with a flat interface under plane strain or
plane stress. Thus, we may formulate the corresponding 2-D problem for a plane
of the complex variable z = x1 + ix2 , consisting of two half-planes Ωk = {z :
(−1)k x2 > 0} (k = 1, 2). The region Ω1 contains the curvilinear crack Γc = {z :
z = zc } which is a small deviation of a reference rectilinear crack of the length 2l
inclined to the interface Γ by the angle α1 (Fig. 3).
Figure 3. A model of a curvilinear crack near an interface.
In local Cartesian coordinates ξ1 , ξ2 the crack Γc is defined by

ζ ≡ ζc = ξ1 + iεf (ξ1 ), |ξ1 | < l. (3.1)
Assume that ε > 0, ε 1, the function f (ξ1 ) is continuous and max |f (ξ1 )| =
l and |f (ξ1 )| < M (M = const). Cartesian coordinates x1 , x2 and ξ1 , ξ2 are related
by the equality
ζ = (z + ih) exp−iα1 , (3.2)
where h > l sin α1 , 0 ≤ α1 ≤ π.
Displacements and tractions are continuous across the interface
u− (x1 ) = u+ (x1 ), σ − (x1 ) = σ + (x1 ), x1 ∈ Γ, (3.3)
and the boundary conditions at the crack Γc are
σ + (zc ) = σ − (zc ) = p0 (ζc ), z c ∈ Γc . (3.4)
± ± ±
Here u (x1 ) = lim u(z), σ (x1 ) = lim σ(z) in conditions (3.3), σ (zc ) =
z→x1 ±i0 z→x1 ±i0
lim σ(z) in conditions (3.4), u = u1 + iu2 , σ = σnn + iσnt ; u1 , u2 are displace-
ζ→ζc ±i0
ments along the corresponding axes x1 , x2 ; σnn , σnt are a normal and tangential
tractions at an element with unit normal n (vector n in conditions (3.3) and (3.4)
is perpendicular to the correspondent curve and a direction of unit vector t coin-
cides with a positive direction of a tangent). Traction p0 and all its derivatives is
assumed to be Holder class functions almost everywhere at Γc .
Conditions at infinity are
k∞
lim σij (z) = σij , lim ω(z) = ω k∞ , z ∈ Ωk , (3.5)
|z|→∞ |z|→∞
where σij is a stress tensor component in coordinates x1 , x2 and ω is a turning

angle.
3.2. Superposition method

Following the superposition principle [19], the solution of the problem is repre-
sented as
+
b 0, z ∈ Ω2 ,
σ(z) = σ (z) +
σ c (z), z ∈ Ω1 ,
+
b 0, z ∈ Ω2 ,
u(z) = u (z) + (3.6)
u (z), z ∈ Ω1 ,
c
where σ c (z), uc (z) are a traction and a displacement arisen in a homogeneous

plane with elastic properties of the half-plane Ω1 under action of some unknown
traction at the crack Γc in this plane; σ b (z), ub (z) are a traction and displacement
arisen in a two-component continuous plane under conditions at infinity (3.5) and
jumps of tractions Δσ b = σ b+ − σ b− and displacements Δub = ub+ − ub− at the
interface Γ.
Substituting (3.6) into (3.3) yields
Δσ b = σ c , Δub = uc , z ∈ Γ. (3.7)
Introduce the following notations:
+ +
σ(z), ηk = 1, σ b (z), ηk = 1,
G(z) = du G b (z) = du b
−2μk dz , ηk = −κk , −2μk , ηk = −κk ,
dz
+
σ c (z), η1 = 1,
Gc (z) = c (3.8)
−2μ1 du , η1 = −κ1 ,
dz
where κk = (3 − νk )/(1 + νk ) for plane stress and κk = (3 − 4νk ) for plane strain;
νk , μk are Poisson ratio and the shear modulus of Ωk respectively.
Equalities (3.6) and (3.8) give us the basic relation of superposition principle
G(z) = Gb (z) + Gc (z)δk1 , z ∈ Ωk . (3.9)
Here δk1 = 1 if k = 1 and δk1 = 0 if k = 2.
3.3. Curvilinear crack in homogenous plane

Consider the crack Γc in a homogeneous plane with properties of Ω1 . The boundary
condition at the crack is
σ c± (zc ) = q(ζc ), z c ∈ Γc (3.10)
Assume that q(ζc ) is the Holder-continuous function at Γc , and stresses and
turning angles are equal zero at infinity.
According to Grekov [12], traction σ c at an element with unit normal n and
displacement uc at any point ζ outside Γc are related to Goursat-Kolosov’s complex
potentials Φ and Υ by the following equality

Gc (z) = η1 Φ(ζ) + Φ(ζ) + Υ(ζ) − Φ(ζ) + (ζ − ζ)Φ (ζ) e−2iβ , (3.11)
where β is an angle between the direction of the element defined by vector t and
ξ1 -axis. Functions Φ(ζ),
Υ(ζ) are holomorphic
outside the finite region bounded
1 1
by the curve Γc ∪ Γc Γc = {ζ : ζ = ζ c } .
Deriving relation (3.11) is the first step in our boundary perturbation method.
Relation (3.11) is approximate. It becomes an exact one in the case of the recti-
linear crack for which Γ1 c = Γc .
Let ζ → ζc ∈ Γc and β → βc in (3.11), where βc is the inclination of the
tangent to Γc in coordinates ξ1 , ξ2 . Then, taking into account the evident equation
2iεf (ξ1 )
e−2iβc = 1 −
1 + iεf (ξ1 )
and conditions (3.11), we obtain
1 − iεf (ξ )
Φ± (ζc ) + Φ± (ζc ) + Υ∓ (ζ c ) − Φ± (ζc ) + 2iεf (ξ1 )Φ± (ζc )
1
= q(ζc ),
1 + iεf (ξ1 )
(3.12)
where
Φ± (ζc ) = lim Φ(ζ), Υ± (ζ c ) = lim Υ(ζ).
ζ→ζc ±i0 ζ→ζc ±i0
In accordance with the perturbation technique [12], expand functions Φ(ζ),

Υ(ζ) and q(ζc ) in power series’s of the small parameter ε
∞ ∞ ∞
εn εn εn
Φ(ζ) = Φn (ζ), Υ(ζ) = Υn (ζ), q(ζc ) = qn (ζc ) (3.13)
n=0
n! n=0
n! n=0
n!
and boundary values of functions Φn (ζ), Υn (ζ) at Γc and functions qn (ζc ) into
Maclaurin series’s in the vicinity of ξ2 = 0, considering ξ1 as a parameter
∞ ∞
(iξ2 )m (m)± (−iξ2 )m (m)∓
Φ±
n (ζc ) = Φn ∓
(ξ1 ), Υn (ζc ) = Υn (ξ1 ),
m=0
m! m=0
m!
∞
(iξ2 )m (m)
qn (ζc ) = q (ξ1 ). (3.14)
m=0
m! n
As |εf | < 1, one can write

∞
2iεf (ξ1 )
(−iεf )
m+1
1− = 1 + 2 ≡ S.
1 + iεf (ξ1 ) m=0
Then, substituting (3.13) and (3.14) into (3.12) yields

∞ ∞ k
εn (iεf (ξ1 )) ±(k)
Φ±(k)
n (ξ1 ) + (−1)k Φn (ξ1 )+
n=0
n! k!
k=0

±(k) ±(k+1)
+ (−1)k S Υ∓(k)
n (ξ1 ) − Φ n (ξ1 ) + 2iεf (ξ1 ) Φ n (ξ1 )
∞ ∞
εn (iεf (ξ1 )) (k)
k
= qn .
n=0
n! k!
k=0
Equating polynomial coefficient of power εm (m = 0, 1, . . . ) to zero, one

derives the following sequence of boundary conditions
Φ± ∓ ±
n (ξ1 ) + Υn (ξ1 ) = qn (ξ1 ) + Hn (ξ1 ), |ξ1 | ≤ l. (3.15)
Here
H0± (ξ1 ) = 0,

n! (if (ξ1 )) ±(k)

n−1 k
Hn± (ξ1 ) =− Φm (ξ1 ) + (−1)k Υ∓(k)
m (ξ1 )
m=0
m! k!
(if (ξ1 ))k−j
±(k)
+ 2(−1)k−1 k Φm (ξ1 ) + 2(−1)k−1 (if (ξ1 ))j
(k − 1)!
1≤j≤k

±(k−j)
× (2k − 2j + 1) Φm (ξ1 ) − Υ∓(k−j)
m (ξ1 )

n−1 k
n! (if (ξ1 )) (k)
+ qm (ξ1 ), n > 0, k = n − m. (3.16)
m=0
m! k!
Conditions (3.15) lead to two boundary Riemann-Gilbert problems for finding

functions Φn (ζ) and Υn (ζ) [12]. The solution of these problems can be written as
Φn (ζ) = Φnu (ζ) + Φnk (ζ), Υn (ζ) = Υnu (ζ) + Υnk (ζ) (3.17)
l
1 X(t)qn (t)
Φnu (ζ) = Υnu (ζ) = dt, (3.18)
2πiX(ζ) t−ζ
−l
1
Φnk (ζ) = (In1 (ζ) + In2 (ζ)) , Υnk (ζ) = Φnk (ζ) − In1 (ζ), (3.19)
2
l
1 Hn+ (t) − Hn− (t)
In1 (ζ) = dt,
2πi t−ζ
−l
l
1 X(t)[Hn+ (t) + Hn− (t)]
In2 (ζ) = dt, (3.20)
2πiX(ζ) t−ζ
−l
where

X(ζ) = ζ 2 − l2 , X(t) = ±X ± (t) = i l2 − t2 , |t| < l.

Functions Hn± in (3.16) depend on all previous approximations and, so, in
n-order approximation, functions Φnk , Υnk are known and Φnu , Υnu must be
found.
3.4. Two-component plane with rectilinear interface

Express now the function Gb in term of unknown functions Φ and Υ. According to
Grekov [19], the traction σ b at the element with the normal n and the displacement
ub in a problem on a joint deformation of two homogeneous planes having different
elastic properties are defined by

Gb (z) = ηk Ξk (z) + Ξk (z) − Ξk (z) + Ξk (z) − (z − z)Ξk (z) e−2iα , z ∈ Ωk (3.21)
where Ξk (k = 1, 2) are functions holomorphic outside the interface Γ, α is the

angle between vector t and x1 -axis, α = α1 + β.
Under conditions (3.5) and (3.22), functions Ξk are equal
⎧
⎪ μ κ Σ(z) + μ U (z)
⎨ 1 2μ2 + μ1 κ22 + a12 , z ∈ Ω2 ,
Ξ2 (z) = Σ(z) − Ξ1 (z), Ξ1 (z) =
⎪
⎩ μ1 Σ(z) − μ2 U (z) + a ,
μ +μ κ 11 z ∈ Ω1 .
1 2 1
Here
∞ ∞
1 σc (t) μ1 uc (t)
Σ(z) = dt, U (z) = − dt (3.22)
2πi t−z πi t−z
−∞ −∞
and
akj = lim Ξk (z), z ∈ Ωj , k, j = 1, 2,
|z|→∞
k∞ ∞
∞ ∞ σ11 + σ22 2μk
akk − akj = σ22 − iσ12 , akk = +i ω ∞ , k = j.
4 κk + 1 k
Introduce (3.11) into equations (3.22). Then, using properties of Cauchy type
integrals [19], we obtain
+
K1 Φ(ζ)
# + a12 , $ z ∈ Ω2 ,
Ξ1 (z) =
−K2 Φ(w) + Υ(w) − Φ(w) − (w − ζ)Φ (w) e 2iα1
+ a11 , z ∈ Ω1 ,
+
K3 Φ(ζ)
# + a22, $ z ∈ Ω2 ,
Ξ2 (z) =
K4 Φ(w) + Υ(w) − Φ(w) − (w − ζ)Φ (w) e 2iα1
+ a21 , z ∈ Ω1 ,
where
μ1 κ2 − μ2 κ1 μ1 − μ2
w = (z − ih) eiα1 , K1 = , K2 = ,
μ2 + μ1 κ2 μ1 + μ2 κ1
K3 = 1 − K1 , K4 = K2 − 1.
Taking into account the last relations, function Gb in (3.21) is defined as
Gb (z) = M (Υ, Φ, z, α, η1 ) + G1∞
b , z ∈ Ω1 , (3.23)
and if z ∈ Ω2 ,

Gb (z) = η2 K3 Φ(ζ) + K3 1 − e−2iα − K4 e−2iα 1 − e2iα1 Φ(ζ)

−K4 e−2iβ Υ ζ + K4 ζ − w + K3 eiα1 (z − z) e−2iα Φ (ζ) + G2∞b . (3.24)
Constants G1∞ b and G2∞ b are values of corresponding functions at infinity,
that are found from conditions (3.5). Besides, the following notification was intro-
duced in (3.23)

M (Υ, Φ, z, α, η1 ) = −η1 K2 e2iα1 Υ(w) − K2 e−2iα1 1 − e−2iα Υ(w)

−η1 K2 1 − e2iα1 Φ(w) + K2 e−2iα1 1 − e−2iα w − ζ Φ (w)

− K2 1 − e−2iα1 1 − e−2iα + K1 e−2iα Φ(w) + η1 K2 (w − ζ) e2iα1 Φ (w)
# $
−K2 (z − z) Υ (w) + 2 e2iα1 − 1 Φ (w) − w − ζ Φ (w) e−i(2α+3α1 ) (3.25)
The value μ2 = 0 corresponds to a crack in the half-plane Ω1 when Ω2
is absent. In this case, relation (3.23) coincides to an accuracy of sign and the
constant G1∞b with equality (10.31) in [19], and the right-hand side of (3.24) is
equal zero.
3.5. Integral equation of n-order approximation
Functions Φ and Υ are expressed in term of unknown function q by means of
equations (3.13) and (3.17)–(3.20). In order to find q, introduce (3.11) and (3.23)
into (3.9) taking η1 = 1, and pass to limit in the obtained equation under z →
zc , α → αc . Then, taking into account boundary condition (3.4) and equality
(3.12), we derive the following equation
q(ζc ) + σ b (zc , αc ) = p0 (ζc ), zc ∈ Γc (3.26)
b
Replace σ (zc , αc ) in (3.26) by its expression in (3.23). Then, using expan-
sions (3.13) in (3.26) yields
∞
εn
qn (ζc ) + M (Υn , Φn , zc , αc , 1) = p0 (ζc ) − σ 1∞ (αc ), (3.27)
n=0
n!
where
1∞ ∞
∞ ∞
−2iαc
2σ 1∞ (αc ) = 2 σnn 1∞
+ iσnt = σ22 1∞
+ σ11 + σ22 − σ11
1∞
− 2iσ12 e .
Taking into account that αc = α1 + βc zc = z0 + iεf (ξ1 )eiα1 , wc = w0 +

iεf (ξ1 )e2iα1 , z0 = ξ1 eiα1 − ih and w0 = (z0 − ih) eiα1 , expand functions qn , Φn ,
Υn and p0 into Maclaurin series’s like (3.14). Then equation (3.27) is transformed
to the following
εn (iεf ) # (k)
∞ ∞ k
qn (ξ1 ) − K2 e2i(k+1)α1 Υ(k)
n (w0 )
n=0
n! k!
k=0
(k) (k)
−K2 (−1)k e−2i(k+2)α1 e2iα1 − S Υn (w0 ) − K2 e2ikα1 1 − e2iα1 Φn (w 0 )

−(−1)k e−2i(k+1)α1 K2 1 − e−2iα1 e2iα1 − S + K1 S Φ(k) n (w 0 )
(k+1)
+K2 e2i(k+1)α1 w0 − ξ1 − iεf 1 − e2iα1 Φn (w 0 )

+K2 (−1)k e−2i(k+2)α1 e2iα1 − S w0 − ξ1 + iεf 1 − e−2iα1 Φ(k+1) n (w0 )
k −i(2k+5)α1
iα1 −iα1

−K2 (−1) e z0 − z 0 + iεf e + e S

(k+1)
× Υn (w0 ) + 2 e2iα1 − 1 Φ(k+1)n (w 0 )
$
w0 − ξ1 + iεf 1 − e−2iα1 Φ(k+2) n (w0 )
∞
∞ ∞
−2iα1
(−iεf (ξ1 ))
m+1
= −σ 1∞ (α1 ) + σ22 − σ11
1∞
− 2iσ12 e
m=0
∞
(iεf (ξ1 ))k (k)
+ p0 (ξ1 ) (3.28)
k!
k=0
Collecting polynomial coefficients of power εn (n = 0, 1, . . . ) yields a sequence
of Fredholm integral equations of the second type
qn (ξ1 ) + M (Υnu , Φnu , z0 , α1 , 1) = Fn (ξ1 ), |ξ1 | ≤ l, n = 0, 1, . . . (3.29)
It follows from (3.18) and (3.25) that M in (3.29) is Fredholm operator with
continuous kernels, acting on functions qn and qn .
If μ2 /μ1 = 0 or μ2 /μ1 → ∞, this operator coincides to an accuracy of sign
with operator (10.35) in [19], and equation (3.29) in zero-order approximation
coincides in these cases (when α1 = 0) with corresponding integral equations
applied in [19] to the rectilinear crack parallel to the free and rigid boundary of
the half-plane. In zero-order approximation, equation (3.29) corresponds to the
rectilinear crack near the interface. This equation was derived in [19] for the case
of zeroth stresses and turning angles at infinity.
It can be shown that the homogeneous equation corresponding to equation
(3.29) has only the trivial solution and, so, equation (3.29) has the unique solution
for any-order approximation.
It is not difficult to derive functions Fn from (3.29) for any value of n. For
the first two approximations, this functions are defined as
1 ∞ 1 ∞ ∞
−2iα1
F0 (ξ1 ) = p0 (ξ1 ) − (σ22 1∞
+ σ11 )− σ22 − σ11
1∞
− 2iσ12 e ,
2 2
∞
F1 (ξ1 ) = if (ξ1 )p0 (ξ1 ) − i σ22 − σ11
1∞
− 2iσ12 ∞
f (ξ1 ) e−2iα1
%
−M (Υ1k , Φ1k , z0 , α1 , 1) + 2if (ξ1 ) K2 1 − e−2iα1 + K1 e−2iα1 Φ0 (w 0 )
#
$& %
+K2 e−4iα1 Υ0 (w0 ) − (w 0 − ξ1 )Φ0 (w 0 ) − if (ξ1 ) q0 (ξ1 ) − K2 e4iα1 Υ0 (w0 )

+K2 1 − e−2iα1 e−4iα1 Υ0 (w0 ) + 2e4iα1 Φ0 (w 0 )

+e−4iα1 K1 − 2K2 1 − e−4iα1 Φ0 (w 0 ) + K2 e4iα1 (w0 − ξ1 )Φ0 (w 0 )

+K2 e−4iα1 1 − e−2iα1 (z0 − z 0 )e−iα1 − (w 0 − ξ1 ) Φ0 (w 0 )
#
$ &
+K2 (z0 − z 0 ) Υ0 (w0 ) + 2 e2iα1 − 1 Φ0 (w 0 ) − (w 0 − ξ1 )Φ0 (w 0 ) e−7iα1

−iK2 2(z0 − z 0 )f (ξ1 ) − f (ξ1 ) eiα1 + e−iα1
#
$
Υ0 (w0 ) + 2 e2iα1 − 1 Φ0 (w 0 ) − (w 0 − ξ1 )Φ0 (w 0 ) e−5iα1 .

(3.30)
Actually, formulae (3.9), ((3.11), (3.13), (3.17)–(3.20), (3.23)–(3.25), (3.28)
and (3.29) give the algorithm for approximate computing stresses and displace-
ments in two-component body containing a slightly curved crack near the interface
at any-order approximation. First, as the right-hand side F0 is known, we find q0
by solving integral equation (3.29) in the zeroth-order approximation. Then, using
equations (3.17), (3.19) and (3.20), we determine the function F1 by means of
equation (3.30). After that, solution of equation (3.29) gives the function q1 . The
next-order approximations are found in the same way.
In order to obtain a numerical solution of the integral equation (3.29), one
can use the combined method of solving such equations, described in [19]. As it
was shown in [19], this method was very effective in the case of a rectilinear crack
in a half-plane and a strip under different type of loading including concentrated
forces applied to the crack faces and the boundary of the half-plane.
References
[1] V.V. Novozhilov, On the necessary and sufficient criterion for brittle strength. J.
Appl. Math. Mech. 33 (1969), 201–210.
[2] V.V. Novozhilov, On the foundation of a theory of equilibrium cracks in elastic solids.
J. Appl. Math. Mech. 33 (1969), 777–790.
[3] M.Y. Leonov, V.V. Panasyuk, A development of the smallest cracks in a solid. Ap-
plied Mechanics 5 (1959).
[4] D.S. Dugdale, Yielding of sheets containing slits. J. Mech. Phys. Solids. 8 (1960),
100–104.
[5] G.I. Barenblatt, On equilibrium crack arising under brittle fracture. Prikl. Mat.
Mekh. 23 (1959), 434–444, 707–721, 893–900.
[6] D.B. Marshall, B.N. Cox, Tensile fracture of brittle matrix composites: influence of
fiber strength. Acta Metall. 35 (1987), 2607–2619.
[7] B. Budiansky, A.G. Evans, J.W. Hutchinson, Fiber-matrix debonding effects on

cracking in aligned fiber ceramic composites. Intern. J. Solids and Structures. 32
(1995), 315–328.
[8] N.F. Morozov, M.V. Paukshto, Discrete and hybrid models at fracture mechanics,
St. Petersburg State Univ., 1994.
[9] N. Morozov, M. Paukshto, N. Ponikarov, On the problem of equilibrium length of
bridged crack. Trans. ASME. J. Appl. Mech. 64 (1997), 427–430.
[10] M.A. Grekov, N.F. Morozov, Disk-shaped equilibrium cracks. J. Appl. Math. Mech.
64 (1999), 169–172.
[11] M.A. Grekov, N.F. Morozov, Equilibrium cracks in composites reinforced with uni-
directional fibers. J. Appl. Math. Mech. 70 (2006), 945–955.
[12] M.A. Grekov, A slightly curved crack in an isotropic body.Vestn. St. Petersburg
Univ., Ser. 1, Vip. 3 (2002), 74–80.
[13] M.A. Grekov, The perturbation approach for two-component composite with slightly
curved interface. Vestn. St. Petersburg Univ., Ser. 1, Vip. 1 (2004), 81–88.
[14] M.A. Grekov, S.N. Makarov, Stress concentration near a slightly curved part of an
elastic body surface. Mech. of Solids. 39 (2004), 40–46.
[15] M.A. Grekov, Y.V. Malkova, The force and energy parameters of an elastic field near
a tip of a curvilinear interface crack. Vestn. St. Petersburg Univ., Ser. 10, Vip. 3
(2006), 17–27.
[16] I.D. Volkov, M.A. Grekov, Greens functions for dissimilar materials with slightly
curved interface. Vestn. St. Petersburg Univ., Ser. 1, Vip. 3 (2007), 126–136.
[17] V.V. Panasyuk, The Limit Equilibrium of Brittle Bodies with Cracks, Naukova
Dumka, 1968.
[18] M.A. Grekov, L.N. Germanovich, A boundary integral method for closely spaced frac-
ture. Modeling and Simulation Based Engineering, S. Atlury, ed. 2 (1998), 166–171.
[19] M.A. Grekov, Singular problems in elasticity. St. Petersb. State Univ., 2001.
[20] N.I. Muskhelishvili. Some basic problems of the mathematical theory of elasticity.
Noordhoof, 1975.
Mikhail A. Grekov
Faculty of Applied Mathematics
St. Petersburg State University
Universitetski pr., 35
St. Petersburg, 198504, Russia
e-mail: mgrekov@mg2307.spb.edu
Nikita F. Morozov
Faculty of Mathematics and Mechanics
St. Petersburg State University
Universitetski pr., 28
St. Petersburg, 198504, Russia
e-mail: morozov@nm1016.spb.edu
Operator Theory:

A Method of the Green’s Functions for

Quasistatic Thermoelasticity Problems
in Layered Thermosensitive Bodies
under Complex Heat Exchange
Roman Kushnir and Borys Protsiuk
Abstract. An approach for solution construction of the one-dimensional non-

static heat conduction problems and corresponding quasi-static thermoelastic-
ity problems for layered bodies of canonical form under convective-radial heat-
ing is proposed accounting temperature dependence of physical-mechanical
material properties. This approach is based on employment of the Kirchhoff’s
substitution, distribution technique, and constructed the Green’s functions
for corresponding linear non-static heat conduction problems and static elas-
ticity problems. The solution of the heat conduction problems is reduced to
the solution of integro-differential equations. In analysis of thermoelasticity
problems for a layered cylinder and sphere, the elastic moduli and Poisson’s
ratios are assumed to be continuous within each phase and are approximated
by transient piecewise-constant functions.
Mathematics Subject Classification (2000). Primary 74B05; Secondary 80A20.
Keywords. Layered bodies, temperature- dependent properties, quasi-static
thermoelasticity problems, convective-radial heat exchange, Green’s functions,
integro-differential equations.
1. Formulation of non-static heat conduction problems and

solution method
Let the multilayered bodies (plate, cylinder or sphere) are heated by convective-
radial heat exchange with the surroundings, the temperature of which is function
of time τ . The bodies are assumed to be free of external force loadings. The layers
of the body are in ideal contact. The physical-mechanical properties of each layer
144 R. Kushnir and B. Protsiuk
strongly depend on the temperature; the initial temperature is different and varies
only through the thickness.
Introducing the dimensionless coordinate x and time F o, the temperature
field of the i-layer ( xi−1 < x < xi ) is determined from a set of heat conduction
equations
1 ∂ k (i) ∂ti ∂ti
k
x λt (ti ) = a1 c(i)
v (ti ) , i = 1, n, (1.1)
x ∂x ∂x ∂F o
under boundary conditions
(j+1) ∂tj+1 (j) ∂tj
tj+1 − tj = 0, λt (tj+1 ) − λt (tj ) = 0, x = xj , j = 1, n − 1; (1.2)
∂x ∂x
∂t1 ,4 -
− lα− − − −
(1)
0 (t1 )[t1 − tc (F o)] − lγ (t1 ) t1 − [tc (F o)]
4
λt (t1 ) = 0, x = x0 ,
∂x
(n) ∂tn ,4 -
+lα+0 (tn )[tn −tc (F o)]+lγ (tn ) tn − [tc (F o)]
+ + + 4
λt (tn ) = 0, x = xn ; (1.3)
∂x
ti = t0i (x), F o = 0. (1.4)
(i) (i) (i)
Here λt (ti ) = λ0 Λi (ti ) and cv (ti ) = c0 Ci (ti ) are the coefficients of conduction
and volumetric heat capacity; α± ±
0 (tj ) are the heat transfer coefficients; γ (tj ) =
± ±
γ0 ε (tj ; γ0 is the Stefan-Boltzmann constant of radiation; ε (tj ) denote the6coef-
(1) (1)
ficients of blackness; F o = a1 τ l2 ; l is a characteristic linear size; a1 = λ0 c0 ;
t±
c (F o), t0i (z) are given functions; n is the layer number; k = 0, 1, 2 for a layered
plate, cylinder, and sphere, respectively.
Generalizing the results of [1, 2, 3, 4], the non-linear problems (1.1)–(1.4) can
be reduced to the solution of integro-differential equations by the following scheme
below:
• Apply the Kirchhoff substitution
ti
1 (i)
θi = (i)
λt (ζ)dζ (1.5)
λ0
0
to equations (1.1). It must be assumed, therewith, that the functions θi = θi (ti )

have the inversions, ti = ti (θi ). As a result, we obtain the set of equations:

1 ∂ k (i) ∂θi (i) Ci [ti (θi )] ∂θi
k
x λ0 = a 1 c0 . (1.6)
x ∂x ∂x Λi [ti (θi )] ∂F o
• Formulate the contact conditions and boundary conditions for the Kirchhoff
variables. Let us assume the heat conduction coefficient to be depending on the
temperature linearly,
Λi (ti ) = 1 + βi ti , βi = const. (1.7)
Then, by means of expression
1

ti = ti (θi ) = 1 + 2βi θi − 1 (1.8)
βi
A Method of the Green’s Functions. . . 145
found from (1.5), as well as the condition of temperature equality at the interfaces,
we obtain the first contact condition for the Kirchhoff variables
θj+1 − θj = Fj+1 (θj+1 ), x = xj , (1.9)
where

βj 1 + 2βj+1 θj+1 − 1
Fj+1 (θj+1 ) = 1 − θj+1 − .
βj+1 βj+1
With regard for (1.5), the second contact condition takes the form
(j+1) ∂θj+1 (j) ∂θj
λ0 − λ0 = 0, x = xj . (1.10)
∂x ∂x
Applying the Kirchhoff substitution to the boundary conditions (1.3), (1.4), we
obtain
∂θ1
− Bi0 [θ1 − θc− (F o)] = 0, x = x0 ,
∂x
∂θn
+ Bin [θn − θc+ (F o)] = 0, x = xn ; (1.11)
∂x
θi = θ0i (x), F o = 0, (1.12)
where
α± ±
0 [θ (F o)] ±
θc± (F o) = θ∗± (F o) − [θ (F o) − t± c (F o)]
α±
γ ± [θ± (F o)] , ± -
− ±
[θ (F o)]4 − [t±c (F o)]
4
;
α
lα− lα+
Bi0 = (1) , Bin = (n) ;
λ0 λ0
θ∗− (F o) = θ1 (x0 , F o), θ− (F o) = t1 [θ∗− (F o)],
θ∗+ (F o) = θn (xn , F o), θ+ (F o) = tn [θ∗+ (F o)];

θ0i (x) = t0i (x) + βi t20i (x) 2; α± is chosen [5] from the change-interval α± ±
0 [θ (F o)].
• Using the Heaviside functions S(α) and presenting functions θ(x, F o) and
coefficients λ0 (x), c0 (x) in the form

n−1
θ = θ1 (x, F o) + [θj+1 (x, F o) − θj (x, F o)] S(x − xj ), (1.13)
j=1
the system of equations (1.6) can be replaced by the single equation

1 ∂ ∂θ ∂θ
k
k
x λ0 (x) = a1 c0 (x) − wt (1.14)
x ∂x ∂x ∂F o
with generalized derivative with respect of x. Here
1
n−1
(j+1)
wt = c0 (x)Wt (x, F o) − Fj+1 (θj+1 )|x=xj xkj λ0 δ (x − xj ),
xk j=1
(1)
Wt (x, F o) = Wt [θ1 (x, F o)]
#
n−1
(i+1) (i)
$
+ Wt [θi+1 (x, F o)] − Wt [θi (x, F o)] S(x − xi ),
i=1
:
(j) Cj [tj (θj )] ∂θj
Wt [θj (x, F o)] = a1 1 − .
Λj [tj (θj )] ∂F o
Note that the equation (1.14) is equivalent to the system of equations (1.6) with
contact conditions (1.9), (1.10). It can be proved by employing the Leibnitz rule for
differentiation of the product of two piecewise-continuous functions and operation
of non-commutative and associative multiplication [6].
• Write the integral expressions for the solutions of the problems (1.14), (1.11),
(1.12) in terms of the Green’s functions [7, 8, 9] in the form
xn
(k) c0 (ρ) k
θ (x, F o) = (1)
ρ θ0 (ρ)G(k) (x, ρ, F o)dρ + T (k) (x, F o)
c0
x0
(j+1)
Fo

n−1
∂G(k) (x, ρ, F o − ξ)
k λ0
+ xj (1) Fj+1 [θj+1 (xj , ξ)]dξ
j=1 λ0 ∂ρ ρ=xj+0
0
F oxn
1
+ (1)
ρk G(k) (x, ρ, F o − ξ)Wt (ρ, ξ) dρdξ, (1.15)
λ0
0 x0
where

n−1
θ0 (x) = θ01 (x) + [θ0,j+1 (x) − θ0j (x)] S(x − xj ),
j=1
F o
T (k)
(x, F o) = xk0 Bi0 G(k) (x, x0 , F o − ξ)θc− (ξ)dξ
0
F o
∗(n)
+xn Kλ Bin G(k) (x, xn , F o − ξ)θc+ (ξ)dξ,
k
0
∞
(k) (k)
Φ(k) (μm , x)Φ(k) (μm , ρ) (k) 2
G(k) (x, ρ, F o) = 2y (k) (x, ρ) (k)
e−μm Fo
,
m=1 N (k) (μm )
1
y (0) (x, ρ) = y (1) (x, ρ) = 1, y (2) (x, ρ) = ,
xρ
(k)

n−1
(k) (k)
Φ(k) (μ, x) = Φ1 (μ, x) + [Φi+1 (μ, x) − Φi (μ, x)]S(x − xi );
i=1
= cos μ(x − x0 ) + Bi0 μ−1 sin μ(x − x0 ),

(2) (2)
Φ1 (μ, x)

(2) (2) βj∗
Φj (μ, x) = Φj−1 (μ, xj−1 ) cos εj (x − xj−1 ) + sin εj (x − xj−1 )
xj−1 εj
(j)
Kλ (2)
+ Φ (μ, xj−1 ) sin εj (x − xj−1 ),
εj j−1
μ2 N (2) (μ)

n
c
(j)
n−1 Φ(2) 2 (μ, xj )
(2) ∗(j+1) ∗(j) j
=μ 2 0
L (μ)hj
(1) j
+ Kλ − Kλ + X (2) (μ),
c
j=2 0 j=1
xj

(2) (2) 2 βj∗ 2
μ2 Lj (μ) = Φj−1 (μ, xj−1 ) μ2 +
Aj x2j−1
# $
1 (j) (2)
Kλ Φj−1 (μ, xj−1 ) 2βj∗ Φj−1 (μ, xj−1 ) + xj−1 Kλ Φj−1 (2) (μ, xj−1 ) ,
(2) (j)
+
Aj xj−1
j = 2, n,
(2) 2 (2) 6
(2) (2) ∗(n) Bin εn Ln (μ) (2) (2) 2
X (2) (μ) = μ2 L1 (μ)h1 + Bi0 + Kλ , L1 (μ) = 1 + Bi0 μ2 ;
(2) 2
ε2n + Bin

Φ1 (μ, x) = cos μx + Bi0 μ−1 sin μx, Φj (μ, x) = Φj (μ, x)
(0) (0) (2)
,
βj∗ =0

n (i)
c0 (0)
μ2 N (0) (μ) = μ2 (1)
Lj (μ)hj + X (0) (μ),
j=2 c0

(0) (2) (0)
Lj (μ) = Lj (μ) , j = 2, n, L1 (μ) = 1 + Bi20 μ2 ,
βj∗ =0
2 (0)
(0) ∗(n) Bin εn Ln (μ)
X (0) (μ) = μ2 L1 (μ)h1 + Bi0 + Kλ ;
ε2n + Bi2n
(1)
Φ1 (μ, x) = Bi0 ψ00 (μ, x0 , x) + ψ10 (μ, x0 , x),
(1)
Φj (μ, x) =
(1) (j) (1)
xj−1 [Φj−1 (μ, xj−1 )ψ10 (εj , xj−1 , x) + Kλ Φj−1 (μ, xj−1 )ψ00 (εj , xj−1 , x)],
2ψνp (β, x, y) = πβ |ν−p| [Jν (βx)Yp (βy) − Yν (βx)Jp (βy)], ν, p = 0, 1;

n−1 % &
(j) (1) (j) (1) 2
μ2 N (1) (μ) = x2j k1 [Φj (μ, xj )]2 + μ2 k2 Φj (μ, xj ) + X (1) (μ),
j=1
∗(n)
X (1) (μ) = Kλ (Bi2n + ε2n )x2n Φ2n (μ, xn ) − (Bi20 + μ2 );

6 6 6
(1) (j) (j) (1) (j) (j−1) (j) ∗(j) (j) (1)
εj = μ Aj , Aj = λ0 c0 (λ0 c0 ), Kλ = λ0 λ0 , Kλ = λ0 λ0 ,
∗(j) ∗(j) ∗(j+1)
βj∗ = 1 − Kλ , k1
(j) (j) (j+1) (j)
= Kλ (1 − Kλ ), k2 = Aj Kλ − Aj+1 Kλ , hj =
(k)
xj − xj−1 ; μm are the roots of equations

Φ(k) (k) (k)
n (μ, xn ) + Bin Φn (μ, xn ) = 0; (1.16)
(2) 1 1
Bi0 = Bi0 + , Bi(2) n = Bin − ,
x0 xn
(0) (1)
Bi0 = Bi0 = Bi0 , Bi(0) (1)
n = Bin = Bin ;
the prime denotes the derivatives with respect to x. In (1.15), the expressions
(k) (k) (k)
for ∂θ(k) (x, F o) ∂F o, θ1 (x0 , F o), θj+1 (xj , F o), θn (xn , F o) are unknown. In the
case when the thermal conductivity coefficient of each layer is independent of the
(k) (k) (k)
temperature, the functions θ1 (x0 , F o), θj+1 (xj , F o), θn (xn , F o) are unknown in
consequence with Wt (x, F o) = 0. If the linear boundary conditions of the first, sec-
(k)
ond, or third kind are given at the interfaces, there is no need to find θ1 (x0 , F o),
(k)
θn (xn , F o).
One way to find the unknowns in relations (1.15) consists in the following
procedure. For each k, the Kirchhoff variable θ(x, F o) is given in the form
F o
∂θ(k) (x, ξ)
θ(k) (x, F o) = dξ + θ0 (x). (1.17)
∂ξ
0
Each of the intervals [ xi−1 , xi ] is divided into n∗i parts. We denote the left and right
0
n
boundaries of new intervals as x̄j−1 , x̄j , respectively (j = 1, Nn∗ , Nn∗ = n∗p ), and
p=1
x̄0 = x0 , x̄Ni∗ = xi . Thus, the resulting integral over ρ from x0 to xn , can be given
as the sum of integrals from x̄j−1 to x̄j . Function Wt (ρ, F o) in these intervals
is replaced by functions Wt [θj (x∗j , F o)], where x∗j = (x̄j−1 + x̄j )/2. Each of
(j) (k)
(k)
the functions ∂θ (x, F o) ∂F o ( η = x∗ , η = xi + 0), Wt [θ (x∗ , F o)],
(j) (k)
x=η j j j
(k) ±
Fj+1 [θj+1 (xj , F o)], θc0 (F o), is approximated by linear spline of the form
τ −1
K
(1) (0) (1) (0) (1) (0)
fj (F o) = sj1 F o+sj1 + (sj,i+1 F o+sj,i+1 − sji F o−sji )S(F o−F oi ), (1.18)
i=1
where
(1) fj (F oi ) − fj (F oi−1 ) (0) −fj (F oi )F oi−1 + fj (F oi−1 )F oi
sji = , sji = ,
ΔF oi ΔF oi
ΔF oi = F oi − F oi−1 , i = 1, Kτ , 0 = F o0 < F o1 < F o2 < · · · < F oKτ = F o.
Using (1.17), approximations (1.18), formulas [7]–[9]
∞
(k) (k)
Φ(k) (μm , x)Φ(k) (μm , ρ) (k)
2y (k) (x, ρ) = gq+1 (x, ρ, q = 0, 1, (1.19)
(k) (k) 2q+2
m=1 N (k) (μm )μm
relations (1.15), and collocation method, we obtain the recurrent systems of nonlin-
(k)
∂θ (x, F o)
ear algebraic equations to find the values in the spline nodes.
∂F o x=η
Having solved these systems, we obtain the expressions for the Kirchhoff variables
by substitution of the found values into (1.15).
In formulas (1.19):
(k) (k)
n − xn Bin f
g1 (x, ρ) = κ∗ (x)[κ(k) (ρ)] − [f (k) (x) − f (k) (ρ)]S(x − ρ),
k (k)

(1)
(k) (k) λ0 (k) (k) (k)
g2 (x, ρ) = κ∗ (x) (n) g11 (xn , ρ) + xn Bin g12 (xn , ρ) − g12 (x, ρ),
k
λ0
6
(k) (k) (k) (k)
κ∗ (x) = [κ0 + xk0 Bi0 f (k) (x)] D(k) , D(k) = xkn Bin κ0 + xk0 Bi0 κn ;

n−1
(i)
f (0) (x) = x + Hλ (x − xi )S(x − xi ),
i=1

n−1
(i) x
f (1) (x) = ln x + Hλ ln S(x − xi ),
i=1
xi

n−1 (1) (1)
1 (i) 1 1 (i) λ0 λ0
f (2) (x) = − − Hλ − S(x − xi ), Hλ = (i+1)
− (i)
,
x i=1
x xi λ0 λ0
(0) (1) (2)
κ0 = 1, κ0 = 1 − x0 Bi0 ln x0 , κ0 = 1 + x0 Bi0 ,
(1)
λ0
κ(k)
n = (n)
+ xkn Bin f (k) (xn ),
λ0
x x (1)
(k) c0 (ς) (k) (k) λ0 (k)
g11 (x, ρ) = ς k g1 (ς, ρ)dς, g12 (x, ρ) = g (ς, ρ)dς.
(1)
c0 ζ λ0 (ς) 11
k
x0 x0
It is worthy to note that formulas (1.19) give the possibility to explain the
“Gibbs phenomenon”, which is well known from mathematical analysis.
To find the Kirchhoff variables, the iterative methods can be also employed.
As the first approximation for the Kirchhoff variables, therewith, the expressions
can be accepted, which have been obtained from solving the heat conduction prob-
lems for non-thermosensitive material.
Having determined the Kirchhoff variables, the temperature field in layered
bodies can be described by expression
(k)

n−1
(k) (k)
t(k) (x, F o) = t1 (x, F o) + [tj+1 (x, F o) − tj (x, F o)]S(x − xj ) (1.20)
j=1
by taking (1.5) into account.

Henceforth, we assume xj = zj for a plate, and xj = rj for cylinder and
sphere.
2. Thermal stresses in the multilayer circular plate

The temperature, t(z, F o) = t(0) (z, F o), vary with respect to the thickness only.
Thus, the corresponding stresses are [2]
E ∗ (z, F o) E ∗ (z, F o)
σrr = σφφ = ∗
[C1 (F o) + zC2 (F o)] − Φ∗ (z, F o),
1 − ν (z, F o) 1 − ν ∗ (z, F o)
σzz = σrz = σφz = σrφ = 0, (2.1)
∗ ∗ ∗
where ν (z, F o), E (z, F o), and Φ (z, F o) are expressed in the form (1.13),
νi∗ (z, F o) = νi (ti ) are the Poisson’s ratios, Ei∗ (z, F o) = Ei (ti ) denote elasticity
3 o) (i)
ti (z,F
moduli, Φ∗i (z, F o) = αt (ζ)dζ are the total thermal strains; t∗0 is the tem-
t∗
0
perature of plate in ordinary state;
−1
C1 (F o) = [d1 (F o)a22 (F o) − d2 (F o)a12 (F o)] a11 (F o)a22 (F o) − a212 (F o) ,
−1
C2 (F o) = [d2 (F o)a11 (F o) − d1 (F o)a12 (F o)] a11 (F o)a22 (F o) − a212 (F o) ,
n z i
n z i
Ei∗ (z, F o) zEi∗ (z, F o)
a11 (F o) = dz, a 12 (F o) = dz,
i=1
1 − νi∗ (z, F o) i=1
1 − νi∗ (z, F o)
zi−1 zi−1

n zi
z 2 Ei∗ (z, F o)
a22 (F o) = dz,
i=1 z
1 − νi∗ (z, F o)
i−1

n zi
Ei∗ (z, F o)Φ∗i (z, F o)
d1 (F o) = dz,
i=1 z
1 − νi∗ (z, F o)
i−1
n zi
zEi∗ (z, F o)Φ∗i (z, F o)
d2 (F o) = dz.
i=1
1 − νi∗ (z, F o)
zi−1
3. Thermal stresses in a multilayer cylinder and sphere

To determine the thermal stresses, we use the formulas
(k)
du ν (k) (r, F o) u(k) E (k) (r, F o)
σr(k) = c(k) (r, F o) +k − Φ∗(k) (r, F o),
dr 1 − ν (k) (r, F o) r 1 − 2ν (k) (r, F o)
k−1 (k)
(k) (k) ν (k) (r, F o) du(k) 1 u
σφ = c (r, F o) +
1 − ν (k) (r, F o) dr 1 − ν (k) (r, F o) r
E (k) (r, F o)Φ∗(k) (r, F o)
− ,
1 − 2ν (k) (r, F o)
σz(1) = ν (1) (r, F o)(σr(1) + σφ ) − E (1) (r, F o)Φ∗(1) (r, F o),
(1)
(3.1)
where the displacement u(k) = u(k) (r, F o) satisfies the equilibrium equation for
inhomogeneous bodies with piecewise-continuous coefficients,

d (k) du(k) d (k) ν (k) (r, F o) u(k)
c (r, F o) +k c (r, F o)
dr dr dr 1 − ν (k) (r, F o) r

1 − 2ν (k) (r, F o) 1 du(k) u(k)
+kc(k) (r, F o) −
1 − ν (k) (r, F o) r dr r

d E (k) (r, F o) ∗(k)
= Φ (r, F o) , (3.2)
dr 1 − 2ν (k) (r, F o)
under the boundary conditions
σr(k) (r0 , F o) = σr(k) (rn , F o) = 0. (3.3)
E (k) (r, F o)[1 − ν (k) (r, F o)]

Here c(k) (r, F o) = , E (k) (r, F o), ν (k) (r, F o),
[1 + ν (k) (r, F o)][1 − 2ν (k) (r, F o)]
Φ∗(k) (r, F o) are of the form (1.13);
(k)
(k) (k) (k) (k) ∗(k)
ti 3 o)
(r,F
(i)
νi (r, F o) = νi (ti ), Ei (r, F o) = Ei (ti ), Φi (r, F o) = αt (ζ)dζ.
t∗
0
The problems (3.2), (3.3) are solved approximately. For each time-moment,
the coefficients E (k) (r, F o) and ν (k) (r, F o) are approximated by piecewise-constant
functions of radial coordinate. As a result, we get the thermoelasticity problems
0n
for the multilayered cylinder and sphere, consisting of N = nj layers. Here nj
j=1
denotes the number of parts, into which the j -layer of the n-layer-body is divided.
By means of the Green’s functions for a multilayered isotropic cylinder and sphere
[9], the solutions of the mentioned problems are obtained in the form
r1/k # $
(k) (k) (k) (k)
u(k)
p = (k)
φ2p (r, F o)S1p (F o) + φ1p (r, F o)S2p (F o)
2qk Qn r
(k)
1 + ν̃p 1 (k)
+ V (r, F o). (3.4)
1−
(k)
ν̃p r p
Substituting (3.4) into the two first relations (3.1), we obtain
c̃p r1/k # (k1) $

(k)
(k) (k) (k1) (k)
σrp = (k) 2
g2p (r, F o)S1p (F o) + g1p (r, F o)S2p (F o)
2qk Qn r
(k)
k Ẽp 1 (k)
− V (r, F o),
1−
(k)
ν̃p r2 p
⎡ k−1 ⎤
(k) (k)
c̃p r1/k ⎣ ν̃p
g2p (r, F o)S1p (F o) + g1p (r, F o)S2p (F o)⎦
(k) (k2) (k) (k2) (k)
σφp = (k) (k)
2qk Qn r2 1 − ν̃p
(k)
Ẽp 1 (k) ∗(k)
+ (k) r2 p
V (r, F o) − Φp (r, F o) , p = 1, N. (3.5)
1 − ν̃p
In formulas (3.4), (3.5):
qk qk
2
(k) (k)+ r rp−1
(k)−
φ1p (r, F o)
= M1p + M1p ,
rp rrp
qk q
(k) (k)+ rp−1 (k)− rrp−1 k
φ2p (r, F o) = M2p − M2p ,
r rp2
qk q q
(km) (k)+ rp−1 (k)− rp−1 k r k
g2p (r, F o) = −d(k)−
mp M 2p − d(k)+
mp M 2p ,
r rp rp
qk q
(km) (k)+ r (k)− rp−1 k rp−1 qk
g1p (r, F o) = d(k)+
mp M 1p − d(k)−
mp M 1p , m = 1, 2;
rp rp r
r
(k)
Vp (r, F o) = r 1−k
ρk Φ∗(k)
p (ρ, F o)dρ, q1 = 1, q2 = 3/2;
rp−1

(k)± (k)± (k0) (k) (k1) (k)
M11 = 2qk (qk ∓ βk1 ); M1p = Φp−1 (qk ± Kp ) ± Φp−1 Kcp ,
r=rp−1 r=rp−1
p = 2, n;
(k)±
n,p + βkn κn,p ± qk (κn,p + βkn κn,p );
= κ(k2) (k1) (k4) (k3)
M2p

(k1)
Q(k)
n = Φn + Φ(k0)
n βkn ;
r=rn r=rn
r 2qk
(km) 0
Φ1 = qk − βk1 + (−1) (qk + βk1 )m
qkm ,
r

(k0) (km) (k1) (km)
Φ(km)
p = Φp−1 fp1 + Φp−1 fp2 ,
r=rp−1 r=rp−1
r 2qk
(km) 1 p−1
fp1 = qk m−1
qk + Kp + (−1) (qk − Kp )
(k) m (k)
,
2 r
r 2qk
(km) (k) 1 p−1
fp2 = qkm−1 Kcp 1 − (−1)m , m = 0, 1;
2 r

(k0) (k1) (k0) (k2)
κ(k1)
n,p = fn1 κn−1,p + fn2 κn−1,p ,
r=rn r=rn

(k1) (k1) (k1) (k2)
κ(k2)
n,p = f n1 κ n−1,p + f n2 κn−1,p ,
r=rn r=rn

(k0) (k3) (k0) (k4)
κ(k3)
n,p = fn1 κn−1,p + fn2 κn−1,p ,
r=rn r=rn

(k1) (k3) (k1) (k4)
κ(k4)
n,p = fn1 κn−1,p + fn2 κn−1,p ,
r=rn r=rn

(k1) (k0) (k2) (k1) (k3) (k0)
κp+1,p = fp+1,1 , κp+1,p = fp+1,1 , κp+1,p = fp+1,2 ,
r=rp+1 r=rp+1 r=rp+1

(k4) (k1)
κp+1,p = fp+1,2 , p < n; κ(k1) (k4) (k2) (k3)
n,n = κn,n = 1, κn,n = κn,n = 0;
r=rp+1
(k)

p−1 (k)
c̃j (k)+ (k) (k)
S1p (F o) = (k)
M1j Pjp Jj (rj , F o),
j=1 c̃p

n qk
(k) (k)− rj−1 (k) (k) (k)−
S2p (F o) = − M2j Ppj Jj (rj−1 , F o) − M2p Jp(k) (rp , F o);
j=p+1
rj
qk p q (k)
(k) rp ri−1 k 1 + ν̃p −1/k (k)
Pjp = ; Jp(k) (r, F o) = (k)
r Vp (r, F o);
rp−1 i=j+1
ri 1 − ν̃p
(k) (k) (k)

c̃p−1 Ẽp (1 − ν̃p )
Kp(k) = Kcp
(k)
βk,p−1 − βkp , Kcp
(k)
= (k)
, c̃(k)
p = (k) (k)
;
c̃p (1 + ν̃p )(1 − 2ν̃p )
6 6
(2)−
2β2p = (5ν̃p(2) − 1) (1 − ν̃p(2) ), d1p = 2(1 − 2ν̃p(2) ) (1 − ν̃p(2) ),
6 6 6
(2)+ (2)− (2)+
d1p = (1 + ν̃p(2) ) (1 − ν̃p(2) ), d2p = (2ν̃p(2) − 1) ν̃p(2) , d2p = (1 + ν̃p(2) ) ν̃p(2) ;
6 6
β1p = ν̃p(1) (1 − ν̃p(1) ), d(1)+
mp = 1 (1 − ν̃p ),
(1)
6
d(1)−
mp = (−1)
m+1
(1 − 2ν̃p(1) ) (1 − ν̃p(1) );
Ẽp(k) = E (k) (rp∗ , F o), ν̃p(k) = ν (k) (rp∗ , F o), rp−1 < rp∗ < rp .
4. Concluding remarks
Special cases of the above-mentioned problems for the layered plates and cylinders
were studied in [2, 3, 4]. Particularly in [2, 3], the numerical studies of the tem-
perature and thermal stresses in the specified bodies subjected to the heat flux,
are presented for the case n = 3 and constant thermal conductivity coefficients.
The temperature field and thermoelastic state have been studied in [4] for the
five-layer-plate subjected to the convective-radial heat exchange with neglecting,
however, a temperature-dependence of heat and thermal conductivity.
References
[1] B.V. Protsiuk, V.M. Syniuta, Exact solution of one non-linear heat conduction prob-
lem for a multi-layer plate (in Ukrainian). Proceedings of International Conference:
Modern problems of mathematics, Kyiv, Instytut mathematyky NAN Ukraine 2
(1998), 247–249.
[2] B.V. Protsiuk, Quasi-static temperature stresses in a multi-layer plate under heating
by heat flux (in Russian). Theor. i prikl. mehanika 38 (2003), 63–69.
[3] R.M. Kushnir, B.V. Protsiuk, V.M. Syniuta, Quasistatic Temperature Stresses in a
multilayer thermally sensitive cylinder. Materials Science 40, 4 (2004), 433–445.
[4] R.M. Kushnir, B.V. Protsiuk, V.M. Syniuta, Temperature stresses and displacements
in a multi-layered plate with nonlinear heat exchange. Materials Science 38, 6 (2002),
798–808.
[5] V.M. Judin, Method for solution of heat conduction problems with variable heat
transfer coefficient (in Russian). Teplovyje napriazhenija v elementah konstruktzyj
5 (1965), 68–75.
[6] B.V. Protsiuk, Method of Green’s function in axially symmetric elasticity and ther-
moelasticity problems of piecewise homogeneous orthotropic cylindrical bodies (in
Ukrainian). Mathematical Methods and Physicomechanical Fields 40, 4 (2000), 94–
101.
[7] B.V. Protsiuk, V.M. Suniuta, Green’s Function Method in One-Dimensional Non-
Stationary Heat Conduction Problems for Multilayered Plates. (in Ukrainian) Visnyk
Lvivskoho Universytetu. Mathematics and Mechanics 51 (1998), 76–84.
[8] B.V. Protsiuk, V.M. Suniuta, The temperature field of a multilayer cylinder in as-
ymptotic thermal mode. Journal of Mathematical Sciences 96, 2 (1999), 3077–3083.
[9] B.V. Protsiuk, Application of Green’s function method to determination of thermo-
stressed static of layer transversally-isotropic spherical Bodies (in Ukrainian). Math-
ematical Methods and Physicomechanical Fields 47, 3 (2004), 95–109.
Roman Kushnir and Borys Protsiuk

Naukova Str. 3b
P.O. Box 19
79060 Lviv, Ukraine
e-mail: kushnir@iapmm.lviv.ua
protsiuk@iapmm.lviv.ua
Operator Theory:

On the Application of the M.G. Krein Method

for the Solution of Integral Equations in
Contact Problems in Elasticity Theory
S.M. Mkhitaryan
Abstract. In the present paper the M.G. Krein spectral method of integral
equations solutions of the first kind based on his investigations on inverse
problems of differential operators spectral theory, is briefly stated. A brief
review of basic results on the solution of fairly wide class of integral equations,
met in contact problems of elasticity theory is given.
Keywords. Inverse problem, the M.G. Krein method, differential system, fun-
damental function, integral equation, Fourier generalized transformation, con-
tact problem, elasticity theory.
In his investigation [1–4] on inverse problems of spectral theory of differential oper-

ators M.G. Krein, particularly developed a theory in which the connection between
the integral equations with kernels, depending on the difference of the arguments,
and Sturm-Liouville differential operators is explained. This theory permitted us
to discover Sturm-Liouville differential equations whole classes, integrated in the
final form for any value of the spectral parameter and thus to obtain new formulae
of Fourier generalized transformation. Simultaneously, on its base and on the base
of Fourier generalized transformation a new method of integral equations with
real symmetrical kernels, depending on the difference of the arguments, was sug-
gested. This method, based on the ideas of differential operators spectral theory
and generated by them formulae of Fourier generalized transformation, is known
as spectral method. The spectral method permits us to obtain (under certain con-
ditions) the solution of such integral equation for any right part, if the solution of
this equation at the right part identical to equal unit is known.
Later on [5] M.G. Krein used his method of integral equations with kernels
of the noted type in Fredholm general integral equations of the first and second
kind. M.G. Krein formulae of the integral equations solutions are free from singular
integrals, taken in the sense of the principal value according to Cauchy. Besides,
the characteristic singularities of the solutions which play an important role in the
156 S.M. Mkhitaryan
applications of the integral equations into the problems of mathematical physics

are distinguished in them.
By the M.G. Krein method a lot of significant classes of integral equations,
coming across in various problems of mathematical physics, particulary, in bound-
ary value problems of potential theory, are effectively solved. The M.G. Krein
method was especially widely applied in contact problems of elasticity theory,
plasticity theory and nonlinear theory of creep. This methods allowed us to sim-
plify and unificate the solutions of a class of the known contact problems and
to get the solutions of a class of new problems, as well. It was applied in N.Kh.
Aroutyunyan [6, 7], N.Kh. Aroutyunyan and M.M. Manoukyan [8], G.Ya. Popov
[9, 10], I.E. Prokopovich [11], V.M. Alexandrov [12] papers.
The detailed presentation of the M.G. Krein general method, outside of this
method with the theories of differential operators spectral functions, is given in
[13], where the table of the solutions of integral equations for a class of contour
kernels is reduced as well. The kernels of this table depend on the absolute value of
the arguments difference and are expressed through the elementary transcendental
functions.
But the domain of the concrete application of the method is not limited by
these kernels. In the author’s papers [14, 15] the above-mentioned table is signifi-
cantly widened and by the M.G. Krein method effective solutions of some classes of
integral equations of the first kind with Hermitian kernels, being generalizations of
kernels reduced in [13], are built. By these integral equations plane contact prob-
lems of elasticity theory, taking into account of the cohesion or friction forces in the
contact zone, are described. At first, by contour integral methods their solutions at
the right parts identically equal to unit are found. Then starting from M.G. Krein
above-mentioned results on differential equations, the differential systems corre-
sponding to these integral equations are composed, their fundamental functions are
represented in explicit form and the formulae of Fourier generalized transforma-
tion are noted. The fundamental functions equivalent to their canonical systems,
from two equations make up in the space quadratically integrable two-dimensional
vector functions, perhaps, a new class of full orthogonal systems of functions.
In [16] the Krein spectral method was applied to the solution of the integral
equation of the first kind with kernel, expressed by a hypergeometrical function,
which is represented as Veber-Sonin known integral. Various private cases of this
equation are often met in contact problems of elasticity theory and earlier it was
solved by N.I. Akhiezer and V.A. Shcerbina in [17]. Yet the application of the
spectral method to the solution of the denoted equation is represented more actual
and adequate. In the present paper the M.G. Krein spectral method of the linear
integral equations solutions (but only for the first kind) is briefly stated. This
method is very important and actual at present too and a brief review of the basic
results from [14–16], obtained on the base of this methods, is reduced. M.G. Krein
one general result, concerning above-denoted connections of integral equations with
Hermitian kernels, depending on the difference of the arguments with differential
systems, is reduced before hand.
On the Application of the M.G. Krein Method for the Solution. . . 157
Later on, we note that in the contact and mixed problems of elasticity theory
the methods of the boundary value problems theory of analytical functions and
singular integral equations are widely applied as well [18–21]. More over, in [22–24]
by a fairly effective method of orthogonal polynomials is developed G.Ya. Popov.
The solutions determining integral equations of the contact problems by M.G.
Krein methods the singular integral equations and orthogonal polynomials are
represented by the formulae of the various analytical structures.
M.G. Krein in due course, raised a question about correlation of these formu-
lae and, as a final result, the question about their identity. In the present paper
on the examples of the integral equation with symmetric difference logarithmic
kernel, corresponding to the plane contact problem and Carleman equations, it is
shown that the formulae of their solution pointed above by three methods, turn
one into another and, therefore, they are identical.
1. In the M.G. Krein papers [1–4], particularly, the following results are obtained.
Let K(t) = K(−t) (−2T < t < 2T ) be a measurable, locally summable function,
satisfying the following condition: at any r (0 ≤ r < T ) integral equation
r
q(t, r) + K(t − s)q(s, r)ds = 1
−r
has the only bounded, and it means continuous solution q(t, r). This condition is
equivalent to the condition of the positive definiteness squared −T < t, s < T of
the Hermitian kernel K(t − s) (see [13], Chap. IV §8).
Then for any complex λ we put

λ r
χ(r, λ) = q(s, r)e−iλs ds. (1.1)
2 −r
Function χ(r, λ) turn out to be the solution of differential system [3, 4]
d 1 dχ χ
+ [λ2 + 2λl(r)] = 0,
dr p(r) dr p(r)
χ(0, λ) = 0; χ (0, λ) = λ; (1.2)
where
d
p(r) = |q(r, r)|2 l(r) = − [Arg q(r, r)] (0 ≤ r < T )
dr
This differential system can be transformed into a canonical system of two
equations, after which the formulae of Fourier generalized transformation for an
arbitrary two-dimensional vector-function from L2H (0, T ) are obtained. They have
the form
T > >
> Φ (r, λ) >
> >
F (λ) = f1 (r) , f2 (r) H (r) > > dr (1.3)
> Ψ (r, λ)>
0
> > ∞ > >
> f1 (r)> > Φ (r, λ) >
> > > >
> >=2 F (λ) > > dσ (λ) ; (1.4)
> f2 (r)> > Ψ (r, λ)>
−∞
158 S.M. Mkhitaryan
where
> >
> 1 >
> + V 2 (r) p (r) V (r) p (r)>
>
H (r) = > p (r) >;
>
> V (r) p (r) p (r) >
> > > >

r > Φ (r, λ) > > > > χ (r, λ) >
l (t) > > > 1 0 >> ? >
V (r) = −2 dt; > >=> > > dχ >,
p (t) > Ψ (r, λ)> > −V (r) 1> >
> λp (r)>
>
0 dr
and σ(λ) (σ (λ) = σ (λ − 0) , σ (0) = 0, −∞ < λ < ∞) is a nondecreasing func-
tion, satisfying condition
∞
dσ(λ)
<∞
−∞ 1 + λ2
and being an orthogonal spectral function of boundary value problem (1.2). If
T = ∞, then function σ(λ) in the unique form is determined from representation [4]
t ∞
iλt iλt dσ(λ) 1
(t − s)K(s)ds = 1+ − e + iγ − sign t t, (1.5)
0 −∞ 1 + λ2 λ2 2
where γ is a real number. And if T < ∞, then, in general, for determining function
σ(λ) (of the problem spector (1.2)), it should be added the boundary condition at
the end r = T , for example, the next, χ (T, λ) = 0.
M.G. Krein reduced result takes place for the definite classes of the integral
equations of the first kind. In this case instead of the boundlessness of solution
q(t, r), its integrability should be required [1, 5, 13], where p(r) will already be
determined by equalities

1 r
p(r) = M (r) M (r) = q(s, r)ds, (1.6)
2 −r
and boundary conditions
χ (0, λ) = λ, χ (T, λ) = 0
change, correspondingly, into conditions
1 dχ 1 dχ
lim = λ, lim =0
r↓0 p(r) dr r↑T λp(r) dr
Now on the base of the reduced results we state the M.G. Krein spectral
method of the integral equations solutions, being restricted only to the case of the
integral equations of the first kind with real symmetric kernels, depending on the
arguments differences.
So, consider the integral equation of the first kind
a
K(|t − s|)ϕ(s)ds = f (t) (−a < t < a; a < T) (1.7)
−a
with kernel K(|t − s|) (−T < t, s < T ), satisfying the condition: at any r
(0 ≤ r < T ) the integral equation of the first kind
r
K(|t − s|)q(s, r)ds = 1 (1.8)
−r
has the unique integrable solution q(t, r).

Noticing that in case of real K(t) representation (1.5) obtains the form
t ∞
1 − cos λt t
(t − s)K(s)ds = 2
dσ(λ) − sign t
0 0 λ 2
from here by double term wise differentiation, validity of which is assumed, we get
∞
K(t) + δ(t) = cos λtdσ(λ).
0
Taking into account that in case of integral equations of the first kind instead
of K(t) here K(t) − δ(t) should be taken, where δ(t) is the Dirac well-known
function, we come to the representation
∞
K(t) = cos λtdσ(λ). (1.9)
0
Since q(t, r) is real, l(r) ≡ 0 and, therefore, differential system (1.2) in the
considered case can be written in the form of
d 1 dψ ψ 1 dψ
+ λ2 = 0, ψ(0, λ) = 0, lim = λ, (1.10)
dr p(r) dr p(r) r↓0 p dr
and the formulae of Fourier generalized transformation (1.3) and (1.4) will be in
the form of
T
F (λ) = f (r)ϕ(r, λ2 )p(r)dr (1.11)
0
∞
f (r) = 2 F (λ)ϕ(r, λ2 )dσ(λ); (1.12)
0
T
dr
G(λ) = g(r)ψ(r, λ2 ) (1.13)
0 p(r)
∞
g(r) = 2 G(λ)ψ(r, λ2 )dσ(λ)s (1.14)
0
Here
dχ
ϕ(r, λ2 ) = Ψ(r, λ) = /λp(r), ψ(r, λ2 ) = φ(r, λ) = χ(r, λ),
dr
and f (r) and g(r) are arbitrary functions satisfying the conditions
T T
dr
f 2 (r)p(r)dr < ∞, g 2 (r) < ∞.
0 0 p(r)
160 S.M. Mkhitaryan
Since in the considered case function q(t, r) is even, then on account of (1.1)
r
ψ(r, λ2 ) = λ q(s, r) cos λsds, (1.15)
0
r
2 1 d
ϕ(r, λ ) = q(s, r) cos λsds. (1.16)
p(r) dr 0
It is easy to see, that functions ϕ(r, λ2 ) are fundamental functions of the
differential system
d dϕ dϕ
p(r) + λ2 pϕ = 0 ϕ(0, λ) = 1, lim p =0 (1.17)
dr dr r↓0 dr
Now we are able to begin solving integral equation (1.7). It is considered that
the right part of this equation is an even function, we come to equation
a
[K(|t − s|) + K(t + s)]ϕ(s)ds = f (t) (0 < t < a).
0
Taking advantage of representation (1.9) we find, that the last equation may
be written in the form of
a ∞
ϕ(s)ds cos λt cos λsdσ(λ) = f (t)/2.
0 0
Later we change integrals order and apply the operator of transformation
(1.16) to the obtained equality. As a result,
∞
ϕ(t, λ2 )φ(λ)dσ(λ) = F (t), (1.18)
0
where a
φ(λ) = ϕ(s) cos λsds, (1.19)
0

1 1 d t
F (t) = q(s, t)f (s)ds. (1.20)
2 p(t) dt 0
Taking into account the formulae of Fourier generalized transformation (1.11)
and (1.12), from (1.18) we find
∞ a
φ(λ) = ϕ(t, λ2 )p(t)F (t)dt = ϕ(t, λ2 )p(t)F (t)dt.
0 0
2
Substituting here expression ϕ(t, λ ) from (1.16), after elementary transfor-
mations expression φ(λ) will be represented in the form of
a# a
dF $
φ(λ) = F (a)q(s, a) − q(s, t) dt cos λsds, (1.21)
0 s dt
If only
t
lim F (t) q(s, t) cos λsds = 0.
t↓0 0
Comparison (1.19) and (1.21) gives the solution of the considered equation:
a
dF
ϕ(t) = F (a)q(t, a) − q(t, s) ds.
t ds
At last, taking into account (1.6) and (1.19), we finally get
# 1 a $
d
ϕ(t) = q(s, a)f (s)ds q(t, a)
M (a) da 0
a
d # 1 d u $
− q(t, u)
q(s, u)f (s)ds du, (1.22)
t du M (u) du 0
where
u
M (u) = q(s, u)ds.
0
Now we assume that the right part of integral equation (1.7) is an odd func-
tion. In this case we have
a
[K(|t − s|) − K(t + s)]ϕ(s)ds = f (t)
0
or, taking into account representation (1.5),

a ∞
ϕ(s)ds sin λt sin λsdσ(λ) = f (t)/2.
0 0
In this equation we rearrange the integrals order, and later we use the oper-
ation of taking the differential to it. We get
∞
φ(λ)d sin λtdσ(λ) = df (t)/2,
0
where
a
φ(λ) = ϕ(s) sin λsds.
0
Later acting in the same way, as in the case of the even right part, with
the help of transformation operator (1.15) and the formulae of Fourier general-
ized transformation (1.13) and (1.14) the solution of the initial equation will be
expressed by the formula

d a q(t, u) # u $
ϕ(t) = − q(s, u)df (s) du, (1.23)
dt t M (u) 0
where the inner integral is understood in the sense of Stieltjes.
Having noted, that arbitrary function f (t) is represented in the form of the
even and old functions sum, we conclude, that the solution of integral equation
(1.7) for any right part with the help of (1.22) and (1.23) can be obtained with
162 S.M. Mkhitaryan
the help of the formula

a
1 #d $
ϕ(t) = q(s, a)f (s)ds q(t, a)
2M (a) da −a
a
1 d # 1 d u $
− q(t, u) q(s, u)f (s)ds du
2 |t| du M (u) du −u

1 d a q(t, u) # u $
− q(s, u)df (s) du (−a < t < a). (1.24)
2 dt |t| M (u) −u
For the applicability of formula (1.24) it is sufficient to presume that function
f (t) (−a < t < a) is twice continuously differentiable. M.G. Krein stated spectral
method is applicable to other types of integral equations. For example, let the
integral equation be given
a ∞
ϕ(s)ds χ(t, λ)χ(s, λ)dσ(λ) = f (t), (1.25)
0 0
where χ(t, λ) is the fundamental function of some boundary value problem (1.17),
and σ(λ) is the orthogonal spectral function of another boundary value problem
of the same type, having fundamental functions ϕ(t, λ).
With this it is assumed that function σ(λ) is so that the inner integral in
(1.25) exists in an ordinary sense or in the sense of the generalized functions
theory.
Later if the transformation operator is known
t
ϕ(t, λ) = T (t, s)χ(s, λ)ds,
0
then the solution of the integral equation (1.25) may be obtained in the above-
stated method.
The M.G. Krein rule of Fredholm general integral equation solution of the
second kind, and in certain conditions Fredholm integral equation of the first kind
as well is reduced in [5, 13].
2. As an example of application of the M.G. Krein spectral method the integral

equations solutions of (1.25) type in [16] an integral equation is considered
a
K(t, s)ϕ(s)ds = f (t) (0 < t < a, a ≤ ∞) (2.1)
0
with symmetrical kernel K(t, s), expressed by hypergeometrical function

1 p p + 1 q 4t2 s2
K(t, s) = 2 2 p
F ; ; ; 2 , (2.2)
(t + s ) 2 2 2 (t + s2 )p
where F (α, β, γ, z) =2 F1 (α, β, γ, z) are Gauss hypergeometrical function and pa-
rameters p, q satisfy the conditions
0 < 2p < q < 2p + 2. (2.3)
Under these conditions the hypergeometrical function assumes the known

representation in the form of Veber-Sonin integral [25]
1 p p + 1 q 4t2 s2
F , , ,
(t2 + s2 )p 2 2 2 (t2 + s2 )p
∞
1 Jq/2−1 (λt)Jq/2−1 (λs) 2p−q+1
= λ dλ, (2.4)
Mp,q 0 (ts)q/2−1
where
Mp,q = Γ(p)/2q−2p+1 Γ(q/2)Γ(q/2 − p),
Γ(x) is Euler known gamma-function, and Jμ (x)-Bessel function of the first kind
of index μ.
In [17] with the help of another representation of hypergeometrical function
in the form of Abelian integrals [25] the solution of equation (2.1)–(2.3) is reduced
to the double application of Abel inversion formulae.
In [16] for the solution of equation (2.1)–(2.3) by the M.G. Krein spectral
method Sonin known formula is applied [25]
t
2ν λ1−ν Jμ (λr)rμ+1
Jμ−ν+1 (λt) = dr (μ > −1, ν < 1)
Γ(1 − ν)tμ−ν+1 0 (t2 − r2 )ν
expressing any Bessel function of the first kind through the integral, containing
Bessel function with less index. Then equation (2.1)–(2.2) with the help of (2.4)
is represented in the form of
a ∞
1−q/2
s ϕ(s)ds Jq/2−1 (λt)Jq/2−1 (λs)λ2p−q+1 dλ = Mp,q tq/2−1 f (t) (2.5)
0 0
according to (1.25).
Placing μ = p − 1, ν = 1 + p − q/2 into Sonin formula we get
t
λq/2−1 t1−q/2 Jp−1 (λr)rp dr
Jq/2−1 (λt) = q/2−p−1 ,
2 Γ(q/2 − p) 0 (t2 − r2 )1+p−q/2
where under conditions (2.3) by Abel inversion formula we find

q/2−p 2q/2−p t−p d t Jq/2−1 (λr)rq/2 dr
λ Jp−1 (λt) = . (2.6)
Γ(1 + p − q/2) dt 0 (t2 − r2 )q/2−p
Functions Jq/2−1 (λt) and Jq/2−1 (λs) entering the inner integral of the left
part (2.5) are not orthogonal with weight λ2p−q+1 . With this weight functions
√ √
λq/2−p tJp−1 (λt) λq/2−p sJp−1 (λs),
are orthogonal as
∞ √ √
λq/2−p tJp−1 (λt)λq/2−p sJp−1 (λs)λ2p−q+1 dλ = δ(t − s),
0
which directly generates from Hankel integral transformation formulae.
On the other hand the transformation operator which is given by formulae
(2.6), is known. These considerations note that the solution of equation (2.5),
164 S.M. Mkhitaryan
i.e., equations (2.1)–(2.3) may be obtained by the M.G. Krein spectral method,
described in the previous item.
Having applied the above-described procedure to equation (2.5), its solution
will be represented by formula
# a1−2p F (a) a 1−2p $
tq−1 [s F (s)]
ϕ(t) = − ds .
Γ(1 + p − q/2) (a2 − t2 )q/2−p t (s − t )
2 2 q/2−p
where
2Γ(p)sin[π(p − q/2)] d t f (r)rq−1 dr
F (t) = − .
πΓ(q/2) dt 0 (t2 − r2 )q/2−p
This formulae after elementary transformations coincides with the corre-
sponding formulae from [17].
In [16] important private cases of kernel (2.2) are considered, when Carleman,
Hilbert-Riesz and Hertz kernels are obtained. The integral equations with such
kernels are often met in contact problem of elasticity theory and creep theory.
Then by the M.G. Krein general method [5, 13], in papers [14, 15] the integral
equations solutions of the first kind are built
a
K(t − s)ϕ(s)ds = f (t), (2.7)
−a
where Hermitian kernel K(t−s) is generated by one of the following seven functions
K(t) (−2T < t < 2T ):
1 iπ
1) ln − th (πμ) sign t (T ≤ π; −∞ < μ < ∞) ;
2 sin (|t|/2) 2
1 iπ √
2) ln − th (πμ) sign t T ≤ 2ln 1 + 2 ; −∞ < μ < ∞ ;
2sh (|t|/2) 2
|t| iπ
3) lnctg − th (πμ) sign t (T ≤ π; −∞ < μ < ∞) ;
4 2
|t| iπ
4) lncth − th (πμ) sign t (T ≤ ∞; −∞ < μ < ∞) ;
4 2
h πh
5) (1 − iμsign t)/|t| T = ∞; 0 < h < 1, |μ| < th ;
2
? h
|t| πh
6) (1 − iμsign t) e iht/2
2sin T ≤ π; 0 < h < 1, |μ| < tg ;
2 2
? h
|t| πh
7) (1 − iμsign t) eiht/2 2 sh T ≤ ∞; 0 < h < 1, |μ| < tg .
2 2
Integral equations (2.7) with such kernel functions arise in contact problems
of elasticity theory and nonlinear theory of established creep with power physical
law, when in the contact zone the forces of cohesion and friction are taken into
account.
In [14, 15] corresponding to integral equations (2.7) differential systems (1.2)
are composed, their fundamental functions, which are expressed by known special
functions, are found and Fourier generalized transformation formulae (1.3) and
(1.4) are written.
On this way by the unique method the formulae of several known integral
transformations are again obtained, and in some cases their generalizations are
obtained. For example expansion formulae of two-dimensional vector-function from
L2 (0, ∞) by Whittaker functions, which in private case turn into Hankel integral
transformation known formula.
3. We pass on to the question of correlation and identity of formulae of the integral

equations solution, obtained by the M.G. Krein method and by other methods.
Here we shall be confined to two integral equations, met in plane contact problems
of elasticity theory and nonlinear creep theory or in contact problems for linearly-
deformable foundation.
The solution of plane contact problem of elasticity theory on compression
in vertical direction of two elastic bodies with forces statically equivalent to force
P and a pair of forces with moment M , in the frame-work of Hertz’s known
hypothesis and in case of one locality of contact [−a; a] is reduced to the integral
equation solution [18] a
1
ln p(s)ds = f (x) (3.1)
−a |x − s|
under the conditions
a a
p(x)dx = P ; xp(x)dx = M. (3.2)
−a −a
Here
f (x) = [c + αx − f1 (x) − f2 (x)](ϑ1 + ϑ2 )−1 ; ϑi = 2(1 − νi2 )/πEi (i = 1, 2),
where Ei , νi (i = 1, 2) are the elastic constants contacting among themselves
of the bodies, fi (x)(i = 1, 2) are the functions, characterizing the surfaces of
compressed bodies up to deformation, α is the angle of the mutual rotation of
the bodies from each other relatively subject to determination of the constant
depending on the degree of mutual approach of bodies, p(x) is the unknown normal
pressure in the zone of contact.
Placing (3.1) into equation
f (x) = f+ (x) + f− (x), p(x) = p+ (x) + p− (x) (x ∈ (−a; a))
(f± (−x) = ±f± (x), p± (−x) = ±p± (x))
we expand the input contact problem on symmetrical problem, described by equa-
tion a
1
ln 2 p+ (s)ds = f+ (x) (x ∈ (0; a)) (3.3)
0 | x − s2 |
and on skew-symmetric problem, described by integral equation
a
x+s
ln p− (s)ds = f− (x) (x ∈ (0; a)) (3.4)
0 | x−s|
166 S.M. Mkhitaryan
In the given case the solution of integral equation (1.8), when K(|t − s|) =
ln(1/|t − s|), and function M (r) from (1.6) has the form [1, 5, 13]
1 1 1
q(t, r) = √ , M (r) = . (3.5)
π ln(2/r) r − t2
2 2 ln(2/r)
Taking into account (3.5), with the help of the M.G. Krein formula (1.22)
the solution of integral equation (3.3) after not complicated transformations may
be expressed in the form of (0 < x < a)
a u
J(a) 1 2 du d # d f+ (s)ds $
p+ (x) = √ − 2 √ u √
π ln(2/a) a2 − x2 π x u2 − x2 du du 0 u 2 − s2
# u u
2 f (s)ds d f (s)ds $
J(u) = √+ + u ln(2/u) √+ (3.6)
π 0 u 2 − s2 du 0 u 2 − s2
and the solution of equation (3.4) in the form of (0 < x < a)
a u
2 d udu df (s)
p− (x) = − 2 √ √ . (3.7)
π dx x u2 − x2 0 u 2 − s2
Note that formula (3.6) for the solution of equation (3.1) in symmetric case
was first obtained by N.A. Rostovtsev [26].
Later assume that f (x) ∈ C1 [−a; a] (C1 [−a; a] is a class of continuous and
continuously differentiable on the segment [−a; a] functions), and also, derivative
f (x) in the interval (−a; a) satisfies the Hölder condition. Then having differenti-
ated the both parts of equation (3.1), we come to a singular integral equation
a
p(s)ds
= f (x) (|x| < a) (3.8)
−a s − x
with Cauchy kernel where the integral at s = x is understood in the sense of the
principal value by Cauchy. The solution of equation (3.8) under the first condition
(3.2) has the form [18, 20] (−a < x < a)
a √ 2
1 a − s2 f (s)ds P
p(x) = − √ + √ . (3.9)
π 2 a2 − x2 −a s−x π a2 − x2
At last, supposing that function f (x) in the interval (−a, a) satisfies the
Dirichlet ordinal condition, we place
∞

f (x) = an Tn (x/a) (−a < x < a), (3.10)
n=0
where Tn (x) are Chebishev polynomials of the first kind. Then using the known
spectral relationships [24]
⎧
a
1 Tn (s/a) ds ⎨
π ln (2/a) (n = 0) ;
ln √ = π (|x| < a) (3.11)
|x − s| a2 − s2 ⎩ Tn (x/a) (n = 1, 2, . . .
−a n
the solution of equation (3.1) with the first condition (3.2) can be represented by
formula
1 # ∞ $
p(x) = √ P+ nan Tn (x/a) (|x| < a). (3.12)
π a2 − x2 n=1
Note, that unknown parameter α, which may be determined from the second
condition (3.2) with the help of (3.12) or (3.9), linearly enters coefficient a1 .
Thus, the solution of integral equations (3.1), built with the above-mentioned
three methods, is given with formulae (3.6)–(3.7), (3.9) and (3.12).
Later on, assuming, that f (x) ∈ C1 [−a; a] and the second derivative f (x)
in interval (−a; a) satisfies Dirichlet conditions, we shall show that in this class
of functions formulae (3.6)–(3.7) and (3.9) are reduced to formula (1.17). Hence
it will be shown that in spite of the difference of the analytical types of formulae
(3.6)–(3.7), (3.9) and (3.12), they coincide.
In fact, with the assumptions made relatively to f (x), we have an = 0(n−3 )
at n → ∞ and, therefore, series (3.10) may be differentiated term by term:
∞

f (x) = a−1 nan Un−1 (x/a) (| x |< a), (3.13)
n=1
where Un−1 (x) (n = 1, 2, . . . ) are Chebishev polynomials of the second kind.

Substituting now (3.13) into (3.9) and using the known relationship from [27] (p.
188, formula (48)) we come to formulae (3.12).
In order to show that formula (3.12) arises from the M.G. Krein formula
(3.6)–(3.7), at first we place f+ (x) = T2n (x) (n = 1, 2, . . . ), into (3.6), where,
without loss of generality, we can admit a = 1. Then for the integral calculation
u 1
T2n (s) ds T2n (ut) dt
In (u) = √ = √ (s = ut; n = 1, 2, . . .)
u 2 − s2 1 − t2
0 0
the known formulae from [28] (p. 849, form. 7.349; p. 1050, form. 8.961.8) may be
used, with formulae T2n (t) = Tn (2t2 − 1) (n = 0, 1, 2, . . . ) they will make
π
In (u) = Pn(−1,0) 2u2 − 1 (n = 1, 2, . . .) ,
2
(α,β)
where Pn (x) (n = 0, 1, 2, . . . ) are the Jacobi polynomials. Later, having suc-
cessively calculated the rest of the necessary integrals [29, 30] from (3.6) we get
2nT2n (x)
p+ (x) = √ (0 < x < 1, n = 1, 2, . . .) ,
π 1 − x2
which is equivalent to spectral relationship (3.11) at even index of n.
In the same way starting from formula (3.7) and assuming a = 1, f (x) =
T2n−1 (x), we obtain (3.11) at odd indexes of n.
Now, if we substitute class (3.10) into (3.6)–(3.7), we come to formula (3.12)
at once.
168 S.M. Mkhitaryan
Let us pass to the second equation. A lot of contact and mixed problems of
elasticity theory, when the base elasticity module by vertical coordinate changes
by the power law, and the Poisson ratio is constant [23] or in the first approach
of nonlinear theory of the established creep at degree dependence between the
stresses intensities and deformations velocities [7], are reduced to the Carleman
integral equation [31]
a
ϕ(s)ds
= f (t) (0 < h < 1). (3.14)
−a |t − s|h
Later, as above, after representation of the right part f (t) of equation (3.14) in
the form of even sum and odd function, we come to the following equations:
a# $
1 1
± ϕ± (s)ds = f± (t) (0 < t < a). (3.15)
0 |t − s|h (t + s)h
Now, with the M.G. Krein formula (1.22) the solution of equation (3.15) with
the even right part f+ (t) has the form [13]
a
,
2 (h−1)/2
h−1/2
ϕ+ (t) = C (h) a 1−h
a −t
2
J (a) − ξ 2 − t2
t
: ξ (3.16)
d 1−h d (h−1)/2
× ξ J (ξ) dξ ; J (ξ) = ξ 2 − s2 f+ (s) ds
dξ dξ
0
C (h) = π −5/2 Γ (h/2) Γ [(1 − h)/2] cos2 (πh/2) (0 < t < a) ;

and by the M.G. Krein formula (1.23) the solution of equation (3.15) with the odd
right part f− (t) has the form of
a (h−1)/2 ξ
d t2 f− (s) ds
ϕ− (t) = −C (h) 1− 2 dξ (1−h)/2
. (3.17)
dt ξ (ξ − s2 )
2
t 0
In formulae (3.16)–(3.17) again without restriction of generality we place

a = 1.
Later according to the well-known results [18, 20] by the method of singular
integral equations the solution of equation (3.14) is reduced to the solution of the
following Abelian integral equation:
t
ϕ (s) ds 1 1 (1−h)/2
h
= f (t) − ctg (πh/2) 1 − t2
(t − s) 2 2π
−1
(3.18)
1
2 (h−1)/2
1−s f (s) ds
× (−1 < t < 1) .
s−t
−1
Now if we place
∞

f (t) = an Cnh/2 (t) (−1 < t < 1) (3.19)
n=0
and use well-known spectral relationship [22, 24]
1 h/2
Cn (s) ds
h (1−h)/2
= λn Cnh/2 (t) (−1 < t < 1)
|t − s| (1 − s2 )
−1
λn = πΓ (n + h) [n!Γ (h) cos (πh/2)]−1 , (3.20)

where Cnλ (t)
are Gegenbauer polynomials, then the solution of integral equation
(3.14) may be substituted by infinite series
∞
(h−1)/2
ϕ (t) = 1 − t2 an λ−1 h/2
n Cn (t) (−1 < t < 1) . (3.21)
n=0
h/2 h/2
on the other hand, if f+ (t) = C2n (t) is set into (3.16), f− (t) = C2n−1 (t) (n =
h/2
1, 2, . . . ) into (3.17), and f (t) = Cn (t) into (3.18), then as it is shown in [32, 33]
we get relationship (3.20). In the same place it is shown, that from the M.G. Krein
formulae (3.16)–(3.17) with the help of (3.19) we obtain the solution of equation
(3.18) and formula (3.21).
In the conclusion we note, that the M.G. Krein method may be also applied to
the solution of dual integral equations and dual series-equations [34–36]. Note, too,
that the M.G. Krein formulae of the integral equations solution, as it is represented,
contain most full information on the solution structure.
Acknowledgment
Many thanks to L. Ghulghazaryan, A. Khachatryan, A. Melikyan, M. Minasyan
for their kindly help in design of the paper.
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S.M. Mkhitaryan
M.Baghramyan ave., 24b,
Institute of Mechanics of NAS Armenia,
375019 Yerevan, Armenia
e-mail: smkhitaryan@mechins.sci.am
Operator Theory:

The Stress Concentration in the

Neighborhood of the Spherical Crack
Inside the Infinite Elastic Cone
Gennadiy Popov and Nataly Vaysfel’d
Abstract. The aim of this work is to estimate the stress intensity factor near
the spherical crack inside the infinite cone under the compressing load on the
cone vertex. It is supposed that on the cone surface the conditions of the first
main elasticity problem are fulfilled.
Mathematics Subject Classification (2000). Primary 74B05; Secondary 14B05.
Keywords. Spherical crack, cone, integro-differential equation, orthogonal
polynomial method.
1. The problem statement

The problems on the stress concentration in the neighborhood of the spherical form
defects, situated inside the elastic conical bodies, were considered earlier [1]–[3].
They were solved for the torsion load in the dynamic statement. In this work the
solution of the axisymmetric problem on stress concentration near the spherical
crack, weakened the infinite elastic cone under the compressing load on the cone
vertex, is proposed.
The compressing load of intensity P is applied to the vertex of the infinite
elastic cone (the shear module is G, Poisson coefficient is μ). The conditions of
the first main elasticity problem are fulfilled on the cone surface, described in the
spherical coordinates by the correspondences,
0 ≤ r ≤ ∞, 0 ≤ θ ≤ ω, −π ≤ ϕ ≤ π,
(1.1)
τrθ (r, θ)θ=ω = 0, σθ (r, θ)θ=ω = 0.
Only the two components of the displacement vector are different from zero,
ur (r, θ), and uθ (r, θ).
174 G. Popov and N. Vaysfel’d
The spherical crack on the surface

r = R, 0 ≤ θ ≤ ω0 (0 < ω0 < ω), −π ≤ ϕ ≤ π
is situated on the distance R from the cone vertex. It is supposed that the crack
branches are in the smooth contact, i.e.,
τrθ (r, θ)r=R+0 = τrθ (r, θ)r=R−0 = 0, τrθ (R, θ) = 0, θ ∈ (0; ω0 ). (1.2)
Here and feather f (R, θ) = f (R − 0, θ)−f (R + 0, θ) . The compressing behavior
of the applied load allows to write the rest of conditions on the crack (θ ∈ (0; ω0 ):
ur (R − 0, θ) = ur (R + 0, θ) , ur (R, θ) = 0,
uθ (R − 0, θ) − uθ (R + 0, θ) = uθ (R, θ) = X(θ), (1.3)
σr (R − 0, θ) = σr (R + 0, θ) , σr (R, θ) = 0,
where X(θ) is the unknown jump of the displacement uθ (r, θ), which required to
be estimated. Also it is needed to estimate the stress τrθ (r, θ) intensity factor in
the crack neighborhood.
2. The problem reduction to the solving of the

integro-differential equation
The stress and displacement fields are searched as the superposition of the continu-
ous and discontinuous field vectors T (r, θ) = T M (r, θ) + T ∗ (r, θ). The components
of the continuous field T M (r, θ) constructed for the case of the defect absence
inside the cone, was obtained in [4]
B Bctg 2θ
uM
r (r, θ) = , θ (r, θ) = −
uM ,
r r
B B cos θ
σrM = −2G 2 , σθM = 2G 2 ,
r r (1 + cos θ)
2GB sin θ ω
M
τrθ (r, θ) = 2 , B = −A cos2 ,
r (1 + cos θ) 2
2P (μ + 2G)
A= . (2.1)
μ (1 − cos3 ω) + G (1 − cos ω) (1 + cos2 ω)
For the discontinuous field construction, when it taken in consideration the
presence of the crack inside the cone, let’s apply to equilibrium equations, written
in the spherical coordinates [5]
/ / •
(v sin θ)• (u• sin θ)• v sin θ
μ∗ r u 2 /
− 2μ∗ u − (μ0 + 2) + + μ0 r = 0,
sin θ sin θ sin θ
/ • •
(v sin θ) v
r2 v / + μ∗ + + μ0 ru/• + 2μ∗ u• = 0, (2.2)
sin θ sin2 θ
u (r, θ) ≡ ur (r, θ) , v (r, θ) ≡ uθ (r, θ) , μ∗ = 1 + μ0 , mu0 = (1 − 2μ)−1 .
The Stress Concentration in the Neighborhood of the Spherical. . . 175
the integral transforms, obtained in work [6]. To the first equation in (2.2) let’s
apply the transform
ω
uk (r) = u(r, θ)Pν0k (cos θ) sin θdθ, k = 0, 1, 2, . . . (2.3)
0
and to the second one –

ω
vk (r) = v(r, θ)Pν1k (cos θ) sin θdθ, k = 1, 2, . . . (2.4)
0
where νk are the roots of the transcendental equation

Pν1 (cos ω) = 0, ν = νk , k = 0, 1, 2, . . . , ν0 = 0. (2.5)
(Here and feather a stroke above a symbol defines the derivative with respect to a
first variable, and a dot – the derivative with respect to a second variable.) In the
transform space the equation system is obtained:
/
/ /
μ∗ r2 uk (r) − (2μ∗ + Nk )uk (r) + (μ0 + 2)vk (r) − μ0 rvk (r)
= ((μ0 + 2)v(r, ω) − u• (r, ω) − μ0 rv / (r, ω))Pν0k (cos ω) sin ω,
/ (2.6)
/ /
r2 vk (r) + μ∗ Nk vk (r) + μ0 rNk uk (r) + 2μ∗ Nk uk (r)
= μ∗ v(r, ω)(Pν1k (cos ω))• sin ω
Nk = νk (νk + 1) .
The boundary conditions (1.1) should be fulfilled. Let’s rewrite them in the fol-
lowing form
r2 v / (r, ω) − v (r, ω) + u• (r, ω) = 0, (2.7)

/ •
r2 u(r, θ) (v(r, θ) sin θ) (v • (r, θ) + u(r, θ))
μμ0 + θ=ω + θ = ω = 0.
r2 r sin θ r
The function u• (r, ω) is expressed from the first equation (2.7) and is substi-
tuted to the right-hand part of the first equation in (2.6). So, only two functions
v(r, ω), v / (r, ω) should be defined feather. Temporally we take them as known. The
integral Mellin transform is applied by the generalized scheme [7] to the obtained
system (2.6)
∞
fsk = fk (r)rs−1 dr (2.8)
0
with the inversion formula

γ+i∞
1
fk (r) = fsk r−s ds.
2πi
γ−i∞
As a result, we get the equation system, which is written in transform space:

(μ∗ s(s − 1) − 2μ∗ − Nk ) usk + (μ0 + 2 + μ0 s) vsk
@ A
/
= μ∗ (s − 1)Rs uk (R) − μ∗ Rs+1 uk (R) + μ0 Rs vk (R)
+ [(μ∗ + 2μμ0 s) vs (ω) − 2μμ0 Rs (v(R − 0, ω) − v(R + 0, ω))] Pν0k (cos ω) sin ω,
(2μ∗ − μ0 s)Nk usk + (s(s − 1) − μ∗ Nk ) vsk
@ A
/
= (s − 1)Rs vk (R) − Rs+1 vk (R) − μ0 Rs Nk uk (R)
•
+ μ∗ vs (ω) Pν1k (cos ω) sin ω. (2.9)
With regard of the first condition on the crack (1.3) we have uk (R) = 0, and
with regard of the second one – vk (R) = Xk . From the condition of the@ tangent
A
/
stress equality to zero on the crack branches we obtain the relation R vk (R) =
Xk . With this purpose the integral transform (2.4) is applied to this condition.
From@ the normal
A stress jump equality to zero we obtain another one relation,
/
Rμ∗ uk (R) = 2μμ0 Xk , in advance the integral transform (2.3) is applied to it.
So, the algebraic system of equation is written in the form
(μ∗ s(s − 1) − 2μ∗ − Nk ) usk + (μ0 + 2 + μ0 s) vsk
= Rs Xk + (μ∗ + 2μμ0 s) vs (ω)Pν0k (cosω) sin ω,
(2μ∗ − μ0 s) Nk usk + (s(s − 1) − μ∗ Nk ) vsk
•
= (s − 2)Rs Xk + μ∗ vs (ω) Pν1k (cosω) sin ω. (2.10)
Its solution is the following:
,
usk = Δ−1 α (s, k) Rs Xk + β (s, k) Pν0k (cos ω) sin ωvs (ω) (2.11)
• &
−λ (s, k) Pν1k (cos ω) sin ωvs (ω) ,
%
vsk = Δ−1 α̃ (s, k) Rs Xk + β̃ (s, k) Pν0k (cos ω) sin ωvs (ω)
• &
−λ̃ (s, k) Pν1k (cos ω) sin ωvs (ω) ,
α (s, k) = −2μμ0 s2 + (μ0 − 3) s + 4 + 2μ0 − μ∗ Nk ,
β (s, k) = 2μμ0 s3 + 2s2 − μ∗ (1 + 2μμ0 Nk ) s − μ2∗ Nk ,
λ (s, k) = μ∗ (μ0 s + μ0 + 2) ,
α̃ (s, k) = μ∗ s3 − 3μ∗ s2 + 2μμ0 Nk s + 4μ∗ − 2μ0 Nk ,

β̃ (s, k) = Nk 2μμ20 s2 + (1 − 4μ) μ0 μ∗ s − 2μ2∗ ,
λ̃ (s, k) = μ∗ (μ∗ s(s − 1) − 2μ∗ − Nk ) ,
Δ = (s − νk ) (s − νk − 2) (s + νk + 1) (s + νk − 1) .
Let’s apply to the obtained displacement transforms (2.11) the inverse Mellin
transform (2.8) taking into consideration that denominator have the isolated sin-
gularities s1 = νk ; s2 = νk + 2; s3 = −νk − 1; s4 = −νk + 1. With the help of
the residue theorem, we get the expression for the displacement transforms (2.3),
(2.4) in the form
∞
v (ρ, ω) 0
uk (r) = Xk Ak (r) + Pν0k (cos ω) sin ω Ak (r, ρ) dρ
ρ
0
∞
• v (ρ, ω) 1
+ Pν1k (cos ω) sin ω Ak (r, ρ) dρ,
ρ
0
∞
v (ρ, ω) 0
vk (r) = Xk Bk (r) + Pν0k (cos ω) sin ω Bk (r, ρ) dρ
ρ
0
∞
• v (ρ, ω) 1
+ Pν1k (cos ω) sin ω Bk (r, ρ) dρ,
ρ
0
+ R νk 2
a1 + a2 Rr ,R < r
Ak (r) = r νk
r
,
−a r
3R − a 4r
R
, R>r
⎧ R
ρ νk ρ 2
⎨ a 5 + a 6 r ,ρ < r
A0k (r, ρ) = r νk ,
⎩ r
−a7 ρr − a8 ρr , ρ > r
ρ
⎧ ρ νk 2
⎨ a9 + a10 ρr ,ρ < r
A1k (r, ρ) = νk
r
, (2.12)
⎩ r
−a11 ρr − a12 ρr , ρ > r
ρ
here ai , i = 1, 12 are the residuals of the functions α(s, k), β(s, k), λ (s, k) in
the simple poles si , i = 1, 4. The coefficients Bk (r), Bk0 (r, ρ), Bk1 (r, ρ) have the
analogues structure to the coefficients Ak (r), A0k (r, ρ), A1k (r, ρ) structure, but vice
the coefficients ai , i = 1, 12 we should take bi , i = 1, 12, which are the residuals of
the functions α̃(s, k), β̃(s, k), λ̃ (s, k) in the simple poles si , i = 1, 4.
To the obtained displacement transforms the inverse formulas of integral
transforms (2.3), (2.4) are applied
∞
> >−2
u(r, θ) = uk (r)Pν0k (cos θ) >Pν0k (cos θ)> ,
k=1
∞
> >−2
v(r, θ) = v k (r)Pν1k (cos θ)−2 >Pν1k (cos θ)> . (2.13)
k=1
And so,
ω0 ∞
> >−2
u(r, θ) = X (η) sin η Ak (r)Pν1k (cos η) Pν0k (cos θ) >Pν0k (cos θ)> dη
0 k=1
∞
∞
> >−2 v (ρ, ω) 0
+ Pν0k (cos ω) sin ωPν0k (cos θ) >Pν0k (cos θ)> Ak (r, ρ) dρ
ρ
k=1 0
∞
∞
• > >−2 v (ρ, ω) 1
+ Pν1k (cos ω) sin ωPν0k (cos θ) >Pν0k (cos θ)> Ak (r, ρ) dρ,
ρ
k=1 0
ω0 ∞
> >−2
v(r, θ) = X (η) sin η Bk (r)Pν1k (cos η) Pν1k (cos θ) >Pν1k (cos θ)> dη (2.14)
0 k=1
∞
∞
> >−2 v (ρ, ω) 0
+ Pν1k (cos θ) sin ωPν0k (cos ω) >Pν1k (cos θ)> Bk (r, ρ) dρ
ρ
k=1 0
∞
∞
• > >−2 v (ρ, ω) 1
+ Pν1k (cos θ) sin ω Pν1k (cos ω) >Pν1k (cos θ)> Bk (r, ρ) dρ.
ρ
k=1 0
During these formulas obtaining it was taken in consideration that

ω0
Xk = X (η) Pν1k (cos η) sin ηdη.
0
As we can see, in the right-hand part of these expressions there are two unknown
functions X (η) and v (ρ, ω). For the expressing the last function from the previous
one X (η) let’s fulfill the condition of the normal stress equality to zero on the cone
surface (it is the second equality in the boundary conditions (2.7)). With this aim
the Mellin transform is applied to it. As a result, the formula connecting the Mellin
transforms of the displacements, is obtained
2μ0 (1 − μs) us (ω) + (μ0 + 1) vs• (ω)
vs (ω) = − . (2.15)
2μμ0 ctgω
Let’s find the transforms in the correspondence (2.15) by the following proce-
dure. With the help of the conjugation theorem for Mellin transform the forward
Mellin transform (2.8) is applied to the formulas (2.14)
ω0 ∞
> >−2
us (θ) = X (η) sin ηRs Ask Pν1k (cos η) Pν0k (cos θ) >Pν0k (cos θ)> dη
0 k=1
∞
> >−2
+ Vs (ω) sin ω Pν0k (cos θ) >Pν0k (cos θ)>
k=1
# • $
× Pν0k (cos ω) A0sk + Pν1k (cos ω) A1sk , (2.16)
−a1 −a2 −a3 −a4

Ask = + + + ,
−νk + s −νk + s − 2 νk + s + 1 νk + s − 1
−a5,9 −a6,10 −a7,11 −a8,12

A0,1
sk = + + + ,
−νk + s −νk + s − 2 νk + s + 1 νk + s − 1
∞
Vs (ω) = v(ρ, ω)ρs−1 dρ.
0
The analogical formula is obtained for the displacement transform vs (ω), and then
passage to the limit θ = ω was done. As a result, with regard of formula (2.5), the
following equality have place:
ω0 ∞
• > >−2
•
vs (ω) = X (η) sin ηRs Bsk Pν1k (cos η) Pν1k (cos ω) >Pν0k (cos θ)> dη
0 k=1
∞
• > >−2
+ Vs (ω) sin ω Pν1k (cos ω) >Pν1k (cos θ)>
k=1
# • 1 $
× Pν0k (cos ω) Bsk
0
+ Pν1k (cos ω) Bsk (2.17)
0,1
where coefficients Bsk, Bsk have the analogical structure to coefficients Ask, A0,1
sk ,
where vice ai , i = 1, 12 it is necessary to take bi , i = 1, 12. Let’s substitute the
equalities (2.16) and (2.17) in the equality (2.15), from the last one the transform
Vs (ω) will be found
30
ω 0
∞
Rs X (η) sin η Pν1k (cos η) Lsk dη
0 k=1
Vs (ω) = 0
∞ , (2.18)
sin ω Msk
k=1
where
> >−2 % 0 • &
Msk = 2μ0 (1 − μs)Pν0k (cosω) >Pν0k (cosθ)> Pνk (cosω)A0sk + Pν1k (cosω) A1sk
> >−2 1 • , 0 0 -
+μ∗ >Pν1k (cos θ)> Pνk (cos ω) 0
Pνk (cos ω) Bsk + Pν1k (cos ω) Bsk ,
% > >−2
Lsk = − 2μ0 (1 − μs) Ask Pν0k (cos ω) >Pν0k (cos θ)>
> >−2 1 • &
+μ∗ Bsk >Pν1 (cos θ)>
k
Pν (cos ω)
k
.
After inversion of function (2.18), the expression for the original calculation is
obtained

γ+i∞
1
v (ρ, ω) = Vs (ω) ρ−s ds (2.19)
2πi
γ−i∞
Here the γ value should be chosen from the interval (1 − νk ; νk ) [8]. With regard of
the equation (2.5) root values νk , obtained in [6], it should be executed γ ∈ (−1; 2).
So, let’s chose γ = 0. After it, in the integral (2.19) the change of the variable
ϕ = −is was done. It lead to the integration in the line of the real axis. The
obtained integral is divided on the two integration intervals (−∞; 0) ∪ (0; ∞) with
the corresponding change of variables s = −ϕ and s = ϕ.
After the substitution of the equality (2.19) into the correspondence (2.14)
the both displacements u(r, θ), v(r, θ) will be expressed through the one unknown
function X (η):
ω0 ∞
> >−2
u (r, θ) = X (η) sin η Ak (r)Pν1k (cos η) Pν0k (cos θ) >Pν0k (cos θ)> dη (2.20)
0 k=1
ω0
1
+ X (η) sin ηΦ0 (r, θ, η) dη,
2π
0
ω0 ∞
> >−2
v (r, θ) = X (η) sin η Bk (r)Pν1k (cos η) Pν1k (cos θ) >Pν1k (cos θ)> dη (2.21)
0 k=1
ω0
1
+ X (η) sin ηΦ1 (r, θ, η) dη,
2π
0
Φ0 (r, θ, η)
∞
∞ ∞
Pν0k
(cos θ) •
= > >2 Pν0k (cos ω) A0k (r, ρ) + Pν1k (cos ω) A1k (r, ρ)
> 0 >
k=1 Pνk (cos θ) 0 0
⎛ 0∞ 0
∞ ⎞
1
Pνm (cos η) L−is,m is Pν1m (cos η) Lis,m is
⎜ m=1 ρ R ⎟
×⎜⎝ 0∞ + m=1 0 ∞
⎟ dsdρ,
⎠
R ρ
M−is,m Mis,m
m=1 m=1
Φ1 (r, θ, η)
∞
∞ ∞
Pν1 (cos θ) •
= > k > Pν0k (cos ω) Bk0 (r, ρ) + Pν1k (cos ω) Bk1 (r, ρ)
>P 1 (cos θ)>2
k=1 νk 0 0
⎛ 0∞ 0∞ ⎞
Pν1m (cos η) L−is,m is Pν1m (cos η) Lis,m is
⎜ m=1 ρ R ⎟
×⎜
⎝ 0
∞ + m=1 0∞
⎟ dsdρ.
⎠
R ρ
M−is,m Mis,m
m=1 m=1
It is remain to satisfy the first condition from (1.2) on the one of the crack
branches, for example, on the branch r = R − 0, to find the unknown function
X (η). Taking in consideration the form of the solution as the superposition of the
continuous and discontinuous fields, we get the equality
Rv / (R − 0, θ) − v (R − 0, θ) + u• (R − 0, θ) = −2Rτrθ
M
(R, θ) . (2.22)
Before the differentiation of the correspondence (2.21) and passing to the limit
with r = R − 0, it is necessary to sum the series, including in this expression (if not
– all operations will be illegitimate because of the series conditional convergence).

With this aim let’s investigate the convergence of these series with the formulas
[9] for the asymptotic behavior of the functions Pνμ (cos ϕ) when ν → ∞, for the
eigenvalues νk asymptotic [6] when k → ∞, νk ∼ kπ , k → ∞ and for the norm
> 0 >−2 > >−2 ω 1
>
asymptotic Pνk (cos θ) > kπ 2 > 1
∼ ω2 , Pνk (cos θ) > ∼ k . All these correspondences
allow to get the asymptotical behavior of the pairwise products:

1 1
Pνk (cos θ) Pνk (cos η) ∼ Θ (θ, η) sin νk +
0 1
(θ − η) + cos νk + (θ + η) ,
2 2

1 1
Pν1k (cos θ) Pν1k (cos η) ∼ Θ (θ, η) cos νk + (θ − η) + sin νk + (θ + η) ,
2 2
1
Θ (θ, η) = √ , (2.23)
π sin θ sin η
and of the coefficients Ask, A0,1 0,1
sk , Bsk, Bsk when k → ∞

μ0 k 1 − R2 r−2 , R < r
Ak (r) ∼ q (r)
4μ∗ Rr−1 − R−1 r, R > r
2 −2 R
μ0 R r − 1, R < r r, R <r
Bk (r) ∼ 4μ ν q k
(r) q (r) = As a result,
∗
k
Rr−1 − R−1 r, R > r, r
R , r < R.
the series summation lead to the formula [10] using
∞ : + r sin x
rk sin kx arctg 1−r cos x
= , |r| < 1. (2.24)
k=1
k cos kx − 1
2 ln(1 − 2r cos x + r2 )
The common technology of the series summation is following: the series
0
∞
fk (r) Pνik (cos θ)Pνik (cos η) is divided on the two summand sum
k=1
∞

N
+ fk (r)Pνik (cos θ) Pνik (cos η) .
k=1 k=N +1
0
N
After this, the sum f˜k is added and deducted to this expression, here f˜k is the
k=1
asymptotic expression of the generic term when
k → ∞ f˜k ≈ fk (r)Pνik (cos θ) Pνik (cos η) ;
with the help of this asymptotic expression the generic term of the second addend
is changed also
∞

fk (r)Pνik (cos θ) Pνik (cos η)
k=1
∞

N
N
= f˜k (r) + fk (r)Pνik (cos θ) Pνik (cos η) − f˜k (r).
k=1 k=1 k=1
The series obtained in this equality is summed by formulas (2.24). Let’s substitute
the summated with the help of this procedure series in the equality (2.22), where
we should find the derivative of function v (r, θ) with respect of r and pass to
limit when r = R − 0. Taking into consideration that function g(r, θ) = − 21 ln(1 −
2r cos θ + r2 ) in the function v (r, θ) kernel is the harmonic one, it is possible to
express the derivative with respect to first variable through the derivative with
3 ∂2
3
respect to variable θ: r2 v / (r, θ) = −ctgθ ∂θ
∂
v (r, θ) dr− ∂θ 2 v (r, θ) dr.
As a result, the integro-differential equation relatively to the unknown func-
tion X (η) is obtained:
ω0
ω0
∂2 1
X (η) sin η ln dη + A X (η) sin ηG (θ, η) dη = f (θ), (2.25)
∂θ2 |η − θ|
0 0
√

∂
2
∂S1 (θ, η) sin η
G (θ, η) = + (RΦ2 (θ, η) − Φ1 (θ, η)) − sin η Qj (θ, η)
∂θ 2π ∂θ j=1
√ N :
sin η∂Φ0 (θ, η) a3 + a4 > >−2
+ , Qj = Pν1k (cos η)Pν0k (cos θ) >Pνj−1 (cos θ)> ,
2π∂η b3 + b4 k
k=1

1 ∂ π (θ + η) θ+η π (η − θ)
S1 (θ, η) = √ 2arctg cos + 2arctg
sin θ ∂η 2ω 2 2ω
1
N
(η + θ) (η + θ)
+ sin νk (η + θ) cos + cos νk (η + θ) sin
k 2 2
k=1

(η − θ) (η − θ)
+ cos νk (η − θ) cos + − sin νk (η − θ) sin
2 2
∂Φ (r,θ,η)
√
j = 1, 2, A = 2μμ∗0πR , Φ2 (θ, η) = 1 ∂r r=R−0
, f (θ) = −2RA sin θτrθ M
(R, θ) .
3. The obtained integro-differential solving

The equation (2.25) solving will be done approximately [7]. With regard of spectral
correspondence [6] existence
1
d2 1 1
ln 1 − y 2 Un (y)dy = − (n + 1) Un (x) , |x| ≤ 1, n = 1, ∞

dx2 π |y − x|
−1
(3.1)
we will use the scheme of the orthogonal polynomial method [7]. With this aim in
the (2.25) the change of the variables was done. It allows to reduce the integration
interval to the standard one – [−1; 1]
2η − ω0 2θ − ω0
y= , x= , (3.2)
ω0 ω0
y+1 x+1
and take the new denotations Ω(y) = X y+1 2 , F (x) = f , J (y, x) =
y+1 x+1 2 2
G 2 , 2 . The equation (2.25) is written after it in the form
1 1
d2 1
Ω (y) ln dy + A Ω (y) J (y, x) dy = F (x), x ∈ [−1; 1] . (3.3)
dx2 |x − y|
−1 −1
The searched function is the jump of the displacement on the crack,

i.e.,
on the ends of the integration interval it have the power singularity 12 , so the
solution is searched as the series
∞

Ω (y) = 1 − y 2 Uk (y)Ωk , (3.4)
k=0
where Uk (y) – are the Chebyshev polynomials of the second kind. After the real-
ization of the orthogonal polynomial method standard scheme, the infinity system
of the linear algebraic equation relatively to the unknown coefficients of the ex-
pansion (3.4) is obtained
∞

Ωl + A Ωk Dkl = Fl , l = 0, 1, 2, . . . (3.5)
k=0
1 1

Dkl = Nl−1 J (y, x) 1 − y2 1 − x2 Uk (y)Ul (x)dydx,

−1 −1
1
Fl = F (x)Ul (x) 1 − x2 dx.

−1
The system (3.5) is solved approximately with the help of the reduction method.
The validity of its applying is proved by the scheme proposed in [7].
4. The stress intensity factor calculation

The most important mechanical criteria of the body fracture is the stress intensity
factor (SIF)

KII = lim 2πR (θ − ω0 )τrθ (r, θ) . (4.1)

θ→ω0 +0
The stresses correspondingly to the superposition principe are the sum of the con-
tinuous and the discontinuous fields, where the first addend is defined by the for-
mula (2.1), and the second addend – by the left-hand part of the integro-differential
equation (3.3). Let’s change the variable by formulas (3.2) in the equality (4.1)
and substitute in it the mentioned expression for the stresses. After the substi-
tution and passing to the limit the second addend in the left-hand part of the
equation (3.3) and the addend with Mitchell solution are going to zero because of
the continuity. The formula for SIF calculation take the form

1
d2 1
KII = lim 2πRω0 (x − 1) 2 Ω (y) ln dy. (4.2)
x→1+0 dx |x − y|
−1
Let’s substitute the expression (3.4) in the equality (4.2), and then let’s use the
analytical extension of the spectral correspondence (3.1) on the values |x| > 1,
obtained in [6]:
1
d2 1
ln Ul (y) 1 − y 2 dy
dx2 |x − y|
−1

4 · 2l−1 Γ2 l + 32 3 1−x
= F l + , l + 2, 2l + 3; .
l!(l + 1)!(x − 1)l+2 2 2
Then the formula (9.131.(1), [11]) of Gauss function analytical extension in the
neighborhood of x = 1 is used. Taking it in consideration, after the passing to
limit in the correspondence (4.2), the formula for SIF calculation is obtained

∞
(−1)l+1 (l + 1)
KII = πRω0 Ωk . (4.3)
l!
k=1
5. The numerical result consideration

The SIF calculation was done for steel cone with angel ω = 600 . In Fig. 1 the
graphics of SIF value dependence on the crack angle ω0 are shown. The crack
is situated on the distance R from the cone vertex. The curvature 1 in Fig. 1
corresponds to the load with intensity P , the curvature 2 to the intensity P1 = 2P .
As it shown in the graphics, with the crack growth the SIF value increasing is
assigned, and by the increasing of load the SIF values significantly increase also.
In Fig. 2 the graphics of the same value dependence are shown, but for the case
when crack is situated on the distance 3R from the cone vertex. At conservation
of a general picture, nevertheless, is observed not only essential decreasing of SIF
values, but also appreciable decreasing of SIF value difference at increase of load
intensity twice. In Fig. 3 SIF values for the crack angle ω0 = 300 are shown. The
curvature 1 correspond to the load intensity P , curvature 2 – to the intensity
P1 = 2P , curvature 3 – to the intensity – P2 = 3P. As the graphics show, with
increasing of the distance R from the cone vertex, where the load is applied,
is observed not only the decreasing of SIF values, but is assigned also that the
influence of applied load intensity on the SIF values become less essentially.
All these calculations were done for cracks with angle that didn’t exceed
80% of the cone angle. If the crack angle is more than 80% from the cone angle,
the calculations are fail because in this case the offered approach to the problem
solving is not effective.
Figure 1
Figure 2
Acknowledgment
This research was supported by Ukrainian Department of Science and Education
under Project No.0101U008297.
References
[1] N. Vaysfeld, The nonstationary problem on stress concentration near the spherical
crack, which is situated inside the truncated cone. (in Russian) Mathematical Meth-
ods and Physicomechanical Fields 47, 3 (2004), 134–143.
Figure 3
[2] N. Vaysfeld, The nonstationary torsion problem for elastic cone with spherical crack.
Materials Science 5 (2002), 75–81.
[3] N. Vaysfeld, The nonstationary problem on stress concentration near the spherical
crack inside the double truncated circular cone. (in Russian) Mashinoznavstvo 4(82)
(2004), 17–23.
[4] Mitchell, Proc. Math. Soc., London, 32 (1901), 24–29.
[5] G. Popov, The axially symmetrical mixed problem of elasticity for the circular hollow
cone. J. Appl. Maths. Mechs. 64, 3(2000), 431–443.
[6] G. Popov, On the reduction of movement equations to the one independent and two
combined solved equations. Russian Academy Reports 384, 2 (2002), 193–196.
[7] G. Popov, Elastic stress concentration around Dies, Cuts, Thin inclusions and Sup-
ports. (in Russian) Nauka, Moscow, 1982.
[8] I. Sneddon, Fourier transforms. New York-Toronto-London, 1st Edition, 1951.
[9] H. Bateman, A. Erdelyi, Higher Transcendental Functions. N.Y., 1st Edition,
McGraw-Hill, 1955.
[10] A. Prudnikov,Yu. Brychkov,O. Marichev, Integrals and Series. Special functions. (in
Russian) Moscow, Nauka, 1983.
[11] I. Gradshtein, L. Rygik, The Tables of Integrals, Series and Products. (in Russian)
Moscow, 1963.
Gennadiy Popov and Nataly Vaysfel’d

French bulv. 16, apt.21
P.O. Box 65044
Odessa, Ukraine
e-mail: popov@onu.edu.ua
vaysfeld@onu.edu.ua
Operator Theory:

Pseudospectral Functions for

Canonical Differential Systems
J. Rovnyak and L.A. Sakhnovich
This paper is dedicated to the memory of the great mathematician M.G. Kreı̆n.
Abstract. A pseudospectral function for a canonical differential system is a

nondecreasing function on the real line relative to which the eigentransform for
the system is a partial isometry. Pseudospectral functions are constructed by
means of eigenfunctions and resolvent operators which depend on boundary
conditions for the system. Many results hold for Hamiltonians which have
selfadjoint matrix values. The most complete results require the definite case,
in which it is assumed that the Hamiltonian is nonnegative.
Mathematics Subject Classification (2000). Primary 34L10; Secondary 47B50,

47E05, 46C20, 34B09.
Keywords. Canonical differential equation, spectral function, pseudospectral
function, indefinite inner product, Nevanlinna function.
1. Introduction
We are concerned with the spectral theory of canonical differential systems, which
we write in the form
dY
= izJH(x)Y, 0 ≤ x ≤ ,
dx (1.0.1)
Y1 (0, z) = 0.
We assume that H(x), the Hamiltonian, has 2m × 2m selfadjoint matrix values,

0 Im Y1 (x, z)
J= , Y (x, z) = , (1.0.2)
Im 0 Y2 (x, z)
where Y1 (x, z) and Y2 (x, z) are m-dimensional vector-valued functions, and z is a
complex parameter. It is assumed throughout that H(x) is integrable on [0, ].
188 J. Rovnyak and L.A. Sakhnovich
In a natural way, we shall define L2 (Hdx) as a Kreı̆n space of (equivalence classes

of) 2m-dimensional vector-valued functions with inner product

f1 , f2 H = f2∗ (t)H(t)f1 (t) dt.
0
Let W (x, z) be the unique 2m × 2m matrix-valued function satisfying
dW
= izJH(x)W, 0 ≤ x ≤ ,
dx (1.0.3)
W (0, z) = I2m .
The eigentransform for (1.0.1) is defined by V f = F ,

F (z) = 0 Im W ∗ (x, z̄) H(x)f (x) dx,
0
for any f in L2 (Hdx). For fixed f , F = V f is an m-dimensional vector-valued
entire function.
Our purpose here is to construct inner products ·, ·τ on vector-valued entire
functions such that f1 , f2 H = F1 , F2 τ for suitable transform pairs F1 = V f1 ,
F2 = V f2 . The quantities τ used to define such inner products are constructed
with the aid of boundary conditions at the right endpoint of [0, ], and they are
called pseudospectral data for the system (1.0.1). In general, we allow Hamiltonians
satisfying H(x) = H ∗ (x) a.e., and the inner product ·, ·τ is indefinite. In the
definite case, that is, when H(x) ≥ 0 a.e., L2 (Hdx) is a Hilbert space, and the
inner product identity becomes
∞
∗
f2 (x)H(x)f1 (x) dx = F2∗ (x) dτ (x) F1 (x), (1.0.4)
0 −∞
where τ (x) is a nondecreasing m × m matrix-valued function of real x. However,
(1.0.4) is not asserted for all f1 , f2 in L2 (Hdx), and in general V is a partial isome-
try. For this reason we call τ (x) a pseudospectral function for (1.0.1). We call τ (x)
a spectral function if V is an isometry. In some cases, the pseudospectral func-
tions that we construct are spectral functions. These results appear in Section 4
and depend on properties of eigenfunctions and resolvent operators for constant
boundary conditions.
Basic notions of eigenfunction and resolvent operators relative to variable
boundary conditions are introduced in Section 3. With variable boundary condi-
tions, in the definite case H(x) ≥ 0 a.e., in place of (1.0.4) we have the weaker
result that
∞
F ∗ (x) dτ (x) F (x) ≤ f ∗ (x)H(x)f (x) dx (1.0.5)
−∞ 0
whenever F = V f for some f in L2 (Hdx).
This paper is a continuation of our study of indefinite generalizations of some
results of [15]. It differs in two key ways from our previous work. Whereas oper-
ator identities and the inverse problem are central in [10, 11, 12], here operator
Pseudospectral Functions 189
identities do not appear, and we are concerned now with the direct problem. The
approach using eigenfunctions is similar in spirit to Atkinson [2, Chapter 9] but
is technically different. Our methods are most closely related to A.L. Sakhnovich
[13]. The study of canonical differential equations is a large and old one and owes
much to fundamental work of L. de Branges and M.G. Kreı̆n. For different ap-
proaches, historical remarks, and many additional references, see Arov and Dym
[1], de Branges [3, 4], Gohberg and Kreı̆n [5], Kaltenbäck and Woracek [8], and
the second author [14, 15].
We present background information in Section 2. In Section 3 we study eigen-
functions and resolvent operators for systems with variable boundary conditions.
Our main results assume constant boundary conditions and appear in Section
4. Theorem 4.1.11 describes the isometric properties of the eigentransform for the
general case of selfadjoint Hamiltonians and pseudospectral data constructed from
the boundary conditions. Theorems 4.2.2, 4.2.4, and 4.2.5 are stronger results that
hold for pseudospectral functions in the definite case.
2. Preliminaries
Assume given a system (1.0.1) where H(x) is a measurable 2m×2m matrix-valued
function satisfying
(i) H(x) = H ∗ (x) a.e. on [0, ];
3
(ii) 0 H(x) dx < ∞;
0
(iii) the only g in Cm such that H(x) = 0 a.e. on [0, ] is g = 0.
g
In the definite case, that is, when H(x) ≥ 0 a.e., (iii) is equivalent to:

3 H11 (x) H12 (x)
(iii ) 0 H22 (t) dt ≥ δIm for some δ > 0, where H(x) = ∗ .
H12 (x) H22 (x)
In fact, if (iii ) is false, we can find g = 0 in Cm such that H22 (x)g = 0 a.e. on
[0, ]. Hence for any x such that H(x) ≥ 0 and any u ∈ Cm and z ∈ C,
∗
zu zu
0≤ H(x) = r2 A + re−iθ B + reiθ B̄,
g g
where z = reiθ , A = u∗ H11 (x)u, and B = u∗ H12 (x)g. This is only possible if
B = 0. Since u is arbitrary, H12 (x)g = 0, and hence (iii) is false. Thus (iii) implies
(iii ). The reverse implication is easy and omitted.
2.1. Fundamental solution

Let W (x, z) be the unique solution of (1.0.3). In standard terminology, this is the
fundamental solution of (1.0.1) whose value for x = 0 is the identity matrix. For
fixed x in [0, ], W (x, z) is an entire function of z satisfying
W ∗ (x, z̄)JW (x, z) = W (x, z)JW ∗ (x, z̄) = J (2.1.1)
for all complex z. The Lagrange identity

x
W ∗ (x, w)JW (x, z) − J
W ∗ (u, w)H(u)W (u, z) du = (2.1.2)
0 i(z − w̄)
holds for all x in [0, ] and all complex z and w. When w = z̄, (2.1.2) becomes
x
W ∗ (u, z̄)H(u)W (u, z) du = i W1 (x, z̄)∗ JW (x, z)
0
= −i W (x, z̄)∗ JW1 (x, z), (2.1.3)
where W1 (x, z) = d W (x, z)/dz. For by (2.1.2) and (2.1.1),
x x
∗
W (u, z̄)H(u)W (u, z) du = lim W ∗ (u, w)H(u)W (u, z) du
0 w→z̄ 0
W (x, w)∗ JW (x, z) − W (x, z̄)∗ JW (x, z)

= lim
w→z̄ i(z − w̄)
∗
W (x, w) − W (x, z̄)
= i lim JW (x, z)
w→z̄ w − z̄
= i W1 (x, z̄)∗ JW (x, z),
which is the first equality in (2.1.3). The second equality follows from the first on
taking adjoints and replacing z by z̄.
Throughout the paper we write

a(z) b(z)
A(z) = W ∗ (, z̄) = . (2.1.4)
c(z) d(z)
Here a(z), b(z), c(z), d(z) are m × m matrix-valued entire functions. By (2.1.1) and
(2.1.3), for all complex z,
a(z)b∗ (z̄) + b(z)a∗ (z̄) = 0, a∗ (z̄)c(z) + c∗ (z̄)a(z) = 0,
a(z)d∗ (z̄) + b(z)c∗ (z̄) = Im , a∗ (z̄)d(z) + c∗ (z̄)b(z) = Im , (2.1.5)
∗ ∗ ∗ ∗
c(z)d (z̄) + d(z)c (z̄) = 0, b (z̄)d(z) + d (z̄)b(z) = 0,
and

W ∗ (u, z̄)H(u)W (u, z) du
0

a (z)b(z̄)∗ + b (z)a(z̄)∗ a (z)d(z̄)∗ + b (z)c(z̄)∗
=i
c (z)b(z̄)∗ + d (z)a(z̄)∗ c (z)d(z̄)∗ + d (z)c(z̄)∗

a(z)b (z̄)∗ + b(z)a (z̄)∗ a(z)d (z̄)∗ + b(z)c (z̄)∗
= −i . (2.1.6)
c(z)b (z̄)∗ + d(z)a (z̄)∗ c(z)d (z̄)∗ + d(z)c (z̄)∗
2.2. Transform V
Given a 2m-dimensional vector-valued function f , we define its transform F = V f
as the m-dimensional vector-valued function

F (z) = 0 Im W ∗ (x, z̄) H(x)f (x) dx. (2.2.1)
0
The functions f which we consider here are assumed to belong to the Kreı̆n space
L2 (Hdx) which is defined below. For each f in L2 (Hdx), the transform F = V f
is an entire function with values in Cm .
In the definite case, L2 (Hdx) is the well-known Hilbert space of (equivalence
classes) of 2m-dimensional vector-valued functions f on [0, ] with

f 2H = f ∗ (t)H(t)f (t) dt < ∞.
0
To define L2 (Hdx) in the general case, we write H(x) = H+ (x) − H− (x), where
H± (x) are measurable functions on [0, ] such that H± (x) ≥ 0 and H+ (x)H− (x) =
0 a.e. As a linear space L2 (Hdx) is defined to be L2 ((H+ +H− )dx). This is a Kreı̆n
space in the inner product

f1 , f2 H = f2∗ (x)H(x)f1 (x) dx, f1 , f2 ∈ L2 (Hdx).
0
We have L (Hdx) = L (H+ dx) ⊕ L2 (H− dx), and this direct sum is a fundamental
2 2
decomposition. Two elements f1 and f2 of the space are considered identical if

H(x)[f1 (x) − f1 (x)] = 0 a.e. The elements of L2 (Hdx) are thus cosets, but in
the usual abuse of terminology we treat L2 (Hdx) as a space of functions. We use
standard notions of orthogonality, continuity, and boundedness for operators on a
Kreı̆n space.
Proposition 2.2.1. Let G(z) = [F (z) − F (z0 )]/(z − z0 ) where F = V f for some
f ∈ L2 (Hdx) and some z0 ∈ C. Then G = iV g, where g(x) = g(x, z0 ) is the
unique solution of
dg
= iz0 JH(x)g + JH(x)f, 0 ≤ x ≤ ,
dx (2.2.2)
g() = 0.
The equation (2.2.2) is solved by setting g(x) = W (x, z0 )U (x). We get

g(x, z0 ) = −W (x, z0 ) W (t, z0 )−1 JH(t)f (t) dt. (2.2.3)
x
Proof. The Lagrange identity (2.1.2) can be used to show that

x
W ∗ (x, z̄) − W ∗ (x, z̄0 )
= −i W ∗ (u, z̄)H(u)W (u, z0 ) du JW ∗ (x, z̄0 ).
z − z0 0
Thus by (2.2.1), G(z) = [F (z) − F (z0 )]/(z − z0 ) is given by

W ∗ (t, z̄) − W ∗ (t, z̄0 )
G(z) = 0 Im H(t)f (t) dt
0 z − z0

t ∗
= −i 0 Im W (u, z̄)H(u)W (u, z0 ) du JW ∗ (t, z̄0 ) H(t)f (t) dt.
0 0
On interchanging the order of integration and using the second equality in (2.1.1),
we obtain

G(z) = −i 0 Im W ∗ (u, z̄)H(u)W (u, z0 ) W (t, z0 )−1 JH(t)f (t) dt du.
0 u
3 ∗
By (2.2.3), G(z) = i 0 0 Im W (u, z̄)H(u)g(u, z0 ) du, that is, G = iV g.
2.3. Nevanlinna pairs

By a Nevanlinna pair we mean a pair R(z), Q(z) of m × m matrix-valued functions
which are analytic on a region ΩR,Q containing C+ ∪ C− such that
(i) R∗ (z̄)Q(z) + ∗
Q∗ (z̄)R(z) ≡ 0∗ on ΩR,Q;
(ii) the kernel i R (ζ)Q(z) + Q (ζ)R(z) /(z − ζ̄) is nonnegative on ΩR,Q .
When R(z) ≡ R and Q(z) ≡ Q are constant, ΩR,Q = C is the complex plane.
Proposition 2.3.1. Let R(z), Q(z) be a Nevanlinna pair of functions analytic on
ΩR,Q such that c(z)R(z) + d(z)Q(z) is invertible except at isolated points. Then
the meromorphic function
−1
v(z) = i [a(z)R(z) + b(z)Q(z)] [c(z)R(z) + d(z)Q(z)] (2.3.1)
∗
satisfies v(z) = v (z̄) at all points of analyticity. If K(z) = c(z)R(z) + d(z)Q(z),
then
v(z) − v ∗ (ζ) R(ζ)∗ Q(z) + Q(ζ)∗ R(z)
= K ∗ (ζ)−1 K(z)−1
z − ζ̄ i(ζ̄ − z)

I
+ I iv ∗ (ζ) W ∗ (t, ζ)H(t)W (t, z) dt (2.3.2)
0 −iv(z)
for z, ζ ∈ ΩR,Q such that z = ζ̄ and K(z) and K(ζ) are invertible.
Proof. By (2.1.2) and (2.1.4),

A(ζ̄)JA∗ (z̄) − J
W ∗ (t, ζ)H(t)W (t, z) dt = .
0 i(z − ζ̄)
Hence

∗
A(ζ̄)JA∗ (z̄) − J I
I iv (ζ)
i(z − ζ̄) −iv(z)

I
= I iv ∗ (ζ) W ∗ (t, ζ)H(t)W (t, z) dt.
0 −iv(z)
Breaking the left side into two parts and rearranging terms, we obtain

∗
I
I iv (ζ) J
v(z) − v ∗ (ζ) −iv(z)
=−
z − ζ̄ i(z − ζ̄)

I
I iv ∗ (ζ) A(ζ̄)JA∗ (z̄)
−iv(z)
=
i(ζ̄ − z)

∗
∗ I
+ I iv (ζ) W (t, ζ)H(t)W (t, z) dt . (2.3.3)
0 −iv(z)
Recall that K(z) = c(z)R(z) + d(z)Q(z). In addition, set H(z) = a(z)R(z) +
b(z)Q(z). Then by (2.3.1), v(z) = iH(z)K(z)−1. By (2.1.4),

H(z) a(z)R(z) + b(z)Q(z) R(z)
= = A(z) ,
K(z) c(z)R(z) + d(z)Q(z) Q(z)
and therefore

R(z) H(z)K(z)−1 −iv(z)
A(z) = K(z) = K(z).
Q(z) I I
By (2.1.1), A(z)JA∗ (z̄) = J. Hence A(z)−1 = JA∗ (z̄)J and

R(z) −iv(z) I
K(z)−1 = A(z)−1 = JA∗ (z̄) .
Q(z) I −iv(z)
Thus by (2.3.3),

I
I iv ∗ (ζ) A(ζ̄)JJJA∗ (z̄)
v(z) − v ∗ (ζ) −iv(z)
=
z − ζ̄ i(ζ̄ − z)

∗
∗ I
+ I iv (ζ) W (t, ζ)H(t)W (t, z) dt
0 −iv(z)

∗ −1
∗ ∗
R(z)
K (ζ) R (ζ) Q (ζ) J K(z)−1
Q(z)
=
i(ζ̄ − z)

∗
∗ I
+ I iv (ζ) W (t, ζ)H(t)W (t, z) dt
0 −iv(z)
R(ζ)∗ Q(z) + Q(ζ)∗ R(z)

= K ∗ (ζ)−1 K(z)−1
i(ζ̄ − z)

∗
∗ I
+ I iv (ζ) W (t, ζ)H(t)W (t, z) dt ,
0 −iv(z)
which is (2.3.2). The identity v(z) = v ∗ (z̄) is easily deduced from (2.3.2).
3. Systems with boundary conditions

Let R(z), Q(z) be a Nevanlinna pair of functions analytic on ΩR,Q such that
c(z)R(z) + d(z)Q(z) is invertible except at isolated points. We study the eigen-
functions and resolvent operators for the system
dY
= izJH(x)Y, 0 ≤ x ≤ ,
dx (3.0.1)
Y1 (0, z) = 0, R∗ (z̄)Y1 (, z) + Q∗ (z̄)Y2 (, z) = 0,
where z ∈ ΩR,Q and the Hamiltonian H(x) satisfies the conditions in Section 2.
3.1. Eigenfunctions and resolvents

Consider a system (3.0.1) with Hamiltonian H(x) = H ∗ (x).
Definition 3.1.1. For every ζ ∈ ΩR,Q , let Lζ be the linear subspace of L2 (Hdx)
consisting of all solutions of (3.0.1) with z = ζ.
We call a point ζ ∈ ΩR,Q an eigenvalue for (3.0.1) if Lζ contains a function

Y (x, ζ) such that Y = 0 as an element of L2 (Hdx). In this case, we call any such
Y an eigenfunction and Lζ the eigenspace for the eigenvalue ζ.
Proposition 3.1.2. For any ζ ∈ ΩR,Q , Lζ is the set of functions of the form

0
Y (x, ζ) = W (x, ζ) , g ∈ Cm ,
g (3.1.1)
[R∗ (ζ̄)c∗ (ζ̄) + Q∗ (ζ̄)d∗ (ζ̄)]g = 0 .
Hence Lζ = {0} except at isolated points of ΩR,Q .
Proof. Let Y = Y (x, ζ) ∈ Lζ , and set

Y1 (0, ζ) g̃
Y (0, ζ) = = .
Y2 (0, ζ) g
Since dY /dx = iζJH(x)Y on [0, ] and W (0, ζ) = I2m ,

g̃
Y (x, ζ) = W (x, ζ) .
g
The condition Y1 (0, ζ) = 0 says that g̃ = 0, so
∗ ∗
Y1 (, ζ) a (ζ̄) c∗ (ζ̄) 0 c (ζ̄)g
= ∗ = ∗ .
Y2 (, ζ) b (ζ̄) d∗ (ζ̄) g d (ζ̄)g
From R∗ (ζ̄)Y1 (, ζ) + Q∗ (ζ̄)Y2 (, ζ) = 0, we get [R∗ (ζ̄)c∗ (ζ̄) + Q∗ (ζ̄)d∗ (ζ̄)]g = 0.
Thus Y has the form (3.1.1). These steps are reversible.
Lemma 3.1.3. Let ζ ∈ ΩR,Q . Assume that R∗ (ζ)R(ζ)+Q∗ (ζ)Q(ζ) and R∗ (ζ̄)R(ζ̄)+
Q∗ (ζ̄)Q(ζ̄) are invertible. Set

R(ζ) R(ζ̄)
Mζ = ran and Mζ̄ = ran . (3.1.2)
Q(ζ) Q(ζ̄)
Then dim Mζ = dim Mζ̄ = m, Mζ⊥ = JMζ̄ , and Mζ̄⊥ = JMζ .
Proof. Our assumptions imply that

R(ζ) R(ζ̄)
ker = ker = {0},
Q(ζ) Q(ζ̄)
and this implies dim Mζ = dim Mζ̄ = m. By the definition of a Nevanlinna pair,
R∗ (ζ̄)Q(ζ) + Q∗ (ζ̄)R(ζ) = 0, and hence JMζ̄ ⊆ Mζ⊥ . Equality holds because Mζ
and Mζ̄ have dimension m. Similarly, Mζ̄⊥ = JMζ .
Lemma 3.1.4. Let ζ ∈ ΩR,Q . Assume that R∗ (ζ)R(ζ)+Q∗ (ζ)Q(ζ) and R∗ (ζ̄)R(ζ̄)+
Q∗ (ζ̄)Q(ζ̄) are invertible. Then c(ζ)R(ζ) + d(ζ)Q(ζ) is invertible if and only if
c(ζ̄)R(ζ̄) + d(ζ̄)Q(ζ̄) is invertible.
Proof. Suppose that c(ζ̄)R(ζ̄) + d(ζ̄)Q(ζ̄) is not invertible. Then there is a nonzero
vector g in Cm such that [R∗ (ζ̄)c∗ (ζ̄) + Q∗ (ζ̄)d∗ (ζ̄)]g = 0. Therefore
∗
∗ c∗ (ζ̄)g c (ζ̄)g
∗
R (ζ̄) Q (ζ̄) ∗ = 0 and ∈ Mζ̄⊥ = JMζ ,
d (ζ̄)g d∗ (ζ̄)g
where Mζ and Mζ̄ are as in Lemma 3.1.3. Hence there is g1 in Cm such that
∗
c (ζ̄)g R(ζ)g1 Q(ζ)g1
= J = .
d∗ (ζ̄)g Q(ζ)g1 R(ζ)g1
Thus by (2.1.5),
[c(ζ)R(ζ) + d(ζ)Q(ζ)]g1 = c(ζ)d∗ (ζ̄)g + d(ζ)c∗ (ζ̄)g = 0.
We show that g1 = 0. In fact, if g1 = 0, then d∗ (ζ̄)g = c∗ (ζ̄)g = 0, which
by (2.1.5) implies that g = [a(ζ)d∗ (ζ̄) + b(ζ)c∗ (ζ̄)]g = 0, a contradiction. Since
c(ζ)R(ζ) + d(ζ)Q(ζ) has a nontrivial kernel, it is not invertible. The result follows
on interchanging the roles of ζ and ζ̄.
The next result prepares the way for the definition of a resolvent operator in
Definition 3.1.6.
Proposition 3.1.5. Suppose that z ∈ ΩR,Q and c(z)R(z) + d(z)Q(z) and c(z̄)R(z̄) +
d(z̄)Q(z̄) are invertible. Then for any f ∈ L2 (Hdx), the system
dV
= izJH(x)V + JH(x)f (x), 0 ≤ x ≤ ,
dx (3.1.3)
V1 (0, z) = 0, R∗ (z̄)V1 (, z) + Q∗ (z̄)V2 (, z) = 0,
has a unique solution given by

x
0 Im
V (x, z) = W (x, z) W ∗ (t, z̄)H(t)f (t) dt
0 −iv(z) 0
:
0 0 ∗
+ W (t, z̄)H(t)f (t) dt , (3.1.4)
−Im −iv(z) x
where v(z) is defined by (2.3.1).
Proof. If a solution V (x, z) exists and V (x, z) = W (x, z)U (x, z), then by (1.0.3)
and (2.1.1),
dU
= W (x, z)−1 JH(x)f (x) = JW ∗ (x, z̄)JH(x)f (x),
dx
and so x
U (x, z) = U (0, z) + JW ∗ (t, z̄)H(t)f (t) dt. (3.1.5)
0
The boundary condition V1 (0, z) = 0 and relation V (0, z) = W (0, z)U (0, z) =
U (0, z) imply that U1 (0, z) = 0, and hence

0
U (0, z) = . (3.1.6)
U2 (0, z)
The boundary
∗ condition
R∗ (z̄)V1 (, z) + Q∗ (z̄)V2 (, z) = 0 can be written in the
∗
form R (z̄) Q (z̄) V (, z) = 0. Here V (, z) = W (, z)U (, z), and so by (2.1.4),
(3.1.5), and (3.1.6),

a∗ (z̄) c∗ (z̄)
0 = R∗ (z̄) Q∗ (z̄) ∗ U (, z)
b (z̄) d∗ (z̄)

= R∗ (z̄)a∗ (z̄) + Q∗ (z̄)b∗ (z̄) R∗ (z̄)c∗ (z̄) + Q∗ (z̄)d∗ (z̄) ·
:
0
· + W (t, z)−1 JH(t)f (t) dt .
U2 (0, z) 0
By (2.1.1),

0 = R∗ (z̄)a∗ (z̄) + Q∗ (z̄)b∗ (z̄) R∗ (z̄)c∗ (z̄) + Q∗ (z̄)d∗ (z̄) ·
:
0
· + JW ∗ (t, z̄)H(t)f (t) dt
U2 (0, z) 0
= [R∗ (z̄)c∗ (z̄) + Q∗ (z̄)d∗ (z̄)]U2 (0, z)

+ R∗ (z̄)a∗ (z̄) + Q∗ (z̄)b∗ (z̄) R∗ (z̄)c∗ (z̄) + Q∗ (z̄)d∗ (z̄) ·

· W ∗ (t, z̄)H(t)f (t) dt.
0
Solving for U2 (0, z), we get

U2 (0, z) = − Im ϕ(z) W ∗ (t, z̄)H(t)f (t) dt,
0
where ϕ(z) = i(−i)[R∗ (z̄)c∗ (z̄)+Q∗ (z̄)d∗ (z̄)]−1 [R∗ (z̄)a∗ (z̄)+Q∗ (z̄)b∗ (z̄)] = iv ∗ (z̄),
that is, ϕ(z) = iv(z). Thus

0 0
U (0, z) = J W ∗ (t, z̄)H(t)f (t) dt. (3.1.7)
−iv(z) −Im 0
Then by (3.1.5) and (3.1.7),

0 0
V (x, z) = W (x, z) J W ∗ (t, z̄)H(t)f (t) dt
−iv(z) −Im 0
x :
Im 0 ∗
+ J W (t, z̄)H(t)f (t) dt
0 Im 0
x
Im 0
= W (x, z) J W ∗ (t, z̄)H(t)f (t) dt
−iv(z) 0 0
:
0 0
+ J W ∗ (t, z̄)H(t)f (t) dt
−iv(z) −Im x
x
0 Im
= W (x, z) W ∗ (t, z̄)H(t)f (t) dt
0 −iv(z) 0
:
0 0 ∗
+ W (t, z̄)H(t)f (t) dt ,
−Im −iv(z) x
which is one direction of the theorem. The other direction follows on reversing the
steps.
Definition 3.1.6. Let Ωv be the maximum domain of analyticity of the function

v(z) defined by (2.3.1). For each z in Ωv , define a resolvent operator B(z) on
L2 (Hdx) by
B(z)f = V (x, z), f ∈ L2 (Hdx), (3.1.8)
where V (x, z) is given by (3.1.4).
The domain Ωv contains all removable singularities of (2.3.1) as well as real

intervals across which this function has an analytic extension.
Proposition 3.1.7. The resolvent B(z) is analytic as a function of z, has compact
values, and satisfies B ∗ (z̄) = −B(z) on Ωv .
Proof. The fact that B(z) is analytic and has compact values follows from
(3.1.4). We show that B ∗ (z̄) = −B(z). First use (3.1.8) and (3.1.4) to write
B(z) = B1 (z) + B2 (z), where

x
0 Im
B1 (z)f = W (x, z) W ∗ (t, z̄)H(t)f (t) dt, (3.1.9)
0 −iv(z) 0

0 0
B2 (z)g = W (x, z) W ∗ (t, z̄)H(t)g(t) dt, (3.1.10)
−Im −iv(z) x
for any f, g ∈ L2 (Hdx). By (3.1.9),
x
∗ 0 Im
B1 (z)f, gH = g (x)H(x)W (x, z) W ∗ (t, z̄)H(t)f (t) dt dx
0 0 −iv(z) 0

= h∗ (t)H(t)f (t) dt,
0
where

0 0
h(x) = W (x, z̄) W ∗ (u, z)H(u)g(u) du.
Im iv ∗ (z) x
By (3.1.10),

0 0
h(x) = −W (x, z̄) W ∗ (u, z)H(u)g(u) du = −B2 (z̄)g.
−Im −iv(z̄) x
Therefore B1∗ (z) = −B2 (z̄), and the assertion follows.
Proposition 3.1.8. For each f ∈ L2 (Hdx) and z in Ωv ,

iB(z)f, f H = F ∗ (z̄)v(z)F (z) + iΓf (z), (3.1.11)
where F (z) is given by (2.2.1), and

Γf (z) = −Γf (z̄) = f ∗ (x)M (x, t, z)H(t)f (t) dt dx,
0 0
⎧
⎪
⎪ 0 Im ∗
⎪
⎨ W (x, z) 0 0 W (t, z̄), x > t,
M (x, t, z) =
⎪
⎪
⎪ 0 0
⎩ W (x, z) W ∗ (t, z̄), x < t.
−Im 0
Proof. By (3.1.8) and (3.1.4),

x
0 Im
B(z)f, f H = f ∗ (x)H(x)W (x, z) W ∗ (t, z̄)H(t)f (t) dt
0 0 −iv(z) 0
:
0 0
+ W ∗ (t, z̄)H(t)f (t) dt dx.
−Im −iv(z) x
The parts of the two integrals on the right containing −iv(z) combine to give

0 0
B(z)f, f H = f ∗ (x)H(x)W (x, z) W ∗ (t, z̄)H(t)f (t) dt
0 0 −iv(z) 0
x
0 Im
+ W ∗ (t, z̄)H(t)f (t) dt
0 0 0
:
0 0
+ W ∗ (t, z̄)H(t)f (t) dt dx
−Im 0 x

∗
= −iF (z̄)v(z)F (z) + f ∗ (x)H(x)M (x, t, z)H(t)f (t) dt dx.
0 0
This yields the formula for Γf (z) in (3.1.11). The equality Γf (z) = −Γf (z̄) follows
from the identities B ∗ (z̄) = −B(z) and v ∗ (z̄) = v(z).
3.2. Definite case: V as a contraction operator

We again assume given a system (3.0.1), but now in addition we assume that
H(x) ≥ 0 a.e. Then L2 (Hdx) is a Hilbert space. There are no nonreal eigenvalues
in this case (Proposition 3.2.1). We derive a Cauchy representation for the resolvent
and show its consequence for the transform V (Theorem 3.2.4).
Proposition 3.2.1. If R∗ (z)R(z) + Q∗(z)Q(z) is invertible for every nonreal z, then
(3.0.1) has no nonreal eigenvalues.
Proof. Fix ζ = ζ̄, and suppose that Y (t, ζ) ∈ Lζ . We show that Y = 0 in L2 (Hdx).
We borrow a formula from the proof of Proposition 4.1.1, which is valid under the
present assumptions as well:

i(ζ − ζ̄) Y ∗ (t, ζ)H(t)Y (t, ζ) dt = Y ∗ (, ζ)JY (, ζ). (3.2.1)
0
Define Mζ and Mζ̄ by (3.1.2). The boundary condition at in (3.0.1) implies that
Y (, ζ) is orthogonal to Mζ̄ . Since we assume that R∗ (ζ)R(ζ) + Q∗ (ζ)Q(ζ) and
R∗ (ζ̄)R(ζ̄) + Q∗ (ζ̄)Q(ζ̄) are invertible, it follows from Lemma 3.1.3 that Y (, ζ) ∈
Mζ̄⊥ = JMζ . Therefore

R(ζ)
Y (, ζ) = J g
Q(ζ)
for some g ∈ Cm . Then by (3.2.1) and the definition of a Nevanlinna pair,

R∗ (ζ)Q(ζ) + Q∗ (ζ)R(ζ)
Y ∗ (t, ζ)H(t)Y (t, ζ) dt = g ∗ g
0 i(ζ − ζ̄)
R∗ (ζ)Q(ζ) + Q∗ (ζ)R(ζ)
= −g ∗ i g ≤ 0.
ζ − ζ̄
Since H(x) ≥ 0 a.e., the left side is nonnegative and hence equal to zero.
In the definite case, it follows from (2.3.2) that

−1
v(z) = i [a(z)R(z) + b(z)Q(z)] [c(z)R(z) + d(z)Q(z)] (3.2.2)
is a Nevanlinna function. This means that all nonreal singularities of v(z) are
removable, v(z) = v ∗ (z̄) for all nonreal z, and v(z) has nonnegative imaginary
part on C+ . Hence v(z) has a Nevanlinna representation
∞
1 t
v(z) = α + βz + − dτ (t). (3.2.3)
−∞ t − z 1 + t2
Here α and β are m × m matrices such that α =3α∗ , β ≥ 0, and τ (t) is a nonde-
∞
creasing m × m matrix-valued function such that −∞ dτ (t)/(1 + t2 ) is convergent.
In particular, the resolvent B(z) is analytic on Ωv ⊇ C+ ∪ C− .
Lemma 3.2.2. For each z ∈ C+ and f ∈ L2 (Hdx),
Re B(z)f, f H ≥ Im z B(z)f, B(z)f H ≥ 0. (3.2.4)
Proof. Without loss of generality, we can assume that c(z)R(z) + d(z)Q(z) and
c(z̄)R(z̄) + d(z̄)Q(z̄) are invertible. Then B(z)f = V is the unique solution of
(3.1.3), and thus
JV , V L2 = izH(x)V, V L2 + H(x)f, V L2
2m (0,) 2m (0,) 2m (0,)
= izV, V H + f, V H .
Hence
∗ ∗
2 Re f, V H = 2 Im z V, V H + V (t, z)JV (t, z) + V (t, z)JV (t, z) dt
0
= 2 Im z V, V H + V ∗ (, z)JV (, z) − V ∗ (0, z)JV (0, z)
= 2 Im z V, V H + V ∗ (, z)JV (, z),
since V ∗ (0, z)JV (0, z) = 0 by the boundary condition at 0 in (3.1.3). Let Mz and
Mz̄ be as in Lemma 3.1.3, so JMz = Mz̄⊥ . By the boundary condition at ,
B C
R(z̄)
V (, z), g = 0, g ∈ Cm .
Q(z̄) C 2m

⊥ Q(z)
Hence V (, z) ∈ Mz̄ = JMz , so V (, z) = g for some gz ∈ Cm . Thus
R(z) z
Q∗ (z)R(z) + R∗ (z)Q(z)
V ∗ (, z)JV (, z) = 2 Im z gz∗ gz ≥ 0
i(z̄ − z)
for Im z ≥ 0 by the definition of a Nevanlinna pair (see Section 2.3). Recalling that
V = B(z)f , we deduce (3.2.4).
Lemma 3.2.3. The resolvent operators have a representation
∞
dG(t)
iB(z) = , z ∈ C + ∪ C− , (3.2.5)
−∞ t − z
where G(x) is a nondecreasing

function of real x whose values are
3 ∞operators on
L2 (Hdx) such that G(x) = 12 G(x+0)−G(x−0) for all real x and −∞ dG(t) ≤ I.
Proof. By Lemma 3.2.2 and the identity B ∗ (z̄) = −B(z), iB(z) is a Nevanlinna
function and hence has a representation
∞
1 t
iB(z) = C1 + C2 z + − dG(t), (3.2.6)
−∞ t − z 1 + t2
where
C1 = C1∗ , C2 ≥ 0,
and G(x) is a nondecreasing function 3 ∞ satisfying G(x) =
1
2 G(x + 0) − G(x − 0) for all real x such that the integral −∞
dG(t)/(1 + t 2
) is
weakly convergent. By Lemma 3.2.2, if f ∈ L (Hdx),
2
1
iB(iy)f 2H ≤ iB(iy)f H f H ,
y
and hence y iB(iy) ≤ 1 for y > 0. It follows that C2 = 0. Therefore
∞
1 t
iB(iy) = C1 + − dG(t)
−∞ t − iy 1 + t2
∞
t(1 − y 2 ) y
= C1 + 2 2 2
+i 2 dG(t),
−∞ (t + y )(1 + t ) t + y2
and so ∞
y2
2 2
dG(t) = y Im [iB(iy)].
−∞ t + y
3∞
Since y iB(iy) ≤ 1 for y > 0, −∞ dG(t) ≤ I. The representation (3.2.6) can thus
be written in the form
∞ ∞
dG(t) t
iB(z) = C1 + − dG(t). (3.2.7)
−∞ t − z
2
−∞ 1 + t
3∞
Since y iB(iy) is bounded for y > 0, C1 = −∞ t(1 + t2 )−1 dG(t) and so (3.2.7)
reduces to (3.2.5).
Theorem 3.2.4. For any f ∈ L2 (Hdx),
∞ ∗
F (t)dτ (t)F (t)
iB(z)f, f H = , z ∈ C+ ∪ C − , (3.2.8)
−∞ t−z
where τ (x) is as in (3.2.3) and F (z) is given by (2.2.1). Moreover,
∞
F ∗ (t)dτ (t)F (t) ≤ f ∗ (t)H(t)f (t) dt. (3.2.9)
−∞ 0
That is, the transform V acts as a contraction from L2 (H) into L2 (dτ ).
Proof. Apply Lemma 3.2.3 and Proposition 3.1.8 to write

∞
dG(t)f, f H
iB(z)f, f H = = F ∗ (z̄)v(z)F (z) + iΓf (z).
−∞ t − z
By the Livšic-Stieltjes inversion formula, for any a, b, −∞ < a < b < ∞,

1 b
[G(b) − G(a)]f, f H = lim Im F ∗ (t − iy)v(t + iy)F (t + iy) dt
y↓0 π a
b
1 b
+ lim iΓf (t + iy) dt = F ∗ (t)dτ (t)F (t).
y↓0 π a a
In the last equality the term involving Γf (z) makes no contribution because Γf (z)
is continuous and
3 ∞real on the real axis. This proves (3.2.8). We deduce (3.2.9) from
the inequality −∞ dG(t) ≤ I in Lemma 3.2.3.
4. Constant boundary conditions and main results

Our main results construct pseudospectral data and pseudospectral functions for a
system (1.0.1) by considering boundary conditions as in Section 3. For this purpose
it is necessary to assume that the Nevanlinna pair R(z) ≡ R and Q(z) ≡ Q in
(3.0.1) is constant. In this case, the domain of analyticity of the pair is ΩR,Q = C.
Thus throughout this section we assume given a system
dY
= izJH(x)Y, 0 ≤ x ≤ ,
dx (4.0.1)
Y1 (0, z) = 0, R∗ Y1 (, z) + Q∗ Y2 (, z) = 0,
where R, Q are m × m matrices such that R∗ Q + Q∗ R = 0, the entire function
c(z)R + d(z)Q is invertible except at isolated points, and z is any complex number.
As usual, we assume that the Hamiltonian H(x) satisfies the conditions in Sec-
tion 2. Notice that R∗ R + Q∗ Q is invertible, since otherwise c(z)R + d(z)Q cannot
be invertible at any point.
4.1. Construction of pseudospectral data

Assume given a system (4.0.1) with Hamiltonian H(x) = H ∗ (x). The goal of this
section is Theorem 4.1.11, which is the basis for the notion of pseudospectral data.
We also derive additional properties of eigenfunctions and resolvents that will be
important for later results.
By Proposition 3.1.2, for each ζ ∈ C, Lζ is the set of functions

0
Y (x, ζ) = W (x, ζ) , g ∈ Cm ,
g (4.1.1)
[R∗ c∗ (ζ̄) + Q∗ d∗ (ζ̄)]g = 0 .
Proposition 4.1.1. For any ζ1 , ζ2 ∈ C and Y (x, ζ1 ) ∈ Lζ1 and Y (x, ζ2 ) ∈ Lζ2 ,

i(ζ1 − ζ¯2 ) Y ∗ (t, ζ2 )H(t)Y (t, ζ1 ) dt = 0. (4.1.2)
0
Hence Lζ1 ⊥ Lζ2 if ζ1 = ζ̄2 , and Lζ is a neutral subspace of L2 (Hdx) if ζ = ζ̄.

Proof. By the differential equation in (4.0.1),

i(ζ1 −ζ¯2 ) Y ∗ (t, ζ2 )H(t)Y (t, ζ1 ) dt
0

= Y ∗ (t, ζ2 )J[iζ1 JH(t)Y (t, ζ1 )] dt + [iζ2 JH(t)Y (t, ζ2 )]∗ JY (t, ζ1 ) dt
0 0
∗
= Y (t, ζ2 )JY (t, ζ1 ) + Y ∗ (t, ζ2 )JY (t, ζ1 ) dt
0
= Y ∗ (, ζ2 )JY (, ζ1 ) − Y ∗ (0, ζ2 )JY (0, ζ1 ) = Y ∗ (, ζ2 )JY (, ζ1 ),
where at the last stage we used the initial conditions Y1 (0, ζ1 ) = Y1 (0, ζ2 ) = 0.
Applying Lemma 3.1.3 to the subspace

R
M = ran ⊆ C2m , (4.1.3)
Q
we see that dim M = m and M ⊥ = JM . Since R∗ Y1 (, ζ1 ) + Q∗ Y2 (, ζ1 ) = 0
and R∗ Y1 (, ζ2 ) + Q∗ Y2 (, ζ2 ) = 0, Y (, ζ1 ) and Y (, ζ2 ) are orthogonal to M .
Therefore Y (, ζ1 ) ∈ M ⊥ = JM and JY (, ζ1 ) ∈ M . Since Y (, ζ2 ) ∈ M ⊥ ,
Y ∗ (, ζ2 )JY (, ζ1 ) = 0. This proves (4.1.2).
The last part of the lemma follows in a straightforward way from (4.1.2),
provided that whenever (4.1.2) is applied with ζ1 = ζ2 = ζ then Y (x, ζ1 ) and
Y (x, ζ2 ) are understood to be possibly different elements of Lζ .
Given a linear operator T on some linear space and an eigenvalue γ for T ,

let R0 (T, γ) = ker(T − γI). If Rj (T, γ) has been defined for j = 0, . . . , k, let
Rk+1 (T, γ) be the set of all vectors f such that (T − γI)f ∈ Rk (T, γ). We call
R0 (T, γ), R1 (T, γ), . . . the root subspaces for T for the eigenvalue γ.
Lemma 4.1.2. Given a linear operator T with eigenvalue γ,
(i) the subspaces R0 (T, γ), R1 (T, γ), . . . are invariant for T ;
(ii) {0} ⊆ R0 (T, γ) ⊆ R1 (T, γ) ⊆ · · · , and if equality holds at one stage, it holds
at all later stages;
(iii) if R0 (T, γ) is finite dimensional, so is Rk (T, γ) for every k = 0, 1, 2, . . . ;
(iv) if R0 (T, γ) is finite dimensional and γ = 0, then T is a one-to-one mapping
from Rk (T, γ) onto itself for each k = 0, 1, 2, . . . .
The details are elementary and omitted. We introduce an analogous notion

for canonical systems.
(0)
Definition 4.1.3. Assume given a system (4.0.1) with eigenvalue ζ. Let Lζ = Lζ
(0) (k)
be the corresponding eigenspace. If the subspaces Lζ , . . . , Lζ have been defined,
(k+1)
let Lζ be the set of all functions Y which satisfy
dY
= iζJH(x)Y + JH(x)Y (k) ,
dx ∗ (4.1.4)
Im 0 Y (0) = 0, R Q∗ Y () = 0,
(k) (0) (1)

for some Y (k) ∈ Lζ . We call Lζ , Lζ , . . . the root subspaces for (4.0.1) for the
eigenvalue ζ.
(0) (1)
It is easy to see that for any eigenvalue ζ of (4.0.1), Lζ ⊆ Lζ ⊆ · · · , and if
equality holds at one stage, it holds at all subsequent stages.
Theorem 4.1.4. Let z0 ∈ C, and assume that c(z0 )R + d(z0 )Q is invertible.
(i) The nonzero eigenvalues of the resolvent operator B(z0 ) coincide with the set
of numbers i/(z0 − ζ) where ζ is an eigenvalue of (4.0.1).
(ii) For each eigenvalue ζ of (4.0.1) and every k = 0, 1, 2, . . . ,
(k)
Lζ = Rk (B(z0 ), i/(z0 − ζ)).
(0) (0)
Proof. Let ζ be an eigenvalue for (4.0.1). Thus Lζ = Lζ = {0}. If Y ∈ Lζ , then
dY
= iζJH(x)Y = iz0 JH(x)Y + JH(x)[i(ζ − z0 )Y ],
dx

Im 0 Y (0) = 0, and R∗ Q∗ Y () = 0. Therefore B(z0 )[i(ζ − z0 )Y ] = Y . It
follows that i/(z0 − ζ) is a nonzero eigenvalue of B(z0 ), and
(0)
Lζ ⊆ R0 (B(z0 ), i/(z0 − ζ)).
On the other hand, if Y ∈ R0 (B(z0 ), i/(z0 − ζ)), we can reverse these steps to
(0)
show that Y ∈ Lζ . Thus i/(z0 − ζ) is a nonzero eigenvalue of B(z0 ), and
(0)
Lζ = R0 (B(z0 ), i/(z0 − ζ)).
Conversely, suppose that γ is a nonzero eigenvalue of B(z0 ). Consider any

eigenvector Y . Then B(z0 )[γ −1 Y ] = Y . This means that
dY
= iz0 JH(x)Y + JH(x)[γ −1 Y ],
dx ∗
Im 0 Y (0) = 0, R Q∗ Y () = 0.
Define ζ by γ = i/(z0 − ζ). Then
dY
= iz0 JH(x)Y + JH(x)[i(ζ − z0 )Y ] = iζJH(x)Y,
dx

Im 0 Y (0) = 0, and R∗ Q∗ Y () = 0. Hence Y is an eigenvector for (4.0.1).
Thus far we have proved (i). We have also proved (ii) for k = 0. In particular,
for any eigenvalue ζ of (4.0.1),
(0)
dim R0 (B(z0 ), i/(z0 − ζ)) = dim Lζ < ∞
by the representation (4.1.1) of the elements of an eigenspace. It remains to com-
plete the proof of (ii). Suppose we know that
(k)
Rk (B(z0 ), i/(z0 − ζ)) = Lζ
(k+1) (k)
for some k ≥ 0. Let Y ∈ Lζ . Choose Y (k) ∈ Lζ satisfying (4.1.4). Then
dY
= iz0 JH(x)Y + JH(x)[i(ζ − z0 )Y + Y (k) ],
dx
∗
Im 0 Y (0) = 0, R Q∗ Y () = 0,
which means that B(z0 )[i(ζ − z0 )Y + Y (k) ] = Y , or
# i $ i
B(z0 ) − I Y =− B(z0 )Y (k) . (4.1.5)
z0 − ζ z0 − ζ
(k)
Since Y (k) ∈ Lζ = Rk (B(z0 ), i/(z0 − ζ)), by (4.1.5) and Lemma 4.1.2(iv),
# i $
B(z0 ) − I Y ∈ Rk (B(z0 ), i/(z0 − ζ)), (4.1.6)
z0 − ζ
and so Y ∈ Rk+1 (B(z0 ), i/(z0 − ζ)). Thus
(k+1)
Lζ ⊆ Rk+1 (B(z0 ), i/(z0 − ζ)). (4.1.7)
To prove the reverse inclusion, consider any Y ∈ Rk+1 (B(z0 ), i/(z0 − ζ)). Then Y
satisfies (4.1.6). Using Lemma 4.1.2(iv), we deduce (4.1.5) for some
(k)
Y (k) ∈ Rk (B(z0 ), i/(z0 − ζ)) = Lζ .
(k+1)
Now we can reverse the steps and conclude that Y ∈ Lζ . Therefore equality
holds in (4.1.7), and the proof of (ii) is complete.
We say that a real interval (a, b) is H-indivisible if

α
H(x) = ηh(x)η ∗ a.e. on (a.b), η= , (4.1.8)
β
where h(x) is a measurable function with selfadjoint m × m matrix values, and α
and β are m × m matrices such that η ∗ Jη = α∗ β + β ∗ α = 0. The notion of an
H-indivisible interval is due to Kac [7]. See also Hassi, de Snoo, and Winkler [6]
and Kaltenbäck and Woracek [8, Part IV]. It should be noted that some authors
use a trace-normed Hamiltonian, and their formulas have a different appearance.
2 2 (Hdx) be the subspace of L2 (Hdx) consisting of all f such
Definition 4.1.5. Let L
that for every H-indivisible interval (a, b), there is a c ∈ C2m satisfying
H(x)f (x) = H(x)c a.e. on (a.b).
When H(x) ≥ 0 a.e., L2 (Hdx) is a Hilbert space, and an argument in Kac

2 2 (Hdx) is closed. In the general case
[7] can be used to show that the subspace L
∗ 2
H(x) = H (x), the inner product of L (Hdx) is indefinite, and we make no similar
assertion.
Proposition 4.1.6. (1) Let F = V f be given by (2.2.1) for some f in L2 (Hdx). If
f is orthogonal to the subspace L2 2 (Hdx), then F (z) ≡ 0.
(0) (1) 2 2 (Hdx).
(2) The root subspaces Lζ , Lζ , . . . of (4.0.1) are contained in L
Proof. (1) Let g ∈ Cm and z ∈ C. By (2.2.1),

B C
0
g ∗ F (z) = f (x), W (x, z̄) . (4.1.9)
g H
We show that the function

0
Y (x) = W (x, z̄)
g
belongs to L2 2 (Hdx). Consider an H-indivisible interval (a, b), and suppose that
H(x) is represented as in (4.1.8) on (a, b). By (1.0.3), dY /dx = iz̄JH(x)Y a.e. By
(4.1.8) and the identity η ∗ Jη = 0,
d ∗
(η Y (x)) = iz̄η ∗ Jηh(x)η ∗ Y (x) = 0
dx
a.e. on (a, b). Therefore η ∗ Y (x) ≡ const. on (a, b). The constant belongs to the
range of η ∗ , and so η ∗ Y (x) = η ∗ c on (a, b) for some c ∈ C2m . Then
H(x)Y (x) = ηh(x)η ∗ Y (x) = ηh(x)η ∗ c = H(x)c
2 2 (Hdx). Since f is orthogonal to L
a.e. on (a, b). Hence Y ∈ L 2 2 (Hdx), g ∗ F (z) = 0
by (4.1.9). By the arbitrariness of g, F (z) ≡ 0.
(2) Eigenfunctions have the form (4.1.1) and hence belong to L 2 2 (Hdx) by the
(0) 2
proof of (1). Thus Lζ ⊆ L (Hdx). Let Y = Y (x) ∈ Lζ
2 (k+1)
, k ≥ 0. Then Y satisfies
an equation (4.1.4). Let (a, b) be an H-indivisible interval with H(x) represented
in the form (4.1.8) on (a, b). By (4.1.4) and (4.1.8),
d ∗
(η Y (x)) = iζη ∗ Jηh(x)η ∗ Y (x) + η ∗ Jηh(x)η ∗ Y (k) (x) = 0
dx
a.e. on (a, b) because η ∗ Jη = 0. Therefore η ∗ Y (x) ≡ const. on (a, b). As in the
proof of (1), we deduce that Y ∈ L 2 2 (Hdx).
Proposition 4.1.7. The identity B(z) − B(w) = i(z − w)B(z)B(w) holds at all
points w, z such that B(z) and B(w) are defined. Hence the subspace K = ker B(z)
is independent of z.
Proposition 4.1.7 is a statement about resolvent operators for systems (4.0.1)

with constant boundary conditions. The resolvent identity does not hold in general
for systems (3.0.1) with variable boundary conditions.
Proof. Fix f ∈ L2 (Hdx). Without loss of generality assume that c(z)R + d(z)Q
and c(w)R + d(w)Q are invertible. Then according to Definition 3.1.6, B(z)f and
B(w)f are determined by Proposition 3.1.5. Set

h
B(w)f = h = 1 .
h2
By Proposition 3.1.5,
dh
= iwJH(x)h(x) + JH(x)f (x), 0 ≤ x ≤ ,
dx
∗ ∗
h1 (0) = 0, R h1 () + Q h2 () = 0,
Hence
dh
= izJH(x)h(x) + JH(x) f (x) − i(z − w)h(x) , 0 ≤ x ≤ ,
dx
h1 (0) = 0, R∗ h1 () + Q∗ h2 () = 0,

Therefore B(z) f − i(z − w)h = h, and the result follows.
Proposition 4.1.8. For any complex number ζ, the following are equivalent:
(i) ζ is an eigenvalue for (4.0.1);
(ii) c(ζ)R + d(ζ)Q is not invertible.
Proof. (ii) ⇒ (i) If c(ζ)R + d(ζ)Q is not invertible, neither is c(ζ̄)R + d(ζ̄)Q by
Lemma 3.1.4. Hence we can choose g = 0 in Cm such that [R∗ c∗ (ζ̄)+Q∗ d∗ (ζ̄)]g = 0.
Thus (see (4.1.1))
0
Y (x, ζ) = W (x, ζ) ∈ Lζ .
g
We show that Y = 0 as an element of L2 (Hdx). Argue by contradiction. If Y is
equivalent to zero in L2 (Hdx), then

f ∗ (t)H(t)Y (t, ζ) dt = 0
0
for all f ∈ L2 (Hdx). This implies that H(x)Y (x, ζ) = 0 a.e., and hence dY /dx =
iζJH(x)Y = 0 a.e. on [0, ]. Therefore Y is constant, and so

0 0
Y (x, ζ) = Y (0, ζ) = and H(x) = 0 a.e.
g g
By the nondegeneracy condition (iii) in our assumptions on H(x) in Section 2,
g = 0, a contradiction. Therefore Y = 0 in L2 (Hdx) and ζ is an eigenvalue for
(4.0.1).
(i) ⇒ (ii) If ζ is an eigenvalue for (4.0.1), there is a function (4.1.1) which
is not equivalent to zero in L2 (Hdx). The vector g in (4.1.1) can therefore not be
zero, and so c(ζ̄)R + d(ζ̄)Q is not invertible. Then c(ζ)R + d(ζ)Q is not invertible
by Lemma 3.1.4.
Since the functions R(z) ≡ R and Q(z) ≡ Q in (2.3.1) are constant,

−1
v(z) = i [a(z)R + b(z)Q] [c(z)R + d(z)Q] (4.1.10)
is meromorphic in the complex plane. The remaining results in this section add
the hypothesis that v(z) has only simple poles.
Proposition 4.1.9. Assume that v(z) has only simple poles. Define γ(ζ) for every
ζ ∈ C by
γ(ζ)
v(z) = + v1 (z), (4.1.11)
ζ −z
where v1 (z) is holomorphic at z = ζ. Then γ(ζ) = 0 except at the poles of v(z),
and γ(ζ̄) = γ(ζ)∗ . For each ζ ∈ C,
[R∗ c∗ (ζ̄) + Q∗ d∗ (ζ̄)]γ(ζ) = 0, (4.1.12)
and hence for every g ∈ Cm ,

0
Y (x, ζ) = W (x, ζ) ∈ Lζ . (4.1.13)
γ(ζ)g
Proof. Clearly γ(ζ) = 0 except at the poles of v(z). Since v(z) = v ∗ (z̄),
γ(ζ) γ(ζ)∗
v(z) = + v1 (z) = + v1∗ (z̄), (4.1.14)
ζ−z ζ̄ − z
and hence γ(ζ̄) = γ(ζ)∗ . By (4.1.10) and (4.1.14),
i(ζ̄ − z)[a(z)R + b(z)Q] = [γ(ζ)∗ + (ζ̄ − z)v1∗ (z̄)][c(z)R + d(z)Q].
Letting z → ζ̄, we deduce (4.1.12). Then (4.1.13) follows from (4.1.1).
The eigenvalues of (4.0.1) are isolated in the complex plane and occur in
conjugate pairs by Proposition 4.1.8 and Lemma 3.1.4. Assuming again that v(z)
has only simple poles, we fix the following notation for these points.
• Let {λj }rj=1 be the real eigenvalues of (4.0.1) (0 ≤ r ≤ ∞). For each j =
1, . . . , r, write
τj
v(z) = + vj (z), τj = τj∗ = γ(λj ).
λj − z
• Let {μk , μ̄k }sj=1 be the nonreal pairs of eigenvalues of (4.0.1) (0 ≤ s ≤ ∞).
For each k = 1, . . . , s, write
βk βk∗
v(z) = + vk (z) = + vk∗ (z̄), βk = γ(μk ).
μk − z μ̄k − z
• Let τ = τ R,Q be the collection of all eigenvalues λj , μk , μ̄k together with the
matrices τj , βk , j = 1, . . . , r and k = 1, . . . , s.
By Proposition 4.1.1, Lλj ⊥ Lλk if j = k, Lλj ⊥ (Lμk + Lμ̄k ), and Lμk is a neutral
subspace of L2 (Hdx) for all j = 1, . . . , r and k = 1, . . . , s.
Let L20 (τ ) be the space of all Cm -valued functions defined on the points
λj , μk , μ̄k having only finitely many nonzero values, in the inner product

r
s

F, GL2 (τ ) = G(λj )∗ τj F (λj ) + G(μ̄k )∗ βk F (μk ) + G(μk )∗ βk∗ F (μ̄k ) .
0
j=1 k=1
Equivalently, we can consider the elements of L20 (τ ) as Cm -valued functions on

the complex plane in the inner product

F, GL2 (τ ) = G∗ (ζ̄)γ(ζ)F (ζ). (4.1.15)
0
ζ∈C
Two functions F1 and F2 are identified if

γ(ζ)[F1 (ζ) − F2 (ζ)] = 0, ζ ∈ C. (4.1.16)
The inner product in L20 (τ ) is nondegenerate and in general indefinite.
We investigate the transform F = V f defined by (2.2.1) as a mapping from
L2 (Hdx) into L20 (τ ).
Lemma 4.1.10. Assume that v(z) has only simple poles. Let Y (x, ζ) belong to Lζ
and have the form (4.1.1). Then V Y belongs to L20 (τ ) and is equivalent to the
function F defined by
+
Δζ g, z = ζ,
F (z) = (4.1.17)
0, z = ζ,
where
Δζ = Δ∗ζ̄ = i[c (ζ)d∗ (ζ̄) + d (ζ)c∗ (ζ̄)]. (4.1.18)
Proof. The identity Δζ = Δ∗ζ̄ follows from (2.1.6). Let G = V Y . For z = ζ,

∗ 0
G(z) = 0 Im W (t, z̄) H(t)W (t, ζ) dt
0 g

W ∗ (, z̄)JW (, ζ) − J 0
= 0 Im
i(ζ − z) g
∗
1 a(z) b(z) a (ζ̄) c∗ (ζ̄) 0
= 0 Im J ∗
i(ζ − z) c(z) d(z) b (ζ̄) d∗ (ζ̄) g
c(z)d∗ (ζ̄) + d(z)c∗ (ζ̄)
= g.
i(ζ − z)
By (2.1.5), c(ζ)d∗ (ζ̄) + d(ζ)c∗ (ζ̄) = 0, and so
[c(z) − c(ζ)]d∗ (ζ̄) + [d(z) − d(ζ)]c∗ (ζ̄)

G(ζ) = lim g
z→ζ i(ζ − z)
= i[c (ζ)d∗ (ζ̄) + d (ζ)c∗ (ζ̄)]g = Δζ g.
Thus F (ζ) = G(ζ). To show that G is equivalent to F in L20 (τ ), by (4.1.17) we
must show that for all w = ζ, γ(w)[F (w) − G(w)] = 0, that is, γ(w)G(w) = 0, or
c(w)d∗ (ζ̄) + d(w)c∗ (ζ̄)
γ(w) g=0. (4.1.19)
i(ζ − w)
Fix w = ζ and consider any g̃ ∈ Cm . Write

B ∗ ∗ C
∗ ∗ ∗ d (ζ̄)g c (w)γ(w)∗ g̃
g̃ γ(w)[c(w)d (ζ̄) + d(w)c (ζ̄)] g = , ∗ . (4.1.20)
c∗ (ζ̄)g d (w)γ(w)∗ g̃ C2m
Define M as in (4.1.3), so M ⊥ = JM . By (4.1.12), [R∗ c∗ (w)+ Q∗ d∗ (w)]γ(w)∗ = 0,

and hence ∗
c (w)γ(w)∗ g̃
∈ M ⊥. (4.1.21)
d∗ (w)γ(w)∗ g̃
∗
c (ζ̄)g
By (4.1.1), [R∗ c∗ (ζ̄) + Q∗ d∗ (ζ̄)]g = 0, that is, ∗ ∈ M ⊥ = JM . Hence
d (ζ̄)g
∗ ∗
d (ζ̄)g c (ζ̄)g
=J ∗ ∈ M. (4.1.22)
c∗ (ζ̄)g d (ζ̄)g
By (4.1.20), (4.1.21), and (4.1.22), g̃ ∗ γ(w)[c(w)d∗ (ζ̄) + d(w)c∗ (ζ̄)] g = 0. Since g̃ is
arbitrary, this proves (4.1.19), and the result follows.
Theorem 4.1.11. Assume that v(z) has only simple poles.
(1) If f1 and f2 are finite linear combinations of eigenfunctions of (4.0.1), then

f2∗ (t)H(t)f1 (t) dt = V f1 , V f2 L2 (τ ) .
0
0
(2) If f ∈ L2 (Hdx) and f is orthogonal to every eigenfunction of (4.0.1), then

V f = 0 as an element of L20 (τ ).
Definition 4.1.12. By pseudospectral data for (1.0.1) we mean a collection τ of the
type considered above satisfying the properties (1) and (2) in Theorem 4.1.11.
Proof. (1) By linearity, we may assume that fj (x) = Y (ζj , x), where

0
Y (x, ζj ) = W (x, ζj ) ∈ Lζj , j = 1, 2, (4.1.23)
gj
as in (4.1.1) for some ζ1 , ζ2 ∈ C. By Lemma 4.1.10, V Y (x, ζj ) is equivalent to

Δζj gj , z = ζj ,
Fj (z) = (4.1.24)
0, z = ζj ,
j = 1, 2, where Δζ is given by (4.1.18). To prove (1), we must show that

Y (t, ζ2 )∗ H(t)Y (t, ζ1 ) dt = F1 , F2 L2 (τ ) . (4.1.25)
0
0
3
Case 1: ζ2 = ζ̄1 . Then 0
Y (t, ζ2 )∗ H(t)Y (t, ζ1 ) dt = 0 by Proposition 4.1.1. By
(4.1.15),

F1 , F2 L2 (τ ) = F2∗ (ζ̄)γ(ζ)F1 (ζ) = F2∗ (ζ̄1 )γ(ζ)F1 (ζ1 ),
0
ζ∈C
since F1 (ζ) = 0 for ζ = ζ1 by (4.1.24). In the same way, F2 (ζ) = 0 for ζ = ζ2 , and
hence F2 (ζ̄1 ) = 0 because ζ̄1 = ζ2 . Thus F1 ⊥ F2 in L20 (τ ), and (4.1.25) follows.
Case 2: ζ2 = ζ̄1 . Write the two points as ζ1 = ζ and ζ2 = ζ̄. By (2.1.6),

0
Y (t, ζ̄)∗ H(t)Y (t, ζ) dt = 0 g2∗ W (t, ζ̄)∗ H(t)W (t, ζ) dt
0 g 1
0
∗ ∗ 0
= 0 g2∗
∗ i[c (ζ)d∗ (ζ̄) + d (ζ)c∗ (ζ̄)] g1
= g2∗ Δζ g1 . (4.1.26)
Since

F1 , F2 L2 (τ ) = F2∗ (z̄)γ(z)F1 (z) = F2∗ (ζ̄)γ(ζ)F1 (ζ) = g2∗ Δ∗ζ̄ γ(ζ)Δζ g1 ,
0
z∈C
in order to verify (4.1.25), we must show that

g2∗ Δ∗ζ̄ γ(ζ)Δζ g1 = g2∗ Δζ g1 . (4.1.27)
∗
d (ζ̄)g1 R
As in the proof of Lemma 4.1.10, ∗ ∈ ran . Hence
c (ζ̄)g1 Q
Rg̃1 = d∗ (ζ̄)g1 and Qg̃1 = c∗ (ζ̄)g1 (4.1.28)

for some g̃1 ∈ Cm . Thus
Δζ g1 = i [c (ζ)d∗ (ζ̄) + d (ζ)c∗ (ζ̄)]g1 = i [c (ζ)R + d (ζ)Q]g̃1 . (4.1.29)
Next use (4.1.10) and (4.1.11) to write
i(ζ − z)[a(z)R + b(z)Q] = [γ(ζ) + (ζ − z)v1 (z)][c(z)R + d(z)Q],
where v1 (z) is holomorphic at z = ζ. On differentiating this relation with respect
to z and then setting z = ζ, we obtain
−i[a(ζ)R + b(ζ)Q] = −v1 (ζ)[c(ζ)R + d(ζ)Q] + γ(ζ)[c (ζ)R + d (ζ)Q]. (4.1.30)
Therefore
(4.1.29)
g2∗ Δ∗ζ̄ γ(ζ)Δζ g1 = g2∗ Δ∗ζ̄ γ(ζ)i [c (ζ)R + d (ζ)Q]g̃1
(4.1.30)
% &
= i g2∗ Δ∗ζ̄ − i[a(ζ)R + b(ζ)Q] + v1 (ζ)[c(ζ)R + d(ζ)Q] g̃1
(4.1.28) ∗ ∗
%
= g2 Δζ̄ [a(ζ)d∗ (ζ̄) + b(ζ)c∗ (ζ̄)]g1
&
+ iv1 (ζ)[c(ζ)d∗ (ζ̄) + d(ζ)c∗ (ζ̄)]g1 .
Thus by (2.1.5) and (4.1.18), g2∗ Δ∗ζ̄ γ(ζ)Δζ g1 = g2∗ Δ∗ζ̄ g1 = g2∗ Δζ g1 . This proves
(4.1.27) and verifies (4.1.25) in Case 2.
(2) Let F = V f , where f ∈ L2 (Hdx) and f ⊥ Lζ for all ζ ∈ C. To show that

F = 0 as an element of L20 (τ ), by (4.1.16) we must show that γ(ζ)F (ζ) = 0 for
every ζ ∈ C. In fact, for every g ∈ Cm ,

0
W (x, ζ̄) ∈ Lζ̄ (4.1.31)
γ(ζ)∗ g
by Proposition 4.1.9. By assumption, f is orthogonal to (4.1.31), and so by (2.2.1),

∗ ∗

g γ(ζ)F (ζ) = g γ(ζ) 0 Im W (t, ζ̄)∗ H(t)f (t) dt = 0.
0
Since g is arbitrary, γ(ζ)F (ζ) = 0.
4.2. Definite case: pseudospectral functions

Let a system (4.0.1) be given as before, and in addition assume that H(x) ≥ 0
a.e. Then the function v(z) defined by (4.1.10) is a Nevanlinna function by (2.3.2).
The main results of this section appear in Theorems 4.2.2, 4.2.4, and 4.2.5.
Proposition 4.2.1. The eigenvalues of (4.0.1) are real. For any complex number ζ,
the following are equivalent:
(i) ζ is an eigenvalue for (4.0.1);
(ii) c(ζ)R + d(ζ)Q is not invertible;
(iii) ζ is a pole of v(z).
Proof. Since H(x) ≥ 0, the eigenvalues of (4.0.1) are real by Proposition 4.1.1 (or
Proposition 3.2.1). The equivalence of (i) and (ii) is shown in Proposition 4.1.8.
(iii) =⇒ (ii) This is obvious from the definition of v(z) in (4.1.10).
(i) =⇒ (iii) If ζ is an eigenvalue of (4.0.1), then there is a Y = 0 in L2 (Hdx)
of the form (4.1.1). By Lemma 4.1.10, V Y is equivalent to the function F (x) given
by (4.1.17). Since H(x) ≥ 0, by Theorem 4.1.11(1) and (4.1.15),

0< Y ∗ (t, ζ)H(t)Y (t, ζ) dt = F, F L2 (τ ) = F ∗ (ζ̄)γ(ζ)F (ζ).
0
0
So γ(ζ) = 0, and hence ζ is a pole of v(z) by (4.1.11).
Since v(z) is meromorphic in C and a Nevanlinna function, its poles are real
and simple, and hence the pseudospectral data constructed in Theorem 4.1.11 take
a simpler form. By Proposition 4.2.1, the poles of v(z) coincide with the eigenvalues
{λj }rj=1 of (4.0.1). Thus we have
τj
v(z) = + vj (z),
λj − z
where τj ≥ 0 and vj (z) is holomorphic at λj , j = 1, . . . , r, and
∞
1 t
v(z) = α + βz + − dτ (t), (4.2.1)
−∞ t − z 1 + t2
where τ (t) is a nondecreasing m × m matrix-valued step function with jumps τj

at the points λj , j = 1, . . . , r. The inner product space L20 (τ ) is positive and has
a Hilbert space completion to L2 (dτ ).
Theorem 4.2.2. The transform F = V f ,

F (z) = 0 Im W ∗ (x, z̄) H(x)f (x) dx,
0
D r from L (Hdx) into L (dτ ) with initial space N equal to

2 2
acts as a partial isometry
the closed span N = j=0 Lλj of all eigenfunctions for the system (4.0.1).
It will be shown in Theorem 4.2.4 that the mapping in Theorem 4.2.2 is

always onto. Theorem 4.2.2 constructs a family of pseudospectral functions for the
system (1.0.1) in the sense of the following definition.
Definition 4.2.3. A pseudospectral function for (1.0.1) is a nondecreasing function
τ (t) of real t such that the transform

(V f )(z) = 0 Im W ∗ (x, z̄) H(x)f (x) dx
0
acts as a partial isometry from L2 (Hdx) into L2 (dτ ). If the partial isometry is an
isometry, we call τ (t) a spectral function for (1.0.1). We say that a pseudospectral
function τ (t) is orthogonal if the range of the partial isometry is all of L2 (dτ ).
Proof of Theorem 4.2.2. By Theorem 4.1.11(1), V acts isometrically from the lin-
ear span of all eigenfunctions into L2 (dτ ). Hence V acts isometrically from N
into L2 (dτ ). Theorem 4.1.11(2) asserts that every function in L2 (Hdx) which is
orthogonal to all eigenfunctions is mapped by V to the zero element of L2 (dτ ).
Alternate proof of part of Theorem 4.2.2. We give another proof that V is isomet-
ric on N, using resolvent operators and Theorems 4.1.4 and 3.2.4. This argument
avoids any use of Lemma 4.1.10 and Theorem 4.1.11.
By (3.2.9), V is a contraction from L2 (Hdx) into L2 (dτ ). It is therefore
sufficient to show that for any eigenvalues λj and λk ,
Y (x, λj ), Y (x, λk )H = Fj (t), Fk (t)L2 (dτ ) , (4.2.2)
where Y (x, λj ) and Y (x, λk ) are corresponding eigenfunctions and Fj (z) and Fk (z)
are their transforms under V . By Theorem 4.1.4,
i
B(z)Y (x, λj ) = Y (x, λj )
z − λj
for every z such that c(z)R + d(z)Q is invertible. For such z,
i
B(z)Y (x, λj ), Y (x, λk )H = Y (x, λj ), Y (x, λk )H .
z − λj
We deduce that
lim y B(iy)Y (x, λj ), Y (x, λk )H = Y (x, λj ), Y (x, λk )H , (4.2.3)
y→∞
where the limit is through points such that c(iy)R + d(iy)Q is invertible. By the
identity (3.2.8) in Theorem 3.2.4,
∞
−iy
lim y B(iy)Y (x, λj ), Y (x, λk )H = lim Fj∗ (t) dτ (t) Fk (t)
y→∞ y→∞ −∞ t − iy
= Fj (t), Fk (t)L2 (dτ ) . (4.2.4)

We obtain (4.2.2) from (4.2.3) and (4.2.4).
Theorem 4.2.4. The pseudospectral function τ (t) constructed in Theorem 4.2.2 is
orthogonal.
Proof. It is sufficient to show that for each j = 1, . . . , r, V Lλj = Mj , where Mj is

the subspace of functions in L2 (dτ ) which are supported at λj .
By Lemma 4.1.10, V Lλj ⊆ Mj . Since V |Lλj is one-to-one and dim Mj =
rank τj , we only need to show that dim Lλj ≥ rank τj . For any g ∈ Cm ,

0
Y (x, λj ) = W (x, λj ) ∈ Lλj (4.2.5)
τj g
by Proposition 4.1.9. If Y = 0 as an element of L2 (Hdx), then

Y ∗ (t, λj )H(t)Y (t, λj ) dt = 0. (4.2.6)
0
Since H(x) ≥ 0 on [0, ] we conclude that H(x)1/2 Y (x, λj ) = 0, and hence

dY
= izJH(x)Y = 0
dx

0
a.e. on [0, ]. Thus Y is constant, and so Y (x, λj ) ≡ . Then by (4.2.6),
τj g

0
0 g ∗ τj H(t) dt = 0,
0 τj g

and so τj g = 0 by the condition (iii ) at the beginning of Section 2. Therefore we
can find a linearly independent set of elements of Lλj of the form (4.2.5) containing
rank τj elements. Hence dim Lλj ≥ rank τj , and the result follows.
Theorem 4.2.5. The following are equivalent.
(i) The function τ (t) in Theorem 4.2.2 is an orthogonal spectral function for the
system (1.0.1).
(ii) The eigenfunctions for (4.0.1) are complete in L2 (Hdx).
(iii) For some and hence any z in the domain of the resolvent, ker B(z) = {0}.
Proof. (i) ⇔ (ii) This follows from Theorems 4.2.2 and 4.2.4.
(ii) ⇔ (iii) By Proposition 4.1.7, K = ker B(z) is independent of z in the
domain of the resolvent. Therefore in (iii) it is sufficient to consider some z = z0
such that z0 = z̄0 and c(z0 )R + d(z0 )Q is invertible. Then iB(z0 ) is a compact self-
adjoint operator by Proposition 3.1.7. By the spectral theorem, the eigenfunctions
for iB(z0 ) are complete in L2 (Hdx). By Theorem 4.1.4, the eigenfunctions for
iB(z0 ) for its nonzero eigenvalues have the same closed span as the eigenfunctions
for (4.0.1).
Now assume (ii). Then L2 (Hdx) is the closed span of the eigenfunctions for
iB(z0 ) for its nonzero eigenvalues. So the origin is not an eigenvalue of iB(z0 ).
Thus ker B(z0 ) = {0}, and (iii) follows. The proof that (iii) implies (ii) follows on
reversing these steps.
Corollary 4.2.6. Conditions (i)–(iii) in Theorem 4.2.5 hold if H(x) has invertible
values a.e.
Proof. We verify condition (iii) in Theorem 4.2.5. Suppose f ∈ ker B(z0 ) for some
real number z0 such that c(z0 )R + d(z0 )Q is invertible. If H(x) has invertible
values, then a function in L2 (Hdx) is equivalent to the zero element of the space
if and only if it is equal to zero a.e. Hence by Definition 3.1.6 and (3.1.4),
x
Im 0
W (x, z0 ) J W ∗ (t, z0 )H(t)f (t) dt
−iv(z0 ) 0 0
:
0 0 ∗
+ J W (t, z0 )H(t)f (t) dt ≡ 0.
−iv(z0 ) −Im x
Multiply by W (x, z0 )−1 , then differentiate to get W ∗ (x, z0 )H(x)f (x) = 0 a.e.
Again since H(x) has invertible values a.e., it follows that f (x) = 0 a.e. This
verifies the condition (iii) in Theorem 4.2.5, and so the corollary follows.
Recall that by Proposition 4.1.7, the subspace K = ker B(z) is independent

2 2 (Hdx) be as in Definition 4.1.5.
of z in the domain of the resolvent. Let L
2 2 (Hdx).
Proposition 4.2.7. (1) The subspace K = ker B(z) contains L2 (Hdx) ( L
(2) The eigenfunctions for (4.0.1) are complete in L2 (Hdx) ( K.
Proof. (1) Let f ∈ L2 (Hdx) ( L 2 2 (Hdx). We must show that B(z)f = 0 for z in
the domain of the resolvent. We may suppose that z ∈ C+ ∪ C− , in which case we
can use the representation (3.2.8). It follows from (3.2.8) that for any g ∈ L2 (Hdx),
∞ ∗
G (t)dτ (t)F (t)
iB(z)f, gH = ,
−∞ t−z
where F and G are the transforms of f and g as in (2.2.1). Since we assume that f is
2 2 (Hdx), F ≡ 0 by Proposition 4.1.6(1). Thus iB(z)f ⊥ L2 (Hdx),
orthogonal to L
and hence B(z)f = 0.
(2) Write K = ker B(z0 ), where z0 is a real number such that c(z0 )R + d(z0 )Q
is invertible. As in the proof of Theorem 4.2.5, the eigenfunctions for (4.0.1) have
the same closed span as the eigenfunctions for iB(z0 ) for its nonzero eigenvalues.
This closed span is L2 (Hdx) ( K because K = ker B(z0 ).
In A.L. Sakhnovich [13], the term “pseudospectral function” is used in a little

different way from our definition. What is called a “pseudospectral function” in
[13] will be called a “strong pseudospectral function” here.
Definition 4.2.8. By a strong pseudospectral function for a system (1.0.1) we
mean a pseudospectral function τ (t) such that the kernel of V as an operator
from L2 (Hdx) into L2 (dτ ) coincides with the set of all f in L2 (Hdx) such that
(V f )(z) ≡ 0 for all z. A strong spectral function for (1.0.1) is a spectral function
τ (t) such that, whenever f belongs to L2 (Hdx) and its transform F = V f is zero
in L2 (dτ ), then (V f )(z) ≡ 0 for all z. The term orthogonal applied to these notions
has the same meaning as in Definition 4.2.3.
Thus if τ (t) is a pseudospectral function, it may occur that the subspaces
K+ = {f : f ∈ L2 (Hdx) and V f = 0 in L2 (dτ )},
(4.2.7)
K− = {f : f ∈ L2 (Hdx) and (V f )(z) = 0 for all z ∈ C},
do not coincide, although in every case K− ⊆ K+ . The condition for τ (t) to be a
strong pseudospectral function is that K+ = K− .
The next result follows easily from Theorem 4 of A.L. Sakhnovich [13]. Set
v0 (z) = i[a(z) + b(z)][c(z) + d(z)]−1 . (4.2.8)
Since c(z) + d(z) is entire and has value Im for z = 0, it is invertible except at
isolated points. It is easy to see that Im v0 (z) ≥ 0 on C+ (but v0 (z) = v0∗ (z̄)).
Proposition 4.2.9. The pseudospectral function τ (t) constructed in Theorem 4.2.2
is strongly pseudospectral if
1 ∗
lim [c (−iy) − d∗ (−iy)][v(iy) − v0 (iy)][c(iy) − d(iy)] = 0. (4.2.9)
y→∞ y
Dr
In this case, the closed span N = j=0 Lλj of the eigenfunctions of (4.0.1) is equal
to the closed span of all functions

0
Y (x, z) = W (x, z) , z ∈ C, g ∈ Cm . (4.2.10)
g
Proof. Define K+ and K− by (4.2.7). By Theorem 4.2.2, VD acts as a partial isom-

etry from L2 (Hdx) into L2 (dτ ) with initial space K⊥ + =
r
j=0 Lλj . By [13, Theo-
rem 4(a)], the condition (4.2.9)
D r implies that the isometric set of V coincides with
K⊥− . Hence K ⊥
− = K⊥
+ = j=0 Lλj . In particular, K− = K+ , and therefore τ (t)
isDa strong pseudospectral function. The last statement follows from the equality
( j=0 Lλj )⊥ = K− together with the observation that a function f in L2 (Hdx) be-
r
longs to K− if and only if f is orthogonal to all functions of the form (4.2.10).

Example 4.2.10. A simple example, adapted from Orcutt [9], illustrates some of
our results. Take m = 1 and fix a number 0 < x0 < . Consider a system (1.0.1)
with ⎧
⎪
⎪ 1 0
⎪
⎪ , 0 ≤ t ≤ x0 ,
⎪
⎨ 0 0
H(t) = (4.2.11)
⎪
⎪
⎪
⎪ 0 0
⎪
⎩ 0 1 , x0 < t ≤ .
Then L2 (Hdx) is an infinite-dimensional Hilbert space. The intervals (0, x0 ) and

(x0 , ) are H-indivisible, and therefore the subspace L 2 2 (Hdx) of Definition 4.1.5
is two-dimensional. Straightforward calculations show that
⎧
⎪
⎪ 1 0
⎪
⎪ , 0 ≤ t ≤ x0 ,
⎪
⎨ izt 1
W (t, z) = (4.2.12)
⎪
⎪ − 2
− −
⎪
⎪ 1 x0 z (t x0 ) iz(t x0 )
⎪
⎩ , x0 < t ≤ ,
ix0 z 1
and

f1 (x)
(V f )(z) = f2 (t) dt, f (x) = ∈ L2 (Hdx). (4.2.13)
x0 f2 (x)
The functions (2.1.4) are given by

a(z) b(z) 1 − x0 z 2 ( − x0 ) −ix0 z
= . (4.2.14)
c(z) d(z) −iz( − x0 ) 1
As an illustration of Theorem 4.2.2, consider a system (4.0.1), where R and

Q are numbers not both zero such that R̄Q + Q̄R = 0. Set
a(z)R + b(z)Q [1 − x0 z 2 ( − x0 )]R − ix0 zQ
v(z) = i =i .
c(z)R + d(z)Q −iz( − x0 )R + Q
When R = 0,
τ1
v(z) = + x0 z ,
λ1 − z
where τ1 = 1/( − x0 ), λ1 = ρ/( − x0 ), and ρ = −iQ/R. Thus τ (x) is a step
function with a single jump at x = λ1 . The eigenspace Lλ1 is one-dimensional and
spanned by ⎧
⎪
⎪ 0
⎪
⎪ , 0 ≤ t ≤ x0 ,
⎪
⎨ 1
Y (t, λ1 ) = (4.2.15)
⎪
⎪
⎪
⎪ iλ1 (t − x0 )
⎪
⎩ , x0 ≤ t ≤ .
1
We easily check that V is a partial isometry from L2 (Hdx) onto L2 (dτ ) with
initial space Lλ1 . In particular, a pseudospectral function need not be a spectral
function. When R = 0, v(z) = x0 z and τ (x) is constant. There are no poles and no
eigenvalues, and we interpret the span of the eigenfunctions to be the zero subspace
of L2 (Hdx). Trivially V is the zero operator on L2 (Hdx) to L2 (dτ ) = {0}.
The question arises if Theorem 4.2.2 generalizes to systems (3.0.1) with non-
constant functions R(z) and Q(z). That is, is the function τ (x) in (3.2.3) always a
pseudospectral function? An example shows that this is not necessarily the case.
Choose the Nevanlinna pair
R(z) = 1, Q(z) = −iqz, z ∈ C,
where q > 0. By (4.2.14),
a(z)R(z) + b(z)Q(z) 1 1
v(z) = i = x0 z − ,
c(z)R(z) + d(z)Q(z) − x0 + q z
and so ⎧
⎨ 1
, x ≥ 0,
τ (x) = − x 0+q
⎩
0, x < 0.
2
By (4.2.13), the transform F = V f of any f in L (Hdx) is constant. The orthog-
onal complement of ker V in L2 (Hdx) is spanned by the element
⎧
⎪
⎪ 0
⎪
⎨ 0 , 0 < x < x0 ,
f0 (x) =
⎪
⎪ 0
⎪
⎩ , x0 < x < ,
1
whose transform F0 = V f0 is given by F0 (z) = − x0 . Thus
( − x0 )2
F0 2L2 (dτ ) = < − x0 = f0 2H ,
− x0 + q
so V is not isometric on the orthogonal complement of its kernel. Hence τ (x) is
not a pseudospectral function. We remark that the inequality F0 2L2 (dτ ) ≤ f0 2H
is a special case of (3.2.9).
Added in proof. The authors plan to treat the case in which v(z) has nonsimple
poles in future work.
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Equations Operator Theory 33 (1999), no. 1, 34–97; II, ibid. 33 (1999), no. 3, 305–
380; III, Acta Sci. Math. (Szeged) 69 (2003), no. 1–2, 241–310; IV, ibid. 72 (2006),
no. 3–4, 709–835.
[9] B. Orcutt, Canonical differential equations. Ph.D. thesis, University of Virginia,
1969.
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canonical differential equations. J. Operator Theory 51 (2004), 115–139.
[11] , Inverse problems for canonical differential equations with singularities. Re-
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Birkhäuser, Basel, 257–288.
[12] , On indefinite cases of operator identities which arise in interpolation the-
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(1990), no. 11, 1510–1524, Engl. transl., USSR-Sb. 71 (1992), no. 2, 355–369.
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J. Rovnyak
University of Virginia
P. O. Box 400137
Charlottesville, VA 22904–4137, USA
e-mail: rovnyak@virginia.edu
L.A. Sakhnovich
735 Crawford Avenue
Brooklyn, NY 11223, USA
e-mail: Lev.Sakhnovich@verizon.net
Operator Theory:

On Wave Hyperbolic Model for Disturbance

Propagation in Magnetic Fluid
Igor Selezov
Abstract. A new extended model of ferrohydrodynamics is presented. The

model takes into account the fluid compressibility and heat relaxation. As
a result, such a model is governed by the partial differential equations of
hyperbolic-elliptic type and predicts the wave propagation with a finite ve-
locity unlike tradition models. The solvability of the corresponding problem
for plane waves is investigated.
Mathematics Subject Classification (2000). Primary 76W05; Secondary 78A40.
Keywords. Wave hyperbolic model, magnetic fluid, disturbance propagation,
finite velocity.
1. Extended equations of magnetic fluid motion

Tradition model of magnetofluid dynamics includes the heat equation of para-
bolic type which predicts the propagation of a weak discontinuity with infinite
velocity after excitation of the medium. Here this paradox is overcome by the
extension of parabolic partial differential operator up to hyperbolic ones [2]. Sim-
ilarly, the elliptic partial differential operator for incompressible fluid is extended
up to hyperbolic ones for compressible fluid. Moreover, unlike traditional model
we take into account the effect of the temperature on a magnetization and, as
a result, obtain the extended equation for magnetic potential instead of Laplace
equation [1]. As a result, instead of tradition equations of ferrohydrodynamics of
parabolic-elliptic type, we obtain the system of equations of hyperbolic-elliptic
type predicting the propagation of disturbances with finite velocities. Propagation
of plane monochromatic waves is considered on the basis of this system.
The ferrofluid (magnetic fluid) is a suspension of magnetite particles with
sizes of (3 − 15) 10−9 m in vacuum oil. The density of particles is 1023 particles/m3 .
Such a structure allows to describe it by the equations of continuum physics. The
main significant property of magnetic fluid is a strong magnetization.
222 I. Selezov
We present the extended equations describing a weak disturbance propaga-

tion in the compressible inviscid magnetic fluid which include the balance and
constitutive equations:
the equation of momentum conservation

∂V
ρ̂ + V ·∇ V = −∇p̂
+ μ0 M ·∇
H, (1.1)
∂t
the extended state equation
∂ p̂ + βK ∂T ,
·V
= −K ∇ (1.2)
∂t ∂t
the extended hyperbolic equation of heat propagation
∂T ∂2T ·V
,
= k∇2 T − τ 2 − γ ∇ (1.3)
∂t ∂t
the Maxwell equations

×H
∇ = 0, ∇
· H +M
= 0, (1.4)
the constitutive equations [1]

= H M,
ρ̂ = ρ0 [1 − β (T − T0 )] , M (1.5)
H
M = M0 − Kp (T − T0 ) + χ (H − H0 ) , (1.6)
where V is the velocity vector, H and M are the vectors of magnetic intensity
and magnetization, p and ρ are the pressure and density, T is a temperature,
K is a bulk modulus, β is a coefficient of bulk temperature dilatation, k is a
coefficient of thermal conductivity, τ is a thermal relaxation time, γ is a coefficient
of thermoelastic diffusion, Kp is a pyromagnetic constant, χ is the susceptibility,
is the Hamilton operator.
∇
Unlike tradition equations of ferrohydrodynamics of parabolic-elliptic type
the system (1.1)–(1.6) includes the state equation (1.2) instead of the equation
· v = 0 and equation (1.3) taking into account the relaxation effect τ ∂ 2 T2 and
∇ ∂t
· v .
fluid compressibility γ ∇
A total field is presented as a superposition of undisturbed field and small
disturbed field
p̂ (x, t) = p0 + p (x, t) , ρ̂ (x, t) = ρ0 + ρ (x, t) , T (x, t) = T0 (x) + t̂ (x, t) ,
(x, t) = 0 + ν (x, t) , H
V (x, t) = H
0 (x) + h (x, t) , (1.7)
M (x, t) = M0 (x) + m (x, t)
Substituting (1.7) into the system (1.1)–(1.6) yields the static and dynamic
problems. In the first problem desired functions do not depend on time, they cor-
respond to an undisturbed state. For the second problem, assuming that disturbed
Wave Hyperbolic Model 223
values are small in comparison with undisturbed ones and introducing the veloc-
ity potential ϕ and magnetic field potential ψ according to the representations

ν = ∇ϕ, h = ∇ψ
generate the following system of linearized equations

2
∂ ϕ 2 ∂ t̂ μ0 (1 + χ) ∂ψ ,
− c 0 ∇
2 2
ϕ = −βc 0 + ∇Ψ 0 · ∇ (1.8)
∂t2 ∂t ρ0 ∂t
∂ 2 t̂ 1 ∂ 2 t̂ 1
2
− c t ∇
2 2
t̂ + = ∇2 ϕ, (1.9)
∂t τ ∂t τ
Kp
∇ ψ=
2
∇t̂, (1.10)
χ

K
where c0 = ρ0 is the velocity of propagation of dilatation waves, ct = K τ is
the velocity of heat propagation, in (1.10) ∇ is the scalar Hamilton operator.
Equation (1.8) includes at the right-hand part the term taking into account
the influence of temperature and dissipative term connected with the losses in
magnetic fluid. Equation (1.9) includes the term with the time relaxation τ and
the term taking into account the effect of dilatational field. As is seen from equation
(1.8) the last term is not equal to zero only in the case when ∇Ψ 0 = 0. Thus, the
original equations for the vector field are reduced to a closed system of equations
(1.8)–(1.10) for three scalar functions ϕ, t̂ and ψ.
2. Propagation of plane waves

In this case the systems (1.8)–(1.10) is written for the functions ϕ (x, t) , t̂ (x, t)
and ψ (x, t) as follows
2
∂2ϕ 2
2∂ ϕ 2 ∂ t̂ μ0 (1 + χ) ∂ ∂ ψ
− c0 2 = −βc0 + Ψ0 (x) , (2.1)
∂t2 ∂x ∂t ρ0 ∂x ∂x∂t
∂ 2 t̂ 2
2 ∂ t̂ 1 ∂ t̂ 1 ∂ 2ϕ
− c t + = , (2.2)
∂t2 ∂x2 τ ∂t τ ∂x2
∂2ψ Kp ∂ t̂
2
= . (2.3)
∂x χ ∂x
Later on we consider the case of the constant magnetic field H0 , so that
Ψ0 (x) = H0 x. (2.4)
As a result, the system (2.1)–(2.3) with taking into account (2.4) can be
reduced to the following equation
2 2
2 2

∂ 2 ∂ ∂ t̂ 2 ∂ t̂ ∂ t̂
− c0 2 τ 2 − τ ct 2 +
∂t2 ∂x ∂t ∂x ∂t
3
Kp ∂ t̂
− (−qt + qm ) H0 = 0, (2.5)
χ ∂x2 ∂t
μ0 (1+χ)
where qt = βc20 , qm = ρ0 .
224 I. Selezov
Equation (2.5) can be presented in the form

∂ 4 t̂ ∂ 4 t̂ ∂ 4 t̂
τ 4
− τ c2t + c20 2 2
+ τ c20 c2t 4
∂t ∂t ∂x ∂x
∂ 3 t̂ ∂ 3 t̂
+ + (qt − qm ) = 0. (2.6)
∂t3 ∂t∂x2
3. Stationary waves
For investigation of stationary waves the function t̂ is presented as follows
t̂ (x, t) = f (x − ct) = f (θ) , (3.1)
where θ is the phase. In this case the equation (2.6) can be reduced to the following
equation
a1 a0
f − f − f = 0, (3.2)
a2 a2
where

a0 = τ c2t + c20 c2 , a1 = c c2 + qt − qm , a2 = τ c4 + c20 c2t .
The solution of equation (3.2) is of the form
f (θ) = B1 eκ1 θ + B2 eκ2 θ , (3.3)
where =
2
1 a1 1 a1 a0
κ1,2 = ± + . (3.4)
2 a2 4 a2 a2
One can see from (3.4), the real roots exist at the conditions a21 > 4a0 , c2 +qt > qm
and in this case the solutions (3.3) corresponding to stationary waves do not exist.
4. Travelling waves
The solution is presented in the form of monochromatic waves
t̂ (x, t) ∼ ei(kx−ωt) . (4.1)
After substituting (4.1) into (2.6) we obtain the condition of solvability in the form
λ λ
τ c4p − τ c2t + c20 c2p + τ c20 c2t − i c3p − i (qt − qm ) cp = 0, (4.2)
2π 2π
where cp = ωk is the phase velocity, λ is the wavelength, k = 2π 2π
λ , ω = λ cp .
In general case the equation (4.2) gives two pair of complex-conjugate roots.
Later on we consider two degenerate cases: long wavelength approximation and
short wavelength approximation. At λ → ∞ (or τ → 0) the slow motions are
determined by the condition of existence of solutions
√
cp = q m − qt , qm > qt .
Wave Hyperbolic Model 225
At λ → 0 the equation degenerates to

c4p − c2t − c20 c2p + c20 c2t = 0 (4.3)
and gives the following conditions of solvability: cp = ct and cp = c0 which corre-
spond to two characteristics.
References
[1] B. Berkovsky, V. Medvedev, M. Krakov, Magnetic fluids: engineering applications.
Oxford: Oxford University Press, 1993.
[2] I. Selezov, Nonlinear wave propagation in close to hyperbolic systems. Int. Series of
Numerical Mathematics, Birkhäuser Verlag Basel/Switzerland 141 (2001), 851–860.
Igor Selezov
Institute of Hydromechanics NAS
Sheliabov Str. 8/4,
Kiev 03680, Ukraine
e-mail: selezov@uninet.kiev.ua
Part 2
Research Papers
Operator Theory:

High-accuracy Stable Difference Schemes

for Well-posed NBVP
Allaberen Ashyralyev
Abstract. The single step difference schemes of the high order of accuracy for
the approximate solution of the nonlocal boundary value problem (NBVP)
v (t) + Av(t) = f (t)(0 ≤ t ≤ 1), v(0) = v(λ) + μ, 0<λ≤1
for the differential equation in an arbitrary Banach space E with the strongly
positive operator A are presented. The construction of these difference schemes
is based on the Padé difference schemes for the solutions of the initial-value
problem for the abstract parabolic equation and the high order approximation
formula for v(0) = v(λ) + μ. The stability, the almost coercive stability and
coercive stability of these difference schemes are established.
Mathematics Subject Classification (2000). Primary 65N12; Secondary 47D06.
Keywords. Parabolic equation, nonlocal boundary value problem, Padé differ-
ence schemes, high order of accuracy, well-posedness, coercive inequalities.
1. Introduction. Differential and difference problems

It is known that (see, e.g., [1]–[5] and the references given therein) many applied
problems in fluid mechanics, other areas of physics and mathematical biology were
formulated as nonlocal mathematical models. However, such problems were not
well investigated in general. The nonlocal boundary value problem

v (t) + Av(t) = f (t)(0 ≤ t ≤ 1), v(0) = v(λ) + μ, 0<λ≤1 (1.1)
for the abstract parabolic equation in arbitrary Banach space E with the strongly
positive operator A is ill posed in the Banach space C(E) = C([0, 1], E) with norm
ϕ C(E) = max ||ϕ(t)||E .
0≤t≤1
The well-posedness in the two-parameter family of spaces of smooth functions

C0β,γ (E) = C0β,γ ([0, 1], E) with 0 < β < 1, 0 ≤ γ ≤ β and in the three-parameter
family of spaces of smooth functions C0β,γ (Eα−β ) = C0β,γ ([0, 1], Eα−β ) with 0 <
230 A. Ashyralyev
α < 1, 0 ≤ γ ≤ β ≤ α of the nonlocal boundary value problem (1.1) under

the assumption that the operator −A generates an analytic semigroup exp{−tA}
(t ≥ 0) with exponentially decreasing norm, when t → +∞
M
exp{−tA} E→E ≤ M e−δt , A exp{−tA} E→E ≤ , t > 0, (1.2)
t
where δ and M are for some positive numbers, was established in [7]. Here, we
introduce the fractional space Eα = Eα (E, A)(0 < α < 1), consisting of all v ∈ E
for which the following norm is finite:
v Eα = sup λα A(λ + A)−1 v E .
λ>0
In this paper, positive constants, which can differ in time (hence: not a subject of
precision) will be indicated with an M. On the other hand M (α, β, . . . ) is used to
focus on the fact that the constant depends only on α, β, . . . .
In [9], the well-posedness of the nonlocal boundary value problem (1.1) was
established in Bohner spaces Lp (E)(1 < p < ∞), Lp (Eα,p )(0 < α < 1, 1 ≤ p ≤ ∞)
and Lp (Eα,q )(0 < α < 1, 1 < p, q < ∞) under assumption (1.2). Here, we introduce
the fractional space Eα,p = Eα,p (E, A)(0 < α < 1), consisting of all v ∈ E for
which the following norm is finite:
∞ p1
−1 p dλ
v Eα,p = λ A(λ + A) v E
α
, 1≤p<∞
λ
0
and Eα,∞ = Eα .
We now consider the well-posedness of difference problem. For the construc-
tion of difference schemes, we define the uniform grid space
[0, 1]τ = {tk = kτ, 0 ≤ k ≤ N, N τ = 1}.
Assume that 2τ ≤ λ. We consider the first-order of accuracy implicit Rothe differ-
ence scheme + u −u
k k−1
τ + Auk = ϕk , ϕk = f (tk ), tk = kτ,
(1.3)
1 ≤ k ≤ N, u0 = u[ λ ] + μ,
τ
and the second-order of accuracy implicit difference scheme

+ u −u
k
τ
k−1
+ A(I + τ2A )uk = (I + τ2A )ϕk , ϕk = f (tk − τ2 ), tk = kτ,
(1.4)
1 ≤ k ≤ N, u0 = (I − (λ − [ λτ ]τ )A)u[ λ ] + μ + (λ − [ λτ ]τ )ϕ[ λ ]
τ τ
approximately solving the boundary value problem (1.1).

Let Fτ (E) be the linear space of mesh functions ϕτ = {ϕk }N 1 with val-
ues in the Banach space E. Next, on Fτ (E) we introduce the Banach spaces
Cτ (E) = C([0, 1]τ , E), Cτβ,γ (E) = C β,γ ([0, 1]τ , E)(0 ≤ γ ≤ β < 1), Lp,τ (E) =
Lp ([0, 1]τ , E)(1 ≤ p < ∞) with the norms
ϕτ Cτ (E) = max ϕk E ,
1≤k≤N
High-accuracy Stable Difference Schemes for Well-posed NBVP 231
τ ((k + r)τ )γ
ϕ Cτβ,γ (E) = ϕτ Cτ (E) + sup ϕk+r − ϕk E ,
1≤k<k+r≤N (rτ )β

N p1
p
ϕτ Lp,τ (E) = ϕk E τ , 1 ≤ p < ∞.
k=1
In [8], the stability and coercive stability of the difference schemes (1.3) and
(1.4) in Cτα,α (E) and C , τ (Eα ) (0 < α < 1) spaces
- and almost coercive stability
(with multiplier min ln τ1 , 1 + |ln A E→E | ) of the difference schemes (1.3)
and (1.4) in Cτ (E) spaces were established. In [12], the coercive stability of the

difference schemes (1.3) and (1.4) in Cτβ,γ (E)(0 ≤ γ ≤ β < 1) and Cτβ,γ (Eα−β )(0 ≤
γ ≤ β ≤ α < 1) spaces were established. In fact, the following inequality
> −1 >
>{τ (u −uk−1 )}N >
1 Lp,τ (E) ≤ M [ ϕ Lp,τ (E) + Aμ E ]
τ
k
does not, generally speaking, hold in an arbitrary Banach space E and for the
general strong positive operator A. Nevertheless, in [9], the well-posedness of the
difference schemes (1.3) and (1.4) was established in Bohner spaces Lp,τ (E) =
Lp ([0, 1]τ, E) with 1 < p < ∞ and Lτ,p (Eα,p )(0 < α < 1, 1 ≤ p ≤ ∞) and
Lp (Eα,q )(0 < α < 1, 1 < p, q < ∞) under assumption (1.2).
Finally, methods for numerical solutions of the evolution differential equations
have been studied extensively by many researchers (see [13]–[33] and the references
therein).
In the present paper, the single step difference schemes of the high order of
accuracy for the approximate solution of this problem are presented. The construc-
tion of these difference schemes is based on the Padé difference schemes for the solu-
tion of the initial-value problem for abstract parabolic equation and the high order
approximation formula for v(0) = v(λ) + μ. The stability and coercive stability of
the difference schemes (1.3) and (1.4) in Cτα,α (E) and , Cτ (Eα ) (0 < α < 1) spaces
-
and almost coercive stability (with multiplier min ln τ1 , 1 + |ln A E→E | ) of
these difference schemes in Cτ (E) spaces are established.
2. Padé difference schemes

Applying the high order approximation formula for v(0) = v(λ) + μ and using
the Padé difference schemes for the solution of the initial-value problem for ab-
stract parabolic equation (see [10]), one can present the single step Padé difference
schemes of (p + q)th-order of accuracy
uk − uk−1 p q
+ αj (−A)j τ j−1 uk − βj (−A)j τ j−1 uk−1 = ϕk , (2.1)
τ j=1 j=1
p j−1
ϕk = − αj (−A)j−i+1 f (i) (tk )τ j−1
j=1 i=0
q j−1
+ βj (−A)j−i+1 f (i) (tk−1 )τ j−1 , 1 ≤ k ≤ N,
j=1 i=0
232 A. Ashyralyev
λ
u0 = u λ + ϕ0 + μ, ∈ Z,
τ τ

p+q−1
(−A)m λ λ
u0 = (λ − τ )m u[ λ ] + ϕ0 + μ, ∈
/ Z,
m=0
m! τ τ τ
⎧
τ ∈ Z
λ
⎨ 0,

⎩ 0p+q−1 0
ϕ0 = m−1
m! (λ − τ τ ) ∈
1 λ m m−i+1 (i) λ
m=1 i=0 (−A) f (t[ λ ] ),
τ τ / Z,
where ⎧ (p+q−j)!p!(−1)j
⎨αj = (p+q)!j!(p−j)! 1 ≤ j ≤ p,
(2.2)
⎩ (p+q−j)!q!
βj = (p+q)!j!(q−j)! 1 ≤ j ≤ q.
The operator A is said to be strongly positive if its spectrum σ (A) lies in
the interior of the sector of angle φ, 0 < 2φ < π, symmetric with respect to the
real axis, and if on the edges of this sector, S1 (φ) = {ρeiφ : 0 ≤ ρ ≤ ∞ } and
−1
S2 (φ) = {ρe−iφ : 0 ≤ ρ ≤ ∞}, and outside the resolvent (λ − A) is subject to
the bound > >
> −1 > M (φ)
>(λ − A) > ≤ . (2.3)
E→E 1 + |λ|
The strong positivity of the operator implies the existence of a bounded operator
Rq,p (τ A) = Pq,p (τ A)Q−1
q,p (τ A), defined on the entire space E. Here,

q
p
Pq,p (τ A) = I + βj (−τ A)j , Qq,p (τ A) = I + αj (−τ A)j .
j=1 j=1
Note that the Padé difference schemes (2.1) for q = p−2, p−1, p include differ-
ence schemes of arbitrary order of accuracy. Moreover, the corresponding functions
Rq,p (z), q = p − 2, p − 1, p are bounded at infinity. Unfortunately, the stability and
coercive stability of the Padé difference schemes in the special cases q = p = 1 for
the approximate solutions of problem (1.1) have not been established. Therefore,
we will consider the Padé difference schemes (2.1) for q = p − 2, p − 1. Assume that
(p + q)τ ≤ λ for λτ ∈ / Z. Initially, the following necessary lemmas will be provided.
Lemma 2.1. [10] For any 1 ≤ k ≤ N, one has the estimates
Rq,p
k
(τ A) E−→E ≤ M (δ), kτ ARq,p
k
(τ A) E−→E ≤ M (δ). (2.4)
λ
Lemma 2.2. If λ
τ ∈ Z, then the operator I − Rq,p (τ A) has a bounded inverse
τ
λ
Tτ = (I − Rq,p (τ A))−1 and
τ
Tτ E→E ≤ M (λ, δ). (2.5)

Proof. We have
Tτ − (I − exp{−λA})−1
λ
−1
= Tτ (I − exp{−λA}) Rq,p
τ
(τ A) − exp{−λA} . (2.6)
Using estimates (1.2) and (2.4), we obtain

λ
Rq,p
τ
(τ A) − exp{−λA} E→E ≤ M (λ, δ)τ p+q ,
(I − exp{−λA})−1 E→E ≤ M (λ, δ).

Then, applying the triangle inequality, formula (2.6) and last two estimates, we
obtain estimate (2.5).
0p+q−1 m λ m [ λτ ]
Lemma 2.3. Let B = m=0 (−A) m! (λ − τ τ ) Rq,p (τ A) and
λ
τ ∈
/ Z, then the
operator I − B has a bounded inverse Tτ = (I − B)−1 and
Tτ E→E ≤ M (λ, δ). (2.7)
Proof. We have

λ
Tτ − (I − exp{− τ A})−1
τ
−1
λ λ
= Tτ I − exp{− τ A} B − exp{− τ A} . (2.8)
τ τ
(−A)m
p+q−1
λ [λ
τ]
(λ − τ )m Rq,p (τ A) E→E ≤ M (λ, δ)τ, (2.9)
m=1
m! τ

[λ
τ]
λ
Rq,p (τ A)− exp{− τ A} E→E ≤ M (λ, δ)τ p+q , (2.10)
τ

λ
(I − exp{− τ A})−1 E→E ≤ M (λ, δ). (2.11)
τ
Then, applying the triangle inequality, formula (2.8) and estimates (2.9)–(2.11),
we obtain estimate (2.7).
Lemma 2.4. For the solution of problem (2.1), the following formula holds:
⎧
⎪ 0k
⎪
⎪ k
Rq,p (τ A)u0 + k−j
Rq,p (τ A)Q−1q,p (τ A)ϕj τ, k = 1, . . . , N,
⎪
⎪
⎪
⎪ j=1
⎪
⎪ λ
⎪
⎪ 0 τ λ
τ −j
⎪
⎪ τ
T { Rq,p (τ A)Q−1
q,p (τ A)ϕj τ + ϕ0 + μ},
λ
τ ∈ Z, k = 0,
⎪
⎨ j=1
uk = (2.12)
⎪
⎪ 0p+q−1 (−A)m λ m
⎪
⎪ Tτ { m=0 m! (λ − τ τ )
⎪
⎪
⎪
⎪
⎪
⎪
⎪
⎪
λ
[0
τ]
⎪
⎪ [λ
τ ]−j
⎩ × Rq,p (τ A)Q−1
q,p (τ A)ϕj τ + ϕ0 + μ}, τ ∈
λ
/ Z, k = 0.
j=1
234 A. Ashyralyev
Here,
⎧
⎪
λ
⎪
⎨ (I − Rq,p
τ
(τ A))−1 for λ
τ ∈ Z,
Tτ = −1
⎪ λ
⎩ I − 0p+q−1
⎪ (−A)m
−
[λ
τ]
τ )m Rq,p λ
∈
m=0 m! (λ τ (τ A) for τ / Z.
Proof. By [10], [formula (0.50) in Chapter 3],

k
k
uk = Rq,p (τ A)u0 + k−j
Rq,p (τ A)Q−1
q,p (τ A)ϕj τ, k = 1, . . . , N
j=1
for the solution of the Padé difference schemes for the approximate solutions of
Cauchy problem

u (t) + Au(t) = f (t)(0 ≤ t ≤ 1), u(0) = u0 . (2.13)
If λ
τ ∈ Z, then from this formula and the condition
u0 = u λ + μ
τ
it follows that
λ
λ
τ
λ
−j
u0 = Rq,p (τ A)u0 +
τ
Rq,p
τ
(τ A)Q−1
q,p (τ A)ϕj τ + μ.
j=1
λ λ
Recall that the operator I −Rq,p (τ A) has a bounded inverse Tτ = (I −Rq,p
τ τ
(τ A))−1 .
Therefore, we have
λ

τ
λ
−j
u0 = Tτ { Rq,p
τ
(τ A)Q−1
q,p (τ A)ϕj τ + ϕ0 + μ}.
j=1
If λ
τ ∈
/ Z, then from this formula and the condition
(−A)m
p+q−1
λ
u0 = (λ − τ )m u[ λ ] + ϕ0 + μ
m=0
m! τ τ
it follows that

p+q−1
(−A)m λ
u0 = (λ − τ )m
m=0
m! τ
⎛ λ
⎞
[τ ]
[λ
[λ
× ⎝Rq,p (τ A)u0 +
τ]
Rq,p τ ]−j
(τ A)Q−1
q,p (τ A)ϕj τ
⎠ + ϕ0 + μ.
j=1
Recall that the operator

p+q−1
(−A)m λ [λ
τ]
I− (λ − τ )m Rq,p (τ A)
m=0
m! τ
has a bounded inverse

p+q−1
(−A)m λ [λ
τ]
Tτ = (I − (λ − τ )m Rq,p (τ A))−1 .
m=0
m! τ
Therefore, we have
p+q−1
[λ
τ]
:
(−A)m λ [λ
τ ]−j
u0 = Tτ (λ − τ)m
Rq,p (τ A)Q−1
q,p (τ A)ϕj τ + ϕ0 + μ .
m=0
m! τ j=1
3. The main theorems

The nonlocal boundary value problem (2.1) will be said to be stable in Fτ (E) if
the following inequality holds:
uτ Fτ (E) ≤ M [ μ + ϕ0 E + ϕτ Fτ (E) ].
Theorem 3.1. Let τ be a sufficiently small number. Then, the boundary value prob-
lem (2.1) is stable in Cτ (E) and Cτα,α (E).
Proof. By [10], [Theorems 1.5 and 2.1 in Chapter 3],

uτ Cτ (E) ≤ M [ u0 E + ϕτ Cτ (E) ], (3.1)
uτ Cτα,α (E) ≤ M [ u0 E + ϕτ Cτα,α (E) ] (3.2)

for the solution of the Padé difference schemes of (p + q)th-order of accuracy
uk − uk−1
p q
+ j j−1
αj (−A) τ uk − βj (−A)j τ j−1 uk−1 = ϕk , (3.3)
τ j=1 j=1

p
j−1
ϕk = − αj (−A)j−i+1 f (i) (tk )τ j−1
j=1 i=0

q
j−1
+ βj (−A)j−i+1 f (i) (tk−1 )τ j−1 , 1 ≤ k ≤ N, u0 = v0
j=1 i=0
for the approximate solution of Cauchy problem

v (t) + Av(t) = f (t)(0 ≤ t ≤ 1), v(0) = v0 . (3.4)
Applying formulas (2.12), (2.13) and estimates (2.5), (2.7), we get
> λ >
> τ >
> λ −j > λ
>
u0 E ≤ M (δ) > Rq,p (τ A)Qq,p (τ A)ϕj τ + ϕ0 + μ>
−1
> , τ ∈ Z, (3.5)
τ
>j=1 >
E
236 A. Ashyralyev
>p+q−1
> (−A)m
> λ
u0 E ≤ M (δ) > (λ − τ )m
> m! τ
m=0
> (3.6)
λ
[τ ]
>
[λ > λ
× τ ]−j
Rq,p (τ A)Q−1
q,p (τ A)ϕj τ + ϕ0 + μ>
> , ∈
/ Z.
j=1 > τ
E
Using estimates (2.4), (3.5) and (3.6), we get
# $
u0 E ≤ M1 (δ) μ + ϕ0 E + ϕτ Cτ (E) . (3.7)
Finally, from estimate (3.7) for solutions of the boundary value problem (2.1) and
estimates (3.1), (3.2) it follows the stability of the boundary value problem (2.1)
in Cτ (E) and Cτα,α (E). Theorem 3.1 is proved.
The nonlocal boundary value problem (2.1) is said to be coercively stable

(well posed) in Fτ (E), if we have the following coercive inequality
>⎧ ⎫N >
> p >
>⎨ q ⎬ >
> >
> αj (−A) τj j−1
uk − j j−1
βj (−A) τ uk−1 >
>⎩ ⎭ >
> j=1 j=1
1
>
Fτ (E)
, - # $
+ τ −1 (uk − uk−1 ) N1 Fτ (E) ≤ M A(μ + ϕ0 ) E + ϕ Fτ (E) .
τ
Since the nonlocal boundary value problem (1.1) in the space C(E) of con-
tinuous functions defined on [0,1] and with values in E is not well posed for the
general positive operator A and space E, then the well-posedness of the differ-
ence boundary value in Cτ (E) norm does not take place uniformly with respect
to τ > 0. This means that the coercive norm
, -
uτ Kτ (E) = τ −1 (uk − uk−1 ) N1 Cτ (E)
>⎧ ⎫N >
> p >
>⎨ q ⎬ >
> >
+> j j−1
αj (−A) τ uk − j j−1
βj (−A) τ uk−1 >
>⎩ ⎭ >
> j=1 j=1
1
>
Cτ (E)
tends to ∞ as τ → +0. The investigation of the difference problem (2.1) permits

us to establish the order of growth of this norm to ∞.
Theorem 3.2. Let τ be a sufficiently small number. Then, for the solution of the
difference problem (2.1), we have the following almost coercive inequality
:
1
u Kτ (E) ≤ M (δ) min ln , 1 + |ln A E→E | ϕτ Cτ (E)
τ
τ (3.8)
$
+ A(μ + ϕ0 ) E .
Proof. By [10], [Theorem 1.6 in Chapter 3],

:
1
uτ Kτ (E) ≤ M [min ln , 1 + |ln A E→E | ϕτ Cτ (E) + Au0 E (3.9)
τ
for the solution of the Padé difference schemes (3.3). Applying formulas (2.12),
(2.13) and estimates (2.5), (2.7), we get
> λ >
> τ >
> > λ
τ −j
λ
Au0 E ≤ M (δ) > > ARq,p (τ A)Qq,p (τ A)ϕj τ + A(μ + ϕ0 )>
−1
> , τ ∈ Z, (3.10)
> j=1 >
E
>p+q−1
> (−A)m
> λ
Au0 E ≤ M (δ) > A (λ − τ )m
> m! τ
m=0
> (3.11)
[λ
τ]
>
[λ > λ
× τ ]−j
Rq,p (τ A)Q−1
q,p (τ A)ϕj τ + A(μ + ϕ >
0 > ,
) ∈
/ Z.
j=1 > τ
E
Using estimates (2.4), (3.5) and (3.6), we get

Au0 E ≤ M1 (δ) A(μ + ϕ0 ) E
: (3.12)
1
+ min ln , 1 + |ln A E→E | ϕ Cτ (E) .
τ
τ
From estimate (3.12) for solutions of the boundary value problem (2.1) and
estimates (3.10), (3.11) it follows estimate (3.8). Theorem 3.2 is proved.
Theorem 3.3. Let τ be a sufficiently small number. Then, the following coercivity
inequality holds:
> p :N >
>
q
>
> j j−1
αj (−A) τ uk − j j−1
βj (−A) τ uk−1 >
> >
j=1 j=1 1 Cτ (Eα )
>, - >
+ > τ −1 (uk − uk−1 ) N
1
>
Cτ (Eα )
(3.13)
M (δ, ψ)
≤ ϕτ Cτ (Eα ) +M (δ, ψ) A(μ + ϕ0 ) Eα .
α(1 − α)
⎧ ⎫N
⎨p
q ⎬
αj (−A)j τ j−1 uk − βj (−A)j τ j−1 uk−1 Cτ (Eα ) (3.14)
⎩ ⎭
j=1 j=1
1
>, - > M
+ > τ −1 (uk − uk−1 ) N >
1 Cτ (Eα ) ≤ ϕτ Cτ (Eα ) + Au0 Eα
α(1 − α)
238 A. Ashyralyev
⎡> λ >
> τ >
> >
τ −j
λ
Au0 Eα ≤ M (δ) ⎣> > AR q,p (τ A)Q −1
q,p (τ A)ϕ τ
j >
>
> j=1 >
Eα (3.15)

λ
+ A (ϕ0 + μ) Eα , ∈ Z,
τ
>p+q−1
> (−A)m
> λ
Au0 Eα ≤ M (δ) > (λ − τ )m
> m! τ
m=0
λ
[τ ] >
[λ > λ
× τ ]−j
ARq,p (τ A)Q−1 >
q,p (τ A)ϕj τ > + A (ϕ0 + μ) Eα , ∈
/ Z.
j=1 Eα τ
(3.16)
λ
0
τ λ
−j
Let us estimate the norm of ARq,p
τ
(τ A)Q−1
q,p (τ A)ϕj τ for
λ
τ ∈ Z. We use the
j=1
λ
−j+1
Cauchy-Riesz formula for the operator A(λ + A)−1 ARq,p
τ
(τ A)Q−1
q,p (τ A) ( see,
[10])

−1 τ −j
λ
−1 1 τ −j
λ τ
A(λ+A) ARq,p Qq,p (τ A)ϕj = zRq,p (z)Q−1
q,p (z) A(z−τ A)−1 ϕj ,
2πi λτ + z
S1 ∪S2
where S1 = {ρeiψ , 0 ≤ ρ < ∞} and S2 = {ρeiψ , 0 ≤ ρ < ∞}, 0 ≤ ψ < π

2. Then,
one can write
λ

τ
λ
−j
A(λ + A)−1 ARq,p
τ
(τ A)Q−1
q,p (τ A)ϕj τ
j=1

τ
λ
1 λ
−j τ
= zRq,p
τ
(z)Q−1
q,p (z) A(z − τ A)−1 ϕj τ dz.
2πi λτ + z
S1 ∪S2 j=1
By estimate (2.3),
> >
> λ >
> τ
>
τ −j
λ
> A(λ + A)−1 AR (τ A)Q −1
(τ A)ϕ τ >
> q,p q,p j >
> j=1 >
E
∞
λ
λ
τ
τ −j τ > >
≤M zRq,p (z)Q−1
q,p (z)
>A(|z| + τ A)−1 ϕj > τ d |z| .
j=1
λτ + |z| E
0
Since z = ρe±iψ , with |ψ| < π

2, from the strong positivity of A it follows that
λ

τ
λ
−j
−1
||λ A(λ + A)
α
ARq,p
τ
(τ A)Q−1
q,p (τ A)ϕj τ ||E
j=1
∞
λ
τ
ρ1−α (τ λ)α
≤ M| [ λ ]−j+1
dρ| ϕτ Cτ (Eα ) .
τ λτ + ρ
(1 + 2ρ cos ψ + ρ2 )
0 j=1 2
Summing the geometric progression, we get

λ

τ
λ
−j
−1
||λ A(λ + A)
α
ARq,p
τ
(τ A)Q−1
j=1
∞
ρ1−α 1 (τ λ)α
≤ M1 1 [1 − 1 ] dρ ϕτ Cτ (Eα )
(1 + 2ρ cos ψ + ρ2 ) 2 (1 + 2ρ cos ψ + ρ2 ) 2 λτ + ρ
0
∞
M1 (τ λ)α M (ψ)
≤ dρ ϕτ Cτ (Eα ) ≤ ϕτ Cτ (Eα )
cos ψ ρα (λτ + ρ) α(1 − α)
0
for any λ > 0. Hence,
λ

τ
λ
−j M (ψ)
ARq,p
τ
(τ A)Q−1
q,p (τ A)ϕj τ Eα ≤ ϕτ Cτ (Eα ) . (3.17)
j=1
α(1 − α)
Finally, using the triangle inequality and estimates (3.15), (3.17), we obtain
M (ψ)
Au0 Eα ≤ ϕτ Cτ (Eα ) +M1 (ψ) A (ϕ0 + μ) Eα (3.18)
α(1 − α)
for λ
τ ∈ Z. Estimate (3.3) follows from (3.15) and (3.18).
Now, let us estimate the norm of

p+q−1 [λ
τ]
(−A)m λ [λ
τ ]−j
(λ − τ)m
ARq,p (τ A)Q−1
q,p (τ A)ϕj τ
m=0
m! τ j=1
m
for λ ∈/ Z. We use the Cauchy-Riesz formula for the operator A(λ+A)−1 (−A) m! (λ−
λ τ m [λ
τ ]−j −1
τ τ ) ARq,p (τ A)Qq,p (τ A) (see, [10])

(−A)m λ [λ
τ ]−j
A(λ + A)−1 (λ − τ )m ARq,p (τ A)Q−1
q,p (τ A)ϕj
m! τ

1 (−z)m λ [λ
τ ]−j
τ
= (λ − τ )m zRq,p (z)Q−1
q,p (z) A(z − τ A)−1 ϕj .
2πi m! τ λτ + z
S1 ∪S2
240 A. Ashyralyev
Then, one can write

p+q−1 [λ
τ]
−1 (−A)m λ [λ
τ ]−j
A(λ + A) (λ − τ)m
ARq,p (τ A)Q−1
q,p (τ A)ϕj τ
m=0
m! τ j=1

p+q−1 [λ
τ]
1 (−z)m λ [λ
τ ]−j
= (λ − τ)m
zRq,p (z)Q−1
q,p (z)
2πi m=0
m! τ j=1
S1 ∪S2
τ
× A(z − τ A)−1 ϕj τ dz.
λτ + z
By estimate (2.3),
> >
> [λ
τ]
>
> (−A)m
p+q−1
λ λ >
> A(λ + A)−1 (λ − τ )m
AR
[ τ ]−j
(τ A)Q −1
(τ A)ϕ τ >
> m! τ
q,p q,p j >
> m=0 j=1 >
E
∞ λ

p+q−1
|z|m λ [ λ ]−j τ

≤M (λ − τ)m τ −1
m! τ zRq,p (z)Qq,p (z)
0 m=0 j=1
τ > >
× >A(|z| + τ A)−1 ϕj > τ d |z| .
λτ + |z| E
Since z = ρe±iψ , with |ψ| < π

2, from the strong positivity of A it follows that

p+q−1 [λ
τ]
−1 (−A)m λ [λ
τ ]−j
||λ A(λ + A)
α
(λ − τ)m
ARq,p (τ A)Q−1
m=0
m! τ j=1

λ
∞
τ
ρ1−α (τ λ)α
≤ M| [ λ ]−j+1
dρ ϕτ Cτ (Eα ) .
τ λτ + ρ
(1 + 2ρ cos ψ + ρ2 )
0 j=1 2
Summing the geometric progression, we get

p+q−1 [λ
τ]
−1 (−A)m λ [λ
τ ]−j
||λ A(λ + A)
α
(λ − τ)m
ARq,p (τ A)Q−1
m=0
m! τ j=1
M (ψ)
≤ ϕτ Cτ (Eα )
α(1 − α)
for any λ > 0. Hence,

p+q−1 [λ
τ]
(−A)m λ [λ
τ ]−j
(λ − τ)m
ARq,p (τ A)Q−1
q,p (τ A)ϕj τ Eα (3.19)
m=0
m! τ j=1
M (ψ)
≤ ϕτ Cτ (Eα ) .
α(1 − α)
Finally, using the triangle inequality and estimates (3.15), (3.19), we obtain
M (ψ)
Au0 Eα ≤ ϕτ Cτ (Eα ) +M1 (ψ) A (ϕ0 + μ) Eα (3.20)
α(1 − α)
for λ
τ ∈
/ Z. Estimate (3.3) follows from (3.16) and (3.20). Theorem 2.3 is proved.

Theorem 3.4. Let τ be a sufficiently small number. Then, the boundary value prob-
lem (2.1) is coercive stable in Cτα,α (E).

⎧ ⎫N
⎨ p
q ⎬
αj (−A)j τ j−1 uk − βj (−A)j τ j−1 uk−1 Cτα,α (E)
⎩ ⎭
j=1 j=1
1
>, - > M
+ > τ −1 (uk − uk−1 ) N > Cτα,α (E)
≤ ϕτ Cτα,α (E) (3.21)
1
α(1 − α)
1
+ (I − Rq,p (τ A)) u0 E
τ
> >
>1 >
> (I − Rq,p (τ A)) u0 > (3.22)
>τ >
E
⎡> λ >
> τ >
> 1 λ
−j >
⎣
≤ M (δ) >> (I − Rq,p (τ A)) Rq,p (τ A)Qq,p (τ A)ϕj τ >
τ −1
τ >
>j=1 >
E
> >
>1 >
+ > (I − Rq,p (τ A)) (ϕ0 + μ)>
>
>
τ E
for λ
τ ∈ Z,
> > >p+q−1
>1 > > (−A)m
> (I − Rq,p (τ A)) u0 > ≤ M (δ) > > (λ −
λ
τ )m
>τ > > m! τ
E m=0
>
[λ ] >
1τ
λ >
×
[ τ ]−j
(I − Rq,p (τ A)) Rq,p (τ A)Q−1
q,p (τ A)ϕ τ
j >
> (3.23)
j=1
τ >
> > E
>1 >
+> > τ (I − Rq,p (τ A)) (ϕ0 + μ)>
>
E
for λ
τ ∈
/ Z.
242 A. Ashyralyev

> λ >
> >
> τ 1 λ
−j >
> (I − Rq,p (τ A)) Rq,p (τ A)Qq,p (τ A)ϕj τ >
τ −1
(3.24)
> >
> j=1 τ >
E
>
τ −1
λ > > > > >
>1 > > > > >
τ −j
λ
≤ > (I − Rq,p (τ A)) Rq,p (τ A)Q −1
(τ A)> >ϕj − ϕ λτ > τ + >ϕ λτ >
>τ q,p > E E
j=1 E→E
⎛λ ⎞
τ −1

⎝ τ M1
≤M + 1⎠ ϕτ Cτα,α (E) ≤ ϕτ Cτα,α (E)
j=1
(( τ − j + 1)τ )
λ 1−α (jτ )α α(1 − α)
for λ
τ ∈ Z and
> >
>p+q−1 [λ
τ]
>
> (−A)m λ 1 λ >
> (λ − τ )m
(I − R (τ A)) R
[ τ ]−j
(τ A)Q −1
(τ A)ϕ τ >
> m! τ τ
q,p q,p q,p j >
> m=0 j=1 >
E
(3.25)
> >
τ ]−1 >p+q−1
[λ
>
> (−A)m λ m1 [λ
τ ]−j −1 >
≤ > (λ − τ) (I − Rq,p (τ A)) Rq,p (τ A)Qq,p (τ A)>
> m! τ τ >
j=1 m=0 E→E
> > > >

> > > >
× >ϕj − ϕ[ λ ] > τ + >ϕ[ λ ] >
τ E τ E
⎛ ⎞
τ ]−1
[ λ
⎜ τ ⎟ M1
≤M⎝ + 1⎠ ϕτ Cτα,α (E) ≤ ϕτ Cτα,α (E)
j=1
(( λτ − j)τ )1−α (jτ )α α(1 − α)
for λ
τ ∈
/ Z. Using the estimate
> >
>1 >
> (I − Rq,p (τ A)) A−1 > ≤M
>τ >
E→E
and estimates (3.22), (3.23), (3.24) and (3.23), we get
1
(I − Rq,p (τ A)) A−1 u E
τ 0

M1
≤ M1 (δ) A(μ + ϕ0 ) E + ϕτ Cτα,α (E) .
α(1 − α)
Finally, using the triangle inequality and the last estimate and (3.21), we
obtain the coercive stability estimates
⎧ ⎫N
>⎨ p ⎬ >
> q
>
> αj (−A) τj j−1
uk − j j−1
βj (−A) τ uk−1 >
>⎩ ⎭ > α,α
j=1 j=1 Cτ (E)
1
>, - > M (δ)
+ > τ −1 (uk − uk−1 ) N >
1 C α,α (E) ≤ ϕτ Cτα,α (E)
τ α(1 − α)
+M (δ) A(μ + ϕ0 ) E .
Theorem 2.4 is proved.
4. Applications
First, the boundary-value problem on the range {0 ≤ t ≤ 1, x ∈ Rn } for the
2m-order multidimensional parabolic equation is considered:
⎧
⎨ ∂v(t,x) + 0 aτ (x) ∂ τ1 v(t,x)τn + σv(t, x) = f (t, x),
|τ |
∂t ∂x1 ...∂xn
0 < t < 1,
|τ |=2m (4.1)
⎩
v(0, x) = v(λ, x) + μ(x), 0 < λ ≤ 1, x ∈ Rn , | τ |= τ1 + · · · + τn ,
where ar (x), μ(x) and f (t, x) are given as sufficiently smooth functions. Here, σ
is a sufficiently large positive constant.
It is assumed that the symbol
r r
B x (ξ) = ar (x) (iξ1 ) 1 . . . (iξn ) n , ξ = (ξ1 , . . . , ξn ) ∈ Rn
|r|=2m
of the differential operator of the form

∂ |r|
Bx = ar (x) (4.2)
∂xr11 . . . ∂xrnn
|r|=2m
acting on functions defined on the space Rn , satisfies the inequalities

0 < M1 |ξ|2m ≤ (−1)m B x (ξ) ≤ M2 |ξ|2m < ∞
0.
for ξ =
The abstract theorems given above are applied in the investigation of dif-
ference schemes for approximate solution of (4.1). The discretization of problem
(4.1) is carried out in two steps. In the first step, the grid space Rnh (0 < h ≤ h0 )
is defined as the set of all points of the Euclidean space Rn whose coordinates are
given by
xk = sk h, sk = 0, ±1, ±2, . . . , k = 1, . . . , n.
The difference operator Axh = Bhx + σIh is assigned to the differential operator
Ax = B x + σI, defined by (4.2). The operator

Bhx = h−2m
s2n−1 s2n
bxs Δs1−
1
Δs1+
2
. . . Δn− Δn+ , (4.3)
2m≤|s|≤S
244 A. Ashyralyev
acts on functions defined on the entire space Rnh . Here, s ∈ R 2n

is a vector with
nonnegative integer coordinates,

Δk± f h (x) = ± f h (x ± ek h) − f h (x) ,
where ek is the unit vector of the axis xk .
An infinitely differentiable function of the continuous argument y ∈ Rn that
is continuous and bounded together with all its derivatives is said to be smooth.
We say that the difference operator Axh is a λth-order (λ > 0) approximation of
the differential operator Ax , if the inequality
sup |Axh ϕ (x) − Ax ϕ (x)| ≤ M (ϕ) hλ
x∈Rn
h
holds for any smooth function ϕ (y) . The coefficients bxs are chosen in such a way
that the operator Axh approximates in a specified way the operator Ax . It will be
assumed that the operator Axh approximates the differential operator Ax with any
prescribed order [38].
The function Ax (ξh, h) is obtained by replacing the operator Δk± in the
right-hand side of equality (4.3) with the expression ± (exp {±iξk h} − 1), respec-
tively, and is called the symbol of the difference operator Bhx .
It will be assumed that for |ξk h| ≤ π and fixed x the symbol Ax (ξh, h) of the
operator Bhx = Axh − σIh satisfies the inequalities
π
(−1)m Ax (ξh, h) ≥ M |ξ|2m , | arg Ax (ξh, h)| ≤ φ < φ0 ≤ . (4.4)
2
Suppose that the coefficient bxs of the operator Bhx = Axh − σIh is bounded and
satisfies the inequalities
|bx+e
s
kh
− bxs | ≤ M h , x ∈ Rnh , (4.5)
where ε ∈ (0, 1] is a fixed number. With the help of Axh , we arrive at the nonlocal
boundary-value problem
⎧ dvh (t,x)
⎨ dt + Axh v h (t, x) = f h (t, x), 0 < t < 1,
(4.6)
⎩
v h (0, x) = v h (λ, x) + μh (x), x ∈ Rnh
for an infinite system of ordinary differential equations.
In the second step, problem (4.6) is replaced by the difference schemes
uhk (x) − uhk−1 (x)
p q
+ αj (−Axh )j τ j−1 uhk (x) − βj (−Axh )j τ j−1 uhk−1 (x) = ϕhk (x),
τ j=1 j=1
(4.7)

p
j−1
ϕhk (x) = − αj (−Axh )j−i+1 f (i)h (tk , x)τ j−1
j=1 i=0

q
j−1
+ βj (−Axh )j−i+1 f (i)h (tk−1 , x)τ j−1 , 1 ≤ k ≤ N,
j=1 i=0
λ
uh0 (x) = uhλ (x) + ϕh0 (x) + μh (x), ∈ Z, x ∈ Rnh
τ τ

p+q−1
(−Axh )m λ λ
uh0 (x) = (λ − τ )m uh[ λ ] (x) + ϕh0 (x) + μh (x), ∈
/ Z, x ∈ Rnh ,
m=0
m! τ τ τ
⎧
⎪ 0, λ
∈ Z, x ∈ Rnh ,
⎪
⎨
τ
ϕh0 (x) = 0p+q−1 λ 0m−1

⎪
⎪
1
m! (λ − τ )m (−Axh )m−i+1 f (i)h (t[ λ ] , x),
⎩ m=1 τ i=0 τ
λ
τ ∈
/ Z, x ∈ Rnh .
Based on the number of corollaries of the abstract theorems given above, to
formulate the result, one needs to introduce the space Ch = C(Rhn ) of all bounded
grid functions uh (x) defined on Rhn , equipped with the norm
||uh ||Ch = sup |uh (x)|.
xεRn
h
Theorem 4.1. Suppose that assumptions (4.4) and (4.5) for the operator Axh hold.
Then, the solutions of the difference schemes (4.7) satisfy the following almost
coercivity inequalities:
−1
{τ −1 (uhk − uhk−1 )}N
1 Cτ (Ch )
1 s2n−1 s2n h
≤ M (σ, δ, λ)[ln h−2m ||Δs1−
1
Δs1+
2
. . . Δn− Δn+ ϕ0 + μh ||Ch
h
2m≤|s|≤S
1
+ ln ϕτ,h Cτ (Ch ) ].
τ +h
The proof of Theorem 4.1 is based on the abstract Theorem 3.2 and on the
estimate :
1 1
min ln , 1 + ln Axh Ch →Ch ≤ M (σ) ln
τ τ +h
as well as on the positivity of the operator Axh in Ch [38], along with the following
theorem on the almost coercivity inequality for the solution of the elliptic difference
equation in Ch .
Theorem 4.2. [38] Suppose that assumptions (4.4) and (4.5) for the operator Axh
hold. Then, for the solutions of the elliptic difference equation
Axh uh (x) = ω h (x), x ∈ Rnh (4.8)
the following almost coercivity inequality
1
h−2m ||Δs1−
s2n−1 s2n h
1
Δs1+
2
. . . Δn− Δn+ u ||Ch ≤ M (σ) ln ||ω h ||Ch
h
2m≤|s|≤S
is valid.
246 A. Ashyralyev
The next step in the definition of the result would be to introduce the space
Chβ = C β (Rhn ) of all grid functions uh (x), defined on Rhn , equipped with the norm
| uh (x) − uh (y) |
uh C β = uh Ch + sup , 0 ≤ β < 1.
h
x,y∈Rn
h,
|x − y|β
x=y
Theorem 4.3. Suppose that assumptions (4.4) and (4.5) for the operator Axh hold.
Then, the solutions of the difference scheme (4.7) satisfy the coercivity inequalities:
{τ −1 (uhk − uhk−1 )}N

1 Cτα,α (C 2mβ )
h
s2n−1 s2n h
≤ M (α, β, σ, δ, λ)[ h−2m ||Δs1−
1
Δs1+
2
. . . Δn− Δn+ ϕ0 + μh ||C 2mβ
h
2m≤|s|≤S
1
+ ϕτ,h Cτα,α (C 2mβ ) ], 0 ≤ α < 1, 0 < β < .
h 2m
The proof of Theorem 4.3 is based on the abstract Theorems 3.3–3.4 and the
positivity of the operator Axh in Ch [38] and on the following two theorems on the
coercivity inequality for the solution of the elliptic difference equation (4.8) in Chβ
and on the structure of the spaces Eβ (Ch , Axh ).
hold. Then, for the solutions of the difference equation (4.8) the estimates
1
h−2m ||Δs1−
s2n−1 s2n h
1
Δs1+
2
. . . Δn− Δn+ u ||C 2mβ ≤ M (σ, β)||ω h ||C 2mβ , 0 < β <
h h 2m
2m≤|s|≤S
are valid.
hold. Then, for any 1 ≤ p ≤ ∞ and 0 < β < 2m 1
the norms in the spaces
x 2mβ
Eβ (Ch , Ah ) and Ch are equivalent uniformly in h.
Second, let Ω be the unit open cube in the n-dimensional Euclidean space
Rn (0 < xk < 1, 1 ≤ k ≤ n) with boundary S, Ω = Ω ∪ S. In [0, 1] × Ω we consider
the mixed boundary value problem for the multidimensional parabolic equation
⎧
⎪ 0n 2
⎪
⎪
∂v(t,x)
− αr (x) ∂ ∂x v(t,x)
+ σv(t, x) = f (t, x),
⎪
⎨ ∂t
r=1
2
r
x = (x1 , . . . , xn ) ∈ Ω, 0 < t < 1, (4.9)

⎪
⎪
⎪
⎪ v(0, x) = v(λ, x) + μ(x), x ∈ Ω, 0 < λ ≤ 1,
⎩
v(t, x) = 0, x ∈ S,
where μ(x) (x ∈ Ω), αr (x) (x ∈ Ω) and f (t, x) (t ∈ (0, 1), x ∈ Ω) are given smooth
functions and αr (x) ≥ a > 0. Here, σ is a sufficiently large positive constant.
The discretization of problem (4.9) is carried out in two steps. In the first
step, the grid sets
1 h = {x = xm = (h1 m1 , . . . , hn mn ), m = (m1 , . . . , mn ),
Ω
0 ≤ mr ≤ Nr , hr Nr = 1, r = 1, . . . , n} , 1 h ∩ Ω, Sh = Ω
Ωh = Ω 1h ∩ S
are defined. To the differential space operator A by the formula
n
∂ 2 u(x)
Au = − αr (x) + σu(x)
r=1
∂x2r
acting in the space of functions u(x), defined in Ω and satisfying the Dirichlet
boundary condition: u(x) = 0 in S, we assign the difference operator Axh by the
formula
n
Axh uh = − ar (x)uh− + σuh (4.10)
xr xr ,jr
r=1
acting in the space of grid functions uh (x), satisfying the conditions uh (x) = 0 for
all x ∈ Sh . With the help of Axh , we arrive at the nonlocal boundary value problem
⎧
⎪ h
⎨ du dt(t,x) + Axh uh (t, x) = f h (t, x), 0 < t < 1, x ∈ Ωh ,
(4.11)
⎪
⎩ uh (0, x) = uh (λ, x) + μh (x), x ∈ Ω 1h
for an infinite system of ordinary differential equations.
In the second step, we replace problem (4.11) by the high order of accuracy
Padé difference schemes
uhk (x) − uhk−1 (x)
p q
+ αj (−Axh )j τ j−1 uhk (x) − βj (−Axh )j τ j−1 uhk−1 (x) = ϕhk (x),
τ j=1 j=1
(4.12)

p
j−1
ϕhk (x) = − αj (−Axh )j−i+1 f (i)h (tk , x)τ j−1
j=1 i=0

q
j−1
+ βj (−Axh )j−i+1 f (i)h (tk−1 , x)τ j−1 , 1 ≤ k ≤ N, x ∈ Ωh ,
j=1 i=0
λ 1 h,
uh0 (x) = uhλ (x) + ϕh0 (x) + μh (x), ∈ Z, x ∈ Ω
τ τ

p+q−1
(−Axh )m λ λ 1 h,
uh0 (x)= (λ − τ )m uh[ λ ] (x) + ϕh0 (x) + μh (x), ∈/ Z, x ∈ Ω
m=0
m! τ τ τ
⎧
⎪ 0, λτ ∈ Z, x ∈ Ω 1 h,
⎪
⎪
⎨
ϕh0 (x) = 0p+q−1 1 λ m 0m−1
m! (λ − τ τ )
x m−i+1 (i)h
⎪
⎪ m=1 i=0 (−Ah ) f (t[ λ ] , x),
⎪
⎩ τ
λ
∈/ Z, x ∈ 1
Ω h .
τ
248 A. Ashyralyev
To formulate the results, one needs to introduce the Banach spaces Ch =

C(Ω 1 h ) (β = (β1 , . . . , βn ) , 0 < βr < 1, 1 ≤ r ≤ n) of all the grid
1 h ) and C β = C β (Ω
h 01
functions ϕ (x) = {ϕ(h1 m1 , . . . , hn mn )} defined on Ω
h 1 h , equipped with the norms
ϕh Ch = max | ϕh (x) |, ϕh C β = ϕh Ch
1h
x∈Ω h
+ sup | ϕh (xj1 , . . . , xjn ) − ϕh (xj1 + Δyj1 , . . . , xjn + Δyjn ) |

1h
x,x+Δy∈Ω

n
× (Δyjr )−βr xβjrr (1 − xjr − Δyjr )βr .
r=1

Theorem 4.6. Let τ and |h| = h21 + · · · + h2n be sufficiently small numbers. Then,
the solutions of difference schemes (4.12) satisfy the following almost coercivity
inequality:
1 > >
n
{τ −1 (uhk − uhk−1 )}N −1
Cτ (Ch ) ≤ M (σ, δ, λ)[ln > ϕh0 + μh xr xr , jr >
1
|h| r=1 Ch
1
+ ln ϕτ,h Cτ (Ch ) ].
τ + |h|
The proof of Theorem 4.6 is based on the abstract Theorem 3.2 and on the
estimate :
1 1

min ln , 1 + ln Ah Ch →Ch ≤ M (σ) ln
x
τ τ + |h|
as well as on the positivity of the operator Axh in Ch [39], along with the following
theorem on the almost coercivity inequality for the solution of the elliptic difference
equation in Ch .
Theorem 4.7. [6] For the solutions of the elliptic difference equation
+ x h
Ah u (x) = ω h (x), x ∈ Ωh ,
(4.13)
uh (x) = 0, x ∈ Sh ,
the following almost coercivity inequality
n
> h >
>u xr xr , jr > ≤ M (σ) ln 1 ||ω h ||C
r=1
Ch |h| h
is valid.

Theorem 4.8. Let τ and |h| = h21 + · · · + h2n be sufficiently small numbers. Then,
the solutions of difference schemes (4.12) satisfy the following coercivity inequali-
ties:
n
> h >
{τ −1 (uhk − uhk−1 )}N α,α β ≤ M (α, β, σ, δ, λ)[
> ϕ + μh xr x , jr > β
1 Cτ (Ch ) 0 r Ch
r=1
+ ϕ τ,h
Cτα,α (C β ) ], 0 < α < 1, 0 < βr < 1, 1 ≤ r ≤ n.
h
The proof of Theorem 4.8 is based on the abstract Theorem 3.4 and the
positivity of the operator Axh in Ch [39] and on the following theorem on the
coercivity inequality for the solution of the elliptic difference equation (4.13) in Chβ .
Theorem 4.9. [6] For the solutions of the elliptic difference equation (4.13), the
following coercivity inequalities

n
> h >
> u xr xr , >
jr C β ≤ M (σ, β)||ω h ||C β
h h
r=1
are valid.
Note that in a similar manner the high order of accuracy Padé difference
schemes with respect to one variable for the approximate solution of the nonlocal
boundary value problem for the parabolic equation
⎧
∂2 u
⎨ ∂u∂t − a(x) ∂x2 + σu = f (t, x), 0 < t < 1, 0 < x < 1,
u(0, x) = u(λ, x) + μ(x), 0 ≤ x ≤ 1, 0 < λ ≤ 1, (4.14)
⎩
u(t, 0) = u(t, 1), ux (t, 0) = ux (t, 1), 0≤t≤1
can be constructed. Here, σ is the sufficiently large positive constant and a(x), μ(x),
and f (t, x) are given sufficiently smooth functions and a(x) ≥ a > 0.
Abstract theorems given above and results of papers [35], [36] and [37] permit
us to obtain the stability, the almost coercive stability and the coercive stability
estimates for the approximate solutions of these difference schemes.
Acknowledgement
Many thanks to Prof. Sobolevskii P.E. for his helpful suggestions to improve the
paper.
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Allaberen Ashyralyev
Fatih University
34500 Buyukcekmece
Istanbul, Turkey
e-mail: aashyr@fatih.edu.tr
Operator Theory:

The Factorization of the Flow,

Defined by the Euler-Poisson’s Equations
Alexandr Belyaev
Abstract. The factorization of the flow, defined by three-body problem, gives

us an opportunity to compactificate the phase space and to investigate the
global properties of the solutions of this problem.
Mathematics Subject Classification (2000). Primary 55R55, 34M30, 74H10;
Secondary 34M45, 74H05.
Keywords. Three-body problem, factorization of the flow, first integral, singu-
lar points, analytic functions, entire functions, compact holomorphic manifold,
holomorphic foliation.
1. Introduction
The properties of differential equations’ solutions with an analytic right-hand side
much depend on the singular points of these solutions, lying in the complex plane
of time. It is a well-known fact that S. Kovalevskaya’s classic solution ([1]) of
the Euler–Poisson equations was found when she investigated the single-valued
solutions of the problem. The systematic research of the singular points of the
solutions in the aggregate with the compactification of the flow ([2]), defined by
the Euler–Poisson equations, allows us not only to find some partial solutions with
given properties ([3]) but also to investigate global properties of these solutions
([4]). That is the reason we should use this approach to investigate the three-body
problem (see, for example, [5], [6] and bibliography in [7], [8]).
The essence of this method is obtaining the compact holomorphic manifold
with the one-dimensional foliation F having the singular points, as the result of
the factorization of the flow of the phase space.
The compactification of this problem enables us to consider the solutions
globally, and that is really important for the research of nonlinear differential
equations. Besides the singularities of the foliation F are correspondent to the
254 A. Belyaev
singularities of the complex solutions of the initial problem. They can be studied
efficiently.
In this paper we accomplish the factorization of the flow of the three-body
problem, obtain the asymptotics and the classification of the singular points.
The main theorem of the paper is following:
Theorem 1.1. All the solutions pi (t), qi (t) ∈ C3 , i = 1, 2, 3, t ∈ C, of three body
problem
⎧ pi
⎪
⎨q̇i = m
i qi − qj
⎪ ṗ
⎩ i = −Gm i mj .
|q − q |3 i j
j=i
where
|qi − qj | = (qi1 − qj1 )2 + (qi2 − qj2 )2 + (qi3 − qj3 )2
have the singular points.
All the singular but not essentially singular points of the solutions (p(t), q(t))
of three-body problem have the asymptotic behavior
⎧
⎪
⎪ p1 = q̇1 , σ,
⎪
⎪
⎨mq1 = I t + m1 q1 (0) + G1/3 (m2 x3 − m3 x2 ), σ,
⎪
⎪
σ
⎪
⎪
0 2/3 8/3
μk vk tλk +2/3 + · · · ;
⎩x(t) = x̃ t + κ2 u2 t +
1≤k≤4
here σ denotes the circle permutation of indices 0 (1, 2, 3), x(t) = (x1 (t), x2 (t),
x3 (t)), κ2 , μk ∈ C are free parameters, I = i mi q̇i is an integral of the kinetic
momentum.
All the vectors x̃0 , u2 , vk ∈ (C3 )3 and the parameters λk ∈ C, Re λk > 0, are
found efficiently if the solutions of the polynomial
s1 (m2 + m3 )ρ5 + s1 (3m2 + 2m3 )ρ4 + (s1 (3m2 + m3 ) − (s2 − s3 )m1 )ρ3 −
(s2 (3m1 + m3 ) − (s1 − s3 )m2 )ρ2 − s2 (3m1 + 2m3 )ρ − s2 (m1 + m3 ) = 0,
where si = ±1, are known.
Either essentially singular point t∗ of the solution pi (t), qi (t) of three-body
problem have the following description.
Let π is the natural projection π : C18 → C18 /C, defined by the following
action:
α : (p1 , p2 , p3 , q1 , q2 , q3 ) → (αp1 , αp2 , αp3 , α−2 q1 , α−2 q2 , α−2 q3 ).
E
Then the limit set X∗ = lim π((pi (t), qi (t)) is contained in the set X0 X,
t→t∗
where X0 = {π(p1 , p2 , p2 , q1 , q2 , q3 ) : ∃i, j |qi − qj | = 0}, Y = {π(η) : H(η) =
0, I(η) = 0, M(η) = 0} and I, M are the classic first integrals of the energy, of
the kinetic momentum and of the torque of three-body problem.
The Factorization of the Flow 255
2. Preliminaries
Now we consider the problem (see, for example, [5]) on moving n bodies (m1 , r1 ),
. . . , (mn , rn ), mi ∈ R+ , ri ∈ R3 which move by the law of gravity. Kinetic and
potential energy are correspondingly equal
1 G mj mk
T = mi ṙi2 , U = − .
2 i 2 |rj − rk |
j,k,j=k
The Lagrangian L = T − U determines the following system of differential

equations:
ri − rj
mr̈i = −Gmi mj . (2.1)
|ri − rj |3
j=i
In Hamilton form
∂L 1 G mj mk
H= ṙi −L= mi ṙi2 − ,
i
∂ ṙi 2 i 2 |rj − rk |
j,k,j=k
canonical coordinates are

∂L
qi = ri , pi = = mi ṙi
∂ ṙi
and the Hamilton system has the following form:
⎧
⎪ ∂H pi
⎪
⎨q̇i = − ∂p = m
i i
∂H qi − qj (2.2)
⎪
⎩ṗi = ∂qi = −Gmi
⎪ mj
|qi − qj |3
.
j=i
The first integrals of the system (2.2) are

H, I = mi q̇i , M = qi × pi .
i i
In the classic notation (2.1), (2.2) of n-body problem there is the module
which is the local real-analytic function in the right-hand side of the system. As
we want to consider the n-body problem for the complex time, the right-hand side
of the differential equations is necessary to be complex-analytical. Therefore the
function module for the vector q ∈ C3 should be considered as complex-analytical
function which is determined by the formula:

|qi | = qi1
2 + q2 + q2 .
i2 i3
We use the following notation for the norm of the vector:

√
qi = qi1 q̄i1 + qi2 q̄i2 + qi3 q̄i3 .
256 A. Belyaev
3. The factorization of the flow of n-body problem

Let pi (t), qi (t), i = 1, 2, 3 be the solution of n-body problem then αpi (α3 t),
α−2 qi (α3 t) is solution too. Due to this fact the factorization on the set of trajec-
tories of the system (2.2) is possible.
Remark 3.1. The flow of the problem (2.2) allows the factorization with the action
of the orthogonal group So(3, C) ([13])
pi → Api , qi → Aqi , A ∈ So(3, C),
but using this factorization does not give us any visible technic preferences.
Proposition 3.2. Let C act as a transformation group on Cn in the following way:
α : (z1 , . . . , zn ) → (αk1 z1 , . . . , αkn zn ),
(k ) (k )
k = (k1 , . . . , kn ) ∈ Nn . Then the factor-space Pkn−1 = {(z1 1 : · · · : zn n )} is a
compact holomorphic manifold ([14]) with respect to this action.
Proof. Let π0 , π be the canonical projections
π0 : Cn → P n−1 , π : Cn → Pkn−1 .
Then let us consider the mapping of the complex projective space P n−1
f : P n−1 → Pkn−1 .
This mapping is assigned as follows:
f 0 : (z1 , . . . , zn ) → (z1k1 , . . . , znkn ), f = π ◦ f 0 ◦ π0−1 .
It is clear that the mapping f is correct but it has singular points zi = 0.
The mapping f is open, therefore any atlas of the manifold P n−1 induces atlas
Pkn−1 , hence, Pkn−1 is a holomorphic manifold. The compactness of the manifold
Pkn−1 follows from the compactness of P n−1 .
Proposition 3.3. The projection
π : C3n + C3n → P∗6n−1 ,
F GH In F GH In
where ∗ = (1, . . . , 1 , 2, . . . , 2 ), is determined by the next formula:
(1) (2)
π : (p1 , . . . , pn , q1 , . . . , qn ) → (p1 : · · · : p(1)
n : w1 : · · · : wn ),
(2)
where wi = |qqii|2 and induces the structure of the holomorphic C-one-dimension

foliation ([15]) F of the compact holomorphic manifolds P∗6n−1 .
Proof. According to the definition of π, the vector
(αp1 , . . . , αpn , α−2 q1 , . . . , α−2 qn )
is projected onto
q1 qn
{(αp1 , . . . , αpn , α2 , . . . , α2 ), α ∈ C}.
|q1 |2 |qn |2
Remark 3.4. The projection π can be defined in the more natural way:
(1) (−2)
π : (p1 , . . . , pn , q1 , . . . , qn ) → (p1 : · · · : p(1)
n : q1 : · · · : qn(−2) ),
but in this case the image of the mapping is a noncompact manifold.
Remark 3.5. We can use the mapping π −1 which has the following presentation:
π −1 : (p1 : · · · : pn : w1 , . . . , wn )
:
w1 −2 wn
→ (αp1 , . . . , αpn , α−2 , . . . , α ), α ∈ C
|w1 |2 |wn |2
if it is necessary.
Remark 3.6. The foliation F is integrable as there exists the invariant mapping
J : P∗6n−1 \ X → P 6 ,
J : η → (H(ξ) : I12 (ξ) : I22 (ξ) : I32 (ξ) : M21 (ξ) : M22 (ξ) : M23 (ξ)),
ξ = π −1 (η),
X = {η ∈ P∗6n−1 : H(π −1 (η)) = 0, I(π −1 (η)) = 0, M(π −1 (η)) = 0}
Moreover the surface X is fiber invariant for the foliation F too.
Proposition 3.7. The singular points of the foliation F are the following:
π-projections of the solutions (p̃0 , q̃ 0 ) of the characteristic system
⎧
⎪ p̃i
⎪
⎨−2q̃i + 3 m = 0,
i
q̃i − q̃j (3.1)
⎪
⎪ p̃ − 3 Gm mj = 0,
⎩ i i
|q̃i − q̃j |3
j
π-projections of the singular points of the system (2.2), i.e., the points
{π(p1 , . . . , pn , q1 , . . . , qn ) : ∃i, j |qi − qj | = 0}
and
(1) (2)
{(p1 : · · · : p(1)
n : w1 : · · · : wn ) ∈ P∗
(2) 6n−1
: ∃i |wi | = 0}.
Proof. Evidently singular points of the equation (2.2)
{π(p1 , . . . , pn , q1 , . . . , qn ) : ∃i, j |qi − qj | = 0}
are projected onto singular points of the foliation F . Moreover if the vector (ṗ, q̇)
touches the π-pre-image of π(p, q) the point π(p, q) will be a singular point of the
foliation too. Such points satisfy the system (3.1), which we call a characteristic
system. At last the points of the manifold P∗6n−1 which does not have the pre-
(1) (1) (2) (2)
image, i.e., the points {(p1 : · · · : pn : w1 : · · · : wn ) ∈ P∗6n−1 : ∃i |wi | = 0}
may be singular points.
Remark 3.8. The solution of the characteristic system (3.1) determines the central
configuration leading to some partial solutions of three-body problem, discovered
by Euler and Lagrange ([9], [10], [11]).
258 A. Belyaev
4. The change of variables for the 3-body problem

Further we make the calculations for 3-body problem.
In this case the problem has the dimension 18. Using the integrals, this di-
mension can be lowered to 8 ([16]). However differential equations which can be
received in this way, are very inconvenient for further investigations. That is the
reason we change the variables without lowering of the problem’s dimension in
order to get the equations as simple as possible.
At first we pass to the relative coordinates:
⎧
⎨x1 = (q2 − q3 ) · G−1/3 , σ
p2 p3 (4.1)
⎩y 1 = − · G−1/3 , σ.
m2 m3
Here and lower σ denotes the circle permutation of indices (1, 2, 3). The
system (2.2) takes the following form
⎧
⎨x˙1 = y1 , σ
x2 x3 x1 (4.2)
⎩y˙1 = (m1 ( + ) − (m2 + m3 ) ), σ
|x2 |3 |x3 |3 |x1 |3
If the system (4.2) is solved it will be simple to find pi , qi :
⎧
⎨p1 = q̇1 , σ
1/3 (4.3)
⎩q1 = G (IG−1/3 + m2 x3 − m3 x2 ), σ,
m
0
where m = σ m1 .
Now let us suppose that
x1
u̇ = , mz1 = y1 − m1 u, σ,
σ
|x1 |3
then
⎧ x1
⎪
⎪ż1 = − ,σ
⎪
⎨ |x1 |3
x˙1 = mz1 + m1 u, σ (4.4)
⎪
⎪ x1
⎪
⎩u̇ = .
σ
|x1 |3
Since

1 1 p2 p3
u+ z1 = y1 = − G−1/3 ≡ 0,
σ
m σ m σ m2 m3
0
then u = − σ z1 and finally we get the following system:
⎧ 0
⎨x˙1 = mz1 − m1 σ z1 , σ
x1 (4.5)
⎩ż1 = − ,σ
|x1 |3
Theorem 4.1. The system of the differential equations (4.5) is equivalent to three-
body problem (2.2) and is the canonical Hamiltonian system with the coordinates
xi
(m i
, zi ). Hamiltonian has the form:
⎛ 2 ⎞
1 mz12 1
H= ⎝ − z1 ⎠ − .
2 σ
m1 σ σ
m1 |x1 |
The system of the differential equations (4.5) has the following first integrals:
1
I1 = x1 , I2 = z1 × x1 .
σ σ
m1

Proof. I1 = (q1 − q2 )G−1/3 ≡ 0.
σ
1 1

x1

İ2 = (ż1 × x1 + z1 × ẋ1 ) = − × x1 + z1 × mz1 − m1 z1
σ
m1 σ
m1 |x1 |3 σ

= z1 × z1 = z1 × z1 = 0.
σ σ σ σ
The fact that the system (4.5) is canonical can be tested by the straight
calculation.
Now we make one more change of variables ([2]) which allows us to investigate
the asymptotics of the singular points of the solutions of three-body problem.
Let t∗ ∈ C be the singular point of the solution (xi (t), zi (t)) (i.e., t∗ is a
singular point of one of the coordinate functions of (xi (t), zi (t))). It is necessary
to get rid of the branching in t∗ , if any, by representing xi (t) = x̂i (Ln(t − t∗ )α ),
zi (t) = ẑi (Ln(t − t∗ )α ), where x̂i (τ ), ẑi (τ ) is single-valued function if Re τ → −∞.
The system (4.5) is transformed into
⎧
⎪
⎪ ˙ 1 τ /α
mzˆ1 − m1
⎨x̂1 = α e zˆ1 , σ
σ
⎪
⎪ x̂1
⎩ẑ˙1 = − α1 eτ /α , σ;
|xˆ1 |3
where the derivative is taken with respect to τ.
In order to make the right-hand side of the equation independent of τ, we
make a replacement of the variables in the following form: x̃i (τ ) = eβτ x̂i (τ ),
z̃i (τ ) = eγτ ẑi (τ ). Then we have
⎧
⎪
⎪ ˙ 1 τ β+τ /α
mẑ1 − m1
⎨x̃1 = β x̃1 + α e ẑ1 , σ
σ
⎪
⎪ x̂1
⎩z̃˙i = γ z̃1 − 1 τ γ+τ /α
αe , σ.
|x1 |3
260 A. Belyaev
We see that the right-hand side is independent of τ, if β + α1 = γ, γ + α1 =

−2β, i.e., if γ = 3α
1
, β = − 3α 2
, Taking α = 13 , we obtain the following system:
⎧ 0
⎨x̃˙ 1 = −2x̃1 + 3 (mz̃1 − m1 σ z̃1 ), σ
x̃1 (4.6)
⎩z̃˙1 = z̃1 − 3 , σ.
|xˆ1 |3
The dependence between the differential systems (4.5) and (4.6) is expressed
by the following relations:

−1/3 1 1
zi (t) = (t−t∗ ) z̃i Ln(t − t∗ ) , xi (t) = (t−t∗ ) x̃i
2/3
Ln(t − t∗ ) (4.7)
3 3
Theorem 4.2. The solution of the system (4.5) does not have a singularity at the
point t∗ if only the corresponding solutions of (4.6) have the asymptotic behavior
x̃i ∼ x̃i0 e−2τ , z̃i ∼ z̃i0 eτ if Re τ → −∞.
Proof. It is enough to substitute the asymptotics x̃i ∼ x̃i0 e−2τ , z̃i ∼ z̃i0 eτ into
(4.7).
Remark 4.3. If we know the asymptotic behavior of the solutions x̃i , z̃i we will be
able to obtain the asymptotics of the singular points of the solutions (4.5) using
(4.7).
5. The singular points of the foliation F for 3-body problem

The projection π from Proposition 2.2 for the system (4.5) has the following form:
(1) (1) (1) (2) (2) (2) xi
π : (z1 , z2 , z3 , x1 , x2 , x3 ) → (z1 : z2 : z3 : w1 : w2 : w3 ), wi = .
|xi |2
The correspondent system of differential equations for the fiber of F on the
manifold P∗17 takes the following form:
+ 0 0
w˙1 = −2w1 (w1 , mz1 − m1 σ z1 ) + |w1 |2 (mz1 − m1 σ z1 ), σ
(5.1)
ż1 = −w1 |w1 |, σ
The system (5.1) is suitable for the investigation of global properties of three-
body problem because this system is defined on the compact manifolds and its
right-hand side is always determined. At the same time the system (4.5) as essen-
tially more simple is more convenient for calculations.
Proposition 5.1. The singular points of the foliation F of the compact holomorphic
manifold P∗17 are the projections π(x̃0i , z̃i0 ) of the roots of the characteristic system
⎧ 0
⎨−2x̃1 + 3 (mz̃1 − m1 σ z̃1 ) = 0, σ
x̃1 (5.2)
⎩z̃1 − 3 = 0, σ.
|x̃1 |3
Proof. This proposition is similar to Proposition 3.7.

(1) (2) (2)
As for the points of the form {(z1 : z2 : z3 : w1 : w2 : w3 ) ∈ P∗17 :
∃i|wi | = 0}, pretending to be singular due to the singularity of the functions |wi |,
they form the invariant surface in P∗17 . We can make sure that it is true by finding
the derivative of the function |wi |2 along the vector field (5.1). This derivative is
identically equal to zero on the surface |wi |2 = 0.
The roots of the characteristic system (5.2) were already known to Euler
and Lagrange. We present their finding for completing the paper, taking into
consideration that this finding is simple.
Let us substitute z̃1 into the first equation of (5.1). If omitting the sign ∼ for
simplicity we get

x1 9 m x1 x1
= − , σ.
m1 2 m 1 |x1 |3 σ
|x1 |3
Then we subtract these equations one from another and have

x1 x2 9m x1 x2
− = − , σ.
m1 m2 2 |x1 |3 m1 |x2 |3 m2
or
x1 9m x2 9m x3 9m
1− = 1− = 1− . (5.3)
m1 2|x1 |3 m2 2|x2 |3 m3 2|x3 |3
Let all vectors xi be collinear. Denote x2 = ρx1 , x3 = −(1 + ρ)x1 and substitute
x2 , x3 into (5.3). We get

x1 9m ρx1 9m (−1 − ρ)x1 9m
1− = 1− = 1− ,
m1 2s1 |x1 |3 m2 2s2 |x1 |3 m3 2s3 |x1 |3
where si = ±1 and the following quintic polynomials:
s1 (m2 + m3 )ρ5 + s1 (3m2 + 2m3 )ρ4 + (s1 (3m2 + m3 ) − (s2 − s3 )m1 )ρ3
−(s2 (3m1 + m3 ) − (s1 − s3 )m2 )ρ2 − s2 (3m1 + 2m3 )ρ − s2 (m1 + m3 ) = 0. (5.4)

Now let the vectors xi be non-collinear then
9m
|x1 |3 = |x2 |3 = |x3 |3 =
2
and besides x1 + x2 + x3 = 0.
The singular points of the foliation F are interesting because they enable us
to find the asymptotic behavior of three-body problem’s solution.
Definition 5.2. α-singular points are the singular points π(x̃0 , z̃ 0 ) of the foliation
F where (x̃0 , z̃ 0 ) is a root of the characteristic system with non-collinear vectors xi
(5.2) . β-singular points are the singular points π(x̃0 , z̃ 0 ) of the foliation F where
(x̃0 , z̃ 0 ) is a root of the characteristic system with collinear vectors xi (5.2).
262 A. Belyaev
Let (x̃0 , z̃ 0 ) be a solution of the characteristic system (5.2). At the same time
it is the singular point of the differential equation system (4.6). The linearization
of the system (4.6) has the following form in the singular point:
⎧ 0
⎨x̃˙ 1 = −2x̃1 + 3 (mz̃1 − m1 σ z̃1 ), σ
x̃ x̃0 (5.5)
⎩z̃˙1 = z̃1 − 3 01 3 + 9 01 5 (x̃01 , x̃1 ), σ.
|x̃1 | |x̃1 |
6. The asymptotic behavior of α-singular points of the foliation F

Let us suppose that |x̃01 |3 = |x̃02 |3 = |x̃01 |3 = 9m 3
2 = a then the linear system for
the eigenvectors’ of left-hand side (5.5) finding has the following form:
⎧
⎨(m2 + m3 )z1 − m1 (z2 + z3 ) = λ+2 x1 , σ
3
3 9 0 (6.1)
⎩− x1 + (x̃1 , x1 )x̃1 = (λ − 1)z1 , σ.
0
a 3 a 5
Theorem 6.1. The eigenvalues and the corresponding eigenvectors of the linear
system (6.1) are following:
λ = 1. The eigenvectors u1 have the form:
x1 = 0, z1 = m1 r, σ, r ∈ C3 .
The dimension of the eigenspace is equal to 3.
λ(λ + 1) = 0. The eigenvectors u0 , u−1 satisfy the conditions:
3x1
x1 ⊥x̃01 , z1 = 3 , σ.
a (1 − λ)
The dimension of the eigenspaces for λ = 0 and λ = −1 is equal to 3.
(λ + 3)(λ − 2) = 0. The eigenvectors u−3 , u2 have the form: x1 = ρx̃01 , z1 = z̃10 , σ,
2 = (λ+ 2)ρ. The dimension of the eigenspace for λ = −3 and λ = 2 is equal to 1.
The remaining eigenvalues λk , k = 1, . . . , 4 are the roots of the equation
(compare with §16, [6])
27
λ(λ + 1)(λ + 3)(λ − 2) + 2 m1 m2 = 0.
m σ
The dimension of the eigenspaces for these λ is equal to 1.
It is possible to select the eigenbasis from all the eigenvectors mentioned
above.
Proof. λ = 1. From the second equation of the system (6.1) we get the following
presentation:
3 3
x1 = 2 (x̃01 , x1 )x̃01 = κx̃01 = 2 (x̃01 , κx̃01 )x̃01 = 3κx̃01 , σ
a a
We see that κ = 0, hence x1 = 0, σ. We find the vectors zi from the first equation
of the system (6.1).
λ = 1. We substitute the presentation zi taken from the second equation 0 of0the sys-
tem (6.1) into the first equation. And then we use the relations σ x̃01 = σ x1 =
0. As a result we obtain the following system:
⎧
⎪
⎪ m(x̃01 , x1 )x̃01 + m1 ((x̃02 , x1 + x2 ) + (x̃01 , x2 ))x̃01 +
⎪
⎨m ((x̃0 , x + x ) + (x̃0 , x ))x̃0 = 1 a5 λ(λ + 1)x
1 1 1 2 2 1 2 27 1
(6.2)
⎪
⎪
0 0 0 0
m(x̃2 , x2 )x̃2 + m2 ((x̃1 , x1 + x2 ) + (x̃2 , x1 ))x̃2 + 0
⎪
⎩ 1
m2 ((x̃02 , x1 + x2 ) + (x̃01 , x2 ))x̃01 = 27 a5 λ(λ + 1)x2
λ = −1 or λ = 0. Let us multiply the first and the second equations of the system
(6.2) by m2 and m1 correspondingly and then subtract one from another. We get
m2 x̃01 (x̃01 , x1 ) − m1 x̃02 (x̃02 , x2 ) = 0 ⇒ (x̃01 ⊥ x1 ), σ. (6.3)
If (x̃01 ⊥ x1 ) then the equations (6.2) will take the form
+
1
((x̃02 , x1 ) + (x̃01 , x2 ))x̃01 + ((x̃01 , x2 ) + (x̃02 , x1 ))x̃02 = 27 a5 λ(λ + 1)x1
1
((x̃01 , x2 ) + (x̃02 , x1 ))x̃02 + ((x̃02 , x1 ) + (x̃01 , x2 ))x̃01 = 27 a5 λ(λ + 1)x2
and then
1 5 1 5
(x̃01 + x̃02 , x1 + x2 ) = (x̃03 , x3 ) = 0 =
a λ(λ + 1)x1 = a λ(λ + 1)x2
27 27
The vectors xi have two components which lie in the plane {x̃01 , σ} and in
the orthogonal plane to this one.0 There is a free parameter for the component
lying in the first plane because σ x1 = 0 and there are two free parameters for
the second component for the same condition.
λ = −3 or λ = 2. Now let us find the eigenvectors which have the following
presentation:
x1 = ρx̃01 , z1 = z̃10 , σ,
ρ, ∈ C. Using the characteristic system (5.2) we obtain the next relations:
+
2 = (λ + 2)ρ,
2ρ = (λ − 1),
from which we get (λ + 3)(λ − 2) = 0.
λ = −1, 0, 1. In this case (see (6.2)) vectors xi lie in the plane {x̃01 , σ}. Let us
mark the expression a3 λ(λ + 1)/27 by μ. Then the linear system (6.2) in the basis
0 0 0
x̃2 0 x̃1 x̃1 + 2x̃02
e1 = , e2 = , e 3 = , e 4 =
0 x̃01 x̃02 −2x̃01 − x̃02
will be presented the following matrix:
⎛ ⎞
2 (m2 − m3 )
1 1
2 (2m2 + m3 ) 0 0
⎜ 1
(m − m ) 1
0 ⎟
⎜ 2 1 3 2 (2m1 + m3 ) 0 ⎟ − μE, (6.4)
⎝ − 0 ⎠
4 (m2 − m3 )
1 1
4 (m 1 m 3 ) m
1
4 (m 1 − 2m 2 − m 3 ) 1
4 (2m 1 − m2 + m3 ) 0 0
where E is a unitary matrix.
264 A. Belyaev
We recall that (x̃01 , x̃01 ) = (x̃02 , x̃02 ) = a2 , (x̃01 , x̃02 ) = a2 cos(2π/3) = −a2 /2 and
moreover
0 0
x̃2 0 e3 + e4 x̃1 e3 − e4 0
e1 = e2 = , −e 1 +e 2 = , +e 1 −e 2 =
0 x̃01 2 0 2 x̃02
As a result the characteristic polynomial of (6.4) has the following form:

(4μ2 − 4μ + 3 m1 m2 )(μ − m)μ
σ
27
= (λ(λ + 1)(λ + 3)(λ − 2) + m1 m2 )(λ − 2)(λ + 3)λ(λ + 1).
m2 σ
Being equal to 15 the total dimension of the eigenspaces is equal to the dimension
of the subspace C18 , which is determined by the condition x1 + x2 + x3 = 0.
7. The asymptotic behavior of β-singular points of the foliation F

Now we find the solution of the following system:
⎧
⎨(m2 + m3 )z1 − m1 (z2 + z3 ) = λ+2 3 x1 , σ
3 9 (7.1)
⎩− 0 3 x1 + 0 5 (x̃01 , x1 )x̃01 = (λ − 1)z1 , σ.
|x̃1 | |x̃1 |
Without the restriction of generality we can suppose that the vectors x̃0i , z̃i0
have a form (ai , 0, 0), (bi , 0, 0) correspondingly (see (4.2)). In this case the oper-
ator (7.1) has three following eigenspaces: xi , zi ∈ V1 = {(∗, 0, 0)}, xi , zi ∈ V2 =
{(0, ∗, 0)}, xi , zi ∈ V3 = {(0, 0, ∗)},
Considering the problem (7.1) in the every eigensubspace we get the next
theorem.
Theorem 7.1. The eigenvalues and the corresponding eigenvectors of the linear
system (7.1) are following:
λ = 1. The eigenvectors u1 have a form:
x1 = 0, z1 = m1 r, σ, r ∈ C3 .
The dimension of the eigenspace is equal to 3.
The space V1 . (λ + 3)(λ − 2) = 0. The eigenvectors u−3 , u2 have the following
form: x1 = ρx̃01 , z1 = z̃10 , σ, 2 = (λ + 2)ρ. The dimension of the eigenspace
for λ = −3, λ = 0 and λ = 2 is equal to 1.
λ = −3, 1, 2. The eigenvalues λ1 , λ2 are found as the roots of the equation
m1 + m2
λ2 + λ + 2 − 18 = 0.
σ
a33
The dimension of the eigenspace for every root is equal to 1.
The space V2 . λ(λ + 1) = 0. The eigenvectors u0 , u−1 have the following form:
x1 = ρ(0, a1 , 0), z1 = (0, b1 , 0), σ, 2 = (λ − 1)ρ. The dimension of the eigenspace
for λ = −1, λ = 0 and λ = 1 is equal to 1.
λ = 0, 1, 2. The eigenvalues λ3 , λ4 are found as the roots of the equation

m1 + m2
λ2 + λ − 4 + 9 = 0.
σ
a33
The dimension of the eigenspace for every root is equal to 1.

In the space V3 the eigenvalues are the same as in the space V2 . The eigen-
vectors are found similarly.
It is possible to select the eigenbasis from all the eigenvectors mentioned
above.
Proof. λ = 1. The second equation of the system (7.1) for the space V1 and the
spaces V2 , V3 has the form
6 −3
x1 = (λ − 1)z1 , σ, and x1 = (λ − 1)z1 , σ
|x̃01 |3 |x̃01 |3
correspondingly. In either case xi = 0 and we get the presentation of the eigenvec-
tors for eigenvalue λ = 1.
V1 . Repeating the proof of the Theorem 6.1 let us find the eigenvectors in such a
form: x1 = ρx̃01 , z1 = z̃10 , σ. In this case we get the equation (λ + 3)(λ − 2) = 0.
To find the remaining roots λ we substitute zi from the second equation (6.1) into
the first one. At the same time we denote the product (λ − 1)(λ + 2) by μ, |x̃0i | by
ai and replace −x1 − x2 by x3 . We obtain the following system:
+
a32 (a33 m2 + a33 m3 + m1 a31 − 18 a1 a3 μ)x1 + a31 m1 (a2 − a3 )(a22 + a2 a3 + a23 )x2
1 3 3
m2 a32 (a1 − a3 )(a21 + a1 a3 + a23 )x1 + a31 (m1 a33 + a33 m3 + m2 a32 − 18
1 3 3
a2 a3 μ)x2
The determinant of this system is the quadratic polynomial which is exactly di-
vided in (λ + 3)(λ − 2) = (λ − 1)(λ + 2) − 4 = μ − 4. Therefore we write it in the
following form:

a31 a32 a33 (μ − 4)2 + (8a31 a32 a33 − 18 (m1 a31 a32 + m1 a31 a33 ))(μ − 4) + R1 (mi , ai ),
σ
where R1 (mi , ai ) = 0. As a result we have

m1 + m2 m1 + m2
μ + 4 − 18 3 = 0 or λ2 + λ + 2 − 18 = 0.
σ
a3 σ
a33
V2 . Now let us pay attention to the fact that system (7.1) differs a bit from the same
one for the space V1 . That is why the eigenvectors for V2 in the form xi = ρ(0, ai , 0),
zi = (0, bi , 0) and similar ones for V3 can be found. So we get the following system:
+
2 = (λ + 2)ρ
−ρ = (λ − 1)
from which is followed that λ2 + λ = 0.

266 A. Belyaev
If repeating the same calculations as for the space V1 we get the system
+
−a32 (a33 m2 + a33 m3 + m1 a31 + 19 a31 a33 μ)x1 − a31 m1 (a2 − a3 )(a22 + a2 a3 + a23 )x2
−m2 a32 (a1 − a3 )(a21 + a1 a3 + a23 )x1 − a31 (m1 a33 + a33 m3 + m2 a32 + 19 a32 a33 μ)x2 ,
and the polynomial

a31 a32 a33 (μ 2
+ 2) + 9 (m1 a1 a2 + m1 a1 a3 ) − 4a1 a2 a3 (μ + 2) + R2 (mi , ai ).
3 3 3 3 3 3 3
As a result we have
m1 + m2
μ−2+9 = 0,
σ
a33
where μ = (λ − 1)(λ + 2).
The calculation for the space V3 coincides exactly with the case V2 .
Being equal to 15 the total dimension of the eigenspaces is equal to the dim-
ension of the subspace C18 , which is determined by the condition x1 + x2 + x3 = 0.

We can hardly ignore the surprising coincides of the properties of the eigen-
vectors of the α- and β-points.
Theorem 7.2. The operators (6.1), (7.1), which linearize the differential equations
(5.5) in the α- and β-points, have the following whole eigenvalues and correspond-
ing eigenvectors for any masses mi .
λ = 1. The eigenvectors u1 have the following form:
x1 = 0, z1 = m1 r, σ, r ∈ C3 .
λ(λ + 1) = 0 The eigenvectors u0 , u−1 satisfy the following conditions:
3x̃01
x1 ⊥x̃01 , z1 = , σ.
|x̃0 |3 (1 − λ)
(λ + 3)(λ − 2) = 0. The eigenvectors u1 have the following form:
x1 = ρx̃01 , z1 = z̃10 , σ, 2 = (λ + 2)ρ.
Proof. The verity of the theorem follows from the Theorems 5.1 and 6.1.
8. The analytic properties of the solutions of three-body problem

Let us suppose that the functions x1 (t), x2 (t) from the system (4.5) are known.
x1 (t)
Then x3 (t) = −x1 (t) − x2 (t), z1 (t) = dt, σ.
|x1 (t)|3
If we know the functions w1 (t), w2 (t) we shall be able to find x1 (t), x2 (t) as
w1 (t)
x1 (t) = , σ.
|w1 (t)|2
ż1 (t)
At last if we know the functions z1 (t), z2 (t), x1 (t) = , σ, according
|ż1 (t)|3/2
to (4.5).
Taking into consideration the facts mentioned above we can consider any
collection x(t) = ((x1 (t), x2 (t)), w(t) = (w1 (t), w2 (t)), z(t) = (z1 (t), z2 (t)), σ, to
be the solution of three-body problem.
Theorem 8.1. All the singular but not essentially singular points of the solutions
(x(t), w(t), z(t)) of three-body problem (5.1) have the asymptotic behavior (compare
with 2.4. [7]):
⎧
⎪
⎪ 04
⎪
⎪ x(t) = x̃0 t2/3 + κ2 u2 t8/3 + μk vk tλk +2/3 + · · · ,
⎪
⎨ 0
k=1
04
w(t) = |x̃x̃0 |2 t−2/3 + κ1 u1 t1/3 + κ2 u2 t4/3 + k=1 μk vk tλ−2/3 + · · · , (8.1)
⎪
⎪
⎪
⎪ 04
⎪
⎩z(t) = z̃ 0 t−1/3 + κ1 u1 t2/3 + κ2 u2 t5/3 + μk vk tλk −1/3 + · · · ,
k=1
0 0
where x̃ , z̃ is the solution of the characteristic system (5.2), κ1 , κ2 , μk are free
parameters, (ui , ui ) are the eigenvectors of the operators (6.1), (7.1), (vk , vk ) are
the eigenvectors of the same operators for the eigenvalues λk > 0, k = 1, . . . , 4
(see Theorems 6.1, 7.1).
All eigenvectors (ui , ui ), (vk , vk ) are found efficiently for the asymptotics of
α-points. The eigenvectors (ui , ui ), (vk , vk ) of β-points may be found if the so-
lutions of the polynomial (5.4) are known. The vectors ui , vk are expressed by
(ui , ui ), (vk , vk ).
Proof. Let the point t∗ be a singular point of the solution (w(t), z(t)) to three-
body problem. By compactness of the manifold P 17 there exist the limit set of the
fiber π(w(t), z(t)) for t → ∞. If this set is not a point, t∗ will be the essentially
singular point because w(t), z(t) → ∞.
In the opposite case we have the fiber π(w(t), z(t)) entering the singular point
of the foliation F and we can obtain the asymptotics of the initial solution in the
singular point t∗ . With all this going on, the linear operators of the systems (6.1),
(7.1) are degenerated by the invariant action of the So(3) group. It causes the fact
that the eigenvalue is equal to zero in the linear span of the orbit of x̃0 by So(3)
action. The dimension of the orbit for α-point is equal to 3 and for β-point is equal
to 2. Consequently the asymptotics of the α and β-singular points is induced by
non-degenerate asymptotics with the help of So(3) action.
In order to get the necessary asymptotics we consider the trajectories entering
the singular points with λ > 0. The trajectories with λ < 0 correspond the series
of the degrees of t−1/3 and give the asymptotics for t → ∞.
As it may be seen from the Theorem above the asymptotics of the singular
points (8.1) is not general.
268 A. Belyaev
Proposition 8.2. The little general perturbation of the solution with asymptotic
behavior (8.1) has the essentially singular point.
Proof. In fact, it is enough to prove that the little perturbation of the solution
(8.1) has a singular point. Indeed if the initial solution had branching, then the
perturbation of solution would also have it and then w(t), z(t) → ∞.
If the initial solution was single-valued, the principle of maximum would be
broken and then it would be also broken for the perturbation solution too.
Thus the perturbation solution is unbounded, consequently the proposition
is proved.
Now we see that the solution of three-body problem of a general form has an
essentially singular point. This result is verified by the next proposition.
Proposition 8.3. Let m1 = 0 in three-body problem. Then the solution w1 (t) has
the essentially singular point.
Proof. In the case m1 = 0 three-body problem has the invariant subspace {x1 , z1 }
where two-body problem is realized ([7]):
⎧
⎨x˙1 = mz1 ,
x1 (8.2)
⎩ż1 = − ,
|x1 |3
We see that the singular point exists if |x1 | → 0.

The problem (8.2) is two-dimensional. Let us denote the coordinates in the
following way: x1 = (x11 , x12 ) and then

x11 x12
(ẋ11 x12 − x11 ẋ12 )˙ = ẍ11 x12 − x11 ẍ12 = m x12 − x11 = 0.
|x1 |3 |x1 |3
In the polar coordinates we have
ẋ11 x12 − x11 ẋ12 = (r cos(ϕ))˙ r sin(ϕ) − r cos(ϕ)(r sin(ϕ))˙ = −r2 ϕ̇ = C.
In accordance with Theorem 4.1 H = m 2 z1 − |x1 | =
2 1 1
2m ẋ21 − |x11 | and then
we get
ẋ11 = ṙ cos(ϕ) − r ϕ̇ sin(ϕ),
ẋ12 = ṙ sin(ϕ) + r ϕ̇ cos(ϕ),
⇓

1 1 1 2 1 1 C2 1
H= (ẋ11 + ẋ12 ) −
2 2
= (ṙ + r ϕ̇ ) − =
2 2
ṙ + 2 −
2
2m |x1 | 2m r 2m r r
⇓
⎧ =
⎪
⎪ 2
⎨ṙ = − C + 2m H + 1
r2 r (8.3)
⎪
⎪ C
⎩ϕ̇ = − .
r2
The obtained system is integrable but in the same time its solutions r(t)
= |x1 (t)| have the essentially singular
√ point for r → 0. We see this, using Picard
iterations to the function r(t) = 2Cit + · · · . We get the members tk ln(t)l , which
describe the essentially singular point.
Finally coming back to the variables w1 , w2 we get the necessary result.
Essentially singular points cannot be described for each case with the help of
some approximation. But for our problem the limit fiber of the compact manifold
may characterize the asymptotics of the essentially singular point.
Theorem 8.4. Let (w(t), z(t)) is the solution of three-body problem having the es-
sentially singular point t∗ . Then the limit set X∗ = lim π(w(t), z(t)) determined by
E t→t∗
this solution is contained in the set X0 X, where X0 = {π(w1 , w2 , w2 , z1 , z2 , z3 ) :
∃i |wi | = 0}, X = {η ∈ P∗17 : H(π −1 (η)) = 0, I1 (π −1 (η)) = 0, I2 (π −1 (η)) = 0} and
H, I1 , I2 are the first integrals of the system (4.5).
|wi |
Proof. The necessary and sufficient condition for (w, z) → X0 is → 0 by
wi
|wi | |xi |
relation = .
wi xi
The point t∗ is essentially
singular,
so in accordance with (4.5) żi → ∞,
xi xi |xi |3
hence = / → ∞.
|xi |3 xi 3 xi 3
|xi |3 xi
The theorem is not true if → 0. Then → ∞ and xi → 0 from
xi 3 xi 3
which is followed that coordinates xi are as small as possible in the neighbourhood
of the singular point. It is impossible for essentially singular point, consequently
|wi |
→ 0.
wi
ˇ
Let (w(t), z(t)) = ξ(t) = α(t)ξ(t), ˇ
where ξ(t) = 1. The function H is the
first integral of the system (4.5), hence H(ξ(t)) ˘ = α−2 H(ξ(t)) = α−2 const → 0
for α → ∞ or t → t∗ . Similarly I1 (ξ(t)) ˘ ˘
→ 0, I2 (ξ(t)) → 0 and the Theorem is
proved.
The Theorem 8.4 is verified by the example from the Proposition 8.3.
√ C
In this case r(t) = 2Cit + · · · , ϕ̇ = 2 . Then we have ϕ = ∓ 2i ln(t) + · · ·
r
and
J J
√ t1/2 + t−1/2 Ci Ci
x11 = r cos(ϕ) = ±2Cit + ··· = ± + ± t+ ···
2 2 2
J J
√ t −t
1/2 −1/2
Ci Ci
x12 = r sin(ϕ) = ±2Cit + ··· = i ± − i ± t+ ···
2i 2 2
and consequently
|x1 | 2it
=± + · · · → 0, t → 0.
x1 1 + tt̄
270 A. Belyaev
So we have considered all possible singular points of three-body problem’s

solutions. Naturally there is a question if the solutions without singular points
exist. The next theorem gives an answer.
Theorem 8.5. (see [2]) There are no entire solutions of three-body problem.
Proof. Let the solution (w(t), z(t)) be an arbitrary solution of the problem (5.1)
and Y = π(w(t), z(t)) be a fiber of the foliation F . Assume that the solution
(w(t), z(t)) has no singular points t∗ ∈ C. Then the leaf Y has no singular
points, otherwise the leaf Y would have a singular point π(w̃0 , z̃ 0 ) and the solu-
tion (w(t), z(t)) would have singular α or β-points or would be bounded in infinity,
which is impossible for entire solution.
Let y ∈ Y be an arbitrary point and
π(w(t0 ), z(t0 )) = y, w(t0 ), z(t0 ) = max{ wi (t0 ) , zi (t0 ) } = 1.
i
One can find such a path γ ⊂ C that w(t1 ), z(t1 ) > 2.
And what is more, there exists the neighbourhood U in P∗17 such as for all ý ∈
U if π(w(t0 ), z(t0 )) = ý, w(t0 ), z(t0 ) = 1 then along γ we have w(t0 ), z(t0 ) > 2.
Thus we have an open covering of the closure of Y and choose a finite sub-covering
Ui . Let |t0i − t1i | < T for all i. Now let us construct a path Γ which contains the
points t0 , t1 , . . . , tn , . . . where tk can be found from tk−1 in the same way as t1
was found by t0 . Then the points t0 , t1 , . . . , tn , . . . must be in the circle with the
radius T + T2 + 2T2 + · · · = 2T and there exists the limit point t∗ ∈ C which must
be a singular point.
Acknowledgment
Many thanks to Yu.M. Berezansky and F.E.P. Hirzebruch for the attention, they
have paid to the paper.
References
[1] S.V. Kovalevskaya, Scientific works. AN SSSR, Moscow, 1948.
[2] A.V. Belyaev, The factorization of the flow defined by the Euler–Poisson equations.
Methods of Functional Analysis and Topology 7 (2001), no. 4, 18–30.
[3] A.V. Belyaev, On single-valued solutions of the Euler–Poisson’s equations. Matem-
atychni Studii 15 (2001), no. 1, 93–104.
[4] A.V. Belyaev, The entire solutions of the Euler–Poisson’s equations. Ukr. Mat.
Journ. 56 (2004), no. 5, 677–686.
[5] H. Poincaré, Les méthodes nouvelles de la mécanique céleste. Gauthier-Villars, Paris,
1892, 1893, 1899.
[6] C.L. Siegel, Vorlesungen über Himmelsmechanik. Springer–Verlag, Berlin–Göttin-
gen–Heidelberg, 1956.
[7] V.I. Arnol’d, V.V. Kozlov, A.I. Neı̆shtadt, Mathematical aspects of the classic and
celestial mechanics. Results of the science and technic. Contemporary problems of
mathematics. Fundamental direction 3 (1985), 5–304.
[8] V.M. Alexeev, The final movings in three-body problems and symbolic dynamics. Usp.
Mat. Nauk. 38 (1981), no. 4, 161–176.
[9] L. Euler, De motu recilineo trium corpurum se mutuo attrahentium. Novi Comm.
Sci. Imp. Petrop. 11 (1767), 144–151.
[10] J.L. Lagrange, Oeuvres, Bd. 6 (1873), 272–292.
[11] A. Wintner, The analytical foundation of celestial mechanics. AN SSSR, Princeton–
Oxford, 1941.
[12] K.F. Sundman, Recherches sur le problème des trois corps. Acta Soc. Sci. Fenn. 34
(1907), no. 6.
[13] D. Husemoller, Fiber bundles. Mir, Moscow, 1970.
[14] R.O. Wells, Differential analysis on the complex manifolds. Mir, Moscow, 1976.
[15] I. Tamura, Topology of foliations. Mir, Moscow, 1979.
[16] E. Whittaker, A treatise on the analytical mechanics. Cambridge: Univ. PressMir,
1927.
Alexandr Belyaev
Petrovskogo 123b, ap.40
83117 Donetsk, Ukraine
e-mail: nika@vnet.dn.ua
Operator Theory:

On a Moment Problem on a Curve Connected

with Ill-posed Boundary Value Problems
for a PDE and Some Other Problems
V.P. Burskii
Abstract. This paper is devoted to a connection between ill-posed boundary

value problems in a bounded domain for a PDE that isn’t proper elliptic
and a new moment problem on a curve that is a generalization of well-known
trigonometric moment problem. Some connections with another field of math-
ematics are given in partial cases of the curve and the equation.
1. Introduction
Let Ω be a bounded domain in the plain R2 with smooth boundary ∂Ω. Consider
the following moment problem (the curve ∂Ω is parametrized by s, x(s) ∈ ∂Ω):

α(s)(x(s) · ãj )N ds = μjN ; j = 1, 2; N = 0, 1, 2, . . . , (1)
∂Ω
where on two given vectors ãj ∈ C2 and for two sequences of numbers μjN it
is found the function α. It is obviously that for the case when ∂Ω is the unit
circle and vectors ãj , j = 1, 2 are equal ã1 = (1, i); ã2 = (1, −i) this moment
problem turns to the well-known trigonometric moment problem because then
(ãj · x(s))N = exp(±iN s).
Among a lot of problems connected with above moment problem we will
consider the problem of indeterminacy (nonuniqueness): for what curve ∂Ω and
vectors ãj , j = 1, 2 there exists a function α such that

∀N ∈ Z+ , j = 1, 2, α(s) (x(s) · ãj )N ds = 0. (2)
∂Ω
We will read this equality also as the equality with arbitrary polynomial of one
variable:
∀Q ∈ C[t], j = 1, 2, α(s) Q(x(s) · ãj )ds = 0. (3)
∂Ω
274 V.P. Burskii
We will see that the problem (2) is close connected with boundary value
problems for a partial differential equation in the domain Ω that we will write
down in the form
(a1 · ∇)(a2 · ∇) u = 0, (4)
where aj = (aj1 , aj2 ), j = 1, 2 and ãj = (−āj2 , āj1 ), j = 1, 2 are unit complex vectors.
The solution is assumed to be in a Sobolev space u ∈ H k (Ω), k ≥ 0. The equation
(4) will be written also as
∂2u ∂2u ∂2u

a + b + c = 0, (5)
∂x21 ∂x1 ∂x2 ∂x22
Consider homogeneous the Dirichlet problem
u|∂Ω = 0 (6)
for the equation (4) and the Neumann problem
uν∗ |∂Ω = 0 (7)
for the same equation (4).

Introduce a conormal vector ν∗ and a derivative with respect to the conormal
by means of an analog of the Green formula for the Laplace operator

(Lu · v − u · Lv) dx = (uν∗ v − u v∗ ) ds, (8)
Ω ∂Ω
see for instance [1]. One can count up that

∂ ∂ 1 ∂
= l(ν) − [l(ν(s))]s · , (9)
∂ν∗ ∂ν 2k ∂s
where l(ξ) = (a1 · ξ)(a2 · ξ) is the symbol of the operator L, ν is a unit vector of
normal, s is natural parameter on ∂Ω, k = ±|νs | is the curvature, more exactly
νs = kτ where τ = (−ν2 , ν1 ) is the tangent vector.
Let designate Δ = det (a1 a2 ) where a1 , a2 are columns. Take an arbitrary
polynomial Q of one variable. Substitute the solutions u and v = Q̄(ãj · x(s)),
(overline is complex conjugation for coefficients of Q) of the equation (4) in the
equality (8), we obtain zero in the left-side part. Below we will show that the rest
with i = 1, 2 can be transformed to the equalities that are valid for any solution u
of the equation (4):

Δ
∀Q ∈ C[t], uν∗ + uτ Q(x(s) · ã1 ) ds = 0, (10)
∂Ω 2

Δ
∀Q ∈ C[t], uν∗ − uτ Q(x(s) · ã2 ) ds = 0. (11)
∂Ω 2
On a Moment Problem on a Curve. . . 275
In short words these formulae arise as follows. Write the Green formula as

(Lu · v̄ − u · Lv̄) dx = (a · ∇)u (a · ν)v̄ ds −
2 1
(a2 · ν)u (a1 · ∇)v̄ ds. (12)
Ω ∂Ω ∂Ω
Firstly, we have thrown over derivatives a · ∇ and then a2 · ∇. Now let us do it

1
in reversed sequence, then we obtain

(Lu · v̄ − u · Lv̄) dx = (a1 · ∇)u (a2 · ν)v̄ ds − (a1 · ν)u (a2 · ∇)v̄ ds. (13)
Ω ∂Ω ∂Ω
Adding formulae (12), (13) and comparing the result with (8) we can accept
(a2 · ∇)u (a1 · ν) + (a2 · ν) (a1 · ∇)u = 2uν∗ .
Besides note that on ∂Ω direct calculations give
(a2 · ∇)u (a1 · ν) − (a2 · ν) (a1 · ∇)u = uτ Δ.
Substitute u that is a solution of (4) and v = Q̄(ã1 · x(s)) (with any polynomial Q)
that is a solution of the equation (a1 ·∇)v̄ = 0 into (12), we obtain the equality (10)
with Q(x(s) · ã1 ) = v̄. It is analogical, substitute the same u and v = Q̄(ã2 · x(s))
that is a solution of the equation (a2 · ∇)v = 0 into (13), we obtain the equality
(11). We will see below that the conditions (12), (13) will be arisen also sufficient
in some sort for existence of a solution of the problem (4), (6), (7).
We see now that if the Dirichlet problem (4), (6) has a nontrivial solution u
then uν∗ = 0 because otherwise both equalities (6) and (7) are fulfilled and the
solution u ≡ 0 by virtue of equality (8) and surjectivity of maximal operator L+
(see condition (16) below). From what it follows that the equality (2) holds with
α = uν∗ ≡ 0. The same can be done for the Neumann problem. It is valid inverse
arguments (see below). They bring the following fact.
Theorem 1. Let m ≥ k > 3 and let us have three sets of statements:

1m ) The homogeneous moment problem (2) has a nontrivial solution
α ∈ H m−3/2 (∂Ω).
2k ) The Dirichlet problem (6) for the equation (4) has a nontrivial
solution u ∈ H k (Ω).
3k ) The Neumann problem uν∗ |∂Ω = 0 for the equation (4) has a
nonconstant solution u ∈ H k (Ω).
Then
1m ) ⇒ 2m−q ); 1m ) ⇒ 3m−q ); 2m ) ⇒ 1m ); 3m ) ⇒ 1m )
q = 0 for elliptic equation (vectors a1 , a2 aren’t real), q = 1 + 0 for hyperbolic (unit
vectors a1 , a2 are real and different) and mixed equation (one of vectors a1 , a2 is
real, another isn’t real), q = 2+0 for equation with Kreal symbol of kind l(ξ) = (a, ξ)2 .
k+0
(By definition, for bounded domain H (Ω) = >0 H k+ (Ω), more accurately,
it is the inductive limit of spaces with a corresponding topology.)
276 V.P. Burskii
We have answers to above problem (2) in cases when the boundary is an

ellipse or a bi-quadratic algebraic curve

2
F (x, y) := aik xi y k = 0. (14)
i,k=0
It is proved to be that the answers in both cases (an ellipse or a bi-quadratic curve)
can be written in the form: Θ ∈ Q where Q is the rational field and Θ is a complex
number which can be counted up by coefficients of curve equation. It shows that
the problem becomes ill-posed for real Θ and well-posed for nonreal one.
Besides we give equivalences of above indeterminacy problem with real vec-
tors aj to famous the Poncelet problem and the Pell-Abel equation for given poly-
nomial of the third or fourth order. Both problems are famous problems that are
connected with a lot of problems in analysis.
The connections stated by theorem 1 arises as a corollary of a link form of
solution traces u|∂Ω , uν∗ |∂Ω for the equation (4) therefore we start with the link
form of traces of a solution.
2. Green formula and connection of solution traces

Let Ω be an arbitrary bounded domain in the space Rn with the boundary ∂Ω =
Ω\Ω, H = L2 (Ω) be and

L= aα (x)Dα , Dα = (−i∂)|α| /∂xα
1 . . . ∂xn , α ∈ Z+ , |α| =
1 αn n
αk
|α|≤m k
be some differential operation with smooth complex coefficients aα (x) ∈ C ∞ (Ω) =

{u ∈ C ∞ (Ω)| ∃U ∈ C ∞ (Rn ), U |Ω = u},

L+ · = Dα (a∗α (x)·), a∗α = aα
|α|≤m
be a formally adjoint differential operation. Let L0 , L+ +

0 with domains D(L0 ), D(L0 )
be minimal operators and L = (L0 ) , L+ = (L0 )∗ be maximal operators of L and
+ ∗
L+ respectively. We will consider the equation

Lu = f ∈ H. (15)
We will also need an operator L̃, which is a contraction of L on the closing of
the space C ∞ (Ω) (or of the Sobolev space H m (Ω)) in the norm of the graph
u 2L = u 2L2(Ω) + Lu 2L2 (Ω) and the same operator L̃+ .
We will consider the following conditions:
operators L0 , L+
0 have continuous left inverses; (16)
∗ ∗
L̃ = (L+
0) ;
+
L̃ = (L0 ) . (17)
Remember that a basis of the theory of general boundary value problems for
the equation (15) with a general differential operator L has been put by M.Yo.
Vishik in the paper [11], a predecessor of which was the famous work [7] by M.G.
Krein.
For u, v ∈ H m (Ω) there is the following Green formula:

m−1
(Lu, v)Ω − (u, L+ v)Ω = < Lm−j−1 u, ∂νj v >∂Ω
j=0
0p p,s s
where Lp = s=0 Lτ ∂ν is an operator of order p, Lp,s
τ is a tangent linear differ-
ential operator of order p − s with smooth coefficients.
The first question which we discuss: what boundary properties are supposed
for each solution of the equation (15), what traces or agglomerates of traces exist,
let be even in sense of the theory of distributions?
For a case of the Laplace operator L = −Δ we have expressions L(0) u =
u|∂Ω , L(1) u = −uν |∂Ω . The belonging u|∂Ω ∈ H −1/2 (∂Ω) for u ∈ D(−Δ) has
been shown actually still by M.Yo. Vishik [11]. From [9] it is known that if
the part of boundary ∂ Ω has no characteristic points, i.e., points of contact of
real characteristic surfaces (as, for example, in an elliptic case), then usual traces
u|∂ Ω , uν |∂ Ω , . . . , uν l |∂ Ω exist for each solution from L2 (Ω) of the differential equa-
(l)
tion (15). Examples show that, generally speaking, usual traces of solutions from
L2 (Ω) do not exist in distributions even for elementary equations. So, for the
equation Lu = ∂ 2 u/∂x1 ∂x2 = 0 in the unit disk the solution 3u(x) = (1 − x21 )−5/8
belongs to L2 (K) but u|∂K , 1∂K = ∞ in sense that lim |x|=r u(x)dsx = ∞,
r→1−0
so that the trace u|∂K is not a distribution. It is possible to show, however, that
each solution u ∈ L2 (K) of such equation has a trace of the product L(0) u :=
−u(x)l(x)|∂K ∈ L2 (∂K) where l(x) = x1 x2 is the symbol of the operator. In just
the same way not for all solutions there is a trace uν |∂K but for each solution
u ∈ L2 (K) there is a trace L(1) u = l(x)uν (x) + lτ uτ + 1/2lττ u|∂K ∈ H −3/2 (∂K)
where τ is angular coordinate. Similar reasonings can be carried out and in a
general case. They are based on the following statement.
Statement 1. For any pair functions w and ϕ from H m (Rn ) the following Green
formula takes place:
G(w, ϕ) := −L(θΩ w) − θΩ Lw, ϕRn

m−1
(18)
= L(m−q−1) w, ∂νq ϕ∂Ω =: L∂Ω w, ϕ∂Ω ,
q=0
(q) 0
P
where ∂νq ϕ = ϕν q , L(p) = L(ps) ∂νs is the operator of the order p, L(ps) is
s=0
some linear differential operator with respect to tangent directions τ with smooth
coefficients of degree p − s.
+
3 L is the maximal operator to formally conjugated opera-
Let’s note that if
tion, then G(w, v) = Ω (Lw · ϕ − w · L+ ϕ) dx. Let us more note that in case of the
278 V.P. Burskii
elliptic equation of the second order the distributions fq = (−1)q ∂νq (μ · δ∂Ω ), μ ∈
D (∂Ω), acting according with the formula < fq , ϕ >Rn =< μ, ∂νq ϕ >∂Ω and taking
place in the Green formula (18) are accepted to name for q = 0 a simple and for
q = 1 a double layer on ∂Ω with density μ. The corresponding potential will arise
by means of convolution fq ∗ E with a fundamental solution E if it exists there, of
course. Let Jqm = Jm−q−1 : H m−q−1/2 (∂Ω) → H m (Rn ) be a continuous operator
of continuation with the property
∂νp (Jqm ψ)|∂Ω = δqp · ψ, p, q = 0, 1, . . . , m − 1 (19)
For the case of bounded domain with smooth boundary one can easy build such op-
erator of continuation by solving of polyharmonic equation Δm u = 0 with bound-
ary data (19). We will substitute in (18) the function Jqm ψ instead of ϕ and instead
of w-sequence wk ∈ H m (Rn ) converging to the solution u of the equations (15)
in sense of norm of the graph w L2 (Ω) + Lw L2(Ω) . The left part of equality (18)
3
will tend to expression Ω (f · Jqm ψ − u · L+Jqm ψ) dx which is linear and continuous
on ψ ∈ H m−q−1/2 (∂Ω). Obtained functional we will designate L(m−q−1) u. Distri-
bution L(p) u we will name pth trace of the solution u on ∂Ω associated with the
operator L, or simple pth L-trace of function u on ∂Ω and the distribution L∂Ω w
from (18) will name L-boundary distribution. We obtain the following
Statement 2. For each element u from the domain D(L̃) of the operator L̃ there
exist L-traces L(k) u ∈ H −k−1/2 (∂Ω), k = 0, 1, . . . , m − 1 such that for each se-
quence wj ∈ H m (Ω) converging in D(L̃) to the element u the sequence L(k) wj ∈
H m−k (∂Ω) converges in space H −k−1/2 (∂Ω) to an element L(k) u continuously
depending on u and independent of a choice of sequence wj .
For a case of the differential operator L the existence of the associated traces
in distributions for functions from D(L̃) is shown in [2], se also [4]. So, we see that
L-traces of function from a domain D(L) of the maximal operator exist there and
L(m−q−1) u ∈ H −m+q+1/2 (∂Ω), q = 0, 1, . . . , m − 1 if the space H m (Ω) is dense
in D(L), i.e., if the conditions (17) are fulfilled. The main property of L-traces is
that all of them are equal to zero under conditions of density of smooth functions
in D(L) and D(L+ ) if and only if they are L-traces of function from the domain
of the minimal operator D(L0 ) that is visible from the formula (18) expanded on
the domains of maximal L+ and minimal L0 operators. More exactly,
Statement 3. In order to an element u ∈ D(L) belong to the space D(L0 ) it is
necessary and under conditions (17) it is sufficient that it has trivial L-traces
L(k) u = 0, k = 0, 1, . . . , l − 1.
The second impotent property of L-traces is the following
Statement 4. Let smooth functions be dense in spaces D(L) and D(L+ ) and the
operator L0 is normally solvable, i.e., Im L0 is closed in H. In order to a set
u0 , u1 , . . . , um−1 of L-traces be a set L-traces of the solution u of the equations
Lu = 0 it is necessary and sufficient that for each sequence vk ∈ H m (Rn ) converg-
ing in norm v L2 (Ω) + L+ v L2 (Ω) to some solution of the equation L+ v = 0 the
following condition takes place:

m−1
lim um−q−1 , ∂νq vk ∂Ω = 0 (20)
k→∞
q=0
This property can easy be proved directly from the Green formula (18). For
the operator L with constant coefficients, the symbol l(ξ) of which can be factored
in a product of different irreducible polynomials, in a convex domain exponential
solutions are dense in the kernel of maximal operator ([12]) therefore the condition
(20) (necessary and sufficient condition of belonging u ∈ ker L) can be written in
the form (note that normal solvability of the minimal operator L0 is a corollary of
the Hörmander’s estimate ∃C > 0, ∀φ ∈ C0∞ (Ω), Lφ H ≥ C φ H )

m−1
∀ ξ ∈ Λ̄ = {ξ ∈ Cn | l̄(ξ) = 0}, L(m−q−1) u ∂νq e−i ξ· x dx = 0. (21)
q=0 ∂Ω
Note more that for the equation of the second order with homogeneous Dirichlet
data L(0) u = 0 we obtain a necessary condition of nontrivial solvability of the
Dirichlet problem in view

∃α ∈ H −3/2 (∂Ω), ∀ ξ ∈ Λ, α(x) e−i ξ· x dx = 0 (22)
∂Ω
which will be sufficient for enough smooth α. For the case of homogeneous symbol
the last condition can understand as a problem of integral geometry ([4]).
3. Problem of indeterminacy of the moment problem (1)

Let us consider now the condition (21) for the equation (4). In this case the symbol
is l(ξ) = (a1 ·ξ)(a2 ·ξ), the variety Λ = Λ1 ∪Λ2 , Λi = {tãi | t ∈ C}. In the beginning,
consider the Cauchy problem
u|∂Ω = ψ, uν |∂Ω = χ (23)
for the equation (4) in a bounded domain that is convex with respect to real
characteristics (i.e., in particular without restrictions on convexity if the equation
is elliptic).
Statement 5. In order that a function u ∈ H m (Ω), m > 3/2 be a solution of the
problem (23) it is necessary that functions
P = −l(ν(x))ψ(x) ∈ H m−1/2 (∂Ω), (24)

C = l(ν(x))χ(x) + b (ν12 − ν22 ) − 2(a − c)ν1 ν2 ψτ
(25)
+ k (a − c)(ν12 − ν22 ) − 2b ν1 ν2 ψ ∈ H m−3/2 (∂Ω)
satisfy the condition

∀ξ ∈ Λ, [P (x(s))(−i ξ · ν(s)) + C(x(s))] exp(−i ξ · x(s))ds = 0, (26)
∂Ω
280 V.P. Burskii
where s is the natural parameter growing in a direction of the vector τ = (−ν2 , ν1 ),

d
ds = dτ ∂Ω , k = −|νs | = −|τs | is curvature of the curve ∂Ω.
d
The proof will be clear from above when one checks equalities P = L(0) u,
C = L(1) u.
Statement 6. In order that a function u ∈ H m (Ω), m ≥ 2 be a solution of the

problem (23) it is sufficient that functions (24), (25) satisfy the condition (26) and
belong to the spaces
P ∈ H m−1/2+q (∂Ω), C ∈ H m−3/2+q (∂Ω) (27)
where q = 0 for elliptic equation (vectors a1 , a2 aren’t real), q = 1+0 for hyperbolic
(unit vectors a1 , a2 are real and different) and mixed equation (one of vectors a1 ,
a2 is real, another isn’t real), q = 2 + 0 for equation with real symbol of kind
l(ξ) = (a, ξ)2 . Correspondence: [H m−1/2+q (∂Ω) × H m−3/2+q (∂Ω) with property
(26) ] (ψ, χ) → (P, C) → u ∈ H m (Ω) is continuous.
The fact that there exists any solution u from the kernel kerL ⊂ D(L) and
with given smooth traces ψ, χ that are under the condition (26), follows from
above. But the smooth solvability (P, C) → (ψ, χ) and raising of smoothness of u
needs an additional reasonings that are more difficult (see [3], [4]).
Let us write down the condition (26) in a little another form. In the first
place, we substitute ξ = tai , i = 1, 2 in the formula (26) and take the Taylor-
series expansion of the exponential. All powers of t must be zero and we obtain
the condition (26) in the view

∀Q ∈ C[z], j = 1, 2, P (x)(ãj · ν) Q (x · ãj ) + C(x) Q(x · ãj ) ds = 0. (28)
∂Ω
It is obviously that the inverse reasoning is valid also. Further, one can understand
this last integral as the integral in the right part of equality (18) at v = Q̄(ãj · x).
For our equation this right part of equality (18) can be written as the right part
of equality (8).
Then we take the
3 Green formula for our operator in the form (8) and count
up the second term ∂Ω u v ν ∗ ds.

∂
u Q(x · ã ) ds =
1
(a1 · ν)(a2 · ν)(ν · ã1 )u(x(s)) Q (x · ã1 )ds
∂Ω ∂ν∗ ∂Ω
:
d 1
+ [l(ν(s))]s u(x(s)) Q(x(s) · ã1 )ds
∂Ω ds 2k
:
d 1
=− (a · ν)(ν · ã ) −
2 1
[l(ν(s))]s u(x) Q(x · ã1 )ds.
∂Ω ds 2k
Here it is used that
∂
Q(x · ã1 ) = Q (x · ã1 )(τ · ã1 ) = (a1 · ν) Q (x · ã1 ).
∂s
Calculate now the expression in square brackets:

1 1 1
(ν · ã1 )(a2 · ν) − (a · ν)(a2 · ν) s = (ν · ã1 )(a2 · ν) − (ν · ã2 )(a1 · ν)
2k 2
1, - Δ
= (−ν1 a12 + ν2 a11 )(ν1 a21 + ν2 a22 ) − (−ν1 a22 + ν2 a21 )(ν1 a11 + ν2 a12 ) = .
2 2
Therefore at j = 1 we obtain the equality

∂ Δ
uν∗ Q(x · ã1 ) − u Q(x · ã1 ) ds = uν∗ + uτ Q(x · ã1 )ds.
∂Ω ∂ν∗ ∂Ω 2
Similarly, at j = 2 we will obtain

∂ Δ
uν∗ Q(x · ã ) − u
2
Q(x · ã ) ds =
2
uν∗ − uτ Q(x · ã2 )ds.
∂Ω ∂ν∗ ∂Ω 2
Calculations can be coverted. Thus, the condition (28) is equivalent to the pair of
conditions: (10) and (11).
Thus, the following theorem is proved.
Theorem 2. The pair of conditions (10), (11) is equivalent to the condition (26).
Consider a problem
uτ |∂Ω = γ, uν∗ |∂Ω = κ, (29)
From statements 5, 6 we obtain validity of the following statements 7, 8.
Statement 7. In order to a function u ∈ H m (Ω), m > 3/2 be a solution of the
problem (29) for the equation (4) it is necessary that functions
1
γ = us (x), κ = l(ν)uν − [l(ν(s))]s · us ∈∈ H m−3/2 (∂Ω), (30)
2k
satisfy the conditions (10) and (11).
Statement 8. In order to a function u ∈ H m (Ω), m > 2 be a solution of the
problem (29) for the equation (4) it is sufficient that its traces γ, κ from (30)
satisfy the conditions (10), (11) and belong to the space H m−1/2+q (∂Ω), where
q = 0 for elliptic equation (vectors a1 , a2 are not real), q = 1 + 0 for hyperbolic
(unit vectors a1 , a2 are real and different) and mixed equation (one of vectors a1 ,
a2 is real, another isn’t real), q = 2 + 0 for equation with real symbol of kind l(ξ) =
(a, ξ)2 . Such solution u is unique to within an additive constant. Correspondence:
[H m−3/2+q (∂Ω) × H m−3/2+q (∂Ω) with properties (10), (11) ] (γ, κ) → u ∈
H m (Ω)/{const} is continuous.
Now we can give a proof of Theorem 1 from the introduction.
Proof. 1) ⇒ 2). Using pair γ = 0, κ = 2α/Δ we build the solution u ∈ H m−q (∂Ω)
by means of the statement 8.
2) ⇒ 1). We have κ = 0 by applying the statement 8. Then we put α = κ.
The implications 1) ⇒ 3) and 3) ⇒ 1) are similar.
282 V.P. Burskii
4. Solving of indeterminacy problem for the moment problem in

some algebraic curves and connected topics
Let λ1 , λ2 be roots of the equation l(1, λ) = 0. Let us enter (complex) angles of
inclinations of characteristics.
Any solution ϕ1 of the equation tgϕ1 = −λ1 = ±i will be named an angle of
inclination of the characteristic direction corresponding to the root λ1 .
Restriction −λ = ±i is connected to that the equation tgϕ = ±i has no
any solution in C, in this case we will speak that the characteristic direction has
no angle of inclination. Similarly, we determine an angle ϕ2 through the root
λ2 as tgϕ2 = −λ2 = ±i and then an angle ϕ0 := ϕ1 − ϕ2 . It is easy to see that
sin ϕ0 = det(a1 a2 ) = Δ where a1 , a2 are columns and tg2 ϕ0 = (b2 −4ac)/(a+c)2 =
[(λ1 − λ2 )/(1 + λ1 λ2 )]2 . If vectors a1 , a2 are normalized by unit (|aj | = 1) we will
suppose that ãj1 = −āj2 = − cos ϕj , ãj2 = āj1 = sin ϕj .
Consider a case of the disk Ω = K = {x ∈ R2 |x2 < 1}. In this case we have
ν(x) = x, x · ãj = − cos(τ + ϕj ), x = (cos τ, sin τ ), τ = s is angular coordinate.
Designate through T̃n , Qn the Chebyshev polynomials:
T̃n (cos α) = cos nα, Qn−1 (cos α) = sin nα/ sin α
and also we enter functions Tn (τ ) = T̃n (cos(τ + ϕ1 ))/ An = cos n(τ + ϕ1 )/ An =
T̃n (−x · ã1 )/ An (n > 0), T0 = √12π , Un = (x · ã1 )τ · Qn−1 (−x · ã1 )/An =
sin n(τ + ϕ1 )/An where

2π
2
An = πch (2n Im ϕ1 ), An = cos n(τ + ϕ1 ) cos n(τ + ϕ1 ) dτ
0
2π
= sin n(τ + ϕ1 ) sin n(τ + ϕ1 ) dτ.
0
It is easy to see that system of functions {Tn (τ ), Un (τ )}∞

n=0 is orthonormalized
in L2 (∂K) and total and orthogonal in0each space H l (∂K) because the same is
∞
0 {cos 2nτ,
system sin nτ }, moreover, f = n=0 (fn Tn + gn Un ) ∈ H l (∂K) if and only
if n (1 + n ) (|fn | + |gn | ) < ∞.
l 2 2
Let us substitute in the condition (3) expansion of the function

∞ # $
1
α(τ ) = αT0 + αTn Tn (τ ) + αU U
n n (τ )
2 n=0
and in the capacity of the polynomial Q we will take the Chebyshev polynomial
Q(t) = T̃n (−t). Then condition (3) will be written down as
αTk = 0, (j = 1); cos kϕ0 αTk + sin kϕ0 αU
k = 0, (j = 2); k = 0, 1, 2, . . . .
From what we obtain αTk = 0, sin kϕ0 αU k = 0. Therefore α(τ ) ≡ 0 if ϕ0 /π ∈/ Q.
If ϕ0 /π = p/q ∈ Q then α = sin kq(τ + ϕ1 ), k = 1, 2, . . . is a set of nontrivial
solutions of the problem (3).
The following theorem is proved (by applying of another method [3], [4]).
Theorem 3. For λj = ±i, j = 1, 2, λ1 = λ2 the problem (3) has only trivial

solution in each space H m (K), m > 2 if and only if the number ϕ0 /π is irrational.
Under the condition
ϕ0 /π ∈ Q (31)
m
in each space H (K) the homogeneous problem (3) has infinite number of linearly
independent solutions.
Below we will consider more complicate domain Ω that the circle or the
ellipse, namely, domains which boundary is a biquadratic curve C = ∂Ω with
equation:

2
F (x, y) := aik xi y k = a22 x2 y 2 + a21 x2 y + · · · = 0. (32)
i,k=0
We will need the following John mapping. Let Ω be arbitrary bounded do-
main, which is convex with respect to characteristic directions, i.e., it has the
boundary C intersected in at most two points by each straight line that is parallel
to x- or y-axes. We start from arbitrary point M1 on C and consider a vertical line
passing through M1 . Obviously, there are two points of intersection with the curve
C: M1 and some M2 , which may be coincided with M1 . We denote I1 an involution
which transform M1 into M2 . Then, starting from M2 , we consider a horizontal
line passing through M2 . Let M3 be the second point of intersection with the curve
C. Let I2 be corresponding involution: I2 M2 = M3 . We then repeat this process,
applying step-by-step involutions I1 and I2 . Denote T = I2 I1 , T −1 = I1 I2 . This
transformation T : C → C gives us a discrete dynamical system on C, i.e., an
action of group Z and each point M ∈ C generates an orbit {T nM |n ∈ Z}. This
orbit can be finite or denumerable set. The point M with finite orbit is called a
periodic point and smallest n, for which T n M = M , is called a period of the point
M . In the paper by John the uniqueness breakdown in the problem have studied
in connection with topological properties of the mapping T for the case of even
mapping T . The mapping T is called to be even or preserving an orientation if
each positive oriented arc (P, Q) with points P, Q ∈ C transforms into positive
oriented arc (T P, T Q).
Fritz John have proved several useful assertions for even T , among of which
we extract the following one.
Sufficient condition of uniqueness. The homogeneous Dirichlet problem for
the string equation in the bounded domain has only a trivial solution in the space
C 2 (Ω) if the set of periodic points on C is finite or denumerable.
Below we give several problem settings from different areas of mathematics,
each of them proves to be equivalent to each of above given in a domain with a
biquadratic boundary. First three of them were noted above.
1) Existence of a nontrivial solution of the homogeneous Dirichlet problem.
2) Existence of a nonconstant solution of the homogeneous Neumann problem.
3) Existence of a nontrivial solution of the homogeneous generalized trigono-
metrical moment problem.
284 V.P. Burskii
4) Integration by elementary functions:

Let us consider the problem (N.H. Abel, 1826):
for what polynomial R(t) of degree 2m and of one variable t exist there polynomials
ρ(t), P (t), Q(t) such that
√
ρ P + RQ
√ dt = A ln √ + C. (33)
R P − RQ
Later Liouville, Golubev and others have proved that if the primitive from
left-side part of this equality is an elementary function (i.e., composition of polyno-
mials, exponents, roots, trigonometric functions) then it must be a function from
the right-side part.
Abel proved two criteria for this problem:
Statement 9. The equality (33) holds if and only if the expansion in a continuous
fraction
√ 1
R = r0 (t) + 1
r1 (t) + r2 (t)+···
is periodic, that is ∃N, ∀k > k0 , rk = rk+N .
Statement 10. The equality (33) holds if and only if the algebraic Pell-Abel equation
P 2 (t) + R(t)Q2 (t) = 1 (34)
is solvable.
Here for given polynomial R of even order one should find polynomials P, Q
such that the equality (34) is valid, then ρ = 2P /Q. Below we will deal with the
case m = 2, ord R = 4. Thus we have also the setting of
5) Problem of solvability of Pell-Abel equation.
As it was shown in a works by Sodin-Yuditskii [10] the last setting is equivalent
to the following:
6) Problem of maximal set with least deviation by Chebyshev-Akhiezer.
Consider the Chebyshev problem of finding a polynomial of least deviation on a
K
l−1
closed set in the real axe. Let I = [−1, 1]\ (aj , bj ) − a system of l closed intervals
j=1
and one should find a polynomial of a given order n with leading coefficient 1 which
gives a least deviation on the set I, i.e., to find a minimum of the functional
tn − Pn−1 (t) C(I) → min .
The general polynomial Pn−1 (t) is running a finite-dimensional subspace and
we deal with a problem of functional minimization on the nonreflexive Banach
space. In 30 years of XX century A. Markov and A. Borel, based on Cheby-
shev ideas, proved that such polynomial P exist there on each set I. But if
the polynomial P is minimal on I then, possible, it will be minimal on a more
large set I˜ which is an expansion of I. Such maximal among of I˜ a set E =
K
m−1
[−1, 1] \ (αj , βj ), which is called n-correct. If one take the polynomial R in the
j=1
L
m−1
form R = (t2 − 1) (t − αj )(t − βj ) then it is valid the following
j=1
Statement 11. (see [10]) The solvability of the Pell-Abel equation
P 2 (t) + R(t)Q2 (t) = L2 (35)
where the constant L is unknown also, is equivalent to that the set E is n-correct.
In addition, the polynomial P gives us a solution of extremal problem and the
number L is the minimal deviation.
7) Spectrum of infinite Jacoby matrix (see references in work [10]).

It is interesting that the set E is a continuous spectrum of some infinite selfadjoint
real Jacoby (three-diagonal) matrix in the space l2 if and only if the set E is n-
correct set, that is if and only if the equation (35) is solvable. For our aims the
case of two intervals (the Akhiezer problem) is appropriated. A connection of the
problem (35) with boundary value problems is realized by means of the Poncelet
problem.
8) Setting of the Poncelet problem.
Recall the Poncelet problem for the case of two ellipses, for simplicity and as it
was introduced by Jean-Victor Poncelet himself. We take two arbitrary ellipses A
and B, A inside B in the plane R2 of variables ξ, η. Let us have an arbitrary point
Q1 on the ellipse A and pass a tangent straight line to A at the point Q1 . This
tangent crosses the ellipse B at two points P1 and P2 , P1 before P2 with respect to a
standard orientation. Then we take the point P2 on B and pass the second tangent
to the ellipse A. We denote as Q2 the point on A where this tangent contacts with
A. This tangent meets the ellipse B in two points P2 and P3 . Take the point P3 and
repeat this procedure. Then we obtain a mapping UB : B → B which acts by the
rule UB : Pk → Pk+1 that will be called the Poncelet mappings below. The point
P1 will be named a periodic point and of a period N if PN +1 = UBN P1 = P1 and N
is minimal with this property. The big Poncelet theorem says: if there is a periodic
point P then each point is periodic with the same period. This construction is
projective so that in general we may build it for a pair of conics (conic sections).
For any conic A it is possible to find polynomials E0 (x), E1 (x), E2 (x) with
deg(Ei (x)) ≤ 2 such that ξ = E 1 (x)
E0 (x) , η= E 2 (x)
E0 (x) . Quite analogously, the conic B
can be parametrized as ξ = G 1 (y)
G0 (y) , η= G 2 (y)
G0 (y) , where Gi (y) are some other poly-
nomials of most degrees 2. Our observations (in coauthorship with A.S. Zhedanov,
see our common work [5]) shows that in the plane of variables x, y the Poncelet
mapping UB turn into the John mapping on a biquadratic curve (C) which is given
by conics A and B.
286 V.P. Burskii
This gives us the following

Theorem 4. A given the Poncelet problem is periodic if and only if the John map-
ping for corresponding biquadratic curve is periodic.
Conversely, any generic biquadratic curve generated a projective class of a
conics pair and we obtain.
Theorem 5. For generic biquadratic curve the Dirichlet problem has non-unique
solution if and only if corresponding John mapping has a periodic trajectory and
if and only if corresponding Poncelet problem has a periodic trajectory.
Note that for the case of bounded domain with a biquadratic boundary we
have proved that John’s sufficient uniqueness condition is also necessary, moreover,
it will be so even for cases when the curve C is unbounded but then we should
change the setting of the problem. Namely, along with the usual setting of the
uniqueness property: The examined bounded domain such that the homogeneous
Dirichlet problem (1) has only trivial solution in the space C 2 (Ω)
for cases when the curve C is unbounded we examine the following modification
of uniqueness property for the homogeneous Dirichlet problem
The examined curve C is such that each analytic in real sense solution in
R2 of the string equation with the property u|C = 0 is only zero solution.
Note, the assumption “analytic” is introduced in order that we can consider
such curves C for them there exist characteristic lines which are not intersect
C and are between of curve branches, because without this assumption for such
curve and, e.g., with an assumption of infinite smoothness one may build a simple
example of a smooth nontrivial solution of the problem in sense (1).
The Poncelet porism in form of two circles
Let a circle A lies inside another circle B. From any point on B, draw a tangent to
A and extend it to B. From the point, draw another tangent, etc. For n tangents,
the result is called an n-sided Poncelet transverse. This Poncelet transverse can be
closed for one point of origin, i.e., there exists one circuminscribed (simultaneously
inscribed in the outer and circumscribed on the inner) n-gon. We could begin with
a polygon that is understood as the union of a set of straight lines sequentially joint
a given cyclic sequence of points (vertices) on the plane. If there exist two circles,
inscribed and circumscribed for this polygon, then this polygon is called a bicentric
polygon. Note that sides of the polygon can intersect and the intersection point is
not obligatory to be a vertex. Furthermore, the inscribed circle does not obligatory
touch a segment between vertices, the contact point can lie on extension of the side
and therefore the circles can intersect. Bicentric polygons are popular objects of
investigations in geometry. This is most known form of the Poncelet porism. If we
denote by r the radius of the inscribed circle, by R the radius of the circumscribed
circle and by d a distance between the circumcenter and incenter for a bicentric
polygon then these three numbers can not be arbitrary and together with n they
satisfy some relations. So, for the case of triangle the relation is sometimes known
as the Euler triangle formula R2 − 2Rr − d2 = 0. One of popular notations for such
relations (necessary and sufficient for existence of a bicentric polygon) is given in
terms of additional quantities
1 1 1
a= , b= , c= .
R+d R−d r
So, for a triangle above the Euler formula has the view: a + b = c, for a bicentric
quadrilateral, the radii and distance are connected by the equation a2 + b2 = c2 .
The relationship for a bicentric pentagon is 4(a3 + b3 + c3 ) = (a + b + c)3 . In a
general case one introduces numbers
2c2 (a2 − b2 )
λ=1+ , ω = cosh−1 λ , k 2 = 1 − e−2ω ,
a2 (b2 − c2 )
1 (36)
dt
K = K(k) =
(1 − k t2 )(1 − t2 )
2
0
and then the relationship can be written by means of elliptic functions in the form
√ √
K c b 2 − a2 + b c2 − a2
sc ,k =
n a(b + c)
(Richelot (1830) – the first edition of the criterion, Kerawala (1947) – the above
criterion).
The connection with the Pell-Abel equation comes from the well-known Cay-
ley criterion for the Poncelet problem. Recall that the Cayley criterion can be
formulated as follows. Let f (λ) = det(A − λB) be a characteristic determinant for
the one-parameter pencil of conics A and B presented in the projective form. In
more details, assume that the conic A has an affine equation φA (x, y) = 0. We
then pass to the projective co-ordinates ξ: x = ξ1 /ξ0 , y = ξ2 /ξ0 and present the
equation of the conic A in the form

2
Aik ξi ξk = 0
i,k=0
with some 3 × 3-matrix A. Similarly, the projective equation for the conic B has
the form
2
Bik ξi ξk = 0
i,k=0
with some 3 × 3-matrix B. Then we define the polynomial f (λ) = det(A − λB) of
the third degree. Note that f (λ) is a characteristic polynomial for the generalized
eigenvalue problem for two matrices A, B. Calculate the Taylor expansion

f (λ) = c0 + c1 λ + · · · + cn λn + · · ·
288 V.P. Burskii
and compute the Hankel-type determinants from these Taylor coefficients:

c3 c4 . . . cp+1

c c5 . . . cp+2
Hp = 4
(1)
, p = 2, 3, 4, . . .
... ... ... . . .
cp+1 cp+2 . . . c2p−1
and
c2 c3 ... cp+1

c c4 ... cp+2
Hp(2) = 3 ,
p = 1, 2, 3, . . .
... ... ... ...
cp+1 cp+2 ... c2p
Then the Cayley criterion is: the trajectory of the Poncelet problem is pe-
(1) (2)
riodic with the period N if and only if Hp = 0 for N = 2p, and Hp = 0
for N = 2p + 1. Moreover, we have done the following observation: the Cayley
condition coincides with a solvability criterion of the Pell-Abel equation by V.A.
Malyshev [8].
A2 (λ) + f˜(λ)B 2 (λ) = 1
with deg f˜ = 4, f (0) = 0, (for details concerning solvability of the Pell-Abel
equation and its relations with other problems of mathematics see, e.g., papers by
Malyshev) if one takes f (x) = x4 f˜(x−1 ). We have the following proposition:
Theorem 6. ([5]) The Poncelet problem is periodic with an even period iff corre-
sponding the Pell-Abel equation is solvable.
Methods are based on the theory of elliptic functions. Such functions are
generated by the biquadratic curve from the Dirichlet problem, to which each of
above problem can be reduced. The John mapping of the Dirichlet problem acts
on a biquadratic curve generated of the Poncelet problem for two conics which are
built by data of the Pell-Abel equation. This biquadratic curve, possible after a
projective transformation of the plane, may be parametized by an elliptic function
φ(z) of the second order: x = φ(z), y = φ(z + η). Then the John mapping on the
complex biquadratic curve of the complex space C2 (that is a Riemann surface of a
genus 1, i.e., a torus) may be given as a shift z → z +2η. Because the periods ω1 , ω2
of the elliptic function φ (as η also) are counted up by data of the corresponding
biquadratic curve then we obtain our periodicity criterion of the John mapping in
the view:
2ηN = m1 ω1 + m2 ω2 (9)
with some integer N, m1 , m2 .
Further we have done an analysis on reality of the functions that gives us a
criterion for each of the problems in the form:
θ m
= ∈Q (37)
2K n
where the number θ is counted up by data of the corresponding problem as, for
instance, the number K may be counted up by the formula (36). We see that this
criterion is similar to the criterion (31) of uniqueness breakdown for the Dirichlet
problem in an ellipse.
Note that a part of these results and references one can find in the works:
[4], [5], [6]. Along of above writing problems there are other problems that allows
their investigation by means of this approach.
References
[1] Yu.M. Berezanskii, Decomposition on eigenfunctions of self-ajoint operators. – Kiev:
Naukova dumka, 1965. (In Russian)
[2] V.P. Burskii, Boundary properties of L2 -solutions of linear differential equations and
duality equation-domain. Doclady Academii Nauk SSSR 309 (1989), no. 5, 1036–1039.
(In Russian)
[3] V.P. Burskii, On boundary value problems for differential equations with constant
coefficients in a plane domain and a moment problem. Ukr. Math. Journal 48 (1993),
no. 11, 1659–1668.
[4] V.P. Burskii, Investigation methods of boundary value problems for general differen-
tial equations. Kiev, Naukova dumka, 2002. (In Russian)
[5] V.P. Burskii, A.S. Zhedanov On Dirichlet problem for string equation, Poncelet prob-
lem, Pell-Abel equation, and some other related problems. Ukr. Math. Journal 58
(2006), no. 4, 487–504.
[6] V.P. Burskii, A.S. Zhedanov, Dirichlet problem for string equation, Poncelet prob-
lem and Pell-Abel equation. Symmetry, Integrability and Geometry: Methods and
Applications. 4p. arXiv:math.AP/0604278 – Apr 2006.
[7] M.G. Krein,Theory of selfadjoint expansions of semibounded Hermitian operators
and its applications. I. – Mathematical Sbornik 20:3 (1947), 431–495. (In Russian)
[8] V.A. Malyshev, Abel equation, Algebra and analysis 13 (2001), no. 6, 1–55. (In Rus-
sian)
[9] Ya.A. Roitberg, On boundary values of generalized solutions of elliptic systems by
Duglis-Nirenberg . 18 (1977), no. 4, 845–860. (In Russian)
[10] L.M. Sodin, P.M. Yuditskii, Functions least deviating from zero on closed sets of real
axis. Algebra and analysis 4, no. 2, 1–61. (In Russian)
[11] M.Yo. Vishik, On general boundary value problems for elliptic differential equations.
Trudy Moskowskogo Mathematicheskogo Obshchestva 1 (1952), 187–246. (In Rus-
sian)
[12] J.L. Treves, Lectures on linear partial differential equations with constant coefficients.
Rio de Janeiro: Instituto de Mathematica, 1961.
V.P. Burskii
Institute of Applied Mathematics and Mechanics NASU
Donetsk 83114, Ukraine
Operator Theory:

The Construction and Analysis

of a Posteriori Error Estimators for
Piezoelectricity Stationary Problems
Fedir Chaban and Heorgiy Shynkarenko
Abstract. This paper considers the building of a posteriori error estimator for
finite element method approximation of piezoelectricity boundary problem.
The construction of the estimator is based on the error problem and properties
of bubble-functions. The efficiency and reliability of estimator is illustrated
by numeric results of solved model problems.
Mathematics Subject Classification (2000). Primary 65N30; Secondary 65N15.
Keywords. Finite element method (FEM), piezoelectricity problem, a poste-
riori error estimator (AEE).
1. Introduction
The important feature of modern numeric schemes, which are used for solving
boundary problems, is a possibility to receive a posteriori error estimation for
obtained solutions. In most cases this possibility is realized via construction of
a posteriori error estimator. Constructed AEEs are indicators of reliability and
efficiency of the developed scheme. In case of a solution search with help of FEM,
constructed AEE can be used to improve obtained solutions (h-adaptive schemes
and post processor refinement schemes.) The examples of efficient AEE application
are described in [2, 5, 8, 10].
The paper contains an analysis of error functional and a definition of the
variational problem on Galerkin’s discretization error for stationary piezoelectric-
ity problems. Bubble approximation of Galerkin’s discretization error was con-
structed for detection of AEE. Solutions of experimental problems, where a shank
made of piezoelectric PZT-4 was used as a model, prove efficiency of a proposed
This work was completed with the support of department of information systems of Ivan Franko
National University of Lviv.
292 F. Chaban and H. Shynkarenko
methods. Preliminary numeric results are presented in [9]. The paper can be also
treated as a research extension of [1, 2, 4].
2. Piezoelectricity problems
Let Ω is the limited bounded domain of points x = (x1 , . . . , xd ) from Euclidean
space Rd with continuous by Lipshyts boundary Γ and unit normal vector n =
(n1 , . . . , nd ), where ni = cos(n, xi ).
2.1. Physical and mechanical properties of a piezoelectric

Let the material of a piezoelectric be characterized by:
(i) mass density
ρ = ρ(x) > 0;
(ii) elastic coefficients {aijkm (x)}di,j,k,m=1 with common properties of symmetry

and ellipticity

aijkm = ajikm = akmij ,
(2.1)
aijkm ij km ≥ a0 ij ij a0 = const > 0 ∀ij = ji ∈ R in Ω.
(iii) piezoelectric coefficients {ekij (x)}dk,i,j=1 with symmetry properties of a sort
ekij = ekji in Ω; (2.2)
(iv) dielectric susceptibility coefficients {gkm (x)}dk,m=1 with properties of symme-

try and ellipticity
+
gkm = gmk ,
(2.3)
gkm ξk ξm ≥ g0 ξk ξk g0 = const > 0 ∀ξk ∈ R, in Ω.
In general in a three-dimensional problem there are 18 piezoelectric constants

ekij , 21 elastic coefficients aijkm and 6 dielectric susceptibility constants gkm . As
far as a polar tensor disappears in centrosymmetrical crystals, a piezoelectric effect
does not appear in them.
2.2. Boundary problem of piezoelectricity

Equilibrium state of piezoelectric is characterized by vector of elastic deformations
u = {ui (x)}di=1 , scalar electric potential p = p(x), strain tensor ε = {εij (x)}di,j=1 ,
stress tensor σ = {σij (x)}di,j=1 , vector of electric induction D = {Di (x)}di=1 and
vector of electric field E = {Ei (x)}di=1 , which are described by the next boundary
AEE for Piezoelectricity Problems 293
value problem:
⎧
⎪
⎪ find vector of elastic deformation u = {ui (x)}di=1
⎪
⎪
⎪
⎪ and electric potential p = p(x) which
⎪
⎪
⎪
⎪
⎪
⎪ satisfies the system of fundamental equations of piezoefect
⎪
⎪
⎪
⎪
⎪
⎪ ∂
⎪
⎪ − {σij (u)} = ρfi ,
⎪
⎪ ∂xj
⎪
⎪
⎪
⎪ σij (u) := aijkm εkm (u) − ekij Ek (p),
⎪
⎪
⎪
⎪
⎪
⎪ ∂ ∂
⎪
⎪ εij (u) := 12 ( uj + ui ),
⎪
⎪ ∂xi ∂xj
⎪
⎪
⎪
⎪
⎪ ∇. D(u, p) = ρ∗ ,
⎪
⎪
⎪
⎨ D (u, p) := e ε (u) + g E (p),
k kij ij km m
(2.4)
⎪
⎪ ∂
⎪
⎪ Ek (p) := − p in Ω,
⎪
⎪ ∂xi
⎪
⎪
⎪
⎪
⎪
⎪ and boundary conditions
⎪
⎪
⎪
⎪ u=0 on Γu ⊂ Γ, mes Γu > 0,
⎪
⎪
⎪
⎪
⎪
⎪ σij nj = σ̂i on Γσ := Γ \ Γu ,
⎪
⎪
⎪
⎪ p = 0 on Γp ⊂ Γ, mes Γp > 0,
⎪
⎪
⎪
⎪
⎪
⎪ D(p). n = 0 on ΓD ⊂ Γ, Γp ∩ ΓD = {∅},
⎪
⎪
⎪
⎪
⎪
⎪ E(p) − (n. E(p))n = 0 on Γe ⊂ Γ, mes Γe > 0,
⎪
⎪
⎪
⎪
⎪
⎪
⎩ D(p). n dγ = ρe , Γp ∩ Γe = {∅}.
Γe
2.3. Variational problem of piezoelectricity

The main object of our analysis is
Proposition 2.1. About variational problem of piezoelectricity.

Boundary value problem of piezoelectricity (2.4) has the following variational
formulation
⎧
⎨ find a pair {u, p} ∈ V × Q such that
⎪
c(u, v) − e(p, v) = ls , v ∀v ∈ V, (2.5)
⎪
⎩
e(q, u) + g(p, q) = le , q ∀q ∈ Q,
where spaces of admissible functions are

+ , -
V := v ∈ [H 1 (Ω)]d : v = 0 on Γu ,
, - (2.6)
Q := q ∈ [H 1 (Ω)] : q = 0 on Γq , q = const on Γe ,
bilinear forms are described by expressions

⎧
⎪ 3 3 ∂uk ∂vi
⎪
⎪ c(u, v) := Ω aijkm εkm (u)εij (v) dx = Ω aijkm dx,
⎪
⎪ ∂xm ∂xj
⎪
⎪
⎨ 3 3 ∂q ∂vi
e(q, v) := Ω ekij Ek (q)εij (v) dx = − Ω ekij dx, (2.7)
⎪
⎪ ∂xk ∂xj
⎪
⎪
⎪
⎪ 3 ∂p ∂q
⎪
⎩ g(p, q) := Ω gij dx
∂xi ∂xj
and linear functionals
+ 3 3
ls , v := Ω ρf. v dx + Γσ σ̂. v dγ ∀v ∈ V,
3 (2.8)
le , q := Ω ρ∗ .qdx + ρe q|Γe ∀q ∈ Q.
In order to simplify notations on Cartesian space product of admissible func-
tions
Φ := V × Q
let’s define the bilinear form
s(ψ, φ) := c(u, v) − e(p, v)
(2.9)
+ g(p, q) + e(q, u) ∀ψ = {u, p}, φ = {v, q} ∈ Φ
and linear functional
χ, φ := ls , v + le , q ∀φ = {v, q} ∈ Φ. (2.10)
Then variational problem of piezoelectricity(2.5) will be written in a state of com-
mon variational equation:
+
find a pair ψ = {u, p} ∈ Φ such that
(2.11)
s(ψ, φ) = χ, φ ∀φ = {v, q} ∈ Φ.
2.4. Minimax problem

Now the attention is paid to specific property of variational structure of piezoelec-
tricity equations.
For this purpose, let us define quadratic functional (of Lagrange) on space
Φ := V × Q
L(v, q) := 12 {c(v, v) − g(q, q)} − e(q, v)
(2.12)
− ls , v + le , q ∀φ = {v, q} ∈ Φ
and examine the following variational minimax problem:
+
(2.13)
L(u, q) ≤ L(u, p) ≤ L(v, p) ∀φ = {v, q} ∈ Φ.
The above-formulated problem is characterized by
Theorem 2.2. About saddle point of Lagrangian functional.

The problem of variational equations of piezoelectricity (2.5) is equivalent to
minimax problem (2.13). In addition, each of their solutions ψ = {u, p} ∈ Φ is
such, that
1
L(u, p) = {g(p, p) − c(u, u)} + e(p, u). (2.14)
2
Proof. Let a pair ψ = {u, p} be a solution of minimax problem (2.13) in space Φ;
then for any ∈ R we make the following expansion
L(u + v, p + q) = L(u, p)
+{[c(u, v) − e(p, v) − ls , v] − [g(p, q) + e(q, u) − le , q]}
(2.15)
+ 12 2 {c(v, v) − g(q, q) − 2e(q, v)}
∀φ = {v, q} ∈ Φ.
Taking into account ellipticity of bilinear forms c(· , · ) and g(· , · ), we accept q = 0
(correspondingly v = 0) in expansion (2.15).
2.5. Correctness of variational formulation of piezoelectric effect problem
We should remember that piezoelectricity problem (2.5) can be written in a terms
of variational equation
+
(2.16)
s(ψ, φ) = χ, φ ∀φ = {v, q} ∈ Φ.
Theorem 2.3. About the correctness of piezoelectricity problem formulation.
Let the following conditions be true
mes Γu > 0, mes Γp > 0, (2.17)
conditions of regularity of the following functions
⎧
⎨ f ∈ H = [L (Ω)] , σ̂ ∈ [L (Γσ )]
2 d 2 d
⎪
ρe ∈ L2 (Ω), |σe | < +∞, (2.18)
⎪
⎩
aijkm , ekij , gij , ρ ∈ L∞ (Ω)
and also the conditions of symmetry and ellipticity (2.1), (2.2) and (2.3).
Then:
(!) bilinear forms c( · , · ) : V × V → R and g( · , · ) : Q × Q → R create scalar
product on admissible function spaces V and Q correspondingly, and, as a corollary
of that, new norms (energy)
+
|v|V := a(v, v) ∀v ∈ V,

(2.19)
|q|Q := g(q, q) ∀q ∈ Q;
(!!) variational piezoelectricity problem (2.5) has single solution ψ = {u, p} ∈ Φ,
and in addition
|ψ|Φ ≤ |χ|∗ , (2.20)
where ⎧

⎪
⎨ |φ|Φ := c(v, v) + g(q, q) = |v|V + |q|Q ,
⎪ 2 2
|χ, φ| (2.21)

⎪
⎪
⎩ |χ|∗ := sup |φ| ∀φ = {v, q} ∈ Φ.
0=φ∈Φ Φ
2.6. Abstract Galerkin’s scheme

For all values of discretization parameter h > 0 let us define Galerkin’s approxi-
mation ψh = {uh , ph } in subspace Φh := Vh × Qh ∈ Φ as a solution of the following
problem ⎧
⎪
⎪ approximation spaces Vh ⊂ V, dim Vh < +∞
⎪
⎪
⎪
⎪ and Qh ⊂ Q, dim Qh < +∞ are defined;
⎨
find a pair {uh , ph } ∈ Vh × Qh such that (2.22)
⎪
⎪
⎪
⎪ a(uh , v) − e(ph , v) = ls , v ∀v ∈ Vh ,
⎪
⎪
⎩
e(q, uh ) + g(ph , q) = le , q ∀q ∈ Qh .
Let us assume, that the series of linear independent functions
+
v1 (x), . . . , vN (x) of admissible deformation space V,
(2.23)
q1 (x), . . . , qM (x) of admissible potential space space Q
is selected as a system of base function of approximation spaces Vh and Qh corre-
spondingly. In addition, it means, that Galerkin’s approximation ψh = {uh , ph } is
retrieved as a linear combination
+ 0N
uh (x) := j=1 uj qj (x) ∈ Vh ,
0M (2.24)
ph (x) := m=1 pm qm (x) ∈ Qh
with unknown coefficients U = (u1 , . . . , uN ) i P = (p1 , . . . , pM ).
3. Galerkin’s discretization error problem

3.1. Analysis of error functional
In addition to energy norm | · |Φ from (2.21) let us provide admissible deformation
space Φ with
3 a standard norm
φ Φ := { [φ.φ + φi,j φi,j ]dx}1/2 =
Ω 3
{ [v.v + vi,j vi,j + q.q + qi,j qi,j ]dx}1/2 ∀φ ∈ Φ
Ω
| χ, φ |
conjugated space Φ with norm χ ∗ := sup .
0=φ∈Φ φ Φ
Proposition 3.1. About error functional.
Let ψ ∈ Φ be a solution of a problem (2.11). For all fixed w ∈ Φ let us define
linear functional (error source) according to the following rule
φ ∈ Φ → ρ(w), φ := χ, φ − s(w, φ) ∈ R (3.1)
Then the following statements are correct
α ψ − w Φ ≤ ρ(w) ∗ ≤ s ψ − w ∀ ∈ Φ, (3.2)
where α = const > 0 which
s(φ, φ) ≥ α φ 2Φ ∀φ ∈ Φ. (3.3)
| ρ(w), φ |
|ψ − w|Φ = |ρ(w)|∗ := sup ∀w ∈ Φ. (3.4)
0=φ∈Φ |φ|Φ
Proof. From the definition (3.2) and the problem (2.11) we get
ρ(w), v = χ, φ − s(w, φ) = s(ψ − w, φ) ∀φ, w ∈ V. (3.5)
From the previous statement, we can directly calculate
|ρ(w), v| ≤ s ψ − w Φ φ Φ
and
ρ(w) ∗ ≤ s ψ − w Φ (3.6)
Next, take into account that φ = ψ − w, from inequality (3.5) we get, that
α ψ − w 2Φ ≤ s(ψ − w, ψ − w) = ρ(w), ψ − w ≤ ρ(w) ∗ ψ − w Φ ∀w ∈ Φ, (3.7)
that with the (3.6) gives us the bidirectional estimate of functional ρ(w) norm in
Φ in a terms of standard norm of space Φ.
At last, we replace norm · Φ with energy norm | · |Φ in our estimations (3.6)
and (3.7) and get desired equality (3.4).
For the purpose of mesh adaptation in FEM, the following corollary is im-
portant.
Corollary 3.2. About error functional decomposition.

Let τh = {K} be any regular triangulation of region Ω and hk := diam K, h :=
max hk , which we used to build approximation space Φh ⊂ Φ of FEM scheme.
K∈τh
Then, error functional (3.1) allows the following decomposition
0 3
ρ(w), ϕ = {[ρf + divσ (w)] .v + [ρ∗ + divD (w)] .q} dx
K∈τh K
0 3
− [vi σij (w) nj + qk Dk (w) nk ] dγ (3.8)
K∈τh ∂K
0 3 0 3
ρe qdγ ∀ w, ϕ ∈ V.

+ σvdγ +
K∈τh ∂K∩Γσ K∈τh ∂K∩Γe
Proof. If we start from (3.5) and use integration by parts on each finite element,
we get
ρ(w), ϕ = s(ψ − w, ϕ)

0 3 cijkm εij (u − w ) εkm (v) + gkm Ek (p − w ) Em (q)
u p
= dx
K∈τh K −ekij Ek (p − wp ) εij (v) + ekij Ek (q) εij (u − wu )
⎧ 3 ⎫ (3.9)
⎪ [σji,j (w − ψ)vi + Dk (w − ψ) qk ] dx+ ⎪
0 ⎨K ⎬
= 3 ∀w, ϕ ∈ V
K∈τh ⎪⎩ [vi σij (ψ − w)nj + qk Dk (ψ − w)nk ] dγ ⎪ ⎭
∂K
Now take into account and apply equilibrium equation and electric field equa-
tion of boundary piezoelectricity problem and continuity of function vi σij (u)nj
and qk Dk (w)nk in a case of transition thought the combined border of the ad-
jacent finite elements. As a result of appropriative simplification we get declared
decomposition (3.8) of error functional.
Let’s characterize connection between functional (3.1) and Galerkin’s dis-

cretization error.
Corollary 3.3. About Galerkin’s discretization errors functional structure.
Let conditions of proposition (3.1) and corollary (3.2) be fulfilled and ψh ∈ Φh
– Galerkin’s approximation, which was obtained as a solution of problem (2.11).
Then the following statements are correct
ρ(ψh ), φ = 0 ∀φ ∈ Φh (3.10)
ρ(ψh ), φ = s(e, φ) ∀φ ∈ E := Φ\Φh , E = E u × E p , (3.11)
|e|Φ = |ψ − ψh | = |ρ(ψh )|∗ ∀h > 0. (3.12)
Proof. This corollary can be directly proved using calculation based on (3.5) with
w = ψh .
3.2. Variational problem for Galerkin’s discretization error

The results, provided above, characterize Galerkin’s discretization error e = ψ−ψh
from the position of functional ρ(ψh ), defined in (3.1). In particular, now we are
able to formulate variational problem about finding Galerkin’s discretization error
using (3.11):
⎧
⎪
⎪ Galerkin’s approximation ψh ∈ Φh for solution
⎨
ψ ∈ Φ of the problem (2.11) Φh ⊂ Φ is given;
(3.13)
⎪
⎪ find the error e := ψ − ψh = (eu , ep ) ∈ E := Φ\Φh such that
⎩
s(e, ϕ) = ρ(ψh ), ϕ ∀ϕ ∈ E.
It is as hard to find the solution of the problem (3.13) as to find the solution of
the start piezoelectricity problem (2.11). Therefore, we should perform Galerkin’s
discretization on it in some finite-dimensional subspace of errors space E. In order
to simplify usage of that procedure in a future, we link up it realization to the
triangulation τh = {K}, which was used to find the solution of the piezoelectricity
discrete problem (2.22), and formulate the following problem:
⎧
⎪
⎪ Eh ⊂ E, Eh = Ehu × Ehp ,
⎨
dim Ehu = M u < ∞, dim Ehp = M p < ∞ is given;
u p (3.14)
⎪ find the eh = (eh , eh ) ∈ Eh such that
⎪
⎩
s(eh , ϕ) = ρ(ψh ), ϕ ∀ϕ ∈ Eh .
Now, returning to an estimation (3.2), we are capable of defining an important
result.
Theorem 3.4. About correctness of discretization error problem.

Let variational problem of piezoelectricity (2.11) have the single solution ψ ∈
Φ and its Galerkin’s approximation is ψh ∈ Φh , which was found using (2.22) with
any h > 0. Then, the variational problem (3.14) for finding approximation eh of
discretization error e = ψ − ψh ∈ E = Φ\Φh is well posed and
|eh |Φ ≤ |ρ(ψh )|∗ , (3.15)
|eh |2Φ = |ρ(ψh )|2∗ − |e − eh |2Φ ∀h > 0. (3.16)
So, energy norm of Galerkin’s discretization error approximation does not

exceed the norm of the error source functional, in addition, as (3.16) testifies,
we can estimate difference between that norms, if we are able to calculate norm
|e − eh|V . For this purpose, we can use interpolation estimates, which is typical for
a priori FEM errors. Furthermore, we propose the procedure to calculate energy
norms

2
|eh |K := [cijkm εij (euh ) εkm (euh ) + gkm Ek (eph ) Em (eph ) ] dx∀K ∈ τh (3.17)
K
which use bubble-functions to build spaces Eh . The orthogonality, which is inherent

to that functions, can reduce computation efforts to find (3.17) on each finite
element K, indeed, it needs to solve the d + 1-order system of algebraic equations
on each of them.
3.3. Bubble-approximation of FEM discretization error

On the set triangulation τh = {K} let us examine piecewise-defined function
b ∈ H01 (Ω) of the following sort:

b|K := bK ∈ H01 (K),
(3.18)
b(xK ) = 1 ∀K ∈ τh ∀h > 0,
where xK is a point, for example, mass center of the finite element K.
Now, we select the system of functions {bK }K∈τh as a basis of space Ehu and
series of function systems {{bK }K∈τh }di=1 as a basis of space Ehp in the prob-
lem (3.14). Let us define error approximation in spaces Ehu , Ehp , as euh (x) =
0
d 0 p 0
u {bK (x)}i and eh (x) =
ΛK ΛK
p bK (x). When x = xK we get
i=1 K∈τh K∈τh
p
euh (xK ) = ΛK K
u and eh (xK ) = λp (3.19)
This fact makes it possible to formulate the sequence of problems to find a poste-
riori error estimators
⎧
⎪
⎪ it is set the ψh = (uh , ph ) ∈ Φh
⎪
⎪
⎪
⎪ to find the ΛK u ∈ R , λp ∈ R such that
d K
⎪
⎪
⎪
⎪
⎨ 0 d
[c (euh , {bK }i ) − e (eph , {bK }i )]
(3.20)
⎪
⎪
i=1
⎪
⎪ 0d
⎪
⎪ = [ls , {bK }i − c (uh , {bK }i ) + e (ph , {bK }i )]
⎪
⎪
⎪
⎪
i=1
⎩ g (ep , b ) + e (b , eu ) = l , b − g (p , b ) − e (b , u ) .
h K K h e K h K K h
The system (3.20) can be represented in the following matrix notation

K
C −E T Λu L
K =
E G λp r
where
C = c (bK , bK ) S, E T = e (bK , bK ) I T , G = g (bK , bK ) , E = e (bK , bK ) I,
L = l, bK I T − c (uh , bK ) + e (ph , bK ) I T , r = r, bK − g (ph , bK ) − e (bK , uh ) I
S-unity matrix, I-unity vector.
Thus, the usage of bubble-functions enables us to decompose the problem of
finding the vectors system {ΛK u }K∈τh and scalar values {λp }K∈τh into the inde-
K
pendent sequence of solving of the linear algebraic equations d + 1-order systems

on each finite element of triangulation τh .
Theorem 3.5. About discretization of the posteriori error estimators.
Let ψh ∈ Φh is Galerkin’s approximation of the piezoelectricity problem (2.11)
solution ψ ∈ Φ, which was found on triangulation τh = {K}. Let {bK }K∈τh be the
sequence of functions with properties (3.18).
Then, the approximation eh of the error e = ψ − ψh which is uniquely de-
fined by linear combination (3.19), which was received as a result of solving linear
algebraic equations system (3.20), so in that case the values
ηK (ψh ) := |eh |V
%3 &1
2 (3.21)
≡ [cijkm εij (euh ) εkm (euh ) + gkm Ek (eph ) Em (eph )] dx ∀K ∈ τh
K
and
:1
2
η(ψh ) := 2
ηK (ψh ) ∀h > 0 (3.22)
K∈τh
are the local a posteriori error estimator of approximate solution on each finite
element and on whole triangulation correspondingly.
4. Numerical experiments
The developed numerical schemes was applied to the sequence of the model one-
dimensional piezoelectricity problems. PZT-4 material was used as a piezoelectric.
It has the following physic properties: density ρ = 7500 kg/m3 , elastic coefficient
c = 13, 9·108 H/m2 , piezoelectric coefficient e = 15, 1 C/m, dielectric susceptibility
coefficient g = 730 F/m.
In order to calculate norms of the found numerical results we use the following
rules (2.19). Also
these norms define the value of the potential energy of piezoelec-
tric Π = 2−1 u V + p Q . Let us denote, that the order of the convergence of
2 2
the magnitude w in space H can be calculated as

pH (w) = log2 ( w0 H − w1 H ) − log2 ( w1 H − w2 H ) .
The values of the relative error of magnitude H can be calculated as εH =
−1
eH S H S .
In examples, we used bubble-functions of the second order for the linear
approximation and the fourth-order bubble-functions for the quadratic approxi-
mation. The advantage of using bubble-functions is the ability to find AEE on
each finite element independently from the other elements of triangulation. This
has positive effect on available computational resources usage. In the next figures
you can see appearance of the above-described bubble-functions.
xJ xJ+1 xJ xJ+1
Figure 1. The second-order Figure 2. The fourth-order

bubble-function bubble-function
Let us determinate formulas used to calculate the scalar values of the poste-
riori error estimators in case of the one-dimensional piezoelectricity problems. Let
0m 0m
uh = uih vi and ph = pih qi be the basis combination in the approximation
i=1 i=1
spaces Vh and Qh of the deformation and potential correspondingly. Let’s define
error approximation in spaces Vk , Qk , as euh = ēuh bK and eph = ēph bK and use them
in (3.20). After some transformations we get the following system of two equations
which we use to find numerical values of the ēuh , ēph
u
ēh c (bK , bK ) − ēph e (bK , bK ) = l, bK − c (uh , bK ) + e (ph , bK )
(4.1)
ēph g (bK , bK ) + ēuh e (bK , bK ) = r, bK − g (ph , bK ) − e (bK , uh )
Taking into account the properties of the bilinear form system (4.1), the de-
terminant D = c (bK , bK ) g (bK , bK ) + e (bK , bK ) e (bK , bK ) of the system is greater
then zero and that means, that the system (4.1) has single solution. As a result of
system solving we get a posteriori error estimators of the found FEM approxima-
tion of the deformation and potential
l, bK − c (uh , bK ) + e (ph , bK ) + ēph · e (bK , bK )
ēuh =
c (bK , bK )
ēph = {c (bK , bK ) g (bK , bK ) + e (bK , bK ) e (bK , bK )}−1

·{(r, bK − g (ph , bK ) − e (bK , uh )) c (bK , bK )
− (l, bK − c (uh , bK ) + e (ph , bK )) e (dK , bK )}.
Let’s examine one meter piezoelectric shank, which is fixed and grounded on
the left and right sides, that is Ω = [0, 1], u(0) = u(1) = 0, p(0) = p(1) = 0. Inside
of the shank the density of the electric charge is ρ∗ = 100 C/m3 and the inside
force is f = 100 H. On the following figures you can see graphics of the numeric
results for deformation and potential which we received using linear approximation
on 8 finite elements. Also you can see appropriative values of the calculated errors,
which were found using second-order bubble-functions.
Figure 3. The value of deformation (1) and its error (2)
In Table 1 the norms of the found estimators in a case, when we use linear
and quadratic approximation are presented. Also, indexes of the convergency order
p are shown here.
Table 1. Error norms and indexes of convergency order
8 16 32 p
eu V (uh ∈ P1 (K)) 0,72589 0,36294 0,18147 1
e Q (ph ∈ P1 (K))
p
0,13356 0,06678 0,03339 1
eu V (uh ∈ P2 (K)) 3,71951e-6 1,85975e-6 9,29878e-7 1
ep Q (ph ∈ P2 (K)) 6,84396e-7 3,42198e-7 1,71099e-7 1
Figure 4. The value of potential (1) and its error (2)
In case of linear approximation, received numerical results are conformed

with theoretical ones. The indexes of convergency order are less then we have been
waiting for in case of the quadratic approximation. The explanation of that is a
quadratic character of the found result. That is that, the usage of the quadratic ap-
proximation automatically enables sufficiently accurate determination of unknown
coefficients of the solution combination. Therefore, the value of the estimator norm
actually is an estimate of the calculation inaccuracy on the set triangulation. Ta-
ble 2 gives us possibility to analyze dynamics of the relative error reducing in case
when the triangulation twice as dense.
Table 2. Relative error values
8 16 32
εu (uh ∈ P1 (K)) 12,6% 6,26% 3,12%
εp (ph ∈ P1 (K)) 12,5% 6,25% 3,12%
εu (uh ∈ P2 (K)) 6, 5 · 10−5 % 3, 1 · 10−5 % 1, 6 · 10−5 %
εp (ph ∈ P2 (K)) 6, 4 · 10−5 % 3, 2 · 10−5 % 1, 6 · 10−5 %
The values of relative errors indicate, that the usage of the quadratic approx-
imation makes possible to get better results then the linear one on triangulation
with equal number of nodes.
5. Conclusions
The paper deals with FEM application to the piezoelectricity stationary problems
solving. Variational formulation, Galerkin’s discretization and building of numeri-
cal schemes to find the solution was developed for these problems. Error problem
was formulated. The bubble-functions’ properties and the error problem were used
to construct the posteriori error estimators. Received scheme was realized as a soft-
ware. The efficiency and reliability of proposed scheme was verified by the series
of numerical experiments which use developed software.
The received AEE can be used to analyze built numerical scheme, to build
h-adaptive and postprocessing refinement FEM scheme.
Acknowledgment
The paper was developed due to the grant of Ukrainian education science and
ministry.
References
[1] O. Dan’ko, H. Shinkarenko, The numerical researching of 1D problems of piezoelec-
tricity. Visnyk Lvivskogo universytetu. Seriya mekh.-mat. 46 (1997)
[2] H. Kvasnytsya, H. Shinkarenko, The comparison of simple aposteori error estimators
of FEM for elastoplasticity problems. Visnyk L’vivs’kogo universytetu. Seriya prikl.
mat. ta informat.7 (2003), 162–174.
[3] V. Nowacki, Electromagnetic effects in the solids. M., (1986).
[4] Yu. Tokar, The numerical research of the forced acoustical oscillations of piezocon-
vectors. Thesis for Ph. Degree in phys. math. science, L’viv, 1988. 120p.
[5] F. Chaban, H. Shinkarenko, The postprocessing accurate determination of half-linear
of approximation MSE for the admixture migration problems. Visnyk L’vivs’kogo
universytetu. Seriya prikl. mat. ta informat. 13 (2007), 164–176.
[6] H. Shinkarenko, The net-projection approximation for the variation problems of
piezoelectricity. 1. The problem formulation and analysis of steady forced vibrations.
Differentsyal’nye uravneniya 29 (1993), 7, 1252–1260.
[7] H. Shinkarenko, The net-projection methods of solving of the initial-boundary prob-
lems. Kyiv: NMK VO, 1991. – 88p.
[8] H. Shinkarenko, Yu. Kozarevs’ka, The regularization of the numerical solutions of
variant migration problems admixture: h-adopted MSE. Part 1.Visnyk L’vivs’kogo
universytetu. Seriya prikl. mat. ta informat.5 (2001), 153–164.
[9] F. Chaban, H. Shynkarenko, Finite element method approximations for the bound-
ary valued problems of piezoelectricity. Modern Analysis and Application. Book of
abstracts. Odessa (2007), p. 32–33.
[10] O.C. Zienkiewicz, R.L. Taylor, The Finite Element Method. Vol. 1. The Basis. 5th
Edition. Oxford: Butterworth-Heinemann, 2000. – 68 p.
Fedir Chaban
Ivan Franko National University of Lviv
Universytetska street 1, 79000 L’viv, Ukraine
e-mail: cfedir@gmail.com
Heorgiy Shynkarenko
Opole University of Technology
Mikolaychuka Stanislava street 5, 45-271 Opole, Poland
e-mail: h.shynkarenko@po.opole.pl
Operator Theory:

Remarks about Observables for the

Quantum Mechanical Harmonic Oscillator
Heinz Otto Cordes
To the memory of M. Krein
Abstract. A comparison algebra A for the self-adjoint differential operator

d2
H = − dx 2 + x
2
was introduced by H.Sohrab [So1] [This is a C ∗ -algebra of
singular integral operators with symbol in the sense of our book [Co1]. The
symbol space is a (topological) circle. Operators in the algebra are Fredholm
if and only if their symbol does not vanish.]
Here we ask the question whether A or a convenient subalgebra HS ⊂ A
(or the algebra of operators within reach of HS) might be suitable to serve
as algebra of precisely predictable observables for the quantum mechanical
harmonic oscillator.
We identify such algebra HS, with symbol space also a circle, and show
that (i) creation and annihilation certainly are within reach of HS and (ii)
HS is invariant under conjugation with the propagator e−iHt while (iii) this
conjugation induces rotation as associate dual map of the symbol space. The
“operators within reach” form an algebra HS ∞ as well, with many properties
of the algebra P introduced for Dirac’s equation in [C2]. Introducing it as an
algebra of precisely predictable observables, we find that here location and
momentum are precisely predictable.
Comparing this with results for Dirac’s equation discussed in Ch. 5 of
[Co2], and with the attempt for the harmonic oscillator in Ch. 8 there, we
find a remarkably different behaviour, for each case.
Mathematics Subject Classification (2000). 35Q40, 35S99, 81Q99.
Keywords. Harmonic oscillator, precisely predictable observable.
1. Generals about the harmonic oscillator

We look at the ordinary differential operator
d2
H=− + x2 = D2 + x2 , −∞ < x < ∞ (1.1)
dx2
306 H.O. Cordes
to be considered as an unbounded self-adjoint operator of the Hilbert space H =

L2 (R). The spectral theory of this operator is well known: there is discrete spec-
trum only; eigenvalues are λj = 2j + 1, j = 0, 1, . . ., all of them simple. Corre-
sponding (normalized) eigenfunctions ϕj are given by the Hermite functions – in
detail,
−j/2
1 2 1 2
ψj (x) = γj e− 2 x Hj (x), γj = π − 4 √ , (1.2)
j!
with the Hermite polynomials Hj (x).
The operator H and its spectral theory play its special role as the Schrödinger
operator of the quantum mechanical harmonic oscillator. However, for physical
purposes it might be better to redefine H by setting

1 d2 1 1 d d
H= − 2 +x − =2
x− x+ . (1.1 )
2 dx 2 2 dx dx
This new operator H – i.e., the operator 12 (H − 1) with H of (1.1) – clearly has the
same spectral theory, except eigenvalues now are λj = 0, 1, . . . while eigenfunctions
still are given by (1.2). Also, H of (1.1 ) is obtained from the classical total energy
E = 12 (p2 + q 2 ) by replacing q and p with x and Dx = 1i dx d
, respectively [and
1
subtracting a “rest energy” 2 ], following the “standard quantization rule”.
d
In addition yet, setting ∂x = dx , it turns out that the two operators
1 1
A = √ (x + ∂x ), A∗ = √ (x − ∂x ) (1.3)
2 2
satisfy the commutator condition
[A, A∗ ] = AA∗ − A∗ A = 1 (1.4)
while (1.1 ) amounts to
H = A∗ A. (1.5)
∗ ∗
From (1.4) and (1.5) we get [H, A] = −A, [H, A ] = A which has the effect that
H(Aψj ) = (j − 1)(Aψj ), H(A∗ ψj ) = (j + 1)(A∗ ψj ). (1.6)
Or, in words, application of A to an “eigenstate” ψj converts ψj into an eigenstate
of the next lower integer j − 1 (or to 0, if j = 0). On the other hand, application of
A∗ converts ψj into a multiple of ψj+1 – a state belonging to the eigenvalue j + 1.
This is the reason for calling A and A∗ the annihilation operator and creation
operator, respectively. Namely, in the physical interpretation, the unit vector ψj
represents a physical state where j “energy quanta” exist. Accordingly, application
of A destroys one energy quantum [of the j quanta present] while application of
A∗ creates one more quantum [so that a state is reached where j + 1 quanta are
present].
The time-independent Schrödinger equation is just the eigenvalue equation
Hψ = Eψ, (1.7)
Harmonic Oscillator 307
So, for a normalized eigenfunction ψj the energy is given as E = j. For an arbitrary

unit vector ψ ∈ H one must expand
∞
ψ(x) = ej ψj (x) with ej = ψj , ψ. (1.8)
0
In that state, a measurement of energy will result in the value E = j with prob-
ability |ej |2 = |ψj , ψ|2 so that the expectation value of the measurement will
be
∞
Ĕ = ψ, Hψ = j|ψj , ψ|2 . (1.9)
0
The time-dependent Schrödinger equation is of the form
∂ψ
+ iHψ = 0. (1.10)
∂t
The initial value problem of this partial differential equation [of order 2] – i.e.,
finding a solution ψ(t, x) assuming a given initial value ψ(0, t) = ψ 0 ∈ H – is solved
by ψ = e−iHt ψ0 with the “evolution operator” or “propagator” U (t) = e−iHt
representing a (strongly continuous) group of unitary operators on the Hilbert
space H. This propagator U (t) is explicitly known as integral operator

U (t)ψ = u(x, y; t)ψ(y)dy, (1.11)
R
with kernel1
1 2 2
e 2 sin t {(x +y ) cos t−2xy} .
i
u(x, y; t) = √ (1.12)
2πi sin t
Existence of this integral for general ψ ∈ H – and even the meaningfulness of the
kernel (1.12) for t = jπ with integers j might require some discussions we will not
pursue right now.
The law of conservation of energy then requires that all physical states [i.e.,
all unit vectors ψ ∈ H] propagate in time along the Schrödinger equation (1.10),
assuming that observables are kept constant. In other words, the state ψ 0 at time
t = 0 will become the state ψ(t) = e−iHt ψ 0 at time t.
Or, equivalently, if states are kept constant, then all observables – i.e., all
self-adjoint operators T – will propagate by the rule T → eiHt T e−iHt .
2. Remarks about observables

We already noted some facts about the (total) energy observable represented by
the self-adjoint operator H. Other standard observables, in this case, would be lo-
cation – represented by the (unbounded self-adjoint) multiplication operator M of
multiplication by x – i.e., the operator ψ(x) → xψ(x), and momentum represented
0 −iλ t
1 Formula (1.12) follows from the standard Ansatz U (t) = e j ψ ψ using a formula found
j j
in [MOS] (last fla. on p. 252). A derivation without that fla. may be based on a direct calculation
of the Feynman path integral for this special case, using “time slicing approximation”.
308 H.O. Cordes
by the first-order differential operator D = 1i dx d

– again unbounded self-adjoint.
Both these operators have simple continuous spectrum (even absolutely continu-
ous) extending over the entire real line. The location operator is “diagonal” in the
present “representation” [often called the “configuration representation”]. Since
we have F̄ DF = M = multiplication by x a conjugation by the Fourier transform
[of all above operators] would bring us into a representation where the momentum
is diagonal – called the momentum representation.
An observation of M or D in a physical state ψ would yield the expectation
value ψ, M ψ resp. ψ, Dψ. The observed value would lie in an interval Δ =
[λ , λ ] with probability ψ, EΔ ψ, where EΔ denotes the spectral projection (of
M or D, resp.) belonging to the interval Δ.
This is according to a theory developed by J. v. Neumann [Ne1], for the
general Schrödinger equation with general potential, and in general dimension
≥ 1. The leading example, at that time, might have been the hydrogen atom
where then we have H = − 12 Δ + γ/|x| with the 3-dimensional Laplace operator
Δ and the “fine structure constant” γ ≈ 1/137.
The Schrödinger equation is intended for nonrelativistic applications. As such
it must be regarded an approximation. For the hydrogen atom it was replaced by
the relativistically covariant Dirac equation. For Dirac’s theory the above scheme
of prediction of observables of v. Neumann is known to lead into some physi-
cal paradoxes we have tried to cure in [Co2] by introducing some algebras of
global pseudodifferential operators containing the “precisely predictable observ-
ables”. Location and momentum above are not precisely predictable, but they are
“approximately predictable” insofar as they differ in operator norm from some
precisely predictable observable only by a small error quantity – for location the
error seems of the order of the Compton wave length.
Crudely speaking our algebra of precisely predictable observables for Dirac’s
theory consist of pseudodifferential operators T which remain pseudodifferential
operators under the conjugation T → eiHt T e−iHt , – i.e., the Heisenberg represen-
tation – where now H denotes the Dirac operator.
Returning to our Schrödinger equation of the harmonic oscillator, note this
must be regarded as the wave equation of an entirely different particle – namely
a photon, said to be “of spin 0”, assuming that it can be called a particle at all
[rather one might just look at it as a quantization of energy]. In that respect
then we must regard the Schrödinger equation of the harmonic oscillator as an
exact wave equation. The question of relativistic covariance comes up only in
connection with quantum field theory, looking at (3-dimensional) electromagnetic
waves, where light quanta of different frequencies come into play, but where also
an infinite tensor product (infinite with the cardinality of the continuum) gets
involved.
Here we plan to stay restricted to the 1-dimensional oscillator (of frequency 1)
but there will ask the question whether there is a similar need [or only possibility]
of introducing an algebra of precisely predictable observables.
A first attempt, in this respect, was made in [Co2], Ch. 8, where we inves-
tigated an algebra of 1-dimensional ψdo-s similar to the one used for Dirac. In a
sense that√algebra was generated by only 2 operators – namely the multiplication
s(x) = x/ 1 + x2 and the singular convolution S = F̄ s(x)F . However, an inves-
tigation shows that such algebra is not invariant under the Heisenberg transform
T → eiHt T e−iHt . In a sense that algebra “rotates” in an abstract sense, with ev-
ery operator turning into its negative at t = π and to itself at t = 2π, etc. Such
operators might be precisely predictable only at periodic times.
On the other hand, we were studying different algebras of global singular
integral operators in [Co1] (appeared in 1987). The point then was to investigate
the Fredholm property of operators in a (so-called) comparison algebra generated
by some (global) second-order elliptic differential operator. In that connection
the differential operator H of (1.1) was investigated (even for the n-dimensional
case) by H. Sohrab [So1]. We thus propose now to investigate the (bounded and
unbounded self-adjoint operators) “within reach” of Sohrab’s algebra, in the 1-
dimensional case, trying to find out the suitability of such global ψdo-s as an
algebra of special importance for theory of observables of our present harmonic
oscillator.
3. Sohrab’s algebras
The operator H of (1.1 ) has all eigenvalues λj = 0, 1, 2, . . . nonnegative2 , hence
H + 1 is positive definite ≥ 1, hence it is invertible, and it has a unique positive
square root
− 12 1 ∞ 1
Λ = (H + 1) = (H + 1 + λ)−1 λ− 2 dλ. (3.1)
π 0
Furthermore H is a second-order elliptic differential operator on R. A “compar-
ison algebra” for such an operator (in the sense of [Co1]), is generated as a C ∗ -
subalgebra of L(H) by 2 kinds of operators:
(i) some multiplications a(M):ψ(x) → a(x)ψ(x) by a (smooth) bounded contin-
uous function a(x) over R.
(ii) some operators of the form DΛ with Λ of (3.1) and a (≤) first-order linear
differential operator D (with smooth coefficients).
Sohrab – in [So1], here restricted to one dimension – in effect uses one multiplica-
x
tion operator s(M ) with s(x) = √1+x 2
, and two operators of the second form (ii),
namely,
1 d
xΛ and DΛ , with D = . (3.2)
i dx
generating a comparison algebra he calls A. He also discusses another (smaller)
such algebra, using only the operators (3.2), without any multiplications. Both
these algebras have compact commutators and contain the entire ideal K(H) of
2 This operator H has a unique self-adjoint realization in L2 (R) – i.e., the minimal operator is
essentially self-adjoint.
310 H.O. Cordes
compact operators H → H, so that the quotients A/K(H) and A# /K(H) are

function algebras, by the Gelfand-Naimark theorem. In effect Sohrab proves
Theorem 3.1. (H. Sohrab) The symbol space M# of A# is a (topological) circle.
It is best realized by looking at the “directional compactification” B2 of the (x, ξ)-
space R2 , obtained by adding one point ∞(x0 , ξ 0 ) at the end of each ray (ρx0 , ρξ 0 )
as ρ → ∞, where (x0 , ξ 0 ) is any unit vector. The circle M# then is given as the
boundary
2 2
M# = ∂B2 = {∞(x0 , ξ 0 ) : x0 + ξ 0 = 1}. (3.3)
With this construction of M the two generators (3.2) have the symbols
#
1 x 1 ξ
σxΛ = √
|M# , σDΛ = √
|M# , (3.4)
2 1+x +ξ 2 2 2 1 + x2 + ξ 2
to be interpreted as taking the continuous extension to B2 of the function over R2
given, and restricting that to ∂B2 = M# .
The symbol space of A also is a (topological) circle. It is best described by
looking at Fig. 1, below: we take the two straight lines {−∞ ≤ x ≤ ∞} × {ξ = ∞}
Mp ⊂ M
' $
ξ
6
Ms ⊂ M -
x Ms ⊂ M
& %
Mp ⊂ M
Figure 1. The symbol space M of the algebra A is an oval at |x|+|ξ| =

∞, consisting of the principal symbol space Mp (at |ξ| = ∞) and the
secondary symbol space Ms (at |x| = ∞). The space M is defined as
the maximal ideal space of the (commutative) quotient algebra A/K(H)
An operator A ∈ A is Fredholm if and only if its symbol does not vanish
on M.
and {−∞ ≤ x ≤ ∞} × {ξ = −∞} and extend at the ends (∞, ±∞) by attaching a
right semi-circle {∞(x2 + ξ 2 ) : x2 + y 2 = 1, x > 0}, and, similarly at the other two
ends (−∞, ±∞), by attaching the other half-circle {∞(x2 + ξ 2 ) : x2 + y 2 = 1,x < 0}.
The symbol of the generator s(x) then is given as the function s(x) on the
two lines [−∞, ∞] × ±∞ extended constant on the two semi-circles. The symbol
of the generators (3.2) is given by (3.4) on the two semi-circles, extended constant
on the two straight lines.
We remind of the use for the above:
Corollary 3.2. An operator T ∈ A (or ∈ A# ) is Fredholm if and only if its symbol
never vanishes.
There also is an “index theorem” supplying a formula for the Fredholm index
in terms of homotopy invariants of the symbol. For this we refer to [So1].
As a side remark: we, of course, also may adjoin the operator S = s(D) =
F̄ s(x)F to the algebra A obtaining then a C ∗ -algebra Ă, still with compact com-
mutators, and all above things still apply – all generators are ψdo-s in our algebra
Opψc0 of [Co3] (cf. our remarks, below, regarding xΛ and DΛ of (3.2). In fact, Ă
will contain the C ∗ -algebra of [Co1], Sec. 8.1 (called A there, but to avoid con-
fusion let it be called B here). It might be interesting then to look at the symbol
spaces of the 4 algebras A# , B, A, Ă, as indicated in Fig. 2, below.
'$ ' $
ξ ξ
6 6
A# -
x A -
x
&% & %
' $
ξ ξ
6 6
-
x -
x
B Ă
& %
Figure 2. Symbol spaces of the four C ∗ -algebras A# , A, B, Ă as

boundaries of different compactifications of R2 .
All these spaces are boundaries of certain compactifications of R2 . For A# we

add one point in each direction ρx0 , ρ → ∞, with a unit vector |x0 | = 1. For B two
points (x, ±∞) are added for each x ∈ R, and also two points (±∞, ξ) for ξ ∈ R,
but all “directions” of A# generate only the 4 corners of the square generated by
the lines (x, ±∞) , (±∞, ξ), according to the 4 quadrants ±x, ±ξ > 0.
On the other hand, for A and Ă both types of “point generation” are used. For
Ă the directions of the 4 quadrants generate their individual point each, rounding
the corners of the square. For A, on the other hand, the generator S is missing,
hence the vertical lines (±∞, ξ) collapse into a point each, giving us the oval of
Fig. 1.
4. On global pseudodifferential operators

Let us note that the generators of A are global pseudodifferential operators over
R (with strictly classical symbol) in our algebra Opψc0 of [Co2] or [Co3]. Indeed,
we trivially have H = h(x, D) with 2h(x, ξ) = x2 + ξ 2 − 1 ∈ Opψc(2,2) . But H or
H + 1 are not md-elliptic, as immediately seen. However, one finds that H + 1 is
formally md-hypo-elliptic, in the sense of [Co3], p. 85. As such H + 1 possesses
312 H.O. Cordes
a K-parametrix with somewhat weaker properties, by II, Thm. 2.5 of [Co3], and
the L2 -inverse (H + 1)−1 must differ from it by an operator of order −∞, so that
(H + 1)−1 itself is a ψdo with the same properties3 . Checking about the order of
this operator, one finds that
(H + 1)−1 ∈ Opψc(2,0) ∩ Opψ(0,2) . (4.1)
In a similar way, using the parametrix method (cf. also Sec. 8, below) one finds
1
that the positive square root (H + 1)− 2 is a global ψdo, and that
1
Λ = (H + 1)− 2 ∈ Opψc(1,0) ∩ Opψc(0,1) . (4.2)
Relation (4.2) is just enough to verify that the two generators xΛ and DΛ belong
to Opψc0 . The same, evidently, is true for the multiplier s(x).
We thus find that the finitely generated algebra A0 ⊂ A is an algebra of
(strictly classical) pseudodifferential operators of order 0 = (0, 0), in the sense of
[Co2] or [Co3]. Such operators also have a symbol as pseudodifferential operators
(here called ψdo-symbol), a smooth function of x, ξ defined over R2 .
Comparing the ψdo-symbols and the algebra symbols of the generators we
find that [within the algebra A0 ] the algebra symbol of A is obtained as limit
ξ → ±∞ of the ψdo-symbol, for finite fixed x on the principal symbol space Mp ,
and as limit ρ → ∞ of ρ(x0 , ξ 0 ) on the point (x0 , ξ 0 ) of one of the two semi-circles
making the secondary symbol space Ms .
Taking closure within the Fréchet topology of Opψc0 – obviously stronger
than the operator norm topology of A will get us an (adjoint invariant) larger
subalgebra Aψ ⊃ A0 of 0-order strictly classical ψdo-s contained in A.
We would like to make the point here that there exist two slightly different
ways of introducing an algebra of “pseudodifferential operators” to this case:
Either (i) we work within the class ΨH of all operators of the form Λ−s A
where s ∈ R, and A ∈ Aψ . For this we need to confirm that Λ−s ∈ Opψc2se for
s > 0, and Λ−s ∈ Opψcse for s < 0. Moreover, it is to be shown that ΨH is an
algebra, and that we can execute some calculus of ψdo-s within ΨH.
Or else, (ii) we consider the operators “within reach” of our C ∗ -algebra A (or
one of the other algebras of our list of fig.2). For this it is natural also to introduce
the L2 -Sobolev spaces
Hs = {u ∈ S : Λ−s u ∈ H} (4.3)
−s −s
with their Hilbert space structure and inner product u, vs = Λ u, Λ v. We
notice the following
Lemma 4.1. For A ∈ A0 we have
Λ−s AΛs − A ∈ K(Hm ) for all s, all m. (4.4)
Evidently we only must show that the statement holds for the generators.
To prove this lemma the ψdo-calculus is not sufficient (although one finds that
3 For more details, also relating to the “parametrix method” mentioned below, cf. Sec. 8.
powers Λs belong to Opψc). However the resolvent integral techniques described

in [Co1], p. 163f will supply the necessary tools.
Clearly Lemma 4.1 will imply that A0 also may be regarded as a ∗-invariant
subalgebra of L(Hs ). Its commutators are compact there as well. We may take
the C ∗ -algebra closure – the norm closure – to obtain algebras A ⊂ L(Hs ). All
As have compact commutators and are algebras with symbol. The symbol space
is the same, for all s, and an operator A ∈ As ∩ At has the same symbol in both
algebras.
We also may speak of the Fréchet algebra A∞ obtained by completing A0
under the topology induced by all Hs - norms – this is a Fréchet topology. Clearly,
an operator A ∈ A∞ belongs to all algebras As . it has the same (algebra-)symbol
in all these algebras.
Definition 4.2. Let s ≥ 0. An operator A ∈ L(Hs , H) of the form A = Λ−s A0 with
A ∈ A∞ is said to be within reach of the algebra A (and of order s).
Proposition 4.3. The operators within reach of A form a graded algebra, called
ΨA, (with subspaces ΨAm of order m) due to Lemma 4.1 above.
We have explained above concepts, using the C ∗ -algebra A of Sec. 3. However,
the principles may be applied to any of the other 3 algebras of Sec. 3 – i.e.,
A# , B, Ă – as well.
We shall deal with the algebras of the second kind (ii) here – i.e., with ΨA,
etc., rather than with ΨH – because their environment was studied closely in
[Co1], while pursuit of (i) would need more work.
We are revisiting the above facts here, asking the question whether the alge-
bras A, A# , ΨA, ΨA# are “Heisenberg invariant” – that is, are invariant under
conjugation by the propagator e−iHt of the Schrödinger equation (1.10). In Sec-
tion 4, below, we shall find that the answer is positive for the “#-algebras”, but
not for the algebras A, ΨA obtained by adjoining the multiplication s(x), or the
remaining two B, Ă.
5. The holomorphic representation and the invariance of A#

In [Co2] Ch. 8.5 we already discussed the fact that the multiplication operator s(x)
does not remain within our algebra there when conjugated with the propagator
e−iHt of the Schrödinger equation (1.10), and it appears evident that this remains
true when substituting our present algebra A, looking at the symbol space of Fig.
1. Thus we will not expect our algebra A to stay invariant under such conjugation.
However, the algebra A# and the algebra ΨA# of its operators within reach will
have this property.
To see this it may be convenient to introduce the (so-called) holomorphic
representation of this harmonic oscillator problem [to be found in Faddeev-Slavnow
[FS], for example].
314 H.O. Cordes
Consider the sequence of (entire) holomorphic functions

1
ϕj (z) = 2−j/2 √ z j , j = 0, 1, . . . , (5.1)
j!
and the space X of entire analytic functions spanned by this sequence. Also define
the 3 operators
d d
Ă = , Ă∗ = multiplication by z, H̆ = z = Ă∗ Ă. (5.2)
dz dz
As a trivial observation, we find that
J
j
Ăϕj = ϕj−1 , Ă∗ ϕj = 2(j + 1)ϕj+1 , (5.3)

2
while
H̆ϕj = jϕj , j = 0, 1, . . . , (5.4)
while also
[Ă, Ă∗ ] = 1. (5.5)
At a glance it seems that the system of vectors and operators ψ̆j , Ă, Ă∗ , H̆
has exactly the same properties than the quantities without the breve, defined in
Sec. 1. This is reinforced when we now introduce a Hilbert norm such that the ϕj
are an orthonormal base while the two operators Ă and Ă∗ are mutual adjoints.
Such inner product is given by setting

1 1 2 2
f, g˘ = dxdy f¯(z)g(z)e− 2 (x +y ) dxdy. (5.6)
2π
Introducing polar coordinates it is immediately clear that the vectors ϕj are mu-
tually orthogonal. Their normalization follows due to
∞
1 2
dxdy|z|2j e− 2 |z| = 2π e−s sj ds = 2πΓ(j + 1) = 2πj !, (5.7)
0
using polar coordinates and the integral substitution r2 = s, rdr = ds. With
the product (5.7) goes the Hilbert space H̆ of all entire functions f (z) satisfying
f ˘ < ∞, easily seen to be complete. Looking at the matrix representations of
Ă, Ă∗ with respect to the orthonormal base (5.1) it also follows that, indeed, Ă
and Ă∗ are adjoints of each other, so that H̆ is self-adjoint.
It is then confirmed at once that the expression (with ψj of (1.2))

Ŭ = ϕj ψj (5.8)
j
defines a unitary operator Ŭ : H → H̆ such that Ŭ ∗ H̆ Ŭ = H, Ŭ ∗ ĂŬ = A,

Ŭ ∗ Ă∗ Ŭ = A∗ .
In other words, the operators X̆ form just another representation of our
problem of Sec. 1, called the holomorphic representation, while we were using the
“configuration representation”, so far.
Evidently then the time-dependent Schrödinger equation (1.10) now has be-
come a first-order PDE, namely,
∂ψ ∂ψ
+ iz = 0. (5.9)
∂t ∂z
[We are dropping .̆ from now on. In fact, the initial value problem of eq. (5.9) can
be easily solved explicitly]:
Proposition 5.1. The unique solution ψ(t, z) of eq. (5.9) assuming the initial values
ψ(0, z) = ψ 0 (z) is given by the fla.
ψ(t, z) = ψ 0 (ze−it ). (5.10)
To prove this proposition we may just substitute ψ(t, z) of fla. (5.10) into
the transformed Schrödinger equation (5.9) [uniqueness is a matter of standard
theorems].
The theorem below then becomes trivial.
Theorem 5.2. The algebras A# = HS and ΨA# = HS ∞ remain invariant under
conjugation by the propagator of eq. (1.10) In particular, setting Tt = eiHt T e−iHt ,
for general operators T , we have Λt = Λ and
(xΛ + iDΛ)t = e−it (xΛ + iDΛ) , (xΛ − iDΛ)t = eit (xΛ − iDΛ) . (5.11)
Moreover, the creation and annihilation operator as well as location x and mo-
mentum D, all are within reach of A# = HS. They are of order 1, of course, and
we get
A∗t = eit A∗ , At = e−it A , (x)t = x cos t + D sin t , (D)t = −x sin t + D cos t .
(5.12)
In particular then, the associate dual map M# → M# of the automorphism
HS → HS is just given as the rotation (x + iξ) → e−it (x + iξ).
6. Precisely predictable observables

In [Co2] we discussed some algebras of pseudodifferential operators invariant under
conjugation with the Dirac propagator. The fact was discussed that the unbounded
self-adjoint operators of such an algebra have a well-defined Heisenberg transform
A → At → eiHt Ae−iHt . Their ψdo-symbol propagates along the classical particle
orbits, as |x|+|ξ| is large. Even the electron spin propagates as a magnetic moment
in the existing electromagnetic field.
We were introducing the concept “precisely predictable” for such operators,
in view of the fact that the expectation value of such an observable should behave
exactly as prescribed by J. v. Neumann’s rules. Most dynamical observables were
not precisely predictable, however. In particular, location and momentum were
only approximately predictable, in the sense that they were “close” to a precisely
predictable observable – with a “built-in uncertainty”.
316 H.O. Cordes
In view of our results of Sec. 5, above, we now are tempted to generalize this
concept to the harmonic oscillator (as the only Schrödinger-type Hamiltonian, so
far). In Ch. 8 of [Co2] we examined the above algebra B, but found it not “Heisen-
berg invariant”. However, in view of Thm. 5.2, we now may focus on the algebra
ΨA# , and define its self-adjoint operators as precisely predictable observables.
We then see that total energy H as well as location x and momentum
Dx = 1i dxd
belong to ΨA# . So – in the above language – they are precisely pre-
dictable. Or, in other words, displacement as well as momentum of the oscillation
are precisely predictable.
The field of classical orbits for the harmonic oscillator consists of the con-
centric circles around the origin, in the x, ξ-plane. We did not prove existence of a
ψdo-symbol for operators in ΨA# . So we can study symbol propagation under the
particle flow on special examples only – i.e., operators in ΨA# also known as ψdo-
s. However, Thm. 5.2 also implies that the algebra symbol space M# at ∞(x, ξ)
certainly experiences the classical rotation under the Heisenberg conjugation, just
as indicated by the particle flow in ΨA# .
7. Linear perturbations of the harmonic oscillator

Our algebras of Sec. 4 are also useful if we perturb the operator H of (1.1 ) by an
expression linear in x and D, i.e., deal with a Hamiltonian
1
H = (D2 + ω 2 x2 − ω) + c1 D + c2 x, (7.1)
2
where c1 , c2 are real constants – possibly depending on t, for a time-dependent
Hamiltonian. That is, using our holomorphic representation, we consider
d d
H = ωz + γ̄ + γz, (7.1 )
dz dz
with an arbitrary fixed (complex) constant γ, again allowed to (possibly) depend
on t but not on z. In the latter case, the Hamiltonian H = H(t) will be time-
dependent. Then we may not speak of the propagator e−iHt but still will have a
propagator U (t) = U (0, t) – or, more generally U (τ, t) – solving the initial-value
problem for t = 0 (or t = τ , resp.). The corresponding Schrödinger equation
ψ|t + i(ωzψ|z + γ̄ψ|z + γzψ) = 0. (7.2)
still may be solved explicitly, as a first-order scalar PDE. For the propagator U (τ, t)
we get the formula
3t 3 3
−i{z dτ γ(τ )eiω(τ −t) +i t
dτ t
dκeiω(τ −κ) γ(τ )γ̄(κ)}
(U (t0 , t)ψ)(z) = e t0 t0 τ
×
t
ψ(e−iω(t−t0 ) z − ieiωt0 dτ e−iωτ γ̄(τ )). (7.3)
t0
It may be interesting to observe that the Heisenberg S-matrix comparing the

perturbed Hamiltonian H(t) with H of (1.1 ) (or (5.2)), called H0 for a moment,
also allows an explicit form. Guided by [FS], we get

3 3 3 ∞
∞ ∞ ∞
−i{z γ(τ )eiωτ +i dκeiω(τ −κ) γ(τ )γ̄(κ)}
Sψ(z) = e −∞ −∞
dτ τ ψ(z − i dτ e−iωτ γ̄(τ )).
−∞
(7.4)
Indeed, this will define a meaningful operator if we only assume that γ(t) ∈ L1 (R),
because then the two constants
t t ∞
iω(τ −κ)
b= dτ dκe γ(τ )γ̄(κ), c = γ(τ )eiωτ (7.5)
−t τ −∞
are well defined.

Note that we may write
∗
S = eib e−icA e−ic̄A , (7.6)
with above constants b, c.
For us it may be more important to observe that also our propagator U (t) =
U (0, t) may be written as
(U (t)ψ 0 )(t, z) = eib(t) ec(t)z ψ 0 (e−iωt z − c̄(t)), (7.7)
with certain b(t), c(t) independent of z. This will allow us to calculate the Heisen-
berg transforms of creation and annihilation again: we get
e−c(t)z A∗ ec(t)z = A∗ , e−c(t)z Aec(t)z = A + c(t), (7.8a)
and, using the substitution operator S : u(z) → u(e−iωt z − c̄(t)), for a moment,
S −1 A∗ S = eiωt A∗ + eiωt c̄(t), S −1 AS = e−iωt A. (7.8b)
Combining this we get
U ∗ (t)A∗ U (t) = eiωt A∗ + eiωt c̄(t), U ∗ (t)AU (t) = e−iωt A + e−iωt c(t). (7.9)
Finally, it may be observed (without proof, at this time) that the “perturbed
1 1
generators” x(1 + H(t))− 2 , D(1 + H(t))− 2 generate the same algebras A# = HS
and HS ∞ = ΨA – simply because the difference H − H0 is of first order, hence
#
compensated by the operator Λ.

For constant γ(t) – i.e., constant H(t) – the operator (H(t) + 1)s again
commutes with the propagator U (t) = e−iHt , so that it remains unchanged under
conjugation. As a consequence we find that Thm. 4.2 essentially remains intact
and the linear perturbation [for variable γ(t) a slightly different argument may
lead to the same result].
Theorem 7.1. The algebras HS and HS ∞ both remain invariant under conjugation
by the propagator U (t). While formulas (4.11) and (4.12) do not remain precisely
intact, they still remain intact modulo (relatively compact) lower-order additional
terms, and we still have the last sentence of Thm. 4.2 correct: The automorphism
of the symbol space M# generated by the conjugation T → U ∗ (t)T U (t) is just given
as the rotation z → eiωt z.
318 H.O. Cordes
Since the generators of the algebra HS = A# are (strictly classical) global

pseudodifferential operators (in our algebra Opψc0 ) there will be a subalgebra A#ψ
of A# consisting of pseudodifferential operators only. It thus might be interesting
to also find out whether there is a global Egorov-type theorem attached to the
conjugation by U (t). That is, one might ask how the ψdo-symbol of T ∈ A# ψ prop-
agates under Heisenberg conjugation, assuming that Tt remains in the algebra A#
ψ.
We have not yet attempted to find an answer to these questions.
8. A discussion of the parametrix method

In this section we are going to sketch some details of discussions leading to the
proof of the following facts:
1) The operator Λ of (3.2) belongs to Opψc−e1 and to Opψc−e2 [and, in fact to
Opψc−τ e1 −(1−τ )e2 for all 0 ≤ τ ≤ 1].
2) The generators xΛ and DΛ belong to Opψc0 .
3) The powers Λs belong to Opψc−s(τ e1 +(1−τ )e2 ) for all s > 0 and 0 ≤ τ ≤ 1.
They belong to Opψc|s|e for all s < 0.
Here “Opψcm ” denotes the class of all strictly classical ψdo-s of order m =
(m1 , m2 ), and we set e = (1, 1) , e1 = (1, 0) , e2 = (0, 1). The class of sym-
bols a(x, ξ) of order m is denoted by ψcm . The corresponding class of operators
A = a(x, D) is called Opψcm . The symbol class ψcm is just the class of C ∞ -
√
functions a with a(l) (x, ξ) = O(xm2 −l ξm1 −k ), for all k, l, where x = 1 + x2 ,
(k)
(α)
and where the (x, ξ)-derivative of order β [in x] and α [in ξ] is be written as a(β) .
The ψdo A = a(x, D) is defined by

Au(x) = (2π)−1/2 dξ dyeiξ(x−y) a(x, ξ)u(y), u ∈ S(R). (8.1)
We have to make extensive use of the calculus described in [Co3].

In the following let a(x, ξ) be any positive real-valued C ∞ -function over R2
– normally we are thinking of a(x, ξ) = 1 + x2 + ξ 2 .
Lemma 8.1.
(i) For any real μ we have
(α)
(aμ )(β) = aμ pα,β , pα,β ∈ RSPN αβ (a) = (8.2)
(αl )
RSPN { (a(β l ) /a) : αl = α, β l = β} .
l
Here RSPN {. . .} denotes the “real span” of the collection {. . .} – that is, the
set of all real linear combinations of {. . .}.
(k)
(ii) For any p ∈ RSPN α β (a) and any k, l we have p(l) ∈ RSPN β+l (a).
α+k
The proof of this lemma is a matter of induction.

Note, for a(x, ξ) = (1 + x2 + ξ 2 ), in the language of the lemma, we have
RSPN kl (a) ⊂ ψc−ke1 −le2 , and aμ ∈ ψcμe or ∈ ψc−τ e1 −(1−τ )e2 , (8.3)
as μ > 0 or μ < 0, respectively. This first implies existence of an inverse B mod
O(−∞) of A = 1 + x2 + D2 where B ∈ Opψc−2τ e1 −2(1−τ )e2 , by II, Thm. 2.5 of
[Co3]. To recall the construction of B – by the “parametrix method”: One just
starts with a 0th approximation B0 = b0 (x, D) where b0 = 1/a = a−1 is a symbol
in ψc−e1 , for example, by (8.3), where we set τ = 0, expecting the same procedure
for other 0 ≤ τ ≤ 1. Using ψdo-calculus this gives AB0 = 1 + c0 (x, D) with
c0 ∈ ψc−e . One then finds a “correction” B1 = b1 (x, D) of order −2e1 − e such
that AB1 = −c0 (x, D)+c1 (x, D) where c1 ∈ ψc−2e , so that A(B0 +B1 )−1 ∈ ψc−2e .
0 one obtains a sequence Bj of order −e − je, and the asymptotic sum
1
Iterating
B = Bj has AB − 1 of order −∞. Similarly we construct a right inverse, hence
an inverse – all mod O(−∞).
This “parametrix method” may be generalized to construct a square root √ of
a positive operator – related to the above just as extracting the spare root 2 is
related to “long division”. But to obtain a “positive square root” some precautions
are needed. First, we will not use the “left-multiplying” representation A = a(x, D)
but the “Weyl representation” A = aw (Mw , D) (cf. [Co3], p. 61) with a different
symbol aw ∈ ψcm . For our special a(x, ξ) = 1+x2 +ξ 2 we have a(x, D) = aw (x, D).
In general, for a ∈ ψcm one defines

x+y
(a(Mw , D)u)(x) = (2π)−1/2 dξ dyeiξ(x−y) a( , ξ)u(y), u ∈ S(R). (8.4)
2
The advantage of this representation is that an operator A = a(Mw , D) is Her-
mitian if and only if its symbol is real-valued. Furthermore, we must insist that
the “parametric square root” we are going construct – i.e., a ψdo B = b(Mw , D)
satisfying B 2 − A ∈ O(−∞), – is at least semi-bounded below in the Hilbert space
H = L2 (R). We achieve this by starting with B0 = f0 (Mw , D)2 where f0 (x, ξ) =
(1 + x2 + ξ 2 )1/4 . That operator is positive, as a square of two self-adjoint opera-
tors. Moreover, we find that B0 = b0 (Mw , D) with b0 (x, ξ) = c0 (x, ξ)(1 + p1 (x, ξ))
1
where c0 = (1 + x2 + ξ 2 ) 2 and p1 ∈ ψc−2e , using the asymptotic composition
g(Mw , D)h(Mw , D) = q(Mw , D) where
∞
(−i/2)l
q(x, ξ) = [(∂ξ ∂y − ∂x ∂η )l g(x, ξ)h(y, η)]x=y,ξ=η . (8.5)
l!
l=0
Indeed, setting g = h = f0 in (8.5) the odd order terms cancel and the sum is real,
and we find that
∞

b0 (x, ξ) = c0 (x, ξ){1 + RSPN 2j
2j (a)} = c0 (1 + p1 ), (8.6)
j=1
as stated, using (8.3) and Lemma 8.1.

320 H.O. Cordes
Note then that the operator C0 = c0 (Mw , D) is a self-adjoint operator, semi-

bounded, below, in our Hilbert space H, since it differs from B0 by a bounded
operator – even a compact operator in Opψc−e .
Similarly we then find that
C02 = A0 = a0 (Mw , D) with (8.7)
∞
a0 (x, ξ) = a(x, ξ)(1 + d0 (x, ξ)), d0 ∈ RSPN 2j
2j (a).
1
Next set C1 = c1 (Mw , D) with c1 (x, ξ) = − 12 c0 (x, ξ)d0 (x, ξ). Then get
(C0 + C1 )2 = a0 (Mw , D) + (C0 C1 + C1 C0 ) + C12 . (8.8)
In the second terms symbol the odd powers 0∞ cancel again, so that the symbol is
real. That symbol is of the form −a(d0 + 2 RSPN 2l (a)), while the last term is
2l
0∞
of the form 2 RSPN 2l 2l . Hence we find that
∞
(C0 + C1 )2 − A = (ad1 )(Mw , D) with d1 ∈ RSPN 2l2l (a). (8.9)
2
It is clear now, how this iteration proceeds: We next will use the opera-
tor C2 = − 21 (c0 d1 )(Mw , D). Writing (C0 + C1 + C2 )2 = (C0 + C1 )2 + {(C0 +
C1 )C2 + C2 (C0 + C1 )} + C22 we have the first term described by (8.9). Each of
1 1
the other terms is of the form (a 2 r)(Mw , D)(a 2 s)(Mw , D) with symbols r, s be-
β
longing to some RSPN α α (a) and RSPN β (a), respectively. The symbol of the
1 1
(real part of the) product (a 2 r)(Mw , D)(a 2 s)(Mw , D) then will be of the form
0∞ α+β+2l
a{rs + 1 RSPN α+β+2l (a)}. This follows from the composition formula (8.5)
together with (8.3) and Lemma 8.1. But we have chosen the symbol of C2 in such
a way that 2*(C0 C2 ) = C0 C2 + C2 C0 cancels the perturbation term (ad1 )(Mw , D)
occurring in (8.9) (modulo a term of lower order). Furthermore, the other two terms
C22 and *(C1 C2 ) also are of lower order. Therefore we get
∞
(C0 + C1 + C2 )2 − A = (ad2 )(Mw , D) with d2 ∈ RSPN 2l 2l (a). (8.9 )
3
Iterating we0then get a sequence {Cj : j = 0, 1, 2, . . .}, and may take the asymptotic
∞
sum C = 0 Cj . This operator C = c(Mw , D) will be self-adjoint and it will
satisfy C = A + Φ with A = 1 + x2 + D2 and a ψdo Φ of order −∞.
2
Note that C differs from the positive ψdo B0 only by a ψdo of order −e –
that is, a compact operator of H. So, C will be semi-bounded, below. The operator
A has discrete spectrum. The perturbation A + Φ must have discrete spectrum
as well, since Φ is compact. We must have (Spectrum(C))2 ⊂ Spectrum(A + C).
Hence the spectrum of C also is discrete. Since C is semibounded below, there can
only be finitely many eigenvalues (of finite multiplicity) in the set {λ ≤ 0}. But
for such a ψdo all eigenvectors to isolated eigenvalues belong to S(R). It follows
that the orthogonal projection P− onto the non-positive part of the spectrum of C
belongs to O(−∞). Defining C̆ = C + 2P− C we then finally get a positive definite
ψdo C̆ ∈ Opψce satisfying C̆ 2 = A + Φ.
1
Finally, to prove that the inverse positive square root A− 2 belongs to
Opψc−τ e1 −(1−τ )e2 , note that

− 12 −1 1 ∞ −1
A − C̆ = λ 2 dλ{(A + λ)−1 − (A + Φ + λ)−1 } (8.10)
π 0
∞
1 1
= λ− 2 dλ(A + λ)−1 Φ(A + Φ + λ)−1 .
π 0
Using the “ψdo-properties” of A and A + Φ it is easily seen that Λm XΛm ∈ L(H)
for all m = (m1 , m2 ) where Λm = xm2 Dm1 , and where X denotes the right-
1
hand side of (8.10). This implies that X = A− 2 − C̆ is a ψdo of order −∞. Knowing
the symbol of C̆ up to lower order, we find it to be formally md-hypo-elliptic with
a parametrix of order −τ e1 − (1 − τ )e2 for all 0 ≤ τ ≤ 1. This implies that also
1
C̆ −1 is a ψdo of that order, and, hence, also A− 2 . Q.E.D.
This will prove point (1) of our initial program, in this section, and point (2)
follows as well. It should be clear that the same technique may be employed to
also prove (3) – at least for any rational s.
References
[1] Yu.M. Berezanski, Expansions in Eigenfunctions of Self-adjoint Operators, AMS
transl. of Math. monographs vol. 17, Providence 1968.
[2] H.O. Cordes, Spectral theory of Linear Differential Equations and Comparison
Algebras, Lecture Notes London Math. Soc. Vol. 76; Cambridge Univ. Press 1987.
[3] H.O. Cordes, Precisely Predictable Dirac Observables, Springer, Dordrecht, 2007.
[4] H.O. Cordes, The Technique of Pseudodifferential Operators, Lecture Notes Lon-
don Math. Soc. Vol. 202; Cambridge Univ. Press 1997.
[5] L.D. Fadeev and A.A. Slavnov, Gauge fields, Benjamin, Reading, MA, 1980.
[6] I. Gohberg, On the theory of multi-dimensional singular integral operators, Soviet
Math. 1 (1960), 960–963.
[7] L. Hörmander, Pseudodifferential operators and hypoelliptic equations, Proc. Sym-
posium Pure Appl. Math. 10 (1966), 138–183.
[8] M.G. Krein, Hermitian operators with direction functionals, Sbornik Praz. Inst.
Mat. Akad. Nauk Ukr. SSR 10 (1948), 83–105.
[9] W. Magnus, F. Oberhettinger, R.P. Soni, Formulas and Theorems for the Special
Functions of Mathematical Physics, Springer-Verlag, New York inc. 1966.
[10] J. v. Neumann, Die Mathematischen Grundlagen der Quantenmechanik, Springer
1932 New York; reprinted Dover Publ. inc. 1943; English translation 1955 Prince-
ton Univ. Press.
[11] H. Sohrab, The C ∗ -algebra of the n-dimensional harmonic oscillator, Manuscripta
Math. 34 (1981), 45–70.
Heinz Otto Cordes

University of California, Berkeley, CA 94707, USA
e-mail: cordes@math.berkeley.edu
Operator Theory:

Remark on Spectral Rigidity for

Magnetic Schrödinger Operators
Gregory Eskin and James Ralston
Abstract. We give a simple proof of Guillemin’s theorem on the determina-

tion of the magnetic field on the torus by the spectrum of the corresponding
Schrödinger operator.
Mathematics Subject Classification (2000). Primary 35P99, Secondary 35R30.
Keywords. Inverse spectral problems, wave trace.
1. Introduction
This note is on inverse spectral theory for the Schrödinger operator on a flat
two-dimensional torus with electric and magnetic potentials. This problem can
be remarkably rigid. For generic flat tori, if the variation of the magnetic field is
strictly less than its mean, and the total magnetic flux on the torus is ±2π, then the
spectrum of the Schrödinger operator determines both the electric and magnetic
fields. This is in marked contrast to both the Schrödinger operator without a
magnetic field (see [3]) and the case of a magnetic field of mean zero (see [1]).
In both those problems there are large families of isospectral fields, and rigidity
results are much more difficult to obtain (see also [2]). The observation that there
can be spectral rigidity when the total flux is ±2π is due to Guillemin ([5]). Here we
give a short proof of the slightly stronger result stated above. Instead of thinking
of the Hamiltonian as acting on functions with values in a line bundle over the
torus R2 /L, we think of the Hamiltonian as acting on functions on R2 which are
invariant with respect to the “magnetic translations” associated to L. However,
these two settings are completely equivalent. Our assumption that the variation
of the magnetic field B(x) is strictly less than its mean b0 takes the simple form
|B(x) − b0 | < |b0 | for all x.
The spectrum of the Laplacian plus lower-order perturbations on flat tori
has the feature that there are large families of spectral invariants corresponding
to sets of geodesics with a fixed length. In analogy with results on S 2 Guillemin
324 G. Eskin and J. Ralston
proposed the name “band invariants” for these families. The nice feature of the
problem discussed here is that only the simplest of the band invariants are needed
to prove rigidity.
The first complete solution of an inverse spectral problem was Mark Krein’s
definitive analysis of the “weighted string”, [9], [10]. Since that time many other
inverse spectral problems in one space dimension have been solved (see [11]). In
higher dimensions it is widely believed that, modulo natural symmetries and de-
formations like gauge transformation, most problems will be spectrally rigid. How-
ever, so far there have been relatively few settings where this has been proven (for
instance those in [6] and [14]) and many interesting examples where it fails (see [12]
and [4]). This should remain an active field of research for many years to come, and
one can reasonably say that it began with the work of Mark Grigor’evich Krein.
2. Proof of Guillemin’s theorem
We begin with the smooth magnetic field B, periodic with respect to the lattice
L in two dimensions, expanded in a Fourier series in terms of the dual lattice L∗

B(x) = bβ e2πiβ·x .
β∈L∗
For this magnetic field we introduce the magnetic potential A = (A1 , A2 ) with
∂x2 A1 − ∂x1 A2 = B, chosen to be as periodic as possible, i.e.,
b0
A = A0 + A1 = (x2 , −x1 ) + bβ e2πiβ·x (β2 , −β1 )(2πi(β12 + β22 ))−1 .
2 ∗ β∈L \0
We also have a mean zero periodic electric field which is the gradient of the mean
zero periodic potential

V (x) = vβ e2πiβ·x .
β∈L∗ \0
The quantum Hamiltonian for an electron in these fields (with all physical con-
stants set to 1) is
H = (i∂x + A)2 + V.
Let D be a fundamental domain for L. To define the domain of H as an

operator in L2 (D) we will use “magnetic translation operators” (see [13]). Letting
{e1 , e2 } and {e∗1 , e∗2 } be a basis for L and the corresponding dual basis for L∗ ,
define for linearly independent vectors v1 and v2
Tj u(x) = eivj ·x u(x + ej ), j = 1, 2.
Then the commutator [T1 , T2 ] is given by
[T1 , T2 ]u(x) = (eiv2 ·e1 − eiv1 ·e2 )ei(v1 +v2 )·x u(x + e1 + e2 ),
Spectral Rigidity for Magnetic Schrödinger Operators 325
and the periodicity of A1 and V implies that the commutator [H, Tj ] is given by
[H, Tj ]u(x) = eivj ·x ((i∂x + A(x) + A0 (ej ))2 − (i∂x + A(x) − vj )2 )u(x + ej ).
Thus, in order for the Tj ’s to commute with H we require vj = −A0 (ej ), and in
order for the Tj ’s to commute with each other we require A0 (e1 )·e2 = −A0 (e2 )·e1 =
πl for some integer l. Note that this implies A0 (e31 ) = πle∗2 and A0 (e2 ) = −πle∗1 .
Moreover, 2π|l| = |b0 |Area (D) and b0 Area (D) = D B(x)dx is the total magnetic
flux. Hence the assumption b0 = 0 is equivalent to nonzero flux, and it implies
l = 0. Defining the domain of H to be the subspace of H 2 (R2 ) such that Tj u =
u, j = 1, 2, we make H a self-adjoint operator in L2 (D).
As in many previous works we will look for spectral invariants for H by study-
ing the wave trace. Letting E(x, y, t) be the distribution kernel for the fundamental
solution for the initial value problem
utt + Hu = 0 in R2x × Rt , u(x, 0) = f (x), ut (x, 0) = 0,
the distribution kernel for the corresponding initial value problem in D × Rt is

ED (x, y, t) = T1m T2n E(x, y, t), (2.1)
(m,n)∈Z2
where the operators Tj act on the x variable. Note that, since the principal part of
∂t2 + H is ∂t2 − Δ, E(x, y, t) = 0 when |x − y|2 > t2 and the sum in (2.1) has only a
finite number of nonzero terms for t in a bounded interval. Thus [T1 , T2 ] = 0 implies
Tj ED (x, y, t) = ED (x, y, t), j = 1, 2. The fundamental spectral invariant for this
problem is the distribution trace of the operator ED (t) corresponding to the kernel
ED (x, y, t). Conventionally (with all terms to be interpreted in distribution sense)
this is written
T r(t) = ED (x, x, t)dx.
D
To avoid degeneracies in the contributions to T r(t) from the terms in (2.1),
we assume that vectors in L have distinct lengths, i.e.,
d, d ∈ L and |d| = |d | implies d = ±d .
Since E(x, y, t) is singular as a distribution in (x, y) only when |x − y|2 = t2 , it
now follows that the singularity of T r(t) at t = |me1 + ne2 | comes from just two
terms
[T1m T2n E(x, x, t) + T1−m T2−n E(x, x, t)]dx. (2.2)
D
To determine the spectral invariants coming from the leading terms in the expan-
sion of this singularity it is convenient to use the Hadamard-Hörmander expansion
[7], [8] for E(x, y, t). Beginning with the forward fundamental solution, E+ , defined
by (∂t2 + H)E+ = δ(t)δ(x − y) and E+ = 0 for t < 0 one has
∞

E+ (t, x, y) ∼ aν (x, y)eν (t, |x − y|) (2.3)
ν=0
where eν is chosen so that (∂t2 − Δ)eν = νeν−1 for ν > 0 and e0 (t, |x − y|) is the
forward fundamental solution for ∂t2 − Δ. In two space dimensions this means
eν (t, |x − y|) = 2−2ν−1 π −1/2 X+

ν−1/2
(t2 − |x − y|2 )
for t > 0, eν = 0 for t < 0. For a > −1 the distribution X+a is defined by
X+a (s) = (Γ(a + 1))−1 sa for s > 0 and X+a (s) = 0 for s < 0. Hence the coefficients
aν are determined by the recursion
νaν + (x − y) · ∂x aν − iA(x) · (x − y)aν + Haν−1 = 0,
where H acts in the variable x. Solving this with the requirement that a0 (y, y) = 1,
we have
1
a0 (x, y) = exp(i (x − y) · A(y + s(x − y))ds) and (2.4)
0
1
a1 (x, y) = −a0 (x, y)( V (y + s(x − y))ds + b(x, y)), (2.5)
0
where b(x, y) is determined by A(x). The fundamental solution E(x, y, t) is given
by
E(x, y, t) = ∂t (E+ (t, x, y) − E+ (−t, x, y)). (2.6)
We define
3
31
−iA0 (d)·x+i 01 d·A(x+sd)ds 0 1
I(d) = e dx = ei(2A (x)·d+ 0 d·A (x+sd)ds) dx,
D D
and
# 1 $ 31
0 1
J(d) = (V (x + sd) + b(x + sd, x))ds ei(2A (x)·d+ 0 d·A (x+sd)ds) dx.
D 0
From (2.2)–(2.6) one sees that I(d)+I(−d) and J(d)+J(−d) are spectral invariants
for H. However, the periodicity implies that I(d) = I(−d) and J(d) = J(−d).
The rest of this article is devoted to studying I(d) and J(d). We have d =
me1 + ne2 = k(m0 e1 + n0 e2 ), k ∈ N and gcd(m0 , n0 )=1. Let δ = −n0 e∗1 + m0 e∗2 .
Then we have
b0
A0 (d) = (d2 , −d1 ) = πklδ.
2
3 1 2πisβ·d
Since 0 e ds = 0 when β · d = 0, the terms in the Fourier series for A1 which
contribute to I(d) have β · d = 0, and this implies
pb0
β = pδ = (d2 , −d1 ), p ∈ Z\0.
2πkl
Hence, d · (β2 , −β1 )(2πi(β12 + β22 ))−1 = ikl(pb0 )−1 , and I(d) reduces to
ibpδ
exp(2πikl(−δ · x + e2πipδ·x ))dx.
D 2πpb0
p∈Z\0
Defining
bpδ 2πips
Bδ (s) = bpδ e2πips and A1δ (s) = e
2πip
p∈Z\0 p∈Z\0
d 1
(note that ds Aδ (s)= Bδ (s)), we have

1
I(d) = exp(−i2πkl(δ · x + A1δ (δ · x))dx.
D b 0
Extending δ to a basis for L∗ , {δ, δ }, and letting {γ, γ } be the dual basis for L,
we make the change of variables x = sγ + uγ , and choose
D = {sγ + uγ : 0 ≤ s, u ≤ 1}.
Then we have
1
1 1
I(d) = c(d) exp(−2πikl(s + A (s))ds,
0 b0 δ
where c(d) is the Jacobian factor, and only depends on d. Since we have this
spectral invariant for all k = 0, it follows that
1
1
f (s + A1δ (s))ds (2.7)
0 b0
is a spectral invariant for any function f which can be expanded in terms of
{e−2πikly }k∈Z , i.e., for any f ∈ L2loc (R) which has period 1/l.
Theorem 2.1. Assume that l = 1 and |b0 | > max |B(x) − b0 |. Then the spectrum
of H determines B.
Remark 2.2. Since b0 is the average of B(x) on a fundamental domain, the hy-
pothesis here is a constraint on how much B varies instead of constraint on the
size of B.
Remark 2.3. Since we assume 1 = l = A0 (e1 ) · e2 /π = |b0 |Area(D)/2π for a

fundamental domain D, this assumption fixes |b0 | when L is fixed.
31
Proof of Theorem 2.1. Since Bδ (x) = 0 (B(x + sd) − b0 )ds, the hypotheses imply
that the derivative of s + A1δ (s)/b0 is strictly positive and the inverse function s(y)
to y = s + A1δ (s)/b0 is defined on the range of s + A1δ (s)/b0 for s ∈ [0, 1]. Since A1δ
has period 1, the range is I = [A1δ (0)/b0 , A1δ (0)/b0 + 1]. Letting f in (2.7) tend to
the δ-function at y, the limit of (2.7) is s (y) if y = y(s) for s ∈ [0, 1]. If y = y(s)
for s ∈ [0, 1] then the limit of (2.7) is s (y ∗ ), where y ∗ ∈ I, and y ∗ = y mod 1.
In other words taking these limits we recover a function of period 1 in y which
agrees with s (y) on I. Thus we recover A1δ (s) modulo an additive constant, and
we obtain Bδ (s) by taking the derivative. Since we can carry out this argument
for all prime elements δ ∈ L∗ , we recover the full Fourier expansion of B.
We now turn to the recovery of V . The preceding analysis shows that, keeping
the same d ∈ L as above, the spectral invariant J(d), modulo terms determined
by A(x), reduces to
1
˜ = c(d)
J(d) Vδ (s)e−2πik(s+Aδ (s)) ds, (2.8)
0
where
Vδ (s) = vpδ e2πips .
p∈Z\0
This immediately gives the following:
Theorem 2.4. Under the hypotheses of Theorem 2.1 the spectrum of H deter-
mines V .
Proof of Theorem 2.4. Since we are assuming the hypotheses of Theorem 2.1, we
have the function s(y) and can make the substitution s = s(y) in (2.8). That gives
A1δ (0)+1
˜
J(d) = c(d) Vδ (s(y)e−2πiky s (y)dy,
A1δ (0)
but, since y(s + 1) = y(s), we can extend s(y) smoothly to the whole line by
defining s(y + 1) = s(y) + 1. Thus, since Vδ (s) has period 1 in s, we have
1
˜ = c(d)
J(d) Vδ (s(y))s (y)e−2πiky dy.
0
Since we have this spectral invariant for k ∈ Z\0, we recover the Fourier series
of Vδ (s(y))s (y), and, hence, since s(y) is determined by A1δ (s), we have Vδ (s). As
before, since we can carry out this argument for all prime elements δ ∈ L∗ , we
recover the full Fourier expansion of V .
Remark 2.5. If l = p/q, p, q ∈ N, for the lattice L, then l = 1 for the lattice L0
generated by c1 e1 + c2 e2 and d1 e1 + d2 when p(c1 d2 − c2 d1 ) = q. So if B(x) and
V (x) are periodic with respect to L0 , Theorems 1 and 2 apply in the sense that
the spectrum of H on the torus R2 /L0 determines B(x) and V (x). Note that B(x)
and V (x) will automatically be periodic with respect to L0 when l = 1/q.
References
[1] G. Eskin, Inverse spectral problem for the Schrödinger equation with periodic vector
potential. Comm. Math. Phys. 125 (1989), 263–300.
[2] G. Eskin, J. Ralston, Inverse spectral problems in rectangular domains. Commun.
PDE 32 (2007), 971–1000.
[3] G. Eskin, J. Ralston, E. Trubowitz, On isospectral periodic potentials in Rn , I and
II. Commun. Pure and Appl. Math. 37 (1984), 647–676, 715–753.
[4] C. Gordon, Survey of isospectral manifolds. Handbook of Differential Geometry 1
(2000), North Holland, 747–778.
[5] V. Guillemin, Inverse spectral results on two-dimensional tori. Journal of the AMS
3 (1990), 375–387.
[6] V. Guillemin, D. Kazdhan, Some inverse spectral results for negatively curved 2-
manifolds. Topology 19 (1980), 301–312.
[7] J. Hadamard, Le Problème de Cauchy et les Equations aux Dérivées Partielles
Linéaires Hyperboliques. Hermann, Paris, 1932.
[8] L. Hörmander, The Analysis of Linear Partial Differential Operators, III. Springer-
Verlag, Vienna, 1985.
[9] M. Krein, Solution of the inverse Sturm-Liouville problem (Russian). Doklady Akad.
Nauk SSSR (N.S.) 76 (1951), 21–24.
[10] M. Krein, Determination of the density of a nonhomogeneous cord by its frequency
spectrum. Doklady Akad. Nauk SSSR (N.S.) 76 (1951), 345–348.
[11] V.A. Marchenko, Operatory Shturma Liuvilliâ i ikh prilozhen’iâ, Naukova Dumka,
Kiev, 1977.
[12] T. Sunada, Riemannian coverings and isospectral manifolds. Ann. of Math. 121
(1985), 169–186.
[13] J. Zak, Dynamics of electrons in solids in external fields. Phys. Rev. 168 (1968),
686–695.
[14] S. Zelditch, Spectral determination of analytic, bi-axisymmetric plane domains. Geo-
metric Funct. Anal. 10 (2000), 628–677.
Gregory Eskin and James Ralston

UCLA, Los Angeles
CA 90095-1555, USA
e-mail: eskin@math.ucla.edu
ralston@math.ucla.edu
Operator Theory:

On Holomorphic Solutions of Some Implicit

Linear Differential Equations in a Banach Space
Sergey Gefter and Tatyana Stulova
To the 100th anniversary of Mark Krein
Abstract. Let A be a bounded quasinilpotent linear operator on a Banach

space and f be a vector-valued function holomorphic in a neighborhood of
zero. The problem of the existence and uniqueness of holomorphic and entire
solution of the implicit differential equation Aw + f (z) = w is considered.
Mathematics Subject Classification (2000). Primary 34A20; Secondary 34A25,
34G10.
Keywords. Quasinilpotent operators, holomorphic solutions, linear differential
equations.
1. Introduction
Differential equations in a Banach space was one of the areas related to Mark
Krein’s research interests (see his joint monograph with Ju. Dalec’kii [3]).
In the present paper, we consider a question of holomorphic solutions of the
implicit linear differential equation
Aw (z) + f (z) = w(z), (1.1)
where A is a bounded linear operator on a complex Banach space and f (z) is
a vector-valued function holomorphic in a neighborhood of zero. In this paper,
the term ‘solution of Equation (1.1)’ will stand for a holomorphic solution, i.e., a
vector-valued function which is holomorphic in a neighborhood of zero and satisfies
Equation (1.1) in this neighborhood.
Equation (1.1) is a particular case of the general implicit linear differential
equation
Aw (z) + f (z) = Bw(z), (1.2)
where A and B are closed linear operators acting between two Banach spaces,
and f is a vector-valued function with values in the corresponding space. In the
332 S. Gefter and T. Stulova
finite-dimensional case, this equation (i.e., an implicit system of scalar differential

equations) was studied in the classical works by Weierstrass and Kronecker (see,
for example, [15]). In the case of an infinite-dimensional Banach space, the theory
related to Equation (1.2) on the semiaxis t ≥ 0 was basically developed in the
papers by A.G. Rutkas and his team [18], [19], [20], [17], [22], [23], [24] (see also
[4]). If A is an invertible operator and A−1 is bounded, then Equation (1.1) can
be written in the form w (z) = A−1 w(z) + g(z), where g(z) = −A−1 f (z). The
properties of solutions of the later equation are well known. In particular, the
Cauchy problem for this equation always has a unique holomorphic solution (see
[3], Chapters II, VI and [13]). The analytical properties of solutions of the explicit
equation w (z) = Aw(z) + f (z) for the case when the operator A is unbounded
were studied in the papers [9], [10], [11] and [12]. We refer to [14] concerning the
general theory of such equations.
We consider the case which is opposite to the case where A is invertible as a
bounded operator, namely, where A is quasinilpotent (i.e., the spectrum σ(A) of
A reduces to the only point λ = 0).
Let us formulate the main results of our paper.
Theorem 2.5. Let E be a Hilbert space and A : E → E be a Volterra operator.
Suppose A is of trace class, or the asymptotic estimate sn (A) = o( n1 ) for the
sequence {sn (A)} of the singular values of A is valid (see [7], Chapter II). If f is
an E-valued function, which is holomorphic in the disk |z| < R, then Equation (1.1)
has a unique holomorphic solution in the same disk.
Theorem 2.6. Let E be a Banach space, A : E → E be an arbitrary bounded
quasinilpotent linear operator, and f : C → E be an entire function of exponential
type (i.e., f (z) ≤ Ceσ|z| for some C > 0, σ > 0). Then Equation (1.1) has a
unique entire solution of exponential type which is at most as that of f .
We also present an example of a quasinilpotent operator which does not
satisfy the assumptions of Theorem 2.5 and such that Equation (1.1) has no holo-
morphic solutions (see Example 1 after Theorem 2.5). We note that operators sat-
isfying the assumptions of Theorem 2.5 were studied in details at Odessa School
on the operator theory (see [7] and [8]).
The proofs of our results are based on some approaches contained in the
book by Ju. Dalec’kii and M. Krein [3], Chapter VI, § 2. Therein, the question of
solutions of the explicit equation w (z) = Aw(z) + f (z) is considered for the case
when a bounded operator A has a bounded inverse and f is an entire function of
zero exponential type. Note that § 2 of this book is devoted to a detailed presen-
tation of results contained in the paper by Ju. Dalec’kii and I. Korobkova [2]. We
note that the use of methods of Chapter VI, § 2 [3] is one of the possible ways to
investigate holomorphic solutions of Equation (1.1). There are other methods of
studying Equation (1.1) in the complex domain. They will be considered in the
papers that follow.
We also note that the proofs of the uniqueness for holomorphic solutions of
Equation (1.1), described in Theorems 2.4, 2.5, 2.6, and 2.7, are obtained by simple
On Holomorphic Solutions of Linear Differential Equations 333
arguments. This is sharply different from the context of [23], [20] (see also [21]),
where the theory of entire and meromorphic functions was applied. The present
paper is related to [5] and [6], where the problem of existence of holomorphic
∂u ∂2u
solutions of the equations z 2 Aw + f (z) = w and = A 2 was considered for
∂t ∂x
the case where A is quasinilpotent.
2. Main results
Let E be a complex Banach space, A : E → E be a linear operator, and w(z) =
0∞
cn z n be a formal power series with coefficients of E. We denote the formal
n=0
0
∞
power series w(z) = (Acn )z n by (Aw)(z).
n=0
In fact, the following two statements were obtained in Subsection 1, § 1 of
Chapter VI [3].
0
∞ 0
∞
Lemma 2.1. Let f (z) = bn z n and w(z) = cn z n be formal power series with
n=0 n=0
coefficients of E. Then w(z) is a solution of Equation (1.1) if and only if
(n + 1)Acn+1 + bn = cn , n = 0, 1, 2, . . . . (2.1)
Moreover, if w(z) is a solution of the homogeneous equation Aw = w, then

(n + k)! n
ck = A cn+k , for all k and n. (2.2)
k!
Proof. Substituting w(z) into Equation (1.1) and equating the coefficients of like
powers, we obtain (2.1). The equality (2.2) follows directly from (2.1).
From Lemma 2.1 we obtain the following propositions concerning solutions

of Equation (1.2) for two diametrically opposite algebraic situations.
0
m
Lemma 2.2. Let A : E → E be an arbitrary linear operator and f (z) = bn z n be
n=0
a polynomial with coefficients of E. Then Equation (1.1) has a unique polynomial
0m
1
0
m
solution w(z) = cn z n where cn = n! s!As−n bs
n=0 s=n
0
m
Proof. By Lemma 2.1 the polynomial w(z) = cn z n is a solution of Equation
n=0
(1.1) if and only if bm = cm and (n + 1)Acn+1 + bn = cn for all n = 0, . . . , m − 1.
0m
From this we obtain that cn = n!1
s!As−n bs .
s=n
Lemma 2.3. Let A : E → E be a nilpotent linear operator, Am+1 = 0, and

0
∞
f (z) = bn z n be a formal power series with coefficients of E. Then Equa-
n=0
0
∞
tion (1.1) has a unique formal solution w(z) = cn z n where
n=0
∞
1
n+m
cn = s!As−n bs = s!As−n bs .
n! s=n s=n
0
∞ 0
n+m
Proof. Let cn = 1
n! s!As−n bs = s!As−n bs , n ≥ 0. It is easy to check that
s=n s=n
(n + 1)Acn+1 + bn = cn for all n ≥ 0. Hence, the equality (2.1) of Lemma 2.1 is
0
∞
satisfied and the formal series w(z) = cn z n is a solution of Equation (1.1). Let
n=0
us prove the uniqueness of this solution. Let w be a solution of the homogeneous
equation. It follows from (2.2) that ck = (m+k+1)!
k! Am+1 cm+k+1 = 0 for all k ≥ 0,
i.e., w = 0.
Theorem 2.4. Let A : E → E be a bounded quasinilpotent linear operator and f

holomorphic in the disk |z| < R. Assume that A satisfies
be an E-valued function
the condition lim n n! An = 0. Then Equation (1.1) has a unique holomorphic
n→∞
solution in the same disk.
0∞ 0
∞
Proof. Let f (z) = bn z n , bn ∈ E and 0 < r < R. Then bn rn < ∞.
n=0 n=0
Therefore, there exists M > 0 such that bn ≤ for all n ≥ 0. Let us show
M
rn
0∞
that a solution of Equation (1.1) can be found in the form w(z) = cn z n where
n=0
1 0
∞
s−n
cn = n! s!A bs (see the proof of Lemma 2.2). For this purpose, let us prove
s=n
0
∞
that the coefficients cn are defined correctly, the series cn z n is convergent in
n=0
the disk |z| < R, and the

sum of this series satisfies Equation (1.1). Let |z| < r and
n
0 < ε < r − |z|. Since n n! An → 0, there exists C > 0 such that An ≤ C · εn!
εs−n C·M
for all n. From this we obtain that s!As−n bs ≤ s! (s−n)! rs for all s ≥ n.
Therefore,
∞ ∞
s! εs−n
s! As−n bs ≤ C · M
s=n s=n
(s − n)! rs
∞
C · M (k + n)! ε k C ·M n!
= ( ) = ,
r n k! r r n (1 − εr )n+1
k=0
because
∞
(k + n)! n!
xk = , |x| < 1.
k! (1 − x)n+1
k=0
Hence
C ·M |z|n rM · C |z| n
cn z n ≤ = ( ) .
r n (1 − rε )n+1 r−ε r−ε
0
∞
Since |z| < r and ε < r − |z|, the series w(z) = cn z n converges in the disk
n=0
|z| < r. Therefore, the function w(z) is holomorphic in the disk |z| < R. It is not
difficult to check that the coefficients cn satisfy the recursion relation (2.1). Hence,
w(z) is a solution of Equation (1.1) (see Lemma 2.1). Let us prove the uniqueness
of this solution. Let w(z) be a solution of the homogeneous Equation (1.1). Then
cn = (n+k)! n
k! A cn+k (see Lemma 2.1). Hence
J

n+k (n + k)! n+k

n+k
cn ≤ n! An n+k cn+k .
k!n!

Since lim n+k n! An = 0, lim n+k cn+k < ∞, and lim n+k (n+k)! k!n! = 1 for
n→∞ n→∞
n→∞
all k ≥ 0, we have that lim n+k ck = 0. Thus, ck = 0 for all k ≥ 0, i.e.,
n→∞
w = 0.
For the case of a Hilbert space, we obtain the following sufficient conditions
for existence of a holomorphic solution.
Theorem 2.5. Let E be a Hilbert space and A : E → E be a Volterra operator. Sup-
pose A is of trace class, or the asymptotic estimate sn (A) = o( n1 ) for the sequence
{sn (A)} of the singular values of A is valid . If f is an E-valued function, which
is holomorphic in the disk |z| < R, then Equation (1.1) has a unique holomorphic
solution in the same disk.
0
∞
Proof. Let F (z) = (1 − zA)−1 = An z n be the Fredholm resolvent of A
n=0
and A is of trace class. Since A is quasinilpotent, F is an entire function and
L
∞
∞
MA (r) = max F (z) ≤ (1 + rsj (A)), where {sj (A)}j=1 is the sequence of
|z|≤r j=1
the singular values of A (see [7], Chapter V, § 5, inequality
(5.3)). Hence, F (z)
is of zero exponential type (see [16], Chapter I, § 11). Thus, n n! An → 0 (see
[3], Chapter I, Problem 22 and [1], Appendix B), and we see that A satisfies the
assumptions of Theorem 2.4. Let now sn (A) = o( n1 ). It follows from V. Matsaev’s
results that log MA (r) = o(r), r → ∞ (see [7], Chapter V, § 5). Hence, in this case
F (z) is a function of zero exponential type as well.
Let us show that Equation (1.1) may have no holomorphic solutions if A does
not satisfy the assumptions of Theorem 2.4.
∞
Example (1). Let E be a Hilbert space with an orthonormalized basis {ek }k=0 and
A : E → E be the forward weighted shift operator such that Aek = k1 ek+1 for all

k ≥ 0. It is easy to see that A is quasinilpotent and An = n!

1
, i.e., n n! An = 1.
0
∞ 0
∞
If f (z) = fk (z) ek and w (z) = wk (z) ek , then Equation (1.1) takes the
k=0 k=0
form of an infinite system of differential equations
⎧
⎪
⎪ f0 (z) = w0 (z)
⎪
⎪
⎪
⎨ w0 (z) + f1 (z) = w1 (z)
1 (2.3)
⎪
⎪ w (z) + f2 (z) = w2 (z)
⎪
⎪ 2 1
⎪
⎩
...
e0
Let now f (z) = 1−z . Then the solution of the system (2.3) is found eas-
∞
ily: wk (z) = (1−z)k+1 . However, the set of functions {wk (z)}k=0 is not a so-
1
lution of Equation (1.1) in the neighbourhood of zero for the space E because
0
∞
2 ∞
|wk (0)| = +∞. It is interesting to note that w (z) = {wk (z)}k=0 is a holo-
k=0
morphic solution of Equation (1.1) outside the disk |z − 1| ≤ 1. An additional
point to make is that in this example, Equation (1.1) has no differentiable solution
on the semiaxis [0, +∞) at all.
In the next theorem, we consider Equation (1.1) with an arbitrary quasinilpo-

tent operator and impose stronger conditions on the function f .
Theorem 2.6. Let A : E → E be a bounded quasinilpotent linear operator and

0
∞
f (z) = bn z n , bn ∈ E, be an entire function of exponential type. Then Equation
n=0
(1.1) has a unique entire solution of the exponential type which is at most as that
of f .
Proof. Let the exponential type of the function f be equal to σ. Then for any
ε1 > 0 there exists N > 0 such that n! bn < (σ + ε1 )n for all n > N (see
[1], Appendix B and [3], Chapter I, Problem 22). Since A is quasinilpotent, for an
1
arbitrary ε2 satisfying the inequality 0 < ε2 < σ+ε 1
there exists C > 0 such that
A < Cε2 for all n ∈ N. Let us show that a solution of Equation (1.1) can be
n n
0
∞
1
0
∞
found in the form w(z) = cn z n with cn = n! s!As−n bs . For this purpose,
n=0 s=n
0
∞
we prove that the coefficients cn are defined correctly, the series w(z) = cn z n
n=0
is convergent for all z ∈ C, w(z) is of exponential type no higher than σ, and w(z)
satisfies Equation (1.1). Let us estimate cn . For n > N we have:
∞ ∞
1 > > C s−n (σ + ε1 )
s
cn ≤ s! >As−n > · bs ≤ s!ε2
n! s=n n! s=n s!
∞
C k
n
(σ + ε1 ) C
= ε2 (σ + ε1 )n+k = .
n! n! (1 − ε2 (σ + ε1 ))
k=0
Hence, the coefficients cn are defined correctly whenever n > N . Now, we set:
cN = (N + 1)AcN +1 + bN ,
cN −1 = N AcN + bN −1 ,
...
c0 = Ac1 + b0 .
1 0
∞
It is easy to check that the equality cn = n! s!As−n bs is preserved for n =
s=n
(σ+ε1 )n C 0
∞
0, 1, . . . , N . Since cn ≤ n!(1−ε2 (σ+ε1 )) , n > N , we see that the series cn z n is
n=0
convergent for arbitrary z ∈ C, i.e., w (z) is an entire function. Let us show that
the exponential type of w (z) is no higher than σ:
=

(σ + ε1 )n C
lim n
n! cn ≤ lim n = σ + ε1 .
n→∞ n→∞ 1 − ε2 (σ + ε1 )

Since ε1 is arbitrary, lim n n! cn ≤ σ. Thus, the inequality for the exponential

n→∞
1 0
∞
type of w(z) is proved. Since cn = n! s!As−n bs for all n ≥ 0, it is not difficult
s=n
to see that the coefficients bn and cn satisfy the equality (n + 1)Acn+1 + bn = cn .
Thus, by Lemma 2.1, the function w(z) satisfies Equation (1.1). Let us prove the
uniqueness of this solution. Let w(z) be a solution of the homogeneous Equation
(1.1). Then ck = (n+k)! n
k! A cn+k (see (2.2) in Lemma 2.1) and
J

n+k (n + k)!
n+k
ck ≤ n+k
A
n cn+k .
k!
Since

lim n+k
An = 0 and lim n+k
(n + k)! cn+k < +∞,
n→∞ n→∞

we have lim n+k ck = 0, i.e.,

n→∞
ck = 0 and w(z) = 0.
∞
Example (2). Let E be a Hilbert space with an orthonormalized basis {ek }k=0 .
Consider the a weighted shift operator A such that Ae0 = 0, Aek = k1 ek−1 for all
k ≥ 1. It is obvious that the operator A is a bounded quasinilpotent operator with
∞
An = n!1
. In the basis {ek }k=0 , A is given by the matrix
⎛ ⎞
0 1 0 0 ...
⎜ 0 0 1/ 0 ... ⎟
⎜ 2 ⎟
⎝ 0 0 0 1/3 . . . ⎠
... ... ... ... ...
Since Ae0 = 0, Equation (1.1) is degenerate. If

∞
∞

w(z) = wk (z) ek and f (z) = fk (z) ek ,
k=0 k=0
then this equation transforms into the following infinite system of scalar differential
equations:
⎧
⎪ w1 (z) + f0 (z) = w0 (z)
⎪
⎪
⎪
⎪
⎪ 1 w (z) + f (z) = w (z)
⎨ 1 1
2 2
⎪
⎪ 1
⎪
⎪ w3 (z) + f2 (z) = w2 (z)
⎪
⎪3
⎩
...
According to Theorem 2.6, for an arbitrary sequence of entire functions
0
∞
{fk (z)}∞
k=0 such that |fk (z)|2 ≤ C1 e2σ|z| for some C1 > 0, σ > 0 and all
n=0
∞
z ∈ C, this system has a unique solution {wk (z)}k=0 consisting of the entire
functions for which
∞
2
|wk (z)| ≤ C2 e2σ|z| , z ∈ C.
n=0
Using the approach to the proofs of Theorem 2.4 and Theorem 2.6, we can
obtain two more propositions related to the case where f is an entire function.
Theorem

2.7. Let A : E → E be a bounded quasinilpotent linear operator with
lim n
n! An < +∞ and f be an E-valued entire function. Then Equation
n→∞
(1.1) has a unique entire solution.
Theorem 2.8. Let A : E → E be an arbitrary bounded linear operator and f be an
E-valued entire function. If f is a function of zero exponential type (i.e., for every
ε > 0 we conclude that f (z) ≤ Cε eε|z| for some Cε > 0), then Equation (1.1)
has a unique entire solution of zero exponential type.
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∞
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publication, New York, London, 1976.
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generate operator-differential equation. Math. Notes 60 (1996), no. 3-4, 445–449.
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Sergey Gefter
Department of Mechanics and Mathematics
Kharkiv National University
4 Svoboda Square
61077 Kharkiv, Ukraine
e-mail: gefter@univer.kharkov.ua
Tatyana Stulova
National AeroSpace University (KhAI)
17 Chkalova Avenue
61085 Kharkiv, Ukraine
e-mail: Stutestella@rambler.ru, milv@ire.kharkov.ua
Operator Theory:

Groups of Operators for Evolution Equations

of Quantum Many-particle Systems
V.I. Gerasimenko
Abstract. The aim of this work is to study the properties of groups of oper-
ators for evolution equations of quantum many-particle systems, namely, the
von Neumann hierarchy for correlation operators, the BBGKY hierarchy for
marginal density operators and the dual BBGKY hierarchy for marginal ob-
servables. We show that the concept of cumulants (semi-invariants) of groups
of operators for the von Neumann equations forms the basis of the expan-
sions for one-parametric families of operators of various evolution equations
for infinitely many particles.
Mathematics Subject Classification (2000). Primary 35Q40; Secondary 47d06.
Keywords. Quantum dynamical semigroup, quantum many-particle system,
cumulant (semi-invariant), cluster expansion, BBGKY hierarchy, dual hierar-
chy, von Neumann hierarchy.
1. Introduction
Recently we observe significant progress in the study of the evolution equations of
quantum many-particle systems [2], [3]. In particular it is involved in such funda-
mental problem as the rigorous derivation of quantum kinetic equations [4]–[9].
The construction of solutions of such equations is based on the theory of
differential equations in Banach spaces (in particular, the theory of semigroups
of operators [18], [13]). In the case of evolution equations with coefficients which
are bounded operators, first results on the well-posed solvability and also the
foundation of the stability theory in the infinite-dimensional Banach space was
established by M. Krein [1].
As is well known, there are various possibilities to describe the evolution of
quantum many-particle systems [2]. The sequence of the von Neumann equations
This work was partially supported by the WTZ grant No M/124 (UA 04/2007) and by the project
of NAS of Ukraine No 0107U002333.
342 V.I. Gerasimenko
for density operators [3], [11], the von Neumann hierarchy for correlation opera-
tors [23], the BBGKY hierarchy for marginal density operators [11] and the dual
BBGKY hierarchy for marginal observables [2] give the equivalent approaches
for the description of the evolution of finitely many particles. Papers [23]–[27]
constructed the one-parametric families of operators that define solutions of the
Cauchy problem for these evolution equations. It was established that the con-
cept of cumulants (semi-invariants) of groups of operators for the von Neumann
equations forms the basis of the one-parametric families of operators of various
evolution equations of quantum systems of particles, in particular, the BBGKY
hierarchy for infinitely many particles [23].
The aim of the paper is to investigate properties of groups of operators for
evolution equations of quantum many-particle systems related with their cumulant
structure on suitable Banach spaces.
In the beginning we will formulate some necessary facts about the description
of quantum many-particle systems.

Let a sequence f = I, f1 , . . . , fn , . . . is an infinite sequence of self-adjoint
M
operators fn (I is a unit operator) defined on the Fock space FH = ∞ n=0 H
⊗n
over the Hilbert space H (H = C). Operators fn defined in the n-particle Hilbert
0
space Hn = H⊗n we will denote by fn (1, . . . , n). For a system of identical parti-
cles obeying Maxwell-Boltzmann statistics, one has fn (1, . . . , n) = fn (i1 , . . . , in ) if
{i1 , . . . , in } ∈ {1, . . . , n}.
M∞ n 1
Lα (FH ) = n=0 α L (Hn ) be the space of sequences f = I, f1 , . . . ,
1
Let
fn , . . . of trace class operators fn = fn (1, . . . , n) ∈ L1 (Hn ), satisfying the above-
mentioned symmetry condition, equipped with the trace norm
∞
∞

f L1α (FH ) = αn fn L1 (Hn ) = αn Tr1,...,n |fn (1, . . . , n)|,
n=0 n=0
where α > 1 is a real number, Tr1,...,n is the partial trace over 1, . . . , n particles.
We will denote by L1α,0 the everywhere dense set in L1α (FH ) of finite sequences
of degenerate operators [14] with infinitely differentiable
M∞ kernels with compact
supports. We will also consider the space L1 (FH ) = n=0 L1 (Hn ).
We note that the sequences of operators fn ∈ L1 (Hn ), n ≥ 1, whose kernels
are known as density matrices [12] defined on the n-particle Hilbert space Hn =
H⊗n = L2 (Rνn ), describe the states of a quantum system of non-fixed number of
particles. The space L1 (FH ) contains sequences of operators more general than
those determining the states of systems.
The evolution of all possible states of quantum systems is described by the
initial-value problem to the von Neumann equation [10], [11]. A solution of such
Cauchy problem is defined by the following one-parametric family of operators on
L1 (FH )
R1 t → G(−t)f := U(−t)f U −1 (−t), (1.1)

Groups of Operators of Quantum Many-particle Systems 343
M∞
where f ∈ L1 (FH ) and U(−t) = n=0 Un (−t),
− i tHn
Un−1 (−t) := e tHn ,
i
Un (−t) := e , (1.2)
M∞
U0 (−t) = I is a unit operator. The Hamiltonian H = n=0 Hn in (1.2) is a self-
∞
adjoint0 operator 2with domain D(H) = {ψ = ⊕n=0 ψn ∈ FH | ψn ∈ D(Hn ) ⊂
Hn , n Hn ψn < ∞} ⊂ FH [14]. M
Assume H = L2 (Rν ) then an element ψ ∈ FH = ∞ 2 νn
n=0 L (R ) is a se-
quence of functions ψ = ψ0 , ψ1 (q1 ), . . . , ψn (q1 , . . . , qn ), . . . such that ψ 2 =
0∞ 3
|ψ0 | + n=1 dq1 . . . dqn |ψn (q1 , . . . , qn )|2 < +∞. On the subspace of infin-
2
itely differentiable functions with compact supports ψn ∈ L20 (Rνn ) ⊂ L2 (Rνn ),

n-particle Hamiltonian Hn acts according to the formula (H0 = 0)
2
n n n
Hn ψn = − Δqi ψn + Φ(k) (qi1 , . . . , qik )ψn . (1.3)
2 i=1 i k=1 1 <···<ik =1
where Φ(k) is a k-body interaction potential satisfying Kato conditions [14] and
h = 2π is a Planck constant.
The properties of a one-parametric family {G(−t)}t∈R of operators (1.1) fol-
low from the properties of groups (1.2) described, for example, in [12].
On the space L1 (FH ) mapping (1.1) defines an isometric strongly continuous
group, i.e., one is a C0 -group, which preserves positivity and self-adjointness of
operators.
If f ∈ L10 (FH ) ⊂ D(−N ) ⊂ L1 (FH ) then in the sense of the norm conver-
gence of the spaceM L1 (FH ) there exists a limit that is determined the infinitesimal
∞
generator: −N = n=0 (−Nn ) of group (1.1)
1 i
lim G(−t)f − f = − (Hf − f H) := −N f, (1.4)
t→0 t
M∞
where H = n=0 Hn is the Hamiltonian (1.3) and the operator: (−i/)(Hf −f H)
is defined on the domain D(H) ⊂ FH .
In the framework of kernels and symbols of the operators group (1.1) and in-
finitesimal generator (1.4) studied in [12] and for the Wigner representation in [19].
The adjoint to L (FH ) space is isometric to the space L(FH ) of sequences
1
g = I, g1 , . . . , gn , . . . of bounded operators gn (I is a unit operator) defined on

the Hilbert space Hn satisfying symmetry property gn (1, . . . , n) = gn (i1 , . . . , in )
for {i1 , . . . , in } ∈ {1, . . . , n} with an operator norm. The space L(FH ) is dual to
the space L1 (FH ) with respect to the bilinear form
∞
7 8 1
g f = Tr1,...,n gn fn . (1.5)
n=0
n!
We will also consider more general space Lγ (FH ) than L(FH ) with a norm
γn
g Lγ (FH ) = max gn L(Hn ) ,
n≥0 n!
where 0 < γ < 1 and . L(Hn ) is an operator norm [14].
An observable of finitely many quantum particles is a sequence of self-adjoint

operators from Lγ (FH ) and positive normalized continuous linear functional (1.5)
on the space of observables is interpreted as its mean value [13]. The case of the
unbounded observables can be reduced to the case under consideration [10].
The evolution of observables is described by the initial-value problem to the
Heisenberg equation (the dual von Neumann equation) [10], [11]. On L(FH ) a
solution of the Cauchy problem to the Heisenberg equation is defined the following
one-parametric family of operators [10]
R1 t → G(t)g := U(t)gU −1 (t), (1.6)
M∞
where U(t) = n=0 Un (t) and the operators Un (t), Un−1 (t) are defined by formulas
(1.2). Mapping G(t) (1.6) is adjoint (dual) to G(−t) (1.1).
We remark that the nature of notations (1.2) used for unitary groups e± tHn
i
is related to the correspondence principle between quantum and classical systems

[2] and is a consequence of the existence of two approaches to the description of
the evolution of systems in the framework of observables or states.
On the space Lγ (FH ) mapping (1.6) defines an isometric ∗-weak continu-
ous group, i.e., one is a C0∗ -group. This group preserves the self-adjointness of
operators.
M∞
The infinitesimal generator N = n=0 Nn of this group of operators is
a closed operator for the ∗-weak topology and on its domain of the definition
D(N ) ⊂ Lγ (FH ) which is the everywhere dense set for the ∗-weak topology it is
defined in the sense of the ∗-weak convergence of the space Lγ (FH ) by the formula
1 i
w∗ − lim G(t)g − g = − (gH − Hg), (1.7)
t→0 t
M∞
where H = n=0 Hn is the Hamiltonian (1.3) and the operator: N g = (−i/)(gH−
Hg) is defined on the domain D(H) ⊂ FH .
Further to the group {G(−t)}t∈R we will also consider more general
M mappings
on the space L1α (FH ). Namely let us expand the group G(−t) = ∞ n=0 Gn (−t) as
following cluster expansions
0 L
Gn (−t, Y ) = K
A|Xi | (t, Xi ), n = |Y | ≥ 0, (1.8)
P:Y = i Xi
Xi ⊂P
0
where P is the sum over all possible partitions P of the set Y ≡ (1, . . . , n) into
|P| nonempty mutually disjoint subsets Xi ⊂ Y. A solution of recurrence relations
(1.8) is determined by the expansions [25]

An (t, Y ) = (−1)|P|−1(|P| − 1)! G|Xi | (−t, Xi ), n = |Y | ≥ 0, (1.9)
K
P:Y = i Xi
Xi ⊂P
where the notations are similar to that in formula (1.8).

The operator An (t) we refer to as the nth-order cumulant (semi-invariant) of
evolution operators (1.1). Some properties of cumulants (1.9) considered in [23].
The generator of the 1st-order cumulant is given by operator (1.4), i.e.,

1
lim A1 (t, Y ) − I fn (Y ) = −Nn (Y )fn (Y ),
t→0 t
where for fn ∈ L10 (Hn ) this limit exists in the sense of the norm convergence of
the space L1 (Hn ).
The infinitesimal generator of the nth-order cumulant, n ≥ 2, is an operator
(n)
(−Nint ) defining by n-body interaction potential (1.3). According to the equality

n
(−1)|P|−1 (|P| − 1)! = (−1)k−1 s(n, k)(k − 1)! = δn,1 , (1.10)
K
P: Y = i Xi
k=1
where s(n, k) is the Stirling number of the second kind and δn,1 is a Kronecker
symbol, for the nth-order cumulant, n ≥ 2, in the sense of a point-by-point con-
vergence of the space L1 (Hn ) we have
1
lim An (t, Y )fn (Y ) = (−1)|P|−1 (|P| − 1)! (−N|Xi | (Xi ))fn (Y )
t→0 t K
P: Y = i Xi
Xi ⊂P
|Xi |

(−1)|P|−1 (|P| − 1)!
(k)
= − Nint (i1 , . . . , ik ) fn (Y ).
K
P: Y = i Xi
Xi ⊂P k=2 i1 <···<ik ∈{Xi }
(n)
Here for the operator Φ(n) from Hamiltonian (1.3) the operator Nint is defined by
the formula
(n) i
Nint fn := − fn Φ(n) − Φ(n) fn . (1.11)

(k)
Summing coefficients before every operator Nint we deduce
1 (n)
lim An (t, Y )fn (Y ) = −Nint (Y )fn (Y ), (1.12)
t t→0
Thus for fn ∈ L10 (Hn ) the generator of the nth-order cumulant is defined by
M∞ of the space L (Hn ).
1
formula (1.12) in the sense of the norm convergence
The dual cumulants of the groups G(t) = n=0 Gn (t) (1.6) will be introduced
in Section 4. For classical many-particle systems cumulants of evolution operators
were introduced in [25], [26].
2. Group of operators for the von Neumann hierarchy

The evolution of correlations of quantum finitely many particles is described by
the von Neumann hierarchy for the correlation operators [23]. It is an equivalent
approach for the description of the evolution of all possible states of quantum
many-particle systems in comparison with the approach formulated above.
In what follows we will use such abridged notations: Y ≡ (1, . . . , n) and
YP ≡ (X1 , . . . , X|P| ) is a set whose elements are |P| mutually disjoint subsets
K|P|
Xi ⊂ Y of the partition P : Y = i=1 Xi . The |P|th-order cumulant (1.9) in this
case we denote by A|P|(t, YP ).
A solution of an initial-value problem to the von Neumann hierarchy is defined
by a one-parametric family of nonlinear operators [15] constructed in [23] with the
following properties.
Theorem 2.1. If fn ∈ L1 (Hn ), n ≥ 1, then the one-parametric family of nonlinear
operators

R1 t → At (f ) (Y ) := A|P| (t, YP ) f|Xi | (Xi ) (2.1)
n K
P: Y = i Xi
Xi ⊂P
is a C0 -group. On the subspace L10 (Hn ) ⊂ L1 (Hn ) the infinitesimal generator N

of group (2.1) is defined by the operator

N(f ) n (Y ) := (2.2)

−Nn (Y )fn (Y ) + − N int (X1 , . . . , X|P| ) f|Xi | (Xi ),
K
P: Y = i Xi , Xi ⊂P
|P| > 1
where the notations being similar to that in (1.8),

|P|
0
|Zr |
N int (X1 , . . . , X|P|) := ··· Nint r=1
Z1 , . . . , Z|P| (2.3)
Z1 ⊂ X1 , Z|P| ⊂ X|P| ,
Z1 = ∅ Z|P| = ∅
(n)
and the operator Nint is defined by formula (1.11).
Proof. Mapping (2.1) is defined for fn ∈ L1 (Hn ), n ≥ 1, and the following in-
equality holds

At (f ) n L1 (Hn ) ≤ n!e2n+1 cn , (2.4)
where c := max
K f|Xi | (Xi ) L1 (H . Indeed, since for fn ∈ L1 (Hn ) the equal-
P: Y = |Xi | )
i Xi
ity holds [23]
Tr1,...,n |Gn (−t)fn | = fn L1 (Hn ) ,
we have

At (f ) n L1 (Hn ) ≤ (|P | − 1)! f|Xi | L1 (H|Xi | )
K K
P: Y = i Xi P : YP =
Xi ⊂P
k Zk
|P| |P|

≤ c|P| s(|P|, k)(k − 1)! ≤ c|P| k |P|−1 ≤ n!e2n+1 cn ,
K K
P: Y = i Xi
k=1 P: Y = i Xi
k=1

where s(|P|, k) are the Stirling numbers of the second kind. That is, At (f ) n ∈
L1 (Hn ) for arbitrary t ∈ R1 and n ≥ 1.
The
group property
of a one-parametric family of nonlinear operators (2.1),
i.e., At1 At2 (f ) = At2 At1 (f ) = At1 +t2 (f ), was proved in [23].
The strong continuity property of the group {At }t∈R over the parameter
t ∈ R1 is a consequence of the strong continuity of group (1.1) of the von Neumann
equation [10]. Indeed, according to identity (1.10) the following equality holds:

(−1)|P |−1 (|P | − 1)! f|Xi | (Xi ) = fn (Y ).
K K
P: Y = i Xi P : YP = k Zk
Xi ⊂P
Therefore, for fn ∈ L10 (Hn ) ⊂ L1 (Hn ), n ≥ 1, we have

> >
lim > At (f ) n (Y ) − fn (Y )>L1 (Hn )
t→0
> >
(|P | − 1)! lim > f|Xi | (Xi )>L1 (Hn ) .

≤ G|Zk | (−t, Zk ) − I
t→0

K Y=
P: PK : YP = Zk ⊂P Xi ⊂P
i Xi k Zk
In view of the the fact that group {Gn (−t)}t∈R (1.1) is a strong continuous group,
which implies that, for mutually disjoint subsets Xi ⊂ Y , if fn ∈ L10 (Hn ) ⊂ L1 (Hn )
in the sense of the norm convergence L1 (Hn ) there exists the limit

lim ( G|Zk | (−t, Zk )fn − fn ) = 0.
t→0
Zk ⊂P
Thus if f ∈ L1 (FH ) we finally obtain

lim At (f ) n − fn L1 (Hn ) = 0.
t→0
We now construct the infinitesimal generator N of group (2.1). Taking into
account that for fn ∈ L10 (Hn ) equality (1.4) holds, let us differentiate the |P|th-
order cumulant A|P| (t, YP ) for all ψn ∈ D(Hn ) ⊂ Hn in the sense of the point-by-
point convergence. According to equality (1.12) for |P| ≥ 2 we derive
1
lim A|P| (t, YP )fn ψn = (−1)|P |−1 (|P |−1)! (−N|Zk | (Zk ))fn ψn
t→0 t K
P : YP = k Zk Zk ⊂P
0 |P|
r=1 |Zr |

= ... − Nint Z1 , . . . , Z|P| fn ψn , (2.5)
Z1 ⊂X1 , Z|P| ⊂X|P| ,
Z1 =∅ Z|P| =∅
0
where Zj ⊂Xj is a sum over all subsets Zj ⊂ Xj of the set Xj . Then in view of
equality (2.5) for group (2.1) we obtain
1 1
lim At (f ) n − fn ψn = lim A|P| (t, YP ) f|Xi | (Xi ) − fn (Y ) ψn
t→0 t t→0 t K
P: Y = i Xi
Xi ⊂P
1 1
= lim A1 (t, Y )fn − fn ψn + lim A|P|(t, YP ) f|Xi | (Xi )ψn
t→0 t K t→0 t
P:Y = i Xi , Xi ⊂P
|P|>1

= − Nn fn (Y )ψn + − N int (YP ) f|Xi | (Xi )ψn .
K
P:Y = i Xi , Xi ⊂P
|P|>1
Thus for f ∈ L10 (FH ) ⊂ D(N) ⊂ L1 (FH ) in the sense of the norm convergence
L1 (Hn ) we finally have
> 1 >
lim > At (f ) n − fn − N(f ) n >L1 (Hn ) = 0.
t→0 t
Example. We give an example which illustrates the structure of expansion (2.1).

For the correlation operators f = 0, f1 (1), 0, . . . that is interpreted as satisfying
the “chaos” property [2], we have

n
At (f ) n = An (t, 1, . . . , n) f1 (i), n ≥ 1,
i=1
i.e., if at the initial instant there are no correlations in a system, the correlations
generated by the dynamics of a system are completely governed by cumulants of
groups (1.1).
We now consider the structure of infinitesimal generator (2.2) for a two-body
interaction potential

N(f ) n (Y ) = −Nn (Y )fn (Y )
(2)
+ − Nint (i1 , i2 ) f|X1 | (X1 )f|X2 | (X2 ),
K
P: Y =X1 X2 i1 ∈{X1 } i2 ∈{X2 }
0
where the symbol K means summation over all partitions of the set
P: Y =X1 X2
(2)
Y into two nonempty parts X1 and X2 and the operator Nint is defined by for-
mula (1.11). For classical systems this generator is an equivalent notation of the
generator of the Liouville hierarchy [20] formulated in [21].
3. Group of operators for the quantum BBGKY hierarchy

The evolution of all possible states both finitely and infinitely many quantum
particles is described by the initial-value problem to the BBGKY hierarchy for
marginal density operators [11], [24]. For finitely many particles this hierarchy of
equations is an equivalent to the von Neumann equation.
We will use notations from the previous section. Since YP ≡ (X1 , . . . , X|P| )
then Y1 is the set consisting of one element of the partition P (|P| = 1) of the set
Y ≡ (1, . . . , s). In this case for n ≥ 0 the (1 + n)th-order cumulant of operators
(1.1) is defined by the formula

A1+n (t, Y1 , X\Y ) := (−1)|P|−1 (|P| − 1)! G|Xi | (−t, Xi ), (3.1)
K
P: {Y1 ,X\Y }= i Xi
Xi ⊂P
0
where P is the sum over all possible partitions P of the set {Y1 , X \ Y } =
{Y1 , s+1, . . . , s+n} into |P| nonempty mutually disjoint subsets Xi ⊂ {Y1 , X \Y }.
On the space L1α (FH ) a solution of the initial-value problem to the BBGKY
hierarchy is defined by a one-parametric mapping [24] with the following proper-
ties.
Theorem 3.1. If f ∈ L1α (FH ) and α > e, then the one-parametric mapping
∞
1
R1 t → (U (t)f )s (Y ) := Trs+1,...,s+n A1+n (t, Y1 , X\Y )fs+n (X) (3.2)
n=0
n!
is a C0 -group. On the subspace L1α,0 ⊂ L1α (FH ) the infinitesimal generator B =

M∞
n=0 Bn of group (3.2) is defined by the operator (s ≥ 1)
(Bf )s (Y ) := −Ns (Y )fs (Y ) (3.3)

1
s s ∞
1 (k+n)
+ Trs+1,...,s+n − Nint (i1 , . . . , ik , X\Y )fs+n (X),
k! n!
k=1 i1 =···=ik =1
n=1
(k+n)
where on L10 (Hs+n ) ⊂ L1 (Hs+n ) the operator Nint is defined by formula (1.11).
Proof. If f ∈ L1α (FH ) mapping (3.2) is defined provided that α > e and the
following estimate holds [24]
U (t)f L1α (FH ) ≤ cα f L1α (FH ) ,
where cα = e2 (1 − αe )−1 is a constant. Similar to (2.4) this estimate comes out

from the inequality for cumulant (3.1)
A1+n (t)fs+n L1 (Hs+n ) ≤ n!en+2 fs+n L1 (Hs+n ) .
The strong continuity property of the group U (t) over the parameter t ∈ R1 is
a consequence of the strong continuity of group (1.1) of the von Neumann equation.
We now construct an infinitesimal generator of group (3.2). Taking into ac-
count that for fn ∈ L10 (Hn ) equality (1.4) holds, we differentiate the expression
of cumulant (3.1) in the sense of the point-by-point convergence. According to
equality (2.5) for n ≥ 1, we derive
1
lim A1+n (t, Y1 , X\Y )fs+n ψs+n (3.4)
t→0t
(|Z|+n)
= − Nint (Z, s + 1, . . . , s + n)fs+n ψs+n
Z ⊂ Y,
Z = ∅
|Y | |Y |
1 (k+n)
= − Nint (i1 , . . . , ik , X\Y )fs+n ψs+n ,
k!
k=1 i1 =···=ik =1
0
where Z⊂X is a sum over all subsets Z ⊂ X of the set X.
Then taking into account formula (1.4) for n = 1 and equality (3.4) for group
(3.2) we obtain
1
lim U (t)f s − fs ψs
t→0 t
∞
1 1 1
= lim A1 (t, Y )fs − fs ψs + Trs+1,...,s+n lim A1+n (t, Y1 , X\Y )fs+n ψs
t→0 t n! t→0 t
n=1
∞
1
s
1
s
(k+n)
= −Ns fs ψs + Trs+1,...,s+n − Nint (i1 , . . . , ik , X\Y )ψs .
n! k!
n=1 k=1 i1 =···
···=ik =1
Thus if L1α,0 ⊂ D(B) ⊂ L1α (FH ) we finally have in the sense of the norm conver-
gence
>1 >
lim > U (t)f − f − Bf >L1 (FH ) = 0,
t→0 t α
where the operator B on L1α,0 is given by formula (3.3).
Example. We give an example which illustrates the structure of infinitesimal gen-

erator (3.3). In the case of two-body interaction potential (1.3) operator (3.3) has
the form (s ≥ 1)

s
(2)
(Bf )s (Y ) = −Ns (Y )fs (Y ) + Trs+1 − Nint (i, s + 1)fs+1 (Y, s + 1), (3.5)
i=1
(2)
where the operator Nint is defined on L10 (Hs+1 ) ⊂ L1 (Hs+1 ) by formula (1.11)
for n = 2. For H = L2 (Rν ) in the framework of kernels of operators fs (s-particle
density matrix or marginal distributions [11]) operator (3.5) takes a canonical form
of a generator of the quantum BBGKY hierarchy [2, 24]

(Bf )s (q1 , . . . , qs ; q1 , . . . , qs )
i 2
s s
(2)
=− − (Δqi − Δq ) + Φ (qi − qj ) − Φ(2) (qi − qj )
2 i=1 i
i<j=1

× fs (q1 , . . . , qs ; q1 , . . . , qs )

i
s

− dqs+1 Φ(2) (qi − qs+1 ) − Φ(2) (qi − qs+1 )
i=1

× fs+1 (q1 , . . . qs , qs+1 ; q1 , . . . , qs , qs+1 ).
We remark that in [24] we discuss other possible representations of the evo-

lution group for the BBGKY hierarchy on the space L1α (FH ).
4. Group of operators for the quantum dual BBGKY hierarchy

The evolution of marginal observables of both finitely and infinitely many quantum
particles is described by the initial-value problem to the dual BBGKY hierarchy.
This hierarchy of equations is dual to the quantum BBGKY hierarchy in the sense
of bilinear form (1.5) and for finitely many particles one is an equivalent to the
Heisenberg equation (the dual von Neumann equation). For systems of classical
particles the dual BBGKY hierarchy was examined in [2], [27], [25].
In this section we will use such abridged notations: Y ≡ (1, . . . , s), X ≡
Y \{j1 , . . . , js−n }. According to notations of section 2, the set (Y \X)1 consists of
one element Y \X = (j1 , . . . , js−n ), i.e., the set (j1 , . . . , js−n ) is connected subset
of the partition P (|P| = 1). In the case under consideration the dual cumulants
A+1+n (t), n ≥ 0, of groups (1.6) are defined by the formula

A+1+n t, (Y \X)1 , X := (−1)|P|−1 (|P| − 1)! G|Xi | (t, Xi ),
K
P: {(Y \X)1 ,X}= i Xi
Xi ⊂P
0 (4.1)
where P is the sum over all possible partitions P of the set {(Y \X)1 , j1 , . . . , js−n }
into |P| nonempty mutually disjoint subsets Xi ⊂ {(Y \X)1 , X}.
On the space Lγ (FH ) a solution of the initial-value problem to the dual
BBGKY hierarchy is defined by a one-parametric mapping (the adjoint mapping
to (3.2) in the sense of bilinear form (1.5)) with the following properties.
Theorem 4.1. If g ∈ Lγ (FH ) and γ < e−1 , then the one-parametric mapping

R1 t → U + (t)g s (Y ) (4.2)

s
1
s

:= 1+n t, (Y \X)1 , X gs−n (Y \X), s ≥ 1
A+
(s − n)!
n=0 j1 =···=js−n =1
M∞
is a C0∗ -group. The infinitesimal generator B+ = n=0 B+ n of this group of opera-
tors is a closed operator for the ∗-weak topology and on the domain of the definition
D(B+ ) ⊂ Lγ (FH ) which is the everywhere dense set for the ∗-weak topology of the
space Lγ (FH ) it is defined by the operator
(B+ g)s (Y ) := Ns (Y )gs (Y ) (4.3)

s
1
s
1
s
(k)
+ Nint (j1 , . . . , jk )gs−n (Y \{j1 , . . . , jn }),
n! (k − n)!
n=1 k=n+1 j1 =···=jk =1
(k)
where the operator Nint is given by formula (1.11).
Proof. If g ∈ Lγ (FH ) mapping (4.2) is defined provided that γ < e−1 and the
following estimate holds
U + (t)g Lγ (FH ) ≤ e2 (1 − γe)−1 g Lγ (FH ) .

Similar to (2.4) this estimate comes out from the inequality

(U + (t)g)s L(Hs )
s
1
s
≤ (|P| − 1)! gs−n L(Hs−n )
(s − n)! K
n=0 j1 =···=js−n =1 P:{Y \X)1 ,X}= i Xi

s
s!
n+1
≤ gs−n L(Hs−n ) s(n + 1, k)(k − 1)!,
n=0
n!(s − n)!
k=1
where s(n + 1, k) is the Stirling number of the second kind.

On the space Lγ (FH ) the ∗-weak continuity property of the group U + (t) over
the parameter t ∈ R1 is a consequence of the ∗-weak continuity of group (1.6) of
the Heisenberg equation [10].
To construct an infinitesimal generator of the group {U + (t)}t∈R we firstly
differentiate the nth-term of expansion (4.2) in the sense of the point-by-point
convergence of the space Lγ . If g ∈ D(N ) ⊂ Lγ (FH ) similar to equality (1.12) for
(1 + n)th-order dual cumulant (4.1), n ≥ 1, we derive
1 (|Z|+n)
lim A+ 1+n t, (Y \X)1 , X gs−n (Y \X)ψs= Nint (Z, X)gs−n (Y \X)ψs
t→0 t
Z ⊂ Y \X,
Z = ∅

s−n
1 (k+n)
= Nint (i1 , . . . , ik , X)gs−n (Y \X)ψs . (4.4)
k!
k=1 i1 =···=ik ∈{j1 ,...,js−n }
Then according to equalities (1.7) and (4.4) for group (4.2) we obtain
1 + 1
lim U (t)g s − gs ψs = lim A+ 1 (t)gs − gs ψs
t→0 t t→0 t
s
1 s
1
+ lim A+ 1+n t, (Y \X)1 , X gs−n (Y \X)ψs
(s − n)! t→0 t
n=1 j1 =···=js−n =1
s
1
s
1
s
(k)
= Ns gs ψs + Nint (j1 , . . . , jk )gs−n (Y \{j1 , . . . , jn })ψs ,
n! (k − n)!
n=1 k=n+1 j1 =···
···=jk =1
where we used the identity

s
1
s s
1
s
gs−n (Y \{j1 , . . . , jn }) = gn (j1 , . . . , jn ) (4.5)
n! n!
n=0 j1 =···=jn =1 n=0 j1 =···=jn =1
which is valid in view of the Maxwell-Boltzmann statistics symmetry property.

Thus if g ∈ D(B+ ) ⊂ Lγ (FH ) in the sense of the ∗-weak convergence of the
space Lγ (FH ) we finally have
1 +
w∗ − lim U (t)g − g − B+ g = 0,
t→0 t
M
where the generator B+ = ∞ n=0 Bn of group (4.2) is given by formula (4.3) (the
+
dual operator to generator (3.3)).

Example. We now give examples
of expansion
(4.2) and infinitesimal generator
(4.3). The sequence g = 0, g1 (1), 0, . . . corresponds to the additive-type observ-
able [27] and in this case expansion (4.2) for the group U + (t) get the form

s
(U + (t)g)s (Y ) = A+
s (t, 1, . . . , s) g1 (j), s ≥ 1.
j=1
In the case of two-body interaction potential (1.3) operator (4.3) has the form

s
(2)
(B+ g)s (Y ) = Ns (Y )gs (Y ) + Nint (j1 , j2 )gs−1 (Y \{j1 }), s ≥ 1, (4.6)
j1 =j2 =1
(2)
where the operator Nint is defined by (1.11) for n = 2. If H = L2 (Rν ) in terms of
kernels of operators gs , s ≥ 1, for expression (4.6) we have
(B+ g)s (q1 , . . . , qs ; q1 , . . . , qs )
i 2
s s
(2)
=− − (−Δqi + Δqi ) + Φ (qi − qj ) − Φ(2) (qi − qj )
2 i=1 1=i<j
× gs (q1 , . . . , qs ; q1 , . . . , qs )

i (2)
s
− Φ (qi − qj ) − Φ(2) (qi − qj )

1=i=j j j
× gs−1 (q1 , . . . , ∨, . . . , qs ; q1 , . . . , ∨, . . . , qs ),
j
where (q1 , . . . , ∨, . . . , qs ) ≡ (q1 , . . . , qj−1 , qj+1 , . . . , qs ). This expression for a system
of classical particles is defined as a generator of the dual BBGKY hierarchy stated
in [2], [27].
5. Conclusion
The concept of cumulants (1.9) of groups (1.1) of the von Neumann equations
forms the basis of group expansions for quantum evolution equations, namely,
the von Neumann hierarchy for correlation operators [23], as well as the BBGKY
hierarchy for s-particle density operators [24] and the dual BBGKY hierarchy [25].
In the case of quantum systems of particles obeying Fermi or Bose statistics groups
(2.1), (3.2) and (4.2) have different structures. The analysis of these cases will be
given in a separate paper.
In the paper [24] we discuss other representations of a group for the BBGKY
hierarchy on the space L1α (FH ) and in [25] of a group for the dual BBGKY hier-
archy of classical systems of particles.
We have stated the properties of groups (2.1) and (3.2) on the space L1α (FH )
and dual group (4.2) on Lγ (FH ). To describe the evolution of infinitely many
particles [2] it is necessary to define the one-parametric family of operators (3.2)

on more general spaces than L1α (FH ), for example, on the space of sequences of
bounded operators containing the equilibrium states [22]. For dual group (4.2)
the problem lies in the definition of functional (1.5) for operators from the corre-
sponding spaces. In both these cases every term of the corresponding expansions
contains the divergent traces [2], [24], [27] and the analysis of such a question for
quantum systems remains an open problem.
On the space Lγ (FH ) one-parametric mapping (4.2) is not a strong continu-
ous group. The group {U + (t)}t∈R of operators (4.2) defined on the space Lγ (FH )
is dual to the strong continuous group {U (t)}t∈R of operators (3.2) for the BBGKY
hierarchy defined on the space L1α (FH ) and the fact that one is a C0∗ -group follows
also from general theorems about properties of the dual semigroup [13], [17].
As mentioned above the group {G(−t)}t∈R of operators (1.1) preserves pos-
itivity [16], [18]. The same property must be valid for the group {U (t)}t∈R of
operators (3.2) for the BBGKY hierarchy, but how to prove this property one is
an open problem.
We have constructed infinitesimal generators (2.2), (3.3) on the subspace
L1α,0 ⊂ L1α (FH ) and generator (4.3) on D(B+ ) ⊂ Lγ (FH ). The question of how
to define the domains of the definition D(N), D(B) and D(B+ ) of corresponding
generators (2.2), (3.3) and (4.3) is an open problem [13], [18].
References
[1] Yu.L. Daletskii and M.G. Krein, Stability of Solutions of Differential Equations in
Banach Space. Amer. Math. Soc.(43), Providence RI USA, 1974.
[2] C. Cercignani, V.I. Gerasimenko and D.Ya. Petrina, Many-Particle Dynamics and
Kinetic Equations. Kluwer Acad. Publ., 1997.
[3] A. Arnold, Mathematical properties of quantum evolution equations. Lect. Notes in
Math. 1946, Springer, 2008.
[4] H. Spohn, Kinetic equations for quantum many-particle systems. arXiv:0706.0807v1,
2007.
[5] D. Benedetto, F. Castella, R. Esposito and M. Pulvirenti, A short review on the
derivation of the nonlinear quantum Boltzmann equations. Commun. Math. Sci. 5
(2007), 55–71.
[6] R. Adami, C. Bardos, F. Golse and A. Teta, Towards a rigorous derivation of the
cubic nonlinear Schrödinger equation in dimension one. Asymptot. Anal. 40 (2)
(2004), 93–108.
[7] L. Erdős, M. Salmhofer and H.-T. Yau, On quantum Boltzmann equation. J. Stat.
Phys. 116 (116) (2004), 367–380.
[8] L. Erdős, B. Schlein and H.-T. Yau, Derivation of the cubic non-linear Schröodinger
equation from quantum dynamics of many-body systems. Invent. Math. 167 (3)
(2007), 515–614.
[9] J. Fröhlich and E. Lenzmann, Mean-Field Limit of Quantum Bose Gases and Non-
linear Hartree Equation. Séminaire Équations aux Dérivées Partielles. 2003–2004,
Exp. No. XIX, École Polytech., Palaiseau, (2004).
[10] R. Dautray and J.L. Lions, Mathematical Analysis and Numerical Methods for Sci-
ence and Technology. 5, Springer-Verlag, 1992.
[11] D.Ya. Petrina, Mathematical Foundations of Quantum Statistical Mechanics. Con-
tinuous Systems. Kluwer, 1995.
[12] F.A. Berezin and M.A. Shoubin, Schrödinger Equation. Kluwer, 1991.
[13] O. Bratelli and D.W. Robinson, Operator Algebras and Quantum Statistical Mechan-
ics. 1, Springer-Verlag, 1979.
[14] T. Kato, Perturbation Theory for Linear Operators. Springer-Verlag, 1995.
[15] A. Bellini-Morante and A.C. McBride, Applied Nonlinear Semigroups. John Wiley
and Sons, 1998.
[16] J. Banasiak and L. Arlotti, Perturbations of Positive Semigroups with Applications.
Springer, 2006.
[17] A. Pazy, Semigroups of Linear Operators and Applications to Partial Differential
Equations. Springer-Verlag, 1983.
[18] R. Aliki and K. Lendi, Quantum dynamical semigroups and applications. Lect. Notes
in Phys. 286, Springer, 1987.
[19] P.A. Markowich, On the equivalence of the Schrödinger and the quantum Liouville
equations. Math. Meth. Appl. Sci. 11 (1989), 459–469.
[20] V.O. Shtyk, On the solutions of the nonlinear Liouville hierarchy. J. Phys. A: Math.
Theor. 40 (2007), 9733–9742.
[21] M.S. Green, Boltzmann equation from the statistical mechanical point of view. J.
Chem. Phys. 25 (5) (1956), 836–855.
[22] J. Ginibre, Some applications of functional integrations in statistical mechanics. In
Statistical Mechanics and Quantum Field Theory. (Eds. S. De Witt and R. Stora,
Gordon and Breach), (1971), 329–427.
[23] V.I. Gerasimenko and V.O. Shtyk, Evolution of correlations of quantum many-
particle systems. J. Stat. Mech. 3 (2008), P03007, 24p.
[24] V.I. Gerasimenko and V.O. Shtyk, Initial-value problem for the Bogolyubov hierarchy
for quantum systems of particles. Ukrain. Math. J. 58 (9) (2006), 1329–1346.
[25] V.I. Gerasimenko and T.V. Ryabukha, Cumulant representation of solutions of the
BBGKY hierarchy of equations. Ukrain. Math. J. 54 (10) (2002), 1583–1601.
[26] V.I. Gerasimenko, T.V. Ryabukha and M.O. Stashenko, On the structure of ex-
pansions for the BBGKY hierarchy solutions. J. Phys. A: Math. Gen. 37 (2004),
9861–9872.
[27] G. Borgioli and V. Gerasimenko, The dual BBGKY hierarchy for the evolution of
observables. Riv. Mat. Univ. Parma. 4 (2001), 251–267.
V.I. Gerasimenko
Institute of Mathematics, National Academy of Science of Ukraine
3 Tereshchenkivs’ka St., 01601 Kyiv, Ukraine
e-mail: gerasym@imath.kiev.ua
Operator Theory:

Box-like Shells with Longitudinal Cracks

Abstract. The problem of how to determine the stress state of an infinite box-
like shell of rectangular profile is solved. Two cracks are located on opposite
sides of the shell and parallel to its edges. On applying a Fourier transform,
the problem can be reduced to a system of two integral equations with re-
spect to jumps at the corner of rotation and normal displacements of the
crack edges. The system of integral equations is solved by the method of or-
thogonal polynomials. Dependence of the stress intensity factor on the length
of cracks and the geometrical dimensions of the cross-sections of the shell is
demonstrated.
Mathematics Subject Classification (2000). Primary 74K25; Secondary 74R10.
Keywords. Box shell, plate, crack, stress intensity factor.
1. Preamble
Thin-walled shells of a rectangular structure are used widely in construction, ship-
building and mechanical engineering. In order to minimize the tedious details of re-
search into plate construction as force elements of building mechanics, researchers
have made various assumptions depending on types of loads and conditions of
their fastenings. Among the first papers in this direction, the intense condition of
thin-walled cores of open and closed structures, we refer the reader to the related
works of Vlasov, Ganilidze, Panovko, Kan, and Reyssner.
Papkovich has applied the methods of plane elasticity theory to the study
of box constructions. Thus he assumed that each plate is in a flat intense condi-
tion and cooperates with adjoining plates only by tangential efforts. Contrary to
Papkovich, in papers of Smotrov and Fleyshman the problems were solved with
only the basic assumption that the construction edges do not bend and play a role
of rigid support. In a general statement or with the use of a minimum quantity
of simplifying assumptions, problems on plate construction were solved by vari-
ous numerical methods, among which are the following ones: variational-difference
358 V.A. Grishin, V.V. Reut and E.V. Reut
method (method of conjugated gradients), method of finite elements, and the vari-
ational method of Kantorovich-Vlasov. The more difficult problems for compound
shell constructions, in view of actual conditions of their interaction, were solved
by Mossakovsky and his disciples by the homogeneous solutions method. So in a
paper of Musiyaki and Poshivalova, the matrix-vector method (based on a method
of homogeneous solutions) is offered to analyze the constructions of plate design,
and the problem of a folded-plate construction is solved. In a paper of Mossakovsky
and Poshivalova the results are given of a comparison of solutions for the problem
of a thin-walled bar under constrained torsion to a method of homogeneous solu-
tion with Vlasovs results. In a paper of Mossakovsky and Kulikov the method of
homogeneous solutions was applied to problems with dynamic loading.
In paper [1] an account of the method of box-like shell constructions was
offered, and it reduced the problem to one about the joint planar-bend stress
condition for a plate with defects, which role is played by the edges of a shell. The
advantage of this method consists in
1) the number of necessary differential equations and conditions of the joint is
twice reduced,
and in
2) the solution methods for planar and bending problems for plates with defects
now are well developed, and one can find bibliographies in [5, 7].
In papers [2, 3] the problems of inclusion setting in box-like shells are solved
by these methods. In paper [4] the problem of the stress state of a boxed shell
with a crack on an shell edge is solved. In the present paper the problem of a
longitudinal crack is studied.
2. The problem statement
2a -a
0
y c -c
2b
x
Fig. 1 z
Let us consider a problem of the stress state of a box-like shell of infinite length
and rectangular structure, weakened by a pair of symmetric cracks (Fig. 1). We
suppose that all plates of which the shell is made are of one material and have
identical thickness h, Poisson factor ν, elasticity module E, and cylindrical rigidity
D. Crack edges are loaded by the bending moments m (y) and planar stretching
loadings σ (y). Loadings that influence the shell are symmetric with the planes
Box-like Shells with Longitudinal Cracks 359
of symmetry of the shell and are such that the crack edges are not closed. By
the method stated in [1], the problem is reduced to searching for a differential
equations system solution:
Δ2 w (x, y) = 0
(2.1)
Δ2 σx (x, y) = 0, −a < x < b, x = 0, |y| < ∞
which satisfy the conditions on the shell edge
v = τxy = ϕxy = Mxy = 0

u = −(w+ + w− ); w = u+ + u−
(2.2)
σx = −h−1 [(Vx )+ + (Vy )− ]
Vx = h [(σx )+ + (σy )− ]
and boundary conditions
Vx = τxy = 0; Mx = m (y) ; σx = σ (y) ; x = −a, |y| < c

Vx = ϕx = u = τxy = 0; x = −a, |y| > c
Vx = ϕx = u = τxy = 0; x = b.
Here u, v, w are the displacements along the axes with respect to x, y, z;

ϕx , Mx , Vx , σx , τxy – the angle of turn, bending moment, generalized cross force,
normal and tangential stresses. It is convenient to present the boundary conditions
as:
Vx = τxy = 0; ϕx = χ(y); u = μ(y), x = −a
(2.3)
Vx = ϕx = u = τxy = 0, x = b,
where χ(y) and μ(y) – unknown functions on an interval |y| < c, equal to zero
outside this interval– represent by themselves an angle of inclination and normal
displacements of the crack edges. Without loss of generality, it is possible to con-
sider that the necessary variable change in x results in both y and c = 1.After
application of a Fourier transformation to elastic unknown values and loadings,
similar to the way it was done in [1], and also to unknown functions χ(y) and μ(y),
we get
1 1
iαy
χα = χ(y)e dy, μα = μ(y)eiαy dy.
−1 −1
The problem (2.1)–(2.3) is reduced to the system of two integral equations
1 1
1 d2 μ(η) K11 K12 μ(η) σ∗ (y)
ln |y − η| dη + dη = (2.4)
π dy 2 χ(η) K21 K22 χ(η) m∗ (y)
−1 −1
where
m∗ = 2(Dγ)−1 m(y); σ∗ = −2σ(y) (2.5)
∞
1
Kij (y, η) = kij (α)eiα(η−y) dα (2.6)
2π
−∞
k11 (α) = p11 (α) − f3μ

+ +
Ω0 (−a) + f0μ Ω3 (−a);
(2.7)
k12 (α) = −f3χ Ω0 (−a) + f0χ Ω3 (−a)
+ +
− −
k22 (α) = p22 (α) − f3χ M0 (−a) + f0χ M3 (−a);
− −
(2.8)
k21 (α) = −γ −f3μ M0 (−a) + f3μ M3 (−a)
−1
p11 (α) exp|α|(a+b) = Gα (−a, b) − 0, 5 (a + b) |α| LGα (−a, b)+

p22 (α)γ exp|α|(a+b) = −α4 Gα (−a, b) + 0, 5α(a + b) − 2(1 − ν)−1 α2 LGα (−a, b)
Ωk (x) = Tk+ Gα (x, t); Mk (x) = R2− Tk− Gα (x, t); γ = (3 + ν)/(1 − ν).
Here the following differential operators were used:
∂kf
Rk± f = k
; k = 0, 1; R2± f = L + (1 ± ν) α2 f
∂x
∂ d2 f
R3± f = L − (1 ± ν) α2 f ; Lf = 2 − α2 f
∂x dx
Sf = T − − T + f ; Hf = T − + T + f ; T ±f = f (±0)

Sk± f = S Rk± f ; Hk± f = H Rk± f ; Tk± f = T Rk± f
and G(x, ξ) – Green function of the boundary problem
L2 u(x) = 0, x ∈ (a, b); u = u = 0, x = −a, b.
+ + − − + + − −
Vectors Fμ = f0μ , f3μ , f0μ , f3μ ; Fχ = f0χ , f3χ , f0χ , f3χ are the solution of
the linear algebraic equation system AF = B for the right-hand parts B = Hμ
and B = Hχ correspondingly, where
Text is missing!!!
This solution is obtained by solving the one-dimensional discontinuous bound-
ary problems system
L2 fα± = 0; −a < x < b, x = 0 (2.9)
R3− fα− = R1+ fα+ = 0; R3+ fα+ = −α Eμα ;
4
R1− fα− = χα , x = −a (2.10)

R3± fα± = R1± fα± = 0, x = b
Sj± fα± =0 j = 1, 2

S3+ fα+ = α4 E H0− fα− ; H3+ fα+ = α4 E S0− fα− (2.11)

S0+ fα+ = Dh−1 H3− fα− ; H0+ fα+ = −Dh−1 S3− fα− .
Then we can write the solution of problem (2.9)–(2.11) in the form

fα− (x) = χα R1− Gα (x, −a) + fq− − f3− T0− Gα + f0− T3− Gα ;
(2.12)
fα+ (x) = μ(−α4 E)Gα (x, −a) + fq+ − f3+ T0+ Gα + f0+ T3+ Gα .
So, the stated problem is reduced to a system of integral equations (2.4) con-
taining unknown functions χ(y) and μ(y), which represent the angle of inclination
and normal displacements of the crack edges.
3. Construction of the approximate solution of the integral

equations system
Let us take advantage of the method of orthogonal polynomials [5] and search
for a solution as the expansion of unknown functions into a series about some
Chebychev polynomials of the second kind Uk (η) with the unknown coefficients

∞

μ(η) μk
= 1−η 2 Uk (η), |η| < 1. (3.1)
χ(η) χk
k=0
Let
us substitute (3.1) into (2.4), and multiply each equation of this sys-
tem by 1 − y 2 Un (y) and integrate by y on the interval (−1, 1). We take into
consideration the spectral correspondence [5]:
1
1 d2 1
ln 1 − y 2 Un (y)dy = −(n + 1)Un (x)

π dx2 |y − x|
−1
and orthogonal correspondence [6]

1
π
1 − y 2 Um (y)Un (y)dy = δmn
2
−1
and formulas [6]:

1
: :
sin αx U2n+1 (x) π(2n + 3/2 ± 1/2 J2n+2 (α)
(1 − x2 ) dx = (−1)n
cos αx U2n (x) α J2n+1 (α)
−1
. Then after simple transformations and permutation of the integration order in

which we get expressions for Kij (y, η), we pass to an infinite system of linear
algebraic equations of the second kind which, by Poincaré-Koch, are normal with
respect to the coefficients of expansion:
∞
μn μk σn
(n + 1) + A(k,n) = , n = 0, ∞ (3.2)
χn χk mn
k=0
where components of a matrix A(k,n) and coefficients of the right-hand parts are
∞
kij (α)α−2 J2n+1 (α)J2k+1 (α)dα;
(2k,2n)
Aij = 4(−1) n+k
(2n + 1)(2k + 1) ×
0
∞
kij (α)α−2 J2n+2 (α)J2k+2 (α)dα;
(2k+1,2n+1)
Aij = 4(−1) n+k+1
(2n + 2)(2k + 2) ×
0
(2k+1,2n) (2k,2n+1)
Aij = Aij = 0; i, j = 1, 2
1
σn 2 σ∗ (y)
= 1 − y 2 Un (y)dy.
mn π m∗ (y)
−1
Thus kij (α), σ∗ (y), m∗ (y) are determined in (2.5)–(2.8) and Jk (α) is a Bessel
function. Let us note that the procedure using the components of matrices A(k,n)
is simpler in essential ways owing to block symmetry, which is easily seen by
replacing n with k or vice versa. The calculation of integrals with respect to α is
also simpler owing to an exponential decrease of the function under integration.
The solution of infinite algebraic system (3.2) allows us to determine all elastic
unknown values, using the solution of a problem in transformations (2.9)–(2.11)
in the form (2.12) and the convolution theorem, and also to estimate the intensity
factor of plane k+ and bend k− stresses. Following [7], we shall understand the
stress intensity factor k± to be the factor through which the main parts of stresses
near the crack ends are expressed. By the main parts of stresses we mean the
coefficients of the singularities for stresses near to the crack ends. To obtain these
main parts formulas it is enough to find a limit with y → ±1 (|y| > 1) of the
integrals
⎛ ⎞

2
1
ϕ+ 1 d μ(η)
= lim ⎝ y 2 − 1 2 ln |y − η| dη ⎠
ϕ− π y→±1 dy χ(η)
−1
and to use the correspondence [5]

1
1 d2 1 Un (η)dη
ln
π dy 2 |y − η| 1 − y 2
−1
|y| Un (y)
2 1
=
+ y − 1 · Un (y)sgn y − (n + 1)Un (y), |y| > 1.
y −1
2 2
As a result, after obtaining the integral main parts in the form

∞
ϕ+ μk
= · Uk (±1), |y| > 1
ϕ− χk
k=0
we can find the stress intensity factors values and the main parts of the elastic
values.
The numerical solution of the stated problem (2.1)–(2.3), which was reduced
to an infinite system of linear algebraic equations (3.2), was obtained by a reduction
method that eliminated four members of expansion for μ(y) and χ(y) in (3.1). And
the loading, which influences the shell, undertook the role Of the bending moment
of intensity m = const and planar normal stresses of intensity σ = const that
applied to crack edges. Thus the stress intensity factors in both crack vertexes have
identical values k± (±1) = k± and are connected with dimensionless coefficients
m σ
k± , k± , which were calculated, by the following correspondences
√
m 6m c σ
√
k± = k± 2
; k± = k± σ c. (3.3)
h
In Table 1 the values of stress intensity factors of plane and bend stresses
(3.3) with a/b = 0, 5 for a different ratio c/a are shown.
Table 1
b/a c/a
0.1 0.4 0.8 1 1.2 1.5 1.8 2
σ
2 k+ 1.010 1.130 1.270 1.610 1.800 2.090 2.390 2.590
m
k− 0.999 0.991 0.980 0.953 0.937 0.913 0.889 0.874
σ
k− · 10 3
0.004 0.0703 0.155 0.343 0.408 0.443 0.398 0.324
m
k+ · 10 3
0.021 0.346 0.759 1.710 2.120 2.590 2.900 3.050
σ
1 k+ 1.010 1.130 1.270 1.610 1.790 2.080 2.380 2.580
m
k− 0.992 0.988 0.974 0.935 0.912 0.875 0.838 0.814
σ
k− · 10 3
0.003 0.050 0.109 0.219 0.243 0.230 0.163 0.092
m
k+ · 10 3
0.015 0.246 0.533 1.130 1.340 1.560 1.680 1.730
σ
0.5 k+ 1.010 1.130 1.270 1.620 1.820 2.120 2.450 2.670
m
k− 0.999 0.983 0.962 0.906 0.873 0.823 0.776 0.746
σ
k− · 10 3
0.018 0.307 0.655 1.220 1.300 1.130 0.667 0.200
m
k+ · 10 3
0.089 0.153 0.322 0.650 0.763 0.877 0.942 0.970
The results of calculations show that, under the action of bending loadings,
m
the intensity factors k− of bend stresses of some orders exceed the intensity factors
σ
of plane stresses k− ; and under the action of plane loadings the intensity factors
m σ
k+ of bend stresses on some orders are lower than the intensity factors k+ of plane
stresses.
References
[1] V.A. Grishin, G.Ya. Popov, V.V. Reut, Analysis of box-like shells of rectangular
cross-section. J. Appl. Math. Mech. 54, No. 4 (1990), 501–507.
[2] V.A. Grishin, V.V. Reut, The stressed state of a box-like shell reinforced by a pair
of symmetric inclusions parallel to the edge of the shell. J. Appl. Math. Mech. 59,
No. 5 (1995), 817–820.
[3] V.A. Grishin, V.V. Reut, The definition of inclusions deflection in the box shell
having square section (Russian) Teoret. i Prikl. Mech. (Donetsk, Ukraine) No. 41
(2005), 198–202.
[4] V.I. Migdalsky, V.V. Reut, An arbitrary oriented crack in the box shell. Differential
operators and related topics. Proceedings of the Mark Krein international conference
on operator theory and applications, Odessa, Ukraine, August 18–22, 1997. Volume
I. Basel: Birkhäuser. Oper. Theory, Adv. Appl. 117 (2000), 261–266.
[5] G.Ya. Popov, Elastic stress concentration near stamps, cuts, thin inclusions and
supports. (Kontsentratsiya uprugikh napryazhenij vozle shtampov, razrezov, tonkikh
vklyuchenij i podkreplenij). (Russian) Moskva, Nauka, 1982.
[6] A.P. Prudnikov, Yu.A. Brychkov, O.I. Marichev, Integrals and series. Elementary
functions. (Integraly i ryady. Ehlementarnye funktsii). (Russian) Moskva, Nauka,
1981.
[7] L.T. Berejnitskij, M.V. Delyavkij, V.V. Panasyk, The bending of thin plates with
crack-like defects (Russian) Kiev, Naukova Mysl, 1979.

Dvoryanskaya str., 2
The Institute of Mathematics, Economics and Mechanics
Odessa National University named after I.I. Mechnikov
65082 Odesa, Ukraine
e-mail: grishin@onu.edu.ua
Operator Theory:

Lax Integrable Supersymmetric Hierarchies

on Extended Phase Spaces
of Two Anticommuting Variables
Oksana Ye. Hentosh
Abstract. The Hamiltonian representation for the hierarchy of Lax-type flows

on a dual space to the Lie algebra of super-integro-differential operators of
two anticommuting variables coupled with suitable eigenfunctions and ad-
joint eigenfunctions evolutions of associated spectral problems is obtained by
means of a specially constructed Lie-Backlund transformation. The Hamilton-
ian description for the corresponding set of additional symmetry hierarchies
is represented. The relation of these hierarchies to Lax-integrable (2|2 + 1)-
dimensional nonlinear dynamical systems and their triple Lax-type lineariza-
tions is analyzed.
Mathematics Subject Classification (2000). Primary 35Q53, 35Q58, 37K05,
37K10, 37K30, 37K35; Secondary 58A50.
Keywords. Operator Lie algebra, Lax-type flows, Backlund transformation,
“ghost” symmetries, Davey-Stewartson system.
1. Introduction
Since M. Adler’s paper [1], it has been understood that the Lax-type represen-
tations [2] for integrable (1+1)-dimensional nonlinear dynamical system hierar-
chies [3, 4, 5, 6, 7] on functional manifolds and their superanalogs [8, 9, 10] can
be interpreted as Hamiltonian flows on a dual space to the Lie algebra of integro-
differential operators. Their Hamiltonian structures are given by the R-deformed
canonical Lie-Poisson bracket and the corresponding Casimir functionals as Hamil-
tonians (see [1, 3, 11, 12, 10, 13]).
Every Hamiltonian flow of this type on a dual space to the operator Lie alge-
bra can be written as the compatibility condition for the spectral relationship for
the corresponding integro-differential operator and the suitable eigenfunction evo-
lution. If the above spectral relationship admits of a finite set of eigenvalues, then
366 O.Ye. Hentosh
the important problem naturally arises how to find the Hamiltonian representation
for the hierarchy of Lax-type coupled with the evolutions of eigenfunctions and ap-
propriate adjoint eigenfunctions. It was partly solved in papers [14, 15, 16, 17, 18]
for the Lie algebra of integro-differential operators [1] and its supergeneraliza-
tion [9, 10] for one anticommuting variable by means of the properties of variational
Casimir functionals under some Lie-Backlund transformation.
Section 2 deals with a general Lie-algebraic scheme for constructing the hi-
erarchy of Lax-type flows as Hamiltonian ones on a dual space to the Lie algebra
of super-integro-differential operators [10] of two anticommuting variables.
In Section 3, the Hamiltonian structure for the related coupled Lax-type
hierarchy is obtained by means of the Lie-Backlund transformation technique de-
veloped in [14, 15, 16, 17].
In Section 4, the corresponding hierarchies of additional, so-called “ghost”,
symmetries [14, 19, 20] for the coupled Lax-type flows are established to be Hamil-
tonian as well. It is proved that the additional hierarchy of Hamiltonian flows is
generated by the Poisson structure being obtained from the tensor product of the
R-deformed canonical Lie-Poisson bracket with the standard Poisson bracket on
the related eigenfunctions and adjoint eigenfunctions superspace [14, 16, 17], and
the corresponding natural powers of a suitable eigenvalue are their Hamiltonians.
The relation of these hierarchies to Lax integrable (2|2 + 1)-dimensional non-
linear dynamical systems and their triple Lax-type linearizations is analyzed in
Section 5.
2. The general Lie-algebraic scheme

Let G be the Lie algebra of super-integro-differential operators [10] of two anti-
commuting variables θ1 and θ2 , for which θi2 = 0, i = 1, 2:

l := ∂ m + aj ∂ j ∈ G, j ∈ Z, m ∈ N, (2.1)
j<m−1
aj := aj (x, θ1 , θ2 ; Dθ1 , Dθ2 )
:= a0,j + a1,j Dθ1 + a3,j Dθ2 + a2,j Dθ1 Dθ2 ,
where θ1 , θ2 ∈ Λ1 , Λ := Λ0 ⊕ Λ1 is the Grassmann algebra over C, Λ0 ⊃ C, the
symbol ∂ := ∂/∂x designates the differentiation with respect to the independent
variable x ∈ R/2πZ , S, ap,j := ap,j (x, θ1 , θ2 ) = a0p,j (x) + θ1 a1p,j (x) + θ2 a3p,j (x) +
θ1 θ2 a2p,j (x), p = 0, 3, are smooth superfield functions (superfunctions), a0,j , a2,j ∈
C ∞ (S × Λ21 ; C1|0 ) and a1,j , a3,j ∈ C ∞ (S × Λ21 ; C0|1 ), j ∈ Z, j < m, and the
superderivatives Dθi := ∂/∂θi + θi ∂/∂x, such as Dθ21 = Dθ22 = ∂/∂x, satisfy the
following relationship for any smooth superfield functions u and v:
Dθi (uv) = (Dθi u)v + (−1)p(u) u(Dθi v), i = 1, 2.
Here p(u) is the parity of u, equal to 0 for an even u and 1 for an odd u.
Lax Integrable Supersymmetric Hierarchies 367
The standard Lie commutator on G is defined for all a, b ∈ G as

[a, b] := ab − ba,
where the associative product of the super-integro-differential operators (2.1) takes
the form [21]
α νi α νi
1 ∂ ∂ a ∂ ∂ b
ab := − νi ,
α
α! ∂ξ ∂Θi ∂xα ∂θiνi
α∈Z+ , νi =0,1
with ξ := ∂ and Θi := Dθi , i = 1, 2.

On the Lie algebra G, there exists the ad-invariant nondegenerated symmetric
bilinear form
2π
(a, b) := dx dθ1 dθ2 resDθ1 Dθ2 (ab), (2.2)
0
where the resDθ1 Dθ2 -operation is given for all a ∈ G by the expression
resDθ1 Dθ2 a := a2,−1 .
With the use of the scalar product (2.2), the Lie algebra G is transformed into a
metrizable one. As a consequence, its dual linear space of super-integro-differential
operators G ∗ is identified with the Lie algebra G, that is, G ∗ , G.
The linear subspaces G+ ⊂ G and G− ⊂ G such as
⎧ ⎫
⎨
m−1 ⎬
G+ := a := ∂ m + aj ∂ j : j = 0, m − 1 ,
⎩ ⎭
j=0
+ ∞
N

G− := b := bk ∂ −k : k ∈ N , (2.3)
k>0
where aj , j = 0, m − 1, and bk , k ∈ N, are smooth superfunctions of two anticom-

muting variables θi , i = 1, 2, form Lie subalgebras in G and G = G+ ⊕ G− . Due to
the splitting of G into the direct sum of its Lie subalgebras (2.3), one can construct
a Lie-Poisson structure [1, 3, 12, 13] on G ∗ by using a special linear endomorphism
R of the linear space G:
R := (P+ − P− )/2 , P± G := G± , P± G∓ = 0.
For any Fréchet-smooth functionals γ, μ ∈ D(G ∗ ), the Lie-Poisson bracket on G ∗
is given by the expression
{γ, μ}R (l) = (l, [∇γ(l), ∇μ(l)]R ) , (2.4)
where l ∈ G ∗ and for all a, b ∈ G, the R-deformed commutator [1, 3, 4, 12, 13]
[a, b]R := [Ra, b] + [a, Rb] (2.5)
satisfies the modified Yang-Baxter relationship:
1
R[a, b]R − [Ra, Rb] = [a, b].
4
The linear space G with the commutator (2.5) also becomes a Lie algebra.
368 O.Ye. Hentosh
The gradient ∇γ(l) ∈ G of some functional γ ∈ D(G ∗ ) at a point l ∈ G ∗ with

respect to the scalar product (2.2) is naturally defined as
δγ(l) := (∇γ(l), δl) ,
the linear space isomorphism G , G ∗ being taken into account.
Every Casimir functional γ ∈ I(G ∗ ), being invariant with respect to the Ad∗ -
action of the abstract Lie group G corresponding to the Lie algebra G, obeys the
following condition at a point l ∈ G ∗ :
[l, ∇γ(l)] = 0. (2.6)
The relationship (2.6) is satisfied by the hierarchy of functionals γn ∈ I(G ∗ ),
n ∈ Z+ , taking the form
1
γn (l) = (l1/m , ln/m ). (2.7)
n+1
The Lie-Poisson bracket (2.4) generates the following hierarchy of Hamiltonian
dynamical systems on G ∗ :
dl/dtn := [R∇γn (l), l] = [(∇γn (l))+ , l], (2.8)
where the subscript “+” denotes the differential part of the corresponding super-
integro-differential operator, and the Casimir functionals (2.7) are their Hamiltoni-
ans. The latter equation is equivalent to the commutator Lax-type representation.
It is easy to verify that for every n ∈ Z+ the relationship (2.8) is the compatibility
condition for such linear super-integro-differential equations:
lf = λf, (2.9)
and
df /dtn = (∇γn (l))+ f, (2.10)
where λ ∈ C is a spectral parameter, f ∈ W 1|0 := L∞ (S × Λ1 ; C1|0 ) if f is an even
superfunction, and f ∈ W 0|1 := L∞ (S × Λ1 ; C0|1 ) if f is an odd one.
The related to (2.10) dynamical system for the adjoint superfunction f ∗ takes
the form
df ∗ /dtn = −(∇γn (l))∗+ f ∗ , (2.11)
where either (f, f ∗ ) ∈ W 2|0 or (f, f ∗ ) ∈ W 0|2 , and the superfunction f ∗ is a
solution of the adjoint spectral problem
l∗ f ∗ = νf ∗
with a spectral parameter ν ∈ C. Further, we will assume that the spectral rela-
tionship (2.9) admits of N ∈ N different eigenvalues λi ∈ C, i = 1, N, and will
study the Lie-algebraic properties of the equation (2.8) combined with 2N ∈ N
copies of (2.10),
dfi /dtn = (∇γn (l))+ fi ,
dΦi /dtn = (∇γn (l))+ Φi , (2.12)
for the even fi ∈ W 1|0 and odd Φi ∈ W 0|1 eigenfunctions, and with the same
number of copies of (2.11),
dfi∗ /dtn = −(∇γn (l))∗+ fi∗ ,
dΦ∗i /dtn = −(∇γn (l))∗+ Φ∗i , (2.13)
for the suitable even fi∗ ∈ W 0|1 and odd Φ∗i ∈ W 1|0 adjoint eigenfunctions related
to N ∈ N different eigenvalues νi ∈ C, i = 1, N. The equations (2.8), (2.12), and
(2.13) are considered as a coupled evolution system on the extended phase space
G ∗ ⊕ W 2N |2N .
3. The Poisson bracket on the extended phase space

To give the description below a compact form, we will designate the left gradient
vector of any smooth functional γ ∈ D(G ∗ ⊕W 2N |2N ) at a point (l̃, f˜i , f˜i∗ , Φ̃i , Φ̃∗i ) ∈
G ∗ ⊕ W 2N |2N , i = 1, N, as

∗ ∗ δγ δγ δγ δγ δγ
∇γ(l̃, f˜i , f˜i , Φ̃i , Φ̃i ) := , , , , .
l δ f˜i δ f˜i∗ δ Φ̃i δ Φ̃∗i
δ˜
On the spaces G ∗ and W N ⊕ W ∗N , there exist, respectively, the Lie-Poisson

structure [1, 3, 12, 13] such as

ϑ̃ δγ δγ
δγ/δ l˜ :→ l̃, − l̃, , (3.1)
δ˜
l + δ ˜l +
where ϑ̃ : T ∗ (G ∗ ) → T (G ∗ ) is an implectic operator related to the bracket (2.4) at

a point l̃ ∈ G ∗ , and the canonical Poisson structure [22, 23, 24] such as
⎛ ⎞ ⎛ ⎞
δγ δγ
⎜ δ f˜ ⎟ ⎜ δ f˜∗ ⎟
⎜ i ⎟ ⎜ i ⎟
⎜ δγ ⎟ ⎜ ⎟
⎜ ⎟ ⎜ − δγ ⎟
⎜ δ f˜∗ ⎟ J˜ ⎜ δ f˜i ⎟
⎜ i ⎟ ⎜ ⎟,
⎜ δγ ⎟ :→ ⎜ ⎟ (3.2)
⎜ ⎟ ⎜ − δγ ⎟
⎜ δ Φ̃ ⎟ ⎜ δ Φ̃∗ ⎟
⎜ i ⎟ ⎜ i ⎟
⎝ δγ ⎠ ⎝ δγ ⎠
−
δ Φ̃∗i δ Φ̃i
where J˜ : T ∗ (W 2N |2N ) → T (W 2N |2N ) is an implectic operator related to the even
0N
symplectic form ω (2) = i=1 (df˜i∗ ∧ df˜i − dΦ̃∗i ∧ dΦ̃i ) at a point (f˜i , f˜i∗ , Φ̃, Φ̃∗i ) ∈
W 2N |2N , i = 1, N . It should be noted that the Poisson structure (3.1) generates
the equation (2.8) for any Casimir functional γ ∈ I(G ∗ ).
Thus, on the extended phase space G ∗ ⊕ W 2N |2N , one can obtain a Poisson
structure as the tensor product L̃ := ϑ̃ ⊗ J˜ of (3.1) and (3.2).
370 O.Ye. Hentosh
Consider the Backlund transformation

⎛ ⎞ ⎛ ⎞
l̃ l(l̃, f˜i , f˜i∗ , Φ̃i , Φ̃∗i )
⎜ f˜i ⎟ ⎜ fi ⎟
⎜ ⎟ B ⎜ ⎟
⎜ f˜∗ ⎟ :→ ⎜ f ∗ ⎟, (3.3)
⎜ i ⎟ ⎜ i ⎟
⎝ Φ̃i ⎠ ⎝ Φi ⎠
Φ̃∗i Φ∗i
which generates on G ∗ ⊕W 2N |2N a Poisson structure L with respect to the variables

(l, fi , fi∗ , Φi , Φ∗i ), i = 1, N, of the coupled evolution equations (2.8), (2.12) and
(2.13). The main condition imposed on the mapping (3.3) is the coincidence of the
resulting dynamical system
⎛ ⎞
l
⎜ fi ⎟
d ⎜ ⎟
⎜ fi∗ ⎟ := −L∇γ n (l, fi , fi∗ , Φi , Φ∗i ) (3.4)
dtn ⎝ Φ ⎟
⎜
i ⎠
Φ∗i
with the equations (2.8), (2.12) and (2.13) in the case where γ n ∈ I(G ∗ ), n ∈ N,
are independent of the variables (fi , fi∗ , Φi , Φ∗i ) ∈ W 2N |2N , i = 1, N.
To satisfy this condition, we find the variation of some Casimir functional
γ n := γn |l=l(l̃,f˜i ,f˜∗ ,Φ̃i ,Φ̃∗ ) ∈ D(G ∗ × W 2N |2N ), n ∈ N, under the constraint δ ˜l = 0,
i i
taking into account the evolutions (2.12), (2.13) and the Backlund transformation
(3.3). We have:

δγ n (l̃, f˜i , f˜i∗ , Φ̃i , Φ̃∗i , )
δ l̃=0
N B C O P
δγ ∗ δγ
= δ f˜i , n
+ δ f˜i , ∗ n
i=1 δ f˜i δ f˜i

B C O P
δγ n ∗ δγ n
+ δ Φ̃i , + δ Φ̃i , ∗
δ Φ̃i δ Φ̃i
O P O P
N
d f˜∗ d ˜i
f
∗
= δ f˜i , − i
+ δ f˜i ,
i=1
dtn dtn
O P O P
dΦ̃∗i
∗ dΦ̃i
+ δ Φ̃i , − + δ Φ̃i , − ˜
dtn dtn fi = fi , f˜i∗ = fi∗ ,
Φ̃i = Φ, Φ̃∗i = Φ∗i
N
7 8
= δfi , (∇γn (l))∗+ fi∗ + δfi∗ , (∇γn (l))+ fi
i=1

7 8
+ δΦ∗i , −(∇γn (l))+ Φi + δΦi , (∇γn (l))∗+ Φ∗i
N

= (∇γn (l))+ δfi , fi∗ + (∇γn (l))+ fi , δfi∗
i=1

+ (∇γn (l))+ (δΦi ), Φ∗i + −(∇γn (l))+ Φi , δΦ∗i
N

−1 ∗ −1 ∗
= (∇γn (l), δ(fi Dθ1 Dθ2 fi )) + (∇γn (l), δ(Φi Dθ1 Dθ2 Φi ))
i=1

N
−1 ∗ −1 ∗
= ∇γn (l), δ (fi Dθ1 Dθ2 fi + Φi Dθ1 Dθ2 Φi )
i=1
:= (∇γn (l), δl), (3.5)
∗ ∗
where γn ∈ I(G ), n ∈ N, at a point l ∈ G , and the brackets ., . denote the
scalar product on the space W 1|1 .
As a consequence of the expression (3.5), one obtains the relation

N
δl|δl̃=0 = δ (fi Dθ1 Dθ−1
2
fi∗ + Φi Dθ1 Dθ−1
2
Φ∗i ). (3.6)
i=1
Having assumed the linear dependence of l on l̃ ∈ G ∗ , one gets immediately

from (3.6) that
N
l=˜ l+ (fi Dθ1 Dθ−1
2
2
Φ∗i ). (3.7)
i=1
Thus, the Backlund transformation (3.3) can be written as
⎛ ⎞
⎛ ⎞ N
l̃ ⎜ l = l̃ + (fi Dθ1 Dθ−1 fi∗ + Φi Dθ1 Dθ−1 Φ∗i ) ⎟

⎜ fi ⎟ ⎜ 2 2
⎟
⎟ B ⎜ ⎟
i=1
⎜ ⎜ ⎟
⎜ f ∗ ⎟ :→ ⎜ f˜i = fi ⎟, (3.8)
⎜ i ⎟ ⎜ ⎟
⎝ Φi ⎠ ⎜ fi∗ = fi∗
˜
⎟
⎝ ⎠
Φ∗i Φ̃i = Φi
Φ̃∗i = Φ∗i
where i = 1, N. The expression (3.8) generalizes the results obtained in pa-
pers [15, 16, 17] for the Lie algebra of integro-differential operators and for its
supergeneralization [14] for one anticommuting variable. The existence of the Back-
lund transformation (3.8) ensures the validity of the following theorem.
Theorem 3.1. Under the Backlund transformation (3.8), the dynamical system (3.4)
on G ∗ ⊕ W 2N |2N is equivalent to the following system of evolution equations:
dl̃ # $ # $
= (∇γ n (l̃))+ , l̃ − ∇γ n (l̃), l̃ ,
dtn +
df˜i δγ n df˜i∗ δγ n
=− ∗ , = ,
dtn δ f˜i dtn δ f˜i
372 O.Ye. Hentosh
dΦ̃i δγ dΦ̃∗i δγ
= n∗ , = n , i = 1, N,
dtn δ Φ̃i dtn δ Φ̃i
where γ n := γn |l=l(l̃,f˜i ,f˜∗ ,Φ̃i ,Φ̃∗ ) ∈ D(G ∗ × W 2N |2N ) and γn ∈ I(G ∗ ) is a Casimir
i i
functional at the point l ∈ G ∗ for every n ∈ N.
Now, by means of simple calculations via the formula

L = B L̃B ∗ ,

where B : T (G ∗ ⊕ W 2N |2N ) → T (G ∗ ⊕ W 2N |2N ) is the Fréchet derivative of (3.8),
one finds easily the following form of the Poisson structure L on G ∗ ⊕ W 2N |2N :
⎛ ⎞
δγ δγ
⎜ l, − l, ⎟
⎜ δl + δl + ⎟
⎜ N
⎟
⎜ ⎟
⎜ −1 δγ δγ −1 ∗ ⎟
⎜ + −fi Dθ1 Dθ2 + ∗ Dθ 1 Dθ 2 fi ⎟
⎜ δfi δfi ⎟
⎜ i=1 ⎟
⎜ ⎟
⎜ −Φi Dθ1 D−1 δγ − δγ Dθ1 D−1 Φ∗i ⎟
⎜ θ2
δΦi δΦ ∗ θ2 ⎟
⎜ i ⎟
∗ ∗ L ⎜ δγ δγ ⎟
∇γ(l, fi , fi , Φi , Φi ) → ⎜ + f ⎟ , (3.9)
⎜ δf ∗ δl
i ⎟
⎜ i +∗ ⎟
⎜ ⎟
⎜ −
δγ
−
δγ ∗ ⎟
⎜ fi ⎟
⎜ δfi δl ⎟
⎜ + ⎟
⎜ δγ δγ ⎟
⎜ − ∗+ Φi ⎟
⎜ δΦi δl + ⎟
⎜ ∗ ⎟
⎝ δγ δγ ∗
⎠
− − Φ
δΦi δl + i
where i = 1, N, (l, fi , fi∗ , Φi , Φ∗i ) ∈ G ∗ ⊕ W 2N |2N , and γ ∈ D(G ∗ ⊕ W 2N |2N ) is an
arbitrary smooth functional. Thereby, one can formulate the following theorem.
Theorem 3.2. The hierarchy of dynamical systems (2.8), (2.12) and (2.13) is a
Hamiltonian one with respect to the Poisson structure L in the form (3.9) and the
functionals γ n := γn ∈ I(G ∗ ), n ∈ N, which are Casimir invariants on G ∗ .
Based on the expression (3.4), one can construct a new hierarchy of Hamilton-
ian evolution equations describing commutative flows generated on the extended
phase space G ∗ ⊕ W 2N |2N by Casimir invariants γn ∈ I(G ∗ ), n ∈ N, involutive with
respect to the Lie-Poisson bracket (2.4). The evolution equation hierarchy of this
type associated with a super-integro-differential operator of two anticommuting
variables in the form (2.1) with m = 1 was obtained in [25].
4. The additional symmetry hierarchies

The hierarchy (2.8), (2.12) and (2.13) of evolution equations possesses another
natural set of invariants that includes all higher powers of the eigenvalues λk ,
k = 1, N, m ∈ N. The latter can be considered as Fréchet-smooth functionals on

the space G ∗ ⊕ W 2N |2N due to the evident representation
λsk = fk∗ , ls fk + Φ∗k , ls Φk , (4.1)
s ∈ N, which holds under the normalizing constraints
fk∗ , fk + Φ∗k , Φk = 1.
In the case of the Backlund transformation (3.7), where

N
l := l+ + (fi Dθ1 Dθ−1
2
2
Φ∗i ),
i=1
the formula (4.1) gives rise to the following variation of the functionals λsk ∈
D(G ∗ ⊕ W 2N |2N ), k = 1, N:
δλsk = δfk∗ , ls fk + fk∗ , ls (δfk )
+ δΦ∗k , ls Φk + −Φ∗k , ls (δΦk )
+ fk∗ , (δls )fk + −Φ∗k , (δls )Φk
N
7 8
s
= (δl+ , Mk ) + δfi , (−Mks + δki ls )∗ fi∗
i=1
7 8 7 8
+ δfi∗ , (−Mks + δki ls )fi + δΦi , (Mks − δki ls )∗ Φ∗i

7 ∗ s i s
8
+ δΦi , (−Mk + δk l )Φi ,
where δki is the Kronecker delta and the operators Mks , s ∈ N, are determined as

s−1

Mks := (lp fk )Dθ1 Dθ−1
2
(l∗(s−1−p) fk∗ ) + (lp Φk )Dθ1 Dθ−1
2
(l∗(s−1−p) Φ∗k ) .
p=0
Thus, one obtains the exact form of the gradients for the functionals λsk ∈ D(Ĝ ∗ ⊕
W 2N |2N ), k = 1, N:
⎛ ⎞
Mks
⎜ (−M s + δ i ls )∗ f ∗ ⎟
⎜ k k i ⎟
∇λk (l+ , fi , fi , Φi , Φi ) = ⎜
s ∗ ∗
⎜ (−M
s i s
k + δk l )fi ⎟ ,
⎟ (4.2)
⎝ (Mks − δki ls )∗ Φ∗i ⎠
(−Mks + δki ls )Φi
where i = 1, N. By means of the expression (4.2), the tensor product L̃ of the

Poisson structures (3.1) and (3.2) generates a new hierarchy of coupled evolution
equations on G ∗ ⊕ W 2N |2N :
dl+ /dτs,k = −[Mks , l̂+ ]+ , (4.3)
374 O.Ye. Hentosh
dfi /dτs,k = (−Mks + δki ls )fi ,

dfi∗ /dτs,k = (Mks − δki ls )∗ fi∗ ,
dΦi /dτs,k = (−Mks + δki ls )Φi ,
dΦ∗i /dτs,k = (Mks − δki ls )∗ Φ∗i , (4.4)
where i = 1, N and τs,k , s = 1, N, k = 1, N , are evolution parameters. Owning
to the Backlund transformation (3.8), the equation (4.3) can be rewritten as the
following equivalent commutator relation:

s−1

s−1

dl/dτs,k = −[Mks , l] = − λpk νks−p−1 [Mk1 , l] = λpk νks−p−1 dl/dτ1,k . (4.5)
p=0 p=0
Thereby, one can formulate the following theorem:

Theorem 4.1. For every k = 1, N and s ∈ N, the dynamical systems (4.5) and
(4.4) are Hamiltonian ones with respect to the Poisson structure L in the form
(3.9) and the invariant functionals γ s := λsk ∈ D(G ∗ ⊕ W 2N |2N ).
Theorem 4.2. The dynamical systems (4.5) and (4.4) describe flows on G ∗ ⊕
W 2N |2N commuting both with each other and with the hierarchy of Lax-type dy-
namical systems (2.8), (2.12) and (2.13).
Proof. To prove the latter theorem, it is sufficient to show that
[d/dtn , d/dτ1,k ] = 0, [d/dτ1,k , d/dτ1,q ] = 0, (4.6)
where k, q = 1, N and n ∈ N. The first equality in the formula (4.6) follows from
the identities
d(∇γn (l))+ /dτ1,k = [(∇γn (l))+ , M11 ]+ ,
dM11 /dtn = [(∇γn (l̂))+ , M11 ]− ,
and the second one is a consequence of the relationship
dMk1 /dτ1,q − dMq1 /dτ1,k = [Mk1 , Mq1 ].
Thus, for every k = 1, N and all s ∈ N, the dynamical systems (4.5) and (4.4)
on G ∗ ⊕ W 2N |2N form a hierarchy of additional homogeneous symmetries for the
Lax-type flows (2.8), (2.12) and (2.13) on G ∗ ⊕ W 2N |2N .
It was the work [19] where, for the first time, the additional symmetry hi-
erarchies for Lax integrable (1|1 + 1)-dimensional nonlinear dynamical systems
associated with the Lie algebra of super-integro-differential operators of one an-
ticommuting variable were described as commutator-type flows. They were also
used to construct integrable (2|1 + 1)-dimensional dynamical systems in [14, 20].
The additional symmetry hierarchies for the integrable (2 + 1)-dimensional non-
linear dynamical systems on the dual space to the centrally extended Lie algebra
of matrix integro-differential operators were obtained in [18].
5. The integrable (2|2 + 1)-dimensional Davey-Stewartson system

If N ≥ 2, then one can obtain a new class of nontrivial independent Hamiltonian
0K
flows d/dTn := d/dtn + k=1 d/dτn,k , K = 1, [N/2], n ∈ N, on G ∗ ⊕ W 2N |2N
in the Lax-type forms by using the above-considered invariants for the Lie algeb-
ra G. Acting on the eigenfunctions (fi , fi∗ , Φi , Φ∗i ) ∈ W 2N |2N , i = 1, N, these flows
generate Lax integrable (1|2+1)-dimensional supersymmetric nonlinear dynamical
systems. For example, in the case of the element

2
l := ∂ + (fi Dθ1 Dθ−1
2
fi∗ + +Φi Dθ1 Dθ−1
2
Φ∗i ) ∈ G ∗ (5.1)
i=1
with (f1 , f2 , f1∗ , f2∗ , Φ1 , Φ2 , Φ∗1 , Φ∗2 ) ∈ W 4|4 , the flows d/dτ := d/dτ1,1 and d/dT :=
d/dT2 = d/dt2 + d/dτ2,1 on G ∗ ⊕ W 4|4 , which act on the functions fi , fi∗ , Φi , Φ∗i ,
i = 1, 2, give rise to these supersymmetric nonlinear dynamical systems:
∗ ∗
f1,τ = f1,x + u1 f2 − α1 Φ2 , f1,τ = f1,x + ū1 f2∗ + ᾱ1 Φ∗2 ,
Φ1,τ = Φ1,x + α2 f2 − u2 Φ2 , Φ∗1,τ = Φ∗1,x + ᾱ2 f2∗ + ū2 Φ∗2 , (5.2)
∗
f2,τ = −ū1 f1 + ᾱ2 Φ1 , f2,τ = −u1 f1∗ − α2 Φ∗1 ,
Φ2,τ = −ᾱ1 f1 − ū2 Φ1 , Φ∗2,τ = −α1 f1∗ + u2 Φ∗1 , (5.3)
and
f1,T = f1,xx + f1,τ τ + w2 (Dθ1 Dθ2 f1 ) + w1 (Dθ1 f1 ) + w3 (Dθ2 Φ1 )
+ (w0 + 2v1,τ − (f1 f1∗ + Φ1 Φ∗1 )2 )f1 − 2βτ Φ1 ,
∗ ∗ ∗ ∗ ∗
f1,T = −f1,xx − f1,τ τ − w2 (Dθ1 Dθ2 f1 ) + (w1 + (Dθ2 w2 ))(Dθ1 f1 )
+ (w3 − (Dθ1 w2 ))(Dθ2 f1∗ ) − (w0 + (Dθ1 w1 ) + (Dθ2 w3 )
+ 2v1,τ − (f1 f1∗ + Φ1 Φ∗1 )2 )f1∗ − 2β̄τ Φ∗1 ,
Φ1,T = Φ1,xx + Φ1,τ τ + w2 (Dθ1 Dθ2 Φ1 ) + w1 (Dθ1 Φ1 ) + w3 (Dθ2 Φ1 )
+ (w0 − 2v2,τ − (f1 f1∗ + Φ1 Φ∗1 )2 )Φ1 + 2β̄τ f1 ,
Φ∗1,T = −Φ∗1,xx − Φ∗1,τ τ − w2 (Dθ1 Dθ2 f1∗ ) + (w1 + (Dθ2 w2 ))(Dθ1 Φ∗1 )
+ (w3 − (Dθ1 w2 ))(Dθ2 Φ∗1 ) − (w0 + (Dθ1 w1 ) + (Dθ2 w3 )
− 2v2,τ − (f1 f1∗ + Φ1 Φ∗1 )2 )Φ∗1 − 2βτ f1∗ , (5.4)
f2,T = f2,xx + f2,τ τ + w2 (Dθ1 Dθ2 f2 ) + w1 (Dθ1 f2 ) + w3 (Dθ2 f2 )
+ (w0 − (f1 f1∗ + Φ1 Φ∗1 )2 )f2 − ū1 f1,τ − ᾱ2 Φ1,τ + ū1,τ f1 − ᾱ2,τ Φ1 ,
∗ ∗ ∗ ∗ ∗
f2,T = −f2,xx − f2,τ τ − w2 (Dθ1 Dθ2 f2 ) + (w1 + (Dθ2 w2 ))(Dθ1 f2 )
+ (w3 − (Dθ1 w2 ))(Dθ2 f2∗ ) − (w0 + (Dθ1 w1 ) + (Dθ2 w3 )
− (f1 f1∗ + Φ1 Φ∗1 )2 )f2∗ + u1 f1,τ
∗
+ α2 Φ∗1,τ − u1,τ f1∗ − α2,τ Φ∗1 ,
Φ2,T = Φ2,xx + Φ2,τ τ + w2 (Dθ1 Dθ2 Φ2 ) + w1 (Dθ1 Φ2 ) + w3 (Dθ2 Φ2 )
+ (w0 − (f1 f1∗ + Φ1 Φ∗1 )2 )Φ2 − ᾱ1 f1,τ − ū2 Φ1,τ + ᾱ1,τ f1 + ū2,τ Φ1 ,
376 O.Ye. Hentosh
Φ∗2,T = −Φ∗2,xx − Φ∗2,τ τ − w2 (Dθ1 Dθ2 Φ∗2 ) + (w1 + (Dθ2 w2 ))(Dθ1 Φ∗2 )
+ (w3 − (Dθ1 w2 ))(Dθ2 Φ∗2 ) − (w0 + (Dθ1 w1 ) + (Dθ2 w3 )
− (f1 f1∗ + Φ1 Φ∗1 )2 )Φ∗2 − α1 f1,τ
∗
− u2 Φ∗1,τ − α1,τ f1∗ + u2,τ Φ∗1 , (5.5)
where
(Dθ1 v1 ) = (Dθ2 f1 f1∗ ) , (Dθ1 v2 ) = (Dθ2 Φ1 Φ∗1 ),
(Dθ1 β) = (Dθ2 f1 Φ∗1 ) , (Dθ1 β̄) = (Dθ2 f1∗ Φ1 ), (5.6)
(Dθ1 u1 ) = (Dθ2 f1 f2∗ ) , (Dθ1 u2 ) = (Dθ2 Φ1 Φ∗2 ),
(Dθ1 ū1 ) = (Dθ2 f1∗ f2 ) , (Dθ1 ū2 ) = (Dθ2 Φ∗1 Φ2 ),
(Dθ1 α1 ) = (Dθ2 f1 Φ∗2 ) , (Dθ1 α2 ) = (Dθ2 Φ1 f2∗ ),
(Dθ1 ᾱ1 ) = (Dθ2 f1∗ Φ2 ) , (Dθ1 ᾱ2 ) = (Dθ2 Φ∗1 f2 ). (5.7)
In the above, (∇γ2 (l))+ := ∂ 2 + w0 + w1 Dθ1 + w3 Dθ1 + w2 Dθ1 Dθ1 for some func-
tions w0 , w2 ∈ C ∞ (S × Λ1 ; C1|0 ) and w1 , w3 ∈ C ∞ (S × Λ1 ; C0|1 ) that depend
parametrically on the variables τ, T ∈ R. The Lax-type flow d/dt2 associated with
the element (5.1) was first constructed in [25].
Together, the systems (5.2)–(5.7) represent a Lax integrable (2|2 + 1)-dimen-
sional nonlinear dynamical system with an infinite sequence of local conservation
laws in the form (2.7). Its Lax-type linearization is given by the spectral prob-
lem (2.9) and the following evolution equations for an arbitrary eigenfunction
f ∈ W 1|0 or f ∈ W 0|1 :
fτ = −M11 f, (5.8)
fT = ((∇γ2 (l))+ − M12 )f, . (5.9)
The relations (5.8) and (5.9) give rise to the additional nonlinear constraints:
w0,τ = 2w1 (f1 (Dθ2 f1∗ ) − Φ1 (Dθ2 Φ∗1 )) − 2w3 (f1 (Dθ1 f1∗ )
− Φ1 (Dθ1 Φ∗1 )) − 2w2 ((Dθ2 f1 )(Dθ2 f1∗ ) − (Dθ2 Φ1 )(Dθ2 Φ∗1 ))
∗
− 2w2 (f1 f1,x ) + Φ1 Φ∗1,x )) + (−w2,x − (Dθ1 w1 )
+ (Dθ1 w1 ))(f1 f1∗ + Φ1 Φ∗1 ) + 2(f1 (Dθ1 Dθ2 f1∗ ) + Φ1 (Dθ1 Dθ2 Φ∗1 ))x ,
w2,τ = 2(f1 f1∗ + Φ1 Φ∗1 )x ,
w1,τ = (−2w3 + Dθ1 )(f1 f1∗ + Φ1 Φ∗1 ) − w2 ((Dθ1 f1 )f1∗
+ (Dθ1 Φ1 ))Φ∗1 ) + w2 (f1 (Dθ1 f1∗ ) − Φ1 (Dθ1 Φ∗1 ))
− 2(f1 (Dθ2 f1∗ ) − Φ1 (Dθ2 Φ∗1 ))x ,
w3,τ = (2w1 + (Dθ2 w2 ))(f1 f1∗ + Φ1 Φ∗1 ) − w2 ((Dθ2 f1 )f1∗
+ (Dθ2 Φ1 ))Φ∗1 ) + w2 (f1 (Dθ2 f1∗ ) − Φ1 (Dθ2 Φ∗1 ))
+ 2(f1 (Dθ1 f1∗ ) − Φ1 (Dθ1 Φ∗1 ))x . (5.10)
When f1 := ψ, f1∗ := −θ1 θ2 ψ ∗ , f2 = f2∗ = 0, and Φ1 = Φ∗1 = Φ2 = Φ∗2 = 0, the

equations (5.2), (5.4), (5.6), and (5.10) are reduced to the Lax integrable (2 + 1)-
dimensional Davey-Stewartson system [26, 3]:
ψT = ψxx + ψτ τ + 2(S − 2ψψ ∗ )ψ,
ψT∗ = −ψxx
∗
− ψτ∗τ − 2(S − 2ψψ ∗ )ψ ∗ ,
Sxτ = (∂/∂x + ∂/∂τ )2 ψψ ∗ ,
where 2S := w00 + 2v1,τ
0
+ 4ψψ ∗ , w0 := w00 , v1,τ := v1,τ
0
, and ψ, ψ ∗ ∈ L∞ (S1 ; C).
Therefore, the Lax integrable (2|2 + 1)-dimensional supersymmetric general-
ization of the Davey-Stewartson system [3, 26] is obtained above by using addi-
tional symmetry hierarchies for the Lax integrable (1|2 + 1)-dimensional nonlinear
dynamical systems associated with the Lie algebra of super-integro-differential
operators of two anticommuting variables.
The method of additional symmetries, developed above, is efficient in con-
structing a wide class of (2|2+1)-dimensional supersymmetric nonlinear dynami-
cal systems with triple Lax-type linearization. The latter makes it possible to find
soliton type solutions of constructed systems via the binary Darboux-Backlund
transformations [27, 28].
6. Conclusion
The above-constructed Lie-Backlund transformation (3.8) on the dual space G ∗
to the Lie algebra G of super-integro-differential operators of two anticommuting
variables allows one to establish that the coupled dynamical systems (2.8), (2.12)
and (2.13) on the extended phase space G ∗ ⊕W 2N |2N are Hamiltonian with respect
to the Poisson structure obtained from the tensor product of two canonical Poisson
structures and the corresponding Casimir functionals are their Hamiltonians. By
means of the Lie-Backlund transformation (3.8), it is shown that the obtained
Poisson structure and natural powers of suitable eigenvalues of associated spectral
and adjoint spectral problems generate a set of additional symmetry hierarchies
for the dynamical systems (2.8), (2.12) and (2.13).
It should be noted that the structure of the Lie-Backlund transformation (3.8)
strongly depends on the ad-invariant scalar product chosen for an operator Lie al-
gebra G and on the Lie algebra decomposition [10]. Since there exist other possibil-
ities of choosing ad-invariant scalar products on G, such decompositions naturally
give rise to other Lie-Backlund transformations.
A new method for constructing integrable (2|2 + 1)-dimensional dynamical
systems with triple Lax-type linearizations arising as Hamiltonian flows on the
extended phase space G ∗ ⊕ W 2N |2N is represented. Due to the triple Lax-type
linearizations, their soliton type solutions can be found by means of the Darboux-
Backlund transformations [27, 28]. For the multi-dimensional supersymmetric dy-
namical systems of this type, the reduction procedure [3, 5, 29] upon nonlocal
invariant subspaces can be developed as well.
378 O.Ye. Hentosh
Acknowledgment
The author would like to thank Prof. A.K. Prykarpatsky for useful discussions.
References
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Oksana Ye. Hentosh

3B Naukova St.
79060 Lviv, Ukraine
e-mail: ohen@ukr.net
Operator Theory:

On the Modified Spectral Stefan Problem

and Its Abstract Generalizations
N.D. Kopachevsky and V.I. Voytitsky
The paper is dedicated to brothers Mark and Selim Kreins
Abstract. The aim of this work is to study the properties of the multi-compo-
nent spectral problem generated by the linearized modified Stefan problem.
On the basis of the abstract Green’s formula for a triple of Hilbert spaces,
proved by N.Kopachevsky and S.Krein, an abstract generalization of the spec-
tral problem is considered. Studying auxiliary abstract boundary value prob-
lems and properties of the corresponding operators, we prove that the spec-
trum consists of real normal eigenvalues and that the system of eigenelements
forms an orthonormal basis in some Hilbert space.
Mathematics Subject Classification (2000). Primary 35P05; Secondary 35P10.
Keywords. Spectral problem, abstract Green’s formula, Hilbert space, embed-
ding of spaces, compact self-adjoint operator, normal eigenvalues, orthonormal
basis.
1. Introduction
The Stefan problem is a mathematical model for description of phase transitions
from one aggregate state to another. The problem belongs to a class of nonlinear
boundary value problems where the temperature of the substance and the form
of the unknown dynamic interphase boundary are to be found. In the classical
statement of the Stefan problem, the boundary is determined by the Stefan con-
dition and the fact that the temperature of the substance is equal to the melting
temperature (see, e.g., [1]).
In the late 80ies of the last century, a more precise statement of the mathe-
matical model for phase transitions was considered in a number of works (see, e.g.,
[2]–[4]). The kinetic, or so-called Hibbs-Thomson, law for the interphase boundary
was used. The corresponding nonlinear problem came to be called the modified
Stefan problem.
382 N.D. Kopachevsky and V.I. Voytitsky
In nonlinear problems, the method of reduction of the problem to the study

of model initial-boundary value problems is usually used. At the same time, the
properties of a nonlinear boundary value problem are essentially determined by the
properties of solutions of the model problems. This fact stimulates us to consider
new linear spectral problems generated by the modified Stefan problem.
In this paper, we study the abstract spectral problem generated by the mod-
ified Stefan problem with the Hibbs-Thomson conditions from [5] (see also [6] and
[7]). Using the abstract Green’s formula for a mixed boundary value problem,
proved by N. Kopachevsky (see [8], [9]), and studying the operators of auxiliary
boundary value problems, we prove the basis property of the system of eigenele-
ments and some properties of the spectrum. More precisely, we show that: the
spectrum consists of real normal eigenvalues; there exists a branch of positive
eigenvalues with a unique limit point +∞, a finite or an infinite number of nega-
tive eigenvalues and, possibly, zero-eigenvalue.
The present paper continues the investigations [10], [11] and [9].
2. On the modified and model Stefan problems

In [5] (see also [6]), the following statement of the modified Stefan problem is
considered. It is necessary to find the unknown fields of temperature uj (x, t) (j =
1, 2), given in time-varying domains Ωj (t) ⊂ Rm (Ω1 (t) ⊂ Ω2 (t)), and the unknown
interphase boundary Γ(t) if these functions satisfy the equations
∂uj
− ∇(Aj (x, t)∇uj ) = fj (in Ωj (t)), j = 1, 2, (2.1)
∂t
the boundary conditions
l0 Vn = A2 ∇u2 · nt − A1 ∇u1 · nt (on Γ(t)); (2.2)
uj = −σ(x, t)K(x, t) − (x, t)σ(x, t)Vn (on Γ(t)), j = 1, 2; (2.3)
u2 = g (on ∂Ω2 (t) \ Γ(t)), (2.4)
and the initial values
uj |t=0 = ϕ0j (in Ωj (0)), j = 1, 2. (2.5)
Here: l0 > 0 is the latent heat of crystallization; nt is the unit normal to Γ(t)
(outward to the Ω1 (t)); Vn is the velocity of Γ(t) in the direction of nt ; σ(x, t) > 0 is
the surface tension; K(x, t) is the mean curvature of Γ(t) at point (x, t); (x, t) > 0
or ≡ 0 is a relaxation parameter. We also assume that the coefficients ajkl (x, t)
of the matrices Aj (x, t) satisfy the condition of ellipticity:

m
0 < c0j ≤ ajkl (x, t)ξk ξl ≤ c−1
0j , t ∈ [0, T0 ], ξ ∈ Rm , |ξ| = 1, j = 1, 2.
k,l=1
(2.6)
In the above statement, (2.2) is the Stefan condition, and (2.3) is determined by
the Hibbs-Thomson law.
On the Modified Spectral Stefan Problem 383
By using some additional conditions, it is proved in [5] that problem (2.1)–

(2.5) has a unique classical solution on a sufficiently small [0, T ], T < T0 . This
fact is established by reducing the problem to answering the question whether the
model linear problem
∂uj
− aj (P )Δuj = 0 (in Rjm ), j = 1, 2; (2.7)
∂t
∂ζ
2
∂uj
l0 + (−1)j aj (P ) = g1 (on Γ0 ); (2.8)
∂t j=1 ∂n1
∂ζ
uj − σ(P )ΔΓ0 ζ + β(P )ζ + α(P ) = g2 (on Γ0 ); (2.9)
∂t
uj |t=0 = 0, ζ|t=0 = 0, (2.10)
has a unique solution for each point P ∈ Γ(0). In [5], problem (2.7)–(2.10) is
considered in the half-spaces Rjm := {x ∈ Rm : (−1)j xm > 0}, j = 1, 2, divided
by the hyperplane Γ0 := {x ∈ Rm : xm = 0}. Here, besides the functions uj (t, x),
there is a new unknown function ζ(t, x), x ∈ Γ0 , in the boundary conditions. It
determines small movements of Γ(0). For each P ∈ Γ(0), the values aj (P ) and
σ(P ) are positive constants, the constant α(P ) := (P )σ(P ) ≥ 0, and
∂
m−1
β(P ) := ϕ0j (P ) − 2
σ(P )K0k (P ) (2.11)
∂n0
k=1
is of R. In (2.11), K0k (P ), k = 1, . . . , m − 1, are the principal curvatures of Γ(0)

at the point P .
In [5] (see also [6]), it is proved that in the case β(P ) > 0 for any P ∈ Γ(0),
problem (2.7)–(2.10) is a well-posed Cauchy problem. The properties of corre-
sponding spectral problem, considered in this paper, support this assertion.
3. Statement of the multi-component modified spectral

Stefan problem
Let us consider problem (2.7)–(2.10) for a set of bounded jointed domains Ωj ∈
Rm (j = 1, q := 1, . . . , q) with Lipshitz boundaries Γj := ∂Ωj . We also assume
that aj (P ) ≡ σ(P ) ≡ 1, l0 = 1.
Denote by Γjj (j = 1, q) the free part of Γj , and by Γjk (k = 1, q) that part
of the boundary of Ωj , that is jointed with the boundary of Ωk (k = j). Obviously,
Γjk = Γkj . If Ωj and Ωk are not jointed, then we assume that mes Γjk = 0. Suppose
that Γjk is a smooth (m − 1)-dimensional measurable manifold with boundary.
So, we can formulate the following linear multi-component transmission prob-

lem:
∂uj
− Δuj = fj (in Ωj ); (3.1)
∂t
∂ζjk ∂uj ∂uk
− − = hjk (on Γjk ); (3.2)
∂t ∂njk ∂nkj
γjk uj = γkj uk (on Γjk ); (3.3)
∂ζjk
γjk uj − ΔΓjk ζjk + βjk ζjk + αjk = gjk (on Γjk ); (3.4)
∂t
γjj uj = 0 (on Γjj ); (3.5)
ζjk = 0, (on ∂Γjk ); (3.6)
uj (0) = u0j (in Ωj ), ζjk (0) = 0
ζjk (on Γjk ). (3.7)
Here: uj (x, t), x ∈ Ωj , and ζjk (x, t), x ∈ Γjk , are unknown functions;

γjk uj := uj Γ , k > j; (3.8)
jk
∂/∂njk are normal derivatives; ΔΓjk are the Laplace-Beltrami operators acting
in the smooth manifolds Γjk ; αjk ≥ 0 and βjk ≥ 0 are given constants; u0j =
u0j (x), x ∈ Ωj , and ζjk
0 0
= ζjk (x), x ∈ Γjk , are given functions. We also suppose
that mes Γjj > 0.
Let us find normal solutions to the homogeneous problem corresponding to
(3.1)–(3.7):
uj (x, t) = uj (x)e−λt , x ∈ Ωj ; (3.9)
−λt
ζjk (x, t) = ζjk (x)e , x ∈ Γjk . (3.10)
We get the problem
−Δuj = λuj (in Ωj ); (3.11)
∂uj ∂uk
+ = −λζjk (on Γjk ); (3.12)
∂njk ∂nkj
γjk uj = γkj uk (on Γjk ); (3.13)
γjk uj + Bjk ζjk = λαjk ζjk (on Γjk ); (3.14)
γjj uj = 0 (on Γjj ). (3.15)
We will call this problem the multi-component modified spectral Stefan problem.
Here Bjk are linear self-adjoint operators acting in L2 (Γjk ):
Bjk ζjk := −ΔΓjk ζjk + βjk ζjk ,D(Bjk ) = {ζjk (x) ∈ H 2 (Γjk ) : ζjk |∂Γjk = 0}.
(3.16)
It is known that the spectrum of any Bjk consists of real normal eigenvalues with
a limit point +∞. For any βjk ∈ R, the operator Bjk is bounded below. It can
have no more than a finite number of non-positive eigenvalues (taking into account
their multiplicities).
4. Statement of the abstract spectral problem

Let us consider the abstract generalization of problem (3.11)–(3.15) on the basis of
the abstract Green’s formula for mixed boundary value problems (see [8] and [9]).
So, let Ej , Fj and Gj , j = 1, q, be given Hilbert spaces satisfying the following
conditions:
(i) any Fj is boundedly imbedded into Ej (notation: Fj ⊂→ Ej );

(ii) for every Fj , there exists an abstract trace operator γj : Fj → Gj such that
R(γj ) =: (G+ )j ⊂→ Gj .
Then it is proved in [12]–[16] (see also [17], [18]) that there exist the unique oper-
ators
Lj : D(Lj ) = Fj → Fj∗ ⊃ Ej ; (4.1)

∂j : D(∂j ) = Fj → (G+ )∗j =: (G− )j ⊃ Gj , (4.2)
such that the abstract Green’s formula holds:
ηj , Lj uj Ej = (ηj , uj )Fj − γj ηj , ∂j uj Gj , ∀ηj , uj ∈ Fj , j = 1, q. (4.3)
Further constructions are taken from articles [8] and [9]. Assume that there
exist resolutions
Q
q
q
Gj = Gjk , (G+ )j = (+̇)(G+ )jk , j = 1, q, (4.4)
k=1 k=1
where (G+ )jk ⊂→ Gjk ⊂→ (G+ )∗jk , ∀j, k = 1, q, and (G+ )jk = (G+ )kj , Gjk =
Gkj , (G+ )∗jk = (G+ )∗kj . Let ρjk : (G+ )j → (G+ )jk and ωjk : (G+ )jk → (G+ )j
be the abstract restriction operators and the operators of extension by zero re-
spectively, Ijk := ρjk ωjk being the identity operators in (G+ )jk . Then any pjk :=
ωjk ρjk : (G+ )j → (G+ )j is a projection in (G+ )j . Suppose that pjk are continuous
projections; then (4.3) implies

q
ηj , Lj uj Ej = (ηj , uj )Fj − γjk ηj , ∂jk uj Gjk , ∀ηj , uj ∈ Fj , j = 1, q, (4.5)
k=1
where
∗
γjk := ρjk γj : Fj → (G+ )jk , ∂jk := ωjk ∂j : Fj → (G+ )∗jk . (4.6)
Here γjk are the abstract bounded operators that generalize the bounded trace
operators (3.8) acting on a part of the boundary, and ∂jk generalize the normal
derivatives defined on a part of the boundary.
According to the previous constructions, we can formulate the following ab-

stract spectral transmission problem:
Lj uj = λuj (in Ej ); (4.7)
∂jk uj + ∂kj uk = (−λ)ζjk (in Gjk ); (4.8)
γjk uj = γkj uk (in Gjk ); (4.9)
γjk uj + Vjk ζjk = λRjk ζjk (in Gjk ); (4.10)
γjj uj = 0 (in Gjj ). (4.11)
∗
We suppose here that: uj ∈ Fj and ζjk ∈ Gjk are unknown elements; Rjk = Rjk ∈
L(Gjk ), Rjk ≥ 0; the spectrum of every self-adjoint operator Vjk , acting in Gjk ,
is discrete, i.e., consists of normal eigenvalues. Let us denote by dVjk < ∞ the
dimension of Ker Vjk and by κVjk , 0 ≤ κVjk ≤ ∞, the number (taking into account
their multiplicities) of negative eigenvalues of Vjk .
We will refer to (4.7)–(4.11) as the abstract modified spectral Stefan problem.
Note that problem (3.11)–(3.15) is a special case of problem (4.7)–(4.11),
Mq where
Ej = L2(Ωj ), Fj = H 1 (Ωj ) ⊂→ L2 (Ωj ), Gj = L2 (Γj ) = k=1 L2 (Γjk ) and
γjk u = uΓ , γjk : Fj → (G+ )jk = H 1/2 (Γjk ) ⊂→ L2 (Γjk ).
jk
In this case, the restriction operators

ρjk ϕj := ϕj Γ , ∀ϕj ∈ H 1/2 (Γj ), (4.12)
jk
associate any function ϕj ∈ H (Γj ) with its part ϕjk , defined on Γjk ⊂ Γj . The
1/2
operators of extension by zero ωjk : H 1/2 (Γjk ) → H 1/2 (Γj ) are defined as follows:

ϕjk , x ∈ Γjk ,
ωjk ϕjk := (4.13)
0, x ∈ Γj \ Γjk .
Definitions (4.12) and (4.13) imply that ρjk ωjk are identities in H 1/2 (Γjk ). Hence,
the operators
pjk = ωjk ρjk : H 1/2 (Γj ) → H 1/2 (Γj ) (4.14)
have the property p2jk = pjk , i.e., they are projections. It is proved in [8] and [9]
that these operators pjk are bounded projections in H 1/2 (Γjk ) since ωjk and ρjk
are bounded (under some additional assumptions on boundaries Γj ).
Introduce the Hilbert spaces
Q
q Q
q
q
E := Ej , F := Fj , G := ⊕Gjk (4.15)
j=1 j=1 j=1 k>j
with corresponding scalar products. Let F0 be the subspace of all u ∈ F that

satisfy the main (in the sense of calculus of variations) boundary conditions:
, -
F0 := u = (u1 , . . . , uq ) ∈ F : γjk uj = γkj uk , γjj uj = 0, j = 1, q . (4.16)
Since any γjk : Fj → (G+ )jk is bounded, F0 is a subspace of F . We assume that
· F0 := · F .
Introduce these operators, acting on u ∈ F0 :

Lu := (L1 u1 , . . . , Lq uq ) ∈ F0∗ ; (4.17)

q
γu := γjk uj j=1,q,k>j ∈ G+ := (+̇)(G+ )jk ; (4.18)
j=1 k>j

q
∂u := ∂jk uj + ∂kj uk j=1,q,k>j ∈ (G+ )∗ := (+̇)(G+ )∗jk . (4.19)
j=1 k>j
Assume also that N := Ker γ ⊂ F0 and M := F0 ( N are infinite-dimensional
subspaces of the space F0 . Further constructions are based on the assumption that
N is dense in E (N = E) with respect to the norm of E. This property holds for
many problems of mathematical physics. For example, if q = 1, F = H 1 (Ω), E =
L2 (Ω), and γ is a trace operator on Γ = ∂Ω, Ω ⊂ Rm , then
N := Ker γ = H01 (Ω), H01 (Ω) = L2 (Ω). (4.20)
Since for all j, k = 1, q we have Fj ⊂→ Ej , (G+ )jk ⊂→ Gjk ; F0 ⊃ N and N
is dense in E, then F0 ⊂→ E and G+ ⊂→ G. Obviously, the operator γ : F0 → G+
is bounded, so, there exists some abstract Green’s formula corresponding to the
triple of Hilbert spaces E, F0 , G and the abstract trace operator γ. This formula
will be contain the operators L and ∂, given in (4.17) and (4.19) respectively.
Indeed, summing up the Green’s formulas (4.5) over j from 1 to q, we obtain

q
q
q
ηj , Lj uj Ej = (ηj , uj )Fj − (γjk ηj , ∂jk uj Gjk
j=1 j=1 j=1 k>j
q
+ γkj ηk , ∂kj uk Gjk ) + γjj ηj , ∂jj uj Gjj , ∀ηj , uj ∈ Fj . (4.21)
j=1
If now u = (u1 , . . . , uq ) ∈ F0 , η = (η1 , . . . , ηq ) ∈ F0 , then (4.21) implies

q
q
q
ηj , Lj uj Ej = (ηj , uj )Fj − γjk ηj , ∂jk uj + ∂kj uk Gjk , ∀η, u ∈ F0 .
j=1 j=1 j=1 k>j
(4.22)
By definitions (4.17)–(4.19) of the operators L, ∂, γ, we have an equivalent form
of the Green’s formula (4.22):
η, LuE = (η, u)F − γη, ∂uG , ∀η, u ∈ F0 . (4.23)
On the basis of the previous constructions, the abstract modified spectral
Stefan problem (4.7)–(4.11) can be rewritten as
Lu = λu (in E); (4.24)
∂u = (−λ)ζ (in G), (4.25)
γu + V ζ = λRζ (in G). (4.26)
Here u ∈ F0 and ζ ∈ G are unknown elements. In the resolution of G (see (4.15)),

we have V := diag (Vjk )j=1,q,k>j and R := diag (Rjk )j=1,q,k>j . So, the properties
of the operators V and R are similar to the corresponding properties of Vjk and
Rjk . More precisely, R = R∗ ∈ L(G), R ≥ 0, and the spectrum of the self-adjoint
operator V consists of real normal eigenvalues.
Let us denote by κV , 0 ≤ κV ≤ ∞, the number (taking account of their
multiplicities)
0 0of V and let dV := dim Ker V < ∞. Then
0 of negative eigenvalues
0
dV = qj=1 k>j dVjk , κV = qj=1 k>j κVjk . We will further suppose that the

operator (V GKerV )−1 exists and is compact.
It should be noted that abstract Green’s formula (4.23) allows us to consider
general problem (4.7)–(4.11). Then L and ∂ are any operators appearing in some
abstract Green’s formula constructed by arbitrary E, F, G, and γ that satisfy
(i) and (ii). Also, the operators V and R can be arbitrary ones that satisfy the
above-mentioned conditions.
Problem (4.24)–(4.26) (when V is sign definite and R ≡ 0) was studied earlier
in [10] and [11]. In the present, work we suggest another approach to problem
(4.7)–(4.11) and consider the general case.
5. The operator-matrix form of the abstract spectral problem

Now, we get the operator form of problem (4.24)–(4.26). For this purpose, we
consider so-called auxiliary boundary value problems of S.Krein and the operators
corresponding to them (see [14], Section 1.3). So, let a solution to (4.24)–(4.26) be
represented in the form u = v + w where v and w are solutions to the following
problems:
Lv = f (in E), ∂v = 0 (in G); (5.1)
Lw = 0 (in E), ∂w = ψ (in G). (5.2)
Here f := λu ∈ E, ψ := −λζ ∈ G.
It is proved in [13] (see also [14]) that (5.1) and (5.2) have the unique solutions
v = A−1 f = λA−1 u, w = T ψ = (−λ)T ζ, (5.3)
where A : D(A) → E is a self-adjoint positive definite operator of the Hilbert pair
(F0 ; E), and T : G → M ⊂ F0 is a bounded operator determined by the identity
(γw, ϕ)G = (w, T ϕ)F , ∀w ∈ F0 , ∀ϕ ∈ G. (5.4)
From (5.3) we have:
u = v + w = λA−1 u − λT ζ. (5.5)
Suppose further that F0 is compact embedded in E and G+ is compact embedded
in G (notations: F0 ⊂→ ⊂→ E, G+ ⊂→ ⊂→ G). Then the operators A−1 : E → E
and γ : F0 → G are compact.
Introduce
Q := γA−1/2 : E → G, Q∗ := A1/2 T : G → E. (5.6)
They are self-conjugate and compact since by (5.4)
(γA−1/2 w, ϕ)G = (A−1/2 w, T ϕ)F = (A1/2 A−1/2 w, A1/2 T ϕ)E

= (w, A1/2 T ϕ)E , ∀w ∈ E, ∀ϕ ∈ G.
It follows from (5.5) that problem (4.24)–(4.26) is equivalent to the problem
u = λA−1 u − λA−1/2 Q∗ ζ, (5.7)

γu + V ζ = λRζ. (5.8)
Substituting u from (5.7) into (5.8) we obtain:
u = λA−1 u − λA−1/2 Q∗ ζ, (5.9)

−1/2 ∗
λQA u − λQQ ζ + V ζ = λRζ. (5.10)
The matrix form of (5.9)–(5.10) is

I 0 u A−1 −A−1/2 Q∗ u
B ū := =λ =: λAū. (5.11)
0 V ζ −QA−1/2 QQ∗ + R ζ
Here ū := (u; ζ)t is an element of the Hilbert space H := E ⊕ G with the corre-
sponding norm ū 2H := u 2E + ζ 2G .
Obviously, the properties of the operators B and V are equivalent, i.e., the
spectrum of B consists of real normal eigenvalues, with the multiplicity of the
eigenvalue λ = 0 equal to dV < ∞.
Lemma 5.1. The operator A is a bounded self-adjoint positive operator acting in H.
Proof. The structure (5.11) of the operator-matrix A implies its self-adjointness

and boundedness. Let us prove that A is non-negative and Ker A = {0̄}. Indeed,

A−1 −A−1/2 Q∗ −A−1/2 −1/2

∗ + 0 0
A= = −A Q ≥ 0.
−QA−1/2 QQ∗ + R Q 0 R
If Aū = 0̄, then A−1 u − A−1/2 Q∗ ζ = 0 or A−1 u = T ζ =: v ∈ M. For elements

v ∈ M , we have Lv = 0 (see (5.2)). On the other hand, v = A−1 u implies
v ∈ D(A), i.e., ∂v = 0. Since problem (5.2) has a unique solution, we have v = 0.
Then u = 0 and ζ = 0 (Ker T = {0}). Therefore, Ker A = {0̄}.
So, problem (4.24)–(4.26) is reduced to problem (5.11), which is considered,

for example, in [14], Section 1.5. Such problems usually arise in studying oscillation
problems for mechanical systems with an infinite number of degrees of freedom.
Consider the special case of problem (5.11) when Ker B = {0̄}. In this case,
λ = 0 is an eigenvalue and 0 < dim Ker V =: dim G0 = dV < ∞. Introduce
H̃ := H ( G0 = E ⊕ G̃ where G̃ := G ( G0 . Denote by P̃ and P0 the corresponding
ortho-projections from G on G̃ and G0 respectively. Since A is self-adjoint, from

(5.11) we have:
⎛ ⎞⎛ ⎞ ⎛ −1 ⎞⎛ ⎞
I 0 0 u A A1 A2 u
⎝0 Ṽ 0⎠ ⎝ ζ̃ ⎠ = λ ⎝ A∗1 K1 K2 ⎠ ⎝ ζ̃ ⎠ . (5.12)
0 0 0 ζ0 A∗2 K2∗ K3 ζ0
Here Ṽ := P̃ V P̃ , ζ̃ := P̃ ζ, ζ0 := P0 ζ, A1 := −A−1/2 Q∗ P̃ , A2 := −A−1/2 Q∗ P0 ,
and Ki are blocks of the operator-matrix QQ∗ + R in the resolution G = G̃ ⊕ G0 .
Obviously, to λ = 0 there corresponds the orthonormal system consisting of
dV < ∞ elements of the form ū = (0; 0; ζ0 ) ∈ Ker B, ζ0 ∈ G0 .
If λ = 0, then (5.12) implies
A∗2 u + K2∗ ζ̃ + K3 ζ0 = 0. (5.13)
Since A is positive, the block K3 is a (dV × dV ) positive definite matrix. Hence,
the matrix K3−1 exists and is positive definite, too. Then
ζ0 = −K3−1 A∗2 u − K3−1 K2∗ ζ̃, (5.14)
and (5.12) implies

I 0 u −A2 K3−1 A∗2 + A−1 −A2 K3−1 K2∗ + A1 u
B̃ũ := =λ .
0 Ṽ ζ̃ −K2 K3−1 A∗2 + A∗1 −K2 K3−1 K2∗ + K1 ζ̃
(5.15)
Here Ker Ṽ = {0} and Ker B̃ = {0̃}. The matrix in the right-hand side of (5.15)
is a self-adjoint positive operator acting in H̃ = E ⊕ G̃. It is significant that the
block −A2 K3−1 A∗2 + A−1 of this matrix is a compact operator since in (5.12) the
block (A1 ; A2 ) = −A−1/2 Q∗ is compact.
So, in the case Ker B = {0̄} problem (5.11) can be reduced to (5.15) defined
on the subspace H̃ ⊂ H. This problem has the same form as (5.11), but now all
the operators have trivial kernels.
6. The main result

Consider the general problem (see (5.11))

I 0 u A11 A12 u
B̃ ũ = =λ =: λÃũ, ũ ∈ H̃ = E ⊕ G̃, (6.1)
0 Ṽ ζ̃ A21 A22 ζ̃
where Ker B̃ = {0̃} and Ã is a positive bounded operator having A11 ∈ S∞ (E) (if
Ker B = {0}, we can omit all “tildes” in (6.1)).
Let Ṽ = J|Ṽ | where J = J ∗ = J −1 and the operators |Ṽ | and |Ṽ |1/2 are
positive definite. Then they commute with J (see, e.g., [14], Section 1.5) and
therefore

I 0 I 0
B̃ = |B̃|1/2 J |B̃|1/2 , J = J ∗ = J −1 = , |B̃| = . (6.2)
0 J 0 |Ṽ |
By their constructions, the operators Ṽ , J, B̃, and J have the same number of
negative eigenvalues. Taking into account their multiplicities, it is equal to κV .
Making the substitutions
η := |Ṽ |1/2 ζ̃ ∈ G̃, (6.3)
û := (u; η) = |B̃|
t 1/2
ũ ∈ H̃, (6.4)
we can transform problem (6.1) to the problem

A11 A12 |Ṽ |−1/2 u
J û = λ = λC û, C := |B̃|−1/2 Ã|B̃|−1/2 .
|Ṽ |−1/2 A21 |Ṽ |−1/2 A22 |Ṽ |−1/2 η
(6.5)
Lemma 6.1. Operator C is a self-adjoint positive compact operator acting in H̃.
C is evident. Let us prove its compactness. By the

Proof. The self-adjointness of
assumption, the operator (V GKerV )−1 exists and is compact. So, |Ṽ |−1/2 is com-
pact. Also, we have A11 ∈ S∞ (E). Therefore, the operator-matrix C consists of
only compact operators, i.e., it itself is a compact operator.
Since λ = 0 is not an eigenvalue of (6.1), from (6.5) we have:

J C û = μû, μ := 1/λ. (6.6)
Problem (6.6) is an eigenvalue problem for a positive compact or J -positive com-
pact operator acting (subject to J ) in the Hilbert (κV = 0, J = I), or Pontryagin
(κV < ∞), or Krein (κV = ∞) space H̃J := E ⊕ G̃ with the metrics
[û, v̂] := (J û, v̂)H̃ . (6.7)
If H̃J is a Hilbert space, we can apply the theorem of Hilbert-Schmidt. Otherwise,
we can apply the theorems concerning the properties of J -self-adjoint compact
operators acting in J -space (see, e.g., [19]). So, we can prove the discreteness and
reality of the spectrum and the basis property of eigenelements in some J -space.
But in the particular problem (6.6) we always have the basis property of
eigenelements in some Hilbert space. Indeed, Theorem 6.1 implies that the operator
C 1/2 exists and is positive and compact. Substituting
η̂ := C 1/2 û ∈ H̃, (6.8)
into (6.5) and applying the operator C 1/2 to the left-hand side of (6.5), we have
Kη̂ := C 1/2 J C 1/2 η̂ = μη̂, μ := 1/λ. (6.9)
Obviously, the operator K is a compact self-adjoint operator acting in the Hilbert
space H̃, Ker K = {0}. The property R(C) = H̃ and (6.9) imply that the form
(Kη̂, η̂)H̃ takes positive values on the subspace of infinite dimension and negative
values on the subspace of dimension κV .
So, the theorem of Hilbert-Schmidt implies that the system of eigenelements
of K forms an orthonormal basis {η̂n }∞ n=1 in H̃ and the spectrum consists of positive
− κV
normal eigenvalues μ+k → +0 (k → ∞) and κV negative eigenvalues {μk }k=1 ,
−
where κV = ∞ implies μk → −0 (k → ∞).
Making the inverse substitutions into (6.8) and (6.4), we obtain the following
result.
Theorem 6.2 (on spectral properties). Problem (6.1) has a system of eigenelements
ũn := (un ; ζ̃n )t = |B̃|−1/2 ûn = |B̃|−1/2 C −1/2 η̂n that is complete in Hilbert space
H̃ = H ( G0 , G0 = Ker V. Here, {η̂n }∞ n=1 is an orthonormal basis in H̃ consisting
of eigenelements of K. The system {ũn }∞ n=1 also forms an orthonormal basis in
the energetic space H̃Ã of the operator Ã. For these elements the identities
(ũn , ũm )H̃ = (Ãũn , ũm )H̃ = (C ûn , ûm )H̃ = (η̂n , η̂m )H̃ = δnm (6.10)
Ã
hold. The spectrum of problem (6.1) ((5.11) and (4.24)–(4.26)) is real. It consists
of normal eigenvalues.
If dV = dim Ker V = 0, then the spectrum of (6.1) consists of positive
+ ∞
eigenvalues {λ+ k = 1/μk }k=1 with a limit point +∞ and κV negative eigenval-
ues {λk = 1/μk }k=1 , where κV = ∞ implies λ−
− − κV
k → −∞ (k → ∞). In this case,
{ũn }∞
n=1 = {ū } ∞
n n=1 = {(u ; ζ )}
n n n=1
∞
is a system of eigenelements of problems
(5.11) and (4.24)–(4.26) in the space H̃ = H = E ⊕ G.
If 0 < dV < ∞, then λ = 0 is an eigenvalue of finite multiplicity dV . The
system {(ũn ; 0)}∞n=1 of eigenelements in H = H̃⊕G0 can be completed to a complete
system in H by a finite number of elements (0; ζ0n ), ζ0n ∈ G0 , corresponding to
λ = 0 ({ζ0n } forms an orthonormal basis in G0 ).
Theorem 6.2 can be applied to 0the0
abstract modified spectral Stefan problem
(4.7)–(4.11). In the resolution G = qj=1 k>j ⊕Gjk we have V = diag (Vjk )j=1,q,k>j ,
⎛ ⎞ ⎛ ⎞
q q
H=E⊕G=⎝ ⊕Ej ⎠ ⊕ ⎝ ⊕Gjk ⎠ . (6.11)
j=1 j=1 k>j
0q 0 00q
Obviously, dV = j=1 k>j dVjk and κV = j=1 k>j κVjk .
The multi-component modified spectral Stefan problem (3.11)–(3.15) is also
a special case of (4.7)–(4.11). So, it has a complete system of eigenelements in the
space ⎛ ⎞ ⎛ ⎞
q q
H=E⊕G=⎝ ⊕L2 (Ωj )⎠ ⊕ ⎝ ⊕L2 (Γjk )⎠ (6.12)
j=1 j=1 k>j
0q 0
for dV = j=1 k>j dBjk = 0, V = diag (Bjk )j=1,q,k>j , or in the space H̃ =
H ( Ker V if dV > 0. Since Bjk = −ΔΓjk + βjk I, problem (3.11)–(3.15) has no
negative eigenvalues iff ∀j, k = 1, q : βjk ≥ −λ1 (−ΔΓjk ). Otherwise, it has (taking
0 0
into account their multiplicities) κV = qj=1 k>j κBjk negative eigenvalues.
The presence of negative eigenvalues corresponds to instability in the process
of phase transfer. It means that the corresponding initial-boundary value problem
is not a well-posed Cauchy problem. So, the spectral results that were obtained
here allow us to make the results from [5], where it was proved that the modified
Stefan problem is solvable whenever every βjk > 0, more precise.
References
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N.D. Kopachevsky
28 Prospekt Pobedy, Apt. 16
95034 Simferopol, Ukraine
e-mail: kopachevsky@crimea.edu
V.I. Voytitsky
9 Dm. Ulyanov Str., Apt. 2
95013 Simferopol, Ukraine
e-mail: victor.voytitsky@gmail.com
Operator Theory:

The Discontinuous Solution

for the Piece-homogeneous
Transversal Isotropic Medium
Oleksandr Kryvyy
Abstract. The method of the reduction of the problems about the inter-phase
defects in the piece-homogeneous transversal isotropic medium to the systems
of the 2D singular integral equations is proposed. The method is based on
the proposed way of solving the boundary Riemann problem in the space
of the generalized functions of the slow growth in part of the variables and
the discontinuous solution of the equations of the inhomogeneous transversal
isotropic elasticity obtained with the help of this method.
Mathematics Subject Classification (2000). 74G70; 74B05.
Keywords. Medium, generalized functions, inter-phase defect, potential, trans-
versal isotropy, discontinuous solution, boundary Riemann problem, singular
integral equation.
Introduction
The discontinuous solution for the isotropic medium allowing us to reduce the
problems about thin defects of arbitrary nature in the plane z = 0 to the 2D
systems of singular integral equations (SIE) is built in the article [1]. The stated
method is generalized for the case of the piece-homogeneous isotropic medium and
the problems about the circular inclusions with different conditions on the edges of
the inclusions are considered in the article [2]. In both cases the problems were con-
sidered in the classes of the piece-differential functions which laid the appropriate
limits on the loadings and complicated the substantiations of the constructions.
In the present article the problem about the inter-phase defects of the arbitrary
nature in the compound transversal isotropic medium is formulated in the form of
the boundary problem for the differential equations in the space of the generalized
functions of the slow growth S (R ) and is reduced to the Riemann problem in
3
S (R ). The method of solution of this problem summarizing the results of the

3
396 O. Kryvyy
articles [3, 4] is proposed. The stated method allowed us to find the discontinuous
solution for the piece-homogeneous transversal isotropic medium. As a result the
singular integral correlations which connect the jumps and sums of stresses and
displacements in the plane of the connection of the semi-mediums which enable us
to reduce the problems about the inter-phase defects of arbitrary nature directly
to the systems of singular integral equations are built.
1. The formulation of the problems about the defects and the

reduction of the problem to the Riemann problem in S (R3 )
Let the common nature defects (crack, exfoliated and non-exfoliated inclusions)
occupying the area Ω be in the plane of connection of two different transversal
isotropic semi-mediums z = 0. On the edges of the semi-mediums depending on
the type of the defects six of the following values are considered known:

6
{ζk± } = {vk }
6
, (x, y) ∈ Ω;
z=±0
v = {v k (x , y, z)} k=1,6 = {σ z , τyz , τxz , u , v , w } . (1.1)

Let us determine the integral correlations in the plane z = 0 to find the rest
of the functions from (1.1) which connect differences (jumps) and sums
± = {χ±
χ 6
k (x, y)} ,
χ± ± −
k = χk (x, y) = ζk (x, y) ± ζk (x, y), (x, y) ∈ R ;
+ 2
(1.2)
of the components of the vector displacements and the tensor of stresses. Let us
consider the stresses to be disappearing at infinity, as otherwise in view of linearity
the problem can be reduced [1] to the considered formulation if the solution of the
appropriate problem without crack is built.
Let us express the components of vector v in terms of the jumps (1.2). Let’s
name this solution in accordance with [1] the discontinuous solution for the piece-
homogeneous transversal isotropic medium. We can obtain the following system
of differential equations with z = 0 in the class of differential functions coming
from the equations of equilibrium and the generalized Hooke law [5] concerning
the components of the vector of the displacements u = {uj }3 = {vj+3 }3 .
D[∂1 , ∂2 , ∂3 ]u = 0, z = 0, (∂1 ≡ ∂/∂x, ∂2 ≡ ∂/∂y , ∂3 ≡ ∂/∂z ). (1.3)
D[∂1 , ∂2 , ∂3 ] = {Lkj }3 ,
L11 = a11 ∂12 + a66 ∂22 + a44 ∂32 , L22 = a66 ∂12 + a11 ∂22 + a44 ∂32 ,
L33 = a44 ∂12 + a44 ∂22 + a33 ∂32 , L12 = (a66 + a12 )∂12
2 2
, L13 = (a44 + a13 )∂13 ,
−
2
L23 = (a66 + a13 )∂23 , Ljk = Lkj , akj = θ(z)a+
kj + θ(−z)akj ,
1
a66 = (a11 − a12 ).
2
The Discontinuous Solution 397
The rest of the components of vector v can be found by the formulas

v1 = a11 (∂1 u1 + ∂2 u2 ) + a33 ∂3 u3 , v2 = a44 (∂2 u3 + ∂3 u2 ), (1.4)
v3 = a44 (∂3 u1 + ∂1 u3 ).
Let us present the solution of equation (1.3) coming from the presentations
of the Lame equations for the homogeneous transversal isotropic medium [6, 7] in
the following way
uj = ∂j (ψ1 + ψ2 ) + (−1)j ∂2−j ψ3 , j = 1, 2; u3 = ∂3 (κ1 ψ1 + κ2 ψ2 ), z = 0, (1.5)
functions ψj (j = 1, 3) satisfy the equations
Pj [∂1 , ∂2 , ∂3 ]ψj = 0, z = 0, (Pj = ∂32 + ξj2 (∂12 + ∂22 )). (1.6)
Piece-constants ξj2 = θ(z)(ξj+ )2 + (ξj− )2 θ(−z), (j = 1, 3) are the solutions of
the equations
a33 a44 ξ 4 + (a13 (a13 + 2a44 ) − a11 a33 )ξ 2 + a11 a44 = 0; a44 ξ 2 − a66 = 0;
−
the rest κj = θ(z)κ+
j + κj θ(−z), (j = 1, 2) allow the presentation
κj = (a11 − a44 ξj2 )(ξj2 (a13 + a44 ))−1 = (a11 + a44 )(ξj2 a33 − a44 )−1 .
Let Sp (R ) be the subspace of the generalized functions of the slow growth
3
g(x, y, z) ∈ S (R ) for which cz (g) ≤ p; cz (g) is the order of singularity [8] in

3
variable z.
Then coming from equation (1.6) concerning functions ψj (j = 1, 3) in the
subspace S1 (R ) we can obtain differential equations with discontinuous coeffi-
3
cients

1
7 8−
δ (k) (z) ∂31−k ψj , ψj ∈ S1 (R ).
2
Pj [∂1 , ∂2 , ∂3 ]ψj = fj , fj = (1.7)
k=0
Let Hm (R ) be a class of functions fω± (α,β) ∈ Sp (R ) which is analytical in

2 2
parameter ω = γ + iγi in each finite point of the complex plane with the exception
of, maybe, lines Imω = 0 and satisfying with |Im ω| > ε > 0 and with some integer
m the estimation
|fω (α, β)| ≤ Aε (1 + |ω|)m , (Aε < ∞) . (1.8)
The function fγ (α, β) ∈ S (R ) allows the analytical presentation in variable γ
3
2
if the function fω (α,β) ∈ Hm (R ) exists that (in the sense of convergence in the
2
space S(R ))
lim (fγ+iε (α, β) − fγ−iε (α, β)) = fγ+ (α, β) − fγ− (α, β) = f (α, β) . (1.9)
ε→0
Let Ωm (R ) be the subspace of generalized functions f ∈ S (R ), for which the

3 3
functions allowing analytical presentation (1.9) in variable γ belong to the class

Hm (R ). Let Ω ±,m± (R ) be the subspace of functions f± ∈ Ωm± (R ), for which
2 3 3
398 O. Kryvyy
functions fω± (α,β) ∈ Hm± (R2 ) allowing analytical presentation (1.9) accordingly
with ±Im ω < 0 have the form
fω± (α, β) = Mm±

m
ω k Φk (α,β), Φk ∈ S (R ), (Mm ≡ 0, m < 0) .
2
Mm (ω, α, β) = (1.10)
k=0
The following statements are true.
Theorem 1.1. Let g(x, y, z) ∈ Sp (R ),
3
g(x, y, z) = ∂1n1 ∂2n2 ∂3p g0 (x, y, z); (1.11)

g0 is the continuous function of the slow growth allowing the presentation g0 =
z n 0 g∗ (x, y, z), (n0 ≥ 0, g∗ (x, y, 0) = 0), then f = F3 [g] ∈ Ωp−n0 −1 (R ) , where Fn
3
is the n-dimensional Fourier transform operator.

Proof. Let’s introduce the Karleman-Fourier [9] transform of the functions g ∈
Sp (R ) taking into account (1.11) in the following way s = sign(Imω))
3

p ∗
F̂[g; ω] = (−iω) s θ(sz)z n0 fα,β (z)eiωz dz,
R
∗
fα,β (z) = (−iα)n1 (−iβ)n2 F2 [g∗ ]. (1.12)
According to [9] the function F̂[g; ω] is analytical with Imω = 0 and allows
the analytical presentation for f = F3 [g]. Let’s prove the estimation (1.8) taking
into account for definiteness Imω > ε > 0, then according to (1.12) we can write
∞ ∞
p n0 ∗ iωz p
F̂[g; ω] = (−iω) z fα,β (z)e dz = (−iω) z n0 fε (z)e(iω+ε)z dz.
0 0
∗
From which because of the limitation of the function fε (z) = fα,β (z)e−εz
with ε > 0 we shall obtain the estimation (Aε = n! max fε (z))
z∈(0;+∞)

∞

dz
p
F̂[g; ω] ≤ (−iω) n0
z fε (z)e (iω+ε)z

0

(−iω)p

= Aε ≤ Aε (1 + |ω|)p−n0 −1 ,
(iω + ε)n0 +1
The theorem is proved.

(R ) ∩ Sp ± (R ) where
3 3 3
Theorem 1.2. Let g± ∈ S±,p ±
(R ) = S±
% &
3

(R ) = g ± ∈ S (R ) supp g± = R2 × R± .
3
S±
Then f± = F3 [g± ] ∈ Ω ± , m± (R ), m± = p± − 1.
3
Proof. From the condition g± ∈ Sp ± (R3 ) the possibility of the presentation of the

form (1.11) follows and, hence, taking into account of g± ∈ S± the possibility of
the presentation
p± −1

g± = ∂3p (∂1n1 ∂2n2 g0± + z j ϕj (x, y)); ϕj ∈ S (R2 ) (1.13)
j=1
g0± (x, y, z) is the continuous function with bearer: supp g0± = R2 × R± . The pro-
perty F̂[g0± ; ω] ∈ Hp± (R ) and Theorem 1.1. complete the proof. The theorem is
2
proved.
Taking into account these theorems and applying the 3D Fourier transform
to the equations (1.7) we shall obtain the Riemann problem in parameter γ for
the definition of the transformations of the functions ψj (j = 1, 3) in subspaces
Ω ±,1 (R3 )
− −
j Ψj = −pj Ψj + Qj , (j = 1, 3)
p+ +
Ψ± 3
j = F3 [θ( ± z)ψj ] ∈ Ω ±,0 (R )). (1.14)
p±
j = θ(±z)P[−iα, −iβ, −iγ],

1 #7 8− $
Qj = 0
(−iγ)k νjk 0
(α, β), νjk = F2 ∂31−k ψj .
k=0
We shall implement the solution of the problems (1.14) being guided by the
given below method of the solution of the scalar problem in space S (R ).
3
2. About one method of the solution of the boundary Riemann

problem in one variable in space S (R3 )
The boundary Riemann problem in the scalar formulation in one variable in space
S (R3 ) consists in the following: it is necessary to find two functions f± ∈
Ω ±, m± (R ) which
3

(f+ ,ϕ) = (f− , G (α, β, γ) ϕ) + (q, ϕ) , (q ∈ S (R ), ϕ ∈ S R3 ) ,
3
(2.1)
q is the determined function, where g = F−1 3
3 [q] ∈ Sn (R ). G ∈ Θμ ,G = 0, Θμ is
3
the class of the Hölder multipliers in parameter γ, ((α,β) ∈ R2 ) in S(R ). It is
easy to note that in the considered spaces the statements, proved in [3], allow the
generalization of the statement.
Theorem 2.1. If f (α, β, γ) ∈ Ωp (R ), then the presentation
3
f = f+ − f− , f± ∈ Ω ±,p (R ) ,
3
(2.2)
is true. f± are determined up to the functions of the form Mp (α, β, γ) from (1.10).
400 O. Kryvyy
Theorem 2.2. Let f± (α, β, γ) ∈ Ω ± , m± (R3 ) , then if

(f+ , ϕ) = (f− , ϕ) , ϕ ∈ S(R3 ) (2.3)
then f+ = f− = Mp (α, β, γ) , p ≤ min {m+ , m− }, Mp (α, β, γ) is the function of
the form (1.9).
Proof. Let’s pass to the solution of the problem (2.1). Let the index of the coeffi-
cient be bounded: Indγ G = k < ∞, then according to [10, 11], the presentation
k
γ−i X+
G(α, β, γ) = , X± (α, β, γ) = lim X(α, β, ω); (2.4)
γ+i X− ω→α±i0
X(α, β, ω) = eKαβ (ω) ;

+∞
−k
1 τ −i dτ
Kα,β (ω) = ln G (α, β, τ ) .
2πi τ +i τ −ω
−∞
is true. X± ∈ Θμ are the boundary values of the functions, bounded at infinity,
analytical in variable γ, accordingly in the upper and lower half-spaces of the
complex plane ω. The presentation (2.4), Theorems 1.2, 2.1 and also that (γ + i)k ∈
Θμ allow us to write the condition (2.1) in the form
0 0 −1
− qk± , ϕ ∈ S(R )
k 3
f+ , ϕ = f− , ϕ , f±0
= f± (α, β, γ) (γ ± i) X± (2.5)
−1
= qk+ − qk− ,qk± ∈ Ω ±,n+k−1 (R ) .
3
qk = (γ + i) k qX+
The belonging of the functions f 0± according to the subspaces Ω ± (R ) is obvious.
3
∈ Ω ±,m+k (R ) and,
3
Let k ≥ 0, then if m ≥ n − 1 (m = min {m+ , m− } ), then f± 0
0
hence, on the basis of Theorem 2.2: f± = Mm+k (α, β, γ), where Mm+k are the
functions of the form (1.10). The solution of the problem (2.1) in this case will
take the following form:
−k
X± (Mm+k + qk± ) ∈ Ω ±,m (R )
3
f± (α, β, γ) = (γ ± i) (2.6)
If m < n − 1, then in accordance with Theorems 1.1 and 2.1 for the existence of
the solution of the problem (2.1) in the subspaces Ω ±,m (R ) it is necessary that
3
in the relation gk = ∂1n1 ∂2n2 ∂3k+n g0 , (gk = F−1

3 [qk ]) the function g0 should allow
the presentation
g0 (x, y, z) = z n ∗ g∗ (x, y, z) , g∗ (x, y, 0) = 0,
3
n∗ = n − m − 1, g∗ ∈ S(R ). (2.7)
In this case the solution of the problem (2.1) is also determined by the relations
(2.6). So the following statement has been proved.
Theorem 2.3. Let Indγ G (α, β, γ) = k ≥ 0, g = F−1 3

3 [q] ∈ Sn (R ), then if m ≥ n −
1 (m = min {m+ , m− } ), then the common solution of the problem (2.1) exists in
the subspaces Ω ±,m (R ) and is determined by the relations (2.6). If m < n−1, then
3
for the existence of the solution (2.10) in Ω ±,m (R3 ) it is necessary and sufficient
that the conditions (2.7) should be satisfied. Similarly the following statement is
determined on the basis of the theorems 2.1, 2.2, 1.2.
Theorem 2.4. Let Indγ G (α, β, γ) = k < 0, then if m ≥ n − 1 − k (m =
min {m+ , m− } ), the common solution of the problem (2.1) exists in the subspaces
Ω ±,m (R ) and is determined by the relations (2.6). If m < n − k − 1, then for
3
the existence of the solutions in Ω ±,m (R ) it is necessary and sufficient that the
3
condition (2.7) should be satisfied, in which n∗ = n − k − m − 1.
Consequence. Let m = n − 1, then if k ≥ 0, the problem (1.1) is solvable in

the subspaces Ω ±,m (R ), and if k < 0, then it is solvable in the determined
3
subspaces with the condition (2.7) being satisfied, in which n∗ = −k. The common
solution of the problem (2.1) is determined by the relations (2.6) and depends on
m + k (m + k > 0) of the arbitrary functions from the space S (R2 ).
3. The solution of the boundary problem and the construction

of integral relations
The results obtained above allow us to pass to the solution of the problem (1.14).
The presentation of the coefficients of the problem
p± ± ± 2 2 2 ± ±
j = (γ − ωj r)(γ + ωj r), r = α + β , ωj = iξj ,
and Theorem 2.1 allow us to transform the boundary condition (1.14) in the fol-
lowing way (j = 1, 3):
− − −
j − Qj = −gj Ψj − Qj ,
gj+ Ψ+ +
(3.1)
Here, the notations are introduced
γ ± ωj±
1
(−ir)k−1 (∓ωj∓ )k νjk
0
gj± = , Q± = .
γ ± ωj∓ j
k=0
(ωj+ + ωj− )(γ ± ωj∓ r)
According to [5] the condition Imωj± = 0 is true. For the sake of definiteness we
will consider Imωj± > 0 (Reξj± > 0), then the functions that stand in the right-
hand and the left-hand parts of the equality (3.1) belong to the spaces Ω ± , 1 (R )
3
accordingly. Hence, applying the theorem 2.2 and taking into account the property
lim Ψ±j = 0 let’s write the solution of the problem (1.14) in the form
γ→∞

1
(−ir)k−1 (∓ωj∓ )k νjk
0
Ψ±
j = ± , (j = 1, 3). (3.2)
k=0
(ωj+ + ωj− )(γ ± ωj± r)
0
The solutions (3.2) contain the jumps νjk of the functions ψj and their derivatives
∂3 ψj . Let’s express them in terms of the jumps of physical quantities on the plane
z = 0. To achieve this, applying the presentations (1.4) and (1.5) transformed with
the help of the Fourier transformation in variables x and y we will make up jumps
of stresses and displacements with z = 0 and invert the obtained equalities. As a
402 O. Kryvyy
0
result of the subsequent exclusion of νjk (α, β) we will get the following expressions
±
for the transformations Vj (α, β, z) = θ(±z)F2 [vj ] of the physical quantities (1.1)
2 2
± − k,± ± −1 − − ±
V1 = θ(±z) χ̃1 q11 ek − r ((−iβ)χ̃2 + (−iα)χ̃3 ) qk,±
12 ek
k=1 k=1

2
2 :
+((−iα)χ̃−
4 + (−iβ)χ̃−
5) qk,± ±
13 ek − rχ̃−
6 qk,± ±
14 ek , (3.3)
k=1 k=1

2
V2± = θ(±z) r−1 (−iβ)χ̃−
1 qk,± ±
21 ek
k=1

2
−2 − 2 k,± ± 2 3,± ±
+r χ̃2 (−iβ) q22 ek + (−iα) q22 e3
k=1

2
−(−iα)(−iβ)r−2 χ̃−
3 qk,± ±
22 ek − q3,± ±
22 e3
k=1

2
−(−iα)(−iβ)r−1 χ̃−
4 qk,± ± 2 3,± ±
23 ek + (−iα) q23 e3
k=1

2
2 :
−r−1 χ̃−
5 (−iβ)
2
qk,±
23 ke ±
− (−iα)2 3,± ±
q e
23 3 + (−iβ)χ̃−
6 q k,± ±
24 k ,
e
k=1 k=1

2
V4± = θ(±z) −r−2 (−iα)χ̃−
1 qk,± ±
31 ek
k=1

2
−(−iα)(−iβ)r−3 χ̃−
2 qk,± ± 3,± ±
32 ek + q32 e3
k=1

2
−3 − k,± ± 2 3,± ±
−r χ̃3 (−iα)2
q32 ek − (−iβ) q32 e3
k=1

2
r−2 χ̃−
4 (−iα) 2
qk,± ±
33 ek + (−iβ)2 q3,± ±
33 e3
k=1

2
2 :
+(−iα)(−iβ)r−2 χ̃−
5 qk,± ±
33 ek − q3,± ±
33 e3 − (−iα)r−1 χ̃−
6 qk,± ±
34 ek ,
k=1 k=1

2
2
V6± = θ(±z) r−1 χ̃−
1 qk,± ±
41 ek + r
−2
((−iβ)χ̃− −
2 + (−iα)χ̃3 ) qk,± ±
42 ek
k=1 k=1

2
2 :
−r−1 ((−iα)χ̃− −
4 + (−iβ)χ̃5 ) qk,± ± −
43 ek + χ̃6 qk,±
44 k .
e ±
k=1 k=1
Here, the following notations are introduced

±
1
e±
k = e
±iωk rz
, qj,±
1,k = ( − i)
k−1
s02j−n,k (a± 1,± ± ± 2,±
13 bj,1−n ∓ ωj a33 bj,1−n ),
n=0

1
qj,±
3,k = i
k−1
s0j+n,k b1,±
j,1−n ,
n=0

1
k ± ± 1,±
qj,±
2,k = i a44 s02j−n,k (b2,±
j,1−n ∓ ωj bj,1−n ),
n=0

1
qj,±
4,k = i
k
s0j+n,k b2,±
j,1−n , (j = 1, 2; k = 1, 4),
n=0

1
q3,±
m,k = i
k+2−m
(±a± ± 3−m
44 ω3 ) s∗n+1,k b1,±
3,n ,(m = 2, 3; k = 2, 3),
n=0
−1
S = {s0jk }4 , S = {sjk }4 ,
± k ± ± n−1
bn,±
j,k = −i(∓ωj ) (∓κj ωj ) (ωj+ + ωj− )−1 , S−1 ∗ 2
∗ = {sjk } , S∗ = {sjk }j=2,3;k=5,6 ,
s1,k = h1k−1,1 , k = 1, 2, s1,k = h1k−3,2 ,

k = 3, 4, s2,k = h2k−1,1 , k = 1, 2, s2,k = h2k−3,2 , k = 3, 4,
s2,k = h2k−5,3 , k = 5, 6, s3,k = h3k−1,1 ,
k = 1, 2, s3,k = h3k−3,2 , k = 3, 4, s3,k = h3k−5,3 , k = 5, 6,
n,+ n,−
j,k = bj,k −bj,k , n = 1, 2,
s4,k = h4k−1,1 , k = 1, 2, s4,k = h4k−3,2 , k = 3, 4, hn+2
+ 1,+ − − 1,− 2 2,+ + 1,+ − 2,− − 1,−
44 ω3 b3,k + a44 ω3 b3,k , hj,k = a44 (bj,k − ωj bj,k ) − a44 (bj,k + ωj bj,k ),
h23,k = a+ +
1,+ + + 2,+ + 1,+ + + 2,+

13 bj,k − a33 ωj bj,k − a13 bj,k + a33 ωj bj,k , j = 1, 2, k = 0, 1.
h1j,k = a+
The formulae for V3± , V5± are obtained from the formulas accordingly for V2± , V4± ,
by means of the permutation χ̃− ± − −
2 ⇔ χ̃3 , χ̃4 ⇔ χ̃5 , α ⇔ β. Inverting the formulae
(3.3) let’s use the formula (3.1.26) [1]), then the solution will contain the linear
combinations of the operators in the form of

j,k
Ln [f ] = f (x, τ )Knj,k (x − t, y − τ, z)dxdy (3.4)
R2
∞
e−ξm |z|ρ

±
1 j k
Kj,k
n = ∂ ∂ J0 ρ (x − t)2 + (y − τ )2 ) dρ, (3.5)
2π 1 2 ρn
0
J0 (x) is the Bessel function. The kernels (3.5) satisfy the conditions n−(j +k) ≤ 0,
±
Reξm > 0, hence, the components of the vector v don’t go out of the subspace
3
S1 (R ) and the bearer of their singularity is found on the plane z = 0. Using the
404 O. Kryvyy
table from [11] it is easy to escape quadratures in the kernels of the operator (3.4),
as a result, if we denote

R∗j,± = Rj,± + ξj± |z| , Rj,± = (x − t)2 + (y − τ )2 + (ξj± z)2 ,
then, the expression for the discontinuous solution can be written in the following
form
vj (x, y, z) = θ(z)vj+ (x, y, z) + θ(z)vj− (x, y, z); (3.6)
2 j,± 2
1 q11 1 1 1
v1± = ∓χ− 1 ± ∂3 − qj,±
12 χ−
2 ∂2 + χ−
3 ∂1
2π j=1 j
ξ Rj,± j=1 Rj,± Rj,±
R2
2 2 :
qj,± − 2 1 − 2 1 − qj,± 2 1
± 13
χ ∂ + χ ∂ − χ 14
∂ dtdτ
ξj± 4 13 5 23
(ξj± )2 Rj,±
6 3
j=1
Rj,± Rj,± j=1
2
± 1 1
v2 = χ−
1 qj,±
21 ∂2
2π j=1
Rj,±
R2

3
2 :
y−τ x−t
− χ− qj,±
22 ∂4−k ∗ + (−1)k q3,±
22 ∂k−1
k
j=1
Rj,± Rj,± R3,± R∗3,±
k=2
2
1 x−t
v4± = χ− qj,±
31 ∂2
2π 1
j=1
Rj,± R∗j,±
R2

3
2
x−t y−τ
+ χ− qj,±
32 ∂4−k + (−1)k q3,±
32 ∂k−1 ∗
k
j=1
R∗j,± R3,±
k=2

5
2
2 :
x−t y−τ 1
− χ− qj,±
33 ∂k−3 +(−1)k q3,± ∂
33 6−k +χ −
q j,±
43 1∂
k
Rj,± Rj,±∗ R3,± R∗3,± 6
Rj,±
k=4 k=1 j=1

1
2
j,± 1 2
qj,±
v6± = χ− q − (y − τ )χ −
+ (x − t)χ − 42
2π 1
j=1
41
Rj,±
2 3
j=1
Rj,± R∗j,±
R2

2
5 2 :
1 qj,± 1
+ qj,± χ−
k ∂k−3
−
∓ χ6 44
∂ dtdτ.
j=1
43
k=4
Rj,± ξ ± 3 Rj,±
j=1 j
The formulae for v3± ,

v5± can be obtained from the v2± , v4± accordingly by
means of the permutation χ− − − −
2 ⇔ χ3 , χ4 ⇔ χ5 , x ⇔ y, ∂1 ⇔ ∂2 . Let’s research
the conduct of the operators entering in (3.6) with z → ±0, as the bearer of
singularity of discontinuous solutions concentrates on the plane z = 0. The stated
operators are generalization of potentials of the simple and double layers and their
derivatives in case of transversal isotropic medium. Let’s consider the following of
them:
± 1
Φ1,k [f ] (z) = θ (±z) f (t, τ ) ∂3k dtdτ , k = 1, 2,
Rj,±
R2

(y − t)k−1 (x − τ )2−k
Φ±
2,k [f ] (z) = θ (±z) f (t, τ ) ∂k ∗ dtdτ , k = 1, 2 (3.7)
Rj,± Rj,±
R2
Theorem 3.1. Let f (x, y) be the function that is integrated on the plane z = 0,
then
lim Φ± ± ±
1,k [f ](z) = ∓2πξj δ1,k f (x, y) + δ2,k Φ1,k [f ](0); (3.8)
z→±0
lim Φ± ±
2,k [f ](z) = πf (x, y) + Φ2,k [f ](0).
z→±0
Proof. By integrating directly and passing to the polar coordinates it is easy to

determine the properties:
Φ± ± ±
1,k [1](z) = ∓2πξj δ1,k , Φ1,k [1](z) = π,
Φ± ±
1,k [f ](0) = 0, Φn,k [1](0) = 0 (n, k = 1, 2). (3.9)
δ1,k is the Kronecker symbol. By using the presentations (3.9) and applying the
method of paper [12] we will obtain the properties (3.8). The theorem is proved.
Thus, the operators Φ± ±
1,1 [f ](z), Φ2,k [f ](z) will have a jump when leaving
the appropriate subspaces and getting into the plane z = 0. For the operators
Φ± ±
2,k [f ](z) the value of this jump will coincide. For the operators Φ1,2 [f ](z) and
the other operators from (3.6) the stated leaving will be continuous. Taking into
account the latter and (3.1) we will pass in (3.8) to the limit: z → ±0 and make
up the sums of physical quantities (1.1):
:
χ−
5
− − 1 y−τ − y−t −
χ+
1 = q χ
11 1 −q13 ∂ χ
j−3 j + q11 χ + χ + q 6
14 3 dtdτ
j=4
2π r03 2 r03 3 r0
R2

1 1 y−τ − x−t x−t
χ+
2 = − q21 χ−
2 +
− −
q21 3 χ1 + q22 χ2 ∂1 2 − χ3 ∂2 2 −
2 2π r0 r0 r0
R 2
:
+ − 2 1 1 2 1
−q23 χ4 ∂23 3 − q23 3 − q+ ∂
23 1 χ− dtdτ + q24 ∂2 χ− 6,
r0 r0 r0 5

1 − 1 x−t − − − x−t 1 y−τ
χ+
4 = − q χ
33 4 + q 31 χ + q χ
32 2 2 ∂ + q32 − q +
∂
32 2 χ−
2 2π r02 1 r0 r0 r0 3
R2
:
x−t x−t 1
−q− 33 χ −
4 ∂ 1 + χ −
5 ∂ 2 + q − −
χ
34 6 ∂ 1 dtdτ,
r20 r20 r0

− 1 q41 − y−τ − x−t −
+
χ6 = q44 χ6 + χ − q42 χ + 2 χ3
2π r0 1 r02 2 r0
R 2

1 1
+q43 χ− 4 ∂1 + χ− 5 ∂2 dtdτ
r0 r0
where
±
qjkn = qj,+ j,−
kn + qkn , qkn = qkn + qkn , qkn = qkn ± qkn .
1 2 3
406 O. Kryvyy
Formulas for χ+ + +
3 , χ5 can be obtained from the formulae accordingly for χ2 ,
− − − −
χ+
4 by means of the permutation: χ2 ⇔ χ3 , χ4 ⇔ χ5 , x ⇔ y, ∂1 ⇔ ∂2 .
Conclusions. Thus, the discontinuous solution for the piece-homogeneous transver-
sal isotropic medium (3.6) and integral relations (3.10) are obtained. The lat-
ter generalize the relations obtained in [1, 2] for isotropic medium and allow us
to reduce the problems about the inter-phase defects in the piece-homogeneous
transversal isotropic medium to the 2D integral equations or their systems.
References
[1] G.Ya. Popov, The stress concentration near punches, sections, thin inclusions and
supports. M.: Nauka, 1982.
[2] V.V. Yefimov, A.F. Kryvyy, G.Ya. Popov, The problems about the stress concentra-
tion near the circular defect in the compound elastic medium. Izvestiya Rossijskoi
Akademii Nauk. Mehanika tverdogo tela. 2 (1998), 42–58.
[3] O.F. Kryvyy, The tunnels inclusions in piece-homogeneous anisotropic medium.
Math. methods and phys.-mech. fields. 50 2, (2007), 55–65.
[4] A.F. Kryvyy, The fundamental solution for the four-component anisotropic plane.
Visnyk Odeskogo derzhavnogo universytetu. Phys.-math. sciences. v. 8 2, (2003),
140–149.
[5] S.G. Lekhnitskyy, The theory of elasticity of anisotropic solid. M.: Nauka, 1977.
[6] H.A. Elliot, Axial symmetric stress distribution in aelotropic hexagonal crystals. The
problem of the plane and related problems. Proc. Cambridge Phil. Soc. 45 (1949),
621–630.
[7] H.C. Hu, On the three-dimensional problems of the theory of elasticity of a trans-
versely isotropic body. Deta Sci. Sinica. 2 (1953), 145–151.
[8] Yu.A. Brychkov, About the smoothness concerning of variables solutions of the linear
differential equations with partial derivatives. Differential equations. v. 10 2, (1974),
281–289.
[9] G. Bremerman, The distributions, complex variables and Fourier transforms. Mir,
1983.
[10] D.F. Gakhov, The boundary problems. M: Nauka, 1977.
[11] Yu.A. Brychkov, A.P. Prudnikow, The integral transformations of generalized func-
tions. M: Nauka, 1977.
[12] N.M. Gyunter, The theory of potential and its application to the basic problems of
mathematical physics. M: Gos. Izd. Tekhniko-teoreticheskoy literatury, 1953.
Oleksandr Kryvyy
P.O. Box 65029
Didrikhson st. 8
Odessa, Ukraine
e-mail: krivoy-odessa@ukr.net
Operator Theory:

On the Carleman Ultradifferentiability

of Weak Solutions
of an Abstract Evolution Equation
Marat V. Markin
To M.G. Krein in honor of his centenary
Abstract. For the evolution equation

y (t) = Ay(t)
with a normal operator A in a Hilbert space, conditions on A are found that
are necessary and sufficient for all weak solutions of the equation on [0, ∞)
to belong to a certain Carleman class of strongly ultradifferentiable vector
functions.
Mathematics Subject Classification (2000). Primary 34G10; Secondary 47B15,
47D06.
Keywords. Weak solution, normal operator, Carleman ultradifferentiability.
1. Introduction
Consider the evolution equation
y (t) = Ay(t), (1.1)
with a normal operator A in a complex Hilbert space H with an inner product
(·, ·).
We are to find conditions necessary and sufficient for all weak solutions of
the equation on [0, ∞) to belong to a certain Carleman class of strongly ultradif-
ferentiabile vector functions.
With our goal attained, all the principal results of paper [17] obtain their
natural generalization.
In defining a weak solution of equation (1.1) on an interval [0, T ) (0 < T ≤ ∞),
we follow [1], i.e., it’s understood to be a vector function y : [0, T ) → H such that
408 M.V. Markin
(i) y(·) is strongly continuous on [0, T ).

(ii) For any g ∈ D(A∗ ) (D(·) is the domain of an operator and A∗ is the operator
adjoint to A):
d
(y(t), g) = (y(t), A∗ g), t ∈ [0, T ).
dt
Remark 1.1. Note that the weak solutions defined in such a manner need not be
strongly differentiable anywhere on [0, T ).
As was shown in [16], the general weak solution of equation (1.1) on [0, T )
(0 < T ≤ ∞) is as follows:
;
y(t) = etA f, t ∈ [0, T ), f ∈ D(etA ),
0≤t<T
the operator exponentials e , 0 ≤ t < T defined in the sense of the operational

tA
calculus for normal operators (see, e.g., [5, 22]).

Due to numerous and various reasons, the results of this paper briefly an-
nounced in [15] a few years ago are to appear in their entirety and with com-
plete proofs for the first time. It’s to be noted that they inspired an interesting
development reflected in paper [19] dedicated to the magnificent mathematician
M.G. Krein in honor of his centenary.
2. Preliminaries
2.1. Carleman ultradifferentiability
Let X be a Banach space with a norm · , I be an interval of the real axis,
C ∞ (I, X) ,be the
-∞set of all X-valued vector functions strongly infinite differentiable
on I, and mn n=0 be a sequence of positive numbers.
The sets
def ,
C{mn } (I, X) = g(·) ∈ C ∞ (I, X) ∀[a, b] ⊆ I ∃α > 0, ∃c > 0 :
-
max g (n) (t) ≤ cαn mn , n = 0, 1, 2, . . .
a≤t≤b
and
def ,
C(mn ) (I, X) = g(·) ∈ C ∞ (I, X) ∀[a, b] ⊆ I, ∀α > 0 ∃c > 0 :
-
max g (n) (t) ≤ cαn mn , n = 0, 1, 2, . . .
a≤t≤b
are called the Carleman

, classes
-∞ of strongly ultradifferentiable functions correspond-
ing to the sequence mn n=0 of Roumieu’s and Beurling’s types, respectively (for
numeric functions, see [2, 14, 13]).
Obviously, C(mn ) (I, X) ⊆ C{mn } (I, X).
Remark 2.1. Observe that, for mn := [n!]β or, due to Stirling’s formula, mn :=
nβn , n = 0, 1, 2, . . ., 0 ≤ β < ∞, we obtain the well-known Gevrey classes,
The Carleman Ultradifferentiability of Weak Solutions 409
E {β} (I, X) and E (β) (I, X) (for numeric functions, see [7]). In particular, E {1} (I, X)
and E (1) (I, X) are the classes of real analytic and entire vector functions, respec-
tively (for numeric functions, see [14]).
2.2. Carleman classes of vectors

Let
∞
;
C ∞ (A) =
def
D(An ).
n=0
The vector sets

def , -
C{mn } (A) = f ∈ C ∞ (A) ∃α > 0, ∃c > 0 : An f ≤ cαn mn , n = 0, 1, 2, . . .
and
def , -
C(mn ) (A) = f ∈ C ∞ (A) ∀α > 0 ∃c > 0 : An f ≤ cαn mn , n = 0, 1, 2, . . .
are
, called
-∞ the Carleman classes of the operator A corresponding to the sequence
mn n=0 of Roumie’s and Beurling’s types, respectively.
As is easily seen, C(mn ) (A) ⊆ C{mn } (A).
Remark 2.2. For mn := [n!]β or mn := nβn , n = 0, 1, 2, . . ., 0 ≤ β < ∞, the

above are the Gevrey classes of the operator A, E {β} (A) and E (β) (A) (see, e.g.,
[10, 9, 11]). In particular, E {1} (A) and E (1) (A) are the celebrated classes of analytic
and entire vectors, respectively [20, 8].
, -∞
2.3. Conditions on the sequence mn n=0
, -∞
The sequence mn n=0 being subject to the condition
(WGR) For any α > 0, there exist such a c = c(α) > 0 that
cαn ≤ mn , n = 0, 1, 2, . . . ,
the scalar function

∞
def λn
T (λ) = m0 , 0 ≤ λ < ∞, (00 := 1),
n=0
m n
first introduced by S. Mandelbrojt [14] is well defined (see also [11]).

The function T (·) is, evidently, continuous, increasing, and T (0) = 1.
Let
def
M (λ) = ln T (λ), 0 ≤ λ < ∞.
The function M (·) is also continuous, increasing, and M (0) = 0. Its inverse
M −1 (·) defined on [0, ∞) inherits all the aforementioned properties of M (·).
410 M.V. Markin
We shall need the following regions in the complex plane C associated with
the function M (·):
def , -
Mb+ = λ ∈ C Re λ ≥ b+ M | Im λ|
and
def , -
Mb− ,b+ = λ ∈ C Re λ ≤ −b− M | Im λ| or Re λ ≥ b+ M | Im λ| ,
where b+ and b− are positive constants.
According to [10] (see also [9, 11]),,for -a normal operator A in a complex
∞
Hilbert space H and a positive sequence mn n=0 satisfying condition (WGR),
<
C{mn } (A) = D(T (t|A|)),
t>0
; (2.1)
C(mn ) (A) = D(T (t|A|)),
t>0
the function T (·) being replaceable by any nonnegative, continuous, and increasing
function L(·) defined on [0, ∞) such that
c1 L(γ1 λ) ≤ T (λ) ≤ c2 L(γ2 λ), λ ≥ R,
with some positive γ1 , γ2 , c1 , c2 , and a nonnegative R.
In particular [11], T (·) in (2.1) is replaceable by
∞ 1/2
def λn def λ2n
S(λ) = m0 sup , 0 ≤ λ < ∞, or P (λ) = m0 , 0 ≤ λ < ∞.
n≥0 mn n=0
m2n
Remark 2.3. In [18], equalities (2.1) indispensable for our further discourse were
generalized to the case of a scalar type spectral operator in a complex Banach space
(see, e.g., [4, 6]).
, -∞
The positive sequence mn n=0 will be subject to the condition
(GR) For some α > 0 and c > 0,
cαn n! ≤ mn , n = 0, 1, 2, . . . ,
or its stronger version
(SGR) For any α > 0, there is a c = c(α) > 0 such that
cαn n! ≤ mn , n = 0, 1, 2, . . . ,
combined with the condition
(BC) For some l > 0 and h > 1,

n
mn
lhn ≤ , n = 0, 1, 2, . . . ,
mk mn−k
k=0
or its stronger version

(SBC) For some l > 0, L > 0 and h > 1, H > 1,

n
mn
lhn ≤ ≤ LH n , n = 0, 1, 2, . . . .
mk mn−k
k=0
Remark 2.4. Obviously, (GR)-conditions are stronger than (WGR). As for (BC)-
conditions, they resemble the well-known binomial coefficients identity
n
n
= 2n , n = 0, 1, 2, . . . ,
k
k=0
directly arrived at when mn = n!, n = 0, 1, 2, . . . .
Observe also that there are sequences of positive numbers satisfying both
(SGR) and (SBC), e.g., mn = [n!]β , n = 0, 1, 2, . . . , 1 < β < ∞ and that (GR)-
conditions and (BC)-conditions are independent (see Appendix).
By condition (GR), for a certain α > 0 and a certain c > 0,

∞ ∞
λn (α−1 λ)n −1
T (λ) = m0 ≤ m0 c−1 = m0 c−1 eα λ , 0 ≤ λ < ∞.
n=0
mn n=0
n!
Whence, M (λ) ≤ ln(m0 c−1 ) + α−1 λ, 0 ≤ λ < ∞.
Therefore, there is such an R = R(α, c) > 0 that
M (λ) ≤ 2α−1 λ, R ≤ λ < ∞.
−1
Substituting M (λ) for λ, we arrive at the following estimate:
2α−1 M −1 (λ) ≥ λ, M (R) ≤ λ < ∞, (2.2)
with some α > 0 and R > 0.
Similarly, one can derive from condition (SGR) estimate (2.2) with an arbitrary
α > 0 and some R = R(α) > 0.
Condition (BC) implies that with some h > 1 and l > 0
(Cauchy’s product of series)
∞
n ∞

1 (hλ)n
T 2 (λ) = m20 λn ≥ m20 l = m0 lT (hλ), 0 ≤ λ < ∞.
n=0 k=0
mk mn−k n=0
mn
Whence, M (λ) ≥ 2−1 M (hλ) + 2−1 ln(m0 l), 0 ≤ λ < ∞. Inductively, we infer
that, for certain h > 1 and l > 0 and any natural n,
n
−n −k
M (λ) ≥ 2 M (h λ) +
n
2 ln(m0 l)
k=1 (2.3)
= 2−n M (hn λ) + [1 − 2−n ] ln(m0 l), 0 ≤ λ < ∞.
Substituting h−n λ for λ, we obtain:
M (λ) ≤ 2n M (h−n λ) − [2n − 1] ln(m0 l), 0 ≤ λ < ∞, (2.4)
for some h > 1 and l > 0 and any natural n.
412 M.V. Markin
Analogously, condition (SBC) implies that, along with (2.3) and (2.4), the
function M (·) satisfies the following estimates:
M (λ) ≤ 2−n M (H n λ) + [1 − 2−n ] ln(m0 L), 0 ≤ λ < ∞, (2.5)
and
M (λ) ≥ 2n M (H −n λ) − [2n − 1] ln(m0 L), 0 ≤ λ < ∞, (2.6)
with some H > 1 and L > 0 and any natural n.
Hereafter, unless specified otherwise, we regard {mn }∞ n=0 to be a sequence of pos-

itive numbers, A a normal operator in a complex Hilbert space H with an inner
product (·, ·) and the induced norm · , σ(A) its spectrum, and EA (·) the opera-
tor’s spectral measure (the resolution of the identity) [5, 22].
For the spectral measure of a normal operator and its operational calculus fre-
quently referred to, we shall adopt the abbreviations s.m. and o.c., respectively.
3. Carleman ultradifferentiability of a particular weak solution

Proposition 3.1. Let I be a subinterval of an interval [0, T ) (0 < T ≤ ∞). Then
the restriction of a weak solution y(·) of equation (1.1) on [0, T ) to I belongs to
the Carleman class C{mn } (I, H) (C(mn ) (I, H)) if and only if
y(t) ∈ C{mn } (A) (C(mn ) (A), respectively) for any t ∈ I,
in which case, for any natural n,
y (n) (t) = An y(t), t ∈ I.
Proof. “Only if” part. Assume that a weak solution y(·) of (1.1) on [0, T ) (0 <
T ≤ ∞) restricted to a subinterval I ⊆ [0, T ) belongs to the Carleman class
C{mn } (I, H) (C(mn ) (I, H)).
Then necessarily y(·) ∈ C ∞ (I, H). Whence, by [16], Corollary 4.1,
y(t) ∈ C ∞ (A) for t ∈ I
and, for any natural n: y (n) (t) = An y(t), t ∈ I.
The restriction of y(·) to I belonging to the class C{mn } (I, H) (C(mn ) (I, H)),
for an arbitrary t ∈ I, some (any) α > 0, and some c > 0, we also have:
An y(t) = y (n) (t) ≤ cαn mn , n = 0, 1, . . . .
Therefore,
y(t) ∈ C{mn } (A) (C(mn ) (A)), t ∈ I.
“If” part. Let y(·) be a weak solution of equation (1.1) on the interval [0, T )
(0 < T ≤ ∞) such that, for any t ∈ I, where I is a subinterval of [0, T ),
y(t) ∈ C{mn } (A) (C(mn ) (A)).
Hence, for arbitrary t ∈ I and some (any) α > 0, there is such a c(t, α) > 0 that
An y(t) ≤ c(t, α)αn mn , n = 0, 1, 2, . . . . (3.1)
By [16], Corollary 4.1, the inclusions
C(mn ) (A) ⊆ C{mn } (A) ⊆ C ∞ (A)
imply that
y(·) ∈ C ∞ (I, H)
n = 0, 1, 2, . . . , t ∈ I.
y (n) (t) = An y(t),
E
Hence (see Introduction), there is an f ∈ D(etA ) such that
0≤t<T
y(t) = e f, tA
t ∈ [0, T ).
Let’s fix an arbitrary subsegment [a, b] ⊆ I. For n = 0, 1, . . . , we have:
max y (n) (t) 2 = max An y(t) 2 = max An etA f 2
a≤t≤b a≤t≤b a≤t≤b
by the properties of the o.c.;

= max |λ|2n e2t Re λ d(EA (λ)f, f )
a≤t≤b
σ(A)

= max |λ|2n e2t Re λ d(EA (λ)f, f )
a≤t≤b
{λ∈σ(A)| Re λ≤0}

+ |λ| e
2n 2t Re λ
d(EA (λ)f, f )
{λ∈σ(A)| Re λ>0}

≤ |λ|2n e2a Re λ d(EA (λ)f, f )
{λ∈σ(A)| Re λ≤0}

+ |λ|2n e2b Re λ d(EA (λ)f, f )
{λ∈σ(A)| Re λ>0}

≤ |λ| e2n 2a Re λ
d(EA (λ)f, f ) + |λ|2n e2b Re λ d(EA (λ)f, f )
σ(A) σ(A)
= A e n aA
f + A e
2 n bA
f = A y(a) 2 + An y(b) 2
2 n
= y (n) (a) 2 + y (n) (b) 2 .

Whence, by (3.1), we conclude:
n
max y (n) (t) 2 ≤ [c(a, α) + c(b, α)] max α(a), α(b) mn , n = 0, 1, 2, . . . .
a≤t≤b
The latter implies that y(·) restricted to the subinterval I ⊆ [0, T ) belongs
to the Carleman class C{mn } (I, H) (C(mn ) (I, H)).
414 M.V. Markin
4. Carleman ultradifferentiability of weak solutions

Theorem 4.1. Let the sequence {mn }∞ n=0 satisfy conditions (GR) and (BC). Then
the following statements are equivalent.
of equation (1.1) on [0, ∞) belongs to the Carleman class
(i) Every weak solution
C(mn ) [0, ∞), H .
(ii) Every weak solution
C{mn } [0, ∞), H .
(iii) There is a b+ > 0 such that the set σ(A) \ Mb+ is bounded.
Proof. To prove the theorem, we are to show the validity of the closed chain of
logical implications
(iii) ⇒ (i) ⇒ (ii) ⇒ (iii).
Observe
that the (i) ⇒ (ii) immediately follows from the inclusion
implication
C(mn ) [0, ∞), H ⊆ C{mn } [0, ∞), H .
Let’s show that (iii) ⇒ (i).

Assume that for some b+ > 0, the set σ(A) \ Mb+ is bounded.
Recall that (see Introduction) an arbitrary weak solution y(·) of equation
(1.1) on [0, ∞) is of the form:
y(t) = etA f,
E
with some f ∈ D(etA ).
0≤t<∞
The latter is equivalent to the following (see, e.g., [5, 22]):

e2t Re λ d(EA (λ)f, f ) < ∞, 0 ≤ t < ∞. (4.1)
σ(A)
Let R > 0 be the constant from estimate (2.2), which holds due to condition
(GR). Then, for arbitrary s > 0 and t ≥ 0,

2
T (s|λ|) d(EA (λ)y(t), y(t)) = T 2 (s|λ|) d(EA (λ)etA f, etA f )
σ(A) σ(A)

= T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) = T 2 (s|λ|)e2t Re λ d(EA (λ)f, f )
σ(A) σ(A)\Mb+

+ T 2 (s|λ|)e2t Re λ d(EA (λ)f, f )
σ(A)∩Mb+ ∩{λ| Re λ<M(R)}

+ T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) < ∞.
σ(A)∩Mb+ ∩{λ| Re λ≥M(R)}
E E,
- boundedness of the sets σ(A) \ Mb+ and σ(A) Mb+
Indeed, the λ
Re λ < M (R) , the finiteness of the measure, and the continuity of the integrated
function on C, imply that, for arbitrary s > 0 and t ≥ 0,

T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) < ∞
σ(A)\Mb+
and
T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) < ∞.
σ(A)∩Mb+ ∩{λ| Re λ<M(R)}
For an arbitrary s > 0, let’s fix a sufficiently large natural N such that

h−N s[2α−1 + 1] ≤ 1,
where h > 1 and α > 0 are the constants from conditions (BC) and (GR), respec-
tively, and set
γ := max(1, b−1
+ ).
Then, for any t ≥ 0,

T 2 (s|λ|)e2t Re λ d(EA (λ)f, f )

= e2M(s|λ|) e2t Re λ d(EA (λ)f, f )

≤ e2M(s[| Re λ|+| Im λ|]) e2t Re λ d(EA (λ)f, f )
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≥ M (R)}, | Im λ| ≤ M −1 (b−1

+ Re λ);

−1 −1
≤ e2M(s[Re λ+M (b+ Re λ)]) e2t Re λ d(EA (λ)f, f )
for λ ∈ σ(A)∩Mb+ ∩{λ| Re λ ≥ M (R)}, by (2.2), 2α−1 M −1 (Re λ) ≥ Re λ, where

α > 0 is the constant from condition (GR);

−1 −1 −1 −1
≤ e2M(s[2α M (Re λ)+M (b+ Re λ)])
2t Re λ
e d(EA (λ)f, f )
since γ := max(1, b−1 );
+
−1
+1]M −1 (γ Re λ)) 2t Re λ
≤ e2M(s[2α e d(EA (λ)f, f )
416 M.V. Markin
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≥ M (R)}, by (2.4), M (s[2−1 α + 1]M −1 (γ Re λ)) ≤

2N M (h−N s[2−1 α + 1]M −1 (γ Re λ)) − [2N − 1] ln(m0 l), where h > 1 and l > 0 are
the constants from condition (BC);

−N −1 −1
−2[2N −1] N
≤ (m0 l) e22 M(h s[2 α+1]M (γ Re λ))
σ(A)∩Mβ
b ∩{λ| Re λ≥M(R)}
+
2t Re λ
e d(EA (λ)f, f )
recall that h−N s[2−1 α + 1] ≤ 1;

M(M −1 (γ Re λ))
≤ (m0 l)−2[2 −1]
N N
e22
σ(A)∩Mβ
b
∩{λ| Re λ≥M(R)}
+

e2t Re λ d(EA (λ)f, f ) = (m0 l)−2[2 −1]
N N
e2[2 γ+t] Re λ
d(EA (λ)f, f )
σ(A)
by (4.1);
< ∞.
Thus, for any s > 0 and t ≥ 0,

T 2 (s|λ|) d(EA (λ)y(t), y(t)) < ∞,
σ(A)
which, by (2.1), implies that
y(t) ∈ C(mn ) (A), 0 ≤ t < ∞.
By Proposition 3.1, we infer that
y(·) ∈ C(mn ) ([0, ∞), H).
Let’s show now that (ii) ⇒ (iii).

We shall prove this implication by contrapositive.
Assume the negation of (iii), i.e., that for any b+ > 0, the set σ(A) \ Mb+ is
unbounded.
Then, for any n = 1, 2, . . . , the set
:

σ(A) \ M2−n n−1 = σ(A) ∩ λ ∈ C Re λ < 2−n n−1 M (Im λ)
is unbounded.
Hence, there is a sequence of points of the complex plane {λn }∞
n=1 such that
λn ∈ σ(A), n = 1, 2, . . . ;
Re λn < 2−n n−1 M (| Im λn |), n = 1, 2, . . . ;

λ0 := 0, |λn | > max n, |λn−1 | , n = 1, 2, . . . .
In particular, the latter implies, that the points λn are distinct.
As is easily seen, for n = 1, 2, . . . ,

, -
λ ∈ C Re λ < 2−n n−1 M (Im λ) and |λ| > max n, |λn−1 |
is an open set in C.
Then, for any natural n, there exists such an εn > 0 that, along with the
point λn , this set contains the open disk centered at λn
-
Δn := {λ ∈ C |λ − λn | < εn .
Then, for any λ ∈ Δn ,
Re λ < 2−n n−1 M (Im λ),
(4.2)
|λ| > max n, |λn−1 | .
Furthermore, since the points λn are distinct, we can regard the radii of the
disks, εn , to be small enough so that
1
0 < εn < , n = 1, 2, . . . ,
n
(4.3)
and Δi ∩ Δj = ∅, i = j (the disks are pairwise disjoint).
By the properties of the s.m., the latter implies that the subspaces EA (Δn )H
are pairwise orthogonal:
EA (Δi )EA (Δj ) = 0, i = j,
(0 designates the null operator in H here and whenever appropriate).
By the properties of the s.m., they are also nontrivial, EA (Δn ) = 0, since Δn
is an open set and Δn ∩ σ(A) = ∅ (contains at least the point λn ).
Choosing a unit vector en ∈ EA (Δn )H, we obtain an orthonormal sequence
in H:
en = EA (Δn )en , n = 1, 2, . . . ,
(4.4)
(ei , ej ) = δij , (δij is Kronecker’s delta symbol).
Concerning the sequence of the real parts, {Re λn }∞ n=1 , we have the alternative:
it’s either bounded above, or not. Let’s consider these possibilities.
First, assume that {Re λn }∞ n=1 is bounded above, i.e., there is an ω > 0 such
that Re λn ≤ ω, n = 1, 2, . . . . , -
Then unbounded is the set σ(A) ∩ λ ∈ C Re λ ≤ ω . Whence, by [16],
Theorem 5.1, we infer that there is a weak solution y(·) of equation (1.1) on [0, ∞)
such that y(·) ∈ C ∞ ([0, ∞), H). Moreover, y(·) ∈ C{mn } ([0, ∞), H).
Suppose now that the sequence {Re λn }∞ n=1 is unbounded above. Therefore,
there is a subsequence {Re λn(k) }∞
k=1 such that
Re λn(k) ≥ k, k = 1, 2, . . . . (4.5)
418 M.V. Markin
Consider the vector

∞

f := e−n(k) Re λn(k) en(k) ,
k=1
which, as is easily seen, is well defined.

By the pairwise orthogonality of the projection operators EA (Δn(k) ),
EA (Δn(k) )f = e−n(k) Re λn(k) en(k) , k = 1, 2, . . . ,

(4.6)
EA (∪∞
k=1 Δn(k) )f = f.
For any t ≥ 0, we have:

e2t Re λ d(EA (λ)f, f )
σ(A)
by (4.6);

= e2t Re λ d(EA (λ)EA (∪∞ ∞
k=1 Δn(k) f, ∪k=1 Δn(k) f )
σ(A)
by the properties of the s.m. and o.c.;
∞

= e2t Re λ d(EA (λ)f, f ) = e2t Re λ d(EA (λ)f, f )
∪∞ k=1Δ
k=1 Δn(k) n(k)
∞

= e2t Re λ d(EA (λ)EA (Δn(k) )f, EA (Δn(k) )f )
k=1Δ
n(k)
by (4.6);
∞

= e−2n(k) Re λn(k) e2t Re λ d(EA (λ)en(k) , en(k) )
k=1 Δn(k)
for λ ∈ Δn(k) , by (4.3), Re λ = Re λn(k) + (Re λ − Re λn(k) ) ≤ Re λn(k) + |λ −

λn(k) | ≤ Re λn(k) + εn(k) ≤ Re λn(k) + 1;
∞
−2n(k) Re λn(k) 2t(Re λn(k) +1)
≤ e e 1 d(EA (λ)en(k) , en(k) )
k=1 Δn(k)
∞

= e2t e−2(n(k)−t) Re λn EA (Δn(k) )en(k) 2
k=1
by (4.4);
∞

= e2t e−2(n(k)−t) Re λn(k)
k=1
by the comparison test;

< ∞.
Indeed, given an arbitrary fixed t ≥ 0, for all sufficiently large natural n’s
such that n(k) ≥ t + 1, by (4.5), we have:
e−2(n(k)−t) Re λn(k) ≤ e−2k .
Therefore, ;
f∈ D(etA ). (4.7)
0≤t<∞
On the other hand, for any s > 0, we have similarly:

T 2 (s|λ|) d(EA (λ)f, f )
σ(A)
∞

= e−2n(k) Re λn(k) T 2 (s|λ|) d(EA (λ)en(k) , en(k) ) = ∞.
k=1 Δn(k)
Indeed, for λn(k) ∈ Δn(k) , by (4.3), (4.5), and (4.2),

Re λ = Re λn(k) − (Re λn(k) − Re λ) ≥ Re λn(k) − |λn(k) − λ|
≥ Re λn(k) − εn(k) ≥ Re λn(k) − 1/n(k) ≥ 0
and
−1
Re λ < 2−n(k) n(k) M (| Im λ|).
Hence, for λ ∈ Δn(k) ,
|λ| ≥ | Im λ| ≥ M −1 (2n(k) n(k) Re λ) ≥ M −1 (2n(k) n(k)[Re λn(k) − 1/n(k)]).
Using this estimate, we have:

e−2n(k) Re λn(k) T 2 (s|λ|) d(EA (λ)en(k) , en(k) )
Δn(k)

−1
−2n(k) Re λn(k) (2n(k) n(k)[Re λn(k) −1/n(k)]))
≥e e2M(sM d(EA (λ)en(k) , en(k) )
Δn(k)
by (2.3), for some h > 1, l > 0 and any natural k;

≥ e−2n(k) Re λn(k)
Δn(k)
2[2−n(k) M(hn(k) sM −1 (2n(k) n(k)[Re λn(k) −1/n(k)]))+[1−2−n(k) ] ln(m0 l)]

e
d(EA (λ)en(k) , en(k) )
for all sufficiently large natural k’s such that hn(k) s ≥ 1;
−n(k)
] −2n(k) Re λn(k) 2n(k)(Re λn(k) −1/n(k))
≥ (m0 l)2[1−2 e e = m0 le−2 .
420 M.V. Markin
Hence, by (2.1), f ∈ C{mn } (A).

By (4.7) (see Introduction), the vector function
y(t) = etA f, 0 ≤ t < ∞,
is a weak solution of (1.1) on [0, ∞).
However, y(0) = f ∈ C{mn } A), which, by Proposition 3.1, implies that

y(·) ∈ C{mn } [0, ∞), H).
All the possibilities concerning the sequence {Re λn }∞ n=1 considered, we arrive
at the conclusion: the negation of (iii) makes it possible to single out a weak
of equation (1.1) on [0, ∞), which does not belong to the Carleman class
solution
C{mn } [0, ∞), H), i.e., implies the negation of (ii).
At this point, let’s consider the strong Carleman ultradifferentiability of the
weak solutions on the open semi-axis, (0, ∞). We are to observe that omitting the
endpoint 0 leads to essentially different results.
Theorem 4.2. Let the sequence {mn }∞
n=0 satisfy conditions (GR) and (SBC). Then
every weak solution
C{mn } (0, ∞), H if and only if there are such b+ > 0 and b− > 0 that the set
σ(A) \ Mb− ,b+ is bounded.
Proof. “If” part. Thus, our premise is that, there are b+ > 0 and b− > 0 such that
the set σ(A) \ Mb− ,b+ is bounded.
Consider an arbitrary weak solution y(·) of equation (1.1) on [0, ∞), which
(see Introduction) is of the form:
y(t) = etA f, 0 ≤ t < ∞,
E
where f ∈ D(etA ), i.e.,
0≤t<∞

e2t Re λ d(EA (λ)f, f ) < ∞, 0 ≤ t < ∞. (4.8)
σ(A)
For an arbitrary t > 0, let’s fix a sufficiently large natural N such that

2−N γ ≤ t/2,
where γ := max(1, b−1
+ ). Set
s := H −N [2α−1 + 1]−1 > 0

where α > 0 is the constant from (2.2).
Note that the choice of s > 0 depends on t > 0.
For any t > 0, we have:

T 2 (s|λ|) d(EA (λ)y(t), y(t)) = T 2 (s|λ|) d(EA (λ)etA f, etA f )
σ(A) σ(A)

σ(A) σ(A)\Mb− ,b+
let R > 0 be the constant from estimate (2.2);

σ(A)∩Mb− ,b+ ∩{λ|−M(R)<Re λ<M(R)}

σ(A)∩Mb− ,b+ ∩{λ| Re λ≥M(R)}

+ T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) < ∞.
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}
Indeed, the boundedness of the sets

; ;, -
σ(A) \ Mb− ,b+ and σ(A) Mb− ,b+ λ −M (R) < Re λ < M (R)
along with the finiteness of the measure and the continuity of the integrated func-
tion on C imply that

T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) < ∞
σ(A)\Mb− ,b+

and T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) < ∞
σ(A)∩Mb− ,b+ ∩{λ|−M(R)<Re λ<M(R)}
for t > 0.
Let’s show that, for any t > 0, the integrals

T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ) (4.9)
σ(A)∩Mb− ,b+ ∩{λ| Re λ≥M(R)}

and T 2 (s|λ|)e2t Re λ d(EA (λ)f, f )
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}
are finite as well.
For the first of two integrals (4.9), for an arbitrary t > 0, we have:


422 M.V. Markin

σ(A)∩Mb+ ∩{λ| Re λ≥1}

+ Re λ);

−1 −1
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≥ M (R)}, by (2.2):

2α−1 M −1 (Re λ) ≥ Re λ with some α > 0;

−1 −1 −1 −1
≤ e2M(s[2α M (Re λ)+M (b+ Re λ)])

+
−1
+1]M −1 (γ Re λ)) 2t Re λ
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≥ M (R)}, according to (2.5):

M (s[2α−1 + 1]M −1 (γ Re λ)) ≤ 2−N M (H n s[2α−1 + 1]M −1 (γ Re λ))
+ [1 − 2−N ] ln(m0 L) with some H > 1 and L > 0;

−N −N N −1 −1
= (m0 L)2[1−2 ] e22 M(H s[2α +1]M (γ Re λ))
2t Re λ
e d(EA (λ)f, f )
for s := H −N [2α−1 + 1]−1 > 0;

−N −N
= (m0 L)2[1−2 ]
e2[2 γ+t] Re λ
d(EA (λ)f, f )

2[1−2−N ] −N
≤ (m0 L) e2[2 γ+t] Re λ
d(EA (λ)f, f ) < ∞
σ(A)
by (4.8).
For the second of two integrals (4.9), we have:

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}

σ(A)∩Mb+ ∩{λ| Re λ≤−M(R)}

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}
for λ ∈ σ(A) ∩ Mb− ,b+ ∩ {λ| Re λ ≤ −M (R)}, | Im λ| ≤ M −1 (b−1− [− Re λ]);

−1 −1
≤ e2M(s[− Re λ+M (b− [− Re λ])]) e2t Re λ
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}
d(EA (λ)f, f )
due to (2.2), for λ ∈ σ(A) ∩ Mb− ,b+ ∩ {λ| Re λ ≤ −M (R)}, 2α−1 M −1 (− Re λ) ≥
(− Re λ) with some α > 0;

−1 −1 −1 −1
≤ e2M(s[2α M (− Re λ)+M (b− [− Re λ])])
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}

recall that γ := max(1, b−1
− );

−1
+1]M −1 (γ[− Re λ])) 2t Re λ
= e2M(s[2α e
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−M(R)}
d(EA (λ)f, f )
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≤ −M (R)}, by (2.5),
M (s[2α−1 + 1]M −1 (γ[− Re λ])) ≤ 2−N M (H N s[2α−1 + 1]M −1 (γ[− Re λ])) + [1 −
2−N ] ln(m0 L) with some H > 1 and L > 0;

2[1−2−N ] −N N −1 −1
= (m0 L) e22 M(H s[2α +1]M (γ[− Re λ])
2t Re λ
e d(EA (λ)f, f )
for s := H −N [2α−1 + 1]−1 > 0;

−N −N
= (m0 L)2[1−2 ]
e2[t−2 γ] Re λ
d(EA (λ)f, f )
−N
since 2 γ ≤ t/2;

−N
≤ (m0 L)2[1−2 ]
et Re λ d(EA (λ)f, f )

2[1−2−N ]
≤ (m0 L) et Re λ d(EA (λ)f, f ) < ∞
σ(A)
by (4.8).
424 M.V. Markin
Thus, for an arbitrary weak solution y(·) of equation (1.1) on [0, ∞) and any
t > 0, there is such an s > 0 that

T 2 (s|λ|) d(EA (λ)y(t), y(t)) < ∞.
σ(A)
Therefore, by (2.1), y(t) ∈ C{mn } (A), t > 0.

The latter, by Proposition 3.1, implies that an arbitrary weak
solution y(·) of
equation (1.1) on [0, ∞) belongs to the Carleman class C{mn } (0, ∞), H .
“Only if” part. Let’s prove this part by contrapositive.
Thus, assume that, for any pair of positive constants b+ and b− , the set σ(A) \
Mb− ,b+ is unbounded.
Then for any natural n, the set σ(A) \ Mn−2 ,n−2 is unbounded.
Hence, we can choose a sequence of points in the complex plane {λn }∞ n=1
such that
λn ∈ σ(A), n = 1, 2, . . . ;
−2
−n M (| Im λ|) < Re λn < n−2 M (| Im λ|), n = 1, 2, . . . ;

λ0 := 0, |λn | > max n, |λn−1 | , n = 1, 2, . . . .
The latter, in particular, implies that the points λn are distinct.
Since the set
, -
λ −n−2 M (| Im λ|) < Re λ < n−2 M (| Im λ|), |λ| > max [n, |λn−1 |]
is open in C for any natural n, there exists such an εn > 0 that this set, along
with the point λn , contains the open disk centered at λn :
-
Δn = {λ ∈ C |λ − λn | < εn .
Then, for any λ ∈ Δn ,
− n−2 M (| Im λ|) < Re λ < n−2 M (| Im λ|)
(4.10)
|λ| > max n, |λn−1 | .
Furthermore, since the points λn are distinct, we can regard the radii of the
disks, εn , to be small enough so that
1
, n = 1, 2, . . . ;
0 < εn <
n (4.11)
and Δi ∩ Δj = ∅, i =
j.
Note that, by the properties of the spectral measure, the latter implies that the
subspaces EA (Δn )H are pairwise orthogonal.
The subspaces are also nontrivial since Δn is an open set and Δn ∩ σ(A) = ∅.
Choosing a unit vector en ∈ EA (Δn )H, n = 1, 2, . . . , we obtain an orthonor-

mal sequence:
en = EA (Δn )en , n = 1, 2, . . . ,
(4.12)
(ei , ej ) = δij .
Concerning the sequence of the real parts, {Re λn }∞n=1 , there are two possibilities:
it is either bounded, or not. Let’s consider each one.
First, assume that the sequence {Re λn }∞ n=1 is bounded, i.e., there is an ω > 0
such that
| Re λn | ≤ ω, n = 1, 2, . . . .
, -
Therefore, the set σ(A) ∩ λ ∈ C −ω ≤ Re λ ≤ ω is unbounded. Whence,
by [16], Theorem 5.2, we infer that there is a weak solution y(·) of equation (1.1)
on [0, ∞) such that y(·) ∈ C ∞ ((0, ∞), H). Moreover, y(·) ∈ C{mn } ((0, ∞), H).
Now, suppose that the sequence {Re λn }∞

n=1 is unbounded. Hence, there is a sub-
sequence {Re λn(k) }∞
k=1 such that
Re λn(k) → ∞ or Re λn(k) → −∞ as k → ∞.
First, assume that

Re λn(k) → −∞ as k → ∞.
In this case, one can regard without restricting generality that
Re λn(k) ≤ −k, k = 1, 2, . . . . (4.13)
Consider the vector
∞
1
f := en(k) ,
n=1
k
which is well defined since {1/k}∞k=1 ∈ ( stands for the space of square sum-
2 2
mable numeric sequences).

By the pairwise orthogonality of the projection operators EA (Δn ), we infer:
1
EA (Δn(k) )f = en(k) , k = 1, 2, . . . ,
k (4.14)
EA (∪∞
k=1 Δn(k) )f = f.
For any t ≥ 0,

σ(A)
by (4.14);

= e2t Re λ d(EA (λ)EA (∪∞ ∞
k=1 Δn(k) )f, EA (∪k=1 Δn(k) )f )
σ(A)
426 M.V. Markin
by the properties of the s.m. and o.c.;

∞

2t Re λ
= e d(EA (λ)f, f ) = e2t Re λ d(EA (λ)f, f )
∪∞ k=1Δ
k=1 Δn(k) n(k)
∞

= e2t Re λ d(EA (λ)EA (Δn(k) )f, EA (Δn(k) )f )
k=1Δ
n(k)
by (4.14);
∞

1
= e2t Re λ d(EA (λ)en(k) , en(k) )
k2
k=1 Δn(k)
for λ ∈ Δn(k) , by (4.13) and (4.11), Re λ = Re λn(k) + (Re λ − Re λn(k) )

≤ Re λn(k) + |λ − λn | ≤ −k + 1 ≤ 0;
∞ ∞

1 1
≤ 1 d(EA (λ)e , e
n(k) n(k) ) = EA (Δn(k) )en(k) 2
k2 k2
k=1 Δn(k) k=1
by (4.12);
∞
1
= < ∞.
k2
k=1
E
Thus, f ∈ D(etA ), which (see Introduction) implies that the vector
0≤t<∞
function
y(t) = etA f, 0 ≤ t < ∞,
is a weak solution of equation (1.1) on [0, ∞).
For an arbitrary s > 0, we have similarly:

T 2 (s|λ|) d(EA (λ)y(1)f, y(1)f ) = T 2 (s|λ|) d(EA (λ)eA f, eA f )
σ(A) σ(A)
∞

1
= e2M(s|λ|) e2 Re λ d(EA (λ)en(k) , en(k) ) = ∞.
k2
k=1 Δn(k)
Indeed, for all λ ∈ Δn(k) , based on (4.11), (4.13), and (4.10), we have:
Re λ = Re λn(k) + (Re λ − Re λn(k) ) ≤ Re λn(k) + |λn(k) − λ|
≤ Re λn(k) + εn(k) ≤ −k + 1 ≤ 0
and
−n(k)−2 M (| Im λ|) < Re λ < n(k)−2 M (| Im λ|).
Therefore, for λ ∈ Δn(k) ,
−n(k)−2 M (| Im λ|) < Re λ ≤ −k + 1 ≤ 0.
Whence, for λ ∈ Δn(k) :
Re λ ≤ −k + 1 ≤ 0 and |λ| ≥ | Im λ| ≥ M −1 (n(k)2 [− Re λ]). (4.15)
For any s > 0, let’s fix a sufficiently large natural N so that hN s ≥ 1, where h > 1
is the constant from condition (SBC).
Then, using the preceding estimates, we have:

1
e2M(s|λ|) e2 Re λ d(EA (λ)en(k) , en(k) )
k2
Δn(k)

1 −1
(n(k)2 [− Re λ])) 2 Re λ
≥ e2M(sM e d(EA (λ)en(k) , en(k) )
k2
Δn(k)
by (2.3), M (sM −1 (n(k)2 [− Re λ])) ≥ 2−N M (hN sM −1 (n(k)2 [− Re λ])) + [1 −

2−N ] ln(m0 l);

2[1−2−N ] 1 −N N −1 2
≥ (m0 l) e22 M(h sM (n(k) [− Re λ])) e2 Re λ
k2
Δn(k)

recall that hN s ≥ 1;

−N −N
n(k)2 −1)[− Re λ]
≥ (m0 l)2[1−2 ] 2n(k) Re λn(k)
e e2(2 d(EA (λ)en(k) , en(k) )
Δn(k)
for all sufficiently large natural k’s such that 2−N n(k)2 − 1 ≥ 1, by (4.15);

1 2(k−1) e2(k−1)
≥ 2e 1 d(EA (λ)en(k) , en(k) ) = → ∞ as k → ∞.
k k2
Δn(k)
Hence, for the weak solution y(·) of equation (1.1) on [0, ∞),

T 2 (s|λ|) d(EA (λ)y(1)f, y(1)f ) = ∞, 0 < s < ∞.
σ(A)
Whence, by (2.1), y(1) ∈ C{mn } (A). By Proposition 3.1 this implies that
y(·) ∈ C{mn } (0, ∞), H .
There remains the last possibility to be considered:
Re λn(k) → ∞ as k → ∞.
In this case, we can regard without restricting generality that
Re λn(k) ≥ k, k = 1, 2, . . . . (4.16)
428 M.V. Markin
Consider the vector

∞

f := e−n(k) Re λn(k) en(k) ,
n=1
which is well defined since, by (4.16), {e−n(k) Re λn(k) }∞

k=1 ∈ .
2
By the pairwise orthogonality of EA (Δn(k) ),

EA (Δn(k) )f = e−n(k) Re λn(k) en(k) , k = 1, 2, . . . ,
(4.17)
EA (∪∞
k=1 Δn(k) )f = f.
For any t ≥ 0, in the same manner as above

σ(A)
by (4.17);
∞

−2n(k) Re λn(k)
= e e2t Re λ d(EA (λ)en(k) , en(k) )
k=1 Δn(k)
for λ ∈ Δn(k) , by (4.11), Re λ = Re λn(k) + (Re λ − Re λn(k) ) ≤ Re λn(k) + |λ −

λn(k) | ≤ Re λn(k) + εn(k) ≤ Re λn(k) + 1;
∞
≤ e−2n(k) Re λn(k) e2t(Re λn(k) +1) 1 d(EA (λ)en(k) , en(k) )
k=1 Δn
∞

= e2t e−2[n(k)−t] Re λn(k) EA (Δn(k) )en(k) 2
k=1
by (4.12);
∞

= e2t e−2[n(k)−t] Re λn(k) < ∞
n=1
by the comparison test.
Hence, ;
f∈ D(etA ),
0≤t<∞
which (see Introduction) implies that the vector function
y(t) = etA f, 0 ≤ t < ∞,
For any s > 0, we have similarly:

T 2 (s|λ|) d(EA (λ)y(1)f, y(1)f ) = T 2 (s|λ|) d(EA (λ)eA f, eA f )
σ(A) σ(A)
∞

−2n(k) Re λn(k)
= e T 2 (s|λ|)e2 Re λ d(EA (λ)en(k) , en(k) )
k=1 Δn(k)
∞

−2n(k) Re λn(k)
= e e2M(s|λ|) e2 Re λ d(EA (λ)en(k) , en(k) ) = ∞.
k=1 Δn(k)
Indeed, for λ ∈ Δn(k) , based on (4.11), (4.16), and (4.10), we have:

Re λ = Re λn(k) + (Re λ − Re λn(k) ) ≥ Re λn(k) − |λ − λn(k) |
≥ Re λn(k) − εn(k) ≥ Re λn(k) − 1/n(k) ≥ 0
and
−n(k)−2 M (| Im λ|) < Re λ < n(k)−2 M (| Im λ|).
Therefore, for λ ∈ Δn(k) ,
0 ≤ Re λn(k) − 1/n(k) ≤ Re λ < n(k)−2 M (| Im λ|).
Whence, for λ ∈ Δn(k) ,
Re λ ≥ Re λn(k) − 1/n(k) ≥ 0
and
|λ| ≥ | Im λ| ≥ M −1 (n(k)2 [Re λn(k) − 1/n(k)]).
For any s > 0, let’s fix a sufficiently large natural N so that hN s ≥ 1, where
h > 1 is the constant from condition (SBC).
Using the preceding estimates, we have:

e−2n(k) Re λn(k) e2M(s|λ|) e2 Re λ d(EA (λ)en(k) , en(k) )
Δn(k)

−1
(n(k)2 [Re λn(k) −1/n(k)])) 2[Re λn(k) −1/n(k)]
≥ e−2n(k) Re λn(k) e2M(sM e
Δn(k)

by (2.3), M (sM −1 (n(k)2 [Re λn(k) −1/n(k)])) ≥ 2−N M (hN sM −1 (n(k)2 [Re λn(k) −
1/n(k)])) + [1 − 2−N ] ln(m0 l),

−N −N −1 2
≥ (m0 l)2[1−2 ] e−2n(k) Re λn(k) e22 M(h sM (n(k) [Re λn(k) −1/n(k)]))
N
Δn(k)
[Re λn(k) −1/n(k)]
e d(EA (λ)en(k) , en(k) )
recall that h s ≥ 1;
N

−N −N
] −2n(k) Re λn(k) n(k)2 +1)[Re λn(k) −1/n(k)]
≥ (m0 l)2[1−2 e e2(2
Δn(k)

430 M.V. Markin
for all sufficiently large natural k’s such that 2−N n(k)2 + 1 ≥ n(k);

−N
≥ (m0 l)2[1−2 ] e−2n(k) Re λn(k) e2n(k)[Re λn(k) −1/n(k)] 1 d(EA (λ)en(k) , en(k) )
Δn(k)
−2
= m0 le .
Thus, in this case, there is also a weak solution y(·) of equation (1.1) on
[0, ∞) such that, for any s > 0,

T 2 (s|λ|) d(EA (λ)y(1)f, y(1)f ) = ∞, 0 < s < ∞,
σ(A)
i.e., by (2.1), y(1) ∈ C{mn } (A).

Whence, by Proposition 3.1, y(·) ∈ C{mn } (0, ∞), H .
All the possibilities for the sequence {Re λn }∞
n=1 analyzed, we arrive at the
conclusion that the assumption that, for any pair of positive constants b+ and
b− , the set σ(A) \ Mb− ,b+ is unbounded implies that not every weak solution
of
equation (1.1) on [0, ∞) belongs to the Carleman class C{mn } (0, ∞), H .
Theorem 4.3. Let the sequence {mn }∞ n=0 satisfy conditions (SGR) and (BC). Then
every weak solution
C(mn ) (0, ∞), H if and only if there is such a b+ > 0 that, for an arbitrary
b− > 0, the set σ(A) \ Mb− ,b+ is bounded.
Proof. “If” part. Our premise is that there is a b+ > 0 such that, for an arbitrary
b− > 0, the set σ(A) \ Mb− ,b+ is bounded.
Consider an arbitrary weak solution of equation (1.1) on [0, ∞) (see Intro-
duction)
y(t) = etA f, 0 ≤ t < ∞,
E
where f ∈ tA
D(e ), i.e.,
0≤t<∞

e2t Re λ d(EA (λ)f, f ) < ∞, 0 ≤ t < ∞. (4.18)
σ(A)
For arbitrary t > 0 and s > 0, let’s fix a sufficiently large natural N so that
h−N 2s ≤ 1, where h > 1 is the constant from condition (BC) and set b− := 2N t−1 .
Since due to condition (SGR), α > 0 in estimate (2.2) is arbitrary, assume
that α := 2b− .
We have:

T 2 (s|λ|) d(EA (λ)y(t), y(t)) = T 2 (s|λ|) d(EA (λ)etA f, etA f )
σ(A) σ(A)
by the properties of the s.m. and the o.c.;

σ(A) σ(A)\Mb− ,b+

σ(A)∩Mb− ,b+ ∩{λ|−b− M(R)<Re λ<M(R)}

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}

σ(A)∩Mb− ,b+ ∩{λ| Re λ≥M(R)}
where R > 0 is the constant from estimate (2.2);

< ∞.
Indeed, the finiteness of the first two integrals

T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ),
σ(A)\Mb− ,b+
and

T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ),
σ(A)∩Mb− ,b+ ∩{λ|−b− M(R)<Re λ<M(R)}
follows immediately from the boundedness of the sets σ(A) \ Mb− ,b+ and σ(A) ∩
Mb− ,b+ ∩ {λ| − b− M (R) < Re λ < M (R)}, the finiteness of the measure, and the
continuity of the integrated function on C.
We are to prove the finiteness of the integrals

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
and
T 2 (s|λ|)e2t Re λ d(EA (λ)f, f ).
σ(A)∩Mb− ,b+ ∩{λ| Re λ≥M(R)}
For the former one,

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
432 M.V. Markin

σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
for λ ∈ σ(A) ∩ Mb− ,b+ ∩ {λ| Re λ ≤ −b− M (R)}, | Im λ| ≤ M −1 (b−1

− [− Re λ]);

−1 −1
≤ e2M(s[− Re λ+M (b− [− Re λ])]) e2t Re λ
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
d(EA (λ)f, f )
for λ ∈ σ(A) ∩ Mb− ,b+ ∩ {λ| Re λ ≤ −b− M (R)}, by (2.2), 2−1 αb−1 − [− Re λ] ≤
−1 −1 −1 −1
M (b− [− Re λ]); since α := 2b− , − Re λ ≤ M (b− [− Re λ]);

−1 −1
≤ e2M(2sM (b− [− Re λ])) e2t Re λ d(EA (λ)f, f )
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
by (2.4), M (2sM −1 (b−1

− [− Re λ])) ≤ 2 M (h
N −N
2sM −1 (b−1
− [− Re λ])) − [2
N
−
1] ln(m0 l)

−N −1 −1
≤ (m0 l)−2[2 −1]
N N
e22 M(h 2sM (b− [− Re λ]))
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
2t Re λ
e d(EA (λ)f, f )
since h−N 2s ≤ 1;

N
M(M −1 (b−1
≤ (m0 l)−2[2 −1]
N
e22 − [− Re λ]))
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}

N −1
≤ (m0 l)−2[2 −1]
N
e2[t−2 b− ] Re λ
d(EA (λ)f, f )
σ(A)∩Mb− ,b+ ∩{λ| Re λ≤−b− M(R)}
N −1
recall that b− := 2 t ;
−2[2N −1]
= (m0 l) f < ∞.
2
For the latter of the two above integrals, we have:




+ Re λ);

−1 −1
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≥ M (R)}, by (2.2), 2α−1 M −1 (Re λ) ≥ Re λ;

−1 −1 −1 −1
≤ e2M(s[2α M (Re λ)+M (b+ Re λ)])

+
−1
+1]M −1 (γ Re λ)) 2t Re λ
for λ ∈ σ(A) ∩ Mb+ ∩ {λ| Re λ ≥ M (R)}, by (2.4), M (s[2α−1 + 1]M −1 (γ Re λ)) ≤

2N M (h−N s[2α−1 + 1]M −1 (γ Re λ)) − [2N − 1] ln(m0 l);

−N −1 −1
= (m0 l)−2[2 −1]
N N
e22 M(h s[2α +1]M (γ Re λ))

since h−N s ≤ 1;

−2[2N −1] N
M(M −1 (γ Re λ)) 2t Re λ
≤ (m0 l) e22 e
d(EA (λ)f, f )

−2[2N −1] N
≤ (m0 l) e2[2 γ+t] Re λ
d(EA (λ)f, f )
by (4.18);
< ∞.
Thus, for an arbitrary weak solution y(·) of equation (1.1) on [0, ∞), for any
t > 0 and s > 0,

T 2 (s|λ|) d(EA (λ)y(t), y(t)) < ∞.
σ(A)
By (2.1), y(t) ∈ C(mn ) (A), t > 0. By Proposition 3.1, the latter implies that
an arbitrary weak solution
y(·) of equation (1.1) on [0, ∞) belongs to the Carleman
class C(mn ) (0, ∞), H .
“Only if” part. Let’s resort to proving by contrapositive once again. Assume that
for any b+ > 0, there is such a b− > 0 that the set σ(A) \ Mb− ,b+ is unbounded.
434 M.V. Markin
Let’s show that under the latter premise, its stronger version can be assumed:
there is a b− > 0 such that, for any b+ > 0, the set σ(A) \ Mb− ,b+ is unbounded.
Indeed, there are two possibilities:
, -
1. For a certain b− > 0, the set λ ∈ σ(A) −b− M (| Im λ|) < Re λ ≤ 0 is
unbounded. , -
2. For any b− > 0, the set λ ∈ σ(A) −b− M (| Im λ|) < Re λ ≤ 0 is bounded.
In the first case, as is easily seen, the set σ(A) \ Mb− ,b+ is unbounded with a
certain b− > 0 and an arbitrary b+ > 0.
In the second case, the initial assumption that, for any b+ > 0, there is such a
b− > 0 that the set σ(A) \ Mb− ,b+ is, unbounded immediately implies that,-for
any b− > 0 and any b+ > 0, the set λ ∈ σ(A) 0 < Re λ < b+ M (| Im λ|) is
unbounded and the more so is the set σ(A) \ Mb− ,b+ .
Thus, the initial assumption does imply that there is a b− > 0 such that, for any
b+ > 0, the set σ(A) \ Mb− ,b+ is unbounded.
In particular, for any natural n, the set σ(A) \ Mb− ,n−2 is unbounded.
Therefore, we can choose a sequence of points of the complex plane, {λn }∞
n=1 , in
the following manner:
λn ∈ σ(A), n = 1, 2, . . . ;
− b− M (| Im λ|) < Re λn < n−2 M (| Im λ|), n = 1, 2, . . . ;

λ0 := 0, |λn | > max n, |λn−1 | , n = 1, 2, . . . .
The latter, in particular, implies that the points λn are distinct.
Since, for any natural n, the set
, -
λ ∈ C −b− M (| Im λ|) < Re λ < n−2 M (| Im λ|), |λ| > max n, |λn−1 |
is open in C, there exists such an εn > 0 that this set contains together with the
point λn the open disk centered at λn :
-
Δn := {λ ∈ C |λ − λn | < εn ,
i.e., for any λ ∈ Δn ,
− b− M (| Im λ|) < Re λ < n−2 M (| Im λ|)
(4.19)
|λ| > max n, |λn−1 | .
Moreover, since the points λn are distinct, we can regard that the radii of the
disks, εn , are chosen to be small enough so that
1
0 < εn < , n = 1, 2, . . . ;
n (4.20)
and Δi ∩ Δj = ∅, i = j.
As we observed, the subspaces EA (Δn )H are nontrivial and pairwise orthog-
onal.
Let’s choose a unit vector en ∈ EA (Δn )H thereby obtaining an orthonormal se-

quence:
en = EA (Δn )en , n = 1, 2, . . . ,
(4.21)
(ei , ej ) = δij .
Concerning the sequence of the real parts, {Re λn }∞

n=1 , there are two possibilities:
it is either bounded, or not.
First, assume that the sequence {Re λn }∞ n=1 is bounded, i.e., there is an ω > 0
such that
| Re λn | ≤ ω, n = 1, 2, . . . .
, -
Therefore, the set σ(A) ∩ λ ∈ C −ω ≤ Re λ ≤ ω is unbounded. Whence, by
[16], Theorem 5.2, we infer that there is a weak solution y(·) of equation (1.1) on
[0, ∞) such that y(·) ∈ C ∞ ((0, ∞), H). Moreover, y(·) ∈ C(mn ) ((0, ∞), H).
Assume now that the sequence {Re λn }∞
n=1 is unbounded. Therefore, it has a
subsequence {Re λn(k) }∞
k=1 such that
Re λn(k) → ∞ or Re λn(k) → −∞ as k → ∞.
The case when Re λn(k) → ∞ as k → ∞ is considered analogously to the cor-

responding case in the proof of the “only if” part of Theorem 4.2, where it was
shown that there is such a weak solution y(·) of equation (1.1) on [0, ∞) that
y(1) ∈ C{mn } (A),

which, by Proposition
3.1, implies that y(·) ∈
C{m n } (0, ∞), H . Moreover, y(·) ∈
C(mn ) (0, ∞), H .
Now, assume that there is a subsequence {Re λn(k) }∞
k=1 such that
Re λn(k) → −∞ as k → ∞.
Without restricting generality, we can regard that
Re λn(k) ≤ −k, k = 1, 2, . . . . (4.22)
Let
∞
1
f := en(k) .
k
k=1
By the pairwise orthogonality of the projection operators EA (Δn ),
1
EA (Δn(k) )f = en(k) , k = 1, 2, . . . ,
k (4.23)
EA (∪∞k=1 Δn(k) )f = f.
In the same manner as in the proof of the “only if” part of Theorem 4.2, we can
show that ;
f∈ D(etA ),
0≤t<∞
436 M.V. Markin
which (see Introduction) implies that the vector function
y(t) = etA f, 0 ≤ t < ∞,

For s = 1, we have:

T 2 (|λ|) d(EA (λ)y(b−1 −1
− /2), y(b− /2))
σ(A)

−1 −1
= e2M(|λ|) d(EA (λ)eb− /2A
f, eb− /2A
f)
σ(A)

−1
= e2M(|λ|) eb− Re λ d(EA (λ)f, f ) (4.23);
σ(A)

−1
= e2M(|λ|) eb− Re λ
d(EA (λ)EA (∪∞ ∞
k=1 Δn(k) )f, EA (∪k=1 Δn(k) )f )
σ(A)

−1
d(EA (λ)f, f )
∪∞
n=k Δn(k)
∞
−1
d(EA (λ)f, f )
k=1Δ
n(k)
∞
−1
d(EA (λ)EA (Δn(k) )f, EA (Δn(k) )f )
k=1Δ
n(k)
by (4.23);
∞

1 −1
k2
k=1 Δn(k)
∞

1 −1
≥ e2M(| Im λ|) eb− Re λ
d(EA (λ)en(k) , en(k) ) = ∞.
k2
k=1 Δn(k)
Indeed, for all λ ∈ Δn(k) , based on (4.20), (4.22), and (4.19), we have:
Re λ = Re λn(k) + (Re λ − Re λn(k) ) ≤ Re λn(k) + |λn(k) − λ|
≤ Re λn(k) + εn(k) ≤ −k + 1 ≤ 0
and
−b− M (| Im λ|) < Re λ < n(k)−2 M (| Im λ|).
Therefore, for λ ∈ Δn(k) :

Re λ ≤ −k + 1 ≤ 0 and M (| Im λ|) ≥ −b−1
− Re λ.
Using this estimates, we have:

1 −1
e2M(| Im λ|) eb− Re λ d(EA (λ)en(k) , en(k) )
k2
Δn(k)

1 −1
≥ 2 e−b− Re λ
k
Δn(k)
b−1
− [k−1]

e
= 1 d(EA (λ)en(k) , en(k) )
k2
Δn(k)
by (4.21);
−1
eb− [k−1]
= → ∞, as k → ∞.
k2
Hence, for the weak solution y(·) of equation (1.1) on [0, ∞):

T 2 (|λ|) d(EA (λ)y(b−1 −1
− /2), y(b− /2)) = ∞,
σ(A)
i.e., by (2.1),
y(b−1
− /2) ∈ C(mn ) (A).

Whence, by Proposition 3.1, y(·) ∈ C(mn ) (0, ∞), H .
All the possibilities regarding {Re λn }∞n=1 considered, we infer that the assumption
that for any b+ > 0, there is such a b− > 0 that the set σ(A)\Mb− ,b+ is unbounded
implies that not every
weak solution of equation (1.1) on [0, ∞) belongs to the class
C(mn ) (0, ∞), H .
5. Final remarks
Due to the normality of the operator A, all the above criteria are formulated
exclusively in terms of its spectrum, no restrictions on the operator’s resolvent
behavior required, which makes them inherently qualitative and more transparent
than similar results for semigroups of linear operators (cf. [12, 24, 21, 3, 23]).
As is easily seen, in Theorems 4.1–4.3, the function M (·) can be replaced by
a nonnegative continuous function F (·) such that
C1 F (λ) ≤ M (λ) ≤ C2 F (λ)
with some positive constants C1 and C2 , for all sufficiently large nonnegative λ’s.
Note that it doesn’t matter whether the function F (·) has an inverse.
With the sequences mn = [n!]β , n = 0, 1, 2, . . . , 1 ≤ β < ∞, satisfying
conditions (GR) and (SBC), condition (SGR) for 1 < β < ∞, and estimates
438 M.V. Markin
(6.4) (see Appendix), the corresponding function M (·) is replaceable by λ1/β ,

0 ≤ λ < ∞, 1 ≤ β < ∞.
Thus, all the principal theorems of paper [17] regarding the strong Gevrey
ultradifferentiability (see Introduction) of the weak solutions become the special
cases of Theorems 4.1–4.3 with mn = [n!]β , n = 0, 1, 2, . . . and 1 ≤ β < ∞ or
1 < β < ∞, whichever appropriate.
Observe also that Theorem 4.1 immediately implies the following effect of
smoothness improvement:
, -∞
Corollary 5.1. Let the sequence mn n=0 satisfy conditions (GR) and (BC). Then,
if all weak solution of equation (1.1) on [0, ∞) belong to the Carleman class of
Roumieu type C{mn } ([0, ∞), H), they automatically belong to the Carleman class
of Beurling type C(mn ) ([0, ∞), H).
6. Appendix
6.1. Instances of sequences satisfying (GR)- and (BC)-conditions
Consider mn = [n!]β , n = 0, 1, 2, . . . , with 0 ≤ β < ∞.
As is easily seen, for 0 ≤ β < 1, condition (GR) is not satisfied (although
(WGR) is); for 1 ≤ β < ∞ condition (GR) is satisfied and, for 1 < β < ∞, so is
(SGR).
Based on the well-known binomial coefficients identity, for 1 ≤ β < ∞ and
n = 0, 1, 2, . . . , we have:
n n β n β
n n n n n
n
2 = ≤ ≤ (n + 1) = (n + 1) 2β ≤ 2β+1 .
k k k
k=0 k=0 k=0
Thus, for 1 ≤ β < ∞, condition (SBC) is met as well.
Let 1 ≤ β < ∞.
According to Stirling’s formula, there a C = C(β) ≥ 1 such that
[n!]β ≤ nβn ≤ Ceβn [n!]β , n = 0, 1, 2, . . . . (6.1)

Let’s consider the family of functions
λx
ρλ (x) := , 0 ≤ x < ∞, 1 ≤ λ < ∞ (00 := 1).
xβx
As is easily seen, the function ρλ (·) attains its maximum value on [0, ∞) at
the point xλ = e−1 λ1/β . Therefore,
λn −1 1/β
sup βn
≤ sup ρλ (x) = ρλ (xλ ) = eβe λ . (6.2)
n≥0 n x≥0
Let, for λ ≥ eβ , N be the integer part of xλ = e−1 λ1/β . Hence, N ≥ 1 and,

for all sufficiently large λ ≥ eβ ,
λn λN
sup βn
≥ βN = exp N ln λ − βN ln N (6.3)
n≥0 n N
−1 1/β βe−1 1/β
≥ exp (xλ − 1) ln λ − βxλ ln xλ = eβe λ −ln λ ≥ e 2 λ .
Taking (6.2) and (6.3) into account, for all sufficiently large positive λ’s, we
have:
∞ ∞ β n
βe−1
λ1/β λn λn e λ
e 2 ≤ sup βn ≤ T (λ) := β
≤C
n≥0 n n=0
[n!] n=0
nβn
by (6.1);
∞ β n β n ∞ β n
2e λ 1 2e λ 1 2e λ
=C βn n
≤ C sup βn n
= 2C sup
n=0
n 2 n≥0 n n=0
2 n≥0 nβn
≤ 2C sup ρ2eβ λ (x)
x≥0
by (6.2);
−1 1/β 1/β
(2eβ λ)
= 2Ceβe ≤ e4βλ .
Thus, for all sufficiently large positive λ’s,
βe−1 1/β
λ ≤ M (λ) ≤ 4βλ1/β . (6.4)
2
2
Let’s show that the sequence mn = en , n = 0, 1, 2, . . . , satisfies conditions
(SGR) and (BC).
Indeed condition (SGR) is met since, for any α > 0,
αn n! αn nn 2
0 ≤ lim n 2 ≤ lim 2 = lim en ln α+n ln n−n = 0.
n→∞ e n→∞ en n→∞
On the other hand, for n = 0, 1, 2, . . . ,

n
en
2
n
n
k 2 (n−k)2 = e2k(n−k) ≥ e2(n−1) = e−2 e2 .
k=0
e e k=0
Thus, condition (BC) is also satisfied.

Further, for 0 ≤ λ < ∞, we have:
∞ ∞
λn λn (2λ)n 1 (2λ)n
sup n2 ≤ T (λ) := 2 ≤ 2 ≤ 2 sup n2
. (6.5)
n≥0 e n=0
en n=0
en 2 n n≥0 e
For 1 ≤ λ < ∞, consider the family of functions:

λx
ϕλ (x) := , 0 ≤ x < ∞.
ex2
440 M.V. Markin
As is easily verified, for each 1 ≤ λ < ∞, the function ϕλ (·) attains its
ln λ
maximum value on [0, ∞) at the point xλ = . Hence, for 1 ≤ λ < ∞,
2
λn [ln λ]2
sup n2 ≤ sup ϕλ (x) = ϕλ (xλ ) = e 4 . (6.6)
n≥0 e x≥0
Let N be the integer part of xλ . Then, for all sufficiently large positive λ’s,
λn λN N ln λ−N 2 ln λ ln λ 2 [ln λ]2 [ln λ]2
sup n2 ≥ N 2 = e ≥ eln λ( 2 −1)−( 2 ) = e 4 −ln λ ≥ e 8 . (6.7)
n≥0 e e
By (6.5)–(6.7), for all sufficiently large positive λ’s,
[ln λ]2 [ln(2λ)]2 [ln λ]2
e 8 ≤ T (λ) ≤ 2e 4 ≤e 2 .
Whence, for all sufficiently large positive λ’s,
1 1
[ln λ]2 ≤ M (λ) ≤ [ln λ]2 .
8 2
2
Thus, for the sequence mn = en , n = 0, 1, 2, . . . , Theorems 4.1 and 4.3 are valid,
with the function M (·) being replaceable by
+
def 0 for 0 ≤ λ < 1
F (λ) =
[ln λ]2 for λ ≥ 1.
6.2. Independence (GR)-conditions and (BC)-conditions

The question concerning the independence of (GR)-conditions and (BC)-conditions
naturally arises. Let’s show that they are independent.
√
As is easily seen, the sequence mn := n!, n = 0, 1, 2, . . . satisfies condition (SBC),
but not (GR).
Thus, (SBC) ⇒ (GR).
Let’s show that (SGR) ⇒ (BC).

Consider the sequence:
+
n2n for n = n(k)
mn := 4
en otherwise,
where n(0) := 1, n(1) := 2, n(k) := n(k − 2) + n(k − 1) + 1, k = 2, 3, . . . .
The sequence growing so fast, it obviously meets condition (SGR). However, it
doesn’t satisfy condition (BC).
Indeed, consider the subsequence of sums

n(k)
mn(k)
, k = 0, 1, 2, . . . .
i=0
mi mn(k)−i
For 1 ≤ i ≤ n(k) − 1, k = 1, 2, . . . , there are only two possibilities.
Either i or n(k) − i equals n(l) with some 0 ≤ l ≤ k − 1, e.g., i = 1 or i = n(k) − 1.
Neither i nor n(k) − i equals n(l) for any 0 ≤ l ≤ k − 1.

For instance, i = 3 = n(l), 0 ≤ l ≤ k − 1, and n(k) − 3 = n(l), 0 ≤ l ≤ k − 1,
whenever k ≥ 4.
The former being self-evident, the latter is also easily seen:
n(k) − n(l) ≥ n(k) − n(k − 1) = n(k − 2) + 1 ≥ n(2) + 1 = 5, k ≥ 4.
In the first case, for k ≥ 3 and 1 ≤ i ≤ n(k) − 1,
mn(k) mn(k)
≤ ,
mi mn(k)−i mn(k)−n(k−1)
since, if i = n(l) with some 0 ≤ l ≤ k−1, then n(k)−i = n(k)−n(l) ≥ n(k)−n(k−
1); if n(k)−i = n(l) with some 0 ≤ l ≤ k−1, then i = n(k)−n(l) ≥ n(k)−n(k−1).
Observe that, when k ≥ 3, n(k)−n(k−1) = n(k−2)+1 = n(l), l = 0, 1, 2, . . . .
Therefore, in the first case, for k ≥ 3 and 1 ≤ i ≤ n(k) − 1, we have:
mn(k) mn(k) mn(k) n(k)2n(k)
≤ = = (n(k−2)+1)4
mi mn(k)−i mn(k)−n(k−1) mn(k−2)+1 e
4 4
= e2n(k) ln n(k)−(n(k−2)+1) ≤ e2n(k) ln n(k)−n(k−2) → 0 as k → ∞.
Since, for k ≥ 3:
2 2
n(k) ln n(k) n(k) n(k − 1) + n(k − 2) + 1
≤ =
n(k − 2)4 n(k − 2)2 n(k − 2)2
2 2
n(k − 3) + 2n(k − 2) + 2 4n(k − 2) 16
= ≤ = → 0 as k → ∞.
n(k − 2)2 n(k − 2)2 n(k − 2)2
In the second case, for k ≥ 4 and 1 ≤ i ≤ n(k) − 1,
mn(k)
mi mn(k)−i
with N (i) := max(i, n(k) − i) ≥ (n(k)/2);
mn(k) n(k)2n(k) 2n(k) ln n(k)− n(k)
4
≤ = 4 ≤ e 24 → 0 as k → ∞.
mN (i) eN (i)
Thus, for all sufficiently large natural k’s,
mn(k)
n(k)
mn(k)
≤ 1, 1 ≤ i ≤ n(k) − 1, and ≤ n(k) + 1,
mi mn(k)−i i=0
mi mn(k)−i
i.e., condition (BC) is not satisfied.

442 M.V. Markin
Acknowledgments
Eternally grateful to his mother Svetlana A. Markina, whose love, constant support
and unsurpassed patience made this humble dedication possible, the author cannot
but express his cordial gratitude to Mrs. Evelyn Weil and Mrs. Linda Nahin for
their enduring generous kindness.
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thématique Mittag-Leffler, Djursholm, Suède, 1960.
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ential Equation in Banach Space. J. Math. and Mech. 18 (1969), 1007–1016.
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(1958), 217–274.
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Adjoint Operators in Hilbert Space. Interscience Publishers, 1963.
[6] , Linear Operators, Part III: Spectral Operators. Interscience Publishers,
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Partielles. Ann. Ec. Norm. Sup. Paris 35 (1918), 129–196.
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[9] M. L. Gorbachuk and V.I. Gorbachuk, Boundary Value Problems for Operator Dif-
ferential Equations. Kluwer Academic Publishers Group, 1991.
[10] V.I. Gorbachuk, Spaces of Infinitely Differentiable Vectors of a Nonnegative Selfad-
joint Operator. Ukr. Math. J. 35 (1983), 531–535.
[11] V.I. Gorbachuk and A.V. Knyazyuk, Boundary Values of Solutions of Operator-
Differential Equations. Russ. Math. Surveys 44 (1989), 67–111.
[12] E. Hille and R.S. Phillips, Functional Analysis and Semigroups. American Mathe-
matical Society Colloquium Publications, vol. 31, 1957.
[13] H. Komatsu, Ultradistributions, I. Structure Theorems and Characterization. J. Fac.
Sci. Univ. Tokyo 20 (1973), 25–105.
[14] S. Mandelbrojt, Series de Fourier et Classes Quasi-Analytiques de Fonctions.
Gauthier-Villars, 1935.
[15] M.V. Markin, On the Ultradifferentiability of Weak Solutions of a First-Order
Operator-Differential Equation in Hilbert Space. Dopov. Akad. Nauk Ukrainy (1996),
no. 6., 22–26.
[16] , On the Smoothness of Weak Solutions of an Abstract Evolution Equation.
I. Differentiability. Appl. Anal. 73 (1999), 573–606.
[17] , On the Smoothness of Weak Solutions of an Abstract Evolution Equation.
II. Gevrey Ultradifferentiability. Appl. Anal. 78 (2001), 97–137.
[18] , On the Carleman Classes of Vectors of a Scalar Type Spectral Operator. Int.
J. Math. Math. Sci. 2004 (2004), 3219–3235.
[19] , On Scalar Type Spectral Operators and Carleman Ultradifferentiable C0 -
Semigroups. Ukr. Math. J. (to appear).
[20] E. Nelson, Analytic Vectors. Ann. Math. 70 (1959), 572–615.
[21] A. Pazy, On the Differentiability and Compactness of Semi-Groups of Linear Oper-
ators. J. Math. and Mech. 17 (1968), 1131–1141.
[22] A.I. Plesner, Spectral Theory of Linear Operators. Nauka, 1965 (in Russian).
[23] T. Ushijima, On the Generation and Smoothness of Semi-Groups of Linear Opera-
tors. J. Fac. Sci. Univ. Tokyo 19 (1972), 65–127.
[24] K. Yosida, On the Differentiability of Semi-Groups of Linear Operators. Proc. Japan
Acad. 34 (1958), 337–340.
[25] K. Yosida, Functional Analysis. 6th Edition, Springer-Verlag, 1980.
Marat V. Markin
Fresno, CA, USA
e-mail: mmarkin@comcast.net
Operator Theory:

On the Equivalence of Different Lax Pairs

for the Kac–van Moerbeke Hierarchy
Johanna Michor and Gerald Teschl
Abstract. We give a simple algebraic proof that the two different Lax pairs for
the Kac–van Moerbeke hierarchy, constructed from Jacobi respectively super-
symmetric Dirac-type difference operators, give rise to the same hierarchy
of evolution equations. As a byproduct we obtain some new recursions for
computing these equations.
Mathematics Subject Classification (2000). Primary 47B36, 37K15; Secondary
81U40, 39A10.
Keywords. Kac–van Moerbeke hierarchy, Lax pair, Toda hierarchy.
1. Introduction
There are two different Lax equations for the Kac–van Moerbeke equation: The
original one, found independently by Kac and van Moerbeke [6] and Manakov [7],
based on a Jacobi matrix with zero diagonal elements and its skew-symmetrized
square and the second one based on super-symmetric Dirac-type matrices. Both
approaches can be generalized to give corresponding hierarchies of evolution equa-
tions in the usual way and both reveal a close connection to the Toda hierarchy.
In fact, the first approach shows that the Kac–van Moerbeke hierarchy (KM hier-
archy) is contained in the Toda hierarchy by setting b = 0 in the odd equations.
The second one relates both hierarchies via a Bäcklund transformation since the
Dirac-type difference operator gives rise to two Jacobi operators by taking squares
(respectively factorizing positive Jacobi operators to obtain the other direction).
Both ways of introducing the KM hierarchy have their merits, however, though it
is obvious that both produce the same hierarchy by looking at the first few equa-
tions, we could not find a formal proof in the literature. The purpose of this short
note is to give a simple algebraic proof for this fact. As a byproduct we will also
obtain some new recursions for computing the equations in the KM hierarchy.
Work supported by the Austrian Science Fund (FWF) under Grants No. Y330 and J2655.
446 J. Michor and G. Teschl
In Section 2 we review the recursive construction of the Toda hierarchy via

Lax pairs involving Jacobi operators and obtain the KM hierarchy by setting
b = 0 in the odd equations. In Section 3 we introduce the KM hierarchy via
Lax pairs involving Dirac-type difference operators. In Section 4 we show that
both constructions produce the same equations. Finally, we recall how to identify
Jacobi operators with b = 0 in Section 5.
2. The Toda hierarchy

In this section we introduce the Toda hierarchy using the standard Lax formalism
following [2] (see also [5], [10]).
We will only consider bounded solutions and hence require
Hypothesis H.2.1. Suppose a(t), b(t) satisfy
a(t) ∈ ∞ (Z, R), b(t) ∈ ∞ (Z, R), a(n, t) = 0, (n, t) ∈ Z × R,
∞ ∞
and let t → (a(t), b(t)) be differentiable in (Z) ⊕ (Z).
Associated with a(t), b(t) is a Jacobi operator
H(t) = a(t)S + + a− (t)S − + b(t) (2.1)
in 2 (Z), where S ± f (n) = f ± (n) = f (n ± 1) are the usual shift operators and
2 (Z) denotes the Hilbert space of square summable (complex-valued) sequences
over Z. Moreover, choose constants c0 = 1, cj , 1 ≤ j ≤ r, cr+1 = 0, and set

j
gj (n, t) = cj− δn , H(t) δn ,
=0
(2.2)

j
hj (n, t) = 2a(n, t) cj− δn+1 , H(t) δn + cj+1 .
=0
The sequences gj , hj satisfy the recursion relations

g0 = 1, h0 = c1 ,
2gj+1 − hj − h−
j − 2bgj = 0, 0 ≤ j ≤ r,
hj+1 − h−
j+1 − 2(a2 gj+ − (a− )2 gj− ) − b(hj − h−
j ) = 0, 0 ≤ j < r. (2.3)
Introducing

r
P2r+2 (t) = −H(t)r+1 + (2a(t)gj (t)S + − hj (t))H(t)r−j + gr+1 (t), (2.4)
j=0
a straightforward computation shows that the Lax equation

d
H(t) − [P2r+2 (t), H(t)] = 0, t ∈ R, (2.5)
dt
Equivalence of Lax Pairs for the Kac–van Moerbeke Hierarchy 447
is equivalent to
⎛ ⎞
ȧ(t) − a(t) gr+1
+
(t) − gr+1 (t)
TLr (a(t), b(t)) = ⎝ ⎠ = 0, (2.6)
ḃ(t) − hr+1 (t) − h−
r+1 (t)
where the dot denotes a derivative with respect to t. Varying r ∈ N0 yields the Toda
hierarchy TLr (a, b) = 0. The corresponding homogeneous quantities obtained by
taking all summation constants equal to zero, c ≡ 0, ∈ N, are denoted by ĝj ,
ĥj , etc., resp.

R r (a, b) = TLr (a, b)
TL . (2.7)
c ≡0,1≤≤r
Next we show that we can set b ≡ 0 in the odd equations of the Toda
hierarchy.
Lemma 2.2. Let b ≡ 0. Then the homogeneous coefficients satisfy
ĝ2j+1 = ĥ2j = 0, j ∈ N0 .
Proof. We use induction on the recursion relations (2.3). The claim is true for
j = 0. If ĥ2j = 0 then ĝ2j+1 = 0, and ĥ2j = 0 follows from the last equation in
(2.3).
In particular, if we choose c2 = 0 in TL2r+1 , then we can set b ≡ 0 to obtain

a hierarchy of evolution equations for a alone. In fact, set
Gj = ĝ2j , Kj = ĥ2j+1 , (2.8)
in this case. Then they satisfy the recursion
G0 = 1, K0 = 2a2 ,
2Gj+1 − Kj − Kj− = 0, 0 ≤ j ≤ r,
−
Kj+1 − Kj+1 − 2(a 2
G+
j
− 2
− (a ) G−
j ) = 0, 0 ≤ j < r, (2.9)
and TL2r+1 (a, 0) = 0 is equivalent to the KM hierarchy defined as
KMr (a) = ȧ − a(G+
r+1 − Gr+1 ), r ∈ N0 . (2.10)
3. The Kac–van Moerbeke hierarchy as a modified Toda hierarchy

In this section we review the construction of the KM hierarchy as a modified Toda
hierarchy. We refer to [2], [10] for further details.
Suppose ρ(t) satisfies
Hypothesis H.3.1. Let
ρ(t) ∈ ∞ (Z, R), ρ(n, t) = 0, (n, t) ∈ Z × R (3.1)
and let t → ρ(t) be differentiable in ∞ (Z).
Define the “even” and “odd” parts of ρ(t) by

ρe (n, t) = ρ(2n, t), ρo (n, t) = ρ(2n + 1, t), (n, t) ∈ Z × R, (3.2)
and consider the bounded operators (in 2 (Z))
A(t) = ρo (t)S + + ρe (t), A(t)∗ = ρ− −
o (t)S + ρe (t). (3.3)
In addition, we set
H1 (t) = A(t)∗ A(t), H2 (t) = A(t)A(t)∗ , (3.4)
with
Hk (t) = ak (t)S + + a− −
k (t)S + bk (t), k = 1, 2, (3.5)
and
a1 (t) = ρe (t)ρo (t), b1 (t) = ρe (t)2 + ρ− 2
o (t) , (3.6)
a2 (t) = ρ+
e (t)ρo (t), b2 (t) = ρe (t)2 + ρo (t)2 . (3.7)
Now we define operators D(t), Q2r+2 (t) in (Z, C ) as follows,
2 2

0 A(t)∗
D(t) = , (3.8)
A(t) 0

P1,2r+2 (t) 0
Q2r+2 (t) = , r ∈ N0 . (3.9)
0 P2,2r+2 (t)
Here Pk,2r+2 (t), k = 1, 2 are defined as in (2.4), that is,

r
Pk,2r+2 (t) = −Hk (t)r+1 + (2ak (t)gk,j (t)S + − hk,j (t))Hk (t)j + gk,r+1 , (3.10)
j=0
{gk,j (n, t)}0≤j≤r , {hk,j (n, t)}0≤j≤r+1 are defined as in (2.2). Moreover, we choose
the same integration constants in P1,2r+2 (t) and P2,2r+2 (t) (i.e., c1, = c2, ≡
c , 1 ≤ ≤ r).
Analogous to equation (2.5) one obtains that
d
D(t) − [Q2r+2 (t), D(t)] = 0 (3.11)
dt
is equivalent to
KMr (ρ) = (KMr (ρ)e , KMr (ρ)o )

ρ̇e − ρe (g2,r+1 − g1,r+1 )
= = 0. (3.12)
ρ̇o + ρo (g2,r+1 − g1,r+1
+
)
As in the Toda context (2.6), varying r ∈ N0 yields the KM hierarchy which we
denote by
KMr (ρ) = 0, r ∈ N0 . (3.13)
The homogeneous KM hierarchy is denoted by

S r (ρ) = KMr (ρ)
KM . (3.14)
c ≡0,1≤≤r
One look at the transformations (3.6), (3.7) verifies that the equations for ρo , ρe
are in fact one equation for ρ. More explicitly, combining gk,j , resp. hk,j , into one
sequence
Gj (2n) = g1,j (n) Hj (2n) = h1,j (n)
, resp. , (3.15)
Gj (2n + 1) = g2,j (n) Hj (2n + 1) = h2,j (n)
we can rewrite (3.12) as
KMr (ρ) = ρ̇ − ρ(G+
r+1 − Gr+1 ). (3.16)
¿From (2.3) we see that Gj , Hj satisfy the recursions
G0 = 1, H0 = c1 ,
2Gj+1 − Hj − Hj−− − 2(ρ2 + (ρ− )2 )Gj = 0, 0 ≤ j ≤ r,
−− − 2 −−
Hj+1 − Hj+1 − 2((ρρ+ )2 G+
j − (ρ ρ) Gj )
−(ρ2 + (ρ− )2 )(Hj − Hj−− ) = 0, 0 ≤ j < r. (3.17)
The homogeneous quantities are denoted by Ĝj , Ĥj , etc., as before.

As a simple consequence of (3.11) we have
d
D(t)2 − [Q2r+2 (t), D(t)2 ] = 0 (3.18)
dt
and observing
2 H1 (t) 0
D(t) = (3.19)
0 H2 (t)
yields the implication
KMr (ρ) = 0 ⇒ TLr (ak , bk ) = 0, k = 1, 2, (3.20)
that is, given a solution ρ of the KMr equation (3.13), one obtains two solutions,
(a1 , b1 ) and (a2 , b2 ), of the TLr equations (2.6) related to each other by the Miura-
type transformations (3.6), (3.7). For more information we refer to [4], [5], [9], [10],
[11], and [12].
4. Equivalence of both constructions

In this section we want to show that the constructions of the KM hierarchy outlined
in the previous two sections yield in fact the same set of evolution equations. This
will follow once we show that Gj defined in (2.8) is the same as Gj defined in
(3.15). It will be sufficient to consider the homogeneous quantities, however, we
will omit the additional hats for notational simplicity. Moreover, we will denote
the sequence Gj defined in (2.8) by G̃j to distinguish it from the one defined
in (3.15). Since both are defined recursively via the recursions (2.9) for G̃j , Kj
respectively (3.17) for Gj , Hj our first aim is to eliminate the additional sequences
Kj respectively Hj and to get a recursion for G̃j respectively Gj alone.
Lemma 4.1. The coefficients gj (n) satisfy the following linear recursion
+
gj+3 − gj+3 = (b + 2b+ )gj+2
+
− (2b + b+ )gj+2
− (2b + b+ )b+ gj+1
+ +
+ b(2b+ + b)gj+1 + kj+1 + kj+1 (4.1)
+ b(b+ )2 gj+ − b b gj −
+ 2
bkj+ − b kj ,
+
where
kj = a2 gj+ − (a− )2 gj− , j ∈ N. (4.2)
Proof. It suffices to consider the homogeneous case gj (n) = δn , H j δn . Then

(compare [10, Sect 6.1])
∞
gj (n)
g(z, n) = δn , (H − z)−1 δn = −
j=0
z j+1
satisfies [10, (1.109)]

(a+ )2 g ++ − a2 g a2 g + − (a− )2 g −
+ = (z − b+ )g + − (z − b)g,
z − b+ z−b
and the claim follows after comparing coefficients.
Corollary 4.2. For j ∈ N0 , the sequences G̃j , defined by (2.8) and corresponding
to the TL hierarchy with b ≡ 0, satisfy
− 2 −
j+1 − G̃j+1 = (a ) G̃j
G̃+ j − G̃j ) − (a ) G̃j .
+ 2 ++
+ a2 (G̃+ (4.3)
The corresponding sequences Gj for the KM hierarchy defined in (3.15) satisfy
− 2 + 2
2 2

Gj+3 − G++j+3 = (a ) + a (a ) + (a++ )2 Gj
+ (a−− )2 (a− )2 G−− 2 + 2
j+1 + a (a ) Gj+1
+ 2
+ (a ) + (a++ )2 2(a− )2 + 2a2 + (a+ )2 + (a++ )2 G++ j+1

+ 2(a− )2 + 2a2 + (a+ )2 + (a++ )2 Gj+2
2
− (a− )2 + a2 (a+ )2 + (a++ )2 G++ j
+ 2 −− 2 − 2 −− (4.4)
− (a ) + (a ) (a ) (a ) Gj − a2 (a+ )2 G++
++ 2
j

− (a− )2 + a2 a2 (a+ )2 Gj − (a++ )2 (a+++ )2 G++++
j

− (a− )2 + a2 (a− )2 + a2 + 2(a+ )2 + 2(a++ )2 Gj+1
− a2 (a+ )2 G++
j+1 − (a
++ 2 +++ 2 ++++
) (a ) Gj+1
− 2
− (a ) + a2 + 2(a+ )2 + 2(a++ )2 G++
j+2 .
Proof. Use (4.1) with b ≡ 0 for (4.3) resp. (3.6), (3.7) with a = ρ for (4.4).
Lemma 4.3. For all n ∈ Z,

G̃j (n) = Gj (n), j ∈ N0 . (4.5)
Proof. Our aim is to show that G̃j satisfy the linear recursion relation (4.4) for
Ĝj . We start with (4.3),
− 2 −
G̃j+3 − G̃+
j+3 + G̃j+3 − G̃j+3 = −(a ) G̃j+2 + a (G̃j+2 − G̃j+2 ) + (a ) G̃j+2
+ ++ + 2 ++ 2 +
− (a++ )2 G̃+++
j+2 + (a ) (G̃j+2 − G̃j+2 ) + a G̃j+2 ,
+ 2 + ++ 2
(4.6)
and observe that the right hand side of (4.4) only involves even shifts of Gj . Hence
we systematically replace in (4.6) odd shifts of G̃j by (4.3),
+
− 2 −
j − (a ) G̃j−1 + a (G̃j−1 − G̃j−1 ) + (a ) G̃j−1
G1,j := G̃+ + 2 ++ 2 +
G̃j = ,
G2,j := G̃j + a G̃j−1 + (a ) (G̃j−1 − G̃j−1 ) − (a−− )2 G̃−−
− 2 + − 2 −
j−1
as follows:
j+2 → G2,j+2 ,
G̃+++ +++
j+2 → xG1,j+2 + (1 − x)G2,j+2 ,
G̃+ + +
G̃− −
j+2 → G1,j+2 ,
with
(a− )2 + a2 + (a++ )2
x= .
a2 − (a+ )2
In the resulting equation we replace
j+1 → G2,j+1 ,
G̃+++ +++
j+1 → yG1,j+1 + (1 − y)G2,j+1 ,
G̃+ + +
G̃− −
j+1 → G1,j+1 ,
where
(a− )2 (a++ )2 + a2 (a++ )2
y= .
a2 (a++ )2 − (a− )2 (a+ )2
This gives (4.4) for G̃j .
Hence both constructions for the KM hierarchy are equivalent and we have
Theorem 4.4. Let r ∈ N0 . Then
TL2r+1 (a, 0) = KMr (a). (4.7)
provided cTL KM
2j+1 = cj and cTL
2j = 0 for j = 0, . . . , r.
Remark 4.5. As pointed out by M. Gekhtman to us, an alternate way of proving

equivalence is by showing that (in the semi-infinite case, n ∈ N) both constructions
give rise to the same set of evolutions for the moments of the underlying spectral
measure (compare [1]). Our purely algebraic approach has the advantage that it
does neither require the semi-infinite case nor self-adjointness.
5. Appendix: Jacobi operators with b ≡ 0

In order to get solutions for the Kac–van Moerbeke hierarchy out of solutions of
the Toda hierarchy one clearly needs to identify those cases which lead to Jacobi
operators with b ≡ 0. For the sake of completeness we recall some folklore results
here.
Let H be a Jacobi operator associated with the sequences a, b as in (2.1).
Recall that under the unitary operator U f (n) = (−1)n f (n) our Jacobi operator
transforms according to U −1 H(a, b)U = H(−a, b), where we write H(a, b) in order
to display the dependence of H on the sequences a and b. Hence, in the special
case b ≡ 0 we infer that H and −H are unitarily equivalent, U −1 HU = −H. In
particular, the spectrum is symmetric with respect to the reflection z → −z and
it is not surprising, that this symmetry plays an important role.
Denote the diagonal and first off-diagonal of the Green’s function of a Jacobi
operator H by
g(z, n) = δn , (H − z)−1 δn ,

(5.1)
h(z, n) = 2a(n)δn+1 , (H − z)−1 δn − 1.
Then we have
Theorem 5.1. For a given Jacobi operator, b ≡ 0 is equivalent to g(z, n) =

−g(−z, n) and h(z, n) = h(−z, n).
Proof. Set H̃ = −U −1 HU , then the corresponding diagonal and first off-diagonal

elements are related via g̃(z, n) = −g(−z, n) and h̃(z, n) = h(−z, n). Hence the
claim follows since g(z, n) and h(z, n) uniquely determine H (see [10, Sect. 2.7]
respectively [8] for the unbounded case).
Note that one could alternatively use recursions: Since gj (n) and hj (n) are
just the coefficients in the asymptotic expansions of g(z, n) respectively h(z, n)
around z = ∞ (see [10, Chap. 6]), our claim is equivalent to g2j+1 (n) = 0 and
h2j (n) = 0.
Similarly, b ≡ 0 is equivalent to m± (z, n) = −m± (−z, n), where
m± (z, n) = δn±1 , (H±,n − z)−1 δn±1 (5.2)
are the Weyl m-functions. Here H±,n are the two half-line operators obtained from
H by imposing an additional Dirichlet boundary condition at n. The corresponding
spectral measures are of course symmetric in this case.
For a quasi-periodic algebro-geometric solution (see, e.g., [10, Chap. 9]), this
implies b ≡ 0 if and only if both the spectrum and the Dirichlet divisor are sym-
metric with respect to the reflection z → −z (cf. [3, Chap. 3]). For an N soliton
solution this implies b ≡ 0 if and only if the eigenvalues come in pairs, E and −E,
and the norming constants associated with each eigenvalue pair are equal.
Acknowledgments
We thank Michael Gekhtman and Fritz Gesztesy for valuable discussions on this
topic and hints with respect to the literature. G.T. would like to thank all organiz-
ers of the international conference on Modern Analysis and Applications in honor
of Mark Krein, Odessa, April 2008, for their kind invitation and the stimulating
atmosphere during the meeting.
References
[1] Y. Berezansky and M. Shmoish, Nonisospectral flows on semi-infinite Jacobi matri-
ces, J. Nonlinear Math. Phys. 1, no. 2, 116–146 (1994).
[2] W. Bulla, F. Gesztesy, H. Holden, and G. Teschl, Algebro-Geometric Quasi-Periodic
Finite-Gap Solutions of the Toda and Kac-van Moerbeke Hierarchies, Mem. Amer.
Math. Soc. 135–641, (1998).
[3] B.A. Dubrovin and V.B. Matveev and S.P. Novikov, Non-linear equations of the
Korteweg–de Vries type, finite-zone linear operators and Abelian varieties, Russ.
Math. Surv. 31, 59–146, (1976).
[4] F. Gesztesy, H. Holden, B. Simon, and Z. Zhao, On the Toda and Kac-van Moerbeke
systems, Trans. Amer. Math. Soc. 339, 849–868 (1993).
[5] F. Gesztesy, H. Holden, J. Michor, and G. Teschl, Soliton Equations and Their
Algebro-Geometric Solutions. Volume II: (1+1)-Dimensional Discrete Models, Cam-
bridge Studies in Advanced Mathematics 114, Cambridge University Press, Cam-
bridge, 2008.
[6] M. Kac and P. van Moerbeke, On an explicitly soluble system of nonlinear differential
equations, related to certain Toda lattices, Adv. Math. 16, 160–169 (1975).
[7] S.V. Manakov, Complete integrability and stochastization of discrete dynamical sys-
tems, Soviet Physics JETP 40, 269–274 (1975).
[8] G. Teschl, Trace formulas and inverse spectral theory for Jacobi operators, Comm.
Math. Phys. 196, 175–202 (1998).
[9] G. Teschl, On the Toda and Kac–van Moerbeke hierarchies, Math. Z. 231, 325–344
(1999).
[10] G. Teschl, Jacobi Operators and Completely Integrable Nonlinear Lattices, Math.
Surv. and Mon. 72, Amer. Math. Soc., Rhode Island, 2000.
[11] M. Toda, Theory of Nonlinear Lattices, 2nd enl. edition, Springer, Berlin, 1989.
[12] M. Toda and M. Wadati, A canonical transformation for the exponential lattice, J.
Phys. Soc. Jpn. 39, 1204–1211 (1975).
Johanna Michor
Imperial College
180 Queen’s Gate
London SW7 2BZ
and
International Erwin Schrödinger Institute

for Mathematical Physics
Boltzmanngasse 9
1090 Wien, Austria
e-mail: Johanna.Michor@esi.ac.at
URL: http://www.mat.univie.ac.at/∼jmichor/
Gerald Teschl
Faculty of Mathematics
Nordbergstrasse 15
1090 Wien, Austria
and
International Erwin Schrödinger Institute
for Mathematical Physics
Boltzmanngasse 9
1090 Wien, Austria
e-mail: Gerald.Teschl@univie.ac.at
URL: http://www.mat.univie.ac.at/∼gerald/
Operator Theory:

Elliptic Problems and Hörmander Spaces

Vladimir A. Mikhailets and Aleksandr A. Murach
Abstract. The paper gives a survey of the modern results on elliptic prob-
lems on the Hörmander function spaces. More precisely, elliptic problems are
studied on a Hilbert scale of the isotropic Hörmander spaces parametrized by
a real number and a function slowly varying at +∞ in the Karamata sense.
This refined scale is finer than the Sobolev scale and is closed with respect
to the interpolation with a function parameter. The Fredholm property of
elliptic operators and elliptic boundary-value problems is preserved for this
scale. A local refined smoothness of the elliptic problem solution is studied.
An abstract construction of classes of function spaces in which the elliptic
problem is a Fredholm one is found. In particular, some generalizations of the
Lions-Magenes theorems are given.
Mathematics Subject Classification (2000). Primary: 35J30, 35J40; Secondary:
46E35.
Keywords. Hörmander spaces, generalized smoothness, interpolation with a
function parameter, elliptic operator, elliptic boundary-value problem, the
Fredholm property, local regularity of solutions, the Lions-Magenes theorems.
0. Introduction
The paper gives a survey of the modern results [32–49] devoted to elliptic problems
on the Hilbert scale of the isotropic Hörmander spaces
·s ϕ(·) 1/2
H s,ϕ := H2 , ξ := 1 + |ξ|2 . (0.1)
Here s ∈ R and ϕ is a functional parameter slowly varying at +∞ in the Karamata
sense. In particular, every standard function
ϕ(t) = (log t)r1 (log log t)r2 . . . (log . . . log t)rk , t ! 1,
{r1 , r2 , . . . , rk } ⊂ R, k ∈ Z+ ,
is admissible. This scale contains the Sobolev scale {H s } ≡ {H s,1 }, is attached to
it by the number parameter s, and much finer than {H s }.
456 V.A. Mikhailets and A.A. Murach
Spaces of form (1) arise naturally in different spectral problems: convergence

of spectral expansions of self-adjoint elliptic operators almost everywhere, in the
norm of the spaces Lp with p > 2 or C (see survey [6]); spectral asymptotics
of general self-adjoint elliptic operators in a bounded domain, the Weyl formula,
a sharp estimate of the remainder in it (see [30, 31]) and others. They may be
expected to be useful in other “fine” questions. Due to their interpolation proper-
ties, the spaces H s,ϕ occupy a special position among the spaces of a generalized
smoothness, which are actively investigated and used today (see survey [23], recent
articles [19, 14] and the bibliography given therein).
The paper consists of six sections. In Section 1 the refined scale of the
Hörmander spaces (0.1) is introduced and studied. In particular, important in-
terpolation properties of this scale are under investigation. In Section 2 an elliptic
pseudodifferential operator on the refined scale on a closed compact smooth mani-
fold is considered. We show that this operator is a Fredholm one and establishes a
collection of isomorphisms on the two-sided refined scale. The local refined smooth-
ness of a solution to the elliptic equation is studied. We also give an equivalent
definition of the refined scale on the closed manifold by means of certain functions
of a positive elliptic operator.
Next we study a regular elliptic boundary problem on a bounded Euclidean
domain with the smooth boundary. In Section 3 we show that the operator of
this problem is a Fredholm one on the upper part of the refined scale. A local
refined smoothness up to the boundary of a solution to the problem is studied.
As an important application, we give a sufficient condition for the solution to be
classical. Section 4 is devoted to semihomogeneous elliptic boundary problems. We
show that these problems are Fredholm on the two-sided refined scales.
Since the operator of the general nonhomogeneous boundary problem cannot
be defined correctly on the lower part of the refined scale, we consider in Section 5
a special modified refined scale on which the operator is well defined, bounded,
and Fredholm everywhere. This modification depends solely on the order of the
problem, so that the theorem on the Fredholm property is generic for the class of
elliptic problems having the same order.
The last Section 6 is devoted to some individual theorems on the Fredholm
property. We give an abstract construction of classes of function spaces on which
the elliptic problem operator is a Fredholm one. A characteristic feature of this
construction is that the domain of the operator depends on coefficients of the
elliptic expression. So, we have the individual theorems on the Fredholm property.
As an important application, we give some generalizations of the known Lions-
Magenes theorems.
1. A refined scale of Hörmander spaces

Let us denote by M the set of all functions ϕ : [1, +∞) → (0, +∞) such that:
a) ϕ is a Borel measurable function;
Elliptic Problems and Hörmander Spaces 457
b) the functions ϕ and 1/ϕ are bounded on every closed interval [1, b], where
1 < b < +∞;
c) ϕ is a slowly varying function at +∞ in the Karamata sense (see [61, Sec.
1.1]), i.e.,
lim ϕ(λ t)/ϕ(t) = 1 for each λ > 0.
t→ +∞
Let s ∈ R and ϕ ∈ M. We denote by H s,ϕ (Rn ) the space of all tempered
distributions w on the Euclidean space Rn such that the Fourier transform w 2 of
the distribution w is a locally Lebesgue integrable on Rn function which satisfies
the condition
ξ2s ϕ2 (ξ) |w(ξ)|
2 2
dξ < ∞.
Rn
Here ξ = (1 + ξ12 + · · · + ξn2 )1/2 is the smoothed modulus of a vector ξ =
(ξ1 , . . . , ξn ) ∈ R . An inner product in the space Hs,ϕ (Rn ) is defined by the formula
n

(w1 , w2 )Hs,ϕ (Rn ) := ξ2s ϕ2 (ξ) w
R1 (ξ) w
R2 (ξ) dξ.
Rn
The inner product induces the norm in Hs,ϕ (Rn ) in the usual way. Note that
we consider distributions which are antilinear functionals on the space of test
functions.
The space H s,ϕ (Rn ) is a special isotropic Hilbert case of the spaces introduced
and investigated by L. Hörmander [20, Sec. 2.2], [21, Sec. 10.1] and the different
spaces studied by L.R. Volevich and B.P. Paneah [65, Sec. 2], [53, Sec. 1.4.2]. In
the simplest case where ϕ(·) ≡ 1, the space H s,ϕ (Rn ) coincides with the Sobolev
space H s (Rn ). The inclusions
< ;
H s+ε (Rn ) =: H s+ (Rn ) ⊂ H s,ϕ (Rn ) ⊂ H s− (Rn ) := H s−ε (Rn )
ε>0 ε>0
imply that in the set of separable Hilbert spaces

, s,ϕ n -
H (R ) : s ∈ R, ϕ ∈ M , (1.1)
the functional parameter ϕ defines an additional (subpower) smoothness with re-
spect to the basic (power) s-smoothness. Otherwise speaking, ϕ refines the power
smoothness s. Therefore, the collection of spaces (1.1) is naturally called the refined
scale over Rn (with respect to the Sobolev scale).
We are going to study an application of the refined scale to elliptic boundary
problems in a bounded domain Ω ⊂ Rn . Therefore, we need to have the refined
scales over the domain Ω and over its boundary ∂Ω. The refined scale over the
closed domain Ω := Ω ∪ ∂Ω is also of use. We construct these scales from (1.1) in
the standard way.
Let us denote
, -
H s,ϕ (Ω) := u = w Ω : w ∈ H s,ϕ (Rn ) ,
, -
u H s,ϕ (Ω) := inf w H s,ϕ (Rn ) : w ∈ H s,ϕ (Rn ), w = u ∈ Ω .
The norm in the space H s,ϕ (Ω) is induced by the inner product

u1 , u2 H s,ϕ (Ω) := w1 − Πw1 , w2 − Πw2 H s,ϕ (Rn ) .
Here wj ∈ H s,ϕ (Rn ), wj = uj ∈ Ω for j = 1, 2, and Π is the orthogonal projector

of the space H s,ϕ (Rn ) onto the subspace {w ∈ H s,ϕ (Rn ) : supp w ⊆ Rn \ Ω}. The
space H s,ϕ (Ω) is a separable Hilbert one.
We also denote
, -
HΩs,ϕ (Rn ) := w ∈ H s,ϕ (Rn ) : supp w ⊆ Ω .
This space is a separable Hilbert one with respect to the inner product in the space
H s,ϕ (Rn ).
Thus the space H s,ϕ (Ω) consists of the distributions given in the open domain
Ω, whereas the space HΩs,ϕ (Rn ) consists of the distributions supported on the closed
domain Ω. The collections of Hilbert spaces
, s,ϕ - , s,ϕ n -
H (Ω) : s ∈ R, ϕ ∈ M and HΩ (R ) : s ∈ R, ϕ ∈ M (1.2)
are called the refined scales over Ω and over Ω respectively.

The boundary ∂Ω is assumed to possess an infinitely smooth field of unit
vectors of normals. So, ∂Ω is a particular case of a compact closed infinitely smooth
manifold. Let us define the refined scale over a closed infinitely smooth manifold
Γ of an arbitrary dimension n.
We choose a finite atlas from the C ∞ -structure on the manifold Γ consisting
of the local charts αj : Rn ↔ Uj , j = 1, . . . , r. Here the open sets Uj form the
finite covering of the manifold Γ. Let functions χj ∈ C ∞ (Γ), j = 1, . . . , r, form a
partition of unity on Γ satisfying the condition supp χj ⊂ Uj .
We set
H s,ϕ (Γ) := {h ∈ D (Γ) : (χj h) ◦ αj ∈ H s,ϕ (Rn ), j = 1, . . . , r} .
Here, as usual, D (Γ) is the topological space of all distributions on Γ, and (χj h)◦αj
is the representation of the distribution χj h in the local chart αj . The inner product
in the space H s,ϕ (Γ) is defined by the formula

r
(h1 , h2 )H s,ϕ (Γ) := ((χj h1 ) ◦ αj , (χj h2 ) ◦ αj )H s,ϕ (Rn )
j=1
and induces the norm in the usual way.

The Hilbert space H s,ϕ (Γ) is separable and does not depend (up to equiva-
lence of norms) on the choice of the atlas and the partition of unity. The collection
of function spaces
{H s,ϕ (Γ) : s ∈ R, ϕ ∈ M} (1.3)
is called the refined scale over the manifold Γ. Specifically, we need the refined
scale of spaces H s,ϕ (∂Ω).
We note the following properties of the refined scales:

Theorem 1.1. Let s ∈ R and ϕ, ϕ1 ∈ M. The following assertions are true:
(i) The set C ∞ ( Ω ) is dense in the space H s,ϕ (Ω).
(ii) The set C0∞ (Ω) := {w ∈ C ∞ (Rn ) : supp w ⊂ Ω} is dense in the space
HΩs,ϕ (Rn ).
(iii) If |s| < 1/2, then the mapping w → w Ω establishes a topological isomor-
phism from HΩs,ϕ (Rn ) onto H s,ϕ (Ω).
(iv) For each ε > 0 the compact and dense embeddings hold:
H s+ε, ϕ1 (Ω) → H s,ϕ (Ω), HΩs+ε, ϕ1 (Rn ) → HΩs,ϕ (Rn ). (1.4)
(v) Suppose that the function ϕ/ϕ1 is bounded in a neighborhood of +∞. Then
continuous dense embeddings (1.4) are valid for ε = 0. They are compact if
ϕ(t)/ϕ1 (t) → 0 as t → +∞.
(vi) For every fixed integer k ≥ 0 the inequality
+∞
dt
<∞ (1.5)
1 t ϕ 2 (t)
is equivalent to the embedding H k+n/2, ϕ (Ω) → C k ( Ω ). This embedding is
compact.
−s,1/ϕ
(vii) The spaces H s,ϕ (Ω) and HΩ (Rn ) are mutually dual with respect to the
inner product in L2 (Ω).
(viii) The mapping u → u ∂Ω, u ∈ C ∞ ( Ω ), is extended by a continuity to
the bounded trace operator from H s,ϕ (Ω) onto H s−1/2, ϕ (∂Ω), provided that
s > 1/2.
Assertions (iv)–(vi) show that the refined scale is much finer than the classical
Sobolev scale (the case of ϕ ≡ ϕ1 ≡ 1). Note also that ϕ ∈ M ⇔ 1/ϕ ∈ M, so the
−s,1/ϕ
space HΩ (Rn ) in assertion (vii) is defined as an element of the refined scale.
Theorem 1.2. Let s ∈ R and ϕ, ϕ1 ∈ M. Then:
(i) Assertions (i) and (iv)–(vi) of Theorem 1.1 hold true if we replace both no-
tations (Ω) and ( Ω ) with (Γ).
(ii) The spaces H s,ϕ (Γ) and H −s,1/ϕ (Γ) are mutually dual (up to equivalence of
norms) with respect to the inner product in the space L2 (Γ, dx), where dx is
a C ∞ -smooth density on Γ.
The refined scale of spaces (1.1), (1.2), and (1.3) were introduced and inves-
tigated by authors in [32, 34, 39]. Theorems 1.1, 1.2 were proved in [34, Theorem
3.6] and [39, Theorem 4.2]. All assertions of these theorems, except (iii), follow
from the properties of Hörmander spaces [20, Sec. 2.2], [21, Sec. 10.1] (see also [65,
Sec. 2], [53, Sec. 1.4.2]).
The refined scale possesses the interpolation property which selects the scale
from among the spaces of generalized smoothness. Namely, every space of this
scale is obtained by the interpolation, with an appropriate function parameter, of
a couple of the Sobolev spaces. We recall the definition of such an interpolation in

the case of general separable Hilbert spaces.
Let an ordered couple X := [X0 , X1 ] of complex Hilbert spaces X0 and X1 be
such that these spaces are separable and the continuous dense embedding X1 →
X0 holds true. We call this couple admissible. For the couple X there exists an
isometric isomorphism J : X1 ↔ X 0 such that J is a self-adjoint positive operator
in the space X 0 with the domain X1 . This operator is uniquely determined by the
couple X. Let a Borel measurable function ψ : (0, +∞) → (0, +∞) be given. We
denote by [X0 , X1 ]ψ or simply by Xψ the domain of the operator ψ(J) endowed
with the graphics inner product and the corresponding norm:
1/2
(u, v)Xψ := (u, v)X0 + (ψ(J)u, ψ(J)v)X0 , u Xψ = (u, u)Xψ .
The space Xψ is a separable Hilbert one.
The function ψ is called an interpolation parameter if the following condition
is fulfilled for all admissible couples X = [X0 , X1 ], Y = [Y0 , Y1 ] of Hilbert spaces
and an arbitrary linear mapping T given on X0 : if the restriction of the mapping
T to the space Xj is a bounded operator T : Xj → Yj for each j = 0, 1, then
the restriction of the mapping T to the space Xψ is also a bounded operator
T : Xψ → Yψ .
Theorem 1.3. Let a function ϕ ∈ M and positive numbers ε, δ be given. We set
ψ(t) := t ε/(ε+δ) ϕ(t1/(ε+δ) ) for t ≥ 1 and ψ(t) := ϕ(1) for 0 < t < 1.
Then the function ψ is an interpolation parameter and, for each s ∈ R, the fol-
lowing equalities of spaces with equivalence of norms in them are true:
s−ε,1
H (G), H s+δ,1 (G) ψ = H s,ϕ (G) for G ∈ {Rn , Ω, Γ},
s−ε,1 n
HΩ (R ), HΩs+δ,1 (Rn ) ψ = HΩs,ϕ (Rn ).
The refined scale is closed with respect to the interpolation with a function
parameter ψ(t) := tθ χ(t) where 0 < θ < 1, whereas χ(t) is a Borel measurable
positive function slowly varying at +∞.
Theorem 1.4. Let s0 , s1 ∈ R, s0 ≤ s1 , and ϕ0 , ϕ1 ∈ M. In the case where s0 = s1
we suppose that the function ϕ0 /ϕ1 is bounded in a neighborhood of +∞. Let a
Borel measurable function ψ : (0, +∞) → (0, +∞) is of the form ψ(t) := tθ χ(t),
where 0 < θ < 1 and χ(t) is a function slowly varying at +∞. Then ψ is an
interpolation parameter, and the following equalities of spaces with equivalence of
norms in them are true:
s0 ,ϕ0
H (G), H s1 ,ϕ1 (G) ψ = H s,ϕ (G) for G ∈ {Rn , Ω, Γ},
s0 ,ϕ0 n
HΩ (R ), HΩs1 ,ϕ1 (Rn ) ψ = HΩs,ϕ (Rn ).
Here s := (1 − θ)s0 + θs1 , and the function ϕ ∈ M is given by the formula

ϕ(t) := ϕ1−θ
0 (t) ϕθ1 (t) χ ts1 −s0 ϕ1 (t)/ϕ0 (t) for t ≥ 1.
The interpolation of general Hilbert spaces with a function parameter was

studied in [15, 12, 54, 40]. The class of all interpolation parameters was described
in [54] (see also [40, Theorem 2.7]). Theorem 1.3 was proved in [34, Theorems 3.1,
3.5] and [39, Theorem 4.1]. Theorem 1.4 was proved in [40, Theorem 3.7] for the
refined scale over Γ (the proof for the scales (1.1) and (1.2) is analogous). Various
normed spaces of generalized smoothness over Rn were studied by means of the
interpolation with a function parameter in [29, 11].
2. An elliptic operator over a closed manifold

We recall that Γ is a closed (compact and without a boundary) infinitely smooth
manifold of an arbitrary dimension n ≥ 1 and a certain C ∞ -density dx is defined on
Γ. We interpret D (Γ) as a space antidual to C ∞ (Γ) with respect to the extension of
the inner product in L2 (Γ, dx) by continuity. This extension is denoted by (f, w)Γ
for f ∈ D (Γ), w ∈ C ∞ (Γ).
Let A be a classical (polyhomogeneous) pseudodifferential operator on Γ of an
arbitrary order r ∈ R. The complete symbol of A is an infinitely smooth complex-
valued function on the cotangent bundle T ∗ Γ. We assume that pseudodifferential
operator A is elliptic on Γ.
The mapping u → Au is a linear continuous operator on the space D (Γ).
We will investigate the restriction of this operator to spaces of the refined scale
over Γ.
Let us denote by A+ a pseudodifferential operator formally adjoint to A with
respect to the sesquilinear form (·, ·)Γ . Since both A and A+ are elliptic on Γ, both
spaces
, -
N := { u ∈ C ∞ (Γ) : Au = 0 on Γ } , N + := v ∈ C ∞ (Γ) : A+ v = 0 on Γ
are finite-dimensional.
Let us recall the following: a linear bounded operator T : X → Y is called a
Fredholm one if its kernel is finite-dimensional and its range T (X) is closed in the
space Y and has the finite codimension therein. Here X and Y are Hilbert spaces.
The Fredholm operator T has the finite index ind T := dim ker T − dim(Y / T (X)).
Theorem 2.1. A restriction of the mapping u → Au, u ∈ D (Γ), establishes the

linear bounded operator
A : H s,ϕ (Γ) → H s−r, ϕ (Γ) for each s ∈ R, ϕ ∈ M. (2.1)
This operator is a Fredholm one, has the kernel N and the range
, -
f ∈ H s−r, ϕ (Γ) : (f, v)Γ = 0 ∀ v ∈ N + .
The index of the operator (2.1) is equal to dim N − dim N + and does not depend
on s and ϕ.
Theorem 2.2. For arbitrarily chosen parameters s ∈ R, ϕ ∈ M, and σ < s, the

following a priori estimate holds true:

u H s,ϕ (Γ) ≤ c Au H s−r, ϕ (Γ) + u H σ,ϕ (Γ) , u ∈ H s,ϕ (Γ).
Here the number c > 0 does not depend on u.
If the spaces N and N + are trivial, then the operator (2.1) is a topological
isomorphism. Generally, it is convenient to construct the isomorphism with the
help of two projectors. Let us decompose the spaces from (2.1) into the following
direct sums of (closed) subspaces:
, -
H s,ϕ (Γ) = N u ∈ H s,ϕ (Γ) : (u, w)Γ = 0 ∀ w ∈ N ,
, -
H s−r, ϕ (Γ) = N + f ∈ H s−r, ϕ (Γ) : (f, v)Γ = 0 ∀ v ∈ N + .
We denote by P and P + respectively the projectors of these spaces on the second
terms in the sums in parallel to the first terms. The projectors do not depend on
s, ϕ.
Theorem 2.3. Let s ∈ R and ϕ ∈ M. The restriction of the operator (2.1) to the
subspace P (H s,ϕ (Γ)) establishes the topological isomorphism
A : P (H s,ϕ (Γ)) ↔ P + (H s−r, ϕ (Γ)).
Theorems 2.1–2.3 were proved in [48, Sec. 4]. They specify, with regard to the
refined scale, the known theorems on properties of an elliptic pseudodifferential
operator on the Sobolev scale (see [22, Theorem 19.2.1] or [4, Theorems 2.3.3,
2.3.12]). Note that the boundedness of the operator (2.1) holds true without the
assumption about ellipticity of A. If dim Γ ≥ 2, then the index of operator (2.1)
is equal to zero [7], [4, Sec. 2.3 f]. In the case where dim Γ = 1, the index can be
nonzero. There is a class of elliptic operators depending on a complex parameter
(so-called parameter elliptic operators) such that N = N + = {0} for all values of
the parameter sufficiently large in modulus [4, Sec. 4.1]. Moreover for a solution
to a parameter elliptic equation, a certain two-sided a priory estimate holds with
constants independent of the parameter. Such an estimate was obtained for the
refined scale in [48, Theorem 6.1]. The analogs of Theorems 2.1–2.3 for different
types of elliptic matrix operators were proved in [46, 49, 42].
Let us study a local smoothness of an elliptic equation solution in the refined
scale. Let Γ0 be an nonempty open set on the manifold Γ. We denote
, -
s,ϕ
Hloc (Γ0 ) := f ∈ D (Γ) : χ f ∈ H s,ϕ (Γ) ∀ χ ∈ C ∞ (Γ), supp χ ⊆ Γ0 .
Theorem 2.4. Let u ∈ D (Γ) be a solution to the equation Au = f on Γ0 with
s,ϕ s+r, ϕ
f ∈ Hloc (Γ0 ) for some s ∈ R and ϕ ∈ M. Then u ∈ Hloc (Γ0 ).
This theorem and the analog of Theorem 1.1 (vi) for the refined scale over Γ
imply the following sufficient condition for a solution u to have continuous deriva-
tives of a prescribed order.
Theorem 2.5. Let u ∈ D (Γ) be a solution to the equation Au = f on Γ0 , where

k−r+n/2, ϕ
f ∈ Hloc (Γ0 ) for a certain integer k ≥ 0 and a function parameter ϕ
satisfying inequality (1.5). Then u ∈ C k (Γ0 ).
Theorems 2.4 and 2.5 were proved in [48, Sec. 5]. Theorem 2.5 shows an
advantage of the refined scale over the Sobolev scale when a classical smoothness
of a solution is under investigation. Indeed, if we restrict ourselves to the case of
k−r+n/2, ϕ
ϕ ≡ 1, we have to replace the condition f ∈ Hloc (Γ0 ) with the condition f ∈
k−r+ε+n/2, 1
Hloc (Γ0 ) for some ε > 0. The last condition is far stronger than previous
one. The analogs of Theorems 2.4 and 2.5 for elliptic matrix operators were proved
in [46, 49, 42]. A local regularity of an elliptic system solution in the Sobolev scale
was investigated in [20, Sec. 10.6]. We also note that, in the Hörmander spaces,
regularity properties of solutions to hypoelliptic partial differential equations with
constant coefficients were studied in [20, Ch. IV], [21, Ch. 11]
At the end of this section we give, with the help of A, an alternative and
equivalent definition of the refined scale over the closed manifold Γ.
Let us assume that ord A = r > 0 and that the operator A : C ∞ (Γ) → C ∞ (Γ)
is positive in the space L2 (Γ, dx). We denote by A0 the closure of this operator in
L2 (Γ, dx). Let s ∈ R, ϕ ∈ M, and
ϕs,r (t) := ts/r ϕ(t1/r ) for t ≥ 1 and ϕs,r (t) := ϕ(1) for 0 < t < 1.
The operator ϕs,r (A0 ) is regarded in L2 (Γ, dx) as the Borel function ϕs,r of the
self-adjoint operator A0 .
Theorem 2.6. For arbitrary s ∈ R and ϕ ∈ M, the space H s,ϕ (Γ) coincides with
the completion of the set of all functions u ∈ C ∞ (Γ) with respect to the norm
ϕs,r (A0 ) u L2 (Γ) , which is equivalent to the norm u H s,ϕ (Γ) .
An important example of the operator A mentioned above is the operator
1 − /Γ , where /Γ is the Beltrami-Laplace operator on the Riemannian manifold
Γ (then r = 2).
Theorem 2.6 was proved in [40, Sec 3.8]. For equivalent definition of the
Sobolev scale over Γ, the powers of A0 is used instead of the regular varying
function ϕs (see [4, Sec 5.3]).
3. An elliptic boundary problem on the one-sided scale

Let us recall that Ω is a bounded domain in Rn , were n ≥ 2, and that its boundary
∂Ω is a closed infinitely smooth manifold of the dimension n − 1. We consider the
nonhomogeneous boundary problem in the domain Ω:

Lu ≡ lμ Dμ u = f in Ω, (3.1)
|μ|≤2q

Bj u ≡ bj,μ Dμ u = gj on ∂Ω, j = 1, . . . , q. (3.2)
|μ|≤mj
Here L and Bj are linear partial differential expressions with complex-valued

coefficients lμ ∈ C ∞ ( Ω ) and bj,μ ∈ C ∞ (∂Ω). We suppose that ord L = 2q is
an even positive number and ord Bj = mj ≤ 2q − 1 for all j = 1, . . . , q. Let
m := max {m1 , . . . , mq }.
In what follows the boundary problem (3.1), (3.2) is assumed to be regular
elliptic. It means that the expression L is proper elliptic in Ω, and the system B :=
(B1 , . . . , Bq ) of the boundary expressions is normal and satisfies the complementing
condition with respect to L on ∂Ω (see [27], [63, Sec. 5.2.1]). It follows from the
condition of normality that all numbers mj , j = 1, . . . , q, are distinct.
We will investigate the mapping u → (Lu, Bu) in appropriate spaces of the
refined scales. To describe the range of this mapping, we consider the boundary
problem
L+ v = ω in Ω, (3.3)
Bj+ v = hj on ∂Ω, j = 1, . . . , q, (3.4)
formally adjoint to the problem (3.1), (3.2) with respect to the Green formula

q
q
(Lu, v)Ω + (Bj u, Cj+ v)∂Ω = (u, L+ v)Ω + (Cj u, Bj+ v)∂Ω , u, v ∈ C ∞ ( Ω ).
j=1 j=1
(3.5)
Here L+ is the linear differential expression formally adjoint to L, and {Bj+ }, {Cj },
{Cj+ } are some normal systems of linear differential boundary expressions. Their
coefficients are infinitely smooth, and their orders satisfy the equalities
ord L+ = 2q, ord Bj + ord Cj+ = ord Cj + ord Bj+ = 2q − 1.
We denote m+ j := ord Bj . In (3.5) and bellow, the notations (·, ·)Ω and (·, ·)∂Ω
+
stand for the inner products in the spaces L2 (Ω) and L2 (∂Ω) respectively, and also
denote the extensions by continuity of these products.
We set
N := {u ∈ C ∞ ( Ω ) : Lu = 0 in Ω, Bj u = 0 on ∂Ω, j = 1, . . . , q},
N + := {v ∈ C ∞ ( Ω ) : L+ v = 0 in Ω, Bj+ v = 0 on ∂Ω, j = 1, . . . , q}.

Since both problems (3.1), (3.2) and (3.3), (3.4) are regular elliptic, both spaces
N and N + are finite dimensional.
Theorem 3.1. Let s > m + 1/2 and ϕ ∈ M. The mapping

(L, B) : u → (Lu, B1 u, . . . , Bq u), u ∈ C ∞ ( Ω ), (3.6)
is extended by a continuity to the bounded linear operator
Q
q
(L, B) : H s,ϕ (Ω) → H s−2q, ϕ (Ω) ⊕ H s−mj −1/2, ϕ (∂Ω) =: Hs,ϕ (Ω, ∂Ω). (3.7)
j=1
This operator is a Fredholm one. Its kernel coincides with N , and its range is equal
to the set
%
q &
(f, g1 , . . . , gq ) ∈ Hs,ϕ (Ω, ∂Ω) : (f, v)Ω + (gj , Cj+ v)∂Ω = 0 ∀ v ∈ N + . (3.8)
j=1
on s, ϕ.
In this theorem and in the next theorems of the section, the condition s >
m + 1/2 is essential. Indeed, if s < mj + 1/2 for some j = 1, . . . , q, then the
mapping u → Bj u, u ∈ C ∞ ( Ω ), cannot be extended to the continuous linear
operator Bj : H s,ϕ (Ω) → D (∂Ω). Thus the operator (3.6) is correctly defined on
the upper refined one-sided scale
-
{H s,ϕ (Ω) : s > m + 1/2, ϕ ∈ M .
Hence the left-hand sides of equations (3.1), (3.2) is defined for each u ∈ H s,ϕ (Ω)
with s > m + 1/2, whereas these equations are understood in the theory of distri-
butions.
Theorem 3.2. For arbitrarily chosen parameters s > m + 1/2, ϕ ∈ M, and σ < s,
the following a priori estimate holds true:

u H s,ϕ (Ω) ≤ c (L, B)u Hs,ϕ (Ω,∂Ω) + u H σ,ϕ (Ω) , u ∈ H s,ϕ (Ω).
Here the number c > 0 does not depend on u.
If the spaces N and N + are trivial, then the operator (3.7) is a topological
isomorphism. In general, we can get the isomorphism with the help of two pro-
jectors. Let the spaces in which the operator (3.7) acts be decomposed into the
following direct sums of subspaces:
, -
H s,ϕ (Ω) = N u ∈ H s,ϕ (Ω) : (u, w)Ω = 0 ∀ w ∈ N ,
, -
Hs,ϕ (Ω, ∂Ω) = (v, 0, . . . , 0) : v ∈ N + (3.8).
We denote by P and Q+ respectively the projectors of these spaces on the second
terms in the sums in parallel to the first terms. The projectors are independent of
s and ϕ.
Theorem 3.3. Let s > m + 1/2 and ϕ ∈ M. The restriction of the operator (3.7)
to the subspace P(H s,ϕ (Ω)) establishes the topological isomorphism
(L, B) : P(H s,ϕ (Ω)) ↔ Q+ (Hs,ϕ (Ω, ∂Ω)).
Theorems 3.1–3.3 were proved in [34, Sec. 4]. The boundedness of the opera-
tor (3.7) holds true without the assumption that the boundary problem (3.1), (3.2)
is elliptic. In the paper [62] this problem was studied in a different scale of the
Hörmander spaces (also called a refined one). Theorems 3.1–3.3 specify, with re-
gard to the refined scale, the known theorems on properties of an elliptic boundary
problem in the Sobolev one-sided scale (see [1, Ch. V], [27, Ch. 2, Sec. 5.4], [22, Ch.
20], [5, Sec 2, 4]). The analogs of Theorems 3.1–3.3 are valid for nonregular elliptic
boundary problems [34] and for elliptic problems for systems of partial differential
equations [47]. The case where the boundary operators have distinct orders on
different connected components of the domain Ω was considered especially in [45].
There is a class of elliptic boundary problems depending on a parameter λ ∈ C
such that N = N + = {0} for |λ| ! 1, and hence the index of the corresponding
operator is equal to 0 for all λ (see [2, 3], [5, Sec. 3]). For a solution to such a param-
eter elliptic problem, a certain two-sided a priory estimate holds with constants
independent of the parameter λ ∈ C with |λ| ! 1. Such an estimate was obtained
for the refined scale in [35, Theorem 7.2]. Regular elliptic boundary problems in
positive one-sided scales of different normed spaces were studied in [1, 63, 64].
Now we study an increase in a local smoothness of an elliptic boundary
problem solution. Let U be an open subset in Rn . We set Ω0 := U ∩ Ω = ∅ and
Γ0 := U ∩ ∂Ω (the case were Γ0 = ∅ is possible). Let us introduce the following
local analogs of spaces of the refined scales:
, -
σ,ϕ
Hloc (Ω0 , Γ0 ) := u ∈ D (Ω) : χ u ∈ H σ,ϕ (Ω) ∀ χ ∈ C ∞ (Ω), supp χ ⊆ Ω0 ∪ Γ0 ,
, -
σ,ϕ
Hloc (Γ0 ) := h ∈ D (∂Ω) : χ h ∈ H σ,ϕ (∂Ω) ∀ χ ∈ C ∞ (∂Ω), supp χ ⊆ Γ0 .
Here σ ∈ R, ϕ ∈ M and, as usual, D (Ω) denotes the topological space of all
distributions in Ω.
Theorem 3.4. Let s > m + 1/2 and η ∈ M. Suppose that the distribution u ∈
H s,η (Ω) is a solution to the problem (3.1), (3.2), where
s−2q+ε, ϕ s−mj −1/2+ε, ϕ
f ∈ Hloc (Ω0 , Γ0 ) and gj ∈ Hloc (Γ0 ), j = 1, . . . , q,
s+ε, ϕ
for some ε ≥ 0 and ϕ ∈ M. Then u ∈ Hloc (Ω0 , Γ0 ).
Note that in the case where Ω0 = Ω and Γ0 = ∂Ω we have the global smooth-
ness increase (i.e., the increase in the whole closed domain Ω). If Γ0 = ∅, then we
get an interior smoothness increase (in an open subset Ω0 ⊆ Ω).
Theorems 3.4 and 1.1 (vi) imply the following sufficient condition for the
solution u to be classical.
Theorem 3.5. Let s > m + 1/2 and χ ∈ M. Suppose that the distribution u ∈
H s,χ (Ω) is a solution to the problem (3.1), (3.2) in which
n/2, ϕ
f ∈ Hloc (Ω, ∅) ∩ H m−2q+n/2, ϕ (Ω),
gj ∈ H m−mj +(n−1)/2, ϕ (∂Ω), j = 1, . . . , q,
and the function parameter ϕ ∈ M satisfies condition (1.5). Then the solution u
is classical, that is u ∈ C 2q (Ω) ∩ C m ( Ω ).
Theorems 3.4, 3.5 were proved in [35, Sec. 5, 6] (generally, for a non regular
elliptic problem). The analog of Theorem 3.4 is valid for elliptic boundary problems
for systems of partial differential equations [47]. In the Sobolev positive one-sided
scale (s ≥ 0, ϕ ≡ 1), a smoothness of solutions to elliptic boundary problems was
investigated in [52, 10, 59], [9, Ch. 3, Sec. 4] (see also [5, Sec. 2.4]).
4. Semihomogeneous elliptic problems

4.1. As we have mentioned, the results of Section 3 are not valid for s < m + 1/2
because the mapping (3.6) cannot be extended to the bounded linear operator
(3.7). But if the boundary problem (3.1), (3.2) is semihomogeneous (i.e., f ≡ 0 or
all gj ≡ 0), it establishes a bounded and Fredholm operator in the two-sided refined
scale (for all real s). We will consider separately the case of the homogeneous
elliptic equation (3.1) and the case of the homogeneous boundary conditions (3.2).
4.2. A boundary problem for a homogeneous elliptic equation
Let us consider the regular elliptic boundary problem (3.1), (3.2), provided that
f ≡ 0:
Lu = 0 on Ω, Bj u = gj on ∂Ω, j = 1, . . . , q. (4.1)
We will connect the following spaces with this problem:
, -
KL∞ (Ω) := u ∈ C ∞ ( Ω ) : L u = 0 in Ω ,
, -
KLs,ϕ (Ω) := u ∈ H s,ϕ (Ω) : L u = 0 in Ω
for s ∈ R, ϕ ∈ M. It follows from a continuity of the embedding H s,ϕ (Ω) → D (Ω)
that KLs,ϕ (Ω) is a closed subspace in H s,ϕ (Ω). We can consider KLs,ϕ (Ω) as a Hilbert
space with respect to the inner product in H s,ϕ (Ω).
Theorem 4.1. Let s ∈ R and ϕ ∈ M. The set KL∞ (Ω) is dense in the space
KLs,ϕ (Ω). The mapping
u → Bu = (B1 u, . . . , Bq u), u ∈ KL∞ (Ω),
is extended by a continuity to the bounded linear operator
Q
q
B : KLs,ϕ (Ω) → H s−mj −1/2, ϕ (∂Ω) =: Hs,ϕ (∂Ω). (4.2)
j=1
to the set
%
q &
(g1 , . . . , gq ) ∈ Hs,ϕ (∂Ω) : (gj , Cj+ v)∂Ω = 0 ∀ v ∈ N + .
j=1
The index of the operator (4.2) is equal to dim N − dim G + where

, -
G + := C1+ v, . . . , Cq+ v : v ∈ N + ,
and does not depend on s, ϕ.
Theorem 4.1 was proved in [38, Sec. 6]. In contrast to Theorem 3.1, the
ellipticity condition is essential for the boundedness of the operator (4.2) in the
case where s ≤ m + 1/2. Note that dim G + ≤ dim N + where the strict inequality
is possible that results from [21, Theorem 13.6.15]. In the case where ϕ ≡ 1 and
s ∈ R\{−1/2, −3/2, −5/2, . . .} Theorem 4.1 is a consequence of the Lions–Magenes
Theorems [27, Ch. 2, Sec. 6.6, 7.3] (see also [25, 26] and [28, Sec. 6.10, 6.12]).
4.3. An elliptic problem with homogeneous boundary conditions

Now we will consider the regular elliptic boundary problem (3.1), (3.2), provided
that all gj ≡ 0:
Lu = f in Ω, Bj u = 0 on ∂Ω, j = 1, . . . , q. (4.3)
Let us introduce the function spaces in which the operator of the problem
(4.3) acts. For the sake of brevity, we denote by (b.c.) the homogeneous boundary
conditions in (4.3). In addition, we denote by (b.c.)+ the homogeneous boundary
conditions
Bj+ v = 0 on ∂Ω, j = 1, . . . , q.
They correspond to the formally adjoint boundary problem (3.3), (3.4). We set
, -
C ∞ (b.c.) := u ∈ C ∞ ( Ω ) : Bj u = 0 on ∂Ω, j = 1, . . . , q ,
, -
C ∞ (b.c.)+ := v ∈ C ∞ ( Ω ) : Bj+ v = 0 on ∂Ω, j = 1, . . . , q .
Let s ∈ R and ϕ ∈ M. We define the Hilbert space H s,ϕ,(0) (Ω) in the following
way: +
s,ϕ,(0) H s,ϕ (Ω) for s ≥ 0,
H (Ω) :=
HΩs,ϕ (Rn ) for s < 0.
According to Theorem 1.1 (iii), (vii), the spaces H s,ϕ,(0) (Ω) and H −s,1/ϕ,(0) (Ω)
are mutually dual for every s ∈ R with respect to the inner product in L2 (Ω). It
also follows from Theorem 1.1 (i), (ii) that the set C ∞ ( Ω ) is dense in the space
H s,ϕ,(0) (Ω) for each s ∈ R. Here we identify each function f ∈ C ∞ ( Ω ) with its
extension by zero +
f (x) for x ∈ Ω,
Of (x) := (4.4)
0 for x ∈ Rn \ Ω
which is a regular distribution in HΩs,ϕ (Rn ) for s < 0. Now one may conclude that
Theorem 1.1 (iii), (iv) implies the continuous dense embedding
H s1 ,ϕ1 ,(0) (Ω) → H s,ϕ,(0) (Ω) for − ∞ < s < s1 < ∞, and ϕ, ϕ1 ∈ M.
Finally, let us define the Hilbert spaces H s,ϕ (b.c.) and H s,ϕ (b.c.)+ of dis-
tributions satisfying the homogeneous boundary conditions. In the case where
s∈/ {mj + 1/2 : j = 1, . . . , q} we denote by H s,ϕ (b.c.) the closure of C ∞ (b.c.) in
the space H s,ϕ,(0) (Ω). In the case where s ∈ {mj + 1/2 : j = 1, . . . , q} we define
the space H s,ϕ (b.c.) by means of the interpolation with the parameter ψ(t) = t1/2 :

H s,ϕ (b.c.) := H s−1/2, ϕ (b.c.), H s+1/2, ϕ (b.c.) t1/2 . (4.5)
If we change (b.c.) for (b.c.)+ , and mj for m+ j in the last two sentences, we give the
definition of the space H (b.c.) . Note that in the case where s ∈ {mj +1/2 : j =
s,ϕ +
1, . . . , q} the norms in the spaces H s,ϕ (b.c.) and H s,ϕ,(0) (Ω) are not equivalent.
The analogous fact is true for H s,ϕ (b.c.)+ .
Proposition 4.1. Let s > 0, s = mj + 1/2 for all j = 1, . . . , q, and ϕ ∈ M. Then

,
H s,ϕ (b.c.) = u ∈ H s,ϕ (Ω) : Bj u = 0 on ∂Ω
-
for all j = 1, . . . , q such that s > mj + 1/2 .
If s < 1/2, then H s,ϕ (b.c.) = H s,ϕ,(0) (Ω). This proposition remains true if we
change mj for m+ + +
j , (b.c.) for (b.c.) , and Bj for Bj .
Theorem 4.2. Let s ∈ R and ϕ ∈ M. The mapping u → Lu, u ∈ C ∞ (b.c.), is

extended by a continuity to the bounded linear operator
L : H s,ϕ (b.c.) → (H 2q−s, 1/ϕ (b.c.)+ ) . (4.6)
Here the function Lu is interpreted as the functional (Lu, · )Ω , whereas
(H 2q−s, 1/ϕ (b.c.)+ ) denotes the antidual space to H 2q−s, 1/ϕ (b.c.)+ with respect
to the inner product in L2 (Ω). The operator (4.6) is a Fredholm one. Its kernel
coincides with N , and its range is equal to the set
, -
f ∈ (H 2q−s, 1/ϕ (b.c.)+ ) : (f, v)Ω = 0 ∀ v ∈ N + .
on s, ϕ.
Theorem 4.2 was proved in [39, Sec. 5], provided that s = j − 1/2 for each
j = 1, . . . , 2q. For the rest values of s, the theorem is deduced by means of the
interpolation formula (4.5). The analogs of Theorems 3.2–3.4 was obtained for the
operator (4.6) as well (see also [32]). Theorem 4.2 specifies, with regard to the
refined scale, the theorem of Berezansky, Krein and Roitberg on homeomorphisms
realized by the elliptic operator L on the two-sided Sobolev scale [8], [9, Ch. 3, Sec.
6], [57, Sec. 5.5]. In the case of s ≤ m + 1/2 the ellipticity condition is essential for
the boundedness of the operator (4.6). The interpolation space (4.5) was studied
in the Sobolev case of ϕ ≡ 1 in [16, 60] (see also [63, Sec. 4.3.3]).
4.4. We note that the general nonhomogeneous boundary problem (3.1), (3.2)
cannot be reduced to the semihomogeneous boundary problems in the lower part
of the refined scale, namely for s < m + 1/2. Indeed, if s < −1/2, then solutions
to these problems belong to the spaces of distributions of the different nature;
solutions to the problem (4.1) belong to KLs,ϕ (Ω) ⊂ H s,ϕ (Ω) being distributions
defined in the open domain Ω, whereas solutions to the problem (4.3) belong to
H s,ϕ (b.c.) ⊂ HΩs,ϕ (Rn ) being distributions supported on the closed domain Ω.
If −1/2 < s < m + 1/2, then solutions to the semihomogeneous problems are
distributions defined in Ω (see Theorem 1.1 (iii) in the case −1/2 < s < 0), but
the operator (L, B) cannot be correctly defined on KLs,ϕ (Ω) ∪ H s,ϕ (b.c.) because
of the inequality
(KLs,ϕ (Ω) ∩ H s,ϕ (b.c.)) \ N = ∅. (4.7)
Note also that in the case where s > m + 1/2 we have the equality of sets in
(4.7). Hence the nonhomogeneous problem (3.1), (3.2) is reduced to the semiho-
mogeneous problems (4.1) and (4.3); i.e., Theorem 3.1 is equivalent to Theorems
4.1 and 4.2 taken together.
5. Generic theorems for elliptic problems in two-sided scales

In [55, 57, 58] Ya.A. Roitberg introduced a special modification of the Sobolev
two-sided scale in which the operator of an elliptic boundary problem is bounded
and a Fredholm one for every parameter s ∈ R (see also [9, Ch. 3, Sec. 6], [5, Sec.
7.9]). This modification does not depend on coefficients of the elliptic differential
expression but depends solely on the order of the expression. Therefore, the theo-
rems on properties of elliptic problems in such modified scale is naturally to call
generic (for the class of the problems having the same order). We will consider
these theorems with regard to the refined scale.
Let s ∈ R, ϕ ∈ M, and integer r > 0. We set Er := {k − 1/2 : k = 1, . . . , r}.
In the case where s ∈ R \ Er we denote by H s,ϕ,(r) (Ω) the completion of C ∞ ( Ω )
with respect to the Hilbert norm

r
> k−1 > 1/2
u H s,ϕ,(r) (Ω) := u 2H s,ϕ,(0) (Ω) + >(Dν u) ∂Ω >2 s−k+1/2,ϕ .
H (∂Ω)
k=1
Here Dν := i ∂/∂ν, with ν being the unit vector of the inner normal to ∂Ω. In the
case where s ∈ Er we set

H s,ϕ,(r) (Ω) := H s−1/2,ϕ,(r) (Ω), H s+1/2,ϕ,(r) (Ω) t1/2 .
The collection of separable Hilbert spaces
{H s,ϕ,(r) (Ω) : s ∈ R, ϕ ∈ M } (5.1)
is called the refined scale modified in the Roitberg sense. The number r is called
the index of this modification. The scale (5.1) admits the following description.
Let us denote by Υs,ϕ,(r) (Ω, ∂Ω) the space of all vector-functions
Q
r
(u0 , u1 , . . . , ur ) ∈ H s,ϕ,(0) (Ω) ⊕ H s−k+1/2, ϕ (∂Ω) (5.2)
k=1
such that uk = (Dνk−1 u0 ) ∂Ω for every integer k = 1, . . . r satisfying the inequality

s > k − 1/2. In view of Theorem 1.1 (viii), Υs,ϕ,(r) (Ω, ∂Ω) is a Hilbert space with
respect to the inner product in the space (5.2).
Proposition 5.1. The mapping

Tr : u → u, u ∂Ω, . . . , (Dνr−1 u) ∂Ω , u ∈ C ∞ ( Ω ),
is extended by a continuity to the bounded linear injective operator
Tr : H s,ϕ,(r) (Ω) → Υs,ϕ,(r)(Ω, ∂Ω) (5.3)
far all s ∈ R and ϕ ∈ M. If s ∈
/ Er , then the operator (5.3) is an isometric
isomorphism.
Thus, we can interpret an element u ∈ H s,ϕ,(r) (Ω) as the vector-valued func-

tion
(u0 , u1 , . . . , ur ) := Tr u ∈ Υs,ϕ,(r)(Ω, ∂Ω). (5.4)
Note that in view of Theorem 1.1 (viii)
u H s,ϕ,(r) (Ω) 0 u0 H s,ϕ,(0) (Ω) = u0 H s,ϕ (Ω) if s > r − 1/2.
Therefore
H s,ϕ,(r) (Ω) = H s,ϕ (Ω) with equvivalence of norms if s > r − 1/2. (5.5)
Theorem 5.1. Let s ∈ R and ϕ ∈ M. The mapping (3.6) is extended by a continuity
to the bounded linear operator
Q
q
(L, B) : H s,ϕ,(2q) (Ω) → H s−2q,ϕ,(0) (Ω)⊕ H s−mj −1/2, ϕ (∂Ω) =: Hs,ϕ,(0) (Ω, ∂Ω).
j=1
(5.6)
to the set
%
q &
(f, g1 , . . . , gq ) ∈ Hs,ϕ,(0) (Ω, ∂Ω) : (f, v)Ω + (gj , Cj+ v)∂Ω = 0 ∀ v ∈ N + .
j=1
on s, ϕ.
This theorem is generic because the spaces in which the operator (5.6) acts
are the same for all boundary problems of the common order (2q, m1 , . . . , mq ). It
follows from (5.5) that Theorem 5.1 coincides with Theorem 3.1 for s > 2q − 1/2.
Using Proposition 5.1 we give the following interpretation of a solution u ∈
H s,ϕ,(2q) (Ω) to the boundary problem (3.1), (3.2) in the sense of the distribution
theory. Let us write down the differential expressions L and Bj in a neighborhood
of ∂Ω in the form
2q mj
L= Lk Dνk , Bj = Bj,k Dνk . (5.7)
k=0 k=0
Here Lk and Bj,k are certain tangent differential expression. Integrating by parts
we arrive at the (special) Green formula

2q
(Lu, v)Ω = (u, L v)Ω − i
+
(Dνk−1 u, L(k) v)∂Ω , u, v ∈ C ∞ ( Ω ).
k=1
(k)
02q r−k +
Here L := r=k Dν Lr , with L+r being the tangent differential expression
formally adjoint to Lr . By passing to the limit and using the notation (5.4) we get
the next equality for u ∈ H s,ϕ,(2q)
(Ω):

2q
(Lu, v)Ω = (u0 , L+ v)Ω − i (uk , L(k) v)∂Ω , v ∈ C ∞ ( Ω ). (5.8)
k=1
Now it follows from (5.7), (5.8) that the element u ∈ H s,ϕ,(2q) (Ω) is a solution to
the boundary problem (3.1), (3.2) with f ∈ H s−2q,ϕ,(0) (Ω), gi ∈ H s−mj −1/2, ϕ (∂Ω)
if and only if the following equalities hold true:

2q
(u0 , L+ v)Ω − i (uk , L(k) v)∂Ω = (f, v)Ω ∀ v ∈ C ∞ ( Ω ),
k=1
mj
Bj,k uk+1 = gj on ∂Ω, j = 1, . . . , q.
k=0
Theorem 5.1 was proved in [41, Sec. 5]. The analogs of Theorems 3.2–3.4
were obtained for the operator (5.6) as well. Theorem 5.1 specifies, with regard
to the refined scale, the theorem of Ya.A. Roitberg on the Fredholm property
of a regular elliptic boundary problem in the modified Sobolev scale (so-called
theorem on a complete collections of homeomorphisms) [55], [57, Sec. 4.1, 5.3] (see
also [9, Ch. 3, Sec. 6], [5, Sec. 7.9]). The analogs of Theorem 5.1 are also valid
for nonregular elliptic boundary problems both for one and for system of partial
differential equations. Note that the boundedness of the operator (5.6) holds true
without the ellipticity assumption. Elliptic boundary problems in the modified two-
sided scales of different normed spaces were studied in [57] (the Sobolev Lp -spaces)
and in [50, 51] (non-Sobolev spaces). A certain classes of non-elliptic problems
were investigated in the two-sided modified scales as well (see [58], [13] and the
references therein).
6. Individual theorems for elliptic problems

In the individual theorems, the domain of the operator (L, B) depends on coeffi-
cients of the elliptic expression L. Namely, we consider the operator
Q
q
s,ϕ
(L, B) : DL,X (Ω) → X(Ω) ⊕ H s−mj −1/2, ϕ (∂Ω) =: Xs,ϕ (Ω, ∂Ω). (6.1)
j=1
Here s ∈ R, ϕ ∈ M, and X(Ω) is a certain Hilbert space consisting of distributions

in Ω, and satisfying the continuous embedding X(Ω) → D (Ω). The domain of the
operator (6.1) is the Hilbert space
s,ϕ , -
DL,X (Ω) := u ∈ H s,ϕ (Ω) : Lu ∈ X(Ω)
endowed with the graphics inner product
(u, v)DL,X
s,ϕ
(Ω) := (u, v)H s,ϕ (Ω) + (Lu, Lv)X(Ω) .
In the case where s > m + 1/2 we can set X(Ω) := H s−2q, ϕ (Ω) that leads us
to Theorem 3.1. But in the case where s ≤ m + 1/2 we cannot do so if we want
to define the operator (L, B) on the non-modified refined scale. The space X(Ω)
must be narrower than H s−2q, ϕ (Ω).
Let us formulate the conditions on X(Ω) under which the operator (5.1) is
bounded and has the Fredholm property for some s and ϕ.
Condition 1. The set X ∞ (Ω) := X(Ω) ∩ C ∞ ( Ω ) is dense in the space X(Ω).
Condition 2. There exists a number c > 0 such that
Of H s−2q,ϕ (Rn ) ≤ c f X(Ω) , f ∈ X ∞ (Ω).
We recall that the function Of is given by formula (4.4). It follows from
the Conditions 1 and 2 that the mapping f → Of , f ∈ X ∞ (Ω), is extended by
continuity to the linear bounded operator
O : X(Ω) → HΩs−2q, ϕ (Rn ).
It satisfies the condition Of = f in Ω; i.e., O is an operator extending a distribution
from Ω onto Rn . This implies the continuous embedding X(Ω) → H s−2q, ϕ (Ω).
Theorem 6.1. Let s < 2q − 1/2, s + 1/2 ∈ / Z, and ϕ ∈ M. We assume that a
Hilbert space X(Ω) is continuously embedded into D (Ω) and satisfies Conditions
1, 2. Then the following assertions hold true:
∞
(i) The set DL,X (Ω) := { u ∈ C ∞ ( Ω ) : Lu ∈ X(Ω) } is dense in the space
s,ϕ
DL,X (Ω).
∞
(ii) The mapping (3.6), where u ∈ DL,X (Ω), is extended by a continuity to the
linear bounded operator (6.1).
(iii) The operator (6.1) is a Fredholm one. Its kernel coincides with N , and its
range is equal to the set
% q &
(f, g1 , . . . , gq ) ∈ Xs,ϕ (Ω, ∂Ω) : (f, v)Ω + (gj , Cj+ v)∂Ω = 0 ∀ v ∈ N + .
j=1
(iv) If the set O(X ∞ (Ω)) is dense in the space HΩs−2q, ϕ (Rn ), then the index of
the operator (6.1) is equal to dim N − dim N + .
Conditions 1 and 2 allow us to vary the space X(Ω) in a broad fashion.
We especially note two possible options of X(Ω). The first of them is the choice
X(Ω) := H σ,η (Ω) for arbitrary fixed parameters σ > −1/2 and η ∈ M.
Theorem 6.2. Let s < 2q−1/2, s+1/2 ∈ / Z, σ > −1/2, and ϕ, η ∈ M. The mapping
(3.6) is extended by a continuity to the bounded and the Fredholm operator
, - Q
q
(L,B) : u ∈ H s,ϕ (Ω) : Lu ∈ H σ,η (Ω) → H σ,η (Ω) ⊕ H s−mj −1/2,ϕ (∂Ω), (6.2)
j=1
provided that its domain is endowed with the graphics norm

1/2
u 2H s,ϕ (Ω) + Lu 2H σ,η (Ω) .
on parameters s, σ, ϕ, and η.
The case where σ = 0 and η ≡ 1, i.e., X(Ω) := H 0,1 (Ω) = L2 (Ω), is of great
importance in the spectral theory of elliptic operators [17, 18, 30, 31].
The condition σ > −1/2 is essential in Theorem 2, that does not allow
us to consider the boundary problem (3.1), (3.2) for an arbitrary distribution
f ∈ D (Ω) supported on a compact subset in Ω. Here the important example is
f (x) := δ(x − x0 ), where x0 ∈ Ω. The following construction of the space X(Ω)
has not this demerit.
We consider the set of weight functions
, -
Wk∞ ( Ω ) := ρ ∈ C ∞ ( Ω ) : ρ > 0 in Ω, Dνj ρ = 0 on ∂Ω, j = 0, . . . , k ,
where integer k ≥ 0.
∞
Let s < 2q − 1/2, ϕ ∈ M, and ρ ∈ W[2q−s−1/2] ( Ω ). (As usual, [t] denotes
the integral part of t.) We consider the space
, -
ρH s−2q, ϕ (Ω) := f = ρv : v ∈ H s−2q, ϕ (Ω)
endowed with the inner product

f1 , f2 ρH s−2q, ϕ (Ω) := ρ−1 f1 , ρ−1 f2 H s−2q, ϕ (Ω) .
The space X(Ω) = ρH s−2q, ϕ (Ω) is Hilbert separable and satisfies Conditions 1, 2.
∞
Theorem 6.3. Let s < 2q −1/2, s+1/2 ∈ / Z, ϕ ∈ M, and ρ ∈ W[2q−s−1/2] ( Ω ). The
∞
mapping (3.6), where u ∈ C ( Ω ), Lu ∈ ρH s−2q, ϕ
(Ω), is extended by a continuity
to the bounded and the Fredholm operator
, -
(L, B) : u ∈ H s,ϕ (Ω) : Lu ∈ ρH s−2q, ϕ (Ω)
Q
q
→ ρH s−2q, ϕ (Ω) ⊕ H s−mj −1/2, ϕ (∂Ω), (6.3)
j=1
provided that its domain is endowed with the graphics norm

1/2
u 2H s,ϕ (Ω) + Lu 2ρH s−2q,ϕ (Ω) .
on s, ϕ, and ρ.
∞
As an example of ρ ∈ W[2q−s−1/2] ( Ω ), we can chose every function ρ ∈
C ∞ ( Ω ) such that ρ is positive in Ω and
ρ(·) = (dist(·, ∂Ω))δ in a neighborhood of ∂Ω for δ = [2q − s + 1/2]. (6.4)
Theorems 6.1–6.3 were proved in [43, 44]. They are closely connected with
the theorems of J.-L. Lions and E. Magenes on a solvability of elliptic boundary
problems in the two-sided Sobolev scale [25, 26, 27, 28]. A theorem similar to
Theorem 6.1 were proved in [28, Sec. 6.10] in the case of s ≤ 0, ϕ ≡ 1 and the
Dirichlet boundary conditions. In this paper, certain different conditions depending
on the problem under consideration were imposed on X(Ω) (see also [27, Ch. 2,
Sec. 6.2]). Theorem 6.2 was proved in [25, 26] in the important case ϕ ≡ χ ≡ 1
and σ = 0. Theorem 6.3 was proved in [27, Ch. 2, Sec. 6,7] in the case where ϕ ≡ 1
and the weight function ρ satisfies the condition (6.4) with δ = 2q − s. The similar
questions were considered in [56, 24], [58, Sec. 1.3] for the modified Sobolev scale.
We note that Theorems 6.2 and 6.3 are also true for half-integer values of s if we
define the spaces with the help of the interpolation.
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Vladimir A. Mikhailets
Institute of Mathematics National Academy of Sciences of Ukraine
Tereshchenkivs’ka str. 3
01601 Kyiv, Ukraine
e-mail: mikhailets@imath.kiev.ua
Aleksandr A. Murach
Institute of Mathematics National Academy of Sciences of Ukraine
Tereshchenkivs’ka str. 3
01601 Kyiv, Ukraine
and
Chernigiv State Technological University
Shevchenka str. 95
14027 Chernigiv, Ukraine
e-mail: murach@imath.kiev.ua
Operator Theory:

Connection of Solutions of Abstract Paired

Equations in Rings with Factorization Pairs
Gennadiy Poletaev
Abstract. The connection between solutions of the abstract paired equations

with respect to an unknown x ∈ (R1 ∩ R2 ):

(a1 x)− = c− ,
(a2 x)+ = b+ ,
is considered. It is assumed that the coefficients aj ∈ Rj , j = 1, 2, where
R1 , R2 are the associative rings with factorization pairs (Rj+ , Rj− ) and unity
e ∈ R1 ∩ R2 .
Mathematics Subject Classification (2000). 45N05.
Keywords. Paired equations, ring, factorization, convolution, integral.
A connection between solutions of abstract paired equations with an arbitrary

right-hand side and the same equations with the multiplicative unity of a ring in
right-hand side is analyzed. The cases when the coefficients belong to the same or
different rings with factorization pairs are considered. The possibility of application
to paired integral and paired matrix equations is pointed out.
The appearance of the notion of rings with factorization pairs [1–6] and the
paired equations in the forms

(a1 x)− = c−
(1)
(a2 x)+ = b+ ,
is connected with the penetration of Banach algebra ideas into the theory of con-
volution type integral equations, which was initiated by M.G. Krein [7]. The equa-
tions of type (1) are found in investigations of integral equations with kernels
depending on the difference of the arguments, including the paired equations of
the convolution type:
⎧
⎪ 3∞
⎪
⎨ ϕ(t) − k1 (t − s)ϕ(s) ds = f (t), −∞ < t < 0,
−∞
3∞ (2)
⎪
⎪
⎩ ϕ(t) − k2 (t − s)ϕ(s) ds = f (t), 0 < t < ∞;
−∞
480 G. Poletaev
where kj (t) exp{cj t} ∈ L1 (−∞, ∞), cj ∈ R, j = 1, 2, and also in special applied

tasks [1, 3, 7 – 11].
The equations (1) are subtypes of the general form of paired equations:
−
[a11 x a12 ] = c−
+ (3)
[a21 x a22 ] = b+ ,
with respect to an unknown element x [2, 3, 11]. The abstract paired equations (1),
(3) with factorizable coefficients in rings with factorization pairs were, in particular,
studied in [3, 11]. The results concerning the solvability of these equations through
the factorization of elements which may be built with the help of coefficients were
presented during the international conferences [5, 12] and others.
This article is devoted to the investigation of connection between solutions
of the abstract paired equations (1) with respect to the unknown element x.
1. Notations, definitions, and general provisions

1.1. Following [3, 4, 6, 13], by R we shall denote any, in general, non-commutative,
and, probably, non-associative ring with unity e. Let p+ , p− be commutative
projectors, i. e. additive and idempotent mappings from R into R. Let us as-
sume: p0 := p+ p− (= p− p+ ); p∓ := p∓ − p0 . For any subset B ⊆ R we shall
denote: B ∓,0 := p∓,0 B; B∓ := p∓ B; B ∗ := B + + B − ; B∗ := B+ + B− . For
any x ∈ R we note x∓,0 := p∓,0 x; x∓ := p∓ x. The inverse in R of an element
x ∈ R invertible in R will be denoted by the symbol x , if necessary, additionally
supplied. For any subsets A, B ⊆ R we shall define the set inv(A, B) := {x ∈
A, x exists and belongs to B}. Let us denote inv(A, A) := invA. The element
u+ , [the element v 0 , the element w− ] will be called correct [6], if u+ ∈ invR+ ,
[v 0 ∈ invR0 , w− ∈ invR− ].
1.2. Supplementing [2,3,13], where, in particular, the concept of factorization of
structures [6] is developed, and [8], we shall introduce the following definitions.
Definition 1. A pair of subrings (R+ , R− ) [≡ (R− , R+ )] in ring R with unity e will
be called the left factorization pair (LFP) of the ring R, if there are commutative
projectors p+ , p− generated which act on R∓ := p∓ R and satisfy the following
axioms:
e ∈ R0 ; (4)
p0 is a ring homomorphism from R+ and R− into R0 ; (5)
− ∗
R R ⊆R .
+
(6)
The right factorization pair (RFP) [2] is defined similarly. It should be noted
that factorizations of structures in R [6] correspond here to LFP of R. If R is
commutative and whenever the pair (R+ , R− ) is simultaneously LFP and RFP of
R, this pair will be called a factorization pair (FP) of the ring R.
Definition 2. Any ring R with unity e, considered together with its fixed FP
(R+ , R− ) [≡ (R− , R+ )] will be called a ring with factorization pair.
Connection of Solution of Abstract Paired Equations 481
Nontrivial examples of rings with FP can be constructed by starting, for

example, from rings of matrices, rings of absolute integrable functions, their ap-
propriate transformations, and others [3, 4, 6, 7, 10, 13].
1.3. We shall say ([3], compare with [6]) that an element a ∈ R allows in R a left
factorization, l.f., (right factorization, r.f.) by a pair (R+ , R− ) if there are elements
r+ ∈ R+ , s0 ∈ R0 , t− ∈ R− such that
a = r + s 0 t− , (a = t− s0 r+ ).
The multipliers r+ ∈ R+ , s0 ∈ R0 , t− ∈ R− are referred to as plus-, diagonal-

and minus-factors, respectively. An l.f. (r.f.) is referred to as correct left factor-
ization, c.l.f., (correct right factorization, c.r.f.) if r+ ∈ R+ , s0 ∈ R0 , t− ∈ R−
are correct elements; – as normalized left factorization, n.l.f., (normalized right
factorization, n.r.f.) if t0 = r0 = e, and as normalized correct left factorization,
n.c.l.f., (normalized correct right factorization, n.c.r.f.) if it is both c.l.f. (c.r.f.) and
t0 = r0 = e.
1.4. When the problem of solvability of the abstract paired equations (1), (3) is
posed in a ring R with the factorization pair (R+ , R− ), an element x ∈ R∗ will be
considered as unknown, and the rest of the elements will be assumed to be given.
We also assume that c− ∈ R− , b+ ∈ R+ and the coefficients a1 , a2 , a11 ,a12 ,a21 ,a22
are invertible in R. It is assumed that a solution to the paired equation (1) is
an element x ∈ R such that the corresponding right-hand and left-hand sides of
equations (1) coincide after x is substituted into them.
The problem of solvability of paired equation (1) in R1∩2 := R1 ∩ R2 in
the case where the coefficients ai ∈ Ri ; i = 1, 2, R1 and R2 are the rings with
factorization pairs, with unity e ∈ R1∩2 and common multiplication [3], may be
posed as well. In this case, we define R1∪2 := (R1 + R2 ).
Below, we shall assume that the following conditions hold:
R1− ⊆ R2− , R1+ ⊇ R2+ . (7)
2. Main result
∗
2.1. Solution xe ∈ R1∩2 of abstract paired equation (1) with coefficients ai ; i = 1, 2
invertible in their rings Ri for the right-hand side c− = b+ = e plays a special
role in the theory of solvability of these equations. Under some conditions, the
∗
solution x ∈ R1∩2 of (1) with arbitrary right-hand part c− ∈ R1− , b+ ∈ R2+ can be
expressed through it.
Theorem 1. (Connection of solutions). Let R1 , R2 be associative and, in general,

non-commutative rings with common multiplication, common unity e ∈ R1∩2 , and
FP (Rj+ , Rj− ) generated by commutating projectors p+ , p− : R1∪2 → R1∪2 , so that
conditions (7) hold true, and the coefficients of equations (1) aj ∈ invRj∗ ; j = 1, 2.
482 G. Poletaev
Let the abstract paired equation:

(a1 xe )− = e,
(8)
(a2 xe )+ = e,
∗
have a solution xe ∈ R1∩2 in R1∩2 which has the inverse
[xe ]R∗1 := [xe ]R1 ∈ R1∗ ,
[xe ]R∗2 := [xe ]R2 ∈ R2∗ .

Then for any right-hand part (c− , b+ ), c− ∈ R1− , b+ ∈ R2+ , by the compatibility
condition
[(a1 xe )R∗1 c− ]0 = [(a2 xe )R∗2 b+ ]0 , (9)
∗
the solution x ∈ R1∩2 of (1) in R1∩2 can be represented as
x = xe {[(a2 xe )R∗2 b+ ]+ + [(a1 xe )R∗1 c− ]− }. (10)
[Here, (aj xe )R∗ are the inverses of aj xe in Rj , which exist and belong to Rj∗ ;
j
j = 1, 2 under the assumptions of Theorem 1.]
Proof. Under the assumptions of Theorem 1 and for any c− ∈ R1− , b+ ∈ R2+ ,
∗
the right-hand side of formula (10) is meaningful and is an element x ∈ R1∩2 .
Substituting this element x into the left-hand side of the paired equation (1)
and transforming it with the help of ring operations acting in Rj ; j = 1, 2, and
projectors p+ , p− , one can be convinced that it satisfies the equation (1) if the
compatibility condition (9) holds. Indeed,
(a1 x)− = (a1 xe {[(a2 xe )R∗2 b+ ]+ + [(a1 xe )R∗1 c− ]− })−
= {(a1 xe )+ [(a2 xe )R2 b+ ]+ }0 + (a1 xe {(a1 xe )R1 c− − [(a1 xe )R1 c− ]+ })−
= (a1 xe )0 [(a2 xe )R2 b+ ]0 + [a1 xe (a1 xe )R1 c− ]− − {(a1 xe )+ [(a1 xe )R1 c− ]+ }0
= [(a2 xe )R2 b+ ]0 + c− − [(a1 xe )R1 c− ]0
= c− .
Similarly, it can be proved that
(a2 x)+ = (a2 xe {[(a2 xe )R∗2 b+ ]+ + [(a1 xe )R∗1 c− ]− })+ = b+ .
Theorem is proved.
2.2. If R1 = R2 = R, then from Theorem 1 it follows

Theorem 2. Let R be an associative and, in general, non-commutative ring with
unity e and FP (R+ , R− ) generated by commutating projectors p+ , p− : R → R.
Let aj ∈ invR∗ be the coefficients and there exists a solution xe ∈ invR∗ of the
paired equation (8) invertible in R. Then for any right-hand part satisfying the
compatibility condition
[(a1 xe )R∗ c− ]0 = [(a2 xe )R∗ b+ ]0 ,
Connection of Solution of Abstract Paired Equations 483
one of the solutions x ∈ R∗ of (1) has the representation

x = xe {[(a2 xe )R∗ b+ ]+ + [(a1 xe )R∗ c− ]− }. (11)
In this formula, (aj xe )R∗ , j = 1, 2, denotes the corresponding inverse element
in R.
Let us point out that the solutions xe , having the required inverses, exist, in
particular, under corresponding correct factorizations by the factorization pairs of
the ring of the elements, which defined by the coefficients and also in some more
general situations.
2.3. For example, if R = R1 = L, 1 R2 = L1 <c> ; c 0 [2, 3, 10], then theorems
1, 2 can be applied to paired integral equations of the convolution type (2), in
particular, with kernel functions k1,2 (t) ∈ L1 (−∞, ∞) or k1 (t), k2 (t) exp(ct) ∈
L1 (−∞, ∞), c 0 [8–10].
When R = Rn×n ; n 2 [6, 14], from theorem 2 it follows the formula of
connection of solutions of the corresponding paired matrix equations with unknown
matrix X ∈ Rn×n and projectors p+ , (p− ) : Rn×n → Rn×n , which map each matrix
from Rn×n onto the corresponding lower (upper) triangular:

[A1 X]− = C −
+ (12)
[A2 X] = B+;
−
where A1 , A2 ∈ Rn×n , C − ∈ Rn×n , b+ ∈ Rn×n
+
are given matrices. Thus, C − and
+
B are right- and left-triangular matrices from Rn×n respectively.
2.4. Note that for the abstract paired equation (1) in rings with factorization pairs
the connection between the solutions corresponding to c− := a1− and b+ := a2+
is established as well.
References
[1] G.S. Poletaev, On some integral equations in mechanics and their abstract analogs.
Book of abstracts of the VIIIth Winter Mathematical School, Voronezh (1974), 87–
89.
[2] G.S. Poletaev, About equations and systems of one type in rings with factorization
pair. Preprint Math. Institute, Acad. Sci. Kiev 88. 31 (1988), 20 p.
[3] G.S. Poletaev, The abstract analogue paired equations of convolution type in a ring
with factorization pair. Ukraine Math. J. 43 (1991), no. 9, 1201–1213.
[4] G.S. Poletaev, About one-projector of second order equations with correct factorized
coefficients in a ring with factorization pair. Bull. Kherson Tech. Univ. 2 (8) (2000),
191–195.
[5] G.S. Poletaev, On paired equations in different rings with factorization pairs. Ab-
stracts of Int. Conf. on Analytic methods of analysis and differential equations
(AMADE-2001). Minsk, Feb. 15–19, (2001), 127–128.
[6] A. McNabb, A. Schumitzky, Factorization of operators – I: Algebraic Theory and
Examples. J. Funct. Anal. 9 (1972), 262–295.
484 G. Poletaev
[7] M.G. Krein, Integral equations on a half-line with kernels dependent on the difference
of the arguments. Uspechi Math. Nauk 13 (1958), no. 5 (83), 3–120 (in Russian);
Transl. Amer. Math. Soc. Ser. 2, 22 (1962), 163–288.
[8] I.Z. Gohberg, M.G. Krein, On a paired integral equation and its transposed I. Theoret.
Appl. Math. 1 (1958), 58–81 (in Russian).
[9] F.D. Gakhov, Y.I. Cherskiy, The equations of convolution type. Nauka, Moscow,
1978, 296 p.
[10] G.S. Poletaev, Paired equations of convolution type with kernels from different Ba-
nach algebras. Ukraine Math. J. 43 (1991), no. 6, 803–813.
[11] G.S. Poletaev, Some results about pairs of equations in rings with factorization
pairs. Progress in Analysis. Vol. II. Proc. of the 3rd Int. ISAAC Congr., Berlin,
Germany, 20–25 Aug. 2001. Editors: H.G.W. Begehr, R.P. Gilbert, M. W. Wong.
World Scientific, New Jersey, London, Singapore, Hong Kong, 2003, 851–855.
[12] G.S. Poletaev, The paired equations with correct factorized coefficients. Ukraine
Math. Congress. Int. Conf. Funct. anal., Kiev, 2001, 79.
[13] G.S. Poletaev, To the abstract analogue theory of some equations of convolution type.
Math. Phys. 24 (1978), 104–106.
[14] G.S. Poletaev, About the formulation and matrix models of some return problems of
beam mechanics and the influence of factorized representation matrices. The Math.
Models in Education, Science and Industry. St. Petersburg, 2000, 146–148.
Gennadiy Poletaev
Department of High Mathematics
Odessa State Academy of
Buildings and Architecture
4 Didrihsona St.
65029 Odessa, Ukraine
e-mail: poletayev gs@ukr.net
Operator Theory:

The Dynamic Problems About the Definition

of Stress State Near Thin Elastic Inclusions
Under the Conditions of Perfect Coupling
V.G. Popov, O.V. Litvin and A.P. Moysyeyenok
Abstract. The isotropic unbounded elastic body (matrix), which is in the con-
dition of plane strain and which contains a thin elastic inclusion in the form
of a strip is considered. It occupies the area: |x| ≤ a, |y| ≤ h2 in the plane
Oxy. It is necessary to determine the stress state in the matrix caused by the
non-stationary or harmonic plane waves interacting with the inclusion. The
problem is reduced to the construction of the solution of the Lame equations
for plane strain, which satisfies the given boundary conditions on the inclu-
sion. It is considered that under these conditions the inclusion is so thin that
the displacements of any point of it coincide with the displacements of the
appropriate point of a middle plane. The method of the solution is based on
the presentation of the displacements and stresses caused by scattered waves
in the form of the discontinuous solution of the Lame equations (in the non-
stationary case in the space of the Laplace images). Stress intensity factors
(SIF) are taken as amounts characterizing the stress state near the inclusion,
as in a number of publications, where analogous problems were considered in
the static formulation. The transition from the Laplace images to the orig-
inals is implemented numerically for non-stationary problems calculations.
The numerical research of the dependence of SIF on time or frequency and
the ratio of elastic constants of the matrix and the inclusion has been done.
The possibility of the consideration of inclusions of large rigidity as absolutely
rigid ones is analyzed.
Mathematics Subject Classification (2000). 74J20;74K20.
Keywords. Elastic waves, thin elastic inclusions, discontinuous solution, stress
intensity factor, numerical Laplace transformation, singular integral equa-
tions.
486 V.G. Popov, O.V. Litvin and A.P. Moysyeyenok
Introduction
At present the dynamic stress concentration in the unbounded bodies containing
thin absolutely rigid inclusions is researched fully enough. The solutions of similar
harmonic and non-stationary problems in 2D and 3D formulations can be found
in the articles [1], [2], [3], [4], [5], [6]. The works where the elastic properties
of the inclusion are taken into account are much fewer. For example, in [7], [8],
[9] the approach based on the use of the method of asymptotic decompositions is
developed. Two small parameters – the ratio of the thickness of the inclusion to the
typical geometrical size and the ratio of elastic properties of matrix and inclusion
– are used. Basically, in these articles harmonic oscillations are considered and
inclusions are considered as soft or weakly contrasting. Therefore the peculiarities
of stress state near thin inclusions of large rigidity aren’t practically researched.
In the present work the problems about the determination of the stress state in
the unbounded body near thin elastic inclusions in the form of a strip with the
interaction of elastic non-stationary and steady harmonic waves are considered.
1. Problem formulation
Let the unbounded elastic body (matrix) be under the conditions of plane strain
and contain an inclusion in the form of a plate with the thickness h << a. This
inclusion occupies the area:|x| ≤ a, −h/2 ≤ y ≤ h/2 in the plane xOy. It is
necessary to determine the stress state in the matrix caused by the non-stationary
or harmonic plane longitudinal and transverse waves interacting with the inclusion.
Then the displacements in the matrix can be written in the form of the sum of
two items
u = u0 + u1 , v = v0 + v1 ,
where u0 , v0 are the displacements, caused by the spreading waves, and u1 , v1 are
the displacements caused by the waves scattered from the inclusion. The latter
satisfy the Lame equations under the conditions of plane strain and zero initial
conditions with t = 0
2

μ1 ΔV + (λ1 + μ1 ) graddiv V = −ρ1 ∂ V , V = u (x, y, t)
,
∂t2 v (x, y, t)

U
V = e−iωt -under steady harmonic oscillations,
V
∞
U e−pt dt -under non-stationary incident,
= V
V
0
p is the Laplace transformation parameter. Further we will use these symbols for
the steady oscillations and non-stationary problems accordingly.
We will consider that the inclusion is so thin, that the boundary conditions
on its sides can be formulated concerning the middle plane of the inclusion. Let
The Dynamic Problems 487
both sides of the inclusion be perfectly coupled with the matrix. Then the jumps of
stresses have discontinuities on the middle plane of the inclusion and these jumps
are designated in the following way:
T1yx (x, +0) − T1yx (x, −0) = X2 (x) ,
Sy1 (x, +0) − Sy1 (x, −0) = X1 (x) , |x| ≤ a, (1.1)
χi (x) = Xi (x) e−iωt ,
∞
Xi (x) = χi (x) e−pt dt.
0
Besides, from the conditions of perfect coupling the implementation of the equali-
ties follows:
V1 (x, 0) = W1 (x) − V0 (x, 0) ,
h ∂W2 (x) (1.2)
U1 (x, 0) = W2 (x) − − U0 (x, 0) , |x| ≤ a,
2 ∂x
where T1yx , Sy1 are the tangent and normal stresses of scattered waves, W1 , W2
are the bent and shift along the axis Ox displacements of the middle plane of the
inclusion. We will take into account the turn of the section of the inclusion with
the bend [10] while formulating the boundary conditions (1.2).
The displacements of the middle plane, forming (1.2), are determined from
the appropriate equations of the theory of elastic plates [11] with zero initial con-
ditions:
∂ 4 W1 (x) p2 X1 (x)
4
− 4 W1 (x) = ,
∂x b2 D1
(1.3)
D1
W1 (x, 0) = Ẇ1 (x, 0) = 0, |x| ≤ a, b2 =
4
,
ρ0 h
∂ 2 W2 (x) p2 X2 (x)
− 2 W2 (x) = − ,
∂x2 b D0 h
D0
W2 (x, 0) = Ẇ2 (x, 0) = 0, |x| ≤ a, b2 = , (1.4)
ρ0
E0 E0 h3
D0 = , D 1 = ,
1 − ν02 12 (1 − ν0 )
where E0 , ν0 , ρ0 are the module of elasticity, the Poison coefficient and mass
density of the inclusion material. In case of the harmonic oscillations in (1.3),
(1.4) it is necessary to apply p = iω. While writing down the boundary conditions
for the equations (1.3), (1.4) with x = ±a we will take into account, that the
bending moment, transverse and normal forces act on the lateral edges of the
inclusion from the side of the matrix

N (±a) = N0± + N1± , M (±a) = M0± + M1± , Q (±a) = Q± ±
0 + Q1 ,
h h
2 2
Nk± = k
Sxx (±a, y) dy, Mk± = k
ySxx (±a, y) dy,
−h
2 −h
2
(1.5)
h
2
Q±
k = Tkyx (±a, y) dy, k = 0, 1
−h
2
0
where Sxx , T0yx , Sxx
1
,T1yx are the stresses in the matrix, caused by the incident and
scattered waves accordingly. Hence, the boundary conditions have the following
form:
∂W2 (±a) N (±a)
= ,
∂x D0 h
∂ 2 W1 (±a) M (±a)
=− , (1.6)
∂x2 D1
∂ 3 W1 (±a) Q (±a)
=− .
∂x3 D1
2. The method of the solution

To determine the displacements and stresses in the matrix, caused by the scattered
waves, we can present them in the form of the discontinuous solution of the Lame
equations [6], where they are given for the harmonic oscillations. In case of the
non-stationary problem ω = −ip should be applied. Then for the displacements
and stresses which form the boundary conditions we will obtain:
a
1 ∂2 ∂2
V1 = X1 (η, p) p1 − 2 K1 + 2 K2 dη
2
μ1 p22 ∂x ∂x
−a
a
1 ∂2 ∂2
+ X2 (η, p) K1 − K2 dη,
μ1 p22 ∂x∂y ∂x∂y
−a
a
1 ∂2 ∂2
U1 = X1 (η, p) K1 − K2 dη
μ1 p22 ∂x∂y ∂x∂y
−a
a
1 ∂2 ∂2
+ X2 (η, p) K1 + p2 − 2 K2 dη,
2
μ1 p22 ∂x2 ∂x
−a
a
∂ 2 ∂3 2 ∂3 ∂
T1yx = X1 (η, p) 2ξ K1 − 2 3 K1 + 2 3 K2 −
2
K2 dη
∂x p2 ∂x p2 ∂x ∂x
−a
a
2 ∂3 2 ∂3 ∂
+ X2 (η, p) K1 − 2 2 K2 + K2 dη,
p22 ∂x2 ∂y p2 ∂x ∂y ∂y
−a
a
∂ 2 ∂3 2 ∂3
1
Sxx = X1 (η, p) K1 − 2 2 K1 + 2 2 K2 dη
∂y p2 ∂x ∂y p2 ∂x ∂y
−a
a
∂ 2 ∂3 2 ∂3
+ X2 (η, p) K1 − 2 3 K1 − 2 K 2 dη. (2.1)
∂x p2 ∂x p2 ∂x∂y 2
−a

+∞
1 eiα(η−x) e−qj |y| 1 2
Kj (η − x, y) = − dα = − K0 pj (η − x) + y ,
2
2π 2 α2 + p2j 2π
−∞
p
pj = , j = 1, 2.,
cj
where K0 (z) is the MacDonald function, c1 , c2 are the velocities of longitudinal
and transverse waves.
The displacements of the middle plane of the inclusion W1 , W2 will be found
from the solution of the 1D boundary problems (1.3), (1.4), (1.6). To solve these
problems we will introduce preliminarily new symbols:

q01 4 q2 γ 2 q2 γ ρ1 3e0 1 − ν02
β01 = √ , q01 = 2 , q02 = , ρ̄ = , γ = ,
2 ρ̄ε 3ρ̄ ρ0 2 (1 + ν1 )
c2 c2
W1 (aζ) = 2 W01 (ζ) , W2 (aζ) = 2 W02 (ζ) ,
c2 a a c 2 ± c2 q
± c2 q c2 ± c2 q
n̄±
k (q) = N k , m̄ ±
k (q) = M k , q̄k± (q) = Q ,
μ1 a 2 a μ1 a 2 a μ1 a k a
k = 0, 1.,
c2 q a c2 q a
X2 az, = μ1 Φ2 (z, q) , X1 az, = μ1 Φ1 (z, q) ,
a c2 a c2
c2 q
p= , η = az, x = aζ,
a J
h E1 c2 1 − ν02
ε= , e0 = ,ξ = , m0 = . (2.2)
2a E0 c1 2 (1 + ν1 )
In (2.2) E1 , ν1 , ρ1 are the module of elasticity, the Poisson coefficient and mass
density of the matrix. As a result the expressions for the appropriate amplitudes
will have the form:
1
γ γ
W01 (ζ) = 3 Φ1 (z, q) G1 (z, ζ) dz − 2 H1 (ζ) − h1 (ζ) ,
2ε 4ε
−1
1
e 0 m0 e 0 m0
W02 (ζ) = Φ2 (z, q)G2 (z, ζ) dz − H2 (ζ) + h2 (ζ) , (2.3)
2ε 4
−1
− − − −
H1 (ζ) = m̄+ + + +
1 (q) Y1 (ζ) + m̄1 (q) Y1 (ζ) + q̄1 (q) Y2 (ζ) + q̄1 (q) Y2 (ζ) ,
− −
1 (q) C (ζ) − n̄1 (q) C (ζ) ,
H2 (ζ) = n̄+ +
2γ − − − −

h1 (ζ) = 3 m̄+ + + +
0 (q) Y1 (ζ) + m̄0 (q) Y1 (ζ) + q̄0 (q) Y2 (ζ) + q̄0 (q) Y2 (ζ) ,
ε
e 0 m0 +
h2 (ζ) = n̄0 (q) C + (ζ) − n̄− −
0 (q) C (ζ) .
2ε
In these formulae G1 (z, ζ), G2 (z, ζ) are the Green functions of the appropri-
ate 1D boundary problems. They are found in the following form:

4
G1 (z, ζ) = g (z, ζ) + Cl (z)Yl (ζ) , (2.4)
l=1
e−q|z−ζ| e−q(1−z) chq (ζ + 1) + e−q1 (z+1) chq (ζ − 1)

G2 (z, ζ) = + ,
2q 2qsh2q
where
1 −β01 |z−ζ|
g (z, ζ) = 3 e (cos β01 (z − ζ) + sin β01 |z − ζ|)
8β01
is the fundamental function of the equation (1.3). The functions Cl (z) are deter-
mined from the conditions
d2 G1 (±1, ζ)
= −m̄± (q) ,
dζ 2
d3 G1 (±1, ζ)
= −q̄ ± (q) .
dζ 3
The functions Yl (ζ) , l = 1, 2, 3, 4 form the fundamental system of the solu-
tions of the equation (1.3) and satisfy the conditions:
Y1+ (1) = 1, Y1+ (−1) = 0, Y1+ (1) = 0, Y1+ (−1) = 0,
Y1− (1) = 0, Y1− (−1) = 1, Y1− (1) = 0, Y1− (−1) = 0,
Y2+ (1) = 0, Y2+ (−1) = 0, Y2+ (1) = 1, Y2+ (−1) = 0,
Y2− (1) = 0, Y2− (−1) = 0, Y2− (1) = 0, Y2− (−1) = 1.
The functions
chq (ζ ± 1)
C ± (ζ) =
qsh2q
are the solutions of the unified differential equation (1.4) and satisfy the conditions
C ± (±1) = 1,
C ± (∓1) = 0.
To use the formulae (2.3) it is necessary to find the expressions for the func-
tions n̄± ± ±
1 , m̄1 , q̄1 , which are connected with the forces and moments on the
lateral edges of the inclusion with the formulae (2.2). To achieve this we will insert
the expressions (1.5) into the appropriate formulae from (2.2) and use the presen-
tations of the appropriate stresses from (2.1) and carry out the integration. As a
result we will obtain
1
± ε
n̄1 (q) = Φ2 (z, q) Q±
4 (z, q) dz,
2π
−1
1
γ
q̄1± (q) = 2 Φ1 (z, q) Q±
2 (z, q) dz,
4ε π
−1
1
γ
m̄±
1 (q) = 2 Φ1 (z, q) Q±
3 (z, q) dz. (2.5)
4ε π
−1
The functions under the integral sign are determined by the equalities
4z ± 4q
Q±
4 (z, q) = 2 ξ 2 B1± (z, q) + B2± (z, q) − 2 E1± (z, q) + 2qξE2± (z, q) ,
(z ± ) + ε2 ξ
Q± ± ±
2 (z, q) = A2 (z, q) + B3 (z, q) ,
Q± ± ±
3 (z, q) = A3 (z, q) + B4 (z, q) ,

B1± (z, q) = K0 ξq (z ± ) + ε2
2
−1
2 2
+2K1 ξq (z ± ) + ε2 ξq (z ± ) + ε2 ,
1 −1
E1± ± ± 2 ± 2
(z, q) = −ξz 2
2K1 ξq (z ) + ε u 2 2
q (z ) + ε u 2 du,
−1
1

A±
2 (z, q) = K0 ξqb± (z, θ) − 2K0 qb± (z, θ) dθ,
−1

K0 (ξqd± (z)) 2K1 (ξqd± (z))
B3± ±
(z, q) = −2K0 ξqd (z) + 4ξ ε −
2 2
2 − 3
(d± (z)) ξq (d± (z))

± K0 (qd± (z)) 2K1 (qd± (z))
+4K0 qd (z) + 4ε −2
− ,
(d± (z))2 q (d± (z))3
1
K1 (qb± (z, θ))
A± (z, q) = −qz ±
dθ,
3
b± (z, θ)
−1

±
4ξ 2 z ± 2K1 (ξqd± (z))
B4± (z, q) = K 0 ξqd (z) +
(d± (z))
2 ξqd± (z)

4z ± ± 2K1 (qd± (z))
− K 0 qd (z) + ,
(d± (z))2 qd± (z)

z ± = z ∓ 1, d± (z) = (z ± ) + ε2 , b± (z, θ) = (z ± ) + ε2 θ2 .
2 2
To obtain B2± and E2± it is necessary to apply ξ = 1 in B1± , E1± .

Now, using the expressions from (2.5), we will finally determine the bend and
shift of the middle plane of the inclusion using the following formulae:
1 1
γ γ
W01 (ζ) = 3 Φ1 (z, q) G1 (z, ζ) dz − 2 Φ1 (z, q)L1 (z, ζ) dz − h1 (ζ) ,
2ε 4ε
−1 −1
1 1
e 0 m0 e 0 m0
W02 (ζ) = Φ2 (z, q)G2 (z, ζ) dz − Φ2 (z, q)L2 (z, ζ) dz + h2 (ζ) ,
2ε 4
−1 −1
L1 (z, ζ) = Q+
3 (z, q) Y1+ (ζ)+Q− − + +
3 (z, q) Y1 (ζ)+Q2 (z, q) Y2 (ζ)+Q2
−
(z, q) Y2− (ζ) ,
+
L2 (z, ζ) = Q4 (z, q) C + (ζ) − Q− −
4 (z, q) C (ζ) . (2.6)
We will obtain the integral equations concerning unknown jumps after the
insertion of the found displacements W01 , W02 in (1.2), the exclusion of the singular
constituents of the kernels, and the passage to the dimensionless variables (2.2):
1
1 1 + ξ2 πγ πγ
Φ1 (z, q) ln |z − ζ| − 3 G1 (z, ζ) + R1 (z − ζ) + 2 L1 (z, ζ) dz
2π 2 ε 2ε
−1
= −h1 (ζ) − f1 (ζ) ,

1
γ ε
Φ1 (z, q) G1 (z, ζ) − L1 (z, ζ) dz
2ε2 2π
−1
1
1 1 + ξ2 πe0 m0
+ Φ2 (z, q) ln |z − ζ| − G2 (z, ζ) +
2π 2 ε
−1
πe0 m0
+R2 (z − ζ) + L2 (z, ζ) dz = h2 (ζ) − f2 (ζ) + εh1 (ζ) ; (2.7)
2
c2 c2 q c2 c2 q
f1 (ζ) = 2 U0 aζ, , f2 (ζ) = 2 V0 aζ, .
a a a a
We will find the approximate solution (2.7) in the form [12]
Ψj (z, q)
Φj (z, q) = √ , j = 1, 2.
1 − z2
The functions Ψj (z, q) are approximate with the interpolation polynomials

n
Tn (zm )
Ψj (zm , q) = Ψmj ,
m=1
Tn (zm ) (z − zm )
Ψmj = Ψj (zm ) , j = 1, 2. (2.8)
where Tn (z) is the Chebyshev polynomial of the second kind,
π (2m − 1)
zm = cos , m = 1, . . . , n
2n
are the roots of this polynomial. To determine the unknown values of the functions
Ψmj , j = 1, 2 in the nodal points of interpolation we will obtain the system of the
linear algebraic equations from (2.7). To achieve this we will insert there

kπ
ζ = ζk , ζk = cos , k = 1, . . . , n,
n
the integrals with the regular kernels will be approximated with the Gauss-Cheby-
shev quadratures and the integral with logarithmic singularity will be approxi-
mated with the following quadrature [13]:
1
n
Φ (z, q) ln (z − ζk )dz = am Ψkm Bkm ,
−1 m=1

n
jπ (2m − 1) jπk
Bkm = − ln 2 − 2 j (−1) cos cos ,
j=1
2n n+1
π
am = . (2.9)
n
As a result we obtain the system of the linear algebraic equations:

1
n
1 + ξ2 πγ
am Ψ1 (zm , q) Bkm − 3 G1 (zm , ζk )
2π m=1 2 ε
πγ
+R1 (zm − ζk ) + 2 L1 (zm , ζk )
2ε
= −h1 (ζk ) − f1 (ζk ) ,
γ
n ε
2
am Ψ1 (zm , q) G1 (zm , q) − L1 (zm , q)
2ε m=1 2π

1
n
1 + ξ2 πe0 m0
+ am Ψ2 (zm , q) Bkm − G2 (zm , ζk )
2π m=1 2 ε
πe0 m0
+ R2 (zm − ζk ) + L2 (zm , ζk ) = h2 (ζk ) − f2 (ζk ) + εh1 (ζk ) ,
2
m = 1, . . . , n; k = 1, . . . , n. (2.10)
The stress state in the matrix near the inclusion is of the greatest interest to
the mechanics of fracture. Let’s use the asymptotic formulae for the stresses near
the inclusion [14] for its researching. These formulae in case of perfect coupling
with the matrix have the form:
⎛ ⎞ ⎛ ⎛ ⎞
σy √ (2κ − 3) cos θ1 + cos θ5
μ a
⎝ σx ⎠ = √ ⎝k1± ⎝ − (2κ + 5) cos θ1 − cos θ5 ⎠
τxy 2r − (2κ + 1) sin θ1 − sin θ5
⎛ ⎞⎞
(2κ + 3) sin θ1 − sin θ3
+k2± ⎝ − (2κ − 5) sin θ1 + sin θ5 ⎠⎠ + O (1)
(2κ − 1) cos θ1 − cos θ5
pθ
r → 0, κ = 3 − 4ν1 , θp = . (2.11)
2
In the formulae (2.11) r, θ are coordinates in the polar systems of coordinates,
the poles of which coincide with the edges of the inclusion x = ±a. It is clear
from (2.11) that stress state in the matrix near the inclusion is determined by the
coefficients k1± and k2± . These coefficients in accordance with [15] will be further
named as dimensionless stress intensity factors (SIF) for the inclusion. They are
determined by the formulae
ψ2 (±1, τ ) ± ψ1 (±1, τ) c2 t
k1± = ± , k2 = ± ,τ = . (2.12)
16 (1 − ν1 ) 16 (1 − ν1 ) a
The approximate values of SIF by means of the formulae (2.12) are presented
with the solution of the system (2.10)
Ψ2 (±1, q) Ψ1 (±1, q)
K1± = ± , K± = ± ,
16 (1 − ν1 ) 2 16 (1 − ν1 )
(±1)
j n γ ±1
m m
Ψj (±1, q) = Ψmj (−1) ctg ,
n m=1 2
(2m − 1) π
γm = . (2.13)
2n
In case of non-stationary loading the originals of dimensionless SIF kl± (τ ) were
restored numerically by means of the method founded on the substitution of the
Fourier series for the Mellin integral, and also on the modification of this method
offered in [16, 17].
3. Numerical examples
As an example of the numerical research of SIF the case with the plane longitudinal
waves with the front parallel with the plane of the inclusion is chosen. In this case
k1+ (τ ) = k1− (τ ) = k1 (τ ), k2+ (τ ) = k2− (τ ) = k2 (τ ) in view of symmetry. Three
types of waves are considered. The first one is an impact wave with the potential
2
φ0 = (c1 t − y) H (c1 t − y) (3.1)
Here H(t) is the Heaviside function.
The second type is wave with the harmonic potential

c1 y
φ0 = cos ω t − H (c1 t − y) (3.2)
ω c1
The calculations were carried out for the dimensionless frequency ω0 =
aωc−12 = 3.
The third type is steady harmonic wave with the potential
A
φ0 = eκiy . (3.3)
κ
To research the possibility of considering the inclusions of large rigidity as ab-
solutely rigid in calculations for strength, computing of SIF for some real materials
was done. The inclusion was considered to be steel and
1) Fig. 1, Fig. 2 – concrete(ν1 = 0.17, ν0 = 0.3, ρρ10 = 0.305, E 1
E0 = 0.071, )
ρ1
2) Fig. 3, Fig. 4 – lead(ν1 = 0.42, ν0 = 0.3, ρ0 = 1.44, E 1
E0 = 0.08,)
ρ1
3) Fig. 5, Fig. 6 – rubber(ν1 = 0.47, ν0 = 0.3, ρ0 = 0.118, E 1
E0 = 0.000038 ) as
the matrix materials were considered.
In Fig. 1–Fig. 4 curves 1 were built on the assumption that the inclusion is
absolutely rigid, curves 2 correspond to the elastic inclusion under the conditions,
that the actions of the forces and the moments on the lateral edges are disregarded
(the conditions of a free edge), curves 3 show the dependence of dimensionless SIF
on time in the presence of the forces and moments acting on the lateral edges. In
these figures there are also the curves denoting k1 (τ ) and built under the condition
that the forces and moments acting on lateral edges of the inclusion are taken into
account. Under the action of the impact wave (3.1) (Fig. 1, Fig. 3, Fig. 5) we can see
that the values of SIF at the beginning of the wave incident are extreme and then
they become vanishingly small. In Fig. 2, Fig. 4, Fig. 6 the incident of suddenly
applied harmonic wave (3.2) on the inclusion is considered. We can see that after
some transitional process 0 < τ < 2 the values of SIF become steady harmonic
oscillations. In Fig. 1–Fig. 4 we can see that taking into account the elasticity of
the inclusion, even for the inclusions that are rigid enough, leads to the significant
decrease of extreme values of SIF. If the action of the matrix on the lateral edges
is taken into account, then the obtained values of SIF will still be smaller. The
coincidence of the results in all the three curves is obtained while considering steel
inclusion in the rubber matrix (Fig. 5, Fig. 6). As to the factor k1 (τ ), its values, on
the contrary, increase when the rigidity of the inclusion decreases. For the couple
steel-rubber it is practically zero, which corresponds to the model of an absolutely
rigid inclusion. It should be noted, that while considering sudden harmonic loading
during the transitional process 0 < τ < 2, the values of SIF don’t exceed the
corresponding values in the steady harmonic process. This enables us to solve the
stationary problems at once while considering these processes. The dependence of
SIF on the dimensionless frequency κ0 = κa with the steady harmonic oscillations
is shown in Fig. 7 and Fig. 8. Curves 1 correspond to the couple(matrix-inclusion):
steel-rubber, 2 – steel-concrete, 3 – steel-lead. Dashed lines correspond to the model
of the absolutely rigid inclusion. In these figures the curves are built taking into
account the elasticity of the inclusion and action of the matrix on the lateral
edges. From these figures we can see that the SIF values k1 (τ ), k2 (τ ) increase
with the increase of the frequency of the oscillations, the increase of the rigidity of
the inclusion leads to the increase of the values k2 (τ ), and to the decrease of the
values k1 (τ ).
Fig. 1 Fig. 2
Fig. 3 Fig. 4
Conclusions. Thus, the assumption that the inclusion is absolutely rigid leads to
the increase of the SIF values almost twice as much. Therefore, it is necessary to
take into account its elastic properties for the accurate analysis of the stress state
in the matrix near the inclusion.
Fig. 5 Fig. 6
Fig. 7 Fig. 8
References
[1] H.S. Kit, V.V. Mykhaskiv, O.M. Khay, Analysis of the steady oscillations of a plane
absolutely rigid inclusion in a three-dimensional elastic body by the boundary element
method J. Appl. Math. Mech. v. 66, 52 (2002), 817–824.
[2] V.V. Mykhaskiv, O.M. Khay, About the strength theory of elastic bodies with the
plane rigid inclusions in the field of steady dynamic loading Lviv. Mashynoznavstvo.
(1999), 17–22. (in Ukrainian)
[3] A.P. Moysyeyenok, The research of the stress state near thin rigid inclusion under
the interaction of waves with perfect coupling. Theory and practice of processes of
crushing, separation, mixing and compression: the book of articles. – v. 12 – Odessa:
ONMA. – (2006), 88–98. (in Russian)
[4] V. Mykhas’kiv, Transient response of a plane rigid inclusion to an incident wave in
an elastic solid. Wave Motion v. 41 (2005), 133–144.
[5] A. Tadeu, P.A. Mendes, J. Antonio, The simulation of 3D elastic scattering produced
by thin rigid inclusions using the traction boundary element method. Computers and
Structures. – v. 84 (2006), 2244–2253.
[6] V.G. Popov, A.E. Ulanovskyy, The comparative analysis of diffraction fields while
passing of elastic waves through defects of the different nature. Izvestiya Rossijskoi
Akademii Nauk. Mehanika tverdogo tela. 4 (1995), 99–109. (in Russian)
[7] G.S. Kit, YA.I. Kunets, V.V. Mykhaskiv, The interaction of the stationary wave with
thin discshaped inclusion of low rigidity in elastic body. Izvestiya Rossijskoi Akademii
Nauk. Mehanika tverdogo tela. 5 (2004), 82–89. (in Russian)
[8] H.S. Kit, Ya. I. Kunets. V.F. Emets, Elastodynamic scattering from a thin-walled
inclusion of low rigidity. International Journal of Engineering Science. v. 37 (1999),
331–345.
[9] V.F. Emets, The plane inverse problem about the scattering of elastic waves with the
thinwalled inclusion of large rigidity. Acoustical physics. v. 41, 3 (1995), 432–438.
[10] G.Ya. Popov, The stress concentration near punches, sections, thin inclusions and
supporters. M.: Nauka, 1982. (in Russian)
[11] A.K. Pyertsev, E.G. Platonov, The dynamics of shells and plates. Leningrad, 1987.
(in Russian)
[12] S.M. Byelotserkovskyy, I.K. Lyfanov, The numerical methods in singular integral
equations. M. Nauka, 1985. (in Russian)
[13] Z.I. Nazarchuk, Numerical research of wave diffraction on the cylindrical structures.
Kiev, 1989. (in Russian)
[14] L.T. Byeryezhnytskyy, V.V. Panasyuk, N.G. Stashchuk, The interaction of linear
rigid inclusions with cracks in the solid. Kiev, 1983. (in Russian)
[15] D.V. Grylitskyy, G.T. Sulim, Elastic stresses in plane with thinwalled inclusions.
Math. Meth. And Phys.-mech, fields. v. 1 (1975), 41–48. (in Russian)
[16] B. Davies, B. Martin, Numerical inversion of the Laplace transform: a survey and
comparison of methods. J. of Comput. Physics. v. 33, 1 (1979), 1–32.
[17] A. Jaemin, K. Sungkwon, K. YongHoon, A Flexible inverse Laplace transform algo-
rithm and its application. Computing. v. 71, 2 (2003), 115–131.
V.G. Popov and O.V. Litvin

Didrikhson st. 8
P.O. Box 65029
Odessa, Ukraine
A.P. Moysyeyenok
Dvoryanskaya st. 2
P.O. Box 65026
Odessa, Ukraine
e-mail: yogan@ua.fm
Operator Theory:

Fourier Multipliers and Comparison

of Linear Operators
R.M. Trigub
Abstract. Certain inequalities (sometimes sharp) for convolution type opera-

tors are given in the paper.
Mathematics Subject Classification (2000). Primary 42A,41A;
Secondary 41A10,41A17,41A44,41A63,42A82,42A38,42B15.
Keywords. Fourier multiplier, positive definiteness, the inequalities for differ-
ential operators, multidimensional Fourier series and integrals, modulus of
smoothness, K-functionals.
1. Some general theorems

Theorem 1.1. (A generalization of the Rieman-Lebesgue lemma). Let φ : R+ =
[0, ∞) → R. If φ is monotone near +∞, then in order that for any f ∈ L1 (R+ )
∞
lim f (x)eiφ(λx) dx = 0
λ→+∞ 0
it is necessary that limx→+∞ (φ(2x) − φ(x)) = ∞, and if φ is convex near +∞ this
condition is sufficient.
Let us give an example.
Example. If φ(x) = a on a measurable set E, E ⊂ R+ , and φ(x) = b on R+ \ E,
then for the indicated integral to tend to zero for any f ∈ L1 (R+ ) it is necessary
and sufficient, with m being the Lebesgue measure and s ∈ Z,
1 1
lim m(E ∩ [0, N ]) = , b − a = (2s + 1)π.
N →∞ N 2
The next theorem slightly strengthens the known McGehee, Pigno and Smith
inequality of 1981.
This work has been supported by the Fundamental Research of Ukraine, Grant F.25.1/055.
500 R.M. Trigub
Theorem 1.2. There exists a constant c > 0 such that for any {ck }∞ ∞
k=1 and {nk }k=1 ,
where nk+1 > nk and nk ∈ N, we have
π ∞ 1/2
∞ |cν |2
c e ink x
dx ≥ c
k ν
−π k=1 s=1 s−1 s 2 ≤ν<2
(the left-hand side is the L(T) norm of a function with the given Fourier series).
The following statement generalizes the Euler-Maclaurin theorem to which
it amounts when x = 0.
Theorem 1.3. Let n ∈ Z, and let for an integer r ≥ 0 the function f and its
derivative f (r) be of bounded variation on [n, +∞). Let also lim f (ν) (x) = 0 as
x → +∞ for all ν ∈ [0, r]. Then for 0 < |x| ≤ π
∞
∞
1
f (k)eikx = f (u)eiux du + f (n)einx
n 2
k=n

r−1
(−i)p+1
+ einx h(p) (x)f (p) (n) + θπ −r Vn∞ (f (r) ),
p=0
p!
where h(x) = 1
x − 1
2 cot( x2 ), and |θ| ≤ 3.
When r = 1 and the sum is absent this result is, in essence, obtained by E.S.
Belinsky. Let us consider the set of the Fourier transforms of finite complex-valued
Borel measures on Rd :

B(Rd ) = {f : f (x) = e−i(x,u) dμ(u), f B = var μ}.
Rd
If, in addition, the measure μ is absolutely continuous with respect to the Lebesgue
measure, precisely dμ = g dx, g ∈ L1 (Rd ), then we will write f ∈ A(Rd ), with
f A = g 1 .

−i(x,u)
A(R ) = {f : f (x) = (2π) ĝ(x) :=
d d/2
e g(u)du, f A := |g(u)|du}.
Rd Rd
d d
The spaces A(R ) and B(R ) are Banach algebras with respect to the point-wise
multiplication, and A(Rd ) is an ideal in B(Rd ). These algebras possess the local
property, and functions from B and A differ from one another only near ∞.
Theorem 1.4. If f ∈ B(Rd ), lim|x|→∞ f (x) = 0, and f is a function of bounded
Vitali variation off a cube, then f ∈ A(Rd ) and f A = (2π)−d fˆ 1 . Here for
x = (x1 , . . . , xd ) and xj = 0(1 ≤ j ≤ d)

ˆ
f (x) = lim f (y)e−i(x,y) dy.
min Nj →∞ |yj |≤Nj (1≤j≤d)
The following Bernstein type condition of belonging to A(Rd ) is known: the

smoothness in L2 should be greater than d2 (see [1]). Using some convex type
condition, we will be able to replace d2 by d−1
2 (see Theorem 1.5 a)).
Fourier Multipliers and Comparison of Linear Operators 501
Theorem 1.5. The following hold.

2 ] (integral part), and let f ∈ C (R ) and
a) Let q = [ d−1 q d
f be compactly sup-
q
ported. If, besides, the partial derivative Dq,j (f ) = ∂∂xfq has, as a function of
j
xj , a bounded, with respect to the other variables, number of points separating
the intervals of convexity for each j ∈ [1, d], then the condition
1
ω(t)
d+1 dt < ∞,
−q
0 t 2
where ω(t) = maxj ω(Dq,j ; t)∞ (moduli of continuity), yields f ∈ A(Rd ) (or
fˆ ∈ L1 (Rd )).
b) If for every x ∈ Rd

f (x) = g(y)dy, ess sup|uj |≥|vj | |g(u)|dv < ∞,
|xj |≤|yj |,1≤j≤d Rd
then f ∈ A(Rd ).
Let f be a 2π-periodic locally (Lebesgue) integrable function on Rd . Its
trigonometric Fourier series on Td = [−π, π]d is of the form

f∼ fˆ(k)ek , ek = ek (x) = ei(k,x)
k∈Zd
The linear bounded operator Λ defined by a complex-valued number sequence

{λk }k∈Zd in accordance with

f∼ fˆ(k)ek −→ λk fˆ(k)ek ∼ Λf
is called a multiplier. If this operator takes Lp (Td ) into Lp (Td ), we write {λk } ∈
Mp = Mp (Zd ), p ∈ [1, +∞]. These operators are characterized by the property of
commuting with translations (see [1], [2]). One can get a multiplier operator from
any linear operator by averaging with respect to shifts (see [3]). The multiplier
{λk }k∈S of functions with spectrum in S ⊂ Zd (fˆ(k) = 0 for k ∈ Zd \ S)
is defined analogously. In the same way as for the Fourier series, multipliers are
defined for the Fourier integrals. The case Mp , p ∈ (1, ∞), was investigated by
M. Riesz, J. Marcinkiewicz, S.G. Mikhlin, L. Hörmander, P.I. Lizorkin, and others
(see [1]). In the cases of M1 , M∞ and M, where the latter denotes the space of
multipliers taking C(Td ) into C(Td ), the multiplier is the convolution of a function
and a Borel periodic measure μ (on the unit torus):

f −→ Λf = (Λf )(x) = f (x − y) dμ(y),
Td
and Λ = var μ. Observe that M = M1 = M∞ ⊂ Mp (1 < p < ∞).

It is obvious that any bounded operator in L∞ is weak compact, though is
not necessarily compact even being a multiplier. The case of C is different. Any
weak compact operator in it is compact and takes L∞ into C ([3]).
502 R.M. Trigub
Theorem 1.6. If ϕ : R → C is bounded and continuous a.e. and

limε→+0 {ϕ(εk)} M(Zd) = H < ∞,
then ϕ may be corrected at its points of discontinuity to belong to B(Rd ) and
ϕ B = H.
We now pass to formulating the comparison principle in C(T). When does
the inequality
Ψ(f ) ∞ ≤ K Φ(f ) ∞
hold true for all functions f ∈ C(T) provided Φ(f ) ∈ C(T)? Here Φ = {φ(k)} and
Ψ = {ψ(k)}.
Theorem 1.7. Let S0 = {k ∈ Z : ϕ(k) = 0} and ψ(k) = 0 for k ∈ S0 (which is
also necessary). In order that the above inequality holds true, it is sufficient, and
necessary provided { ϕ(k)
1
} ∈ M (Z \ S0 ), that
> :>
> ψ(k) >
inf > > ≤K
0 > φ(k) >M(Z)
0
(the greatest lower bound is actually used when choosing the values of fractions of
the form 00 ).
Proofs of sharp inequalities are essentially based on positive definiteness of
certain functions, i.e., those representable as the Fourier transform of a positive
measure (B + (Rd )).
Because of this, let us give for d = 1 a criterion of positive definiteness.
Using it, the author succeeded to construct compactly supported polynomial radial
splines of a given degree and maximal smoothness (basis radial functions, see [3]).
Theorem 1.8. Let f be a function continuous at zero. It is in B + (R) if and only
if the following conditions are fulfilled:
α) f ∈ C(R) and bounded;
3 →+∞ f (t)−f (−t)
β) the improper integral →0 dt converges;
3N t
γ) limN →+∞ 2N −N f (t)dt ≥ 0;
1
δ) there exists k0 ∈ N such that for all k ≥ k0 and x = 0

∞
f (t)dt
(sign x)k+1
k+1
≥ 0.
−∞ (x + it)
Let us give two examples of applications of multipliers.
Example 1. Comparison
0r of differential operators. 0r
Let Q(x) = s=0 qs (x) and P (x) = s=0 ps (x), where ps and qs − are
homogeneous polynomials in x1 , . . . , xd of degree s. If for some constant γ for all
functions from W r (Rd ), where || · ||∞ is the sup-norm in Rd
∂ |α| f
||Q(D)f ||∞ ≤ γ||P (D)f ||∞ , Dα f = αd α ∈ Zd
, |α| = αj ,
∂xα
1 · · · ∂xd
1 +
then qr = c · pr .
Indeed, replacing x with λx (λ > 0), dividing by λr and passing to the limit as
λ → +∞, we obtain ||qr (D)f ||∞ ≤ γ||pr (D)f ||∞ . By 1.7 and 1.6 we may consider
the fraction qr /pr to be continuous everywhere (in particular, at zero). But this
homogeneous function of order zero is constant on the rays going from the origin
and thus constant.
Example 2. The Rogosinski-Bernstein method of summability of double Fourier
series.
In the multiple case (we restrict ourselves to dimension d = 2) we define the
Rogosinski-Bernstein type means by

γu
Rn (f ; x) = Rn (f ; W, γ, μ, x) = Sn (f ; W ; x − )dμ(u),
R 2 n
where n ∈ N,

Sn (f ; W ; x) = fˆ(k)ei(k,x)
k∈nW
is the nth partial sum of the Fourier series (of the function f ∈ L1 (T2 )) generated
3 set W ⊂ R , γ > 0, and μ is a finite complex-valued Borel measure
2
by the bounded
on R with dμ = 1. The case of the circle is studied by Chandrasekharan and
2
Minakshisundaran (1947). Clearly,

k
Rn (f ; x) = φ fˆ(k)ei(k,x)
n
k
with (χW is the indicator of W )

φ(x) = χW (x) e−iγ(x,u) dμ(u).
R2
In order that limn→∞ Rn (f ) = f on C(T2 ) it is necessary, and if in addition the

measure μ have a compact support, W is a bounded connected set containing the
neighborhood of zero and satisfying two additional conditions: the plane Lebesgue
measure of ∂W is zero, and in an arbitrary neighborhood of any boundary point
there are interior points from both W and R2 \ W, it is also sufficient that for all
x ∈ ∂W
e−iγ(x,u) dμ(u) = 0.
R2
Necessity follows from 1.6, while the sufficiency was proved by V.P. Zastavnyi.
Theorem 1.1 is announced in lecture notes [4]. One can find the proof of
Theorem 1.1 in [19]. For 1.4–1.7, see [5], [6]. The items 1.2, 1.3, and 1.8 can be found
in the book [3]. Besides, in [3]–[6] necessary conditions for belonging to A(Rd ) are
given, as well as the asymptotics of the Fourier transform of a function satisfying
condition of convexity type including the multiple radial case, sufficient conditions
for multipliers of power series of functions from the Hardy space Hp (D), D− being
a disk in the complex plane C, p ∈ (0, 1], and expansions in eigenfunctions of the
Sturm-Liouville operator (regular case).
504 R.M. Trigub
2. The comparison of linear differential operators

Let G be a bounded domain in Rd , C0 (G) be the set of functions from C ∞ (Rd )
which vanish off a compact subset of G. Let P and Q be polynomials of x1 , . . . , xd .
As Hörmander proved (see [7], Ch. 2), in order that a constant γ exist such that
for all f ∈ Co∞ (G) (the norms are those in L2 (Rd ))
||Q(D)f ||2 ≤ γ||P (D)f ||2 ,
it is necessary and sufficient one of the following two conditions to fulfil:
0
α∈Zd |Q(α) (ix)| |Q(ix)|
sup 0 +
< ∞, sup 0 < ∞.
α∈Zd |P α∈Zd |P
(α) (ix)| (α) (ix)|
x∈Rd +
x∈Rd +
We note that the necessity of the given condition is valid in a more general situa-
tion.
Theorem 2.1. If for some p ≥ 1 and q > 0 for all f ∈ C0∞ (G)
||Q(D)f ||q ≤ γ||P (D)f ||p ,
then 0
α∈Zd |Q(α) (ix)|
sup 0 +
< ∞.
x∈Rd α∈Zd |P (α) (ix)|
+
In what follows we consider the simplest case d = 1 when the condition in

question reduces to deg Q ≤ deg P .
Theorem 2.2. Let G = (−1, 1) ⊂ R. Inequality
||Q(D)f ||q ≤ γ||P (D)f ||p
holds true for all functions f ∈ C0∞ (G) for q > 0 and p ≥ 1 provided deg Q <
deg P, and only for q > 0 and p ≥ max{q, 1} provided deg Q = deg P .
Let us study a different problem.
Let Q and Pj (1 ≤ j ≤ m) be polynomials (algebraic polynomials with com-
d
plex coefficients), and D = dx . When

m
||Q(D)f ||Lq ≤ γ ||Pj (D)f ||Lpj (∗)
j=1
with a constant γ independent of the function f ∈ Wpr ?

First, established is a criterion of validity of such inequalities for m = 1,
separately in the cases of functions on the circle T, real axis R and half-axis
R+ = [0, ∞) :
||Q(D)f ||q ≤ γ||P (D)f ||p (∗∗)
provided s = deg Q ≤ r = deg P and {p, q} ⊂ [1, ∞].
Theorem 2.3. Let p and q ∈ [1, ∞]. For (∗∗) to take place when for all periodic
functions from Wpr (T) when s < r, it is necessary and sufficient that P(ik) = 0
(k ∈ Z) implies Q(ik) = 0. When s = r assumption q ≤ p to be added.
Theorem 2.4. Let (p, q) = (1, ∞). For (∗∗) to take place for all functions
from

Wpr (R) when s < r, it is necessary and sufficient that supx∈R P(ix) < ∞ and
Q(ix)
q ≥ p. When s = r assumption q = p to be added. If simultaneously p = 1 and q =

|Q(ix)|
∞, for (∗∗) to hold it is necessary and sufficient that supx∈R |P(ix)|+|P (ix)| < ∞
and s < r.
Theorem 2.5. Let (p, q) = (1, ∞). For (∗∗) to take place for all functions
from

Wpr (R+ ) when s < r, it is necessary and sufficient that supz:Re z≤0 Q(z)
P(z) < ∞
and q ≥ p. When s = r assumption q = p to be added.
If p = 1 and q = ∞, for (∗∗) to hold it is necessary and sufficient that s < r
and, with δ being an arbitrary negative number,

Q(z) |Q(ix)|
sup < ∞, sup < ∞.
z:Re z≤δ<0 P (z) x∈R |P (ix)| + |P (ix)|
Exact inequalities (with the least constant γ) are obtained as well. This
problem is more difficult. For example, sharp Kolmogorov’s inequality for the
intermediate derivative is known long ago on R; we give it in additive form:
k k
||f (k) ||L∞ (R) ≤ γ0 (k, r)((1 − )||f ||L∞ (R) + ||f (r) ||L∞ (R) ).
r r
The least constant γ0 independent of f is indicated. However, a similar sharp
inequality for functions on an interval of the real axis is still not found in full
generality.
Theorem 2.6. Let P (z) = Q(z)Πm s=1 (z − λs ) , where Re λs > 0 and αs ∈ N
αs
(1 ≤ s ≤ m). Then for each p ∈ [1, ∞] and any function f ∈ Wpr (R+ )
||Q(D)f ||∞ ≤ γ0 ||P (D)f ||p ,
Q(z)
where the least constant γ0 = ||g||p , with 1p + p1 = 1, and for R(z) = P (z)
T
1
g(x) = R(ζ)e−xζ dζ.
2πi Γ
Here λ1 , . . . , λm are within the closed contour Γ, while the conjugates to other zeros
of P are outside of Γ.
We then pass to the case m ≥ 2 (see (∗)). Let degree deg Pj = rj (1 ≤ j ≤
m), max rj = r1 and s = deg Q ≤ r1 . We consider in the sequel that s < r1 .
When s = r1 one has to apply the result obtained for s < r1 to the polynomial
Q1 = Q − μP1 of a lower degree.
Theorem 2.7. Let I be the greatest common divisor of polynomials Pj , 1 ≤ j ≤ m,
all with zeros on the imaginary axis iR, while the polynomial Q is divisible by I.
Then for s < r1 and any q ∈ [1, ∞] and 1 ≤ p1 ≤ q

m
||Q(D)f ||Lq (R) ≤ γ ||Pj (D)f ||Lpj (R)
j=1
506 R.M. Trigub
where pj ∈ [1, p1 ] for j ≥ 2 if Pj has zeros off iR and pj = p1 otherwise. The

rj
constant γ does not depend of f ∈ ∩m j=1 Wpj (R).
If s = r1 one has to add condition p1 = q. And if Q is divisible only by the
greatest common divisor of I and I , the indicated inequality holds true only for
q = ∞ and pj ≡ 1.
Proof. We may assume that Pj = I · Ij · P̃j , where I · Ij = 0 off iR, and P̃j = 0 on

iR (1 ≤ j ≤ m). The polynomials {Ij }m 1 have no common zeros.
If I1 ≡ 1, that is, P1 = 0 on iR only at zeros of I, then, by Theorem 2.4 for
s < r1 and p1 ∈ [1, q]
Q(D)f Lq (R) ≤ γ P1 (D)f Lp1 (R) ,
while p1 = q in this inequality when s = r1 . It is possible to add now any non-
negative summands on the right-hand side.
We further suppose that I1 (ix1 ) = 0 for some x1 ∈ R. If I1 (z) = aΠhν=1 (z −
ixν ), where xν ∈ R (1 ≤ ν ≤ h), then I1 (ix) ∈ R when a = ih for all x ∈ R. Thus
one may assume that I(ix) and Ij (ix), 1 ≤ j ≤ m, are real for all x ∈ R.
Assume that for n = deg P̃1 (deg P I ≤ deg P1 = r1 )

m
P (z) = iH(z)I1 (z) + λj Ij (z), H(z) = (iz + x1 )n ,
j=2
0m
where real numbers {λj }m 2 are specified so that j=2 λj Ij (ix) = 0 at zeros of
I1 (ix) (this will be justified below). Then P (ix) = 0 for all x ∈ R, since the
sum does not vanish at the points where I1 (ix) = 0, while the imaginary part
ImP (ix) = 0 when I1 (ix) = 0. Replacing i with −i if needed, we may assume that
degP = degHI, in other words the degree does not become smaller when adding
the sum. Applying Theorem 2.4 to the operators Q(D) and P I(D), we obtain,
with p1 ∈ [1, q] when s < r1 and p1 = q when s = r1 ,
Q(D)f Lq (R) ≤ γ P I(D)f Lp1 (R) .
Using then the triangle inequality for the norms, we get

m
Q(D)f Lq (R) ≤ γ( H · I · I1 (D)f Lp1 (R) + I · Ij (D)f Lp1 (R) ).
j=2
It remains to apply Theorem 2.4 to each summand, m times all together.

Let now Q is divisible only by the greatest common divisor of I and I . By
Theorem 2.4
Q(D)f L∞ (R) ≤ γ P I(D)f L1 (R) ,
and the above proven inequality works with q = pj ≡ 1.
It remains to make sure of that if {Ij }r1 are real polynomials with no common
real zeros for all r ≥ 2 and E is a finite subset of R, then the numbers λj ∈ (0, 1],
1 ≤ j ≤ r, exist such that

r
λj Ij (x) = 0 (x ∈ E).
j=1
When r = 2 one can choose λ1 = 1, while any nonzero real number satisfying
λ2 = − II12 (x)
(x) when I2 (x) = 0 and x ∈ E can be taken as λ2 .
For r ≥ 2 induction argument is applicable.
Let us denote by I2,r the greatest common divisor of the polynomials {Ij }r2
with real zeros. By inductive hypothesis, there exist real numbers λj ∈ (0, 1],
2 ≤ j ≤ r, such that
r
Ij (x)
λj = 0 (x ∈ E).
j=2
I2,r (x)
Consider the sum, in which λ1 is yet to be specified,
r r
Ij (x)
λj Ij (x) = λ1 I1 (x) + I2,r (x) λj .
j=1 j=2
I2,r (x)
Since I1 and I2,r has no common real zeros, the sum does not vanish for any λ1
when x ∈ E and I1 (x) = 0. If x ∈ E and I1 (x) = 0, it suffices to choose any real
λ1 satisfying
−1
r
λ1 = λj Ij (x) (x ∈ E).
I1 (x) j=2
The proof is complete.
A similar result is valid for periodic functions.
Theorem 2.8. If the condition Pj (ik) = 0 for k ∈ Z and all j ∈ [1, m] implies
Q(ik) = 0 (which is also necessary), then for s < r1 and any q, p1 ∈ [1, +∞]
m
Q(D)f Lq (T) ≤ γ Pj (D)f Lpj (T) .
j=1
When j ≥ 2 here, pj ∈ [1, +∞] if Pj has zeros off iZ, while pj ∈ [1, p1 ] if Pj has
rj
no zeros off iZ. The constant γ is independent of function f, f ∈ ∩m
j=1 Wpj (T).
When s = r1 one has to add the condition p1 ∈ [1, q].
The case of the semi-axis is more difficult.
Theorem 2.9. Let deg Q < deg P and polynomials P1 and P2 , as well as Q, are
2 (z)
divisible by I, the latter with no zeros when Re z > 0. Let also PI(z) = 0 when
Re z ≤ 0. Then for each q ∈ [1, +∞] and both p1 , p2 ∈ [1, q]
||Q(D)f ||Lq (R+ ) ≤ γ(||P1 (D)f ||Lp1 (R+ ) + ||P2 (D)f ||Lp2 (R+ ) ),
with constant γ independent of f ∈ Wpr11 (R+ ) ∩ Wpr22 (R+ ).
If under the same assumptions on I and P2 we have I = I1 · I0 , where
I0 (z) = 0 for Re z < 0, I1 (z) = 0 when Re z = 0, and polynomials P1 and Q are
508 R.M. Trigub
divisible by I1 and by the greatest common divisor of I0 and I0 , then for 1 ≤ p1 ≤ ∞
and all f ∈ Wpr11 (R+ ) ∩ W1r2 (R+ )
||Q(D)f ||L∞ (R+ ) ≤ γ(||P1 (D)f ||Lp1 (R+ ) + ||P2 (D)f ||L1 (R+ )||).
It was suggested in [8] to give direct proofs of two sharp inequalities for
differential operators of the second order of functions on the half-axis known in
the theory of operators. This is fulfilled by the author in [9].
We now give an example when sharp inequalities are different for periodic
and non-periodic functions (even for p = ∞). Here ε > 0.
Theorem 2.10.
a) For each p ∈ [1, +∞] and any function f ∈ Wp2 (T)
f ∞ ≤ γ0 f − ε2 f p ,
where the least constant
p−1 πε p−1
1 1 p p p
γ0 = (sinh t) p−1 dt .
21/p sinh πε ε 0
b) For any function f ∈ Wp2 (R) and p ∈ [1, +∞]

p−1 p−1
p−1 p 1 p
||f ||∞ ≤ ||f − ε2 f ||p .
p ε
One can find the proofs of Theorems 2.3–2.6 in [9].
3. Methods of summability of Fourier series and K-functionals

We go on to problems of approximation of periodic functions by linear polynomial
operators. Modulus of smoothness of a 2π-periodic function f ∈ C(T), T = [−π, π],
of order r ∈ N and step h > 0 is defined as
ωr (f ; h) = sup{|Δrδ f (x)| : x ∈ T, δ ∈ (0, h]}, Δδ f (x) = f (x) − f (x + δ).
It is known, for example, that ωr (f ; h) ≤ hr if and only if f (r−1) is absolutely
continuous on T and almost everywhere |f (r) (x)| ≤ 1 (D.A. Raikov).
For each r ∈ R there exists a sequence of trigonometric polynomials of degree
not higher than n satisfying the inequality

1
max |f (x) − Tr,n (f ; x)| ≤ γ(r)ωr f ;
x n
(r = 1 – Jackson, r = 2 – Akhiezer, r ≥ 3 – Stechkin).
One can replace the norm in C(T) in this inequality by that in Lp (T) with
1 ≤ p < ∞. It was the author who had built long ago polynomials τr,n (of degree
not higher than n) which satisfy the two-sided inequality

1 1
γ1 (r)ωr f ; ≤ ||f − τr,n (f )|| ≤ γ2 (r)ωr f ; .
n n
These were the means of the Fourier series of the function f of Rogosinski-Bernstein
type first. To date exact rates of approximation of individual functions by all
classical methods of summability of Fourier series are already found (see [6], and
also [10] and [3]).
We set for each integer r ≥ 2
π π
1 r
Jr,n (f ) = Jr,n (f, x) = f (x + t)Dn (t) dt, αr,n = Dnr (t) dt,
αr,n −π −π
where Dn is the nth Dirichlet kernel. These are the Fejér-Jackson type polynomials
od degree rn.
Theorem 3.1. For each r ≥ 3 there exist positive constants γ1 (r) and γ2 (r) such
that for any function f ∈ C(T)

1 1
γ1 (r)ω2 f ; ≤ ||f − Jr,n (f )|| ≤ γ2 (r)ω2 f ; .
n n
The proof is fulfilled by comparison with polynomials τ2,n (see above). It
turned out that this result was already proved in [11] by a different method for
only even r ≥ 4 (the case of positive operators). However, in author’s opinion the
most interesting case is that of minimal r, r = 3.
The problem of comparison in norm of various methods of summability of
Fourier series arose after obtaining the two-sided inequalities (publications of 1968
by the author and also by H. Shapiro). It turned out that all (C, α) methods as
well as that of Abel-Poisson (for definitions, see, e.g., [12]) are equivalent in this
sense provided their parameters are connected in a specific way.
Theorem 3.2. For any α > 0, p ∈ [1, +∞], f ∈ Lp (T), and r ∈ (0, 1) , n = [ 1−r
1
]
(integral part)
γ1 (α) f (·) − Ur (f ; (·)) p ≤ f − σnα (f ) p ≤ γ2 (α) f (·) − Ur (f ; (·)) p .
Further, J.L. Lions and J. Peetre introduced K-functionals for finding inter-
polation spaces between two Banach spaces (see, e.g., [13], real method of inter-
polation).
Let us consider a differential operator Dr defined by a matrix {μk,r } (k ∈
Zd \ 0, μk,r = 0, lim|k|→∞ μk,r = ∞):

Dr f ∼ μk,r fˆ(k)ek ;
k=0
if μk,r = −|k|2r
this is the poly-harmonic operator Δr . Let
W (Dr )p =: {f ∈ Lp (Td ) : Dr f ∈ Lp (Td )},
K(t, f ; Lp , W (Dr )p ) := inf {||f − g||p + t||Dr g||p } (t > 0).
g∈W (Dr )p
1
It is well known that if d = 1 and Dr f = f (r) then K(t, f ) 0 ωr (f ; t r ) (see the
same reference).
510 R.M. Trigub
Usual moduli are not suitable for d ≥ 2 (in C(Td ) and L1 (Td )). To clarify the
situation, we will consider here only the case of even r. We introduce the linearized
moduli (r ∈ N)
> >
> 2r
(2r)! >
>
ω̃2r (f, μ; h) := > (−1) f (· + (ν − r)hu) dμ>
ν
>.
Rd ν=0 ν!(2r − ν)!
The operation of taking the upper bound with respect to h is replaced by the
integral averaging (μ is a finite Borel measure).0 If dμ = χE du and E is the unit ball
in Rd we will write ω̃2r0
(f, h); while for dμ = χEj duj and Ej = [−1, 1] ⊂ Oxj ,
for all 1 ≤ j ≤ d, we will write ω̃2r+
(f ; h).
Let
d 2r
(2r)!
Δ+ f (x) = (−1)ν f (x + (ν − r)δe0j ),
r,δ
j=1 ν=0
ν!(2r − ν)!
here e0j is the unit vector of the axis Oxj . We define
+
ω2r (f, h)p = sup ||Δ+
r,δ f (·)||p ,
0<δ≤h
and
0
ω2r (f, h)p = sup ||(Δ+ r
1,δ ) f (·)||p ;
0<δ≤h
for r = 1, the corresponding modulus of smoothness is introduced by Z. Ditzian

(1991).
Theorem 3.3. For all p ∈ [1, ∞] and r ∈ N
K(t2r , f, Lp , Δr ) := inf ( f − g p + t2r Δr g p ) 0 ω̃2r
0
(f ; t)p 0 ω2r
0
(f ; t)p .
g
0
∂ 2r
Theorem 3.4. For all p ∈ [1, ∞] D2r = dj=1 ∂x2r
j
K(t2r , f, Lp , D2r ) := inf ( f − g p + t2r D2r g p ) 0 ω̃2r

+
(f ; t)p 0 ω2r
+
(f ; t)p .
g
Remark 3.5. If r ≥ 2 and d ≥ 2, then ω̃2r

0
(f ; t)p 0 ω̃2r
+
(f ; t)p if and only if p ∈
(1, ∞).
Let us return to the case of d = 1.
Jackson also introduced the polynomials of interpolation type

n 2
1 2kπ sin(n + 1) x2
jn (f ) = jn (f, x) = f .
(n + 1)2 n+1 sin x2
k=0
Bernstein observed that jn is defined by conditions

2kπ 2kπ 2kπ
jn =f , jn =0 (0 ≤ k ≤ n)
n+1 n+1 n+1
(see [12], Vol. 2, Ch. 10). Papers [14] and [15] are devoted to finding the rate of
approximation by polynomials jn .
Theorem 3.6. There exist absolute positive constants c1 and c2 such that for each
f ∈ C(T) and any n ∈ N

1 1
c1 ω f ; + nω2 F̃ ; ≤ ||f − jn (f )|| + ||f − j2n+1 (f )||
n n

1 1
≤ c2 ω f ; + nω2 F̃ ; .
n n
3x
Here ω = ω1 , F (x) = 0 (f (t) − fˆ(0))dt (periodic integral), and F̃ is the Hilbert
transform of F. The same two sided estimate of only one of the two norms is
impossible.
We only mention that the well-known result of Akhiezer and Krein on the
best approximation of the class W̃ r (see [16], pp. 100–103) was used. M.G. Krein
was the first who replaced the derivative f (r) by the differential polynomial in
direct theorems of Approximation Theory (see the same reference).
The comparison principle allows one not only to prove certain properties of
moduli of smoothness but also find new ones.
Theorem 3.7. For each f ∈ C(T) and any h ∈ (0, 1),for any even r
∞ r
Δ̇t f (·)
ωr (F̃ ; h) 0 hr || dt||,
h tr
where Δ̇δ f (x) = f (x + δ) − f (x − δ).
All the inequalities given in Section 3, except 3.5, are valid in the Lp -norm
for any p ∈ [1, ∞] as well, in particular for functions from the Hardy spaces
Hp (D) (D is the disk). However, when p ∈ (1, ∞), and for power series even when
p ∈ [1, ∞], some results become simpler. For instance, for odd r as for those even
one may take the coefficients of polynomials τr,n (see the beginning of Section
3) to be generated by the function φr (x) = (1 − |x|r )+ . The case of the spaces
Hp (D) for p ∈ (0, 1) is studied as well. By the way, for functions in D moduli
of smoothness (K-functionals) can be defined in different ways: radial, linearized
boundary one, etc. For example, the radial modulus is convenient for the Hardy-
Littlewood inequality on the growth of |f (r) (z)| for z tending to the boundary,
see [17]. In the same paper moduli of smoothness are introduced and studied for
non-integer r > 0 as well.
The following sharp inequality is a simple generalization of known inequalities
of Bernstein, Riesz, Nikolskii and Stechkin (s = 0).
Theorem 3.8. For each trigonometric polynomial τn of order not higher than n ∈ N
and any h ∈ (0, 2π n ) there holds for r ∈ N and s ∈ N
r+s
n
||τn(r) ||Lp (T) ≤ ||Δr+s
h (Ts )||Lp (T) (1 ≤ p ≤ ∞),
2 sin nh
2
3x
where T0 = τn , while for s ≥ 1 we have Ts (x) = 0 (Ts−1 (t) − T̂s−1 (0)) dt.
512 R.M. Trigub
To prove this result, the possibility of extension of the function from the
interval [−a, a] to that positive definite on the whole axis R. By the way, the
problem of the possibility of extension of the function from R \ (−a, a) to that
positive definite on R and moreover with the least value at the origin (see [17]).
Similar statements are true for entire functions of exponential type as well.
In this case comparison of multipliers of Fourier integrals is used instead of that
of Fourier series. There are general and simple relations between multipliers of
Fourier series and Fourier integrals (see [1], Ch. 7).
For Theorems 3.2–3.4, see [5] and [3]. See also [18]. For Theorems 3.1 and
3.6, see [20].
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Verlag, 1982.
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95.05 (1995), Donetsk Univ. (Russian). – English translation in the Internet ArXiv
funct-an/9612008.
[19] R.M. Trigub, Extension of the Rieman-Lebesque lemma. Ukr. Math. Bull. 5:3 (2008),
394–405 (Russian).
[20] R.M. Trigub. Exact order of apprtoximation of periodic functions by linear polyno-
mial operators. East J. on Appr. 15:1 (2009), 25–50.
R.M. Trigub
Dept. of Mathematics,
Donetsk National University
24 Universiteskaya Str
830055 Donetsk, Ukraine
e-mail: roald@ukrpost.ua
Operator Theory:

Forced Vibrations of the Infinite Shell

of the Square Cross Section
Abstract. The problem about steady-state forced vibrations of an infinite

shell of the square cross section is investigated. The dispersion curves are
given, the resonance frequencies are found. The stress distribution in a con-
struction is investigated. In case of low-frequency vibrations the engineering
formula for approximate calculation of the construction is offered. The graph
of dependence of a relative accuracy on frequency is given.
Mathematics Subject Classification (2000). Primary 74H45; Secondary 74K10.
Keywords. Box-like shell, plate, vibrations, dispersion curve, resonance.
The thin-walled constructions of the square cross section have a wide applica-
tion in construction, shipbuilding, bridge engineering and mechanical engineering.
The theory and the methods of static and dynamic analysis of the box-like shells
were studied in numerous works, which review is present in [1–4]. The simple har-
monic motions of semi-infinite box-like shell of the rectangular cross section are
surveyed in work [2], in which the homogeneous solutions were constructed. In the
work [3] the dispersion equation for propagation of normal waves in the infinite
box-like shell of the corner and the square cross section were obtained. Let’s mark,
that in the above-mentioned works, the resonance frequencies were not found also
numerical calculations were not carried out. The present work is dedicated to study
of these problems.
The plate-like construction consist of thin plates of thickness h and a width
2a (Fig. 1). The construction has square cross section. The identical transverse
loading q(x, y)e−iωt symmetric concerning a medial line of a plate (in the further
factor e−iωt we shall omit).
In a dimensionless form the boundary value problem that describe the com-
bined planar and flexural state of a construction’s plates will consist of the differ-
ential equation of vibrations of thin plates
DΔ2 w (x, y) − ω 2 ε−2 w (x, y) = q (x, y) (0 < x < 1, |y| < ∞) (1)
516 V.M. Vorobel and V.V. Reut
2a 0 y
x
2a z
Fig. 1
the Lame equations, which describes the plain stressed state of the plate
−1 −1
G Δu (x, y) + 2 (1 − μ) ∂θ (x, y)/∂x + ω 2 u (x, y) = 0
−1 −1 (2)
G Δv (x, y) + 2 (1 − μ) ∂θ (x, y)/∂y + ω 2 v (x, y) = 0
(0 < x < 1, |y| < ∞)

boundary conditions taking into account symmetry, concerning an axis y
∂w/∂x|x=0 = 0, Vx |x=0 = 0, u|x=0 = 0, τxy |x=0 = 0 (3)
boundary conditions, which describes the rigid joint of plates taking into account
of symmetry to edges of a construction [4]
∂w/∂x|x=1 = 0, τxy |x=1 = 0, w|x=1 = −ε2 u|x=1 , Vx |x=1 = σx |x=1 . (4)
The dimensional quantities (they further will be marked by a sinuous line)
are connected with dimensionless following relations x̃ = ãx, ỹ = ãy, h̃ = ãε,
D̃ = Ẽ h̃3 D, G̃ = ẼG, q̃ = Ẽq, w̃ = ãε−3 w, ũ = ãε−1 u, ṽJ= ãε−1 v, Ṽx̃ = ẼãVx ,
6
σ̃x̃ = Ẽσx , τ̃x̃ỹ = Ẽτxy , ω̃ = ω T̃ −1 , T̃ = ã/c̃, c̃ = Ẽ ρ̃; ũ, ṽ, w̃ – the
displacements of points of plates in the directions
of axes x̃, ỹ, z̃ accordingly;
Ṽx̃ = −D̃ ∂ 3 w̃ ∂ x̃3 + (2 − μ) ∂ 3 w̃ ∂ x̃∂ ỹ 2 , σ̃x̃ = F̃ (∂ ũ/∂ x̃ + μ∂ṽ/∂ ỹ), τ̃x̃ỹ =
G̃ (∂ ũ/∂ ỹ + ∂ṽ/∂ x̃) – generalized transverse force, normal and tangential stresses;
−1
D̃ = Ẽ h̃3 12 1 − μ2 -flexural rigidity of a plate; h̃ – thickness of a plate; ρ̃ –
2
2 2
2
the plate density; Ẽ - Young’s modulus;
6 μ – Poisson’s ratio; Δ = ∂ ∂x + ∂ ∂y
– the Laplace operator; G̃ = Ẽ [2 (1 + μ)] – shear modulus; θ = ∂u/∂x + ∂v/∂y;
6
F̃ = Ẽ 1 − μ2 .
The solution of the problem (1)–(4) can be noted as the Fourier integral

1
f (x, y) = fα (x) e−iαy dα.
2π
Γ
Forced Vibrations of the Infinite Shell of the Square Cross Section 517
Where the contour of an integration Γ is picked by a principle of a limiting

absorption [5, 6] and bypasses real poles of function fα (x). The select of a contour
of an integration enables to construct a unique solution of dynamic problems [5, 6].
The function fα (x) represents the Fourier transforms of all required magnitudes
of the problem:
uα (x) = ϕα (x) − iαψα (x) = C3 χ1 sh (χ1 x) + C4 αsh (χ2 x)/χ2
vα (x) = −iαϕα (x) − ψα (x) = −i[C3 αch (χ1 x) + C4 ch (χ2 x)]

τxyα (x) = −G 2iαϕα (x) + 2α2 − k22 ψα (x)

= −iG 2C3 αχ1 sh (χ1 x) + C4 2α2 − k22 sh (χ2 x)/χ2

σxα (x) = −F k12 − (1 − μ) α2 ϕα (x) + iα (1 − μ) ψα (x)

= −F C3 k12 − (1 − μ) α2 ch (χ1 x) + C4 α (1 − μ) ch (χ2 x)
% 2
Mxα (x) = −D wα (x) − μα2 wα (x) = −D dx d
2 − μα
2
wαq (x)
-
+C1 (1 − μ) α + γ ch (λ1 x) + C2 (1 − μ) α − γ ch (λ2 x)
2 2 2 2
wα (x) = wαq (x) + C1 ch (λ1 x) + C2 ch (λ2 x)

ϕα (x) = C3 ch (χ1 x) , ψα (x) = iC4 sh (χ2 x)/χ2

n
λn = α2 − (−1) γ 2 , χn = α2 − kn2 (n = 1, 2)
1
1
wαq (x) = qα (ξ) Φα (x, ξ) dξ
D
0
Φα (x, ξ) = eα (|x − ξ|) + eα (x + ξ)
−1 −1
eα (x) = 4γ 2 λ1 sh (λ1 x) − λ−12 sh (λ2 x)
Cn = Δn /Δ, n = 1, 4, – is the solution of the system
⎛ ⎞
λ1 sh (λ1 ) λ2 sh (λ2 ) 0 0
2
⎜ 0 0 2αχ sh (χ ) 2α − k 2 sh(χ2 ) ⎟
⎜ 1 1 2 χ2 ⎟
⎜ ⎟
⎝ ch (λ1 ) ch (λ2 ) ε2 χ1 sh (χ1 ) ε2 α sh(χ
χ2
2)
⎠
λ31 sh(λ1 ) λ32 sh(λ2 )
12 12⎛ (1
⎞ ⎛ − μ) α2
− k1
2
ch (χ 1 ) α⎞(1 − μ) ch (χ2 )
C1 −dwαq (1)/dx
⎜ C2 ⎟ ⎜ 0 ⎟
×⎜ ⎟ ⎜
⎝ C3 ⎠ = ⎝
⎟
⎠
−wα (1)
q
C4 − 12 d wα (1) dx
1 3 q 3
Δ = Δu ΔV − Δσ Δw
2
1
Δσ = 2 (1 − μ) α2 χ1 sh (χ1 ) ch (χ2 ) − α2 − k22 ch (χ1 ) χ−1
2 sh (χ2 )
2
k1
Δu = ε2 k22 χ1 sh (χ1 ) χ−1
2 sh (χ2 ) , ΔV = − √ λ1 λ2 sh (λ1 ) sh (λ2 )
3
Δw = λ1 sh (λ1 ) ch (λ2 ) − λ2 sh (λ2 ) ch (λ1 ) .
A A
1.5 0.2
1.2
0.15
1 2
0.9
1 0.1
0.6
0.3 0.05
2
0 0.3 0.6 0.9 1.2 1.5 W 0 0.05 0.1 0.15 0.2 W

Fig. 2 Fig. 3
In Fig. 2 the dispersion curves of the equation Δ = 0 concerning dimensionless

quantities α and ω are constructed with relative thickness of the shell ε = 0.1 and
Poisson’s ratio μ = 0.3. For negative α the graph should symmetrically be reflected
concerning an axis ω. In Fig. 3 the site of the graph Fig. 2 is figured in the enlarged
aspect. We can see that curves 1 and 2 are not intersected. With a decrease of
the parameter ε the dispersion curves are contracted to the origin of coordinates,
along both axes. The values ω at which slope angle of a tangent to a dispersion
curve is equal to 90 degrees are resonance frequencies [6].
Table 1
ε ω
0.01 0.017 0.091 0,225 0.419 0,670
0.1 0.168 0.852 1.444 1.463 1.948
In Table 1 the values of the first several resonance frequencies (in Figs. 2,
3 they are marked by dagger) with μ = 0.3. Let’s mark, that all frequencies
which given in the table, except for ω = 0.444 can be obtained from a solution of
a
problem about vibrations square frame if Young’s modulus E to exchange on
E 1 − μ2 .
In Fig. 4 the graph of6 amplitude
values dimensionless maximum bending
2 2
stresses σM = 6ã M̃x̃ (x̃, ỹ) P̃ h̃ , M̃x̃ (x̃, ỹ) = −D̃ ∂ w̃ ∂ x̃ + μ∂ 2 w̃ ∂ ỹ 2
2 2
at μ = 0.3, ε = 0.1, y = 0, ω = 0.1 (thus actual frequency ω̃ ≈ 52/ã rad/sec) for

a case of a concentrated force q̃ (x̃, ỹ) = P̃ δ (x̃) δ (ỹ) is given. Thus the values of
plain stresses less then bending stresses, and greatest maximum bending stresses
arise under a concentrated force (logarithmic singularity) and on an edge.
Let’s mark, that in case of low-frequency vibrations the solution of a problem
(1)–(4) practically coincides with a solution of a problem about vibrations of the
Forced Vibrations of the Infinite Shell of the Square Cross Section 519
M
2000
1500
1000
500
0 0.25 0.5 0.75 1 x

Fig. 4
clamped plate
DΔ2 w∗ (x, y) − ω 2 ε−2 w∗ (x, y) = q (x, y) (0 < x < 1, |y| < ∞) (5)
∗
∂w /∂x|x=0 = 0, Vx∗ |x=0 ∗ ∗
= 0, ∂w /∂x|x=1 = 0, w |x=1 = 0. (6)
The plain stresses and displacements thus can be neglected. Moreover if the
solution of this problem is known at frequencies ω0 , ω1 (in particular it is possible
to take ω0 = 0, i.e., static case) approximate solution of a problem (1)–(4) present
by the convenient formula for the engineering calculations

wω (x, y) = L0 (ω) w0∗ (x, y) + L1 (ω) w1∗ (x, y) + O ω 4 ε−4 (7)
2
uω = vω = O ε wω
2 2 −1 −1
L0 (ω) = ω1 − ω 2
ω1 − ω02 , L1 (ω) = ω 2 − ω02 ω12 − ω02 .
It is necessary to have in 6 view, that this formula is valid for the small fre-
quencies (ω/ε 1, i.e., ω̃ h̃c̃ ã2 ) smaller then first resonance frequency.
In Fig. 5 the graph of relative accuracies of maximum bending stresses on
dimensionless frequency ω in the point of the edge x = 1, y = 0 is constructed,
with ω0 = 0, ω1 = 0.1. The solid line shows an error of the formula (7), and
dashed error for a problem (5)–(6). From the graph we can see that with ω < 0.12
relative accuracy of the formula (7) less than 10%. The approximate solution of
a problem (5)–(6) about the fastened plate gives good outcomes up to the first
natural frequency.
%
20
16
12
0
0.01 0.04 0.07 0.1 0.13 0.16
Fig. 5
References
[1] M. Mitra, S. Gopalakrishnan, M.S. Bhat, A new super convergent thin walled com-
posite beam element for analysis of box beam structures. Int. J. Solids Struct. 41, No.
5-6 (2004), 1491–1518.
[2] V.I. Mossakovskij, D.V. Kulikov, The method of homogeneous solutions for box-type
shells under dynamic loads (Russian). Dokl. Akad. Nauk Ukr. SSR, Ser. A, No. 1
(1987), 24–27.
[3] Y.I. Bobrovnitskii, M.D. Genkin, Waves propagation in thin walled rods (Russian).
Vibroizoliruyuschie sistemy v mashinah i mechanizmah, Moskva, Nauka (1977), 32–
48.
[4] V.A. Grishin, G.Ya. Popov, V.V. Reut, Analysis of box-like shells of rectangular
cross-section. J. Appl. Math. Mech. 54, No.4 (1990), 501–507.
[5] V.A. Babeshko, Radiation conditions for an elastic layer. Sov. Phys. Dokl. 18 (1973),
759–760.
[6] I.I. Vorovich, V.A. Babeshko, Dynamic mixed problems of the theory of elasticity for
nonclassical domains (Russian). Moskva, Nauka 1979.

Dvoryanskaya str., 2
The chair of methods of mathematical physics
The Institute of Mathematics, Economics and Mechanics
Odessa National University named after I.I. Mechnikov
65082 Odesa, Ukraine
e-mail: vrbl@rambler.ru
reut@onu.edu.ua

Davar Khoshnevisan-Probability (Graduate Studies in Mathematics) (2007)

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Operator Theory: Advances and Applications

Israel Gohberg Myroslav Gorbachuk

Anatoly Kochubei Heinz Langer

,6%1%LUNKlXVHU9HUODJ$*%DVHO- Boston - Berlin

© 2009 Birkhäuser Verlag AG

Yu. Berezansky and V. Gorbachuk

Part 1: Plenary Talks

D. Alpay, I. Gohberg, M. Kaashoek, L. Lerer and A. Sakhnovich

G.L. Brovko, O.A. Ivanova and A.S. Finoshkina

F. Gesztesy and M. Mitrea

M.L. Gorbachuk and V.I. Gorbachuk

M.A. Grekov and N.F. Morozov

R. Kushnir and B. Protsiuk

G. Popov and N. Vaysfel’d

J. Rovnyak and L.A. Sakhnovich

Part 2: Research Papers

F. Chaban and H. Shynkarenko

G. Eskin and J. Ralston

S. Gefter and T. Stulova

V.A. Grishin, V.V. Reut and E.V. Reut

N.D. Kopachevsky and V.I. Voytitsky

J. Michor and G. Teschl

V.A. Mikhailets and A.A. Murach

V.G. Popov, O.V. Litvin and A.P. Moysyeyenok

V.M. Vorobel and V.V. Reut

The World Dimension of the Heritage

Yu. Berezansky and V. Gorbachuk

I. Kats, E. Khruslov, A. Kochubei, M. Kopachevsky, V. Marchenko, L. Pastur,

wonderful person, who conducted research in Odessa University. Having discovered

Regardless the diﬃculties pertaining these times, he has founded a number of

On 11 of July, 2007 the Presidium of National Academy of Science of Ukraine

Bilateral Asymptotic Solution of

On the occasion of M.G. Krein’s 100th birthday

Abstract. An article is devoted to the method of reduction of one class of

radius and angular coordinate (depending on the geometry of the foundation).

2. The reduction of contact problems of inhomogeneous media

The application of inverse integral transform in (2.3) allows obtaining of the

3. General characteristics of the transforms’ kernels of IE

We consider the function

or from the conditions (3.8) and (3.9),

For a numerical realization the improving approximation of K(u) by functions

Here c is a parameter of mapping, which moves the point u = c of axes

and K −1 (γ) on segment (0; 1) by N th-order Bernstein’s polynomials (or by

For each inhomogeneity law, the parameter c is selected separately in order

4. The asymptotic solution of a class of dual integral equation

where for (4.1) h(γ) ≡ γ, and for (4.2)

Substituting (4.6) into (4.4), we have

Below, the integral operator corresponding to a function K(γ) in the class X

and the coeﬃcients βk of the series expansion have the form

For the functions ε1,2 , the following bounds hold:

We consider separately the case when x = 0 is a regular singular point for

and if B+ (x) has a zero of order n at x → 0, then M1 λ−1 ln λ is replaced in (4.25)

Applying the contraction mapping principle to the equation

Thus, we have proved

q(x) V (c,d) ≤ m(ΠN , ΣM ) f W (c,d) . (4.26)

Example. Examples of representations of the form (2.2) in [6].

B(α, ξ) = cos αξ, B− (iD, ξ) = 0, 5πD−1 exp(−Dξ),

f C(0)+ ,(−l,1) = max F (x) 1 − x2 ,

and W (c, d) is the space of functions having on [−1, 1] derivatives of ﬁrst

B(α, ξ) = Jn (αξ), B− (iD, ξ) = Kn (Dξ),

In memory of Mark Grigorievich Krein, with appreciation

Abstract. In the present paper we extend results of M.G. Krein associated

is invertible. Let γτ (t, s) denote the resolvent kernel

Consider the entire function

,6%1%LUNKlXVHU9HUODJ$*%DVHO- Boston - Berlin

L(λ)L (λ) = M (λ)M (λ), λ ∈ C, (3.3)

Ker L (λ) ∩ Ker M (λ) = {0} , λ ∈ C. (3.4)

Theorem 3.2. Given , m ∈ Lr×r

P(τ, λ)P (τ, λ) = P∗ (τ, λ)P∗ (τ, λ) (0 ≤ τ ≤ T, λ ∈ C). (4.3)

This mapping is a unitary operator (after closure) between 2 and L2 . The