Mathematical Methods

in Quantum Mechanics
With Applications to Schr¨odinger Operators
Gerald Teschl
Gerald Teschl
Fakult¨at f¨ ur Mathematik
Nordbergstraße 15
Universit¨at Wien
1090 Wien, Austria
E-mail: Gerald.Teschl@univie.ac.at
URL: http://www.mat.univie.ac.at/˜gerald/
2000 Mathematics subject classification. 81-01, 81Qxx, 46-01
Abstract. This manuscript provides a self-contained introduction to math-
ematical methods in quantum mechanics (spectral theory) with applications
to Schr¨odinger operators. The first part covers mathematical foundations
of quantum mechanics from self-adjointness, the spectral theorem, quantum
dynamics (including Stone’s and the RAGE theorem) to perturbation theory
for self-adjoint operators.
The second part starts with a detailed study of the free Schr¨odinger op-
erator respectively position, momentum and angular momentum operators.
Then we develop Weyl-Titchmarsh theory for Sturm-Liouville operators and
apply it to spherically symmetric problems, in particular to the hydrogen
atom. Next we investigate self-adjointness of atomic Schr¨odinger operators
and their essential spectrum, in particular the HVZ theorem. Finally we
have a look at scattering theory and prove asymptotic completeness in the
short range case.
Keywords and phrases. Schr¨odinger operators, quantum mechanics, un-
bounded operators, spectral theory.
Typeset by /
/
o-L
A
T
E
X and Makeindex.
Version: April 19, 2006
Copyright c _ 1999-2005 by Gerald Teschl
Contents
Preface vii
Part 0. Preliminaries
Chapter 0. A first look at Banach and Hilbert spaces 3
¸0.1. Warm up: Metric and topological spaces 3
¸0.2. The Banach space of continuous functions 10
¸0.3. The geometry of Hilbert spaces 14
¸0.4. Completeness 19
¸0.5. Bounded operators 20
¸0.6. Lebesgue L
p
spaces 22
¸0.7. Appendix: The uniform boundedness principle 27
Part 1. Mathematical Foundations of Quantum Mechanics
Chapter 1. Hilbert spaces 31
¸1.1. Hilbert spaces 31
¸1.2. Orthonormal bases 33
¸1.3. The projection theorem and the Riesz lemma 36
¸1.4. Orthogonal sums and tensor products 38
¸1.5. The C

algebra of bounded linear operators 40
¸1.6. Weak and strong convergence 41
¸1.7. Appendix: The Stone–Weierstraß theorem 44
Chapter 2. Self-adjointness and spectrum 47
iii
iv Contents
¸2.1. Some quantum mechanics 47
¸2.2. Self-adjoint operators 50
¸2.3. Resolvents and spectra 61
¸2.4. Orthogonal sums of operators 67
¸2.5. Self-adjoint extensions 68
¸2.6. Appendix: Absolutely continuous functions 72
Chapter 3. The spectral theorem 75
¸3.1. The spectral theorem 75
¸3.2. More on Borel measures 85
¸3.3. Spectral types 89
¸3.4. Appendix: The Herglotz theorem 91
Chapter 4. Applications of the spectral theorem 97
¸4.1. Integral formulas 97
¸4.2. Commuting operators 100
¸4.3. The min-max theorem 103
¸4.4. Estimating eigenspaces 104
¸4.5. Tensor products of operators 105
Chapter 5. Quantum dynamics 107
¸5.1. The time evolution and Stone’s theorem 107
¸5.2. The RAGE theorem 110
¸5.3. The Trotter product formula 115
Chapter 6. Perturbation theory for self-adjoint operators 117
¸6.1. Relatively bounded operators and the Kato–Rellich theorem 117
¸6.2. More on compact operators 119
¸6.3. Hilbert–Schmidt and trace class operators 122
¸6.4. Relatively compact operators and Weyl’s theorem 128
¸6.5. Strong and norm resolvent convergence 131
Part 2. Schr¨odinger Operators
Chapter 7. The free Schr¨odinger operator 139
¸7.1. The Fourier transform 139
¸7.2. The free Schr¨odinger operator 142
¸7.3. The time evolution in the free case 144
¸7.4. The resolvent and Green’s function 145
Contents v
Chapter 8. Algebraic methods 149
¸8.1. Position and momentum 149
¸8.2. Angular momentum 151
¸8.3. The harmonic oscillator 154
Chapter 9. One dimensional Schr¨odinger operators 157
¸9.1. Sturm-Liouville operators 157
¸9.2. Weyl’s limit circle, limit point alternative 161
¸9.3. Spectral transformations 168
Chapter 10. One-particle Schr¨odinger operators 177
¸10.1. Self-adjointness and spectrum 177
¸10.2. The hydrogen atom 178
¸10.3. Angular momentum 181
¸10.4. The eigenvalues of the hydrogen atom 184
¸10.5. Nondegeneracy of the ground state 186
Chapter 11. Atomic Schr¨odinger operators 189
¸11.1. Self-adjointness 189
¸11.2. The HVZ theorem 191
Chapter 12. Scattering theory 197
¸12.1. Abstract theory 197
¸12.2. Incoming and outgoing states 200
¸12.3. Schr¨odinger operators with short range potentials 202
Part 3. Appendix
Appendix A. Almost everything about Lebesgue integration 209
¸A.1. Borel measures in a nut shell 209
¸A.2. Extending a premasure to a measure 213
¸A.3. Measurable functions 218
¸A.4. The Lebesgue integral 220
¸A.5. Product measures 224
¸A.6. Decomposition of measures 227
¸A.7. Derivatives of measures 229
Bibliography 235
Glossary of notations 237
Index 241
Preface
Overview
The present manuscript was written for my course Schr¨odinger Operators
held at the University of Vienna in Winter 1999, Summer 2002, and Summer
2005. It is supposed to give a brief but rather self contained introduction
to the mathematical methods of quantum mechanics with a view towards
applications to Schr¨odinger operators. The applications presented are highly
selective and many important and interesting items are not touched.
The first part is a stripped down introduction to spectral theory of un-
bounded operators where I try to introduce only those topics which are
needed for the applications later on. This has the advantage that you will
not get drowned in results which are never used again before you get to
the applications. In particular, I am not trying to provide an encyclope-
dic reference. Nevertheless I still feel that the first part should give you a
solid background covering all important results which are usually taken for
granted in more advanced books and research papers.
My approach is built around the spectral theorem as the central object.
Hence I try to get to it as quickly as possible. Moreover, I do not take the
detour over bounded operators but I go straight for the unbounded case. In
addition, existence of spectral measures is established via the Herglotz rather
than the Riesz representation theorem since this approach paves the way for
an investigation of spectral types via boundary values of the resolvent as the
spectral parameter approaches the real line.
vii
viii Preface
The second part starts with the free Schr¨odinger equation and computes
the free resolvent and time evolution. In addition, I discuss position, mo-
mentum, and angular momentum operators via algebraic methods. This is
usually found in any physics textbook on quantum mechanics, with the only
difference that I include some technical details which are usually not found
there. Furthermore, I compute the spectrum of the hydrogen atom, again
I try to provide some mathematical details not found in physics textbooks.
Further topics are nondegeneracy of the ground state, spectra of atoms (the
HVZ theorem) and scattering theory.
Prerequisites
I assume some previous experience with Hilbert spaces and bounded
linear operators which should be covered in any basic course on functional
analysis. However, while this assumption is reasonable for mathematics
students, it might not always be for physics students. For this reason there
is a preliminary chapter reviewing all necessary results (including proofs).
In addition, there is an appendix (again with proofs) providing all necessary
results from measure theory.
Readers guide
There is some intentional overlap between Chapter 0, Chapter 1 and
Chapter 2. Hence, provided you have the necessary background, you can
start reading in Chapter 1 or even Chapter 2. Chapters 2, 3 are key chapters
and you should study them in detail (except for Section 2.5 which can be
skipped on first reading). Chapter 4 should give you an idea of how the
spectral theorem is used. You should have a look at (e.g.) the first section
and you can come back to the remaining ones as needed. Chapter 5 contains
two key results from quantum dynamics, Stone’s theorem and the RAGE
theorem. In particular the RAGE theorem shows the connections between
long time behavior and spectral types. Finally, Chapter 6 is again of central
importance and should be studied in detail.
The chapters in the second part are mostly independent of each others
except for the first one, Chapter 7, which is a prerequisite for all others
except for Chapter 9.
If you are interested in one dimensional models (Sturm-Liouville equa-
tions), Chapter 9 is all you need.
If you are interested in atoms, read Chapter 7, Chapter 10, and Chap-
ter 11. In particular, you can skip the separation of variables (Sections 10.3
Preface ix
and 10.4, which require Chapter 9) method for computing the eigenvalues of
the Hydrogen atom if you are happy with the fact that there are countably
many which accumulate at the bottom of the continuous spectrum.
If you are interested in scattering theory, read Chapter 7, the first two
sections of Chapter 10, and Chapter 12. Chapter 5 is one of the key prereq-
uisites in this case.
Availability
It is available from
http://www.mat.univie.ac.at/~gerald/ftp/book-schroe/
Acknowledgments
I’d like to thank Volker Enß for making his lecture notes available to me and
Wang Lanning, Maria Hoffmann-Ostenhof, Zhenyou Huang, Harald Rindler,
and Karl Unterkofler for pointing out errors in previous versions.
Gerald Teschl
Vienna, Austria
February, 2005
Part 0
Preliminaries
Chapter 0
A first look at Banach
and Hilbert spaces
I assume that the reader has some basic familiarity with measure theory and func-
tional analysis. For convenience, some facts needed from Banach and L
p
spaces
are reviewed in this chapter. A crash course in measure theory can be found in
the appendix. If you feel comfortable with terms like Lebesgue L
p
spaces, Banach
space, or bounded linear operator, you can skip this entire chapter. However, you
might want to at least browse through it to refresh your memory.
0.1. Warm up: Metric and topological spaces
Before we begin I want to recall some basic facts from metric and topological
spaces. I presume that you are familiar with these topics from your calculus
course. A good reference is [8].
A metric space is a space X together with a function d : X X →R
such that
(i) d(x, y) ≥ 0
(ii) d(x, y) = 0 if and only if x = y
(iii) d(x, y) = d(y, x)
(iv) d(x, z) ≤ d(x, y) +d(y, z) (triangle inequality)
If (ii) does not hold, d is called a semi-metric.
Example. Euclidean space R
n
together with d(x, y) = (

n
k=1
(x
k
−y
k
)
2
)
1/2
is a metric space and so is C
n
together with d(x, y) = (

n
k=1
[x
k
−y
k
[
2
)
1/2
.
3
4 0. A first look at Banach and Hilbert spaces
The set
B
r
(x) = ¦y ∈ X[d(x, y) < r¦ (0.1)
is called an open ball around x with radius r > 0. A point x of some set
U is called an interior point of U if U contains some ball around x. If x is
an interior point of U, then U is also called a neighborhood of x. A point
x is called a limit point of U if B
r
(x) ∩ (U¸¦x¦) ,= ∅ for every ball. Note
that a limit point must not lie in U, but U contains points arbitrarily close
to x. Moreover, x is not a limit point of U if and only if it is an interior
point of the complement of U.
Example. Consider R with the usual metric and let U = (−1, 1). Then
every point x ∈ U is an interior point of U. The points ±1 are limit points
of U.
A set consisting only of interior points is called open. The family of
open sets O satisfies the following properties
(i) ∅, X ∈ O
(ii) O
1
, O
2
∈ O implies O
1
∩ O
2
∈ O
(iii) ¦O
α
¦ ⊆ O implies

α
O
α
∈ O
That is, O is closed under finite intersections and arbitrary unions.
In general, a space X together with a family of sets O, the open sets,
satisfying (i)–(iii) is called a topological space. The notions of interior
point, limit point, and neighborhood carry over to topological spaces if we
replace open ball by open set.
There are usually different choices for the topology. Two usually not
very interesting examples are the trivial topology O = ¦∅, X¦ and the
discrete topology O = P(X) (the powerset of X). Given two topologies
O
1
and O
2
on X, O
1
is called weaker (or coarser) than O
2
if and only if
O
1
⊆ O
2
.
Example. Note that different metrics can give rise to the same topology.
For example, we can equip R
n
(or C
n
) with the Euclidean distance as before,
or we could also use
˜
d(x, y) =
n

k=1
[x
k
−y
k
[ (0.2)
Since
1

n
n

k=1
[x
k
[ ≤
¸
¸
¸
_
n

k=1
[x
k
[
2

n

k=1
[x
k
[ (0.3)
shows B
r/

n
((x, y)) ⊆
˜
B
r
((x, y)) ⊆ B
r
((x, y)), where B,
˜
B are balls com-
puted using d,
˜
d, respectively. Hence the topology is the same for both
metrics.
0.1. Warm up: Metric and topological spaces 5
Example. We can always replace a metric d by the bounded metric
˜
d(x, y) =
d(x, y)
1 +d(x, y)
(0.4)
without changing the topology.
Every subspace Y of a topological space X becomes a topological space
of its own if we call O ⊆ Y open if there is some open set
˜
O ⊆ X such that
O =
˜
O ∩ Y (induced topology).
Example. The set (0, 1] ⊆ R is not open in the topology of X = R, but it is
open in the incuded topology when considered as a subset of Y = [−1, 1].
A family of open sets B ⊆ O is called a base for the topology if for each
x and each neighborhood U(x), there is some set O ∈ B with x ∈ O ⊆ U.
Since O =

x∈O
U(x) we have
Lemma 0.1. If B ⊆ O is a base for the topology, then every open set can
be written as a union of elements from B.
If there exists a countable base, then X is called second countable.
Example. By construction the open balls B
1/n
(x) are a base for the topol-
ogy in a metric space. In the case of R
n
(or C
n
) it even suffices to take balls
with rational center and hence R
n
(and C
n
) are second countable.
A topological space is called Hausdorff space if for two different points
there are always two disjoint neighborhoods.
Example. Any metric space is a Hausdorff space: Given two different
points x and y the balls B
d/2
(x) and B
d/2
(y), where d = d(x, y) > 0, are
disjoint neighborhoods (a semi-metric space will not be Hausdorff).
The complement of an open set is called a closed set. It follows from
de Morgan’s rules that the family of closed sets ( satisfies
(i) ∅, X ∈ (
(ii) C
1
, C
2
∈ ( implies C
1
∪ C
2
∈ (
(iii) ¦C
α
¦ ⊆ ( implies

α
C
α
∈ (
That is, closed sets are closed under finite unions and arbitrary intersections.
The smallest closed set containing a given set U is called the closure
U =

C∈C,U⊆C
C, (0.5)
and the largest open set contained in a given set U is called the interior
U

=
_
O∈O,O⊆U
O. (0.6)
6 0. A first look at Banach and Hilbert spaces
It is straightforward to check that
Lemma 0.2. Let X be a topological space, then the interior of U is the set
of all interior points of U and the closure of U is the set of all limit points
of U.
A sequence (x
n
)

n=1
⊆ X is said to converge to some point x ∈ X if
d(x, x
n
) → 0. We write lim
n→∞
x
n
= x as usual in this case. Clearly the
limit is unique if it exists (this is not true for a semi-metric).
Every convergent sequence is a Cauchy sequence, that is, for every
ε > 0 there is some N ∈ N such that
d(x
n
, x
m
) ≤ ε n, m ≥ N. (0.7)
If the converse is also true, that is, if every Cauchy sequence has a limit,
then X is called complete.
Example. Both R
n
and C
n
are complete metric spaces.
A point x is clearly a limit point of U if and only if there is some sequence
x
n
∈ U converging to x. Hence
Lemma 0.3. A closed subset of a complete metric space is again a complete
metric space.
Note that convergence can also be equivalently formulated in terms of
topological terms: A sequence x
n
converges to x if and only if for every
neighborhood U of x there is some N ∈ N such that x
n
∈ U for n ≥ N. In
a Hausdorff space the limit is unique.
A metric space is called separable if it contains a countable dense set.
A set U is called dense, if its closure is all of X, that is if U = X.
Lemma 0.4. Let X be a separable metric space. Every subset of X is again
separable.
Proof. Let A = ¦x
n
¦
n∈N
be a dense set in X. The only problem is that
A∩Y might contain no elements at all. However, some elements of A must
be at least arbitrarily close: Let J ⊆ N
2
be the set of all pairs (n, m) for
which B
1/m
(x
n
) ∩ Y ,= ∅ and choose some y
n,m
∈ B
1/m
(x
n
) ∩ Y for all
(n, m) ∈ J. Then B = ¦y
n,m
¦
(n,m)∈J
⊆ Y is countable. To see that B is
dense choose y ∈ Y . Then there is some sequence x
n
k
with d(x
n
k
, y) < 1/4.
Hence (n
k
, k) ∈ J and d(y
n
k
,k
, y) ≤ d(y
n
k
,k
, x
n
k
) +d(x
n
k
, y) ≤ 2/k → 0.
A function between metric spaces X and Y is called continuous at a
point x ∈ X if for every ε > 0 we can find a δ > 0 such that
d
Y
(f(x), f(y)) ≤ ε if d
X
(x, y) < δ. (0.8)
If f is continuous at every point it is called continuous.
0.1. Warm up: Metric and topological spaces 7
Lemma 0.5. Let X be a metric space. The following are equivalent
(i) f is continuous at x (i.e, (0.8) holds).
(ii) f(x
n
) → f(x) whenever x
n
→ x
(iii) For every neighborhood V of f(x), f
−1
(V ) is a neighborhood of x.
Proof. (i) ⇒ (ii) is obvious. (ii) ⇒ (iii): If (iii) does not hold there is
a neighborhood V of f(x) such that B
δ
(x) ,⊆ f
−1
(V ) for every δ. Hence
we can choose a sequence x
n
∈ B
1/n
(x) such that f(x
n
) ,∈ f
−1
(V ). Thus
x
n
→ x but f(x
n
) ,→ f(x). (iii) ⇒ (i): Choose V = B
ε
(f(x)) and observe
that by (iii) B
δ
(x) ⊆ f
−1
(V ) for some δ.
The last item implies that f is continuous if and only if the inverse image
of every open (closed) set is again open (closed).
Note: In a topological space, (iii) is used as definition for continuity.
However, in general (ii) and (iii) will no longer be equivalent unless one uses
generalized sequences, so called nets, where the index set N is replaced by
arbitrary directed sets.
If X and X are metric spaces then X Y together with
d((x
1
, y
1
), (x
2
, y
2
)) = d
X
(x
1
, x
2
) +d
Y
(y
1
, y
2
) (0.9)
is a metric space. A sequence (x
n
, y
n
) converges to (x, y) if and only if
x
n
→ x and y
n
→ y. In particular, the projections onto the first (x, y) → x
respectively onto the second (x, y) → y coordinate are continuous.
In particular, by
[d(x
n
, y
n
) −d(x, y)[ ≤ d(x
n
, x) +d(y
n
, y) (0.10)
we see that d : X X →R is continuous.
Example. If we consider RR we do not get the Euclidean distance of R
2
unless we modify (0.9) as follows:
˜
d((x
1
, y
1
), (x
2
, y
2
)) =
_
d
X
(x
1
, x
2
)
2
+d
Y
(y
1
, y
2
)
2
. (0.11)
As noted in our previous example, the topology (and thus also conver-
gence/continuity) is independent of this choice.
If X and Y are just topological spaces, the product topology is defined
by calling O ⊆ X Y open if for every point (x, y) ∈ O there are open
neighborhoods U of x and V of y such that U V ⊆ O. In the case of
metric spaces this clearly agrees with the topology defined via the product
metric (0.9).
A cover of a set Y ⊆ X is a family of sets ¦U
α
¦ such that Y ⊆

α
U
α
. A
cover is call open if all U
α
are open. A subset of ¦U
α
¦ is called a subcover.
8 0. A first look at Banach and Hilbert spaces
A subset K ⊂ X is called compact if every open cover has a finite
subcover.
Lemma 0.6. A topological space is compact if and only if it has the finite
intersection property: The intersection of a family of closed sets is empty
if and only if the intersection of some finite subfamily is empty.
Proof. By taking complements, to every family of open sets there is a cor-
responding family of closed sets and vice versa. Moreover, the open sets
are a cover if and only if the corresponding closed sets have empty intersec-
tion.
A subset K ⊂ X is called sequentially compact if every sequence has
a convergent subsequence.
Lemma 0.7. Let X be a topological space.
(i) The continuous image of a compact set is compact.
(ii) Every closed subset of a compact set is compact.
(iii) If X is Hausdorff, any compact set is closed.
(iv) The product of compact sets is compact.
(v) A compact set is also sequentially compact.
Proof. (i) Just observe that if ¦O
α
¦ is an open cover for f(Y ), then ¦f
−1
(O
α

is one for Y .
(ii) Let ¦O
α
¦ be an open cover for the closed subset Y . Then ¦O
α
¦ ∪
¦X¸Y ¦ is an open cover for X.
(iii) Let Y ⊆ X be compact. We show that X¸Y is open. Fix x ∈ X¸Y
(if Y = X there is nothing to do). By the definition of Hausdorff, for
every y ∈ Y there are disjoint neighborhoods V (y) of y and U
y
(x) of x. By
compactness of Y , there are y
1
, . . . y
n
such that V (y
j
) cover Y . But then
U(x) =

n
j=1
U
y
j
(x) is a neighborhood of x which does not intersect Y .
(iv) Let ¦O
α
¦ be an open cover for X Y . For every (x, y) ∈ X Y
there is some α(x, y) such that (x, y) ∈ O
α(x,y)
. By definition of the product
topology there is some open rectangle U(x, y) V (x, y) ⊆ O
α(x,y)
. Hence
for fixed x, ¦V (x, y)¦
y∈Y
is an open cover of Y . Hence there are finitely
many points y
k
(x) such V (x, y
k
(x)) cover Y . Set U(x) =

k
U(x, y
k
(x)).
Since finite intersections of open sets are open, ¦U(x)¦
x∈X
is an open cover
and there are finitely many points x
j
such U(x
j
) cover X. By construction,
U(x
j
) V (x
j
, y
k
(x
j
)) ⊆ O
α(x
j
,y
k
(x
j
))
cover X Y .
(v) Let x
n
be a sequence which has no convergent subsequence. Then
K = ¦x
n
¦ has no limit points and is hence compact by (ii). For every n
0.1. Warm up: Metric and topological spaces 9
there is a ball B
εn
(x
n
) which contains only finitely many elements of K.
However, finitely many suffice to cover K, a contradiction.
In a metric space compact and sequentially compact are equivalent.
Lemma 0.8. Let X be a metric space. Then a subset is compact if and only
if it is sequentially compact.
Proof. First of all note that every cover of open balls with fixed radius
ε > 0 has a finite subcover. Since if this were false we could construct a
sequence x
n
∈ X¸

n−1
m=1
B
ε
(x
m
) such that d(x
n
, x
m
) > ε for m < n.
In particular, we are done if we can show that for every open cover
¦O
α
¦ there is some ε > 0 such that for every x we have B
ε
(x) ⊆ O
α
for
some α = α(x). Indeed, choosing ¦x
k
¦
n
k=1
such that B
ε
(x
k
) is a cover, we
have that O
α(x
k
)
is a cover as well.
So it remains to show that there is such an ε. If there were none, for
every ε > 0 there must be an x such that B
ε
(x) ,⊆ O
α
for every α. Choose
ε =
1
n
and pick a corresponding x
n
. Since X is sequentially compact, it is no
restriction to assume x
n
converges (after maybe passing to a subsequence).
Let x = limx
n
, then x lies in some O
α
and hence B
ε
(x) ⊆ O
α
. But choosing
n so large that
1
n
<
ε
2
and d(x
n
, x) <
ε
2
we have B
1/n
(x
n
) ⊆ B
ε
(x) ⊆ O
α
contradicting our assumption.
Please also recall the Heine-Borel theorem:
Theorem 0.9 (Heine-Borel). In R
n
(or C
n
) a set is compact if and only if
it is bounded and closed.
Proof. By Lemma 0.7 (ii) and (iii) it suffices to show that a closed interval
in I ⊆ R is compact. Moreover, by Lemma 0.8 it suffices to show that
every sequence in I = [a, b] has a convergent subsequence. Let x
n
be our
sequence and divide I = [a,
a+b
2
] ∪ [
a+b
2
]. Then at least one of these two
intervals, call it I
1
, contains infinitely many elements of our sequence. Let
y
1
= x
n
1
be the first one. Subdivide I
1
and pick y
2
= x
n
2
, with n
2
> n
1
as
before. Proceeding like this we obtain a Cauchy sequence y
n
(note that by
construction I
n+1
⊆ I
n
and hence [y
n
−y
m
[ ≤
b−a
n
for m ≥ n).
A topological space is called locally compact if every point has a com-
pact neighborhood.
Example. R
n
is locally compact.
The distance between a point x ∈ X and a subset Y ⊆ X is
dist(x, Y ) = inf
y∈Y
d(x, y). (0.12)
10 0. A first look at Banach and Hilbert spaces
Note that x ∈ Y if and only if dist(x, Y ) = 0.
Lemma 0.10. Let X be a metric space, then
[dist(x, Y ) −dist(z, Y )[ ≤ dist(x, z). (0.13)
In particular, x → dist(x, Y ) is continuous.
Proof. Taking the infimum in the triangle inequality d(x, y) ≤ d(x, z) +
d(z, y) shows dist(x, Y ) ≤ d(x, z)+dist(z, Y ). Hence dist(x, Y )−dist(z, Y ) ≤
dist(x, z). Interchanging x and z shows dist(z, Y ) − dist(x, Y ) ≤ dist(x, z).

Lemma 0.11 (Urysohn). Suppose C
1
and C
2
are disjoint closed subsets of
a metric space X. Then there is a continuous function f : X → [0, 1] such
that f is zero on C
1
and one on C
2
.
If X is locally compact and U is compact, one can choose f with compact
support.
Proof. To prove the first claim set f(x) =
dist(x,C
2
)
dist(x,C
1
)+dist(x,C
2
)
. For the
second claim, observe that there is an open set O such that O is compact
and C
1
⊂ O ⊂ O ⊂ X¸C
2
. In fact, for every x, there is a ball B
ε
(x) such
that B
ε
(x) is compact and B
ε
(x) ⊂ X¸C
2
. Since U is compact, finitely
many of them cover C
1
and we can choose the union of those balls to be O.
Now replace C
2
by X¸O.
Note that Urysohn’s lemma implies that a metric space is normal, that
is, for any two disjoint closed sets C
1
and C
2
, there are disjoint open sets
O
1
and O
2
such that C
j
⊆ O
j
, j = 1, 2. In fact, choose f as in Urysohn’s
lemma and set O
1
= f
−1
([0, 1/2)) respectively O
2
= f
−1
((1/2, 1]).
0.2. The Banach space of continuous functions
Now let us have a first look at Banach spaces by investigating set of contin-
uous functions C(I) on a compact interval I = [a, b] ⊂ R. Since we want to
handle complex models, we will always consider complex valued functions!
One way of declaring a distance, well-known from calculus, is the max-
imum norm:
|f(x) −g(x)|

= max
x∈I
[f(x) −g(x)[. (0.14)
It is not hard to see that with this definition C(I) becomes a normed linear
space:
A normed linear space X is a vector space X over C (or R) with a
real-valued function (the norm) |.| such that
• |f| ≥ 0 for all f ∈ X and |f| = 0 if and only if f = 0,
0.2. The Banach space of continuous functions 11
• |λf| = [λ[ |f| for all λ ∈ C and f ∈ X, and
• |f +g| ≤ |f| +|g| for all f, g ∈ X (triangle inequality).
From the triangle inequality we also get the inverse triangle inequality
(Problem 0.1)
[|f| −|g|[ ≤ |f −g|. (0.15)
Once we have a norm, we have a distance d(f, g) = |f−g| and hence we
know when a sequence of vectors f
n
converges to a vector f. We will write
f
n
→ f or lim
n→∞
f
n
= f, as usual, in this case. Moreover, a mapping
F : X → Y between to normed spaces is called continuous if f
n
→ f
implies F(f
n
) → F(f). In fact, it is not hard to see that the norm, vector
addition, and multiplication by scalars are continuous (Problem 0.2).
In addition to the concept of convergence we have also the concept of
a Cauchy sequence and hence the concept of completeness: A normed
space is called complete if every Cauchy sequence has a limit. A complete
normed space is called a Banach space.
Example. The space
1
(N) of all sequences a = (a
j
)

j=1
for which the norm
|a|
1
=

j=1
[a
j
[ (0.16)
is finite, is a Banach space.
To show this, we need to verify three things: (i)
1
(N) is a Vector space,
that is closed under addition and scalar multiplication (ii) |.|
1
satisfies the
three requirements for a norm and (iii)
1
(N) is complete.
First of all observe
k

j=1
[a
j
+b
j
[ ≤
k

j=1
[a
j
[ +
k

j=1
[b
j
[ ≤ |a|
1
+|b|
1
(0.17)
for any finite k. Letting k → ∞ we conclude that
1
(N) is closed under
addition and that the triangle inequality holds. That
1
(N) is closed under
scalar multiplication and the two other properties of a norm are straight-
forward. It remains to show that
1
(N) is complete. Let a
n
= (a
n
j
)

j=1
be
a Cauchy sequence, that is, for given ε > 0 we can find an N
ε
such that
|a
m
−a
n
|
1
≤ ε for m, n ≥ N
ε
. This implies in particular [a
m
j
−a
n
j
[ ≤ ε for
any fixed j. Thus a
n
j
is a Cauchy sequence for fixed j and by completeness
of C has a limit: lim
n→∞
a
n
j
= a
j
. Now consider
k

j=1
[a
m
j
−a
n
j
[ ≤ ε (0.18)
12 0. A first look at Banach and Hilbert spaces
and take m → ∞:
k

j=1
[a
j
−a
n
j
[ ≤ ε. (0.19)
Since this holds for any finite k we even have |a−a
n
|
1
≤ ε. Hence (a−a
n
) ∈

1
(N) and since a
n

1
(N) we finally conclude a = a
n
+(a−a
n
) ∈
1
(N).
Example. The space

(N) of all bounded sequences a = (a
j
)

j=1
together
with the norm
|a|

= sup
j∈N
[a
j
[ (0.20)
is a Banach space (Problem 0.3).
Now what about convergence in this space? A sequence of functions
f
n
(x) converges to f if and only if
lim
n→∞
|f −f
n
| = lim
n→∞
sup
x∈I
[f
n
(x) −f(x)[ = 0. (0.21)
That is, in the language of real analysis, f
n
converges uniformly to f. Now
let us look at the case where f
n
is only a Cauchy sequence. Then f
n
(x) is
clearly a Cauchy sequence of real numbers for any fixed x ∈ I. In particular,
by completeness of C, there is a limit f(x) for each x. Thus we get a limiting
function f(x). Moreover, letting m → ∞ in
[f
m
(x) −f
n
(x)[ ≤ ε ∀m, n > N
ε
, x ∈ I (0.22)
we see
[f(x) −f
n
(x)[ ≤ ε ∀n > N
ε
, x ∈ I, (0.23)
that is, f
n
(x) converges uniformly to f(x). However, up to this point we
don’t know whether it is in our vector space C(I) or not, that is, whether
it is continuous or not. Fortunately, there is a well-known result from real
analysis which tells us that the uniform limit of continuous functions is again
continuous. Hence f(x) ∈ C(I) and thus every Cauchy sequence in C(I)
converges. Or, in other words
Theorem 0.12. C(I) with the maximum norm is a Banach space.
Next we want to know if there is a basis for C(I). In order to have only
countable sums, we would even prefer a countable basis. If such a basis
exists, that is, if there is a set ¦u
n
¦ ⊂ X of linearly independent vectors
such that every element f ∈ X can be written as
f =

n
c
n
u
n
, c
n
∈ C, (0.24)
then the span span¦u
n
¦ (the set of all finite linear combinations) of ¦u
n
¦ is
dense in X. A set whose span is dense is called total and if we have a total
set, we also have a countable dense set (consider only linear combinations
0.2. The Banach space of continuous functions 13
with rational coefficients – show this). A normed linear space containing a
countable dense set is called separable.
Example. The Banach space
1
(N) is separable. In fact, the set of vectors
δ
n
, with δ
n
n
= 1 and δ
n
m
= 0, n ,= m is total: Let a ∈
1
(N) be given and set
a
n
=

n
k=1
a
k
δ
k
, then
|a −a
n
|
1
=

j=n+1
[a
j
[ → 0 (0.25)
since a
n
j
= a
j
for 1 ≤ j ≤ n and a
n
j
= 0 for j > n.
Luckily this is also the case for C(I):
Theorem 0.13 (Weierstraß). Let I be a compact interval. Then the set of
polynomials is dense in C(I).
Proof. Let f(x) ∈ C(I) be given. By considering f(x) − f(a) + (f(b) −
f(a))(x −b) it is no loss to assume that f vanishes at the boundary points.
Moreover, without restriction we only consider I = [
−1
2
,
1
2
] (why?).
Now the claim follows from the lemma below using
u
n
(x) =
1
I
n
(1 −x
2
)
n
, (0.26)
where
I
n
=
_
1
−1
(1 −x
2
)
n
dx =
n!
1
2
(
1
2
+ 1) (
1
2
+n)
=

π
Γ(1 +n)
Γ(
3
2
+n)
=
_
π
n
(1 +O(
1
n
)). (0.27)
(Remark: The integral is known as Beta function and the asymptotics follow
from Stirling’s formula.)
Lemma 0.14 (Smoothing). Let u
n
(x) be a sequence of nonnegative contin-
uous functions on [−1, 1] such that
_
|x|≤1
u
n
(x)dx = 1 and
_
δ≤|x|≤1
u
n
(x)dx → 0, δ > 0. (0.28)
(In other words, u
n
has mass one and concentrates near x = 0 as n → ∞.)
Then for every f ∈ C[−
1
2
,
1
2
] which vanishes at the endpoints, f(−
1
2
) =
f(
1
2
) = 0, we have that
f
n
(x) =
_
1/2
−1/2
u
n
(x −y)f(y)dy (0.29)
converges uniformly to f(x).
14 0. A first look at Banach and Hilbert spaces
Proof. Since f is uniformly continuous, for given ε we can find a δ (inde-
pendent of x) such that [f(x)−f(y)[ ≤ ε whenever [x−y[ ≤ δ. Moreover, we
can choose n such that
_
δ≤|y|≤1
u
n
(y)dy ≤ ε. Now abbreviate M = max f
and note
[f(x)−
_
1/2
−1/2
u
n
(x−y)f(x)dy[ = [f(x)[ [1−
_
1/2
−1/2
u
n
(x−y)dy[ ≤ Mε. (0.30)
In fact, either the distance of x to one of the boundary points ±
1
2
is smaller
than δ and hence [f(x)[ ≤ ε or otherwise the difference between one and the
integral is smaller than ε.
Using this we have
[f
n
(x) −f(x)[ ≤
_
1/2
−1/2
u
n
(x −y)[f(y) −f(x)[dy +Mε

_
|y|≤1/2,|x−y|≤δ
u
n
(x −y)[f(y) −f(x)[dy
+
_
|y|≤1/2,|x−y|≥δ
u
n
(x −y)[f(y) −f(x)[dy +Mε
= ε + 2Mε +Mε = (1 + 3M)ε, (0.31)
which proves the claim.
Note that f
n
will be as smooth as u
n
, hence the title smoothing lemma.
The same idea is used to approximate noncontinuous functions by smooth
ones (of course the convergence will no longer be uniform in this case).
Corollary 0.15. C(I) is separable.
The same is true for
1
(N), but not for

(N) (Problem 0.4)!
Problem 0.1. Show that [|f| −|g|[ ≤ |f −g|.
Problem 0.2. Show that the norm, vector addition, and multiplication by
scalars are continuous. That is, if f
n
→ f, g
n
→ g, and λ
n
→ λ then
|f
n
| → |f|, f
n
+g
n
→ f +g, and λ
n
g
n
→ λg.
Problem 0.3. Show that

(N) is a Banach space.
Problem 0.4. Show that

(N) is not separable (Hint: Consider sequences
which take only the value one and zero. How many are there? What is the
distance between two such sequences?).
0.3. The geometry of Hilbert spaces
So it looks like C(I) has all the properties we want. However, there is
still one thing missing: How should we define orthogonality in C(I)? In
0.3. The geometry of Hilbert spaces 15
Euclidean space, two vectors are called orthogonal if their scalar product
vanishes, so we would need a scalar product:
Suppose H is a vector space. A map ¸., ..) : H H → C is called skew
linear form if it is conjugate linear in the first and linear in the second
argument, that is,
¸α
1
f
1

2
f
2
, g) = α

1
¸f
1
, g) +α

2
¸f
2
, g)
¸f, α
1
g
1

2
g
2
) = α
1
¸f, g
1
) +α
2
¸f, g
2
)
, α
1
, α
2
∈ C, (0.32)
where ‘∗’ denotes complex conjugation. A skew linear form satisfying the
requirements
(i) ¸f, f) > 0 for f ,= 0 (positive definite)
(ii) ¸f, g) = ¸g, f)

(symmetry)
is called inner product or scalar product. Associated with every scalar
product is a norm
|f| =
_
¸f, f). (0.33)
The pair (H, ¸., ..)) is called inner product space. If H is complete it is
called a Hilbert space.
Example. Clearly C
n
with the usual scalar product
¸a, b) =
n

j=1
a

j
b
j
(0.34)
is a (finite dimensional) Hilbert space.
Example. A somewhat more interesting example is the Hilbert space
2
(N),
that is, the set of all sequences
_
(a
j
)

j=1
¸
¸
¸

j=1
[a
j
[
2
< ∞
_
(0.35)
with scalar product
¸a, b) =

j=1
a

j
b
j
. (0.36)
(Show that this is in fact a separable Hilbert space! Problem 0.5)
Of course I still owe you a proof for the claim that
_
¸f, f) is indeed a
norm. Only the triangle inequality is nontrivial which will follow from the
Cauchy-Schwarz inequality below.
A vector f ∈ H is called normalized or unit vector if |f| = 1. Two
vectors f, g ∈ H are called orthogonal or perpendicular (f ⊥ g) if ¸f, g) =
0 and parallel if one is a multiple of the other.
16 0. A first look at Banach and Hilbert spaces
For two orthogonal vectors we have the Pythagorean theorem:
|f +g|
2
= |f|
2
+|g|
2
, f ⊥ g, (0.37)
which is one line of computation.
Suppose u is a unit vector, then the projection of f in the direction of
u is given by
f

= ¸u, f)u (0.38)
and f

defined via
f

= f −¸u, f)u (0.39)
is perpendicular to u since ¸u, f

) = ¸u, f −¸u, f)u) = ¸u, f) −¸u, f)¸u, u) =
0.
f
f

f

u

I

I
f
f
f
f
fw

Taking any other vector parallel to u it is easy to see
|f −αu|
2
= |f

+ (f

−αu)|
2
= |f

|
2
+[¸u, f) −α[
2
(0.40)
and hence f

= ¸u, f)u is the unique vector parallel to u which is closest to
f.
As a first consequence we obtain the Cauchy-Schwarz-Bunjakowski
inequality:
Theorem 0.16 (Cauchy-Schwarz-Bunjakowski). Let H
0
be an inner product
space, then for every f, g ∈ H
0
we have
[¸f, g)[ ≤ |f| |g| (0.41)
with equality if and only if f and g are parallel.
Proof. It suffices to prove the case |g| = 1. But then the claim follows
from |f|
2
= [¸g, f)[
2
+|f

|
2
.
Note that the Cauchy-Schwarz inequality entails that the scalar product
is continuous in both variables, that is, if f
n
→ f and g
n
→ g we have
¸f
n
, g
n
) → ¸f, g).
As another consequence we infer that the map |.| is indeed a norm.
|f +g|
2
= |f|
2
+¸f, g) +¸g, f) +|g|
2
≤ (|f| +|g|)
2
. (0.42)
But let us return to C(I). Can we find a scalar product which has the
maximum norm as associated norm? Unfortunately the answer is no! The
0.3. The geometry of Hilbert spaces 17
reason is that the maximum norm does not satisfy the parallelogram law
(Problem 0.7).
Theorem 0.17 (Jordan-von Neumann). A norm is associated with a scalar
product if and only if the parallelogram law
|f +g|
2
+|f −g|
2
= 2|f|
2
+ 2|g|
2
(0.43)
holds.
In this case the scalar product can be recovered from its norm by virtue
of the polarization identity
¸f, g) =
1
4
_
|f +g|
2
−|f −g|
2
+ i|f −ig|
2
−i|f + ig|
2
_
. (0.44)
Proof. If an inner product space is given, verification of the parallelogram
law and the polarization identity is straight forward (Problem 0.6).
To show the converse, we define
s(f, g) =
1
4
_
|f +g|
2
−|f −g|
2
+ i|f −ig|
2
−i|f + ig|
2
_
. (0.45)
Then s(f, f) = |f|
2
and s(f, g) = s(g, f)

are straightforward to check.
Moreover, another straightforward computation using the parallelogram law
shows
s(f, g) +s(f, h) = 2s(f,
g +h
2
). (0.46)
Now choosing h = 0 (and using s(f, 0) = 0) shows s(f, g) = 2s(f,
g
2
) and
thus s(f, g) + s(f, h) = s(f, g + h). Furthermore, by induction we infer
m
2
n
s(f, g) = s(f,
m
2
n
g), that is λs(f, g) = s(f, λg) for every positive rational λ.
By continuity (check this!) this holds for all λ > 0 and s(f, −g) = −s(f, g)
respectively s(f, ig) = i s(f, g) finishes the proof.
Note that the parallelogram law and the polarization identity even hold
for skew linear forms (Problem 0.6).
But how do we define a scalar product on C(I)? One possibility is
¸f, g) =
_
b
a
f

(x)g(x)dx. (0.47)
The corresponding inner product space is denoted by L
2
cont
(I). Note that
we have
|f| ≤
_
[b −a[|f|

(0.48)
and hence the maximum norm is stronger than the L
2
cont
norm.
Suppose we have two norms |.|
1
and |.|
2
on a space X. Then |.|
2
is
said to be stronger than |.|
1
if there is a constant m > 0 such that
|f|
1
≤ m|f|
2
. (0.49)
18 0. A first look at Banach and Hilbert spaces
It is straightforward to check that
Lemma 0.18. If |.|
2
is stronger than |.|
1
, then any |.|
2
Cauchy sequence
is also a |.|
1
Cauchy sequence.
Hence if a function F : X → Y is continuous in (X, |.|
1
) it is also
continuos in (X, |.|
2
) and if a set is dense in (X, |.|
2
) it is also dense in
(X, |.|
1
).
In particular, L
2
cont
is separable. But is it also complete? Unfortunately
the answer is no:
Example. Take I = [0, 2] and define
f
n
(x) =
_
_
_
0, 0 ≤ x ≤ 1 −
1
n
1 +n(x −1), 1 −
1
n
≤ x ≤ 1
1, 1 ≤ x ≤ 2
(0.50)
then f
n
(x) is a Cauchy sequence in L
2
cont
, but there is no limit in L
2
cont
!
Clearly the limit should be the step function which is 0 for 0 ≤ x < 1 and 1
for 1 ≤ x ≤ 2, but this step function is discontinuous (Problem 0.8)!
This shows that in infinite dimensional spaces different norms will give
raise to different convergent sequences! In fact, the key to solving prob-
lems in infinite dimensional spaces is often finding the right norm! This is
something which cannot happen in the finite dimensional case.
Theorem 0.19. If X is a finite dimensional case, then all norms are equiv-
alent. That is, for given two norms |.|
1
and |.|
2
there are constants m
1
and m
2
such that
1
m
2
|f|
1
≤ |f|
2
≤ m
1
|f|
1
. (0.51)
Proof. Clearly we can choose a basis u
j
, 1 ≤ j ≤ n, and assume that |.|
2
is
the usual Euclidean norm, |

j
α
j
u
j
|
2
2
=

j

j
[
2
. Let f =

j
α
j
u
j
, then
by the triangle and Cauchy Schwartz inequalities
|f|
1

j

j
[|u
j
|
1

¸

j
|u
j
|
2
1
|f|
2
(0.52)
and we can choose m
2
=
_

j
|u
j
|
1
.
In particular, if f
n
is convergent with respect to |.|
2
it is also convergent
with respect to |.|
1
. Thus |.|
1
is continuous with respect to |.|
2
and attains
its minimum m > 0 on the unit sphere (which is compact by the Heine-Borel
theorem). Now choose m
1
= 1/m.
Problem 0.5. Show that
2
(N) is a separable Hilbert space.
0.4. Completeness 19
Problem 0.6. Let s(f, g) be a skew linear form and p(f) = s(f, f) the
associated quadratic form. Prove the parallelogram law
p(f +g) +p(f −g) = 2p(f) + 2p(g) (0.53)
and the polarization identity
s(f, g) =
1
4
(p(f +g) −p(f −g) + i p(f −ig) −i p(f + ig)) . (0.54)
Problem 0.7. Show that the maximum norm (on C[0, 1]) does not satisfy
the parallelogram law.
Problem 0.8. Prove the claims made about f
n
, defined in (0.50), in the
last example.
0.4. Completeness
Since L
2
cont
is not complete, how can we obtain a Hilbert space out of it?
Well the answer is simple: take the completion.
If X is a (incomplete) normed space, consider the set of all Cauchy
sequences
˜
X. Call two Cauchy sequences equivalent if their difference con-
verges to zero and denote by
¯
X the set of all equivalence classes. It is easy
to see that
¯
X (and
˜
X) inherit the vector space structure from X. Moreover,
Lemma 0.20. If x
n
is a Cauchy sequence, then |x
n
| converges.
Consequently the norm of a Cauchy sequence (x
n
)

n=1
can be defined by
|(x
n
)

n=1
| = lim
n→∞
|x
n
| and is independent of the equivalence class (show
this!). Thus
¯
X is a normed space (
˜
X is not! why?).
Theorem 0.21.
¯
X is a Banach space containing X as a dense subspace if
we identify x ∈ X with the equivalence class of all sequences converging to
x.
Proof. (Outline) It remains to show that
¯
X is complete. Let ξ
n
= [(x
n,j
)

j=1
]
be a Cauchy sequence in
¯
X. Then it is not hard to see that ξ = [(x
j,j
)

j=1
]
is its limit.
Let me remark that the completion X is unique. More precisely any
other complete space which contains X as a dense subset is isomorphic to
X. This can for example be seen by showing that the identity map on X
has a unique extension to X (compare Theorem 0.24 below).
In particular it is no restriction to assume that a normed linear space
or an inner product space is complete. However, in the important case
of L
2
cont
it is somewhat inconvenient to work with equivalence classes of
Cauchy sequences and hence we will give a different characterization using
the Lebesgue integral later.
20 0. A first look at Banach and Hilbert spaces
0.5. Bounded operators
A linear map A between two normed spaces X and Y will be called a (lin-
ear) operator
A : D(A) ⊆ X → Y. (0.55)
The linear subspace D(A) on which A is defined, is called the domain of A
and is usually required to be dense. The kernel
Ker(A) = ¦f ∈ D(A)[Af = 0¦ (0.56)
and range
Ran(A) = ¦Af[f ∈ D(A)¦ = AD(A) (0.57)
are defined as usual. The operator A is called bounded if the following
operator norm
|A| = sup
f
X
=1
|Af|
Y
(0.58)
is finite.
The set of all bounded linear operators from X to Y is denoted by
L(X, Y ). If X = Y we write L(X, X) = L(X).
Theorem 0.22. The space L(X, Y ) together with the operator norm (0.58)
is a normed space. It is a Banach space if Y is.
Proof. That (0.58) is indeed a norm is straightforward. If Y is complete and
A
n
is a Cauchy sequence of operators, then A
n
f converges to an element
g for every f. Define a new operator A via Af = g. By continuity of
the vector operations, A is linear and by continuity of the norm |Af| =
lim
n→∞
|A
n
f| ≤ (lim
n→∞
|A
n
|)|f| it is bounded. Furthermore, given
ε > 0 there is some N such that |A
n
− A
m
| ≤ ε for n, m ≥ N and thus
|A
n
f −A
m
f| ≤ ε|f|. Taking the limit m → ∞ we see |A
n
f −Af| ≤ ε|f|,
that is A
n
→ A.
By construction, a bounded operator is Lipschitz continuous
|Af|
Y
≤ |A||f|
X
(0.59)
and hence continuous. The converse is also true
Theorem 0.23. An operator A is bounded if and only if it is continuous.
Proof. Suppose A is continuous but not bounded. Then there is a sequence
of unit vectors u
n
such that |Au
n
| ≥ n. Then f
n
=
1
n
u
n
converges to 0 but
|Af
n
| ≥ 1 does not converge to 0.
Moreover, if A is bounded and densely defined, it is no restriction to
assume that it is defined on all of X.
0.5. Bounded operators 21
Theorem 0.24. Let A ∈ L(X, Y ) and let Y be a Banach space. If D(A)
is dense, there is a unique (continuous) extension of A to X, which has the
same norm.
Proof. Since a bounded operator maps Cauchy sequences to Cauchy se-
quences, this extension can only be given by
Af = lim
n→∞
Af
n
, f
n
∈ D(A), f ∈ X. (0.60)
To show that this definition is independent of the sequence f
n
→ f, let
g
n
→ f be a second sequence and observe
|Af
n
−Ag
n
| = |A(f
n
−g
n
)| ≤ |A||f
n
−g
n
| → 0. (0.61)
From continuity of vector addition and scalar multiplication it follows that
our extension is linear. Finally, from continuity of the norm we conclude
that the norm does not increase.
An operator in L(X, C) is called a bounded linear functional and the
space X

= L(X, C) is called the dual space of X. A sequence f
n
is said to
converge weakly f
n
f if (f
n
) → (f) for every ∈ X

.
The Banach space of bounded linear operators L(X) even has a multi-
plication given by composition. Clearly this multiplication satisfies
(A+B)C = AC +BC, A(B +C) = AB +BC, A, B, C ∈ L(X) (0.62)
and
(AB)C = A(BC), α(AB) = (αA)B = A(αB), α ∈ C. (0.63)
Moreover, it is easy to see that we have
|AB| ≤ |A||B|. (0.64)
However, note that our multiplication is not commutative (unless X is one
dimensional). We even have an identity, the identity operator I satisfying
|I| = 1.
A Banach space together with a multiplication satisfying the above re-
quirements is called a Banach algebra. In particular, note that (0.64)
ensures that multiplication is continuous.
Problem 0.9. Show that the integral operator
(Kf)(x) =
_
1
0
K(x, y)f(y)dy, (0.65)
where K(x, y) ∈ C([0, 1] [0, 1]), defined on D(K) = C[0, 1] is a bounded
operator both in X = C[0, 1] (max norm) and X = L
2
cont
(0, 1).
Problem 0.10. Show that the differential operator A =
d
dx
defined on
D(A) = C
1
[0, 1] ⊂ C[0, 1] is an unbounded operator.
22 0. A first look at Banach and Hilbert spaces
Problem 0.11. Show that |AB| ≤ |A||B| for every A, B ∈ L(X).
Problem 0.12. Show that the multiplication in a Banach algebra X is con-
tinuous: x
n
→ x and y
n
→ y implies x
n
y
n
→ xy.
0.6. Lebesgue L
p
spaces
We fix some measure space (X, Σ, µ) and define the L
p
norm by
|f|
p
=
__
X
[f[
p

_
1/p
, 1 ≤ p (0.66)
and denote by L
p
(X, dµ) the set of all complex valued measurable functions
for which |f|
p
is finite. First of all note that L
p
(X, dµ) is a linear space,
since [f + g[
p
≤ 2
p
max([f[, [g[)
p
≤ 2
p
max([f[
p
, [g[
p
) ≤ 2
p
([f[
p
+ [g[
p
). Of
course our hope is that L
p
(X, dµ) is a Banach space. However, there is
a small technical problem (recall that a property is said to hold almost
everywhere if the set where it fails to hold is contained in a set of measure
zero):
Lemma 0.25. Let f be measurable, then
_
X
[f[
p
dµ = 0 (0.67)
if and only if f(x) = 0 almost everywhere with respect to µ.
Proof. Observe that we have A = ¦x[f(x) ,= 0¦ =

n
A
n
, where A
n
=
¦x[ [f(x)[ >
1
n
¦. If
_
[f[
p
dµ = 0 we must have µ(A
n
) = 0 for every n and
hence µ(A) = lim
n→∞
µ(A
n
) = 0. The converse is obvious.
Note that the proof also shows that if f is not 0 almost everywhere,
there is an ε > 0 such that µ(¦x[ [f(x)[ ≥ ε¦) > 0.
Example. Let λ be the Lebesgue measure on R. Then the characteristic
function of the rationals χ
Q
is zero a.e. (with respect to λ). Let Θ be the
Dirac measure centered at 0, then f(x) = 0 a.e. (with respect to Θ) if and
only if f(0) = 0.
Thus |f|
p
= 0 only implies f(x) = 0 for almost every x, but not for all!
Hence |.|
p
is not a norm on L
p
(X, dµ). The way out of this misery is to
identify functions which are equal almost everywhere: Let
^(X, dµ) = ¦f[f(x) = 0 µ-almost everywhere¦. (0.68)
Then ^(X, dµ) is a linear subspace of L
p
(X, dµ) and we can consider the
quotient space
L
p
(X, dµ) = L
p
(X, dµ)/^(X, dµ). (0.69)
0.6. Lebesgue L
p
spaces 23
If dµ is the Lebesgue measure on X ⊆ R
n
we simply write L
p
(X). Observe
that |f|
p
is well defined on L
p
(X, dµ).
Even though the elements of L
p
(X, dµ) are strictly speaking equivalence
classes of functions, we will still call them functions for notational conve-
nience. However, note that for f ∈ L
p
(X, dµ) the value f(x) is not well
defined (unless there is a continuous representative and different continuous
functions are in different equivalence classes, e.g., in the case of Lebesgue
measure).
With this modification we are back in business since L
p
(X, dµ) turns
out to be a Banach space. We will show this in the following sections.
But before that let us also define L

(X, dµ). It should be the set of
bounded measurable functions B(X) together with the sup norm. The only
problem is that if we want to identify functions equal almost everywhere, the
supremum is no longer independent of the equivalence class. The solution
is the essential supremum
|f|

= inf¦C [ µ(¦x[ [f(x)[ > C¦) = 0¦. (0.70)
That is, C is an essential bound if [f(x)[ ≤ C almost everywhere and the
essential supremum is the infimum over all essential bounds.
Example. If λ is the Lebesgue measure, then the essential sup of χ
Q
with
respect to λ is 0. If Θ is the Dirac measure centered at 0, then the essential
sup of χ
Q
with respect to Θ is 1 (since χ
Q
(0) = 1, and x = 0 is the only
point which counts for Θ).
As before we set
L

(X, dµ) = B(X)/^(X, dµ) (0.71)
and observe that |f|

is independent of the equivalence class.
If you wonder where the ∞ comes from, have a look at Problem 0.13.
As a preparation for proving that L
p
is a Banach space, we will need
H¨older’s inequality, which plays a central role in the theory of L
p
spaces.
In particular, it will imply Minkowski’s inequality, which is just the triangle
inequality for L
p
.
Theorem 0.26 (H¨older’s inequality). Let p and q be dual indices, that is,
1
p
+
1
q
= 1 (0.72)
with 1 ≤ p ≤ ∞. If f ∈ L
p
(X, dµ) and g ∈ L
q
(X, dµ) then fg ∈ L
1
(X, dµ)
and
|f g|
1
≤ |f|
p
|g|
q
. (0.73)
24 0. A first look at Banach and Hilbert spaces
Proof. The case p = 1, q = ∞ (respectively p = ∞, q = 1) follows directly
from the properties of the integral and hence it remains to consider 1 <
p, q < ∞.
First of all it is no restriction to assume |f|
p
= |g|
q
= 1. Then, using
the elementary inequality (Problem 0.14)
a
1/p
b
1/q

1
p
a +
1
q
b, a, b ≥ 0, (0.74)
with a = [f[
p
and b = [g[
q
and integrating over X gives
_
X
[f g[dµ ≤
1
p
_
X
[f[
p
dµ +
1
q
_
X
[g[
q
dµ = 1 (0.75)
and finishes the proof.
As a consequence we also get
Theorem 0.27 (Minkowski’s inequality). Let f, g ∈ L
p
(X, dµ), then
|f +g|
p
≤ |f|
p
+|g|
p
. (0.76)
Proof. Since the cases p = 1, ∞ are straightforward, we only consider 1 <
p < ∞. Using [f +g[
p
≤ [f[ [f +g[
p−1
+[g[ [f +g[
p−1
we obtain from H¨older’s
inequality (note (p −1)q = p)
|f +g|
p
p
≤ |f|
p
|(f +g)
p−1
|
q
+|g|
p
|(f +g)
p−1
|
q
= (|f|
p
+|g|
p
)|(f +g)|
p−1
p
. (0.77)

This shows that L
p
(X, dµ) is a normed linear space. Finally it remains
to show that L
p
(X, dµ) is complete.
Theorem 0.28. The space L
p
(X, dµ) is a Banach space.
Proof. Suppose f
n
is a Cauchy sequence. It suffices to show that some
subsequence converges (show this). Hence we can drop some terms such
that
|f
n+1
−f
n
|
p

1
2
n
. (0.78)
Now consider g
n
= f
n
−f
n−1
(set f
0
= 0). Then
G(x) =

k=1
[g
k
(x)[ (0.79)
is in L
p
. This follows from
_
_
_
n

k=1
[g
k
[
_
_
_
p

n

k=1
|g
k
(x)|
p
≤ |f
1
|
p
+
1
2
(0.80)
0.6. Lebesgue L
p
spaces 25
using the monotone convergence theorem. In particular, G(x) < ∞ almost
everywhere and the sum

n=1
g
n
(x) = lim
n→∞
f
n
(x) (0.81)
is absolutely convergent for those x. Now let f(x) be this limit. Since
[f(x) − f
n
(x)[
p
converges to zero almost everywhere and [f(x) − f
n
(x)[
p

2
p
G(x)
p
∈ L
1
, dominated convergence shows |f −f
n
|
p
→ 0.
In particular, in the proof of the last theorem we have seen:
Corollary 0.29. If |f
n
− f|
p
→ 0 then there is a subsequence which con-
verges pointwise almost everywhere.
It even turns out that L
p
is separable.
Lemma 0.30. Suppose X is a second countable topological space (i.e., it
has a countable basis) and µ is a regular Borel measure. Then L
p
(X, dµ),
1 ≤ p < ∞ is separable.
Proof. The set of all characteristic functions χ
A
(x) with A ∈ Σ and µ(A) <
∞, is total by construction of the integral. Now our strategy is as follows:
Using outer regularity we can restrict A to open sets and using the existence
of a countable base, we can restrict A to open sets from this base.
Fix A. By outer regularity, there is a decreasing sequence of open sets
O
n
such that µ(O
n
) → µ(A). Since µ(A) < ∞ it is no restriction to assume
µ(O
n
) < ∞, and thus µ(O
n
¸A) = µ(O
n
) − µ(A) → 0. Now dominated
convergence implies |χ
A
− χ
On
|
p
→ 0. Thus the set of all characteristic
functions χ
O
(x) with O open and µ(O) < ∞, is total. Finally let B be a
countable basis for the topology. Then, every open set O can be written as
O =


j=1
˜
O
j
with
˜
O
j
∈ B. Moreover, by considering the set of all finite
unions of elements from B it is no restriction to assume

n
j=1
˜
O
j
∈ B. Hence
there is an increasing sequence
˜
O
n
¸ O with
˜
O
n
∈ B. By monotone con-
vergence, |χ
O
−χ
˜
On
|
p
→ 0 and hence the set of all characteristic functions
χ
˜
O
with
˜
O ∈ B is total.
To finish this chapter, let us show that continuous functions are dense
in L
p
.
Theorem 0.31. Let X be a locally compact metric space and let µ be a
σ-finite regular Borel measure. Then the set C
c
(X) of continuous functions
with compact support is dense in L
p
(X, dµ), 1 ≤ p < ∞.
Proof. As in the previous proof the set of all characteristic functions χ
K
(x)
with K compact is total (using inner regularity). Hence it suffices to show
26 0. A first look at Banach and Hilbert spaces
that χ
K
(x) can be approximated by continuous functions. By outer regu-
larity there is an open set O ⊃ K such that µ(O¸K) ≤ ε. By Urysohn’s
lemma (Lemma 0.11) there is a continuous function f
ε
which is one on K
and 0 outside O. Since
_
X

K
−f
ε
[
p
dµ =
_
O\K
[f
ε
[
p
dµ ≤ µ(O¸K) ≤ ε (0.82)
we have |f
ε
−χ
K
| → 0 and we are done.
If X is some subset of R
n
we can do even better.
A nonnegative function u ∈ C

c
(R
n
) is called a mollifier if
_
R
n
u(x)dx = 1 (0.83)
The standard mollifier is u(x) = exp(
1
|x|
2
−1
) for [x[ < 1 and u(x) = 0 else.
If we scale a mollifier according to u
k
(x) = k
n
u(k x) such that its mass is
preserved (|u
k
|
1
= 1) and it concentrates more and more around the origin
E
T
u
k
we have the following result (Problem 0.17):
Lemma 0.32. Let u be a mollifier in R
n
and set u
k
(x) = k
n
u(k x). Then
for any (uniformly) continuous function f : R
n
→C we have that
f
k
(x) =
_
R
n
u
k
(x −y)f(y)dy (0.84)
is in C

(R
n
) and converges to f (uniformly).
Now we are ready to prove
Theorem 0.33. If X ⊆ R
n
and µ is a Borel measure, then the set C

c
(X) of
all smooth functions with compact support is dense in L
p
(X, dµ), 1 ≤ p < ∞.
Proof. By our previous result it suffices to show that any continuous func-
tion f(x) with compact support can be approximated by smooth ones. By
setting f(x) = 0 for x ,∈ X, it is no restriction to assume X = R
n
. Now
choose a mollifier u and observe that f
k
has compact support (since f
0.7. Appendix: The uniform boundedness principle 27
has). Moreover, since f has compact support it is uniformly continuous
and f
k
→ f uniformly. But this implies f
k
→ f in L
p
.
Problem 0.13. Suppose µ(X) < ∞. Show that
lim
p→∞
|f|
p
= |f|

(0.85)
for any bounded measurable function.
Problem 0.14. Prove (0.74). (Hint: Show that f(x) = (1 − t) + tx − x
t
,
x > 0, 0 < t < 1 satisfies f(a/b) ≥ 0 = f(1).)
Problem 0.15. Show the following generalization of H¨older’s inequality
|f g|
r
≤ |f|
p
|g|
q
, (0.86)
where
1
p
+
1
q
=
1
r
.
Problem 0.16 (Lyapunov inequality). Let 0 < θ < 1. Show that if f ∈
L
p
1
∩ L
p
2
, then f ∈ L
p
and
|f|
p
≤ |f|
θ
p
1
|f|
1−θ
p
2
, (0.87)
where
1
p
=
θ
p
1
+
1−θ
p
2
.
Problem 0.17. Prove Lemma 0.32. (Hint: To show that f
k
is smooth use
Problem A.7 and A.8.)
Problem 0.18. Construct a function f ∈ L
p
(0, 1) which has a pole at every
rational number in [0, 1]. (Hint: Start with the function f
0
(x) = [x[
−α
which
has a single pole at 0, then f
j
(x) = f
0
(x −x
j
) has a pole at x
j
.)
0.7. Appendix: The uniform boundedness
principle
Recall that the interior of a set is the largest open subset (that is, the union
of all open subsets). A set is called nowhere dense if its closure has empty
interior. The key to several important theorems about Banach spaces is the
observation that a Banach space cannot be the countable union of nowhere
dense sets.
Theorem 0.34 (Baire category theorem). Let X be a complete metric space,
then X cannot be the countable union of nowhere dense sets.
Proof. Suppose X =


n=1
X
n
. We can assume that the sets X
n
are closed
and none of them contains a ball, that is, X¸X
n
is open and nonempty for
every n. We will construct a Cauchy sequence x
n
which stays away from all
X
n
.
28 0. A first look at Banach and Hilbert spaces
Since X¸X
1
is open and nonempty there is a closed ball B
r
1
(x
1
) ⊆
X¸X
1
. Reducing r
1
a little, we can even assume B
r
1
(x
1
) ⊆ X¸X
1
. More-
over, since X
2
cannot contain B
r
1
(x
1
) there is some x
2
∈ B
r
1
(x
1
) that is
not in X
2
. Since B
r
1
(x
1
) ∩ (X¸X
2
) is open there is a closed ball B
r
2
(x
2
) ⊆
B
r
1
(x
1
) ∩ (X¸X
2
). Proceeding by induction we obtain a sequence of balls
such that
B
rn
(x
n
) ⊆ B
r
n−1
(x
n−1
) ∩ (X¸X
n
). (0.88)
Now observe that in every step we can choose r
n
as small as we please, hence
without loss of generality r
n
→ 0. Since by construction x
n
∈ B
r
N
(x
N
) for
n ≥ N, we conclude that x
n
is Cauchy and converges to some point x ∈ X.
But x ∈ B
rn
(x
n
) ⊆ X¸X
n
for every n, contradicting our assumption that
the X
n
cover X.
(Sets which can be written as countable union of nowhere dense sets are
called of first category. All other sets are second category. Hence the name
category theorem.)
In other words, if X
n
⊆ X is a sequence of closed subsets which cover
X, at least one X
n
contains a ball of radius ε > 0.
Now we come to the first important consequence, the uniform bound-
edness principle.
Theorem 0.35 (Banach-Steinhaus). Let X be a Banach space and Y some
normed linear space. Let ¦A
α
¦ ⊆ L(X, Y ) be a family of bounded operators.
Suppose |A
α
x| ≤ C(x) is bounded for fixed x ∈ X, then |A
α
| ≤ C is
uniformly bounded.
Proof. Let
X
n
= ¦x[ |A
α
x| ≤ n for all α¦ =

α
¦x[ |A
α
x| ≤ n¦, (0.89)
then

n
X
n
= X by assumption. Moreover, by continuity of A
α
and the
norm, each X
n
is an intersection of closed sets and hence closed. By Baire’s
theorem at least one contains a ball of positive radius: B
ε
(x
0
) ⊂ X
n
. Now
observe
|A
α
y| ≤ |A
α
(y +x
0
)| +|A
α
x
0
| ≤ n +|A
α
x
0
| (0.90)
for |y| < ε. Setting y = ε
x
x
we obtain
|A
α
x| ≤
n +C(x
0
)
ε
|x| (0.91)
for any x.
Part 1
Mathematical
Foundations of
Quantum Mechanics
Chapter 1
Hilbert spaces
The phase space in classical mechanics is the Euclidean space R
2n
(for the n
position and n momentum coordinates). In quantum mechanics the phase
space is always a Hilbert space H. Hence the geometry of Hilbert spaces
stands at the outset of our investigations.
1.1. Hilbert spaces
Suppose H is a vector space. A map ¸., ..) : H H → C is called skew
linear form if it is conjugate linear in the first and linear in the second
argument. A positive definite skew linear form is called inner product or
scalar product. Associated with every scalar product is a norm
|ψ| =
_
¸ψ, ψ). (1.1)
The triangle inequality follows from the Cauchy-Schwarz-Bunjakowski
inequality:
[¸ψ, ϕ)[ ≤ |ψ| |ϕ| (1.2)
with equality if and only if ψ and ϕ are parallel.
If H is complete with respect to the above norm, it is called a Hilbert
space. It is no restriction to assume that H is complete since one can easily
replace it by its completion.
Example. The space L
2
(M, dµ) is a Hilbert space with scalar product given
by
¸f, g) =
_
M
f(x)

g(x)dµ(x). (1.3)
31
32 1. Hilbert spaces
Similarly, the set of all square summable sequences
2
(N) is a Hilbert space
with scalar product
¸f, g) =

j∈N
f

j
g
j
. (1.4)
(Note that the second example is a special case of the first one; take M = R
and µ a sum of Dirac measures.)
A vector ψ ∈ H is called normalized or unit vector if |ψ| = 1. Two
vectors ψ, ϕ ∈ H are called orthogonal or perpendicular (ψ ⊥ ϕ) if
¸ψ, ϕ) = 0 and parallel if one is a multiple of the other. If ψ and ϕ are
orthogonal we have the Pythagorean theorem:
|ψ +ϕ|
2
= |ψ|
2
+|ϕ|
2
, ψ ⊥ ϕ, (1.5)
which is straightforward to check.
Suppose ϕ is a unit vector, then the projection of ψ in the direction of
ϕ is given by
ψ

= ¸ϕ, ψ)ϕ (1.6)
and ψ

defined via
ψ

= ψ −¸ϕ, ψ)ϕ (1.7)
is perpendicular to ϕ.
These results can also be generalized to more than one vector. A set
of vectors ¦ϕ
j
¦ is called orthonormal set if ¸ϕ
j
, ϕ
k
) = 0 for j ,= k and
¸ϕ
j
, ϕ
j
) = 1.
Lemma 1.1. Suppose ¦ϕ
j
¦
n
j=0
is an orthonormal set. Then every ψ ∈ H
can be written as
ψ = ψ



, ψ

=
n

j=0
¸ϕ
j
, ψ)ϕ
j
, (1.8)
where ψ

and ψ

are orthogonal. Moreover, ¸ϕ
j
, ψ

) = 0 for all 1 ≤ j ≤ n.
In particular,
|ψ|
2
=
n

j=0
[¸ϕ
j
, ψ)[
2
+|ψ

|
2
. (1.9)
Moreover, every
ˆ
ψ in the span of ¦ϕ
j
¦
n
j=0
satisfies
|ψ −
ˆ
ψ| ≥ |ψ

| (1.10)
with equality holding if and only if
ˆ
ψ = ψ

. In other words, ψ

is uniquely
characterized as the vector in the span of ¦ϕ
j
¦
n
j=0
being closest to ψ.
1.2. Orthonormal bases 33
Proof. A straightforward calculation shows ¸ϕ
j
, ψ −ψ

) = 0 and hence ψ

and ψ

= ψ − ψ

are orthogonal. The formula for the norm follows by
applying (1.5) iteratively.
Now, fix a vector
ˆ
ψ =
n

j=0
c
j
ϕ
j
. (1.11)
in the span of ¦ϕ
j
¦
n
j=0
. Then one computes
|ψ −
ˆ
ψ|
2
= |ψ




ˆ
ψ|
2
= |ψ

|
2
+|ψ


ˆ
ψ|
2
= |ψ

|
2
+
n

j=0
[c
j
−¸ϕ
j
, ψ)[
2
(1.12)
from which the last claim follows.
From (1.9) we obtain Bessel’s inequality
n

j=0
[¸ϕ
j
, ψ)[
2
≤ |ψ|
2
(1.13)
with equality holding if and only if ψ lies in the span of ¦ϕ
j
¦
n
j=0
.
Recall that a scalar product can be recovered from its norm by virtue of
the polarization identity
¸ϕ, ψ) =
1
4
_
|ϕ +ψ|
2
−|ϕ −ψ|
2
+ i|ϕ −iψ|
2
−i|ϕ + iψ|
2
_
. (1.14)
A bijective operator U ∈ L(H
1
, H
2
) is called unitary if U preserves
scalar products:
¸Uϕ, Uψ)
2
= ¸ϕ, ψ)
1
, ϕ, ψ ∈ H
1
. (1.15)
By the polarization identity this is the case if and only if U preserves norms:
|Uψ|
2
= |ψ|
1
for all ψ ∈ H
1
. The two Hilbert space H
1
and H
2
are called
unitarily equivalent in this case.
Problem 1.1. The operator S :
2
(N) →
2
(N), (a
1
, a
2
, a
3
. . . ) → (0, a
1
, a
2
, . . . )
clearly satisfies |Ua| = |a|. Is it unitary?
1.2. Orthonormal bases
Of course, since we cannot assume H to be a finite dimensional vector space,
we need to generalize Lemma 1.1 to arbitrary orthonormal sets ¦ϕ
j
¦
j∈J
.
We start by assuming that J is countable. Then Bessel’s inequality (1.13)
shows that

j∈J
[¸ϕ
j
, ψ)[
2
(1.16)
34 1. Hilbert spaces
converges absolutely. Moreover, for any finite subset K ⊂ J we have
|

j∈K
¸ϕ
j
, ψ)ϕ
j
|
2
=

j∈K
[¸ϕ
j
, ψ)[
2
(1.17)
by the Pythagorean theorem and thus

j∈J
¸ϕ
j
, ψ)ϕ
j
is Cauchy if and only
if

j∈J
[¸ϕ
j
, ψ)[
2
is. Now let J be arbitrary. Again, Bessel’s inequality
shows that for any given ε > 0 there are at most finitely many j for which
[¸ϕ
j
, ψ)[ ≥ ε. Hence there are at most countably many j for which [¸ϕ
j
, ψ)[ >
0. Thus it follows that

j∈J
[¸ϕ
j
, ψ)[
2
(1.18)
is well-defined and so is

j∈J
¸ϕ
j
, ψ)ϕ
j
. (1.19)
In particular, by continuity of the scalar product we see that Lemma 1.1
holds for arbitrary orthonormal sets without modifications.
Theorem 1.2. Suppose ¦ϕ
j
¦
j∈J
is an orthonormal set. Then every ψ ∈ H
can be written as
ψ = ψ



, ψ

=

j∈J
¸ϕ
j
, ψ)ϕ
j
, (1.20)
where ψ

and ψ

are orthogonal. Moreover, ¸ϕ
j
, ψ

) = 0 for all j ∈ J. In
particular,
|ψ|
2
=

j∈J
[¸ϕ
j
, ψ)[
2
+|ψ

|
2
. (1.21)
Moreover, every
ˆ
ψ in the span of ¦ϕ
j
¦
j∈J
satisfies
|ψ −
ˆ
ψ| ≥ |ψ

| (1.22)
with equality holding if and only if
ˆ
ψ = ψ

. In other words, ψ

is uniquely
characterized as the vector in the span of ¦ϕ
j
¦
j∈J
being closest to ψ.
Note that from Bessel’s inequality (which of course still holds) it follows
that the map ψ → ψ

is continuous.
An orthonormal set which is not a proper subset of any other orthonor-
mal set is called an orthonormal basis due to following result:
Theorem 1.3. For an orthonormal set ¦ϕ
j
¦
j∈J
the following conditions are
equivalent:
(i) ¦ϕ
j
¦
j∈J
is a maximal orthonormal set.
(ii) For every vector ψ ∈ H we have
ψ =

j∈J
¸ϕ
j
, ψ)ϕ
j
. (1.23)
1.2. Orthonormal bases 35
(iii) For every vector ψ ∈ H we have
|ψ|
2
=

j∈J
[¸ϕ
j
, ψ)[
2
. (1.24)
(iv) ¸ϕ
j
, ψ) = 0 for all j ∈ J implies ψ = 0.
Proof. We will use the notation from Theorem 1.2.
(i) ⇒ (ii): If ψ

,= 0 than we can normalize ψ

to obtain a unit vector
˜
ψ

which is orthogonal to all vectors ϕ
j
. But then ¦ϕ
j
¦
j∈J
∪ ¦
˜
ψ

¦ would be a
larger orthonormal set, contradicting maximality of ¦ϕ
j
¦
j∈J
.
(ii) ⇒ (iii): Follows since (ii) implies ψ

= 0.
(iii) ⇒ (iv): If ¸ψ, ϕ
j
) = 0 for all j ∈ J we conclude |ψ|
2
= 0 and hence
ψ = 0.
(iv) ⇒ (i): If ¦ϕ
j
¦
j∈J
were not maximal, there would be a unit vector ϕ
such that ¦ϕ
j
¦
j∈J
∪ ¦ϕ¦ is larger orthonormal set. But ¸ϕ
j
, ϕ) = 0 for all
j ∈ J implies ϕ = 0 by (iv), a contradiction.
Since ψ → ψ

is continuous, it suffices to check conditions (ii) and (iii)
on a dense set.
Example. The set of functions
ϕ
n
(x) =
1


e
inx
, n ∈ Z, (1.25)
forms an orthonormal basis for H = L
2
(0, 2π). The corresponding orthogo-
nal expansion is just the ordinary Fourier series. (Problem 1.17)
A Hilbert space is separable if and only if there is a countable orthonor-
mal basis. In fact, if H is separable, then there exists a countable total set
¦ψ
j
¦
N
j=0
. After throwing away some vectors we can assume that ψ
n+1
can-
not be expressed as a linear combinations of the vectors ψ
0
, . . . ψ
n
. Now we
can construct an orthonormal basis as follows: We begin by normalizing ψ
0
ϕ
0
=
ψ
0

0
|
. (1.26)
Next we take ψ
1
and remove the component parallel to ϕ
0
and normalize
again
ϕ
1
=
ψ
1
−¸ϕ
0
, ψ
1

0

1
−¸ϕ
0
, ψ
1

0
|
. (1.27)
Proceeding like this we define recursively
ϕ
n
=
ψ
n

n−1
j=0
¸ϕ
j
, ψ
n

j

n

n−1
j=0
¸ϕ
j
, ψ
n

j
|
. (1.28)
This procedure is known as Gram-Schmidt orthogonalization. Hence
we obtain an orthonormal set ¦ϕ
j
¦
N
j=0
such that span¦ϕ
j
¦
n
j=0
= span¦ψ
j
¦
n
j=0
36 1. Hilbert spaces
for any finite n and thus also for N. Since ¦ψ
j
¦
N
j=0
is total, we infer that
¦ϕ
j
¦
N
j=0
is an orthonormal basis.
Example. In L
2
(−1, 1) we can orthogonalize the polynomial f
n
(x) = x
n
.
The resulting polynomials are up to a normalization equal to the Legendre
polynomials
P
0
(x) = 1, P
1
(x) = x, P
2
(x) =
3 x
2
−1
2
, . . . (1.29)
(which are normalized such that P
n
(1) = 1).
If fact, if there is one countable basis, then it follows that any other basis
is countable as well.
Theorem 1.4. If H is separable, then every orthonormal basis is countable.
Proof. We know that there is at least one countable orthonormal basis
¦ϕ
j
¦
j∈J
. Now let ¦φ
k
¦
k∈K
be a second basis and consider the set K
j
=
¦k ∈ K[¸φ
k
, ϕ
j
) , = 0¦. Since these are the expansion coefficients of ϕ
j
with
respect to ¦φ
k
¦
k∈K
, this set is countable. Hence the set
˜
K =

j∈J
K
j
is
countable as well. But k ∈ K¸
˜
K implies φ
k
= 0 and hence
˜
K = K.
We will assume all Hilbert spaces to be separable.
In particular, it can be shown that L
2
(M, dµ) is separable. Moreover, it
turns out that, up to unitary equivalence, there is only one (separable)
infinite dimensional Hilbert space:
Let H be an infinite dimensional Hilbert space and let ¦ϕ
j
¦
j∈N
be any
orthogonal basis. Then the map U : H →
2
(N), ψ → (¸ϕ
j
, ψ))
j∈N
is unitary
(by Theorem 1.3 (iii)). In particular,
Theorem 1.5. Any separable infinite dimensional Hilbert space is unitarily
equivalent to
2
(N).
Let me remark that if H is not separable, there still exists an orthonor-
mal basis. However, the proof requires Zorn’s lemma: The collection of
all orthonormal sets in H can be partially ordered by inclusion. Moreover,
any linearly ordered chain has an upper bound (the union of all sets in the
chain). Hence Zorn’s lemma implies the existence of a maximal element,
that is, an orthonormal basis.
1.3. The projection theorem and the Riesz
lemma
Let M ⊆ H be a subset, then M

= ¦ψ[¸ϕ, ψ) = 0, ∀ϕ ∈ M¦ is called
the orthogonal complement of M. By continuity of the scalar prod-
uct it follows that M

is a closed linear subspace and by linearity that
1.3. The projection theorem and the Riesz lemma 37
(span(M))

= M

. For example we have H

= ¦0¦ since any vector in H

must be in particular orthogonal to all vectors in some orthonormal basis.
Theorem 1.6 (projection theorem). Let M be a closed linear subspace of a
Hilbert space H, then every ψ ∈ H can be uniquely written as ψ = ψ

+ ψ

with ψ

∈ M and ψ

∈ M

. One writes
M ⊕M

= H (1.30)
in this situation.
Proof. Since M is closed, it is a Hilbert space and has an orthonormal basis
¦ϕ
j
¦
j∈J
. Hence the result follows from Theorem 1.2.
In other words, to every ψ ∈ H we can assign a unique vector ψ

which
is the vector in M closest to ψ. The rest ψ − ψ

lies in M

. The operator
P
M
ψ = ψ

is called the orthogonal projection corresponding to M. Note
that we have
P
2
M
= P
M
and ¸P
M
ψ, ϕ) = ¸ψ, P
M
ϕ) (1.31)
since ¸P
M
ψ, ϕ) = ¸ψ

, ϕ

) = ¸ψ, P
M
ϕ). Clearly we have P
M
⊥ψ = ψ −
P
M
ψ = ψ

.
Moreover, we see that the vectors in a closed subspace M are precisely
those which are orthogonal to all vectors in M

, that is, M
⊥⊥
= M. If M
is an arbitrary subset we have at least
M
⊥⊥
= span(M). (1.32)
Note that by H

= ¦¦ we see that M

= ¦0¦ if and only if M is dense.
Finally we turn to linear functionals, that is, to operators : H →
C. By the Cauchy-Schwarz inequality we know that
ϕ
: ψ → ¸ϕ, ψ) is a
bounded linear functional (with norm |ϕ|). In turns out that in a Hilbert
space every bounded linear functional can be written in this way.
Theorem 1.7 (Riesz lemma). Suppose is a bounded linear functional on
a Hilbert space H. Then there is a vector ϕ ∈ H such that (ψ) = ¸ϕ, ψ) for
all ψ ∈ H. In other words, a Hilbert space is equivalent to its own dual space
H

= H.
Proof. If ≡ 0 we can choose ϕ = 0. Otherwise Ker() = ¦ψ[(ψ) = 0¦
is a proper subspace and we can find a unit vector ˜ ϕ ∈ Ker()

. For every
ψ ∈ H we have (ψ) ˜ ϕ −( ˜ ϕ)ψ ∈ Ker() and hence
0 = ¸ ˜ ϕ, (ψ) ˜ ϕ −( ˜ ϕ)ψ) = (ψ) −( ˜ ϕ)¸ ˜ ϕ, ψ). (1.33)
In other words, we can choose ϕ = ( ˜ ϕ)

˜ ϕ.
The following easy consequence is left as an exercise.
38 1. Hilbert spaces
Corollary 1.8. Suppose B is a bounded skew liner form, that is,
[B(ψ, ϕ)[ ≤ C|ψ| |ϕ|. (1.34)
Then there is a unique bounded operator A such that
B(ψ, ϕ) = ¸Aψ, ϕ). (1.35)
Problem 1.2. Show that an orthogonal projection P
M
,= 0 has norm one.
Problem 1.3. Suppose P
1
and P
1
are orthogonal projections. Show that
P
1
≤ P
2
(that is ¸ψ, P
1
ψ) ≤ ¸ψ, P
2
ψ)) is equivalent to Ran(P
1
) ⊆ Ran(P
2
).
Problem 1.4. Prove Corollary 1.8.
Problem 1.5. Let ¦ϕ
j
¦ be some orthonormal basis. Show that a bounded
linear operator A is uniquely determined by its matrix elements A
jk
=
¸ϕ
j
, Aϕ
k
) with respect to this basis.
Problem 1.6. Show that L(H) is not separable H is infinite dimensional.
Problem 1.7. Show P : L
2
(R) → L
2
(R), f(x) →
1
2
(f(x) + f(−x)) is a
projection. Compute its range and kernel.
1.4. Orthogonal sums and tensor products
Given two Hilbert spaces H
1
and H
2
we define their orthogonal sumH
1
⊕H
2
to be the set of all pairs (ψ
1
, ψ
2
) ∈ H
1
H
2
together with the scalar product
¸(ϕ
1
, ϕ
2
), (ψ
1
, ψ
2
)) = ¸ϕ
1
, ψ
1
)
1
+¸ϕ
2
, ψ
2
)
2
. (1.36)
It is left as an exercise to verify that H
1
⊕ H
2
is again a Hilbert space.
Moreover, H
1
can be identified with ¦(ψ
1
, 0)[ψ
1
∈ H
1
¦ and we can regard
H
1
as a subspace of H
1
⊕ H
2
. Similarly for H
2
. It is also custom to write
ψ
1

2
instead of (ψ
1
, ψ
2
).
More generally, let H
j
j ∈ N, be a countable collection of Hilbert spaces
and define

j=1
H
j
= ¦

j=1
ψ
j
[ ψ
j
∈ H
j
,

j=1

j
|
2
j
< ∞¦, (1.37)
which becomes a Hilbert space with the scalar product
¸

j=1
ϕ
j
,

j=1
ψ
j
) =

j=1
¸ϕ
j
, ψ
j
)
j
. (1.38)
Suppose H and
˜
H are two Hilbert spaces. Our goal is to construct their
tensor product. The elements should be products ψ ⊗
˜
ψ of elements ψ ∈ H
1.4. Orthogonal sums and tensor products 39
and
˜
ψ ∈
˜
H. Hence we start with the set of all finite linear combinations of
elements of H
˜
H
T(H,
˜
H) = ¦
n

j=1
α
j

j
,
˜
ψ
j
)[(ψ
j
,
˜
ψ
j
) ∈ H
˜
H, α
j
∈ C¦. (1.39)
Since we want (ψ
1

2
)⊗
˜
ψ = ψ
1

˜
ψ+ψ
2

˜
ψ, ψ⊗(
˜
ψ
1
+
˜
ψ
2
) = ψ⊗
˜
ψ
1
+ψ⊗
˜
ψ
2
,
and (αψ) ⊗
˜
ψ = ψ ⊗(α
˜
ψ) we consider T(H,
˜
H)/^(H,
˜
H), where
^(H,
˜
H) = span¦
n

j,k=1
α
j
β
k

j
,
˜
ψ
k
) −(
n

j=1
α
j
ψ
j
,
n

k=1
β
k
˜
ψ
k
)¦ (1.40)
and write ψ ⊗
˜
ψ for the equivalence class of (ψ,
˜
ψ).
Next we define
¸ψ ⊗
˜
ψ, φ ⊗
˜
φ) = ¸ψ, φ)¸
˜
ψ,
˜
φ) (1.41)
which extends to a skew linear form on T(H,
˜
H)/^(H,
˜
H). To show that we
obtain a scalar product, we need to ensure positivity. Let ψ =

i
α
i
ψ
i

˜
ψ
i
,=
0 and pick orthonormal bases ϕ
j
, ˜ ϕ
k
for span¦ψ
i
¦, span¦
˜
ψ
i
¦, respectively.
Then
ψ =

j,k
α
jk
ϕ
j
⊗ ˜ ϕ
k
, α
jk
=

i
α
i
¸ϕ
j
, ψ
i
)¸ ˜ ϕ
k
,
˜
ψ
i
) (1.42)
and we compute
¸ψ, ψ) =

j,k

jk
[
2
> 0. (1.43)
The completion of T(H,
˜
H)/^(H,
˜
H) with respect to the induced norm is
called the tensor product H ⊗
˜
H of H and
˜
H.
Lemma 1.9. If ϕ
j
, ˜ ϕ
k
are orthonormal bases for H,
˜
H, respectively, then
ϕ
j
⊗ ˜ ϕ
k
is an orthonormal basis for H ⊗
˜
H.
Proof. That ϕ
j
⊗ ˜ ϕ
k
is an orthonormal set is immediate from (1.41). More-
over, since span¦ϕ
j
¦, span¦ ˜ ϕ
k
¦ is dense in H,
˜
H, respectively, it is easy to
see that ϕ
j
⊗ ˜ ϕ
k
is dense in T(H,
˜
H)/^(H,
˜
H). But the latter is dense in
H ⊗
˜
H.
Example. We have H ⊗C
n
= H
n
.
Example. Let (M, dµ) and (
˜
M, d˜ µ) be two measure spaces. Then we have
L
2
(M, dµ) ⊗L
2
(
˜
M, d˜ µ) = L
2
(M
˜
M, dµ d˜ µ).
Clearly we have L
2
(M, dµ) ⊗ L
2
(
˜
M, d˜ µ) ⊆ L
2
(M
˜
M, dµ d˜ µ). Now
take an orthonormal basis ϕ
j
⊗ ˜ ϕ
k
for L
2
(M, dµ) ⊗ L
2
(
˜
M, d˜ µ) as in our
previous lemma. Then
_
M
_
˜
M

j
(x) ˜ ϕ
k
(y))

f(x, y)dµ(x)d˜ µ(y) = 0 (1.44)
40 1. Hilbert spaces
implies
_
M
ϕ
j
(x)

f
k
(x)dµ(x) = 0, f
k
(x) =
_
˜
M
˜ ϕ
k
(y)

f(x, y)d˜ µ(y) (1.45)
and hence f
k
(x) = 0 µ-a.e. x. But this implies f(x, y) = 0 for µ-a.e. x and
˜ µ-a.e. y and thus f = 0. Hence ϕ
j
⊗ ˜ ϕ
k
is a basis for L
2
(M
˜
M, dµ d˜ µ)
and equality follows.
It is straightforward to extend the tensor product to any finite number
of Hilbert spaces. We even note
(

j=1
H
j
) ⊗H =

j=1
(H
j
⊗H), (1.46)
where equality has to be understood in the sense, that both spaces are
unitarily equivalent by virtue of the identification
(

j=1
ψ
j
) ⊗ψ =

j=1
ψ
j
⊗ψ. (1.47)
Problem 1.8. We have ψ⊗
˜
ψ = φ⊗
˜
φ if and only if there is some α ∈ C¸¦0¦
such that ψ = αφ and
˜
ψ = α
−1
˜
φ.
Problem 1.9. Show (1.46)
1.5. The C

algebra of bounded linear operators
We start by introducing a conjugation for operators on a Hilbert space H.
Let A = L(H), then the adjoint operator is defined via
¸ϕ, A

ψ) = ¸Aϕ, ψ) (1.48)
(compare Corollary 1.8).
Example. If H = C
n
and A = (a
jk
)
1≤j,k≤n
, then A

= (a

kj
)
1≤j,k≤n
.
Lemma 1.10. Let A, B ∈ L(H), then
(i) (A+B)

= A

+B

, (αA)

= α

A

,
(ii) A
∗∗
= A,
(iii) (AB)

= B

A

,
(iv) |A| = |A

| and |A|
2
= |A

A| = |AA

|.
Proof. (i) and (ii) are obvious. (iii) follows from¸ϕ, (AB)ψ) = ¸A

ϕ, Bψ) =
¸B

A

ϕ, ψ). (iv) follows from
|A

| = sup
ϕ=ψ=1
[¸ψ, A

ϕ)[ = sup
ϕ=ψ=1
[¸Aψ, ϕ)[ = |A|. (1.49)
1.6. Weak and strong convergence 41
and
|A

A| = sup
ϕ=ψ=1
[¸ϕ, A

Aψ)[ = sup
ϕ=ψ=1
[¸Aϕ, Aψ)[
= sup
ϕ=1
|Aϕ|
2
= |A|
2
, (1.50)
where we have used |ϕ| = sup
ψ=1
[¸ψ, ϕ)[.
As a consequence of |A

| = |A| observe that taking the adjoint is
continuous.
In general, a Banach algebra / together with an involution
(a +b)

= a

+b

, (αa)

= α

a

, a
∗∗
= a, (ab)

= b

a

, (1.51)
satisfying
|a|
2
= |a

a| (1.52)
is called a C

algebra. The element a

is called the adjoint of a. Note that
|a

| = |a| follows from (1.52) and |aa

| ≤ |a||a

|.
Any subalgebra which is also closed under involution, is called a ∗-
algebra. An ideal is a subspace 1 ⊆ / such that a ∈ 1, b ∈ / implies
ab ∈ 1 and ba ∈ 1. If it is closed under the adjoint map it is called a ∗-ideal.
Note that if there is and identity e we have e

= e and hence (a
−1
)

= (a

)
−1
(show this).
Example. The continuous function C(I) together with complex conjuga-
tion form a commutative C

algebra.
An element a ∈ / is called normal if aa

= a

a, self-adjoint if a = a

,
unitary if aa

= a

a = I, (orthogonal) projection if a = a

= a
2
, and
positive if a = bb

for some b ∈ /. Clearly both self-adjoint and unitary
elements are normal.
Problem 1.10. Let A ∈ L(H). Show that A is normal if and only if
|Aψ| = |A

ψ|, ∀ψ ∈ H. (1.53)
(Hint: Problem 0.6)
Problem 1.11. Show that U : H →H is unitary if and only if U
−1
= U

.
Problem 1.12. Compute the adjoint of S :
2
(N) →
2
(N), (a
1
, a
2
, a
3
. . . ) →
(0, a
1
, a
2
, . . . ).
1.6. Weak and strong convergence
Sometimes a weaker notion of convergence is useful: We say that ψ
n
con-
verges weakly to ψ and write
w-lim
n→∞
ψ
n
= ψ or ψ
n
ψ. (1.54)
42 1. Hilbert spaces
if ¸ϕ, ψ
n
) → ¸ϕ, ψ) for every ϕ ∈ H (show that a weak limit is unique).
Example. Let ϕ
n
be an (infinite) orthonormal set. Then ¸ψ, ϕ
n
) → 0 for
every ψ since these are just the expansion coefficients of ψ. (ϕ
n
does not
converge to 0, since |ϕ
n
| = 1.)
Clearly ψ
n
→ ψ implies ψ
n
ψ and hence this notion of convergence is
indeed weaker. Moreover, the weak limit is unique, since ¸ϕ, ψ
n
) → ¸ϕ, ψ)
and ¸ϕ, ψ
n
) → ¸ϕ,
˜
ψ) implies ¸ϕ, (ψ−
˜
ψ)) = 0. A sequence ψ
n
is called weak
Cauchy sequence if ¸ϕ, ψ
n
) is Cauchy for every ϕ ∈ H.
Lemma 1.11. Let H be a Hilbert space.
(i) ψ
n
ψ implies |ψ| ≤ liminf |ψ
n
|.
(ii) Every weak Cauchy sequence ψ
n
is bounded: |ψ
n
| ≤ C.
(iii) Every weak Cauchy sequence converges weakly.
(iv) For a weakly convergent sequence ψ
n
ψ we have: ψ
n
→ ψ if
and only if limsup |ψ
n
| ≤ |ψ|.
Proof. (i) Observe
|ψ|
2
= ¸ψ, ψ) = liminf¸ψ, ψ
n
) ≤ |ψ| liminf |ψ
n
|. (1.55)
(ii) For every ϕ we have that [¸ϕ, ψ
n
)[ ≤ C(ϕ) is bounded. Hence by the
uniform boundedness principle we have |ψ
n
| = |¸ψ
n
, .)| ≤ C.
(iii) Let ϕ
m
be an orthonormal basis and define c
m
= lim
n→∞
¸ϕ
m
, ψ
n
).
Then ψ =

m
c
m
ϕ
m
is the desired limit.
(iv) By (i) we have lim|ψ
n
| = |ψ| and hence
|ψ −ψ
n
|
2
= |ψ|
2
−2Re(¸ψ, ψ
n
)) +|ψ
n
|
2
→ 0. (1.56)
The converse is straightforward.
Clearly an orthonormal basis does not have a norm convergent subse-
quence. Hence the unit ball in an infinite dimensional Hilbert space is never
compact. However, we can at least extract weakly convergent subsequences:
Lemma 1.12. Let H be a Hilbert space. Every bounded sequence ψ
n
has
weakly convergent subsequence.
Proof. Let ϕ
k
be an ONB, then by the usual diagonal sequence argument
we can find a subsequence ψ
nm
such that ¸ϕ
k
, ψ
nm
) converges for all k. Since
ψ
n
is bounded, ¸ϕ, ψ
nm
) converges for every ϕ ∈ H and hence ψ
nm
is a weak
Cauchy sequence.
Finally, let me remark that similar concepts can be introduced for oper-
ators. This is of particular importance for the case of unbounded operators,
where convergence in the operator norm makes no sense at all.
1.6. Weak and strong convergence 43
A sequence of operators A
n
is said to converge strongly to A,
s-lim
n→∞
A
n
= A :⇔ A
n
ψ → Aψ ∀x ∈ D(A) ⊆ D(A
n
). (1.57)
It is said to converge weakly to A,
w-lim
n→∞
A
n
= A :⇔ A
n
ψ Aψ ∀ψ ∈ D(A) ⊆ D(A
n
). (1.58)
Clearly norm convergence implies strong convergence and strong conver-
gence implies weak convergence.
Example. Consider the operator S
n
∈ L(
2
(N)) which shifts a sequence n
places to the left
S
n
(x
1
, x
2
, . . . ) = (x
n+1
, x
n+2
, . . . ). (1.59)
and the operator S

n
∈ L(
2
(N)) which shifts a sequence n places to the right
and fills up the first n places with zeros
S

n
(x
1
, x
2
, . . . ) = (0, . . . , 0
. ¸¸ .
n places
, x
1
, x
2
, . . . ). (1.60)
Then S
n
converges to zero strongly but not in norm and S

n
converges weakly
to zero but not strongly.
Note that this example also shows that taking adjoints is not continuous
with respect to strong convergence! If A
n
s
→ A we only have
¸ϕ, A

n
ψ) = ¸A
n
ϕ, ψ) → ¸Aϕ, ψ) = ¸ϕ, A

ψ) (1.61)
and hence A

n
A

in general. However, if A
n
and A are normal we have
|(A
n
−A)

ψ| = |(A
n
−A)ψ| (1.62)
and hence A

n
s
→ A

in this case. Thus at least for normal operators taking
adjoints is continuous with respect to strong convergence.
Lemma 1.13. Suppose A
n
is a sequence of bounded operators.
(i) s-lim
n→∞
A
n
= A implies |A| ≤ liminf |A
n
|.
(ii) Every strong Cauchy sequence A
n
is bounded: |A
n
| ≤ C.
(iii) If A
n
y → Ay for y in a dense set and |A
n
| ≤ C, than s-lim
n→∞
A
n
=
A.
The same result holds if strong convergence is replaced by weak convergence.
Proof. (i) and (ii) follow as in Lemma 1.11 (i).
(ii) Just use
|A
n
ψ −Aψ| ≤ |A
n
ψ −A
n
ϕ| +|A
n
ϕ −Aϕ| +|Aϕ −Aψ|
≤ 2C|ψ −ϕ| +|A
n
ϕ −Aϕ| (1.63)
44 1. Hilbert spaces
and choose ϕ in the dense subspace such that |ψ − ϕ| ≤
ε
4C
and n large
such that |A
n
ϕ −Aϕ| ≤
ε
2
.
The case of weak convergence is left as an exercise.
Problem 1.13. Suppose ψ
n
→ ψ and ϕ
n
ϕ. Then ¸ψ
n
, ϕ
n
) → ¸ψ, ϕ).
Problem 1.14. Let ¦ϕ
j
¦ be some orthonormal basis. Show that ψ
n
ϕ
if and only if ψ
n
is bounded and ¸ϕ
j
, ψ
n
) → ¸ϕ
j
, ψ) for every j. Show that
this is wrong without the boundedness assumption.
Problem 1.15. Let ¦ϕ
j
¦

j=1
be some orthonormal basis and define
|ψ|
w
=

j=1
1
2
j
[¸ϕ
j
, ψ)[. (1.64)
Show that |.|
w
is a norm. Show that ψ
n
ϕ if and only if |ψ
n
−ψ|
w
→ 0.
Problem 1.16. A subspace M ⊆ H is closed if and only if every weak
Cauchy sequence in M has a limit in M. (Hint: M = M
⊥⊥
.)
1.7. Appendix: The Stone–Weierstraß theorem
In case of a self-adjoint operator, the spectral theorem will show that the
closed ∗-algebra generated by this operator is isomorphic to the C

algebra
of continuous functions C(K) over some compact set. Hence it is important
to be able to identify dense sets:
Theorem 1.14 (Stone–Weierstraß, real version). Suppose K is a compact
set and let C(K, R) be the Banach algebra of continuous functions (with the
sup norm).
If F ⊂ C(K, R) contains the identity 1 and separates points (i.e., for
every x
1
,= x
2
there is some function f ∈ F such that f(x
1
) ,= f(x
2
)), then
the algebra generated by F is dense.
Proof. Denote by A the algebra generated by F. Note that if f ∈ A,
we have [f[ ∈ A: By the Weierstraß approximation theorem (Theorem 0.13)
there is a polynomial p
n
(t) such that
¸
¸
[t[−p
n
(t)
¸
¸
<
1
n
and hence p
n
(f) → [f[.
In particular, if f, g in A, we also have
max¦f, g¦ =
(f +g) +[f −g[
2
, min¦f, g¦ =
(f +g) −[f −g[
2
(1.65)
in A.
Now fix f ∈ C(K, R). We need to find some f
ε
∈ A with |f −f
ε
|

< ε.
First of all, since A separates points, observe that for given y, z ∈ K
there is a function f
y,z
∈ A such that f
y,z
(y) = f(y) and f
y,z
(z) = f(z)
1.7. Appendix: The Stone–Weierstraß theorem 45
(show this). Next, for every y ∈ K there is a neighborhood U(y) such that
f
y,z
(x) > f(x) −ε, x ∈ U(y) (1.66)
and since K is compact, finitely many, say U(y
1
), . . . U(y
j
), cover K. Then
f
z
= max¦f
y
1
,z
, . . . , f
y
j
,z
¦ ∈ A (1.67)
and satisfies f
z
> f −ε by construction. Since f
z
(z) = f(z) for every z ∈ K
there is a neighborhood V (z) such that
f
z
(x) < f(x) +ε, x ∈ V (z) (1.68)
and a corresponding finite cover V (z
1
), . . . V (z
k
). Now
f
ε
= min¦f
z
1
, . . . , f
z
k
¦ ∈ A (1.69)
satisfies f
ε
< f + ε. Since f − ε < f
z
l
< f
ε
, we have found a required
function.
Theorem 1.15 (Stone–Weierstraß). Suppose K is a compact set and let
C(K) be the C

algebra of continuous functions (with the sup norm).
If F ⊂ C(K) contains the identity 1 and separates points, then the ∗-
algebra generated by F is dense.
Proof. Just observe that
˜
F = ¦Re(f), Im(f)[f ∈ F¦ satisfies the assump-
tion of the real version. Hence any real-valued continuous functions can be
approximated by elements from
˜
F, in particular this holds for the real and
imaginary part for any given complex-valued function.
Note that the additional requirement of being closed under complex
conjugation is crucial: The functions holomorphic on the unit ball and con-
tinuous on the boundary separate points, but they are not dense (since the
uniform limit of holomorphic functions is again holomorphic).
Corollary 1.16. Suppose K is a compact set and let C(K) be the C

algebra
of continuous functions (with the sup norm).
If F ⊂ C(K) separates points, then the closure of the ∗-algebra generated
by F is either C(K) or ¦f ∈ C(K)[f(t
0
) = 0¦ for some t
0
∈ K.
Proof. There are two possibilities, either all f ∈ F vanish at one point
t
0
∈ K (there can be at most one such point since F separates points)
or there is no such point. If there is no such point we can proceed as in
the proof of the Stone–Weierstraß theorem to show that the identity can
be approximated by elements in A (note that to show [f[ ∈ A if f ∈ A
we do not need the identity, since p
n
can be chosen to contain no constant
term). If there is such a t
0
, the identity is clearly missing from A. However,
adding the identity to A we get A + C = C(K) and it is easy to see that
A = ¦f ∈ C(K)[f(t
0
) = 0¦.
46 1. Hilbert spaces
Problem 1.17. Show that the of functions ϕ
n
(x) =
1


e
inx
, n ∈ Z, form
an orthonormal basis for H = L
2
(0, 2π).
Problem 1.18. Show that the ∗-algebra generated by f
z
(t) =
1
t−z
, z ∈ C, is
dense in the C

algebra C

(R) of continuous functions vanishing at infinity.
(Hint: Add ∞ to R to make it compact.)
Chapter 2
Self-adjointness and
spectrum
2.1. Some quantum mechanics
In quantum mechanics, a single particle living in R
3
is described by a
complex-valued function (the wave function)
ψ(x, t), (x, t) ∈ R
3
R, (2.1)
where x corresponds to a point in space and t corresponds to time. The
quantity ρ
t
(x) = [ψ(x, t)[
2
is interpreted as the probability density of the
particle at the time t. In particular, ψ must be normalized according to
_
R
3
[ψ(x, t)[
2
d
3
x = 1, t ∈ R. (2.2)
The location x of the particle is a quantity which can be observed (i.e.,
measured) and is hence called observable. Due to our probabilistic inter-
pretation it is also a random variable whose expectation is given by
E
ψ
(x) =
_
R
3
x[ψ(x, t)[
2
d
3
x. (2.3)
In a real life setting, it will not be possible to measure x directly and one will
only be able to measure certain functions of x. For example, it is possible to
check whether the particle is inside a certain area Ω of space (e.g., inside a
detector). The corresponding observable is the characteristic function χ

(x)
of this set. In particular, the number
E
ψ


) =
_
R
3
χ

(x)[ψ(x, t)[
2
d
3
x =
_

[ψ(x, t)[
2
d
3
x (2.4)
47
48 2. Self-adjointness and spectrum
corresponds to the probability of finding the particle inside Ω ⊆ R
3
. An
important point to observe is that, in contradistinction to classical mechan-
ics, the particle is no longer localized at a certain point. In particular,
the mean-square deviation (or variance) ∆
ψ
(x)
2
= E
ψ
(x
2
) − E
ψ
(x)
2
is
always nonzero.
In general, the configuration space (or phase space) of a quantum
system is a (complex) Hilbert space H and the possible states of this system
are represented by the elements ψ having norm one, |ψ| = 1.
An observable a corresponds to a linear operator A in this Hilbert space
and its expectation, if the system is in the state ψ, is given by the real
number
E
ψ
(A) = ¸ψ, Aψ) = ¸Aψ, ψ), (2.5)
where ¸., ..) denotes the scalar product of H. Similarly, the mean-square
deviation is given by

ψ
(A)
2
= E
ψ
(A
2
) −E
ψ
(A)
2
= |(A−E
ψ
(A))ψ|
2
. (2.6)
Note that ∆
ψ
(A) vanishes if and only if ψ is an eigenstate corresponding to
the eigenvalue E
ψ
(A), that is, Aψ = E
ψ
(A)ψ.
From a physical point of view, (2.5) should make sense for any ψ ∈ H.
However, this is not in the cards as our simple example of one particle already
shows. In fact, the reader is invited to find a square integrable function ψ(x)
for which xψ(x) is no longer square integrable. The deeper reason behind
this nuisance is that E
ψ
(x) can attain arbitrary large values if the particle
is not confined to a finite domain, which renders the corresponding opera-
tor unbounded. But unbounded operators cannot be defined on the entire
Hilbert space in a natural way by the closed graph theorem (Theorem 2.7
below) .
Hence, A will only be defined on a subset D(A) ⊆ H called the domain
of A. Since we want A to at least be defined for most states, we require
D(A) to be dense.
However, it should be noted that there is no general prescription how to
find the operator corresponding to a given observable.
Now let us turn to the time evolution of such a quantum mechanical
system. Given an initial state ψ(0) of the system, there should be a unique
ψ(t) representing the state of the system at time t ∈ R. We will write
ψ(t) = U(t)ψ(0). (2.7)
Moreover, it follows from physical experiments, that superposition of
states holds, that is, U(t)(α
1
ψ
1
(0) +α
2
ψ
2
(0)) = α
1
ψ
1
(t) +α
2
ψ
2
(t) ([α
1
[
2
+

2
[
2
= 1). In other words, U(t) should be a linear operator. Moreover,
2.1. Some quantum mechanics 49
since ψ(t) is a state (i.e., |ψ(t)| = 1), we have
|U(t)ψ| = |ψ|. (2.8)
Such operators are called unitary. Next, since we have assumed uniqueness
of solutions to the initial value problem, we must have
U(0) = I, U(t +s) = U(t)U(s). (2.9)
A family of unitary operators U(t) having this property is called a one-
parameter unitary group. In addition, it is natural to assume that this
group is strongly continuous
lim
t→t
0
U(t)ψ = U(t
0
)ψ, ψ ∈ H. (2.10)
Each such group has an infinitesimal generator defined by
Hψ = lim
t→0
i
t
(U(t)ψ −ψ), D(H) = ¦ψ ∈ H[ lim
t→0
1
t
(U(t)ψ −ψ) exists¦.
(2.11)
This operator is called the Hamiltonian and corresponds to the energy of
the system. If ψ(0) ∈ D(H), then ψ(t) is a solution of the Schr¨odinger
equation (in suitable units)
i
d
dt
ψ(t) = Hψ(t). (2.12)
This equation will be the main subject of our course.
In summary, we have the following axioms of quantum mechanics.
Axiom 1. The configuration space of a quantum system is a complex
separable Hilbert space H and the possible states of this system are repre-
sented by the elements of H which have norm one.
Axiom 2. Each observable a corresponds to a linear operator A defined
maximally on a dense subset D(A). Moreover, the operator correspond-
ing to a polynomial P
n
(a) =

n
j=0
α
j
a
j
, α
j
∈ R, is P
n
(A) =

n
j=0
α
j
A
j
,
D(P
n
(A)) = D(A
n
) = ¦ψ ∈ D(A)[Aψ ∈ D(A
n−1
)¦ (A
0
= I).
Axiom 3. The expectation value for a measurement of a, when the
system is in the state ψ ∈ D(A), is given by (2.5), which must be real for
all ψ ∈ D(A).
Axiom 4. The time evolution is given by a strongly continuous one-
parameter unitary group U(t). The generator of this group corresponds to
the energy of the system.
In the following sections we will try to draw some mathematical conse-
quences from these assumptions:
50 2. Self-adjointness and spectrum
First we will see that Axiom 2 and 3 imply that observables correspond
to self-adjoint operators. Hence these operators play a central role in quan-
tum mechanics and we will derive some of their basic properties. Another
crucial role is played by the set of all possible expectation values for the
measurement of a, which is connected with the spectrum σ(A) of the corre-
sponding operator A.
The problem of defining functions of an observable will lead us to the
spectral theorem (in the next chapter), which generalizes the diagonalization
of symmetric matrices.
Axiom 4 will be the topic of Chapter 5.
2.2. Self-adjoint operators
Let H be a (complex separable) Hilbert space. A linear operator is a linear
mapping
A : D(A) →H, (2.13)
where D(A) is a linear subspace of H, called the domain of A. It is called
bounded if the operator norm
|A| = sup
ψ=1
|Aψ| = sup
ϕ=ψ=1
[¸ψ, Aϕ)[ (2.14)
is finite. The second equality follows since equality in [¸ψ, Aϕ)[ ≤ |ψ| |Aϕ|
is attained when Aϕ = zψ for some z ∈ C. If A is bounded it is no restriction
to assume D(A) = H and we will always do so. The Banach space of all
bounded linear operators is denoted by L(H).
The expression ¸ψ, Aψ) encountered in the previous section is called the
quadratic form
q
A
(ψ) = ¸ψ, Aψ), ψ ∈ D(A), (2.15)
associated to A. An operator can be reconstructed from its quadratic form
via the polarization identity
¸ϕ, Aψ) =
1
4
(q
A
(ϕ +ψ) −q
A
(ϕ −ψ) + iq
A
(ϕ −iψ) −iq
A
(ϕ + iψ)) . (2.16)
A densely defined linear operator A is called symmetric (or Hermitian)
if
¸ϕ, Aψ) = ¸Aϕ, ψ), ψ, ϕ ∈ D(A). (2.17)
The justification for this definition is provided by the following
Lemma 2.1. A densely defined operator A is symmetric if and only if the
corresponding quadratic form is real-valued.
2.2. Self-adjoint operators 51
Proof. Clearly (2.17) implies that Im(q
A
(ψ)) = 0. Conversely, taking the
imaginary part of the identity
q
A
(ψ + iϕ) = q
A
(ψ) +q
A
(ϕ) + i(¸ψ, Aϕ) −¸ϕ, Aψ)) (2.18)
shows Re¸Aϕ, ψ) = Re¸ϕ, Aψ). Replacing ϕ by iϕ in this last equation
shows Im¸Aϕ, ψ) = Im¸ϕ, Aψ) and finishes the proof.
In other words, a densely defined operator A is symmetric if and only if
¸ψ, Aψ) = ¸Aψ, ψ), ψ ∈ D(A). (2.19)
This already narrows the class of admissible operators to the class of
symmetric operators by Axiom 3. Next, let us tackle the issue of the correct
domain.
By Axiom 2, A should be defined maximally, that is, if
˜
A is another
symmetric operator such that A ⊆
˜
A, then A =
˜
A. Here we write A ⊆
˜
A if
D(A) ⊆ D(
˜
A) and Aψ =
˜
Aψ for all ψ ∈ D(A). In addition, we write A =
˜
A
if both
˜
A ⊆ A and A ⊆
˜
A hold.
The adjoint operator A

of a densely defined linear operator A is
defined by
D(A

) = ¦ψ ∈ H[∃
˜
ψ ∈ H : ¸ψ, Aϕ) = ¸
˜
ψ, ϕ), ∀ϕ ∈ D(A)¦
A

ψ =
˜
ψ
. (2.20)
The requirement that D(A) is dense implies that A

is well-defined. How-
ever, note that D(A

) might not be dense in general. In fact, it might
contain no vectors other than 0.
Clearly we have (αA)

= α

A

for α ∈ C and (A + B)

⊇ A

+ B

provided D(A + B) = D(A) ∩ D(B) is dense. However, equality will not
hold in general unless one operator is bounded (Problem 2.1).
For later use, note that (Problem 2.2)
Ker(A

) = Ran(A)

. (2.21)
For symmetric operators we clearly have A ⊆ A

. If in addition, A = A

holds, then A is called self-adjoint. Our goal is to show that observables
correspond to self-adjoint operators. This is for example true in the case of
the position operator x, which is a special case of a multiplication operator.
Example. (Multiplication operator) Consider the multiplication operator
(Af)(x) = A(x)f(x), D(A) = ¦f ∈ L
2
(R
n
, dµ) [ Af ∈ L
2
(R
n
, dµ)¦,
(2.22)
given by multiplication with the measurable function A : R
n
→ C. First
of all note that D(A) is dense. In fact, consider Ω
n
= ¦x ∈ R
n
[ [A(x)[ ≤
n¦ ¸ R
n
. Then, for every f ∈ L
2
(R
n
, dµ) the function f
n
= χ
Ωn
f ∈ D(A)
converges to f as n → ∞ by dominated convergence.
52 2. Self-adjointness and spectrum
Next, let us compute the adjoint of A. Performing a formal computation
we have for h, f ∈ D(A) that
¸h, Af) =
_
h(x)

A(x)f(x)dµ(x) =
_
(A(x)

h(x))

f(x)dµ(x) = ¸
˜
Ah, f),
(2.23)
where
˜
A is multiplication by A(x)

,
(
˜
Af)(x) = A(x)

f(x), D(
˜
A) = ¦f ∈ L
2
(R
n
, dµ) [
˜
Af ∈ L
2
(R
n
, dµ)¦.
(2.24)
Note D(
˜
A) = D(A). At first sight this seems to show that the adjoint of
A is
˜
A. But for our calculation we had to assume h ∈ D(A) and there
might be some functions in D(A

) which do not satisfy this requirement! In
particular, our calculation only shows
˜
A ⊆ A

. To show that equality holds,
we need to work a little harder:
If h ∈ D(A

) there is some g ∈ L
2
(R
n
, dµ) such that
_
h(x)

A(x)f(x)dµ(x) =
_
g(x)

f(x)dµ(x), f ∈ D(A), (2.25)
and thus
_
(h(x)A(x)

−g(x))

f(x)dµ(x) = 0, f ∈ D(A). (2.26)
In particular,
_
χ
Ωn
(x)(h(x)A(x)

−g(x))

f(x)dµ(x) = 0, f ∈ L
2
(R
n
, dµ), (2.27)
which shows that χ
Ωn
(h(x)A(x)

− g(x))

∈ L
2
(R
n
, dµ) vanishes. Since n
is arbitrary, we even have h(x)A(x)

= g(x) ∈ L
2
(R
n
, dµ) and thus A

is
multiplication by A(x)

and D(A

) = D(A).
In particular, A is self-adjoint if A is real-valued. In the general case we
have at least |Af| = |A

f| for all f ∈ D(A) = D(A

). Such operators are
called normal.
Now note that
A ⊆ B ⇒ B

⊆ A

, (2.28)
that is, increasing the domain of A implies decreasing the domain of A

.
Thus there is no point in trying to extend the domain of a self-adjoint
operator further. In fact, if A is self-adjoint and B is a symmetric extension,
we infer A ⊆ B ⊆ B

⊆ A

= A implying A = B.
Corollary 2.2. Self-adjoint operators are maximal, that is, they do not have
any symmetric extensions.
Furthermore, if A

is densely defined (which is the case if A is symmetric)
we can consider A
∗∗
. From the definition (2.20) it is clear that A ⊆ A
∗∗
and
2.2. Self-adjoint operators 53
thus A
∗∗
is an extension of A. This extension is closely related to extending
a linear subspace M via M
⊥⊥
= M (as we will see a bit later) and thus is
called the closure A = A
∗∗
of A.
If A is symmetric we have A ⊆ A

and hence A = A
∗∗
⊆ A

, that is,
A lies between A and A

. Moreover, ¸ψ, A

ϕ) = ¸Aψ, ϕ) for all ψ ∈ D(A),
ϕ ∈ D(A

) implies that A is symmetric since A

ϕ = Aϕ for ϕ ∈ D(A).
Example. (Differential operator) Take H = L
2
(0, 2π).
(i). Consider the operator
A
0
f = −i
d
dx
f, D(A
0
) = ¦f ∈ C
1
[0, 2π] [ f(0) = f(2π) = 0¦. (2.29)
That A
0
is symmetric can be shown by a simple integration by parts (do
this). Note that the boundary conditions f(0) = f(2π) = 0 are chosen
such that the boundary terms occurring from integration by parts vanish.
However, this will also follow once we have computed A

0
. If g ∈ D(A

0
) we
must have
_

0
g(x)

(−if

(x))dx =
_

0
˜ g(x)

f(x)dx (2.30)
for some ˜ g ∈ L
2
(0, 2π). Integration by parts shows
_

0
f

(x)
_
g(x) −i
_
x
0
˜ g(t)dt
_

dx = 0 (2.31)
and hence g(x) − i
_
x
0
˜ g(t)dt ∈ ¦f

[f ∈ D(A
0


. But ¦f

[f ∈ D(A
0
)¦ =
¦h ∈ C(0, 2π)[
_

0
h(t)dt = 0¦ implying g(x) = g(0) + i
_
x
0
˜ g(t)dt since
¦f

[f ∈ D(A
0
)¦ = ¦h ∈ H[¸1, h) = 0¦ = ¦1¦

and ¦1¦
⊥⊥
= span¦1¦. Thus
g ∈ AC[0, 2π], where
AC[a, b] = ¦f ∈ C[a, b][f(x) = f(a) +
_
x
a
g(t)dt, g ∈ L
1
(a, b)¦ (2.32)
denotes the set of all absolutely continuous functions (see Section 2.6). In
summary, g ∈ D(A

0
) implies g ∈ AC[0, 2π] and A

0
g = ˜ g = −ig

. Conversely,
for every g ∈ H
1
(0, 2π) = ¦f ∈ AC[0, 2π][f

∈ L
2
(0, 2π)¦ (2.30) holds with
˜ g = −ig

and we conclude
A

0
f = −i
d
dx
f, D(A

0
) = H
1
(0, 2π). (2.33)
In particular, A is symmetric but not self-adjoint. Since A
∗∗
⊆ A

we
compute
0 = ¸g, A
0
f) −¸A

0
g, f) = i(f(0)g(0)

−f(2π)g(2π)

) (2.34)
54 2. Self-adjointness and spectrum
and since the boundary values of g ∈ D(A

0
) can be prescribed arbitrary, we
must have f(0) = f(2π) = 0. Thus
A
0
f = −i
d
dx
f, D(A
0
) = ¦f ∈ D(A

0
) [ f(0) = f(2π) = 0¦. (2.35)
(ii). Now let us take
Af = −i
d
dx
f, D(A) = ¦f ∈ C
1
[0, 2π] [ f(0) = f(2π)¦. (2.36)
which is clearly an extension of A
0
. Thus A

⊆ A

0
and we compute
0 = ¸g, Af) −¸A

g, f) = if(0)(g(0)

−g(2π)

). (2.37)
Since this must hold for all f ∈ D(A) we conclude g(0) = g(2π) and
A

f = −i
d
dx
f, D(A

) = ¦f ∈ H
1
(0, 2π) [ f(0) = f(2π)¦. (2.38)
Similarly, as before, A = A

and thus A is self-adjoint.
One might suspect that there is no big difference between the two sym-
metric operators A
0
and A from the previous example, since they coincide
on a dense set of vectors. However, the converse is true: For example, the
first operator A
0
has no eigenvectors at all (i.e., solutions of the equation
A
0
ψ = zψ, z ∈ C) whereas the second one has an orthonormal basis of
eigenvectors!
Example. Compute the eigenvectors of A
0
and A from the previous exam-
ple.
(i). By definition an eigenvector is a (nonzero) solution of A
0
u = zu,
z ∈ C, that is, a solution of the ordinary differential equation
u

(x) = zu(x) (2.39)
satisfying the boundary conditions u(0) = u(2π) = 0 (since we must have
u ∈ D(A
0
). The general solution of the differential equation is u(x) =
u(0)e
izx
and the boundary conditions imply u(x) = 0. Hence there are no
eigenvectors.
(ii). Now we look for solutions of Au = zu, that is the same differential
equation as before, but now subject to the boundary condition u(0) = u(2π).
Again the general solution is u(x) = u(0)e
izx
and the boundary condition
requires u(0) = u(0)e
2πiz
. Thus there are two possibilities. Either u(0) = 0
(which is of no use for us) or z ∈ Z. In particular, we see that all eigenvectors
are given by
u
n
(x) =
1


e
inx
, n ∈ Z, (2.40)
which are well-known to form an orthonormal basis.
2.2. Self-adjoint operators 55
We will see a bit later that this is a consequence of self-adjointness of
A. Hence it will be important to know whether a given operator is self-
adjoint or not. Our example shows that symmetry is easy to check (in case
of differential operators it usually boils down to integration by parts), but
computing the adjoint of an operator is a nontrivial job even in simple situ-
ations. However, we will learn soon that self-adjointness is a much stronger
property than symmetry justifying the additional effort needed to prove it.
On the other hand, if a given symmetric operator A turns out not to
be self-adjoint, this raises the question of self-adjoint extensions. Two cases
need to be distinguished. If A is self-adjoint, then there is only one self-
adjoint extension (if B is another one, we have A ⊆ B and hence A = B
by Corollary 2.2). In this case A is called essentially self-adjoint and
D(A) is called a core for A. Otherwise there might be more than one self-
adjoint extension or none at all. This situation is more delicate and will be
investigated in Section 2.5.
Since we have seen that computing A

is not always easy, a criterion for
self-adjointness not involving A

will be useful.
Lemma 2.3. Let A be symmetric such that Ran(A+z) = Ran(A+z

) = H
for one z ∈ C. Then A is self-adjoint.
Proof. Let ψ ∈ D(A

) and A

ψ =
˜
ψ. Since Ran(A + z

) = H, there is a
ϑ ∈ D(A) such that (A+z

)ϑ =
˜
ψ +z

ψ. Now we compute
¸ψ, (A+z)ϕ) = ¸
˜
ψ +z

ψ, ϕ) = ¸(A+z

)ϑ, ϕ) = ¸ϑ, (A+z)ϕ), ϕ ∈ D(A),
(2.41)
and hence ψ = ϑ ∈ D(A) since Ran(A+z) = H.
To proceed further, we will need more information on the closure of
an operator. We will use a different approach which avoids the use of the
adjoint operator. We will establish equivalence with our original definition
in Lemma 2.4.
The simplest way of extending an operator A is to take the closure of its
graph Γ(A) = ¦(ψ, Aψ)[ψ ∈ D(A)¦ ⊂ H
2
. That is, if (ψ
n
, Aψ
n
) → (ψ,
˜
ψ)
we might try to define Aψ =
˜
ψ. For Aψ to be well-defined, we need that

n
, Aψ
n
) → (0,
˜
ψ) implies
˜
ψ = 0. In this case A is called closable and the
unique operator A which satisfies Γ(A) = Γ(A) is called the closure of A.
Clearly, A is called closed if A = A, which is the case if and only if the
graph of A is closed. Equivalently, A is closed if and only if Γ(A) equipped
with the graph norm |ψ|
2
Γ(A)
= |ψ|
2
+ |Aψ|
2
is a Hilbert space (i.e.,
closed). A bounded operator is closed if and only if its domain is closed
(show this!).
56 2. Self-adjointness and spectrum
Example. Let us compute the closure of the operator A
0
from the pre-
vious example without the use of the adjoint operator. Let f ∈ D(A
0
)
and let f
n
∈ D(A
0
) be a sequence such that f
n
→ f, A
0
f
n
→ −ig. Then
f

n
→ g and hence f(x) =
_
x
0
g(t)dt. Thus f ∈ AC[0, 2π] and f(0) = 0.
Moreover f(2π) = lim
n→0
_

0
f

n
(t)dt = 0. Conversely, any such f can be
approximated by functions in D(A
0
) (show this).
Next, let us collect a few important results.
Lemma 2.4. Suppose A is a densely defined operator.
(i) A

is closed.
(ii) A is closable if and only if D(A

) is dense and A = A
∗∗
respectively
(A)

= A

in this case.
(iii) If A is injective and the Ran(A) is dense, then (A

)
−1
= (A
−1
)

.
If A is closable and A is injective, then A
−1
= A
−1
.
Proof. Let us consider the following two unitary operators from H
2
to itself
U(ϕ, ψ) = (ψ, −ϕ), V (ϕ, ψ) = (ψ, ϕ). (2.42)
(i). From
Γ(A

) = ¦(ϕ, ˜ ϕ) ∈ H
2
[¸ϕ, Aψ) = ¸ ˜ ϕ, ψ) ∀ϕ ∈ D(A


= ¦(ϕ, ˜ ϕ) ∈ H
2
[¸(−˜ ϕ, ϕ), (ψ,
˜
ψ))
Γ(A)
= 0 ∀(ψ,
˜
ψ) ∈ Γ(A)¦
= U(Γ(A)

) = (UΓ(A))

(2.43)
we conclude that A

is closed.
(ii). From
Γ(A) = Γ(A)
⊥⊥
= (UΓ(A

))

= ¦(ψ,
˜
ψ)[ ¸ψ, A

ϕ) −¸
˜
ψ, ϕ) = 0, ∀ϕ ∈ D(A

)¦ (2.44)
we see that (0,
˜
ψ) ∈ Γ(A) if and only if
˜
ψ ∈ D(A

)

. Hence A is closable if
and only if D(A

) is dense. In this case, equation (2.43) also shows A

= A

.
Moreover, replacing A by A

in (2.43) and comparing with the last formula
shows A
∗∗
= A.
(iii). Next note that (provided A is injective)
Γ(A
−1
) = V Γ(A). (2.45)
Hence if Ran(A) is dense, then Ker(A

) = Ran(A)

= ¦0¦ and
Γ((A

)
−1
) = V Γ(A

) = V UΓ(A)

= UV Γ(A)

= U(V Γ(A))

(2.46)
2.2. Self-adjoint operators 57
shows that (A

)
−1
= (A
−1
)

. Similarly, if A is closable and A is injective,
then A
−1
= A
−1
by
Γ(A
−1
) = V Γ(A) = V Γ(A) = Γ(A
−1
). (2.47)

If A ∈ L(H) we clearly have D(A

) = H and by Corollary 1.8 A ∈ L(H).
In particular, since A = A
∗∗
we obtain
Theorem 2.5. We have A ∈ L(H) if and only if A

∈ L(H).
Now we can also generalize Lemma 2.3 to the case of essential self-adjoint
operators.
Lemma 2.6. A symmetric operator A is essentially self-adjoint if and only
if one of the following conditions holds for one z ∈ C¸R.
• Ran(A+z) = Ran(A+z

) = H.
• Ker(A

+z) = Ker(A

+z

) = ¦0¦.
If A is non-negative, that is ¸ψ, Aψ) ≥ 0 for all ψ ∈ D(A), we can also
admit z ∈ (−∞, 0).
Proof. As noted earlier Ker(A

) = Ran(A)

, and hence the two conditions
are equivalent. By taking the closure of A it is no restriction to assume that
A is closed. Let z = x + iy. From
|(A−z)ψ|
2
= |(A−x)ψ−iyψ|
2
= |(A−x)ψ|
2
+y
2
|ψ|
2
≥ y
2
|ψ|
2
, (2.48)
we infer that Ker(A−z) = ¦0¦ and hence (A−z)
−1
exists. Moreover, setting
ψ = (A − z)
−1
ϕ (y ,= 0) shows |(A − z)
−1
| ≤ [y[
−1
. Hence (A − z)
−1
is
bounded and closed. Since it is densely defined by assumption, its domain
Ran(A+z) must be equal to H. Replacing z by z

and applying Lemma 2.3
finishes the general case. The argument for the non-negative case with
z < 0 is similar using ε|ψ|
2
≤ [¸ψ, (A + ε)ψ)[
2
≤ |ψ||(A + ε)ψ| which
shows (A+ε)
−1
≤ ε
−1
, ε > 0.
In addition, we can also prove the closed graph theorem which shows
that an unbounded operator cannot be defined on the entire Hilbert space.
Theorem 2.7 (closed graph). Let H
1
and H
2
be two Hilbert spaces and A
an operator defined on all of H
1
. Then A is bounded if and only if Γ(A) is
closed.
Proof. If A is bounded than it is easy to see that Γ(A) is closed. So let us
assume that Γ(A) is closed. Then A

is well defined and for all unit vectors
58 2. Self-adjointness and spectrum
ϕ ∈ D(A

) we have that the linear functional
ϕ
(ψ) = ¸A

ϕ, ψ) is pointwise
bounded
|
ϕ
(ψ)| = [¸ϕ, Aψ)[ ≤ |Aψ|. (2.49)
Hence by the uniform boundedness principle there is a constant C such that
|
ϕ
| = |A

ϕ| ≤ C. That is, A

is bounded and so is A = A
∗∗
.
Finally we want to draw some some further consequences of Axiom 2
and show that observables correspond to self-adjoint operators. Since self-
adjoint operators are already maximal, the difficult part remaining is to
show that an observable has at least one self-adjoint extension. There is a
good way of doing this for non-negative operators and hence we will consider
this case first.
An operator is called non-negative (resp. positive) if ¸ψ, Aψ) ≥ 0
(resp. > 0 for ψ ,= 0) for all ψ ∈ D(A). If A is positive, the map (ϕ, ψ) →
¸ϕ, Aψ) is a scalar product. However, there might be sequences which are
Cauchy with respect to this scalar product but not with respect to our
original one. To avoid this, we introduce the scalar product
¸ϕ, ψ)
A
= ¸ϕ, (A+ 1)ψ), A ≥ 0, (2.50)
defined on D(A), which satisfies |ψ| ≤ |ψ|
A
. Let H
A
be the completion of
D(A) with respect to the above scalar product. We claim that H
A
can be
regarded as a subspace of H, that is, D(A) ⊆ H
A
⊆ H.
If (ψ
n
) is a Cauchy sequence in D(A), then it is also Cauchy in H (since
|ψ| ≤ |ψ|
A
by assumption) and hence we can identify it with the limit of

n
) regarded as a sequence in H. For this identification to be unique, we
need to show that if (ψ
n
) ⊂ D(A) is a Cauchy sequence in H
A
such that

n
| → 0, then |ψ
n
|
A
→ 0. This follows from

n
|
2
A
= ¸ψ
n
, ψ
n
−ψ
m
)
A
+¸ψ
n
, ψ
m
)
A
≤ |ψ
n
|
A

n
−ψ
m
|
A
+|ψ
n
||(A+ 1)ψ
m
| (2.51)
since the right hand side can be made arbitrarily small choosing m, n large.
Clearly the quadratic form q
A
can be extended to every ψ ∈ H
A
by
setting
q
A
(ψ) = ¸ψ, ψ)
A
−|ψ|
2
, ψ ∈ Q(A) = H
A
. (2.52)
The set Q(A) is also called the form domain of A.
Example. (Multiplication operator) Let A be multiplication by A(x) ≥ 0
in L
2
(R
n
, dµ). Then
Q(A) = D(A
1/2
) = ¦f ∈ L
2
(R
n
, dµ) [ A
1/2
f ∈ L
2
(R
n
, dµ)¦ (2.53)
and
q
A
(x) =
_
R
n
A(x)[f(x)[
2
dµ(x) (2.54)
2.2. Self-adjoint operators 59
(show this).
Now we come to our extension result. Note that A + 1 is injective and
the best we can hope for is that for a non-negative extension
˜
A,
˜
A + 1 is a
bijection from D(
˜
A) onto H.
Lemma 2.8. Suppose A is a non-negative operator, then there is a non-
negative extension
˜
A such that Ran(
˜
A+ 1) = H.
Proof. Let us define an operator
˜
A by
D(
˜
A) = ¦ψ ∈ H
A
[∃
˜
ψ ∈ H : ¸ϕ, ψ)
A
= ¸ϕ,
˜
ψ), ∀ϕ ∈ H
A
¦
˜
Aψ =
˜
ψ −ψ
. (2.55)
Since H
A
is dense,
˜
ψ is well-defined. Moreover, it is straightforward to see
that
˜
A is a non-negative extension of A.
It is also not hard to see that Ran(
˜
A + 1) = H. Indeed, for any
˜
ψ ∈ H,
ϕ → ¸
˜
ψ, ϕ) is bounded linear functional on H
A
. Hence there is an element
ψ ∈ H
A
such that ¸
˜
ψ, ϕ) = ¸ψ, ϕ)
A
for all ϕ ∈ H
A
. By the definition of
˜
A,
(
˜
A+ 1)ψ =
˜
ψ and hence
˜
A+ 1 is onto.
Now it is time for another
Example. Let us take H = L
2
(0, π) and consider the operator
Af = −
d
2
dx
2
f, D(A) = ¦f ∈ C
2
[0, π] [ f(0) = f(π) = 0¦, (2.56)
which corresponds to the one-dimensional model of a particle confined to a
box.
(i). First of all, using integration by parts twice, it is straightforward to
check that A is symmetric
_
π
0
g(x)

(−f

)(x)dx =
_
π
0
g

(x)

f

(x)dx =
_
π
0
(−g

)(x)

f(x)dx. (2.57)
Note that the boundary conditions f(0) = f(π) = 0 are chosen such that
the boundary terms occurring from integration by parts vanish. Moreover,
the same calculation also shows that A is positive
_
π
0
f(x)

(−f

)(x)dx =
_
π
0
[f

(x)[
2
dx > 0, f ,= 0. (2.58)
(ii). Next let us show H
A
= ¦f ∈ H
1
(0, π) [ f(0) = f(π) = 0¦. In fact,
since
¸g, f)
A
=
_
π
0
_
g

(x)

f

(x) +g(x)

f(x)
_
dx, (2.59)
we see that f
n
is Cauchy in H
A
if and only if both f
n
and f

n
are Cauchy
in L
2
(0, π). Thus f
n
→ f and f

n
→ g in L
2
(0, π) and f
n
(x) =
_
x
0
f

n
(t)dt
60 2. Self-adjointness and spectrum
implies f(x) =
_
x
0
g(t)dt. Thus f ∈ AC[0, π]. Moreover, f(0) = 0 is obvious
and from 0 = f
n
(π) =
_
π
0
f

n
(t)dt we have f(π) = lim
n→∞
_
π
0
f

n
(t)dt = 0.
So we have H
A
⊆ ¦f ∈ H
1
(0, π) [ f(0) = f(π) = 0¦. To see the converse
approximate f

by smooth functions g
n
. Using g
n

_
π
0
g
n
(t)dt instead of g
n
it is no restriction to assume
_
π
0
g
n
(t)dt = 0. Now define f
n
(x) =
_
x
0
g
n
(t)dt
and note f
n
∈ D(A) → f.
(iii). Finally, let us compute the extension
˜
A. We have f ∈ D(
˜
A) if for
all g ∈ H
A
there is an
˜
f such that ¸g, f)
A
= ¸g,
˜
f). That is,
_
π
0
g

(x)

f

(x)dx =
_
π
0
g(x)

(
˜
f(x) −f(x))dx. (2.60)
Integration by parts on the right hand side shows
_
π
0
g

(x)

f

(x)dx = −
_
π
0
g

(x)

_
x
0
(
˜
f(t) −f(t))dt dx (2.61)
or equivalently
_
π
0
g

(x)

_
f

(x) +
_
x
0
(
˜
f(t) −f(t))dt
_
dx = 0. (2.62)
Now observe ¦g

∈ H[g ∈ H
A
¦ = ¦h ∈ H[
_
π
0
h(t)dt = 0¦ = ¦1¦

and thus
f

(x) +
_
x
0
(
˜
f(t) − f(t))dt ∈ ¦1¦
⊥⊥
= span¦1¦. So we see f ∈ H
2
(0, π) =
¦f ∈ AC[0, π][f

∈ H
1
(0, π)¦ and
˜
Af = −f

. The converse is easy and
hence
˜
Af = −
d
2
dx
2
f, D(
˜
A) = ¦f ∈ H
2
[0, π] [ f(0) = f(π) = 0¦. (2.63)

Now let us apply this result to operators A corresponding to observ-
ables. Since A will, in general, not satisfy the assumptions of our lemma, we
will consider 1 + A
2
, D(1 + A
2
) = D(A
2
), instead, which has a symmetric
extension whose range is H. By our requirement for observables, 1 + A
2
is maximally defined and hence is equal to this extension. In other words,
Ran(1 +A
2
) = H. Moreover, for any ϕ ∈ H there is a ψ ∈ D(A
2
) such that
(A−i)(A+ i)ψ = (A+ i)(A−i)ψ = ϕ (2.64)
and since (A ± i)ψ ∈ D(A), we infer Ran(A ± i) = H. As an immediate
consequence we obtain
Corollary 2.9. Observables correspond to self-adjoint operators.
But there is another important consequence of the results which is worth
while mentioning.
2.3. Resolvents and spectra 61
Theorem 2.10 (Friedrichs extension). Let A be a semi-bounded symmet-
ric operator, that is,
q
A
(ψ) = ¸ψ, Aψ) ≥ γ|ψ|
2
, γ ∈ R. (2.65)
Then there is a self-adjoint extension
˜
A which is also bounded from below
by γ and which satisfies D(
˜
A) ⊆ H
A−γ
.
Proof. Replacing A by A − γ we can reduce it to the case considered in
Lemma 2.8. The rest is straightforward.
Problem 2.1. Show (αA)

= α

A

and (A+B)

⊇ A

+B

(where D(A

+
B

) = D(A

) ∩ D(B

)) with equality if one operator is bounded. Give an
example where equality does not hold.
Problem 2.2. Show (2.21).
Problem 2.3. Show that if A is normal, so is A+z for any z ∈ C.
Problem 2.4. Show that normal operators are closed.
Problem 2.5. Show that the kernel of a closed operator is closed.
Problem 2.6. Show that if A is bounded and B closed, then BA is closed.
Problem 2.7. Let A = −
d
2
dx
2
, D(A) = ¦f ∈ H
2
(0, π) [ f(0) = f(π) = 0¦
and let ψ(x) =
1
2

π
x(π−x). Find the error in the following argument: Since
A is symmetric we have 1 = ¸Aψ, Aψ) = ¸ψ, A
2
ψ) = 0.
Problem 2.8. Suppose A is a closed operator. Show that A

A (with D(A

A) =
¦ψ ∈ D(A)[Aψ ∈ D(A

)¦ is self-adjoint. (Hint: A

A ≥ 0.)
Problem 2.9. Show that A is normal if and only if AA

= A

A.
2.3. Resolvents and spectra
Let A be a (densely defined) closed operator. The resolvent set of A is
defined by
ρ(A) = ¦z ∈ C[(A−z)
−1
∈ L(H)¦. (2.66)
More precisely, z ∈ ρ(A) if and only if (A − z) : D(A) → H is bijective
and its inverse is bounded. By the closed graph theorem (Theorem 2.7), it
suffices to check that A − z is bijective. The complement of the resolvent
set is called the spectrum
σ(A) = C¸ρ(A) (2.67)
of A. In particular, z ∈ σ(A) if A − z has a nontrivial kernel. A vector
ψ ∈ Ker(A−z) is called an eigenvector and z is called eigenvalue in this
case.
62 2. Self-adjointness and spectrum
The function
R
A
: ρ(A) → L(H)
z → (A−z)
−1
(2.68)
is called resolvent of A. Note the convenient formula
R
A
(z)

= ((A−z)
−1
)

= ((A−z)

)
−1
= (A

−z

)
−1
= R
A
∗(z

). (2.69)
In particular,
ρ(A

) = ρ(A)

. (2.70)
Example. (Multiplication operator) Consider again the multiplication op-
erator
(Af)(x) = A(x)f(x), D(A) = ¦f ∈ L
2
(R
n
, dµ) [ Af ∈ L
2
(R
n
, dµ)¦,
(2.71)
given by multiplication with the measurable function A : R
n
→ C. Clearly
(A−z)
−1
is given by the multiplication operator
(A−z)
−1
f(x) =
1
A(x) −z
f(x),
D((A−z)
−1
) = ¦f ∈ L
2
(R
n
, dµ) [
1
A−z
f ∈ L
2
(R
n
, dµ)¦ (2.72)
whenever this operator is bounded. But |(A − z)
−1
| = |
1
A−z
|


1
ε
is
equivalent to µ(¦x[ [A(x) −z[ ≥ ε¦) = 0 and hence
ρ(A) = ¦z ∈ C[∃ε > 0 : µ(¦x[ [A(x) −z[ ≤ ε¦) = 0¦. (2.73)
Moreover, z is an eigenvalue of A if µ(A
−1
(¦z¦)) > 0 and χ
A
−1
({z})
is a
corresponding eigenfunction in this case.
Example. (Differential operator) Consider again the differential operator
Af = −i
d
dx
f, D(A) = ¦f ∈ AC[0, 2π] [ f

∈ L
2
, f(0) = f(2π)¦ (2.74)
in L
2
(0, 2π). We already know that the eigenvalues of A are the integers
and that the corresponding normalized eigenfunctions
u
n
(x) =
1


e
inx
(2.75)
form an orthonormal basis.
To compute the resolvent we must find the solution of the correspond-
ing inhomogeneous equation −if

(x) − z f(x) = g(x). By the variation of
constants formula the solution is given by (this can also be easily verified
directly)
f(x) = f(0)e
izx
+ i
_
x
0
e
iz(x−t)
g(t)dt. (2.76)
2.3. Resolvents and spectra 63
Since f must lie in the domain of A, we must have f(0) = f(2π) which gives
f(0) =
i
e
−2πiz
−1
_

0
e
−izt
g(t)dt, z ∈ C¸Z. (2.77)
(Since z ∈ Z are the eigenvalues, the inverse cannot exist in this case.) Hence
(A−z)
−1
g(x) =
_

0
G(z, x, t)g(t)dt, (2.78)
where
G(z, x, t) = e
iz(x−t)
_
−i
1−e
−2πiz
, t > x
i
1−e
2πiz
, t < x
, z ∈ C¸Z. (2.79)
In particular σ(A) = Z.
If z, z

∈ ρ(A), we have the first resolvent formula
R
A
(z) −R
A
(z

) = (z −z

)R
A
(z)R
A
(z

) = (z −z

)R
A
(z

)R
A
(z). (2.80)
In fact,
(A−z)
−1
−(z −z

)(A−z)
−1
(A−z

)
−1
=
(A−z)
−1
(1 −(z −A+A−z

)(A−z

)
−1
) = (A−z

)
−1
, (2.81)
which proves the first equality. The second follows after interchanging z and
z

. Now fix z

= z
0
and use (2.80) recursively to obtain
R
A
(z) =
n

j=0
(z −z
0
)
j
R
A
(z
0
)
j+1
+ (z −z
0
)
n+1
R
A
(z
0
)
n+1
R
A
(z). (2.82)
The sequence of bounded operators
R
n
=
n

j=0
(z −z
0
)
j
R
A
(z
0
)
j+1
(2.83)
converges to a bounded operator if [z − z
0
[ < |R
A
(z
0
)|
−1
and clearly we
expect z ∈ ρ(A) and R
n
→ R
A
(z) in this case. Let R

= lim
n→∞
R
n
and
set ϕ
n
= R
n
ψ, ϕ = R

ψ for some ψ ∈ H. Then a quick calculation shows
AR
n
ψ = ψ + (z −z
0

n−1
+z
0
ϕ
n
. (2.84)
Hence (ϕ
n
, Aϕ
n
) → (ϕ, ψ + zϕ) shows ϕ ∈ D(A) (since A is closed) and
(A−z)R

ψ = ψ. Similarly, for ψ ∈ D(A),
R
n
Aψ = ψ + (z −z
0

n−1
+z
0
ϕ
n
(2.85)
and hence R

(A − z)ψ = ψ after taking the limit. Thus R

= R
A
(z) as
anticipated.
64 2. Self-adjointness and spectrum
If A is bounded, a similar argument verifies the Neumann series for
the resolvent
R
A
(z) = −
n−1

j=0
A
j
z
j+1
+
1
z
n
A
n
R
A
(z)
= −

j=0
A
j
z
j+1
, [z[ > |A|. (2.86)
In summary we have proved the following
Theorem 2.11. The resolvent set ρ(A) is open and R
A
: ρ(A) → L(H) is
holomorphic, that is, it has an absolutely convergent power series expansion
around every point z
0
∈ ρ(A). In addition,
|R
A
(z)| ≥ dist(z, σ(A))
−1
(2.87)
and if A is bounded we have ¦z ∈ C[ [z[ > |A|¦ ⊆ ρ(A).
As a consequence we obtain the useful
Lemma 2.12. We have z ∈ σ(A) if there is a sequence ψ
n
∈ D(A) such
that |ψ
n
| = 1 and |(A−z)ψ
n
| → 0. If z is a boundary point of ρ(A), then
the converse is also true. Such a sequence is called Weyl sequence.
Proof. Let ψ
n
be a Weyl sequence. Then z ∈ ρ(A) is impossible by 1 =

n
| = |R
A
(z)(A − z)ψ
n
| ≤ |R
A
(z)||(A − z)ψ
n
| → 0. Conversely, by
(2.87) there is a sequence z
n
→ z and corresponding vectors ϕ
n
∈ H such
that |R
A
(z)ϕ
n
||ϕ
n
|
−1
→ ∞. Let ψ
n
= R
A
(z
n

n
and rescale ϕ
n
such that

n
| = 1. Then |ϕ
n
| → 0 and hence
|(A−z)ψ
n
| = |ϕ
n
+ (z
n
−z)ψ
n
| ≤ |ϕ
n
| +[z −z
n
[ → 0 (2.88)
shows that ψ
n
is a Weyl sequence.
Let us also note the following spectral mapping result.
Lemma 2.13. Suppose A is injective, then
σ(A
−1
)¸¦0¦ = (σ(A)¸¦0¦)
−1
. (2.89)
In addition, we have Aψ = zψ if and only if A
−1
ψ = z
−1
ψ.
Proof. Suppose z ∈ ρ(A)¸¦0¦. Then we claim
R
A
−1(z
−1
) = −zAR
A
(z) = −z −R
A
(z). (2.90)
In fact, the right hand side is a bounded operator from H → Ran(A) =
D(A
−1
) and
(A
−1
−z
−1
)(−zAR
A
(z))ϕ = (−z +A)R
A
(z)ϕ = ϕ, ϕ ∈ H. (2.91)
2.3. Resolvents and spectra 65
Conversely, if ψ ∈ D(A
−1
) = Ran(A) we have ψ = Aϕ and hence
(−zAR
A
(z))(A
−1
−z
−1
)ψ = AR
A
(z)((A−z)ϕ) = Aϕ = ψ. (2.92)
Thus z
−1
∈ ρ(A
−1
). The rest follows after interchanging the roles of A and
A
−1
.
Next, let us characterize the spectra of self-adjoint operators.
Theorem 2.14. Let A be symmetric. Then A is self-adjoint if and only if
σ(A) ⊆ R and A ≥ 0 if and only if σ(A) ⊆ [0, ∞). Moreover, |R
A
(z)| ≤
[Im(z)[
−1
and, if A ≥ 0, |R
A
(λ)| ≤ [λ[
−1
, λ < 0.
Proof. If σ(A) ⊆ R, then Ran(A + z) = H, z ∈ C¸R, and hence A is self-
adjoint by Lemma 2.6. Conversely, if A is self-adjoint (resp. A ≥ 0), then
R
A
(z) exists for z ∈ C¸R (resp. z ∈ C¸(−∞, 0]) and satisfies the given
estimates as has been shown in the proof of Lemma 2.6.
In particular, we obtain
Theorem 2.15. Let A be self-adjoint, then
inf σ(A) = inf
ψ∈D(A), ψ=1
¸ψ, Aψ). (2.93)
For the eigenvalues and corresponding eigenfunctions we have:
Lemma 2.16. Let A be symmetric. Then all eigenvalues are real and eigen-
vectors corresponding to different eigenvalues are orthogonal.
Proof. If Aψ
j
= λ
j
ψ
j
, j = 1, 2, we have
λ
1

1
|
2
= ¸ψ
1
, λ
1
ψ
1
) = ¸ψ
1
, Aψ
1
) = ¸ψ
1
, Aψ
1
) = ¸λ
1
ψ
1
, ψ
1
) = λ

1

1
|
2
(2.94)
and

1
−λ
2
)¸ψ
1
, ψ
2
) = ¸Aψ
1
, ψ
2
) −¸Aψ
1
, ψ
2
) = 0, (2.95)
finishing the proof.
The result does not imply that two linearly independent eigenfunctions
to the same eigenvalue are orthogonal. However, it is no restriction to
assume that they are since we can use Gram-Schmidt to find an orthonormal
basis for Ker(A − λ). If H is finite dimensional, we can always find an
orthonormal basis of eigenvectors. In the infinite dimensional case this is
no longer true in general. However, if there is an orthonormal basis of
eigenvectors, then A is essentially self-adjoint.
Theorem 2.17. Suppose A is a symmetric operator which has an orthonor-
mal basis of eigenfunctions ¦ϕ
j
¦, then A is essentially self-adjoint. In par-
ticular, it is essentially self-adjoint on span¦ϕ
j
¦.
66 2. Self-adjointness and spectrum
Proof. Consider the set of all finite linear combinations ψ =

n
j=0
c
j
ϕ
j
which is dense in H. Then φ =

n
j=0
c
j
λ
j
±i
ϕ
j
∈ D(A) and (A ± i)φ = ψ
shows that Ran(A±i) is dense.
In addition, we note the following asymptotic expansion for the resolvent.
Lemma 2.18. Suppose A is self-adjoint. For every ψ ∈ H we have
lim
Im(z)→∞
|AR
A
(z)ψ| = 0. (2.96)
In particular, if ψ ∈ D(A
n
), then
R
A
(z)ψ = −
n

j=0
A
j
ψ
z
j+1
+o(
1
z
n+1
), as Im(z) → ∞. (2.97)
Proof. It suffices to prove the first claim since the second then follows as
in (2.86).
Write ψ =
˜
ψ +ϕ, where
˜
ψ ∈ D(A) and |ϕ| ≤ ε. Then
|AR
A
(z)ψ| ≤ |R
A
(z)A
˜
ψ| +|AR
A
(z)ϕ|

|A
˜
ψ|
Im(z)
+|ϕ|, (2.98)
by (2.48), finishing the proof.
Similarly, we can characterize the spectra of unitary operators. Recall
that a bijection U is called unitary if ¸Uψ, Uψ) = ¸ψ, U

Uψ) = ¸ψ, ψ). Thus
U is unitary if and only if
U

= U
−1
. (2.99)
Theorem 2.19. Let U be unitary, then σ(U) ⊆ ¦z ∈ C[ [z[ = 1¦. All
eigenvalues have modulus one and eigenvectors corresponding to different
eigenvalues are orthogonal.
Proof. Since |U| ≤ 1 we have σ(U) ⊆ ¦z ∈ C[ [z[ ≤ 1¦. Moreover, U
−1
is also unitary and hence σ(U) ⊆ ¦z ∈ C[ [z[ ≥ 1¦ by Lemma 2.13. If

j
= z
j
ψ
j
, j = 1, 2 we have
(z
1
−z
2
)¸ψ
1
, ψ
2
) = ¸U

ψ
1
, ψ
2
) −¸ψ
1
, Uψ
2
) = 0 (2.100)
since Uψ = zψ implies U

ψ = U
−1
ψ = z
−1
ψ = z

ψ.
Problem 2.10. What is the spectrum of an orthogonal projection?
Problem 2.11. Compute the resolvent of Af = f

, D(A) = ¦f ∈ H
1
[0, 1] [ f(0) =
0¦ and show that unbounded operators can have empty spectrum.
Problem 2.12. Compute the eigenvalues and eigenvectors of A = −
d
2
dx
2
,
D(A) = ¦f ∈ H
2
(0, π)[f(0) = f(π) = 0¦. Compute the resolvent of A.
2.4. Orthogonal sums of operators 67
Problem 2.13. Find a Weyl sequence for the self-adjoint operator A =

d
2
dx
2
, D(A) = H
2
(R) for z ∈ (0, ∞). What is σ(A)? (Hint: Cut off the
solutions of −u

(x) = z u(x) outside a finite ball.)
Problem 2.14. Suppose A is bounded. Show that the spectrum of AA

and
A

A coincide away from 0 by showing
R
AA
∗(z) =
1
z
(AR
A

A
(z)A

−1) , R
A

A
(z) =
1
z
(A

R
AA
∗(z)A−1) .
(2.101)
2.4. Orthogonal sums of operators
Let H
j
, j = 1, 2, be two given Hilbert spaces and let A
j
: D(A
j
) → H
j
be
two given operators. Setting H = H
1
⊕H
2
we can define an operator
A = A
1
⊕A
2
, D(A) = D(A
1
) ⊕D(A
2
) (2.102)
by setting A(ψ
1

2
) = A
1
ψ
1
+A
2
ψ
2
for ψ
j
∈ D(A
j
). Clearly A is closed,
(essentially) self-adjoint, etc., if and only if both A
1
and A
2
are. The same
considerations apply to countable orthogonal sums
A =

j
A
j
, D(A) =

j
D(A
j
) (2.103)
and we have
Theorem 2.20. Suppose A
j
are self-adjoint operators on H
j
, then A =

j
A
j
is self-adjoint and
R
A
(z) =

j
R
A
j
(z), z ∈ ρ(A) = C¸σ(A) (2.104)
where
σ(A) =
_
j
σ(A
j
) (2.105)
(the closure can be omitted if there are only finitely many terms).
Proof. By Ran(A±i) = (A±i)D(A) =

j
(A
j
±i)D(A
j
) =

j
H
j
= H we
see that A is self-adjoint. Moreover, if z ∈ σ(A
j
) there is a corresponding
Weyl sequence ψ
n
∈ D(A
j
) ⊆ D(A) and hence z ∈ σ(A). Conversely, if
z ,∈

j
σ(A
j
) set ε = d(z,

j
σ(A
j
)) > 0, then |R
A
j
(z)| ≤ ε
−1
and hence
|

j
R
A
j
(z)| ≤ ε
−1
shows that z ∈ ρ(A).
Conversely, given an operator A it might be useful to write A as orthog-
onal sum and investigate each part separately.
Let H
1
⊆ H be a closed subspace and let P
1
be the corresponding projec-
tor. We say that H
1
reduces the operator A if P
1
A ⊆ AP
1
. Note that this
68 2. Self-adjointness and spectrum
implies P
1
D(A) ⊆ D(A). Moreover, if we set H
2
= H

1
, we have H = H
1
⊕H
2
and P
2
= I −P
1
reduces A as well.
Lemma 2.21. Suppose H
1
⊆ H reduces A, then A = A
1
⊕A
2
, where
A
j
ψ = Aψ, D(A
j
) = P
j
D(A) ⊆ D(A). (2.106)
If A is closable, then H
1
also reduces A and
A = A
1
⊕A
2
. (2.107)
Proof. As already noted, P
1
D(A) ⊆ D(A) and hence P
2
D(A) = (I −
P
1
)D(A) ⊆ D(A). Thus we see D(A) = D(A
1
) ⊕ D(A
2
). Moreover, if
ψ ∈ D(A
j
) we have Aψ = AP
j
ψ = P
j
Aψ ∈ H
j
and thus A
j
: D(A
j
) → H
j
which proves the first claim.
Now let us turn to the second claim. Clearly A ⊆ A
1
⊕A
2
. Conversely,
suppose ψ ∈ D(A), then there is a sequence ψ
n
∈ D(A) such that ψ
n
→ ψ
and Aψ
n
→ Aψ. Then P
j
ψ
n
→ P
j
ψ and AP
j
ψ
n
= P
j

n
→ PAψ. In
particular, P
j
ψ ∈ D(A) and AP
j
ψ = PAψ.
If A is self-adjoint, then H
1
reduces A if P
1
D(A) ⊆ D(A) and AP
1
ψ ∈ H
1
for every ψ ∈ D(A). In fact, if ψ ∈ D(A) we can write ψ = ψ
1
⊕ ψ
2
,
ψ
j
= P
j
ψ ∈ D(A). Since AP
1
ψ = Aψ
1
and P
1
Aψ = P
1

1
+ P
1

2
=

1
+P
1

2
we need to show P
1

2
= 0. But this follows since
¸ϕ, P
1

2
) = ¸AP
1
ϕ, ψ
2
) = 0 (2.108)
for every ϕ ∈ D(A).
Problem 2.15. Show (A
1
⊕A
2
)

= A

1
⊕A

2
.
2.5. Self-adjoint extensions
It is safe to skip this entire section on first reading.
In many physical applications a symmetric operator is given. If this
operator turns out to be essentially self-adjoint, there is a unique self-adjoint
extension and everything is fine. However, if it is not, it is important to find
out if there are self-adjoint extensions at all (for physical problems there
better are) and to classify them.
In Section 2.2 we have seen that A is essentially self-adjoint if Ker(A


z) = Ker(A

−z

) = ¦0¦ for one z ∈ C¸R. Hence self-adjointness is related
to the dimension of these spaces and one calls the numbers
d
±
(A) = dimK
±
, K
±
= Ran(A±i)

= Ker(A

∓i), (2.109)
defect indices of A (we have chosen z = i for simplicity, any other z ∈ C¸R
would be as good). If d

(A) = d
+
(A) = 0 there is one self-adjoint extension
of A, namely A. But what happens in the general case? Is there more than
2.5. Self-adjoint extensions 69
one extension, or maybe none at all? These questions can be answered by
virtue of the Cayley transform
V = (A−i)(A+ i)
−1
: Ran(A+ i) → Ran(A−i). (2.110)
Theorem 2.22. The Cayley transform is a bijection from the set of all
symmetric operators A to the set of all isometric operators V (i.e., |V ϕ| =
|ϕ| for all ϕ ∈ D(V )) for which Ran(1 +V ) is dense.
Proof. Since A is symmetric we have |(A ± i)ψ|
2
= |Aψ|
2
+ |ψ|
2
for
all ψ ∈ D(A) by a straightforward computation. And thus for every ϕ =
(A+ i)ψ ∈ D(V ) = Ran(A+ i) we have
|V ϕ| = |(A−i)ψ| = |(A+ i)ψ| = |ϕ|. (2.111)
Next observe
1 ±V = ((A−i) ±(A+ i))(A+ i)
−1
=
_
2A(A+ i)
−1
2i(A+ i)
−1
, (2.112)
which shows D(A) = Ran(1 −V ) and
A = i(1 +V )(1 −V )
−1
. (2.113)
Conversely, let V be given and use the last equation to define A.
Since V is isometric we have ¸(1 ± V )ϕ, (1 ∓ V )ϕ) = ±2iIm¸V ϕ, ϕ)
for all ϕ ∈ D(V ) by a straightforward computation. And thus for every
ψ = (1 −V )ϕ ∈ D(A) = Ran(1 −V ) we have
¸Aψ, ψ) = −i¸(1+V )ϕ, (1−V )ϕ) = i¸(1−V )ϕ, (1+V )ϕ) = ¸ψ, Aψ), (2.114)
that is, A is symmetric. Finally observe
A±i = ((1 +V ) ±(1 −V ))(1 −V )
−1
=
_
2i(1 −V )
−1
2iV (1 −V )
−1
, (2.115)
which shows that A is the Cayley transform of V and finishes the proof.
Thus A is self-adjoint if and only if its Cayley transform V is unitary.
Moreover, finding a self-adjoint extension of A is equivalent to finding a
unitary extensions of V and this in turn is equivalent to (taking the closure
and) finding a unitary operator from D(V )

to Ran(V )

. This is possible
if and only if both spaces have the same dimension, that is, if and only if
d
+
(A) = d

(A).
Theorem 2.23. A symmetric operator has self-adjoint extensions if and
only if its defect indices are equal.
In this case let A
1
be a self-adjoint extension, V
1
its Cayley transform.
Then
D(A
1
) = D(A) + (1 −V
1
)K
+
= ¦ψ +ϕ
+
−V
1
ϕ
+
[ψ ∈ D(A), ϕ
+
∈ K
+
¦
(2.116)
70 2. Self-adjointness and spectrum
and
A
1
(ψ +ϕ
+
−V
1
ϕ
+
) = Aψ + iϕ
+
+ iV
1
ϕ
+
. (2.117)
Moreover,
(A
1
±i)
−1
= (A±i)
−1

∓i
2

j
¸ϕ
±
j
, .)(ϕ
±
j
−ϕ

j
), (2.118)
where ¦ϕ
+
j
¦ is an orthonormal basis for K
+
and ϕ

j
= V
1
ϕ
+
j
.
Corollary 2.24. Suppose A is a closed symmetric operator with equal defect
indices d = d
+
(A) = d

(A). Then dimKer(A

−z

) = d for all z ∈ C¸R.
Proof. First of all we note that instead of z = i we could use V (z) =
(A + z

)(A + z)
−1
for any z ∈ C¸R. Let d
±
(z) = dimK
±
(z), K
+
(z) =
Ran(A + z)

respectively K

(z) = Ran(A + z

)

. The same arguments
as before show that there is a one to one correspondence between the self-
adjoint extensions of A and the unitary operators on C
d(z)
. Hence d(z
1
) =
d(z
2
) = d
±
(A).
Example. Recall the operator A = −i
d
dx
, D(A) = ¦f ∈ H
1
(0, 2π)[f(0) =
f(2π) = 0¦ with adjoint A

= −i
d
dx
, D(A

) = H
1
(0, 2π).
Clearly
K
±
= span¦e
∓x
¦ (2.119)
is one dimensional and hence all unitary maps are of the form
V
θ
e
2π−x
= e

e
x
, θ ∈ [0, 2π). (2.120)
The functions in the domain of the corresponding operator A
θ
are given by
f
θ
(x) = f(x) +α(e
2π−x
−e

e
x
), f ∈ D(A), α ∈ C. (2.121)
In particular, f
θ
satisfies
f
θ
(2π) = e
i
˜
θ
f
θ
(0), e
i
˜
θ
=
1 −e

e

e

−e

(2.122)
and thus we have
D(A
θ
) = ¦f ∈ H
1
(0, 2π)[f(2π) = e
i
˜
θ
f(0)¦. (2.123)

Concerning closures we note that a bounded operator is closed if and
only if its domain is closed and any operator is closed if and only if its
inverse is closed. Hence we have
Lemma 2.25. The following items are equivalent.
• A is closed.
• D(V ) = Ran(A+ i) is closed.
2.5. Self-adjoint extensions 71
• Ran(V ) = Ran(A−i) is closed.
• V is closed.
Next, we give a useful criterion for the existence of self-adjoint exten-
sions. A skew linear map C : H → H is called a conjugation if it satisfies
C
2
= I and ¸Cψ, Cϕ) = ¸ψ, ϕ). The prototypical example is of course
complex conjugation Cψ = ψ

. An operator A is called C-real if
CD(A) ⊆ D(A), and ACψ = CAψ, ψ ∈ D(A). (2.124)
Note that in this case CD(A) = D(A), since D(A) = C
2
D(A) ⊆ CD(A).
Theorem 2.26. Suppose the symmetric operator A is C-real, then its defect
indices are equal.
Proof. Let ¦ϕ
j
¦ be an orthonormal set in Ran(A+i)

. Then ¦Kϕ
j
¦ is an
orthonormal set in Ran(A − i)

. Hence ¦ϕ
j
¦ is an orthonormal basis for
Ran(A+ i)

if and only if ¦Kϕ
j
¦ is an orthonormal basis for Ran(A−i)

.
Hence the two spaces have the same dimension.
Finally, we note the following useful formula for the difference of resol-
vents of self-adjoint extensions.
Lemma 2.27. If A
j
, j = 1, 2 are self-adjoint extensions and if ¦ϕ
j
(z)¦ is
an orthonormal basis for Ker(A

−z

), then
(A
1
−z)
−1
−(A
2
−z)
−1
=

j,k

1
jk
(z) −α
2
jk
(z))¸ϕ
k
(z), .)ϕ
k
(z

), (2.125)
where
α
l
jk
(z) = ¸ϕ
j
(z

), (A
l
−z)
−1
ϕ
k
(z)). (2.126)
Proof. First observe that ((A
1
−z)
−1
−(A
2
−z)
−1
)ϕ is zero for every ϕ ∈
Ran(A−z). Hence it suffices to consider it for vectors ϕ =

j
¸ϕ
j
(z), ϕ)ϕ
j
(z) ∈
Ran(A−z)

. Hence we have
(A
1
−z)
−1
−(A
2
−z)
−1
=

j
¸ϕ
j
(z), .)ψ
j
(z), (2.127)
where
ψ
j
(z) = ((A
1
−z)
−1
−(A
2
−z)
−1

j
(z). (2.128)
Now computation the adjoint once using ((A
j
− z)
−1
)

= (A
j
− z

)
−1
and
once using (

j
¸ψ
j
, .)ϕ
j
)

=

j
¸ϕ
j
, .)ψ
j
we obtain

j
¸ϕ
j
(z

), .)ψ
j
(z

) =

j
¸ψ
j
(z), .)ϕ
j
(z). (2.129)
72 2. Self-adjointness and spectrum
Evaluating at ϕ
k
(z) implies
ψ
k
(z) =

j
¸ψ
j
(z

), ϕ
k
(z))ϕ
j
(z

) (2.130)
and finishes the proof.
Problem 2.16. Compute the defect indices of A
0
= i
d
dx
, D(A
0
) = C

c
((0, ∞)).
Can you give a self-adjoint extension of A
0
.
2.6. Appendix: Absolutely continuous functions
Let (a, b) ⊆ R be some interval. We denote by
AC(a, b) = ¦f ∈ C(a, b)[f(x) = f(c) +
_
x
c
g(t)dt, c ∈ (a, b), g ∈ L
1
loc
(a, b)¦
(2.131)
the set of all absolutely continuous functions. That is, f is absolutely
continuous if and only if it can be written as the integral of some locally
integrable function. Note that AC(a, b) is a vector space.
By Corollary A.33 f(x) = f(c) +
_
x
c
g(t)dt is differentiable a.e. (with re-
spect to Lebesgue measure) and f

(x) = g(x). In particular, g is determined
uniquely a.e..
If [a, b] is a compact interval we set
AC[a, b] = ¦f ∈ AC(a, b)[g ∈ L
1
(a, b)¦ ⊆ C[a, b]. (2.132)
If f, g ∈ AC[a, b] we have the formula of partial integration
_
b
a
f(x)g

(x) = f(b)g(b) −f(a)g(a) −
_
b
a
f

(x)g(x)dx. (2.133)
We set
H
m
(a, b) = ¦f ∈ L
2
(a, b)[f
(j)
∈ AC(a, b), f
(j+1)
∈ L
2
(a, b), 0 ≤ j ≤ m−1¦.
(2.134)
Then we have
Lemma 2.28. Suppose f ∈ H
m
(a, b), m ≥ 1. Then f is bounded and
lim
x↓a
f
(j)
(x) respectively lim
x↑b
f
(j)
(x) exist for 0 ≤ j ≤ m−1. Moreover,
the limit is zero if the endpoint is infinite.
Proof. If the endpoint is finite, then f
(j+1)
is integrable near this endpoint
and hence the claim follows. If the endpoint is infinite, note that
[f
(j)
(x)[
2
= [f
(j)
(c)[
2
+ 2
_
x
c
Re(f
(j)
(t)

f
(j+1)
(t))dt (2.135)
shows that the limit exists (dominated convergence). Since f
(j)
is square
integrable the limit must be zero.
2.6. Appendix: Absolutely continuous functions 73
Let me remark, that it suffices to check that the function plus the highest
derivative is in L
2
, the lower derivatives are then automatically in L
2
. That
is,
H
m
(a, b) = ¦f ∈ L
2
(a, b)[f
(j)
∈ AC(a, b), 0 ≤ j ≤ m−1, f
(r)
∈ L
2
(a, b)¦.
(2.136)
For a finite endpoint this is straightforward. For an infinite endpoint this
can also be shown directly, but it is much easier to use the Fourier transform
(compare Section 7.1).
Problem 2.17. Show (2.133). (Hint: Fubini)
Problem 2.18. Show that H
1
(a, b) together with the norm
|f|
2
2,1
=
_
b
a
[f(t)[
2
dt +
_
b
a
[f

(t)[
2
dt (2.137)
is a Hilbert space.
Problem 2.19. What is the closure of C

0
(a, b) in H
1
(a, b)? (Hint: Start
with the case where (a, b) is finite.)
Chapter 3
The spectral theorem
The time evolution of a quantum mechanical system is governed by the
Schr¨odinger equation
i
d
dt
ψ(t) = Hψ(t). (3.1)
If H = C
n
, and H is hence a matrix, this system of ordinary differential
equations is solved by the matrix exponential
ψ(t) = exp(−itH)ψ(0). (3.2)
This matrix exponential can be defined by a convergent power series
exp(−itH) =

n=0
(−it)
n
n!
H
n
. (3.3)
For this approach the boundedness of H is crucial, which might not be the
case for a a quantum system. However, the best way to compute the matrix
exponential, and to understand the underlying dynamics, is to diagonalize
H. But how do we diagonalize a self-adjoint operator? The answer is known
as the spectral theorem.
3.1. The spectral theorem
In this section we want to address the problem of defining functions of a
self-adjoint operator A in a natural way, that is, such that
(f+g)(A) = f(A)+g(A), (fg)(A) = f(A)g(A), (f

)(A) = f(A)

. (3.4)
As long as f and g are polynomials, no problems arise. If we want to extend
this definition to a larger class of functions, we will need to perform some
limiting procedure. Hence we could consider convergent power series or
equip the space of polynomials with the sup norm. In both cases this only
75
76 3. The spectral theorem
works if the operator A is bounded. To overcome this limitation, we will use
characteristic functions χ

(A) instead of powers A
j
. Since χ

(λ)
2
= χ

(λ),
the corresponding operators should be orthogonal projections. Moreover,
we should also have χ
R
(A) = I and χ

(A) =

n
j=1
χ

j
(A) for any finite
union Ω =

n
j=1

j
of disjoint sets. The only remaining problem is of course
the definition of χ

(A). However, we will defer this problem and begin
by developing a functional calculus for a family of characteristic functions
χ

(A).
Denote the Borel sigma algebra of R by B. A projection-valued mea-
sure is a map
P : B →L(H), Ω → P(Ω), (3.5)
from the Borel sets to the set of orthogonal projections, that is, P(Ω)

=
P(Ω) and P(Ω)
2
= P(Ω), such that the following two conditions hold:
(i) P(R) = I.
(ii) If Ω =

n

n
with Ω
n
∩ Ω
m
= ∅ for n ,= m, then

n
P(Ω
n
)ψ =
P(Ω)ψ for every ψ ∈ H (strong σ-additivity).
Note that we require strong convergence,

n
P(Ω
n
)ψ = P(Ω)ψ, rather
than norm convergence,

n
P(Ω
n
) = P(Ω). In fact, norm convergence
does not even hold in the simplest case where H = L
2
(I) and P(Ω) = χ

(multiplication operator), since for a multiplication operator the norm is just
the sup norm of the function. Furthermore, it even suffices to require weak
convergence, since w-limP
n
= P for some orthogonal projections implies
s-limP
n
= P by ¸ψ, P
n
ψ) = ¸ψ, P
2
n
ψ) = ¸P
n
ψ, P
n
ψ) = |P
n
ψ|
2
together
with Lemma 1.11 (iv).
Example. Let H = C
n
and A ∈ GL(n) be some symmetric matrix. Let
λ
1
, . . . , λ
m
be its (distinct) eigenvalues and let P
j
be the projections onto
the corresponding eigenspaces. Then
P
A
(Ω) =

{j|λ
j
∈Ω}
P
j
(3.6)
is a projection valued measure.
Example. Let H = L
2
(R) and let f be a real-valued measurable function.
Then
P(Ω) = χ
f
−1
(Ω)
(3.7)
is a projection valued measure (Problem 3.2).
It is straightforward to verify that any projection-valued measure satis-
fies
P(∅) = 0, P(R¸Ω) = I −P(Ω), (3.8)
3.1. The spectral theorem 77
and
P(Ω
1
∪ Ω
2
) +P(Ω
1
∩ Ω
2
) = P(Ω
1
) +P(Ω
2
). (3.9)
Moreover, we also have
P(Ω
1
)P(Ω
2
) = P(Ω
1
∩ Ω
2
). (3.10)
Indeed, suppose Ω
1
∩Ω
2
= ∅ first. Then, taking the square of (3.9) we infer
P(Ω
1
)P(Ω
2
) +P(Ω
2
)P(Ω
1
) = 0. (3.11)
Multiplying this equation from the right by P(Ω
2
) shows that P(Ω
1
)P(Ω
2
) =
−P(Ω
2
)P(Ω
1
)P(Ω
2
) is self-adjoint and thus P(Ω
1
)P(Ω
2
) = P(Ω
2
)P(Ω
1
) =
0. For the general case Ω
1
∩ Ω
2
,= ∅ we now have
P(Ω
1
)P(Ω
2
) = (P(Ω
1
−Ω
2
) +P(Ω
1
∩ Ω
2
))(P(Ω
2
−Ω
1
) +P(Ω
1
∩ Ω
2
))
= P(Ω
1
∩ Ω
2
) (3.12)
as stated.
To every projection-valued measure there corresponds a resolution of
the identity
P(λ) = P((−∞, λ]) (3.13)
which has the properties (Problem 3.3):
(i) P(λ) is an orthogonal projection.
(ii) P(λ
1
) ≤ P(λ
2
) (that is ¸ψ, P(λ
1
)ψ) ≤ ¸ψ, P(λ
2
)ψ)) or equiva-
lently Ran(P(λ
1
)) ⊆ Ran(P(λ
2
)) for λ
1
≤ λ
2
.
(iii) s-lim
λn↓λ
P(λ
n
) = P(λ) (strong right continuity).
(iv) s-lim
λ→−∞
P(λ) = 0 and s-lim
λ→+∞
P(λ) = I.
As before, strong right continuity is equivalent to weak right continuity.
Picking ψ ∈ H, we obtain a finite Borel measure µ
ψ
(Ω) = ¸ψ, P(Ω)ψ) =
|P(Ω)ψ|
2
with µ
ψ
(R) = |ψ|
2
< ∞. The corresponding distribution func-
tion is given by µ(λ) = ¸ψ, P(λ)ψ) and since for every distribution function
there is a unique Borel measure (Theorem A.2), for every resolution of the
identity there is a unique projection valued measure.
Using the polarization identity (2.16) we also have the following complex
Borel measures
µ
ϕ,ψ
(Ω) = ¸ϕ, P(Ω)ψ) =
1
4

ϕ+ψ
(Ω) −µ
ϕ−ψ
(Ω) + iµ
ϕ−iψ
(Ω) −iµ
ϕ+iψ
(Ω)).
(3.14)
Note also that, by Cauchy-Schwarz, [µ
ϕ,ψ
(Ω)[ ≤ |ϕ| |ψ|.
Now let us turn to integration with respect to our projection-valued
measure. For any simple function f =

n
j=1
α
j
χ

j
(where Ω
j
= f
−1

j
))
78 3. The spectral theorem
we set
P(f) ≡
_
R
f(λ)dP(λ) =
n

j=1
α
j
P(Ω
j
). (3.15)
In particular, P(χ

) = P(Ω). Then ¸ϕ, P(f)ψ) =

j
α
j
µ
ϕ,ψ
(Ω
j
) shows
¸ϕ, P(f)ψ) =
_
R
f(λ)dµ
ϕ,ψ
(λ) (3.16)
and, by linearity of the integral, the operator P is a linear map from the set
of simple functions into the set of bounded linear operators on H. Moreover,
|P(f)ψ|
2
=

j

j
[
2
µ
ψ
(Ω
j
) (the sets Ω
j
are disjoint) shows
|P(f)ψ|
2
=
_
R
[f(λ)[
2

ψ
(λ). (3.17)
Equipping the set of simple functions with the sup norm this implies
|P(f)ψ| ≤ |f|

|ψ| (3.18)
that P has norm one. Since the simple functions are dense in the Banach
space of bounded Borel functions B(R), there is a unique extension of P to
a bounded linear operator P : B(R) → L(H) (whose norm is one) from the
bounded Borel functions on R (with sup norm) to the set of bounded linear
operators on H. In particular, (3.16) and (3.17) remain true.
There is some additional structure behind this extension. Recall that
the set L(H) of all bounded linear mappings on H forms a C

algebra. A C

algebra homomorphism φ is a linear map between two C

algebras which
respects both the multiplication and the adjoint, that is, φ(ab) = φ(a)φ(b)
and φ(a

) = φ(a)

.
Theorem 3.1. Let P(Ω) be a projection-valued measure on H. Then the
operator
P : B(R) → L(H)
f →
_
R
f(λ)dP(λ)
(3.19)
is a C

algebra homomorphism with norm one.
In addition, if f
n
(x) → f(x) pointwise and if the sequence sup
λ∈R
[f
n
(λ)[
is bounded, then P(f
n
) → P(f) strongly.
Proof. The properties P(1) = I, P(f

) = P(f)

, and P(fg) = P(f)P(g)
are straightforward for simple functions f. For general f they follow from
continuity. Hence P is a C

algebra homomorphism.
The last claim follows from the dominated convergence theorem and
(3.17).
3.1. The spectral theorem 79
As a consequence, observe
¸P(g)ϕ, P(f)ψ) =
_
R
g

(λ)f(λ)dµ
ϕ,ψ
(λ) (3.20)
and thus

P(g)ϕ,P(f)ψ
= g

fdµ
ϕ,ψ
. (3.21)
Example. Let H = C
n
and A ∈ GL(n) respectively P
A
as in the previous
example. Then
P
A
(f) =
m

j=1
f(λ
j
)P
j
. (3.22)
In particular, P
A
(f) = A for f(λ) = λ.
Next we want to define this operator for unbounded Borel functions.
Since we expect the resulting operator to be unbounded, we need a suitable
domain first. Motivated by (3.17) we set
D
f
= ¦ψ ∈ H[
_
R
[f(λ)[
2

ψ
(λ) < ∞¦. (3.23)
This is clearly a linear subspace of H since µ
αψ
(Ω) = [α[
2
µ
ψ
(Ω) and since
µ
ϕ+ψ
(Ω) ≤ 2(µ
ϕ
(Ω) +µ
ψ
(Ω)) (by the triangle inequality).
For every ψ ∈ D
f
, the bounded Borel function
f
n
= χ
Ωn
f, Ω
n
= ¦λ[ [f(λ)[ ≤ n¦, (3.24)
converges to f in the sense of L
2
(R, dµ
ψ
). Moreover, because of (3.17),
P(f
n
)ψ converges to some vector
˜
ψ. We define P(f)ψ =
˜
ψ. By construction,
P(f) is a linear operator such that (3.16) and (3.17) hold.
In addition, D
f
is dense. Indeed, let Ω
n
be defined as in (3.24) and
abbreviate ψ
n
= P(Ω
n
)ψ. Now observe that dµ
ψn
= χ
Ωn

ψ
and hence
ψ
n
∈ D
f
. Moreover, ψ
n
→ ψ by (3.17) since χ
Ωn
→ 1 in L
2
(R, dµ
ψ
).
The operator P(f) has some additional properties. One calls an un-
bounded operator A normal if D(A) = D(A

) and |Aψ| = |A

ψ| for all
ψ ∈ D(A).
Theorem 3.2. For any Borel function f, the operator
P(f) =
_
R
f(λ)dP(λ), D(P(f)) = D
f
, (3.25)
is normal and satisfies
P(f)

= P(f

). (3.26)
Proof. Let f be given and define f
n
, Ω
n
as above. Since (3.26) holds for
f
n
by our previous theorem, we get
¸ϕ, P(f)ψ) = ¸P(f

)ϕ, ψ) (3.27)
80 3. The spectral theorem
for any ϕ, ψ ∈ D
f
= D(f

) by continuity. Thus it remains to show that
D(P(f)

) ⊆ D
f
. If ψ ∈ D(P(f)

) we have ¸ψ, P(f)ϕ) = ¸
˜
ψ, ϕ) for all
ϕ ∈ D
f
by definition. Now observe that P(f

n
)ψ = P(Ω
n
)
˜
ψ since we have
¸P(f

n
)ψ, ϕ) = ¸ψ, P(f
n
)ϕ) = ¸ψ, P(f)P(Ω
n
)ϕ) = ¸P(Ω
n
)
˜
ψ, ϕ) (3.28)
for any ϕ ∈ H. To see the second equality use P(f
n
)ϕ = P(f
m
χ
n
)ϕ =
P(f
m
)P(Ω
n
)ϕ for m ≥ n and let m → ∞. This proves existence of the limit
lim
n→∞
_
R
[f
n
[
2

ψ
(λ) = lim
n→∞
|P(f

n
)ψ|
2
= lim
n→∞
|P(Ω
n
)
˜
ψ|
2
= |
˜
ψ|
2
, (3.29)
which implies f ∈ L
2
(R, dµ
ψ
), that is, ψ ∈ D
f
. That P(f) is normal follows
from |P(f)ψ|
2
= |P(f

)ψ|
2
=
_
R
[f(λ)[
2

ψ
.
These considerations seem to indicate some kind of correspondence be-
tween the operators P(f) in H and f in L
2
(R, dµ
ψ
). Recall that U : H →
˜
H is
called unitary if it is a bijection which preserves scalar products ¸Uϕ, Uψ) =
¸ϕ, ψ). The operators A in H and
˜
A in
˜
H are said to be unitarily equiva-
lent if
UA =
˜
AU, UD(A) = D(
˜
A). (3.30)
Clearly, A is self-adjoint if and only if
˜
A is and σ(A) = σ(
˜
A).
Now let us return to our original problem and consider the subspace
H
ψ
= ¦P(f)ψ[f ∈ L
2
(R, dµ
ψ
)¦ ⊆ H. (3.31)
Observe that this subspace is closed: If ψ
n
= P(f
n
)ψ converges in H, then
f
n
converges to some f in L
2
(since |ψ
n
− ψ
m
|
2
=
_
[f
n
− f
m
[
2

ψ
) and
hence ψ
n
→ P(f)ψ.
The vector ψ is called cyclic if H
ψ
= H. By (3.17), the relation
U
ψ
(P(f)ψ) = f (3.32)
defines a unique unitary operator U
ψ
: H
ψ
→ L
2
(R, dµ
ψ
) such that
U
ψ
P(f) = fU
ψ
, (3.33)
where f is identified with its corresponding multiplication operator. More-
over, if f is unbounded we have U
ψ
(D
f
∩H
ψ
) = D(f) = ¦g ∈ L
2
(R, dµ
ψ
)[fg ∈
L
2
(R, dµ
ψ
)¦ (since ϕ = P(f)ψ implies dµ
ϕ
= [f[
2

ψ
) and the above equa-
tion still holds.
If ψ is cyclic, our picture is complete. Otherwise we need to extend this
approach. A set ¦ψ
j
¦
j∈J
(J some index set) is called a set of spectral vectors
if |ψ
j
| = 1 and H
ψ
i
⊥ H
ψ
j
for all i ,= j. A set of spectral vectors is called a
spectral basis if

j
H
ψ
j
= H. Luckily a spectral basis always exist:
3.1. The spectral theorem 81
Lemma 3.3. For every projection valued measure P, there is an (at most
countable) spectral basis ¦ψ
n
¦ such that
H =

n
H
ψn
(3.34)
and a corresponding unitary operator
U =

n
U
ψn
: H →

n
L
2
(R, dµ
ψn
) (3.35)
such that for any Borel function f,
UP(f) = fU, UD
f
= D(f). (3.36)
Proof. It suffices to show that a spectral basis exists. This can be easily
done using a Gram-Schmidt type construction. First of all observe that if
¦ψ
j
¦
j∈J
is a spectral set and ψ ⊥ H
ψ
j
for all j we have H
ψ
⊥ H
ψ
j
for all j.
Indeed, ψ ⊥ H
ψ
j
implies P(g)ψ ⊥ H
ψ
j
for every bounded function g since
¸P(g)ψ, P(f)ψ
j
) = ¸ψ, P(g

f)ψ
j
) = 0. But P(g)ψ with g bounded is dense
in H
ψ
implying H
ψ
⊥ H
ψ
j
.
Now start with some total set ¦
˜
ψ
j
¦. Normalize
˜
ψ
1
and choose this to be
ψ
1
. Move to the first
˜
ψ
j
which is not in H
ψ
1
, take the orthogonal complement
with respect to H
ψ
1
and normalize it. Choose the result to be ψ
2
. Proceeding
like this we get a set of spectral vectors ¦ψ
j
¦ such that span¦
˜
ψ
j
¦ ⊆

j
H
ψ
j
.
Hence H = span¦
˜
ψ
j
¦ ⊆

j
H
ψ
j
.
It is important to observe that the cardinality of a spectral basis is not
well-defined (in contradistinction to the cardinality of an ordinary basis of
the Hilbert space). However, it can be at most equal to the cardinality of an
ordinary basis. In particular, since H is separable, it is at most countable.
The minimal cardinality of a spectral basis is called spectral multiplicity
of P. If the spectral multiplicity is one, the spectrum is called simple.
Example. Let H = C
2
and A =
_
0 0
0 1
_
. Then ψ
1
= (1, 0) and ψ
2
=
(0, 1) are a spectral basis. However, ψ = (1, 1) is cyclic and hence the
spectrum of A is simple. If A =
_
1 0
0 1
_
there is no cyclic vector (why)
and hence the spectral multiplicity is two.
Using this canonical form of projection valued measures it is straight-
forward to prove
Lemma 3.4. Let f, g be Borel functions and α, β ∈ C. Then we have
αP(f) +βP(g) ⊆ P(αf +βg), D(αP(f) +βP(g)) = D
|f|+|g|
(3.37)
82 3. The spectral theorem
and
P(f)P(g) ⊆ P(f g), D(P(f)P(g)) = D
g
∩ D
f g
. (3.38)
Now observe, that to every projection valued measure P we can assign a
self-adjoint operator A =
_
R
λdP(λ). The question is whether we can invert
this map. To do this, we consider the resolvent R
A
(z) =
_
R
(λ −z)
−1
dP(λ).
By (3.16) the corresponding quadratic form is given by
F
ψ
(z) = ¸ψ, R
A
(z)ψ) =
_
R
1
λ −z

ψ
(λ), (3.39)
which is know as the Borel transform of the measure µ
ψ
. It can be shown
(see Section 3.4) that F
ψ
(z) is a holomorphic map from the upper half
plane to itself. Such functions are called Herglotz functions. Moreover,
the measure µ
ψ
can be reconstructed from F
ψ
(z) by Stieltjes inversion
formula
µ
ψ
(λ) = lim
δ↓0
lim
ε↓0
1
π
_
λ+δ
−∞
Im(F
ψ
(t + iε))dt. (3.40)
Conversely, if F
ψ
(z) is a Herglotz function satisfying [F(z)[ ≤
M
Im(z)
, then it
is the Borel transform of a unique measure µ
ψ
(given by Stieltjes inversion
formula).
So let A be a given self-adjoint operator and consider the expectation of
the resolvent of A,
F
ψ
(z) = ¸ψ, R
A
(z)ψ). (3.41)
This function is holomorphic for z ∈ ρ(A) and satisfies
F
ψ
(z

) = F
ψ
(z)

and [F
ψ
(z)[ ≤
|ψ|
2
Im(z)
(3.42)
(see Theorem 2.14). Moreover, the first resolvent formula (2.80) shows
Im(F
ψ
(z)) = Im(z)|R
A
(z)ψ|
2
(3.43)
that it maps the upper half plane to itself, that is, it is a Herglotz function.
So by our above remarks, there is a corresponding measure µ
ψ
(λ) given by
Stieltjes inversion formula. It is called spectral measure corresponding to
ψ.
More generally, by polarization, for each ϕ, ψ ∈ H we can find a corre-
sponding complex measure µ
ϕ,ψ
such that
¸ϕ, R
A
(z)ψ) =
_
R
1
λ −z

ϕ,ψ
(λ). (3.44)
The measure µ
ϕ,ψ
is conjugate linear in ϕ and linear in ψ. Moreover, a
comparison with our previous considerations begs us to define a family of
3.1. The spectral theorem 83
operators P
A
(Ω) via
¸ϕ, P
A
(Ω)ψ) =
_
R
χ

(λ)dµ
ϕ,ψ
(λ). (3.45)
This is indeed possible by Corollary 1.8 since [¸ϕ, P
A
(Ω)ψ)[ = [µ
ϕ,ψ
(Ω)[ ≤
|ϕ| |ψ|. The operators P
A
(Ω) are non negative (0 ≤ ¸ψ, P
A
(Ω)ψ) ≤ 1) and
hence self-adjoint.
Lemma 3.5. The family of operators P
A
(Ω) forms a projection valued mea-
sure.
Proof. We first show P
A
(Ω
1
)P
A
(Ω
2
) = P
A
(Ω
1
∩ Ω
2
) in two steps. First
observe (using the first resolvent formula (2.80))
_
R
1
λ − ˜ z

R
A
(z

)ϕ,ψ
(λ) = ¸R
A
(z

)ϕ, R
A
(˜ z)ψ) = ¸ϕ, R
A
(z)R
A
(˜ z)ψ)
=
1
z − ˜ z
(¸ϕ, R
A
(z)ψ) −¸ϕ, R
A
(˜ z)ψ))
=
1
z − ˜ z
_
R
_
1
λ −z

1
λ − ˜ z
_

ϕ,ψ
(λ) =
_
R
1
λ − ˜ z

ϕ,ψ
(λ)
λ −z
(3.46)
implying dµ
R
A
(z

)ϕ,ψ
(λ) = (λ − z)
−1

ϕ,ψ
(λ) since a Herglotz function is
uniquely determined by its measure. Secondly we compute
_
R
1
λ −z

ϕ,P
A
(Ω)ψ
(λ) = ¸ϕ, R
A
(z)P
A
(Ω)ψ) = ¸R
A
(z

)ϕ, P
A
(Ω)ψ)
=
_
R
χ

(λ)dµ
R
A
(z

)ϕ,ψ
(λ) =
_
R
1
λ −z
χ

(λ)dµ
ϕ,ψ
(λ)
implying dµ
ϕ,P
A
(Ω)ψ
(λ) = χ

(λ)dµ
ϕ,ψ
(λ). Equivalently we have
¸ϕ, P
A
(Ω
1
)P
A
(Ω
2
)ψ) = ¸ϕ, P
A
(Ω
1
∩ Ω
2
)ψ) (3.47)
since χ

1
χ

2
= χ

1
∩Ω
2
. In particular, choosing Ω
1
= Ω
2
, we see that
P
A
(Ω
1
) is a projector.
The relation P
A
(R) = I follows from (3.93) below and Lemma 2.18 which
imply µ
ψ
(R) = |ψ|
2
.
Now let Ω =


n=1

n
with Ω
n
∩ Ω
m
= ∅ for n ,= m. Then
n

j=1
¸ψ, P
A
(Ω
j
)ψ) =
n

j=1
µ
ψ
(Ω
j
) → ¸ψ, P
A
(Ω)ψ) = µ
ψ
(Ω) (3.48)
by σ-additivity of µ
ψ
. Hence P
A
is weakly σ-additive which implies strong
σ-additivity, as pointed out earlier.
Now we can prove the spectral theorem for self-adjoint operators.
84 3. The spectral theorem
Theorem 3.6 (Spectral theorem). To every self-adjoint operator A there
corresponds a unique projection valued measure P
A
such that
A =
_
R
λdP
A
(λ). (3.49)
Proof. Existence has already been established. Moreover, Lemma 3.4 shows
that P
A
((λ−z)
−1
) = R
A
(z), z ∈ C¸R. Since the measures µ
ϕ,ψ
are uniquely
determined by the resolvent and the projection valued measure is uniquely
determined by the measures µ
ϕ,ψ
we are done.
The quadratic form of A is given by
q
A
(ψ) =
_
R
λdµ
ψ
(λ) (3.50)
and can be defined for every ψ in the form domain self-adjoint operator
Q(A) = ¦ψ ∈ H[
_
R
[λ[dµ
ψ
(λ) < ∞¦ (3.51)
(which is larger than the domain D(A) = ¦ψ ∈ H[
_
R
λ
2

ψ
(λ) < ∞¦). This
extends our previous definition for non-negative operators.
Note, that if Aand
˜
Aare unitarily equivalent as in (3.30), then UR
A
(z) =
R
˜
A
(z)U and hence

ψ
= d˜ µ

. (3.52)
In particular, we have UP
A
(f) = P
˜
A
(f)U, UD(P
A
(f)) = D(P
˜
A
(f)).
Finally, let us give a characterization of the spectrum of A in terms of
the associated projectors.
Theorem 3.7. The spectrum of A is given by
σ(A) = ¦λ ∈ R[P
A
((λ −ε, λ +ε)) ,= 0 for all ε > 0¦. (3.53)
Proof. Let Ω
n
= (λ
0

1
n
, λ
0
+
1
n
). Suppose P
A
(Ω
n
) ,= 0. Then we can find
a ψ
n
∈ P
A
(Ω
n
)H with |ψ
n
| = 1. Since
|(A−λ
0

n
|
2
= |(A−λ
0
)P
A
(Ω
n

n
|
2
=
_
R
(λ −λ
0
)
2
χ
Ωn
(λ)dµ
ψn
(λ) ≤
1
n
2
(3.54)
we conclude λ
0
∈ σ(A) by Lemma 2.12.
Conversely, if P
A
((λ
0
−ε, λ
0
+ε)) = 0, set f
ε
(λ) = χ
R\(λ
0
−ε,λ
0
+ε)
(λ)(λ−
λ
0
)
−1
. Then
(A−λ
0
)P
A
(f
ε
) = P
A
((λ −λ
0
)f
ε
(λ)) = P
A
(R¸(λ
0
−ε, λ
0
+ε)) = I. (3.55)
Similarly P
A
(f
ε
)(A−λ
0
) = I[
D(A)
and hence λ
0
∈ ρ(A).
3.2. More on Borel measures 85
Thus P
A
((λ
1
, λ
2
)) = 0 if and only if (λ
1
, λ
2
) ⊆ ρ(A) and we have
P
A
(σ(A)) = I and P
A
(R ∩ ρ(A)) = 0 (3.56)
and consequently
P
A
(f) = P
A
(σ(A))P
A
(f) = P
A

σ(A)
f). (3.57)
In other words, P
A
(f) is not affected by the values of f on R¸σ(A)!
It is clearly more intuitive to write P
A
(f) = f(A) and we will do so from
now on. This notation is justified by the elementary observation
P
A
(
n

j=0
α
j
λ
j
) =
n

j=0
α
j
A
j
. (3.58)
Moreover, this also shows that if A is bounded and f(A) can be defined via
a convergent power series, then this agrees with our present definition by
Theorem 3.1.
Problem 3.1. Show that a self-adjoint operator P is a projection if and
only if σ(P) ⊆ ¦0, 1¦.
Problem 3.2. Show that (3.7) is a projection valued measure. What is the
corresponding operator?
Problem 3.3. Show that P(λ) satisfies the properties (i)–(iv).
Problem 3.4 (Polar decomposition). Let A be a bounded operator and set
[A[ =

A

A. Show that
|[A[ψ| = |Aψ|.
Conclude that Ker(A) = Ker([A[) = Ran([A[)

and that
U =
_
ϕ = [A[ψ → Aψ if ϕ ∈ Ran([A[)
ϕ → 0 if ϕ ∈ Ker([A[)
extends to a well-defined partial isometry, that is, U : Ker(U)

→ H is
norm preserving.
In particular, we have the polar decomposition
A = U[A[.
Problem 3.5. Compute [A[ =

A

A of A = ¸ϕ, .)ψ.
3.2. More on Borel measures
Section 3.1 showed that in order to understand self-adjoint operators, one
needs to understand multiplication operators on L
2
(R, dµ), where dµ is a
finite Borel measure. This is the purpose of the present section.
86 3. The spectral theorem
The set of all growth points, that is,
σ(µ) = ¦λ ∈ R[µ((λ −ε, λ +ε)) > 0 for all ε > 0¦, (3.59)
is called the spectrum of µ. Invoking Morea’s together with Fubini’s theorem
shows that the Borel transform
F(z) =
_
R
1
λ −z
dµ(λ) (3.60)
is holomorphic for z ∈ C¸σ(µ). The converse following from Stieltjes inver-
sion formula. Associated with this measure is the operator
Af(λ) = λf(λ), D(A) = ¦f ∈ L
2
(R, dµ)[λf(λ) ∈ L
2
(R, dµ)¦. (3.61)
By Theorem 3.7 the spectrum of A is precisely the spectrum of µ, that is,
σ(A) = σ(µ). (3.62)
Note that 1 ∈ L
2
(R, dµ) is a cyclic vector for A and that

g,f
(λ) = g(λ)

f(λ)dµ(λ). (3.63)
Now what can we say about the function f(A) (which is precisely the
multiplication operator by f) of A? We are only interested in the case where
f is real-valued. Introduce the measure
(f

µ)(Ω) = µ(f
−1
(Ω)), (3.64)
then
_
R
g(λ)d(f

µ)(λ) =
_
R
g(f(λ))dµ(λ). (3.65)
In fact, it suffices to check this formula for simple functions g which follows
since χ

◦ f = χ
f
−1
(Ω)
. In particular, we have
P
f(A)
(Ω) = χ
f
−1
(Ω)
. (3.66)
It is tempting to conjecture that f(A) is unitarily equivalent to multi-
plication by λ in L
2
(R, d(f

µ)) via the map
L
2
(R, d(f

µ)) → L
2
(R, dµ), g → g ◦ f. (3.67)
However, this map is only unitary if its range is L
2
(R, dµ), that is, if f is
injective.
Lemma 3.8. Suppose f is injective, then
U : L
2
(R, dµ) → L
2
(R, d(f

µ)), g → g ◦ f
−1
(3.68)
is a unitary map such that Uf(λ) = λ.
3.2. More on Borel measures 87
Example. Let f(λ) = λ
2
, then (g ◦ f)(λ) = g(λ
2
) and the range of the
above map is given by the symmetric functions. Note that we can still
get a unitary map L
2
(R, d(f

µ)) ⊕ L
2
(R, χd(f

µ)) → L
2
(R, dµ), (g
1
, g
2
) →
g
1

2
) +g
2

2
)(χ(λ) −χ(−λ)), where χ = χ
(0,∞)
.
Lemma 3.9. Let f be real-valued. The spectrum of f(A) is given by
σ(f(A)) = σ(f

µ). (3.69)
In particular,
σ(f(A)) ⊆ f(σ(A)), (3.70)
where equality holds if f is continuous and the closure can be dropped if, in
addition, σ(A) is bounded (i.e., compact).
Proof. If λ
0
∈ σ(f

µ), then the sequence g
n
= µ(Ω
n
)
−1/2
χ
Ωn
, Ω
n
=
f
−1
((λ
0

1
n
, λ
0
+
1
n
)), satisfies |g
n
| = 1, |(f(A) −λ
0
)g
n
| < n
−1
and hence
λ
0
∈ σ(f(A)). Conversely, if λ
0
,∈ σ(f

µ), then µ(Ω
n
) = 0 for some n and
hence we can change f on Ω
n
such that f(R) ∩(λ
0

1
n
, λ
0
+
1
n
) = ∅ without
changing the corresponding operator. Thus (f(A) −λ
0
)
−1
= (f(λ) −λ
0
)
−1
exists and is bounded, implying λ
0
,∈ σ(f(A)).
If f is continuous, f
−1
(f(λ) − ε, f(λ) + ε) contains an open interval
around λ and hence f(λ) ∈ σ(f(A)) if λ ∈ σ(A). If, in addition, σ(A) is
compact, then f(σ(A)) is compact and hence closed.
If two operators with simple spectrum are unitarily equivalent can be
read off from the corresponding measures:
Lemma 3.10. Let A
1
, A
2
be self-adjoint operators with simple spectrum and
corresponding spectral measures µ
1
and µ
2
of cyclic vectors. Then A
1
and
A
2
are unitarily equivalent if and only if µ
1
and µ
2
are mutually absolutely
continuous.
Proof. Without restriction we can assume that A
j
is multiplication by λ
in L
2
(R, dµ
j
). Let U : L
2
(R, dµ
1
) → L
2
(R, dµ
2
) be a unitary map such that
UA
1
= A
2
U. Then we also have Uf(A
1
) = f(A
2
)U for any bounded Borel
Function and hence
Uf(λ) = Uf(λ) 1 = f(λ)U(1)(λ) (3.71)
and thus U is multiplication by u(λ) = U(1)(λ). Moreover, since U is
unitary we have
µ
1
(Ω) =
_
R


[
2

1
=
_
R
[uχ

[
2

2
=
_

[u[
2

2
, (3.72)
that is, dµ
1
= [u[
2

2
. Reversing the role of A
1
and A
2
we obtain dµ
2
=
[v[
2

1
, where v = U
−1
1.
88 3. The spectral theorem
The converse is left as an exercise (Problem 3.10.)
Next we recall the unique decomposition of µ with respect to Lebesgue
measure,
dµ = dµ
ac
+dµ
s
, (3.73)
where µ
ac
is absolutely continuous with respect to Lebesgue measure (i.e.,
we have µ
ac
(B) = 0 for all B with Lebesgue measure zero) and µ
s
is singular
with respect to Lebesgue measure (i.e., µ
s
is supported, µ
s
(R¸B) = 0, on
a set B with Lebesgue measure zero). The singular part µ
s
can be further
decomposed into a (singularly) continuous and a pure point part,

s
= dµ
sc
+dµ
pp
, (3.74)
where µ
sc
is continuous on R and µ
pp
is a step function. Since the measures

ac
, dµ
sc
, and dµ
pp
are mutually singular, they have mutually disjoint
supports M
ac
, M
sc
, and M
pp
. Note that these sets are not unique. We will
choose them such that M
pp
is the set of all jumps of µ(λ) and such that M
sc
has Lebesgue measure zero.
To the sets M
ac
, M
sc
, and M
pp
correspond projectors P
ac
= χ
Mac
(A),
P
sc
= χ
Msc
(A), and P
pp
= χ
Mpp
(A) satisfying P
ac
+ P
sc
+ P
pp
= I. In
other words, we have a corresponding direct sum decomposition of both our
Hilbert space
L
2
(R, dµ) = L
2
(R, dµ
ac
) ⊕L
2
(R, dµ
sc
) ⊕L
2
(R, dµ
pp
) (3.75)
and our operator A
A = (AP
ac
) ⊕(AP
sc
) ⊕(AP
pp
). (3.76)
The corresponding spectra, σ
ac
(A) = σ(µ
ac
), σ
sc
(A) = σ(µ
sc
), and σ
pp
(A) =
σ(µ
pp
) are called the absolutely continuous, singularly continuous, and pure
point spectrum of A, respectively.
It is important to observe that σ
pp
(A) is in general not equal to the set
of eigenvalues
σ
p
(A) = ¦λ ∈ R[λ is an eigenvalue of A¦ (3.77)
since we only have σ
pp
(A) = σ
p
(A).
Example. let H =
2
(N) and let A be given by Aδ
n
=
1
n
δ
n
, where δ
n
is the sequence which is 1 at the n’th place and zero else (that is, A is
a diagonal matrix with diagonal elements
1
n
). Then σ
p
(A) = ¦
1
n
[n ∈ N¦
but σ(A) = σ
pp
(A) = σ
p
(A) ∪ ¦0¦. To see this, just observe that δ
n
is the
eigenvector corresponding to the eigenvalue
1
n
and for z ,∈ σ(A) we have
R
A
(z)δ
n
=
n
1−nz
δ
n
. At z = 0 this formula still gives the inverse of A, but
it is unbounded and hence 0 ∈ σ(A) but 0 ,∈ σ
p
(A). Since a continuous
measure cannot live on a single point and hence also not on a countable set,
we have σ
ac
(A) = σ
sc
(A) = ∅.
3.3. Spectral types 89
Example. An example with purely absolutely continuous spectrum is given
by taking µ to be Lebesgue measure. An example with purely singularly
continuous spectrum is given by taking µ to be the Cantor measure.
Problem 3.6. Construct a multiplication operator on L
2
(R) which has
dense point spectrum.
Problem 3.7. Let λ be Lebesgue measure on R. Show that if f ∈ AC(R)
with f

> 0, then
d(f

λ) =
1
f

(λ)
dλ. (3.78)
Problem 3.8. Let dµ(λ) = χ
[0,1]
(λ)dλ and f(λ) = χ
(−∞,t]
, t ∈ R. Compute
f

µ.
Problem 3.9. Let A be the multiplication operator by the Cantor function
in L
2
(0, 1). Compute the spectrum of A. Determine the spectral types.
Problem 3.10. Show the missing direction in the proof of Lemma 3.10.
3.3. Spectral types
Our next aim is to transfer the results of the previous section to arbitrary
self-adjoint operators A using Lemma 3.3. To do this we will need a spectral
measure which contains the information from all measures in a spectral basis.
This will be the case if there is a vector ψ such that for every ϕ ∈ H its
spectral measureµ
ϕ
is absolutely continuous with respect to µ
ψ
. Such a
vector will be called a maximal spectral vector of A and µ
ψ
will be
called a maximal spectral measure of A.
Lemma 3.11. For every self-adjoint operator A there is a maximal spectral
vector.
Proof. Let ¦ψ
j
¦
j∈J
be a spectral basis and choose nonzero numbers ε
j
with

j∈J

j
[
2
= 1. Then I claim that
ψ =

j∈J
ε
j
ψ
j
(3.79)
is a maximal spectral vector. Let ϕ be given, then we can write it as ϕ =

j
f
j
(A)ψ
j
and hence dµ
ϕ
=

j
[f
j
[
2

ψ
j
. But µ
ψ
(Ω) =

j

j
[
2
µ
ψ
j
(Ω) =
0 implies µ
ψ
j
(Ω) = 0 for every j ∈ J and thus µ
ϕ
(Ω) = 0.
A set ¦ψ
j
¦ of spectral vectors is called ordered if ψ
k
is a maximal
spectral vector for A restricted to (

k−1
j=1
H
ψ
j
)

. As in the unordered case
one can show
90 3. The spectral theorem
Theorem 3.12. For every self-adjoint operator there is an ordered spectral
basis.
Observe that if ¦ψ
j
¦ is an ordered spectral basis, then µ
ψ
j+1
is absolutely
continuous with respect to µ
ψ
j
.
If µ is a maximal spectral measure we have σ(A) = σ(µ) and the follow-
ing generalization of Lemma 3.9 holds.
Theorem 3.13 (Spectral mapping). Let µ be a maximal spectral measure
and let f be real-valued. Then the spectrum of f(A) is given by
σ(f(A)) = ¦λ ∈ R[µ(f
−1
(λ −ε, λ +ε)) > 0 for all ε > 0¦. (3.80)
In particular,
σ(f(A)) ⊆ f(σ(A)), (3.81)
where equality holds if f is continuous and the closure can be dropped if, in
addition, σ(A) is bounded.
Next, we want to introduce the splitting (3.75) for arbitrary self-adjoint
operators A. It is tempting to pick a spectral basis and treat each summand
in the direct sum separately. However, since it is not clear that this approach
is independent of the spectral basis chosen, we use the more sophisticated
definition
H
ac
= ¦ψ ∈ H[µ
ψ
is absolutely continuous¦,
H
sc
= ¦ψ ∈ H[µ
ψ
is singularly continuous¦,
H
pp
= ¦ψ ∈ H[µ
ψ
is pure point¦. (3.82)
Lemma 3.14. We have
H = H
ac
⊕H
sc
⊕H
pp
. (3.83)
There are Borel sets M
xx
such that the projector onto H
xx
is given by P
xx
=
χ
Mxx
(A), xx ∈ ¦ac, sc, pp¦. In particular, the subspaces H
xx
reduce A. For
the sets M
xx
one can choose the corresponding supports of some maximal
spectral measure µ.
Proof. We will use the unitary operator U of Lemma 3.3. Pick ϕ ∈ H and
write ϕ =

n
ϕ
n
with ϕ
n
∈ H
ψn
. Let f
n
= Uϕ
n
, then, by construction
of the unitary operator U, ϕ
n
= f
n
(A)ψ
n
and hence dµ
ϕn
= [f
n
[
2

ψn
.
Moreover, since the subspaces H
ψn
are orthogonal, we have

ϕ
=

n
[f
n
[
2

ψn
(3.84)
and hence

ϕ,xx
=

n
[f
n
[
2

ψn,xx
, xx ∈ ¦ac, sc, pp¦. (3.85)
3.4. Appendix: The Herglotz theorem 91
This shows
UH
xx
=

n
L
2
(R, dµ
ψn,xx
), xx ∈ ¦ac, sc, pp¦ (3.86)
and reduces our problem to the considerations of the previous section.
The absolutely continuous, singularly continuous, and pure point
spectrum of A are defined as
σ
ac
(A) = σ(A[
Hac
), σ
sc
(A) = σ(A[
Hsc
), and σ
pp
(A) = σ(A[
Hpp
),
(3.87)
respectively. If µ is a maximal spectral measure we have σ
ac
(A) = σ(µ
ac
),
σ
sc
(A) = σ(µ
sc
), and σ
pp
(A) = σ(µ
pp
).
If A and
˜
A are unitarily equivalent via U, then so are A[
Hxx
and
˜
A[
˜
Hxx
by (3.52). In particular, σ
xx
(A) = σ
xx
(
˜
A).
Problem 3.11. Compute σ(A), σ
ac
(A), σ
sc
(A), and σ
pp
(A) for the multi-
plication operator A =
1
1+x
2
in L
2
(R). What is its spectral multiplicity?
3.4. Appendix: The Herglotz theorem
A holomorphic function F : C
+
→C
+
, C
±
= ¦z ∈ C[ ±Im(z) > 0¦, is called
a Herglotz function. We can define F on C

using F(z

) = F(z)

.
Suppose µ is a finite Borel measure. Then its Borel transform is defined
via
F(z) =
_
R
dµ(λ)
λ −z
. (3.88)
Theorem 3.15. The Borel transform of a finite Borel measure is a Herglotz
function satisfying
[F(z)[ ≤
µ(R)
Im(z)
, z ∈ C
+
. (3.89)
Moreover, the measure µ can be reconstructed via Stieltjes inversion formula
1
2
(µ((λ
1
, λ
2
)) +µ([λ
1
, λ
2
])) = lim
ε↓0
1
π
_
λ
2
λ
1
Im(F(λ + iε))dλ. (3.90)
Proof. By Morea’s and Fubini’s theorem, F is holomorphic on C
+
and the
remaining properties follow from 0 < Im((λ−z)
−1
) and [λ−z[
−1
≤ Im(z)
−1
.
Stieltjes inversion formula follows from Fubini’s theorem and the dominated
convergence theorem since
1
2πi
_
λ
2
λ
1
(
1
x −λ −iε

1
x −λ + iε
)dλ →
1
2
_
χ

1

2
]
(x) +χ

1

2
)
(x)
_
(3.91)
pointwise.
92 3. The spectral theorem
Observe
Im(F(z)) = Im(z)
_
R
dµ(λ)
[λ −z[
2
(3.92)
and
lim
λ→∞
λIm(F(iλ)) = µ(R). (3.93)
The converse of the previous theorem is also true
Theorem 3.16. Suppose F is a Herglotz function satisfying
[F(z)[ ≤
M
Im(z)
, z ∈ C
+
. (3.94)
Then there is a unique Borel measure µ, satisfying µ(R) ≤ M, such that F
is the Borel transform of µ.
Proof. We abbreviate F(z) = v(z) +i w(z) and z = x+i y. Next we choose
a contour
Γ = ¦x + iε +λ[λ ∈ [−R, R]¦ ∪ ¦x + iε +Re

[ϕ ∈ [0, π]¦. (3.95)
and note that z lies inside Γ and z

+ 2iε lies outside Γ if 0 < ε < y < R.
Hence we have by Cauchy’s formula
F(z) =
1
2πi
_
Γ
_
1
ζ −z

1
ζ −z

−2iε
_
F(ζ)dζ. (3.96)
Inserting the explicit form of Γ we see
F(z) =
1
π
_
R
−R
y −ε
λ
2
+ (y −ε)
2
F(x + iε +λ)dλ
+
i
π
_
π
0
y −ε
R
2
e
2iϕ
+ (y −ε)
2
F(x + iε +Re

)Re

dϕ. (3.97)
The integral over the semi circle vanishes as R → ∞ and hence we obtain
F(z) =
1
π
_
R
y −ε
(λ −x)
2
+ (y −ε)
2
F(λ + iε)dλ (3.98)
and taking imaginary parts
w(z) =
_
R
φ
ε
(λ)w
ε
(λ)dλ, (3.99)
where φ
ε
(λ) = (y−ε)/((λ−x)
2
+(y−ε)
2
) and w
ε
(λ) = w(λ+iε)/π. Letting
y → ∞ we infer from our bound
_
R
w
ε
(λ)dλ ≤ M. (3.100)
In particular, since [φ
ε
(λ) −φ
0
(λ)[ ≤ const ε we have
w(z) = lim
ε↓0
_
R
φ
0
(λ)dµ
ε
(λ), (3.101)
3.4. Appendix: The Herglotz theorem 93
where µ
ε
(λ) =
_
λ
−∞
w
ε
(x)dx. It remains to establish that the monotone
functions µ
ε
converge properly. Since 0 ≤ µ
ε
(λ) ≤ M, there is a convergent
subsequence for fixed λ. Moreover, by the standard diagonal trick, there
is even a subsequence ε
n
such that µ
εn
(λ) converges for each rational λ.
For irrational λ we set µ(λ
0
) = inf
λ≥λ
0
¦µ(λ)[λ rational¦. Then µ(λ) is
monotone, 0 ≤ µ(λ
1
) ≤ µ(λ
2
) ≤ M, λ
1
≤ λ
2
, and we claim
w(z) =
_
R
φ
0
(λ)dµ(λ). (3.102)
Fix δ > 0 and let λ
1
< λ
2
< < λ
m+1
be rational numbers such that

j+1
−λ
j
[ ≤ δ and λ
1
≤ x −
y
3
δ
, λ
m+1
≥ x +
y
3
δ
. (3.103)
Then (since [φ

0
(λ)[ ≤ y
−2
)

0
(λ) −φ
0

j
)[ ≤
δ
y
2
, λ
j
≤ λ ≤ λ
j+1
, (3.104)
and

0
(λ)[ ≤
δ
y
2
, λ ≤ λ
1
or λ
m+1
≤ λ. (3.105)
Now observe
[
_
R
φ
0
(λ)dµ(λ) −
_
R
φ
0
(λ)dµ
εn
(λ)[ ≤
[
_
R
φ
0
(λ)dµ(λ) −
m

j=1
φ
0

j
)(µ(λ
j+1
) −µ(λ
j
))[
+[
m

j=1
φ
0

j
)(µ(λ
j+1
) −µ(λ
j
) −µ
εn

j+1
) +µ
εn

j
))
+[
_
R
φ
0
(λ)dµ
εn
(λ) −
m

j=1
φ
0

j
)(µ
εn

j+1
) −µ
εn

j
))[ (3.106)
The first and third term can be bounded by 2Mδ/y
2
. Moreover, since
φ
0
(y) ≤ 1/y we can find an N ∈ N such that
[µ(λ
j
) −µ
εn

j
)[ ≤
y
2m
δ, n ≥ N, (3.107)
and hence the second term is bounded by δ. In summary, the difference in
(3.106) can be made arbitrarily small.
Now F(z) and
_
R
(λ−z)
−1
dµ(λ) have the same imaginary part and thus
they only differ by a real constant. By our bound this constant must be
zero.
The Radon-Nikodym derivative of µ can be obtained from the boundary
values of F.
94 3. The spectral theorem
Theorem 3.17. Let µ be a finite Borel measure and F its Borel transform,
then
(Dµ)(λ) ≤ liminf
ε↓0
1
π
F(λ + iε) ≤ limsup
ε↓0
1
π
F(λ + iε) ≤ (Dµ)(λ). (3.108)
Proof. We need to estimate
Im(F(λ + iε)) =
_
R
K
ε
(t)dµ(t), K
ε
(t) =
ε
t
2

2
. (3.109)
We first split the integral into two parts
Im(F(λ+iε)) =
_
I
δ
K
ε
(t−λ)dµ(t)+
_
R\I
δ
K
ε
(t−λ)µ(t), I
δ
= (λ−δ, λ+δ).
(3.110)
Clearly the second part can be estimated by
_
R\I
δ
K
ε
(t −λ)µ(t) ≤ K
ε
(δ)µ(R). (3.111)
To estimate the first part we integrate
K

ε
(s) ds dµ(t) (3.112)
over the triangle ¦(s, t)[λ − s < t < λ + s, 0 < s < δ¦ = ¦(s, t)[λ − δ < t <
λ +δ, t −λ < s < δ¦ and obtain
_
δ
0
µ(I
s
)K

ε
(s)ds =
_
I
δ
(K(δ) −K
ε
(t −λ))dµ(t). (3.113)
Now suppose there is are constants c and C such that c ≤
µ(Is)
2s
≤ C,
0 ≤ s ≤ δ, then
2c arctan(
δ
ε
) ≤
_
I
δ
K
ε
(t −λ)dµ(t) ≤ 2C arctan(
δ
ε
) (3.114)
since
δK
ε
(δ) +
_
δ
0
−sK

ε
(s)ds = arctan(
δ
ε
). (3.115)
Thus the claim follows combining both estimates.
As a consequence of Theorem A.34 and Theorem A.35 we obtain
Theorem 3.18. Let µ be a finite Borel measure and F its Borel transform,
then the limit
Im(F(λ)) = lim
ε↓0
1
π
Im(F(λ + iε)) (3.116)
exists a.e. with respect to both µ and Lebesgue measure (finite or infinite)
and
(Dµ)(λ) =
1
π
Im(F(λ)) (3.117)
whenever (Dµ)(λ) exists.
3.4. Appendix: The Herglotz theorem 95
Moreover, the set ¦λ[F(λ) = ∞¦ is a support for the singularly and
¦λ[F(λ) < ∞¦ is a support for the absolutely continuous part.
In particular,
Corollary 3.19. The measure µ is purely absolutely continuous on I if
limsup
ε↓0
Im(F(λ + iε)) < ∞ for all λ ∈ I.
Chapter 4
Applications of the
spectral theorem
This chapter can be mostly skipped on first reading. You might want to have a
look at the first section and the come back to the remaining ones later.
Now let us show how the spectral theorem can be used. We will give a
few typical applications:
Firstly we will derive an operator valued version of of Stieltjes’ inversion
formula. To do this, we need to show how to integrate a family of functions
of A with respect to a parameter. Moreover, we will show that these integrals
can be evaluated by computing the corresponding integrals of the complex
valued functions.
Secondly we will consider commuting operators and show how certain
facts, which are known to hold for the resolvent of an operator A, can be
established for a larger class of functions.
Then we will show how the eigenvalues below the essential spectrum and
dimension of RanP
A
(Ω) can be estimated using the quadratic form.
Finally, we will investigate tensor products of operators.
4.1. Integral formulas
We begin with the first task by having a closer look at the projector P
A
(Ω).
They project onto subspaces corresponding to expectation values in the set
Ω. In particular, the number
¸ψ, χ

(A)ψ) (4.1)
97
98 4. Applications of the spectral theorem
is the probability for a measurement of a to lie in Ω. In addition, we have
¸ψ, Aψ) =
_

λdµ
ψ
(λ) ∈ hull(Ω), ψ ∈ P
A
(Ω)H, |ψ| = 1, (4.2)
where hull(Ω) is the convex hull of Ω.
The space Ranχ

0
}
(A) is called the eigenspace corresponding to λ
0
since we have
¸ϕ, Aψ) =
_
R
λχ

0
}
(λ)dµ
ϕ,ψ
(λ) = λ
0
_
R

ϕ,ψ
(λ) = λ
0
¸ϕ, ψ) (4.3)
and hence Aψ = λ
0
ψ for all ψ ∈ Ranχ

0
}
(A). The dimension of the
eigenspace is called the multiplicity of the eigenvalue.
Moreover, since
lim
ε↓0
−iε
λ −λ
0
−iε
= χ

0
}
(λ) (4.4)
we infer from Theorem 3.1 that
lim
ε↓0
−iεR
A

0
+ iε)ψ = χ

0
}
(A)ψ. (4.5)
Similarly, we can obtain an operator valued version of Stieltjes’ inversion
formula. But first we need to recall a few facts from integration in Banach
spaces.
We will consider the case of mappings f : I → X where I = [t
0
, t
1
] ⊂ R is
a compact interval and X is a Banach space. As before, a function f : I → X
is called simple if the image of f is finite, f(I) = ¦x
i
¦
n
i=1
, and if each inverse
image f
−1
(x
i
), 1 ≤ i ≤ n, is a Borel set. The set of simple functions S(I, X)
forms a linear space and can be equipped with the sup norm
|f|

= sup
t∈I
|f(t)|. (4.6)
The corresponding Banach space obtained after completion is called the set
of regulated functions R(I, X).
Observe that C(I, X) ⊂ R(I, X). In fact, consider the simple function
f
n
=

n−1
i=0
f(s
i

[s
i
,s
i+1
)
, where s
i
= t
0
+ i
t
1
−t
0
n
. Since f ∈ C(I, X) is
uniformly continuous, we infer that f
n
converges uniformly to f.
For f ∈ S(I, X) we can define a linear map
_
: S(I, X) → X by
_
I
f(t)dt =
n

i=1
x
i
[f
−1
(x
i
)[, (4.7)
where [Ω[ denotes the Lebesgue measure of Ω. This map satisfies
|
_
I
f(t)dt| ≤ |f|

(t
1
−t
0
) (4.8)
4.1. Integral formulas 99
and hence it can be extended uniquely to a linear map
_
: R(I, X) → X
with the same norm (t
1
−t
0
) by Theorem 0.24. We even have
|
_
I
f(t)dt| ≤
_
I
|f(t)|dt, (4.9)
which clearly holds for f ∈ S(I, X) und thus for all f ∈ R(I, X) by conti-
nuity. In addition, if ∈ X

is a continuous linear functional, then
(
_
I
f(t)dt) =
_
I
(f(t))dt, f ∈ R(I, X). (4.10)
In particular, if A(t) ∈ R(I, L(H)), then
__
I
A(t)dt
_
ψ =
_
I
(A(t)ψ)dt. (4.11)
If I = R, we say that f : I → X is integrable if f ∈ R([−r, r], X) for all
r > 0 and if |f(t)| is integrable. In this case we can set
_
R
f(t)dt = lim
r→∞
_
[−r,r]
f(t)dt (4.12)
and (4.9) and (4.10) still hold.
We will use the standard notation
_
t
3
t
2
f(s)ds =
_
I
χ
(t
2
,t
3
)
(s)f(s)ds and
_
t
2
t
3
f(s)ds = −
_
t
3
t
2
f(s)ds.
We write f ∈ C
1
(I, X) if
d
dt
f(t) = lim
ε→0
f(t +ε) −f(t)
ε
(4.13)
exists for all t ∈ I. In particular, if f ∈ C(I, X), then F(t) =
_
t
t
0
f(s)ds ∈
C
1
(I, X) and dF/dt = f as can be seen from
|F(t +ε) −F(t) −f(t)ε| = |
_
t+ε
t
(f(s) −f(t))ds| ≤ [ε[ sup
s∈[t,t+ε]
|f(s) −f(t)|.
(4.14)
The important facts for us are the following two results.
Lemma 4.1. Suppose f : I R →C is a bounded Borel function such that
f(., λ) and set F(λ) =
_
I
f(t, λ)dt. Let A be self-adjoint. Then f(t, A) ∈
R(I, L(H)) and
F(A) =
_
I
f(t, A)dt respectively F(A)ψ =
_
I
f(t, A)ψ dt. (4.15)
Proof. That f(t, A) ∈ R(I, L(H)) follows from the spectral theorem, since
it is no restriction to assume that A is multiplication by λ in some L
2
space.
100 4. Applications of the spectral theorem
We compute
¸ϕ, (
_
I
f(t, A)dt)ψ) =
_
I
¸ϕ, f(t, A)ψ)dt
=
_
I
_
R
f(t, λ)dµ
ϕ,ψ
(λ)dt
=
_
R
_
I
f(t, λ)dt dµ
ϕ,ψ
(λ)
=
_
R
F(λ)dµ
ϕ,ψ
(λ) = ¸ϕ, F(A)ψ) (4.16)
by Fubini’s theorem and hence the first claim follows.
Lemma 4.2. Suppose f : R →L(H) is integrable and A ∈ L(H). Then
A
_
R
f(t)dt =
_
R
Af(t)dt respectively
_
R
f(t)dtA =
_
R
f(t)Adt. (4.17)
Proof. It suffices to prove the case where f is simple and of compact sup-
port. But for such functions the claim is straightforward.
Now we can prove Stone’s formula.
Theorem 4.3 (Stone’s formula). Let A be self-adjoint, then
1
2πi
_
λ
2
λ
1
(R
A
(λ + iε) −R
A
(λ −iε))dλ →
1
2
(P
A
([λ
1
, λ
2
]) +P
A
((λ
1
, λ
2
)))
(4.18)
strongly.
Proof. The result follows combining Lemma 4.1 with Theorem 3.1 and
(3.91).
Problem 4.1. Let Γ be a differentiable Jordan curve in ρ(A). Show
χ

(A) =
_
Γ
R
A
(z)dz, (4.19)
where Ω is the intersection of the interior of Γ with R.
4.2. Commuting operators
Now we come to commuting operators. As a preparation we can now prove
Lemma 4.4. Let K ⊆ R be closed. And let C

(K) be the set of all contin-
uous functions on K which vanish at ∞ (if K is unbounded) with the sup
norm. The ∗-algebra generated by the function
λ →
1
λ −z
(4.20)
for one z ∈ C¸K is dense in C

(K).
4.2. Commuting operators 101
Proof. If K is compact, the claim follows directly from the complex Stone–
Weierstraß theorem since (λ
1
−z)
−1
= (λ
2
−z)
−1
implies λ
1
= λ
2
. Otherwise,
replace K by
˜
K = K∪¦∞¦, which is compact, and set (∞−z)
−1
= 0. Then
we can again apply the complex Stone–Weierstraß theorem to conclude that
our ∗-subalgebra is equal to ¦f ∈ C(
˜
K)[f(∞) = 0¦ which is equivalent to
C

(K).
We say that two bounded operators A, B commute if
[A, B] = AB −BA = 0. (4.21)
If A or B is unbounded, we soon run into trouble with this definition since
the above expression might not even make sense for any nonzero vector (e.g.,
take B = ¸ϕ, .)ψ with ψ ,∈ D(A)). To avoid this nuisance we will replace A
by a bounded function of A. A good candidate is the resolvent. Hence if A
is self-adjoint and B is bounded we will say that A and B commute if
[R
A
(z), B] = [R
A
(z

), B] = 0 (4.22)
for one z ∈ ρ(A).
Lemma 4.5. Suppose A is self-adjoint and commutes with the bounded
operator B. Then
[f(A), B] = 0 (4.23)
for any bounded Borel function f. If f is unbounded, the claim holds for
any ψ ∈ D(f(A)).
Proof. Equation (4.22) tell us that (4.23) holds for any f in the ∗-subalgebra
generated by R
A
(z). Since this subalgebra is dense in C

(σ(A)), the claim
follows for all such f ∈ C

(σ(A)). Next fix ψ ∈ H and let f be bounded.
Choose a sequence f
n
∈ C

(σ(A)) converging to f in L
2
(R, dµ
ψ
). Then
Bf(A)ψ = lim
n→∞
Bf
n
(A)ψ = lim
n→∞
f
n
(A)Bψ = f(A)Bψ. (4.24)
If f is unbounded, let ψ ∈ D(f(A)) and choose f
n
as in (3.24). Then
f(A)Bψ = lim
n→∞
f
n
(A)Bψ = lim
n→∞
Bf
n
(A)ψ (4.25)
shows f ∈ L
2
(R, dµ

) (i.e., Bψ ∈ D(f(A))) and f(A)Bψ = BF(A)ψ.
Corollary 4.6. If A is self-adjoint and bounded, then (4.22) holds if and
only if (4.21) holds.
Proof. Since σ(A) is compact, we have λ ∈ C

(σ(A)) and hence (4.21)
follows from (4.23) by our lemma. Conversely, since B commutes with any
polynomial of A, the claim follows from the Neumann series.
As another consequence we obtain
102 4. Applications of the spectral theorem
Theorem 4.7. Suppose A is self-adjoint and has simple spectrum. A bounded
operator B commutes with A if and only if B = f(A) for some bounded Borel
function.
Proof. Let ψ be a cyclic vector for A. By our unitary equivalence it is no
restriction to assume H = L
2
(R, dµ
ψ
). Then
Bg(λ) = Bg(λ) 1 = g(λ)(B1)(λ) (4.26)
since B commutes with the multiplication operator g(λ). Hence B is multi-
plication by f(λ) = (B1)(λ).
The assumption that the spectrum of A is simple is crucial as the exam-
ple A = I shows. Note also that the functions exp(−itA) can also be used
instead of resolvents.
Lemma 4.8. Suppose A is self-adjoint and B is bounded. Then B commutes
with A if and only if
[e
−iAt
, B] = 0 (4.27)
for all t ∈ R.
Proof. It suffices to show [
ˆ
f(A), B] = 0 for f ∈ o(R), since these functions
are dense in C

(R) by the complex Stone–Weierstraß theorem. Here
ˆ
f
denotes the Fourier transform of f, see Section 7.1. But for such f we have
[
ˆ
f(A), B] =
1


[
_
R
f(t)e
−iAt
dt, B] =
1


_
R
f(t)[e
−iAt
, B]dt = 0 (4.28)
by Lemma 4.2.
The extension to the case where B is self-adjoint and unbounded is
straightforward. We say that A and B commute in this case if
[R
A
(z
1
), R
B
(z
2
)] = [R
A
(z

1
), R
B
(z
2
)] = 0 (4.29)
for one z
1
∈ ρ(A) and one z
2
∈ ρ(B) (the claim for z

2
follows by taking
adjoints). From our above analysis it follows that this is equivalent to
[e
−iAt
, e
−iBs
] = 0, t, s ∈ R, (4.30)
respectively
[f(A), g(B)] = 0 (4.31)
for arbitrary bounded Borel functions f and g.
4.3. The min-max theorem 103
4.3. The min-max theorem
In many applications a self-adjoint operator has a number of eigenvalues be-
low the bottom of the essential spectrum. The essential spectrum is obtained
from the spectrum by removing all discrete eigenvalues with finite multiplic-
ity (we will have a closer look at it in Section 6.2). In general there is no way
of computing the lowest eigenvalues and their corresponding eigenfunctions
explicitly. However, one often has some idea how the eigenfunctions might
approximately look like.
So suppose we have a normalized function ψ
1
which is an approximation
for the eigenfunction ϕ
1
of the lowest eigenvalue E
1
. Then by Theorem 2.15
we know that
¸ψ
1
, Aψ
1
) ≥ ¸ϕ
1
, Aϕ
1
) = E
1
. (4.32)
If we add some free parameters to ψ
1
, one can optimize them and obtain
quite good upper bounds for the first eigenvalue.
But is there also something one can say about the next eigenvalues?
Suppose we know the first eigenfunction ϕ
1
, then we can restrict A to the
orthogonal complement of ϕ
1
and proceed as before: E
2
will be the infimum
over all expectations restricted to this subspace. If we restrict to the or-
thogonal complement of an approximating eigenfunction ψ
1
, there will still
be a component in the direction of ϕ
1
left and hence the infimum of the
expectations will be lower than E
2
. Thus the optimal choice ψ
1
= ϕ
1
will
give the maximal value E
2
.
More precisely, let ¦ϕ
j
¦
N
j=1
be an orthonormal basis for the space spanned
by the eigenfunctions corresponding to eigenvalues below the essential spec-
trum. Assume they satisfy (A−E
j

j
= 0, where E
j
≤ E
j+1
are the eigen-
values (counted according to their multiplicity). If the number of eigenvalues
N is finite we set E
j
= inf σ
ess
(A) for j > N and choose ϕ
j
orthonormal
such that |(A−E
j

j
| ≤ ε.
Define
U(ψ
1
, . . . , ψ
n
) = ¦ψ ∈ D(A)[ |ψ| = 1, ψ ∈ span¦ψ
1
, . . . , ψ
n
¦

¦. (4.33)
(i) We have
inf
ψ∈U(ψ
1
,...,ψ
n−1
)
¸ψ, Aψ) ≤ E
n
+O(ε). (4.34)
In fact, set ψ =

n
j=1
α
j
ϕ
j
and choose α
j
such that ψ ∈ U(ψ
1
, . . . , ψ
n−1
),
then
¸ψ, Aψ) =
n

j=1

j
[
2
E
j
+O(ε) ≤ E
n
+O(ε) (4.35)
and the claim follows.
104 4. Applications of the spectral theorem
(ii) We have
inf
ψ∈U(ϕ
1
,...,ϕ
n−1
)
¸ψ, Aψ) ≥ E
n
−O(ε). (4.36)
In fact, set ψ = ϕ
n
.
Since ε can be chosen arbitrarily small we have proven
Theorem 4.9 (Min-Max). Let A be self-adjoint and let E
1
≤ E
2
≤ E
3

be the eigenvalues of A below the essential spectrum respectively the infimum
of the essential spectrum once there are no more eigenvalues left. Then
E
n
= sup
ψ
1
,...,ψ
n−1
inf
ψ∈U(ψ
1
,...,ψ
n−1
)
¸ψ, Aψ). (4.37)
Clearly the same result holds if D(A) is replaced by the quadratic form
domain Q(A) in the definition of U. In addition, as long as E
n
is an eigen-
value, the sup and inf are in fact max and min, explaining the name.
Corollary 4.10. Suppose A and B are self-adjoint operators with A ≥ B
(i.e. A−B ≥ 0), then E
n
(A) ≥ E
n
(B).
Problem 4.2. Suppose A, A
n
are bounded and A
n
→ A. Then E
k
(A
n
) →
E
k
(A). (Hint |A−A
n
| ≤ ε is equivalent to A−ε ≤ A ≤ A+ε.)
4.4. Estimating eigenspaces
Next, we show that the dimension of the range of P
A
(Ω) can be estimated
if we have some functions which lie approximately in this space.
Theorem 4.11. Suppose A is a self-adjoint operator and ψ
j
, 1 ≤ j ≤ k,
are linearly independent elements of a H.
(i). Let λ ∈ R, ψ
j
∈ Q(A). If
¸ψ, Aψ) < λ|ψ|
2
(4.38)
for any nonzero linear combination ψ =

k
j=1
c
j
ψ
j
, then
dimRan P
A
((−∞, λ)) ≥ k. (4.39)
Similarly, ¸ψ, Aψ) > λ|ψ|
2
implies dimRan P
A
((λ, ∞)) ≥ k.
(ii). Let λ
1
< λ
2
, ψ
j
∈ D(A). If
|(A−
λ
2

1
2
)ψ| <
λ
2
−λ
1
2
|ψ| (4.40)
for any nonzero linear combination ψ =

k
j=1
c
j
ψ
j
, then
dimRan P
A
((λ
1
, λ
2
)) ≥ k. (4.41)
4.5. Tensor products of operators 105
Proof. (i). Let M = span¦ψ
j
¦ ⊆ H. We claim dimP
A
((−∞, λ))M =
dimM = k. For this it suffices to show KerP
A
((−∞, λ))[
M
= ¦0¦. Sup-
pose P
A
((−∞, λ))ψ = 0, ψ ,= 0. Then we see that for any nonzero linear
combination ψ
¸ψ, Aψ) =
_
R
η dµ
ψ
(η) =
_
[λ,∞)
η dµ
ψ
(η)
≥ λ
_
[λ,∞)

ψ
(η) = λ|ψ|
2
. (4.42)
This contradicts our assumption (4.38).
(ii). Using the same notation as before we need to show KerP
A
((λ
1
, λ
2
))[
M
=
¦0¦. If P
A
((λ
1
, λ
2
))ψ = 0, ψ ,= 0, then,
|(A−
λ
2

1
2
)ψ|
2
=
_
R
(x −
λ
2

1
2
)
2

ψ
(x) =
_

x
2

ψ
(x +
λ
2

1
2
)


2
−λ
1
)
2
4
_


ψ
(x +
λ
2

1
2
) =

2
−λ
1
)
2
4
|ψ|
2
, (4.43)
where Ω = (−∞, −(λ
2
−λ
1
)/2]∪[(λ
2
−λ
1
)/2, ∞). But this is a contradiction
as before.
4.5. Tensor products of operators
Suppose A
j
, 1 ≤ j ≤ n, are self-adjoint operators on H
j
. For every monomial
λ
n
1
1
λ
nn
n
we can define
(A
n
1
1
⊗ ⊗A
nn
n

1
⊗ ⊗ψ
n
= (A
n
1
1
ψ
1
) ⊗ ⊗(A
nn
n
ψ
n
), ψ
j
∈ D(A
n
j
j
).
(4.44)
Hence for every polynomial P(λ
1
, . . . , λ
n
) of degree N we can define
P(A
1
, . . . , A
n

1
⊗ ⊗ψ
n
, ψ
j
∈ D(A
N
j
), (4.45)
and extend this definition to obtain a linear operator on the set
D = span¦ψ
1
⊗ ⊗ψ
n
[ ψ
j
∈ D(A
N
j
)¦. (4.46)
Moreover, if P is real-valued, then the operator P(A
1
, . . . , A
n
) on D is sym-
metric and we can consider its closure, which will again be denoted by
P(A
1
, . . . , A
n
).
Theorem 4.12. Suppose A
j
, 1 ≤ j ≤ n, are self-adjoint operators on H
j
and let P(λ
1
, . . . , λ
n
) be a real-valued polynomial and define P(A
1
, . . . , A
n
)
as above.
Then P(A
1
, . . . , A
n
) is self-adjoint and its spectrum is the closure of the
range of P on the product of the spectra of the A
j
, that is,
σ(P(A
1
, . . . , A
n
)) = P(σ(A
1
), . . . , σ(A
n
)). (4.47)
106 4. Applications of the spectral theorem
Proof. By the spectral theorem it is no restriction to assume that A
j
is
multiplication by λ
j
on L
2
(R, dµ
j
) and P(A
1
, . . . , A
n
) is hence multiplication
by P(λ
1
, . . . , λ
n
) on L
2
(R
n
, dµ
1

n
). Since D contains the set of
all functions ψ
1

1
) ψ
n

n
) for which ψ
j
∈ L
2
c
(R, dµ
j
) it follows that the
domain of the closure of P contains L
2
c
(R
n
, dµ
1

n
). Hence P is
the maximally defined multiplication operator by P(λ
1
, . . . , λ
n
), which is
self-adjoint.
Now let λ = P(λ
1
, . . . , λ
n
) with λ
j
∈ σ(A
j
). Then there exists Weyl
sequences ψ
j,k
∈ D(A
N
j
) with (A
j
− λ
j

j,k
→ 0 as k → ∞. Then, (P −
λ)ψ
k
→ 0, where ψ
k
= ψ
1,k
⊗ ⊗ ψ
1,k
and hence λ ∈ σ(P). Conversely,
if λ ,∈ P(σ(A
1
), . . . , σ(A
n
)), then [P(λ
1
, . . . , λ
n
) − λ[ ≥ ε for a.e. λ
j
with
respect to µ
j
and hence (P−λ)
−1
exists and is bounded, that is λ ∈ ρ(P).
The two main cases of interest are A
1
⊗A
2
, in which case
σ(A
1
⊗A
2
) = σ(A
1
)σ(A
2
) = ¦λ
1
λ
2

j
∈ σ(A
j
)¦, (4.48)
and A
1
⊗I +I ⊗A
2
, in which case
σ(A
1
⊗I +I ⊗A
2
) = σ(A
1
) +σ(A
2
) = ¦λ
1

2

j
∈ σ(A
j
)¦. (4.49)
Chapter 5
Quantum dynamics
As in the finite dimensional case, the solution of the Schr¨odinger equation
i
d
dt
ψ(t) = Hψ(t) (5.1)
is given by
ψ(t) = exp(−itH)ψ(0). (5.2)
A detailed investigation of this formula will be our first task. Moreover, in
the finite dimensional case the dynamics is understood once the eigenvalues
are known and the same is true in our case once we know the spectrum. Note
that, like any Hamiltonian system from classical mechanics, our system is
not hyperbolic (i.e., the spectrum is not away from the real axis) and hence
simple results like, all solutions tend to the equilibrium position cannot be
expected.
5.1. The time evolution and Stone’s theorem
In this section we want to have a look at the initial value problem associated
with the Schr¨odinger equation (2.12) in the Hilbert space H. If H is one-
dimensional (and hence A is a real number), the solution is given by
ψ(t) = e
−itA
ψ(0). (5.3)
Our hope is that this formula also applies in the general case and that we
can reconstruct a one-parameter unitary group U(t) from its generator A
(compare (2.11)) via U(t) = exp(−itA). We first investigate the family of
operators exp(−itA).
Theorem 5.1. Let A be self-adjoint and let U(t) = exp(−itA).
(i). U(t) is a strongly continuous one-parameter unitary group.
107
108 5. Quantum dynamics
(ii). The limit lim
t→0
1
t
(U(t)ψ − ψ) exists if and only if ψ ∈ D(A) in
which case lim
t→0
1
t
(U(t)ψ −ψ) = −iAψ.
(iii). U(t)D(A) = D(A) and AU(t) = U(t)A.
Proof. The group property (i) follows directly from Theorem 3.1 and the
corresponding statements for the function exp(−itλ). To prove strong con-
tinuity observe that
lim
t→t
0
|e
−itA
ψ −e
−it
0
A
ψ|
2
= lim
t→t
0
_
R
[e
−itλ
−e
−it
0
λ
[
2

ψ
(λ)
=
_
R
lim
t→t
0
[e
−itλ
−e
−it
0
λ
[
2

ψ
(λ) = 0 (5.4)
by the dominated convergence theorem.
Similarly, if ψ ∈ D(A) we obtain
lim
t→0
|
1
t
(e
−itA
ψ −ψ) + iAψ|
2
= lim
t→0
_
R
[
1
t
(e
−itλ
−1) + iλ[
2

ψ
(λ) = 0 (5.5)
since [e
itλ
−1[ ≤ [tλ[. Now let
˜
A be the generator defined as in (2.11). Then
˜
A is a symmetric extension of A since we have
¸ϕ,
˜
Aψ) = lim
t→0
¸ϕ,
i
t
(U(t) −1)ψ) = lim
t→0
¸
i
−t
(U(−t) −1)ϕ, ψ) = ¸
˜
Aϕ, ψ) (5.6)
and hence
˜
A = A by Corollary 2.2. This settles (ii).
To see (iii) replace ψ → U(s)ψ in (ii).
For our original problem this implies that formula (5.3) is indeed the
solution to the initial value problem of the Schr¨odinger equation. Moreover,
¸U(t)ψ, AU(t)ψ) = ¸U(t)ψ, U(t)Aψ) = ¸ψ, Aψ) (5.7)
shows that the expectations of A are time independent. This corresponds
to conservation of energy.
On the other hand, the generator of the time evolution of a quantum
mechanical system should always be a self-adjoint operator since it corre-
sponds to an observable (energy). Moreover, there should be a one to one
correspondence between the unitary group and its generator. This is ensured
by Stone’s theorem.
Theorem 5.2 (Stone). Let U(t) be a weakly continuous one-parameter uni-
tary group. Then its generator A is self-adjoint and U(t) = exp(−itA).
Proof. First of all observe that weak continuity together with Lemma 1.11 (iv)
shows that U(t) is in fact strongly continuous.
5.1. The time evolution and Stone’s theorem 109
Next we show that A is densely defined. Pick ψ ∈ H and set
ψ
τ
=
_
τ
0
U(t)ψdt (5.8)
(the integral is defined as in Section 4.1) implying lim
τ→0
τ
−1
ψ
τ
= ψ. More-
over,
1
t
(U(t)ψ
τ
−ψ
τ
) =
1
t
_
t+τ
t
U(s)ψds −
1
t
_
τ
0
U(s)ψds
=
1
t
_
τ+t
τ
U(s)ψds −
1
t
_
t
0
U(s)ψds
=
1
t
U(τ)
_
t
0
U(s)ψds −
1
t
_
t
0
U(s)ψds → U(τ)ψ −ψ (5.9)
as t → 0 shows ψ
τ
∈ D(A). As in the proof of the previous theorem, we can
show that A is symmetric and that U(t)D(A) = D(A).
Next, let us prove that A is essentially self-adjoint. By Lemma 2.6 it
suffices to prove Ker(A

−z

) = ¦0¦ for z ∈ C¸R. Suppose A

ϕ = z

ϕ, then
for each ψ ∈ D(A) we have
d
dt
¸ϕ, U(t)ψ) = ¸ϕ, −iAU(t)ψ) = −i¸A

ϕ, U(t)ψ)
= −iz¸ϕ, U(t)ψ) (5.10)
and hence ¸ϕ, U(t)ψ) = exp(−izt)¸ϕ, ψ). Since the left hand side is bounded
for all t ∈ R and the exponential on the right hand side is not, we must have
¸ϕ, ψ) = 0 implying ϕ = 0 since D(A) is dense.
So A is essentially self-adjoint and we can introduce V (t) = exp(−itA).
We are done if we can show U(t) = V (t).
Let ψ ∈ D(A) and abbreviate ψ(t) = (U(t) −V (t))ψ. Then
lim
s→0
ψ(t +s) −ψ(t)
s
= iAψ(t) (5.11)
and hence
d
dt
|ψ(t)|
2
= 2Re¸ψ(t), iAψ(t)) = 0. Since ψ(0) = 0 we have
ψ(t) = 0 and hence U(t) and V (t) coincide on D(A). Furthermore, since
D(A) is dense we have U(t) = V (t) by continuity.
As an immediate consequence of the proof we also note the following
useful criterion.
Corollary 5.3. Suppose D ⊆ D(A) is dense and invariant under U(t).
Then A is essentially self-adjoint on D.
Proof. As in the above proof it follows ¸ϕ, ψ) = 0 for any ϕ ∈ Ker(A

−z

)
and ψ ∈ D.
110 5. Quantum dynamics
Note that by Lemma 4.8 two strongly continuous one-parameter groups
commute
[e
−itA
, e
−isB
] = 0 (5.12)
if and only if the generators commute.
Clearly, for a physicist, one of the goals must be to understand the time
evolution of a quantum mechanical system. We have seen that the time
evolution is generated by a self-adjoint operator, the Hamiltonian, and is
given by a linear first order differential equation, the Schr¨odinger equation.
To understand the dynamics of such a first order differential equation, one
must understand the spectrum of the generator. Some general tools for this
endeavor will be provided in the following sections.
Problem 5.1. Let H = L
2
(0, 2π) and consider the one parameter unitary
group given by U(t)f(x) = f(x −t mod 2π). What is the generator of U?
5.2. The RAGE theorem
Now, let us discuss why the decomposition of the spectrum introduced in
Section 3.3 is of physical relevance. Let |ϕ| = |ψ| = 1. The vector ¸ϕ, ψ)ϕ
is the projection of ψ onto the (one-dimensional) subspace spanned by ϕ.
Hence [¸ϕ, ψ)[
2
can be viewed as the part of ψ which is in the state ϕ. A
first question one might rise is, how does
[¸ϕ, U(t)ψ)[
2
, U(t) = e
−itA
, (5.13)
behave as t → ∞? By the spectral theorem,
ˆ µ
ϕ,ψ
(t) = ¸ϕ, U(t)ψ) =
_
R
e
−itλ

ϕ,ψ
(λ) (5.14)
is the Fourier transform of the measure µ
ϕ,ψ
. Thus our question is an-
swered by Wiener’s theorem.
Theorem 5.4 (Wiener). Let µ be a finite complex Borel measure on R and
let
ˆ µ(t) =
_
R
e
−itλ
dµ(λ) (5.15)
be its Fourier transform. Then the Ces`aro time average of ˆ µ(t) has the
following limit
lim
T→∞
1
T
_
T
0
[ˆ µ(t)[
2
dt =

λ∈R
[µ(¦λ¦)[
2
, (5.16)
where the sum on the right hand side is finite.
5.2. The RAGE theorem 111
Proof. By Fubini we have
1
T
_
T
0
[ˆ µ(t)[
2
dt =
1
T
_
T
0
_
R
_
R
e
−i(x−y)t
dµ(x)dµ

(y)dt
=
_
R
_
R
_
1
T
_
T
0
e
−i(x−y)t
dt
_
dµ(x)dµ

(y). (5.17)
The function in parentheses is bounded by one and converges pointwise to
χ
{0}
(x − y) as T → ∞. Thus, by the dominated convergence theorem, the
limit of the above expression is given by
_
R
_
R
χ
{0}
(x −y)dµ(x)dµ

(y) =
_
R
µ(¦y¦)dµ

(y) =

y∈R
[µ(¦y¦)[
2
. (5.18)

To apply this result to our situation, observe that the subspaces H
ac
,
H
sc
, and H
pp
are invariant with respect to time evolution since P
xx
U(t) =
χ
Mxx
(A) exp(−itA) = exp(−itA)χ
Mxx
(A) = U(t)P
xx
, xx ∈ ¦ac, sc, pp¦.
Moreover, if ψ ∈ H
xx
we have P
xx
ψ = ψ which shows ¸ϕ, f(A)ψ) =
¸ϕ, P
xx
f(A)ψ) = ¸P
xx
ϕ, f(A)ψ) implying dµ
ϕ,ψ
= dµ
P
xx
ϕ,ψ
. Thus if µ
ψ
is ac, sc, or pp, so is µ
ϕ,ψ
for every ϕ ∈ H.
That is, if ψ ∈ H
c
= H
ac
⊕H
sc
, then the Ces`aro mean of ¸ϕ, U(t)ψ) tends
to zero. In other words, the average of the probability of finding the system
in any prescribed state tends to zero if we start in the continuous subspace
H
c
of A.
If ψ ∈ H
ac
, then dµ
ϕ,ψ
is absolutely continuous with respect to Lebesgue
measure and thus ˆ µ
ϕ,ψ
(t) is continuous and tends to zero as [t[ → ∞. In
fact, this follows from the Riemann-Lebesgue lemma (see Lemma 7.6 below).
Now we want to draw some additional consequences from Wiener’s the-
orem. This will eventually yield a dynamical characterization of the contin-
uous and pure point spectrum due to Ruelle, Amrein, Gorgescu, and Enß.
But first we need a few definitions.
An operator K ∈ L(H) is called finite rank if its range is finite dimen-
sional. The dimension n = dimRan(K) is called the rank of K. If ¦ψ
j
¦
n
j=1
is an orthonormal basis for Ran(K) we have
Kψ =
n

j=1
¸ψ
j
, Kψ)ψ
j
=
n

j=1
¸ϕ
j
, ψ)ψ
j
, (5.19)
112 5. Quantum dynamics
where ϕ
j
= K

ψ
j
. The elements ϕ
j
are linearly independent since Ran(K) =
Ker(K

)

. Hence every finite rank operator is of the form (5.19). In addi-
tion, the adjoint of K is also finite rank and given by
K

ψ =
n

j=1
¸ψ
j
, ψ)ϕ
j
. (5.20)
The closure of the set of all finite rank operators in L(H) is called the set
of compact operators C(H). It is straightforward to verify (Problem 5.2)
Lemma 5.5. The set of all compact operators C(H) is a closed ∗-ideal in
L(H).
There is also a weaker version of compactness which is useful for us. The
operator K is called relatively compact with respect to A if
KR
A
(z) ∈ C(H) (5.21)
for one z ∈ ρ(A). By the first resolvent identity this then follows for all
z ∈ ρ(A). In particular we have D(A) ⊆ D(K).
Now let us return to our original problem.
Theorem 5.6. Let A be self-adjoint and suppose K is relatively compact.
Then
lim
T→∞
1
T
_
T
0
|Ke
−itA
P
c
ψ|
2
dt = 0 and lim
t→∞
|Ke
−itA
P
ac
ψ| = 0
(5.22)
for every ψ ∈ D(A). In particular, if K is also bounded, then the result
holds for any ψ ∈ H.
Proof. Let ψ ∈ H
c
respectively ψ ∈ H
ac
and drop the projectors. Then, if K
is a rank one operator (i.e., K = ¸ϕ
1
, .)ϕ
2
), the claim follows from Wiener’s
theorem respectively the Riemann-Lebesgue lemma. Hence it holds for any
finite rank operator K.
If K is compact, there is a sequence K
n
of finite rank operators such
that |K −K
n
| ≤ 1/n and hence
|Ke
−itA
ψ| ≤ |K
n
e
−itA
ψ| +
1
n
|ψ|. (5.23)
Thus the claim holds for any compact operator K.
If ψ ∈ D(A) we can set ψ = (A − i)
−1
ϕ, where ϕ ∈ H
c
if and only if
ψ ∈ H
c
(since H
c
reduces A). Since K(A + i)
−1
is compact by assumption,
the claim can be reduced to the previous situation. If, in addition, K is
bounded, we can find a sequence ψ
n
∈ D(A) such that |ψ −ψ
n
| ≤ 1/n and
hence
|Ke
−itA
ψ| ≤ |Ke
−itA
ψ
n
| +
1
n
|K|, (5.24)
5.2. The RAGE theorem 113
concluding the proof.
With the help of this result we can now prove an abstract version of the
RAGE theorem.
Theorem 5.7 (RAGE). Let A be self-adjoint. Suppose K
n
∈ L(H) is a se-
quence of relatively compact operators which converges strongly to the iden-
tity. Then
H
c
= ¦ψ ∈ H[ lim
n→∞
lim
T→∞
1
T
_
T
0
|K
n
e
−itA
ψ|dt = 0¦,
H
pp
= ¦ψ ∈ H[ lim
n→∞
sup
t≥0
|(I −K
n
)e
−itA
ψ| = 0¦. (5.25)
Proof. Abbreviate ψ(t) = exp(−itA)ψ. We begin with the first equation.
Let ψ ∈ H
c
, then
1
T
_
T
0
|K
n
ψ(t)|dt ≤
_
1
T
_
T
0
|K
n
ψ(t)|
2
dt
_
1/2
→ 0 (5.26)
by Cauchy-Schwarz and the previous theorem. Conversely, if ψ ,∈ H
c
we
can write ψ = ψ
c
+ ψ
pp
. By our previous estimate it suffices to show
|K
n
ψ
pp
(t)| ≥ ε > 0 for n large. In fact, we even claim
lim
n→∞
sup
t≥0
|K
n
ψ
pp
(t) −ψ
pp
(t)| = 0. (5.27)
By the spectral theorem, we can write ψ
pp
(t) =

j
α
j
(t)ψ
j
, where the ψ
j
are orthonormal eigenfunctions and α
j
(t) = exp(−itλ
j

j
. Truncate this
expansion after N terms, then this part converges uniformly to the desired
limit by strong convergence of K
n
. Moreover, by Lemma 1.13 we have
|K
n
| ≤ M, and hence the error can be made arbitrarily small by choosing
N large.
Now let us turn to the second equation. If ψ ∈ H
pp
the claim follows
by (5.27). Conversely, if ψ ,∈ H
pp
we can write ψ = ψ
c
+ ψ
pp
and by our
previous estimate it suffices to show that |(I −K
n

c
(t)| does not tend to
0 as n → ∞. If it would, we would have
0 = lim
T→∞
1
T
_
T
0
|(I −K
n

c
(t)|
2
dt
≥ |ψ
c
(t)|
2
− lim
T→∞
1
T
_
T
0
|K
n
ψ
c
(t)|
2
dt = |ψ
c
(t)|
2
, (5.28)
a contradiction.
In summary, regularity properties of spectral measures are related to
the long time behavior of the corresponding quantum mechanical system.
114 5. Quantum dynamics
However, a more detailed investigation of this topic is beyond the scope of
this manuscript. For a survey containing several recent results see [9].
It is often convenient to treat the observables as time dependent rather
than the states. We set
K(t) = e
itA
Ke
−itA
(5.29)
and note
¸ψ(t), Kψ(t)) = ¸ψ, K(t)ψ), ψ(t) = e
−itA
ψ. (5.30)
This point of view is often referred to as Heisenberg picture in the physics
literature. If K is unbounded we will assume D(A) ⊆ D(K) such that the
above equations make sense at least for ψ ∈ D(A). The main interest is
the behavior of K(t) for large t. The strong limits are called asymptotic
observables if they exist.
Theorem 5.8. Suppose A is self-adjoint and K is relatively compact. Then
lim
T→∞
1
T
_
T
0
e
itA
Ke
−itA
ψdt =

λ∈σp(A)
P
A
(¦λ¦)KP
A
(¦λ¦)ψ, ψ ∈ D(A).
(5.31)
If K is in addition bounded, the result holds for any ψ ∈ H.
Proof. We will assume that K is bounded. To obtain the general result,
use the same trick as before and replace K by KR
A
(z). Write ψ = ψ
c

pp
.
Then
lim
T→∞
1
T
|
_
T
0
K(t)ψ
c
dt| ≤ lim
T→∞
1
T
_
T
0
|K(t)ψ
c
dt| = 0 (5.32)
by Theorem 5.6. As in the proof of the previous theorem we can write
ψ
pp
=

j
α
j
ψ
j
and hence

j
α
j
1
T
_
T
0
K(t)ψ
j
dt =

j
α
j
_
1
T
_
T
0
e
it(A−λ
j
)
dt
_

j
. (5.33)
As in the proof of Wiener’s theorem, we see that the operator in parenthesis
tends to P
A
(¦λ
j
¦) strongly as T → ∞. Since this operator is also bounded
by 1 for all T, we can interchange the limit with the summation and the
claim follows.
We also note the following corollary.
Corollary 5.9. Under the same assumptions as in the RAGE theorem we
have
lim
n→∞
lim
T→∞
1
T
_
T
0
e
itA
K
n
e
−itA
ψdt = P
pp
ψ (5.34)
5.3. The Trotter product formula 115
respectively
lim
n→∞
lim
T→∞
1
T
_
T
0
e
−itA
(I −K
n
)e
−itA
ψdt = P
c
ψ. (5.35)
Problem 5.2. Prove Lemma 5.5.
Problem 5.3. Prove Corollary 5.9.
5.3. The Trotter product formula
In many situations the operator is of the form A + B, where e
itA
and e
itB
can be computed explicitly. Since A and B will not commute in general, we
cannot obtain e
it(A+B)
from e
itA
e
itB
. However, we at least have:
Theorem 5.10 (Trotter product formula). Suppose, A, B, and A+B are
self-adjoint. Then
e
it(A+B)
= s-lim
n→∞
_
e
i
t
n
A
e
i
t
n
B
_
n
. (5.36)
Proof. First of all note that we have
_
e
iτA
e
iτB
_
n
−e
it(A+B)
=
n−1

j=0
_
e
iτA
e
iτB
_
n−1−j
_
e
iτA
e
iτB
−e
iτ(A+B)
__
e
iτ(A+B)
_
j
,(5.37)
where τ =
t
n
, and hence
|(e
iτA
e
iτB
)
n
−e
it(A+B)
ψ| ≤ [t[ max
|s|≤|t|
F
τ
(s), (5.38)
where
F
τ
(s) = |
1
τ
(e
iτA
e
iτB
−e
iτ(A+B)
)e
is(A+B)
ψ|. (5.39)
Now for ψ ∈ D(A+B) = D(A) ∩ D(B) we have
1
τ
(e
iτA
e
iτB
−e
iτ(A+B)
)ψ → iAψ + iBψ −i(A+B)ψ = 0 (5.40)
as τ → 0. So lim
τ→0
F
τ
(s) = 0 at least pointwise, but we need this uniformly
with respect to s ∈ [−[t[, [t[].
Pointwise convergence implies
|
1
τ
(e
iτA
e
iτB
−e
iτ(A+B)
)ψ| ≤ C(ψ) (5.41)
and, since D(A+B) is a Hilbert space when equipped with the graph norm
|ψ|
2
Γ(A+B)
= |ψ|
2
+|(A+B)ψ|
2
, we can invoke the uniform boundedness
principle to obtain
|
1
τ
(e
iτA
e
iτB
−e
iτ(A+B)
)ψ| ≤ C|ψ|
Γ(A+B)
. (5.42)
116 5. Quantum dynamics
Now
[F
τ
(s) −F
τ
(r)[ ≤ |
1
τ
(e
iτA
e
iτB
−e
iτ(A+B)
)(e
is(A+B)
−e
ir(A+B)
)ψ|
≤ C|(e
is(A+B)
−e
ir(A+B)
)ψ|
Γ(A+B)
. (5.43)
shows that F
τ
(.) is uniformly continuous and the claim follows by a standard
ε
2
argument.
If the operators are semi-bounded from below the same proof shows
Theorem 5.11 (Trotter product formula). Suppose, A, B, and A+B are
self-adjoint and semi-bounded from below. Then
e
−t(A+B)
= s-lim
n→∞
_
e

t
n
A
e

t
n
B
_
n
, t ≥ 0. (5.44)
Problem 5.4. Proof Theorem 5.11.
Chapter 6
Perturbation theory for
self-adjoint operators
The Hamiltonian of a quantum mechanical system is usually the sum of
the kinetic energy H
0
(free Schr¨odinger operator) plus an operator V cor-
responding to the potential energy. Since H
0
is easy to investigate, one
usually tries to consider V as a perturbation of H
0
. This will only work
if V is small with respect to H
0
. Hence we study such perturbations of
self-adjoint operators next.
6.1. Relatively bounded operators and the
Kato–Rellich theorem
An operator B is called A bounded or relatively bounded with respect
to A if D(A) ⊆ D(B) and if there are constants a, b ≥ 0 such that
|Bψ| ≤ a|Aψ| +b|ψ|, ψ ∈ D(A). (6.1)
The infimum of all constants a for which a corresponding b exists such that
(6.1) holds is called the A-bound of B.
The triangle inequality implies
Lemma 6.1. Suppose B
j
, j = 1, 2, are A bounded with respective A-bounds
a
i
, i = 1, 2. Then α
1
B
1
+ α
2
B
2
is also A bounded with A-bound less than

1
[a
1
+ [α
2
[a
2
. In particular, the set of all A bounded operators forms a
linear space.
There are also the following equivalent characterizations:
117
118 6. Perturbation theory for self-adjoint operators
Lemma 6.2. Suppose A is closed and B is closable. Then the following are
equivalent:
(i) B is A bounded.
(ii) D(A) ⊆ D(B).
(iii) BR
A
(z) is bounded for one (and hence for all) z ∈ ρ(A).
Moreover, the A-bound of B is no larger then inf
z∈ρ(A)
|BR
A
(z)|.
Proof. (i) ⇒ (ii) is true by definition. (ii) ⇒ (iii) since BR
A
(z) is a closed
(Problem 2.6) operator defined on all of H and hence bounded by the closed
graph theorem (Theorem 2.7). To see (iii) ⇒ (i) let ψ ∈ D(A), then
|Bψ| = |BR
A
(z)(A−z)ψ| ≤ a|(A−z)ψ| ≤ a|Aψ| + (a[z[)|ψ|, (6.2)
where a = |BR
A
(z)|. Finally, note that if BR
A
(z) is bounded for one
z ∈ ρ(A), it is bounded for all z ∈ ρ(A) by the first resolvent formula.
We are mainly interested in the situation where A is self-adjoint and B
is symmetric. Hence we will restrict our attention to this case.
Lemma 6.3. Suppose A is self-adjoint and B relatively bounded. The A-
bound of B is given by
lim
λ→∞
|BR
A
(±iλ)|. (6.3)
If A is bounded from below, we can also replace ±iλ by −λ.
Proof. Let ϕ = R
A
(±iλ)ψ, λ > 0, and let a

be the A-bound of B. If B
is A bounded, then (use the spectral theorem to estimate the norms)
|BR
A
(±iλ)ψ| ≤ a|AR
A
(±iλ)ψ| +b|R
A
(±iλ)ψ| ≤ (a +
b
λ
)|ψ|. (6.4)
Hence limsup
λ
|BR
A
(±iλ)| ≤ a

which, together with a

≤ inf
λ
|BR
A
(±iλ)|
from the previous lemma, proves the claim.
The case where A is bounded from below is similar.
Now we will show the basic perturbation result due to Kato and Rellich.
Theorem 6.4 (Kato–Rellich). Suppose A is (essentially) self-adjoint and
B is symmetric with A-bound less then one. Then A + B, D(A + B) =
D(A), is (essentially) self-adjoint. If A is essentially self-adjoint we have
D(A) ⊆ D(B) and A+B = A+B.
If A is bounded from below by γ, then A + B is bounded from below by
min(γ, b/(a −1)).
6.2. More on compact operators 119
Proof. Since D(A) ⊆ D(B) and D(A) ⊆ D(A+B) by (6.1) we can assume
that A is closed (i.e., self-adjoint). It suffices to show that Ran(A+B±iλ) =
H. By the above lemma we can find a λ > 0 such that |BR
A
(±iλ)| < 1.
Hence −1 ∈ ρ(BR
A
(±iλ)) and thus I +BR
A
(±iλ) is onto. Thus
(A+B ±iλ) = (I +BR
A
(±iλ))(A±iλ) (6.5)
is onto and the proof of the first part is complete.
If A is bounded from below we can replace ±iλ by −λ and the above
equation shows that R
A+B
exists for λ sufficiently large. By the proof of
the previous lemma we can choose −λ < min(γ, b/(a −1)).
Finally, let us show that there is also a connection between the resolvents.
Lemma 6.5. Suppose A and B are closed and D(A) ⊆ D(B). Then we
have the second resolvent formula
R
A+B
(z) −R
A
(z) = −R
A
(z)BR
A+B
(z) = −R
A+B
(z)BR
A
(z) (6.6)
for z ∈ ρ(A) ∩ ρ(A+B).
Proof. We compute
R
A+B
(z) +R
A
(z)BR
A+B
(z) = R
A
(z)(A+B −z)R
A+B
(z) = R
A
(z). (6.7)
The second identity is similar.
Problem 6.1. Compute the resolvent of A+α¸ψ, .)ψ. (Hint: Show
(I +α¸ϕ, .)ψ)
−1
= I −
α
1 +α¸ϕ, ψ)
¸ϕ, .)ψ (6.8)
and use the second resolvent formula.)
6.2. More on compact operators
Recall from Section 5.2 that we have introduced the set of compact operators
C(H) as the closure of the set of all finite rank operators in L(H). Before we
can proceed, we need to establish some further results for such operators.
We begin by investigating the spectrum of self-adjoint compact operators
and show that the spectral theorem takes a particular simple form in this
case.
We introduce some notation first. The discrete spectrum σ
d
(A) is the
set of all eigenvalues which are discrete points of the spectrum and whose
corresponding eigenspace is finite dimensional. The complement of the dis-
crete spectrum is called the essential spectrum σ
ess
(A) = σ(A)¸σ
d
(A).
If A is self-adjoint we might equivalently set
σ
d
(A) = ¦λ ∈ σ
p
(A)[rank(P
A
((λ −ε, λ +ε))) < ∞ for some ε > 0¦. (6.9)
120 6. Perturbation theory for self-adjoint operators
respectively
σ
ess
(A) = ¦λ ∈ R[rank(P
A
((λ −ε, λ +ε))) = ∞ for all ε > 0¦. (6.10)
Theorem 6.6 (Spectral theorem for compact operators). Suppose the op-
erator K is self-adjoint and compact. Then the spectrum of K consists of
an at most countable number of eigenvalues which can only cluster at 0.
Moreover, the eigenspace to each nonzero eigenvalue is finite dimensional.
In other words,
σ
ess
(K) ⊆ ¦0¦, (6.11)
where equality holds if and only if H is infinite dimensional.
In addition, we have
K =

λ∈σ(K)
λP
K
(¦λ¦). (6.12)
Proof. It suffices to show rank(P
K
((λ −ε, λ +ε))) < ∞ for 0 < ε < [λ[.
Let K
n
be a sequence of finite rank operators such that |K−K
n
| ≤ 1/n.
If RanP
K
((λ−ε, λ+ε)) is infinite dimensional we can find a vector ψ
n
in this
range such that |ψ
n
| = 1 and K
n
ψ
n
= 0. But this yields a contradiction
1
n
≥ [¸ψ
n
, (K −K
n

n
)[ = [¸ψ
n
, Kψ
n
)[ ≥ [λ[ −ε > 0 (6.13)
by (4.2).
As a consequence we obtain the canonical form of a general compact
operator.
Theorem 6.7 (Canonical form of compact operators). Let K be compact.
There exists orthonormal sets ¦
ˆ
φ
j
¦, ¦φ
j
¦ and positive numbers s
j
= s
j
(K)
such that
K =

j
s
j
¸φ
j
, .)
ˆ
φ
j
, K

=

j
s
j
¸
ˆ
φ
j
, .)φ
j
. (6.14)
Note Kφ
j
= s
j
ˆ
φ
j
and K

ˆ
φ
j
= s
j
φ
j
, and hence K


j
= s
2
j
φ
j
and KK

ˆ
φ
j
=
s
2
j
ˆ
φ
j
.
The numbers s
j
(K)
2
> 0 are the nonzero eigenvalues of KK

respec-
tively K

K (counted with multiplicity) and s
j
(K) = s
j
(K

) = s
j
are called
singular values of K. There are either finitely many singular values (if K
is finite rank) or they converge to zero.
Proof. By Lemma 5.5 K

K is compact and hence Theorem 6.6 applies.
Let ¦φ
j
¦ be an orthonormal basis of eigenvectors for P
K

K
((0, ∞))H and let
6.2. More on compact operators 121
s
2
j
be the eigenvalue corresponding to φ
j
. Then, for any ψ ∈ H we can write
ψ =

j
¸φ
j
, ψ)φ
j
+
˜
ψ (6.15)
with
˜
ψ ∈ Ker(K

K) = Ker(K). Then
Kψ =

j
s
j
¸φ
j
, ψ)
ˆ
φ
j
, (6.16)
where
ˆ
φ
j
= s
−1
j

j
, since |K
˜
ψ|
2
= ¸
˜
ψ, K

K
˜
ψ) = 0. By ¸
ˆ
φ
j
,
ˆ
φ
k
) =
(s
j
s
k
)
−1
¸Kφ
j
, Kφ
k
) = (s
j
s
k
)
−1
¸K


j
, φ
k
) = s
j
s
−1
k
¸φ
j
, φ
k
) we see that
¦
ˆ
φ
j
¦ are orthonormal and the formula for K

follows by taking the adjoint
of the formula for K (Problem 6.2).
If K is self-adjoint then φ
j
= σ
j
ˆ
φ
j
, σ
2
j
= 1 are the eigenvectors of K and
σ
j
s
j
are the corresponding eigenvalues.
Moreover, note that we have
|K| = max
j
s
j
(K). (6.17)
Finally, let me remark that there are a number of other equivalent defi-
nitions for compact operators.
Lemma 6.8. For K ∈ L(H) the following statements are equivalent:
(i) K is compact.
(i’) K

is compact.
(ii) A
n
∈ L(H) and A
n
s
→ A strongly implies A
n
K → AK.
(iii) ψ
n
ψ weakly implies Kψ
n
→ Kψ in norm.
(iv) ψ
n
bounded implies that Kψ
n
has a (norm) convergent subse-
quence.
Proof. (i) ⇔ (i’). This is immediate from Theorem 6.7.
(i) ⇒(ii). Translating A
n
→ A
n
−A it is no restriction to assume A = 0.
Since |A
n
| ≤ M it suffices to consider the case where K is finite rank. Then
(by (6.14))
|A
n
K|
2
= sup
ψ=1
N

j=1
s
j
[¸φ
j
, ψ)[
2
|A
n
ˆ
φ
j
|
2

N

j=1
s
j
|A
n
ˆ
φ
j
|
2
→ 0. (6.18)
(ii) ⇒ (iii). Again, replace ψ
n
→ ψ
n
− ψ and assume ψ = 0. Choose
A
n
= ¸ψ
n
, .)ϕ, |ϕ| = 1, then |Kψ
n
|
2
= |A
n
K

| → 0.
(iii) ⇒ (iv). If ψ
n
is bounded it has a weakly convergent subsequence
by Lemma 1.12. Now apply (iii) to this subsequence.
122 6. Perturbation theory for self-adjoint operators
(iv) ⇒ (i). Let ϕ
j
be an orthonormal basis and set
K
n
=
n

j=1
¸ϕ
j
, .)Kϕ
j
. (6.19)
Then
γ
n
= |K −K
n
| = sup
ψ∈span{ϕ
j
}

j=n
,ψ=1
|Kψ| (6.20)
is a decreasing sequence tending to a limit ε ≥ 0. Moreover, we can find
a sequence of unit vectors ψ
n
∈ span¦ϕ
j
¦

j=n
for which |Kψ
n
| ≥ ε. By
assumption, Kψ
n
has a convergent subsequence which, since ψ
n
converges
weakly to 0, converges to 0. Hence ε must be 0 and we are done.
The last condition explains the name compact. Moreover, note that you
cannot replace A
n
K → AK by KA
n
→ KA unless you additionally require
A
n
to be normal (then this follows by taking adjoints — recall that only
for normal operators taking adjoints is continuous with respect to strong
convergence). Without the requirement that A
n
is normal the claim is wrong
as the following example shows.
Example. Let H =
2
(N), A
n
the operator which shifts each sequence n
places to the left, and K = ¸δ
1
, .)δ
1
, where δ
1
= (1, 0, . . . ). Then s-limA
n
=
0 but |KA
n
| = 1.
Problem 6.2. Deduce the formula for K

from the one for K in (6.14).
6.3. Hilbert–Schmidt and trace class operators
Among the compact operators two special classes or of particular impor-
tance. The first one are integral operators
Kψ(x) =
_
M
K(x, y)ψ(y)dµ(y), ψ ∈ L
2
(M, dµ), (6.21)
where K(x, y) ∈ L
2
(M M, dµ ⊕dµ). Such an operator is called Hilbert–
Schmidt operator. Using Cauchy-Schwarz,
_
M
[Kψ(x)[
2
dµ(x) =
_
M
¸
¸
¸
¸
_
M
[K(x, y)ψ(y)[dµ(y)
¸
¸
¸
¸
2
dµ(x)

_
M
__
M
[K(x, y)[
2
dµ(y)
___
M
[ψ(y)[
2
dµ(y)
_
dµ(x)
=
__
M
_
M
[K(x, y)[
2
dµ(y) dµ(x)
___
M
[ψ(y)[
2
dµ(y)
_
(6.22)
we see that K is bounded. Next, pick an orthonormal basis ϕ
j
(x) for
L
2
(M, dµ). Then, by Lemma 1.9, ϕ
i
(x)ϕ
j
(y) is an orthonormal basis for
6.3. Hilbert–Schmidt and trace class operators 123
L
2
(M M, dµ ⊕dµ) and
K(x, y) =

i,j
c
i,j
ϕ
i
(x)ϕ
j
(y), c
i,j
= ¸ϕ
i
, Kϕ

j
), (6.23)
where

i,j
[c
i,j
[
2
=
_
M
_
M
[K(x, y)[
2
dµ(y) dµ(x) < ∞. (6.24)
In particular,
Kψ(x) =

i,j
c
i,j
¸ϕ

j
, ψ)ϕ
i
(x) (6.25)
shows that K can be approximated by finite rank operators (take finitely
many terms in the sum) and is hence compact.
Using (6.14) we can also give a different characterization of Hilbert–
Schmidt operators.
Lemma 6.9. If H = L
2
(M, dµ), then a compact operator K is Hilbert–
Schmidt if and only if

j
s
j
(K)
2
< ∞ and

j
s
j
(K)
2
=
_
M
_
M
[K(x, y)[
2
dµ(x)dµ(y), (6.26)
in this case.
Proof. If K is compact we can define approximating finite rank operators
K
n
by considering only finitely many terms in (6.14):
K
n
=
n

j=1
s
j
¸φ
j
, .)
ˆ
φ
j
. (6.27)
Then K
n
has the kernel K
n
(x, y) =

n
j=1
s
j
φ
j
(y)

ˆ
φ
j
(x) and
_
M
_
M
[K
n
(x, y)[
2
dµ(x)dµ(y) =
n

j=1
s
j
(K)
2
(6.28)
Now if one side converges, so does the other and in particular, (6.26) holds
in this case.
Hence we will call a compact operator Hilbert–Schmidt if its singular
values satisfy

j
s
j
(K)
2
< ∞. (6.29)
By our lemma this coincides with our previous definition if H = L
2
(M, dµ).
124 6. Perturbation theory for self-adjoint operators
Since every Hilbert space is isomorphic to some L
2
(M, dµ) we see that
the Hilbert–Schmidt operators together with the norm
|K|
2
=
_

j
s
j
(K)
2
_
1/2
(6.30)
form a Hilbert space (isomorphic to L
2
(MM, dµ⊗dµ)). Note that |K|
2
=
|K

|
2
(since s
j
(K) = s
j
(K

)). There is another useful characterization for
identifying Hilbert–Schmidt operators:
Lemma 6.10. A compact operator K is Hilbert–Schmidt if and only if

n
|Kψ
n
|
2
< ∞ (6.31)
for some orthonormal set and

n
|Kψ
n
|
2
= |K|
2
2
(6.32)
in this case.
Proof. This follows from

n
|Kψ
n
|
2
=

n,j

ˆ
φ
j
, Kψ
n
)[
2
=

n,j
[¸K

ˆ
φ
j
, ψ
n
)[
2
=

n
|K

ˆ
φ
n
|
2
=

j
s
j
(K)
2
. (6.33)

Corollary 6.11. The set of Hilbert–Schmidt operators forms a ∗-ideal in
L(H) and
|KA|
2
≤ |A||K|
2
respectively |AK|
2
≤ |A||K|
2
. (6.34)
Proof. Let K be Hilbert–Schmidt and A bounded. Then AK is compact
and
|AK|
2
2
=

n
|AKψ
n
|
2
≤ |A|
2

n
|Kψ
n
|
2
= |A|
2
|K|
2
2
. (6.35)
For KA just consider adjoints.
This approach can be generalized by defining
|K|
p
=
_

j
s
j
(K)
p
_
1/p
(6.36)
plus corresponding spaces
¸
p
(H) = ¦K ∈ C(H)[|K|
p
< ∞¦, (6.37)
6.3. Hilbert–Schmidt and trace class operators 125
which are known as Schatten p-class. Note that
|K| ≤ |K|
p
. (6.38)
and that by s
j
(K) = s
j
(K

) we have
|K|
p
= |K

|
p
. (6.39)
Lemma 6.12. The spaces ¸
p
(H) together with the norm |.|
p
are Banach
spaces. Moreover,
|K|
p
= sup
_
_
_
_

j
[¸ψ
j
, Kϕ
j
)[
p
_
1/p
¸
¸
¸ ¦ψ
j
¦, ¦ϕ
j
¦ ONS
_
_
_
, (6.40)
where the sup is taken over all orthonormal systems.
Proof. The hard part is to prove (6.40): Choose q such that
1
p
+
1
q
= 1 and
use H¨older’s inequality to obtain (s
j
[...[
2
= (s
p
j
[...[
2
)
1/p
[...[
2/q
)

j
s
j
[¸ϕ
n
, φ
j
)[
2

_

j
s
p
j
[¸ϕ
n
, φ
j
)[
2
_
1/p
_

j
[¸ϕ
n
, φ
j
)[
2
_
1/q

_

j
s
p
j
[¸ϕ
n
, φ
j
)[
2
_
1/p
. (6.41)
Clearly the analogous equation holds for
ˆ
φ
j
, ψ
n
. Now using Cauchy-Schwarz
we have
[¸ψ
n
, Kϕ
n
)[
p
=
¸
¸
¸

j
s
1/2
j
¸ϕ
n
, φ
j
)s
1/2
j
¸
ˆ
φ
j
, ψ
n
)
¸
¸
¸
p

_

j
s
p
j
[¸ϕ
n
, φ
j
)[
2
_
1/2
_

j
s
p
j
[¸ψ
n
,
ˆ
φ
j
)[
2
_
1/2
(6.42)
Summing over n, a second appeal to Cauchy-Schwarz and interchanging the
order of summation finally gives

n
[¸ψ
n
, Kϕ
n
)[
p

_

n,j
s
p
j
[¸ϕ
n
, φ
j
)[
2
_
1/2
_

n,j
s
p
j
[¸ψ
n
,
ˆ
φ
j
)[
2
_
1/2

_

j
s
p
j
_
1/2
_

j
s
p
j
_
1/2
=

j
s
p
j
. (6.43)
Since equality is attained for ϕ
n
= φ
n
and ψ
n
=
ˆ
φ
n
equation (6.40) holds.
126 6. Perturbation theory for self-adjoint operators
Now the rest is straightforward. From
_

j
[¸ψ
j
, (K
1
+K
2

j
)[
p
_
1/p

_

j
[¸ψ
j
, K
1
ϕ
j
)[
p
_
1/p
+
_

j
[¸ψ
j
, K
2
ϕ
j
)[
p
_
1/p
≤ |K
1
|
p
+|K
2
|
p
(6.44)
we infer that ¸
p
(H) is a vector space and the triangle inequality. The other
requirements for are norm are obvious and it remains to check completeness.
If K
n
is a Cauchy sequence with respect to |.|
p
it is also a Cauchy sequence
with respect to |.| (|K| ≤ |K|
p
). Since C(H) is closed, there is a compact
K with |K −K
n
| → 0 and by |K
n
|
p
≤ C we have
_

j
[¸ψ
j
, Kϕ
j
)[
p
_
1/p
≤ C (6.45)
for any finite ONS. Since the right hand side is independent of the ONS
(and in particular on the number of vectors), K is in ¸
p
(H).
The two most important cases are p = 1 and p = 2: ¸
2
(H) is the space
of Hilbert–Schmidt operators investigated in the previous section and ¸
1
(H)
is the space of trace class operators. Since Hilbert–Schmidt operators are
easy to identify it is important to relate ¸
1
(H) with ¸
2
(H):
Lemma 6.13. An operator is trace class if and only if it can be written as
the product of two Hilbert–Schmidt operators, K = K
1
K
2
, and we have
|K|
1
≤ |K
1
|
2
|K
2
|
2
(6.46)
in this case.
Proof. By Cauchy-Schwarz we have

n
[¸ϕ
n
, Kψ
n
)[ =

n
[¸K

1
ϕ
n
, K
2
ψ
n
)[ ≤
_

n
|K

1
ϕ
n
|
2

n
|K
2
ψ
n
|
2
_
1/2
= |K
1
|
2
|K
2
|
2
(6.47)
and hence K = K
1
K
2
is trace calls if both K
1
and K
2
are Hilbert–Schmidt
operators. To see the converse let K be given by (6.14) and choose K
1
=

j
_
s
j
(K)¸φ
j
, .)
ˆ
φ
j
respectively K
2
=

j
_
s
j
(K)¸φ
j
, .)φ
j
.
Corollary 6.14. The set of trace class operators forms a ∗-ideal in L(H)
and
|KA|
1
≤ |A||K|
1
respectively |AK|
1
≤ |A||K|
1
. (6.48)
6.3. Hilbert–Schmidt and trace class operators 127
Proof. Write K = K
1
K
2
with K
1
, K
2
Hilbert–Schmidt and use Corol-
lary 6.11.
Now we can also explain the name trace class:
Lemma 6.15. If K is trace class, then for any ONB ¦ϕ
n
¦ the trace
tr(K) =

n
¸ϕ
n
, Kϕ
n
) (6.49)
is finite and independent of the ONB.
Moreover, the trace is linear and if K
1
≤ K
2
are both trace class we have
tr(K
1
) ≤ tr(K
2
).
Proof. Let ¦ψ
n
¦ be another ONB. If we write K = K
1
K
2
with K
1
, K
2
Hilbert–Schmidt we have

n
¸ϕ
n
, K
1
K
2
ϕ
n
) =

n
¸K

1
ϕ
n
, K
2
ϕ
n
) =

n,m
¸K

1
ϕ
n
, ψ
m
)¸ψ
m
, K
2
ϕ
n
)
=

m,n
¸K

2
ψ
m
, ϕ
n
)¸ϕ
n
, K
1
ψ
m
) =

m
¸K

2
ψ
m
, K
1
ψ
m
)
=

m
¸ψ
m
, K
2
K
1
ψ
m
). (6.50)
Hence the trace is independent of the ONB and we even have tr(K
1
K
2
) =
tr(K
2
K
1
).
The rest follows from linearity of the scalar product and K
1
≤ K
2
if and
only if ¸ϕ, K
1
ϕ) ≤ ¸ϕ, K
2
ϕ) for every ϕ ∈ H.
Clearly for self-adjoint trace class operators, the trace is the sum over
all eigenvalues (counted with their multiplicity). To see this you just have
to choose the ONB to consist of eigenfunctions. This is even true for all
trace class operators and is known as Lidiskij trace theorem (see [17] or [6]
for an easy to read introduction).
Problem 6.3. Let H =
2
(N) and let A be multiplication by a sequence
a(n). Show that A ∈ ¸
p
(
2
(N)) if and only if a ∈
p
(N). Furthermore, show
that |A|
p
= |a|
p
in this case.
Problem 6.4. Show that A ≥ 0 is trace class if (6.49) is finite for one (and
hence all) ONB. (Hint A is self-adjoint (why?) and A =

A

A.)
Problem 6.5. Show that for an orthogonal projection P we have
dimRan(P) = tr(P),
where we set tr(P) = ∞ if (6.49) is infinite (for one and hence all ONB by
the previous problem).
128 6. Perturbation theory for self-adjoint operators
Problem 6.6. Show that for K ∈ C we have
[K[ =

j
s
j
¸φ
j
, .)φ
j
,
where [K[ =

K

K. Conclude that
|K|
p
= (tr([A[
p
))
1/p
.
Problem 6.7. Show that K :
2
(N) →
2
(N), f(n) →

j∈N
k(n +j)f(j) is
Hilbert–Schmidt if [k(n)[ ≤ C(n), where C(n) is decreasing and summable.
6.4. Relatively compact operators and Weyl’s
theorem
In the previous section we have seen that the sum of a self-adjoint and a sym-
metric operator is again self-adjoint if the perturbing operator is small. In
this section we want to study the influence of perturbations on the spectrum.
Our hope is that at least some parts of the spectrum remain invariant.
Let A be self-adjoint. Note that if we add a multiple of the identity to
A, we shift the entire spectrum. Hence, in general, we cannot expect a (rel-
atively) bounded perturbation to leave any part of the spectrum invariant.
Next, if λ
0
is in the discrete spectrum, we can easily remove this eigenvalue
with a finite rank perturbation of arbitrary small norm. In fact, consider
A+εP
A
(¦λ
0
¦). (6.51)
Hence our only hope is that the remainder, namely the essential spectrum,
is stable under finite rank perturbations. To show this, we first need a good
criterion for a point to be in the essential spectrum of A.
Lemma 6.16 (Weyl criterion). A point λ is in the essential spectrum of
a self-adjoint operator A if and only if there is a sequence ψ
n
such that

n
| = 1, ψ
n
converges weakly to 0, and |(A − λ)ψ
n
| → 0. Moreover, the
sequence can chosen to be orthonormal. Such a sequence is called singular
Weyl sequence.
Proof. Let ψ
n
be a singular Weyl sequence for the point λ
0
. By Lemma 2.12
we have λ
0
∈ σ(A) and hence it suffices to show λ
0
,∈ σ
d
(A). If λ
0
∈ σ
d
(A) we
can find an ε > 0 such that P
ε
= P
A
((λ
0
−ε, λ
0
+ε)) is finite rank. Consider
˜
ψ
n
= P
ε
ψ
n
. Clearly
˜
ψ
n
converges weakly to zero and |(A − λ
0
)
˜
ψ
n
| → 0.
6.4. Relatively compact operators and Weyl’s theorem 129
Moreover,

n

˜
ψ
n
|
2
=
_
R\(λ−ε,λ+ε)

ψn
(λ)

1
ε
2
_
R\(λ−ε,λ+ε)
(λ −λ
0
)
2

ψn
(λ)

1
ε
2
|(A−λ
0

n
|
2
(6.52)
and hence |
˜
ψ
n
| → 1. Thus ϕ
n
= |
˜
ψ
n
|
−1
˜
ψ
n
is also a singular Weyl sequence.
But ϕ
n
is a sequence of unit length vectors which lives in a finite dimensional
space and converges to 0 weakly, a contradiction.
Conversely, if λ
0
∈ σ
ess
(A), consider P
n
= P
A
([λ −
1
n
, λ −
1
n+1
) ∪ (λ +
1
n+1
, λ +
1
n
]). Then rank(P
n
j
) > 0 for an infinite subsequence n
j
. Now pick
ψ
j
∈ RanP
n
j
.
Now let K be a self-adjoint compact operator and ψ
n
a singular Weyl
sequence for A. Then ψ
n
converges weakly to zero and hence
|(A+K −λ)ψ
n
| ≤ |(A−λ)ψ
n
| +|Kψ
n
| → 0 (6.53)
since |(A−λ)ψ
n
| → 0 by assumption and |Kψ
n
| → 0 by Lemma 6.8 (iii).
Hence σ
ess
(A) ⊆ σ
ess
(A + K). Reversing the roles of A + K and A shows
σ
ess
(A+K) = σ
ess
(A). Since we have shown that we can remove any point
in the discrete spectrum by a self-adjoint finite rank operator we obtain the
following equivalent characterization of the essential spectrum.
Lemma 6.17. The essential spectrum of a self-adjoint operator A is pre-
cisely the part which is invariant under rank-one perturbations. In particu-
lar,
σ
ess
(A) =

K∈C(H),K

=K
σ(A+K). (6.54)
There is even a larger class of operators under which the essential spec-
trum is invariant.
Theorem 6.18 (Weyl). Suppose A and B are self-adjoint operators. If
R
A
(z) −R
B
(z) ∈ C(H) (6.55)
for one z ∈ ρ(A) ∩ ρ(B), then
σ
ess
(A) = σ
ess
(B). (6.56)
Proof. In fact, suppose λ ∈ σ
ess
(A) and let ψ
n
be a corresponding singular
Weyl sequence. Then (R
A
(z)−
1
λ−z

n
=
R
A
(z)
z−λ
(A−λ)ψ
n
and thus |(R
A
(z)−
1
λ−z

n
| → 0. Moreover, by our assumption we also have |(R
B
(z) −
1
λ−z

n
| → 0 and thus |(B − λ)ϕ
n
| → 0, where ϕ
n
= R
B
(z)ψ
n
. Since
130 6. Perturbation theory for self-adjoint operators
lim
n→∞

n
| = lim
n→∞
|R
A
(z)ψ
n
| = [λ − z[
−1
,= 0 (since |(R
A
(z) −
1
λ−z

n
| = |
1
λ−z
R
A
(z)(A−λ)ψ
n
| → 0) we obtain a singular Weyl sequence
for B, showing λ ∈ σ
ess
(B). Now interchange the roles of A and B.
As a first consequence note the following result
Theorem 6.19. Suppose A is symmetric with equal finite defect indices,
then all self-adjoint extensions have the same essential spectrum.
Proof. By Lemma 2.27 the resolvent difference of two self-adjoint extensions
is a finite rank operator if the defect indices are finite.
In addition, the following result is of interest.
Lemma 6.20. Suppose
R
A
(z) −R
B
(z) ∈ C(H) (6.57)
for one z ∈ ρ(A)∩ρ(B), then this holds for all z ∈ ρ(A)∩ρ(B). In addition,
if A and B are self-adjoint, then
f(A) −f(B) ∈ C(H) (6.58)
for any f ∈ C

(R).
Proof. If the condition holds for one z it holds for all since we have (using
both resolvent formulas)
R
A
(z

) −R
B
(z

)
= (1 −(z −z

)R
B
(z

))(R
A
(z) −R
B
(z))(1 −(z −z

)R
A
(z

)). (6.59)
Let A and B be self-adjoint. The set of all functions f for which the
claim holds is a closed ∗-subalgebra of C

(R) (with sup norm). Hence the
claim follows from Lemma 4.4.
Remember that we have called K relatively compact with respect to A
if KR
A
(z) is compact (for one and hence for all z) and note that the the
resolvent difference R
A+K
(z) −R
A
(z) is compact if K is relatively compact.
In particular, Theorem 6.18 applies if B = A + K, where K is relatively
compact.
For later use observe that set of all operators which are relatively com-
pact with respect to A forms a linear space (since compact operators do)
and relatively compact operators have A-bound zero.
Lemma 6.21. Let A be self-adjoint and suppose K is relatively compact
with respect to A. Then the A-bound of K is zero.
6.5. Strong and norm resolvent convergence 131
Proof. Write
KR
A
(λi) = (KR
A
(i))((A+ i)R
A
(λi)) (6.60)
and observe that the first operator is compact and the second is normal
and converges strongly to 0 (by the spectral theorem). Hence the claim
follows from Lemma 6.3 and the discussion after Lemma 6.8 (since R
A
is
normal).
In addition, note the following result which is a straightforward conse-
quence of the second resolvent identity.
Lemma 6.22. Suppose A is self-adjoint and B is symmetric with A-bound
less then one. If K is relatively compact with respect to A then it is also
relatively compact with respect to A+B.
Proof. Since B is A bounded with A-bound less than one, we can choose a
z ∈ C such that |BR
A
(z)| < 1. And hence
BR
A+B
(z) = BR
A
(z)(I +BR
A
(z))
−1
(6.61)
shows that B is also A+B bounded and the result follows from
KR
A+B
(z) = KR
A
(z)(I −BR
A+B
(z)) (6.62)
since KR
A
(z) is compact and BR
A+B
(z) is bounded.
Problem 6.8. Show that A = −
d
2
dx
2
+q(x), D(A) = H
2
(R) is self-adjoint if
q ∈ L

(R). Show that if −u

(x)+q(x)u(x) = zu(x) has a solution for which
u and u

are bounded near +∞ (or −∞) but u is not square integrable near
+∞ (or −∞), then z ∈ σ
ess
(A). (Hint: Use u to construct a Weyl sequence
by restricting it to a compact set. Now modify your construction to get a
singular Weyl sequence by observing that functions with disjoint support are
orthogonal.)
6.5. Strong and norm resolvent convergence
Suppose A
n
and A are self-adjoint operators. We say that A
n
converges to
A in norm respectively strong resolvent sense if
lim
n→∞
R
An
(z) = R
A
(z) respectively s-lim
n→∞
R
An
(z) = R
A
(z) (6.63)
for one z ∈ Γ = C¸Σ, Σ = σ(A) ∪

n
σ(A
n
).
Using the Stone–Weierstraß theorem we obtain as a first consequence
Theorem 6.23. Suppose A
n
converges to A in norm resolvent sense, then
f(A
n
) converges to f(A) in norm for any bounded continuous function
f : Σ → C with lim
λ→−∞
f(λ) = lim
λ→∞
f(λ). If A
n
converges to A
in strong resolvent sense, then f(A
n
) converges to f(A) strongly for any
bounded continuous function f : Σ →C.
132 6. Perturbation theory for self-adjoint operators
Proof. The set of functions for which the claim holds clearly forms a ∗-
algebra (since resolvents are normal, taking adjoints is continuous even with
respect to strong convergence) and since it contains f(λ) = 1 and f(λ) =
1
λ−z
0
this ∗-algebra is dense by the Stone–Weierstaß theorem. The usual
ε
3
shows that this ∗-algebra is also closed.
To see the last claim let χ
n
be a compactly supported continuous func-
tion (0 ≤ χ
m
≤ 1) which is one on the interval [−m, m]. Then f(A
n

m
(A
n
)
s

f(A)χ
m
(A) by the first part and hence
|(f(A
n
) −f(A))ψ| ≤ |f(A
n
)| |(1 −χ
m
(A
n
))ψ|
+|f(A
n
)| |(χ
m
(A
n
) −χ
m
(A))ψ|
+|(f(A
n

m
(A
n
) −f(A)χ
m
(A))ψ|
+|f(A)| |(1 −χ
m
(A))ψ| (6.64)
can be made arbitrarily small since |f(.)| ≤ |f|

and χ
m
(.)
s
→I by Theo-
rem 3.1.
As a consequence note that the point z ∈ Γ is of no importance
Corollary 6.24. Suppose A
n
converges to A in norm or strong resolvent
sense for one z
0
∈ Γ, then this holds for all z ∈ Γ.
and that we have
Corollary 6.25. Suppose A
n
converges to A in strong resolvent sense, then
e
itAn
s
→ e
itA
, t ∈ R, (6.65)
and if all operators are semi-bounded
e
−tAn
s
→ e
−tA
, t ≥ 0. (6.66)
Finally we need some good criteria to check for norm respectively strong
resolvent convergence.
Lemma 6.26. Let A
n
, A be self-adjoint operators with D(A
n
) = D(A).
Then A
n
converges to A in norm resolvent sense if there are sequences a
n
and b
n
converging to zero such that
|(A
n
−A)ψ| ≤ a
n
|ψ| +b
n
|Aψ|, ψ ∈ D(A) = D(A
n
). (6.67)
Proof. From the second resolvent identity
R
An
(z) −R
A
(z) = R
An
(z)(A−A
n
)R
A
(z) (6.68)
we infer
|(R
An
(i) −R
A
(i))ψ| ≤ |R
An
(i)|
_
a
n
|R
A
(i)ψ| +b
n
|AR
A
(i)ψ|
_
≤ (a
n
+b
n
)|ψ| (6.69)
6.5. Strong and norm resolvent convergence 133
and hence |R
An
(i) −R
A
(i)| ≤ a
n
+b
n
→ 0.
In particular, norm convergence implies norm resolvent convergence:
Corollary 6.27. Let A
n
, A be bounded self-adjoint operators with A
n
→ A,
then A
n
converges to A in norm resolvent sense.
Similarly, if no domain problems get in the way, strong convergence
implies strong resolvent convergence:
Lemma 6.28. Let A
n
, A be self-adjoint operators. Then A
n
converges to
A in strong resolvent sense if there there is a core D
0
of A such that for any
ψ ∈ D
0
we have ψ ∈ D(A
n
) for n sufficiently large and A
n
ψ → Aψ.
Proof. Using the second resolvent identity we have
|(R
An
(i) −R
A
(i))ψ| ≤ |(A−A
n
)R
A
(i)ψ| → 0 (6.70)
for ψ ∈ (A −i)D
0
which is dense, since D
0
is a core. The rest follows from
Lemma 1.13.
If you wonder why we did not define weak resolvent convergence, here
is the answer: it is equivalent to strong resolvent convergence.
Lemma 6.29. Suppose w-lim
n→∞
R
An
(z) = R
A
(z) for some z ∈ Γ, then
also s-lim
n→∞
R
An
(z) = R
A
(z).
Proof. By R
An
(z) R
A
(z) we have also R
An
(z)

R
A
(z)

and thus by
the first resolvent identity
|R
An
(z)ψ|
2
−|R
A
(z)ψ|
2
= ¸ψ, R
An
(z

)R
An
(z)ψ −R
A
(z

)R
A
(z)ψ)
=
1
z −z

¸ψ, (R
An
(z) −R
An
(z

) +R
A
(z) −R
A
(z

))ψ) → 0. (6.71)
Together with R
An
(z)ψ R
A
(z)ψ we have R
An
(z)ψ → R
A
(z)ψ by virtue
of Lemma 1.11 (iv).
Now what can we say about the spectrum?
Theorem 6.30. Let A
n
and A be self-adjoint operators. If A
n
converges to
A in strong resolvent sense we have σ(A) ⊆ lim
n→∞
σ(A
n
). If A
n
converges
to A in norm resolvent sense we have σ(A) = lim
n→∞
σ(A
n
).
Proof. Suppose the first claim were wrong. Then we can find a λ ∈ σ(A)
and some ε > 0 such that σ(A
n
) ∩ (λ − ε, λ + ε) = ∅. Choose a bounded
continuous function f which is one on (λ −
ε
2
, λ +
ε
2
) and vanishes outside
(λ−ε, λ+ε). Then f(A
n
) = 0 and hence f(A)ψ = limf(A
n
)ψ = 0 for every
ψ. On the other hand, since λ ∈ σ(A) there is a nonzero ψ ∈ RanP
A
((λ −
ε
2
, λ +
ε
2
)) implying f(A)ψ = ψ, a contradiction.
134 6. Perturbation theory for self-adjoint operators
To see the second claim, recall that the norm of R
A
(z) is just one over
the distance from the spectrum. In particular, λ ,∈ σ(A) if and only if
|R
A
(λ + i)| < 1. So λ ,∈ σ(A) implies |R
A
(λ + i)| < 1, which implies
|R
An
(λ + i)| < 1 for n sufficiently large, which implies λ ,∈ σ(A
n
) for n
sufficiently large.
Note that the spectrum can contract if we only have strong resolvent
sense: Let A
n
be multiplication by
1
n
x in L
2
(R). Then A
n
converges to 0 in
strong resolvent sense, but σ(A
n
) = R and σ(0) = ¦0¦.
Lemma 6.31. Suppose A
n
converges in strong resolvent sense to A. If
P
A
(¦λ¦) = 0, then
s-lim
n→∞
P
An
((−∞, λ)) = s-lim
n→∞
P
An
((−∞, λ]) = P
A
((−∞, λ)) = P
A
((−∞, λ]).
(6.72)
Proof. The idea is to approximate χ
(−∞,λ)
by a continuous function f with
0 ≤ f ≤ χ
(−∞,λ)
. Then
|(P
A
((−∞, λ)) −P
An
((−∞, λ)))ψ| ≤ |(P
A
((−∞, λ)) −f(A))ψ|
+|(f(A) −f(A
n
))ψ| +|(f(A
n
) −P
An
((−∞, λ)))ψ|. (6.73)
The first term can be made arbitrarily small if we let f converge pointwise
to χ
(−∞,λ)
(Theorem 3.1) and the same is true for the second if we choose n
large (Theorem 6.23). However, the third term can only be made small for
fixed n. To overcome this problem let us choose another continuous function
g with χ
(−∞,λ]
≤ g ≤ 1. Then
|(f(A
n
) −P
An
((−∞, λ)))ψ| ≤ |(g(A
n
) −f(A
n
))ψ| (6.74)
since f ≤ χ
(−∞,λ)
≤ χ
(−∞,λ]
≤ g. Furthermore,
|(g(A
n
) −f(A
n
))ψ| ≤ |(g(A
n
) −f(A))ψ|
+|(f(A) −g(A))ψ| +|(g(A) −g(A
n
))ψ| (6.75)
and now all terms are under control. Since we can replace P
.
((−∞, λ)) by
P
.
((−∞, λ]) in all calculations we are done.
Using P((λ
0
, λ
1
)) = P((−∞, λ
1
)) −P((−∞, λ
0
]) we also obtain
Corollary 6.32. Suppose A
n
converges in strong resolvent sense to A. If
P
A
(¦λ
0
¦) = P
A
(¦λ
1
¦) = 0, then
s-lim
n→∞
P
An
((λ
0
, λ
1
)) = s-lim
n→∞
P
An
([λ
0
, λ
1
]) = P
A
((λ
0
, λ
1
)) = P
A
([λ
0
, λ
1
]).
(6.76)
6.5. Strong and norm resolvent convergence 135
Example. The following example shows that the requirement P
A
(¦λ¦) = 0
is crucial, even if we have bounded operators and norm convergence. In fact,
let H = C
2
and
A
n
=
1
n
_
1 0
0 −1
_
. (6.77)
Then A
n
→ 0 and
P
An
((−∞, 0)) = P
An
((−∞, 0]) =
_
0 0
0 1
_
, (6.78)
but P
0
((−∞, 0)) = 0 and P
0
((−∞, 0]) = I.
Problem 6.9. Show that for self-adjoint operators, strong resolvent conver-
gence is equivalent to convergence with respect to the metric
d(A, B) =

n∈N
1
2
n
|(R
A
(i) −R
B
(i))ϕ
n
|, (6.79)
where ¦ϕ
n
¦
n∈N
is some (fixed) ONB.
Problem 6.10 (Weak convergence of spectral measures). Suppose A
n

A in strong resolvent sense and let µ
ψ
, µ
ψ,n
be the corresponding spectral
measures. Show that
_
f(λ)dµ
ψ,n
(λ) →
_
f(λ)dµ
ψ
(λ) (6.80)
for every bounded continuous f. Give a counterexample when f is not con-
tinuous.
Part 2
Schr¨odinger Operators
Chapter 7
The free Schr¨odinger
operator
7.1. The Fourier transform
We first review some basic facts concerning the Fourier transform which
will be needed in the following section.
Let C

(R
n
) be the set of all complex-valued functions which have partial
derivatives of arbitrary order. For f ∈ C

(R
n
) and α ∈ N
n
0
we set

α
f =

|α|
f
∂x
α
1
1
∂x
αn
n
, x
α
= x
α
1
1
x
αn
n
, [α[ = α
1
+ +α
n
. (7.1)
An element α ∈ N
n
0
is called multi-index and [α[ is called its order. Recall
the Schwarz space
o(R
n
) = ¦f ∈ C

(R
n
)[ sup
x
[x
α
(∂
β
f)(x)[ < ∞, α, β ∈ N
n
0
¦ (7.2)
which is dense in L
2
(R
n
) (since C

c
(R
n
) ⊂ o(R
n
) is). For f ∈ o(R
n
) we
define
T(f)(p) ≡
ˆ
f(p) =
1
(2π)
n/2
_
R
n
e
−ipx
f(x)d
n
x. (7.3)
Then it is an exercise in partial integration to prove
Lemma 7.1. For any multi-index α ∈ N
n
0
and any f ∈ o(R
n
) we have
(∂
α
f)

(p) = (ip)
α
ˆ
f(p), (x
α
f(x))

(p) = i
|α|

α
ˆ
f(p). (7.4)
Hence we will sometimes write pf(x) for −i∂f(x), where ∂ = (∂
1
, . . . , ∂
n
)
is the gradient.
139
140 7. The free Schr¨odinger operator
In particular T maps o(R
n
) into itself. Another useful property is the
convolution formula.
Lemma 7.2. The Fourier transform of the convolution
(f ∗ g)(x) =
_
R
n
f(y)g(x −y)d
n
y =
_
R
n
f(x −y)g(y)d
n
y (7.5)
of two functions f, g ∈ o(R
n
) is given by
(f ∗ g)

(p) = (2π)
n/2
ˆ
f(p)ˆ g(p). (7.6)
Proof. We compute
(f ∗ g)

(p) =
1
(2π)
n/2
_
R
n
e
−ipx
_
R
n
f(y)g(x −y)d
n
y d
n
x
=
_
R
n
e
−ipy
f(y)
1
(2π)
n/2
_
R
n
e
−ip(x−y)
g(x −y)d
n
xd
n
y
=
_
R
n
e
−ipy
f(y)ˆ g(p)d
n
y = (2π)
n/2
ˆ
f(p)ˆ g(p), (7.7)
where we have used Fubini’s theorem.
Next, we want to compute the inverse of the Fourier transform. For this
the following lemma will be needed.
Lemma 7.3. We have e
−zx
2
/2
∈ o(R
n
) for Re(z) > 0 and
T(e
−zx
2
/2
)(p) =
1
z
n/2
e
−p
2
/(2z)
. (7.8)
Here z
n/2
has to be understood as (

z)
n
, where the branch cut of the root
is chosen along the negative real axis.
Proof. Due to the product structure of the exponential, one can treat each
coordinate separately, reducing the problem to the case n = 1.
Let φ
z
(x) = exp(−zx
2
/2). Then φ

z
(x)+zxφ
z
(x) = 0 and hence i(p
ˆ
φ
z
(p)+
z
ˆ
φ

z
(p)) = 0. Thus
ˆ
φ
z
(p) = cφ
1/z
(p) and (Problem 7.1)
c =
ˆ
φ
z
(0) =
1


_
R
exp(−zx
2
/2)dx =
1

z
(7.9)
at least for z > 0. However, since the integral is holomorphic for Re(z) > 0,
this holds for all z with Re(z) > 0 if we choose the branch cut of the root
along the negative real axis.
Now we can show
7.1. The Fourier transform 141
Theorem 7.4. The Fourier transform T : o(R
n
) → o(R
n
) is a bijection.
Its inverse is given by
T
−1
(g)(x) ≡ ˇ g(x) =
1
(2π)
n/2
_
R
n
e
ipx
g(p)d
n
p. (7.10)
We have T
2
(f)(x) = f(−x) and thus T
4
= I.
Proof. It suffices to show T
2
(f)(x) = f(−x). Consider φ
z
(x) from the
proof of the previous lemma and observe T
2

z
)(x) = φ
z
(−x). Moreover,
using Fubini this even implies T
2
(f
ε
)(x) = f
ε
(−x) for any ε > 0, where
f
ε
(x) =
1
ε
n
_
R
n
φ
1/ε
2(x −y)f(y)d
n
y. (7.11)
Since lim
ε↓0
f
ε
(x) = f(x) for every x ∈ R
n
(Problem 7.2), we infer from
dominated convergence T
2
(f)(x) = lim
ε↓0
T
2
(f
ε
)(x) = lim
ε↓0
f
ε
(−x) =
f(−x).
From Fubini’s theorem we also obtain Parseval’s identity
_
R
n
[
ˆ
f(p)[
2
d
n
p =
1
(2π)
n/2
_
R
n
_
R
n
f(x)

ˆ
f(p)e
ipx
d
n
p d
n
x
=
_
R
n
[f(x)[
2
d
n
x (7.12)
for f ∈ o(R
n
) and thus we can extend T to a unitary operator:
Theorem 7.5. The Fourier transform T extends to a unitary operator T :
L
2
(R
n
) → L
2
(R
n
). Its spectrum satisfies
σ(T) = ¦z ∈ C[z
4
= 1¦ = ¦1, −1, i, −i¦. (7.13)
Proof. It remains to compute the spectrum. In fact, if ψ
n
is a Weyl se-
quence, then (T
2
+ z
2
)(T + z)(T − z)ψ
n
= (T
4
− z
4

n
= (1 − z
4

n
→ 0
implies z
4
= 1. Hence σ(T) ⊆ ¦z ∈ C[z
4
= 1¦. We defer the proof for
equality to Section 8.3, where we will explicitly compute an orthonormal
basis of eigenfunctions.
Lemma 7.1 also allows us to extend differentiation to a larger class. Let
us introduce the Sobolev space
H
r
(R
n
) = ¦f ∈ L
2
(R
n
)[[p[
r
ˆ
f(p) ∈ L
2
(R
n
)¦. (7.14)
We will abbreviate

α
f = ((ip)
α
ˆ
f(p))

, f ∈ H
r
(R
n
), [α[ ≤ r (7.15)
which implies
_
R
n
g(x)(∂
α
f)(x)d
n
x = (−1)
α
_
R
n
(∂
α
g)(x)f(x)d
n
x, (7.16)
142 7. The free Schr¨odinger operator
for f ∈ H
r
(R
n
) and g ∈ o(R
n
). That is, ∂
α
f is the derivative of f in the
sense of distributions.
Finally, we have the Riemann-Lebesgue lemma.
Lemma 7.6 (Riemann-Lebesgue). Let C

(R
n
) denote the Banach space of
all continuous functions f : R
n
→ C which vanish at ∞ equipped with the
sup norm. Then the Fourier transform is a bounded map from L
1
(R
n
) into
C

(R
n
) satisfying
|
ˆ
f|

≤ (2π)
−n/2
|f|
1
. (7.17)
Proof. Clearly we have
ˆ
f ∈ C

(R
n
) if f ∈ o(R
n
). Moreover, the estimate
sup
p
[
ˆ
f(p)[ ≤
1
(2π)
n/2
sup
p
_
R
n
[e
−ipx
f(x)[d
n
x =
1
(2π)
n/2
_
R
n
[f(x)[d
n
x
(7.18)
shows
ˆ
f ∈ C

(R
n
) for arbitrary f ∈ L
1
(R
n
) since o(R
n
) is dense in L
1
(R
n
).

Problem 7.1. Show that
_
R
exp(−x
2
/2)dx =

2π. (Hint: Square the inte-
gral and evaluate it using polar coordinates.)
Problem 7.2. Extend Lemma 0.32 to the case u, f ∈ o(R
n
) (compare Prob-
lem 0.17).
7.2. The free Schr¨odinger operator
In Section 2.1 we have seen that the Hilbert space corresponding to one
particle in R
3
is L
2
(R
3
). More generally, the Hilbert space for N particles
in R
d
is L
2
(R
n
), n = Nd. The corresponding non relativistic Hamilton
operator, if the particles do not interact, is given by
H
0
= −∆, (7.19)
where ∆ is the Laplace operator
∆ =
n

j=1

2
∂x
2
j
. (7.20)
Our first task is to find a good domain such that H
0
is a self-adjoint operator.
By Lemma 7.1 we have that
−∆ψ(x) = (p
2
ˆ
ψ(p))

(x), ψ ∈ H
2
(R
n
), (7.21)
and hence the operator
H
0
ψ = −∆ψ, D(H
0
) = H
2
(R
n
), (7.22)
7.2. The free Schr¨odinger operator 143
is unitarily equivalent to the maximally defined multiplication operator
(T H
0
T
−1
)ϕ(p) = p
2
ϕ(p), D(p
2
) = ¦ϕ ∈ L
2
(R
n
)[p
2
ϕ(p) ∈ L
2
(R
n
)¦.
(7.23)
Theorem 7.7. The free Schr¨odinger operator H
0
is self-adjoint and its
spectrum is characterized by
σ(H
0
) = σ
ac
(H
0
) = [0, ∞), σ
sc
(H
0
) = σ
pp
(H
0
) = ∅. (7.24)
Proof. It suffices to show that dµ
ψ
is purely absolutely continuous for every
ψ. First observe that
¸ψ, R
H
0
(z)ψ) = ¸
ˆ
ψ, R
p
2(z)
ˆ
ψ) =
_
R
n
[
ˆ
ψ(p)[
2
p
2
−z
d
n
p =
_
R
1
r
2
−z
d˜ µ
ψ
(r), (7.25)
where
d˜ µ
ψ
(r) = χ
[0,∞)
(r)r
n−1
__
S
n−1
[
ˆ
ψ(rω)[
2
d
n−1
ω
_
dr. (7.26)
Hence, after a change of coordinates, we have
¸ψ, R
H
0
(z)ψ) =
_
R
1
λ −z

ψ
(λ), (7.27)
where

ψ
(λ) =
1
2
χ
[0,∞)
(λ)λ
n/2−1
__
S
n−1
[
ˆ
ψ(

λω)[
2
d
n−1
ω
_
dλ, (7.28)
proving the claim.
Finally, we note that the compactly supported smooth functions are a
core for H
0
.
Lemma 7.8. The set C

c
(R
n
) = ¦f ∈ o(R
n
)[supp(f) is compact¦ is a core
for H
0
.
Proof. It is not hard to see that o(R
n
) is a core (Problem 7.3) and hence it
suffices to show that the closure of H
0
[
C

c
(R
n
)
contains H
0
[
S(R
n
)
. To see this,
let ϕ(x) ∈ C

c
(R
n
) which is one for [x[ ≤ 1 and vanishes for [x[ ≥ 2. Set
ϕ
n
(x) = ϕ(
1
n
x), then ψ
n
(x) = ϕ
n
(x)ψ(x) is in C

c
(R
n
) for every ψ ∈ o(R
n
)
and ψ
n
→ ψ respectively ∆ψ
n
→ ∆ψ.
Note also that the quadratic form of H
0
is given by
q
H
0
(ψ) =
n

j=1
_
R
n
[∂
j
ψ(x)[
2
d
n
x, ψ ∈ Q(H
0
) = H
1
(R
n
). (7.29)
Problem 7.3. Show that o(R
n
) is a core for H
0
. (Hint: Show that the
closure of H
0
[
S(R
n
)
contains H
0
.)
144 7. The free Schr¨odinger operator
Problem 7.4. Show that ¦ψ ∈ o(R)[ψ(0) = 0¦ is dense but not a core for
H
0
= −
d
2
dx
2
.
7.3. The time evolution in the free case
Now let us look at the time evolution. We have
e
−itH
0
ψ(x) = T
−1
e
−itp
2
ˆ
ψ(p). (7.30)
The right hand side is a product and hence our operator should be express-
ible as an integral operator via the convolution formula. However, since
e
−itp
2
is not in L
2
, a more careful analysis is needed.
Consider
f
ε
(p
2
) = e
−(it+ε)p
2
, ε > 0. (7.31)
Then f
ε
(H
0
)ψ → e
−itH
0
ψ by Theorem 3.1. Moreover, by Lemma 7.3 and
the convolution formula we have
f
ε
(H
0
)ψ(x) =
1
(4π(it +ε))
n/2
_
R
n
e

|x−y|
2
4(it+ε)
ψ(y)d
n
y (7.32)
and hence
e
−itH
0
ψ(x) =
1
(4πit)
n/2
_
R
n
e
i
|x−y|
2
4t
ψ(y)d
n
y (7.33)
for t ,= 0 and ψ ∈ L
1
∩ L
2
. For general ψ ∈ L
2
the integral has to be
understood as a limit.
Using this explicit form, it is not hard to draw some immediate conse-
quences. For example, if ψ ∈ L
2
(R
n
) ∩L
1
(R
n
), then ψ(t) ∈ C(R
n
) for t ,= 0
(use dominated convergence and continuity of the exponential) and satisfies
|ψ(t)|


1
[4πt[
n/2
|ψ(0)|
1
(7.34)
by the Riemann-Lebesgue lemma. Thus we have spreading of wave functions
in this case. Moreover, it is even possible to determine the asymptotic form
of the wave function for large t as follows. Observe
e
−itH
0
ψ(x) =
e
i
x
2
4t
(4πit)
n/2
_
R
n
e
i
y
2
4t
ψ(y)e
i
xy
2t
d
n
y
=
_
1
2it
_
n/2
e
i
x
2
4t
_
e
i
y
2
4t
ψ(y)
_

(
x
2t
). (7.35)
Moreover, since exp(i
y
2
4t
)ψ(y) → ψ(y) in L
2
as [t[ → ∞ (dominated conver-
gence) we obtain
7.4. The resolvent and Green’s function 145
Lemma 7.9. For any ψ ∈ L
2
(R
n
) we have
e
−itH
0
ψ(x) −
_
1
2it
_
n/2
e
i
x
2
4t
ˆ
ψ(
x
2t
) → 0 (7.36)
in L
2
as [t[ → ∞.
Next we want to apply the RAGE theorem in order to show that for any
initial condition, a particle will escape to infinity.
Lemma 7.10. Let g(x) be the multiplication operator by g and let f(p) be
the operator given by f(p)ψ(x) = T
−1
(f(p)
ˆ
ψ(p))(x). Denote by L


(R
n
) the
bounded Borel functions which vanish at infinity. Then
f(p)g(x) and g(x)f(p) (7.37)
are compact if f, g ∈ L


(R
n
) and (extend to) Hilbert–Schmidt operators if
f, g ∈ L
2
(R
n
).
Proof. By symmetry it suffices to consider g(x)f(p). Let f, g ∈ L
2
, then
g(x)f(p)ψ(x) =
1
(2π)
n/2
_
R
n
g(x)
ˇ
f(x −y)ψ(y)d
n
y (7.38)
shows that g(x)f(p) is Hilbert–Schmidt since g(x)
ˇ
f(x −y) ∈ L
2
(R
n
R
n
).
If f, g are bounded then the functions f
R
(p) = χ
{p|p
2
≤R}
(p)f(p) and
g
R
(x) = χ
{x|x
2
≤R}
(x)g(x) are in L
2
. Thus g
R
(x)f
R
(p) is compact and tends
to g(x)f(p) in norm since f, g vanish at infinity.
In particular, this lemma implies that
χ

(H
0
+ i)
−1
(7.39)
is compact if Ω ⊆ R
n
is bounded and hence
lim
t→∞


e
−itH
0
ψ|
2
= 0 (7.40)
for any ψ ∈ L
2
(R
n
) and any bounded subset Ω of R
n
. In other words, the
particle will eventually escape to infinity since the probability of finding the
particle in any bounded set tends to zero. (If ψ ∈ L
1
(R
n
) this of course also
follows from (7.34).)
7.4. The resolvent and Green’s function
Now let us compute the resolvent of H
0
. We will try to use a similar approach
as for the time evolution in the previous section. However, since it is highly
nontrivial to compute the inverse Fourier transform of exp(−εp
2
)(p
2
−z)
−1
directly, we will use a small ruse.
146 7. The free Schr¨odinger operator
Note that
R
H
0
(z) =
_

0
e
zt
e
−tH
0
dt, Re(z) < 0 (7.41)
by Lemma 4.1. Moreover,
e
−tH
0
ψ(x) =
1
(4πt)
n/2
_
R
n
e

|x−y|
2
4t
ψ(y)d
n
y, t > 0, (7.42)
by the same analysis as in the previous section. Hence, by Fubini, we have
R
H
0
(z)ψ(x) =
_
R
n
G
0
(z, [x −y[)ψ(y)d
n
y, (7.43)
where
G
0
(z, r) =
_

0
1
(4πt)
n/2
e

r
2
4t
+zt
dt, r > 0, Re(z) < 0. (7.44)
The function G
0
(z, r) is called Green’s function of H
0
. The integral can
be evaluated in terms of modified Bessel functions of the second kind
G
0
(z, r) =
1

_
−z

2
r
2
_n−2
4
K
n
2
−1
(

−zr). (7.45)
The functions K
ν
(x) satisfy the following differential equation
_
d
2
dx
2
+
1
x
d
dx
−1 −
ν
2
x
2
_
K
ν
(x) = 0 (7.46)
and have the following asymptotics
K
ν
(x) =
_
Γ(ν)
2
_
x
2
_
−ν
+O(x
−ν+1
) ν ,= 0
−ln(
x
2
) +O(1) ν = 0
(7.47)
for [x[ → 0 and
K
ν
(x) =
_
π
2x
e
−x
(1 +O(x
−1
)) (7.48)
for [x[ → ∞. For more information see for example [22]. In particular,
G
0
(z, r) has an analytic continuation for z ∈ C¸[0, ∞) = ρ(H
0
). Hence we
can define the right hand side of (7.43) for all z ∈ ρ(H
0
) such that
_
R
n
_
R
n
ϕ(x)G
0
(z, [x −y[)ψ(y)d
n
yd
n
x (7.49)
is analytic for z ∈ ρ(H
0
) and ϕ, ψ ∈ o(R
n
) (by Morea’s theorem). Since
it is equal to ¸ϕ, R
H
0
(z)ψ) for Re(z) < 0 it is equal to this function for all
z ∈ ρ(H
0
), since both functions are analytic in this domain. In particular,
(7.43) holds for all z ∈ ρ(H
0
).
7.4. The resolvent and Green’s function 147
If n is odd, we have the case of spherical Bessel functions which can be
expressed in terms of elementary functions. For example, we have
G
0
(z, r) =
1
2

−z
e


−z r
, n = 1, (7.50)
and
G
0
(z, r) =
1
4πr
e


−z r
, n = 3. (7.51)
Problem 7.5. Verify (7.43) directly in the case n = 1.
Chapter 8
Algebraic methods
8.1. Position and momentum
Apart from the Hamiltonian H
0
, which corresponds to the kinetic energy,
there are several other important observables associated with a single parti-
cle in three dimensions. Using commutation relation between these observ-
ables, many important consequences about these observables can be derived.
First consider the one-parameter unitary group
(U
j
(t)ψ)(x) = e
−itx
j
ψ(x), 1 ≤ j ≤ 3. (8.1)
For ψ ∈ o(R
3
) we compute
lim
t→0
i
e
−itx
j
ψ(x) −ψ(x)
t
= x
j
ψ(x) (8.2)
and hence the generator is the multiplication operator by the j-th coordinate
function. By Corollary 5.3 it is essentially self-adjoint on ψ ∈ o(R
3
). It is
custom to combine all three operators to one vector valued operator x, which
is known as position operator. Moreover, it is not hard to see that the
spectrum of x
j
is purely absolutely continuous and given by σ(x
j
) = R. In
fact, let ϕ(x) be an orthonormal basis for L
2
(R). Then ϕ
i
(x
1

j
(x
2

k
(x
3
)
is an orthonormal basis for L
2
(R
3
) and x
1
can be written as a orthogonal
sum of operators restricted to the subspaces spanned by ϕ
j
(x
2

k
(x
3
). Each
subspace is unitarily equivalent to L
2
(R) and x
1
is given by multiplication
with the identity. Hence the claim follows (or use Theorem 4.12).
Next, consider the one-parameter unitary group of translations
(U
j
(t)ψ)(x) = ψ(x −te
j
), 1 ≤ j ≤ 3, (8.3)
149
150 8. Algebraic methods
where e
j
is the unit vector in the j-th coordinate direction. For ψ ∈ o(R
3
)
we compute
lim
t→0
i
ψ(x −te
j
) −ψ(x)
t
=
1
i

∂x
j
ψ(x) (8.4)
and hence the generator is p
j
=
1
i

∂x
j
. Again it is essentially self-adjoint
on ψ ∈ o(R
3
). Moreover, since it is unitarily equivalent to x
j
by virtue of
the Fourier transform we conclude that the spectrum of p
j
is again purely
absolutely continuous and given by σ(p
j
) = R. The operator p is known as
momentum operator. Note that since
[H
0
, p
j
]ψ(x) = 0, ψ ∈ o(R
3
) (8.5)
we have
d
dt
¸ψ(t), p
j
ψ(t)) = 0, ψ(t) = e
−itH
0
ψ(0) ∈ o(R
3
), (8.6)
that is, the momentum is a conserved quantity for the free motion. Similarly
one has
[p
j
, x
k
]ψ(x) = δ
jk
ψ(x), ψ ∈ o(R
3
), (8.7)
which is known as the Weyl relation.
The Weyl relations also imply that the mean-square deviation of position
and momentum cannot be made arbitrarily small simultaneously:
Theorem 8.1 (Heisenberg Uncertainty Principle). Suppose A and B are
two symmetric operators, then for any ψ ∈ D(AB) ∩ D(AB) we have

ψ
(A)∆
ψ
(B) ≥
1
2
[E
ψ
([A, B])[ (8.8)
with equality if
(B −E
ψ
(B))ψ = iλ(A−E
ψ
(A))ψ, λ ∈ R¸¦0¦, (8.9)
or if ψ is an eigenstate of A or B.
Proof. Let us fix ψ ∈ D(AB) ∩ D(AB) and abbreviate
ˆ
A = A−E
ψ
(A),
ˆ
B = B −E
ψ
(B). (8.10)
Then ∆
ψ
(A) = |
ˆ
Aψ|, ∆
ψ
(B) = |
ˆ
Bψ| and hence by Cauchy-Schwarz

ˆ
Aψ,
ˆ
Bψ)[ ≤ ∆
ψ
(A)∆
ψ
(B). (8.11)
Now note that
ˆ
A
ˆ
B =
1
2
¦
ˆ
A,
ˆ
B¦ +
1
2
[A, B], ¦
ˆ
A,
ˆ
B¦ =
ˆ
A
ˆ
B +
ˆ
B
ˆ
A (8.12)
where ¦
ˆ
A,
ˆ
B¦ and i[A, B] are symmetric. So

ˆ
Aψ,
ˆ
Bψ)[
2
= [¸ψ,
ˆ
A
ˆ
Bψ)[
2
=
1
2
[¸ψ, ¦
ˆ
A,
ˆ
B¦ψ)[
2
+
1
2
[¸ψ, [A, B]ψ)[
2
(8.13)
8.2. Angular momentum 151
which proves (8.8).
To have equality if ψ is not an eigenstate we need
ˆ
Bψ = z
ˆ
Aψ for equality
in Cauchy-Schwarz and ¸ψ, ¦
ˆ
A,
ˆ
B¦ψ) = 0. Inserting the first into the second
requirement gives 0 = (z −z

)|
ˆ
Aψ|
2
and shows Re(z) = 0.
In case of position and momentum we have (|ψ| = 1)

ψ
(p
j
)∆
ψ
(x
k
) ≥
δ
jk
2
(8.14)
and the minimum is attained for the Gaussian wave packets
ψ(x) =
_
λ
π
_
n/4
e

λ
2
|x−x
0
|
2
−ip
0
x
, (8.15)
which satisfy E
ψ
(x) = x
0
and E
ψ
(p) = p
0
respectively ∆
ψ
(p
j
)
2
=
λ
2
and

ψ
(x
k
)
2
=
1

.
Problem 8.1. Check that (8.15) realizes the minimum.
8.2. Angular momentum
Now consider the one-parameter unitary group of rotations
(U
j
(t)ψ)(x) = ψ(M
j
(t)x), 1 ≤ j ≤ 3, (8.16)
where M
j
(t) is the matrix of rotation around e
j
by an angle of t. For
ψ ∈ o(R
3
) we compute
lim
t→0
i
ψ(M
i
(t)x) −ψ(x)
t
=
3

j,k=1
ε
ijk
x
j
p
k
ψ(x), (8.17)
where
ε
ijk
=
_
_
_
1 if ijk is an even permutation of 123
−1 if ijk is an odd permutation of 123
0 else
. (8.18)
Again one combines the three components to one vector valued operator
L = x ∧ p, which is known as angular momentum operator. Since
e
i2πL
j
= I, we see that the spectrum is a subset of Z. In particular, the
continuous spectrum is empty. We will show below that we have σ(L
j
) = Z.
Note that since
[H
0
, L
j
]ψ(x) = 0, ψ ∈ o(R
3
), (8.19)
we have again
d
dt
¸ψ(t), L
j
ψ(t)) = 0, ψ(t) = e
−itH
0
ψ(0) ∈ o(R
3
), (8.20)
that is, the angular momentum is a conserved quantity for the free motion
as well.
152 8. Algebraic methods
Moreover, we even have
[L
i
, K
j
]ψ(x) = i
3

k=1
ε
ijk
K
k
ψ(x), ψ ∈ o(R
3
), K
j
∈ ¦L
j
, p
j
, x
j
¦, (8.21)
and these algebraic commutation relations are often used to derive informa-
tion on the point spectra of these operators. In this respect the following
domain
D = span¦x
α
e

x
2
2
[ α ∈ N
n
0
¦ ⊂ o(R
n
) (8.22)
is often used. It has the nice property that the finite dimensional subspaces
D
k
= span¦x
α
e

x
2
2
[ [α[ ≤ k¦ (8.23)
are invariant under L
j
(and hence they reduce L
j
).
Lemma 8.2. The subspace D ⊂ L
2
(R
n
) defined in (8.22) is dense.
Proof. By Lemma 1.9 it suffices to consider the case n = 1. Suppose
¸ϕ, ψ) = 0 for every ψ ∈ D. Then
1


_
ϕ(x)e

x
2
2
k

j=1
(itx)
j
j!
= 0 (8.24)
for any finite k and hence also in the limit k → ∞ by the dominated conver-
gence theorem. But the limit is the Fourier transform of ϕ(x)e

x
2
2
, which
shows that this function is zero. Hence ϕ(x) = 0.
Since it is invariant under the unitary groups generated by L
j
, the op-
erators L
j
are essentially self-adjoint on D by Corollary 5.3.
Introducing L
2
= L
2
1
+L
2
2
+L
2
3
it is straightforward to check
[L
2
, L
j
]ψ(x) = 0, ψ ∈ o(R
3
). (8.25)
Moreover, D
k
is invariant under L
2
and L
3
and hence D
k
reduces L
2
and
L
3
. In particular, L
2
and L
3
are given by finite matrices on D
k
. Now
let H
m
= Ker(L
3
− m) and denote by P
k
the projector onto D
k
. Since
L
2
and L
3
commute on D
k
, the space P
k
H
m
is invariant under L
2
which
shows that we can choose an orthonormal basis consisting of eigenfunctions
of L
2
for P
k
H
m
. Increasing k we get an orthonormal set of simultaneous
eigenfunctions whose span is equal to D. Hence there is an orthonormal
basis of simultaneous eigenfunctions of L
2
and L
3
.
Now let us try to draw some further consequences by using the commuta-
tion relations (8.21). (All commutation relations below hold for ψ ∈ o(R
3
).)
Denote by H
l,m
the set of all functions in D satisfying
L
3
ψ = mψ, L
2
ψ = l(l + 1)ψ. (8.26)
8.2. Angular momentum 153
By L
2
≥ 0 and σ(L
3
) ⊆ Z we can restrict our attention to the case l ≥ 0
and m ∈ Z.
First introduce two new operators
L
±
= L
1
±iL
2
, [L
3
, L
±
] = ±L
±
. (8.27)
Then, for every ψ ∈ H
l,m
we have
L
3
(L
±
ψ) = (m±1)(L
±
ψ), L
2
(L
±
ψ) = l(l + 1)(L
±
ψ), (8.28)
that is, L
±
H
l,m
→H
l,m±1
. Moreover, since
L
2
= L
2
3
±L
3
+L

L
±
(8.29)
we obtain
|L
±
ψ|
2
= ¸ψ, L

L
±
ψ) = (l(l + 1) −m(m±1))|ψ| (8.30)
for every ψ ∈ H
l,m
. If ψ ,= 0 we must have l(l + 1) − m(m± 1) ≥ 0 which
shows H
l,m
= ¦0¦ for [m[ > l. Moreover, L
±
H
l,m
→ H
l,m±1
is injective
unless [m[ = l. Hence we must have H
l,m
= ¦0¦ for l ,∈ N
0
.
Up to this point we know σ(L
2
) ⊆ ¦l(l +1)[l ∈ N
0
¦, σ(L
3
) ⊆ Z. In order
to show that equality holds in both cases, we need to show that H
l,m
,= ¦0¦
for l ∈ N
0
, m = −l, −l + 1, . . . , l −1, l. First of all we observe
ψ
0,0
(x) =
1
π
3/2
e

x
2
2
∈ H
0,0
. (8.31)
Next, we note that (8.21) implies
[L
3
, x
±
] = ±x
±
, x
±
= x
1
±ix
2
,
[L
±
, x
±
] = 0, [L
±
, x

] = ±2x
3
,
[L
2
, x
±
] = 2x
±
(1 ±L
3
) ∓2x
3
L
±
. (8.32)
Hence if ψ ∈ H
l,l
, then (x
1
±ix
2
)ψ ∈ H
l±1,l±1
. And thus
ψ
l,l
(x) =
1

l!
(x
1
±ix
2
)
l
ψ
0,0
(x) ∈ H
l,l
, (8.33)
respectively
ψ
l,m
(x) =
¸
(l +m)!
(l −m)!(2l)!
L
l−m

ψ
l,l
(x) ∈ H
l,m
. (8.34)
The constants are chosen such that |ψ
l,m
| = 1.
In summary,
Theorem 8.3. There exists an orthonormal basis of simultaneous eigenvec-
tors for the operators L
2
and L
j
. Moreover, their spectra are given by
σ(L
2
) = ¦l(l + 1)[l ∈ N
0
¦, σ(L
3
) = Z. (8.35)
We will rederive this result using different methods in Section 10.3.
154 8. Algebraic methods
8.3. The harmonic oscillator
Finally, let us consider another important model whose algebraic structure
is similar to those of the angular momentum, the harmonic oscillator
H = H
0

2
x
2
, ω > 0. (8.36)
As domain we will choose
D(H) = D = span¦x
α
e

x
2
2
[ α ∈ N
3
0
¦ ⊆ L
2
(R
3
) (8.37)
from our previous section.
We will first consider the one-dimensional case. Introducing
A
±
=
1

2
_

ωx ∓
1

ω
d
dx
_
(8.38)
we have
[A

, A
+
] = 1 (8.39)
and
H = ω(2N + 1), N = A
+
A

, (8.40)
for any function in D.
Moreover, since
[N, A
±
] = ±A
±
, (8.41)
we see that Nψ = nψ implies NA
±
ψ = (n ±1)A
±
ψ. Moreover, |A
+
ψ|
2
=
¸ψ, A

A
+
ψ) = (n + 1)|ψ|
2
respectively |A

ψ|
2
= n|ψ|
2
in this case and
hence we conclude that σ(N) ⊆ N
0
If Nψ
0
= 0, then we must have A

ψ = 0 and the normalized solution
of this last equation is given by
ψ
0
(x) =
_
ω
π
_
1/4
e

ωx
2
2
∈ D. (8.42)
Hence
ψ
n
(x) =
1

n!
A
n
+
ψ
0
(x) (8.43)
is a normalized eigenfunction of N corresponding to the eigenvalue n. More-
over, since
ψ
n
(x) =
1

2
n
n!
_
ω
π
_
1/4
H
n
(

ωx)e

ωx
2
2
(8.44)
where H
n
(x) is a polynomial of degree n given by
H
n
(x) = e
x
2
2
_
x −
d
dx
_
n
e

x
2
2
= (−1)
n
e
x
2 d
n
dx
n
e
−x
2
, (8.45)
we conclude span¦ψ
n
¦ = D. The polynomials H
n
(x) are called Hermite
polynomials.
In summary,
8.3. The harmonic oscillator 155
Theorem 8.4. The harmonic oscillator H is essentially self adjoint on D
and has an orthonormal basis of eigenfunctions
ψ
n
1
,n
2
,n
3
(x) = ψ
n
1
(x
1

n
2
(x
2

n
3
(x
3
), (8.46)
with ψ
n
j
(x
j
) from (8.44). The spectrum is given by
σ(H) = ¦(2n + 3)ω[n ∈ N
0
¦. (8.47)
Finally, there is also a close connection with the Fourier transformation.
without restriction we choose ω = 1 and consider only one dimension. Then
it easy to verify that H commutes with the Fourier transformation
TH = HT. (8.48)
Moreover, by TA
±
= ∓iA
±
T we even infer

n
=
1

n!
TA
n
+
ψ
0
=
(−i)
n

n!
A
n
+

0
= (−i)
n
ψ
n
, (8.49)
since Tψ
0
= ψ
0
by Lemma 7.3. In particular,
σ(T) = ¦z ∈ C[z
4
= 1¦. (8.50)
Problem 8.2. Show that H = −
d
2
dx
2
+q can be written as H = AA

, where
A = −
d
dx
+φ, if the differential equation ψ

+qψ = 0 has a positive solution.
Compute
˜
H = A

A. (Hint: φ =
ψ

ψ
.)
Chapter 9
One dimensional
Schr¨odinger operators
9.1. Sturm-Liouville operators
In this section we want to illustrate some of the results obtained thus far by
investigating a specific example, the Sturm-Liouville equations.
τf(x) =
1
r(x)
_

d
dx
p(x)
d
dx
f(x) +q(x)f(x)
_
, f, pf

∈ AC
loc
(I) (9.1)
The case p = r = 1 can be viewed as the model of a particle in one
dimension in the external potential q. Moreover, the case of a particle in
three dimensions can in some situations be reduced to the investigation of
Sturm-Liouville equations. In particular, we will see how this works when
explicitly solving the hydrogen atom.
The suitable Hilbert space is
L
2
((a, b), r(x)dx), ¸f, g) =
_
b
a
f(x)

g(x)r(x)dx, (9.2)
where I = (a, b) ⊂ R is an arbitrary open interval.
We require
(i) p
−1
∈ L
1
loc
(I), real-valued
(ii) q ∈ L
1
loc
(I), real-valued
(iii) r ∈ L
1
loc
(I), positive
157
158 9. One dimensional Schr¨odinger operators
If a is finite and if p
−1
, q, r ∈ L
1
((a, c)) (c ∈ I), then the Sturm-Liouville
equation (9.1) is called regular at a. Similarly for b. If it is both regular at
a and b it is called regular.
The maximal domain of definition for τ in L
2
(I, r dx) is given by
D(τ) = ¦f ∈ L
2
(I, r dx)[f, pf

∈ AC
loc
(I), τf ∈ L
2
(I, r dx)¦. (9.3)
It is not clear that D(τ) is dense unless (e.g.) p ∈ AC
loc
(I), p

, q ∈ L
2
loc
(I),
r
−1
∈ L

loc
(I) since C

0
(I) ⊂ D(τ) in this case. We will defer the general
case to Lemma 9.4 below.
Since we are interested in self-adjoint operators H associated with (9.1),
we perform a little calculation. Using integration by parts (twice) we obtain
(a < c < d < b):
_
d
c
g

(τf) rdy = W
d
(g

, f) −W
c
(g

, f) +
_
d
c
(τg)

f rdy, (9.4)
for f, g, pf

, pg

∈ AC
loc
(I) where
W
x
(f
1
, f
2
) =
_
p(f
1
f

2
−f

1
f
2
)
_
(x) (9.5)
is called the modified Wronskian.
Equation (9.4) also shows that the Wronskian of two solutions of τu = zu
is constant
W
x
(u
1
, u
2
) = W(u
1
, u
2
), τu
1,2
= zu
1,2
. (9.6)
Moreover, it is nonzero if and only if u
1
and u
2
are linearly independent
(compare Theorem 9.1 below).
If we choose f, g ∈ D(τ) in (9.4), than we can take the limits c → a and
d → b, which results in
¸g, τf) = W
b
(g

, f) −W
a
(g

, f) +¸τg, f), f, g ∈ D(τ). (9.7)
Here W
a,b
(g

, f) has to be understood as limit.
Finally, we recall the following well-known result from ordinary differ-
ential equations.
Theorem 9.1. Suppose rg ∈ L
1
loc
(I), then there exists a unique solution
f, pf

∈ AC
loc
(I) of the differential equation
(τ −z)f = g, z ∈ C, (9.8)
satisfying the initial condition
f(c) = α, (pf

)(c) = β, α, β ∈ C, c ∈ I. (9.9)
In addition, f is holomorphic with respect to z.
Note that f, pf

can be extended continuously to a regular end point.
9.1. Sturm-Liouville operators 159
Lemma 9.2. Suppose u
1
, u
2
are two solutions of (τ−z)u = 0 with W(u
1
, u
2
) =
1. Then any other solution of (9.8) can be written as (α, β ∈ C)
f(x) = u
1
(x)
_
α +
_
x
c
u
2
gr dy
_
+u
2
(x)
_
β −
_
x
c
u
1
gr dy
_
,
f

(x) = u

1
(x)
_
α +
_
x
c
u
2
gr dy
_
+u

2
(x)
_
β −
_
x
c
u
1
gr dy
_
. (9.10)
Note that the constants α, β coincide with those from Theorem 9.1 if u
1
(c) =
(pu

2
)(c) = 1 and (pu

1
)(c) = u
2
(c) = 0.
Proof. It suffices to check τf − z f = g. Differentiating the first equation
of (9.10) gives the second. Next we compute
(pf

)

= (pu

1
)

_
α +
_
u
2
gr dy
_
+ (pu

2
)

_
β −
_
u
1
gr dy
_
−W(u
1
, u
2
)gr
= (q −z)u
1
_
α +
_
u
2
gr dy
_
+ (q −z)u
2
_
β −
_
u
1
g dy
_
−gr
= (q −z)f −gr (9.11)
which proves the claim.
Now we want to obtain a symmetric operator and hence we choose
A
0
f = τf, D(A
0
) = D(τ) ∩ AC
c
(I), (9.12)
where AC
c
(I) are the functions in AC(I) with compact support. This defi-
nition clearly ensures that the Wronskian of two such functions vanishes on
the boundary, implying that A
0
is symmetric. Our first task is to compute
the closure of A
0
and its adjoint. For this the following elementary fact will
be needed.
Lemma 9.3. Suppose V is a vector space and l, l
1
, . . . , l
n
are linear func-
tionals (defined on all of V ) such that

n
j=1
Ker(l
j
) ⊆ Ker(l). Then l =

n
j=0
α
j
l
j
for some constants α
j
∈ C.
Proof. First of all it is no restriction to assume that the functionals l
j
are
linearly independent. Then the map L : V → C
n
, f → (l
1
(f), . . . , l
n
(f)) is
surjective (since x ∈ Ran(L)

implies

n
j=1
x
j
l
j
(f) = 0 for all f). Hence
there are vectors f
k
∈ V such that l
j
(f
k
) = 0 for j ,= k and l
j
(f
j
) = 1. Then
f −

n
j=1
l
j
(f)f
j

n
j=1
Ker(l
j
) and hence l(f)−

n
j=1
l
j
(f)l(f
j
) = 0. Thus
we can choose α
j
= l(f
j
).
Now we are ready to prove
Lemma 9.4. The operator A
0
is densely defined and its closure is given by
A
0
f = τf, D(A
0
) = ¦f ∈ D(τ) [ W
a
(f, g) = W
b
(f, g) = 0, ∀g ∈ D(τ)¦.
(9.13)
160 9. One dimensional Schr¨odinger operators
Its adjoint is given by
A

0
f = τf, D(A

0
) = D(τ). (9.14)
Proof. We start by computing A

0
and ignore the fact that we don’t know
wether D(A
0
) is dense for now.
By (9.7) we have D(τ) ⊆ D(A

0
) and it remains to show D(A

0
) ⊆ D(τ).
If h ∈ D(A

0
) we must have
¸h, A
0
f) = ¸k, f), ∀f ∈ D(A
0
) (9.15)
for some k ∈ L
2
(I, r dx). Using (9.10) we can find a
˜
h such that τ
˜
h = k and
from integration by parts we obtain
_
b
a
(h(x) −
˜
h(x))

(τf)(x)r(x)dx = 0, ∀f ∈ D(A
0
). (9.16)
Clearly we expect that h −
˜
h will be a solution of the τu = 0 and to prove
this we will invoke Lemma 9.3. Therefore we consider the linear functionals
l(g) =
_
b
a
(h(x) −
˜
h(x))

g(x)r(x)dx, l
j
(g) =
_
b
a
u
j
(x)

g(x)r(x)dx, (9.17)
on L
2
c
(I, r dx), where u
j
are two solutions of τu = 0 with W(u
1
, u
2
) ,= 0.
We have Ker(l
1
) ∩ Ker(l
2
) ⊆ Ker(l). In fact, if g ∈ Ker(l
1
) ∩ Ker(l
2
), then
f(x) = u
1
(x)
_
x
a
u
2
(y)g(y)r(y)dy +u
2
(x)
_
b
x
u
1
(y)g(y)r(y)dy (9.18)
is in D(A
0
) and g = τf ∈ Ker(l) by (9.16). Now Lemma 9.3 implies
_
b
a
(h(x) −
˜
h(x) +α
1
u
1
(x) +α
2
u
2
(x))

g(x)r(x)dx = 0, ∀g ∈ L
2
c
(I, rdx)
(9.19)
and hence h =
˜
h +α
1
u
1

2
u
2
∈ D(τ).
Now what if D(A
0
) were not dense? Then there would be some freedom
in choice of k since we could always add a component in D(A
0
)

. So suppose
we have two choices k
1
,= k
2
. Then by the above calculation, there are
corresponding functions
˜
h
1
and
˜
h
2
such that h =
˜
h
1
+ α
1,1
u
1
+ α
1,2
u
2
=
˜
h
2
+ α
2,1
u
1
+ α
2,2
u
2
. In particular,
˜
h
1

˜
h
2
is in the kernel of τ and hence
k
1
= τ
˜
h
1
= τ
˜
h
2
= k
2
contradiction our assumption.
Next we turn to A
0
. Denote the set on the right hand side of (9.13) by
D. Then we have D ⊆ D(A
∗∗
0
) = A
0
by (9.7). Conversely, since A
0
⊆ A

0
we can use (9.7) to conclude
W
a
(f, h) +W
b
(f, h) = 0, f ∈ D(A
0
), h ∈ D(A

0
). (9.20)
9.2. Weyl’s limit circle, limit point alternative 161
Now replace h by a
˜
h ∈ D(A

0
) which coincides with h near a and vanishes
identically near b (Problem 9.1). Then W
a
(f, h) = W
a
(f,
˜
h) +W
b
(f,
˜
h) = 0.
Finally, W
b
(f, h) = −W
a
(f, h) = 0 shows f ∈ D.
Example. If τ is regular at a, then f ∈ D(A
0
) if and only if f(a) =
(pf

)(a) = 0. This follows since we can prescribe the values of g(a), (pg

)(a)
for g ∈ D(τ) arbitrarily.
This result shows that any self-adjoint extension of A
0
must lie between
A
0
and A

0
. Moreover, self-adjointness seems to be related to the Wronskian
of two functions at the boundary. Hence we collect a few properties first.
Lemma 9.5. Suppose v ∈ D(τ) with W
a
(v

, v) = 0 and there is a
ˆ
f ∈ D(τ)
with W(v

,
ˆ
f)
a
,= 0. then we have
W
a
(v, f) = 0 ⇔ W
a
(v, f

) = 0 ∀f ∈ D(τ) (9.21)
and
W
a
(v, f) = W
a
(v, g) = 0 ⇒ W
a
(g

, f) = 0 ∀f, g ∈ D(τ) (9.22)
Proof. For all f
1
, . . . , f
4
∈ D(τ) we have the Pl¨ ucker identity
W
x
(f
1
, f
2
)W
x
(f
3
, f
4
) +W
x
(f
1
, f
3
)W
x
(f
4
, f
2
) +W
x
(f
1
, f
4
)W
x
(f
2
, f
3
) = 0
(9.23)
which remains valid in the limit x → a. Choosing f
1
= v, f
2
= f, f
3
=
v

, f
4
=
ˆ
f we infer (9.21). Choosing f
1
= f, f
2
= g

, f
3
= v, f
4
=
ˆ
f we
infer (9.22).
Problem 9.1. Given α, β, γ, δ, show that there is a function f ∈ D(τ)
restricted to [c, d] ⊆ (a, b) such that f(c) = α, (pf)(c) = β and f(d) = γ,
(pf)(c) = δ. (Hint: Lemma 9.2)
Problem 9.2. Let A
0
= −
d
2
dx
2
, D(A
0
) = ¦f ∈ H
2
[0, 1][f(0) = f(1) = 0¦.
and B = q, D(B) = ¦f ∈ L
2
(0, 1)[qf ∈ L
2
(0, 1)¦. Find a q ∈ L
1
(0, 1) such
that D(A
0
) ∩ D(B) = ¦0¦. (Hint: Problem 0.18)
9.2. Weyl’s limit circle, limit point alternative
We call τ limit circle (l.c.) at a if there is a v ∈ D(τ) with W
a
(v

, v) = 0
such that W
a
(v, f) ,= 0 for at least one f ∈ D(τ). Otherwise τ is called
limit point (l.p.) at a. Similarly for b.
Example. If τ is regular at a, it is limit circle at a. Since
W
a
(v, f) = (pf

)(a)v(a) −(pv

)(a)f(a) (9.24)
any real-valued v with (v(a), (pv

)(a)) ,= (0, 0) works.
162 9. One dimensional Schr¨odinger operators
Note that if W
a
(f, v) ,= 0, then W
a
(f, Re(v)) ,= 0 or W
a
(f, Im(v)) ,= 0.
Hence it is no restriction to assume that v is real and W
a
(v

, v) = 0 is
trivially satisfied in this case. In particular, τ is limit point if and only if
W
a
(f, g) = 0 for all f, g ∈ D(τ).
Theorem 9.6. If τ is l.c. at a, then let v ∈ D(τ) with W(v

, v)
a
= 0 and
W(v, f)
a
,= 0 for some f ∈ D(τ). Similarly, if τ is l.c. at b, let w be an
analogous function. Then the operator
A : D(A) → L
2
(I, r dx)
f → τf
(9.25)
with
D(A) = ¦f ∈ D(τ)[ W
a
(v, f) = 0 if l.c. at a
W
b
(w, f) = 0 if l.c. at b¦
(9.26)
is self-adjoint.
Proof. Clearly A ⊆ A

⊆ A

0
. Let g ∈ D(A

). As in the computation of A
0
we conclude W
a
(f, g) = 0 for all f ∈ D(A). Moreover, we can choose f such
that it coincides with v near a and hence W
a
(v, g) = 0, that is g ∈ D(A).
The name limit circle respectively limit point stems from the original
approach of Weyl, who considered the set of solutions τu = zu, z ∈ C¸R
which satisfy W
c
(u

, u) = 0. They can be shown to lie on a circle which
converges to a circle respectively point as c → a (or c → b).
Example. If τ is regular at a we can choose v such that (v(a), (pv

)(a)) =
(sin(α), −cos(α)), α ∈ [0, π), such that
W
a
(v, f) = cos(α)f(a) + sin(α)(pf

)(a). (9.27)
The most common choice α = 0 is known as Dirichlet boundary condi-
tion f(a) = 0.
Next we want to compute the resolvent of A.
Lemma 9.7. Suppose z ∈ ρ(A), then there exists a solution u
a
(z, x) which
is in L
2
((a, c), r dx) and which satisfies the boundary condition at a if τ
is l.c. at a. Similarly, there exists a solution u
b
(z, x) with the analogous
properties near b.
The resolvent of A is given by
(A−z)
−1
g(x) =
_
b
a
G(z, x, y)g(y)r(y)dy, (9.28)
where
G(z, x, y) =
1
W(u
b
(z), u
a
(z))
_
u
b
(z, x)u
a
(z, y) x ≥ y
u
a
(z, x)u
b
(z, y) x ≤ y
. (9.29)
9.2. Weyl’s limit circle, limit point alternative 163
Proof. Let g ∈ L
2
c
(I, r dx) be real-valued and consider f = (A − z)
−1
g ∈
D(A). Since (τ −z)f = 0 near a respectively b, we obtain u
a
(z, x) by setting
it equal to f near a and using the differential equation to extend it to the
rest of I. Similarly we obtain u
b
. The only problem is that u
a
or u
b
might
be identically zero. Hence we need to show that this can be avoided by
choosing g properly.
Fix z and let g be supported in (c, d) ⊂ I. Since (τ −z)f = g we have
f(x) = u
1
(x)
_
α +
_
x
a
u
2
gr dy
_
+u
2
(x)
_
β +
_
b
x
u
1
gr dy
_
. (9.30)
Near a (x < c) we have f(x) = αu
1
(x) +
˜
βu
2
(x) and near b (x > d) we have
f(x) = ˜ αu
1
(x) +βu
2
(x), where ˜ α = α +
_
b
a
u
2
gr dy and
˜
β = β +
_
b
a
u
1
gr dy.
If f vanishes identically near both a and b we must have α = β = ˜ α =
˜
β = 0
and thus α = β = 0 and
_
b
a
u
j
(y)g(y)r(y)dy = 0, j = 1, 2. This case can
be avoided choosing g suitable and hence there is at least one solution, say
u
b
(z).
Now choose u
1
= u
b
and consider the behavior near b. If u
2
is not square
integrable on (d, b), we must have β = 0 since βu
2
= f − ˜ αu
b
is. If u
2
is
square integrable, we can find two functions in D(τ) which coincide with
u
b
and u
2
near b. Since W(u
b
, u
2
) = 1 we see that τ is l.c. at a and hence
0 = W
b
(u
b
, f) = W
b
(u
b
, ˜ αu
b
+ βu
2
) = β. Thus β = 0 in both cases and we
have
f(x) = u
b
(x)
_
α +
_
x
a
u
2
gr dy
_
+u
2
(x)
_
b
x
u
b
gr dy. (9.31)
Now choosing g such that
_
b
a
u
b
gr dy ,= 0 we infer existence of u
a
(z). Choos-
ing u
2
= u
a
and arguing as before we see α = 0 and hence
f(x) = u
b
(x)
_
x
a
u
a
(y)g(y)r(y)dy +u
a
(x)
_
b
x
u
b
(y)g(y)r(y)dy
=
_
b
a
G(z, x, y)g(y)r(y)dy (9.32)
for any g ∈ L
2
c
(I, r dx). Since this set is dense the claim follows.
Example. If τ is regular at a with a boundary condition as in the previous
example, we can choose u
a
(z, x) to be the solution corresponding to the
initial conditions (u
a
(z, a), (pu

a
)(z, a)) = (sin(α), −cos(α)). In particular,
u
a
(z, x) exists for all z ∈ C.
If τ is regular at both a and b there is a corresponding solution u
b
(z, x),
again for all z. So the only values of z for which (A − z)
−1
does not exist
must be those with W(u
b
(z), u
a
(z)) = 0. However, in this case u
a
(z, x)
164 9. One dimensional Schr¨odinger operators
and u
b
(z, x) are linearly dependent and u
a
(z, x) = γu
b
(z, x) satisfies both
boundary conditions. That is, z is an eigenvalue in this case.
In particular, regular operators have pure point spectrum. We will see
in Theorem 9.10 below, that this holds for any operator which is l.c. at both
end points.
In the previous example u
a
(z, x) is holomorphic with respect to z and
satisfies u
a
(z, x)

= u
a
(z

, x) (since it coresponds to real initial conditions
and our differential equation has real coefficients). In general we have:
Lemma 9.8. Suppose z ∈ ρ(A), then u
a
(z, x) from the previous lemma can
be chosen locally holomorphic with respect to z such that
u
a
(z, x)

= u
a
(z

, x). (9.33)
Similarly, for u
b
(z, x).
Proof. Since this is a local property near a we can suppose b is regular
and choose u
b
(z, x) such that (u
b
(z, b), (pu

b
)(z, b)) = (sin(β), −cos(β)) as in
the example above. In addition, choose a second solution v
b
(z, x) such that
(v
b
(z, b), (pv

b
)(z, b)) = (cos(β), sin(β)) and observe W(u
b
(z), v
b
(z)) = 1. If
z ∈ ρ(A), z is no eigenvalue and hence u
a
(z, x) cannot be a multiple of
u
b
(z, x). Thus we can set
u
a
(z, x) = v
b
(z, x) +m(z)u
b
(z, x) (9.34)
and it remains to show that m(z) is holomorphic with m(z)

= m(z

).
Choosing h with compact support in (a, c) and g with support in (c, b)
we have
¸h, (A−z)
−1
g) = ¸h, u
a
(z))¸g

, u
b
(z))
= (¸h, v
b
(z)) +m(z)¸h, u
b
(z)))¸g

, u
b
(z)) (9.35)
(with a slight abuse of notation since u
b
, v
b
might not be square integrable).
Choosing (real-valued) functions h and g such that ¸h, u
b
(z))¸g

, u
b
(z)) , = 0
we can solve for m(z):
m(z) =
¸h, (A−z)
−1
g) −¸h, v
b
(z))¸g

, u
b
(z))
¸h, u
b
(z))¸g

, u
b
(z))
. (9.36)
This finishes the proof.
Example. We already know that τ = −
d
2
dx
2
on I = (−∞, ∞) gives rise to
the free Schr¨odinger operator H
0
. Furthermore,
u
±
(z, x) = e


−zx
, z ∈ C, (9.37)
are two linearly independent solutions (for z ,= 0) and since Re(

−z) > 0
for z ∈ C¸[0, ∞), there is precisely one solution (up to a constant multiple)
9.2. Weyl’s limit circle, limit point alternative 165
which is square integrable near ±∞, namely u
±
. In particular, the only
choice for u
a
is u

and for u
b
is u
+
and we get
G(z, x, y) =
1
2

−z
e


−z|x−y|
(9.38)
which we already found in Section 7.4.
If, as in the previous example, there is only one square integrable solu-
tion, there is no choice for G(z, x, y). But since different boundary condi-
tions must give rise to different resolvents, there is no room for boundary
conditions in this case. This indicates a connection between our l.c., l.p.
distinction and square integrability of solutions.
Theorem 9.9 (Weyl alternative). The operator τ is l.c. at a if and only if
for one z
0
∈ C all solutions of (τ − z
0
)u = 0 are square integrable near a.
This then holds for all z ∈ C. Similarly for b.
Proof. If all solutions are square integrable near a, τ is l.c. at a since the
Wronskian of two linearly independent solutions does not vanish.
Conversely, take two functions v, ˜ v ∈ D(τ) with W
a
(v, ˜ v) ,= 0. By con-
sidering real and imaginary parts it is no restriction th assume that v and
˜ v are real-valued. Thus they give rise to two different self-adjoint operators
A and
˜
A (choose any fixed w for the other endpoint). Let u
a
and ˜ u
a
be the
corresponding solutions from above, then W(u
a
, ˜ u
a
) ,= 0 (since otherwise
A =
˜
A by Lemma 9.5) and thus there are two linearly independent solutions
which are square integrable near a. Since any other solution can be written
as a linear combination of those two, every solution is square integrable near
a.
It remains to show that all solutions of (τ − z)u = 0 for all z ∈ C are
square integrable near a if τ is l.c. at a. In fact, the above argument ensures
this for every z ∈ ρ(A) ∩ ρ(
˜
A), that is, at least for all z ∈ C¸R.
Suppose (τ −z)u = 0. and choose two linearly independent solutions u
j
,
j = 1, 2, of (τ − z
0
)u = 0 with W(u
1
, u
2
) = 1. Using (τ − z
0
)u = (z − z
0
)u
and (9.10) we have (a < c < x < b)
u(x) = αu
1
(x) +βu
2
(x) + (z −z
0
)
_
x
c
(u
1
(x)u
2
(y) −u
1
(y)u
2
(x))u(y)r(y) dy.
(9.39)
Since u
j
∈ L
2
((c, b), rdx) we can find a constant M ≥ 0 such that
_
b
c
[u
1,2
(y)[
2
r(y) dy ≤ M. (9.40)
166 9. One dimensional Schr¨odinger operators
Now choose c close to b such that [z − z
0
[M
2
≤ 1/4. Next, estimating the
integral using Cauchy–Schwarz gives
¸
¸
¸
_
x
c
(u
1
(x)u
2
(y) −u
1
(y)u
2
(x))u(y)r(y) dy
¸
¸
¸
2

_
x
c
[u
1
(x)u
2
(y) −u
1
(y)u
2
(x)[
2
r(y) dy
_
x
c
[u(y)[
2
r(y) dy
≤ M
_
[u
1
(x)[
2
+[u
2
(x)[
2
_
_
x
c
[u(y)[
2
r(y) dy (9.41)
and hence
_
x
c
[u(y)[
2
r(y) dy ≤ ([α[
2
+[β[
2
)M + 2[z −z
0
[M
2
_
x
c
[u(y)[
2
r(y) dy
≤ ([α[
2
+[β[
2
)M +
1
2
_
x
c
[u(y)[
2
r(y) dy. (9.42)
Thus
_
x
c
[u(y)[
2
r(y) dy ≤ 2([α[
2
+[β[
2
)M (9.43)
and since u ∈ AC
loc
(I) we have u ∈ L
2
((c, b), r dx) for every c ∈ (a, b).
Note that all eigenvalues are simple. If τ is l.p. at one endpoint this is
clear, since there is at most one solution of (τ − λ)u = 0 which is square
integrable near this end point. If τ is l.c. this also follows since the fact that
two solutions of (τ − λ)u = 0 satisfy the same boundary condition implies
that their Wronskian vanishes.
Finally, led us shed some additional light on the number of possible
boundary conditions. Suppose τ is l.c. at a and let u
1
, u
2
be two solutions
of τu = 0 with W(u
1
, u
2
) = 1. Abbreviate
BC
j
x
(f) = W
x
(u
j
, f), f ∈ D(τ). (9.44)
Let v be as in Theorem 9.6, then, using Lemma 9.5 it is not hard to see that
W
a
(v, f) = 0 ⇔ cos(α)BC
1
a
(f) + sin(α)BC
2
a
(f) = 0, (9.45)
where tan(α) = −
BC
1
a
(v)
BC
2
a
(v)
. Hence all possible boundary conditions can be
parametrized by α ∈ [0, π). If τ is regular at a and if we choose u
1
(a) =
p(a)u

2
(a) = 1 and p(a)u

1
(a) = u
2
(a) = 0, then
BC
1
a
(f) = f(a), BC
2
a
(f) = p(a)f

(a) (9.46)
and the boundary condition takes the simple form
cos(α)f(a) + sin(α)p(a)f

(a) = 0. (9.47)
Finally, note that if τ is l.c. at both a and b, then Theorem 9.6 does not give
all possible self-adjoint extensions. For example, one could also choose
BC
1
a
(f) = e

BC
1
b
(f), BC
2
a
(f) = e

BC
2
b
(f). (9.48)
9.2. Weyl’s limit circle, limit point alternative 167
The case α = 0 gives rise to periodic boundary conditions in the regular
case.
Now we turn to the investigation of the spectrum of A. If τ is l.c. at
both endpoints, then the spectrum of A is very simple
Theorem 9.10. If τ is l.c. at both end points, then the resolvent is a Hilbert–
Schmidt operator, that is,
_
b
a
_
b
a
[G(z, x, y)[
2
r(y)dy r(x)dx < ∞. (9.49)
In particular, the spectrum of any self adjoint extensions is purely discrete
and the eigenfunctions (which are simple) form an orthonormal basis.
Proof. This follows from the estimate
_
b
a
_
_
x
a
[u
b
(x)u
a
(y)[
2
r(y)dy +
_
b
x
[u
b
(y)u
a
(x)[
2
r(y)dy
_
r(x)dx
≤ 2
_
b
a
[u
a
(y)[
2
r(y)dy
_
b
a
[u
b
(y)[
2
r(y)dy, (9.50)
which shows that the resolvent is Hilbert–Schmidt and hence compact.
If τ is not l.c. the situation is more complicated and we can only say
something about the essential spectrum.
Theorem 9.11. All self adjoint extensions have the same essential spec-
trum. Moreover, if A
ac
and A
cb
are self-adjoint extensions of τ restricted to
(a, c) and (c, b) (for any c ∈ I), then
σ
ess
(A) = σ
ess
(A
ac
) ∪ σ
ess
(A
cb
). (9.51)
Proof. Since (τ −i)u = 0 has two linearly independent solutions, the defect
indices are at most two (they are zero if τ is l.p. at both end points, one if
τ is l.c. at one and l.p. at the other end point, and two if τ is l.c. at both
endpoints). Hence the first claim follows from Theorem 6.19.
For the second claim restrict τ to the functions with compact support
in (a, c) ∪ (c, d). Then, this operator is the orthogonal sum of the operators
A
0,ac
and A
0,cb
. Hence the same is true for the adjoints and hence the defect
indices of A
0,ac
⊕ A
0,cb
are at most four. Now note that A and A
ac
⊕ A
cb
are both self-adjoint extensions of this operator. Thus the second claim also
follows from Theorem 6.19.
Problem 9.3. Compute the spectrum and the resolvent of τ = −
d
2
dx
2
, I =
(0, ∞) defined on D(A) = ¦f ∈ D(τ)[f(0) = 0¦.
168 9. One dimensional Schr¨odinger operators
9.3. Spectral transformations
In this section we want to provide some fundamental tools for investigating
the spectra of Sturm-Liouville operators and, at the same time, give some
nice illustrations of the spectral theorem.
Example. Consider again τ = −
d
2
dx
2
on I = (−∞, ∞). From Section 7.2
we know that the Fourier transform maps the associated operator H
0
to the
multiplication operator with p
2
in L
2
(R). To get multiplication by λ, as in
the spectral theorem, we set p =

λ and split the Fourier integral into a
positive and negative part
(Uf)(λ) =
_
_
R
e
i

λx
f(x) dx
_
R
e
−i

λx
f(x) dx
_
, λ ∈ σ(H
0
) = [0, ∞). (9.52)
Then
U : L
2
(R) →
2

j=1
L
2
(R,
χ
[0,∞)
(λ)
2

λ
dλ) (9.53)
is the spectral transformation whose existence is guaranteed by the spectral
theorem (Lemma 3.3).
Note that in the previous example the kernel e
±i

λx
of the integral trans-
form U is just a pair of linearly independent solutions of the underlying
differential equation (though no eigenfunctions, since they are not square
integrable).
More general, if
U : L
2
(I, r dx) → L
2
(R, dµ), f(x) →
_
R
u(λ, x)f(x)r(x) dx (9.54)
is an integral transformation which maps a self-adjoint Sturm-Liouville op-
erator A to multiplication by λ, then its kernel u(λ, x) is a solution of the
underlying differential equation. This formally follows from UAf = λUf
which implies
_
R
u(λ, x)(τ −λ)f(x)r(x) dx =
_
R
(τ −λ)u(λ, x)f(x)r(x) dx (9.55)
and hence (τ −λ)u(λ, .) = 0.
Lemma 9.12. Suppose
U : L
2
(I, r dx) →
k

j=1
L
2
(R, dµ
j
) (9.56)
is a spectral mapping as in Lemma 3.3. Then U is of the form
Uf(x) =
_
b
a
u(λ, x)f(x)r(x) dx, (9.57)
9.3. Spectral transformations 169
where u(λ, x) = (u
1
(λ, x), . . . , u
k
(λ, x)) and each u
j
(λ, .) is a solution of
τu
j
= λu
j
for a.e. λ (with respect to µ
j
). The inverse is given by
U
−1
F(λ) =
k

j=1
_
R
u
j
(λ, x)

F
j
(λ)dµ
j
(λ). (9.58)
Moreover, the solutions u
j
(λ) are linearly independent if the spectral
measures are ordered and, if τ is l.c. at some endpoint, they satisfy the
boundary condition. In particular, for ordered spectral measures we have
always k ≤ 2 and even k = 1 if τ is l.c. at one endpoint.
Proof. Using U
j
R
A
(z) =
1
λ−z
U
j
we have
U
j
f(x) = (λ −z)U
j
_
b
a
G(z, x, y)f(y)r(y) dy. (9.59)
If we restrict R
A
(z) to a compact interval [c, d] ⊂ (a, b), then R
A
(z)χ
[c,d]
is Hilbert–Schmidt since G(z, x, y)χ
[c,d]
(y) is square integrable over (a, b)
(a, b). Hence U
j
χ
[c,d]
= (λ −z)U
j
R
A
(z)χ
[c,d]
is Hilbert–Schmidt as well and
by Lemma 6.9 there is a corresponding kernel u
[c,d]
j
(λ, y) such that
(U
j
χ
[c,d]
f)(λ) =
_
b
a
u
[c,d]
j
(λ, x)f(x)r(x) dx. (9.60)
Now take a larger compact interval [ˆ c,
ˆ
d] ⊇ [c, d], then the kernels coincide
on [c, d], u
[c,d]
j
(λ, .) = u
[ˆ c,
ˆ
d]
j
(λ, .)χ
[c,d]
, since we have U
j
χ
[c,d]
= U
j
χ
[ˆ c,
ˆ
d]
χ
[c,d]
.
In particular, there is a kernel u
j
(λ, x) such that
U
j
f(x) =
_
b
a
u
j
(λ, x)f(x)r(x) dx (9.61)
for every f with compact support in (a, b). Since functions with compact
support are dense and U
j
is continuous, this formula holds for any f (pro-
vided the integral is understood as the corresponding limit).
Using the fact that U is unitary, ¸F, Ug) = ¸U
−1
F, g), we see

j
_
R
F
j
(λ)

_
b
a
u
j
(λ, x)g(x)r(x) dx =
_
b
a
(U
−1
F)(x)

g(x)r(x) dx. (9.62)
Interchanging integrals on the right hand side (which is permitted at least
for g, F with compact support), the formula for the inverse follows.
Next, from U
j
Af = λU
j
f we have
_
b
a
u
j
(λ, x)(τf)(x)r(x) dx = λ
_
b
a
u
j
(λ, x)f(x)r(x) dx (9.63)
170 9. One dimensional Schr¨odinger operators
for a.e. λ and every f ∈ D(A
0
). Restricting everything to [c, d] ⊂ (a, b)
the above equation implies u
j
(λ, .)[
[c,d]
∈ D(A

cd,0
) and A

ab,0
u
j
(λ, .)[
[c,d]
=
λu
j
(λ, .)[
[c,d]
. In particular, u
j
(λ, .) is a solution of τu
j
= λu
j
. Moreover, if
u
j
(λ, .) is τ is l.c. near a, we can choose α = a and f to satisfy the boundary
condition.
Finally, fix l ≤ k. If we assume the µ
j
are ordered, there is a set Ω
l
such
that µ
j
(Ω
l
) ,= 0 for 1 ≤ j ≤ l. Suppose
l

j=1
c
j
(λ)u
j
(λ, x) = 0 (9.64)
then we have
l

j=1
c
j
(λ)F
j
(λ) = 0, F
j
= U
j
f, (9.65)
for every f. Since U is surjective, we can prescribe F
j
arbitrarily, e.g.,
F
j
(λ) = 1 for j = j
0
and F
j
(λ) = 0 else which shows c
j
0
(λ) = 0. Hence
u
j
(λ, x), 1 ≤ j ≤ l, are linearly independent for λ ∈ Ω
l
which shows k ≤
2 since there are at most two linearly independent solutions. If τ is l.c.
and u
j
(λ, x) must satisfy the boundary condition, there is only one linearly
independent solution and thus k = 1.
Please note that the integral in (9.57) has to be understood as
U
j
f(x) = lim
α↓a,β↑b
_
β
α
u
j
(λ, x)f(x)r(x) dx, (9.66)
where the limit is taken in L
2
(R, dµ
j
). Similarly for (9.58).
For simplicity we will only pursue the case where one endpoint, say a,
is regular. The general case can usually be reduced to this case by choosing
c ∈ (a, b) and splitting A as in Theorem 9.11.
We choose a boundary condition
cos(α)f(a) + sin(α)p(a)f

(a) = 0 (9.67)
and introduce two solution s(z, x) and c(z, x) of τu = zu satisfying the
initial conditions
s(z, a) = −sin(α), p(a)s

(z, a) = cos(α),
c(z, a) = cos(α), p(a)c

(z, a) = sin(α). (9.68)
Note that s(z, x) is the solution which satisfies the boundary condition at
a, that is, we can choose u
a
(z, x) = s(z, x). Moreover, in our previous
lemma we have u
1
(λ, x) = γ
a
(λ)s(λ, x) and using the rescaling dµ(λ) =
9.3. Spectral transformations 171

a
(λ)[
2

a
(λ) and (U
1
f)(λ) = γ
a
(λ)(Uf)(λ) we obtain a unitary map
U : L
2
(I, r dx) → L
2
(R, dµ), (Uf)(λ) =
_
b
a
s(λ, x)f(x)r(x)dx (9.69)
with inverse
(U
−1
F)(x) =
_
R
s(λ, x)F(λ)dµ(λ). (9.70)
Note however, that while this rescaling gets rid of the unknown factor γ
a
(λ),
it destroys the normalization of the measure µ. For µ
1
we know µ
1
(R) = 1,
but µ might not even be bounded! In fact, it turns out that µ is indeed
unbounded.
So up to this point we have our spectral transformation U which maps A
to multiplication by λ, but we know nothing about the measure µ. Further-
more, the measure µ is the object of desire since it contains all the spectral
information of A. So our next aim must be to compute µ. If A has only
pure point spectrum (i.e., only eigenvalues) this is straightforward as the
following example shows.
Example. Suppose E ∈ σ
p
(A) is an eigenvalue. Then s(E, x) is the corre-
sponding eigenfunction and hence the same is true for S
E
(λ) = (Us(E))(λ).
In particular, S
E
(λ) = 0 for a.e. λ ,= E, that is
S
E
(λ) =
_
|s(E)|
2
, λ = E
0, λ ,= 0
. (9.71)
Moreover, since U is unitary we have
|s(E)|
2
=
_
b
a
s(E, x)
2
r(x)dx =
_
R
S
E
(λ)
2
dµ(λ) = |s(E)|
4
µ(¦E¦), (9.72)
that is µ(¦E¦) = |s(E)|
−2
. In particular, if A has pure point spectrum
(e.g., if τ is limit circle at both endpoints), we have
dµ(λ) =

j=1
1
|s(E
j
)|
2
dΘ(λ −E
j
), σ
p
(A) = ¦E
j
¦

j=1
, (9.73)
where dΘ is the Dirac measure centered at 0. For arbitrary A, the above
formula holds at least for the pure point part µ
pp
.
In the general case we have to work a bit harder. Since c(z, x) and s(z, x)
are linearly independent solutions,
W(c(z), s(z)) = 1, (9.74)
we can write u
b
(z, x) = γ
b
(z)(c(z, x) +m
b
(z)s(z, x)), where
m
b
(z) =
cos(α)p(a)u

b
(z, a) −sin(α)u
b
(z, a)
cos(α)u
b
(z, a) + sin(α)p(a)u

b
(z, a)
, z ∈ ρ(A), (9.75)
172 9. One dimensional Schr¨odinger operators
is known as Weyl-Titchmarsh m-function. Note that m
b
(z) is holomor-
phic in ρ(A) and that
m
b
(z)

= m
b
(z

) (9.76)
since the same is true for u
b
(z, x) (the denominator in (9.75) only vanishes if
u
b
(z, x) satisfies the boundary condition at a, that is, if z is an eigenvalue).
Moreover, the constant γ
b
(z) is of no importance and can be chosen equal
to one,
u
b
(z, x) = c(z, x) +m
b
(z)s(z, x). (9.77)
Lemma 9.13. The Weyl m-function is a Herglotz function and satisfies
Im(m
b
(z)) = Im(z)
_
b
a
[u
b
(z, x)[
2
r(x) dx, (9.78)
where u
b
(z, x) is normalized as in (9.77).
Proof. Given two solutions u(x), v(x) of τu = zu, τv = ˆ zv it is straightfor-
ward to check
(ˆ z −z)
_
x
a
u(y)v(y)r(y) dy = W
x
(u, v) −W
a
(u, v) (9.79)
(clearly it is true for x = a, now differentiate with respect to x). Now choose
u(x) = u
b
(z, x) and v(x) = u
b
(z, x)

= u
b
(z

, x),
−2Im(z)
_
x
a
[u
b
(z, y)[
2
r(y) dy = W
x
(u
b
(z), u
b
(z)

) −2Im(m
b
(z)), (9.80)
and observe that W
x
(u
b
, u

b
) vanishes as x ↑ b, since both u
b
and u

b
are in
D(τ) near b.
Lemma 9.14. We have
(Uu
b
(z))(λ) =
1
λ −z
, (9.81)
where u
b
(z, x) is normalized as in (9.77).
Proof. First of all note that from R
A
(z)f = U
−1 1
λ−z
Uf we have
_
b
a
G(z, x, y)f(y)r(y) dy =
_
R
s(λ, x)F(λ)
λ −z
dµ(λ), (9.82)
where F = Uf. Here equality is to be understood in L
2
, that is for a.e. x.
However, the right hand side is continuous with respect to x and so is the
left hand side, at least if F has compact support. Hence in this case the
formula holds for all x and we can choose x = a to obtain
sin(α)
_
b
a
u
b
(z, y)f(y)r(y) dy = sin(α)
_
R
F(λ)
λ −z
dµ(λ), (9.83)
9.3. Spectral transformations 173
for all f, where F has compact support. Since these functions are dense, the
claim follows if we can cancel sin(α), that is, α ,= 0. To see the case α = 0,
first differentiate (9.82) with respect to x before setting x = a.
Now combining the last two lemmas we infer from unitarity of U that
Im(m
b
(z)) = Im(z)
_
b
a
[u
b
(z, x)[
2
r(x) dx = Im(z)
_
R
1
[λ −z[
2
dµ(λ) (9.84)
and since a holomorphic function is determined up to a real constant by its
imaginary part we obtain
Theorem 9.15. The Weyl m-function is given by
m
b
(z) = d +
_
R
_
1
λ −z

λ
1 +λ
2
_
dµ(λ), d ∈ R, (9.85)
and
d = Re(m
b
(i)),
_
R
1
1 +λ
2
dµ(λ) = Im(m
b
(i)) < ∞. (9.86)
Moreover, µ is given by Stieltjes inversion formula
µ(λ) = lim
δ↓0
lim
ε↓0
1
π
_
λ+δ
δ
Im(m
b
(λ + iε))dλ, (9.87)
where
Im(m
b
(λ + iε)) = ε
_
b
a
[u
b
(λ + iε, x)[
2
r(x) dx. (9.88)
Proof. Choosing z = i in (9.84) shows (9.86) and hence the right hand side
of (9.85) is a well-defined holomorphic function in C¸R. By Im(
1
λ−z

λ
1+λ
2
) =
Im(z)
|λ−z|
2
its imaginary part coincides with that of m
b
(z) and hence equality
follows. Stieltjes inversion formula follows as in the case where the measure
is bounded.
Example. Consider τ = −
d
2
dx
2
on I = (0, ∞). Then
c(z, x) = cos(α) cos(

zx) +
sin(α)

z
sin(

zx) (9.89)
and
s(z, x) = −sin(α) cos(

zx) +
cos(α)

z
sin(

zx). (9.90)
Moreover,
u
b
(z, x) = u
b
(z, 0)e


−zx
(9.91)
and thus
m
b
(z) =

−z cos(α) + sin(α)

−z sin(α) −cos(α)
(9.92)
174 9. One dimensional Schr¨odinger operators
respectively
dµ(λ) =

λ
π(cos(α)
2
+λsin(α)
2
)
dλ. (9.93)

Note that if α ,= 0 we even have
_
1
|λ−z|
dµ(λ) < 0 in the previous example
and hence
m
b
(z) = cot(α) +
_
R
1
λ −z
dµ(λ) (9.94)
in this case (the factor −cot(α) follows by considering the limit [z[ → ∞
of both sides). One can show that this remains true in the general case.
Formally it follows by choosing x = a in u
b
(z, x) = (U
−1 1
λ−z
)(x), however,
since we know equality only for a.e. x, a more careful analysis is needed.
We conclude this section with some asymptotics for large z away from
the spectrum. For simplicity we only consider the case p = k ≡ 1. We first
observe (Problem 9.4):
Lemma 9.16. We have
c(z, x) =
1
2
_
cos(α) +
sin(α)

−z
_
e

−z(x−a)
(1 +O(
1

−z
))
s(z, x) =
1
2
_
−sin(α) +
cos(α)

−z
_
e

−z(x−a)
(1 +O(
1

−z
)) (9.95)
for fixed x ∈ (a, b) as Im(z) → ∞.
Furthermore we have
Lemma 9.17. The Green’s function of A
G(z, x, y) = s(z, x)u
b
(z, y), x ≤ y, (9.96)
satisfies
lim
Im(z)→∞
G(z, x, y) = 0 (9.97)
for every x, y ∈ (a, b).
Proof. Let ϕ be some continuous positive function supported in [−1, 1] with
_
ϕ(x)dx = 1 and set ϕ
k
(x) = k ϕ(k x). Then, by |R
A
(z)| ≤ Im(z)
−1
(see
Theorem 2.14),
[G(z, x, y)[ ≤ [G
k
(z, x, y)[ +[G(z, x, y) −G
k
(z, x, y)[

k|ϕ|
2
Im(z)
+[G(z, x, y) −G
k
(z, x, y)[, (9.98)
where
G
k
(z, x, y) = ¸ϕ
k
(. −x), R
A
(z)ϕ
k
(. −y)). (9.99)
9.3. Spectral transformations 175
Since G(z, x, y) = lim
k→∞
G
k
(z, x, y) we can first choose k sufficiently large
such that [G(z, x, y) − G
k
(z, x, y)[ ≤
ε
2
and then Im(z) so large such that

2
Im(z)

ε
2
. Hence [G(z, x, y)[ ≤ ε an the claim follows.
Combining the last two lemmas we also obtain
Lemma 9.18. The Weyl m-function satisfies
m
b
(z) =
_
cot(α) +O(
1

−z
), α ,= 0


−z +O(
1

−z
), α = 0
(9.100)
as Im(z) → ∞.
Proof. Plugging the asymptotic expansions from Lemma 9.16 into Lemma 9.17
we see
m
b
(z) = −
c(z, x)
s(z, x)
+o(e
−2

−z(x−a)
) (9.101)
form which the claim follows.
Note that assuming q ∈ C
k
([a, b)) one can obtain further asymptotic
terms in Lemma 9.16 and hence also in the expansion of m
b
(z).
Problem 9.4. Prove the asymptotics for c(z, x) and s(z, x) from Lemma 9.16.
(Hint: Use that
c(z, x) = cos(α) cosh(

−zx) +
sin(α)

−z
sinh(

−zx)

1

−z
_
x
a
sinh(

−z(x −y))q(y)c(z, y)dy
by Lemma 9.2 and consider ˜ c(z, x) = e


−zx
c(z, x).)
Chapter 10
One-particle
Schr¨odinger operators
10.1. Self-adjointness and spectrum
Our next goal is to apply these results to Schr¨odinger operators. The Hamil-
tonian of one particle in d dimensions is given by
H = H
0
+V, (10.1)
where V : R
d
→ R is the potential energy of the particle. We are mainly
interested in the case 1 ≤ d ≤ 3 and want to find classes of potentials which
are relatively bounded respectively relatively compact. To do this we need
a better understanding of the functions in the domain of H
0
.
Lemma 10.1. Suppose n ≤ 3 and ψ ∈ H
2
(R
n
). Then ψ ∈ C

(R
n
) and for
any a > 0 there is a b > 0 such that
|ψ|

≤ a|H
0
ψ| +b|ψ|. (10.2)
Proof. The important observation is that (p
2
+ γ
2
)
−1
∈ L
2
(R
n
) if n ≤ 3.
Hence, since (p
2

2
)
ˆ
ψ ∈ L
2
(R
n
), the Cauchy-Schwarz inequality
|
ˆ
ψ|
1
= |(p
2

2
)
−1
(p
2

2
)
ˆ
ψ(p)|
1
≤ |(p
2

2
)
−1
| |(p
2

2
)
ˆ
ψ(p)|. (10.3)
shows
ˆ
ψ ∈ L
1
(R
n
). But now everything follows from the Riemann-Lebesgue
lemma
|ψ|

≤ (2π)
−n/2
|(p
2

2
)
−1
|(|p
2
ˆ
ψ(p)| +γ
2
|
ˆ
ψ(p)|)
= (γ/2π)
n/2
|(p
2
+ 1)
−1
|(γ
−2
|H
0
ψ| +|ψ|) (10.4)
177
178 10. One-particle Schr¨odinger operators
finishes the proof.
Now we come to our first result.
Theorem 10.2. Let V be real-valued and V ∈ L


(R
n
) if n > 3 and V ∈
L


(R
n
) +L
2
(R
n
) if n ≤ 3. Then V is relatively compact with respect to H
0
.
In particular,
H = H
0
+V, D(H) = H
2
(R
n
), (10.5)
is self-adjoint, bounded from below and
σ
ess
(H) = [0, ∞). (10.6)
Moreover, C

0
(R
n
) is a core for H.
Proof. Our previous lemma shows D(H
0
) ⊆ D(V ) and the rest follows
from Lemma 7.10 using f(p) = (p
2
− z)
−1
and g(x) = V (x). Note that
f ∈ L


(R
n
) ∩ L
2
(R
n
) for n ≤ 3.
Observe that since C

c
(R
n
) ⊆ D(H
0
), we must have V ∈ L
2
loc
(R
n
) if
D(V ) ⊆ D(H
0
).
10.2. The hydrogen atom
We begin with the simple model of a single electron in R
3
moving in the
external potential V generated by a nucleus (which is assumed to be fixed
at the origin). If one takes only the electrostatic force into account, then
V is given by the Coulomb potential and the corresponding Hamiltonian is
given by
H
(1)
= −∆−
γ
[x[
, D(H
(1)
) = H
2
(R
3
). (10.7)
If the potential is attracting, that is, if γ > 0, then it describes the hydrogen
atom and is probably the most famous model in quantum mechanics.
As domain we have chosen D(H
(1)
) = D(H
0
) ∩ D(
1
|x|
) = D(H
0
) and by
Theorem 10.2 we conclude that H
(1)
is self-adjoint. Moreover, Theorem 10.2
also tells us
σ
ess
(H
(1)
) = [0, ∞) (10.8)
and that H
(1)
is bounded from below
E
0
= inf σ(H
(1)
) > −∞. (10.9)
If γ ≤ 0 we have H
(1)
≥ 0 and hence E
0
= 0, but if γ > 0, we might have
E
0
< 0 and there might be some discrete eigenvalues below the essential
spectrum.
10.2. The hydrogen atom 179
In order to say more about the eigenvalues of H
(1)
we will use the fact
that both H
0
and V
(1)
= −γ/[x[ have a simple behavior with respect to
scaling. Consider the dilation group
U(s)ψ(x) = e
−ns/2
ψ(e
−s
x), s ∈ R, (10.10)
which is a strongly continuous one-parameter unitary group. The generator
can be easily computed
Dψ(x) =
1
2
(xp +px)ψ(x) = (xp −
in
2
)ψ(x), ψ ∈ o(R
n
). (10.11)
Now let us investigate the action of U(s) on H
(1)
H
(1)
(s) = U(−s)H
(1)
U(s) = e
−2s
H
0
+ e
−s
V
(1)
, D(H
(1)
(s)) = D(H
(1)
).
(10.12)
Now suppose Hψ = λψ, then
¸ψ, [U(s), H]ψ) = ¸U(−s)ψ, Hψ) −¸Hψ, U(s)ψ) = 0 (10.13)
and hence
0 = lim
s→0
1
s
¸ψ, [U(s), H]ψ) = lim
s→0
¸U(−s)ψ,
H −H(s)
s
ψ)
= ¸ψ, (2H
0
+V
(1)
)ψ). (10.14)
Thus we have proven the virial theorem.
Theorem 10.3. Suppose H = H
0
+ V with U(−s)V U(s) = e
−s
V . Then
any normalized eigenfunction ψ corresponding to an eigenvalue λ satisfies
λ = −¸ψ, H
0
ψ) =
1
2
¸ψ, V ψ). (10.15)
In particular, all eigenvalues must be negative.
This result even has some further consequences for the point spectrum
of H
(1)
.
Corollary 10.4. Suppose γ > 0. Then
σ
p
(H
(1)
) = σ
d
(H
(1)
) = ¦E
j−1
¦
j∈N
0
, E
0
< E
j
< E
j+1
< 0, (10.16)
with lim
j→∞
E
j
= 0.
Proof. Choose ψ ∈ C

c
(R¸¦0¦) and set ψ(s) = U(−s)ψ. Then
¸ψ(s), H
(1)
ψ(s)) = e
−2s
¸ψ, H
0
ψ) + e
−s
¸ψ, V
(1)
ψ) (10.17)
which is negative for s large. Now choose a sequence s
n
→ ∞ such that
we have supp(ψ(s
n
)) ∩ supp(ψ(s
m
)) = ∅ for n ,= m. Then Theorem 4.11
(i) shows that rank(P
H
(1) ((−∞, 0))) = ∞. Since each eigenvalue E
j
has
finite multiplicity (it lies in the discrete spectrum) there must be an infinite
number of eigenvalues which accumulate at 0.
180 10. One-particle Schr¨odinger operators
If γ ≤ 0 we have σ
d
(H
(1)
) = ∅ since H
(1)
≥ 0 in this case.
Hence we have gotten a quite complete picture of the spectrum of H
(1)
.
Next, we could try to compute the eigenvalues of H
(1)
(in the case γ > 0) by
solving the corresponding eigenvalue equation, which is given by the partial
differential equation
−∆ψ(x) −
γ
[x[
ψ(x) = λψ(x). (10.18)
For a general potential this is hopeless, but in our case we can use the rota-
tional symmetry of our operator to reduce our partial differential equation
to ordinary ones.
First of all, it suggests itself to switch to spherical coordinates (x
1
, x
2
, x
3
) →
(r, θ, ϕ)
x
1
= r sin(θ) cos(ϕ), x
2
= r sin(θ) sin(ϕ), x
3
= r cos(θ), (10.19)
which correspond to a unitary transform
L
2
(R
3
) → L
2
((0, ∞), r
2
dr) ⊗L
2
((0, π), sin(θ)dθ) ⊗L
2
((0, 2π), dϕ). (10.20)
In these new coordinates (r, θ, ϕ) our operator reads
H
(1)
= −
1
r
2

∂r
r
2

∂r
+
1
r
2
L
2
+V (r), V (r) = −
γ
r
, (10.21)
where
L
2
= L
2
1
+L
2
2
+L
2
3
= −
1
sin(θ)

∂θ
sin(θ)

∂θ

1
sin(θ)
2

2
∂ϕ
2
. (10.22)
(Recall the angular momentum operators L
j
from Section 8.2.)
Making the product ansatz (separation of variables)
ψ(r, θ, ϕ) = R(r)Θ(θ)Φ(ϕ) (10.23)
we obtain the following three Sturm-Liouville equations
_

1
r
2
d
dr
r
2
d
dr
+
l(l + 1)
r
2
+V (r)
_
R(r) = λR(r)
1
sin(θ)
_

d

sin(θ)
d

+
m
2
sin(θ)
_
Θ(θ) = l(l + 1)Θ(θ)

d
2

2
Φ(ϕ) = m
2
Φ(ϕ) (10.24)
The form chosen for the constants l(l + 1) and m
2
is for convenience later
on. These equations will be investigated in the following sections.
10.3. Angular momentum 181
10.3. Angular momentum
We start by investigating the equation for Φ(ϕ) which associated with the
Stum-Liouville equation
τΦ = −Φ

, I = (0, 2π). (10.25)
since we want ψ defined via (10.23) to be in the domain of H
0
(in particu-
lar continuous), we choose periodic boundary conditions the Stum-Liouville
equation
AΦ = τΦ, D(A) = ¦Φ ∈ L
2
(0, 2π)[ Φ ∈ AC
1
[0, 2π],
Φ(0) = Φ(2π), Φ

(0) = Φ

(2π)¦
.
(10.26)
From our analysis in Section 9.1 we immediately obtain
Theorem 10.5. The operator A defined via (10.25) is self-adjoint. Its
spectrum is purely discrete
σ(A) = σ
d
(A) = ¦m
2
[m ∈ Z¦ (10.27)
and the corresponding eigenfunctions
Φ
m
(ϕ) =
1


e
imϕ
, m ∈ Z, (10.28)
form an orthonormal basis for L
2
(0, 2π).
Note that except for the lowest eigenvalue, all eigenvalues are twice de-
generate.
We note that this operator is essentially the square of the angular mo-
mentum in the third coordinate direction, since in polar coordinates
L
3
=
1
i

∂ϕ
. (10.29)
Now we turn to the equation for Θ(θ)
τ
m
Θ(θ) =
1
sin(θ)
_

d

sin(θ)
d

+
m
2
sin(θ)
_
Θ(θ), I = (0, π), m ∈ N
0
.
(10.30)
For the investigation of the corresponding operator we use the unitary
transform
L
2
((0, π), sin(θ)dθ) → L
2
((−1, 1), dx), Θ(θ) → f(x) = Θ(arccos(x)).
(10.31)
The operator τ transforms to the somewhat simpler form
τ
m
= −
d
dx
(1 −x
2
)
d
dx

m
2
1 −x
2
. (10.32)
182 10. One-particle Schr¨odinger operators
The corresponding eigenvalue equation
τ
m
u = l(l + 1)u (10.33)
is the associated Legendre equation. For l ∈ N
0
it is solved by the
associated Legendre functions
P
lm
(x) = (1 −x
2
)
m/2
d
m
dx
m
P
l
(x), (10.34)
where
P
l
(x) =
1
2
l
l!
d
l
dx
l
(x
2
−1)
l
(10.35)
are the Legendre polynomials. This is straightforward to check. More-
over, note that P
l
(x) are (nonzero) polynomials of degree l. A second,
linearly independent solution is given by
Q
lm
(x) = P
lm
(x)
_
x
0
dt
(1 −t
2
)P
lm
(t)
2
. (10.36)
In fact, for every Sturm-Liouville equation v(x) = u(x)
_
x
dt
p(t)u(t)
2
satisfies
τv = 0 whenever τu = 0. Now fix l = 0 and note P
0
(x) = 1. For m = 0 we
have Q
00
= arctanh(x) ∈ L
2
and so τ
0
is l.c. at both end points. For m > 0
we have Q
0m
= (x±1)
−m/2
(C +O(x±1)) which shows that it is not square
integrable. Thus τ
m
is l.c. for m = 0 and l.p. for m > 0 at both endpoints.
In order to make sure that the eigenfunctions for m = 0 are continuous (such
that ψ defined via (10.23) is continuous) we choose the boundary condition
generated by P
0
(x) = 1 in this case
A
m
f = τf, D(A
m
) = ¦f ∈ L
2
(−1, 1)[ f ∈ AC
1
(0, π), τf ∈ L
2
(−1, 1)
lim
x→±1
(1 −x
2
)f

(x) = 0¦
.
(10.37)
Theorem 10.6. The operator A
m
, m ∈ N
0
, defined via (10.37) is self-
adjoint. Its spectrum is purely discrete
σ(A
m
) = σ
d
(A
m
) = ¦l(l + 1)[l ∈ N
0
, l ≥ m¦ (10.38)
and the corresponding eigenfunctions
u
lm
(x) =
¸
2l + 1
2
(l +m)!
(l −m)!
P
lm
(x), l ∈ N
0
, l ≥ m, (10.39)
form an orthonormal basis for L
2
(−1, 1).
Proof. By Theorem 9.6, A
m
is self-adjoint. Moreover, P
lm
is an eigenfunc-
tion corresponding to the eigenvalue l(l +1) and it suffices to show that P
lm
form a basis. To prove this, it suffices to show that the functions P
lm
(x)
are dense. Since (1 − x
2
) > 0 for x ∈ (−1, 1) it suffices to show that the
functions (1 − x
2
)
−m/2
P
lm
(x) are dense. But the span of these functions
10.3. Angular momentum 183
contains every polynomial. Every continuous function can be approximated
by polynomials (in the sup norm and hence in the L
2
norm) and since the
continuous functions are dense, so are the polynomials.
The only thing remaining is the normalization of the eigenfunctions,
which can be found in any book on special functions.
Returning to our original setting we conclude that
Θ
lm
(θ) =
¸
2l + 1
2
(l +m)!
(l −m)!
P
lm
(cos(θ)), l = m, m+ 1, . . . (10.40)
form an orthonormal basis for L
2
((0, π), sin(θ)dθ) for any fixed m ∈ N
0
.
Theorem 10.7. The operator L
2
on L
2
((0, π), sin(θ)dθ) ⊗ L
2
((0, 2π)) has
a purely discrete spectrum given
σ(L
2
) = ¦l(l + 1)[l ∈ N
0
¦. (10.41)
The spherical harmonics
Y
lm
(θ, ϕ) = Θ
l|m|
(θ)Φ
m
(ϕ) =
¸
2l + 1

(l +[m[)!
(l −[m[)!
P
l|m|
(cos(θ))e
imϕ
, [m[ ≤ l,
(10.42)
form an orthonormal basis and satisfy L
2
Y
lm
= l(l + 1)Y
lm
and L
3
Y
lm
=
mY
lm
.
Proof. Everything follows from our construction, if we can show that Y
lm
form a basis. But this follows as in the proof of Lemma 1.9.
Note that transforming Y
lm
back to cartesian coordinates gives
Y
l,±m
(x) =
¸
2l + 1

(l +m)!
(l −m)!
˜
P
lm
(
x
3
r
)
_
x
1
±ix
2
r
_
m
, r = [x[, (10.43)
where
˜
P
lm
is a polynomial of degree l −m given by
˜
P
lm
(x) = (1 −x
2
)
−m/2
P
lm
(x) =
d
l+m
dx
l+m
(1 −x
2
)
l
. (10.44)
In particular, Y
lm
are smooth away from the origin and by construction they
satisfy
−∆Y
lm
=
l(l + 1)
r
2
Y
lm
. (10.45)
184 10. One-particle Schr¨odinger operators
10.4. The eigenvalues of the hydrogen atom
Now we want to use the considerations from the previous section to decom-
pose the Hamiltonian of the hydrogen atom. In fact, we can even admit any
spherically symmetric potential V (x) = V ([x[) with
V (r) ∈ L


(R) +L
2
((0, ∞), r
2
dr). (10.46)
The important observation is that the spaces
H
lm
= ¦ψ(x) = R(r)Y
lm
(θ, ϕ)[R(r) ∈ L
2
((0, ∞), r
2
dr)¦ (10.47)
reduce our operator H = H
0
+V . Hence
H = H
0
+V =

l,m
˜
H
l
, (10.48)
where
˜
H
l
R(r) = ˜ τ
l
R(r), ˜ τ
l
= −
1
r
2
d
dr
r
2
d
dr
+
l(l + 1)
r
2
+V (r)
D(H
l
) ⊆ L
2
((0, ∞), r
2
dr). (10.49)
Using the unitary transformation
L
2
((0, ∞), r
2
dr) → L
2
((0, ∞)), R(r) → u(r) = rR(r), (10.50)
our operator transforms to
A
l
f = τ
l
f, τ
l
= −
d
2
dr
2
+
l(l + 1)
r
2
+V (r)
D(A
l
) ⊆ L
2
((0, ∞)). (10.51)
It remains to investigate this operator.
Theorem 10.8. The domain of the operator A
l
is given by
D(A
l
) = ¦f ∈ L
2
(I)[ f, f

∈ AC(I), τf ∈ L
2
(I),
lim
r→0
(f(r) −rf

(r)) = 0 if l = 0¦,
(10.52)
where I = (0, ∞). Moreover, σ
ess
(A
l
) = [0, ∞).
Proof. By construction of A
l
we know that it is self-adjoint and satisfies
σ
ess
(A
l
) = [0, ∞). Hence it remains to compute the domain. We know at
least D(A
l
) ⊆ D(τ) and since D(H) = D(H
0
) it suffices to consider the case
V = 0. In this case the solutions of −u

(r) +
l(l+1)
r
2
u(r) = 0 are given by
u(r) = αr
l+1
+ βr
−l
. Thus we are in the l.p. case at ∞ for any l ∈ N
0
.
However, at 0 we are in the l.p. case only if l > 0, that is, we need an
additional boundary condition at 0 if l = 0. Since we need R(r) =
u(r)
r
to
be bounded (such that (10.23) is in the domain of H
0
), we have to take the
boundary condition generated by u(r) = r.
10.4. The eigenvalues of the hydrogen atom 185
Finally let us turn to some explicit choices for V , where the correspond-
ing differential equation can be explicitly solved. The simplest case is V = 0
in this case the solutions of
−u

(r) +
l(l + 1)
r
2
u(r) = zu(r) (10.53)
are given by the spherical Bessel respectively spherical Neumann func-
tions
u(r) = αj
l
(

zr) +β n
l
(

zr), (10.54)
where
j
l
(r) = (−r)
l
_
1
r
d
dr
_
l
sin(r)
r
. (10.55)
In particular,
u
a
(z, r) = j
l
(

zr) and u
b
(z, r) = j
l
(

zr) + in
l
(

zr) (10.56)
are the functions which are square integrable and satisfy the boundary con-
dition (if any) near a = 0 and b = ∞, respectively.
The second case is that of our Coulomb potential
V (r) = −
γ
r
, γ > 0, (10.57)
where we will try to compute the eigenvalues plus corresponding eigenfunc-
tions. It turns out that they can be expressed in terms of the Laguerre
polynomials
L
j
(r) = e
r
d
j
dr
j
e
−r
r
j
(10.58)
and the associated Laguerre polynomials
L
k
j
(r) =
d
k
dr
k
L
j
(r). (10.59)
Note that L
k
j
is a polynomial of degree j −k.
Theorem 10.9. The eigenvalues of H
(1)
are explicitly given by
E
n
= −
_
γ
2(n + 1)
_
2
, n ∈ N
0
. (10.60)
An orthonormal basis for the corresponding eigenspace is given by
ψ
nlm
(x) = R
nl
(r)Y
lm
(x), (10.61)
where
R
nl
(r) =
¸
γ
3
(n −l)!
2n
3
((n +l + 1)!)
3
_
γr
n + 1
_
l
e

γr
2(n+1)
L
2l+1
n+l+1
(
γr
n + 1
). (10.62)
In particular, the lowest eigenvalue E
0
= −
γ
2
4
is simple and the correspond-
ing eigenfunction ψ
000
(x) =
_
γ
3
4
3
π
e
−γr/2
is positive.
186 10. One-particle Schr¨odinger operators
Proof. It is a straightforward calculation to check that R
nl
are indeed eigen-
functions of A
l
corresponding to the eigenvalue −(
γ
2(n+1)
)
2
and for the norm-
ing constants we refer to any book on special functions. The only problem
is to show that we have found all eigenvalues.
Since all eigenvalues are negative, we need to look at the equation
−u

(r) + (
l(l + 1)
r
2

γ
r
)u(r) = λu(r) (10.63)
for λ < 0. Introducing new variables x =

−λr and v(x) =
e
x
x
l+1
u(
x

−λ
)
this equation transforms into
xv

(x) + 2(l + 1 −x)v

(x) + 2nv(x) = 0, n =
γ
2

−λ
−(l + 1). (10.64)
Now let us search for a solution which can be expanded into a convergent
power series
v(x) =

j=0
v
j
x
j
, v
0
= 1. (10.65)
The corresponding u(r) is square integrable near 0 and satisfies the boundary
condition (if any). Thus we need to find those values of λ for which it is
square integrable near +∞.
Substituting the ansatz (10.65) into our differential equation and com-
paring powers of x gives the following recursion for the coefficients
v
j+1
=
2(j −n)
(j + 1)(j + 2(l + 1))
v
j
(10.66)
and thus
v
j
=
1
j!
j−1

k=0
2(k −n)
k + 2(l + 1)
. (10.67)
Now there are two cases to distinguish. If n ∈ N
0
, then v
j
= 0 for j > n
and v(x) is a polynomial. In this case u(r) is square integrable and hence an
eigenfunction corresponding to the eigenvalue λ
n
= −(
γ
2(n+l+1)
)
2
. Otherwise
we have v
j

(2−ε)
j
j!
for j sufficiently large. Hence by adding a polynomial
to v(x) we can get a function ˜ v(x) such that ˜ v
j

(2−ε)
j
j!
for all j. But
then ˜ v(x) ≥ exp((2 − ε)x) and thus the corresponding u(r) is not square
integrable near −∞.
10.5. Nondegeneracy of the ground state
The lowest eigenvalue (below the essential spectrum) of a Schr¨odinger oper-
ator is called ground state. Since the laws of physics state that a quantum
system will transfer energy to its surroundings (e.g., an atom emits radia-
tion) until it eventually reaches its ground state, this state is in some sense
10.5. Nondegeneracy of the ground state 187
the most important state. We have seen that the hydrogen atom has a
nondegenerate (simple) ground state with a corresponding positive eigen-
function. In particular, the hydrogen atom is stable in the sense that there
is a lowest possible energy. This is quite surprising since the corresponding
classical mechanical system is not, the electron could fall into the nucleus!
Our aim in this section is to show that the ground state is simple with a
corresponding positive eigenfunction. Note that it suffices to show that any
ground state eigenfunction is positive since nondegeneracy then follows for
free: two positive functions cannot be orthogonal.
To set the stage let us introduce some notation. Let H = L
2
(R
n
). We call
f ∈ L
2
(R
n
) positive if f ≥ 0 a.e. and f ,= 0. We call f strictly positive if
f > 0 a.e.. A bounded operator A is called positivity preserving if f ≥ 0
implies Af ≥ 0 and positivity improving if f ≥ 0 implies Af > 0. Clearly
A is positivity preserving (improving) if and only if ¸f, Ag) ≥ 0 (> 0) for
f, g ≥ 0.
Example. Multiplication by a positive function is positivity preserving (but
not improving). Convolution with a strictly positive function is positivity
improving.
We first show that positivity improving operators have positive eigen-
functions.
Theorem 10.10. Suppose A ∈ L(L
2
(R
n
)) is a self-adjoint, positivity im-
proving and real (i.e., it maps real functions to real functions) operator. If
|A| is an eigenvalue, then it is simple and the corresponding eigenfunction
is strictly positive.
Proof. Let ψ be an eigenfunction, then it is no restriction to assume that ψ
is real (since A is real both real and imaginary part of ψ are eigenfunctions
as well). We assume |ψ| = 1 and denote by ψ
±
=
f±f|
2
the positive and
negative parts of ψ. Then by [Aψ[ = [Aψ
+
− Aψ

[ ≤ Aψ
+
+ Aψ

= A[ψ[
we have
|A| = ¸ψ, Aψ) ≤ ¸[ψ[, [Aψ[) ≤ ¸[ψ[, A[ψ[) ≤ |A|, (10.68)
that is, ¸ψ, Aψ) = ¸[ψ[, A[ψ[) and thus
¸ψ
+
, Aψ

) =
1
4
(¸[ψ[, A[ψ[) −¸ψ, Aψ)) = 0. (10.69)
Consequently ψ

= 0 or ψ
+
= 0 since otherwise Aψ

> 0 and hence also
¸ψ
+
, Aψ

) > 0. Without restriction ψ = ψ
+
≥ 0 and since A is positivity
increasing we even have ψ = |A|
−1
Aψ > 0.
So we need a positivity improving operator. By (7.42) and (7.43) both
E
−tH
0
, t > 0 and R
λ
(H
0
), λ < 0 are since they are given by convolution
188 10. One-particle Schr¨odinger operators
with a strictly positive function. Our hope is that this property carries over
to H = H
0
+V .
Theorem 10.11. Suppose H = H
0
+ V is self-adjoint and bounded from
below with C

c
(R
n
) as a core. If E
0
= min σ(H) is an eigenvalue, it is
simple and the corresponding eigenfunction is strictly positive.
Proof. We first show that e
−tH
, t > 0, is positivity preserving. If we set
V
n
= V χ
{x| |V (x)|≤n}
, then V
n
is bounded and H
n
= H
0
+ V
n
is positivity
preserving by the Trotter product formula since both e
−tH
0
and e
−tV
are.
Moreover, we have H
n
ψ → Hψ for ψ ∈ C

c
(R
n
) (note that necessarily
V ∈ L
2
loc
) and hence H
n
sr
→ H in strong resolvent sense by Lemma 6.28.
Hence e
−tHn
s
→ e
−tH
by Theorem 6.23, which shows that e
−tH
is at least
positivity preserving (since 0 cannot be an eigenvalue of e
−tH
it cannot map
a positive function to 0).
Next I claim that for ψ positive the closed set
N(ψ) = ¦ϕ ∈ L
2
(R
n
) [ ϕ ≥ 0, ¸ϕ, e
−sH
ψ) = 0∀s ≥ 0¦ (10.70)
is just ¦0¦. If ϕ ∈ N(ψ) we have by e
−sH
ψ ≥ 0 that ϕe
−sH
ψ = 0. Hence
e
tVn
ϕe
−sH
ψ = 0, that is e
tVn
ϕ ∈ N(ψ). In other words, both e
tVn
and e
−tH
leave N(ψ) invariant and invoking again Trotter’s formula the same is true
for
e
−t(H−Vn)
= s-lim
k→∞
_
e

t
k
H
e
t
k
Vn
_
k
. (10.71)
Since e
−t(H−Vn)
s
→ e
−tH
0
we finally obtain that e
−tH
0
leaves N(ψ) invariant,
but this operator is positivity increasing and thus N(ψ) = ¦0¦.
Now it remains to use (7.41) which shows
¸ϕ, R
H
(λ)ψ) =
_

0
e
λt
¸ϕ, e
−tH
ψ)dt > 0, λ < E
0
, (10.72)
for ϕ, ψ positive. So R
H
(λ) is positivity increasing for λ < E
0
.
If ψ is an eigenfunction of H corresponding to E
0
it is an eigenfunction
of R
H
(λ) corresponding to
1
E
0
−λ
and the claim follows since |R
H
(λ)| =
1
E
0
−λ
.
Chapter 11
Atomic Schr¨odinger
operators
11.1. Self-adjointness
In this section we want to have a look at the Hamiltonian corresponding to
more than one interacting particle. It is given by
H = −
N

j=1

j
+
N

j<k
V
j,k
(x
j
−x
k
). (11.1)
We first consider the case of two particles, which will give us a feeling
for how the many particle case differs from the one particle case and how
the difficulties can be overcome.
We denote the coordinates corresponding to the first particle by x
1
=
(x
1,1
, x
1,2
, x
1,3
) and those corresponding to the second particle by x
2
=
(x
2,1
, x
2,2
, x
2,3
). If we assume that the interaction is again of the Coulomb
type, the Hamiltonian is given by
H = −∆
1
−∆
2

γ
[x
1
−x
2
[
, D(H) = H
2
(R
6
). (11.2)
Since Theorem 10.2 does not allow singularities for n ≥ 3, it does not tell
us whether H is self-adjoint or not. Let
(y
1
, y
2
) =
1

2
_
I I
−I I
_
(x
1
, x
2
), (11.3)
then H reads in this new coordinates
H = (−∆
1
) + (−∆
2

γ/

2
[y
2
[
). (11.4)
189
190 11. Atomic Schr¨odinger operators
In particular, it is the sum of a free particle plus a particle in an external
Coulomb field. From a physics point of view, the first part corresponds to
the center of mass motion and the second part to the relative motion.
Using that γ/(

2[y
2
[) has (−∆
2
)-bound 0 in L
2
(R
3
) it is not hard to
see that the same is true for the (−∆
1
−∆
2
)-bound in L
2
(R
6
) (details will
follow in the next section). In particular, H is self-adjoint and semi-bounded
for any γ ∈ R. Moreover, you might suspect that γ/(

2[y
2
[) is relatively
compact with respect to −∆
1
−∆
2
in L
2
(R
6
) since it is with respect to −∆
2
in L
2
(R
6
). However, this is not true! This is due to the fact that γ/(

2[y
2
[)
does not vanish as [y[ → ∞.
Let us look at this problem from the physical view point. If λ ∈ σ
ess
(H),
this means that the movement of the whole system is somehow unbounded.
There are two possibilities for this.
Firstly, both particles are far away from each other (such that we can
neglect the interaction) and the energy corresponds to the sum of the kinetic
energies of both particles. Since both can be arbitrarily small (but positive),
we expect [0, ∞) ⊆ σ
ess
(H).
Secondly, both particles remain close to each other and move together.
In the last coordinates this corresponds to a bound state of the second
operator. Hence we expect [λ
0
, ∞) ⊆ σ
ess
(H), where λ
0
= −γ
2
/8 is the
smallest eigenvalue of the second operator if the forces are attracting (γ ≥ 0)
and λ
0
= 0 if they are repelling (γ ≤ 0).
It is not hard to translate this intuitive ideas into a rigorous proof.
Let ψ
1
(y
1
) be a Weyl sequence corresponding to λ ∈ [0, ∞) for −∆
1
and
ψ
2
(y
2
) be a Weyl sequence corresponding to λ
0
for −∆
2
−γ/(

2[y
2
[). Then,
ψ
1
(y
1

2
(y
2
) is a Weyl sequence corresponding to λ + λ
0
for H and thus

0
, ∞) ⊆ σ
ess
(H). Conversely, we have −∆
1
≥ 0 respectively −∆
2

γ/(

2[y
2
[) ≥ λ
0
and hence H ≥ λ
0
. Thus we obtain
σ(H) = σ
ess
(H) = [λ
0
, ∞), λ
0
=
_
−γ
2
/8, γ ≥ 0
0, γ ≤ 0
. (11.5)
Clearly, the physically relevant information is the spectrum of the operator
−∆
2
−γ/(

2[y
2
[) which is hidden by the spectrum of −∆
1
. Hence, in order
to reveal the physics, one first has to remove the center of mass motion.
To avoid clumsy notation, we will restrict ourselves to the case of one
atom with N electrons whose nucleus is fixed at the origin. In particular,
this implies that we do not have to deal with the center of mass motion
11.2. The HVZ theorem 191
encountered in our example above. The Hamiltonian is given by
H
(N)
= −
N

j=1

j

N

j=1
V
ne
(x
j
) +
N

j=1
N

j<k
V
ee
(x
j
−x
k
),
D(H
(N)
) = H
2
(R
3N
), (11.6)
where V
ne
describes the interaction of one electron with the nucleus and V
ee
describes the interaction of two electrons. Explicitly we have
V
j
(x) =
γ
j
[x[
, γ
j
> 0, j = ne, ee. (11.7)
We first need to establish self-adjointness of H
(N)
. This will follow from
Kato’s theorem.
Theorem 11.1 (Kato). Let V
k
∈ L


(R
d
) + L
2
(R
d
), d ≤ 3, be real-valued
and let V
k
(y
(k)
) be the multiplication operator in L
2
(R
n
), n = Nd, obtained
by letting y
(k)
be the first d coordinates of a unitary transform of R
n
. Then
V
k
is H
0
bounded with H
0
-bound 0. In particular,
H = H
0
+

k
V
k
(y
(k)
), D(H) = H
2
(R
n
), (11.8)
is self-adjoint and C

0
(R
n
) is a core.
Proof. It suffices to consider one k. After a unitary transform of R
n
we can
assume y
(1)
= (x
1
, . . . , x
d
) since such transformations leave both the scalar
product of L
2
(R
n
) and H
0
invariant. Now let ψ ∈ o(R
n
), then
|V
k
ψ|
2
≤ a
2
_
R
n
[∆
1
ψ(x)[
2
d
n
x +b
2
_
R
n
[ψ(x)[
2
d
n
x, (11.9)
where ∆
1
=

d
j=1

2
/∂
2
x
j
, by our previous lemma. Hence we obtain
|V
k
ψ|
2
≤ a
2
_
R
n
[
d

j=1
p
2
j
ˆ
ψ(p)[
2
d
n
p +b
2
|ψ|
2
≤ a
2
_
R
n
[
n

j=1
p
2
j
ˆ
ψ(p)[
2
d
n
p +b
2
|ψ|
2
= a
2
|H
0
ψ|
2
+b
2
|ψ|
2
, (11.10)
which implies that V
k
is relatively bounded with bound 0.
11.2. The HVZ theorem
The considerations of the beginning of this section show that it is not so
easy to determine the essential spectrum of H
(N)
since the potential does
not decay in all directions as [x[ → ∞. However, there is still something we
192 11. Atomic Schr¨odinger operators
can do. Denote the infimum of the spectrum of H
(N)
by λ
N
. Then, let us
split the system into H
(N−1)
plus a single electron. If the single electron is
far away from the remaining system such that there is little interaction, the
energy should be the sum of the kinetic energy of the single electron and
the energy of the remaining system. Hence arguing as in the two electron
example of the previous section we expect
Theorem 11.2 (HVZ). Let H
(N)
be the self-adjoint operator given in (11.6).
Then H
(N)
is bounded from below and
σ
ess
(H
(N)
) = [λ
N−1
, ∞), (11.11)
where λ
N−1
= min σ(H
(N−1)
) < 0.
In particular, the ionization energy (i.e., the energy needed to remove
one electron from the atom in its ground state) of an atom with N electrons
is given by λ
N
−λ
N−1
.
Our goal for the rest of this section is to prove this result which is due to
Zhislin, van Winter and Hunziker and known as HVZ theorem. In fact there
is a version which holds for general N-body systems. The proof is similar
but involves some additional notation.
The idea of proof is the following. To prove [λ
N−1
, ∞) ⊆ σ
ess
(H
(N)
)
we choose Weyl sequences for H
(N−1)
and −∆
N
and proceed according to
our intuitive picture from above. To prove σ
ess
(H
(N)
) ⊆ [λ
N−1
, ∞) we will
localize H
(N)
on sets where either one electron is far away from the others
or all electrons are far away from the nucleus. Since the error turns out
relatively compact, it remains to consider the infimum of the spectra of
these operators. For all cases where one electron is far away it is λ
N−1
and
for the case where all electrons are far away from the nucleus it is 0 (since
the electrons repel each other).
We begin with the first inclusion. Let ψ
N−1
(x
1
, . . . , x
N−1
) ∈ H
2
(R
3(N−1)
)
such that |ψ
N−1
| = 1, |(H
(N−1)
− λ
N−1

N−1
| ≤ ε and ψ
1
∈ H
2
(R
3
)
such that |ψ
1
| = 1, |(−∆
N
− λ)ψ
1
| ≤ ε for some λ ≥ 0. Now consider
ψ
r
(x
1
, . . . , x
N
) = ψ
N−1
(x
1
, . . . , x
N−1

1
r
(x
N
), ψ
1
r
(x
N
) = ψ
1
(x
N
−r), then
|(H
(N)
−λ −λ
N−1

r
| ≤ |(H
(N−1)
−λ
N−1

N−1
||ψ
1
r
|
+|ψ
N−1
||(−∆
N
−λ)ψ
1
r
|
+|(V
N

N−1

j=1
V
N,j

r
|, (11.12)
where V
N
= V
ne
(x
N
) and V
N,j
= V
ee
(x
N
−x
j
). Since (V
N

N−1
j=1
V
N,j

N−1

L
2
(R
3N
) and [ψ
1
r
[ → 0 pointwise as [r[ → ∞ (by Lemma 10.1), the third
11.2. The HVZ theorem 193
term can be made smaller than ε by choosing [r[ large (dominated conver-
gence). In summary,
|(H
(N)
−λ −λ
N−1

r
| ≤ 3ε (11.13)
proving [λ
N−1
, ∞) ⊆ σ
ess
(H
(N)
).
The second inclusion is more involved. We begin with a localization
formula, which can be verified by a straightforward computation
Lemma 11.3 (IMS localization formula). Suppose φ
j
∈ C

(R
n
), 0 ≤ j ≤
N, is such that
N

j=0
φ
j
(x)
2
= 1, x ∈ R
n
, (11.14)
then
∆ψ =
N

j=0
φ
j
∆φ
j
ψ −[∂φ
j
[
2
ψ, ψ ∈ H
2
(R
n
). (11.15)
Abbreviate B = ¦x ∈ R
3N
[[x[ ≥ 1¦. Now we will choose φ
j
, 1 ≤ j ≤ N,
in such a way that x ∈ supp(φ
j
) ∩ B implies that the j-th particle is far
away from all the others and from the nucleus. Similarly, we will choose φ
0
in such a way that x ∈ supp(φ
0
) ∩ B implies that all particle are far away
from the nucleus.
Lemma 11.4. There exists functions φ
j
∈ C

(R
n
, [0, 1]), 0 ≤ j ≤ N, is
such that (11.14) holds,
supp(φ
j
) ∩ B ⊆ ¦x ∈ B[ [x
j
−x

[ ≥ C[x[ for all ,= j, and [x
j
[ ≥ C[x[¦,
supp(φ
0
) ∩ B ⊆ ¦x ∈ B[ [x

[ ≥ C[x[ for all ¦ (11.16)
for some C ∈ [0, 1], and [∂φ
j
(x)[ → 0 as [x[ → ∞.
Proof. Consider the sets
U
n
j
= ¦x ∈ S
3N−1
[ [x
j
−x

[ > n
−1
for all ,= j, and [x
j
[ > n
−1
¦,
U
n
0
= ¦x ∈ S
3N−1
[ [x

[ > n
−1
for all ¦. (11.17)
We claim that

_
n=1
N
_
j=0
U
n
j
= S
3N−1
. (11.18)
Indeed, suppose there is an x ∈ S
3N−1
which is not an element of this union.
Then x ,∈ U
n
0
for all n implies 0 = [x
j
[ for some j, say j = 1. Next, since
x ,∈ U
n
1
for all n implies 0 = [x
j
− x
1
[ = [x
j
[ for some j > 1, say j = 2.
194 11. Atomic Schr¨odinger operators
Proceeding like this we end up with x = 0, a contradiction. By compactness
of S
3N−1
we even have
N
_
j=0
U
n
j
= S
3N−1
(11.19)
for n sufficiently large. It is well-known that there is a partition of unity
˜
φ
j
(x) subordinate to this cover. Extend
˜
φ
j
(x) to a smooth function from
R
3N
¸¦0¦ to [0, 1] by
˜
φ
j
(λx) =
˜
φ
j
(x), x ∈ S
3N−1
, λ > 0, (11.20)
and pick a function
˜
φ ∈ C

(R
3N
, [0, 1]) with support inside the unit ball
which is 1 in a neighborhood of the origin. Then
φ
j
=
˜
φ + (1 −
˜
φ)
˜
φ
j
_

N
=0
˜
φ + (1 −
˜
φ)
˜
φ

(11.21)
are the desired functions. The gradient tends to zero since φ
j
(λx) = φ
j
(x)
for λ ≥ 1 and [x[ ≥ 1 which implies (∂φ
j
)(λx) = λ
−1
(∂φ
j
)(x).
By our localization formula we have
H
(N)
=
N

j=0
φ
j
H
(N,j)
φ
j
+K, K =
N

j=0
φ
2
j
V
(N,j)
+[∂φ
j
[
2
, (11.22)
where
H
(N,j)
= −
N

=1


N

=j
V

+
N

k<, k,=j
V
k,
, H
(N,0)
= −
N

=1

+
N

k<
V
k,
V
(N,j)
= V
j
+
N

=j
V
j,
, V
(N,0)
=
N

=1
V

(11.23)
To show that our choice of the functions φ
j
implies that K is relatively
compact with respect to H we need the following
Lemma 11.5. Let V be H
0
bounded with H
0
-bound 0 and suppose that

{x||x|≥R}
V R
H
0
(z)| → 0 as R → ∞. Then V is relatively compact with
respect to H
0
.
Proof. Let ψ
n
converge to 0 weakly. Note that |ψ
n
| ≤ M for some
M > 0. It suffices to show that |V R
H
0
(z)ψ
n
| converges to 0. Choose
φ ∈ C

0
(R
n
, [0, 1]) such that it is one for [x[ ≤ R. Then
|V R
H
0
(z)ψ
n
| ≤ |(1 −φ)V R
H
0
(z)ψ
n
| +|V φR
H
0
(z)ψ
n
|
≤ |(1 −φ)V R
H
0
(z)|


n
| +
a|H
0
φR
H
0
(z)ψ
n
| +b|φR
H
0
(z)ψ
n
|. (11.24)
11.2. The HVZ theorem 195
By assumption, the first term can be made smaller than ε by choosing R
large. Next, the same is true for the second term choosing a small. Finally,
the last term can also be made smaller than ε by choosing n large since φ
is H
0
compact.
The terms [∂φ
j
[
2
are bounded and vanish at ∞, hence they are H
0
compact by Lemma 7.10. The terms φ
j
V
(N,j)
are relatively compact by
the lemma and hence K is relatively compact with respect to H
0
. By
Lemma 6.22, K is also relatively compact with respect to H
(N)
since V
(N)
is relatively bounded with respect to H
0
.
In particular H
(N)
− K is self-adjoint on H
2
(R
3N
) and σ
ess
(H
(N)
) =
σ
ess
(H
(N)
− K). Since the operators H
(N,j)
, 1 ≤ j ≤ N, are all of the
form H
(N−1)
plus one particle which does not interact with the others and
the nucleus, we have H
(N,j)
− λ
N−1
≥ 0, 1 ≤ j ≤ N. Moreover, we have
H
(0)
≥ 0 since V
j,k
≥ 0 and hence
¸ψ, (H
(N)
−K −λ
N−1
)ψ) =
N

j=0
¸φ
j
ψ, (H
(N,j)
−λ
N−1

j
ψ) ≥ 0. (11.25)
Thus we obtain the remaining inclusion
σ
ess
(H
(N)
) = σ
ess
(H
(N)
−K) ⊆ σ(H
(N)
−K) ⊆ [λ
N−1
, ∞) (11.26)
which finishes the proof of the HVZ theorem.
Note that the same proof works if we add additional nuclei at fixed
locations. That is, we can also treat molecules if we assume that the nuclei
are fixed in space.
Finally, let us consider the example of Helium like atoms (N = 2). By
the HVZ theorem and the considerations of the previous section we have
σ
ess
(H
(2)
) = [−
γ
2
ne
4
, ∞). (11.27)
Moreover, if γ
ee
= 0 (no electron interaction), we can take products of one
particle eigenfunctions to show that
−γ
2
ne
_
1
4n
2
+
1
4m
2
_
∈ σ
p
(H
(2)

ee
= 0)), n, m ∈ N. (11.28)
In particular, there are eigenvalues embedded in the essential spectrum in
this case. Moreover, since the electron interaction term is positive, we see
H
(2)
≥ −
γ
2
ne
2
. (11.29)
Note that there can be no positive eigenvalues by the virial theorem. This
even holds for arbitrary N,
σ
p
(H
(N)
) ⊂ (−∞, 0). (11.30)
Chapter 12
Scattering theory
12.1. Abstract theory
In physical measurements one often has the following situation. A particle
is shot into a region where it interacts with some forces and then leaves
the region again. Outside this region the forces are negligible and hence the
time evolution should be asymptotically free. Hence one expects asymptotic
states ψ
±
(t) = exp(−itH
0

±
(0) to exist such that
|ψ(t) −ψ
±
(t)| → 0 as t → ±∞. (12.1)
ψ(t)
ψ

(t)
ψ
+
(t)
¡
¡
¡
¡
¡
¡
¡
¡
¡
¡
¡
¡
¡
¡
¡!
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$
$$X

Rewriting this condition we see
0 = lim
t→±∞
|e
−itH
ψ(0) −e
−itH
0
ψ
±
(0)| = lim
t→±∞
|ψ(0) −e
itH
e
−itH
0
ψ
±
(0)|
(12.2)
and motivated by this we define the wave operators by
D(Ω
±
) = ¦ψ ∈ H[∃ lim
t→±∞
e
itH
e
−itH
0
ψ¦

±
ψ = lim
t→±∞
e
itH
e
−itH
0
ψ
. (12.3)
197
198 12. Scattering theory
The set D(Ω
±
) is the set of all incoming/outgoing asymptotic states ψ
±
and
Ran(Ω
±
) is the set of all states which have an incoming/outgoing asymptotic
state. If a state ψ has both, that is, ψ ∈ Ran(Ω
+
) ∩ Ran(Ω

), it is called a
scattering state.
By construction we have
|Ω
±
ψ| = lim
t→±∞
|e
itH
e
−itH
0
ψ| = lim
t→±∞
|ψ| = |ψ| (12.4)
and it is not hard to see that D(Ω
±
) is closed. Moreover, interchanging the
roles of H
0
and H amounts to replacing Ω
±
by Ω
−1
±
and hence Ran(Ω
±
) is
also closed. In summary,
Lemma 12.1. The sets D(Ω
±
) and Ran(Ω
±
) are closed and Ω
±
: D(Ω
±
) →
Ran(Ω
±
) is unitary.
Next, observe that
lim
t→±∞
e
itH
e
−itH
0
(e
−isH
0
ψ) = lim
t→±∞
e
−isH
(e
i(t+s)H
e
−i(t+s)H
0
ψ) (12.5)
and hence

±
e
−itH
0
ψ = e
−itH

±
ψ, ψ ∈ D(Ω
±
). (12.6)
In addition, D(Ω
±
) is invariant under exp(−itH
0
) and Ran(Ω
±
) is invariant
under exp(−itH). Moreover, if ψ ∈ D(Ω
±
)

then
¸ϕ, exp(−itH
0
)ψ) = ¸exp(itH
0
)ϕ, ψ) = 0, ϕ ∈ D(Ω
±
). (12.7)
Hence D(Ω
±
)

is invariant under exp(−itH
0
) and Ran(Ω
±
)

is invariant
under exp(−itH). Consequently, D(Ω
±
) reduces exp(−itH
0
) and Ran(Ω
±
)
reduces exp(−itH). Moreover, differentiating (12.6) with respect to t we
obtain from Theorem 5.1 the intertwining property of the wave operators.
Theorem 12.2. The subspaces D(Ω
±
) respectively Ran(Ω
±
) reduce H
0
re-
spectively H and the operators restricted to these subspaces are unitarily
equivalent

±
H
0
ψ = HΩ
±
ψ, ψ ∈ D(Ω
±
) ∩ D(H
0
). (12.8)
It is interesting to know the correspondence between incoming and out-
going states. Hence we define the scattering operator
S = Ω
−1
+


, D(S) = ¦ψ ∈ D(Ω

)[Ω

ψ ∈ Ran(Ω
+
)¦. (12.9)
Note that we have D(S) = D(Ω

) if and only if Ran(Ω

) ⊆ Ran(Ω
+
) and
Ran(S) = D(Ω
+
) if and only if Ran(Ω
+
) ⊆ Ran(Ω

). Moreover, S is unitary
from D(S) onto Ran(S) and we have
H
0
Sψ = SH
0
ψ, D(H
0
) ∩ D(S). (12.10)
However, note that this whole theory is meaningless until we can show
that D(Ω
±
) are nontrivial. We first show a criterion due to Cook.
12.1. Abstract theory 199
Lemma 12.3 (Cook). Suppose D(H) ⊆ D(H
0
). If
_

0
|(H −H
0
) exp(∓itH
0
)ψ|dt < ∞, ψ ∈ D(H
0
), (12.11)
then ψ ∈ D(Ω
±
), respectively. Moreover, we even have
|(Ω
±
−I)ψ| ≤
_

0
|(H −H
0
) exp(∓itH
0
)ψ|dt (12.12)
in this case.
Proof. The result follows from
e
itH
e
−itH
0
ψ = ψ + i
_
t
0
exp(isH)(H −H
0
) exp(−isH
0
)ψds (12.13)
which holds for ψ ∈ D(H
0
).
As a simple consequence we obtain the following result for Schr¨odinger
operators in R
3
Theorem 12.4. Suppose H
0
is the free Schr¨odinger operator and H =
H
0
+V with V ∈ L
2
(R
3
), then the wave operators exist and D(Ω
±
) = H.
Proof. Since we want to use Cook’s lemma, we need to estimate
|V ψ(s)|
2
=
_
R
3
[V (x)ψ(s, x)[
2
dx, ψ(s) = exp(isH
0
)ψ, (12.14)
for given ψ ∈ D(H
0
). Invoking (7.34) we get
|V ψ(s)| ≤ |ψ(s)|

|V | ≤
1
(4πs)
3/2
|ψ|
1
|V |, s > 0, (12.15)
at least for ψ ∈ L
1
(R
3
). Moreover, this implies
_

1
|V ψ(s)|ds ≤
1

3/2
|ψ|
1
|V | (12.16)
and thus any such ψ is in D(Ω
+
). Since such functions are dense, we obtain
D(Ω
+
) = H. Similarly for Ω

.
By the intertwining property ψ is an eigenfunction of H
0
if and only
if it is an eigenfunction of H. Hence for ψ ∈ H
pp
(H
0
) it is easy to check
whether it is in D(Ω
±
) or not and only the continuous subspace is of interest.
We will say that the wave operators exist if all elements of H
ac
(H
0
) are
asymptotic states, that is,
H
ac
(H
0
) ⊆ D(Ω
±
) (12.17)
and that they are complete if, in addition, all elements of H
ac
(H) are
scattering states, that is,
H
ac
(H) ⊆ Ran(Ω
±
). (12.18)
200 12. Scattering theory
If we even have
H
c
(H) ⊆ Ran(Ω
±
), (12.19)
they are called asymptotically complete. We will be mainly interested in
the case where H
0
is the free Schr¨odinger operator and hence H
ac
(H
0
) = H.
In this later case the wave operators exist if D(Ω
±
) = H, they are complete if
H
ac
(H) = Ran(Ω
±
), and asymptotically complete if H
c
(H) = Ran(Ω
±
). In
particular asymptotic completeness implies H
sc
(H) = ∅ since H restricted
to Ran(Ω
±
) is unitarily equivalent to H
0
.
12.2. Incoming and outgoing states
In the remaining sections we want to apply this theory to Schr¨odinger op-
erators. Our first goal is to give a precise meaning to some terms in the
intuitive picture of scattering theory introduced in the previous section.
This physical picture suggests that we should be able to decompose
ψ ∈ H into an incoming and an outgoing part. But how should incom-
ing respectively outgoing be defined for ψ ∈ H? Well incoming (outgoing)
means that the expectation of x
2
should decrease (increase). Set x(t)
2
=
exp(iH
0
t)x
2
exp(−iH
0
t), then, abbreviating ψ(t) = e
−itH
0
ψ,
d
dt
E
ψ
(x(t)
2
) = ¸ψ(t), i[H
0
, x
2
]ψ(t)) = 4¸ψ(t), Dψ(t)), ψ ∈ o(R
n
),
(12.20)
where D is the dilation operator introduced in (10.11). Hence it is natural
to consider ψ ∈ Ran(P
±
),
P
±
= P
D
((0, ±∞)), (12.21)
as outgoing respectively incoming states. If we project a state in Ran(P
±
)
to energies in the interval (a
2
, b
2
), we expect that it cannot be found in a
ball of radius proportional to a[t[ as t → ±∞ (a is the minimal velocity of
the particle, since we have assumed the mass to be two). In fact, we will
show below that the tail decays faster then any inverse power of [t[.
We first collect some properties of D which will be needed later on. Note
TD = −DT (12.22)
and hence Tf(D) = f(−D)T. To say more we will look for a transformation
which maps D to a multiplication operator.
Since the dilation group acts on [x[ only, it seems reasonable to switch
to polar coordinates x = rω, (t, ω) ∈ R
+
S
n−1
. Since U(s) essentially
transforms r into r exp(s) we will replace r by ρ = ln(r). In these coordinates
we have
U(s)ψ(e
ρ
ω) = e
−ns/2
ψ(e
(ρ−s)
ω) (12.23)
12.2. Incoming and outgoing states 201
and hence U(s) corresponds to a shift of ρ (the constant in front is absorbed
by the volume element). Thus D corresponds to differentiation with respect
to this coordinate and all we have to do to make it a multiplication operator
is to take the Fourier transform with respect to ρ.
This leads us to the Mellin transform
/ : L
2
(R
n
) → L
2
(R S
n−1
)
ψ(rω) → (/ψ)(λ, ω) =
1


_

0
r
−iλ
ψ(rω)r
n
2
−1
dr
. (12.24)
By construction, / is unitary, that is,
_
R
_
S
n−1
[(/ψ)(λ, ω)[
2
dλd
n−1
ω =
_
R
+
_
S
n−1
[ψ(rω)[
2
r
n−1
drd
n−1
ω,
(12.25)
where d
n−1
ω is the normalized surface measure on S
n−1
. Moreover,
/
−1
U(s)/ = e
−isλ
(12.26)
and hence
/
−1
D/ = λ. (12.27)
From this it is straightforward to show that
σ(D) = σ
ac
(D) = R, σ
sc
(D) = σ
pp
(D) = ∅ (12.28)
and that o(R
n
) is a core for D. In particular we have P
+
+P

= I.
Using the Mellin transform we can now prove Perry’s estimate [11].
Lemma 12.5. Suppose f ∈ C

c
(R) with supp(f) ⊂ (a
2
, b
2
) for some a, b >
0. For any R ∈ R, N ∈ N there is a constant C such that

{x| |x|<2a|t|}
e
−itH
0
f(H
0
)P
D
((±R, ±∞))| ≤
C
(1 +[t[)
N
, ±t ≥ 0, (12.29)
respectively.
Proof. We prove only the + case, the remaining one being similar. Consider
ψ ∈ o(R
n
). Introducing
ψ(t, x) = e
−itH
0
f(H
0
)P
D
((R, ∞))ψ(x) = ¸K
t,x
, TP
D
((R, ∞))ψ)
= ¸K
t,x
, P
D
((−∞, −R))
ˆ
ψ), (12.30)
where
K
t,x
(p) =
1
(2π)
n/2
e
i(tp
2
−px)
f(p
2
)

, (12.31)
we see that it suffices to show
|P
D
((−∞, −R))K
t,x
|
2

const
(1 +[t[)
2N
, for [x[ < 2a[t[, t > 0. (12.32)
202 12. Scattering theory
Now we invoke the Mellin transform to estimate this norm
|P
D
((−∞, −R))K
t,x
|
2
=
_
R
−∞
_
S
n−1
[(/K
t,x
)(λ, ω)[
2
dλd
n−1
ω. (12.33)
Since
(/K
t,x
)(λ, ω) =
1
(2π)
(n+1)/2
_

0
˜
f(r)e
iα(r)
dr (12.34)
with
˜
f(r) = f(r
2
)

r
n/2−1
∈ C

c
((a
2
, b
2
)), α(r) = tr
2
+ rωx − λln(r). Esti-
mating the derivative of α we see
α

(r) = 2tr +ωx −λ/r > 0, r ∈ (a, b), (12.35)
for λ ≤ −R and t > R(2εa)
−1
, where ε is the distance of a to the support
of
˜
f. Hence we can find a constant such that
1

(r)[

const
1 +[λ[ +[t[
, r ∈ (a, b), (12.36)
and λ, t as above. Using this we can estimate the integral in (12.34)
¸
¸
¸
¸
_

0
˜
f(r)
1
α

(r)
d
dr
e
iα(r)
dr
¸
¸
¸
¸

const
1 +[λ[ +[t[
¸
¸
¸
¸
_

0
˜
f

(r)e
iα(r)
dr
¸
¸
¸
¸
, (12.37)
(the last step uses integration by parts) for λ, t as above. By increasing the
constant we can even assume that it holds for t ≥ 0 and λ ≤ −R. Moreover,
by iterating the last estimate we see
[(/K
t,x
)(λ, ω)[ ≤
const
(1 +[λ[ +[t[)
N
(12.38)
for any N ∈ N and t ≥ 0 and λ ≤ −R. This finishes the proof.
Corollary 12.6. Suppose that f ∈ C

c
((0, ∞)) and R ∈ R. Then the
operator P
D
((±R, ±∞))f(H
0
) exp(−itH
0
) converges strongly to 0 as t →
∓∞.
Proof. Abbreviating P
D
= P
D
((±R, ±∞)) and χ = χ
{x| |x|<2a|t|}
we have
|P
D
f(H
0
)e
−itH
0
ψ| ≤ |χe
itH
0
f(H
0
)

P
D
| |ψ|+|f(H
0
)||(I−χ)ψ|. (12.39)
since |A| = |A

|. Taking t → ∓∞ the first term goes to zero by our lemma
and the second goes to zero since χψ → ψ.
12.3. Schr¨odinger operators with short range
potentials
By the RAGE theorem we know that for ψ ∈ H
c
, ψ(t) will eventually leave
every compact ball (at least on the average). Hence we expect that the
time evolution will asymptotically look like the free one for ψ ∈ H
c
if the
potential decays sufficiently fast. In other words, we expect such potentials
to be asymptotically complete.
12.3. Schr¨odinger operators with short range potentials 203
Suppose V is relatively bounded with bound less than one. Introduce
h
1
(r) = |V R
H
0
(z)χ
r
|, h
2
(r) = |χ
r
V R
H
0
(z)|, r ≥ 0, (12.40)
where
χ
r
= χ
{x| |x|≥r}
. (12.41)
The potential V will be called short range if these quantities are integrable.
We first note that it suffices to check this for h
1
or h
2
and for one z ∈ ρ(H
0
).
Lemma 12.7. The function h
1
is integrable if and only if h
2
is. Moreover,
h
j
integrable for one z
0
∈ ρ(H
0
) implies h
j
integrable for all z ∈ ρ(H
0
).
Proof. Pick φ ∈ C

c
(R
n
, [0, 1]) such that φ(x) = 0 for 0 ≤ [x[ ≤ 1/2 and
φ(x) = 0 for 1 ≤ [x[. Then it is not hard to see that h
j
is integrable if and
only if
˜
h
j
is integrable, where
˜
h
1
(r) = |V R
H
0
(z)φ
r
|,
˜
h
2
(r) = |φ
r
V R
H
0
(z)|, r ≥ 1, (12.42)
and φ
r
(x) = φ(x/r). Using
[R
H
0
(z), φ
r
] = −R
H
0
(z)[H
0
(z), φ
r
]R
H
0
(z)
= R
H
0
(z)(∆φ
r
+ (∂φ
r
)∂)R
H
0
(z) (12.43)
and ∆φ
r
= φ
r/2
∆φ
r
, |∆φ
r
|

≤ |∆φ|

/r
2
respectively (∂φ
r
) = φ
r/2
(∂φ
r
),
|∂φ
r
|

≤ |∂φ|

/r
2
we see
[
˜
h
1
(r) −
˜
h
2
(r)[ ≤
c
r
˜
h
1
(r/2), r ≥ 1. (12.44)
Hence
˜
h
2
is integrable if
˜
h
1
is. Conversely,
˜
h
1
(r) ≤
˜
h
2
(r) +
c
r
˜
h
1
(r/2) ≤
˜
h
2
(r) +
c
r
˜
h
2
(r/2) +
2c
r
2
˜
h
1
(r/4) (12.45)
shows that
˜
h
2
is integrable if
˜
h
1
is.
Invoking the first resolvent formula

r
V R
H
0
(z)| ≤ |φ
r
V R
H
0
(z
0
)||I −(z −z
0
)R
H
0
(z)| (12.46)
finishes the proof.
As a first consequence note
Lemma 12.8. If V is short range, then R
H
(z) −R
H
0
(z) is compact.
Proof. The operator R
H
(z)V (I−χ
r
)R
H
0
(z) is compact since (I−χ
r
)R
H
0
(z)
is by Lemma 7.10 and R
H
(z)V is bounded by Lemma 6.22. Moreover, by
our short range condition it converges in norm to
R
H
(z)V R
H
0
(z) = R
H
(z) −R
H
0
(z) (12.47)
as r → ∞ (at least for some subsequence).
204 12. Scattering theory
In particular, by Weyl’s theorem we have σ
ess
(H) = [0, ∞). Moreover,
V short range implies that H and H
0
look alike far outside.
Lemma 12.9. Suppose R
H
(z)−R
H
0
(z) is compact, then so is f(H)−f(H
0
)
for any f ∈ C

(R) and
lim
r→∞
|(f(H) −f(H
0
))χ
r
| = 0. (12.48)
Proof. The first part is Lemma 6.20 and the second part follows from part
(ii) of Lemma 6.8 since χ
r
converges strongly to 0.
However, this is clearly not enough to prove asymptotic completeness
and we need a more careful analysis. The main ideas are due to Enß [4].
We begin by showing that the wave operators exist. By Cook’s criterion
(Lemma 12.3) we need to show that
|V exp(∓itH
0
)ψ| ≤ |V R
H
0
(−1)||(I −χ
2a|t|
) exp(∓itH
0
)(H
0
+I)ψ|
+|V R
H
0
(−1)χ
2a|t|
||(H
0
+I)ψ| (12.49)
is integrable for a dense set of vectors ψ. The second term is integrable by our
short range assumption. The same is true by Perry’s estimate (Lemma 12.5)
for the first term if we choose ψ = f(H
0
)P
D
((±R, ±∞))ϕ. Since vectors of
this form are dense, we see that the wave operators exist,
D(Ω
±
) = H. (12.50)
Since H restricted to Ran(Ω

±
) is unitarily equivalent to H
0
, we obtain
[0, ∞) = σ
ac
(H
0
) ⊆ σ
ac
(H). And by σ
ac
(H) ⊆ σ
ess
(H) = [0, ∞) we even
have σ
ac
(H) = [0, ∞).
To prove asymptotic completeness of the wave operators we will need
that (Ω
±
−I)f(H
0
)P
±
are compact.
Lemma 12.10. Let f ∈ C

c
((0, ∞)) and suppose ψ
n
converges weakly to 0.
Then
lim
n→∞
|(Ω
±
−I)f(H
0
)P
±
ψ
n
| = 0, (12.51)
that is, (Ω
±
−I)f(H
0
)P
±
is compact.
Proof. By (12.13) we see
|R
H
(z)(Ω
±
−I)f(H
0
)P
±
ψ
n
| ≤
_

0
|R
H
(z)V exp(−isH
0
)f(H
0
)P
±
ψ
n
|dt.
(12.52)
Since R
H
(z)V R
H
0
is compact we see that the integrand
R
H
(z)V exp(−isH
0
)f(H
0
)P
±
ψ
n
=
R
H
(z)V R
H
0
exp(−isH
0
)(H
0
+ 1)f(H
0
)P
±
ψ
n
(12.53)
12.3. Schr¨odinger operators with short range potentials 205
converges pointwise to 0. Moreover, arguing as in (12.49) the integrand
is bounded by an L
1
function depending only on |ψ
n
|. Thus R
H
(z)(Ω
±

I)f(H
0
)P
±
is compact by the dominated convergence theorem. Furthermore,
using the intertwining property we see that
(Ω
±
−I)
˜
f(H
0
)P
±
= R
H
(z)(Ω
±
−I)f(H
0
)P
±
−(R
H
(z) −R
H
0
(z))f(H
0
)P
±
(12.54)
is compact by Lemma 6.20, where
˜
f(λ) = (λ + 1)f(λ).
Now we have gathered enough information to tackle the problem of
asymptotic completeness.
We first show that the singular continuous spectrum is absent. This
is not really necessary, but avoids the use of Ces`aro means in our main
argument.
Abbreviate P = P
sc
H
P
H
((a, b)), 0 < a < b. Since H restricted to
Ran(Ω
±
) is unitarily equivalent to H
0
(which has purely absolutely continu-
ous spectrum), the singular part must live on Ran(Ω
±
)

, that is, P
sc
H

±
= 0.
Thus Pf(H
0
) = P(I −Ω
+
)f(H
0
)P
+
+P(I −Ω

)f(H
0
)P

is compact. Since
f(H) − f(H
0
) is compact, it follows that Pf(H) is also compact. Choos-
ing f such that f(λ) = 1 for λ ∈ [a, b] we see that P = Pf(H) is com-
pact and hence finite dimensional. In particular σ
sc
(H) ∩ (a, b) is a fi-
nite set. But a continuous measure cannot be supported on a finite set,
showing σ
sc
(H) ∩ (a, b) = ∅. Since 0 < a < b are arbitrary we even
have σ
sc
(H) ∩ (0, ∞) = ∅ and by σ
sc
(H) ⊆ σ
ess
(H) = [0, ∞) we obtain
σ
sc
(H) = ∅.
Observe that replacing P
sc
H
by P
pp
H
the same argument shows that all
nonzero eigenvalues are finite dimensional and cannot accumulate in (0, ∞).
In summary we have shown
Theorem 12.11. Suppose V is short range. Then
σ
ac
(H) = σ
ess
(H) = [0, ∞), σ
sc
(H) = ∅. (12.55)
All nonzero eigenvalues have finite multiplicity and cannot accumulate in
(0, ∞).
Now we come to the anticipated asymptotic completeness result of Enß.
Choose
ψ ∈ H
c
(H) = H
ac
(H) such that ψ = f(H)ψ (12.56)
for some f ∈ C

c
((0, ∞). By the RAGE theorem the sequence ψ(t) converges
weakly to zero as t → ±∞. Abbreviate ψ(t) = exp(−itH)ψ. Introduce
ϕ
±
(t) = f(H
0
)P
±
ψ(t). (12.57)
206 12. Scattering theory
which satisfy
lim
t→±∞
|ψ(t) −ϕ
+
(t) −ϕ

(t)| = 0. (12.58)
Indeed this follows from
ψ(t) = ϕ
+
(t) +ϕ

(t) + (f(H) −f(H
0
))ψ(t) (12.59)
and Lemma 6.20. Moreover, we even have
lim
t→±∞
|(Ω
±
−I)ϕ
±
(t)| = 0 (12.60)
by Lemma 12.10. Now suppose ψ ∈ Ran(Ω
±
)

, then
|ψ|
2
= lim
t→±∞
¸ψ(t), ψ(t))
= lim
t→±∞
¸ψ(t), ϕ
+
(t) +ϕ

(t))
= lim
t→±∞
¸ψ(t), Ω
+
ϕ
+
(t) + Ω

ϕ

(t)). (12.61)
By Theorem 12.2, Ran(Ω
±
)

is invariant under H and hence ψ(t) ∈ Ran(Ω
±
)

implying
|ψ|
2
= lim
t→±∞
¸ψ(t), Ω

ϕ

(t)) (12.62)
= lim
t→±∞
¸P

f(H
0
)




ψ(t), ψ(t)).
Invoking the intertwining property we see
|ψ|
2
= lim
t→±∞
¸P

f(H
0
)

e
−itH
0



ψ, ψ(t)) = 0 (12.63)
by Corollary 12.6. Hence Ran(Ω
±
) = H
ac
(H) = H
c
(H) and we thus have
shown
Theorem 12.12 (Enß). Suppose V is short range, then the wave operators
are asymptotically complete.
For further results and references see for example [3].
Part 3
Appendix
Appendix A
Almost everything
about Lebesgue
integration
In this appendix I give a brief introduction to measure theory. Good refer-
ences are [2] or [18].
A.1. Borel measures in a nut shell
The first step in defining the Lebesgue integral is extending the notion of
size from intervals to arbitrary sets. Unfortunately, this turns out to be too
much, since a classical paradox by Banach and Tarski shows that one can
break the unit ball in R
3
into a finite number of (wild – choosing the pieces
uses the Axiom of Choice and cannot be done with a jigsaw;-) pieces, rotate
and translate them, and reassemble them to get two copies of the unit ball
(compare Problem A.1). Hence any reasonable notion of size (i.e., one which
is translation and rotation invariant) cannot be defined for all sets!
A collection of subsets / of a given set X such that
• X ∈ /,
• / is closed under finite unions,
• / is closed under complements.
is called an algebra. Note that ∅ ∈ / and that, by de Morgan, / is also
closed under finite intersections. If an algebra is closed under countable
unions (and hence also countable intersections), it is called a σ-algebra.
209
210 A. Almost everything about Lebesgue integration
Moreover, the intersection of any family of (σ-)algebras ¦/
α
¦ is again
a (σ-)algebra and for any collection S of subsets there is a unique smallest
(σ-)algebra Σ(S) containing S (namely the intersection of all (σ-)algebra
containing S). It is called the (σ-)algebra generated by S.
If X is a topological space, the Borel σ-algebra of X is defined to be
the σ-algebra generated by all open (respectively all closed) sets. Sets in the
Borel σ-algebra are called Borel sets.
Example. In the case X = R
n
the Borel σ-algebra will be denoted by B
n
and we will abbreviate B = B
1
.
Now let us turn to the definition of a measure: A set X together with a σ-
algebra Σ is called a measure space. A measure µ is a map µ : Σ → [0, ∞]
on a σ-algebra Σ such that
• µ(∅) = 0,
• µ(


j=1
A
j
) =


j=1
µ(A
j
) if A
j
∩A
k
= ∅ for all j, k (σ-additivity).
It is called σ-finite if there is a countable cover ¦X
j
¦

j=1
of X with µ(X
j
) <
∞ for all j. (Note that it is no restriction to assume X
j
¸ X.) It is called
finite if µ(X) < ∞. The sets in Σ are called measurable sets.
If we replace the σ-algebra by an algebra /, then µ is called a premea-
sure. In this case σ-additivity clearly only needs to hold for disjoint sets
A
n
for which

n
A
n
∈ /.
We will write A
n
¸ A if A
n
⊆ A
n+1
(note A =

n
A
n
) and A
n
¸ A if
A
n+1
⊆ A
n
(note A =

n
A
n
).
Theorem A.1. Any measure µ satisfies the following properties:
(i) A ⊆ B implies µ(A) ≤ µ(B) (monotonicity).
(ii) µ(A
n
) → µ(A) if A
n
¸ A (continuity from below).
(iii) µ(A
n
) → µ(A) if A
n
¸ A and µ(A
1
) < ∞(continuity from above).
Proof. The first claim is obvious. The second follows using
˜
A
n
= A
n
¸A
n−1
and σ-additivity. The third follows from the second using
˜
A
n
= A
1
¸A
n
and
µ(
˜
A
n
) = µ(A
1
) −µ(A
n
).
Example. Let A ∈ P(M) and set µ(A) to be the number of elements of A
(respectively ∞ if A is infinite). This is the so called counting measure.
Note that if X = N and A
n
= ¦j ∈ N[j ≥ n¦, then µ(A
n
) = ∞, but
µ(

n
A
n
) = µ(∅) = 0 which shows that the requirement µ(A
1
) < ∞ in the
last claim of Theorem A.1 is not superfluous.
A.1. Borel measures in a nut shell 211
A measure on the Borel σ-algebra is called a Borel measure if µ(C) <
∞ for any compact set C. A Borel measures is called outer regular if
µ(A) = inf
A⊆O,O open
µ(O) (A.1)
and inner regular if
µ(A) = sup
C⊆A,C compact
µ(C). (A.2)
It is called regular if it is both outer and inner regular.
But how can we obtain some more interesting Borel measures? We will
restrict ourselves to the case of X = R for simplicity. Then the strategy
is as follows: Start with the algebra of finite unions of disjoint intervals
and define µ for those sets (as the sum over the intervals). This yields a
premeasure. Extend this to an outer measure for all subsets of R. Show
that the restriction to the Borel sets is a measure.
Let us first show how we should define µ for intervals: To every Borel
measure on B we can assign its distribution function
µ(x) =
_
_
_
−µ((x, 0]), x < 0
0, x = 0
µ((0, x]), x > 0
(A.3)
which is right continuous and non-decreasing. Conversely, given a right
continuous non-decreasing function µ : R →R we can set
µ(A) =
_
¸
¸
_
¸
¸
_
µ(b) −µ(a), A = (a, b]
µ(b) −µ(a−), A = [a, b]
µ(b−) −µ(a), A = (a, b)
µ(b−) −µ(a−), A = [a, b)
, (A.4)
where µ(a−) = lim
ε↓0
µ(a−ε). In particular, this gives a premeasure on the
algebra of finite unions of intervals which can be extended to a measure:
Theorem A.2. For every right continuous non-decreasing function µ : R →
R there exists a unique regular Borel measure µ which extends (A.4). Two
different functions generate the same measure if and only if they differ by a
constant.
Since the proof of this theorem is rather involved, we defer it to the next
section and look at some examples first.
Example. Suppose Θ(x) = 0 for x < 0 and Θ(x) = 1 for x ≥ 0. Then we
obtain the so-called Dirac measure at 0, which is given by Θ(A) = 1 if
0 ∈ A and Θ(A) = 0 if 0 ,∈ A.
212 A. Almost everything about Lebesgue integration
Example. Suppose λ(x) = x, then the associated measure is the ordinary
Lebesgue measure on R. We will abbreviate the Lebesgue measure of a
Borel set A by λ(A) = [A[.
It can be shown that Borel measures on a separable metric space are
always regular.
A set A ∈ Σ is called a support for µ if µ(X¸A) = 0. A property is
said to hold µ-almost everywhere (a.e.) if the it holds on a support for
µ or, equivalently, if the set where it does not hold is contained in a set of
measure zero.
Example. The set of rational numbers has Lebesgue measure zero: λ(Q) =
0. In fact, any single point has Lebesgue measure zero, and so has any
countable union of points (by countable additivity).
Example. The Cantor set is an example of a closed uncountable set of
Lebesgue measure zero. It is constructed as follows: Start with C
0
= [0, 1]
and remove the middle third to obtain C
1
= [0,
1
3
]∪[
2
3
, 1]. Next, again remove
the middle third’s of the remaining sets to obtain C
2
= [0,
1
9
] ∪[
2
9
,
1
3
] ∪[
2
3
,
7
9
] ∪
[
8
9
, 1].
C
0
C
1
C
2
C
3
.
.
.
Proceeding like this we obtain a sequence of nesting sets C
n
and the limit
C =

n
C
n
is the Cantor set. Since C
n
is compact, so is C. Moreover,
C
n
consists of 2
n
intervals of length 3
−n
, and thus its Lebesgue measure
is λ(C
n
) = (2/3)
n
. In particular, λ(C) = lim
n→∞
λ(C
n
) = 0. Using the
ternary expansion it is extremely simple to describe: C is the set of all
x ∈ [0, 1] whose ternary expansion contains no one’s, which shows that C is
uncountable (why?). It has some further interesting properties: it is totally
disconnected (i.e., it contains no subintervals) and perfect (it has no isolated
points).
Problem A.1 (Vitali set). Call two numbers x, y ∈ [0, 1) equivalent if x−y
is rational. Construct the set V by choosing one representative from each
equivalence class. Show that V cannot be measurable with respect to any
finite translation invariant measure on [0, 1). (Hint: How can you build up
[0, 1) from V ?)
A.2. Extending a premasure to a measure 213
A.2. Extending a premasure to a measure
The purpose of this section is to prove Theorem A.2. It is rather technical and
should be skipped on first reading.
In order to prove Theorem A.2 we need to show how a premeasure can
be extended to a measure. As a prerequisite we first establish that it suffices
to check increasing (or decreasing) sequences of sets when checking wether
a given algebra is in fact a σ-algebra:
A collections of sets / is called a monotone class if A
n
¸ A implies
A ∈ / whenever A
n
∈ / and A
n
¸ A implies A ∈ / whenever A
n
∈ /.
Every σ-algebra is a monotone class and the intersection of monotone classes
is a monotone class. Hence every collection of sets S generates a smallest
monotone class /(S).
Theorem A.3. Let / be an algebra. Then /(/) = Σ(/).
Proof. We first show that / = /(/) is an algebra.
Put M(A) = ¦B ∈ /[A ∪ B ∈ /¦. If B
n
is an increasing sequence
of sets in M(A) then A ∪ B
n
is an increasing sequence in / and hence

n
(A∪ B
n
) ∈ /. Now
A∪
_
_
n
B
n
_
=
_
n
(A∪ B
n
) (A.5)
shows that M(A) is closed under increasing sequences. Similarly, M(A) is
closed under decreasing sequences and hence it is a monotone class. But
does it contain any elements? Well if A ∈ / we have / ⊆ M(A) implying
M(A) = /. Hence A ∪ B ∈ / if at least one of the sets is in /. But this
shows / ⊆ M(A) and hence M(A) = / for any A ∈ /. So / is closed
under finite unions.
To show that we are closed under complements consider M = ¦A ∈
/[X¸A ∈ /¦. If A
n
is an increasing sequence then X¸A
n
is a decreasing
sequence and X¸

n
A
n
=

n
X¸A
n
∈ / if A
n
∈ M. Similarly for decreas-
ing sequences. Hence M is a monotone class and must be equal to / since
it contains /.
So we know that / is an algebra. To show that it is an σ-algebra let
A
n
be given and put
˜
A
n
=

k≤n
A
n
. Then
˜
A
n
is increasing and

n
˜
A
n
=

n
A
n
∈ /.
The typical use of this theorem is as follows: First verify some property
for sets in an algebra /. In order to show that it holds for any set in Σ(/),
it suffices to show that the sets for which it holds is closed under countable
increasing and decreasing sequences (i.e., is a monotone class).
Now we start by proving that (A.4) indeed gives rise to a premeasure.
214 A. Almost everything about Lebesgue integration
Lemma A.4. µ as defined in (A.4) gives rise to a unique σ-finite regular
premeasure on the algebra / of finite unions of disjoint intervals.
Proof. First of all, (A.4) can be extended to finite unions of disjoint inter-
vals by summing over all intervals. It is straightforward to verify that µ is
well defined (one set can be represented by different unions of intervals) and
by construction additive.
To show regularity, we can assume any such union to consist of open
intervals and points only. To show outer regularity replace each point ¦x¦
by a small open interval (x+ε, x−ε) and use that µ(¦x¦) = lim
ε↓
µ(x+ε) −
µ(x−ε). Similarly, to show inner regularity, replace each open interval (a, b)
by a compact one [a
n
, b
n
] ⊆ (a, b) and use µ((a, b)) = lim
n→∞
µ(b
n
) −µ(a
n
)
if a
n
↓ a and b
n
↑ b.
It remains to verify σ-additivity. We need to show
µ(
_
k
I
k
) =

k
µ(I
k
) (A.6)
whenever I
n
∈ / and I =

k
I
k
∈ /. Since each I
n
is a finite union of in-
tervals, we can as well assume each I
n
is just one interval (just split I
n
into
its subintervals and note that the sum does not change by additivity). Sim-
ilarly, we can assume that I is just one interval (just treat each subinterval
separately).
By additivity µ is monotone and hence
n

k=1
µ(I
k
) = µ(
n
_
k=1
I
k
) ≤ µ(I) (A.7)
which shows

k=1
µ(I
k
) ≤ µ(I). (A.8)
To get the converse inequality we need to work harder.
By outer regularity we can cover each I
k
by open interval J
k
such that
µ(J
k
) ≤ µ(I
k
) +
ε
2
k
. Suppose I is compact first. Then finitely many of the
J
k
, say the first n, cover I and we have
µ(I) ≤ µ(
n
_
k=1
J
k
) ≤
n

k=1
µ(J
k
) ≤

k=1
µ(I
k
) +ε. (A.9)
Since ε > 0 is arbitrary, this shows σ-additivity for compact intervals. By
additivity we can always add/subtract the end points of I and hence σ-
additivity holds for any bounded interval. If I is unbounded, say I = [a, ∞),
A.2. Extending a premasure to a measure 215
then given x > 0 we can find an n such that J
n
cover at least [0, x] and hence
n

k=1
µ(I
k
) ≥
n

k=1
µ(J
k
) −ε ≥ µ([a, x]) −ε. (A.10)
Since x > a and ε > 0 are arbitrary we are done.
This premeasure determines the corresponding measure µ uniquely (if
there is one at all):
Theorem A.5 (Uniqueness of measures). Let µ be a σ-finite premeasure
on an algebra /. Then there is at most one extension to Σ(/).
Proof. We first assume that µ(X) < ∞. Suppose there is another extension
˜ µ and consider the set
S = ¦A ∈ Σ(/)[µ(A) = ˜ µ(A)¦. (A.11)
I claim S is a monotone class and hence S = Σ(/) since / ⊆ S by assump-
tion (Theorem A.3).
Let A
n
¸ A. If A
n
∈ S we have µ(A
n
) = ˜ µ(A
n
) and taking limits
(Theorem A.1 (ii)) we conclude µ(A) = ˜ µ(A). Next let A
n
¸ A and take
again limits. This finishes the finite case. To extend our result to the σ-finite
case let X
j
¸ X be an increasing sequence such that µ(X
j
) < ∞. By the
finite case µ(A∩ X
j
) = ˜ µ(A∩ X
j
) (just restrict µ, ˜ µ to X
j
). Hence
µ(A) = lim
j→∞
µ(A∩ X
j
) = lim
j→∞
˜ µ(A∩ X
j
) = ˜ µ(A) (A.12)
and we are done.
Note that if our premeasure is regular, so will be the extension:
Lemma A.6. Suppose µ is a σ-finite premeasure on some algebra / gen-
erating the Borel sets B. Then outer (inner) regularity holds for all Borel
sets if it holds for all sets in /.
Proof. We first assume that µ(X) < ∞. Set
µ

(A) = inf
A⊆O,O open
µ(O) ≥ µ(A) (A.13)
and let M = ¦A ∈ B[µ

(A) = µ(A)¦. Since by assumption M contains
some algebra generating B it suffices to proof that M is a monotone class.
Let A
n
∈ M be a monotone sequence and let O
n
⊇ A
n
be open sets such
that µ(O
n
) ≤ µ(A
n
) +
1
n
. Then
µ(A
n
) ≤ µ

(A
n
) ≤ µ(O
n
) ≤ µ(A
n
) +
1
n
. (A.14)
Now if A
n
¸ A just take limits and use continuity from below of µ. Similarly
if A
n
¸ A.
216 A. Almost everything about Lebesgue integration
Now let µ be arbitrary. Given A we can split it into disjoint sets A
j
such that A
j
⊆ X
j
(A
1
= A ∩ X
1
, A
2
= (A¸A
1
) ∩ X
2
, etc.). Let X
j
be a
cover with µ(X
j
) < ∞. By regularity, we can assume X
j
open. Thus there
are open (in X) sets O
j
covering A
j
such that µ(O
j
) ≤ µ(A
j
) +
ε
2
j
. Then
O =

j
O
j
is open, covers A, and satisfies
µ(A) ≤ µ(O) ≤

j
µ(O
j
) ≤ µ(A) +ε. (A.15)
This settles outer regularity.
Next let us turn to inner regularity. If µ(X) < ∞one can show as before
that M = ¦A ∈ B[µ

(A) = µ(A)¦, where
µ

(A) = sup
C⊆A,C compact
µ(C) ≤ µ(A) (A.16)
is a monotone class. This settles the finite case.
For the σ-finite case split again A as before. Since X
j
has finite measure,
there are compact subsets K
j
of A
j
such that µ(A
j
) ≤ µ(K
j
) +
ε
2
j
. Now
we need to distinguish two cases: If µ(A) = ∞, the sum

j
µ(A
j
) will
diverge and so will

j
µ(K
j
). Hence
˜
K
n
=

n
j=1
⊆ A is compact with
µ(
˜
K
n
) → ∞ = µ(A). If µ(A) < ∞, the sum

j
µ(A
j
) will converge and
choosing n sufficiently large we will have
µ(
˜
K
n
) ≤ µ(A) ≤ µ(
˜
K
n
) + 2ε. (A.17)
This finishes the proof.
So it remains to ensure that there is an extension at all. For any pre-
measure µ we define
µ

(A) = inf
_

n=1
µ(A
n
)
¸
¸
¸A ⊆

_
n=1
A
n
, A
n
∈ /
_
(A.18)
where the infimum extends over all countable covers from /. Then the
function µ

: P(X) → [0, ∞] is an outer measure, that is, it has the
properties (Problem A.2)
• µ

(∅) = 0,
• A
1
⊆ A
2
⇒ µ

(A
1
) ≤ µ

(A
2
), and
• µ

(


n=1
A
n
) ≤


n=1
µ

(A
n
) (subadditivity).
Note that µ

(A) = µ(A) for A ∈ / (Problem A.3).
Theorem A.7 (Extensions via outer measures). Let µ

be an outer measure.
Then the set Σ of all sets A satisfying the Carath´eodory condition
µ

(E) = µ

(A∩ E) +µ

(A

∩ E) ∀E ⊆ X (A.19)
A.2. Extending a premasure to a measure 217
(where A

= X¸A is the complement of A) form a σ-algebra and µ

restricted
to this σ-algebra is a measure.
Proof. We first show that Σ is an algebra. It clearly contains X and is closed
under complements. Let A, B ∈ Σ. Applying Carath´eodory’s condition
twice finally shows
µ

(E) = µ

(A∩ B ∩ E) +µ

(A

∩ B ∩ E) +µ

(A∩ B

∩ E)


(A

∩ B

∩ E)
≥ µ

((A∪ B) ∩ E) +µ

((A∪ B)

∩ E), (A.20)
where we have used De Morgan and
µ

(A∩B∩E) +µ

(A

∩B∩E) +µ

(A∩B

∩E) ≥ µ

((A∪B) ∩E) (A.21)
which follows from subadditivity and (A ∪ B) ∩ E = (A ∩ B ∩ E) ∪ (A


B ∩ E) ∪ (A∩ B

∩ E). Since the reverse inequality is just subadditivity, we
conclude that Σ is an algebra.
Next, let A
n
be a sequence of sets from Σ. Without restriction we
can assume that they are disjoint (compare the last argument in proof of
Theorem A.3). Abbreviate
˜
A
n
=

k≤n
A
n
, A =

n
A
n
. Then for any set E
we have
µ

(
˜
A
n
∩ E) = µ

(A
n

˜
A
n
∩ E) +µ

(A

n

˜
A
n
∩ E)
= µ

(A
n
∩ E) +µ

(
˜
A
n−1
∩ E)
= . . . =
n

k=1
µ

(A
k
∩ E). (A.22)
Using
˜
A
n
∈ Σ and monotonicity of µ

, we infer
µ

(E) = µ

(
˜
A
n
∩ E) +µ

(
˜
A

n
∩ E)

n

k=1
µ

(A
k
∩ E) +µ

(A

∩ E). (A.23)
Letting n → ∞ and using subadditivity finally gives
µ

(E) ≥

k=1
µ

(A
k
∩ E) +µ

(A

∩ E)
≥ µ

(A∩ E) +µ

(B

∩ E) ≥ µ

(E) (A.24)
and we infer that Σ is a σ-algebra.
Finally, setting E = A in (A.24) we have
µ

(A) =

k=1
µ

(A
k
∩ A) +µ

(A

∩ A) =

k=1
µ

(A
k
) (A.25)
and we are done.
218 A. Almost everything about Lebesgue integration
Remark: The constructed measure µ is complete, that is, for any mea-
surable set A of measure zero, any subset of A is again measurable (Prob-
lem A.4).
The only remaining question is wether there are any nontrivial sets sat-
isfying the Carath´eodory condition.
Lemma A.8. Let µ be a premeasure on / and let µ

be the associated outer
measure. Then every set in / satisfies the Carath´eodory condition.
Proof. Let A
n
∈ / be a countable cover for E. Then for any A ∈ / we
have

n=1
µ(A
n
) =

n=1
µ(A
n
∩A)+

n=1
µ(A
n
∩A

) ≥ µ

(E∩A)+µ

(E∩A

) (A.26)
since A
n
∩A ∈ / is a cover for E ∩A and A
n
∩A

∈ / is a cover for E ∩A

.
Taking the infimum we have µ

(E) ≥ µ

(E∩A) +µ

(E∩A

) which finishes
the proof.
Thus, as a consequence we obtain Theorem A.2.
Problem A.2. Show that µ

defined in (A.18) is an outer measure. (Hint
for the last property: Take a cover ¦B
nk
¦

k=1
for A
n
such that µ

(A
n
) =
ε
2
n
+


k=1
µ(B
nk
) and note that ¦B
nk
¦

n,k=1
is a cover for

n
A
n
.)
Problem A.3. Show that µ

defined in (A.18) extends µ. (Hint: For the
cover A
n
it is no restriction to assume A
n
∩ A
m
= ∅ and A
n
⊆ A.)
Problem A.4. Show that the measure constructed in Theorem A.7 is com-
plete.
A.3. Measurable functions
The Riemann integral works by splitting the x coordinate into small intervals
and approximating f(x) on each interval by its minimum and maximum.
The problem with this approach is that the difference between maximum
and minimum will only tend to zero (as the intervals get smaller) if f(x) is
sufficiently nice. To avoid this problem we can force the difference to go to
zero by considering, instead of an interval, the set of x for which f(x) lies
between two given numbers a < b. Now we need the size of the set of these
x, that is, the size of the preimage f
−1
((a, b)). For this to work, preimages
of intervals must be measurable.
A function f : X → R
n
is called measurable if f
−1
(A) ∈ Σ for every
A ∈ B
n
. A complex-valued function is called measurable if both its real
and imaginary parts are. Clearly it suffices to check this condition for every
A.3. Measurable functions 219
set A in a collection of sets which generate B
n
, say for all open intervals or
even for open intervals which are products of (a, ∞):
Lemma A.9. A function f : X →R
n
is measurable if and only if
f
−1
(I) ∈ Σ ∀ I =
n

j=1
(a
j
, ∞). (A.27)
In particular, a function f : X → R
n
is measurable if and only if every
component is measurable.
Proof. All you have to use is f
−1
(R
n
¸A) = X¸f
−1
(A), f
−1
(

j
A
j
) =

j
f
1
(A
j
) and the fact that any open set is a countable union of open
intervals.
If Σ is the Borel σ-algebra, we will call a measurable function also Borel
function. Note that, in particular,
Lemma A.10. Any continuous function is measurable and the composition
of two measurable functions is again measurable.
Moreover, sometimes it is also convenient to allow ±∞as possible values
for f, that is, functions f : X → R, R = R ∪ ¦−∞, ∞¦. In this case A ⊆ R
is called Borel if A∩ R is.
The set of all measurable functions forms an algebra.
Lemma A.11. Suppose f, g : X → R are measurable functions. Then the
sum f +g and the product fg is measurable.
Proof. Note that addition and multiplication are continuous functions from
R
2
→R and hence the claim follows from the previous lemma.
Moreover, the set of all measurable functions is closed under all impor-
tant limiting operations.
Lemma A.12. Suppose f
n
: X →R is a sequence of measurable functions,
then
inf
n∈N
f
n
, sup
n∈N
f
n
, liminf
n→∞
f
n
, limsup
n→∞
f
n
(A.28)
are measurable as well.
Proof. It suffices to proof that sup f
n
is measurable since the rest follows
from inf f
n
= −sup(−f
n
), liminf f
n
= sup
k
inf
n≥k
f
n
, and limsup f
n
=
inf
k
sup
n≥k
f
n
. But (sup f
n
)
−1
((a, ∞)) =

n
f
−1
n
((a, ∞)) and we are done.

It follows that if f and g are measurable functions, so are min(f, g),
max(f, g), [f[ = max(f, −f), f
±
= max(±f, 0).
220 A. Almost everything about Lebesgue integration
A.4. The Lebesgue integral
Now we can define the integral for measurable functions as follows. A
measurable function s : X → R is called simple if its range is finite
s(X) = ¦α
j
¦
p
j=1
, that is, if
s =
p

j=1
α
j
χ
A
j
, A
j
= s
−1

j
) ∈ Σ. (A.29)
Here χ
A
is the characteristic function of A, that is, χ
A
(x) = 1 if x ∈ A
and χ
A
(x) = 0 else.
For a positive simple function we define its integral as
_
A
s dµ =
n

j=1
α
j
µ(A
j
∩ A). (A.30)
Here we use the convention 0 ∞ = 0.
Lemma A.13. The integral has the following properties:
(i)
_
A
s dµ =
_
X
χ
A
s dµ.
(ii)
_
S

j=1
A
j
s dµ =


j=1
_
A
j
s dµ.
(iii)
_
A
αs dµ = α
_
A
s dµ.
(iv)
_
A
(s +t)dµ =
_
A
s dµ +
_
A
t dµ.
(v) A ⊆ B ⇒
_
A
s dµ ≤
_
B
s dµ.
(vi) s ≤ t ⇒
_
A
s dµ ≤
_
A
t dµ.
Proof. (i) is clear from the definition. (ii) follows from σ-additivity of µ.
(iii) is obvious. (iv) Let s =

j
α
j
χ
A
j
, t =

j
β
j
χ
B
j
and abbreviate
C
jk
= (A
j
∩ B
k
) ∩ A. Then
_
A
(s +t)dµ =

j,k
_
C
jk
(s +t)dµ =

j,k

j

k
)µ(C
jk
)
=

j,k
_
_
C
jk
s dµ +
_
C
jk
t dµ
_
=
_
A
s dµ +
_
A
t dµ(A.31)
(v) follows from monotonicity of µ. (vi) follows using t −s ≥ 0 and arguing
as in (iii).
Our next task is to extend this definition to arbitrary positive functions
by
_
A
f dµ = sup
s≤f
_
A
s dµ, (A.32)
A.4. The Lebesgue integral 221
where the supremum is taken over all simple functions s ≤ f. Note that,
except for possibly (ii) and (iv), Lemma A.13 still holds for this extension.
Theorem A.14 (monotone convergence). Let f
n
be a monotone non-decreas-
ing sequence of positive measurable functions, f
n
¸ f. Then
_
A
f
n
dµ →
_
A
f dµ. (A.33)
Proof. By property (v)
_
A
f
n
dµ is monotone and converges to some number
α. By f
n
≤ f and again (v) we have
α ≤
_
A
f dµ. (A.34)
To show the converse let s be simple such that s ≤ f and let θ ∈ (0, 1). Put
A
n
= ¦x ∈ A[f
n
(x) ≥ θs(x)¦ and note A
n
¸ X (show this). Then
_
A
f
n
dµ ≥
_
An
f
n
dµ ≥ θ
_
An
s dµ. (A.35)
Letting n → ∞ we see
α ≥ θ
_
A
s dµ. (A.36)
Since this is valid for any θ < 1, it still holds for θ = 1. Finally, since s ≤ f
is arbitrary, the claim follows.
In particular
_
A
f dµ = lim
n→∞
_
A
s
n
dµ, (A.37)
for any monotone sequence s
n
¸ f of simple functions. Note that there is
always such a sequence, for example,
s
n
(x) =
n
2

k=0
k
n
χ
f
−1
(A
k
)
(x), A
k
= [
k
n
,
k + 1
n
2
), A
n
2 = [n, ∞). (A.38)
By construction s
n
converges uniformly if f is bounded, since s
n
(x) = n if
f(x) = ∞ and f(x) −s
n
(x) <
1
n
if f(x) < n + 1.
Now what about the missing items (ii) and (iv) from Lemma A.13? Since
limits can be spread over sums, the extension is linear (i.e., item (iv) holds)
and (ii) also follows directly from the monotone convergence theorem. We
even have the following result:
Lemma A.15. If f ≥ 0 is measurable, then dν = f dµ defined via
ν(A) =
_
A
f dµ (A.39)
222 A. Almost everything about Lebesgue integration
is a measure such that
_
g dν =
_
gf dµ. (A.40)
Proof. As already mentioned, additivity of µ is equivalent to linearity of the
integral and σ-additivity follows from the monotone convergence theorem
ν(

_
n=1
A
n
) =
_
(

n=1
χ
An
)f dµ =

n=1
_
χ
An
f dµ =

n=1
ν(A
n
). (A.41)
The second claim holds for simple functions and hence for all functions by
construction of the integral.
If f
n
is not necessarily monotone we have at least
Theorem A.16 (Fatou’s Lemma). If f
n
is a sequence of nonnegative mea-
surable function, then
_
A
liminf
n→∞
f
n
dµ ≤ liminf
n→∞
_
A
f
n
dµ, (A.42)
Proof. Set g
n
= inf
k≥n
f
k
. Then g
n
≤ f
n
implying
_
A
g
n
dµ ≤
_
A
f
n
dµ. (A.43)
Now take the liminf on both sides and note that by the monotone conver-
gence theorem
liminf
n→∞
_
A
g
n
dµ = lim
n→∞
_
A
g
n
dµ =
_
A
lim
n→∞
g
n
dµ =
_
A
liminf
n→∞
f
n
dµ,
(A.44)
proving the claim.
If the integral is finite for both the positive and negative part f
±
of an
arbitrary measurable function f, we call f integrable and set
_
A
f dµ =
_
A
f
+
dµ −
_
A
f

dµ. (A.45)
The set of all integrable functions is denoted by L
1
(X, dµ).
Lemma A.17. Lemma A.13 holds for integrable functions s, t.
Similarly, we handle the case where f is complex-valued by calling f
integrable if both the real and imaginary part are and setting
_
A
f dµ =
_
A
Re(f)dµ + i
_
A
Im(f)dµ. (A.46)
Clearly f is integrable if and only if [f[ is.
A.4. The Lebesgue integral 223
Lemma A.18. For any integrable functions f, g we have
[
_
A
f dµ[ ≤
_
A
[f[ dµ (A.47)
and (triangle inequality)
_
A
[f +g[ dµ ≤
_
A
[f[ dµ +
_
A
[g[ dµ. (A.48)
Proof. Put α =
z

|z|
, where z =
_
A
f dµ (without restriction z ,= 0). Then
[
_
A
f dµ[ = α
_
A
f dµ =
_
A
αf dµ =
_
A
Re(αf) dµ ≤
_
A
[f[ dµ. (A.49)
proving the first claim. The second follows from [f +g[ ≤ [f[ +[g[.
In addition, our integral is well behaved with respect to limiting opera-
tions.
Theorem A.19 (dominated convergence). Let f
n
be a convergent sequence
of measurable functions and set f = lim
n→∞
f
n
. Suppose there is an inte-
grable function g such that [f
n
[ ≤ g. Then f is integrable and
lim
n→∞
_
f
n
dµ =
_
fdµ. (A.50)
Proof. The real and imaginary parts satisfy the same assumptions and so
do the positive and negative parts. Hence it suffices to prove the case where
f
n
and f are nonnegative.
By Fatou’s lemma
liminf
n→∞
_
A
f
n
dµ ≥
_
A
f dµ (A.51)
and
liminf
n→∞
_
A
(g −f
n
)dµ ≥
_
A
(g −f)dµ. (A.52)
Subtracting
_
A
g dµ on both sides of the last inequality finishes the proof
since liminf(−f
n
) = −limsup f
n
.
Remark: Since sets of measure zero do not contribute to the value of the
integral, it clearly suffices if the requirements of the dominated convergence
theorem are satisfied almost everywhere (with respect to µ).
Note that the existence of g is crucial, as the example f
n
(x) =
1
n
χ
[−n,n]
(x)
on R with Lebesgue measure shows.
224 A. Almost everything about Lebesgue integration
Example. If µ(x) =

n
α
n
Θ(x − x
n
) is a sum of Dirac measures Θ(x)
centered at x = 0, then
_
f(x)dµ(x) =

n
α
n
f(x
n
). (A.53)
Hence our integral contains sums as special cases.
Problem A.5. Show that the set B(X) of bounded measurable functions
is a Banach space. Show that the set S(X) of simple functions is dense
in B(X). Show that the integral is a bounded linear functional on B(X).
(Hence Theorem 0.24 could be used to extend the integral from simple to
bounded measurable functions.)
Problem A.6. Show that the dominated convergence theorem implies (un-
der the same assumptions)
lim
n→∞
_
[f
n
−f[dµ = 0. (A.54)
Problem A.7. Suppose y → f(x, y) is measurable for every x and x →
f(x, y) is continuous for every y. Show that
F(x) =
_
A
f(x, y) dµ(y) (A.55)
is continuous if there is an integrable function g(y) such that [f(x, y)[ ≤ g(y).
Problem A.8. Suppose y → f(x, y) is measurable for fixed x and x →
f(x, y) is differentiable for fixed y. Show that
F(x) =
_
A
f(x, y) dµ(y) (A.56)
is differentiable if there is an integrable function g(y) such that [

∂x
f(x, y)[ ≤
g(y). Moreover, x →

∂x
f(x, y) is measurable and
F

(x) =
_
A

∂x
f(x, y) dµ(y) (A.57)
in this case.
A.5. Product measures
Let µ
1
and µ
2
be two measures on Σ
1
and Σ
2
, respectively. Let Σ
1
⊗Σ
2
be
the σ-algebra generated by rectangles of the form A
1
A
2
.
Example. Let B be the Borel sets in R then B
2
= B⊗ B are the Borel
sets in R
2
(since the rectangles are a basis for the product topology).
Any set in Σ
1
⊗Σ
2
has the section property, that is,
A.5. Product measures 225
Lemma A.20. Suppose A ∈ Σ
1
⊗Σ
2
then its sections
A
1
(x
2
) = ¦x
1
[(x
1
, x
2
) ∈ A¦ and A
2
(x
1
) = ¦x
2
[(x
1
, x
2
) ∈ A¦ (A.58)
are measurable.
Proof. Denote all sets A ∈ Σ
1
⊗Σ
2
in with the property that A
1
(x
2
) ∈ Σ
1
by
S. Clearly all rectangles are in S and it suffices to show that S is a σ-algebra.
Moreover, if A ∈ S, then (A

)
1
(x
2
) = (A
1
(x
2
))

∈ Σ
2
and thus S is closed
under complements. Similarly, if A
n
∈ S, then (

n
A
n
)
1
(x
2
) =

n
(A
n
)
1
(x
2
)
shows that S is closed under countable unions.
This implies that if f is a measurable function on X
1
X
2
, then f(., x
2
) is
measurable on X
1
for every x
2
and f(x
1
, .) is measurable on X
2
for every x
1
(observe A
1
(x
2
) = ¦x
1
[f(x
1
, x
2
) ∈ B¦, where A = ¦(x
1
, x
2
)[f(x
1
, x
2
) ∈ B¦).
In fact, this is even equivalent since χ
A
1
(x
2
)
(x
1
) = χ
A
2
(x
1
)
(x
2
) = χ
A
(x
1
, x
2
).
Given two measures µ
1
on Σ
1
and µ
2
on Σ
2
we now want to construct
the product measure, µ
1
⊗µ
2
on Σ
1
⊗Σ
2
such that
µ
1
⊗µ
2
(A
1
A
2
) = µ
1
(A
1

2
(A
2
), A
j
∈ Σ
j
, j = 1, 2. (A.59)
Theorem A.21. Let µ
1
and µ
2
be two σ-finite measures on Σ
1
and Σ
2
,
respectively. Let A ∈ Σ
1
⊗ Σ
2
. Then µ
2
(A
2
(x
1
)) and µ
1
(A
1
(x
2
)) are mea-
surable and
_
X
1
µ
2
(A
2
(x
1
))dµ
1
(x
1
) =
_
X
2
µ
1
(A
1
(x
2
))dµ
2
(x
2
). (A.60)
Proof. Let S be the set of all subsets for which our claim holds. Note
that S contains at least all rectangles. It even contains the algebra of finite
disjoint unions of rectangles. Thus it suffices to show that S is a monotone
class. If µ
1
and µ
2
are finite, this follows from continuity from above and
below of measures. The case if µ
1
and µ
2
are σ-finite can be handled as in
Theorem A.5.
Hence we can define
µ
1
⊗µ
2
(A) =
_
X
1
µ
2
(A
2
(x
1
))dµ
1
(x
1
) =
_
X
2
µ
1
(A
1
(x
2
))dµ
2
(x
2
) (A.61)
or equivalently
µ
1
⊗µ
2
(A) =
_
X
1
__
X
2
χ
A
(x
1
, x
2
)dµ
2
(x
2
)
_

1
(x
1
)
=
_
X
2
__
X
1
χ
A
(x
1
, x
2
)dµ
1
(x
1
)
_

2
(x
2
). (A.62)
Additivity of µ
1
⊗µ
2
follows from the monotone convergence theorem.
226 A. Almost everything about Lebesgue integration
Note that (A.59) uniquely defines µ
1
⊗ µ
2
as a σ-finite premeasure on
the algebra of finite disjoint unions of rectangles. Hence by Theorem A.5 it
is the only measure on Σ
1
⊗Σ
2
satisfying (A.59).
Finally we have:
Theorem A.22 (Fubini). Let f be a measurable function on X
1
X
2
and
let µ
1
, µ
2
be σ-finite measures on X
1
, X
2
, respectively.
(i) If f ≥ 0 then
_
f(., x
2
)dµ
2
(x
2
) and
_
f(x
1
, .)dµ
1
(x
1
) are both mea-
surable and
__
f(x
1
, x
2
)dµ
1
⊗µ
2
(x
1
, x
2
) =
_ __
f(x
1
, x
2
)dµ
1
(x
1
)
_

2
(x
2
)
=
_ __
f(x
1
, x
2
)dµ
2
(x
2
)
_

1
(x
1
). (A.63)
(ii) If f is complex then
_
[f(x
1
, x
2
)[dµ
1
(x
1
) ∈ L
1
(X
2
, dµ
2
) (A.64)
respectively
_
[f(x
1
, x
2
)[dµ
2
(x
2
) ∈ L
1
(X
1
, dµ
1
) (A.65)
if and only if f ∈ L
1
(X
1
X
2
, dµ
1
⊗ dµ
2
). In this case (A.63)
holds.
Proof. By Theorem A.21 the claim holds for simple functions. Now (i)
follows from the monotone convergence theorem and (ii) from the dominated
convergence theorem.
In particular, if f(x
1
, x
2
) is either nonnegative or integrable, then the
order of integration can be interchanged.
Lemma A.23. If µ
1
and µ
2
are σ-finite regular Borel measures with, so is
µ
1
⊗µ
2
.
Proof. Regularity holds for every rectangle and hence also for the algebra of
finite disjoint unions of rectangles. Thus the claim follows from Lemma A.6.

Note that we can iterate this procedure.
Lemma A.24. Suppose µ
j
, j = 1, 2, 3 are σ-finite measures. Then

1
⊗µ
2
) ⊗µ
3
= µ
1
⊗(µ
2
⊗µ
3
). (A.66)
A.6. Decomposition of measures 227
Proof. First of all note that (Σ
1
⊗Σ
2
) ⊗Σ
3
= Σ
1
⊗(Σ
2
⊗Σ
3
) is the sigma
algebra generated by the cuboids A
1
A
2
A
3
in X
1
X
2
X
3
. Moreover,
since
((µ
1
⊗µ
2
) ⊗µ
3
)(A
1
A
2
A
3
) = µ
1
(A
1

2
(A
2

3
(A
3
)
= (µ
1
⊗(µ
2
⊗µ
3
))(A
1
A
2
A
3
) (A.67)
the two measures coincide on the algebra of finite disjoint unions of cuboids.
Hence they coincide everywhere by Theorem A.5.
Example. If λ is Lebesgue measure on R, then λ
n
= λ⊗ ⊗λ is Lebesgue
measure on R
n
. Since λ is regular, so is λ
n
.
A.6. Decomposition of measures
Let µ, ν be two measures on a measure space (X, Σ). They are called
mutually singular (in symbols µ ⊥ ν) if they are supported on disjoint
sets. That is, there is a measurable set N such that µ(N) = 0 and ν(X¸N) =
0.
Example. Let λ be the Lebesgue measure and Θ the Dirac measure
(centered at 0), then λ ⊥ Θ: Just take N = ¦0¦, then λ(¦0¦) = 0 and
Θ(R¸¦0¦) = 0.
On the other hand, ν is called absolutely continuous with respect to
µ (in symbols ν ¸ µ) if µ(A) = 0 implies ν(A) = 0.
Example. The prototypical example is the measure dν = f dµ (compare
Lemma A.15). Indeed µ(A) = 0 implies
ν(A) =
_
A
f dµ = 0 (A.68)
and shows that ν is absolutely continuous with respect to µ. In fact, we will
show below that every absolutely continuous measure is of this form.
The two main results will follow as simple consequence of the following
result:
Theorem A.25. Let µ, ν be σ-finite measures. Then there exists a unique
(a.e.) nonnegative function f and a set N of µ measure zero, such that
ν(A) = ν(A∩ N) +
_
A
f dµ. (A.69)
Proof. We first assume µ, ν to be finite measures. Let α = µ + ν and
consider the Hilbert space L
2
(X, dα). Then
(h) =
_
X
hdν (A.70)
228 A. Almost everything about Lebesgue integration
is a bounded linear functional by Cauchy-Schwarz:
[(h)[
2
=
¸
¸
¸
¸
_
X
1 hdν
¸
¸
¸
¸
2

__
[1[
2

___
[h[
2

_
≤ ν(X)
__
[h[
2

_
= ν(X)|h|
2
. (A.71)
Hence by the Riesz lemma (Theorem 1.7) there exists an g ∈ L
2
(X, dα) such
that
(h) =
_
X
hg dα. (A.72)
By construction
ν(A) =
_
χ
A
dν =
_
χ
A
g dα =
_
A
g dα. (A.73)
In particular, g must be positive a.e. (take A the set where g is negative).
Furthermore, let N = ¦x[g(x) ≥ 1¦, then
ν(N) =
_
N
g dα ≥ α(N) = µ(N) +ν(N), (A.74)
which shows µ(N) = 0. Now set
f =
g
1 −g
χ
N
, N

= X¸N. (A.75)
Then, since (A.73) implies dν = g dα respectively dµ = (1 −g)dα, we have
_
A
fdµ =
_
χ
A
g
1 −g
χ
N

=
_
χ
A∩N
g dα
= ν(A∩ N

) (A.76)
as desired. Clearly f is unique, since if there is a second function
˜
f, then
_
A
(f −
˜
f)dµ = 0 for every A shows f −
˜
f = 0 a.e..
To see the σ-finite case, observe that X
n
¸ X, µ(X
n
) < ∞and Y
n
¸ X,
ν(Y
n
) < ∞ implies X
n
∩ Y
n
¸ X and α(X
n
∩ Y
n
) < ∞. Hence when
restricted to X
n
∩Y
n
we have sets N
n
and functions f
n
. Now take N =

N
n
and choose f such that f[
Xn
= f
n
(this is possible since f
n+1
[
Xn
= f
n
a.e.).
Then µ(N) = 0 and
ν(A∩ N

) = lim
n→∞
ν(A∩ (X
n
¸N)) = lim
n→∞
_
A∩Xn
f dµ =
_
A
f dµ, (A.77)
which finishes the proof.
Now the anticipated results follow with no effort:
A.7. Derivatives of measures 229
Theorem A.26 (Lebesgue decomposition). Let µ, ν be two σ-finite mea-
sures on a measure space (X, Σ). Then ν can be uniquely decomposed as
ν = ν
ac
+ ν
sing
, where ν
ac
and ν
sing
are mutually singular and ν
ac
is abso-
lutely continuous with respect to µ.
Proof. Taking ν
sing
(A) = ν(A ∩ N) and dν
ac
= f dµ there is at least one
such decomposition. To show uniqueness, let ν be finite first. If there
is another one ν = ˜ ν
ac
+ ˜ ν
sing
, then let
˜
N be such that µ(
˜
N) = 0 and
˜ ν
sing
(
˜
N

) = 0. Then ˜ ν
sing
(A) − ˜ ν
sing
(A) =
_
A
(
˜
f − f)dµ. In particular,
_
A∩N


˜
N

(
˜
f − f)dµ = 0 and hence
˜
f = f a.e. away from N ∪
˜
N. Since
µ(N ∪
˜
N) = 0, we have
˜
f = f a.e. and hence ˜ ν
ac
= ν
ac
as well as ˜ ν
sing
=
ν − ˜ ν
ac
= ν −ν
ac
= ν
sing
. The σ-finite case follows as usual.
Theorem A.27 (Radon-Nikodym). Let µ, ν be two σ-finite measures on a
measure space (X, Σ). Then ν is absolutely continuous with respect to µ if
and only if there is a positive measurable function f such that
ν(A) =
_
A
f dµ (A.78)
for every A ∈ Σ. The function f is determined uniquely a.e. with respect to
µ and is called the Radon-Nikodym derivative


of ν with respect to µ.
Proof. Just observe that in this case ν(A ∩ N) = 0 for every A, that is
ν
sing
= 0.
Problem A.9. Let µ is a Borel measure on B and suppose its distribution
function µ(x) is differentiable. Show that the Radon-Nikodym derivative
equals the ordinary derivative µ

(x).
Problem A.10 (Chain rule). Show that ν ¸ µ is a transitive relation. In
particular, if ω ¸ ν ¸ µ show that


=




.
Problem A.11. Suppose ν ¸ µ. Show that


dµ =


dν +dζ,
where ζ is a positive measure which is singular with respect to ν. Show that
ζ = 0 if and only if µ ¸ ν.
A.7. Derivatives of measures
If µ is a Borel measure on B and its distribution function µ(x) is differen-
tiable, then the Radon-Nikodym derivative is just the ordinary derivative
230 A. Almost everything about Lebesgue integration
µ

(x). Our aim in this section is to generalize this result to arbitrary mea-
sures on B
n
.
We call
(Dµ)(x) = lim
ε↓0
µ(B
ε
(x))
[B
ε
(x)[
, (A.79)
the derivative of µ at x ∈ R
n
provided the above limit exists. (Here B
r
(x) ⊂
R
n
is a ball of radius r centered at x ∈ R
n
and [A[ denotes the Lebesgue
measure of A ∈ B
n
).
Note that for a Borel measure on B, (Dµ)(x) exists if and only if µ(x)
(as defined in (A.3)) is differentiable at x and (Dµ)(x) = µ

(x) in this case.
We will assume that µ is regular throughout this section. It can be
shown that every Borel
To compute the derivative of µ we introduce the upper and lower
derivative
(Dµ)(x) = limsup
ε↓0
µ(B
ε
(x))
[B
ε
(x)[
and (Dµ)(x) = liminf
ε↓0
µ(B
ε
(x))
[B
ε
(x)[
. (A.80)
Clearly µ is differentiable if (Dµ)(x) = (Dµ)(x) < ∞. First of all note that
they are measurable:
Lemma A.28. The upper derivative is lower semicontinuous, that is the set
¦x[(Dµ)(x) > α¦ is open for every α ∈ R. Similarly, the lower derivative is
upper semicontinuous, that is ¦x[(Dµ)(x) < α¦ is open.
Proof. We only prove the claim for Dµ, the case Dµ being similar. Abbre-
viate,
M
r
(x) = sup
0<ε<r
µ(B
ε
(x))
[B
ε
(x)[
(A.81)
and note that it suffices to show that O
r
= ¦x[M
r
(x) > α¦ is open.
If x ∈ O
r
, there is some ε < r such that
µ(B
ε
(x))
[B
ε
(x)[
> α. (A.82)
Let δ > 0 and y ∈ B
δ
(x). Then B
ε
(x) ⊆ B
ε+δ
(y) implying
µ(B
ε+δ
(y))
[B
ε+δ
(y)[

_
ε
ε +δ
_
n
µ(B
ε
(x))
[B
ε
(x)[
> α (A.83)
for δ sufficiently small. That is, B
δ
(x) ⊆ O.
In particular, both the upper and lower derivative are measurable. Next,
the following geometric fact of R
n
will be needed.
A.7. Derivatives of measures 231
Lemma A.29. Given open balls B
1
, . . . , B
m
in R
n
, there is a subset of
disjoint balls B
j
1
, . . . , B
j
k
such that
¸
¸
¸
¸
¸
m
_
i=1
B
i
¸
¸
¸
¸
¸
≤ 3
n
k

i=1
[B
j
i
[. (A.84)
Proof. Start with B
j
1
= B
1
= B
r
1
(x
1
) and remove all balls from our list
which intersect B
j
1
. Observe that the removed balls are all contained in
3B
1
= B
3r
1
(x
1
). Proceeding like this we obtain B
j
1
, . . . , B
j
k
such that
m
_
i=1
B
i

k
_
i=1
B
3r
j
i
(x
j
i
) (A.85)
and the claim follows since [B
3r
(x)[ = 3
n
[B
r
(x)[.
Now we can show
Lemma A.30. Let α > 0. For any Borel set A we have
[¦x ∈ A[ (Dµ)(x) > α¦[ ≤ 3
n
µ(A)
α
(A.86)
and
[¦x ∈ A[ (Dµ)(x) > 0¦[ = 0, whenever µ(A) = 0. (A.87)
Proof. Let A
α
= ¦x[(Dµ)(x) > α¦. We will show
[K[ ≤ 3
n
µ(O)
α
(A.88)
for any compact set K and open set O with K ⊆ E ⊆ O. The first claim
then follows from regularity of µ and the Lebesgue measure.
Given fixed K, O, for every x ∈ K there is some r
x
such that B
rx
(x) ⊆ O
and [B
rx
(x)[ < α
−1
µ(B
rx
(x)). Since K is compact, we can choose a finite
subcover of K. Moreover, by Lemma A.29 we can refine our set of balls such
that
[K[ ≤ 3
n
k

i=1
[B
r
i
(x
i
)[ <
3
n
α
k

i=1
µ(B
r
i
(x
i
)) ≤ 3
n
µ(O)
α
. (A.89)
To see the second claim, observe that
¦x ∈ A[ (Dµ)(x) > 0¦ =

_
j=1
¦x ∈ A[ (Dµ)(x) >
1
j
¦ (A.90)
and by the first part [¦x ∈ A[ (Dµ)(x) >
1
j
¦[ = 0 for any j if µ(A) = 0.
232 A. Almost everything about Lebesgue integration
Theorem A.31 (Lebesgue). Let f be (locally) integrable, then for a.e. x ∈
R
n
we have
lim
r↓0
1
[B
r
(x)[
_
Br(x)
[f(y) −f(x)[dy = 0. (A.91)
Proof. Decompose f as f = g + h, where g is continuous and |h|
1
< ε
(Theorem 0.31) and abbreviate
D
r
(f)(x) =
1
[B
r
(x)[
_
Br(x)
[f(y) −f(x)[dy. (A.92)
Then, since limF
r
(g)(x) = 0 (for every x) and D
r
(f) ≤ D
r
(g) + D
r
(h) we
have
limsup
r↓0
D
r
(f) ≤ limsup
r↓0
D
r
(h) ≤ (Dµ)(x) +[h(x)[, (A.93)
where dµ = [h[dx. Using [¦x[ [h(x)[ ≥ α¦ ≤ α
−1
|h|
1
and the first part of
Lemma A.30 we see
[¦x[ limsup
r↓0
D
r
(f)(x) ≥ α¦[ ≤ (3
n
+ 1)
ε
α
(A.94)
Since ε is arbitrary, the Lebesgue measure of this set must be zero for every
α. That is, the set where the limsup is positive has Lebesgue measure
zero.
The points where (A.91) holds are called Lebesgue points of f.
Note that the balls can be replaced by more general sets: A sequence of
sets A
j
(x) is said to shrink to x nicely if there are balls B
r
j
(x) with r
j
→ 0
and a constant ε > 0 such that A
j
(x) ⊆ B
r
j
(x) and [A
j
[ ≥ ε[B
r
j
(x)[. For
example A
j
(x) could be some balls or cubes (not necessarily containing x).
However, the portion of B
r
j
(x) which they occupy must not go to zero! For
example the rectangles (0,
1
j
) (0,
2
j
) ⊂ R
2
do shrink nicely to 0, but the
rectangles (0,
1
j
) (0,
2
j
2
) don’t.
Lemma A.32. Let f be (locally) integrable, then at every Lebesgue point
we have
f(x) = lim
j→∞
1
[A
j
(x)[
_
A
j
(x)
f(y)dy. (A.95)
whenever A
j
(x) shrinks to x nicely.
Proof. Let x be a Lebesgue point and choose some nicely shrinking sets
A
j
(x) with corresponding B
r
j
(x) and ε. Then
1
[A
j
(x)[
_
A
j
(x)
[f(y) −f(x)[dy ≤
1
ε[B
r
j
(x)[
_
Br
j
(x)
[f(y) −f(x)[dy (A.96)
and the claim follows.
A.7. Derivatives of measures 233
Corollary A.33. Suppose µ is an absolutely continuous Borel measure on
R, then its distribution function is differentiable a.e. and dµ(x) = µ

(x)dx.
As another consequence we obtain
Theorem A.34. Let µ be a Borel measure on R
n
. The derivative Dµ
exists a.e. with respect to Lebesgue measure and equals the Radon-Nikodym
derivative of the absolutely continuous part of µ with respect to Lebesgue
measure, that is,
µ
ac
(A) =
_
A
(Dµ)(x)dx. (A.97)
Proof. If dµ = f dx is absolutely continuous with respect to Lebesgue mea-
sure the claim follows from Theorem A.31. To see the general case use the
Lebesgue decomposition of µ and let N be a support for the singular part
with [N[ = 0. Then (Dµ
sing
)(x) = 0 for a.e. x ∈ N

by the second part of
Lemma A.30.
In particular, µ is singular with respect to Lebesgue measure if and only
if Dµ = 0 a.e. with respect to Lebesgue measure.
Using the upper and lower derivatives we can also give supports for the
absolutely and singularly continuous parts.
Theorem A.35. The set ¦x[(Dµ)(x) = ∞¦ is a support for the singular
and ¦x[0 < (Dµ)(x) < ∞¦ is a support for the absolutely continuous part.
Proof. Suppose µ is purely singular first. Let us show that the set O
k
=
¦x[ (Dµ)(x) < k¦ satisfies µ(O
k
) = 0 for every k ∈ N.
Let K ⊂ O
k
be compact, let V
j
⊃ K be some open set such that
[V
j
¸K[ ≤
1
j
. For every x ∈ K there is some ε = ε(x) such that B
ε
(x) ⊆ V
j
and µ(B
ε
(x)) ≤ k[B
ε
(x)[. By compactness, finitely many of these balls cover
K and hence
µ(K) ≤

i
µ(B
ε
i
(x
i
)) ≤ k

i
[B
ε
i
(x
i
)[. (A.98)
Selecting disjoint balls us in Lemma A.29 further shows
µ(K) ≤ k3
n

[B
ε
i

(x
i

)[ ≤ k3
n
[V
j
[. (A.99)
Letting j → ∞ we see µ(K) ≤ k3
n
[K[ and by regularity we even have
µ(A) ≤ k3
n
[A[ for every A ⊆ O
k
. Hence µ is absolutely continuous on O
k
and since we assumed µ to be singular we must have µ(O
k
) = 0.
Thus (Dµ
sing
)(x) = ∞ for a.e. x with respect to µ
sing
and we are done.

234 A. Almost everything about Lebesgue integration
Example. The Cantor function is constructed as follows: Take the sets
C
n
used in the construction of the Cantor set C: C
n
is the union of 2
n
closed intervals with 2
n
− 1 open gaps in between. Set f
n
equal to j/2
n
on the j’th gap of C
n
and extend it to [0, 1] by linear interpolation. Note
that, since we are creating precisely one new gap between every old gap
when going from C
n
to C
n+1
, the value of f
n+1
is the same as the value of
f
n
on the gaps of C
n
. In particular, |f
n
− f
m
|

≤ 2
−min(n,m)
and hence
we can define the Cantor function as f = lim
n→∞
f
n
. By construction f
is a continuous function which is constant on every subinterval of [0, 1]¸C.
Since C is of Lebesgue measure zero, this set is of full Lebesgue measure
and hence f

= 0 a.e. in [0, 1. In particular, the corresponding measure, the
Cantor measure, is supported on C and purely singular with respect to
Lebesgue measure.
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B.G.Teubner, Stuttgart, 2003.
Glossary of notations
AC(I) . . . absolutely continuous functions, 72
B = B
1
B
n
. . . Borel σ-field of R
n
, 210.
C(H) . . . set of compact operators, 112.
C(U) . . . set of continuous functions from U to C.
C

(U) . . . set of functions in C(U) which vanish at ∞.
C(U, V ) . . . set of continuous functions from U to V .
C

c
(U, V ) . . . set of compactly supported smooth functions
χ

(.) . . . characteristic function of the set Ω
dim . . . dimension of a linear space
dist(x, Y ) = inf
y∈Y
|x −y|, distance between x and Y
D(.) . . . domain of an operator
e . . . exponential function, e
z
= exp(z)
E(A) . . . expectation of an operator A, 47
T . . . Fourier transform, 139
H . . . Schr¨odinger operator, 177
H
0
. . . free Schr¨odinger operator, 142
H
m
(a, b) . . . Sobolev space, 72
H
m
(R
n
) . . . Sobolev space, 141
hull(.) . . . convex hull
H . . . a separable Hilbert space
i . . . complex unity, i
2
= −1
Im(.) . . . imaginary part of a complex number
inf . . . infimum
Ker(A) . . . kernel of an operator A
L(X, Y ) . . . set of all bounded linear operators from X to Y , 20
237
238 Glossary of notations
L(X) = L(X, X)
L
p
(M, dµ) . . . Lebesgue space of p integrable functions, 22
L
p
loc
(M, dµ) . . . locally p integrable functions
L
p
c
(M, dµ) . . . compactly supported p integrable functions
L

(M, dµ) . . . Lebesgue space of bounded functions, 23
L


(R
n
) . . . Lebesgue space of bounded functions vanishing at ∞
λ . . . a real number
max . . . maximum
/ . . . Mellin transform, 201
µ
ψ
. . . spectral measure, 82
N . . . the set of positive integers
N
0
= N ∪ ¦0¦
Ω . . . a Borel set

±
. . . wave operators, 197
P
A
(.) . . . family of spectral projections of an operator A
P
±
. . . projector onto outgoing/incoming states, 200
Q . . . the set of rational numbers
Q(.) . . . form domain of an operator, 84
R(I, X) . . . set of regulated functions, 98
R
A
(z) . . . resolvent of A, 62
Ran(A) . . . range of an operator A
rank(A) = dimRan(A), rank of an operator A, 111
Re(.) . . . real part of a complex number
ρ(A) . . . resolvent set of A, 61
R . . . the set of real numbers
S(I, X) . . . set of simple functions, 98
o(R
n
) . . . set of smooth functions with rapid decay, 139
sup . . . supremum
supp . . . support of a function
σ(A) . . . spectrum of an operator A, 61
σ
ac
(A) . . . absolutely continuous spectrum of A, 91
σ
sc
(A) . . . singular continuous spectrum of A, 91
σ
pp
(A) . . . pure point spectrum of A, 91
σ
p
(A) . . . point spectrum (set of eigenvalues) of A, 88
σ
d
(A) . . . discrete spectrum of A, 119
σ
ess
(A) . . . essential spectrum of A, 119
span(M) . . . set of finite linear combinations from M, 12
Z . . . the set of integers
z . . . a complex number
Glossary of notations 239
I . . . identity operator

z . . . square root of z with branch cut along (−∞, 0)
z

. . . complex conjugation
A

. . . adjoint of A, 51
A . . . closure of A, 55
ˆ
f = Tf, Fourier transform of f
ˇ
f = T
−1
f, inverse Fourier transform of f
|.| . . . norm in the Hilbert space H
|.|
p
. . . norm in the Banach space L
p
, 22
¸., ..) . . . scalar product in H
E
ψ
(A) = ¸ψ, Aψ) expectation value

ψ
(A) = E
ψ
(A
2
) −E
ψ
(A)
2
variance
⊕ . . . orthogonal sum of linear spaces or operators, 38
∆ . . . Laplace operator, 142
∂ . . . gradient, 139

α
. . . derivative, 139
M

. . . orthogonal complement, 36

1
, λ
2
) = ¦λ ∈ R[ λ
1
< λ < λ
2
¦, open interval

1
, λ
2
] = ¦λ ∈ R[ λ
1
≤ λ ≤ λ
2
¦, closed interval
ψ
n
→ ψ . . . norm convergence
ψ
n
ψ . . . weak convergence, 41
A
n
→ A . . . norm convergence
A
n
s
→ A . . . strong convergence, 43
A
n
A . . . weak convergence, 43
A
n
nr
→ A . . . norm resolvent convergence, 131
A
n
sr
→ A . . . strong resolvent convergence, 131
Index
a.e., see almost everywehre
Absolutely continuous
function, 72
measure, 227
Adjoint, 40
Algebra, 209
Almost everywhere, 212
Angular momentum operator, 151
Banach algebra, 21
Banach space, 11
Basis
orthonormal, 34
spectral, 80
Bessel function, 146
spherical, 185
Bessel inequality, 33
Borel
function, 219
measure, 211
set, 210
σ-algebra, 210
Borel measure
regular, 211
Borel transform, 82
C-real, 71
Cantor function, 234
Cantor measure, 234
Cantor set, 212
Cauchy-Schwarz inequality, 16
Caylay transform, 69
Ces`aro average, 110
Characteristic function, 220
Closed set, 5
Closure, 5
Commute, 101
Compact, 8
locally, 9
sequentially, 8
Complete, 6, 11
Configuration space, 48
Conjugation, 71
Continuous, 6
Convolution, 140
Core, 55
Cover, 7
C

algebra, 41
Cyclic vector, 80
Dense, 6
Dilation group, 179
Dirac measure, 211, 224
Dirichlet boundary condition, 162
Distance, 9
Distribution function, 211
Domain, 20, 48, 50
Eigenspace, 98
Eigenvalue, 61
multiplicity, 98
Eigenvector, 61
Element
adjoint, 41
normal, 41
positive, 41
self-adjoint, 41
unitary, 41
Essential supremum, 23
Expectation, 47
First resolvent formula, 63
241
242 Index
Form domain, 58, 84
Fourier series, 35
Fourier transform, 110, 139
Friedrichs extension, 61
Function
absolutely continuous, 72
Gaussian wave packet, 151
Gradient, 139
Gram-Schmidt orthogonalization, 35
Graph, 55
Graph norm, 55
Green’s function, 146
Ground state, 186
H¨older’s inequality, 23
Hamiltonian, 49
Harmonic oscillator, 154
Hausdorff space, 5
Heisenberg picture, 114
Herglotz functions, 82
Hermite polynomials, 154
Hilbert space, 15, 31
separable, 35
Hydrogen atom, 178
Ideal, 41
Induced topology, 5
Inner product, 15
Inner product space, 15
Integrable, 222
Integral, 220
Interior, 5
Interior point, 4
Intertwining property, 198
Involution, 41
Ionisation, 192
Kernel, 20
l.c., see Limit circle
l.p., see Limit point
Laguerre polynomial, 185
associated, 185
Lebesgue measure, 212
Lebesgue point, 232
Legendre equation, 182
Lemma
Riemann-Lebesgue, 142
Lidiskij trace theorem, 127
Limit circle, 161
Limit point, 4, 161
Linear functional, 21, 37
Localization formula, 193
Mean-square deviation, 48
Measurable
function, 218
set, 210
Measure, 210
absolutely continuous, 227
complete, 218
finite, 210
growth point, 86
mutually singular, 227
product, 225
projection-valued, 76
spectral, 82
support, 212
Measure space, 210
Mellin transform, 201
Metric space, 3
Minkowski’s inequality, 24
Mollifier, 26
Momentum operator, 150
Multi-index, 139
order, 139
Multiplicity
spectral, 81
Neighborhood, 4
Neumann function
spherical, 185
Neumann series, 64
Norm, 10
operator, 20
Norm resolvent convergence, 131
Normal, 10
Normalized, 15, 32
Normed space, 10
Nowhere dense, 27
Observable, 47
One-parameter unitary group, 49
Open ball, 4
Open set, 4
Operator
adjoint, 51
bounded, 20
closable, 55
closed, 55
closure, 55
compact, 112
domain, 20, 50
finite rank, 111
Hermitian, 50
Hilbert–Schmidt, 122
linear, 20, 50
non-negative, 58
normal, 79
positive, 58
relatively bounded, 117
relatively compact, 112
self-adjoint, 51
Index 243
semi-bounded, 61
strong convergence, 43
symmetric, 50
unitary, 33, 49
weak convergence, 43
Orthogonal, 15, 32
Orthogonal complement, 36
Orthogonal projection, 37
Orthogonal sum, 38
Outer measure, 216
Parallel, 15, 32
Parallelogram law, 17
Parseval’s identity, 141
Partial isometry, 85
Perpendicular, 15, 32
Phase space, 48
Pl¨ ucker identity, 161
Polar decomposition, 85
Polarization identity, 17, 33, 50
Position operator, 149
Positivity improving, 187
Positivity preserving, 187
Premeasure, 210
Probability density, 47
Product measure, 225
Projection, 41
Pythagorean theorem, 16
Quadratic form, 50
Range, 20
Rank, 111
Regulated function, 98
Relatively compact, 112
Resolution of the identity, 77
Resolvent, 62
Neumann series, 64
Resolvent set, 61
Riesz lemma, 37
Scalar product, 15
Scattering operator, 198
Scattering state, 198
Schatten p-class, 125
Schr¨odinger equation, 49
Second countable, 5
Second resolvent formula, 119
Self-adjoint
essentially, 55
Semi-metric, 3
Separable, 6, 13
Short range, 203
σ-algebra, 209
σ-finite, 210
Simple function, 98, 220
Simple spectrum, 81
Singular values, 120
Span, 12
Spectral basis, 80
ordered, 90
Spectral measure
maximal, 89
Spectral theorem, 83
compact operators, 120
Spectral vector, 80
maximal, 89
Spectrum, 61
absolutely continuous, 91
discrete, 119
essential, 119
pure point, 91
singularly continuous, 91
Spherical harmonics, 183
∗-algebra, 41
∗-ideal, 41
Stieltjes inversion formula, 82
Stone’s formula, 100
Strong resolvent convergence, 131
Sturm-Liouville equation, 157
regular, 158
Subcover, 7
Subspace
reducing, 67
Superposition, 48
Tensor product, 39
Theorem
Banach-Steinhaus, 28
closed graph, 57
dominated convergence, 223
Fubini, 226
Heine-Borel, 9
HVZ, 192
Kato–Rellich, 118
Lebesgue decomposition, 229
monotone convergence, 221
Pythagorean, 32
Radon-Nikodym, 229
RAGE, 113
spectral, 84
spectral mapping, 90
Stone, 108
Stone–Weierstraß, 45
virial, 179
Weierstraß, 13
Weyl, 129
Wiener, 110
Topological space, 4
Topology
base, 5
product, 7
Total, 12
Trace, 127
244 Index
Trace class, 126
Triangel inequality, 11
Trotter product formula, 115
Uncertainty principle, 150
Uniform boundedness principle, 28
Unit vector, 15, 32
Unitary group
Generator, 49
Urysohn lemma, 10
Variance, 48
Vitali set, 212
Wave function, 47
Wave operators, 197
Weak convergence, 21, 41
Weierstraß approxiamation, 13
Weyl relation, 150
Weyl sequence, 64
singular, 128
Weyl-Titchmarsh m-function, 172
Wronskian, 158

Gerald Teschl Fakult¨t f¨r Mathematik a u Nordbergstraße 15 Universit¨t Wien a 1090 Wien, Austria E-mail: Gerald.Teschl@univie.ac.at URL: http://www.mat.univie.ac.at/˜gerald/

2000 Mathematics subject classification. 81-01, 81Qxx, 46-01

Abstract. This manuscript provides a self-contained introduction to mathematical methods in quantum mechanics (spectral theory) with applications to Schr¨dinger operators. The first part covers mathematical foundations o of quantum mechanics from self-adjointness, the spectral theorem, quantum dynamics (including Stone’s and the RAGE theorem) to perturbation theory for self-adjoint operators. The second part starts with a detailed study of the free Schr¨dinger opo erator respectively position, momentum and angular momentum operators. Then we develop Weyl-Titchmarsh theory for Sturm-Liouville operators and apply it to spherically symmetric problems, in particular to the hydrogen atom. Next we investigate self-adjointness of atomic Schr¨dinger operators o and their essential spectrum, in particular the HVZ theorem. Finally we have a look at scattering theory and prove asymptotic completeness in the short range case. Keywords and phrases. Schr¨dinger operators, quantum mechanics, uno bounded operators, spectral theory.

A Typeset by AMS-L TEX and Makeindex. Version: April 19, 2006 Copyright c 1999-2005 by Gerald Teschl

Contents

Preface Part 0. Preliminaries Chapter 0. §0.1. §0.2. §0.3. §0.4. §0.5. §0.6. §0.7. A first look at Banach and Hilbert spaces

vii

3 3 10 14 19 20 22 27

Warm up: Metric and topological spaces The Banach space of continuous functions The geometry of Hilbert spaces Completeness Bounded operators Lebesgue Lp spaces Appendix: The uniform boundedness principle

Part 1. Mathematical Foundations of Quantum Mechanics Chapter 1. §1.1. §1.2. §1.3. §1.4. §1.5. §1.6. §1.7. Hilbert spaces 31 31 33 36 38 40 41 44 47 iii

Hilbert spaces Orthonormal bases The projection theorem and the Riesz lemma Orthogonal sums and tensor products The C∗ algebra of bounded linear operators Weak and strong convergence Appendix: The Stone–Weierstraß theorem Self-adjointness and spectrum

Chapter 2.

iv

Contents

§2.1. Some quantum mechanics §2.2. Self-adjoint operators §2.3. Resolvents and spectra §2.4. Orthogonal sums of operators §2.5. Self-adjoint extensions §2.6. Appendix: Absolutely continuous functions Chapter §3.1. §3.2. §3.3. §3.4. Chapter §4.1. §4.2. §4.3. §4.4. §4.5. Chapter §5.1. §5.2. §5.3. Chapter §6.1. §6.2. §6.3. §6.4. §6.5. 3. The spectral theorem The spectral theorem More on Borel measures Spectral types Appendix: The Herglotz theorem 4. Applications of the spectral theorem Integral formulas Commuting operators The min-max theorem Estimating eigenspaces Tensor products of operators 5. Quantum dynamics The time evolution and Stone’s theorem The RAGE theorem The Trotter product formula

47 50 61 67 68 72 75 75 85 89 91 97 97 100 103 104 105 107 107 110 115

6. Perturbation theory for self-adjoint operators 117 Relatively bounded operators and the Kato–Rellich theorem 117 More on compact operators 119 Hilbert–Schmidt and trace class operators 122 Relatively compact operators and Weyl’s theorem 128 Strong and norm resolvent convergence 131

Part 2. Schr¨dinger Operators o Chapter §7.1. §7.2. §7.3. §7.4. 7. The free Schr¨dinger operator o The Fourier transform The free Schr¨dinger operator o The time evolution in the free case The resolvent and Green’s function 139 139 142 144 145

Algebraic methods Position and momentum Angular momentum The harmonic oscillator 9. limit point alternative Spectral transformations 149 149 151 154 157 157 161 168 177 177 178 181 184 186 189 189 191 197 197 200 202 Chapter 10.4.2.Contents v Chapter §8.3.3.2. Appendix Appendix A.6.5.1. Borel measures in a nut shell §A. Scattering theory §12.1. Angular momentum §10. Nondegeneracy of the ground state Chapter 11.1.4. Incoming and outgoing states §12.3.2. The HVZ theorem Chapter 12. Almost everything about Lebesgue integration §A. Abstract theory §12. The eigenvalues of the hydrogen atom §10.1.3. Self-adjointness and spectrum §10.2.1. §8.2.1. §9. One dimensional Schr¨dinger operators o Sturm-Liouville operators Weyl’s limit circle. Measurable functions §A. Chapter §9.3. One-particle Schr¨dinger operators o §10.5. The Lebesgue integral §A. 8.7. The hydrogen atom §10. Decomposition of measures §A. Self-adjointness §11. §9.2. Extending a premasure to a measure §A. Derivatives of measures Bibliography Glossary of notations Index 209 209 213 218 220 224 227 229 235 237 241 . Atomic Schr¨dinger operators o §11. Schr¨dinger operators with short range potentials o Part 3. §8. Product measures §A.

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Nevertheless I still feel that the first part should give you a solid background covering all important results which are usually taken for granted in more advanced books and research papers. The first part is a stripped down introduction to spectral theory of unbounded operators where I try to introduce only those topics which are needed for the applications later on. It is supposed to give a brief but rather self contained introduction to the mathematical methods of quantum mechanics with a view towards applications to Schr¨dinger operators. My approach is built around the spectral theorem as the central object. vii . Hence I try to get to it as quickly as possible. The applications presented are highly o selective and many important and interesting items are not touched. I am not trying to provide an encyclopedic reference. I do not take the detour over bounded operators but I go straight for the unbounded case. Summer 2002. and Summer 2005. In addition. This has the advantage that you will not get drowned in results which are never used again before you get to the applications. Moreover. existence of spectral measures is established via the Herglotz rather than the Riesz representation theorem since this approach paves the way for an investigation of spectral types via boundary values of the resolvent as the spectral parameter approaches the real line. In particular.Preface Overview The present manuscript was written for my course Schr¨dinger Operators o held at the University of Vienna in Winter 1999.

you can skip the separation of variables (Sections 10. In particular the RAGE theorem shows the connections between long time behavior and spectral types. If you are interested in atoms.) the first section and you can come back to the remaining ones as needed. Chapter 1 and Chapter 2.g. Further topics are nondegeneracy of the ground state. Stone’s theorem and the RAGE theorem. I compute the spectrum of the hydrogen atom. Chapter 4 should give you an idea of how the spectral theorem is used. there is an appendix (again with proofs) providing all necessary results from measure theory. provided you have the necessary background. and angular momentum operators via algebraic methods. I discuss position. You should have a look at (e. Hence. and Chapter 11. read Chapter 7. Chapter 9 is all you need. Furthermore. Chapter 10. Finally. 3 are key chapters and you should study them in detail (except for Section 2. Chapter 6 is again of central importance and should be studied in detail. Chapter 5 contains two key results from quantum dynamics. However. If you are interested in one dimensional models (Sturm-Liouville equations).3 . it might not always be for physics students. The chapters in the second part are mostly independent of each others except for the first one.viii Preface The second part starts with the free Schr¨dinger equation and computes o the free resolvent and time evolution. Prerequisites I assume some previous experience with Hilbert spaces and bounded linear operators which should be covered in any basic course on functional analysis. momentum. In particular. Chapter 7. while this assumption is reasonable for mathematics students. you can start reading in Chapter 1 or even Chapter 2. Readers guide There is some intentional overlap between Chapter 0.5 which can be skipped on first reading). In addition. In addition. Chapters 2. spectra of atoms (the HVZ theorem) and scattering theory. For this reason there is a preliminary chapter reviewing all necessary results (including proofs). This is usually found in any physics textbook on quantum mechanics. again I try to provide some mathematical details not found in physics textbooks. which is a prerequisite for all others except for Chapter 9. with the only difference that I include some technical details which are usually not found there.

Harald Rindler. 2005 . Zhenyou Huang. which require Chapter 9) method for computing the eigenvalues of the Hydrogen atom if you are happy with the fact that there are countably many which accumulate at the bottom of the continuous spectrum.mat. Maria Hoffmann-Ostenhof. If you are interested in scattering theory. Chapter 5 is one of the key prerequisites in this case.Preface ix and 10. and Karl Unterkofler for pointing out errors in previous versions. and Chapter 12. read Chapter 7.4.at/~gerald/ftp/book-schroe/ Acknowledgments I’d like to thank Volker Enß for making his lecture notes available to me and Wang Lanning. Availability It is available from http://www.univie. the first two sections of Chapter 10. Gerald Teschl Vienna.ac. Austria February.

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Part 0 Preliminaries .

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Chapter 0 A first look at Banach and Hilbert spaces I assume that the reader has some basic familiarity with measure theory and functional analysis. Warm up: Metric and topological spaces Before we begin I want to recall some basic facts from metric and topological spaces. you can skip this entire chapter. z) ≤ d(x. x) (iv) d(x. y) = ( n |xk −yk |2 )1/2 . I presume that you are familiar with these topics from your calculus course. A good reference is [8]. y) = 0 if and only if x = y (iii) d(x. some facts needed from Banach and Lp spaces are reviewed in this chapter. y) = ( n (xk − yk )2 )1/2 k=1 is a metric space and so is Cn together with d(x. k=1 3 . Example. y) ≥ 0 (ii) d(x. y) + d(y. y) = d(y. However. 0. Euclidean space Rn together with d(x. Banach space. or bounded linear operator. If you feel comfortable with terms like Lebesgue Lp spaces. you might want to at least browse through it to refresh your memory. z) (triangle inequality) If (ii) does not hold.1. For convenience. d is called a semi-metric. A crash course in measure theory can be found in the appendix. A metric space is a space X together with a function d : X × X → R such that (i) d(x.

y) < r} (0.2) Since 1 √ n n |xk | ≤ k=1 k=1 |xk |2 ≤ k=1 |xk | (0. y) = k=1 |xk − yk | n n (0. satisfying (i)–(iii) is called a topological space. A first look at Banach and Hilbert spaces The set Br (x) = {y ∈ X|d(x. Hence the topology is the same for both metrics. d. limit point. y)) ⊆ Br ((x. respectively. a space X together with a family of sets O. the open sets. There are usually different choices for the topology. x is not a limit point of U if and only if it is an interior point of the complement of U . and neighborhood carry over to topological spaces if we replace open ball by open set. y)). B are balls com˜ puted using d. or we could also use n ˜ d(x. O is closed under finite intersections and arbitrary unions. X ∈ O (ii) O1 . A set consisting only of interior points is called open. A point x is called a limit point of U if Br (x) ∩ (U \{x}) = ∅ for every ball.3) ˜ ˜ shows Br/√n ((x.4 0. The family of open sets O satisfies the following properties (i) ∅. Note that a limit point must not lie in U . Moreover. Then every point x ∈ U is an interior point of U . If x is an interior point of U . 1). Given two topologies O1 and O2 on X. where B. The notions of interior point. we can equip Rn (or Cn ) with the Euclidean distance as before. In general. Example. y)) ⊆ Br ((x. A point x of some set U is called an interior point of U if U contains some ball around x. Consider R with the usual metric and let U = (−1. X} and the discrete topology O = P(X) (the powerset of X). O1 is called weaker (or coarser) than O2 if and only if O1 ⊆ O2 . O2 ∈ O implies O1 ∩ O2 ∈ O (iii) {Oα } ⊆ O implies α Oα ∈O That is. Note that different metrics can give rise to the same topology. but U contains points arbitrarily close to x. Example. then U is also called a neighborhood of x. For example. The points ±1 are limit points of U . Two usually not very interesting examples are the trivial topology O = {∅. .1) is called an open ball around x with radius r > 0.

y) > 0. then X is called second countable. A topological space is called Hausdorff space if for two different points there are always two disjoint neighborhoods. but it is open in the incuded topology when considered as a subset of Y = [−1.1. A family of open sets B ⊆ O is called a base for the topology if for each x and each neighborhood U (x).1. The set (0. (0. Warm up: Metric and topological spaces 5 Example. We can always replace a metric d by the bounded metric d(x. In the case of Rn (or Cn ) it even suffices to take balls with rational center and hence Rn (and Cn ) are second countable. (0. there is some set O ∈ B with x ∈ O ⊆ U . By construction the open balls B1/n (x) are a base for the topology in a metric space. y) = (0. C2 ∈ C implies C1 ∪ C2 ∈ C (iii) {Cα } ⊆ C implies α Cα ∈C That is.4) 1 + d(x. are disjoint neighborhoods (a semi-metric space will not be Hausdorff). If B ⊆ O is a base for the topology. Any metric space is a Hausdorff space: Given two different points x and y the balls Bd/2 (x) and Bd/2 (y).U ⊆C C. Example. Since O = x∈O U (x) we have Lemma 0.6) .0. 1]. y) ˜ d(x. y) without changing the topology. O=O Example. 1] ⊆ R is not open in the topology of X = R. then every open set can be written as a union of elements from B. If there exists a countable base. closed sets are closed under finite unions and arbitrary intersections.5) and the largest open set contained in a given set U is called the interior U◦ = O∈O.O⊆U O. Example. Every subspace Y of a topological space X becomes a topological space ˜ of its own if we call O ⊆ Y open if there is some open set O ⊆ X such that ˜ ∩ Y (induced topology). The complement of an open set is called a closed set. where d = d(x. X ∈ C (ii) C1 . The smallest closed set containing a given set U is called the closure U= C∈C. It follows from de Morgan’s rules that the family of closed sets C satisfies (i) ∅.

(0. Then there is some sequence xnk with d(xnk . y) ≤ d(ynk .k . We write limn→∞ xn = x as usual in this case. A sequence (xn )∞ ⊆ X is said to converge to some point x ∈ X if n=1 d(x. that is. if its closure is all of X.k . Hence Lemma 0. A metric space is called separable if it contains a countable dense set. To see that B is dense choose y ∈ Y . Every convergent sequence is a Cauchy sequence. A closed subset of a complete metric space is again a complete metric space. Every subset of X is again separable. Let A = {xn }n∈N be a dense set in X.4.8) If f is continuous at every point it is called continuous. m) for which B1/m (xn ) ∩ Y = ∅ and choose some yn. . Hence (nk .3. A set U is called dense.m }(n.m ∈ B1/m (xn ) ∩ Y for all (n. m) ∈ J.m)∈J ⊆ Y is countable. xn ) → 0. that is. The only problem is that A ∩ Y might contain no elements at all. However. Let X be a topological space. Both Rn and Cn are complete metric spaces. Example. k) ∈ J and d(ynk . for every ε > 0 there is some N ∈ N such that d(xn . if every Cauchy sequence has a limit. m ≥ N. then X is called complete. that is if U = X. Note that convergence can also be equivalently formulated in terms of topological terms: A sequence xn converges to x if and only if for every neighborhood U of x there is some N ∈ N such that xn ∈ U for n ≥ N . A point x is clearly a limit point of U if and only if there is some sequence xn ∈ U converging to x. Lemma 0. some elements of A must be at least arbitrarily close: Let J ⊆ N2 be the set of all pairs (n. xnk ) + d(xnk . Let X be a separable metric space. f (y)) ≤ ε if dX (x. y) ≤ 2/k → 0. y) < δ. Clearly the limit is unique if it exists (this is not true for a semi-metric). Then B = {yn. Proof.6 0. (0. A function between metric spaces X and Y is called continuous at a point x ∈ X if for every ε > 0 we can find a δ > 0 such that dY (f (x). then the interior of U is the set of all interior points of U and the closure of U is the set of all limit points of U .2. xm ) ≤ ε n. y) < 1/4. In a Hausdorff space the limit is unique. A first look at Banach and Hilbert spaces It is straightforward to check that Lemma 0.7) If the converse is also true.

0. y2 ) (0. (ii) f (xn ) → f (x) whenever xn → x (iii) For every neighborhood V of f (x). If X and Y are just topological spaces. by |d(xn . A cover of a set Y ⊆ X is a family of sets {Uα } such that Y ⊆ α Uα . (iii) ⇒ (i): Choose V = Bε (f (x)) and observe that by (iii) Bδ (x) ⊆ f −1 (V ) for some δ.10) As noted in our previous example. (x2 .1. y)| ≤ d(xn . x2 ) + dY (y1 . y) we see that d : X × X → R is continuous.5. However. y2 )) = dX (x1 . A cover is call open if all Uα are open. In particular. so called nets. If we consider R × R we do not get the Euclidean distance of R2 unless we modify (0. y) → x respectively onto the second (x.11) (0. (i) ⇒ (ii) is obvious. y2 )2 .9) as follows: ˜ d((x1 . (x2 . (iii) is used as definition for continuity. The last item implies that f is continuous if and only if the inverse image of every open (closed) set is again open (closed). y) ∈ O there are open neighborhoods U of x and V of y such that U × V ⊆ O. in general (ii) and (iii) will no longer be equivalent unless one uses generalized sequences. .9) is a metric space. A subset of {Uα } is called a subcover. Note: In a topological space. y) → y coordinate are continuous. In particular. x2 )2 + dY (y1 . yn ) converges to (x. y2 )) = dX (x1 . yn ) − d(x. Hence we can choose a sequence xn ∈ B1/n (x) such that f (xn ) ∈ f −1 (V ).e. the projections onto the first (x. Let X be a metric space. (ii) ⇒ (iii): If (iii) does not hold there is a neighborhood V of f (x) such that Bδ (x) ⊆ f −1 (V ) for every δ. where the index set N is replaced by arbitrary directed sets. f −1 (V ) is a neighborhood of x. In the case of metric spaces this clearly agrees with the topology defined via the product metric (0. Proof. Example. y) if and only if xn → x and yn → y. (0. the product topology is defined by calling O ⊆ X × Y open if for every point (x. If X and X are metric spaces then X × Y together with d((x1 . the topology (and thus also convergence/continuity) is independent of this choice. Thus xn → x but f (xn ) → f (x). y1 ).9). (0. x) + d(yn . The following are equivalent (i) f is continuous at x (i. Warm up: Metric and topological spaces 7 Lemma 0. y1 ). A sequence (xn .8) holds).

(iii) If X is Hausdorff. y) ∈ X × Y there is some α(x. Lemma 0. {V (x. By taking complements. (v) Let xn be a sequence which has no convergent subsequence. Let X be a topological space. (ii) Every closed subset of a compact set is compact. Moreover. A topological space is compact if and only if it has the finite intersection property: The intersection of a family of closed sets is empty if and only if the intersection of some finite subfamily is empty. y) ⊆ Oα(x. By definition of the product topology there is some open rectangle U (x. y) × V (x. (iii) Let Y ⊆ X be compact. By compactness of Y . then {f −1 (Oα )} is one for Y . (i) Just observe that if {Oα } is an open cover for f (Y ). U (xj ) × V (xj . yk (x)) cover Y . yk (x)). for every y ∈ Y there are disjoint neighborhoods V (y) of y and Uy (x) of x.yk (xj )) cover X × Y . {U (x)}x∈X is an open cover and there are finitely many points xj such U (xj ) cover X. Proof. For every n . (v) A compact set is also sequentially compact. to every family of open sets there is a corresponding family of closed sets and vice versa. For every (x. there are y1 . yn such that V (yj ) cover Y . . . yk (xj )) ⊆ Oα(xj . A subset K ⊂ X is called sequentially compact if every sequence has a convergent subsequence.y) . Fix x ∈ X\Y (if Y = X there is nothing to do). But then U (x) = n Uyj (x) is a neighborhood of x which does not intersect Y .6. the open sets are a cover if and only if the corresponding closed sets have empty intersection. (iv) The product of compact sets is compact. Hence there are finitely many points yk (x) such V (x. By the definition of Hausdorff.8 0. (ii) Let {Oα } be an open cover for the closed subset Y . Set U (x) = k U (x. Then K = {xn } has no limit points and is hence compact by (ii). We show that X\Y is open. y)}y∈Y is an open cover of Y .7. Hence for fixed x. Proof. (i) The continuous image of a compact set is compact. Lemma 0. Since finite intersections of open sets are open. A first look at Banach and Hilbert spaces A subset K ⊂ X is called compact if every open cover has a finite subcover. Then {Oα } ∪ {X\Y } is an open cover for X. y) ∈ Oα(x. . y) such that (x. j=1 (iv) Let {Oα } be an open cover for X × Y .y) . any compact set is closed. By construction.

we are done if we can show that for every open cover {Oα } there is some ε > 0 such that for every x we have Bε (x) ⊆ Oα for some α = α(x). In Rn (or Cn ) a set is compact if and only if it is bounded and closed. call it I1 . Lemma 0. then x lies in some Oα and hence Bε (x) ⊆ Oα . n A topological space is called locally compact if every point has a compact neighborhood.0. If there were none. So it remains to show that there is such an ε. Proof. Since X is sequentially compact. a contradiction. Please also recall the Heine-Borel theorem: Theorem 0. Y ) = inf d(x. a+b ] ∪ [ a+b ]. First of all note that every cover of open balls with fixed radius ε > 0 has a finite subcover. In a metric space compact and sequentially compact are equivalent. Choose 1 ε = n and pick a corresponding xn .9 (Heine-Borel). Warm up: Metric and topological spaces 9 there is a ball Bεn (xn ) which contains only finitely many elements of K. Let x = lim xn . The distance between a point x ∈ X and a subset Y ⊆ X is dist(x. Proof. xm ) > ε for m < n. b] has a convergent subsequence.12) . Indeed. by Lemma 0. finitely many suffice to cover K. m=1 In particular. Then at least one of these two 2 2 intervals. Proceeding like this we obtain a Cauchy sequence yn (note that by construction In+1 ⊆ In and hence |yn − ym | ≤ b−a for m ≥ n). with n2 > n1 as before. However.7 (ii) and (iii) it suffices to show that a closed interval in I ⊆ R is compact. But choosing 1 ε ε n so large that n < 2 and d(xn . Then a subset is compact if and only if it is sequentially compact. Let X be a metric space. Rn is locally compact. Since if this were false we could construct a sequence xn ∈ X\ n−1 Bε (xm ) such that d(xn . Subdivide I1 and pick y2 = xn2 . y∈Y (0. Moreover. Example. it is no restriction to assume xn converges (after maybe passing to a subsequence).1.8 it suffices to show that every sequence in I = [a. Let xn be our sequence and divide I = [a. x) < 2 we have B1/n (xn ) ⊆ Bε (x) ⊆ Oα contradicting our assumption. we k=1 have that Oα(xk ) is a cover as well. y). contains infinitely many elements of our sequence. for every ε > 0 there must be an x such that Bε (x) ⊆ Oα for every α.8. By Lemma 0. choosing {xk }n such that Bε (xk ) is a cover. Let y1 = xn1 be the first one.

C2 ) .13) For the second claim. Since we want to handle complex models. then |dist(x. Now replace C2 by X\O. Y ) = 0. well-known from calculus.10. 2. z)+dist(z. Interchanging x and z shows dist(z. one can choose f with compact support. 0. z). y) ≤ d(x. If X is locally compact and U is compact. that is. 1]). Y ). z). such that • f ≥ 0 for all f ∈ X and f = 0 if and only if f = 0. Hence dist(x.10 0. The Banach space of continuous functions Now let us have a first look at Banach spaces by investigating set of continuous functions C(I) on a compact interval I = [a. Since U is compact. Y )| ≤ dist(x. Let X be a metric space. there are disjoint open sets O1 and O2 such that Cj ⊆ Oj . for every x. To prove the first claim set f (x) = dist(x. Note that Urysohn’s lemma implies that a metric space is normal. 1] such that f is zero on C1 and one on C2 . is the maximum norm: f (x) − g(x) ∞ = max |f (x) − g(x)|. x → dist(x.C1 )+dist(x. choose f as in Urysohn’s lemma and set O1 = f −1 ([0. we will always consider complex valued functions! One way of declaring a distance. there is a ball Bε (x) such that Bε (x) is compact and Bε (x) ⊂ X\C2 . In fact. Y )−dist(z. z). Lemma 0. Y ) ≤ dist(x.2.14) x∈I It is not hard to see that with this definition C(I) becomes a normed linear space: A normed linear space X is a vector space X over C (or R) with a real-valued function (the norm) . (0. Suppose C1 and C2 are disjoint closed subsets of a metric space X. Taking the infimum in the triangle inequality d(x. for any two disjoint closed sets C1 and C2 . In fact. b] ⊂ R. observe that there is an open set O such that O is compact and C1 ⊂ O ⊂ O ⊂ X\C2 . 1/2)) respectively O2 = f −1 ((1/2. Y ) is continuous. y) shows dist(x. (0. Then there is a continuous function f : X → [0. Y ) − dist(x. A first look at Banach and Hilbert spaces Note that x ∈ Y if and only if dist(x. j = 1. Proof. finitely many of them cover C1 and we can choose the union of those balls to be O. Lemma 0. z) + d(z. Y ) ≤ d(x.C2 ) dist(x. Y ) ≤ dist(x.11 (Urysohn). Y ) − dist(z. In particular. . Proof.

Example. In fact. vector addition. The space 1 (N) of all sequences a = (aj )∞ for which the norm j=1 ∞ a is finite. that is closed under addition and scalar multiplication (ii) . The Banach space of continuous functions 11 • λ f = |λ| f for all λ ∈ C and f ∈ X. in this case. Letting k → ∞ we conclude that 1 (N) is closed under addition and that the triangle inequality holds. and multiplication by scalars are continuous (Problem 0.0.15) Once we have a norm.16) To show this. This implies in particular |am − an | ≤ ε for j j any fixed j. Thus an is a Cauchy sequence for fixed j and by completeness j of C has a limit: limn→∞ an = aj . we need to verify three things: (i) 1 (N) is a Vector space. as usual. we have a distance d(f. that is. A complete normed space is called a Banach space. Let an = (an )∞ be j j=1 a Cauchy sequence. it is not hard to see that the norm.17) for any finite k. for given ε > 0 we can find an Nε such that am − an 1 ≤ ε for m.2. g) = f −g and hence we know when a sequence of vectors fn converges to a vector f . From the triangle inequality we also get the inverse triangle inequality (Problem 0. Now consider j k |am − an | ≤ ε j j j=1 (0. 1 = j=1 |aj | (0. We will write fn → f or limn→∞ fn = f . a mapping F : X → Y between to normed spaces is called continuous if fn → f implies F (fn ) → F (f ). First of all observe k k k |aj + bj | ≤ j=1 j=1 |aj | + j=1 |bj | ≤ a 1 + b 1 (0. In addition to the concept of convergence we have also the concept of a Cauchy sequence and hence the concept of completeness: A normed space is called complete if every Cauchy sequence has a limit. is a Banach space. It remains to show that 1 (N) is complete. Moreover. n ≥ Nε .1) | f − g |≤ f −g . That 1 (N) is closed under scalar multiplication and the two other properties of a norm are straightforward.18) . (0.2). and • f + g ≤ f + g for all f. 1 satisfies the three requirements for a norm and (iii) 1 (N) is complete. g ∈ X (triangle inequality).

in other words Theorem 0. by completeness of C. fn (x) converges uniformly to f (x).20) is a Banach space (Problem 0. Then fn (x) is clearly a Cauchy sequence of real numbers for any fixed x ∈ I. A set whose span is dense is called total and if we have a total set. we would even prefer a countable basis. n > Nε .22) cn un . Moreover. Now let us look at the case where fn is only a Cauchy sequence. However. we also have a countable dense set (consider only linear combinations . that is. n n n Example. Now what about convergence in this space? A sequence of functions fn (x) converges to f if and only if n→∞ lim f − fn = lim sup |fn (x) − f (x)| = 0. Next we want to know if there is a basis for C(I). there is a limit f (x) for each x. n→∞ x∈I (0.21) That is. that is. In order to have only countable sums. in the language of real analysis. x ∈ I (0. Fortunately. there is a well-known result from real analysis which tells us that the uniform limit of continuous functions is again continuous. x ∈ I. whether it is continuous or not. cn ∈ C. Hence (a−an ) ∈ 1 (N) and since a ∈ 1 (N) we finally conclude a = a + (a − a ) ∈ 1 (N). Hence f (x) ∈ C(I) and thus every Cauchy sequence in C(I) converges. (0. if there is a set {un } ⊂ X of linearly independent vectors such that every element f ∈ X can be written as f= n ∀m.24) then the span span{un } (the set of all finite linear combinations) of {un } is dense in X.19) Since this holds for any finite k we even have a−an 1 ≤ ε.12. If such a basis exists. The space with the norm ∞ (N) of all bounded sequences a = (aj )∞ together j=1 a ∞ = sup |aj | j∈N (0. C(I) with the maximum norm is a Banach space. A first look at Banach and Hilbert spaces and take m → ∞: k |aj − an | ≤ ε.12 0. letting m → ∞ in |fm (x) − fn (x)| ≤ ε we see |f (x) − fn (x)| ≤ ε ∀n > Nε . j j=1 (0. (0.3).23) that is. Thus we get a limiting function f (x). In particular. fn converges uniformly to f . Or. up to this point we don’t know whether it is in our vector space C(I) or not.

(0. 2 2 Now the claim follows from the lemma below using 1 un (x) = (1 − x2 )n .27) (Remark: The integral is known as Beta function and the asymptotics follow from Stirling’s formula.13 (Weierstraß). Let I be a compact interval.2. without restriction we only consider I = [ −1 . Example. with δn = 1 and δm = 0. Then the set of polynomials is dense in C(I). In where 1 n! (1 − x2 )n dx = 1 1 In = ( 2 + 1) · · · ( 1 + n) −1 2 2 = √ Γ(1 + n) π 3 = Γ( 2 + n) π 1 (1 + O( )). 1] such that un (x)dx = 1 |x|≤1 and δ≤|x|≤1 un (x)dx → 0. A normed linear space containing a countable dense set is called separable.29) converges uniformly to f (x). n = m is total: Let a ∈ 1 (N) be given and set n k . 1 ] which vanishes at the endpoints.25) since an = aj for 1 ≤ j ≤ n and an = 0 for j > n.) 1 1 Then for every f ∈ C[− 2 . Moreover. By considering f (x) − f (a) + (f (b) − f (a))(x − b) it is no loss to assume that f vanishes at the boundary points.26) (0. Let un (x) be a sequence of nonnegative continuous functions on [−1. then n = a k=1 ak δ ∞ a − an 1 = j=n+1 |aj | → 0 (0. n n (0. j j Luckily this is also the case for C(I): Theorem 0. we have that 2 1/2 fn (x) = −1/2 un (x − y)f (y)dy (0. un has mass one and concentrates near x = 0 as n → ∞. 1 ] (why?). δ > 0.) Lemma 0. . In fact. Proof. Let f (x) ∈ C(I) be given.28) (In other words. the set of vectors n n δ n .14 (Smoothing). The Banach space of continuous functions 13 with rational coefficients – show this).0. The Banach space 1 (N) is separable. f (− 2 ) = 2 f ( 1 ) = 0.

|x−y|≤δ ≤ + un (x − y)|f (y) − f (x)|dy + M ε |y|≤1/2. How many are there? What is the distance between two such sequences?). Show that the norm. vector addition. Problem 0. The same idea is used to approximate noncontinuous functions by smooth ones (of course the convergence will no longer be uniform in this case).15. (0. Now abbreviate M = max f and note 1/2 1/2 |f (x)− −1/2 un (x−y)f (x)dy| = |f (x)| |1− −1/2 un (x−y)dy| ≤ M ε. That is.14 0.3. either the distance of x to one of the boundary points ± 1 is smaller 2 than δ and hence |f (x)| ≤ ε or otherwise the difference between one and the integral is smaller than ε. which proves the claim. 0. Show that | f − g | ≤ f − g .3. Since f is uniformly continuous. A first look at Banach and Hilbert spaces Proof. if fn → f . The same is true for 1 (N).|x−y|≥δ = ε + 2M ε + M ε = (1 + 3M )ε. The geometry of Hilbert spaces So it looks like C(I) has all the properties we want. and multiplication by scalars are continuous.2. Using this we have 1/2 |fn (x) − f (x)| ≤ −1/2 un (x − y)|f (y) − f (x)|dy + M ε un (x − y)|f (y) − f (x)|dy |y|≤1/2. there is still one thing missing: How should we define orthogonality in C(I)? In . fn + gn → f + g.1. hence the title smoothing lemma.4)! Problem 0. Problem 0. and λn gn → λg. gn → g. Corollary 0. (0. Problem 0. Show that ∞ (N) is a Banach space. However. C(I) is separable. Show that ∞ (N) is not separable (Hint: Consider sequences which take only the value one and zero. we can choose n such that δ≤|y|≤1 un (y)dy ≤ ε.30) In fact. and λn → λ then fn → f . but not for ∞ (N) (Problem 0. for given ε we can find a δ (independent of x) such that |f (x)−f (y)| ≤ ε whenever |x−y| ≤ δ. Moreover.4.31) Note that fn will be as smooth as un .

: H × H → C is called skew linear form if it is conjugate linear in the first and linear in the second argument.. Only the triangle inequality is nontrivial which will follow from the Cauchy-Schwarz inequality below. g + α2 f2 . f > 0 for f = 0 (ii) f. .5) Of course I still owe you a proof for the claim that f.34) is a (finite dimensional) Hilbert space. (0. α1 g1 + α2 g2 ∗ ∗ = α1 f1 .. b = j=1 a∗ bj j (0. Clearly Cn with the usual scalar product n a. (0. j (0.. A vector f ∈ H is called normalized or unit vector if f = 1. f is indeed a norm. = α1 f. α2 ∈ C. A somewhat more interesting example is the Hilbert space that is. two vectors are called orthogonal if their scalar product vanishes. ) is called inner product space.33) The pair (H. (aj )∞ j=1 j=1 |aj |2 < ∞ (0. .3.0. . so we would need a scalar product: Suppose H is a vector space. g . f ∗ (positive definite) (symmetry) is called inner product or scalar product. b = j=1 a∗ bj . . The geometry of Hilbert spaces 15 Euclidean space. Example. A skew linear form satisfying the requirements (i) f. Two vectors f. g1 + α2 f. g f. g = 0 and parallel if one is a multiple of the other. A map . g ∈ H are called orthogonal or perpendicular (f ⊥ g) if f. If H is complete it is called a Hilbert space. f . Example. that is. g2 α1 . g = g. α1 f1 + α2 f2 .35) with scalar product ∞ a. Associated with every scalar product is a norm f = f. the set of all sequences ∞ 2 (N).36) (Show that this is in fact a separable Hilbert space! Problem 0..32) where ‘∗’ denotes complex conjugation.

f + g 2 ≤ ( f + g )2 . Proof.39) is perpendicular to u since u. is indeed a norm. if fn → f and gn → g we have fn . f − α|2 (0. f u (0. g + g. g ∈ H0 we have | f. f ⊥ g. f u = u. But then the claim follows from f 2 = | g. that is.16 (Cauchy-Schwarz-Bunjakowski). f u is the unique vector parallel to u which is closest to f. A first look at Banach and Hilbert spaces For two orthogonal vectors we have the Pythagorean theorem: f +g 2 = f 2 + g 2. Note that the Cauchy-Schwarz inequality entails that the scalar product is continuous in both variables. f |2 + f⊥ 2 .38) and f⊥ defined via f⊥ = f − u. f +g 2 = f 2 + f. Let H0 be an inner product space. then the projection of f in the direction of u is given by f = u. It suffices to prove the case g = 1. Suppose u is a unit vector. (0. As another consequence we infer that the map . g . f u (0. g | ≤ f g (0. gn → f. f  w  f   f f⊥ f   f   f I     f     I    u Taking any other vector parallel to u it is easy to see f − αu 2 = f⊥ + (f − αu) 2 = f⊥ 2 + | u.37) which is one line of computation. then for every f.40) and hence f = u. Can we find a scalar product which has the maximum norm as associated norm? Unfortunately the answer is no! The .41) with equality if and only if f and g are parallel. f u. (0. As a first consequence we obtain the Cauchy-Schwarz-Bunjakowski inequality: Theorem 0. f − u.16 0.42) But let us return to C(I). f⊥ = u. u = 0. f − u.

1 if there is a constant m > 0 such that f 1 2 is ≤m f 2. To show the converse. g) + s(f. Furthermore. h) = s(f. 0) = 0) shows s(f. In this case the scalar product can be recovered from its norm by virtue of the polarization identity 1 f + g 2 − f − g 2 + i f − ig 2 − i f + ig 2 . A norm is associated with a scalar product if and only if the parallelogram law f +g holds. 2 on a space X. g) + s(f. g) = 2s(f. that is λs(f. If an inner product space is given.7). g = a f ∗ (x)g(x)dx.46) 2 Now choosing h = 0 (and using s(f. λg) for every positive rational λ. f )∗ are straightforward to check. (0.43) f. h) = 2s(f. ). Moreover. g) respectively s(f. (0. said to be stronger than . g) = s(g. another straightforward computation using the parallelogram law shows g+h s(f. But how do we define a scalar product on C(I)? One possibility is b 2 + f −g 2 =2 f 2 +2 g 2 (0. verification of the parallelogram law and the polarization identity is straight forward (Problem 0.17 (Jordan-von Neumann). g) = s(f. Note that cont we have f ≤ |b − a| f ∞ (0.45) s(f.47) The corresponding inner product space is denoted by L2 (I). Theorem 0. g) = 4 Then s(f. (0. Note that the parallelogram law and the polarization identity even hold for skew linear forms (Problem 0. By continuity (check this!) this holds for all λ > 0 and s(f. ig) = i s(f. g = 4 Proof. 2n g).0. f ) = f 2 and s(f.44) f. cont Suppose we have two norms . g) = s(f.6).3. 1 and . we define 1 f + g 2 − f − g 2 + i f − ig 2 − i f + ig 2 .6). g + h). Then . (0. g ) and 2 thus s(f. (0. −g) = −s(f. g) finishes the proof.48) and hence the maximum norm is stronger than the L2 norm. The geometry of Hilbert spaces 17 reason is that the maximum norm does not satisfy the parallelogram law (Problem 0.49) . by induction we infer m m 2n s(f.

19. then all norms are equivalent. 2 is 2 2 the usual Euclidean norm. Thus . If . if fn is convergent with respect to . 2 and attains its minimum m > 0 on the unit sphere (which is compact by the Heine-Borel theorem). In particular. That is. If X is a finite dimensional case. L2 is separable. 1≤x≤2 (0. 1 Cauchy sequence. 1 ) it is also continuos in (X.5. 1 ≤ j ≤ n.18. 2 is stronger than . for given two norms . 2 there are constants m1 and m2 such that 1 f 1 ≤ f 2 ≤ m1 f 1 . Let f = j αj uj . 1 and . 1 . 2] and define  1 0≤x≤1− n  0. 2 ) it is also dense in (X.8)! This shows that in infinite dimensional spaces different norms will give raise to different convergent sequences! In fact. Now choose m1 = 1/m. A first look at Banach and Hilbert spaces It is straightforward to check that Lemma 0. 1 is continuous with respect to . (0. But is it also complete? Unfortunately cont the answer is no: Example. 1 . but this step function is discontinuous (Problem 0. but there is no limit in L2 ! cont cont Clearly the limit should be the step function which is 0 for 0 ≤ x < 1 and 1 for 1 ≤ x ≤ 2. . Clearly we can choose a basis uj . 1 − n ≤ x ≤ 1 fn (x) =  1. Theorem 0. Problem 0. is also a . 2 ) and if a set is dense in (X. 2 it is also convergent with respect to . . then by the triangle and Cauchy Schwartz inequalities f 1 ≤ j |αj | uj uj 1 ≤ j uj 2 1 f 2 (0. .50) then fn (x) is a Cauchy sequence in L2 .52) and we can choose m2 = j 1. In particular. 2 Cauchy sequence Hence if a function F : X → Y is continuous in (X. . 1 ). Show that 2 (N) is a separable Hilbert space. j αj uj 2 = j |αj | . 1 1 + n(x − 1). . the key to solving problems in infinite dimensional spaces is often finding the right norm! This is something which cannot happen in the finite dimensional case. and assume that . then any . Take I = [0.51) m2 Proof.18 0.

Completeness 19 Problem 0.j )∞ ] j=1 ¯ be a Cauchy sequence in X. Thus X is a normed space (X is not! why?). It is easy ¯ (and X) inherit the vector space structure from X. If xn is a Cauchy sequence. in the important case of L2 cont it is somewhat inconvenient to work with equivalence classes of Cauchy sequences and hence we will give a different characterization using the Lebesgue integral later. X is a Banach space containing X as a dense subspace if we identify x ∈ X with the equivalence class of all sequences converging to x. how can we obtain a Hilbert space out of it? Well the answer is simple: take the completion.50). Let me remark that the completion X is unique.7. Let ξn = [(xn. defined in (0. . consider the set of all Cauchy ˜ sequences X.20. g) be a skew linear form and p(f ) = s(f. In particular it is no restriction to assume that a normed linear space or an inner product space is complete. Prove the parallelogram law p(f + g) + p(f − g) = 2p(f ) + 2p(g) (0. Show that the maximum norm (on C[0. (Outline) It remains to show that X is complete.6. ¯ Proof. Prove the claims made about fn .24 below). Moreover. Call two Cauchy sequences equivalent if their difference con¯ verges to zero and denote by X the set of all equivalence classes.4. 1]) does not satisfy the parallelogram law. ˜ to see that X Lemma 0. Then it is not hard to see that ξ = [(xj. f ) the associated quadratic form. More precisely any other complete space which contains X as a dense subset is isomorphic to X. If X is a (incomplete) normed space. ¯ Theorem 0.8. in the last example. However. This can for example be seen by showing that the identity map on X has a unique extension to X (compare Theorem 0.j )∞ ] j=1 is its limit. Completeness Since L2 cont is not complete. 0.54) 4 Problem 0. g) = (p(f + g) − p(f − g) + i p(f − ig) − i p(f + ig)) . then xn converges.53) and the polarization identity 1 s(f.0. Consequently the norm of a Cauchy sequence (xn )∞ can be defined by n=1 (xn )∞ n=1 = limn→∞ xn and is independent of the equivalence class (show ¯ ˜ this!). Let s(f.21. Problem 0.4. (0.

The operator A is called bounded if the following operator norm A = sup Af Y (0.22. If X = Y we write L(X. Furthermore. Moreover. if A is bounded and densely defined.56) is finite. A is linear and by continuity of the norm Af = limn→∞ An f ≤ (limn→∞ An ) f it is bounded.20 0. If Y is complete and An is a Cauchy sequence of operators.55) The linear subspace D(A) on which A is defined. Y ).23. It is a Banach space if Y is. An operator A is bounded if and only if it is continuous. a bounded operator is Lipschitz continuous Af Y ≤ A f X (0. Proof.57) are defined as usual. then An f converges to an element g for every f . Proof. that is An → A. Bounded operators A linear map A between two normed spaces X and Y will be called a (linear) operator A : D(A) ⊆ X → Y. By construction. Define a new operator A via Af = g. The converse is also true Theorem 0.5. By continuity of the vector operations. it is no restriction to assume that it is defined on all of X. (0. The set of all bounded linear operators from X to Y is denoted by L(X. The space L(X. Taking the limit m → ∞ we see An f − Af ≤ ε f . . Suppose A is continuous but not bounded.58) is a normed space.59) and hence continuous. Theorem 0.58) f X =1 (0. That (0. Then fn = n un converges to 0 but Afn ≥ 1 does not converge to 0. X) = L(X). The kernel Ker(A) = {f ∈ D(A)|Af = 0} and range Ran(A) = {Af |f ∈ D(A)} = AD(A) (0. m ≥ N and thus An f − Am f ≤ ε f .58) is indeed a norm is straightforward. Y ) together with the operator norm (0. is called the domain of A and is usually required to be dense. Then there is a sequence 1 of unit vectors un such that Aun ≥ n. given ε > 0 there is some N such that An − Am ≤ ε for n. A first look at Banach and Hilbert spaces 0.

1] (max norm) and X = L2 (0. 1] is an unbounded operator. A. (0. Let A ∈ L(X. We even have an identity. 1] ⊂ C[0. α (AB) = (αA)B = A (αB). Bounded operators 21 Theorem 0. y)f (y)dy.5. Clearly this multiplication satisfies (A + B)C = AC + BC. Finally.61) From continuity of vector addition and scalar multiplication it follows that our extension is linear. cont Problem 0. Show that the differential operator A = D(A) = C 1 [0. If D(A) is dense. C ∈ L(X) (0.9. An operator in L(X. Problem 0. 1). Show that the integral operator 1 A(B + C) = AB + BC.62) (Kf )(x) = 0 K(x. y) ∈ C([0. α ∈ C. this extension can only be given by Af = lim Afn . Proof. (0. (0. which has the same norm. defined on D(K) = C[0. d dx defined on . B.60) To show that this definition is independent of the sequence fn → f .64) Moreover.65) where K(x. it is easy to see that we have However. from continuity of the norm we conclude that the norm does not increase. (0. there is a unique (continuous) extension of A to X. Since a bounded operator maps Cauchy sequences to Cauchy sequences. C) is called a bounded linear functional and the space X ∗ = L(X. In particular. and (AB)C = A(BC). C) is called the dual space of X. 1] is a bounded operator both in X = C[0.0.64) ensures that multiplication is continuous. AB ≤ A B . A Banach space together with a multiplication satisfying the above requirements is called a Banach algebra. Y ) and let Y be a Banach space. 1] × [0.63) (0. n→∞ fn ∈ D(A). A sequence fn is said to converge weakly fn f if (fn ) → (f ) for every ∈ X ∗ . let gn → f be a second sequence and observe Afn − Agn = A(fn − gn ) ≤ A fn − gn → 0. note that (0. f ∈ X.24. the identity operator I satisfying I = 1. note that our multiplication is not commutative (unless X is one dimensional). 1]). The Banach space of bounded linear operators L(X) even has a multiplication given by composition.10.

Show that the multiplication in a Banach algebra X is continuous: xn → x and yn → y implies xn yn → xy. Then the characteristic function of the rationals χQ is zero a. since |f + g|p ≤ 2p max(|f |. Proof. 1≤p (0. Let λ be the Lebesgue measure on R. |g|)p ≤ 2p max(|f |p . dµ). The way out of this misery is to identify functions which are equal almost everywhere: Let N (X. there is an ε > 0 such that µ({x| |f (x)| ≥ ε}) > 0.22 0. then f (x) = 0 a. Let Θ be the Dirac measure centered at 0.e. there is a small technical problem (recall that a property is said to hold almost everywhere if the set where it fails to hold is contained in a set of measure zero): Lemma 0. Note that the proof also shows that if f is not 0 almost everywhere. However. Thus f p = 0 only implies f (x) = 0 for almost every x. then |f |p dµ = 0 X (0.12. Show that AB ≤ A B for every A. The converse is obvious.66) and denote by Lp (X.68) Then N (X. dµ). 0. where An = 1 {x| |f (x)| > n }.e. dµ) is a Banach space.67) if and only if f (x) = 0 almost everywhere with respect to µ.11. dµ) and we can consider the quotient space Lp (X. dµ) is a linear space. dµ) is a linear subspace of Lp (X. Σ. µ) and define the Lp norm by 1/p f p = X |f |p dµ . Example.25. |g|p ) ≤ 2p (|f |p + |g|p ). (0.69) . dµ) the set of all complex valued measurable functions for which f p is finite. p is not a norm on Lp (X. dµ)/N (X. Observe that we have A = {x|f (x) = 0} = n An . A first look at Banach and Hilbert spaces Problem 0.6. Of course our hope is that Lp (X. (0. If |f |p dµ = 0 we must have µ(An ) = 0 for every n and hence µ(A) = limn→∞ µ(An ) = 0. dµ) = Lp (X. First of all note that Lp (X. Let f be measurable. (with respect to λ). Lebesgue Lp spaces We fix some measure space (X. (with respect to Θ) if and only if f (0) = 0. B ∈ L(X). dµ) = {f |f (x) = 0 µ-almost everywhere}. but not for all! Hence . Problem 0.

If you wonder where the ∞ comes from. As a preparation for proving that Lp is a Banach space. Let p and q be dual indices. dµ) and observe that f ∞ (0. If λ is the Lebesgue measure. we will still call them functions for notational convenience. in the case of Lebesgue measure). note that for f ∈ Lp (X. The solution is the essential supremum f ∞ = inf{C | µ({x| |f (x)| > C}) = 0}. that is. Observe that f p is well defined on Lp (X. o In particular. It should be the set of bounded measurable functions B(X) together with the sup norm. However.26 (H¨lder’s inequality). The only problem is that if we want to identify functions equal almost everywhere. With this modification we are back in business since Lp (X. If f ∈ Lp (X. We will show this in the following sections.13. it will imply Minkowski’s inequality. C is an essential bound if |f (x)| ≤ C almost everywhere and the essential supremum is the infimum over all essential bounds. dµ) the value f (x) is not well defined (unless there is a continuous representative and different continuous functions are in different equivalence classes. Even though the elements of Lp (X. dµ) and fg 1 ≤ f p g q.6. the supremum is no longer independent of the equivalence class. dµ) are strictly speaking equivalence classes of functions. which plays a central role in the theory of Lp spaces. which is just the triangle inequality for Lp . have a look at Problem 0. dµ) and g ∈ Lq (X.g. and x = 0 is the only point which counts for Θ). Lebesgue Lp spaces 23 If dµ is the Lebesgue measure on X ⊆ Rn we simply write Lp (X). dµ) then f g ∈ L1 (X. dµ) turns out to be a Banach space.73) . dµ). But before that let us also define L∞ (X. (0. Theorem 0. o 1 1 + =1 p q (0. Example.71) is independent of the equivalence class. e. then the essential sup of χQ with respect to λ is 0. (0.70) That is. As before we set L∞ (X.0.. If Θ is the Dirac measure centered at 0. we will need H¨lder’s inequality.72) with 1 ≤ p ≤ ∞. dµ) = B(X)/N (X. dµ). then the essential sup of χQ with respect to Θ is 1 (since χQ (0) = 1.

Then ∞ G(x) = k=1 |gk (x)| (0.77) This shows that Lp (X. dµ) is complete. Let f. q < ∞. This follows from n n |gk | k=1 p ≤ k=1 gk (x) p ≤ f1 p + 1 2 (0. g ∈ Lp (X. q = ∞ (respectively p = ∞. dµ). then f +g p ≤ f p + g p. The space Lp (X. ∞ are straightforward. (0.80) . p q with a = |f |p and b = |g|q and integrating over X gives |f g|dµ ≤ X q = 1. Hence we can drop some terms such that 1 (0. The case p = 1. A first look at Banach and Hilbert spaces Proof.75) and finishes the proof.14) 1 1 a1/p b1/q ≤ a + b. Suppose fn is a Cauchy sequence. 2 Now consider gn = fn − fn−1 (set f0 = 0). using (0. dµ) is a normed linear space. b ≥ 0.74) 1 p |f |p dµ + X 1 q |g|q dµ = 1 X (0. dµ) is a Banach space. Then.24 0. As a consequence we also get Theorem 0.76) Proof.79) is in Lp . we only consider 1 < p < ∞. Proof. (0. Since the cases p = 1. Using |f +g|p ≤ |f | |f +g|p−1 +|g| |f +g|p−1 we obtain from H¨lder’s o inequality (note (p − 1)q = p) f +g p p ≤ f p p (f + g)p−1 q + g p (f + g)p−1 q = ( f + g p ) (f + g) p−1 p . Finally it remains to show that Lp (X. q = 1) follows directly from the properties of the integral and hence it remains to consider 1 < p. Theorem 0. a. First of all it is no restriction to assume f p = g the elementary inequality (Problem 0.27 (Minkowski’s inequality). It suffices to show that some subsequence converges (show this).78) fn+1 − fn p ≤ n .28.

In particular.. Since |f (x) − fn (x)|p converges to zero almost everywhere and |f (x) − fn (x)|p ≤ 2p G(x)p ∈ L1 . Thus the set of all characteristic functions χO (x) with O open and µ(O) < ∞. As in the previous proof the set of all characteristic functions χK (x) with K compact is total (using inner regularity). every open set O can be written as ˜ ˜ O = ∞ Oj with Oj ∈ B. and thus µ(On \A) = µ(On ) − µ(A) → 0. The set of all characteristic functions χA (x) with A ∈ Σ and µ(A) < ∞. 1 ≤ p < ∞. Since µ(A) < ∞ it is no restriction to assume µ(On ) < ∞. is total.31. Hence j=1 ˜ ˜ there is an increasing sequence On O with On ∈ B.29. Suppose X is a second countable topological space (i. dµ). Lebesgue Lp spaces 25 using the monotone convergence theorem. G(x) < ∞ almost everywhere and the sum ∞ gn (x) = lim fn (x) n=1 n→∞ (0. Lemma 0. in the proof of the last theorem we have seen: Corollary 0. dµ). Proof. Moreover. Then. let us show that continuous functions are dense in Lp . it has a countable basis) and µ is a regular Borel measure. χO − χOn p → 0 and hence the set of all characteristic functions ˜ ˜ ∈ B is total. is total by construction of the integral.30. dominated convergence shows f − fn p → 0. In particular. By outer regularity. Now dominated convergence implies χA − χOn p → 0. we can restrict A to open sets from this base. Then the set Cc (X) of continuous functions with compact support is dense in Lp (X. 1 ≤ p < ∞ is separable. Finally let B be a countable basis for the topology. by considering the set of all finite j=1 ˜ unions of elements from B it is no restriction to assume n Oj ∈ B.6.0. Now our strategy is as follows: Using outer regularity we can restrict A to open sets and using the existence of a countable base.e. It even turns out that Lp is separable. If fn − f p → 0 then there is a subsequence which converges pointwise almost everywhere. Theorem 0. Then Lp (X. Fix A. By monotone convergence. Let X be a locally compact metric space and let µ be a σ-finite regular Borel measure.81) is absolutely convergent for those x. Hence it suffices to show . Now let f (x) be this limit. there is a decreasing sequence of open sets On such that µ(On ) → µ(A). Proof. χO with O ˜ To finish this chapter.

Since |χK − fε |p dµ = X O\K |fε |p dµ ≤ µ(O\K) ≤ ε (0.11) there is a continuous function fε which is one on K and 0 outside O. By our previous result it suffices to show that any continuous function f (x) with compact support can be approximated by smooth ones. dµ).82) we have fε − χK → 0 and we are done. all smooth functions with compact support is dense in L Proof.32. By outer regularity there is an open set O ⊃ K such that µ(O\K) ≤ ε.33. 1 ≤ p < ∞. Now choose a mollifier u and observe that fk has compact support (since f . Let u be a mollifier in Rn and set uk (x) = k n u(k x). If X ⊆ Rn and µ is a Borel measure.83) 1 The standard mollifier is u(x) = exp( |x|2 −1 ) for |x| < 1 and u(x) = 0 else. Now we are ready to prove ∞ Theorem 0. ∞ A nonnegative function u ∈ Cc (Rn ) is called a mollifier if u(x)dx = 1 Rn (0.26 0.84) is in C ∞ (Rn ) and converges to f (uniformly). If X is some subset of Rn we can do even better. By setting f (x) = 0 for x ∈ X. it is no restriction to assume X = Rn .17): Lemma 0. A first look at Banach and Hilbert spaces that χK (x) can be approximated by continuous functions. Then for any (uniformly) continuous function f : Rn → C we have that fk (x) = Rn uk (x − y)f (y)dy (0. By Urysohn’s lemma (Lemma 0. then the set Cc (X) of p (X. If we scale a mollifier according to uk (x) = k n u(k x) such that its mass is preserved ( uk 1 = 1) and it concentrates more and more around the origin T u k E we have the following result (Problem 0.

Moreover. A set is called nowhere dense if its closure has empty interior. Appendix: The uniform boundedness principle 27 has). that is. (Hint: To show that fk is smooth use Problem A. Let X be a complete metric space.87) = θ p1 + 1−θ p2 . Show that if f ∈ Lp1 ∩ Lp2 .17. then f ∈ Lp and f where 1 p p ≤ f θ p1 f 1−θ p2 .7 and A. Appendix: The uniform boundedness principle Recall that the interior of a set is the largest open subset (that is. the union of all open subsets). Prove (0. Problem 0.) Problem 0. Proof.16 (Lyapunov inequality). Construct a function f ∈ Lp (0. Theorem 0. Problem 0.14.13. We can assume that the sets Xn are closed n=1 and none of them contains a ball. Suppose X = ∞ Xn . Show the following generalization of H¨lder’s inequality o fg where 1 p r ≤ f p g q. Problem 0.18. . (Hint: Start with the function f0 (x) = |x|−α which has a single pole at 0.74).32. 1) which has a pole at every rational number in [0.0. Prove Lemma 0. (0. The key to several important theorems about Banach spaces is the observation that a Banach space cannot be the countable union of nowhere dense sets. But this implies fk → f in Lp . r Problem 0. Suppose µ(X) < ∞.) Problem 0.86) + 1 q = 1. 1].15. then fj (x) = f0 (x − xj ) has a pole at xj .) 0. since f has compact support it is uniformly continuous and fk → f uniformly.8.34 (Baire category theorem). (0. x > 0.85) for any bounded measurable function. 0 < t < 1 satisfies f (a/b) ≥ 0 = f (1). Show that p→∞ lim f p = f ∞ (0. X\Xn is open and nonempty for every n.7.7. We will construct a Cauchy sequence xn which stays away from all Xn . then X cannot be the countable union of nowhere dense sets. Let 0 < θ < 1. (Hint: Show that f (x) = (1 − t) + tx − xt .

But x ∈ Brn (xn ) ⊆ X\Xn for every n.28 0.89) then n Xn = X by assumption. the uniform boundedness principle. then Aα ≤ C is uniformly bounded. Now we come to the first important consequence. if Xn ⊆ X is a sequence of closed subsets which cover X. Proof. Reducing r1 a little. (0. Now observe Aα y ≤ Aα (y + x0 ) + Aα x0 ≤ n + Aα x0 (0. (Sets which can be written as countable union of nowhere dense sets are called of first category. by continuity of Aα and the norm. Let X be a Banach space and Y some normed linear space. Moreover. All other sets are second category.) In other words.35 (Banach-Steinhaus). Now observe that in every step we can choose rn as small as we please. hence without loss of generality rn → 0. contradicting our assumption that the Xn cover X. n + C(x0 ) x ε (0. Y ) be a family of bounded operators.91) . Since by construction xn ∈ BrN (xN ) for n ≥ N . since X2 cannot contain Br1 (x1 ) there is some x2 ∈ Br1 (x1 ) that is not in X2 . Setting y = ε x we obtain Aα x ≤ for any x. Hence the name category theorem. By Baire’s theorem at least one contains a ball of positive radius: Bε (x0 ) ⊂ Xn . Theorem 0. Let {Aα } ⊆ L(X. each Xn is an intersection of closed sets and hence closed. we conclude that xn is Cauchy and converges to some point x ∈ X. we can even assume Br1 (x1 ) ⊆ X\X1 . at least one Xn contains a ball of radius ε > 0.90) x for y < ε. Since Br1 (x1 ) ∩ (X\X2 ) is open there is a closed ball Br2 (x2 ) ⊆ Br1 (x1 ) ∩ (X\X2 ). Let Xn = {x| Aα x ≤ n for all α} = α {x| Aα x ≤ n}. Moreover. A first look at Banach and Hilbert spaces Since X\X1 is open and nonempty there is a closed ball Br1 (x1 ) ⊆ X\X1 .88) Brn (xn ) ⊆ Brn−1 (xn−1 ) ∩ (X\Xn ). Proceeding by induction we obtain a sequence of balls such that (0. Suppose Aα x ≤ C(x) is bounded for fixed x ∈ X.

Part 1 Mathematical Foundations of Quantum Mechanics .

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The space L2 (M.Chapter 1 Hilbert spaces The phase space in classical mechanics is the Euclidean space R2n (for the n position and n momentum coordinates). .1) The triangle inequality follows from the Cauchy-Schwarz-Bunjakowski inequality: | ψ. It is no restriction to assume that H is complete since one can easily replace it by its completion. Associated with every scalar product is a norm ψ = ψ. (1. Hilbert spaces Suppose H is a vector space. A map . dµ) is a Hilbert space with scalar product given by f. (1. ϕ | ≤ ψ ϕ (1. g = M f (x)∗ g(x)dµ(x).1.2) with equality if and only if ψ and ϕ are parallel.3) 31 . If H is complete with respect to the above norm. 1. In quantum mechanics the phase space is always a Hilbert space H. Example. : H × H → C is called skew linear form if it is conjugate linear in the first and linear in the second argument. Hence the geometry of Hilbert spaces stands at the outset of our investigations. ψ . A positive definite skew linear form is called inner product or scalar product... it is called a Hilbert space.

j=0 . (1. If ψ and ϕ are orthogonal we have the Pythagorean theorem: ψ+ϕ 2 = ψ 2 + ϕ 2.) A vector ψ ∈ H is called normalized or unit vector if ψ = 1. In other words.4) (Note that the second example is a special case of the first one. ϕj = 1. ψ ϕ and ψ⊥ defined via ψ⊥ = ψ − ϕ. ψ = j=0 ϕj . Suppose ϕ is a unit vector. These results can also be generalized to more than one vector. A set of vectors {ϕj } is called orthonormal set if ϕj . the set of all square summable sequences with scalar product f. ϕj . Lemma 1. ϕk = 0 for j = k and ϕj . Two vectors ψ. g = j∈N ∗ fj gj . every ψ in the span of {ϕj }n satisfies j=0 ˆ ψ − ψ ≥ ψ⊥ (1. (1. ψ is uniquely characterized as the vector in the span of {ϕj }n being closest to ψ. ψ ϕ is perpendicular to ϕ. In particular. ϕ ∈ H are called orthogonal or perpendicular (ψ ⊥ ϕ) if ψ.1. ψ⊥ = 0 for all 1 ≤ j ≤ n. ψ ⊥ ϕ.5) which is straightforward to check.10) ˆ with equality holding if and only if ψ = ψ .32 1. Moreover. (1. n ψ 2 = j=0 | ϕj .9) ˆ Moreover. then the projection of ψ in the direction of ϕ is given by ψ = ϕ. Suppose {ϕj }n is an orthonormal set.8) where ψ and ψ⊥ are orthogonal.6) (1. Then every ψ ∈ H j=0 can be written as n (1. Hilbert spaces Similarly. 2 (N) is a Hilbert space (1. ψ |2 + ψ⊥ 2 . take M = R and µ a sum of Dirac measures.7) ψ = ψ + ψ⊥ . ψ ϕj . ϕ = 0 and parallel if one is a multiple of the other.

Orthonormal bases Of course. We start by assuming that J is countable.16) j∈J . .1 to arbitrary orthonormal sets {ϕj }j∈J . a1 . (1.12) from which the last claim follows. Then Bessel’s inequality (1.1. . ψ = ϕ + ψ 2 − ϕ − ψ 2 + i ϕ − iψ 2 − i ϕ + iψ 2 . a3 . ψ 1 .1. Then one computes j=0 ˆ ψ−ψ 2 = = ˆ ψ + ψ⊥ − ψ n 2 = ψ⊥ 2 ˆ + ψ −ψ 2 ψ⊥ 2 + j=0 |cj − ϕj . A straightforward calculation shows ϕj . .2. The formula for the norm follows by applying (1. U ψ 2 = ϕ. . ψ ∈ H1 . Problem 1. From (1. j=0 Recall that a scalar product can be recovered from its norm by virtue of the polarization identity 1 ϕ.13) with equality holding if and only if ψ lies in the span of {ϕj }n . (a1 .13) shows that | ϕj .11) in the span of {ϕj }n . ψ |2 (1. ψ |2 (1. fix a vector n ˆ ψ= j=0 cj ϕj . a2 .9) we obtain Bessel’s inequality n | ϕj . Now.14) 4 A bijective operator U ∈ L(H1 . ϕ.2. (1. ) → (0. The operator S : 2 (N) → 2 (N). (1. Orthonormal bases 33 Proof. H2 ) is called unitary if U preserves scalar products: U ϕ. we need to generalize Lemma 1.5) iteratively.15) By the polarization identity this is the case if and only if U preserves norms: U ψ 2 = ψ 1 for all ψ ∈ H1 . The two Hilbert space H1 and H2 are called unitarily equivalent in this case. . a2 . ψ |2 ≤ ψ j=0 2 (1. Is it unitary? 1. ψ − ψ = 0 and hence ψ and ψ⊥ = ψ − ψ are orthogonal. since we cannot assume H to be a finite dimensional vector space. ) clearly satisfies U a = a .

20) where ψ and ψ⊥ are orthogonal. ψ 2= | ϕj .18) j∈J is well-defined and so is ϕj . Now let J be arbitrary. for any finite subset K ⊂ J we have ϕj . ψ = j∈J ϕj . ψ is uniquely characterized as the vector in the span of {ϕj }j∈J being closest to ψ.23) . every ψ in the span of {ϕj }j∈J satisfies ˆ ψ − ψ ≥ ψ⊥ (1. Moreover. Theorem 1. ψ ϕj is Cauchy if and only 2 if j∈J | ϕj . ϕj . ψ |2 + ψ⊥ 2 . Again. Suppose {ϕj }j∈J is an orthonormal set. An orthonormal set which is not a proper subset of any other orthonormal set is called an orthonormal basis due to following result: Theorem 1. Hence there are at most countably many j for which | ϕj . by continuity of the scalar product we see that Lemma 1. In particular.19) In particular. ψ |2 (1. ψ | ≥ ε. ψ ϕj j∈K 2 = j∈K | ϕj . Note that from Bessel’s inequality (which of course still holds) it follows that the map ψ → ψ is continuous. Moreover. ψ | > 0. (ii) For every vector ψ ∈ H we have ψ= j∈J ϕj . (1. ψ | is. ψ |2 (1. Bessel’s inequality shows that for any given ε > 0 there are at most finitely many j for which | ϕj . Thus it follows that | ϕj .17) by the Pythagorean theorem and thus j∈J ϕj . In other words. (1. ψ ϕj . Hilbert spaces converges absolutely. ψ ϕj .3. Then every ψ ∈ H can be written as ψ = ψ + ψ⊥ .21) j∈J ˆ Moreover.22) ˆ with equality holding if and only if ψ = ψ .2. (1. ψ ϕ j . j∈J (1.34 1. For an orthonormal set {ϕj }j∈J the following conditions are equivalent: (i) {ϕj }j∈J is a maximal orthonormal set.1 holds for arbitrary orthonormal sets without modifications. ψ⊥ = 0 for all j ∈ J.

Hence we obtain an orthonormal set {ϕj }N such that span{ϕj }n = span{ψj }n j=0 j=0 j=0 . We will use the notation from Theorem 1. In fact. Now we can construct an orthonormal basis as follows: We begin by normalizing ψ0 ψ0 ϕ0 = . ψ = 0 for all j ∈ J implies ψ = 0. (1. ψn . But then {ϕj }j∈J ∪ {ψ⊥ } would be a larger orthonormal set. ψ 1 ϕ0 Proceeding like this we define recursively ϕn = ψn − ψn − n−1 j=0 n−1 j=0 ϕj . (1.24) (iv) ϕj . Since ψ → ψ is continuous. ϕj = 0 for all j ∈ J we conclude ψ 2 = 0 and hence ψ = 0. ϕ = 0 for all j ∈ J implies ϕ = 0 by (iv). After throwing away some vectors we can assume that ψn+1 canj=0 not be expressed as a linear combinations of the vectors ψ0 . Orthonormal bases 35 (iii) For every vector ψ ∈ H we have ψ 2 = j∈J | ϕj . there would be a unit vector ϕ such that {ϕj }j∈J ∪ {ϕ} is larger orthonormal set. a contradiction. (Problem 1. .17) A Hilbert space is separable if and only if there is a countable orthonormal basis. The set of functions 1 ϕn (x) = √ ein x .27) ψ 1 − ϕ0 . .2. ˜ (i) ⇒ (ii): If ψ⊥ = 0 than we can normalize ψ⊥ to obtain a unit vector ψ⊥ ˜ which is orthogonal to all vectors ϕj . (iv) ⇒ (i): If {ϕj }j∈J were not maximal.1. (ii) ⇒ (iii): Follows since (ii) implies ψ⊥ = 0. (1. it suffices to check conditions (ii) and (iii) on a dense set. ψ 1 ϕ0 ϕ1 = . if H is separable. ψ n ϕj . The corresponding orthogonal expansion is just the ordinary Fourier series. . Proof. 2π n ∈ Z. But ϕj . Example. then there exists a countable total set {ψj }N . (iii) ⇒ (iv): If ψ. ψ |2 .28) This procedure is known as Gram-Schmidt orthogonalization. contradicting maximality of {ϕj }j∈J .25) forms an orthonormal basis for H = L2 (0. ψ n ϕj ϕj . (1.2.26) ψ0 Next we take ψ1 and remove the component parallel to ϕ0 and normalize again ψ 1 − ϕ0 . (1. 2π).

We will assume all Hilbert spaces to be separable. dµ) is separable. In particular.5. In L2 (−1. Hilbert spaces for any finite n and thus also for N . ϕj = 0}. Theorem 1. Hence the set K = j∈J Kj is ˜ ˜ countable as well.3 (iii)). By continuity of the scalar product it follows that M ⊥ is a closed linear subspace and by linearity that . The resulting polynomials are up to a normalization equal to the Legendre polynomials P0 (x) = 1. If fact. In particular. the proof requires Zorn’s lemma: The collection of all orthonormal sets in H can be partially ordered by inclusion. Let me remark that if H is not separable. ψ = 0. Since these are the expansion coefficients of ϕj with ˜ respect to {φk }k∈K . that is. Moreover. it turns out that. ψ → ( ϕj . any linearly ordered chain has an upper bound (the union of all sets in the chain). we infer that j=0 {ϕj }N is an orthonormal basis. ψ )j∈N is unitary (by Theorem 1. this set is countable. P2 (x) = 3 x2 − 1 . But k ∈ K\K implies φk = 0 and hence K = K.. If H is separable. The projection theorem and the Riesz lemma Let M ⊆ H be a subset. Hence Zorn’s lemma implies the existence of a maximal element. then it follows that any other basis is countable as well. if there is one countable basis. Since {ψj }N is total. j=0 Example. 1. (1. We know that there is at least one countable orthonormal basis {ϕj }j∈J . 1) we can orthogonalize the polynomial fn (x) = xn .4. then M ⊥ = {ψ| ϕ. 2 . However.29) (which are normalized such that Pn (1) = 1). up to unitary equivalence. Theorem 1. there still exists an orthonormal basis. Any separable infinite dimensional Hilbert space is unitarily equivalent to 2 (N). then every orthonormal basis is countable. there is only one (separable) infinite dimensional Hilbert space: Let H be an infinite dimensional Hilbert space and let {ϕj }j∈N be any orthogonal basis. Now let {φk }k∈K be a second basis and consider the set Kj = {k ∈ K| φk .3. ∀ϕ ∈ M } is called the orthogonal complement of M . Then the map U : H → 2 (N). it can be shown that L2 (M. P1 (x) = x. Moreover.. an orthonormal basis. Proof.36 1.

ϕ PM ψ = ψ ⊥ . Suppose is a bounded linear functional on a Hilbert space H.33) . to operators : H → C. (1. Let M be a closed linear subspace of a Hilbert space H. In other words. Then there is a vector ϕ ∈ H such that (ψ) = ϕ.2. Theorem 1. The rest ψ − ψ lies in M ⊥ . M ⊥⊥ = M . we can choose ϕ = (ϕ)∗ ϕ. ψ . = ψ.31) since PM ψ.30) and PM ψ. By the Cauchy-Schwarz inequality we know that ϕ : ψ → ϕ. Theorem 1.1. For every ˜ ψ ∈ H we have (ψ)ϕ − (ϕ)ψ ∈ Ker( ) and hence ˜ ˜ 0 = ϕ. ϕ = ψ. (ψ)ϕ − (ϕ)ψ = (ψ) − (ϕ) ϕ. to every ψ ∈ H we can assign a unique vector ψ which is the vector in M closest to ψ. In turns out that in a Hilbert space every bounded linear functional can be written in this way. The operator PM ψ = ψ is called the orthogonal projection corresponding to M . The projection theorem and the Riesz lemma 37 (span(M ))⊥ = M ⊥ . we see that the vectors in a closed subspace M are precisely those which are orthogonal to all vectors in M ⊥ . If ≡ 0 we can choose ϕ = 0. ψ for all ψ ∈ H. Hence the result follows from Theorem 1.3. Since M is closed. In other words. ˜ ˜ ˜ ˜ ˜ In other words. that is. Otherwise Ker( ) = {ψ| (ψ) = 0} is a proper subspace and we can find a unit vector ϕ ∈ Ker( )⊥ . If M is an arbitrary subset we have at least M ⊥⊥ = span(M ).32) Note that by H⊥ = {} we see that M ⊥ = {0} if and only if M is dense. ϕ = ψ . Note that we have 2 PM = PM (1. a Hilbert space is equivalent to its own dual space H∗ = H. it is a Hilbert space and has an orthonormal basis {ϕj }j∈J . Finally we turn to linear functionals. that is. (1.6 (projection theorem). For example we have H⊥ = {0} since any vector in H⊥ must be in particular orthogonal to all vectors in some orthonormal basis. One writes M ⊕ M⊥ = H in this situation. Proof.7 (Riesz lemma). PM ϕ (1. Proof. ˜ ˜ The following easy consequence is left as an exercise. Clearly we have PM ⊥ ψ = ψ − Moreover. then every ψ ∈ H can be uniquely written as ψ = ψ + ψ⊥ with ψ ∈ M and ψ⊥ ∈ M ⊥ . ψ is a bounded linear functional (with norm ϕ ). PM ϕ .

Suppose P1 and P1 are orthogonal projections.6.5. that is. ψ 2 2 . Similarly for H2 . ϕ . P2 ψ ) is equivalent to Ran(P1 ) ⊆ Ran(P2 ). 1 2 (f (x) + f (−x)) is a 1. Problem 1. ϕ)| ≤ C ψ ϕ .4. Problem 1. Show that P1 ≤ P2 (that is ψ. H1 can be identified with {(ψ1 . be a countable collection of Hilbert spaces and define ∞ ∞ ∞ Hj = { j=1 j=1 ψ j | ψ j ∈ Hj .38 1. let Hj j ∈ N.36) It is left as an exercise to verify that H1 ⊕ H2 is again a Hilbert space. Compute its range and kernel. Show that an orthogonal projection PM = 0 has norm one.3. ψ1 1 + ϕ2 . The elements should be products ψ ⊗ ψ of elements ψ ∈ H . ϕ2 ). ψ2 ) ∈ H1 × H2 together with the scalar product (ϕ1 .2.8. Problem 1. ψ j j . Show that a bounded linear operator A is uniquely determined by its matrix elements Ajk = ϕj . (1.34) Then there is a unique bounded operator A such that B(ψ. (1. Hilbert spaces Corollary 1. Show that L(H) is not separable H is infinite dimensional. Aϕk with respect to this basis. (1. ψ2 ). j=1 ψj 2 j < ∞}. Moreover. f (x) → projection.7.37) which becomes a Hilbert space with the scalar product ∞ ∞ ∞ ϕj . (1. Orthogonal sums and tensor products Given two Hilbert spaces H1 and H2 we define their orthogonal sum H1 ⊕H2 to be the set of all pairs (ψ1 . ψ2 ) = ϕ1 .35) Problem 1. Our goal is to construct their ˜ tensor product.4. Prove Corollary 1.38) ˜ Suppose H and H are two Hilbert spaces. (ψ1 . Problem 1. Let {ϕj } be some orthonormal basis. ϕ) = Aψ. Suppose B is a bounded skew liner form. 0)|ψ1 ∈ H1 } and we can regard H1 as a subspace of H1 ⊕ H2 . (1.8. j=1 j=1 ψj = j=1 ϕj . Show P : L2 (R) → L2 (R). It is also custom to write ψ1 + ψ2 instead of (ψ1 . P1 ψ ≤ ψ. |B(ψ. More generally. Problem 1.

y)dµ(x)d˜(y) = 0 ˜ µ (1. Hence we start with the set of all finite linear combinations of ˜ elements of H × H n ˜ F(H. Now ˜ µ ˜ Clearly we have L µ 2 (M. αjk = ˜ αi ϕj . αj ∈ C}. k=1 ˜ βk ψk )} (1.41) ˜ ˜ To show that we which extends to a skew linear form on F(H. We have H ⊗ Cn = Hn . H)/N (H.40) ˜ ˜ and write ψ ⊗ ψ for the equivalence class of (ψ. ϕk are orthonormal bases for H. dµ) ⊗ L2 (M . H) with respect to the induced norm is ˜ of H and H. ˜ called the tensor product H ⊗ H ˜ Lemma 1.39) ˜ ˜ ˜ ˜ ˜ ˜ ˜ Since we want (ψ1 +ψ2 )⊗ ψ = ψ1 ⊗ ψ+ψ2 ⊗ ψ.41). H). H. φ ⊗ φ = ψ. ˜ µ Example. where ˜ ˜ ˜ and (αψ) ⊗ ψ n n n ˜ N (H. dµ) ⊗ L2 (M . respectively. (1. That ϕj ⊗ ϕk is an orthonormal set is immediate from (1. H. dµ) and (M . ˜ ˜ H ⊗ H.1. More˜ ˜ over. dµ × d˜ ). we need to ensure positivity. H)/N (H. H)/N (H. span{ψ ˜ Then ψ= αjk ϕj ⊗ ϕk . H). ψk ) − ( j=1 αj ψj . 0 and pick orthonormal bases ϕj . since span{ϕj }. ψ = j. ˜ Proof. H) = span{ j. it is easy to ˜ ˜ ˜ But the latter is dense in see that ϕj ⊗ ϕk is dense in F(H. ϕk for span{ψi }. Let (M. then ˜ ˜ ϕj ⊗ ϕk is an orthonormal basis for H ⊗ H. ˜ obtain a scalar product. If ϕj . dµ × d˜ ). ψi ˜ ˜ (1. Then M ˜ M (ϕj (x)ϕk (y))∗ f (x. d˜ ) ⊆ L2 (M × M . H)/N (H. φ ψ. d˜ ) = L2 (M × M . ψ). φ (1. Orthogonal sums and tensor products 39 ˜ ˜ and ψ ∈ H. ψj ) ∈ H × H. ˜ µ ˜ L µ 2 (M. ψ⊗(ψ1 + ψ2 ) = ψ⊗ ψ1 +ψ⊗ ψ2 .9. d˜ ) as in our ˜ µ take an orthonormal basis ϕj ⊗ ϕk for L ˜ previous lemma. dµ) ⊗ L2 (M .k |αjk |2 > 0.k=1 ˜ αj βk (ψj . ψj )|(ψj . ψi ϕk . ˜ = ψ ⊗ (αψ) we consider F(H. H).k i and we compute ψ.43) ˜ ˜ The completion of F(H.4. Example. H) = { j=1 ˜ ˜ ˜ αj (ψj . Then we have 2 (M.42) j. (1. Next we define ˜ ˜ ˜ ˜ ψ ⊗ ψ. respectively. Let ψ = i αi ψi ⊗ψi = ˜i }. span{ϕk } is dense in H. d˜) be two measure spaces.44) . respectively.

y)d˜(y) ˜ µ (1. It is straightforward to extend the tensor product to any finite number of Hilbert spaces. then A∗ = (a∗ )1≤j. Let A. then the adjoint operator is defined via ϕ. If H = Cn and A = (ajk )1≤j. x. Proof.40 1.8. M fk (x) = ˜ M ϕk (y)∗ f (x.8). Hilbert spaces implies ϕj (x)∗ fk (x)dµ(x) = 0. (AB)ψ = A∗ ϕ.47) ˜ ˜ Problem 1. y and thus f = 0. (i) and (ii) are obvious. x and ˜ µ-a. B ∈ L(H). But this implies f (x. ˜ such that ψ = αφ and ψ Problem 1. Example. ψ (compare Corollary 1. (iv) follows from A∗ = sup ϕ = ψ =1 | ψ.49) .k≤n . Hence ϕj ⊗ ϕk is a basis for L2 (M × M .10. (1. We have ψ⊗ ψ = φ⊗ φ if and only if there is some α ∈ C\{0} ˜ = α−1 φ. Show (1. We even note ∞ ∞ ( j=1 Hj ) ⊗ H = j=1 (Hj ⊗ H). = A∗ A = AA∗ .45) and hence fk (x) = 0 µ-a. A∗ ϕ | = sup ϕ = ψ =1 | Aψ. (iii) (AB)∗ = B ∗ A∗ . (iii) follows from ϕ. Bψ = B ∗ A∗ ϕ.9.5. kj Lemma 1.46) 1.46) where equality has to be understood in the sense. (1. y) = 0 for µ-a. (1. that both spaces are unitarily equivalent by virtue of the identification ∞ ∞ ( j=1 ψj ) ⊗ ψ = j=1 ψj ⊗ ψ. dµ × d˜) ˜ ˜ µ and equality follows.48) (αA)∗ = α∗ A∗ . A∗ ψ = Aϕ. ϕ | = A . then (i) (A + B)∗ = A∗ + B ∗ . (iv) A = A∗ and A 2 (1. Let A = L(H).e.e. (ii) A∗∗ = A. The C ∗ algebra of bounded linear operators We start by introducing a conjugation for operators on a Hilbert space H.e. ψ .k≤n .

Compute the adjoint of S : (0.10.11. ) → 1. The continuous function C(I) together with complex conjugation form a commutative C ∗ algebra. .53) → 2 (N). If it is closed under the adjoint map it is called a ∗-ideal. ψ. (ab)∗ = b∗ a∗ . . Weak and strong convergence Sometimes a weaker notion of convergence is useful: We say that ψn converges weakly to ψ and write w-lim ψn = ψ n→∞ or ψn ψ. Aψ | (1.1. Problem 1. a Banach algebra A together with an involution (αa)∗ = α∗ a∗ .6) Problem 1. where we have used ϕ = sup As a consequence of A∗ continuous. Let A ∈ L(H).6. (Hint: Problem 0. Note that a∗ = a follows from (1. . . The element a∗ is called the adjoint of a. (1. (a + b)∗ = a∗ + b∗ .52) and aa∗ ≤ a a∗ . .50) sup ϕ =1 = A 2. A∗ Aψ | = Aϕ 2 sup ϕ = ψ =1 | Aϕ. a2 . a∗∗ = a. ). Note that if there is and identity e we have e∗ = e and hence (a−1 )∗ = (a∗ )−1 (show this). a3 . ϕ |. self-adjoint if a = a∗ .6. Show that U : H → H is unitary if and only if U −1 = U ∗ .51) a 2 = a∗ a (1. Show that A is normal if and only if Aψ = A∗ ψ . (orthogonal) projection if a = a∗ = a2 . is called a ∗algebra. An element a ∈ A is called normal if aa∗ = a∗ a. Example. unitary if aa∗ = a∗ a = I. satisfying ψ =1 | = A observe that taking the adjoint is In general. (1. 2 (N) ∀ψ ∈ H. Any subalgebra which is also closed under involution. (1. Problem 1. Weak and strong convergence 41 and A∗ A = = sup ϕ = ψ =1 | ϕ. a2 .52) is called a C ∗ algebra. An ideal is a subspace I ⊆ A such that a ∈ I.54) . b ∈ A implies ab ∈ I and ba ∈ I. a1 . Clearly both self-adjoint and unitary elements are normal. and positive if a = bb∗ for some b ∈ A.12. (a1 .

Hence by the uniform boundedness principle we have ψn = ψn .12. (1. (1. ψn → ϕ. (iv) By (i) we have lim ψn = ψ and hence ψ − ψn 2 = ψ 2 − 2Re( ψ. . (i) ψn ψ implies ψ ≤ lim inf ψn . A sequence ψn is called weak Cauchy sequence if ϕ. (ii) Every weak Cauchy sequence ψn is bounded: ψn ≤ C. ϕ.55) (ii) For every ϕ we have that | ϕ. Example. ψn → ϕ. Since ψn is bounded. Then ψ. then by the usual diagonal sequence argument we can find a subsequence ψnm such that ϕk . ψ for every ϕ ∈ H (show that a weak limit is unique). However. Let H be a Hilbert space. Clearly an orthonormal basis does not have a norm convergent subsequence. Let ϕk be an ONB. let me remark that similar concepts can be introduced for operators. ϕn → 0 for every ψ since these are just the expansion coefficients of ψ. we can at least extract weakly convergent subsequences: Lemma 1.42 1. ψn is Cauchy for every ϕ ∈ H. the weak limit is unique. ψn | ≤ C(ϕ) is bounded. Let ϕn be an (infinite) orthonormal set. Moreover.56) The converse is straightforward. Proof. This is of particular importance for the case of unbounded operators. Every bounded sequence ψn has weakly convergent subsequence. Proof. ≤ C. ψ implies ϕ. Let H be a Hilbert space. ψn → ϕ. ψ = lim inf ψ. (iii) Every weak Cauchy sequence converges weakly. ψnm converges for every ϕ ∈ H and hence ψnm is a weak Cauchy sequence. Hence the unit ball in an infinite dimensional Hilbert space is never compact. ψn ) + ψn 2 → 0. since ϕ.) Clearly ψn → ψ implies ψn ψ and hence this notion of convergence is indeed weaker. (iv) For a weakly convergent sequence ψn and only if lim sup ψn ≤ ψ . Hilbert spaces if ϕ. ψ ˜ ˜ and ϕ. ψn ≤ ψ lim inf ψn . since ϕn = 1. ψnm converges for all k. (ψ − ψ) = 0. (ϕn does not converge to 0. (iii) Let ϕm be an orthonormal basis and define cm = limn→∞ ϕm . Lemma 1. . Then ψ = m cm ϕm is the desired limit. (i) Observe ψ 2 ψ we have: ψn → ψ if = ψ. ψn .11. where convergence in the operator norm makes no sense at all. Finally.

Proof. Lemma 1. ) = (0. (i) and (ii) follow as in Lemma 1. . . ψ = ϕ. However. s-lim An = A n→∞ :⇔ An ψ → Aψ ∀x ∈ D(A) ⊆ D(An ). . .58) Clearly norm convergence implies strong convergence and strong convergence implies weak convergence.13. ) = (xn+1 . (ii) Just use An ψ − Aψ ≤ An ψ − An ϕ + An ϕ − Aϕ + Aϕ − Aψ (1. . . .59) ∗ and the operator Sn ∈ L( 2 (N)) which shifts a sequence n places to the right and fills up the first n places with zeros ∗ Sn (x1 . Consider the operator Sn ∈ L( 2 (N)) which shifts a sequence n places to the left Sn (x1 . Thus at least for normal operators taking adjoints is continuous with respect to strong convergence. (1. if An and A are normal we have (An − A)∗ ψ = (An − A)ψ (1. (i) s-limn→∞ An = A implies A ≤ lim inf An . A∗ ψ n and hence A∗ n s A∗ → n (1.63) ≤ 2C ψ − ϕ + An ϕ − Aϕ .11 (i). x1 . .62) and hence A∗ in this case.57) It is said to converge weakly to A. The same result holds if strong convergence is replaced by weak convergence. . x2 . . (ii) Every strong Cauchy sequence An is bounded: An ≤ C. w-lim An = A n→∞ :⇔ An ψ Aψ ∀ψ ∈ D(A) ⊆ D(An ). x2 .1. . Example.6. n places ∗ Then Sn converges to zero strongly but not in norm and Sn converges weakly to zero but not strongly. (1. 0. . x2 . Suppose An is a sequence of bounded operators. ).60) Note that this example also shows that taking adjoints is not continuous s with respect to strong convergence! If An → A we only have ϕ. ψ → Aϕ.61) A∗ in general. . . xn+2 . (1. A∗ ψ = An ϕ. than s-limn→∞ An = A. . Weak and strong convergence 43 A sequence of operators An is said to converge strongly to A. ). . (iii) If An y → Ay for y in a dense set and An ≤ C. (1.

14 (Stone–Weierstraß. we also have max{f.e. R). Suppose ψn → ψ and ϕn ε 4C and n large ϕ.16.13. z ∈ K there is a function fy. If F ⊂ C(K.65) < ε.) 1. R) contains the identity 1 and separates points (i. Hilbert spaces and choose ϕ in the dense subspace such that ψ − ϕ ≤ ε such that An ϕ − Aϕ ≤ 2 . Problem 1. Appendix: The Stone–Weierstraß theorem In case of a self-adjoint operator. Hence it is important to be able to identify dense sets: Theorem 1. g} = (f + g) − |f − g| 2 (1. if f.z (y) = f (y) and fy. for every x1 = x2 there is some function f ∈ F such that f (x1 ) = f (x2 )). Problem 1. the spectral theorem will show that the closed ∗-algebra generated by this operator is isomorphic to the C ∗ algebra of continuous functions C(K) over some compact set. observe that for given y. since A separates points.13) 1 there is a polynomial pn (t) such that |t|−pn (t) < n and hence pn (f ) → |f |. ψ |. Problem 1. (Hint: M = M ⊥⊥ . We need to find some fε ∈ A with f − fε ∞ (f + g) + |f − g| . 2j ϕ if and only if ψn − ψ (1. Now fix f ∈ C(K. R) be the Banach algebra of continuous functions (with the sup norm).z (z) = f (z) . A subspace M ⊆ H is closed if and only if every weak Cauchy sequence in M has a limit in M . Show that this is wrong without the boundedness assumption. Let {ϕj } be some orthonormal basis. ϕn → ψ. Note that if f ∈ A. ψ for every j.44 1. First of all.z ∈ A such that fy. Let {ϕj }∞ be some orthonormal basis and define j=1 ∞ ψ Show that . In particular. ϕ .7. ψn → ϕj .14. Denote by A the algebra generated by F .64) w is a norm. 2 min{f.. Show that ψn ϕ if and only if ψn is bounded and ϕj . w w = j=1 1 | ϕj . Proof. Suppose K is a compact set and let C(K. Show that ψn → 0. Problem 1. real version). then the algebra generated by F is dense.15. The case of weak convergence is left as an exercise. g} = in A. we have |f | ∈ A: By the Weierstraß approximation theorem (Theorem 0. Then ψn . g in A.

15 (Stone–Weierstraß). we have found a required function. . . in particular this holds for the real and imaginary part for any given complex-valued function. . Hence any real-valued continuous functions can be ˜ approximated by elements from F . x ∈ U (y) (1.16. If F ⊂ C(K) separates points. Since f − ε < fzl < fε . Now fε = min{fz1 . Suppose K is a compact set and let C(K) be the C ∗ algebra of continuous functions (with the sup norm). . Theorem 1. Just observe that F = {Re(f ).68) (1. for every y ∈ K there is a neighborhood U (y) such that fy.z } ∈ A and satisfies fz > f − ε by construction.z (x) > f (x) − ε. . . If F ⊂ C(K) contains the identity 1 and separates points. Im(f )|f ∈ F } satisfies the assumption of the real version. then the closure of the ∗-algebra generated by F is either C(K) or {f ∈ C(K)|f (t0 ) = 0} for some t0 ∈ K. . Next.z . either all f ∈ F vanish at one point t0 ∈ K (there can be at most one such point since F separates points) or there is no such point.1. Suppose K is a compact set and let C(K) be the C ∗ algebra of continuous functions (with the sup norm).69) and a corresponding finite cover V (z1 ).67) and since K is compact. then the ∗algebra generated by F is dense. If there is no such point we can proceed as in the proof of the Stone–Weierstraß theorem to show that the identity can be approximated by elements in A (note that to show |f | ∈ A if f ∈ A we do not need the identity. ˜ Proof. V (zk ). Corollary 1. . There are two possibilities. . . . Since fz (z) = f (z) for every z ∈ K there is a neighborhood V (z) such that fz (x) < f (x) + ε. However. fzk } ∈ A satisfies fε < f + ε. adding the identity to A we get A + C = C(K) and it is easy to see that A = {f ∈ C(K)|f (t0 ) = 0}. fyj . but they are not dense (since the uniform limit of holomorphic functions is again holomorphic). . Note that the additional requirement of being closed under complex conjugation is crucial: The functions holomorphic on the unit ball and continuous on the boundary separate points.7. Proof. . .66) (1. Appendix: The Stone–Weierstraß theorem 45 (show this). If there is such a t0 . U (yj ). . the identity is clearly missing from A. cover K. finitely many. since pn can be chosen to contain no constant term). say U (y1 ). x ∈ V (z) (1. Then fz = max{fy1 .

46

1. Hilbert spaces

Problem 1.17. Show that the of functions ϕn (x) = an orthonormal basis for H = L2 (0, 2π).

√1 ein x , 2π

n ∈ Z, form

1 Problem 1.18. Show that the ∗-algebra generated by fz (t) = t−z , z ∈ C, is dense in the C ∗ algebra C∞ (R) of continuous functions vanishing at infinity. (Hint: Add ∞ to R to make it compact.)

Chapter 2

Self-adjointness and spectrum

2.1. Some quantum mechanics
In quantum mechanics, a single particle living in R3 is described by a complex-valued function (the wave function) ψ(x, t), (x, t) ∈ R3 × R, (2.1)

where x corresponds to a point in space and t corresponds to time. The quantity ρt (x) = |ψ(x, t)|2 is interpreted as the probability density of the particle at the time t. In particular, ψ must be normalized according to |ψ(x, t)|2 d3 x = 1,
R3

t ∈ R.

(2.2)

The location x of the particle is a quantity which can be observed (i.e., measured) and is hence called observable. Due to our probabilistic interpretation it is also a random variable whose expectation is given by Eψ (x) = x|ψ(x, t)|2 d3 x.
R3

(2.3)

In a real life setting, it will not be possible to measure x directly and one will only be able to measure certain functions of x. For example, it is possible to check whether the particle is inside a certain area Ω of space (e.g., inside a detector). The corresponding observable is the characteristic function χΩ (x) of this set. In particular, the number Eψ (χΩ ) = χΩ (x)|ψ(x, t)|2 d3 x =
R3 Ω

|ψ(x, t)|2 d3 x

(2.4) 47

48

2. Self-adjointness and spectrum

corresponds to the probability of finding the particle inside Ω ⊆ R3 . An important point to observe is that, in contradistinction to classical mechanics, the particle is no longer localized at a certain point. In particular, the mean-square deviation (or variance) ∆ψ (x)2 = Eψ (x2 ) − Eψ (x)2 is always nonzero. In general, the configuration space (or phase space) of a quantum system is a (complex) Hilbert space H and the possible states of this system are represented by the elements ψ having norm one, ψ = 1. An observable a corresponds to a linear operator A in this Hilbert space and its expectation, if the system is in the state ψ, is given by the real number Eψ (A) = ψ, Aψ = Aψ, ψ , (2.5) where ., .. denotes the scalar product of H. Similarly, the mean-square deviation is given by ∆ψ (A)2 = Eψ (A2 ) − Eψ (A)2 = (A − Eψ (A))ψ 2 . (2.6)

Note that ∆ψ (A) vanishes if and only if ψ is an eigenstate corresponding to the eigenvalue Eψ (A), that is, Aψ = Eψ (A)ψ. From a physical point of view, (2.5) should make sense for any ψ ∈ H. However, this is not in the cards as our simple example of one particle already shows. In fact, the reader is invited to find a square integrable function ψ(x) for which xψ(x) is no longer square integrable. The deeper reason behind this nuisance is that Eψ (x) can attain arbitrary large values if the particle is not confined to a finite domain, which renders the corresponding operator unbounded. But unbounded operators cannot be defined on the entire Hilbert space in a natural way by the closed graph theorem (Theorem 2.7 below) . Hence, A will only be defined on a subset D(A) ⊆ H called the domain of A. Since we want A to at least be defined for most states, we require D(A) to be dense. However, it should be noted that there is no general prescription how to find the operator corresponding to a given observable. Now let us turn to the time evolution of such a quantum mechanical system. Given an initial state ψ(0) of the system, there should be a unique ψ(t) representing the state of the system at time t ∈ R. We will write ψ(t) = U (t)ψ(0). (2.7)

Moreover, it follows from physical experiments, that superposition of states holds, that is, U (t)(α1 ψ1 (0) + α2 ψ2 (0)) = α1 ψ1 (t) + α2 ψ2 (t) (|α1 |2 + |α2 |2 = 1). In other words, U (t) should be a linear operator. Moreover,

2.1. Some quantum mechanics

49

since ψ(t) is a state (i.e., ψ(t) = 1), we have U (t)ψ = ψ . (2.8)

Such operators are called unitary. Next, since we have assumed uniqueness of solutions to the initial value problem, we must have U (0) = I, U (t + s) = U (t)U (s). (2.9)

A family of unitary operators U (t) having this property is called a oneparameter unitary group. In addition, it is natural to assume that this group is strongly continuous
t→t0

lim U (t)ψ = U (t0 )ψ,

ψ ∈ H.

(2.10)

Each such group has an infinitesimal generator defined by 1 D(H) = {ψ ∈ H| lim (U (t)ψ − ψ) exists}. t→0 t (2.11) This operator is called the Hamiltonian and corresponds to the energy of the system. If ψ(0) ∈ D(H), then ψ(t) is a solution of the Schr¨dinger o equation (in suitable units) i d ψ(t) = Hψ(t). dt (2.12) i Hψ = lim (U (t)ψ − ψ), t→0 t

This equation will be the main subject of our course. In summary, we have the following axioms of quantum mechanics. Axiom 1. The configuration space of a quantum system is a complex separable Hilbert space H and the possible states of this system are represented by the elements of H which have norm one. Axiom 2. Each observable a corresponds to a linear operator A defined maximally on a dense subset D(A). Moreover, the operator corresponding to a polynomial Pn (a) = n αj aj , αj ∈ R, is Pn (A) = n αj Aj , j=0 j=0 D(Pn (A)) = D(An ) = {ψ ∈ D(A)|Aψ ∈ D(An−1 )} (A0 = I). Axiom 3. The expectation value for a measurement of a, when the system is in the state ψ ∈ D(A), is given by (2.5), which must be real for all ψ ∈ D(A). Axiom 4. The time evolution is given by a strongly continuous oneparameter unitary group U (t). The generator of this group corresponds to the energy of the system. In the following sections we will try to draw some mathematical consequences from these assumptions:

50

2. Self-adjointness and spectrum

First we will see that Axiom 2 and 3 imply that observables correspond to self-adjoint operators. Hence these operators play a central role in quantum mechanics and we will derive some of their basic properties. Another crucial role is played by the set of all possible expectation values for the measurement of a, which is connected with the spectrum σ(A) of the corresponding operator A. The problem of defining functions of an observable will lead us to the spectral theorem (in the next chapter), which generalizes the diagonalization of symmetric matrices. Axiom 4 will be the topic of Chapter 5.

2.2. Self-adjoint operators
Let H be a (complex separable) Hilbert space. A linear operator is a linear mapping A : D(A) → H, (2.13) where D(A) is a linear subspace of H, called the domain of A. It is called bounded if the operator norm A = sup
ψ =1

Aψ =

sup
ϕ = ψ =1

| ψ, Aϕ |

(2.14)

is finite. The second equality follows since equality in | ψ, Aϕ | ≤ ψ Aϕ is attained when Aϕ = zψ for some z ∈ C. If A is bounded it is no restriction to assume D(A) = H and we will always do so. The Banach space of all bounded linear operators is denoted by L(H). The expression ψ, Aψ encountered in the previous section is called the quadratic form qA (ψ) = ψ, Aψ , ψ ∈ D(A), (2.15)

associated to A. An operator can be reconstructed from its quadratic form via the polarization identity ϕ, Aψ = 1 (qA (ϕ + ψ) − qA (ϕ − ψ) + iqA (ϕ − iψ) − iqA (ϕ + iψ)) . (2.16) 4

A densely defined linear operator A is called symmetric (or Hermitian) if ϕ, Aψ = Aϕ, ψ , ψ, ϕ ∈ D(A). (2.17) The justification for this definition is provided by the following Lemma 2.1. A densely defined operator A is symmetric if and only if the corresponding quadratic form is real-valued.

taking the imaginary part of the identity qA (ψ + iϕ) = qA (ψ) + qA (ϕ) + i( ψ. In other words.21) For symmetric operators we clearly have A ⊆ A∗ . Aψ and finishes the proof. A = A∗ holds. Conversely. ψ ∈ D(A). Here we write A ⊆ A if ˜ and Aψ = Aψ for all ψ ∈ D(A). then A = A.19) This already narrows the class of admissible operators to the class of symmetric operators by Axiom 3. Example. if A is another ˜ ˜ ˜ symmetric operator such that A ⊆ A. Then.18) shows Re Aϕ.20) ˜ A∗ ψ = ψ The requirement that D(A) is dense implies that A∗ is well-defined. for every f ∈ L2 (Rn . This is for example true in the case of the position operator x. In fact. (2.2. consider Ωn = {x ∈ Rn | |A(x)| ≤ n} Rn . A should be defined maximally. let us tackle the issue of the correct domain. it might contain no vectors other than 0.17) implies that Im(qA (ψ)) = 0. However. then A is called self-adjoint. . Aψ ) (2. equality will not hold in general unless one operator is bounded (Problem 2. ˜ By Axiom 2. which is a special case of a multiplication operator. If in addition.22) given by multiplication with the measurable function A : Rn → C. ψ . a densely defined operator A is symmetric if and only if ψ. However. (2. In addition. Clearly (2. note that (Problem 2. (Af )(x) = A(x)f (x). Aψ . In fact. The adjoint operator A∗ of a densely defined linear operator A is defined by ˜ ˜ D(A∗ ) = {ψ ∈ H|∃ψ ∈ H : ψ. ϕ .2) Ker(A∗ ) = Ran(A)⊥ . note that D(A∗ ) might not be dense in general. Aψ = Aψ. we write A = A ˜ ˜ D(A) ⊆ D(A) ˜ ˜ if both A ⊆ A and A ⊆ A hold. (Multiplication operator) Consider the multiplication operator D(A) = {f ∈ L2 (Rn . ψ = Im ϕ. Aϕ = ψ. Self-adjoint operators 51 Proof. Clearly we have (αA)∗ = α∗ A∗ for α ∈ C and (A + B)∗ ⊇ A∗ + B ∗ provided D(A + B) = D(A) ∩ D(B) is dense. Aϕ − ϕ. For later use.1). dµ) | Af ∈ L2 (Rn . First of all note that D(A) is dense. ψ = Re ϕ. ∀ϕ ∈ D(A)} . dµ) the function fn = χΩn f ∈ D(A) converges to f as n → ∞ by dominated convergence. Next. dµ)}. that is. Replacing ϕ by iϕ in this last equation shows Im Aϕ. Our goal is to show that observables correspond to self-adjoint operators.2. (2. (2.

˜ ˜ ˜ (Af )(x) = A(x)∗ f (x).52 2.25) which shows that χΩn (h(x)A(x)∗ − g(x))∗ ∈ L2 (Rn .27) f ∈ D(A). Such operators are called normal. our calculation only shows A ⊆ A∗ . dµ)}. At first sight this seems to show that the adjoint of Note D(A) ˜ A is A. (2. f ∈ D(A) that h. if A is self-adjoint and B is a symmetric extension. we infer A ⊆ B ⊆ B ∗ ⊆ A∗ = A implying A = B. In fact. Self-adjointness and spectrum Next. Performing a formal computation we have for h. Corollary 2.28) that is. In particular. dµ) | Af ∈ L2 (Rn . f . From the definition (2. But for our calculation we had to assume h ∈ D(A) and there might be some functions in D(A∗ ) which do not satisfy this requirement! In ˜ particular. Since n is arbitrary. if A∗ is densely defined (which is the case if A is symmetric) we can consider A∗∗ . To show that equality holds. χΩn (x)(h(x)A(x)∗ − g(x))∗ f (x)dµ(x) = 0. Furthermore. In the general case we have at least Af = A∗ f for all f ∈ D(A) = D(A∗ ). we need to work a little harder: If h ∈ D(A∗ ) there is some g ∈ L2 (Rn . Af = h(x)∗ A(x)f (x)dµ(x) = ˜ (A(x)∗ h(x))∗ f (x)dµ(x) = Ah. dµ) and thus A∗ is multiplication by A(x)∗ and D(A∗ ) = D(A). (2. (2. (2. A is self-adjoint if A is real-valued.2.23) ˜ where A is multiplication by A(x)∗ . (2. they do not have any symmetric extensions. In particular. let us compute the adjoint of A. f ∈ D(A). Self-adjoint operators are maximal. D(A) = {f ∈ L2 (Rn . we even have h(x)A(x)∗ = g(x) ∈ L2 (Rn . increasing the domain of A implies decreasing the domain of A∗ . dµ). that is.24) ˜ = D(A).20) it is clear that A ⊆ A∗∗ and .26) g(x)∗ f (x)dµ(x). Now note that A ⊆ B ⇒ B ∗ ⊆ A∗ . f ∈ L2 (Rn . dµ) vanishes. dµ) such that h(x)∗ A(x)f (x)dµ(x) = and thus (h(x)A(x)∗ − g(x))∗ f (x)dµ(x) = 0. (2. Thus there is no point in trying to extend the domain of a self-adjoint operator further.

If A is symmetric we have A ⊆ A∗ and hence A = A∗∗ ⊆ A∗ . A∗ ϕ = Aψ.34) . A lies between A and A∗ . 2π) = {f ∈ AC[0. Moreover. g ∈ L1 (a. Consider the operator A0 f = −i d f. A0 f − A∗ g. b]|f (x) = f (a) + a g(t)dt. 2π)} (2. 0 (2. ϕ for all ψ ∈ D(A). where x AC[a. ϕ ∈ D(A∗ ) implies that A is symmetric since A∗ ϕ = Aϕ for ϕ ∈ D(A). that is. (2. dx D(A0 ) = {f ∈ C 1 [0. In summary. ˜ 0 0 for every g ∈ H 1 (0. Example. Integration by parts shows ˜ 2π x ∗ f (x) g(x) − i 0 x 0 g (t)dt ˜ dx = 0 (2. But {f |f ∈ D(A0 )} = x 2π ˜ {h ∈ C(0. b] = {f ∈ C[a. 2π] and A∗ g = g = −ig . If g ∈ D(A∗ ) we 0 0 must have 2π 0 g(x)∗ (−if (x))dx = 0 2π g (x)∗ f (x)dx ˜ (2. Conversely. Self-adjoint operators 53 thus A∗∗ is an extension of A. 2π).31) ˜ and hence g(x) − i 0 g (t)dt ∈ {f |f ∈ D(A0 )}⊥ . 2π] | f (0) = f (2π) = 0}. A is symmetric but not self-adjoint. dx D(A∗ ) = H 1 (0.6). Note that the boundary conditions f (0) = f (2π) = 0 are chosen such that the boundary terms occurring from integration by parts vanish. 2π)| 0 h(t)dt = 0} implying g(x) = g(0) + i 0 g (t)dt since ⊥ and {1}⊥⊥ = span{1}.30) for some g ∈ L2 (0. b)} (2.32) denotes the set of all absolutely continuous functions (see Section 2. (Differential operator) Take H = L2 (0.2. f = i(f (0)g(0)∗ − f (2π)g(2π)∗ ) 0 (2. (i). 2π]|f ∈ L2 (0. this will also follow once we have computed A∗ .33) In particular. g ∈ D(A∗ ) implies g ∈ AC[0.2. 2π]. Thus {f |f ∈ D(A0 )} = {h ∈ H| 1.30) holds with g = −ig and we conclude ˜ A∗ f = −i 0 d f. This extension is closely related to extending a linear subspace M via M ⊥⊥ = M (as we will see a bit later) and thus is called the closure A = A∗∗ of A. 2π). However. ψ. h = 0} = {1} g ∈ AC[0. 2π).29) That A0 is symmetric can be shown by a simple integration by parts (do this). Since A∗∗ ⊆ A∗ we compute 0 = g.

dx D(A0 ) = {f ∈ D(A∗ ) | f (0) = f (2π) = 0}.e..38) (2. Self-adjointness and spectrum and since the boundary values of g ∈ D(A∗ ) can be prescribed arbitrary. 2π] | f (0) = f (2π)}. Thus A0 f = −i d f. (ii). since they coincide on a dense set of vectors. . By definition an eigenvector is a (nonzero) solution of A0 u = zu.40) un (x) = √ einx .36) dx which is clearly an extension of A0 . we 0 must have f (0) = f (2π) = 0. dx D(A∗ ) = {f ∈ H 1 (0. 2π) | f (0) = f (2π)}. the first operator A0 has no eigenvectors at all (i. In particular. A = A∗ and thus A is self-adjoint. that is the same differential equation as before.35) (ii).37) Similarly. 0 (2. Now let us take d f. Again the general solution is u(x) = u(0)eizx and the boundary condition requires u(0) = u(0)e2πiz . Now we look for solutions of Au = zu. (2. Since this must hold for all f ∈ D(A) we conclude g(0) = g(2π) and A∗ f = −i d f. One might suspect that there is no big difference between the two symmetric operators A0 and A from the previous example. we see that all eigenvectors are given by 1 n ∈ Z. as before. 2π which are well-known to form an orthonormal basis. (i). D(A) = {f ∈ C 1 [0. However. Thus A∗ ⊆ A∗ and we compute 0 Af = −i 0 = g. The general solution of the differential equation is u(x) = u(0)eizx and the boundary conditions imply u(x) = 0. f = if (0)(g(0)∗ − g(2π)∗ ). z ∈ C.39) satisfying the boundary conditions u(0) = u(2π) = 0 (since we must have u ∈ D(A0 ). (2. that is. Af − A∗ g. Either u(0) = 0 (which is of no use for us) or z ∈ Z. solutions of the equation A0 ψ = zψ. Hence there are no eigenvectors. Thus there are two possibilities. (2. Compute the eigenvectors of A0 and A from the previous example. but now subject to the boundary condition u(0) = u(2π).54 2. a solution of the ordinary differential equation u (x) = zu(x) (2. the converse is true: For example. z ∈ C) whereas the second one has an orthonormal basis of eigenvectors! Example.

Self-adjoint operators 55 We will see a bit later that this is a consequence of self-adjointness of A. then there is only one selfadjoint extension (if B is another one.5. Our example shows that symmetry is easy to check (in case of differential operators it usually boils down to integration by parts). Equivalently.. Since Ran(A + z ∗ ) = H. Let ψ ∈ D(A∗ ) and A∗ ψ = ψ. Aψ)|ψ ∈ D(A)} ⊂ H2 . A bounded operator is closed if and only if its domain is closed (show this!).4. This situation is more delicate and will be investigated in Section 2. ϕ = ϑ. For Aψ to be well-defined. Otherwise there might be more than one selfadjoint extension or none at all. but computing the adjoint of an operator is a nontrivial job even in simple situations. if a given symmetric operator A turns out not to be self-adjoint. Now we compute ˜ ϑ ∈ D(A) such that (A + z ˜ ψ. and hence ψ = ϑ ∈ D(A) since Ran(A + z) = H. Then A is self-adjoint. A is called closed if A = A. we will learn soon that self-adjointness is a much stronger property than symmetry justifying the additional effort needed to prove it. we will need more information on the closure of an operator. which is the case if and only if the graph of A is closed. We will use a different approach which avoids the use of the adjoint operator. Let A be symmetric such that Ran(A + z) = Ran(A + z ∗ ) = H for one z ∈ C. On the other hand. (A + z)ϕ .41) . Aψn ) → (ψ. Lemma 2. if (ψn . Two cases need to be distinguished. In this case A is called closable and the ˜ (ψn . ϕ ∈ D(A).2). we need that ˜ implies ψ = 0. Hence it will be important to know whether a given operator is selfadjoint or not. That is. The simplest way of extending an operator A is to take the closure of its ˜ graph Γ(A) = {(ψ. To proceed further.2. If A is self-adjoint. (A + z)ϕ = ψ + z ∗ ψ. with the graph norm ψ 2 Γ(A) = ψ closed). A is closed if and only if Γ(A) equipped 2 + Aψ 2 is a Hilbert space (i. In this case A is called essentially self-adjoint and D(A) is called a core for A. ψ) ˜ we might try to define Aψ = ψ.e. We will establish equivalence with our original definition in Lemma 2.3. there is a ∗ )ϑ = ψ + z ∗ ψ. we have A ⊆ B and hence A = B by Corollary 2. ϕ = (A + z ∗ )ϑ. Aψn ) → (0. (2.2. Clearly. However. ψ) unique operator A which satisfies Γ(A) = Γ(A) is called the closure of A. ˜ Proof. Since we have seen that computing A∗ is not always easy. a criterion for self-adjointness not involving A∗ will be useful. this raises the question of self-adjoint extensions.

Let us compute the closure of the operator A0 from the previous example without the use of the adjoint operator. let us collect a few important results. ψ) Γ(A) = 0 ∀(ψ. and only if D(A Moreover. ψ)| ψ. then (A∗ )−1 = (A−1 )∗ . −1 If A is closable and A is injective. ϕ). ψ) = (ψ. (iii). ψ ∀ϕ ∈ D(A∗ )} ˜ ˜ 2 ˜ ˜ = {(ϕ. then Ker(A∗ ) = Ran(A)⊥ = {0} and Γ((A∗ )−1 ) = V Γ(A∗ ) = V U Γ(A)⊥ = U V Γ(A)⊥ = U (V Γ(A))⊥ (2. ϕ) ∈ H2 | ϕ. ϕ = 0.42) (2. Aψ = ϕ. Thus f ∈ AC[0.43) and comparing with the last formula shows A∗∗ = A. Next. ψ) ∈ Γ(A) if and only if ψ ∈ D(A∗ )⊥ .45) . (ψ. From Γ(A∗ ) = {(ϕ. In this case. −ϕ). (2. (i) A∗ is closed. then A = A−1 . Let f ∈ D(A0 ) and let fn ∈ D(A0 ) be a sequence such that fn → f . (i). Lemma 2. (ii). Next note that (provided A is injective) Γ(A−1 ) = V Γ(A).46) (2. Hence A is closable if ∗ ) is dense.4.43) also shows A∗ = A∗ . 2π] and f (0) = 0. Suppose A is a densely defined operator. ψ) = (ψ.44) ˜ ˜ we see that (0. (ii) A is closable if and only if D(A∗ ) is dense and A = A∗∗ respectively (A)∗ = A∗ in this case. Conversely. ϕ). replacing A by A∗ in (2. From Γ(A) = Γ(A)⊥⊥ = (U Γ(A∗ ))⊥ ˜ ˜ = {(ψ. Hence if Ran(A) is dense.56 2.43) V (ϕ. ϕ) ∈ H | (−ϕ. equation (2. 2π Moreover f (2π) = limn→0 0 fn (t)dt = 0. A∗ ϕ − ψ. (iii) If A is injective and the Ran(A) is dense. any such f can be approximated by functions in D(A0 ) (show this). Let us consider the following two unitary operators from H2 to itself U (ϕ. ψ) ∈ Γ(A)} ˜ ˜ = U (Γ(A)⊥ ) = (U Γ(A))⊥ we conclude that A∗ is closed. ∀ϕ ∈ D(A∗ )} (2. Self-adjointness and spectrum Example. Proof. Then x fn → g and hence f (x) = 0 g(t)dt. A0 fn → −ig.

• Ran(A + z) = Ran(A + z ∗ ) = H. Moreover. −1 then A = A−1 by Γ(A −1 ) = V Γ(A) = V Γ(A) = Γ(A−1 ). By taking the closure of A it is no restriction to assume that A is closed. If A is bounded than it is easy to see that Γ(A) is closed.3 to the case of essential self-adjoint operators.7 (closed graph). Aψ ≥ 0 for all ψ ∈ D(A). that is ψ. Hence (A − z)−1 is bounded and closed. As noted earlier Ker(A∗ ) = Ran(A)⊥ . setting ψ = (A − z)−1 ϕ (y = 0) shows (A − z)−1 ≤ |y|−1 .3 finishes the general case. In particular. and hence the two conditions are equivalent. A symmetric operator A is essentially self-adjoint if and only if one of the following conditions holds for one z ∈ C\R. Since it is densely defined by assumption. The argument for the non-negative case with z < 0 is similar using ε ψ 2 ≤ | ψ. Lemma 2.47) If A ∈ L(H) we clearly have D(A∗ ) = H and by Corollary 1. We have A ∈ L(H) if and only if A∗ ∈ L(H). Let z = x + iy. since A = A∗∗ we obtain Theorem 2. Then A∗ is well defined and for all unit vectors . If A is non-negative. we can also prove the closed graph theorem which shows that an unbounded operator cannot be defined on the entire Hilbert space. • Ker(A∗ + z) = Ker(A∗ + z ∗ ) = {0}. (2.5.48) we infer that Ker(A−z) = {0} and hence (A−z)−1 exists.6. From (A−z)ψ 2 = (A−x)ψ −iyψ 2 = (A−x)ψ 2 +y 2 ψ 2 ≥ y 2 ψ 2 . In addition.2. 0). ε > 0. Theorem 2. (2. Let H1 and H2 be two Hilbert spaces and A an operator defined on all of H1 .2. So let us assume that Γ(A) is closed. Replacing z by z ∗ and applying Lemma 2. Now we can also generalize Lemma 2. if A is closable and A is injective.8 A ∈ L(H). Proof. Proof. (A + ε)ψ |2 ≤ ψ (A + ε)ψ which shows (A + ε)−1 ≤ ε−1 . its domain Ran(A + z) must be equal to H. Then A is bounded if and only if Γ(A) is closed. Similarly. we can also admit z ∈ (−∞. Self-adjoint operators 57 shows that (A∗ )−1 = (A−1 )∗ .

There is a good way of doing this for non-negative operators and hence we will consider this case first. dµ) | A1/2 f ∈ L2 (Rn . D(A) ⊆ HA ⊆ H. ψ n − ψm ψn A A + ψn . Example.54) A(x)|f (x)|2 dµ(x) . positive) if ψ. If A is positive. A ≥ 0.50) defined on D(A). This follows from ψn 2 A = ≤ ψn . then it is also Cauchy in H (since ψ ≤ ψ A by assumption) and hence we can identify it with the limit of (ψn ) regarded as a sequence in H.58 2. To avoid this. the map (ϕ. Hence by the uniform boundedness principle there is a constant C such that ∗ ∗ ∗∗ ϕ = A ϕ ≤ C. n large. dµ). A is bounded and so is A = A . ψ) → ϕ. For this identification to be unique. there might be sequences which are Cauchy with respect to this scalar product but not with respect to our original one. then ψn A → 0. Let HA be the completion of D(A) with respect to the above scalar product. which satisfies ψ ≤ ψ A .53) (2. However. An operator is called non-negative (resp. (Multiplication operator) Let A be multiplication by A(x) ≥ 0 in L2 (Rn . Self-adjointness and spectrum ϕ ∈ D(A∗ ) we have that the linear functional ϕ (ψ) = A∗ ϕ. Aψ | ≤ Aψ . we introduce the scalar product ϕ. If (ψn ) is a Cauchy sequence in D(A). Aψ ≥ 0 (resp. (A + 1)ψ . ψ ∈ Q(A) = HA . the difficult part remaining is to show that an observable has at least one self-adjoint extension. ψ A = ϕ. That is. ψ A − ψ 2 . (2. Finally we want to draw some some further consequences of Axiom 2 and show that observables correspond to self-adjoint operators. ψ m A A ψn − ψm + ψn (A + 1)ψm (2. Aψ is a scalar product. > 0 for ψ = 0) for all ψ ∈ D(A).49) ϕ (ψ) = | ϕ. (2. Clearly the quadratic form qA can be extended to every ψ ∈ HA by setting qA (ψ) = ψ.51) since the right hand side can be made arbitrarily small choosing m. We claim that HA can be regarded as a subspace of H. we need to show that if (ψn ) ⊂ D(A) is a Cauchy sequence in HA such that ψn → 0. ψ is pointwise bounded (2.52) The set Q(A) is also called the form domain of A. that is. Since selfadjoint operators are already maximal. Then Q(A) = D(A1/2 ) = {f ∈ L2 (Rn . dµ)} and qA (x) = Rn (2.

In fact. Now we come to our extension result.55) ˜ Since HA is dense. ∀ϕ ∈ HA } .58) (ii). ϕ A for all ϕ ∈ HA . ˜ ϕ is bounded linear functional on HA . ˜ ˜ ψ ∈ HA such that ψ. ˜ ˜ + 1)ψ = ψ and hence A + 1 is onto. D(A) = {f ∈ C 2 [0. Self-adjoint operators 59 (show this). Note that A + 1 is injective and ˜ ˜ the best we can hope for is that for a non-negative extension A. ˜ (A Now it is time for another Example. Hence there is an element ϕ → ψ.8. for any ψ ∈ H. Indeed. (2. By the definition of A. (2. (2. Let us take H = L2 (0.2. (2. First of all. since π g. ϕ = ψ.57) Note that the boundary conditions f (0) = f (π) = 0 are chosen such that the boundary terms occurring from integration by parts vanish. the same calculation also shows that A is positive π 0 f (x)∗ (−f )(x)dx = 0 π |f (x)|2 dx > 0. ψ is well-defined. ψ . Next let us show HA = {f ∈ H 1 (0. π) and fn (x) = 0 fn (t)dt . it is straightforward to check that A is symmetric π 0 g(x)∗ (−f )(x)dx = 0 π g (x)∗ f (x)dx = 0 π (−g )(x)∗ f (x)dx. bijection from D(A) Lemma 2. ˜ ˜ It is also not hard to see that Ran(A + 1) = H. A + 1 is a ˜ onto H. Let us define an operator A by ˜ ˜ D(A) = {ψ ∈ HA |∃ψ ∈ H : ϕ.2. π) and consider the operator d2 f. π). f = 0. π) | f (0) = f (π) = 0}. Suppose A is a non-negative operator. π] | f (0) = f (π) = 0}.59) we see that fn is Cauchy in HA if and only if both fn and fn are Cauchy x in L2 (0. ˜ Proof. Thus fn → f and fn → g in L2 (0. Moreover.56) dx2 which corresponds to the one-dimensional model of a particle confined to a box. ψ ˜−ψ ˜ Aψ = ψ A ˜ = ϕ. (2. Moreover. using integration by parts twice. then there is a non˜ ˜ negative extension A such that Ran(A + 1) = H. Af = − (i). it is straightforward to see ˜ that A is a non-negative extension of A. f A = 0 g (x)∗ f (x) + g(x)∗ f (x) dx.

Moreover. (2. we infer Ran(A ± i) = H. So we see f ∈ H 2 (0. Moreover. As an immediate consequence we obtain Corollary 2.60) Integration by parts on the right hand side shows π 0 g (x)∗ f (x)dx = − 0 π g (x)∗ 0 x ˜ (f (t) − f (t))dt dx (2. for any ϕ ∈ H there is a ψ ∈ D(A2 ) such that (A − i)(A + i)ψ = (A + i)(A − i)ψ = ϕ (2. instead. π) | f (0) = f (π) = 0}. f A = g. Using gn − 0 gn (t)dt instead of gn π x it is no restriction to assume 0 gn (t)dt = 0. which has a symmetric extension whose range is H. The converse is easy and hence d2 ˜ Af = − 2 f. We have f ∈ D(A) if for ˜ such that g. π)} and Af = −f . . π]. (2. π) = ˜ {f ∈ AC[0. Observables correspond to self-adjoint operators. That is. Self-adjointness and spectrum implies f (x) = 0 g(t)dt.9. Finally. π]|f ∈ H 1 (0. ˜ ˜ (iii).64) and since (A ± i)ψ ∈ D(A). let us compute the extension A. f (0) = 0 is obvious π π and from 0 = fn (π) = 0 fn (t)dt we have f (π) = limn→∞ 0 fn (t)dt = 0.60 2. Thus f ∈ AC[0. So we have HA ⊆ {f ∈ H 1 (0. 1 + A2 is maximally defined and hence is equal to this extension. f . In other words. By our requirement for observables. Now define fn (x) = 0 gn (t)dt and note fn ∈ D(A) → f . D(1 + A2 ) = D(A2 ). dx ˜ D(A) = {f ∈ H 2 [0.63) Now let us apply this result to operators A corresponding to observables. Ran(1 + A2 ) = H.61) or equivalently π 0 g (x)∗ f (x) + 0 x ˜ (f (t) − f (t))dt dx = 0. we will consider 1 + A2 . But there is another important consequence of the results which is worth while mentioning. ˜ all g ∈ HA there is an f π 0 x g (x)∗ f (x)dx = 0 π ˜ g(x)∗ (f (x) − f (x))dx. Since A will. in general. not satisfy the assumptions of our lemma. π] | f (0) = f (π) = 0}. To see the converse π approximate f by smooth functions gn .62) Now observe {g ∈ H|g ∈ HA } = {h ∈ H| 0 h(t)dt = 0} = {1}⊥ and thus x ˜ f (x) + 0 (f (t) − f (t))dt ∈ {1}⊥⊥ = span{1}. π (2.

The resolvent set of A is defined by ρ(A) = {z ∈ C|(A − z)−1 ∈ L(H)}. The complement of the resolvent set is called the spectrum σ(A) = C\ρ(A) (2.7. Resolvents and spectra Let A be a (densely defined) closed operator. d Problem 2.2. qA (ψ) = ψ.9. In particular. z ∈ σ(A) if A − z has a nontrivial kernel.65) ˜ Then there is a self-adjoint extension A which is also bounded from below ˜ ⊆ HA−γ . π) | f (0) = f (π) = 0} 1 and let ψ(x) = 2√π x(π −x). by γ and which satisfies D(A) Proof. 2 Problem 2. D(A) = {f ∈ H 2 (0. so is A + z for any z ∈ C. Give an example where equality does not hold. Show that if A is bounded and B closed.3. 2.10 (Friedrichs extension). Show that A is normal if and only if AA∗ = A∗ A. Show (αA)∗ = α∗ A∗ and (A+B)∗ ⊇ A∗ +B ∗ (where D(A∗ + B ∗ ) = D(A∗ ) ∩ D(B ∗ )) with equality if one operator is bounded.3. A2 ψ = 0.4. The rest is straightforward. (2. . it suffices to check that A − z is bijective. Problem 2. Show that normal operators are closed. that is. Show that A∗ A (with D(A∗ A) = {ψ ∈ D(A)|Aψ ∈ D(A∗ )} is self-adjoint. Aψ ≥ γ ψ 2 .2. By the closed graph theorem (Theorem 2. Problem 2.7). Resolvents and spectra 61 Theorem 2.) Problem 2. Show that the kernel of a closed operator is closed. z ∈ ρ(A) if and only if (A − z) : D(A) → H is bijective and its inverse is bounded.66) More precisely.8.5.3. Let A be a semi-bounded symmetric operator.6.21). (Hint: A∗ A ≥ 0. Show (2. Suppose A is a closed operator.1. then BA is closed. Problem 2. Problem 2.67) of A. Show that if A is normal. Aψ = ψ. Problem 2. A vector ψ ∈ Ker(A − z) is called an eigenvector and z is called eigenvalue in this case. Problem 2. Let A = − dx2 . (2. Find the error in the following argument: Since A is symmetric we have 1 = Aψ.8. γ ∈ R. Replacing A by A − γ we can reduce it to the case considered in Lemma 2.

(2. dµ)} (2. (2.68) D((A − z)−1 ) = {f ∈ L2 (Rn . Example. (Multiplication operator) Consider again the multiplication operator D(A) = {f ∈ L2 (Rn . (2. (2. (2.76) . f (0) = f (2π)} (2. 2π] | f ∈ L2 . ρ(A∗ ) = ρ(A)∗ . By the variation of constants formula the solution is given by (this can also be easily verified directly) x (2.72) A−z = 1 A−z ∞ (2. Self-adjointness and spectrum The function RA : ρ(A) → L(H) z → (A − z)−1 is called resolvent of A. Clearly (A − z)−1 is given by the multiplication operator (Af )(x) = A(x)f (x). (A − z)−1 f (x) = 1 f (x). But (A − z)−1 equivalent to µ({x| |A(x) − z| ≥ ε}) = 0 and hence ≤ 1 ε is ρ(A) = {z ∈ C|∃ε > 0 : µ({x| |A(x) − z| ≤ ε}) = 0}.71) given by multiplication with the measurable function A : Rn → C. We already know that the eigenvalues of A are the integers and that the corresponding normalized eigenfunctions 1 un (x) = √ einx 2π form an orthonormal basis.74) in L2 (0.62 2. 2π). dµ) | whenever this operator is bounded.75) f (x) = f (0)eizx + i 0 eiz(x−t) g(t)dt. To compute the resolvent we must find the solution of the corresponding inhomogeneous equation −if (x) − z f (x) = g(x). dµ) | Af ∈ L2 (Rn .73) Moreover. dx D(A) = {f ∈ AC[0.70) Example.69) In particular. z is an eigenvalue of A if µ(A−1 ({z})) > 0 and χA−1 ({z}) is a corresponding eigenfunction in this case. Note the convenient formula RA (z)∗ = ((A − z)−1 )∗ = ((A − z)∗ )−1 = (A∗ − z ∗ )−1 = RA∗ (z ∗ ). A(x) − z 1 f ∈ L2 (Rn . dµ)}. (Differential operator) Consider again the differential operator Af = −i d f.

3. Now fix z = z0 and use (2. ϕ = R∞ ψ for some ψ ∈ H.83) converges to a bounded operator if |z − z0 | < RA (z0 ) −1 and clearly we expect z ∈ ρ(A) and Rn → RA (z) in this case. Rn Aψ = ψ + (z − z0 )ϕn−1 + z0 ϕn (2. Resolvents and spectra 63 Since f must lie in the domain of A. t)g(t)dt. (2. (2. the inverse cannot exist in this case. x. . (2.77) (Since z ∈ Z are the eigenvalues.80) recursively to obtain n −i .78) where G(z. for ψ ∈ D(A). In fact. (2. If z.85) and hence R∞ (A − z)ψ = ψ after taking the limit. 1−e−2πiz i . t<x z ∈ C\Z. x. Similarly. ψ + zϕ) shows ϕ ∈ D(A) (since A is closed) and (A − z)R∞ ψ = ψ. The second follows after interchanging z and z . Thus R∞ = RA (z) as anticipated. (2.) Hence (A − z)−1 g(x) = 0 2π G(z. Aϕn ) → (ϕ.2. we have the first resolvent formula RA (z) − RA (z ) = (z − z )RA (z)RA (z ) = (z − z )RA (z )RA (z). Then a quick calculation shows ARn ψ = ψ + (z − z0 )ϕn−1 + z0 ϕn .84) Hence (ϕn . (A − z)−1 − (z − z )(A − z)−1 (A − z )−1 = (A − z)−1 (1 − (z − A + A − z )(A − z )−1 ) = (A − z )−1 . z ∈ ρ(A).79) (2.80) RA (z) = j=0 (z − z0 )j RA (z0 )j+1 + (z − z0 )n+1 RA (z0 )n+1 RA (z). Let R∞ = limn→∞ Rn and set ϕn = Rn ψ. 1−e2πiz t>x .82) The sequence of bounded operators n Rn = j=0 (z − z0 )j RA (z0 )j+1 (2. we must have f (0) = f (2π) which gives f (0) = i e−2πiz − 1 0 2π e−izt g(t)dt. z ∈ C\Z. t) = eiz(x−t) In particular σ(A) = Z.81) which proves the first equality. (2.

Then z ∈ ρ(A) is impossible by 1 = ψn = RA (z)(A − z)ψn ≤ RA (z) (A − z)ψn → 0. the right hand side is a bounded operator from H → Ran(A) = D(A−1 ) and (A−1 − z −1 )(−zARA (z))ϕ = (−z + A)RA (z)ϕ = ϕ. Let us also note the following spectral mapping result.87) there is a sequence zn → z and corresponding vectors ϕn ∈ H such that RA (z)ϕn ϕn −1 → ∞.89) (2. As a consequence we obtain the useful Lemma 2. Let ψn be a Weyl sequence.90) (2. Lemma 2.87) In fact. (2. (2. a similar argument verifies the Neumann series for the resolvent n−1 RA (z) = − j=0 ∞ Aj 1 + n An RA (z) j+1 z z Aj .88) (2. we have Aψ = zψ if and only if A−1 ψ = z −1 ψ. Suppose A is injective. The resolvent set ρ(A) is open and RA : ρ(A) → L(H) is holomorphic.86) = − j=0 In summary we have proved the following Theorem 2. σ(A))−1 and if A is bounded we have {z ∈ C| |z| > A } ⊆ ρ(A). ϕ ∈ H. Conversely. Such a sequence is called Weyl sequence.91) . RA (z) ≥ dist(z. z j+1 |z| > A . then σ(A−1 )\{0} = (σ(A)\{0})−1 . that is. Proof. If z is a boundary point of ρ(A). Let ψn = RA (zn )ϕn and rescale ϕn such that ψn = 1. by (2.64 2.11. Proof. it has an absolutely convergent power series expansion around every point z0 ∈ ρ(A). (2. Then we claim RA−1 (z −1 ) = −zARA (z) = −z − RA (z).12. Then ϕn → 0 and hence (A − z)ψn = ϕn + (zn − z)ψn ≤ ϕn + |z − zn | → 0 shows that ψn is a Weyl sequence.13. In addition. then the converse is also true. We have z ∈ σ(A) if there is a sequence ψn ∈ D(A) such that ψn = 1 and (A − z)ψn → 0. In addition. Self-adjointness and spectrum If A is bounded. Suppose z ∈ ρ(A)\{0}.

Theorem 2. Proof. ∞).92) Thus z −1 ∈ ρ(A−1 ). Conversely. Next. we have λ1 ψ 1 and (λ1 − λ2 ) ψ1 . If σ(A) ⊆ R. If Aψj = λj ψj .94) The result does not imply that two linearly independent eigenfunctions to the same eigenvalue are orthogonal. z ∈ C\(−∞. Proof. A ≥ 0). If H is finite dimensional. Aψ . Moreover. ψ2 = 0. In the infinite dimensional case this is no longer true in general. However. it is essentially self-adjoint on span{ϕj }. we can always find an orthonormal basis of eigenvectors. Then all eigenvalues are real and eigenvectors corresponding to different eigenvalues are orthogonal. Then A is self-adjoint if and only if σ(A) ⊆ R and A ≥ 0 if and only if σ(A) ⊆ [0.2. ψ1 = λ∗ ψ1 2 1 (2.95) 2 = ψ1 .6. let us characterize the spectra of self-adjoint operators. Let A be self-adjoint. finishing the proof. Resolvents and spectra 65 Conversely. RA (z) ≤ |Im(z)|−1 and. Theorem 2.93) For the eigenvalues and corresponding eigenfunctions we have: Lemma 2. Aψ1 = ψ1 . (2. j = 1.15. we obtain Theorem 2. then inf σ(A) = inf ψ∈D(A).14. Let A be symmetric. In particular. if A is self-adjoint (resp. . it is no restriction to assume that they are since we can use Gram-Schmidt to find an orthonormal basis for Ker(A − λ). Aψ1 = λ1 ψ1 .3.16. In particular. The rest follows after interchanging the roles of A and A−1 . then RA (z) exists for z ∈ C\R (resp. ψ2 − Aψ1 .17. z ∈ C\R. if there is an orthonormal basis of eigenvectors. 2. then Ran(A + z) = H. (2. if A ≥ 0. Let A be symmetric. if ψ ∈ D(A−1 ) = Ran(A) we have ψ = Aϕ and hence (−zARA (z))(A−1 − z −1 )ψ = ARA (z)((A − z)ϕ) = Aϕ = ψ. then A is essentially self-adjoint. λ < 0. λ1 ψ1 = ψ1 . However. RA (λ) ≤ |λ|−1 . Suppose A is a symmetric operator which has an orthonormal basis of eigenfunctions {ϕj }.6. and hence A is selfadjoint by Lemma 2. then A is essentially self-adjoint. 0]) and satisfies the given estimates as has been shown in the proof of Lemma 2. (2. ψ =1 ψ. ψ2 = Aψ1 .

100) ˜ RA (z)Aψ + ARA (z)ϕ ˜ Aψ + ϕ . (2.86). Compute the resolvent of A.13. Then φ = j=0 λj ±i ϕj ∈ D(A) and (A ± i)φ = ψ shows that Ran(A ± i) is dense. Suppose A is self-adjoint. Recall that a bijection U is called unitary if U ψ. then n RA (z)ψ = − j=0 1 Aj ψ + o( n+1 ). ψ2 = U ∗ ψ1 . z j+1 z as Im(z) → ∞. U ψ2 = 0 since U ψ = zψ implies U ∗ψ = U −1 ψ = z −1 ψ = z ∗ ψ. Compute the resolvent of Af = f . D(A) = {f ∈ H 1 [0. ψ . π)|f (0) = f (π) = 0}.98) Problem 2. D(A) = {f ∈ H 2 . If U ψj = zj ψj . U ∗ U ψ = ψ. Consider the set of all finite linear combinations ψ = j=0 cj ϕj cj n which is dense in H. Since U ≤ 1 we have σ(U ) ⊆ {z ∈ C| |z| ≤ 1}. where ψ ∈ D(A) and ϕ ≤ ε. (2.19. if ψ ∈ D(An ). For every ψ ∈ H we have lim Im(z)→∞ ARA (z)ψ = 0. U ψ = ψ. What is the spectrum of an orthogonal projection? Problem 2. Let U be unitary. we note the following asymptotic expansion for the resolvent. we can characterize the spectra of unitary operators. All eigenvalues have modulus one and eigenvectors corresponding to different eigenvalues are orthogonal.66 2. Lemma 2.18. Self-adjointness and spectrum n Proof. Thus U is unitary if and only if U ∗ = U −1 . Similarly.10. (2. Then ARA (z)ψ ≤ ≤ by (2. d Problem 2. 2 (0. then σ(U ) ⊆ {z ∈ C| |z| = 1}. Proof.99) Theorem 2. U −1 is also unitary and hence σ(U ) ⊆ {z ∈ C| |z| ≥ 1} by Lemma 2. In addition. 2 we have (z1 − z2 ) ψ1 . Moreover.96) In particular. 1] | f (0) = 0} and show that unbounded operators can have empty spectrum.11. It suffices to prove the first claim since the second then follows as in (2.48). j = 1. finishing the proof.97) Proof. (2. Im(z) (2. ˜ ˜ Write ψ = ψ + ϕ. Compute the eigenvalues and eigenvectors of A = − dx2 . ψ2 − ψ1 .12.

if and only if both A1 and A2 are. given an operator A it might be useful to write A as orthogonal sum and investigate each part separately. D(A) = j D(Aj ) (2. Setting H = H1 ⊕ H2 we can define an operator A = A1 ⊕ A2 . j RAj (z) ≤ ε Conversely.14. be two given Hilbert spaces and let Aj : D(Aj ) → Hj be two given operators. Orthogonal sums of operators Let Hj . then RAj (z) ≤ ε−1 and hence −1 shows that z ∈ ρ(A)..105) (the closure can be omitted if there are only finitely many terms).101) 2. (essentially) self-adjoint. Proof. Find a Weyl sequence for the self-adjoint operator A = d2 − dx2 . What is σ(A)? (Hint: Cut off the solutions of −u (x) = z u(x) outside a finite ball.4. 2. We say that H1 reduces the operator A if P1 A ⊆ AP1 .103) and we have Theorem 2. Suppose Aj are self-adjoint operators on Hj . D(A) = D(A1 ) ⊕ D(A2 ) (2. Clearly A is closed.) Problem 2. Let H1 ⊆ H be a closed subspace and let P1 be the corresponding projector. Suppose A is bounded. RA∗ A (z) = (A∗ RAA∗ (z)A − 1) .2. By Ran(A ± i) = (A ± i)D(A) = j (Aj ± i)D(Aj ) = j Hj = H we see that A is self-adjoint. j σ(Aj )) > 0. ∞). if z ∈ j σ(Aj ) set ε = d(z.104) where σ(A) = j σ(Aj ) (2.13.4. if z ∈ σ(Aj ) there is a corresponding Weyl sequence ψn ∈ D(Aj ) ⊆ D(A) and hence z ∈ σ(A).20.102) by setting A(ψ1 + ψ2 ) = A1 ψ1 + A2 ψ2 for ψj ∈ D(Aj ). z z (2. j = 1. Note that this . z ∈ ρ(A) = C\σ(A) (2. then A = j Aj is self-adjoint and RA (z) = j RAj (z). Moreover. etc. Orthogonal sums of operators 67 Problem 2. Show that the spectrum of AA∗ and A∗ A coincide away from 0 by showing 1 1 RAA∗ (z) = (ARA∗ A (z)A∗ − 1) . Conversely. The same considerations apply to countable orthogonal sums A= j Aj . D(A) = H 2 (R) for z ∈ (0.

then there is a sequence ψn ∈ D(A) such that ψn → ψ and Aψn → Aψ. P1 D(A) ⊆ D(A) and hence P2 D(A) = (I − P1 )D(A) ⊆ D(A). In Section 2. Since AP1 ψ = Aψ1 and P1 Aψ = P1 Aψ1 + P1 Aψ2 = Aψ1 + P1 Aψ2 we need to show P1 Aψ2 = 0. Clearly A ⊆ A1 ⊕ A2 .15. (2. where Aj ψ = Aψ.21. Now let us turn to the second claim. Self-adjointness and spectrum implies P1 D(A) ⊆ D(A). ψj = Pj ψ ∈ D(A).107) Proof. However. Then Pj ψn → Pj ψ and APj ψn = Pj Aψn → P Aψ. If this operator turns out to be essentially self-adjoint. Thus we see D(A) = D(A1 ) ⊕ D(A2 ). there is a unique self-adjoint extension and everything is fine. if we set H2 = H⊥ . But what happens in the general case? Is there more than . In particular. Lemma 2.2 we have seen that A is essentially self-adjoint if Ker(A∗ − z) = Ker(A∗ − z ∗ ) = {0} for one z ∈ C\R. (2.108) 2. K± = Ran(A ± i)⊥ = Ker(A∗ i).106) If A is closable. Self-adjoint extensions It is safe to skip this entire section on first reading.5. If A is self-adjoint. if it is not. Pj ψ ∈ D(A) and APj ψ = P Aψ. if ψ ∈ D(Aj ) we have Aψ = APj ψ = Pj Aψ ∈ Hj and thus Aj : D(Aj ) → Hj which proves the first claim. D(Aj ) = Pj D(A) ⊆ D(A). But this follows since ϕ. In fact. Moreover. Show (A1 ⊕ A2 )∗ = A∗ ⊕ A∗ . Conversely. Moreover. then A = A1 ⊕ A2 .68 2. 1 2 (2. ψ2 = 0 for every ϕ ∈ D(A). it is important to find out if there are self-adjoint extensions at all (for physical problems there better are) and to classify them. Suppose H1 ⊆ H reduces A. any other z ∈ C\R would be as good). then H1 also reduces A and A = A1 ⊕ A2 . In many physical applications a symmetric operator is given. then H1 reduces A if P1 D(A) ⊆ D(A) and AP1 ψ ∈ H1 for every ψ ∈ D(A). (2.109) defect indices of A (we have chosen z = i for simplicity. If d− (A) = d+ (A) = 0 there is one self-adjoint extension of A. if ψ ∈ D(A) we can write ψ = ψ1 ⊕ ψ2 . As already noted. suppose ψ ∈ D(A). P1 Aψ2 = AP1 ϕ. namely A. Problem 2. Hence self-adjointness is related to the dimension of these spaces and one calls the numbers d± (A) = dim K± . we have H = H1 ⊕H2 1 and P2 = I − P1 reduces A as well.

This is possible if and only if both spaces have the same dimension. V1 its Cayley transform. Since A is symmetric we have (A ± i)ψ 2 = Aψ 2 + ψ 2 for all ψ ∈ D(A) by a straightforward computation.115) (2. (1 V )ϕ = ±2iIm V ϕ. Then D(A1 ) = D(A) + (1 − V1 )K+ = {ψ + ϕ+ − V1 ϕ+ |ψ ∈ D(A).110) Theorem 2. Thus A is self-adjoint if and only if its Cayley transform V is unitary. (2. (2. if and only if d+ (A) = d− (A). ϕ for all ϕ ∈ D(V ) by a straightforward computation. (1−V )ϕ = i (1−V )ϕ. V ϕ = ϕ for all ϕ ∈ D(V )) for which Ran(1 + V ) is dense. A symmetric operator has self-adjoint extensions if and only if its defect indices are equal.2.112) (2. Proof. let V be given and use the last equation to define A. 2i(A + i)−1 (2. Moreover. finding a self-adjoint extension of A is equivalent to finding a unitary extensions of V and this in turn is equivalent to (taking the closure and) finding a unitary operator from D(V )⊥ to Ran(V )⊥ .111) which shows that A is the Cayley transform of V and finishes the proof. A is symmetric. Conversely. ψ = −i (1+V )ϕ. 2iV (1 − V )−1 (2.113) 2A(A + i)−1 .22. And thus for every ϕ = (A + i)ψ ∈ D(V ) = Ran(A + i) we have V ϕ = (A − i)ψ = (A + i)ψ = ϕ . In this case let A1 be a self-adjoint extension.23.. Finally observe A ± i = ((1 + V ) ± (1 − V ))(1 − V )−1 = 2i(1 − V )−1 . Next observe 1 ± V = ((A − i) ± (A + i))(A + i)−1 = which shows D(A) = Ran(1 − V ) and A = i(1 + V )(1 − V )−1 . And thus for every ψ = (1 − V )ϕ ∈ D(A) = Ran(1 − V ) we have Aψ.116) .114) that is. (1+V )ϕ = ψ. Since V is isometric we have (1 ± V )ϕ.5. or maybe none at all? These questions can be answered by virtue of the Cayley transform V = (A − i)(A + i)−1 : Ran(A + i) → Ran(A − i). Self-adjoint extensions 69 one extension.e. Theorem 2. Aψ . The Cayley transform is a bijection from the set of all symmetric operators A to the set of all isometric operators V (i. ϕ+ ∈ K+ } (2. that is.

120) θ ∈ [0. Hence d(z1 ) = d(z2 ) = d± (A). The same arguments as before show that there is a one to one correspondence between the selfadjoint extensions of A and the unitary operators on Cd(z) . 2π)|f (2π) = eiθ f (0)}. First of all we note that instead of z = i we could use V (z) = (A + z ∗ )(A + z)−1 for any z ∈ C\R. d Example. Proof. f ∈ D(A). . Recall the operator A = −i dx . 1 − eiθ e2π e2π − eiθ The functions in the domain of the corresponding operator Aθ are given by (2. Moreover. The following items are equivalent. Clearly K± = span{e x } is one dimensional and hence all unitary maps are of the form Vθ e2π−x = eiθ ex . 2π). Suppose A is a closed symmetric operator with equal defect indices d = d+ (A) = d− (A). In particular.25.121) e iθ = ˜ (2. • D(V ) = Ran(A + i) is closed. . (A1 ± i)−1 = (A ± i)−1 ⊕ where {ϕ+ } j i 2 j (2. Self-adjointness and spectrum and A1 (ψ + ϕ+ − V1 ϕ+ ) = Aψ + iϕ+ + iV1 ϕ+ . and thus we have D(Aθ ) = {f ∈ H 1 (0. 2π).117) ϕ± . j j Corollary 2. fθ (x) = f (x) + α(e2π−x − eiθ ex ). ˜ ˜ (2. D(A∗ ) = H 1 (0. α ∈ C. fθ satisfies fθ (2π) = eiθ fθ (0).24. (ϕ± − ϕj ). D(A) = {f ∈ H 1 (0. • A is closed. Let d± (z) = dim K± (z).70 2.118) is an orthonormal basis for K+ and ϕ− = V1 ϕ+ . K+ (z) = Ran(A + z)⊥ respectively K− (z) = Ran(A + z ∗ )⊥ .123) Concerning closures we note that a bounded operator is closed if and only if its domain is closed and any operator is closed if and only if its inverse is closed. 2π)|f (0) = d f (2π) = 0} with adjoint A∗ = −i dx .119) (2. Then dim Ker(A∗ − z ∗ ) = d for all z ∈ C\R.122) (2. Hence we have Lemma 2. j j (2.

Next. ϕ ϕj (z) ∈ Ran(A − z)⊥ . Hence we have (A1 − z)−1 − (A2 − z)−1 = j ϕj (z). (2. Proof. (2. and ACψ = CAψ. Then {Kϕj } is an orthonormal set in Ran(A − i)⊥ .126) Proof. j = 1. If Aj . Suppose the symmetric operator A is C-real. Finally. . (Al − z)−1 ϕk (z) . Now computation the adjoint once using ((Aj − once using ( j ψj . (2. ϕ .128) z ∗ )−1 and z)−1 )∗ = (Aj − ψj (z). A skew linear map C : H → H is called a conjugation if it satisfies C 2 = I and Cψ. Self-adjoint extensions 71 • Ran(V ) = Ran(A − i) is closed. 2 are self-adjoint extensions and if {ϕj (z)} is an orthonormal basis for Ker(A∗ − z ∗ ). An operator A is called C-real if CD(A) ⊆ D(A). ψ ∈ D(A). . . Hence {ϕj } is an orthonormal basis for Ran(A + i)⊥ if and only if {Kϕj } is an orthonormal basis for Ran(A − i)⊥ . Hence it suffices to consider it for vectors ϕ = j ϕj (z). Let {ϕj } be an orthonormal set in Ran(A + i)⊥ . ψj (z). ϕj (z). The prototypical example is of course complex conjugation Cψ = ψ ∗ . Theorem 2. then its defect indices are equal.2. ψj (z ∗ ) = j j (2.26. . ϕj )∗ = j ϕj . Cϕ = ψ. • V is closed.129) . (2. Lemma 2. ϕk (z ∗ ).27. since D(A) = C 2 D(A) ⊆ CD(A). .k 1 2 (αjk (z) − αjk (z)) ϕk (z). First observe that ((A1 − z)−1 − (A2 − z)−1 )ϕ is zero for every ϕ ∈ Ran(A−z). then (A1 − z)−1 − (A2 − z)−1 = j.127) where ψj (z) = ((A1 − z)−1 − (A2 − z)−1 )ϕj (z). (2. we give a useful criterion for the existence of self-adjoint extensions.124) Note that in this case CD(A) = D(A).125) where l αjk (z) = ϕj (z ∗ ). ψj we obtain ϕj (z ∗ ). we note the following useful formula for the difference of resolvents of self-adjoint extensions. .5. Hence the two spaces have the same dimension.

b)} loc (2. g is determined uniquely a. b) = {f ∈ L2 (a. the limit is zero if the endpoint is infinite. b] = {f ∈ AC(a.130) and finishes the proof. Can you give a self-adjoint extension of A0 .e. That is. We denote by x AC(a. g ∈ AC[a. b)} ⊆ C[a. b). Then f is bounded and limx↓a f (j) (x) respectively limx↑b f (j) (x) exist for 0 ≤ j ≤ m − 1.6. f is absolutely continuous if and only if it can be written as the integral of some locally integrable function.. note that x m |f (j) (x)|2 = |f (j) (c)|2 + 2 c Re(f (j) (t)∗ f (j+1) (t))dt (2. b). (2. b]. Suppose f ∈ H m (a. By Corollary A. then f (j+1) is integrable near this endpoint and hence the claim follows. b). c ∈ (a. . f (j+1) ∈ L2 (a. Note that AC(a. Compute the defect indices of A0 = i dx .16. If the endpoint is finite. In particular. b)|f (x) = f (c) + c g(t)dt. 2. D(A0 ) = Cc ((0. Since f (j) is square integrable the limit must be zero. b) is a vector space.134) Then we have Lemma 2. b) = {f ∈ C(a.72 2. b)|f (j) ∈ AC(a. Appendix: Absolutely continuous functions Let (a.33 f (x) = f (c) + c g(t)dt is differentiable a. b)|g ∈ L1 (a. ϕk (z) ϕj (z ∗ ) (2.133) We set H (a.135) shows that the limit exists (dominated convergence). If [a.e. b] is a compact interval we set AC[a. b).131) the set of all absolutely continuous functions. Proof. d ∞ Problem 2. If f. Self-adjointness and spectrum Evaluating at ϕk (z) implies ψk (z) = j ψj (z ∗ ). Moreover.132) f (x)g (x) = f (b)g(b) − f (a)g(a) − a a f (x)g(x)dx. If the endpoint is infinite. 0 ≤ j ≤ m − 1}. (with respect to Lebesgue measure) and f (x) = g(x). b] we have the formula of partial integration b b x (2.28. ∞)). b) ⊆ R be some interval. g ∈ L1 (a. (2. m ≥ 1.

b). the lower derivatives are then automatically in L2 .6. b) is finite.133). b)}. (2. 0 ≤ j ≤ m − 1. 2 2. For an infinite endpoint this can also be shown directly. Problem 2. b)? (Hint: Start with the case where (a. that it suffices to check that the function plus the highest derivative is in L2 . b)|f (j) ∈ AC(a. Show that H 1 (a. f (r) ∈ L2 (a. but it is much easier to use the Fourier transform (compare Section 7.2.) .1). b) = {f ∈ L2 (a. (Hint: Fubini) Problem 2. b) in H 1 (a. H m (a. What is the closure of C0 (a.19. Appendix: Absolutely continuous functions 73 Let me remark.1 = a |f (t)|2 dt + a |f (t)|2 dt (2.137) ∞ Problem 2. b) together with the norm b b f is a Hilbert space.136) For a finite endpoint this is straightforward. Show (2.18. That is.17.

.

The spectral theorem In this section we want to address the problem of defining functions of a self-adjoint operator A in a natural way. this system of ordinary differential equations is solved by the matrix exponential ψ(t) = exp(−itH)ψ(0). 3. However. no problems arise. such that (f +g)(A) = f (A)+g(A). which might not be the case for a a quantum system. But how do we diagonalize a self-adjoint operator? The answer is known as the spectral theorem.1. (f ∗ )(A) = f (A)∗ . Hence we could consider convergent power series or equip the space of polynomials with the sup norm.1) i ψ(t) = Hψ(t).Chapter 3 The spectral theorem The time evolution of a quantum mechanical system is governed by the Schr¨dinger equation o d (3. (f g)(A) = f (A)g(A). (3. In both cases this only 75 . the best way to compute the matrix exponential.4) As long as f and g are polynomials. If we want to extend this definition to a larger class of functions. we will need to perform some limiting procedure.3) For this approach the boundedness of H is crucial. and H is hence a matrix. n! (3. and to understand the underlying dynamics.2) exp(−itH) = n=0 (−it)n n H . is to diagonalize H. dt If H = Cn . This matrix exponential can be defined by a convergent power series ∞ (3. that is.

Example. P (R\Ω) = I − P (Ω). Since χΩ (λ)2 = χΩ (λ). we will defer this problem and begin by developing a functional calculus for a family of characteristic functions χΩ (A). It is straightforward to verify that any projection-valued measure satisfies P (∅) = 0.6) is a projection valued measure. Let H = Cn and A ∈ GL(n) be some symmetric matrix. Example.7) is a projection valued measure (Problem 3. rather than norm convergence. Let H = L2 (R) and let f be a real-valued measurable function. (3. A projection-valued measure is a map P : B → L(H). it even suffices to require weak convergence. .11 (iv). such that the following two conditions hold: (i) P (R) = I. The spectral theorem works if the operator A is bounded. Let λ1 . (3. we will use characteristic functions χΩ (A) instead of powers Aj . n P (Ωn ) = P (Ω). . since for a multiplication operator the norm is just the sup norm of the function. the corresponding operators should be orthogonal projections.76 3. λm be its (distinct) eigenvalues and let Pj be the projections onto the corresponding eigenspaces. (ii) If Ω = n Ωn with Ωn ∩ Ωm = ∅ for n = m. Denote the Borel sigma algebra of R by B. Furthermore. To overcome this limitation. then P (Ω)ψ for every ψ ∈ H (strong σ-additivity). n P (Ωn )ψ = P (Ω)ψ. since w-lim Pn = P for some orthogonal projections implies 2 s-lim Pn = P by ψ. Pn ψ = ψ. Ω → P (Ω). However. Moreover.8) . we should also have χR (A) = I and χΩ (A) = n χΩj (A) for any finite j=1 union Ω = n Ωj of disjoint sets. . .2). In fact. Then PA (Ω) = {j|λj ∈Ω} Pj (3. P (Ω)∗ = P (Ω) and P (Ω)2 = P (Ω). norm convergence does not even hold in the simplest case where H = L2 (I) and P (Ω) = χΩ (multiplication operator). The only remaining problem is of course j=1 the definition of χΩ (A). Then P (Ω) = χf −1 (Ω) (3. that is. Pn ψ = Pn ψ 2 together with Lemma 1. Pn ψ = Pn ψ.5) from the Borel sets to the set of orthogonal projections. n P (Ωn )ψ = Note that we require strong convergence.

by Cauchy-Schwarz.9) we infer P (Ω1 )P (Ω2 ) + P (Ω2 )P (Ω1 ) = 0. strong right continuity is equivalent to weak right continuity. (ii) P (λ1 ) ≤ P (λ2 ) (that is ψ.16) we also have the following complex Borel measures 1 µϕ. Then.3): (i) P (λ) is an orthogonal projection. For any simple function f = n αj χΩj (where Ωj = f −1 (αj )) j=1 (3. 4 (3. Now let us turn to integration with respect to our projection-valued measure. suppose Ω1 ∩ Ω2 = ∅ first. P (λ2 )ψ ) or equivalently Ran(P (λ1 )) ⊆ Ran(P (λ2 )) for λ1 ≤ λ2 . Moreover.13) which has the properties (Problem 3. As before. taking the square of (3.ψ (Ω)| ≤ ϕ ψ .ψ (Ω) = ϕ. we also have P (Ω1 )P (Ω2 ) = P (Ω1 ∩ Ω2 ).1. Picking ψ ∈ H. (iii) s-limλn ↓λ P (λn ) = P (λ) (strong right continuity). The corresponding distribution function is given by µ(λ) = ψ.14) Note also that. For the general case Ω1 ∩ Ω2 = ∅ we now have P (Ω1 )P (Ω2 ) = (P (Ω1 − Ω2 ) + P (Ω1 ∩ Ω2 ))(P (Ω2 − Ω1 ) + P (Ω1 ∩ Ω2 )) = P (Ω1 ∩ Ω2 ) as stated.9) Indeed. P (Ω)ψ = P (Ω)ψ 2 with µψ (R) = ψ 2 < ∞. Using the polarization identity (2.3. To every projection-valued measure there corresponds a resolution of the identity P (λ) = P ((−∞. P (λ1 )ψ ≤ ψ. λ]) (3. P (Ω)ψ = (µϕ+ψ (Ω) − µϕ−ψ (Ω) + iµϕ−iψ (Ω) − iµϕ+iψ (Ω)). for every resolution of the identity there is a unique projection valued measure. (iv) s-limλ→−∞ P (λ) = 0 and s-limλ→+∞ P (λ) = I. The spectral theorem 77 and P (Ω1 ∪ Ω2 ) + P (Ω1 ∩ Ω2 ) = P (Ω1 ) + P (Ω2 ). |µϕ. P (λ)ψ and since for every distribution function there is a unique Borel measure (Theorem A.12) . (3.2).10) (3. (3. we obtain a finite Borel measure µψ (Ω) = ψ.11) Multiplying this equation from the right by P (Ω2 ) shows that P (Ω1 )P (Ω2 ) = −P (Ω2 )P (Ω1 )P (Ω2 ) is self-adjoint and thus P (Ω1 )P (Ω2 ) = P (Ω2 )P (Ω1 ) = 0.

For general f they follow from continuity. there is a unique extension of P to a bounded linear operator P : B(R) → L(H) (whose norm is one) from the bounded Borel functions on R (with sup norm) to the set of bounded linear operators on H. Hence P is a C ∗ algebra homomorphism.1. Moreover. P (f ∗ ) = P (f )∗ . φ(ab) = φ(a)φ(b) and φ(a∗ ) = φ(a)∗ . The last claim follows from the dominated convergence theorem and (3. Theorem 3.ψ (Ωj ) shows (3. the operator P is a linear map from the set of simple functions into the set of bounded linear operators on H.18) that P has norm one.17) remain true. (3. Then the operator P : B(R) → L(H) f → R f (λ)dP (λ) is a C ∗ algebra homomorphism with norm one. The properties P (1) = I. In addition. P (f )ψ = R αj µϕ. (3.17) Equipping the set of simple functions with the sup norm this implies P (f )ψ ≤ f ∞ ψ (3.16) f (λ)dµϕ. In particular.15) In particular. Proof.19) . j (3. then P (fn ) → P (f ) strongly. P (f )ψ = ϕ. Then ϕ.78 3.ψ (λ) and. Since the simple functions are dense in the Banach space of bounded Borel functions B(R). P (f )ψ 2 = j |αj |2 µψ (Ωj ) (the sets Ωj are disjoint) shows P (f )ψ 2 = R |f (λ)|2 dµψ (λ). P (χΩ ) = P (Ω). The spectral theorem we set n P (f ) ≡ R f (λ)dP (λ) = j=1 αj P (Ωj ). and P (f g) = P (f )P (g) are straightforward for simple functions f . by linearity of the integral. if fn (x) → f (x) pointwise and if the sequence supλ∈R |fn (λ)| is bounded. A C ∗ algebra homomorphism φ is a linear map between two C ∗ algebras which respects both the multiplication and the adjoint. Recall that the set L(H) of all bounded linear mappings on H forms a C ∗ algebra. that is.17). Let P (Ω) be a projection-valued measure on H. There is some additional structure behind this extension.16) and (3. (3.

Motivated by (3.22) In particular. (3. Indeed. In addition.21) Example.27) .26) holds for fn by our previous theorem. P (f )ψ = R g ∗ (λ)f (λ)dµϕ.17). the bounded Borel function fn = χΩn f. The operator P (f ) has some additional properties.26) Proof. dµψ ). Let f be given and define fn . Then m PA (f ) = j=1 f (λj )Pj . Theorem 3. ψ (3. Now observe that dµψn = χΩn dµψ and hence ψn ∈ Df .P (f )ψ = g ∗ f dµϕ. (3. For any Borel function f . dµψ ).ψ . ˜ ˜ P (fn )ψ converges to some vector ψ. P (f )ψ = P (f ∗ )ϕ. One calls an unbounded operator A normal if D(A) = D(A∗ ) and Aψ = A∗ ψ for all ψ ∈ D(A). (3.23) This is clearly a linear subspace of H since µαψ (Ω) = |α|2 µψ (Ω) and since µϕ+ψ (Ω) ≤ 2(µϕ (Ω) + µψ (Ω)) (by the triangle inequality). D(P (f )) = Df .3. The spectral theorem 79 As a consequence. Since we expect the resulting operator to be unbounded. P (f ) is a linear operator such that (3.17) hold.24) and abbreviate ψn = P (Ωn )ψ.17) since χΩn → 1 in L2 (R. Next we want to define this operator for unbounded Borel functions. Since (3. Ωn = {λ| |f (λ)| ≤ n}. Let H = Cn and A ∈ GL(n) respectively PA as in the previous example. (3. we need a suitable domain first. observe P (g)ϕ. For every ψ ∈ Df . PA (f ) = A for f (λ) = λ.16) and (3. ψn → ψ by (3. we get ϕ.20) and thus dµP (g)ϕ. We define P (f )ψ = ψ.25) is normal and satisfies P (f )∗ = P (f ∗ ). the operator P (f ) = R f (λ)dP (λ). (3.1. let Ωn be defined as in (3.17) we set Df = {ψ ∈ H| R |f (λ)|2 dµψ (λ) < ∞}. because of (3. Moreover.2. By construction. Ωn as above. Moreover. (3.ψ (λ) (3.24) converges to f in the sense of L2 (R. Df is dense.

The operators A in H and A in H are said to be unitarily equivalent if ˜ ˜ U A = AU.28) for any ϕ ∈ H. A set of spectral vectors is called a spectral basis if j Hψj = H. dµψ )} (since ϕ = P (f )ψ implies dµϕ = |f |2 dµψ ) and the above equation still holds. Otherwise we need to extend this approach. ϕ (3. ϕ for all ∗ )ψ = P (Ω )ψ since we have ˜ ϕ ∈ Df by definition. By (3. Now let us return to our original problem and consider the subspace Hψ = {P (f )ψ|f ∈ L2 (R. Moreover. U ψ = ˜ ˜ ϕ. U D(A) = D(A). ϕ = ψ. the relation Uψ (P (f )ψ) = f defines a unique unitary operator Uψ : Hψ → L2 (R. P (f )P (Ωn )ϕ = P (Ωn )ψ.17). dµψ ). then fn converges to some f in L2 (since ψn − ψm 2 = |fn − fm |2 dµψ ) and hence ψn → P (f )ψ.31) Observe that this subspace is closed: If ψn = P (fn )ψ converges in H. That P (f ) is normal follows from P (f )ψ 2 = P (f ∗ )ψ 2 = R |f (λ)|2 dµψ . P (fn )ϕ = ψ. dµψ )} ⊆ H. (3. Thus it remains to show that ˜ D(P (f )∗ ) ⊆ Df . This proves existence of the limit n→∞ R lim ∗ |fn |2 dµψ (λ) = lim P (fn )ψ n→∞ 2 ˜ = lim P (Ωn )ψ n→∞ 2 ˜ = ψ 2 . (3. If ψ ∈ D(P (f )∗ ) we have ψ. The spectral theorem for any ϕ. ψ ∈ Df . ψ ∈ Df = D(f ∗ ) by continuity. These considerations seem to indicate some kind of correspondence be˜ tween the operators P (f ) in H and f in L2 (R. ψ . dµψ ).33) (3.80 3. (3. Luckily a spectral basis always exist: . if f is unbounded we have Uψ (Df ∩Hψ ) = D(f ) = {g ∈ L2 (R. Recall that U : H → H is called unitary if it is a bijection which preserves scalar products U ϕ. dµψ ) such that Uψ P (f ) = f Uψ . (3. P (f )ϕ = ψ. Now observe that P (fn n ∗ ˜ P (fn )ψ.29) which implies f ∈ L2 (R. If ψ is cyclic. The vector ψ is called cyclic if Hψ = H. A is self-adjoint if and only if A is and σ(A) = σ(A).30) ˜ ˜ Clearly. that is. dµψ )|f g ∈ L2 (R. A set {ψj }j∈J (J some index set) is called a set of spectral vectors if ψj = 1 and Hψi ⊥ Hψj for all i = j. our picture is complete.32) where f is identified with its corresponding multiplication operator. To see the second equality use P (fn )ϕ = P (fm χn )ϕ = P (fm )P (Ωn )ϕ for m ≥ n and let m → ∞.

Then we have αP (f ) + βP (g) ⊆ P (αf + βg).3. β ∈ C.34) and a corresponding unitary operator U= n Uψn : H → n L2 (R. D(αP (f ) + βP (g)) = D|f |+|g| (3.1. Let H = C2 and A = . For every projection valued measure P . there is an (at most countable) spectral basis {ψn } such that H= n Hψn (3. take the orthogonal complement ψ1 . Using this canonical form of projection valued measures it is straightforward to prove Lemma 3. since H is separable. 1) are a spectral basis.36) Proof. In particular. The minimal cardinality of a spectral basis is called spectral multiplicity of P . Choose the result to be ψ2 . it can be at most equal to the cardinality of an ordinary basis. P (f )ψj = ψ. First of all observe that if {ψj }j∈J is a spectral set and ψ ⊥ Hψj for all j we have Hψ ⊥ Hψj for all j. ˜ Hence H = span{ψj } ⊆ Hψ . it is at most countable. Proceeding ˜ like this we get a set of spectral vectors {ψj } such that span{ψj } ⊆ j Hψj . If A = there is no cyclic vector (why) 0 1 and hence the spectral multiplicity is two. U P (f ) = f U. However. g be Borel functions and α. ψ ⊥ Hψj implies P (g)ψ ⊥ Hψj for every bounded function g since P (g)ψ. 0) and ψ2 = 0 1 (0. 0 0 Example. But P (g)ψ with g bounded is dense in Hψ implying Hψ ⊥ Hψj . ˜ ˜ Now start with some total set {ψj }. dµψn ) (3. Indeed. ψ = (1. (3. However.3. U Df = D(f ). the spectrum is called simple. Then ψ1 = (1. j j It is important to observe that the cardinality of a spectral basis is not well-defined (in contradistinction to the cardinality of an ordinary basis of the Hilbert space). The spectral theorem 81 Lemma 3. 1) is cyclic and hence the 1 0 spectrum of A is simple. This can be easily done using a Gram-Schmidt type construction. Let f. If the spectral multiplicity is one. Move to the first ψ 1 with respect to Hψ1 and normalize it.35) such that for any Borel function f . It suffices to show that a spectral basis exists.4. P (g ∗ f )ψj = 0.37) . Normalize ψ1 and choose this to be ˜j which is not in Hψ .

by polarization. So let A be a given self-adjoint operator and consider the expectation of the resolvent of A.ψ (λ).82 3. Such functions are called Herglotz functions. for each ϕ. Moreover. (3.40) µψ (λ) = lim lim δ↓0 ε↓0 π −∞ M Conversely.4) that Fψ (z) is a holomorphic map from the upper half plane to itself. the measure µψ can be reconstructed from Fψ (z) by Stieltjes inversion formula 1 λ+δ Im(Fψ (t + iε))dt. if Fψ (z) is a Herglotz function satisfying |F (z)| ≤ Im(z) . D(P (f )P (g)) = Dg ∩ Df g . that to every projection valued measure P we can assign a self-adjoint operator A = R λdP (λ). It is called spectral measure corresponding to ψ. a comparison with our previous considerations begs us to define a family of .41) This function is holomorphic for z ∈ ρ(A) and satisfies Fψ (z ∗ ) = Fψ (z)∗ and |Fψ (z)| ≤ ψ 2 Im(z) (3. that is. then it is the Borel transform of a unique measure µψ (given by Stieltjes inversion formula). RA (z)ψ = R 1 dµψ (λ).14). Moreover. (3.42) (see Theorem 2.38) Now observe.16) the corresponding quadratic form is given by Fψ (z) = ψ. More generally.80) shows Im(Fψ (z)) = Im(z) RA (z)ψ 2 (3. ψ ∈ H we can find a corresponding complex measure µϕ. RA (z)ψ = R 1 dµϕ. λ−z (3. it is a Herglotz function. (3. RA (z)ψ .ψ is conjugate linear in ϕ and linear in ψ. The spectral theorem and P (f )P (g) ⊆ P (f g). The question is whether we can invert this map.43) that it maps the upper half plane to itself. we consider the resolvent RA (z) = R (λ − z)−1 dP (λ). λ−z (3. So by our above remarks.44) The measure µϕ. the first resolvent formula (2. Fψ (z) = ψ. It can be shown (see Section 3. To do this.ψ such that ϕ.39) which is know as the Borel transform of the measure µψ . By (3. Moreover. there is a corresponding measure µψ (λ) given by Stieltjes inversion formula.

PA (Ω)ψ = R χΩ (λ)dµϕ.ψ (λ).5. Proof. The family of operators PA (Ω) forms a projection valued measure. The spectral theorem 83 operators PA (Ω) via ϕ.ψ (λ) = (λ − z)−1 dµϕ. (3. The operators PA (Ω) are non negative (0 ≤ ψ. RA (z)RA (˜)ψ z z λ − z RA (z )ϕ.ψ ˜ 1 = ( ϕ.80)) 1 ∗ dµ (λ) = RA (z ∗ )ϕ. PA (Ω)ψ λ − z ϕ.PA (Ω)ψ (λ) = χΩ (λ)dµϕ. We first show PA (Ω1 )PA (Ω2 ) = PA (Ω1 ∩ Ω2 ) in two steps. RA (˜)ψ ) z z−z ˜ 1 1 1 1 dµϕ.ψ (λ) = (3.ψ (λ) since a Herglotz function is uniquely determined by its measure.ψ (λ) R R λ−z ϕ. In particular.18 which imply µψ (R) = ψ 2 . Now we can prove the spectral theorem for self-adjoint operators. Now let Ω = n ∞ n=1 Ωn with Ωn ∩ Ωm = ∅ for n = m. PA (Ω)ψ = µψ (Ω) (3.ψ (λ) = χΩ (λ)dµϕ.8 since | ϕ. Equivalently we have since χΩ1 χΩ2 = χΩ1 ∩Ω2 . The relation PA (R) = I follows from (3. PA (Ωj )ψ = j=1 j=1 µψ (Ωj ) → ψ.48) by σ-additivity of µψ . as pointed out earlier. PA (Ω)ψ ≤ 1) and hence self-adjoint.ψ (λ). we see that PA (Ω1 ) is a projector. PA (Ω1 ∩ Ω2 )ψ (3. Hence PA is weakly σ-additive which implies strong σ-additivity. PA (Ω)ψ | = |µϕ. Lemma 3. Then n ψ. RA (˜)ψ = ϕ.47) R implying dµϕ.46) z−z R λ−z λ−z ˜ ˜ ˜ R λ−z λ−z R implying dµRA (z ∗ )ϕ. Secondly we compute 1 dµ (λ) = ϕ. First observe (using the first resolvent formula (2. RA (z)ψ − ϕ.PA (Ω)ψ 1 = χΩ (λ)dµRA (z ∗ )ϕ. PA (Ω1 )PA (Ω2 )ψ = ϕ.1.ψ (λ) = − dµϕ.3. choosing Ω1 = Ω2 .ψ (Ω)| ≤ ϕ ψ .45) This is indeed possible by Corollary 1. RA (z)PA (Ω)ψ = RA (z ∗ )ϕ.93) below and Lemma 2. .

Since the measures µϕ. (3. µ (3. z ∈ C\R.49) Proof. Existence has already been established. Conversely. Since (A − λ0 )ψn 2 = = (A − λ0 )PA (Ωn )ψn R 2 (λ − λ0 )2 χΩn (λ)dµψn (λ) ≤ 1 n2 (3.6 (Spectral theorem).53) 1 1 Proof. λ0 + ε)) = I.4 shows that PA ((λ−z)−1 ) = RA (z).12.50) and can be defined for every ψ in the form domain self-adjoint operator Q(A) = {ψ ∈ H| R |λ|dµψ (λ) < ∞} (3.λ0 +ε) (λ)(λ − λ0 )−1 . (3. we have U PA (f ) = PA (f )U . that if A and A are unitarily equivalent as in (3. λ + ε)) = 0 for all ε > 0}. Theorem 3.84 3. let us give a characterization of the spectrum of A in terms of the associated projectors.54) we conclude λ0 ∈ σ(A) by Lemma 2. Let Ωn = (λ0 − n . U D(PA (f )) = D(PA (f )). The spectral theorem Theorem 3. This extends our previous definition for non-negative operators. ˜ Note. The spectrum of A is given by σ(A) = {λ ∈ R|PA ((λ − ε. if PA ((λ0 − ε. Then (A − λ0 )PA (fε ) = PA ((λ − λ0 )fε (λ)) = PA (R\(λ0 − ε. λ0 + n ). Then we can find a ψn ∈ PA (Ωn )H with ψn = 1. set fε (λ) = χR\(λ0 −ε.30). ˜ ˜ Finally.ψ are uniquely determined by the resolvent and the projection valued measure is uniquely determined by the measures µϕ. (3.51) (which is larger than the domain D(A) = {ψ ∈ H| R λ2 dµψ (λ) < ∞}).ψ we are done. To every self-adjoint operator A there corresponds a unique projection valued measure PA such that A= R λdPA (λ).7. Suppose PA (Ωn ) = 0. Lemma 3. . Moreover.52) In particular.55) Similarly PA (fε )(A − λ0 ) = I|D(A) and hence λ0 ∈ ρ(A). λ0 + ε)) = 0. then U RA (z) = RA (z)U and hence ˜ dµψ = d˜U ψ . The quadratic form of A is given by qA (ψ) = R λdµψ (λ) (3.

√ Problem 3.1.1 showed that in order to understand self-adjoint operators. This is the purpose of the present section.4 (Polar decomposition). ψ. Compute |A| = A∗ A of A = ϕ. Problem 3.57) PA ( j=0 αj λj ) = j=0 αj Aj .7) is a projection valued measure. More on Borel measures Section 3. 3.3.2. Show that |A|ψ = Aψ . (3. More on Borel measures 85 Thus PA ((λ1 . λ2 ) ⊆ ρ(A) and we have PA (σ(A)) = I and consequently PA (f ) = PA (σ(A))PA (f ) = PA (χσ(A) f ). What is the corresponding operator? Problem 3. In particular. 1}. .3. dµ). PA (f ) is not affected by the values of f on R\σ(A)! It is clearly more intuitive to write PA (f ) = f (A) and we will do so from now on. where dµ is a finite Borel measure. we have the polar decomposition A = U |A|. λ2 )) = 0 if and only if (λ1 . In other words. Let A be a bounded operator and set √ |A| = A∗ A. . then this agrees with our present definition by Theorem 3. U : Ker(U )⊥ → H is norm preserving. Show that P (λ) satisfies the properties (i)–(iv).2.5.1. one needs to understand multiplication operators on L2 (R.2. This notation is justified by the elementary observation n n and PA (R ∩ ρ(A)) = 0 (3.56) (3. Show that (3. Problem 3. Problem 3. that is. Show that a self-adjoint operator P is a projection if and only if σ(P ) ⊆ {0. this also shows that if A is bounded and f (A) can be defined via a convergent power series. Conclude that Ker(A) = Ker(|A|) = Ran(|A|)⊥ and that U= ϕ = |A|ψ → Aψ ϕ→0 if ϕ ∈ Ran(|A|) if ϕ ∈ Ker(|A|) extends to a well-defined partial isometry.58) Moreover.

In particular. (3.64) g(f (λ))dµ(λ).62) Now what can we say about the function f (A) (which is precisely the multiplication operator by f ) of A? We are only interested in the case where f is real-valued. Introduce the measure (f µ)(Ω) = µ(f −1 (Ω)). (3. The converse following from Stieltjes inversion formula. dµ)}.8.61) By Theorem 3.60) is holomorphic for z ∈ C\σ(µ).68) . d(f µ)) → L2 (R.f (λ) = g(λ)∗ f (λ)dµ(λ). σ(A) = σ(µ). λ + ε)) > 0 for all ε > 0}. Suppose f is injective. this map is only unitary if its range is L2 (R.7 the spectrum of A is precisely the spectrum of µ. that is. dµ).65) In fact. then U : L2 (R. (3. (3. Note that 1 ∈ L2 (R.67) However. D(A) = {f ∈ L2 (R. dµ) → L2 (R. (3. is a unitary map such that U f (λ) = λ. we have Pf (A) (Ω) = χf −1 (Ω) . that is.86 3. d(f µ)) via the map L2 (R.59) is called the spectrum of µ. dµ). d(f µ)). Associated with this measure is the operator Af (λ) = λf (λ). The spectral theorem The set of all growth points. dµ) is a cyclic vector for A and that dµg. g → g ◦ f. Invoking Morea’s together with Fubini’s theorem shows that the Borel transform F (z) = R 1 dµ(λ) λ−z (3. (3. if f is injective. dµ)|λf (λ) ∈ L2 (R. that is.66) It is tempting to conjecture that f (A) is unitarily equivalent to multiplication by λ in L2 (R.63) (3. g → g ◦ f −1 (3. it suffices to check this formula for simple functions g which follows since χΩ ◦ f = χf −1 (Ω) . then g(λ)d(f µ)(λ) = R R (3. Lemma 3. σ(µ) = {λ ∈ R|µ((λ − ε.

71) (3. λ0 + n ) = ∅ without changing the corresponding operator.∞) . where v = U −1 1.10. g2 ) → g1 (λ2 ) + g2 (λ2 )(χ(λ) − χ(−λ)). Thus (f (A) − λ0 )−1 = (f (λ) − λ0 )−1 exists and is bounded. The spectrum of f (A) is given by σ(f (A)) = σ(f µ). A2 be self-adjoint operators with simple spectrum and corresponding spectral measures µ1 and µ2 of cyclic vectors. σ(A) is bounded (i. Let f be real-valued. Without restriction we can assume that Aj is multiplication by λ in L2 (R. d(f µ)) ⊕ L2 (R. If. Lemma 3. then µ(Ωn ) = 0 for some n and 1 1 hence we can change f on Ωn such that f (R) ∩ (λ0 − n . Let U : L2 (R. satisfies gn = 1. (3. dµ1 ) → L2 (R. Conversely. f −1 (f (λ) − ε. Note that we can still get a unitary map L2 (R. Moreover. Ωn = 1 1 f −1 ((λ0 − n . Then A1 and A2 are unitarily equivalent if and only if µ1 and µ2 are mutually absolutely continuous. where χ = χ(0. dµ2 ) be a unitary map such that U A1 = A2 U . then (g ◦ f )(λ) = g(λ2 ) and the range of the above map is given by the symmetric functions. χd(f µ)) → L2 (R. Then we also have U f (A1 ) = f (A2 )U for any bounded Borel Function and hence U f (λ) = U f (λ) · 1 = f (λ)U (1)(λ) (3. Reversing the role of A1 and A2 we obtain dµ2 = |v|2 dµ1 . if λ0 ∈ σ(f µ).2.69) and thus U is multiplication by u(λ) = U (1)(λ). dµ1 = |u|2 dµ2 . More on Borel measures 87 Example. . Let A1 . Proof. In particular. (f (A) − λ0 )gn < n−1 and hence λ0 ∈ σ(f (A)). σ(A) is compact. in addition. If two operators with simple spectrum are unitarily equivalent can be read off from the corresponding measures: Lemma 3. then f (σ(A)) is compact and hence closed.72) that is. λ0 + n ))..70) where equality holds if f is continuous and the closure can be dropped if. dµj ).3. since U is unitary we have µ1 (Ω) = R |χΩ |2 dµ1 = R |u χΩ |2 dµ2 = Ω |u|2 dµ2 . σ(f (A)) ⊆ f (σ(A)). dµ). implying λ0 ∈ σ(f (A)). If λ0 ∈ σ(f µ). Let f (λ) = λ2 .9. (3. If f is continuous. (g1 . f (λ) + ε) contains an open interval around λ and hence f (λ) ∈ σ(f (A)) if λ ∈ σ(A).e. compact). in addition. then the sequence gn = µ(Ωn )−1/2 χΩn . Proof.

10. and pure point spectrum of A. µs is supported. respectively.75) (3.74) where µsc is continuous on R and µpp is a step function..e. We will choose them such that Mpp is the set of all jumps of µ(λ) and such that Msc has Lebesgue measure zero. Then σp (A) = { n |n ∈ N} but σ(A) = σpp (A) = σp (A) ∪ {0}.. It is important to observe that σpp (A) is in general not equal to the set of eigenvalues σp (A) = {λ ∈ R|λ is an eigenvalue of A} since we only have σpp (A) = σp (A). dµsc ) ⊕ L2 (R. Msc . and P pp = χMpp (A) satisfying P ac + P sc + P pp = I. A is 1 1 a diagonal matrix with diagonal elements n ). and Mpp . The singular part µs can be further decomposed into a (singularly) continuous and a pure point part. where δn is the sequence which is 1 at the n’th place and zero else (that is. dµpp ) and our operator A A = (AP ac ) ⊕ (AP sc ) ⊕ (AP pp ). let H = 2 (N) and let A be given by Aδn = n δn . we have σac (A) = σsc (A) = ∅. µs (R\B) = 0. we have µac (B) = 0 for all B with Lebesgue measure zero) and µs is singular with respect to Lebesgue measure (i. dµsc . P sc = χMsc (A). dµ = dµac + dµs .77) . and σpp (A) = σ(µpp ) are called the absolutely continuous. At z = 0 this formula still gives the inverse of A. In other words.73) where µac is absolutely continuous with respect to Lebesgue measure (i. and dµpp are mutually singular. (3.76) The corresponding spectra. To see this. and Mpp correspond projectors P ac = χMac (A). dµs = dµsc + dµpp . singularly continuous. (3. dµ) = L2 (R. they have mutually disjoint supports Mac . σac (A) = σ(µac ). Msc . on a set B with Lebesgue measure zero).88 3. just observe that δn is the 1 eigenvector corresponding to the eigenvalue n and for z ∈ σ(A) we have n RA (z)δn = 1−nz δn . σsc (A) = σ(µsc ).) Next we recall the unique decomposition of µ with respect to Lebesgue measure. (3. 1 Example. but it is unbounded and hence 0 ∈ σ(A) but 0 ∈ σp (A). The spectral theorem The converse is left as an exercise (Problem 3.e. dµac ) ⊕ L2 (R. we have a corresponding direct sum decomposition of both our Hilbert space L2 (R. (3. To the sets Mac . Since a continuous measure cannot live on a single point and hence also not on a countable set. Since the measures dµac . Note that these sets are not unique.

3. To do this we will need a spectral measure which contains the information from all measures in a spectral basis. But µψ (Ω) = j |εj | µψj (Ω) = 0 implies µψj (Ω) = 0 for every j ∈ J and thus µϕ (Ω) = 0. Then I claim that ψ= j∈J εj ψj (3. Let A be the multiplication operator by the Cantor function in L2 (0. Let dµ(λ) = χ[0. Spectral types 89 Example.8. Problem 3.1] (λ)dλ and f (λ) = χ(−∞. Problem 3.t] . then 1 dλ. Construct a multiplication operator on L2 (R) which has dense point spectrum. Such a vector will be called a maximal spectral vector of A and µψ will be called a maximal spectral measure of A.11. Let ϕ be given.9. Let λ be Lebesgue measure on R. Show the missing direction in the proof of Lemma 3. Lemma 3.3.3. Show that if f ∈ AC(R) with f > 0. An example with purely singularly continuous spectrum is given by taking µ to be the Cantor measure. Proof. Determine the spectral types. An example with purely absolutely continuous spectrum is given by taking µ to be Lebesgue measure. Problem 3. Compute f µ. (3. 1).78) d(f λ) = f (λ) Problem 3.10. Compute the spectrum of A. Let {ψj }j∈J be a spectral basis and choose nonzero numbers εj with 2 j∈J |εj | = 1. This will be the case if there is a vector ψ such that for every ϕ ∈ H its spectral measureµϕ is absolutely continuous with respect to µψ .10.79) is a maximal spectral vector. A set {ψj } of spectral vectors is called ordered if ψk is a maximal k−1 spectral vector for A restricted to ( j=1 Hψj )⊥ .6. For every self-adjoint operator A there is a maximal spectral vector. then we can write it as ϕ = 2 2 j fj (A)ψj and hence dµϕ = j |fj | dµψj .7. Spectral types Our next aim is to transfer the results of the previous section to arbitrary self-adjoint operators A using Lemma 3. Problem 3. As in the unordered case one can show .3. t ∈ R. 3.

Lemma 3. xx ∈ {ac. in addition. For the sets Mxx one can choose the corresponding supports of some maximal spectral measure µ. Hsc = {ψ ∈ H|µψ is singularly continuous}. xx ∈ {ac. Moreover.xx . For every self-adjoint operator there is an ordered spectral basis. we use the more sophisticated definition Hac = {ψ ∈ H|µψ is absolutely continuous}. (3. σ(f (A)) ⊆ f (σ(A)).12.9 holds.13 (Spectral mapping). sc. σ(A) is bounded. (3. We will use the unitary operator U of Lemma 3. In particular. However.14.75) for arbitrary self-adjoint operators A. ϕn = fn (A)ψn and hence dµϕn = |fn |2 dµψn . λ + ε)) > 0 for all ε > 0}. pp}. pp}. Next. we want to introduce the splitting (3. Let fn = U ϕn . Observe that if {ψj } is an ordered spectral basis. Let µ be a maximal spectral measure and let f be real-valued.3. Then the spectrum of f (A) is given by σ(f (A)) = {λ ∈ R|µ(f −1 (λ − ε. by construction of the unitary operator U .85) .84) and hence dµϕ.xx = n |fn |2 dµψn . then µψj+1 is absolutely continuous with respect to µψj .80) (3.81) where equality holds if f is continuous and the closure can be dropped if. then. Pick ϕ ∈ H and write ϕ = n ϕn with ϕn ∈ Hψn . the subspaces Hxx reduce A.82) |fn |2 dµψn (3. we have dµϕ = n (3. Theorem 3. The spectral theorem Theorem 3. We have H = Hac ⊕ Hsc ⊕ Hpp . (3. sc. If µ is a maximal spectral measure we have σ(A) = σ(µ) and the following generalization of Lemma 3.83) There are Borel sets Mxx such that the projector onto Hxx is given by P xx = χMxx (A). It is tempting to pick a spectral basis and treat each summand in the direct sum separately.90 3. since it is not clear that this approach is independent of the spectral basis chosen. since the subspaces Hψn are orthogonal. In particular. Proof. Hpp = {ψ ∈ H|µψ is pure point}.

Problem 3. σsc (A) = σ(A|Hsc ).4. .xx ). and σpp (A) for the multi1 plication operator A = 1+x2 in L2 (R). λ2 ])) = lim ε↓0 π 2 λ2 Im(F (λ + iε))dλ. λ2 )) + µ([λ1 .91) x − λ − iε x − λ + iε 2 [λ1 . 3. the measure µ can be reconstructed via Stieltjes inversion formula 1 1 (µ((λ1 .11. λ1 (3. Suppose µ is a finite Borel measure. σsc (A) = σ(µsc ).3. Appendix: The Herglotz theorem 91 This shows U Hxx = n L2 (R. singularly continuous. C± = {z ∈ C| ± Im(z) > 0}. By Morea’s and Fubini’s theorem. F is holomorphic on C+ and the remaining properties follow from 0 < Im((λ−z)−1 ) and |λ−z|−1 ≤ Im(z)−1 . xx ∈ {ac. z ∈ C+ . Stieltjes inversion formula follows from Fubini’s theorem and the dominated convergence theorem since 1 2πi λ2 ( λ1 1 1 1 − )dλ → χ (x) + χ(λ1 . ˜ ˜˜ If A and A are unitarily equivalent via U .90) Proof. (3. sc. Then its Borel transform is defined via F (z) = R dµ(λ) . σxx (A) = σxx (A). is called a Herglotz function.15. dµψn .87) respectively. σsc (A). What is its spectral multiplicity? σac (A) = σ(A|Hac ). In particular. and σpp (A) = σ(µpp ).89) |F (z)| ≤ Im(z) Moreover. We can define F on C− using F (z ∗ ) = F (z)∗ . then so are A|Hxx and A|Hxx ˜ by (3.4. and pure point spectrum of A are defined as and σpp (A) = σ(A|Hpp ). Compute σ(A). The absolutely continuous. (3.52).86) and reduces our problem to the considerations of the previous section.88) Theorem 3. pp} (3. The Borel transform of a finite Borel measure is a Herglotz function satisfying µ(R) . If µ is a maximal spectral measure we have σac (A) = σ(µac ).λ2 ] pointwise.λ2 ) (x) (3. λ−z (3. Appendix: The Herglotz theorem A holomorphic function F : C+ → C+ . σac (A).

(3.92) (3.16. 2 e2iϕ + (y − ε)2 π 0 R R (3.94) Then there is a unique Borel measure µ. z ∈ C+ . Next we choose a contour Γ = {x + iε + λ|λ ∈ [−R. satisfying µ(R) ≤ M . since |φε (λ) − φ0 (λ)| ≤ const ε we have w(z) = lim ε↓0 R φ0 (λ)dµε (λ). (3.95) and note that z lies inside Γ and z ∗ + 2iε lies outside Γ if 0 < ε < y < R.97) The integral over the semi circle vanishes as R → ∞ and hence we obtain 1 y−ε F (z) = F (λ + iε)dλ (3. π]}.96) Inserting the explicit form of Γ we see F (z) = 1 π y−ε F (x + iε + λ)dλ λ2 + (y − ε)2 −R i π y−ε + F (x + iε + Reiϕ )Reiϕ dϕ. Proof. (3. (3.98) π R (λ − x)2 + (y − ε)2 and taking imaginary parts w(z) = R φε (λ)wε (λ)dλ.93) and λ→∞ lim λ Im(F (iλ)) = µ(R). Im(z) (3.99) where φε (λ) = (y − ε)/((λ − x)2 + (y − ε)2 ) and wε (λ) = w(λ + iε)/π.92 3. Hence we have by Cauchy’s formula F (z) = 1 2πi Γ 1 1 − ∗ − 2iε ζ −z ζ −z F (ζ)dζ. Suppose F is a Herglotz function satisfying M |F (z)| ≤ . We abbreviate F (z) = v(z) + i w(z) and z = x + i y. R (3. such that F is the Borel transform of µ. Letting y → ∞ we infer from our bound wε (λ)dλ ≤ M.100) In particular. The spectral theorem Observe Im(F (z)) = Im(z) R dµ(λ) |λ − z|2 (3. R]} ∪ {x + iε + Reiϕ |ϕ ∈ [0.101) . The converse of the previous theorem is also true Theorem 3.

Appendix: The Herglotz theorem 93 where µε (λ) = −∞ wε (x)dx.104) δ .106) The first and third term can be bounded by 2M δ/y 2 . y2 λj ≤ λ ≤ λj+1 . since φ0 (y) ≤ 1/y we can find an N ∈ N such that y |µ(λj ) − µεn (λj )| ≤ δ. Since 0 ≤ µε (λ) ≤ M . by the standard diagonal trick. Moreover. Moreover.106) can be made arbitrarily small. . (3. and we claim w(z) = R λ φ0 (λ)dµ(λ). 0 ≤ µ(λ1 ) ≤ µ(λ2 ) ≤ M .107) 2m and hence the second term is bounded by δ. By our bound this constant must be zero. Now F (z) and R (λ − z)−1 dµ(λ) have the same imaginary part and thus they only differ by a real constant. It remains to establish that the monotone functions µε converge properly.102) Fix δ > 0 and let λ1 < λ2 < · · · < λm+1 be rational numbers such that |λj+1 − λj | ≤ δ and λ1 ≤ x − y3 y3 . there is a convergent subsequence for fixed λ. y2 λ ≤ λ1 or λm+1 ≤ λ.105) φ0 (λ)dµ(λ) − R φ0 (λ)dµεn (λ)| ≤ m | R φ0 (λ)dµ(λ) − j=1 m φ0 (λj )(µ(λj+1 ) − µ(λj ))| +| j=1 φ0 (λj )(µ(λj+1 ) − µ(λj ) − µεn (λj+1 ) + µεn (λj )) m +| R φ0 (λ)dµεn (λ) − j=1 φ0 (λj )(µεn (λj+1 ) − µεn (λj ))| (3. The Radon-Nikodym derivative of µ can be obtained from the boundary values of F . (3. λm+1 ≥ x + . there is even a subsequence εn such that µεn (λ) converges for each rational λ.103) Then (since |φ0 (λ)| ≤ y −2 ) |φ0 (λ) − φ0 (λj )| ≤ and |φ0 (λ)| ≤ Now observe | R δ . λ1 ≤ λ2 . (3. Then µ(λ) is monotone. δ δ (3. the difference in (3. (3. n ≥ N.3. For irrational λ we set µ(λ0 ) = inf λ≥λ0 {µ(λ)|λ rational}. In summary.4.

115) As a consequence of Theorem A.108) ε↓0 π π ε↓0 Proof.34 and Theorem A.e. with respect to both µ and Lebesgue measure (finite or infinite) and 1 (Dµ)(λ) = Im(F (λ)) (3. (3.116) Im(F (λ)) = lim Im(F (λ + iε)) ε↓0 π exists a. then 1 1 (Dµ)(λ) ≤ lim inf F (λ + iε) ≤ lim sup F (λ + iε) ≤ (Dµ)(λ). (3. then δ δ 2c arctan( ) ≤ Kε (t − λ)dµ(t) ≤ 2C arctan( ) ε ε Iδ since δKε (δ) + δ −sKε (s)ds = arctan( ). The spectral theorem Theorem 3. λ+δ).17. then the limit 1 (3. ε 0 Thus the claim follows combining both estimates. 0 < s < δ} = {(s. t)|λ − δ < t < λ + δ. Kε (t) = t2 ε .117) π whenever (Dµ)(λ) exists. Let µ be a finite Borel measure and F its Borel transform.109) We first split the integral into two parts Im(F (λ+iε)) = Iδ Kε (t−λ)dµ(t)+ R\Iδ Kε (t−λ)µ(t). Let µ be a finite Borel measure and F its Borel transform. (3. .111) To estimate the first part we integrate Kε (s) ds dµ(t) (3. + ε2 (3. R\Iδ (3.114) (3. (3. t)|λ − s < t < λ + s. δ ≤ C.18.113) µ(Is ) 2s Now suppose there is are constants c and C such that c ≤ 0 ≤ s ≤ δ.110) Clearly the second part can be estimated by Kε (t − λ)µ(t) ≤ Kε (δ)µ(R).35 we obtain Theorem 3. Iδ = (λ−δ.112) over the triangle {(s. We need to estimate Im(F (λ + iε)) = R Kε (t)dµ(t).94 3. t − λ < s < δ} and obtain δ µ(Is )Kε (s)ds = 0 Iδ (K(δ) − Kε (t − λ))dµ(t).

19. . Appendix: The Herglotz theorem 95 Moreover. In particular. the set {λ|F (λ) = ∞} is a support for the singularly and {λ|F (λ) < ∞} is a support for the absolutely continuous part.3. Corollary 3.4. The measure µ is purely absolutely continuous on I if lim supε↓0 Im(F (λ + iε)) < ∞ for all λ ∈ I.

.

To do this. we need to show how to integrate a family of functions of A with respect to a parameter. We will give a few typical applications: Firstly we will derive an operator valued version of of Stieltjes’ inversion formula. we will show that these integrals can be evaluated by computing the corresponding integrals of the complex valued functions. χΩ (A)ψ (4. we will investigate tensor products of operators. Now let us show how the spectral theorem can be used. Finally. Secondly we will consider commuting operators and show how certain facts. In particular. They project onto subspaces corresponding to expectation values in the set Ω.1. Integral formulas We begin with the first task by having a closer look at the projector PA (Ω). can be established for a larger class of functions.1) 97 . the number ψ. Moreover. 4. You might want to have a look at the first section and the come back to the remaining ones later. which are known to hold for the resolvent of an operator A. Then we will show how the eigenvalues below the essential spectrum and dimension of RanPA (Ω) can be estimated using the quadratic form.Chapter 4 Applications of the spectral theorem This chapter can be mostly skipped on first reading.

Since f ∈ C(I. t∈I (4. X) forms a linear space and can be equipped with the sup norm f ∞ = sup f (t) . But first we need to recall a few facts from integration in Banach spaces. In addition. X).3) and hence Aψ = λ0 ψ for all ψ ∈ Ranχ{λ0 } (A). where |Ω| denotes the Lebesgue measure of Ω.98 4. In fact. where si = t0 + i n . Applications of the spectral theorem is the probability for a measurement of a to lie in Ω. f (I) = {xi }n . The set of simple functions S(I. we can obtain an operator valued version of Stieltjes’ inversion formula. This map satisfies f (t)dt ≤ f I ∞ (t1 − t0 ) (4. X) → X by (4. is a Borel set.4) (4.ψ (λ) = λ0 R dµϕ. For f ∈ S(I. ε↓0 (4. Aψ = Ω λ dµψ (λ) ∈ hull(Ω).5) Similarly. X) is uniformly continuous.7) f (t)dt = I i=1 xi |f −1 (xi )|. t1 ] ⊂ R is a compact interval and X is a Banach space. we have ψ. we infer that fn converges uniformly to f . The dimension of the eigenspace is called the multiplicity of the eigenvalue. Aψ = R λ χ{λ0 } (λ)dµϕ. X).ψ (λ) = λ0 ϕ. X) we can define a linear map n : S(I. Moreover.2) where hull(Ω) is the convex hull of Ω. 1 ≤ i ≤ n.1 that lim lim −iεRA (λ0 + iε)ψ = χ{λ0 } (A)ψ.6) The corresponding Banach space obtained after completion is called the set of regulated functions R(I. Observe that C(I. consider the simple function n−1 t1 −t0 fn = i=0 f (si )χ[si . X) ⊂ R(I. and if each inverse i=1 image f −1 (xi ). We will consider the case of mappings f : I → X where I = [t0 . (4.si+1 ) . ψ (4. The space Ranχ{λ0 } (A) is called the eigenspace corresponding to λ0 since we have ϕ. As before. a function f : I → X is called simple if the image of f is finite. ψ ∈ PA (Ω)H. since −iε = χ{λ0 } (λ) ε↓0 λ − λ0 − iε we infer from Theorem 3. ψ = 1.8) .

Suppose f : I × R → C is a bounded Borel function such that f (.9) which clearly holds for f ∈ S(I.10) still hold. In this case we can set f (t)dt = lim R r→∞ [−r. A) ∈ R(I. if A(t) ∈ R(I.t+ε] (4. then A(t)dt ψ = I I (A(t)ψ)dt. λ) and set F (λ) = I f (t. X) → X with the same norm (t1 − t0 ) by Theorem 0. Lemma 4. L(H)) follows from the spectral theorem.14) The important facts for us are the following two results. A) ∈ R(I. since it is no restriction to assume that A is multiplication by λ in some L2 space. then F (t) = C 1 (I. f ∈ R(I.9) and (4. We even have f (t)dt ≤ I I f (t) dt.12) and (4. r]. f (t + ε) − f (t) d f (t) = lim ε→0 dt ε We write f ∈ C 1 (I. That f (t.11) If I = R. X) for all r > 0 and if f (t) is integrable. if f ∈ C(I.t3 ) (s)f (s)ds and f (s)ds. then ( I f (t)dt) = I (f (t))dt. (4. X) und thus for all f ∈ R(I. (4.1. (4.24. L(H)).r] f (t)dt (4. X) and dF/dt = f as can be seen from t+ε f (s)ds ∈ F (t + ε) − F (t) − f (t)ε = t (f (s) − f (t))ds ≤ |ε| sup f (s) − f (t) . X) by continuity.13) t t0 exists for all t ∈ I. L(H)) and F (A) = I f (t. A)ψ dt.4. Let A be self-adjoint. In addition. we say that f : I → X is integrable if f ∈ R([−r. if ∈ X ∗ is a continuous linear functional. s∈[t.. We will use the standard notation t2 t3 f (s)ds = − t3 t2 t3 t2 f (s)ds = I χ(t2 . Integral formulas 99 and hence it can be extended uniquely to a linear map : R(I. X) if (4. A)dt respectively F (A)ψ = I f (t. .10) In particular.15) Proof. X). X). In particular.1. Then f (t. (4. λ)dt.

ψ (λ)dt I R = = R I f (t. .91). Commuting operators Now we come to commuting operators.2. λ)dt dµϕ. Let K ⊆ R be closed. Proof.ψ (λ) F (λ)dµϕ. Suppose f : R → L(H) is integrable and A ∈ L(H).18) strongly.16) by Fubini’s theorem and hence the first claim follows.1 and (3. Lemma 4.ψ (λ) = ϕ. Now we can prove Stone’s formula.100 4. (4. Let A be self-adjoint. And let C∞ (K) be the set of all continuous functions on K which vanish at ∞ (if K is unbounded) with the sup norm.19) where Ω is the intersection of the interior of Γ with R. Applications of the spectral theorem We compute ϕ.2.4.17) Proof. Problem 4. then 1 2πi λ2 (RA (λ + iε) − RA (λ − iε))dλ → λ1 1 (PA ([λ1 . Then A R f (t)dt = R Af (t)dt respectively R f (t)dtA = R f (t)Adt. As a preparation we can now prove Lemma 4.20) λ−z for one z ∈ C\K is dense in C∞ (K). But for such functions the claim is straightforward. f (t. It suffices to prove the case where f is simple and of compact support. λ2 ]) + PA ((λ1 . Theorem 4. λ2 ))) 2 (4. F (A)ψ R = (4. A)ψ dt f (t.1. The result follows combining Lemma 4. Show χΩ (A) = Γ RA (z)dz. ( f (t. The ∗-algebra generated by the function 1 λ→ (4. λ)dµϕ.1 with Theorem 3.3 (Stone’s formula). Let Γ be a differentiable Jordan curve in ρ(A). 4. A)dt)ψ I = I ϕ. (4.

25) shows f ∈ L2 (R.4. Lemma 4. Equation (4. which is compact.g. the claim follows directly from the complex Stone– Weierstraß theorem since (λ1 −z)−1 = (λ2 −z)−1 implies λ1 = λ2 . B] = 0 for one z ∈ ρ(A).24). We say that two bounded operators A.. Bψ ∈ D(f (A))) and f (A)Bψ = BF (A)ψ.21) holds. n→∞ n→∞ (4. If K is compact. A good candidate is the resolvent. (4. To avoid this nuisance we will replace A by a bounded function of A. Since σ(A) is compact. Then [f (A). Then we can again apply the complex Stone–Weierstraß theorem to conclude that ˜ our ∗-subalgebra is equal to {f ∈ C(K)|f (∞) = 0} which is equivalent to C∞ (K). we have λ ∈ C∞ (σ(A)) and hence (4. As another consequence we obtain .2. the claim follows for all such f ∈ C∞ (σ(A)).24) If f is unbounded. take B = ϕ.21) follows from (4. B] = [RA (z ∗ ). the claim holds for any ψ ∈ D(f (A)). Since this subalgebra is dense in C∞ (σ(A)). ˜ replace K by K = K ∪{∞}. Then f (A)Bψ = lim fn (A)Bψ = lim Bfn (A)ψ n→∞ n→∞ (4. the claim follows from the Neumann series.5. Then Bf (A)ψ = lim Bfn (A)ψ = lim fn (A)Bψ = f (A)Bψ. since B commutes with any polynomial of A.23) by our lemma. B commute if [A. B] = 0 (4. Proof.23) for any bounded Borel function f . Hence if A is self-adjoint and B is bounded we will say that A and B commute if [RA (z). . Conversely. Next fix ψ ∈ H and let f be bounded.6. and set (∞−z)−1 = 0.21) If A or B is unbounded. Commuting operators 101 Proof. dµBψ ) (i. then (4. Proof. Choose a sequence fn ∈ C∞ (σ(A)) converging to f in L2 (R.22) tell us that (4. let ψ ∈ D(f (A)) and choose fn as in (3.22) (4. If A is self-adjoint and bounded. B] = AB − BA = 0.e.. Suppose A is self-adjoint and commutes with the bounded operator B. we soon run into trouble with this definition since the above expression might not even make sense for any nonzero vector (e. Corollary 4.22) holds if and only if (4. dµψ ). If f is unbounded. ψ with ψ ∈ D(A)). Otherwise.23) holds for any f in the ∗-subalgebra generated by RA (z).

7. g(B)] = 0 for arbitrary bounded Borel functions f and g. But for such f we have 1 ˆ [f (A). By our unitary equivalence it is no restriction to assume H = L2 (R.27) 1 f (t)e−iAt dt. We say that A and B commute in this case if ∗ [RA (z1 ). The assumption that the spectrum of A is simple is crucial as the example A = I shows. B] = √ [ 2π by Lemma 4. s ∈ R.31) . Note also that the functions exp(−itA) can also be used instead of resolvents. B] = √ 2π R f (t)[e−iAt .8.30) [f (A). Applications of the spectral theorem Theorem 4. (4. since these functions ˆ are dense in C∞ (R) by the complex Stone–Weierstraß theorem. Suppose A is self-adjoint and has simple spectrum.2. B] = 0 for all t ∈ R. Lemma 4.29) ∗ for one z1 ∈ ρ(A) and one z2 ∈ ρ(B) (the claim for z2 follows by taking adjoints). respectively t.1. (4. ˆ Proof. From our above analysis it follows that this is equivalent to [e−iAt . Let ψ be a cyclic vector for A. e−iBs ] = 0. It suffices to show [f (A). B]dt = 0 (4. Here f denotes the Fourier transform of f . Then Bg(λ) = Bg(λ) · 1 = g(λ)(B1)(λ) (4.102 4. Hence B is multiplication by f (λ) = (B1)(λ). The extension to the case where B is self-adjoint and unbounded is straightforward.26) since B commutes with the multiplication operator g(λ). Proof. B] = 0 for f ∈ S(R).28) R (4. A bounded operator B commutes with A if and only if B = f (A) for some bounded Borel function. Suppose A is self-adjoint and B is bounded. RB (z2 )] = 0 (4. see Section 7. RB (z2 )] = [RA (z1 ). Then B commutes with A if and only if [e−iAt . dµψ ).

.3. Thus the optimal choice ψ1 = ϕ1 will give the maximal value E2 . . .15 we know that ψ1 . ψn ) = {ψ ∈ D(A)| ψ = 1. .4. More precisely. So suppose we have a normalized function ψ1 which is an approximation for the eigenfunction ϕ1 of the lowest eigenvalue E1 . . Then by Theorem 2. Aψ ≤ En + O(ε).35) and the claim follows. The essential spectrum is obtained from the spectrum by removing all discrete eigenvalues with finite multiplicity (we will have a closer look at it in Section 6. Define U (ψ1 .33) ψ. set ψ = then n j=1 αj ϕj and choose αj such that ψ ∈ U (ψ1 . (i) We have inf ψ∈U (ψ1 . there will still be a component in the direction of ϕ1 left and hence the infimum of the expectations will be lower than E2 . . If we restrict to the orthogonal complement of an approximating eigenfunction ψ1 .. ψn−1 ). However. let {ϕj }N be an orthonormal basis for the space spanned j=1 by the eigenfunctions corresponding to eigenvalues below the essential spectrum. Assume they satisfy (A − Ej )ϕj = 0. The min-max theorem In many applications a self-adjoint operator has a number of eigenvalues below the bottom of the essential spectrum. n ψ. . If the number of eigenvalues N is finite we set Ej = inf σess (A) for j > N and choose ϕj orthonormal such that (A − Ej )ϕj ≤ ε. ψ ∈ span{ψ1 . .32) If we add some free parameters to ψ1 . In general there is no way of computing the lowest eigenvalues and their corresponding eigenfunctions explicitly.. one can optimize them and obtain quite good upper bounds for the first eigenvalue. . one often has some idea how the eigenfunctions might approximately look like.. (4.2). Aϕ1 = E1 .. ψn }⊥ }.ψn−1 ) (4. . Aψ1 ≥ ϕ1 . . then we can restrict A to the orthogonal complement of ϕ1 and proceed as before: E2 will be the infimum over all expectations restricted to this subspace.3. But is there also something one can say about the next eigenvalues? Suppose we know the first eigenfunction ϕ1 . where Ej ≤ Ej+1 are the eigenvalues (counted according to their multiplicity). The min-max theorem 103 4. Aψ = j=1 |αj |2 Ej + O(ε) ≤ En + O(ε) (4.34) In fact. (4. . .

. Then En = sup inf ψ.37) ψ1 . (4. explaining the name. Problem 4. Then Ek (An ) → Ek (A). Let A be self-adjoint and let E1 ≤ E2 ≤ E3 · · · be the eigenvalues of A below the essential spectrum respectively the infimum of the essential spectrum once there are no more eigenvalues left. λ2 )) ≥ k. as long as En is an eigenvalue. Suppose A is a self-adjoint operator and ψj .. then En (A) ≥ En (B). dim Ran PA ((−∞. the sup and inf are in fact max and min. Similarly. set ψ = ϕn . (ii)..11. 1 ≤ j ≤ k...4. Aψ < λ ψ for any nonzero linear combination ψ = 2 (4.41) dim Ran PA ((λ1 . ψj ∈ Q(A).ψn−1 ψ∈U (ψ1 .) 4..40) for any nonzero linear combination ψ = then (4. Corollary 4.2. Aψ ≥ En − O(ε). ψj ∈ D(A). Estimating eigenspaces Next. we show that the dimension of the range of PA (Ω) can be estimated if we have some functions which lie approximately in this space.e. λ)) ≥ k. are linearly independent elements of a H. Applications of the spectral theorem (ii) We have inf ψ∈U (ϕ1 . Since ε can be chosen arbitrarily small we have proven Theorem 4. Let λ ∈ R.. A − B ≥ 0).39) k j=1 cj ψj . Suppose A.. Aψ > λ ψ 2 implies dim Ran PA ((λ. (i). (Hint A − An ≤ ε is equivalent to A − ε ≤ A ≤ A + ε. (4. If (A − λ2 − λ1 λ2 + λ1 )ψ < ψ 2 2 k j=1 cj ψj .. Suppose A and B are self-adjoint operators with A ≥ B (i. ψ. If ψ.. ∞)) ≥ k..38) then (4. Let λ1 < λ2 ..9 (Min-Max).104 4.ψn−1 ) Clearly the same result holds if D(A) is replaced by the quadratic form domain Q(A) in the definition of U . An are bounded and An → A. Aψ . Theorem 4.36) In fact.ϕn−1 ) ψ.10. In addition. . (4.

σ(P (A1 . ψ = 0. . Suppose Aj . (i). . (4. . λ))ψ = 0. . j (4.45) n and extend this definition to obtain a linear operator on the set D = span{ψ1 ⊗ · · · ⊗ ψn | ψj ∈ D(AN )}. . This contradicts our assumption (4. An )ψ1 ⊗ · · · ⊗ ψn . . λ))|M = {0}. (4. . . Tensor products of operators Suppose Aj . λ))M = dim M = k. If PA ((λ1 . λn ) of degree N we can define P (A1 . Tensor products of operators 105 Proof. −(λ2 −λ1 )/2]∪[(λ2 −λ1 )/2. . An ) is self-adjoint and its spectrum is the closure of the range of P on the product of the spectra of the Aj . Then we see that for any nonzero linear combination ψ ψ. . if P is real-valued. . We claim dim PA ((−∞. But this is a contradiction as before. . An ) on D is symmetric and we can consider its closure. are self-adjoint operators on Hj and let P (λ1 . then. λ2 ))ψ = 0.4. .44) Hence for every polynomial P (λ1 .5. n n 1 1 ψj ∈ D(Aj j ). ∞). (ii).∞) η dµψ (η) (4.42) ≥ λ [λ. . . For this it suffices to show KerPA ((−∞.12. .46) Moreover. then the operator P (A1 . are self-adjoint operators on Hj . ψj ∈ D(AN ). (A − λ2 + λ 1 λ2 + λ1 2 λ2 + λ 1 )ψ 2 = (x − ) dµψ (x) = x2 dµψ (x + ) 2 2 2 R Ω (λ2 − λ1 )2 λ 2 + λ1 (λ2 − λ1 )2 ≥ dµψ (x + )= ψ 2. . . j (4. that is. 1 ≤ j ≤ n. . Aψ = R η dµψ (η) = [λ.5. . . . Suppose PA ((−∞. . Let M = span{ψj } ⊆ H.∞) dµψ (η) = λ ψ 2 . . which will again be denoted by P (A1 . λn ) be a real-valued polynomial and define P (A1 . . . Then P (A1 . An )) = P (σ(A1 ). ψ = 0. . λ2 ))|M = {0}. .38). Theorem 4.43) 4 2 4 Ω where Ω = (−∞. . 1 ≤ j ≤ n. Using the same notation as before we need to show KerPA ((λ1 .47) . (4. For every monomial λn1 · · · λnn we can define n 1 (An1 ⊗ · · · ⊗ Ann )ψ1 ⊗ · · · ⊗ ψn = (An1 ψ1 ) ⊗ · · · ⊗ (Ann ψn ). An ) as above. . . . σ(An )). 4. An ). . . . .

. . .k and hence λ ∈ σ(P ). λn ). and A1 ⊗ I + I ⊗ A2 . The two main cases of interest are A1 ⊗ A2 . in which case σ(A1 ⊗ A2 ) = σ(A1 )σ(A2 ) = {λ1 λ2 |λj ∈ σ(Aj )}. dµ1 × · · · × dµn ). . . σ(An )).48) . . where ψk = ψ1.106 4.k → 0 as k → ∞. Then. . . An ) is hence multiplication by P (λ1 . Conversely. in which case σ(A1 ⊗ I + I ⊗ A2 ) = σ(A1 ) + σ(A2 ) = {λ1 + λ2 |λj ∈ σ(Aj )}.k ⊗ · · · ⊗ ψ1. . By the spectral theorem it is no restriction to assume that Aj is multiplication by λj on L2 (R. λn ) with λj ∈ σ(Aj ). . dµj ) it follows that the c domain of the closure of P contains L2 (Rn . . then |P (λ1 . . . . Since D contains the set of all functions ψ1 (λ1 ) · · · ψn (λn ) for which ψj ∈ L2 (R. . . dµ1 × · · · × dµn ). λj with respect to µj and hence (P −λ)−1 exists and is bounded.49) (4. Then there exists Weyl sequences ψj. that is λ ∈ ρ(P ). Now let λ = P (λ1 . . .e. . . λn ) − λ| ≥ ε for a.k ∈ D(AN ) with (Aj − λj )ψj. Hence P is c the maximally defined multiplication operator by P (λ1 . if λ ∈ P (σ(A1 ). . dµj ) and P (A1 . (P − j λ)ψk → 0. . (4. which is self-adjoint. . Applications of the spectral theorem Proof. λn ) on L2 (Rn . .

(5.3) Our hope is that this formula also applies in the general case and that we can reconstruct a one-parameter unitary group U (t) from its generator A (compare (2. The time evolution and Stone’s theorem In this section we want to have a look at the initial value problem associated with the Schr¨dinger equation (2.1) 5. the solution is given by ψ(t) = e−itA ψ(0). Theorem 5. Note that.e.11)) via U (t) = exp(−itA). Let A be self-adjoint and let U (t) = exp(−itA). If H is oneo dimensional (and hence A is a real number).Chapter 5 Quantum dynamics As in the finite dimensional case.1. all solutions tend to the equilibrium position cannot be expected. the spectrum is not away from the real axis) and hence simple results like. U (t) is a strongly continuous one-parameter unitary group. in the finite dimensional case the dynamics is understood once the eigenvalues are known and the same is true in our case once we know the spectrum. the solution of the Schr¨dinger equation o i is given by ψ(t) = exp(−itH)ψ(0). d ψ(t) = Hψ(t) dt (5. 107 . Moreover. (i). We first investigate the family of operators exp(−itA). like any Hamiltonian system from classical mechanics.12) in the Hilbert space H. (5.2) A detailed investigation of this formula will be our first task..1. our system is not hyperbolic (i.

Then its generator A is self-adjoint and U (t) = exp(−itA).2. Let U (t) be a weakly continuous one-parameter unitary group.4) by the dominated convergence theorem. there should be a one to one correspondence between the unitary group and its generator. . This corresponds to conservation of energy.6) ϕ. U (t)D(A) = D(A) and AU (t) = U (t)A. Then ˜ A is a symmetric extension of A since we have i i ˜ ˜ (U (−t) − 1)ϕ. (U (t) − 1)ψ = lim t→0 −t t→0 t ˜ and hence A = A by Corollary 2. The group property (i) follows directly from Theorem 3. U (t)Aψ = ψ. o U (t)ψ. On the other hand.108 5. if ψ ∈ D(A) we obtain t→0 lim 1 −itA (e ψ − ψ) + iAψ t 2 = lim t→0 R 1 | (e−itλ − 1) + iλ|2 dµψ (λ) = 0 (5. This settles (ii). AU (t)ψ = U (t)ψ. the generator of the time evolution of a quantum mechanical system should always be a self-adjoint operator since it corresponds to an observable (energy). Similarly. ψ = Aϕ. First of all observe that weak continuity together with Lemma 1.5) t ˜ since |eitλ − 1| ≤ |tλ|. For our original problem this implies that formula (5. Moreover. t (iii). Quantum dynamics (ii).2 (Stone). Theorem 5. Now let A be the generator defined as in (2. To prove strong continuity observe that t→t0 lim e−itA ψ − e−it0 A ψ 2 = = t→t0 lim |e−itλ − e−it0 λ |2 dµψ (λ) R R t→t0 lim |e−itλ − e−it0 λ |2 dµψ (λ) = 0 (5. Aψ = lim ϕ. Moreover. Proof. ψ (5. Proof.1 and the corresponding statements for the function exp(−itλ).11 (iv) shows that U (t) is in fact strongly continuous.11). The limit limt→0 1 (U (t)ψ − ψ) exists if and only if ψ ∈ D(A) in t which case limt→0 1 (U (t)ψ − ψ) = −iAψ. To see (iii) replace ψ → U (s)ψ in (ii). This is ensured by Stone’s theorem.3) is indeed the solution to the initial value problem of the Schr¨dinger equation.7) shows that the expectations of A are time independent. Aψ (5.

Corollary 5. let us prove that A is essentially self-adjoint. We are done if we can show U (t) = V (t).3. Since ψ(0) = 0 we have ψ(t) = 0 and hence U (t) and V (t) coincide on D(A).8) (the integral is defined as in Section 4.11) d and hence dt ψ(t) 2 = 2Re ψ(t). Suppose D ⊆ D(A) is dense and invariant under U (t). ψ = 0 for any ϕ ∈ Ker(A∗ − z ∗ ) and ψ ∈ D. Next. As in the proof of the previous theorem. Furthermore. U (t)ψ = exp(−izt) ϕ.5. iAψ(t) = 0. ψ . As an immediate consequence of the proof we also note the following useful criterion. U (t)ψ and hence ϕ.10) = −iz ϕ. The time evolution and Stone’s theorem 109 Next we show that A is densely defined. By Lemma 2. U (t)ψ dt = ϕ. As in the above proof it follows ϕ. U (t)ψ (5. we can show that A is symmetric and that U (t)D(A) = D(A). Since the left hand side is bounded for all t ∈ R and the exponential on the right hand side is not. . Moreover. since D(A) is dense we have U (t) = V (t) by continuity. Pick ψ ∈ H and set τ ψτ = 0 U (t)ψdt (5. we must have ϕ. Then ψ(t + s) − ψ(t) = iAψ(t) s→0 s lim (5. then for each ψ ∈ D(A) we have d ϕ. −iAU (t)ψ = −i A∗ ϕ. ψ = 0 implying ϕ = 0 since D(A) is dense.1) implying limτ →0 τ −1 ψτ = ψ. 1 τ 1 t+τ 1 U (s)ψds − U (s)ψds (U (t)ψτ − ψτ ) = t t t t 0 1 τ +t 1 t = U (s)ψds − U (s)ψds t τ t 0 t 1 1 t = U (τ ) U (s)ψds − U (s)ψds → U (τ )ψ − ψ t t 0 0 (5. Let ψ ∈ D(A) and abbreviate ψ(t) = (U (t) − V (t))ψ. Suppose A∗ ϕ = z ∗ ϕ.9) as t → 0 shows ψτ ∈ D(A). So A is essentially self-adjoint and we can introduce V (t) = exp(−itA). Then A is essentially self-adjoint on D.1. Proof.6 it suffices to prove Ker(A∗ − z ∗ ) = {0} for z ∈ C\R.

16) where the sum on the right hand side is finite. and is given by a linear first order differential equation. Let ϕ = ψ = 1. Quantum dynamics Note that by Lemma 4. how does | ϕ. the Hamiltonian. U (t) = e−itA . The vector ϕ. .ψ (λ) (5. let us discuss why the decomposition of the spectrum introduced in Section 3.2. o To understand the dynamics of such a first order differential equation. Some general tools for this endeavor will be provided in the following sections. Theorem 5. Let H = L2 (0.110 5. one of the goals must be to understand the time evolution of a quantum mechanical system. Thus our question is answered by Wiener’s theorem. We have seen that the time evolution is generated by a self-adjoint operator. the Schr¨dinger equation. Let µ be a finite complex Borel measure on R and let µ(t) = ˆ R e−itλ dµ(λ) (5. ψ |2 can be viewed as the part of ψ which is in the state ϕ. Clearly.14) is the Fourier transform of the measure µϕ. one must understand the spectrum of the generator. e−isB ] = 0 if and only if the generators commute. The RAGE theorem Now. Then the Ces`ro time average of µ(t) has the a ˆ following limit 1 T →∞ T lim T |ˆ(t)|2 dt = µ 0 λ∈R |µ({λ})|2 . U (t)ψ |2 .15) be its Fourier transform. Hence | ϕ. What is the generator of U ? (5. (5. (5. U (t)ψ = ˆ R e−itλ dµϕ.3 is of physical relevance.13) behave as t → ∞? By the spectral theorem.8 two strongly continuous one-parameter groups commute [e−itA .1.4 (Wiener). for a physicist. µϕ. Problem 5. ψ ϕ is the projection of ψ onto the (one-dimensional) subspace spanned by ϕ.ψ . 2π) and consider the one parameter unitary group given by U (t)f (x) = f (x − t mod 2π).12) 5. A first question one might rise is.ψ (t) = ϕ.

or pp. In ˆ fact. The RAGE theorem 111 Proof.6 below). Hsc . xx ∈ {ac. sc. Now we want to draw some additional consequences from Wiener’s theorem. U (t)ψ tends a to zero. (5. In other words. Thus if µψ is ac. then the Ces`ro mean of ϕ. observe that the subspaces Hac . An operator K ∈ L(H) is called finite rank if its range is finite dimensional. Gorgescu. P xx f (A)ψ = P xx ϕ. (5.19) . Kψ ψj = j=1 ϕj . if ψ ∈ Hc = Hac ⊕Hsc .ψ .ψ is absolutely continuous with respect to Lebesgue measure and thus µϕ. so is µϕ. (5. the limit of the above expression is given by χ{0} (x − y)dµ(x)dµ∗ (y) = R R R µ({y})dµ∗ (y) = y∈R |µ({y})|2 .ψ = dµP xx ϕ.2. then dµϕ. ψ ψ j . and Enß. pp}. The dimension n = dim Ran(K) is called the rank of K. and Hpp are invariant with respect to time evolution since P xx U (t) = χMxx (A) exp(−itA) = exp(−itA)χMxx (A) = U (t)P xx . f (A)ψ = ϕ. But first we need a few definitions.ψ for every ϕ ∈ H.17) The function in parentheses is bounded by one and converges pointwise to χ{0} (x − y) as T → ∞. this follows from the Riemann-Lebesgue lemma (see Lemma 7. Moreover. By Fubini we have 1 T T |ˆ(t)|2 dt = µ 0 1 T T 0 R R e−i(x−y)t dµ(x)dµ∗ (y)dt 1 T T 0 = R R e−i(x−y)t dt dµ(x)dµ∗ (y).5. Thus.ψ (t) is continuous and tends to zero as |t| → ∞. f (A)ψ implying dµϕ. the average of the probability of finding the system in any prescribed state tends to zero if we start in the continuous subspace Hc of A.18) To apply this result to our situation. That is. Amrein. If ψ ∈ Hac . This will eventually yield a dynamical characterization of the continuous and pure point spectrum due to Ruelle. by the dominated convergence theorem. If {ψj }n j=1 is an orthonormal basis for Ran(K) we have n n Kψ = j=1 ψj . sc. if ψ ∈ Hxx we have P xx ψ = ψ which shows ϕ.

The set of all compact operators C(H) is a closed ∗-ideal in L(H). the claim can be reduced to the previous situation.22) for every ψ ∈ D(A). (5. the adjoint of K is also finite rank and given by n K ∗ψ = j=1 ψ j . There is also a weaker version of compactness which is useful for us. Then 1 T lim Ke−itA P c ψ 2 dt = 0 and lim Ke−itA P ac ψ = 0 t→∞ T →∞ T 0 (5. Theorem 5. If.6.21) for one z ∈ ρ(A). K = ϕ1 .23) n Thus the claim holds for any compact operator K.24) n . ψ ϕj . The operator K is called relatively compact with respect to A if KRA (z) ∈ C(H) (5. Now let us return to our original problem. The elements ϕj are linearly independent since Ran(K) = Ker(K ∗ )⊥ . the claim follows from Wiener’s theorem respectively the Riemann-Lebesgue lemma. It is straightforward to verify (Problem 5.. K is bounded. there is a sequence Kn of finite rank operators such that K − Kn ≤ 1/n and hence 1 Ke−itA ψ ≤ Kn e−itA ψ + ψ . Proof. Quantum dynamics where ϕj = K ∗ ψj . if K is also bounded. (5.2) Lemma 5. Hence it holds for any finite rank operator K.5.e. then the result holds for any ψ ∈ H. By the first resolvent identity this then follows for all z ∈ ρ(A). In addition.19). (5. . Let A be self-adjoint and suppose K is relatively compact. Then. in addition. we can find a sequence ψn ∈ D(A) such that ψ − ψn ≤ 1/n and hence 1 Ke−itA ψ ≤ Ke−itA ψn + K . if K is a rank one operator (i. If K is compact. If ψ ∈ D(A) we can set ψ = (A − i)−1 ϕ.112 5. Since K(A + i)−1 is compact by assumption. Let ψ ∈ Hc respectively ψ ∈ Hac and drop the projectors. In particular. where ϕ ∈ Hc if and only if ψ ∈ Hc (since Hc reduces A). ϕ2 ). In particular we have D(A) ⊆ D(K).20) The closure of the set of all finite rank operators in L(H) is called the set of compact operators C(H). Hence every finite rank operator is of the form (5.

1 T →∞ T lim ψ c (t) 2 T (I − Kn )ψ c (t) 2 dt 0 − lim 1 T →∞ T T Kn ψ c (t) 2 dt = ψ c (t) 2 .28) . Truncate this expansion after N terms. Let A be self-adjoint. if ψ ∈ Hc we can write ψ = ψ c + ψ pp . and hence the error can be made arbitrarily small by choosing N large. then 1 T T T 1/2 Kn ψ(t) dt ≤ 0 1 T Kn ψ(t) 2 dt 0 →0 (5. (5. Let ψ ∈ Hc . In summary.27) By the spectral theorem.25) Hpp = {ψ ∈ H| lim sup (I − Kn )e−itA ψ = 0}. Suppose Kn ∈ L(H) is a sequence of relatively compact operators which converges strongly to the identity. Conversely. If it would. By our previous estimate it suffices to show Kn ψ pp (t) ≥ ε > 0 for n large. With the help of this result we can now prove an abstract version of the RAGE theorem. by Lemma 1. Then Hc = {ψ ∈ H| lim lim n→∞ t≥0 1 n→∞ T →∞ T T 0 Kn e−itA ψ dt = 0}. In fact. we would have 0 = ≥ a contradiction. Proof. We begin with the first equation. where the ψj are orthonormal eigenfunctions and αj (t) = exp(−itλj )αj . we even claim n→∞ t≥0 lim sup Kn ψ pp (t) − ψ pp (t) = 0.2.5. we can write ψ pp (t) = j αj (t)ψj . then this part converges uniformly to the desired limit by strong convergence of Kn .26) by Cauchy-Schwarz and the previous theorem. (5. if ψ ∈ Hpp we can write ψ = ψ c + ψ pp and by our previous estimate it suffices to show that (I − Kn )ψ c (t) does not tend to 0 as n → ∞.13 we have Kn ≤ M . 0 (5. Abbreviate ψ(t) = exp(−itA)ψ. Now let us turn to the second equation.7 (RAGE). The RAGE theorem 113 concluding the proof.27). Moreover. Theorem 5. Conversely. If ψ ∈ Hpp the claim follows by (5. regularity properties of spectral measures are related to the long time behavior of the corresponding quantum mechanical system.

use the same trick as before and replace K by KRA (z). The main interest is the behavior of K(t) for large t. To obtain the general result. As in the proof of the previous theorem we can write ψ pp = j αj ψj and hence αj j 1 T T K(t)ψj dt = 0 j αj 1 T T eit(A−λj ) dt Kψj . We will assume that K is bounded.30) This point of view is often referred to as Heisenberg picture in the physics literature. Under the same assumptions as in the RAGE theorem we have 1 T itA lim lim e Kn e−itA ψdt = P pp ψ (5. ψ(t) = e−itA ψ.32) by Theorem 5. Then 1 T →∞ T lim T 0 K(t)ψ c dt ≤ lim 1 T →∞ T T K(t)ψ c dt = 0 0 (5.29) and note ψ(t). (5. If K is unbounded we will assume D(A) ⊆ D(K) such that the above equations make sense at least for ψ ∈ D(A). Then 1 T →∞ T lim T 0 eitA Ke−itA ψdt = λ∈σp (A) PA ({λ})KPA ({λ})ψ.8. K(t)ψ . 0 (5. Suppose A is self-adjoint and K is relatively compact. Write ψ = ψ c + ψ pp .34) n→∞ T →∞ T 0 . Corollary 5.33) As in the proof of Wiener’s theorem. we can interchange the limit with the summation and the claim follows. (5. we see that the operator in parenthesis tends to PA ({λj }) strongly as T → ∞. Quantum dynamics However. the result holds for any ψ ∈ H. The strong limits are called asymptotic observables if they exist.114 5. It is often convenient to treat the observables as time dependent rather than the states. a more detailed investigation of this topic is beyond the scope of this manuscript.31) If K is in addition bounded.6. Theorem 5. We set K(t) = eitA Ke−itA (5. We also note the following corollary. Since this operator is also bounded by 1 for all T .9. For a survey containing several recent results see [9]. ψ ∈ D(A). Kψ(t) = ψ. Proof.

we cannot obtain eit(A+B) from eitA eitB .41) τ and. we at least have: Theorem 5. (5. So limτ →0 Fτ (s) = 0 at least pointwise. B. we can invoke the uniform boundedness ψ 2 Γ(A+B) = ψ principle to obtain 1 iτ A iτ B (e e − eiτ (A+B) )ψ ≤ C ψ Γ(A+B) . However.3.42) τ where . The Trotter product formula In many situations the operator is of the form A + B. Problem 5. (5. Fτ (s) = Pointwise convergence implies 1 iτ A iτ B (e e − eiτ (A+B) )ψ ≤ C(ψ) (5.3.37) j where τ = t n. where eitA and eitB can be computed explicitly. but we need this uniformly with respect to s ∈ [−|t|. 5.36) Proof. Prove Lemma 5. The Trotter product formula 115 respectively 1 n→∞ T →∞ T lim lim T 0 e−itA (I − Kn )e−itA ψdt = P c ψ. (5.39) τ Now for ψ ∈ D(A + B) = D(A) ∩ D(B) we have 1 iτ A iτ B (e e − eiτ (A+B) )ψ → iAψ + iBψ − i(A + B)ψ = 0 (5.(5. |t|]. since D(A + B) is a Hilbert space when equipped with the graph norm 2 + (A + B)ψ 2 . First of all note that we have eiτ A eiτ B n−1 n − eit(A+B) n−1−j = j=0 eiτ A eiτ B eiτ A eiτ B − eiτ (A+B) eiτ (A+B) . A.38) 1 iτ A iτ B (e e − eiτ (A+B) )eis(A+B) ψ .5. and hence (eiτ A eiτ B )n − eit(A+B) ψ ≤ |t| max Fτ (s). Prove Corollary 5.3. Since A and B will not commute in general. and A + B are self-adjoint. (5. Then eit(A+B) = s-lim ei n A ei n B n→∞ t t n .40) τ as τ → 0.5. |s|≤|t| (5.2.35) Problem 5. Suppose.10 (Trotter product formula).9.

116

5. Quantum dynamics

Now |Fτ (s) − Fτ (r)| ≤ 1 iτ A iτ B (e e − eiτ (A+B) )(eis(A+B) − eir(A+B) )ψ τ ≤ C (eis(A+B) − eir(A+B) )ψ Γ(A+B) . (5.43)

shows that Fτ (.) is uniformly continuous and the claim follows by a standard ε 2 argument. If the operators are semi-bounded from below the same proof shows Theorem 5.11 (Trotter product formula). Suppose, A, B, and A + B are self-adjoint and semi-bounded from below. Then e−t(A+B) = s-lim e− n A e− n B
n→∞
t t

n

,

t ≥ 0.

(5.44)

Problem 5.4. Proof Theorem 5.11.

Chapter 6

Perturbation theory for self-adjoint operators

The Hamiltonian of a quantum mechanical system is usually the sum of the kinetic energy H0 (free Schr¨dinger operator) plus an operator V coro responding to the potential energy. Since H0 is easy to investigate, one usually tries to consider V as a perturbation of H0 . This will only work if V is small with respect to H0 . Hence we study such perturbations of self-adjoint operators next.

6.1. Relatively bounded operators and the Kato–Rellich theorem
An operator B is called A bounded or relatively bounded with respect to A if D(A) ⊆ D(B) and if there are constants a, b ≥ 0 such that Bψ ≤ a Aψ + b ψ , ψ ∈ D(A). (6.1)

The infimum of all constants a for which a corresponding b exists such that (6.1) holds is called the A-bound of B. The triangle inequality implies Lemma 6.1. Suppose Bj , j = 1, 2, are A bounded with respective A-bounds ai , i = 1, 2. Then α1 B1 + α2 B2 is also A bounded with A-bound less than |α1 |a1 + |α2 |a2 . In particular, the set of all A bounded operators forms a linear space. There are also the following equivalent characterizations: 117

118

6. Perturbation theory for self-adjoint operators

Lemma 6.2. Suppose A is closed and B is closable. Then the following are equivalent: (i) B is A bounded. (ii) D(A) ⊆ D(B). (iii) BRA (z) is bounded for one (and hence for all) z ∈ ρ(A). Moreover, the A-bound of B is no larger then inf z∈ρ(A) BRA (z) . Proof. (i) ⇒ (ii) is true by definition. (ii) ⇒ (iii) since BRA (z) is a closed (Problem 2.6) operator defined on all of H and hence bounded by the closed graph theorem (Theorem 2.7). To see (iii) ⇒ (i) let ψ ∈ D(A), then Bψ = BRA (z)(A − z)ψ ≤ a (A − z)ψ ≤ a Aψ + (a|z|) ψ , (6.2) where a = BRA (z) . Finally, note that if BRA (z) is bounded for one z ∈ ρ(A), it is bounded for all z ∈ ρ(A) by the first resolvent formula. We are mainly interested in the situation where A is self-adjoint and B is symmetric. Hence we will restrict our attention to this case. Lemma 6.3. Suppose A is self-adjoint and B relatively bounded. The Abound of B is given by
λ→∞

lim BRA (±iλ) .

(6.3)

If A is bounded from below, we can also replace ±iλ by −λ. Proof. Let ϕ = RA (±iλ)ψ, λ > 0, and let a∞ be the A-bound of B. If B is A bounded, then (use the spectral theorem to estimate the norms) BRA (±iλ)ψ ≤ a ARA (±iλ)ψ + b RA (±iλ)ψ ≤ (a + b ) ψ . λ (6.4)

Hence lim supλ BRA (±iλ) ≤ a∞ which, together with a∞ ≤ inf λ BRA (±iλ) from the previous lemma, proves the claim. The case where A is bounded from below is similar. Now we will show the basic perturbation result due to Kato and Rellich. Theorem 6.4 (Kato–Rellich). Suppose A is (essentially) self-adjoint and B is symmetric with A-bound less then one. Then A + B, D(A + B) = D(A), is (essentially) self-adjoint. If A is essentially self-adjoint we have D(A) ⊆ D(B) and A + B = A + B. If A is bounded from below by γ, then A + B is bounded from below by min(γ, b/(a − 1)).

6.2. More on compact operators

119

Proof. Since D(A) ⊆ D(B) and D(A) ⊆ D(A + B) by (6.1) we can assume that A is closed (i.e., self-adjoint). It suffices to show that Ran(A+B ±iλ) = H. By the above lemma we can find a λ > 0 such that BRA (±iλ) < 1. Hence −1 ∈ ρ(BRA (±iλ)) and thus I + BRA (±iλ) is onto. Thus (A + B ± iλ) = (I + BRA (±iλ))(A ± iλ) is onto and the proof of the first part is complete. If A is bounded from below we can replace ±iλ by −λ and the above equation shows that RA+B exists for λ sufficiently large. By the proof of the previous lemma we can choose −λ < min(γ, b/(a − 1)). Finally, let us show that there is also a connection between the resolvents. Lemma 6.5. Suppose A and B are closed and D(A) ⊆ D(B). Then we have the second resolvent formula RA+B (z) − RA (z) = −RA (z)BRA+B (z) = −RA+B (z)BRA (z) for z ∈ ρ(A) ∩ ρ(A + B). Proof. We compute RA+B (z) + RA (z)BRA+B (z) = RA (z)(A + B − z)RA+B (z) = RA (z). (6.7) The second identity is similar. Problem 6.1. Compute the resolvent of A + α ψ, . ψ. (Hint: Show α (I + α ϕ, . ψ)−1 = I − ϕ, . ψ 1 + α ϕ, ψ and use the second resolvent formula.) (6.6) (6.5)

(6.8)

6.2. More on compact operators
Recall from Section 5.2 that we have introduced the set of compact operators C(H) as the closure of the set of all finite rank operators in L(H). Before we can proceed, we need to establish some further results for such operators. We begin by investigating the spectrum of self-adjoint compact operators and show that the spectral theorem takes a particular simple form in this case. We introduce some notation first. The discrete spectrum σd (A) is the set of all eigenvalues which are discrete points of the spectrum and whose corresponding eigenspace is finite dimensional. The complement of the discrete spectrum is called the essential spectrum σess (A) = σ(A)\σd (A). If A is self-adjoint we might equivalently set σd (A) = {λ ∈ σp (A)|rank(PA ((λ − ε, λ + ε))) < ∞ for some ε > 0}. (6.9)

120

6. Perturbation theory for self-adjoint operators

respectively σess (A) = {λ ∈ R|rank(PA ((λ − ε, λ + ε))) = ∞ for all ε > 0}. (6.10)

Theorem 6.6 (Spectral theorem for compact operators). Suppose the operator K is self-adjoint and compact. Then the spectrum of K consists of an at most countable number of eigenvalues which can only cluster at 0. Moreover, the eigenspace to each nonzero eigenvalue is finite dimensional. In other words, σess (K) ⊆ {0}, where equality holds if and only if H is infinite dimensional. In addition, we have K=
λ∈σ(K)

(6.11)

λPK ({λ}).

(6.12)

Proof. It suffices to show rank(PK ((λ − ε, λ + ε))) < ∞ for 0 < ε < |λ|. Let Kn be a sequence of finite rank operators such that K −Kn ≤ 1/n. If RanPK ((λ−ε, λ+ε)) is infinite dimensional we can find a vector ψn in this range such that ψn = 1 and Kn ψn = 0. But this yields a contradiction 1 ≥ | ψn , (K − Kn )ψn | = | ψn , Kψn | ≥ |λ| − ε > 0 n by (4.2). As a consequence we obtain the canonical form of a general compact operator. Theorem 6.7 (Canonical form of compact operators). Let K be compact. ˆ There exists orthonormal sets {φj }, {φj } and positive numbers sj = sj (K) such that ˆ ˆ K= sj φj , . φj , K∗ = sj φj , . φj . (6.14)
j j

(6.13)

ˆ ˆ ˆ Note Kφj = sj φj and K ∗ φj = sj φj , and hence K ∗ Kφj = s2 φj and KK ∗ φj = j ˆ s2 φj . j The numbers sj (K)2 > 0 are the nonzero eigenvalues of KK ∗ respectively K ∗ K (counted with multiplicity) and sj (K) = sj (K ∗ ) = sj are called singular values of K. There are either finitely many singular values (if K is finite rank) or they converge to zero. Proof. By Lemma 5.5 K ∗ K is compact and hence Theorem 6.6 applies. Let {φj } be an orthonormal basis of eigenvectors for PK ∗ K ((0, ∞))H and let

φk we see that k ˆ {φj } are orthonormal and the formula for K ∗ follows by taking the adjoint of the formula for K (Problem 6. . (i) ⇒ (ii). Proof.8. For K ∈ L(H) the following statements are equivalent: (i) K is compact. Then (by (6. (6.15) ˜ with ψ ∈ Ker(K ∗ K) = Ker(K). replace ψn → ψn − ψ and assume ψ = 0. Now apply (iii) to this subsequence.17) Finally. (i) ⇔ (i’). Lemma 6. More on compact operators 121 s2 be the eigenvalue corresponding to φj . for any ψ ∈ H we can write j ψ= j ˜ φj . (iv) ψn bounded implies that Kψn has a (norm) convergent subsequence. This is immediate from Theorem 6. σj = 1 are the eigenvectors of K and σj sj are the corresponding eigenvalues. Then Kψ = j ˆ sj φj . φk = sj s−1 φj .16) ˆ ˜ ˜ ˜ ˆ ˆ where φj = s−1 Kφj . K ∗ K ψ = 0.2). ψ |2 An φj 2 ≤ j=1 ˆ sj An φj 2 → 0. If ψn is bounded it has a weakly convergent subsequence by Lemma 1. Since An ≤ M it suffices to consider the case where K is finite rank. By φj . ψ φj . 2 ˆ If K is self-adjoint then φj = σj φj .12. Moreover.6. let me remark that there are a number of other equivalent definitions for compact operators. ϕ. since K ψ 2 = ψ. j (6.14)) N N s An K 2 = sup ψ =1 j=1 ˆ sj | φj . Translating An → An −A it is no restriction to assume A = 0. . Again. then Kψn 2 = An K ∗ → 0. (i’) K ∗ is compact. (iii) ⇒ (iv). (iii) ψn ψ weakly implies Kψn → Kψ in norm.18) (ii) ⇒ (iii).2. Choose An = ψn . Kφk = (sj sk )−1 K ∗ Kφj . φk = j (sj sk )−1 Kφj .7. (ii) An ∈ L(H) and An → A strongly implies An K → AK. ψ φj + ψ (6. note that we have K = max sj (K). (6. ϕ = 1. Then.

2. Example. converges to 0. and K = δ1 . By j=n assumption. Moreover. Problem 6. we can find a sequence of unit vectors ψn ∈ span{ϕj }∞ for which Kψn ≥ ε. ). .20) is a decreasing sequence tending to a limit ε ≥ 0. y)|2 dµ(y) dµ(x) M |ψ(y)|2 dµ(y) (6. (6. Let H = 2 (N). Next. ϕi (x)ϕj (y) is an orthonormal basis for . (6.14). Then s-lim An = 0 but KAn = 1. ψ =1 j=n Kψ (6. Such an operator is called Hilbert– Schmidt operator. Without the requirement that An is normal the claim is wrong as the following example shows. Using Cauchy-Schwarz. The last condition explains the name compact. Kϕj . ψ ∈ L2 (M.19) Then γn = K − Kn = sup ψ∈span{ϕj }∞ . . by Lemma 1. δ1 . Deduce the formula for K ∗ from the one for K in (6.9. y)|2 dµ(y) |ψ(y)|2 dµ(y) dµ(x) M ≤ M M = M M |K(x. . since ψn converges weakly to 0. An the operator which shifts each sequence n places to the left. 2 |Kψ(x)|2 dµ(x) = M M M |K(x.21) where K(x. y) ∈ L2 (M × M.3. where δ1 = (1. Kψn has a convergent subsequence which.22) we see that K is bounded. dµ ⊕ dµ). Then. Let ϕj be an orthonormal basis and set n Kn = j=1 ϕj . Hence ε must be 0 and we are done. Perturbation theory for self-adjoint operators (iv) ⇒ (i). y)ψ(y)dµ(y). dµ). Hilbert–Schmidt and trace class operators Among the compact operators two special classes or of particular importance. . The first one are integral operators Kψ(x) = M K(x. Moreover. . dµ). pick an orthonormal basis ϕj (x) for L2 (M. note that you cannot replace An K → AK by KAn → KA unless you additionally require An to be normal (then this follows by taking adjoints — recall that only for normal operators taking adjoints is continuous with respect to strong convergence). 0. 6. y)ψ(y)|dµ(y) dµ(x) |K(x.122 6.

j M M |K(x. Using (6.9. y)|2 dµ(x)dµ(y) = M M j=1 sj (K)2 Now if one side converges. y)|2 dµ(y) dµ(x) < ∞.j ϕi (x)ϕj (y).29) By our lemma this coincides with our previous definition if H = L2 (M.24) In particular.27) and (6. y) = |Kn (x.14): n Kn = j=1 ˆ sj φj .j ci. dµ).14) we can also give a different characterization of Hilbert– Schmidt operators. . y) = i.26) holds in this case.3.j = ϕi . Hilbert–Schmidt and trace class operators 123 L2 (M × M. If K is compact we can define approximating finite rank operators Kn by considering only finitely many terms in (6. Lemma 6. .j |2 = i. j (6.28) Then Kn has the kernel Kn (x. Proof. Kϕ∗ .25) shows that K can be approximated by finite rank operators (take finitely many terms in the sum) and is hence compact.23) where |ci. so does the other and in particular. y)|2 dµ(x)dµ(y). dµ). ci. Hence we will call a compact operator Hilbert–Schmidt if its singular values satisfy sj (K)2 < ∞.26) in this case. then a compact operator K is Hilbert– Schmidt if and only if j sj (K)2 < ∞ and sj (K)2 = j M M |K(x.j ci. If H = L2 (M. j (6. (6. (6.6. ψ ϕi (x) j (6.j ϕ∗ . n ∗ˆ j=1 sj φj (y) φj (x) n (6. dµ ⊕ dµ) and K(x. φj . (6. Kψ(x) = i.

The set of Hilbert–Schmidt operators forms a ∗-ideal in L(H) and KA 2 ≤ A K 2 respectively AK 2 ≤ A K 2.35) For KA just consider adjoints. Proof. This follows from Kψn n 2 = n.32) in this case. Let K be Hilbert–Schmidt and A bounded. Then AK is compact and AK 2 2 = n AKψn 2 ≤ A 2 n Kψn 2 = A 2 K 2 2.124 6. dµ⊗dµ)).30) form a Hilbert space (isomorphic to L2 (M ×M. dµ) we see that the Hilbert–Schmidt operators together with the norm K 2 = j sj (K)2 1/2 (6. (6.j ˆ | φj .37) . (6.11.36) < ∞}.31) for some orthonormal set and Kψn n 2 = K 2 2 (6. Note that K 2 = K ∗ 2 (since sj (K) = sj (K ∗ )).10. (6. This approach can be generalized by defining K plus corresponding spaces Jp (H) = {K ∈ C(H)| K p p = j sj (K)p 1/p (6. There is another useful characterization for identifying Hilbert–Schmidt operators: Lemma 6. Kψn |2 = n. (6. A compact operator K is Hilbert–Schmidt if and only if Kψn n 2 <∞ (6. ψn |2 sj (K)2 .j ˆ | K ∗ φj . Perturbation theory for self-adjoint operators Since every Hilbert space is isomorphic to some L2 (M.33) = n ˆ K ∗ φn 2 = j Corollary 6.34) Proof.

.. Now using Cauchy-Schwarz we have | ψn . Kϕj |p   j where the sup is taken over all orthonormal systems. j (6.6.     1/p {ψj }.40) holds. 1/q ≤ (6. ψn p ≤ j sp | ϕn . φj |2 j sp j j 1/2 j 1/2 n.j sp | ϕn . p are Banach spaces.43) ˆ Since equality is attained for ϕn = φn and ψn = φn equation (6. φj |2 j 1/2 (6..|2 )1/p |.. Kϕn |p = j sj 1/2 ϕn . φj |2 j 1/2 j ˆ sp | ψn . Hilbert–Schmidt and trace class operators 125 which are known as Schatten p-class.|2/q ) o j sj | ϕn .j ˆ sp | ψn . φj |2 j j 1/p j 1/p | ϕn .|2 = (sp |. 1 Proof. Moreover... (6. φj |2 ≤ j j sp | ϕn .38) = K ∗ p. ψn . φj |2 . The hard part is to prove (6.42) Summing over n.40): Choose q such that p + 1 = 1 and q use H¨lder’s inequality to obtain (sj |.39) Lemma 6. Note that K ≤ K and that by sj (K) = sj (K ∗ ) we have K p p. (6. φj |2 j sp | ϕn .41) ˆ Clearly the analogous equation holds for φj . .40) K p = sup | ψj . φj sj 1/2 ˆ φj . {ϕj } ONS . φj |2 j = j 1/2 ≤ sp j 1/2 sp . Kϕn |p ≤ n n. a second appeal to Cauchy-Schwarz and interchanging the order of summation finally gives | ψn .12. (6.3. The spaces Jp (H) together with the norm .

46) K2 ψ n 2 1/2 = K1 K2 2 (6. K is in Jp (H). Perturbation theory for self-adjoint operators Now the rest is straightforward. K1 ϕj |p p 1/p + j | ψj .47) and hence K = K1 K2 is trace calls if both K1 and K2 are Hilbert–Schmidt operators. Since Hilbert–Schmidt operators are easy to identify it is important to relate J1 (H) with J2 (H): Lemma 6.45) for any finite ONS. j Corollary 6. Since C(H) is closed.13. . p it is also a Cauchy sequence with respect to . Since the right hand side is independent of the ONS (and in particular on the number of vectors). K = K1 K2 . and we have K in this case. The two most important cases are p = 1 and p = 2: J2 (H) is the space of Hilbert–Schmidt operators investigated in the previous section and J1 (H) is the space of trace class operators. If Kn is a Cauchy sequence with respect to . (K1 + K2 )ϕj |p j 1/p ≤ j | ψj . there is a compact K with K − Kn → 0 and by Kn p ≤ C we have | ψj . Proof. The other requirements for are norm are obvious and it remains to check completeness. By Cauchy-Schwarz we have | ϕn . φj .44) we infer that Jp (H) is a vector space and the triangle inequality. Kψn | = n n ∗ | K1 ϕn . K 2 ψ n | ≤ n 2 ∗ K 1 ϕn 2 n 1 ≤ K1 2 K2 2 (6. (6. .14) and choose K1 = ˆ sj (K) φj .48) . An operator is trace class if and only if it can be written as the product of two Hilbert–Schmidt operators. ( K ≤ K p ).14. φj respectively K2 = j sj (K) φj . K2 ϕj |p 1/p ≤ K1 + K2 p (6. Kϕj |p j 1/p ≤C (6. From | ψj . The set of trace class operators forms a ∗-ideal in L(H) and KA 1 ≤ A K 1 respectively AK 1 ≤ A K 1.126 6. To see the converse let K be given by (6.

49) is finite and independent of the ONB. show that A p = a p in this case. Furthermore. where we set tr(P ) = ∞ if (6. Show that for an orthogonal projection P we have dim Ran(P ) = tr(P ). Write K = K1 K2 with K1 . If K is trace class. K2 Hilbert–Schmidt and use Corollary 6. (Hint A is self-adjoint (why?) and A = A A. (6.5. Show that A ≥ 0 is trace class if (6. Now we can also explain the name trace class: Lemma 6. K 2 ϕ n ∗ K2 ψ m .) Problem 6.4.11.n ∗ K 1 ϕn . the trace is linear and if K1 ≤ K2 are both trace class we have tr(K1 ) ≤ tr(K2 ). Show that A ∈ Jp ( 2 (N)) if and only if a ∈ p (N). The rest follows from linearity of the scalar product and K1 ≤ K2 if and only if ϕ. ϕ n m. K2 Hilbert–Schmidt we have ϕn . Hilbert–Schmidt and trace class operators 127 Proof. Clearly for self-adjoint trace class operators.49) is infinite (for one and hence all ONB by the previous problem).50) Hence the trace is independent of the ONB and we even have tr(K1 K2 ) = tr(K2 K1 ). K 1 K 2 ϕn n = n ∗ K 1 ϕn . K2 ϕ for every ϕ ∈ H. Moreover. K1 ϕ ≤ ϕ. .m ∗ K2 ψ m . K 2 K1 ψ m . Kϕn (6. Problem 6. This is even true for all trace class operators and is known as Lidiskij trace theorem (see [17] or [6] for an easy to read introduction).3.15.6. K 1 ψ m = ψ m . then for any ONB {ϕn } the trace tr(K) = n ϕn . If we write K = K1 K2 with K1 . K 1 ψ m m = = m ϕn . Problem 6.49) is finite for one (and √ √ hence all) ONB. ψ m ψ m . Proof. Let {ψn } be another ONB. K 2 ϕ n = n. To see this you just have to choose the ONB to consist of eigenfunctions.3. the trace is the sum over all eigenvalues (counted with their multiplicity). Let H = 2 (N) and let A be multiplication by a sequence a(n).

where |K| = √ K ∗ K. Moreover. Show that K : 2 (N) → 2 (N).12 we have λ0 ∈ σ(A) and hence it suffices to show λ0 ∈ σd (A). . Consider ˜ ˜ ˜ ψn = Pε ψn . we cannot expect a (relatively) bounded perturbation to leave any part of the spectrum invariant. . Our hope is that at least some parts of the spectrum remain invariant.51) Hence our only hope is that the remainder. φj . the sequence can chosen to be orthonormal. In fact. ψn converges weakly to 0.16 (Weyl criterion).7.6. Problem 6. Such a sequence is called singular Weyl sequence.128 6. Next. Let ψn be a singular Weyl sequence for the point λ0 . Perturbation theory for self-adjoint operators Problem 6. Clearly ψn converges weakly to zero and (A − λ0 )ψn → 0. If λ0 ∈ σd (A) we can find an ε > 0 such that Pε = PA ((λ0 − ε. Show that for K ∈ C we have |K| = j sj φj . where C(n) is decreasing and summable.4. Relatively compact operators and Weyl’s theorem In the previous section we have seen that the sum of a self-adjoint and a symmetric operator is again self-adjoint if the perturbing operator is small. we first need a good criterion for a point to be in the essential spectrum of A. we can easily remove this eigenvalue with a finite rank perturbation of arbitrary small norm. A point λ is in the essential spectrum of a self-adjoint operator A if and only if there is a sequence ψn such that ψn = 1. Let A be self-adjoint. Conclude that K p = (tr(|A|p ))1/p . Lemma 6. In this section we want to study the influence of perturbations on the spectrum. By Lemma 2. we shift the entire spectrum. and (A − λ)ψn → 0. To show this. Proof. consider A + εPA ({λ0 }). f (n) → j∈N k(n + j)f (j) is Hilbert–Schmidt if |k(n)| ≤ C(n). Hence. Note that if we add a multiple of the identity to A. namely the essential spectrum. if λ0 is in the discrete spectrum. 6. in general. (6. λ0 + ε)) is finite rank. is stable under finite rank perturbations.

54) K∈C(H). If RA (z) − RB (z) ∈ C(H) for one z ∈ ρ(A) ∩ ρ(B). λ − n+1 ) ∪ (λ + rank(Pnj ) > 0 for an infinite subsequence nj . Then (RA (z)− λ−z )ψn = RA (z) (A−λ)ψn and thus (RA (z)− z−λ 1 → 0. consider Pn = PA ([λ − n . Reversing the roles of A + K and A shows σess (A + K) = σess (A). Now pick Now let K be a self-adjoint compact operator and ψn a singular Weyl sequence for A. Then ψj ∈ RanPnj . Theorem 6.18 (Weyl).4. (6. Thus ϕn = ψn −1 ψn is also a singular Weyl sequence.53) since (A − λ)ψn → 0 by assumption and Kψn → 0 by Lemma 6. if λ0 ∈ σess (A).λ+ε) 1 (λ − λ0 )2 dµψn (λ) ε2 R\(λ−ε.55) Proof. Hence σess (A) ⊆ σess (A + K). But ϕn is a sequence of unit length vectors which lives in a finite dimensional space and converges to 0 weakly. 1 1 n+1 . In particular. Since we have shown that we can remove any point in the discrete spectrum by a self-adjoint finite rank operator we obtain the following equivalent characterization of the essential spectrum.K ∗ =K There is even a larger class of operators under which the essential spectrum is invariant.17.6. Suppose A and B are self-adjoint operators. ˜ ψn − ψn 2 = ≤ dµψn (λ) R\(λ−ε. a contradiction.8 (iii). 1 1 Conversely. λ + n ]). The essential spectrum of a self-adjoint operator A is precisely the part which is invariant under rank-one perturbations. σess (A) = σ(A + K). where ϕn = RB (z)ψn .56) (6. Relatively compact operators and Weyl’s theorem 129 Moreover. Since . then σess (A) = σess (B). Moreover.52) ε ˜ ˜ ˜ and hence ψn → 1.λ+ε) 1 ≤ 2 (A − λ0 )ψn 2 (6. (6. In fact. by our assumption we also have (RB (z) − λ−z )ψn 1 λ−z )ψn → 0 and thus (B − λ)ϕn → 0. Then ψn converges weakly to zero and hence (A + K − λ)ψn ≤ (A − λ)ψn + Kψn → 0 (6. Lemma 6. suppose λ ∈ σess (A) and let ψn be a corresponding singular 1 Weyl sequence.

then all self-adjoint extensions have the same essential spectrum. In addition. For later use observe that set of all operators which are relatively compact with respect to A forms a linear space (since compact operators do) and relatively compact operators have A-bound zero. Remember that we have called K relatively compact with respect to A if KRA (z) is compact (for one and hence for all z) and note that the the resolvent difference RA+K (z) − RA (z) is compact if K is relatively compact.21. Proof.27 the resolvent difference of two self-adjoint extensions is a finite rank operator if the defect indices are finite. if A and B are self-adjoint. Then the A-bound of K is zero. then f (A) − f (B) ∈ C(H) for any f ∈ C∞ (R). Suppose RA (z) − RB (z) ∈ C(H) (6. In particular. showing λ ∈ σess (B). By Lemma 2. (6.59) Let A and B be self-adjoint.58) .19. Suppose A is symmetric with equal finite defect indices. Let A be self-adjoint and suppose K is relatively compact with respect to A. Proof. In addition. Perturbation theory for self-adjoint operators limn→∞ ϕn = limn→∞ RA (z)ψn = |λ − z|−1 = 0 (since (RA (z) − 1 1 λ−z )ψn = λ−z RA (z)(A − λ)ψn → 0) we obtain a singular Weyl sequence for B.18 applies if B = A + K.20. Hence the claim follows from Lemma 4. If the condition holds for one z it holds for all since we have (using both resolvent formulas) RA (z ) − RB (z ) = (1 − (z − z )RB (z ))(RA (z) − RB (z))(1 − (z − z )RA (z )). then this holds for all z ∈ ρ(A) ∩ ρ(B).4. The set of all functions f for which the claim holds is a closed ∗-subalgebra of C∞ (R) (with sup norm). Lemma 6. As a first consequence note the following result Theorem 6. (6. where K is relatively compact.130 6.57) for one z ∈ ρ(A) ∩ ρ(B). Lemma 6. Now interchange the roles of A and B. Theorem 6. the following result is of interest.

D(A) = H 2 (R) is self-adjoint if ∞ (R). Hence the claim follows from Lemma 6.23.6. Proof. then z ∈ σess (A).8 (since RA is normal).22. Show that A = − dx2 + q(x). If An converges to A in strong resolvent sense. then f (An ) converges to f (A) strongly for any bounded continuous function f : Σ → C. note the following result which is a straightforward consequence of the second resolvent identity. If K is relatively compact with respect to A then it is also relatively compact with respect to A + B. Write KRA (λi) = (KRA (i))((A + i)RA (λi)) (6. Lemma 6.8. then f (An ) converges to f (A) in norm for any bounded continuous function f : Σ → C with limλ→−∞ f (λ) = limλ→∞ f (λ).5. Suppose An converges to A in norm resolvent sense. And hence BRA+B (z) = BRA (z)(I + BRA (z))−1 shows that B is also A + B bounded and the result follows from KRA+B (z) = KRA (z)(I − BRA+B (z)) since KRA (z) is compact and BRA+B (z) is bounded. In addition. Show that if −u (x)+q(x)u(x) = zu(x) has a solution for which q∈L u and u are bounded near +∞ (or −∞) but u is not square integrable near +∞ (or −∞). Strong and norm resolvent convergence Suppose An and A are self-adjoint operators. Using the Stone–Weierstraß theorem we obtain as a first consequence Theorem 6. d Problem 6.3 and the discussion after Lemma 6. Σ = σ(A) ∪ n σ(An ). We say that An converges to A in norm respectively strong resolvent sense if n→∞ lim RAn (z) = RA (z) respectively s-lim RAn (z) = RA (z) n→∞ (6. Strong and norm resolvent convergence 131 Proof.62) 6.60) and observe that the first operator is compact and the second is normal and converges strongly to 0 (by the spectral theorem). (Hint: Use u to construct a Weyl sequence by restricting it to a compact set.61) (6.5. we can choose a z ∈ C such that BRA (z) < 1.63) for one z ∈ Γ = C\Σ.) 2 (6. . Suppose A is self-adjoint and B is symmetric with A-bound less then one. Since B is A bounded with A-bound less than one. Now modify your construction to get a singular Weyl sequence by observing that functions with disjoint support are orthogonal.

Then f (An )χm (An ) → f (A)χm (A) by the first part and hence (f (An ) − f (A))ψ ≤ f (An ) (1 − χm (An ))ψ (χm (An ) − χm (A))ψ (1 − χm (A))ψ s ∞ + f (An ) + f (A) + (f (An )χm (An ) − f (A)χm (A))ψ (6.) → I by Theo- As a consequence note that the point z ∈ Γ is of no importance Corollary 6.) ≤ f rem 3. and that we have Corollary 6. The usual 3 shows that this ∗-algebra is also closed. Perturbation theory for self-adjoint operators Proof. then eitAn → eitA . then this holds for all z ∈ Γ.24. m].132 6. s s t ∈ R.68) ≤ (an + bn ) ψ .66) Finally we need some good criteria to check for norm respectively strong resolvent convergence. Then An converges to A in norm resolvent sense if there are sequences an and bn converging to zero such that (An − A)ψ ≤ an ψ + bn Aψ .25. Let An . From the second resolvent identity RAn (z) − RA (z) = RAn (z)(A − An )RA (z) we infer (RAn (i) − RA (i))ψ ≤ RAn (i) an RA (i)ψ + bn ARA (i)ψ (6. ψ ∈ D(A) = D(An ). Suppose An converges to A in strong resolvent sense.26. taking adjoints is continuous even with respect to strong convergence) and since it contains f (λ) = 1 and f (λ) = 1 ε λ−z0 this ∗-algebra is dense by the Stone–Weierstaß theorem.64) can be made arbitrarily small since f (. (6. Lemma 6.69) (6. The set of functions for which the claim holds clearly forms a ∗algebra (since resolvents are normal. (6.67) Proof. Suppose An converges to A in norm or strong resolvent sense for one z0 ∈ Γ.1. and χm (. To see the last claim let χn be a compactly supported continuous funcs tion (0 ≤ χm ≤ 1) which is one on the interval [−m. t ≥ 0.65) (6. A be self-adjoint operators with D(An ) = D(A). and if all operators are semi-bounded e−tAn → e−tA .

A be self-adjoint operators. Proof. (RAn (z) − RAn (z ∗ ) + RA (z) − RA (z ∗ ))ψ → 0. Let An . In particular.30. since D0 is a core.71) z − z∗ Together with RAn (z)ψ RA (z)ψ we have RAn (z)ψ → RA (z)ψ by virtue of Lemma 1. Similarly. a contradiction. norm convergence implies norm resolvent convergence: Corollary 6. If you wonder why we did not define weak resolvent convergence. since λ ∈ σ(A) there is a nonzero ψ ∈ RanPA ((λ − ε ε 2 . Strong and norm resolvent convergence 133 and hence RAn (i) − RA (i) ≤ an + bn → 0. strong convergence implies strong resolvent convergence: Lemma 6. The rest follows from Lemma 1. Let An .13. Then we can find a λ ∈ σ(A) and some ε > 0 such that σ(An ) ∩ (λ − ε. Suppose the first claim were wrong. Suppose w-limn→∞ RAn (z) = RA (z) for some z ∈ Γ. then An converges to A in norm resolvent sense. λ + 2 )) implying f (A)ψ = ψ.11 (iv). Choose a bounded ε ε continuous function f which is one on (λ − 2 . Let An and A be self-adjoint operators. Then f (An ) = 0 and hence f (A)ψ = lim f (An )ψ = 0 for every ψ. λ + ε) = ∅. if no domain problems get in the way. Now what can we say about the spectrum? Theorem 6. here is the answer: it is equivalent to strong resolvent convergence.5. Proof. . If An converges to A in norm resolvent sense we have σ(A) = limn→∞ σ(An ).29. RAn (z ∗ )RAn (z)ψ − RA (z ∗ )RA (z)ψ 1 = ψ.6. By RAn (z) RA (z) we have also RAn (z)∗ the first resolvent identity RA (z)∗ and thus by RAn (z)ψ 2 − RA (z)ψ 2 = ψ. Lemma 6. Proof. (6. λ + 2 ) and vanishes outside (λ − ε. On the other hand.28. Using the second resolvent identity we have (RAn (i) − RA (i))ψ ≤ (A − An )RA (i)ψ → 0 (6.70) for ψ ∈ (A − i)D0 which is dense.27. If An converges to A in strong resolvent sense we have σ(A) ⊆ limn→∞ σ(An ). λ + ε). then also s-limn→∞ RAn (z) = RA (z). A be bounded self-adjoint operators with An → A. Then An converges to A in strong resolvent sense if there there is a core D0 of A such that for any ψ ∈ D0 we have ψ ∈ D(An ) for n sufficiently large and An ψ → Aψ.

23). then s-lim PAn ((λ0 . (g(An ) − f (An ))ψ ≤ (g(An ) − f (A))ψ + (f (A) − g(A))ψ + (g(A) − g(An ))ψ (6.1) and the same is true for the second if we choose n large (Theorem 6. ((−∞. n→∞ n→∞ (6. Then (f (An ) − PAn ((−∞. Using P ((λ0 . Since we can replace P. Lemma 6. λ]) = PA ((−∞.λ) by a continuous function f with 0 ≤ f ≤ χ(−∞. The idea is to approximate χ(−∞. n→∞ n→∞ (6.74) and now all terms are under control. which implies λ ∈ σ(An ) for n sufficiently large.31. If PA ({λ}) = 0.134 6.λ] ≤ g ≤ 1. Then An converges to 0 in strong resolvent sense.75) (6. which implies RAn (λ + i) < 1 for n sufficiently large. λ0 ]) we also obtain Corollary 6.λ) ≤ χ(−∞. λ1 )) − P ((−∞. λ)) = PA ((−∞. If PA ({λ0 }) = PA ({λ1 }) = 0. Furthermore. λ1 ]) = PA ((λ0 . Note that the spectrum can contract if we only have strong resolvent 1 sense: Let An be multiplication by n x in L2 (R). To overcome this problem let us choose another continuous function g with χ(−∞. λ)) by P. the third term can only be made small for fixed n. ((−∞. λ ∈ σ(A) if and only if RA (λ + i) < 1. but σ(An ) = R and σ(0) = {0}. then s-lim PAn ((−∞.λ] ≤ g.λ) (Theorem 3. λ1 )) = s-lim PAn ([λ0 . However. Perturbation theory for self-adjoint operators To see the second claim. λ)) − f (A))ψ + (f (A) − f (An ))ψ + (f (An ) − PAn ((−∞. Suppose An converges in strong resolvent sense to A. λ)) = s-lim PAn ((−∞. λ]). λ)))ψ ≤ (PA ((−∞. recall that the norm of RA (z) is just one over the distance from the spectrum. λ1 )) = PA ([λ0 . Suppose An converges in strong resolvent sense to A.76) . λ1 ]). In particular. λ)))ψ . So λ ∈ σ(A) implies RA (λ + i) < 1. (6.λ) . λ]) in all calculations we are done.72) Proof. λ1 )) = P ((−∞.73) The first term can be made arbitrarily small if we let f converge pointwise to χ(−∞.32. λ)) − PAn ((−∞. λ)))ψ ≤ (g(An ) − f (An ))ψ since f ≤ χ(−∞. Then (PA ((−∞.

Strong and norm resolvent convergence 135 Example. .n (λ) → f (λ)dµψ (λ) (6.9.5. Show that for self-adjoint operators.10 (Weak convergence of spectral measures). 0]) = I. 0)) = 0 and P0 ((−∞.n be the corresponding spectral measures.78) where {ϕn }n∈N is some (fixed) ONB. Suppose An → A in strong resolvent sense and let µψ . Give a counterexample when f is not continuous. even if we have bounded operators and norm convergence. (6. µψ.6. In fact. (6. (6. B) = 2n n∈N 0 0 0 1 .80) for every bounded continuous f . The following example shows that the requirement PA ({λ}) = 0 is crucial. strong resolvent convergence is equivalent to convergence with respect to the metric 1 (RA (i) − RB (i))ϕn . Show that f (λ)dµψ. Problem 6. 0]) = but P0 ((−∞. 0)) = PAn ((−∞.77) n 0 −1 Then An → 0 and PAn ((−∞. let H = C2 and 1 1 0 An = . Problem 6.79) d(A.

.

Part 2 Schr¨dinger Operators o .

.

. Let C ∞ (Rn ) be the set of all complex-valued functions which have partial derivatives of arbitrary order. For any multi-index α ∈ Nn and any f ∈ S(Rn ) we have 0 ˆ (∂α f )∧ (p) = (ip)α f (p). where ∂ = (∂1 . The Fourier transform We first review some basic facts concerning the Fourier transform which will be needed in the following section. 139 .1. n 1 |α| = α1 + · · · + αn . . Recall 0 the Schwarz space S(Rn ) = {f ∈ C ∞ (Rn )| sup |xα (∂β f )(x)| < ∞. (7. For f ∈ C ∞ (Rn ) and α ∈ Nn we set 0 ∂α f = ∂xα1 1 ∂ |α| f . ˆ (xα f (x))∧ (p) = i|α| ∂α f (p).2) ∞ which is dense in L2 (Rn ) (since Cc (Rn ) ⊂ S(Rn ) is). β ∈ Nn } 0 x (7. ∂n ) is the gradient. For f ∈ S(Rn ) we define 1 ˆ F(f )(p) ≡ f (p) = e−ipx f (x)dn x.1) An element α ∈ Nn is called multi-index and |α| is called its order.1. (7. .3) (2π)n/2 Rn Then it is an exercise in partial integration to prove Lemma 7. α. (7. · · · ∂xαn n xα = xα1 · · · xαn . .4) Hence we will sometimes write pf (x) for −i∂f (x).Chapter 7 The free Schr¨dinger o operator 7.

5) of two functions f. The free Schr¨dinger operator o In particular F maps S(Rn ) into itself. Lemma 7.140 7. Proof. one can treat each coordinate separately. Proof. z n/2 (7.1) ˆ zφ z 1 ˆ c = φz (0) = √ 2π 1 exp(−zx2 /2)dx = √ z R (7. since the integral is holomorphic for Re(z) > 0. For this the following lemma will be needed.3. Due to the product structure of the exponential.7) where we have used Fubini’s theorem. Now we can show . Next. We compute (f ∗ g)∧ (p) = = Rn (7.6) 1 (2π)n/2 e−ipx Rn Rn f (y)g(x − y)dn y dn x e−ip(x−y) g(x − y)dn x dn y Rn e−ipy f (y) 1 (2π)n/2 = Rn ˆ g e−ipy f (y)ˆ(p)dn y = (2π)n/2 f (p)ˆ(p). Thus φz (p) = cφ1/z (p) and (Problem 7.9) at least for z > 0.8) F(e−zx 2 /2 √ Here z n/2 has to be understood as ( z)n . where the branch cut of the root is chosen along the negative real axis. However.2. this holds for all z with Re(z) > 0 if we choose the branch cut of the root along the negative real axis. We have e−zx 2 /2 ∈ S(Rn ) for Re(z) > 0 and )(p) = 1 −p2 /(2z) e . ˆ Let φz (x) = exp(−zx2 /2). Then φz (x)+zxφz (x) = 0 and hence i(pφz (p)+ ˆ (p)) = 0. Another useful property is the convolution formula. we want to compute the inverse of the Fourier transform. g (7. reducing the problem to the case n = 1. Lemma 7. The Fourier transform of the convolution (f ∗ g)(x) = Rn f (y)g(x − y)dn y = Rn f (x − y)g(y)dn y (7. g ∈ S(Rn ) is given by ˆ g (f ∗ g)∧ (p) = (2π)n/2 f (p)ˆ(p).

Hence σ(F) ⊆ {z ∈ C|z 4 = 1}. (7. using Fubini this even implies F 2 (fε )(x) = fε (−x) for any ε > 0. −i}. From Fubini’s theorem we also obtain Parseval’s identity 1 ˆ ˆ |f (p)|2 dn p = f (x)∗ f (p)eipx dn p dn x n (2π)n/2 Rn Rn R = Rn |f (x)|2 dn x (7. We defer the proof for equality to Section 8. The Fourier transform 141 Theorem 7. |α| ≤ r (7. In fact.1.14) We will abbreviate ˆ ∂α f = ((ip)α f (p))∨ . if ψn is a Weyl sequence. It suffices to show F 2 (f )(x) = f (−x).7.13) Proof.10) (2π)n/2 Rn We have F 2 (f )(x) = f (−x) and thus F 4 = I. Its spectrum satisfies σ(F) = {z ∈ C|z 4 = 1} = {1.15) (∂α g)(x)f (x)dn x. The Fourier transform F : S(Rn ) → S(Rn ) is a bijection.11) Since limε↓0 fε (x) = f (x) for every x ∈ Rn (Problem 7. Consider φz (x) from the proof of the previous lemma and observe F 2 (φz )(x) = φz (−x). Lemma 7. then (F 2 + z 2 )(F + z)(F − z)ψn = (F 4 − z 4 )ψn = (1 − z 4 )ψn → 0 implies z 4 = 1. Proof. we infer from dominated convergence F 2 (f )(x) = limε↓0 F 2 (fε )(x) = limε↓0 fε (−x) = f (−x). where fε (x) = 1 εn Rn φ1/ε2 (x − y)f (y)dn y.16) . (7. Let us introduce the Sobolev space ˆ H r (Rn ) = {f ∈ L2 (Rn )||p|r f (p) ∈ L2 (Rn )}. (7. Its inverse is given by 1 F −1 (g)(x) ≡ g (x) = ˇ eipx g(p)dn p. where we will explicitly compute an orthonormal basis of eigenfunctions. −1.2).4. The Fourier transform F extends to a unitary operator F : L2 (Rn ) → L2 (Rn ). which implies g(x)(∂α f )(x)dn x = (−1)α Rn Rn f ∈ H r (Rn ). (7.5. (7. i.1 also allows us to extend differentiation to a larger class.12) for f ∈ S(Rn ) and thus we can extend F to a unitary operator: Theorem 7. It remains to compute the spectrum.3. Moreover.

That is.21) . the estimate ˆ sup |f (p)| ≤ p 1 sup (2π)n/2 p |e−ipx f (x)|dn x = Rn 1 (2π)n/2 |f (x)|dn x Rn (7.1. Extend Lemma 0. (7. The free Schr¨dinger operator o In Section 2. is given by H0 = −∆. (7. (Hint: Square the inte- Problem 7. Problem 7. ∂x2 j (7. if the particles do not interact. 7.22) ψ ∈ H 2 (Rn ). where ∆ is the Laplace operator n (7. The free Schr¨dinger operator o for f ∈ H r (Rn ) and g ∈ S(Rn ). and hence the operator H0 ψ = −∆ψ.17).19) ∆= j=1 ∂2 . (7. Then the Fourier transform is a bounded map from L1 (Rn ) into C∞ (Rn ) satisfying ˆ f ∞ ≤ (2π)−n/2 f 1 . the Hilbert space for N particles in Rd is L2 (Rn ).2. By Lemma 7. D(H0 ) = H 2 (Rn ). Let C∞ (Rn ) denote the Banach space of all continuous functions f : Rn → C which vanish at ∞ equipped with the sup norm.17) ˆ Proof. f ∈ S(Rn ) (compare Problem 0. More generally.142 7.2.18) ˆ shows f ∈ C∞ (Rn ) for arbitrary f ∈ L1 (Rn ) since S(Rn ) is dense in L1 (Rn ). Finally. n = N d. Lemma 7.32 to the case u.20) Our first task is to find a good domain such that H0 is a self-adjoint operator. Show that R exp(−x2 /2)dx = gral and evaluate it using polar coordinates. ∂α f is the derivative of f in the sense of distributions.1 we have seen that the Hilbert space corresponding to one particle in R3 is L2 (R3 ). we have the Riemann-Lebesgue lemma. Moreover.1 we have that ˆ − ∆ψ(x) = (p2 ψ(p))∨ (x).6 (Riemann-Lebesgue).) √ 2π. The corresponding non relativistic Hamilton operator. Clearly we have f ∈ C∞ (Rn ) if f ∈ S(Rn ).

∞) (r)rn−1 µ ˆ |ψ(rω)|2 dn−1 ω dr.7. √ ˆ |ψ( λω)|2 dn−1 ω dλ. Show that S(Rn ) is a core for H0 . It suffices to show that dµψ is purely absolutely continuous for every ψ.29) Problem 7.3) and hence it ∞ suffices to show that the closure of H0 |Cc (Rn ) contains H0 |S(Rn ) . σsc (H0 ) = σpp (H0 ) = ∅. S n−1 Rn ˆ |ψ(p)|2 n d p= p2 − z R r2 1 d˜ψ (r). (7. we note that the compactly supported smooth functions are a core for H0 . Rn ψ ∈ Q(H0 ) = H 1 (Rn ). RH0 (z)ψ = R λ−z where 1 dµψ (λ) = χ[0. (7. RH0 (z)ψ = ψ.) . we have 1 dµψ (λ).8.26) Hence. Set let ϕ(x) ∈ Cc 1 ∞ ϕn (x) = ϕ( n x). D(p2 ) = {ϕ ∈ L2 (Rn )|p2 ϕ(p) ∈ L2 (Rn )}. The free Schr¨dinger operator H0 is self-adjoint and its o spectrum is characterized by σ(H0 ) = σac (H0 ) = [0.27) (7.3.23) Theorem 7.24) Proof.2. Note also that the quadratic form of H0 is given by n qH0 (ψ) = j=1 |∂j ψ(x)|2 dn x. Proof.28) Finally. To see this.∞) (λ)λn/2−1 2 proving the claim. (7. ∞ (Rn ) which is one for |x| ≤ 1 and vanishes for |x| ≥ 2. ∞). The free Schr¨dinger operator o 143 is unitarily equivalent to the maximally defined multiplication operator (F H0 F −1 )ϕ(p) = p2 ϕ(p). The set Cc (Rn ) = {f ∈ S(Rn )|supp(f ) is compact} is a core for H0 . Rp2 (z)ψ = where d˜ψ (r) = χ[0. then ψn (x) = ϕn (x)ψ(x) is in Cc (Rn ) for every ψ ∈ S(Rn ) and ψn → ψ respectively ∆ψn → ∆ψ. ψ.7. First observe that ˆ ˆ ψ. ∞ Lemma 7. after a change of coordinates. (Hint: Show that the closure of H0 |S(Rn ) contains H0 . (7.25) µ −z (7. S n−1 (7. It is not hard to see that S(Rn ) is a core (Problem 7.

Using this explicit form. Moreover. 2 ε > 0.35) Moreover. The free Schr¨dinger operator o Problem 7.30) The right hand side is a product and hence our operator should be expressible as an integral operator via the convolution formula. The time evolution in the free case Now let us look at the time evolution. a more careful analysis is needed. it is not hard to draw some immediate consequences. if ψ ∈ L2 (Rn ) ∩ L1 (Rn ).33) for t = 0 and ψ ∈ L1 ∩ L2 .1. 2t (7. Show that {ψ ∈ S(R)|ψ(0) = 0} is dense but not a core for d2 H0 = − dx2 . However. For general ψ ∈ L2 the integral has to be understood as a limit. 7. Observe e−itH0 ψ(x) = = 2 ei 4t (4πit)n/2 1 2it n/2 x2 ei 4t ψ(y)ei 2t dn y Rn y2 xy ei 4t x2 ei 4t ψ(y) y2 ∧ ( x ).32) ψ(y)dn y (7.3 and the convolution formula we have fε (H0 )ψ(x) = and hence e−itH0 ψ(x) = 1 (4πit)n/2 ei Rn |x−y|2 4t 1 (4π(it + ε))n/2 e Rn − 4(it+ε) |x−y|2 ψ(y)dn y (7. For example. (7. We have 2 ˆ e−itH0 ψ(x) = F −1 e−itp ψ(p). since exp(i y )ψ(y) → ψ(y) in L2 as |t| → ∞ (dominated conver4t gence) we obtain . Consider fε (p2 ) = e−(it+ε)p . by Lemma 7.4.31) Then fε (H0 )ψ → e−itH0 ψ by Theorem 3. since 2 e−itp is not in L2 . it is even possible to determine the asymptotic form of the wave function for large t as follows.144 7. Moreover. then ψ(t) ∈ C(Rn ) for t = 0 (use dominated convergence and continuity of the exponential) and satisfies ψ(t) ∞ ≤ 1 ψ(0) |4πt|n/2 1 (7. Thus we have spreading of wave functions in this case.34) by the Riemann-Lebesgue lemma.3. (7.

a particle will escape to infinity. The resolvent and Green’s function Now let us compute the resolvent of H0 . we will use a small ruse. the particle will eventually escape to infinity since the probability of finding the particle in any bounded set tends to zero.10.7. The resolvent and Green’s function 145 Lemma 7.40) for any ψ ∈ L2 (Rn ) and any bounded subset Ω of Rn .4.34). g ∈ L2 . Proof. g ∈ L2 (Rn ). g vanish at infinity. Next we want to apply the RAGE theorem in order to show that for any initial condition. In other words.9. Let g(x) be the multiplication operator by g and let f (p) be ˆ the operator given by f (p)ψ(x) = F −1 (f (p)ψ(p))(x). . g are bounded then the functions fR (p) = χ{p|p2 ≤R} (p)f (p) and gR (x) = χ{x|x2 ≤R} (x)g(x) are in L2 .4. (If ψ ∈ L1 (Rn ) this of course also follows from (7. Lemma 7. If f.37) 1 2it n/2 x ˆ x ei 4t ψ( ) → 0 2t 2 (7. However.39) lim χΩ e−itH0 ψ 2 =0 (7. Then f (p)g(x) and g(x)f (p) (7. since it is highly nontrivial to compute the inverse Fourier transform of exp(−εp2 )(p2 − z)−1 directly. We will try to use a similar approach as for the time evolution in the previous section. g ∈ L∞ (Rn ) and (extend to) Hilbert–Schmidt operators if ∞ f. then g(x)f (p)ψ(x) = 1 (2π)n/2 ˇ g(x)f (x − y)ψ(y)dn y Rn (7. Let f.36) are compact if f. this lemma implies that χΩ (H0 + i)−1 is compact if Ω ⊆ Rn is bounded and hence t→∞ (7.) 7. Thus gR (x)fR (p) is compact and tends to g(x)f (p) in norm since f. By symmetry it suffices to consider g(x)f (p). Denote by L∞ (Rn ) the ∞ bounded Borel functions which vanish at infinity.38) ˇ shows that g(x)f (p) is Hilbert–Schmidt since g(x)f (x − y) ∈ L2 (Rn × Rn ). For any ψ ∈ L2 (Rn ) we have e−itH0 ψ(x) − in L2 as |t| → ∞. In particular.

43) for all z ∈ ρ(H0 ) such that ϕ(x)G0 (z. (4πt)n/2 r > 0.49) is analytic for z ∈ ρ(H0 ) and ϕ. |x − y|)ψ(y)dn ydn x Rn Rn (7. Re(z) < 0. r) has an analytic continuation for z ∈ C\[0. Rn (7. 2 (7.44) The function G0 (z. G0 (z.48) x −ν + O(x−ν+1 ) 2 x − ln( 2 ) + O(1) Γ(ν) 2 Kν (x) = 0 (7. (7. Hence. .1. e−tH0 ψ(x) = 1 (4πt)n/2 e− Rn |x−y|2 4t ψ(y)dn y. r) is called Green’s function of H0 . Hence we can define the right hand side of (7.45) The functions Kν (x) satisfy the following differential equation d2 1 d ν2 + −1− 2 dx2 x dx x and have the following asymptotics Kν (x) = for |x| → 0 and Kν (x) = π −x e (1 + O(x−1 )) 2x (7. (7. RH0 (z)ψ for Re(z) < 0 it is equal to this function for all z ∈ ρ(H0 ). r) = 0 r2 1 e− 4t +zt dt.43) holds for all z ∈ ρ(H0 ). Moreover.46) ν=0 ν=0 (7. t > 0. The integral can be evaluated in terms of modified Bessel functions of the second kind 1 G0 (z. The free Schr¨dinger operator o Note that ∞ RH0 (z) = 0 ezt e−tH0 dt. Re(z) < 0 (7. For more information see for example [22].47) for |x| → ∞. In particular. |x − y|)ψ(y)dn y. by Fubini. ψ ∈ S(Rn ) (by Morea’s theorem). r) = 2π −z 4π 2 r2 n−2 4 √ K n −1 ( −zr). Since it is equal to ϕ. we have RH0 (z)ψ(x) = where ∞ G0 (z. since both functions are analytic in this domain. (7.41) by Lemma 4.42) by the same analysis as in the previous section. ∞) = ρ(H0 ).146 7.43) G0 (z. In particular.

For example. Verify (7.7. . r) = e 4πr Problem 7. n = 3.43) directly in the case n = 1.5. r) = √ e− −z r .50) 2 −z and 1 −√−z r . The resolvent and Green’s function 147 If n is odd. n = 1. (7. (7. we have the case of spherical Bessel functions which can be expressed in terms of elementary functions. we have √ 1 G0 (z.51) G0 (z.4.

.

For ψ ∈ S(R3 ) we compute lim i e−itxj ψ(x) − ψ(x) = xj ψ(x) t (8. consider the one-parameter unitary group of translations (Uj (t)ψ)(x) = ψ(x − tej ). By Corollary 5. First consider the one-parameter unitary group (Uj (t)ψ)(x) = e−itxj ψ(x).2) 1 ≤ j ≤ 3.3) 149 . Position and momentum Apart from the Hamiltonian H0 . which corresponds to the kinetic energy. Then ϕi (x1 )ϕj (x2 )ϕk (x3 ) is an orthonormal basis for L2 (R3 ) and x1 can be written as a orthogonal sum of operators restricted to the subspaces spanned by ϕj (x2 )ϕk (x3 ). (8. In fact. Using commutation relation between these observables. it is not hard to see that the spectrum of xj is purely absolutely continuous and given by σ(xj ) = R. Moreover.Chapter 8 Algebraic methods 8.1. It is custom to combine all three operators to one vector valued operator x.1) t→0 and hence the generator is the multiplication operator by the j-th coordinate function. Next. Each subspace is unitarily equivalent to L2 (R) and x1 is given by multiplication with the identity. Hence the claim follows (or use Theorem 4. let ϕ(x) be an orthonormal basis for L2 (R). 1 ≤ j ≤ 3.3 it is essentially self-adjoint on ψ ∈ S(R3 ). many important consequences about these observables can be derived. which is known as position operator. (8. there are several other important observables associated with a single particle in three dimensions.12).

Let us fix ψ ∈ D(AB) ∩ D(AB) and abbreviate ˆ A = A − Eψ (A). then for any ψ ∈ D(AB) ∩ D(AB) we have 1 ∆ψ (A)∆ψ (B) ≥ |Eψ ([A. Algebraic methods where ej is the unit vector in the j-th coordinate direction.4) = t→0 t i ∂xj ∂ and hence the generator is pj = 1 ∂xj . B} + [A. B]. B}ψ |2 + | ψ. The Weyl relations also imply that the mean-square deviation of position and momentum cannot be made arbitrarily small simultaneously: Theorem 8.1 (Heisenberg Uncertainty Principle). ψ(t) = e−itH0 ψ(0) ∈ S(R3 ). {A. xk ]ψ(x) = δjk ψ(x). Bψ |2 = | ψ. Again it is essentially self-adjoint i on ψ ∈ S(R3 ).6) dt that is. B]ψ |2 2 2 (8.7) which is known as the Weyl relation. we have ψ ∈ S(R3 ) (8. Note that since [H0 . (8.10) ˆ ˆ Then ∆ψ (A) = Aψ .150 8. B} = AB + B A 2 2 ˆ ˆ where {A. since it is unitarily equivalent to xj by virtue of the Fourier transform we conclude that the spectrum of pj is again purely absolutely continuous and given by σ(pj ) = R. pj ψ(t) = 0. or if ψ is an eigenstate of A or B. Bψ | ≤ ∆ψ (A)∆ψ (B).5) d ψ(t).8) 2 with equality if (B − Eψ (B))ψ = iλ(A − Eψ (A))ψ. (8. Now note that 1 ˆ ˆ 1 ˆˆ ˆ ˆ ˆˆ ˆˆ AB = {A. {A. Moreover. (8. Proof. the momentum is a conserved quantity for the free motion. Suppose A and B are two symmetric operators. Similarly one has [pj .9) (8. For ψ ∈ S(R3 ) we compute ψ(x − tej ) − ψ(x) 1 ∂ lim i ψ(x) (8. The operator p is known as momentum operator. (8.11) λ ∈ R\{0}. pj ]ψ(x) = 0. ABψ |2 = | ψ. So 1 1 ˆ ˆ ˆˆ ˆ ˆ | Aψ. B])| (8. B} and i[A.13) . [A.12) (8. ψ ∈ S(R3 ). ˆ B = B − Eψ (B). ∆ψ (B) = Bψ and hence by Cauchy-Schwarz ˆ ˆ | Aψ. B] are symmetric.

16) where Mj (t) is the matrix of rotation around ej by an angle of t. (8.18) 3 εijk xj pk ψ(x).15) λ 2 which satisfy Eψ (x) = x0 and Eψ (p) = p0 respectively ∆ψ (pj )2 = 1 ∆ψ (xk )2 = 2λ . j. Inserting the first into the second ∗ ) Aψ 2 and shows Re(z) = 0.14) e− 2 |x−x0 | λ 2 −ip x 0 .8). Lj ψ(t) = 0.1. Angular momentum Now consider the one-parameter unitary group of rotations (Uj (t)ψ)(x) = ψ(Mj (t)x). else (8.2. (8. Since ei2πLj = I.20) dt that is. In particular. .15) realizes the minimum. which is known as angular momentum operator. the continuous spectrum is empty. Angular momentum 151 which proves (8. (8. 1 ≤ j ≤ 3. and 8.19) we have again d ψ(t). we see that the spectrum is a subset of Z. the angular momentum is a conserved quantity for the free motion as well.8. ψ ∈ S(R3 ). Lj ]ψ(x) = 0. {A. Check that (8. Problem 8. ψ(t) = e−itH0 ψ(0) ∈ S(R3 ). For ψ ∈ S(R3 ) we compute ψ(Mi (t)x) − ψ(x) lim i = t→0 t where εijk   1 −1 =  0 if ijk is an even permutation of 123 if ijk is an odd permutation of 123 . (8.k=1 (8. Note that since [H0 . ˆ requirement gives 0 = (z − z In case of position and momentum we have ( ψ = 1) δjk ∆ψ (pj )∆ψ (xk ) ≥ 2 and the minimum is attained for the Gaussian wave packets ψ(x) = λ π n/4 (8. ˆ ˆ To have equality if ψ is not an eigenstate we need Bψ = z Aψ for equality ˆ ˆ in Cauchy-Schwarz and ψ. We will show below that we have σ(Lj ) = Z.2.17) Again one combines the three components to one vector valued operator L = x ∧ p. B}ψ = 0.

25) Moreover. Kj ∈ {Lj . Introducing L2 = L2 + L2 + L2 it is straightforward to check 1 2 3 [L2 .9 it suffices to consider the case n = 1. Hence there is an orthonormal basis of simultaneous eigenfunctions of L2 and L3 .22) is dense.) Denote by Hl. which Since it is invariant under the unitary groups generated by Lj . pj . (8. But the limit is the Fourier transform of ϕ(x)e− shows that this function is zero. xj }. Then 1 √ 2π ϕ(x)e −x 2 2 k j=1 (itx)j =0 j! x2 2 (8. (All commutation relations below hold for ψ ∈ S(R3 ). L2 ψ = l(l + 1)ψ. By Lemma 1. Lemma 8.2. (8. Now let us try to draw some further consequences by using the commutation relations (8. Increasing k we get an orthonormal set of simultaneous eigenfunctions whose span is equal to D. . Lj ]ψ(x) = 0.21). ψ ∈ S(R3 ).23) are invariant under Lj (and hence they reduce Lj ).3. Dk is invariant under L2 and L3 and hence Dk reduces L2 and L3 . In particular. Proof. we even have 3 [Li . Algebraic methods Moreover. Now let Hm = Ker(L3 − m) and denote by Pk the projector onto Dk . ψ ∈ S(R3 ).m the set of all functions in D satisfying L3 ψ = mψ. ψ = 0 for every ψ ∈ D. The subspace D ⊂ L2 (Rn ) defined in (8. In this respect the following domain x2 D = span{xα e− 2 | α ∈ Nn } ⊂ S(Rn ) (8. the operators Lj are essentially self-adjoint on D by Corollary 5.24) for any finite k and hence also in the limit k → ∞ by the dominated convergence theorem.21) and these algebraic commutation relations are often used to derive information on the point spectra of these operators.26) . Suppose ϕ. Kj ]ψ(x) = i k=1 εijk Kk ψ(x). L2 and L3 are given by finite matrices on Dk . the space Pk Hm is invariant under L2 which shows that we can choose an orthonormal basis consisting of eigenfunctions of L2 for Pk Hm .22) 0 is often used. Hence ϕ(x) = 0.152 8. Since L2 and L3 commute on Dk . It has the nice property that the finite dimensional subspaces Dk = span{xα e− x2 2 | |α| ≤ k} (8. (8.

3.l . . m = −l.m (x) = (l + m)! Ll−m ψl. Then.l (x) = √ (x1 ± ix2 )l ψ0. x± ] = 2x± (1 ± L3 ) Hence if ψ ∈ Hl. Moreover. (8.0 . (8. Up to this point we know σ(L2 ) ⊆ {l(l + 1)|l ∈ N0 }.34) The constants are chosen such that ψl.m = {0} for l ∈ N0 . Moreover. l. x± ] = 0.33) (8. Moreover.l (x) ∈ Hl.m . L± ] = ±L± . L± Hl.m = {0} for |m| > l. σ(L3 ) ⊆ Z. (8. [L . we note that (8. 2x3 L± . And thus 1 ψl.21) implies [L3 .30) = ψ. L± Hl.l . since L2 = L2 ± L3 + L L± 3 we obtain L± ψ 2 [L3 . . In order to show that equality holds in both cases. x ] = ±2x3 . L L± ψ = (l(l + 1) − m(m ± 1)) ψ for every ψ ∈ Hl.0 (x) ∈ Hl. x± ] = ±x± . . their spectra are given by σ(L2 ) = {l(l + 1)|l ∈ N0 }. σ(L3 ) = Z. Angular momentum 153 By L2 ≥ 0 and σ(L3 ) ⊆ Z we can restrict our attention to the case l ≥ 0 and m ∈ Z.m → Hl. then (x1 ± ix2 )ψ ∈ Hl±1.m±1 is injective unless |m| = l.m = {0} for l ∈ N0 .35) We will rederive this result using different methods in Section 10.0 (x) = 3/2 e− 2 ∈ H0. If ψ = 0 we must have l(l + 1) − m(m ± 1) ≥ 0 which shows Hl.m .29) (8. L2 (L± ψ) = l(l + 1)(L± ψ). In summary. (8. [L± . Theorem 8. First introduce two new operators L± = L1 ± iL2 .m±1 .32) [L± . l − 1. l! respectively ψl.m = 1. 2 x± = x1 ± ix2 . −l + 1.m → Hl.l±1 .8.2. (l − m)!(2l)! − (8.28) that is. Hence we must have Hl. we need to show that Hl.3. There exists an orthonormal basis of simultaneous eigenvectors for the operators L2 and Lj . (8.m we have L3 (L± ψ) = (m ± 1)(L± ψ). for every ψ ∈ Hl. . First of all we observe x2 1 ψ0.27) (8. .31) π Next.

then we must have A− ψ = 0 and the normalized solution of this last equation is given by ω 1/4 − ωx2 ψ0 (x) = (8. since √ ωx2 1 ω 1/4 ψn (x) = √ Hn ( ωx)e− 2 (8. π Hence 1 ψn (x) = √ An ψ0 (x) (8. for any function in D. As domain we will choose D(H) = D = span{xα e− from our previous section.154 8. let us consider another important model whose algebraic structure is similar to those of the angular momentum.43) + n! is a normalized eigenfunction of N corresponding to the eigenvalue n. | α ∈ N3 } ⊆ L2 (R3 ) 0 (8.36) (8. Moreover.38) (8. (8. dxn (8. A+ ] = 1 and H = ω(2N + 1). Introducing 1 √ 1 d A± = √ ωx √ ω dx 2 we have [A− .42) e 2 ∈ D. The polynomials Hn (x) are called Hermite polynomials.44) 2n n! π where Hn (x) is a polynomial of degree n given by Hn (x) = e x2 2 x2 2 ω > 0. since [N. . In summary. The harmonic oscillator Finally. x− d dx n e− x2 2 = (−1)n ex 2 dn −x2 e .39) (8.37) (8.41) we see that N ψ = nψ implies N A± ψ = (n ± 1)A± ψ.3. Moreover. the harmonic oscillator H = H0 + ω 2 x2 . Moreover. A+ ψ 2 = ψ. We will first consider the one-dimensional case. Algebraic methods 8.40) N = A+ A− . A− A+ ψ = (n + 1) ψ 2 respectively A− ψ 2 = n ψ 2 in this case and hence we conclude that σ(N ) ⊆ N0 If N ψ0 = 0. A± ] = ±A± .45) we conclude span{ψn } = D.

if the differential equation ψ + qψ = 0 has a positive solution.n3 (x) = ψn1 (x1 )ψn2 (x2 )ψn3 (x3 ). Then it easy to verify that H commutes with the Fourier transformation FH = HF.4.50) Problem 8.3.8.48) (8. Moreover.49) (8. The harmonic oscillator H is essentially self adjoint on D and has an orthonormal basis of eigenfunctions ψn1 . without restriction we choose ω = 1 and consider only one dimension. (8.n2 . d2 dx2 (8.46) Finally. + + n! n! since Fψ0 = ψ0 by Lemma 7. In particular. (Hint: φ = ψ .) ψ .2. with ψnj (xj ) from (8.44). ˜ Compute H = A∗ A. by FA± = iA± F we even infer (−i)n 1 Fψn = √ FAn ψ0 = √ An Fψ0 = (−i)n ψn . The spectrum is given by σ(H) = {(2n + 3)ω|n ∈ N0 }. Show that H = − + q can be written as H = AA∗ . there is also a close connection with the Fourier transformation.3. The harmonic oscillator 155 Theorem 8.47) (8. σ(F) = {z ∈ C|z 4 = 1}. where d A = − dx + φ.

.

the Sturm-Liouville equations. g = a f (x)∗ g(x)r(x)dx. we will see how this works when explicitly solving the hydrogen atom. The suitable Hilbert space is b L2 ((a. We require (i) p−1 ∈ L1 (I). pf ∈ ACloc (I) (9.1) The case p = r = 1 can be viewed as the model of a particle in one dimension in the external potential q.Chapter 9 One dimensional Schr¨dinger operators o 9. (9.1. the case of a particle in three dimensions can in some situations be reduced to the investigation of Sturm-Liouville equations. In particular. real-valued loc (iii) r ∈ L1 (I). r(x)dx). Sturm-Liouville operators In this section we want to illustrate some of the results obtained thus far by investigating a specific example. τ f (x) = 1 r(x) − d d p(x) f (x) + q(x)f (x) . dx dx f. positive loc 157 . Moreover. b) ⊂ R is an arbitrary open interval. real-valued loc (ii) q ∈ L1 (I). b). f.2) where I = (a.

q.4 below. Similarly for b. it is nonzero if and only if u1 and u2 are linearly independent (compare Theorem 9. we perform a little calculation. (9. If it is both regular at a and b it is called regular. Theorem 9. Using integration by parts (twice) we obtain (a < c < d < b): d c g ∗ (τ f ) rdy = Wd (g ∗ . Equation (9. f ) − Wc (g ∗ .158 9. Since we are interested in self-adjoint operators H associated with (9. (pf )(c) = β. (9.6) Moreover. The maximal domain of definition for τ in L2 (I.1.4) for f.1) is called regular at a. (9. f ) has to be understood as limit. f2 ) = p(f1 f2 − f1 f2 ) (x) is called the modified Wronskian. f ) − Wa (g ∗ .1 below). u2 ) = W (u1 . If we choose f.g.7) (9. Suppose rg ∈ L1 (I). f is holomorphic with respect to z. q ∈ ∞ r−1 ∈ L∞ (I) since C0 (I) ⊂ D(τ ) in this case. r dx)}. than we can take the limits c → a and d → b. satisfying the initial condition f (c) = α. . pf ∈ ACloc (I) of the differential equation (τ − z)f = g.3) L2 (I). pf ∈ ACloc (I). c ∈ I. r dx)|f.9) z ∈ C. then the Sturm-Liouville equation (9.) p ∈ ACloc (I). (9. g ∈ D(τ ). Note that f.4). f ) + c d (τ g)∗ f rdy. pf . (9. pg ∈ ACloc (I) where Wx (f1 . f . τ f ∈ L2 (I. Here Wa.2 .b (g ∗ .4) also shows that the Wronskian of two solutions of τ u = zu is constant Wx (u1 . pf can be extended continuously to a regular end point. One dimensional Schr¨dinger operators o If a is finite and if p−1 . τ f = Wb (g ∗ . β ∈ C. we recall the following well-known result from ordinary differential equations. r dx) is given by D(τ ) = {f ∈ L2 (I. (9. c)) (c ∈ I). α. g ∈ D(τ ) in (9. loc It is not clear that D(τ ) is dense unless (e. then there exists a unique solution loc f. Finally. u2 ).8) f. which results in g. g.2 = zu1. r ∈ L1 ((a.5) In addition. p . We will defer the general loc case to Lemma 9. f ) + τ g. τ u1.1).

u2 gr dy + (q − z)u2 β − Now we want to obtain a symmetric operator and hence we choose A0 f = τ f. It suffices to check τ f − z f = g. u2 )gr u1 g dy − gr (9. β ∈ C) x x f (x) = u1 (x) α + c x u2 gr dy + u2 (x) β − c x u1 gr dy . The operator A0 is densely defined and its closure is given by A0 f = τ f.8) can be written as (α.2. (9. ∀g ∈ D(τ )}. g) = 0.13) .12) where ACc (I) are the functions in AC(I) with compact support. Our first task is to compute the closure of A0 and its adjoint. f → (l1 (f ). For this the following elementary fact will be needed. First of all it is no restriction to assume that the functionals lj are linearly independent. . D(A0 ) = D(τ ) ∩ ACc (I). β coincide with those from Theorem 9. (9. Next we compute (pf ) = (pu1 ) α + u2 gr dy + (pu2 ) β − u1 gr dy − W (u1 . ln are linear functionals (defined on all of V ) such that n Ker(lj ) ⊆ Ker(l). Then l = j=1 n αj lj for some constants αj ∈ C. Now we are ready to prove Lemma 9. Then any other solution of (9. This definition clearly ensures that the Wronskian of two such functions vanishes on the boundary.1 if u1 (c) = (pu2 )(c) = 1 and (pu1 )(c) = u2 (c) = 0. Proof.11) = (q − z)u1 α + = (q − z)f − gr which proves the claim.1. . . Then f − n lj (f )fj ∈ n Ker(lj ) and hence l(f ) − n lj (f )l(fj ) = 0. implying that A0 is symmetric.4.3. Suppose V is a vector space and l. Then the map L : V → Cn . ln (f )) is surjective (since x ∈ Ran(L)⊥ implies n xj lj (f ) = 0 for all f ). . l1 . Thus j=1 j=1 j=1 we can choose αj = l(fj ). g) = Wb (f. . Differentiating the first equation of (9. Hence j=1 there are vectors fk ∈ V such that lj (fk ) = 0 for j = k and lj (fj ) = 1. u2 are two solutions of (τ −z)u = 0 with W (u1 . u1 gr dy .10) c f (x) = u1 (x) α + c u2 gr dy + u2 (x) β − Note that the constants α. . . Lemma 9.9. . D(A0 ) = {f ∈ D(τ ) | Wa (f. Sturm-Liouville operators 159 Lemma 9.10) gives the second. (9. Suppose u1 . u2 ) = 1. j=0 Proof.

(9. One dimensional Schr¨dinger operators o Its adjoint is given by A∗ f = τ f. h) + Wb (f.16).16) ˜ Clearly we expect that h − h will be a solution of the τ u = 0 and to prove this we will invoke Lemma 9.19) ˜ and hence h = h + α1 u1 + α2 u2 ∈ D(τ ).7) to conclude Wa (f. 0 (9. ∀f ∈ D(A0 ).3. ∀g ∈ L2 (I.2 u2 . there are ˜ ˜ ˜ corresponding functions h1 and h2 such that h = h1 + α1. since A0 ⊆ A∗ 0 0 we can use (9. rdx) c (9. Then by the above calculation.10) we can find a h such that τ h = k and from integration by parts we obtain b a ˜ (h(x) − h(x))∗ (τ f )(x)r(x)dx = 0. In fact. Therefore we consider the linear functionals b l(g) = a ˜ (h(x) − h(x))∗ g(x)r(x)dx.20) . Then we have D ⊆ D(A∗∗ ) = A0 by (9.1 u1 + α1.1 u1 + α2.160 9. if g ∈ Ker(l1 ) ∩ Ker(l2 ). 0 (9.15) ˜ ˜ for some k ∈ L2 (I. Now Lemma 9. 0 0 If h ∈ D(A∗ ) we must have 0 h. c We have Ker(l1 ) ∩ Ker(l2 ) ⊆ Ker(l). r dx). h) = 0. 0 D(A∗ ) = D(τ ). (9. Denote the set on the right hand side of (9. So suppose we have two choices k1 = k2 . ˜ k1 = τ h Next we turn to A0 . Now what if D(A0 ) were not dense? Then there would be some freedom in choice of k since we could always add a component in D(A0 )⊥ .7). h ∈ D(A∗ ).3 implies b a ˜ (h(x) − h(x) + α1 u1 (x) + α2 u2 (x))∗ g(x)r(x)dx = 0. We start by computing A∗ and ignore the fact that we don’t know 0 wether D(A0 ) is dense for now.18) is in D(A0 ) and g = τ f ∈ Ker(l) by (9. ∀f ∈ D(A0 ) (9. By (9. where uj are two solutions of τ u = 0 with W (u1 .7) we have D(τ ) ⊆ D(A∗ ) and it remains to show D(A∗ ) ⊆ D(τ ). Using (9. Conversely. h1 − h2 is in the kernel of τ and hence ˜ 1 = τ h2 = k2 contradiction our assumption. A0 f = k. u2 ) = 0. f ∈ D(A0 ).14) Proof.2 u2 = ˜ ˜ ˜ h2 + α2. r dx). In particular.13) by D. f . then x b f (x) = u1 (x) a u2 (y)g(y)r(y)dy + u2 (x) x u1 (y)g(y)r(y)dy (9. b lj (g) = a uj (x)∗ g(x)r(x)dx.17) on L2 (I.

0) works. g) = 0 ⇒ Wa (g ∗ . Otherwise τ is called limit point (l. Suppose v ∈ D(τ ) with Wa (v ∗ . For all f1 . 1)|qf ∈ L2 (0. (pg )(a) for g ∈ D(τ ) arbitrarily.2) d Problem 9.) at a if there is a v ∈ D(τ ) with Wa (v ∗ .c. f3 ) = 0 (9. If τ is regular at a. f ) = 0.p.24) . (Hint: Lemma 9. Example.23) which remains valid in the limit x → a. Moreover. v) = 0 and there is a f ∈ D(τ ) ∗ . d] ⊆ (a.5. Weyl’s limit circle. Given α. Example. b) such that f (c) = α. Problem 9. This follows since we can prescribe the values of g(a). 1]|f (0) = f (1) = 0}. h) = −Wa (f. limit point alternative We call τ limit circle (l.) at a.9. f ) = (pf )(a)v(a) − (pv )(a)f (a) any real-valued v with (v(a). (pf )(c) = β and f (d) = γ. f4 = f we infer (9.1).21) Proof. f ) = 0 ∀f.22) ⇔ Wa (v. f ) = 0 and Wa (v. f ) = Wa (v. limit point alternative 161 ˜ Now replace h by a h ∈ D(A∗ ) which coincides with h near a and vanishes 0 ˜ ˜ identically near b (Problem 9. Weyl’s limit circle. Wb (f. (pf )(c) = δ.2. . (9. Since Wa (v. Choosing f1 = v. β. f2 = g ∗ . . f4 )Wx (f2 . it is limit circle at a.2. and B = q.2. f3 = v. f4 ∈ D(τ ) we have the Pl¨cker identity u Wx (f1 . f4 ) + Wx (f1 . then we have ˆa with W (v Wa (v. h) = Wa (f.18) 2 9. Choosing f1 = f. Find a q ∈ L1 (0. f ) = 0 for at least one f ∈ D(τ ). Similarly for b. f2 ) + Wx (f1 . If τ is regular at a. γ. (Hint: Problem 0. Hence we collect a few properties first. f3 )Wx (f4 . Then Wa (f. self-adjointness seems to be related to the Wronskian 0 of two functions at the boundary. f2 )Wx (f3 . f3 = ˆ ˆ v ∗ . 1)}.1. Finally.22). 1) such that D(A0 ) ∩ D(B) = {0}. . f ∗ ) = 0 ∀f ∈ D(τ ) (9. f4 = f we infer (9. Let A0 = − dx2 . v) = 0 such that Wa (v. then f ∈ D(A0 ) if and only if f (a) = (pf )(a) = 0. g ∈ D(τ ) (9.21). . h) + Wb (f. δ. show that there is a function f ∈ D(τ ) restricted to [c. h) = 0 shows f ∈ D. h) = 0. D(B) = {f ∈ L2 (0. ˆ Lemma 9. (pv )(a)) = (0. D(A0 ) = {f ∈ H 2 [0. This result shows that any self-adjoint extension of A0 must lie between A0 and A∗ . f2 = f.

Moreover. (pv )(a)) = (sin(α). f ) = cos(α)f (a) + sin(α)(pf )(a). Lemma 9.162 9. If τ is regular at a we can choose v such that (v(a). r dx) and which satisfies the boundary condition at a if τ is l. Theorem 9. r dx) f → τf with D(A) = {f ∈ D(τ )| Wa (v. at a. One dimensional Schr¨dinger operators o Note that if Wa (f. Similarly.26) (9.c. (9. Example. If τ is l. let w be an analogous function. v)a = 0 and W (v. g) = 0 for all f. y) x ≤ y (9. x) with the analogous properties near b. f )a = 0 for some f ∈ D(τ ). The name limit circle respectively limit point stems from the original approach of Weyl. Next we want to compute the resolvent of A.6. Let g ∈ D(A∗ ). then let v ∈ D(τ ) with W (v ∗ . v) = 0 is trivially satisfied in this case. ua (z)) ub (z. Proof. y) x ≥ y . α ∈ [0. that is g ∈ D(A). ua (z. In particular. g) = 0 for all f ∈ D(A). who considered the set of solutions τ u = zu. we can choose f such that it coincides with v near a and hence Wa (v. then Wa (f. y) = 1 W (ub (z). y)g(y)r(y)dy. if τ is l. Im(v)) = 0. τ is limit point if and only if Wa (f.28) where G(z. Suppose z ∈ ρ(A). at b. Hence it is no restriction to assume that v is real and Wa (v ∗ .29) .c. π). − cos(α)). Clearly A ⊆ A∗ ⊆ A∗ . c). f ) = 0 if l. x)ua (z.7. x) which is in L2 ((a. such that Wa (v. g) = 0. The resolvent of A is given by (A − z)−1 g(x) = a b G(z.25) The most common choice α = 0 is known as Dirichlet boundary condition f (a) = 0.c. z ∈ C\R which satisfy Wc (u∗ . g ∈ D(τ ). As in the computation of A0 0 we conclude Wa (f. at a Wb (w. x. Re(v)) = 0 or Wa (f. Then the operator A : D(A) → L2 (I. x.c. f ) = 0 if l.c. x)ub (z. there exists a solution ub (z. (9. at b} is self-adjoint. u) = 0. then there exists a solution ua (z. at a. They can be shown to lie on a circle which converges to a circle respectively point as c → a (or c → b). v) = 0. Similarly.27) (9.

y)g(y)r(y)dy for any g ∈ L2 (I. x) exists for all z ∈ C. a). Thus β = 0 in both cases and we ˜ have x b f (x) = ub (x) α + a b u2 gr dy + u2 (x) x ub gr dy. Since W (ub . If u2 is ˜ square integrable. u2 ) = 1 we see that τ is l. ua (z)) = 0. r dx). Hence we need to show that this can be avoided by choosing g properly. Fix z and let g be supported in (c. Since (τ − z)f = g we have x b f (x) = u1 (x) α + a u2 gr dy + u2 (x) β + x u1 gr dy . Weyl’s limit circle. (pua )(z. again for all z. (9. If u2 is not square integrable on (d. say ub (z). we obtain ua (z. If τ is regular at both a and b there is a corresponding solution ub (z. However. Since (τ − z)f = 0 near a respectively b. where α = α + a u2 gr dy and β = β + a u1 gr dy. a)) = (sin(α). ua (z. c Example.2. r dx) be real-valued and consider f = (A − z)−1 g ∈ c D(A). Let g ∈ L2 (I. we can choose ua (z. x). In particular. Choosing u2 = ua and arguing as before we see α = 0 and hence x b f (x) = ub (x) a b ua (y)g(y)r(y)dy + ua (x) x ub (y)g(y)r(y)dy (9. 2. The only problem is that ua or ub might be identically zero. limit point alternative 163 Proof. we must have β = 0 since βu2 = f − αub is.30) ˜ Near a (x < c) we have f (x) = αu1 (x) + βu2 (x) and near b (x > d) we have b b ˜ f (x) = αu1 (x) + βu2 (x). x) . at a and hence 0 = Wb (ub . d) ⊂ I. (9. αub + βu2 ) = β. x.9. x) by setting it equal to f near a and using the differential equation to extend it to the rest of I. ˜ ˜ ˜ If f vanishes identically near both a and b we must have α = β = α = β = 0 ˜ b and thus α = β = 0 and a uj (y)g(y)r(y)dy = 0.c. b).31) Now choosing g such that a ub gr dy = 0 we infer existence of ua (z). in this case ua (z. This case can be avoided choosing g suitable and hence there is at least one solution. Since this set is dense the claim follows. So the only values of z for which (A − z)−1 does not exist must be those with W (ub (z). If τ is regular at a with a boundary condition as in the previous example. Now choose u1 = ub and consider the behavior near b. we can find two functions in D(τ ) which coincide with ub and u2 near b. − cos(α)). Similarly we obtain ub . f ) = Wb (ub . x) to be the solution corresponding to the initial conditions (ua (z.32) = a G(z. j = 1.

164

9. One dimensional Schr¨dinger operators o

and ub (z, x) are linearly dependent and ua (z, x) = γub (z, x) satisfies both boundary conditions. That is, z is an eigenvalue in this case. In particular, regular operators have pure point spectrum. We will see in Theorem 9.10 below, that this holds for any operator which is l.c. at both end points. In the previous example ua (z, x) is holomorphic with respect to z and satisfies ua (z, x)∗ = ua (z ∗ , x) (since it coresponds to real initial conditions and our differential equation has real coefficients). In general we have: Lemma 9.8. Suppose z ∈ ρ(A), then ua (z, x) from the previous lemma can be chosen locally holomorphic with respect to z such that ua (z, x)∗ = ua (z ∗ , x). Similarly, for ub (z, x). Proof. Since this is a local property near a we can suppose b is regular and choose ub (z, x) such that (ub (z, b), (pub )(z, b)) = (sin(β), − cos(β)) as in the example above. In addition, choose a second solution vb (z, x) such that (vb (z, b), (pvb )(z, b)) = (cos(β), sin(β)) and observe W (ub (z), vb (z)) = 1. If z ∈ ρ(A), z is no eigenvalue and hence ua (z, x) cannot be a multiple of ub (z, x). Thus we can set ua (z, x) = vb (z, x) + m(z)ub (z, x) (9.34) and it remains to show that m(z) is holomorphic with m(z)∗ = m(z ∗ ). Choosing h with compact support in (a, c) and g with support in (c, b) we have h, (A − z)−1 g = h, ua (z) g ∗ , ub (z) (9.35) = ( h, vb (z) + m(z) h, ub (z) ) g ∗ , ub (z) (9.33)

(with a slight abuse of notation since ub , vb might not be square integrable). Choosing (real-valued) functions h and g such that h, ub (z) g ∗ , ub (z) = 0 we can solve for m(z): m(z) = This finishes the proof.
d Example. We already know that τ = − dx2 on I = (−∞, ∞) gives rise to the free Schr¨dinger operator H0 . Furthermore, o √
2

h, (A − z)−1 g − h, vb (z) g ∗ , ub (z) . h, ub (z) g ∗ , ub (z)

(9.36)

(9.37) √ are two linearly independent solutions (for z = 0) and since Re( −z) > 0 for z ∈ C\[0, ∞), there is precisely one solution (up to a constant multiple)

u± (z, x) = e

−zx

,

z ∈ C,

9.2. Weyl’s limit circle, limit point alternative

165

which is square integrable near ±∞, namely u± . In particular, the only choice for ua is u− and for ub is u+ and we get
√ 1 G(z, x, y) = √ e− −z|x−y| 2 −z

(9.38)

which we already found in Section 7.4. If, as in the previous example, there is only one square integrable solution, there is no choice for G(z, x, y). But since different boundary conditions must give rise to different resolvents, there is no room for boundary conditions in this case. This indicates a connection between our l.c., l.p. distinction and square integrability of solutions. Theorem 9.9 (Weyl alternative). The operator τ is l.c. at a if and only if for one z0 ∈ C all solutions of (τ − z0 )u = 0 are square integrable near a. This then holds for all z ∈ C. Similarly for b. Proof. If all solutions are square integrable near a, τ is l.c. at a since the Wronskian of two linearly independent solutions does not vanish. Conversely, take two functions v, v ∈ D(τ ) with Wa (v, v ) = 0. By con˜ ˜ sidering real and imaginary parts it is no restriction th assume that v and v are real-valued. Thus they give rise to two different self-adjoint operators ˜ ˜ A and A (choose any fixed w for the other endpoint). Let ua and ua be the ˜ corresponding solutions from above, then W (ua , ua ) = 0 (since otherwise ˜ ˜ A = A by Lemma 9.5) and thus there are two linearly independent solutions which are square integrable near a. Since any other solution can be written as a linear combination of those two, every solution is square integrable near a. It remains to show that all solutions of (τ − z)u = 0 for all z ∈ C are square integrable near a if τ is l.c. at a. In fact, the above argument ensures ˜ this for every z ∈ ρ(A) ∩ ρ(A), that is, at least for all z ∈ C\R. Suppose (τ − z)u = 0. and choose two linearly independent solutions uj , j = 1, 2, of (τ − z0 )u = 0 with W (u1 , u2 ) = 1. Using (τ − z0 )u = (z − z0 )u and (9.10) we have (a < c < x < b)
x

u(x) = αu1 (x) + βu2 (x) + (z − z0 )
c

(u1 (x)u2 (y) − u1 (y)u2 (x))u(y)r(y) dy. (9.39)

Since uj ∈

L2 ((c, b), rdx)

we can find a constant M ≥ 0 such that
b

|u1,2 (y)|2 r(y) dy ≤ M.
c

(9.40)

166

9. One dimensional Schr¨dinger operators o

Now choose c close to b such that |z − z0 |M 2 ≤ 1/4. Next, estimating the integral using Cauchy–Schwarz gives
x

(u1 (x)u2 (y) − u1 (y)u2 (x))u(y)r(y) dy
c x

2

x


c

|u1 (x)u2 (y) − u1 (y)u2 (x)|2 r(y) dy
c x

|u(y)|2 r(y) dy (9.41)
x

≤ M |u1 (x)|2 + |u2 (x)|2
c

|u(y)|2 r(y) dy

and hence
x

|u(y)|2 r(y) dy ≤ (|α|2 + |β|2 )M + 2|z − z0 |M 2
c c

|u(y)|2 r(y) dy (9.42)

≤ (|α|2 + |β|2 )M + Thus
c x

1 2

x

|u(y)|2 r(y) dy.
c

|u(y)|2 r(y) dy ≤ 2(|α|2 + |β|2 )M

(9.43)

and since u ∈ ACloc (I) we have u ∈ L2 ((c, b), r dx) for every c ∈ (a, b). Note that all eigenvalues are simple. If τ is l.p. at one endpoint this is clear, since there is at most one solution of (τ − λ)u = 0 which is square integrable near this end point. If τ is l.c. this also follows since the fact that two solutions of (τ − λ)u = 0 satisfy the same boundary condition implies that their Wronskian vanishes. Finally, led us shed some additional light on the number of possible boundary conditions. Suppose τ is l.c. at a and let u1 , u2 be two solutions of τ u = 0 with W (u1 , u2 ) = 1. Abbreviate
j BCx (f ) = Wx (uj , f ),

f ∈ D(τ ).

(9.44) (9.45)

Let v be as in Theorem 9.6, then, using Lemma 9.5 it is not hard to see that Wa (v, f ) = 0 ⇔
1 2 cos(α)BCa (f ) + sin(α)BCa (f ) = 0,
1 BCa (v) 2 BCa (v)

where tan(α) = − . Hence all possible boundary conditions can be parametrized by α ∈ [0, π). If τ is regular at a and if we choose u1 (a) = p(a)u2 (a) = 1 and p(a)u1 (a) = u2 (a) = 0, then
1 BCa (f ) = f (a), 2 BCa (f ) = p(a)f (a)

(9.46) (9.47)

and the boundary condition takes the simple form cos(α)f (a) + sin(α)p(a)f (a) = 0. Finally, note that if τ is l.c. at both a and b, then Theorem 9.6 does not give all possible self-adjoint extensions. For example, one could also choose
1 1 BCa (f ) = eiα BCb (f ), 2 2 BCa (f ) = eiα BCb (f ).

(9.48)

9.2. Weyl’s limit circle, limit point alternative

167

The case α = 0 gives rise to periodic boundary conditions in the regular case. Now we turn to the investigation of the spectrum of A. If τ is l.c. at both endpoints, then the spectrum of A is very simple Theorem 9.10. If τ is l.c. at both end points, then the resolvent is a Hilbert– Schmidt operator, that is,
b a a b

|G(z, x, y)|2 r(y)dy r(x)dx < ∞.

(9.49)

In particular, the spectrum of any self adjoint extensions is purely discrete and the eigenfunctions (which are simple) form an orthonormal basis. Proof. This follows from the estimate
b a a b b x b

|ub (x)ua (y)|2 r(y)dy +
x

|ub (y)ua (x)|2 r(y)dy r(x)dx (9.50)

≤2
a

|ua (y)|2 r(y)dy
a

|ub (y)|2 r(y)dy,

which shows that the resolvent is Hilbert–Schmidt and hence compact. If τ is not l.c. the situation is more complicated and we can only say something about the essential spectrum. Theorem 9.11. All self adjoint extensions have the same essential spectrum. Moreover, if Aac and Acb are self-adjoint extensions of τ restricted to (a, c) and (c, b) (for any c ∈ I), then σess (A) = σess (Aac ) ∪ σess (Acb ). (9.51)

Proof. Since (τ − i)u = 0 has two linearly independent solutions, the defect indices are at most two (they are zero if τ is l.p. at both end points, one if τ is l.c. at one and l.p. at the other end point, and two if τ is l.c. at both endpoints). Hence the first claim follows from Theorem 6.19. For the second claim restrict τ to the functions with compact support in (a, c) ∪ (c, d). Then, this operator is the orthogonal sum of the operators A0,ac and A0,cb . Hence the same is true for the adjoints and hence the defect indices of A0,ac ⊕ A0,cb are at most four. Now note that A and Aac ⊕ Acb are both self-adjoint extensions of this operator. Thus the second claim also follows from Theorem 6.19.
d Problem 9.3. Compute the spectrum and the resolvent of τ = − dx2 , I = (0, ∞) defined on D(A) = {f ∈ D(τ )|f (0) = 0}.
2

168

9. One dimensional Schr¨dinger operators o

9.3. Spectral transformations
In this section we want to provide some fundamental tools for investigating the spectra of Sturm-Liouville operators and, at the same time, give some nice illustrations of the spectral theorem.
d Example. Consider again τ = − dx2 on I = (−∞, ∞). From Section 7.2 we know that the Fourier transform maps the associated operator H0 to the multiplication operator with p2 in √2 (R). To get multiplication by λ, as in L the spectral theorem, we set p = λ and split the Fourier integral into a positive and negative part
2

(U f )(λ) = Then

i λx R e √ f (x) dx −i λx f (x) dx Re 2

,

λ ∈ σ(H0 ) = [0, ∞).

(9.52)

U : L (R) →
j=1

2

L2 (R,

χ[0,∞) (λ) √ dλ) 2 λ

(9.53)

is the spectral transformation whose existence is guaranteed by the spectral theorem (Lemma 3.3). Note that in the previous example the kernel e±i λx of the integral transform U is just a pair of linearly independent solutions of the underlying differential equation (though no eigenfunctions, since they are not square integrable). More general, if U : L2 (I, r dx) → L2 (R, dµ), f (x) →
R √

u(λ, x)f (x)r(x) dx

(9.54)

is an integral transformation which maps a self-adjoint Sturm-Liouville operator A to multiplication by λ, then its kernel u(λ, x) is a solution of the underlying differential equation. This formally follows from U Af = λU f which implies u(λ, x)(τ − λ)f (x)r(x) dx =
R R

(τ − λ)u(λ, x)f (x)r(x) dx

(9.55)

and hence (τ − λ)u(λ, .) = 0. Lemma 9.12. Suppose
k

U : L2 (I, r dx) →
j=1

L2 (R, dµj )

(9.56)

is a spectral mapping as in Lemma 3.3. Then U is of the form
b

U f (x) =
a

u(λ, x)f (x)r(x) dx,

(9.57)

x). then RA (z)χ[c. (9. x) = (u1 (λ.d] (y) is square integrable over (a. (9. they satisfy the boundary condition. x)f (x)r(x) dx (9. g .61) for every f with compact support in (a. Proof. .d] = Uj χ[ˆ. b). from Uj Af = λUj f we have b b uj (λ. Hence Uj χ[c.9. . d]. In particular.9 there is a corresponding kernel uj b [c. y) such that (9. b).d] .d] is Hilbert–Schmidt since G(z. x) such that b [c. . F. there is a kernel uj (λ.) = uj (λ.d] = (λ − z)Uj RA (z)χ[c. then the kernels coincide c ˆ on [c. y)f (y)r(y) dy. b).)χ[c. Now take a larger compact interval [ˆ. x. at one endpoint. uk (λ. uj (λ. Spectral transformations 169 where u(λ. U g = U −1 F. the solutions uj (λ) are linearly independent if the spectral measures are ordered and.d] χ[c. x)∗ Fj (λ)dµj (λ). The inverse is given by k U −1 F (λ) = j=1 R uj (λ. c ˆ In particular. Using Uj RA (z) = 1 λ−z Uj we have b Uj f (x) = (λ − z)Uj a G(z. . the formula for the inverse follows. d].d] f )(λ) = a uj [c.d] (λ.e. .) is a solution of τ uj = λuj for a. x)f (x)r(x) dx (9. . F with compact support).c. if τ is l.63) . we see Fj (λ)∗ j R a b b uj (λ.d] .58) Moreover. x)f (x)r(x) dx.d] c ˆ Uj f (x) = a uj (λ. . x)) and each uj (λ. x. x)(τ f )(x)r(x) dx = λ a a uj (λ.d] [ˆ. y)χ[c. Using the fact that U is unitary.59) If we restrict RA (z) to a compact interval [c. b) × (a.c. since we have Uj χ[c.62) Interchanging integrals on the right hand side (which is permitted at least for g.d] is Hilbert–Schmidt as well and by Lemma 6.d] (λ. d] ⊂ (a. at some endpoint. this formula holds for any f (provided the integral is understood as the corresponding limit).3. Since functions with compact support are dense and Uj is continuous. Next. d] ⊇ [c. λ (with respect to µj ).60) (Uj χ[c. x)g(x)r(x) dx = a (U −1 F )(x)∗ g(x)r(x) dx. (9. for ordered spectral measures we have always k ≤ 2 and even k = 1 if τ is l.

. Suppose l cj (λ)uj (λ. Restricting everything to [c. The general case can usually be reduced to this case by choosing c ∈ (a. . If we assume the µj are ordered. a) = sin(α). are linearly independent for λ ∈ Ωl which shows k ≤ 2 since there are at most two linearly independent solutions.d] = cd. In particular. λ and every f ∈ D(A0 ). 1 ≤ j ≤ l. we can prescribe Fj arbitrarily. . j=1 Fj = Uj f. Please note that the integral in (9. e. . a) = cos(α). x) and c(z.) is τ is l. x). Finally. (9. x). x) is the solution which satisfies the boundary condition at a.d] . near a. a) = cos(α).)|[c. p(a)s (z.0 λuj (λ. d] ⊂ (a.67) and introduce two solution s(z. fix l ≤ k. .)|[c. is regular.58).)|[c. One dimensional Schr¨dinger operators o for a.64) then we have l cj (λ)Fj (λ) = 0.g. (9. b) the above equation implies uj (λ. We choose a boundary condition cos(α)f (a) + sin(α)p(a)f (a) = 0 (9.β↑b α uj (λ. that is. Moreover. x) of τ u = zu satisfying the initial conditions s(z. p(a)c (z. x) and using the rescaling dµ(λ) = . Since U is surjective. a) = − sin(α). we can choose α = a and f to satisfy the boundary condition.11. . x) = γa (λ)s(λ.57) has to be understood as β Uj f (x) = lim α↓a. x) must satisfy the boundary condition.d] ∈ D(A∗ ) and A∗ uj (λ. Fj (λ) = 1 for j = j0 and Fj (λ) = 0 else which shows cj0 (λ) = 0. dµj ). Hence uj (λ. b) and splitting A as in Theorem 9.65) for every f . there is a set Ωl such that µj (Ωl ) = 0 for 1 ≤ j ≤ l.e.c. Moreover. Similarly for (9. and uj (λ. say a. uj (λ. we can choose ua (z.0 ab. in our previous lemma we have u1 (λ.c. If τ is l.) is a solution of τ uj = λuj . c(z. x)f (x)r(x) dx. x) = 0 j=1 (9. if uj (λ. For simplicity we will only pursue the case where one endpoint.170 9.66) where the limit is taken in L2 (R.68) Note that s(z. x) = s(z. (9. there is only one linearly independent solution and thus k = 1.

the above formula holds at least for the pure point part µpp . λ = E. but we know nothing about the measure µ. (9. x)F (λ)dµ(λ).9. Then s(E. it turns out that µ is indeed unbounded. λ=0 (9. For µ1 we know µ1 (R) = 1. if τ is limit circle at both endpoints). σp (A) = {Ej }∞ .e. x) and s(z. λ = E .69) s(λ.3.g. In particular. a) z ∈ ρ(A).74) .73) where dΘ is the Dirac measure centered at 0. a) − sin(α)ub (z. For arbitrary A.72) that is µ({E}) = s(E) In particular. x) + mb (z)s(z. a) . x) = γb (z)(c(z. it destroys the normalization of the measure µ. So our next aim must be to compute µ. s(z)) = 1. x)f (x)r(x)dx (9.70) Note however. only eigenvalues) this is straightforward as the following example shows. if A has pure point spectrum (e. If A has only pure point spectrum (i.. 0. cos(α)ub (z. SE (λ)2 dµ(λ) = s(E) 4 µ({E}). Example. r dx) → L2 (R. a) + sin(α)p(a)ub (z.. we have ∞ dµ(λ) = j=1 1 s(Ej ) 2 dΘ(λ − Ej ). W (c(z). that while this rescaling gets rid of the unknown factor γa (λ). dµ). x)2 r(x)dx = R −2 .71) Moreover. In the general case we have to work a bit harder. x)). x) is the corresponding eigenfunction and hence the same is true for SE (λ) = (U s(E))(λ). that is SE (λ) = s(E) 2 . So up to this point we have our spectral transformation U which maps A to multiplication by λ. we can write ub (z. where mb (z) = cos(α)p(a)ub (z. Since c(z. the measure µ is the object of desire since it contains all the spectral information of A. since U is unitary we have b s(E) 2 = a s(E. (9. SE (λ) = 0 for a. with inverse (U −1 F )(x) = (U f )(λ) = a s(λ. but µ might not even be bounded! In fact. Spectral transformations 171 |γa (λ)|2 dµa (λ) and (U1 f )(λ) = γa (λ)(U f )(λ) we obtain a unitary map b U : L2 (I. Suppose E ∈ σp (A) is an eigenvalue. Furthermore. x) are linearly independent solutions. R (9. j=1 (9.75) (9.e.

y)|2 r(y) dy = Wx (ub (z). Now choose u(x) = ub (z.82) where F = U f . First of all note that from RA (z)f = U −1 λ−z U f we have b 1 . now differentiate with respect to x).77). τ v = z v it is straightforˆ ward to check x (ˆ − z) z a u(y)v(y)r(y) dy = Wx (u. Proof. (9. Lemma 9. x.13.e.14. Hence in this case the formula holds for all x and we can choose x = a to obtain b sin(α) a ub (z. x). that is. The Weyl m-function is a Herglotz function and satisfies b Im(mb (z)) = Im(z) a |ub (z. Note that mb (z) is holomorphic in ρ(A) and that mb (z)∗ = mb (z ∗ ) (9. that is for a.81) G(z. Given two solutions u(x). x) and v(x) = ub (z. if z is an eigenvalue). since both ub and u∗ are in b b D(τ ) near b. 1 Proof.76) since the same is true for ub (z. x)F (λ) dµ(λ). Moreover. (9. x) is normalized as in (9. x) + mb (z)s(z. v) (9. x). y)f (y)r(y) dy = sin(α) R F (λ) dµ(λ). x)|2 r(x) dx. x − 2Im(z) a |ub (z. the constant γb (z) is of no importance and can be chosen equal to one. u∗ ) vanishes as x ↑ b. ub (z)∗ ) − 2Im(mb (z)). x)∗ = ub (z ∗ . x.75) only vanishes if ub (z. However. ub (z. λ−z (9. at least if F has compact support. x) is normalized as in (9.80) and observe that Wx (ub .83) . (9. Here equality is to be understood in L2 . λ−z (9. x) satisfies the boundary condition at a. y)f (y)r(y) dy = a R s(λ. x) = c(z.79) (clearly it is true for x = a. the right hand side is continuous with respect to x and so is the left hand side.78) where ub (z. x) (the denominator in (9. We have (U ub (z))(λ) = where ub (z. v) − Wa (u.77) Lemma 9. v(x) of τ u = zu. λ−z (9.172 9. One dimensional Schr¨dinger operators o is known as Weyl-Titchmarsh m-function.77).

x) = cos(α) cos( zx) + √ sin( zx) z and √ √ cos(α) s(z. x) = − sin(α) cos( zx) + √ sin( zx).91) (9.87) where Im(mb (λ + iε)) = ε a |ub (λ + iε.9. Since these functions are dense. Choosing z = i in (9.86) and hence the right hand side 1 λ of (9.86) Moreover. z ub (z. ∞). d ∈ R.85) is a well-defined holomorphic function in C\R. µ is given by Stieltjes inversion formula µ(λ) = lim lim δ↓0 ε↓0 Im(mb (λ + iε))dλ. x) = ub (z. Consider τ = − dx2 on I = (0. the claim follows if we can cancel sin(α).3.85) and d = Re(mb (i)).15. α = 0.84) shows (9.90) Moreover. Then 2 Im(z) |λ−z|2 √ √ sin(α) c(z. x)|2 r(x) dx. (9. first differentiate (9. 1 + λ2 1 π λ+δ (9.82) with respect to x before setting x = a. Spectral transformations 173 for all f . where F has compact support.84) |λ − z|2 and since a holomorphic function is determined up to a real constant by its imaginary part we obtain Theorem 9. (9. R 1 dµ(λ) = Im(mb (i)) < ∞.88) Proof. that is. Now combining the last two lemmas we infer from unitarity of U that b Im(mb (z)) = Im(z) a |ub (z. Stieltjes inversion formula follows as in the case where the measure is bounded. The Weyl m-function is given by mb (z) = d + R 1 λ − λ − z 1 + λ2 dµ(λ). d Example.89) (9. x)|2 r(x) dx = Im(z) R 1 dµ(λ) (9. To see the case α = 0. By Im( λ−z − 1+λ2 ) = its imaginary part coincides with that of mb (z) and hence equality follows. δ b (9. 0)e− and thus √ −zx (9.92) √ −z cos(α) + sin(α) mb (z) = √ −z sin(α) − cos(α) . (9.

x. (9. x. x. We have 1 sin(α) √−z(x−a) 1 c(z.16. x. x. y ∈ (a. since we know equality only for a. π(cos(α)2 + λ sin(α)2 ) 1 |λ−z| dµ(λ) √ (9. a more careful analysis is needed. y)|. We first observe (Problem 9. y) − Gk (z. For simplicity we only consider the case p = k ≡ 1.17.96) (9. x) = (U −1 λ−z )(x). y)| + |G(z. RA (z)ϕk (. |G(z.99) (9. x) = cos(α) + √ e (1 + O( √ )) 2 −z −z √ 1 cos(α) 1 s(z.98) .95) 2 −z −z for fixed x ∈ (a. Proof. b) as Im(z) → ∞.4): Lemma 9.94) R λ−z in this case (the factor − cot(α) follows by considering the limit |z| → ∞ of both sides). x. Then. y) = ϕk (. y)| k ϕ 2 + |G(z. y) = s(z. One can show that this remains true in the general case. One dimensional Schr¨dinger operators o respectively dµ(λ) = λ dλ. 1 Formally it follows by choosing x = a in ub (z. ≤ Im(z) where Gk (z. however. x. y)| ≤ |Gk (z. x. y) − Gk (z. (9. x) = − sin(α) + √ e −z(x−a) (1 + O( √ )) (9. 1] with ϕ(x)dx = 1 and set ϕk (x) = k ϕ(k x). Let ϕ be some continuous positive function supported in [−1. − y) . x. y) = 0 for every x.97) G(z. x.174 9.e. by RA (z) ≤ Im(z)−1 (see Theorem 2. Furthermore we have Lemma 9.93) Note that if α = 0 we even have and hence < 0 in the previous example 1 dµ(λ) (9. y). satisfies lim Im(z)→∞ x ≤ y. − x). The Green’s function of A G(z.14). x)ub (z. b). mb (z) = cot(α) + We conclude this section with some asymptotics for large z away from the spectrum.

16 into Lemma 9. x.16 and hence also in the expansion of mb (z).) cot(α) + O( √1 ). Note that assuming q ∈ C k ([a.9. y)| ≤ 2 and then Im(z) so large such that k ϕ 2 Im(z) ε ≤ 2 .17 we see √ c(z. x) form which the claim follows. Spectral transformations 175 Since G(z. y) we can first choose k sufficiently large ε such that |G(z. x. b)) one can obtain further asymptotic terms in Lemma 9. y) − Gk (z. Hence |G(z. x. x) from Lemma 9. y)dy −z a by Lemma 9. x. Problem 9. x) = e− ˜ √ −zx c(z.2 and consider c(z. y) = limk→∞ Gk (z. Proof.100) . x. (Hint: Use that √ √ sin(α) c(z. −z √ − −z + O( √1 ). −z α=0 α=0 (9. Prove the asymptotics for c(z. x) = cos(α) cosh( −zx) + √ sinh( −zx) −z x √ 1 −√ sinh( −z(x − y))q(y)c(z.3.16. x) mb (z) = − + o(e−2 −z(x−a) ) (9. x) and s(z.4. Combining the last two lemmas we also obtain Lemma 9. x). y)| ≤ ε an the claim follows.18. The Weyl m-function satisfies mb (z) = as Im(z) → ∞.101) s(z. Plugging the asymptotic expansions from Lemma 9.

.

since (p2 + γ 2 )ψ ∈ L2 (Rn ).3) ˆ shows ψ ∈ L1 (Rn ). the Cauchy-Schwarz inequality ˆ ψ 1 = ≤ ˆ (p2 + γ 2 )−1 (p2 + γ 2 )ψ(p) 1 ˆ (p2 + γ 2 )−1 (p2 + γ 2 )ψ(p) . (10.2) Proof. Self-adjointness and spectrum Our next goal is to apply these results to Schr¨dinger operators. (10. But now everything follows from the Riemann-Lebesgue lemma ψ ∞ ˆ ˆ ≤ (2π)−n/2 (p2 + γ 2 )−1 ( p2 ψ(p) + γ 2 ψ(p) ) = (γ/2π)n/2 (p2 + 1)−1 (γ −2 H0 ψ + ψ ) (10. ˆ Hence.1) where V : Rd → R is the potential energy of the particle. Then ψ ∈ C∞ (Rn ) and for any a > 0 there is a b > 0 such that ψ ∞ ≤ a H0 ψ + b ψ . The Hamilo tonian of one particle in d dimensions is given by H = H0 + V. We are mainly interested in the case 1 ≤ d ≤ 3 and want to find classes of potentials which are relatively bounded respectively relatively compact.Chapter 10 One-particle Schr¨dinger operators o 10. To do this we need a better understanding of the functions in the domain of H0 . Lemma 10.1. The important observation is that (p2 + γ 2 )−1 ∈ L2 (Rn ) if n ≤ 3.4) 177 . (10. Suppose n ≤ 3 and ψ ∈ H 2 (Rn ).1.

1 As domain we have chosen D(H (1) ) = D(H0 ) ∩ D( |x| ) = D(H0 ) and by Theorem 10. Then V is relatively compact with respect to H0 . C0 (Rn ) is a core for H. ∞ Moreover. Moreover. Theorem 10.10 using f (p) = (p2 − z)−1 and g(x) = V (x). One-particle Schr¨dinger operators o finishes the proof. Theorem 10. Note that f ∈ L∞ (Rn ) ∩ L2 (Rn ) for n ≤ 3. that is.2. then V is given by the Coulomb potential and the corresponding Hamiltonian is given by γ H (1) = −∆ − . ∞ ∞ Observe that since Cc (Rn ) ⊆ D(H0 ). If one takes only the electrostatic force into account. but if γ > 0. Now we come to our first result. (10.6) Proof. Let V be real-valued and V ∈ L∞ (Rn ) if n > 3 and V ∈ ∞ L∞ (Rn ) + L2 (Rn ) if n ≤ 3. D(H (1) ) = H 2 (R3 ). we might have E0 < 0 and there might be some discrete eigenvalues below the essential spectrum.178 10.8) and that H (1) is bounded from below E0 = inf σ(H (1) ) > −∞. (10. (10.5) is self-adjoint. ∞). H = H0 + V.2. . if γ > 0.2 also tells us σess (H (1) ) = [0. ∞) (10. D(H) = H 2 (Rn ). (10.9) If γ ≤ 0 we have H (1) ≥ 0 and hence E0 = 0.7) |x| If the potential is attracting. bounded from below and σess (H) = [0. The hydrogen atom We begin with the simple model of a single electron in R3 moving in the external potential V generated by a nucleus (which is assumed to be fixed at the origin). we must have V ∈ L2 (Rn ) if loc D(V ) ⊆ D(H0 ). ∞ In particular.2 we conclude that H (1) is self-adjoint. then it describes the hydrogen atom and is probably the most famous model in quantum mechanics. 10. Our previous lemma shows D(H0 ) ⊆ D(V ) and the rest follows from Lemma 7.

0))) = ∞. H0 ψ = ψ. all eigenvalues must be negative. [U (s).11 (i) shows that rank(PH (1) ((−∞. U (s)ψ = 0 and hence 0 = lim 1 H − H(s) ψ. ψ s→0 s s→0 s = ψ. H0 ψ + e−s ψ.16) ψ(s). Theorem 10. Then any normalized eigenfunction ψ corresponding to an eigenvalue λ satisfies 1 λ = − ψ. (10. (10. (10. Suppose H = H0 + V with U (−s)V U (s) = e−s V . (10. ψ ∈ S(Rn ). (2H0 + V (1) )ψ . Suppose γ > 0.11) 2 2 Now let us investigate the action of U (s) on H (1) H (1) (s) = U (−s)H (1) U (s) = e−2s H0 + e−s V (1) .15) 2 In particular.10. Hψ − Hψ. Now choose a sequence sn → ∞ such that we have supp(ψ(sn )) ∩ supp(ψ(sm )) = ∅ for n = m. Then E0 < Ej < Ej+1 < 0. . Then σp (H (1) ) = σd (H (1) ) = {Ej−1 }j∈N0 . Now suppose Hψ = λψ. Choose ψ ∈ Cc (R\{0}) and set ψ(s) = U (−s)ψ. V (1) ψ (10. The generator can be easily computed 1 in Dψ(x) = (xp + px)ψ(x) = (xp − )ψ(x). H]ψ = U (−s)ψ.3. Then Theorem 4. ∞ Proof.17) which is negative for s large. [U (s). This result even has some further consequences for the point spectrum of H (1) . V ψ . (10. s ∈ R.12) (10. with limj→∞ Ej = 0. Corollary 10. Since each eigenvalue Ej has finite multiplicity (it lies in the discrete spectrum) there must be an infinite number of eigenvalues which accumulate at 0. The hydrogen atom 179 In order to say more about the eigenvalues of H (1) we will use the fact that both H0 and V (1) = −γ/|x| have a simple behavior with respect to scaling.14) Thus we have proven the virial theorem.13) D(H (1) (s)) = D(H (1) ).10) which is a strongly continuous one-parameter unitary group. (10. H (1) ψ(s) = e−2s ψ. then ψ.4. Consider the dilation group U (s)ψ(x) = e−ns/2 ψ(e−s x). H]ψ = lim U (−s)ψ.2.

x3 ) → (r. One-particle Schr¨dinger operators o If γ ≤ 0 we have σd (H (1) ) = ∅ since H (1) ≥ 0 in this case. it suggests itself to switch to spherical coordinates (x1 .21) (Recall the angular momentum operators Lj from Section 8. These equations will be investigated in the following sections.2. First of all.18) For a general potential this is hopeless.180 10.20) In these new coordinates (r. θ. (10. Hence we have gotten a quite complete picture of the spectrum of H (1) .24) The form chosen for the constants l(l + 1) and m2 is for convenience later on. |x| (10. 2π). ϕ) x1 = r sin(θ) cos(ϕ). sin(θ)dθ) ⊗ L2 ((0.19) which correspond to a unitary transform L2 (R3 ) → L2 ((0. θ. Next.) Making the product ansatz (separation of variables) ψ(r. 2 ∂r r ∂r r γ V (r) = − . which is given by the partial differential equation − ∆ψ(x) − γ ψ(x) = λψ(x). x2 . ∞). (10. π). x3 = r cos(θ).23) (10. we could try to compute the eigenvalues of H (1) (in the case γ > 0) by solving the corresponding eigenvalue equation. r2 dr) ⊗ L2 ((0. . ϕ) = R(r)Θ(θ)Φ(ϕ) we obtain the following three Sturm-Liouville equations 1 d 2d l(l + 1) r + + V (r) R(r) = λR(r) 2 dr r dr r2 1 d d m2 − sin(θ) + Θ(θ) = l(l + 1)Θ(θ) sin(θ) dθ dθ sin(θ) d2 − 2 Φ(ϕ) = m2 Φ(ϕ) dϕ − (10. x2 = r sin(θ) sin(ϕ). but in our case we can use the rotational symmetry of our operator to reduce our partial differential equation to ordinary ones.22) 1 ∂ 2∂ 1 r + 2 L2 + V (r). θ. r (10. ϕ) our operator reads H (1) = − where L2 = L2 + L2 + L2 = − 1 2 3 1 ∂ ∂ 1 ∂2 sin(θ) − . sin(θ) ∂θ ∂θ sin(θ)2 ∂ϕ2 (10. dϕ).

28) Now we turn to the equation for Θ(θ) τm Θ(θ) = 1 sin(θ) − d d m2 sin(θ) + dθ dθ sin(θ) Θ(θ).32) L2 ((0.25) is self-adjoint. dx dx 1 − x2 (10. Its spectrum is purely discrete σ(A) = σd (A) = {m2 |m ∈ Z} and the corresponding eigenfunctions 1 Φm (ϕ) = √ eimϕ . 2π).5. all eigenvalues are twice degenerate.3. The operator A defined via (10.29) (10. 2π form an orthonormal basis for L2 (0. Angular momentum We start by investigating the equation for Φ(ϕ) which associated with the Stum-Liouville equation τ Φ = −Φ . since in polar coordinates L3 = 1 ∂ . Note that except for the lowest eigenvalue.10. Φ (0) = Φ (2π)} (10. 1). Angular momentum 181 10.27) m ∈ Z. Φ(0) = Φ(2π). π). (10. (10. dx).31) The operator τ transforms to the somewhat simpler form τm = − d d m2 (1 − x2 ) − . We note that this operator is essentially the square of the angular momentum in the third coordinate direction. π). 2π). .1 we immediately obtain Theorem 10. (10. we choose periodic boundary conditions the Stum-Liouville equation AΦ = τ Φ.3.25) since we want ψ defined via (10. 2π]. m ∈ N0 .26) From our analysis in Section 9. 2π)| Φ ∈ AC 1 [0.23) to be in the domain of H0 (in particular continuous).30) For the investigation of the corresponding operator we use the unitary transform Θ(θ) → f (x) = Θ(arccos(x)). sin(θ)dθ) → L2 ((−1. i ∂ϕ (10. I = (0. I = (0. . D(A) = {Φ ∈ L2 (0. (10.

36) 2 )P (t)2 lm 0 (1 − t dt In fact. (10.c. To prove this. For m = 0 we have Q00 = arctanh(x) ∈ L2 and so τ0 is l. Plm is an eigenfunction corresponding to the eigenvalue l(l + 1) and it suffices to show that Plm form a basis.33) is the associated Legendre equation. Moreover. limx→±1 (1 − x2 )f (x) = 0} (10.39) (10. 1)| f ∈ AC 1 (0. This is straightforward to check. Now fix l = 0 and note P0 (x) = 1.35) Pl (x) = l 2 l! dxl are the Legendre polynomials. π). defined via (10.37) Theorem 10. 1). note that Pl (x) are (nonzero) polynomials of degree l.6. l ≥ m. Since (1 − x2 ) > 0 for x ∈ (−1. One-particle Schr¨dinger operators o The corresponding eigenvalue equation τm u = l(l + 1)u (10. Am is self-adjoint. (10. τ f ∈ L2 (−1. For m > 0 we have Q0m = (x ± 1)−m/2 (C + O(x ± 1)) which shows that it is not square integrable. A second. For l ∈ N0 it is solved by the associated Legendre functions dm Plm (x) = (1 − x2 )m/2 m Pl (x). for every Sturm-Liouville equation v(x) = u(x) satisfies p(t)u(t)2 τ v = 0 whenever τ u = 0.p. Proof.38) form an orthonormal basis for L2 (−1. Thus τm is l. In order to make sure that the eigenfunctions for m = 0 are continuous (such that ψ defined via (10. By Theorem 9. m ∈ N0 .23) is continuous) we choose the boundary condition generated by P0 (x) = 1 in this case x Am f = τ f. Its spectrum is purely discrete σ(Am ) = σd (Am ) = {l(l + 1)|l ∈ N0 .182 10. at both end points.37) is selfadjoint.6. it suffices to show that the functions Plm (x) are dense. for m = 0 and l. 1) it suffices to show that the functions (1 − x2 )−m/2 Plm (x) are dense. 2 (l − m)! l ∈ N0 . The operator Am . Moreover. for m > 0 at both endpoints. (10.c. l ≥ m} and the corresponding eigenfunctions ulm (x) = 2l + 1 (l + m)! Plm (x). 1) . linearly independent solution is given by x dt Qlm (x) = Plm (x) .34) dx where 1 dl 2 (x − 1)l (10. But the span of these functions . D(Am ) = {f ∈ L2 (−1.

42) form an orthonormal basis and satisfy L2 Ylm = l(l + 1)Ylm and L3 Ylm = mYlm . The operator L2 on L2 ((0. Returning to our original setting we conclude that Θlm (θ) = 2l + 1 (l + m)! Plm (cos(θ)). 2π)) has a purely discrete spectrum given σ(L2 ) = {l(l + 1)|l ∈ N0 }. Theorem 10. 2 (l − m)! l = m. Every continuous function can be approximated by polynomials (in the sup norm and hence in the L2 norm) and since the continuous functions are dense. dx (10. sin(θ)dθ) ⊗ L2 ((0.7. .3. Ylm are smooth away from the origin and by construction they satisfy − ∆Ylm = l(l + 1) Ylm . Angular momentum 183 contains every polynomial. .45) .43) ˜ where Plm is a polynomial of degree l − m given by dl+m ˜ Plm (x) = (1 − x2 )−m/2 Plm (x) = l+m (1 − x2 )l .44) In particular. r2 (10.40) form an orthonormal basis for L2 ((0. Proof. 4π (l − |m|)! l|m| |m| ≤ l.10. r = |x|. m + 1. Everything follows from our construction. (10.±m (x) = 2l + 1 (l + m)! ˜ x3 Plm ( ) 4π (l − m)! r x1 ± ix2 r m . ϕ) = Θl|m| (θ)Φm (ϕ) = 2l + 1 (l + |m|)! P (cos(θ))eimϕ . π). The spherical harmonics Ylm (θ.9. But this follows as in the proof of Lemma 1. Note that transforming Ylm back to cartesian coordinates gives Yl. so are the polynomials.41) (10. which can be found in any book on special functions. sin(θ)dθ) for any fixed m ∈ N0 . . if we can show that Ylm form a basis. π). (10. (10. The only thing remaining is the normalization of the eigenfunctions.

σess (Al ) = [0. case only if l > 0. r2 dr). we can even admit any spherically symmetric potential V (x) = V (|x|) with V (r) ∈ L∞ (R) + L2 ((0. Moreover. r2 dr)} reduce our operator H = H0 + V . (10. we have to take the boundary condition generated by u(r) = r. ∞). r2 dr). ϕ)|R(r) ∈ L2 ((0.50) D(Al ) ⊆ L2 ((0.8. d2 l(l + 1) + + V (r) dr2 r2 (10. Hence it remains to compute the domain.48) where ˜ Hl R(r) = τl R(r). limr→0 (f (r) − rf (r)) = 0 if l = 0}.52) Proof. (10. Thus we are in the l. ∞). ∞).23) is in the domain of H0 ). Since we need R(r) = u(r) to r be bounded (such that (10.47) ˜ Hl . ∞).184 10. we need an additional boundary condition at 0 if l = 0. We know at least D(Al ) ⊆ D(τ ) and since D(H) = D(H0 ) it suffices to consider the case V = 0.49) τl = − ˜ R(r) → u(r) = rR(r). ∞). By construction of Al we know that it is self-adjoint and satisfies σess (Al ) = [0. (10. It remains to investigate this operator. our operator transforms to Al f = τl f. where I = (0. τ f ∈ L2 (I).51) Using the unitary transformation L2 ((0. ∞). The domain of the operator Al is given by D(Al ) = {f ∈ L2 (I)| f. Hence H = H0 + V = l.m (10. In this case the solutions of −u (r) + l(l+1) u(r) = 0 are given by r2 u(r) = αrl+1 + βr−l . that is. ∞)). τl = − (10. at 0 we are in the l. ˜ l(l + 1) 1 d 2d r + + V (r) r2 dr dr r2 D(Hl ) ⊆ L2 ((0.46) (10. ∞ The important observation is that the spaces Hlm = {ψ(x) = R(r)Ylm (θ. ∞). . The eigenvalues of the hydrogen atom Now we want to use the considerations from the previous section to decompose the Hamiltonian of the hydrogen atom.4. However. In fact. r2 dr) → L2 ((0. case at ∞ for any l ∈ N0 . One-particle Schr¨dinger operators o 10. f ∈ AC(I).p.p. ∞)). Theorem 10.

n+1 (10. It turns out that they can be expressed in terms of the Laguerre polynomials dj Lj (r) = er j e−r rj (10.54) where 1 d l sin(r) jl (r) = (−r)l . respectively.56) ua (z.53) r2 are given by the spherical Bessel respectively spherical Neumann functions √ √ u(r) = α jl ( zr) + β nl ( zr). r) = jl ( zr) + inl ( zr) are the functions which are square integrable and satisfy the boundary condition (if any) near a = 0 and b = ∞. The eigenvalues of H (1) are explicitly given by 2 γ . n ∈ N0 .4.61) e γr − 2(n+1) L2l+1 ( n+l+1 γr ). √ √ √ (10. j Lk (r) = j Theorem 10. .60) ψnlm (x) = Rnl (r)Ylm (x). r where we will try to compute the eigenvalues plus corresponding eigenfunctions.57) V (r) = − . (10. where Rnl (r) = γ 3 (n − l)! 2n3 ((n + l + 1)!)3 γr n+1 l (10. The second case is that of our Coulomb potential γ γ > 0. (10. The eigenvalues of the hydrogen atom 185 Finally let us turn to some explicit choices for V . drk Note that Lk is a polynomial of degree j − k. (10.55) r dr r In particular. the lowest eigenvalue E0 = − γ4 is simple and the corresponding eigenfunction ψ000 (x) = γ 3 −γr/2 e 43 π 2 is positive.62) In particular. The simplest case is V = 0 in this case the solutions of l(l + 1) − u (r) + u(r) = zu(r) (10.59) En = − (10. 2(n + 1) An orthonormal basis for the corresponding eigenspace is given by (10.10. r) = jl ( zr) and ub (z. where the corresponding differential equation can be explicitly solved.9.58) dr and the associated Laguerre polynomials dk Lj (r).

One-particle Schr¨dinger operators o Proof. If n ∈ N0 . In this case u(r) is square integrable and hence an γ eigenfunction corresponding to the eigenvalue λn = −( 2(n+l+1) )2 . Nondegeneracy of the ground state The lowest eigenvalue (below the essential spectrum) of a Schr¨dinger opero ator is called ground state.65) The corresponding u(r) is square integrable near 0 and satisfies the boundary condition (if any). (10.66) (j + 1)(j + 2(l + 1)) and thus j−1 1 2(k − n) vj = . Introducing new variables x = −λ r and v(x) = xe u( √x ) l+1 −λ this equation transforms into γ − (l + 1).64) xv (x) + 2(l + 1 − x)v (x) + 2nv(x) = 0. this state is in some sense . we need to look at the equation l(l + 1) γ − )u(r) = λu(r) (10. (10. But ˜ ˜ j! then v (x) ≥ exp((2 − ε)x) and thus the corresponding u(r) is not square ˜ integrable near −∞. 10. an atom emits radiation) until it eventually reaches its ground state. v0 = 1. It is a straightforward calculation to check that Rnl are indeed eigenγ functions of Al corresponding to the eigenvalue −( 2(n+1) )2 and for the norming constants we refer to any book on special functions. Otherwise we have vj ≥ (2−ε)j j! for j sufficiently large. Since the laws of physics state that a quantum system will transfer energy to its surroundings (e. The only problem is to show that we have found all eigenvalues. Since all eigenvalues are negative.5. then vj = 0 for j > n and v(x) is a polynomial..g. Substituting the ansatz (10.67) j! k + 2(l + 1) k=0 Now there are two cases to distinguish.63) − u (r) + ( r2 r √ x for λ < 0.186 10.65) into our differential equation and comparing powers of x gives the following recursion for the coefficients 2(j − n) vj+1 = vj (10. Thus we need to find those values of λ for which it is square integrable near +∞. (10. n = √ 2 −λ Now let us search for a solution which can be expanded into a convergent power series ∞ v(x) = j=0 vj xj . Hence by adding a polynomial j to v(x) we can get a function v (x) such that vj ≥ (2−ε) for all j.

We first show that positivity improving operators have positive eigenfunctions. We assume ψ = 1 and denote by ψ± = f ±2 f | the positive and negative parts of ψ. the electron could fall into the nucleus! Our aim in this section is to show that the ground state is simple with a corresponding positive eigenfunction. it maps real functions to real functions) operator. A|ψ| and thus 1 ψ+ .68) that is.e.e. Multiplication by a positive function is positivity preserving (but not improving).. |Aψ| ≤ |ψ|. Note that it suffices to show that any ground state eigenfunction is positive since nondegeneracy then follows for free: two positive functions cannot be orthogonal. A|ψ| ≤ A . Proof. So we need a positivity improving operator.5. Theorem 10. Then by |Aψ| = |Aψ+ − Aψ− | ≤ Aψ+ + Aψ− = A|ψ| we have A = ψ. We have seen that the hydrogen atom has a nondegenerate (simple) ground state with a corresponding positive eigenfunction. g ≥ 0.43) both E−tH0 . (10.42) and (7. Ag ≥ 0 (> 0) for f. then it is simple and the corresponding eigenfunction is strictly positive. Convolution with a strictly positive function is positivity improving. Suppose A ∈ L(L2 (Rn )) is a self-adjoint. (10. In particular.10. We call f strictly positive if f > 0 a.. To set the stage let us introduce some notation. λ < 0 are since they are given by convolution . Aψ− > 0. Aψ ) = 0. Nondegeneracy of the ground state 187 the most important state. Aψ− = ( |ψ|. This is quite surprising since the corresponding classical mechanical system is not. Without restriction ψ = ψ+ ≥ 0 and since A is positivity increasing we even have ψ = A −1 Aψ > 0. A bounded operator A is called positivity preserving if f ≥ 0 implies Af ≥ 0 and positivity improving if f ≥ 0 implies Af > 0. A|ψ| − ψ. Let ψ be an eigenfunction.10. If A is an eigenvalue. Aψ ≤ |ψ|. Clearly A is positivity preserving (improving) if and only if f. Aψ = |ψ|. By (7.69) 4 Consequently ψ− = 0 or ψ+ = 0 since otherwise Aψ− > 0 and hence also ψ+ . then it is no restriction to assume that ψ is real (since A is real both real and imaginary part of ψ are eigenfunctions as well). Example.e. We call f ∈ L2 (Rn ) positive if f ≥ 0 a. t > 0 and Rλ (H0 ). positivity improving and real (i. and f = 0. the hydrogen atom is stable in the sense that there is a lowest possible energy. ψ. Let H = L2 (Rn ).

188 10. e−sH ψ = 0∀s ≥ 0} e−sH ψ ϕe−sH ψ (10. (10. which shows that e−tH is at least positivity preserving (since 0 cannot be an eigenvalue of e−tH it cannot map a positive function to 0).23. If we set Vn = V χ{x| |V (x)|≤n} .70) is just {0}. is positivity preserving. then Vn is bounded and Hn = H0 + Vn is positivity preserving by the Trotter product formula since both e−tH0 and e−tV are. Suppose H = H0 + V is self-adjoint and bounded from ∞ below with Cc (Rn ) as a core. ∞ Moreover. both etVn and e−tH e leave N (ψ) invariant and invoking again Trotter’s formula the same is true for k t t e−t(H−Vn ) = s-lim e− k H e k Vn . Next I claim that for ψ positive the closed set N (ψ) = {ϕ ∈ L2 (Rn ) | ϕ ≥ 0. If ϕ ∈ N (ψ) we have by ≥ 0 that = 0.72) for ϕ.28. If ψ is an eigenfunction of H corresponding to E0 it is an eigenfunction of RH (λ) corresponding to E01 and the claim follows since RH (λ) = −λ 1 . (10. t > 0. Proof. We first show that e−tH . λ < E0 . it is simple and the corresponding eigenfunction is strictly positive. In other words. RH (λ)ψ = 0 eλt ϕ. we have Hn ψ → Hψ for ψ ∈ Cc (Rn ) (note that necessarily sr V ∈ L2 ) and hence Hn → H in strong resolvent sense by Lemma 6. e−tH ψ dt > 0. Our hope is that this property carries over to H = H0 + V .11. Now it remains to use (7. ψ positive.71) k→∞ Since we finally obtain that e−tH0 leaves N (ψ) invariant. If E0 = min σ(H) is an eigenvalue. So RH (λ) is positivity increasing for λ < E0 . that is etVn ϕ ∈ N (ψ). loc s Hence e−tHn → e−tH by Theorem 6.41) which shows ∞ s e−t(H−Vn ) → e−tH0 ϕ. Theorem 10. E0 −λ . ϕ. Hence tVn ϕe−sH ψ = 0. One-particle Schr¨dinger operators o with a strictly positive function. but this operator is positivity increasing and thus N (ψ) = {0}.

x2 ). x2. y2 ) = √ 2 then H reads in this new coordinates I I −I I (x1 . (11. Self-adjointness In this section we want to have a look at the Hamiltonian corresponding to more than one interacting particle.k (xj − xk ). x1.1) We first consider the case of two particles. (11. If we assume that the interaction is again of the Coulomb type. D(H) = H 2 (R6 ).1 .1. it does not tell us whether H is self-adjoint or not.4) 189 . We denote the coordinates corresponding to the first particle by x1 = (x1.3 ).2) H = −∆1 − ∆2 − |x1 − x2 | Since Theorem 10. x2. |y2 | (11.3 ) and those corresponding to the second particle by x2 = (x2.2 . which will give us a feeling for how the many particle case differs from the one particle case and how the difficulties can be overcome.Chapter 11 Atomic Schr¨dinger o operators 11.2 . (11. It is given by N N H=− j=1 ∆j + j<k Vj. the Hamiltonian is given by γ .3) √ γ/ 2 H = (−∆1 ) + (−∆2 − ). Let 1 (y1 .1 . x1.2 does not allow singularities for n ≥ 3.

In particular. Hence. Conversely.5) Clearly. γ ≥ 0 . Secondly. the first part corresponds to the center of mass motion and the second part to the relative motion. Hence we expect [λ0 . Let ψ1 (y1 ) be a Weyl sequence corresponding to λ ∈ [0. ψ1 (y1 )ψ2 (y2 ) is a Weyl sequence corresponding to λ + λ0 for H and thus [λ0 . From a physics point of view. 0. It is not hard to translate this intuitive ideas into a rigorous proof. Then. In the last coordinates this corresponds to a bound state of the second operator. In particular. Let us look at this problem from the physical view point. If λ ∈ σess (H). we expect [0. To avoid clumsy notation. √ Using that γ/( 2|y2 |) has (−∆2 )-bound 0 in L2 (R3 ) it is not hard to see that the same is true for the (−∆1 − ∆2 )-bound in L2 (R6 ) (details will follow in the next section). this implies that we do not have to deal with the center of mass motion . this means that the movement of the whole system is somehow unbounded. H is self-adjoint and semi-bounded √ for any γ ∈ R. one first has to remove the center of mass motion. γ≤0 (11. we will restrict ourselves to the case of one atom with N electrons whose nucleus is fixed at the origin. ∞) ⊆ σess (H). ∞).√ ⊆ σess (H). ∞) ⊆ σess (H). both particles remain close to each other and move together. the physically relevant information is the spectrum of the operator √ −∆2 − γ/( 2|y2 |) which is hidden by the spectrum of −∆1 . ∞) for −∆1 and √ ψ2 (y2 ) be a Weyl sequence corresponding to λ0 for −∆2 −γ/( 2|y2 |). Atomic Schr¨dinger operators o In particular. There are two possibilities for this. λ0 = −γ 2 /8. we have −∆1 ≥ 0 respectively −∆2 − ∞) γ/( 2|y2 |) ≥ λ0 and hence H ≥ λ0 . where λ0 = −γ 2 /8 is the smallest eigenvalue of the second operator if the forces are attracting (γ ≥ 0) and λ0 = 0 if they are repelling (γ ≤ 0). this is not true! This is due to the fact that γ/( 2|y2 |) does not vanish as |y| → ∞. it is the sum of a free particle plus a particle in an external Coulomb field. Firstly. However. both particles are far away from each other (such that we can neglect the interaction) and the energy corresponds to the sum of the kinetic energies of both particles. Moreover. in order to reveal the physics.190 11. Since both can be arbitrarily small (but positive). Thus we obtain σ(H) = σess (H) = [λ0 . you might suspect that γ/( 2|y2 |) is relatively compact with respect to −∆1 − ∆2 in L2 (R6 ) since it is with respect to −∆2 √ in L2 (R6 ).

In particular. The HVZ theorem 191 encountered in our example above.9) d 2 2 j=1 ∂ /∂ xj . (11.10) which implies that Vk is relatively bounded with bound 0. The HVZ theorem The considerations of the beginning of this section show that it is not so easy to determine the essential spectrum of H (N ) since the potential does not decay in all directions as |x| → ∞. . j = ne. n = N d. . a core. ee. by our previous lemma. H = H0 + is self-adjoint and k ∞ (Rn ) is C0 Vk (y (k) ). γj > 0. xd ) since such transformations leave both the scalar product of L2 (Rn ) and H0 invariant. d ≤ 3. (11.11. Explicitly we have γj Vj (x) = . . Theorem 11. there is still something we . D(H) = H 2 (Rn ). (11. (11. Hence we obtain d 2 Rn Vk ψ 2 ≤ a | j=1 n ˆ p2 ψ(p)|2 dn p + b2 ψ j ˆ p2 ψ(p)|2 dn p + b2 ψ j j=1 2 2 ≤ a2 Rn | 2 = a2 H0 ψ + b2 ψ 2 . 11. (11.7) |x| We first need to establish self-adjointness of H (N ) . then Vk ψ where ∆1 = 2 ≤ a2 Rn |∆1 ψ(x)|2 dn x + b2 Rn |ψ(x)|2 dn x. where Vne describes the interaction of one electron with the nucleus and Vee describes the interaction of two electrons. . After a unitary transform of Rn we can assume y (1) = (x1 . obtained by letting y (k) be the first d coordinates of a unitary transform of Rn . Now let ψ ∈ S(Rn ). However. Then Vk is H0 bounded with H0 -bound 0. The Hamiltonian is given by N N N N H (N ) = − j=1 ∆j − j=1 Vne (xj ) + j=1 j<k Vee (xj − xk ).2.1 (Kato).2.8) Proof. It suffices to consider one k. Let Vk ∈ L∞ (Rd ) + L2 (Rd ).6) D(H (N ) ) = H 2 (R3N ). This will follow from Kato’s theorem. be real-valued ∞ and let Vk (y (k) ) be the multiplication operator in L2 (Rn ).

(11. then (H (N ) − λ − λN −1 )ψr ≤ (H (N −1) − λN −1 )ψ N −1 + ψ N −1 + (VN − j=1 1 (−∆N − λ)ψr N −1 1 ψr (11. Let ψ N −1 (x1 .1).j )ψr . ∞). If the single electron is far away from the remaining system such that there is little interaction. . We begin with the first inclusion. ∞) we will localize H (N ) on sets where either one electron is far away from the others or all electrons are far away from the nucleus. . Let H (N ) be the self-adjoint operator given in (11.2 (HVZ). xN −1 ) ∈ H 2 (R3(N −1) ) such that ψ N −1 = 1. xN −1 )ψr (xN ). To prove σess (H (N ) ) ⊆ [λN −1 . In fact there is a version which holds for general N -body systems. (−∆N − λ)ψ 1 ≤ ε for some λ ≥ 0. . Hence arguing as in the two electron example of the previous section we expect Theorem 11. the ionization energy (i. xN ) = ψ N −1 (x1 . where λN −1 = min σ(H (N −1) ) < 0. Atomic Schr¨dinger operators o can do. The idea of proof is the following.. let us split the system into H (N −1) plus a single electron. the third . it remains to consider the infimum of the spectra of these operators. . . Now consider 1 1 ψr (x1 .j )ψ N −1 ∈ j=1 1 L2 (R3N ) and |ψr | → 0 pointwise as |r| → ∞ (by Lemma 10.11) VN. In particular. van Winter and Hunziker and known as HVZ theorem. the energy should be the sum of the kinetic energy of the single electron and the energy of the remaining system. the energy needed to remove one electron from the atom in its ground state) of an atom with N electrons is given by λN − λN −1 . . . The proof is similar but involves some additional notation. Denote the infimum of the spectrum of H (N ) by λN . ∞) ⊆ σess (H (N ) ) we choose Weyl sequences for H (N −1) and −∆N and proceed according to our intuitive picture from above. For all cases where one electron is far away it is λN −1 and for the case where all electrons are far away from the nucleus it is 0 (since the electrons repel each other). . Our goal for the rest of this section is to prove this result which is due to Zhislin. . . Then H (N ) is bounded from below and σess (H (N ) ) = [λN −1 . .6).e. To prove [λN −1 . (H (N −1) − λN −1 )ψ N −1 ≤ ε and ψ 1 ∈ H 2 (R3 ) such that ψ 1 = 1. . ψr (xN ) = ψ 1 (xN − r). Since (VN − N −1 VN. Then. Since the error turns out relatively compact.192 11.j = Vee (xN −xj ).12) where VN = Vne (xN ) and VN.

18) Indeed. say j = 1.17) We claim that ∞ N n Uj = S 3N −1 .11. j=0 x ∈ Rn .16) = j.13) φj (x)2 = 1. We begin with a localization formula. The second inclusion is more involved. ψ ∈ H 2 (Rn ). (11. 0 ≤ j ≤ N . [0. since n for all n implies 0 = |x − x | = |x | for some j > 1.4. (11. is such that (11.14) then N ∆ψ = j=0 φj ∆φj ψ − |∂φj |2 ψ. and |∂φj (x)| → 0 as |x| → ∞. (11. Similarly.3 (IMS localization formula). is such that N (11. Consider the sets n Uj = {x ∈ S 3N −1 | |xj − x | > n−1 for all n U0 = {x ∈ S 3N −1 | |x | > n−1 for all }. suppose there is an x ∈ S 3N −1 which is not an element of this union. we will choose φ0 in such a way that x ∈ supp(φ0 ) ∩ B implies that all particle are far away from the nucleus. Now we will choose φj .14) holds.2. Next. in such a way that x ∈ supp(φj ) ∩ B implies that the j-th particle is far away from all the others and from the nucleus. 0 ≤ j ≤ N . Lemma 11. = j. n Then x ∈ U0 for all n implies 0 = |xj | for some j. (H (N ) − λ − λN −1 )ψr ≤ 3ε proving [λN −1 . 1 ≤ j ≤ N . (11. The HVZ theorem 193 term can be made smaller than ε by choosing |r| large (dominated convergence). supp(φj ) ∩ B ⊆ {x ∈ B| |xj − x | ≥ C|x| for all supp(φ0 ) ∩ B ⊆ {x ∈ B| |x | ≥ C|x| for all } for some C ∈ [0. x ∈ U1 j 1 j . Suppose φj ∈ C ∞ (Rn ). 1].15) Abbreviate B = {x ∈ R3N ||x| ≥ 1}. In summary. and |xj | ≥ C|x|}. ∞) ⊆ σess (H (N ) ). and |xj | > n−1 }. say j = 2. 1]). Proof. n=1 j=0 (11. which can be verified by a straightforward computation Lemma 11. There exists functions φj ∈ C ∞ (Rn .

Then V RH0 (z)ψn ≤ ≤ (1 − φ)V RH0 (z)ψn + V φRH0 (z)ψn (1 − φ)V RH0 (z) ∞ ψn + (11. Then V is relatively compact with respect to H0 .23) To show that our choice of the functions φj implies that K is relatively compact with respect to H we need the following Lemma 11. Atomic Schr¨dinger operators o Proceeding like this we end up with x = 0. Note that ψn ≤ M for some M > 0. a contradiction.20) ˜ and pick a function φ ∈ C ∞ (R3N . The gradient tends to zero since φj (λx) = φj (x) for λ ≥ 1 and |x| ≥ 1 which implies (∂φj )(λx) = λ−1 (∂φj )(x). k. Then ˜ ˜ ˜ φ + (1 − φ)φj φj = (11.22) where N N N N N H (N. By our localization formula we have N N H (N ) = j=0 φj H (N.24) a H0 φRH0 (z)ψn + b φRH0 (z)ψn .j) = − =1 ∆ − =j N V + N Vk. By compactness of S 3N −1 we even have N n Uj = S 3N −1 j=0 (11. Let ψn converge to 0 weakly.0) = =1 V (11. 1]) such that it is one for |x| ≤ R.5. [0. It is well-known that there is a partition of unity ˜ ˜ φj (x) subordinate to this cover. λ > 0. =j V (N.j) = Vj + =j Vj. . It suffices to show that V RH0 (z)ψn converges to 0. j (11. Let V be H0 bounded with H0 -bound 0 and suppose that χ{x||x|≥R} V RH0 (z) → 0 as R → ∞. Choose ∞ φ ∈ C0 (Rn .194 11. K= j=0 φ2 V (N. Proof.19) for n sufficiently large. x ∈ S 3N −1 . 1]) with support inside the unit ball which is 1 in a neighborhood of the origin. k< . [0. (11.j) + |∂φj |2 . .0) = − =1 ∆ + k< Vk. V (N. H (N. 1] by R ˜ ˜ φj (λx) = φj (x).j) φj + K.21) N ˜ ˜ ˜ φ + (1 − φ)φ =0 are the desired functions. . Extend φj (x) to a smooth function from 3N \{0} to [0.

27) 4 Moreover.11.28) In particular. since the electron interaction term is positive. (11.26) σess (H (2) ) = [− 2 − γne 1 1 + 4n2 4m2 ∈ σp (H (2) (γee = 0)). we have H (N. 0). n. we have H (0) ≥ 0 since Vj. By the HVZ theorem and the considerations of the previous section we have 2 γne . K is also relatively compact with respect to H (N ) since V (N ) is relatively bounded with respect to H0 . Finally. let us consider the example of Helium like atoms (N = 2). 1 ≤ j ≤ N .29) 2 Note that there can be no positive eigenvalues by the virial theorem. the same is true for the second term choosing a small. Finally. H (2) ≥ − σp (H (N ) ) ⊂ (−∞. Moreover. there are eigenvalues embedded in the essential spectrum in this case. we can take products of one particle eigenfunctions to show that (11.j) are relatively compact by the lemma and hence K is relatively compact with respect to H0 . That is. Note that the same proof works if we add additional nuclei at fixed locations.k ≥ 0 and hence N ψ.22.2. (H (N ) − K − λN −1 )ψ = j=0 φj ψ. The terms |∂φj |2 are bounded and vanish at ∞. ∞) which finishes the proof of the HVZ theorem. (11.10.30) . 1 ≤ j ≤ N . the first term can be made smaller than ε by choosing R large. hence they are H0 compact by Lemma 7. (11. are all of the form H (N −1) plus one particle which does not interact with the others and the nucleus. if γee = 0 (no electron interaction).j) . By Lemma 6. Moreover.j) − λN −1 )φj ψ ≥ 0. In particular H (N ) − K is self-adjoint on H 2 (R3N ) and σess (H (N ) ) = σess (H (N ) − K). (H (N. (11. ∞).j) − λN −1 ≥ 0. Since the operators H (N. we can also treat molecules if we assume that the nuclei are fixed in space. the last term can also be made smaller than ε by choosing n large since φ is H0 compact. Next. This even holds for arbitrary N . (11. The HVZ theorem 195 By assumption.25) Thus we obtain the remaining inclusion σess (H (N ) ) = σess (H (N ) − K) ⊆ σ(H (N ) − K) ⊆ [λN −1 . The terms φj V (N. m ∈ N. we see 2 γne .

.

Abstract theory In physical measurements one often has the following situation.1) X ψ+ (t)$$$$ Rewriting this condition we see 0 = lim t→±∞ e−itH ψ(0) − e−itH0 ψ± (0) = lim t→±∞ ψ(0) − eitH e−itH0 ψ± (0) (12.1. (12. Hence one expects asymptotic states ψ± (t) = exp(−itH0 )ψ± (0) to exist such that ψ(t) − ψ± (t) → 0 $$ ¡ $$$$ $ ¡ $$$ ¡ $$$ ¡ ¡  ψ(t) ¡ ¡ ¡ ¡ ψ− (t) ¡ ¡ ¡ ¡ ! ¡ ¡ as t → ±∞. Ω± ψ = limt→±∞ eitH e−itH0 ψ (12.2) and motivated by this we define the wave operators by D(Ω± ) = {ψ ∈ H|∃ limt→±∞ eitH e−itH0 ψ} . Outside this region the forces are negligible and hence the time evolution should be asymptotically free. A particle is shot into a region where it interacts with some forces and then leaves the region again.3) 197 .Chapter 12 Scattering theory 12.

ψ ∈ D(Ω± ). (12. D(H0 ) ∩ D(S). Consequently.6) with respect to t we obtain from Theorem 5. D(Ω± ) is invariant under exp(−itH0 ) and Ran(Ω± ) is invariant under exp(−itH). ψ = 0. Moreover. By construction we have Ω± ψ = lim t→±∞ eitH e−itH0 ψ = lim t→±∞ ψ = ψ (12. (12.10) However. (12. Lemma 12.4) and it is not hard to see that D(Ω± ) is closed. that is. Theorem 12. D(Ω± ) reduces exp(−itH0 ) and Ran(Ω± ) reduces exp(−itH). + D(S) = {ψ ∈ D(Ω− )|Ω− ψ ∈ Ran(Ω+ )}. Moreover. if ψ ∈ D(Ω± )⊥ then ϕ. If a state ψ has both. We first show a criterion due to Cook. ψ ∈ Ran(Ω+ ) ∩ Ran(Ω− ). . observe that t→±∞ lim eitH e−itH0 (e−isH0 ψ) = lim e−isH (ei(t+s)H e−i(t+s)H0 ψ) t→±∞ (12. differentiating (12. The sets D(Ω± ) and Ran(Ω± ) are closed and Ω± : D(Ω± ) → Ran(Ω± ) is unitary.1. ϕ ∈ D(Ω± ). (12. ψ ∈ D(Ω± ) ∩ D(H0 ). Next. (12. it is called a scattering state.5) and hence Ω± e−itH0 ψ = e−itH Ω± ψ. Hence we define the scattering operator S = Ω−1 Ω− . exp(−itH0 )ψ = exp(itH0 )ϕ. interchanging the roles of H0 and H amounts to replacing Ω± by Ω−1 and hence Ran(Ω± ) is ± also closed. note that this whole theory is meaningless until we can show that D(Ω± ) are nontrivial. Moreover. Scattering theory The set D(Ω± ) is the set of all incoming/outgoing asymptotic states ψ± and Ran(Ω± ) is the set of all states which have an incoming/outgoing asymptotic state.1 the intertwining property of the wave operators.8) It is interesting to know the correspondence between incoming and outgoing states.9) Note that we have D(S) = D(Ω− ) if and only if Ran(Ω− ) ⊆ Ran(Ω+ ) and Ran(S) = D(Ω+ ) if and only if Ran(Ω+ ) ⊆ Ran(Ω− ). In summary. S is unitary from D(S) onto Ran(S) and we have H0 Sψ = SH0 ψ. The subspaces D(Ω± ) respectively Ran(Ω± ) reduce H0 respectively H and the operators restricted to these subspaces are unitarily equivalent Ω± H0 ψ = HΩ± ψ. Moreover.7) Hence D(Ω± )⊥ is invariant under exp(−itH0 ) and Ran(Ω± )⊥ is invariant under exp(−itH).198 12.2.6) In addition.

Suppose D(H) ⊆ D(H0 ). Proof. If ∞ (H − H0 ) exp( itH0 )ψ dt < ∞. As a simple consequence we obtain the following result for Schr¨dinger o operators in R3 Theorem 12. The result follows from eitH e−itH0 ψ = ψ + i 0 t exp(isH)(H − H0 ) exp(−isH0 )ψds (12.16) 4π 1 and thus any such ψ is in D(Ω+ ). Hac (H) ⊆ Ran(Ω± ). (12.14) for given ψ ∈ D(H0 ).1. all elements of Hac (H) are scattering states.11) then ψ ∈ D(Ω± ). 0 ∞ ψ ∈ D(H0 ). s > 0.15) at least for ψ ∈ L1 (R3 ).17) and that they are complete if. we even have (Ω± − I)ψ ≤ 0 (H − H0 ) exp( itH0 )ψ dt (12.12. Since we want to use Cook’s lemma. then the wave operators exist and D(Ω± ) = H.4. we need to estimate V ψ(s) 2 = R3 |V (x)ψ(s. Suppose H0 is the free Schr¨dinger operator and H = o H0 + V with V ∈ L2 (R3 ).13) which holds for ψ ∈ D(H0 ). Invoking (7. Hac (H0 ) ⊆ D(Ω± ) (12. ψ(s) = exp(isH0 )ψ.12) in this case. Moreover. Proof. respectively. Abstract theory 199 Lemma 12. Hence for ψ ∈ Hpp (H0 ) it is easy to check whether it is in D(Ω± ) or not and only the continuous subspace is of interest. (12.3 (Cook).18) . that is. (12. Similarly for Ω− .34) we get 1 ψ V ψ(s) ≤ ψ(s) ∞ V ≤ (4πs)3/2 1 V . we obtain D(Ω+ ) = H. x)|2 dx. that is. We will say that the wave operators exist if all elements of Hac (H0 ) are asymptotic states. Since such functions are dense. Moreover. (12. this implies ∞ 1 V ψ(s) ds ≤ 3/2 ψ 1 V (12. By the intertwining property ψ is an eigenfunction of H0 if and only if it is an eigenfunction of H. in addition.

We first collect some properties of D which will be needed later on. d Eψ (x(t)2 ) = ψ(t). they are complete if Hac (H) = Ran(Ω± ).11). But how should incoming respectively outgoing be defined for ψ ∈ H? Well incoming (outgoing) means that the expectation of x2 should decrease (increase). abbreviating ψ(t) = e−itH0 ψ. (12. o In this later case the wave operators exist if D(Ω± ) = H.21) as outgoing respectively incoming states. b2 ). i[H0 . (t. since we have assumed the mass to be two). Since U (s) essentially transforms r into r exp(s) we will replace r by ρ = ln(r). Note FD = −DF (12. 12. Dψ(t) . and asymptotically complete if Hc (H) = Ran(Ω± ). x2 ]ψ(t) = 4 ψ(t). Our first goal is to give a precise meaning to some terms in the intuitive picture of scattering theory introduced in the previous section. we will show below that the tail decays faster then any inverse power of |t|. Hence it is natural to consider ψ ∈ Ran(P± ).2. In particular asymptotic completeness implies Hsc (H) = ∅ since H restricted to Ran(Ω± ) is unitarily equivalent to H0 . In fact. P± = PD ((0.200 12.20) where D is the dilation operator introduced in (10.23) . Set x(t)2 = exp(iH0 t)x2 exp(−iH0 t). ω) ∈ R+ × S n−1 . This physical picture suggests that we should be able to decompose ψ ∈ H into an incoming and an outgoing part. Since the dilation group acts on |x| only. dt ψ ∈ S(Rn ). we expect that it cannot be found in a ball of radius proportional to a|t| as t → ±∞ (a is the minimal velocity of the particle. it seems reasonable to switch to polar coordinates x = rω.19) they are called asymptotically complete. If we project a state in Ran(P± ) to energies in the interval (a2 . then. In these coordinates we have U (s)ψ(eρ ω) = e−ns/2 ψ(e(ρ−s) ω) (12. (12. ±∞)). Incoming and outgoing states In the remaining sections we want to apply this theory to Schr¨dinger opo erators. Scattering theory If we even have Hc (H) ⊆ Ran(Ω± ).22) and hence Ff (D) = f (−D)F. To say more we will look for a transformation which maps D to a multiplication operator. (12. We will be mainly interested in the case where H0 is the free Schr¨dinger operator and hence Hac (H0 ) = H.

−R))Kt. (12. We prove only the + case.26) (12. (1 + |t|)2N (12.2. Thus D corresponds to differentiation with respect to this coordinate and all we have to do to make it a multiplication operator is to take the Fourier transform with respect to ρ.x 2 1 2 ei(tp −px) f (p2 )∗ . ±∞)) ≤ respectively.29) Proof. FPD ((R. PD ((−∞.12. This leads us to the Mellin transform M : L2 (Rn ) → L2 (R × S n−1 ) ψ(rω) 1 → (Mψ)(λ. M is unitary. Introducing ψ(t. σsc (D) = σpp (D) = ∅ (12.27) −isλ where dn−1 ω is the normalized surface measure on M −1 U (s)M = e and hence M−1 DM = λ. C .25) S n−1 . x) = e−itH0 f (H0 )PD ((R.x . Moreover.28) and that S(Rn ) is a core for D. ∞ Lemma 12. ω) = √ 2π 0 ∞ . (12. ∞))ψ(x) = Kt. (1 + |t|)N ±t ≥ 0. N ∈ N there is a constant C such that χ{x| |x|<2a|t|} e−itH0 f (H0 )PD ((±R. r−iλ ψ(rω)r n −1 2 (12. n/2 (2π) for |x| < 2a|t|. Incoming and outgoing states 201 and hence U (s) corresponds to a shift of ρ (the constant in front is absorbed by the volume element). In particular we have P+ + P− = I. Suppose f ∈ Cc (R) with supp(f ) ⊂ (a2 . b2 ) for some a. −R))ψ .30) where Kt. t > 0. For any R ∈ R. Using the Mellin transform we can now prove Perry’s estimate [11]. (12.24) dr By construction. From this it is straightforward to show that σ(D) = σac (D) = R.31) ≤ const . Consider ψ ∈ S(Rn ). |(Mψ)(λ. ∞))ψ ˆ = Kt. ω)|2 dλdn−1 ω = R S n−1 R+ S n−1 |ψ(rω)|2 rn−1 drdn−1 ω.5. that is. (12.x (p) = we see that it suffices to show PD ((−∞. (12.x . the remaining one being similar. b > 0.32) .

t as above. (12. (12. α(r) = tr2 + rωx − λ ln(r). Then the operator PD ((±R. R(2εa)−1 . Taking t → ∞ the first term goes to zero by our lemma and the second goes to zero since χψ → ψ. b2 )). ω)| ≤ (1 + |λ| + |t|)N for any N ∈ N and t ≥ 0 and λ ≤ −R. Schr¨dinger operators with short range o potentials By the RAGE theorem we know that for ψ ∈ Hc . (12. 1 (2π)(n+1)/2 0 ∞ (12.35) for λ ≤ −R and t > where ε is the distance of a to the support ˜.x )(λ. Scattering theory Now we invoke the Mellin transform to estimate this norm R PD ((−∞. t as above. b). Suppose that f ∈ Cc ((0. ω)|2 dλdn−1 ω.x )(λ. −R))Kt. Using this we can estimate the integral in (12. we expect such potentials to be asymptotically complete. This finishes the proof.33) (MKt. ω) = ˜ f (r)eiα(r) dr (12. Hence we expect that the time evolution will asymptotically look like the free one for ψ ∈ Hc if the potential decays sufficiently fast. ±∞)) and χ = χ{x| |x|<2a|t|} we have PD f (H0 )e−itH0 ψ ≤ χeitH0 f (H0 )∗ PD ψ + f (H0 ) (I−χ)ψ . ±∞))f (H0 ) exp(−itH0 ) converges strongly to 0 as t → ∞. (12. Abbreviating PD = PD ((±R. Proof. ψ(t) will eventually leave every compact ball (at least on the average). by iterating the last estimate we see const (12. b). r ∈ (a. ∞)) and R ∈ R.38) |(MKt. r ∈ (a.39) since A = A∗ . In other words.202 12.37) (the last step uses integration by parts) for λ. Moreover.x Since 2 = −∞ S n−1 |(MKt. 12.x )(λ. Hence we can find a constant such that of f const 1 ≤ . ∞ Corollary 12. Estimating the derivative of α we see α (r) = 2tr + ωx − λ/r > 0. By increasing the constant we can even assume that it holds for t ≥ 0 and λ ≤ −R.34) ∞ 0 1 d iα(r) const ˜ e dr ≤ f (r) α (r) dr 1 + |λ| + |t| ∞ 0 ˜ f (r)eiα(r) dr .34) ∞ ˜ with f (r) = f (r2 )∗ rn/2−1 ∈ Cc ((a2 .36) |α (r)| 1 + |λ| + |t| and λ.3. .6.

As a first consequence note (12.45) (12. Using ˜ h2 (r) = φr V RH0 (z) . hj integrable for one z0 ∈ ρ(H0 ) implies hj integrable for all z ∈ ρ(H0 ). Invoking the first resolvent formula φr V RH0 (z) ≤ φr V RH0 (z0 ) I − (z − z0 )RH0 (z) finishes the proof. r ≥ 1. (12. c˜ c˜ 2c ˜ ˜ ˜ ˜ h1 (r) ≤ h2 (r) + h1 (r/2) ≤ h2 (r) + h2 (r/2) + 2 h1 (r/4) r r r ˜ ˜ shows that h2 is integrable if h1 is. (12. ∆φr ∞ ≤ ∆φ ∂φr ∞ ≤ ∂φ ∞ /r2 we see ∞ /r 2 (12.12. Moreover. The operator RH (z)V (I−χr )RH0 (z) is compact since (I−χr )RH0 (z) is by Lemma 7. then RH (z) − RH0 (z) is compact. Lemma 12. Pick φ ∈ Cc (Rn .40) ˜ h1 (r) = V RH0 (z)φr . (12.47) . We first note that it suffices to check this for h1 or h2 and for one z ∈ ρ(H0 ).42) [RH0 (z). φr ]RH0 (z) = RH0 (z)(∆φr + (∂φr )∂)RH0 (z) and ∆φr = φr/2 ∆φr . r ˜ ˜ Hence h2 is integrable if h1 is. Conversely. Schr¨dinger operators with short range potentials o 203 Suppose V is relatively bounded with bound less than one. (12. [0. where h2 (r) = χr V RH0 (z) .43) respectively (∂φr ) = φr/2 (∂φr ).44) c˜ ˜ ˜ |h1 (r) − h2 (r)| ≤ h1 (r/2).46) Lemma 12.10 and RH (z)V is bounded by Lemma 6. 1]) such that φ(x) = 0 for 0 ≤ |x| ≤ 1/2 and φ(x) = 0 for 1 ≤ |x|.41) The potential V will be called short range if these quantities are integrable. and φr (x) = φ(x/r). If V is short range.3. ∞ Proof. Proof. Introduce h1 (r) = V RH0 (z)χr .7. r ≥ 1. Then it is not hard to see that hj is integrable if and ˜ only if hj is integrable.22.8. (12. by our short range condition it converges in norm to RH (z)V RH0 (z) = RH (z) − RH0 (z) as r → ∞ (at least for some subsequence). Moreover. where χr = χ{x| |x|≥r} . The function h1 is integrable if and only if h2 is. r ≥ 0. φr ] = −RH0 (z)[H0 (z).

9. by Weyl’s theorem we have σess (H) = [0. (Ω± − I)f (H0 )P± is compact.8 since χr converges strongly to 0. By (12.13) we see ∞ RH (z)(Ω± − I)f (H0 )P± ψn ≤ 0 RH (z)V exp(−isH0 )f (H0 )P± ψn dt. ∞) = σac (H0 ) ⊆ σac (H). ∞) we even have σac (H) = [0.51) n→∞ that is. Let f ∈ Cc ((0. Since vectors of this form are dense. To prove asymptotic completeness of the wave operators we will need that (Ω± − I)f (H0 )P± are compact.49) is integrable for a dense set of vectors ψ. The main ideas are due to Enß [4]. (12. The second term is integrable by our short range assumption. The first part is Lemma 6. ∞). ±∞))ϕ. By Cook’s criterion (Lemma 12.50) Since H restricted to Ran(Ω∗ ) is unitarily equivalent to H0 . We begin by showing that the wave operators exist. Moreover.20 and the second part follows from part (ii) of Lemma 6. (12. Proof. The same is true by Perry’s estimate (Lemma 12. ∞).3) we need to show that V exp( itH0 )ψ ≤ V RH0 (−1) (I − χ2a|t| ) exp( itH0 )(H0 + I)ψ + V RH0 (−1)χ2a|t| (H0 + I)ψ (12. Scattering theory In particular.53) . D(Ω± ) = H.52) Since RH (z)V RH0 is compact we see that the integrand RH (z)V exp(−isH0 )f (H0 )P± ψn = RH (z)V RH0 exp(−isH0 )(H0 + 1)f (H0 )P± ψn (12. we see that the wave operators exist. Suppose RH (z)−RH0 (z) is compact. (12.204 12. ∞ Lemma 12. ∞)) and suppose ψn converges weakly to 0. Then lim (Ω± − I)f (H0 )P± ψn = 0. V short range implies that H and H0 look alike far outside.48) Proof. (12. this is clearly not enough to prove asymptotic completeness and we need a more careful analysis. And by σac (H) ⊆ σess (H) = [0. we obtain ± [0. However.10. then so is f (H)−f (H0 ) for any f ∈ C∞ (R) and r→∞ lim (f (H) − f (H0 ))χr = 0.5) for the first term if we choose ψ = f (H0 )PD ((±R. Lemma 12.

b) = ∅. Moreover.57) . Schr¨dinger operators with short range potentials o 205 converges pointwise to 0. (12. sc Abbreviate P = PH PH ((a.12. Abbreviate ψ(t) = exp(−itH)ψ. pp sc Observe that replacing PH by PH the same argument shows that all nonzero eigenvalues are finite dimensional and cannot accumulate in (0. (12. ∞). arguing as in (12. Suppose V is short range. Since H restricted to Ran(Ω± ) is unitarily equivalent to H0 (which has purely absolutely continusc ous spectrum).3. σsc (H) = ∅. ∞) = ∅ and by σsc (H) ⊆ σess (H) = [0. ∞) we obtain σsc (H) = ∅. showing σsc (H) ∩ (a. We first show that the singular continuous spectrum is absent. Then σac (H) = σess (H) = [0. Choose ψ ∈ Hc (H) = Hac (H) such that ψ = f (H)ψ (12. Now we come to the anticipated asymptotic completeness result of Enß. using the intertwining property we see that ˜ (Ω± − I)f (H0 )P± = RH (z)(Ω± − I)f (H0 )P± − (RH (z) − RH0 (z))f (H0 )P± ˜ is compact by Lemma 6. Introduce ϕ± (t) = f (H0 )P± ψ(t). that is. This is not really necessary. Now we have gathered enough information to tackle the problem of asymptotic completeness. Furthermore. (12. Thus P f (H0 ) = P (I − Ω+ )f (H0 )P+ + P (I − Ω− )f (H0 )P− is compact.11. Since 0 < a < b are arbitrary we even have σsc (H) ∩ (0. ∞).49) the integrand is bounded by an L1 function depending only on ψn . it follows that P f (H) is also compact. In particular σsc (H) ∩ (a. 0 < a < b. but avoids the use of Ces`ro means in our main a argument.54) In summary we have shown Theorem 12. Since f (H) − f (H0 ) is compact. But a continuous measure cannot be supported on a finite set.56) ∞ for some f ∈ Cc ((0. Thus RH (z)(Ω± − I)f (H0 )P± is compact by the dominated convergence theorem.55) All nonzero eigenvalues have finite multiplicity and cannot accumulate in (0. b)). ∞). Choosing f such that f (λ) = 1 for λ ∈ [a. ∞). By the RAGE theorem the sequence ψ(t) converges weakly to zero as t → ±∞. the singular part must live on Ran(Ω± )⊥ . b) is a finite set. b] we see that P = P f (H) is compact and hence finite dimensional.20. where f (λ) = (λ + 1)f (λ). PH Ω± = 0.

(12.12 (Enß).63) by Corollary 12. Ω+ ϕ+ (t) + Ω− ϕ− (t) .60) lim (Ω± − I)ϕ± (t) = 0 by Lemma 12. Scattering theory which satisfy t→±∞ lim ψ(t) − ϕ+ (t) − ϕ− (t) = 0. ψ(t) lim ψ(t).58) Indeed this follows from ψ(t) = ϕ+ (t) + ϕ− (t) + (f (H) − f (H0 ))ψ(t) and Lemma 6.59) (12. (12.10. then ψ 2 = = = t→±∞ lim ψ(t). ψ(t) .20. Hence Ran(Ω± ) = Hac (H) = Hc (H) and we thus have shown Theorem 12. ϕ+ (t) + ϕ− (t) lim ψ(t).62) lim P f (H0 )∗ Ω∗ ψ(t).6.206 12. Invoking the intertwining property we see ψ 2 = lim P f (H0 )∗ e−itH0 Ω∗ ψ.61) t→±∞ t→±∞ By Theorem 12. we even have t→±∞ (12. ψ(t) = 0 t→±∞ (12. Ω ϕ (t) (12. Now suppose ψ ∈ Ran(Ω± )⊥ . Suppose V is short range. For further results and references see for example [3]. Ran(Ω± )⊥ is invariant under H and hence ψ(t) ∈ Ran(Ω± )⊥ implying ψ 2 = = t→±∞ t→±∞ lim ψ(t). Moreover.2. then the wave operators are asymptotically complete. .

Part 3 Appendix .

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Appendix A Almost everything about Lebesgue integration In this appendix I give a brief introduction to measure theory. • A is closed under finite unions. Hence any reasonable notion of size (i. it is called a σ-algebra. • A is closed under complements. Note that ∅ ∈ A and that. is called an algebra.1.e. Borel measures in a nut shell The first step in defining the Lebesgue integral is extending the notion of size from intervals to arbitrary sets. A. one which is translation and rotation invariant) cannot be defined for all sets! A collection of subsets A of a given set X such that • X ∈ A.-) pieces. rotate and translate them. and reassemble them to get two copies of the unit ball (compare Problem A. Unfortunately. A is also closed under finite intersections.. 209 . If an algebra is closed under countable unions (and hence also countable intersections). since a classical paradox by Banach and Tarski shows that one can break the unit ball in R3 into a finite number of (wild – choosing the pieces uses the Axiom of Choice and cannot be done with a jigsaw. Good references are [2] or [18]. by de Morgan.1). this turns out to be too much.

˜ Proof. If X is a topological space. the Borel σ-algebra of X is defined to be the σ-algebra generated by all open (respectively all closed) sets. It is called the (σ-)algebra generated by S. In this case σ-additivity clearly only needs to hold for disjoint sets An for which n An ∈ A. Let A ∈ P(M ) and set µ(A) to be the number of elements of A (respectively ∞ if A is infinite). A measure µ is a map µ : Σ → [0. The second follows using An = An \An−1 ˜n = A1 \An and and σ-additivity. then µ is called a premeasure. Example. (ii) µ(An ) → µ(A) if An (iii) µ(An ) → µ(A) if An A (continuity from below). This is the so called counting measure. If we replace the σ-algebra by an algebra A. Almost everything about Lebesgue integration Moreover. A and µ(A1 ) < ∞ (continuity from above). Now let us turn to the definition of a measure: A set X together with a σalgebra Σ is called a measure space. Note that if X = N and An = {j ∈ N|j ≥ n}. n An ) and An A if Theorem A. (Note that it is no restriction to assume Xj X.) It is called finite if µ(X) < ∞. k (σ-additivity). Example. Any measure µ satisfies the following properties: (i) A ⊆ B implies µ(A) ≤ µ(B) (monotonicity). ∞] on a σ-algebra Σ such that • µ(∅) = 0. but µ( n An ) = µ(∅) = 0 which shows that the requirement µ(A1 ) < ∞ in the last claim of Theorem A.1 is not superfluous. then µ(An ) = ∞. The first claim is obvious. the intersection of any family of (σ-)algebras {Aα } is again a (σ-)algebra and for any collection S of subsets there is a unique smallest (σ-)algebra Σ(S) containing S (namely the intersection of all (σ-)algebra containing S). The third follows from the second using A ˜ µ(An ) = µ(A1 ) − µ(An ). It is called σ-finite if there is a countable cover {Xj }∞ of X with µ(Xj ) < j=1 ∞ for all j.210 A. Sets in the Borel σ-algebra are called Borel sets. In the case X = Rn the Borel σ-algebra will be denoted by Bn and we will abbreviate B = B1 .1. The sets in Σ are called measurable sets. We will write An An+1 ⊆ An (note A = A if An ⊆ An+1 (note A = n An ). • µ( ∞ j=1 Aj ) ∞ j=1 µ(Aj ) = if Aj ∩ Ak = ∅ for all j. .

given a right continuous non-decreasing function µ : R → R we can set  A = (a. Example. This yields a premeasure. Then the strategy is as follows: Start with the algebra of finite unions of disjoint intervals and define µ for those sets (as the sum over the intervals). Borel measures in a nut shell 211 A measure on the Borel σ-algebra is called a Borel measure if µ(C) < ∞ for any compact set C. A = [a. (A. x < 0 0. which is given by Θ(A) = 1 if 0 ∈ A and Θ(A) = 0 if 0 ∈ A. Two different functions generate the same measure if and only if they differ by a constant.4) A = (a. For every right continuous non-decreasing function µ : R → R there exists a unique regular Borel measure µ which extends (A. Since the proof of this theorem is rather involved. x]).2) It is called regular if it is both outer and inner regular. Suppose Θ(x) = 0 for x < 0 and Θ(x) = 1 for x ≥ 0. A = [a. Show that the restriction to the Borel sets is a measure.   µ(b−) − µ(a−). b]  µ(b) − µ(a).A. Let us first show how we should define µ for intervals: To every Borel measure on B we can assign its distribution function   −µ((x. But how can we obtain some more interesting Borel measures? We will restrict ourselves to the case of X = R for simplicity. . x>0 which is right continuous and non-decreasing.1) sup µ(C).1.C A⊆O. b) where µ(a−) = limε↓0 µ(a − ε). Extend this to an outer measure for all subsets of R.3)  µ((0. we defer it to the next section and look at some examples first. b)  µ(b−) − µ(a).O inf µ(O) open (A. x=0 µ(x) = (A. Conversely. 0]). Then we obtain the so-called Dirac measure at 0.2. b] µ(A) = . In particular.   µ(b) − µ(a−). A Borel measures is called outer regular if µ(A) = and inner regular if µ(A) = C⊆A.4). compact (A. this gives a premeasure on the algebra of finite unions of intervals which can be extended to a measure: Theorem A.

. Problem A. The set of rational numbers has Lebesgue measure zero: λ(Q) = 0. it contains no subintervals) and perfect (it has no isolated points). 1) from V ?) . so is C.1 (Vitali set).e. Almost everything about Lebesgue integration Example. A set A ∈ Σ is called a support for µ if µ(X\A) = 0. Example. 1). 7 ]∪ 9 9 3 3 9 [ 8 . . In particular. if the set where it does not hold is contained in a set of measure zero. Cn consists of 2n intervals of length 3−n . We will abbreviate the Lebesgue measure of a Borel set A by λ(A) = |A|. 1 ]∪[ 2 . It can be shown that Borel measures on a separable metric space are always regular.. Next. Example. and thus its Lebesgue measure is λ(Cn ) = (2/3)n . A property is said to hold µ-almost everywhere (a. Call two numbers x. then the associated measure is the ordinary Lebesgue measure on R. 3 ]∪[ 2 . Using the ternary expansion it is extremely simple to describe: C is the set of all x ∈ [0. Proceeding like this we obtain a sequence of nesting sets Cn and the limit C = n Cn is the Cantor set. Suppose λ(x) = x. Construct the set V by choosing one representative from each equivalence class. 1] whose ternary expansion contains no one’s.e. again remove 3 the middle third’s of the remaining sets to obtain C2 = [0. 1]. It has some further interesting properties: it is totally disconnected (i. any single point has Lebesgue measure zero. y ∈ [0. which shows that C is uncountable (why?). 1 ]∪[ 2 . It is constructed as follows: Start with C0 = [0. 9 C0 C1 C2 C3 . In fact. (Hint: How can you build up [0. 1) equivalent if x − y is rational. Moreover. 1] 1 and remove the middle third to obtain C1 = [0. Show that V cannot be measurable with respect to any finite translation invariant measure on [0. λ(C) = limn→∞ λ(Cn ) = 0. The Cantor set is an example of a closed uncountable set of Lebesgue measure zero. Since Cn is compact.212 A. 1].) if the it holds on a support for µ or. and so has any countable union of points (by countable additivity). equivalently.

Similarly. In order to prove Theorem A. Proof.2. If An is an increasing sequence then X\An is a decreasing sequence and X\ n An = n X\An ∈ M if An ∈ M . Extending a premasure to a measure The purpose of this section is to prove Theorem A.A. We first show that M = M(A) is an algebra.4) indeed gives rise to a premeasure. So M is closed under finite unions. So we know that M is an algebra.e. Similarly for decreasing sequences.3. is a monotone class). But does it contain any elements? Well if A ∈ A we have A ⊆ M (A) implying M (A) = M. Then M(A) = Σ(A). As a prerequisite we first establish that it suffices to check increasing (or decreasing) sequences of sets when checking wether a given algebra is in fact a σ-algebra: A collections of sets M is called a monotone class if An A implies A ∈ M whenever An ∈ M and An A implies A ∈ M whenever An ∈ M.5) shows that M (A) is closed under increasing sequences.. Hence every collection of sets S generates a smallest monotone class M(S). Put M (A) = {B ∈ M|A ∪ B ∈ M}. . In order to show that it holds for any set in Σ(A).2 we need to show how a premeasure can be extended to a measure. Let A be an algebra. If Bn is an increasing sequence of sets in M (A) then A ∪ Bn is an increasing sequence in M and hence n (A ∪ Bn ) ∈ M. Every σ-algebra is a monotone class and the intersection of monotone classes is a monotone class.2.2. Hence M is a monotone class and must be equal to M since it contains A. M (A) is closed under decreasing sequences and hence it is a monotone class. Now we start by proving that (A. Hence A ∪ B ∈ M if at least one of the sets is in A. Theorem A. The typical use of this theorem is as follows: First verify some property for sets in an algebra A. To show that it is an σ-algebra let ˜ ˜ ˜ An be given and put An = k≤n An . To show that we are closed under complements consider M = {A ∈ M|X\A ∈ M}. But this shows A ⊆ M (A) and hence M (A) = M for any A ∈ M. Extending a premasure to a measure 213 A. Then An is increasing and n An = n An ∈ A. Now A∪ n Bn = n (A ∪ Bn ) (A. it suffices to show that the sets for which it holds is closed under countable increasing and decreasing sequences (i. It is rather technical and should be skipped on first reading.

µ as defined in (A. this shows σ-additivity for compact intervals.4) gives rise to a unique σ-finite regular premeasure on the algebra A of finite unions of disjoint intervals. To show outer regularity replace each point {x} by a small open interval (x + ε. we can assume that I is just one interval (just treat each subinterval separately). we can assume any such union to consist of open intervals and points only. bn ] ⊆ (a. By additivity we can always add/subtract the end points of I and hence σadditivity holds for any bounded interval. First of all. ∞). x − ε) and use that µ({x}) = limε↓ µ(x + ε) − µ(x−ε). b) and use µ((a. By outer regularity we can cover each Ik by open interval Jk such that µ(Jk ) ≤ µ(Ik ) + 2εk . cover I and we have n n ∞ µ(I) ≤ µ( k=1 Jk ) ≤ k=1 µ(Jk ) ≤ k=1 µ(Ik ) + ε.9) Since ε > 0 is arbitrary. Almost everything about Lebesgue integration Lemma A. replace each open interval (a. b)) = limn→∞ µ(bn ) − µ(an ) if an ↓ a and bn ↑ b. Then finitely many of the Jk . We need to show µ( k Ik ) = k µ(Ik ) (A. By additivity µ is monotone and hence n n µ(Ik ) = µ( k=1 k=1 Ik ) ≤ µ(I) (A. Proof. Suppose I is compact first.6) whenever In ∈ A and I = k Ik ∈ A.214 A. It is straightforward to verify that µ is well defined (one set can be represented by different unions of intervals) and by construction additive. b) by a compact one [an .4. Similarly.4) can be extended to finite unions of disjoint intervals by summing over all intervals. say I = [a.7) which shows ∞ µ(Ik ) ≤ µ(I). we can as well assume each In is just one interval (just split In into its subintervals and note that the sum does not change by additivity). To show regularity. (A. to show inner regularity. . say the first n. It remains to verify σ-additivity. Similarly.8) To get the converse inequality we need to work harder. k=1 (A. Since each In is a finite union of intervals. (A. If I is unbounded.

Hence ˜ ˜ µ(A) = lim µ(A ∩ Xj ) = lim µ(A ∩ Xj ) = µ(A) ˜ ˜ j→∞ j→∞ (A. Proof.3). Then outer (inner) regularity holds for all Borel sets if it holds for all sets in A. This finishes the finite case. . µ to Xj ). We first assume that µ(X) < ∞. (A. Proof. Then there is at most one extension to Σ(A).14) n A just take limits and use continuity from below of µ. Next let An ˜ A and take again limits.5 (Uniqueness of measures).11) I claim S is a monotone class and hence S = Σ(A) since A ⊆ S by assumption (Theorem A. x]) − ε. Suppose µ is a σ-finite premeasure on some algebra A generating the Borel sets B. (A. This premeasure determines the corresponding measure µ uniquely (if there is one at all): Theorem A.10) Since x > a and ε > 0 are arbitrary we are done.2. Let µ be a σ-finite premeasure on an algebra A.1 (ii)) we conclude µ(A) = µ(A). If An ∈ S we have µ(An ) = µ(An ) and taking limits ˜ (Theorem A.A. Let An A.O inf µ(O) ≥ µ(A) open (A. so will be the extension: Lemma A. ˜ (A. Then 1 . By the finite case µ(A ∩ Xj ) = µ(A ∩ Xj ) (just restrict µ. Let An ∈ M be a monotone sequence and let On ⊇ An be open sets such 1 that µ(On ) ≤ µ(An ) + n .12) and we are done. Note that if our premeasure is regular. Since by assumption M contains some algebra generating B it suffices to proof that M is a monotone class.13) and let M = {A ∈ B|µ◦ (A) = µ(A)}. Suppose there is another extension µ and consider the set ˜ S = {A ∈ Σ(A)|µ(A) = µ(A)}. To extend our result to the σ-finite case let Xj X be an increasing sequence such that µ(Xj ) < ∞. Set µ◦ (A) = A⊆O. Similarly µ(An ) ≤ µ◦ (An ) ≤ µ(On ) ≤ µ(An ) + Now if An if An A. x] and hence n n µ(Ik ) ≥ k=1 k=1 µ(Jk ) − ε ≥ µ([a. We first assume that µ(X) < ∞.6. Extending a premasure to a measure 215 then given x > 0 we can find an n such that Jn cover at least [0.

• A1 ⊆ A2 ⇒ µ∗ (A1 ) ≤ µ∗ (A2 ). A2 = (A\A1 ) ∩ X2 . Next let us turn to inner regularity.216 A.7 (Extensions via outer measures).).3). we can assume Xj open. This finishes the proof.C sup µ(C) ≤ µ(A) compact (A. This settles the finite case. Then the set Σ of all sets A satisfying the Carath´odory condition e µ∗ (E) = µ∗ (A ∩ E) + µ∗ (A ∩ E) ∀E ⊆ X (A. Let Xj be a cover with µ(Xj ) < ∞. Let µ∗ be an outer measure.15) This settles outer regularity. For the σ-finite case split again A as before. For any premeasure µ we define ∞ ∞ (A. So it remains to ensure that there is an extension at all. Thus there are open (in X) sets Oj covering Aj such that µ(Oj ) ≤ µ(Aj ) + 2εj .16) is a monotone class. the sum µ(K j µ(Aj ) will converge and choosing n sufficiently large we will have ˜ ˜ µ(Kn ) ≤ µ(A) ≤ µ(Kn ) + 2ε. where µ◦ (A) = C⊆A. covers A.18) where the infimum extends over all countable covers from A. the sum j µ(Aj ) will ˜ n = n ⊆ A is compact with diverge and so will j=1 j µ(Kj ). that is. ∞] is an outer measure. Now we need to distinguish two cases: If µ(A) = ∞. (A. etc. and satisfies µ(A) ≤ µ(O) ≤ j µ(Oj ) ≤ µ(A) + ε. Then O = j Oj is open. Since Xj has finite measure. Theorem A.17) µ∗ (A) = inf n=1 µ(An ) A ⊆ n=1 An . If µ(A) < ∞. Hence K ˜ n ) → ∞ = µ(A).2) • µ∗ (∅) = 0. Given A we can split it into disjoint sets Aj such that Aj ⊆ Xj (A1 = A ∩ X1 . it has the properties (Problem A. Almost everything about Lebesgue integration Now let µ be arbitrary. Then the function µ∗ : P(X) → [0. there are compact subsets Kj of Aj such that µ(Aj ) ≤ µ(Kj ) + 2εj . Note that µ∗ (A) = µ(A) for A ∈ A (Problem A. If µ(X) < ∞ one can show as before that M = {A ∈ B|µ◦ (A) = µ(A)}.19) . By regularity. and • µ∗ ( ∞ n=1 An ) ≤ ∞ ∗ n=1 µ (An ) (subadditivity). A n ∈ A (A.

. = k=1 µ∗ (Ak ∩ E). let An be a sequence of sets from Σ. Extending a premasure to a measure 217 (where A = X\A is the complement of A) form a σ-algebra and µ∗ restricted to this σ-algebra is a measure. Applying Carath´odory’s condition e twice finally shows µ∗ (E) = µ∗ (A ∩ B ∩ E) + µ∗ (A ∩ B ∩ E) + µ∗ (A ∩ B ∩ E) + µ∗ (A ∩ B ∩ E) ≥ µ∗ ((A ∪ B) ∩ E) + µ∗ ((A ∪ B) ∩ E).. We first show that Σ is an algebra. Proof. setting E = A in (A.24) we have ∞ ∞ µ∗ (A) = k=1 µ∗ (Ak ∩ A) + µ∗ (A ∩ A) = k=1 µ∗ (Ak ) (A.. (A. It clearly contains X and is closed under complements.20) ˜ = µ (An ∩ E) + µ (An−1 ∩ E) n ∗ ∗ = . where we have used De Morgan and µ∗ (A ∩ B ∩ E) + µ∗ (A ∩ B ∩ E) + µ∗ (A ∩ B ∩ E) ≥ µ∗ ((A ∪ B) ∩ E) (A.22) ˜ Using An ∈ Σ and monotonicity of µ∗ .3). Then for any set E we have ˜ ˜ ˜ µ∗ (An ∩ E) = µ∗ (An ∩ An ∩ E) + µ∗ (A ∩ An ∩ E) n (A. Let A.21) which follows from subadditivity and (A ∪ B) ∩ E = (A ∩ B ∩ E) ∪ (A ∩ B ∩ E) ∪ (A ∩ B ∩ E). Finally. A = n An . (A. Next.25) and we are done. we conclude that Σ is an algebra.2. Since the reverse inequality is just subadditivity.24) ≥ µ∗ (A ∩ E) + µ∗ (B ∩ E) ≥ µ∗ (E) and we infer that Σ is a σ-algebra.A. Abbreviate An = k≤n An . Without restriction we can assume that they are disjoint (compare the last argument in proof of ˜ Theorem A.23) Letting n → ∞ and using subadditivity finally gives ∞ µ∗ (E) ≥ k=1 µ∗ (Ak ∩ E) + µ∗ (A ∩ E) (A. we infer ˜ ˜ µ∗ (E) = µ∗ (An ∩ E) + µ∗ (An ∩ E) n ≥ k=1 µ∗ (Ak ∩ E) + µ∗ (A ∩ E). B ∈ Σ.

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A. Almost everything about Lebesgue integration

Remark: The constructed measure µ is complete, that is, for any measurable set A of measure zero, any subset of A is again measurable (Problem A.4). The only remaining question is wether there are any nontrivial sets satisfying the Carath´odory condition. e Lemma A.8. Let µ be a premeasure on A and let µ∗ be the associated outer measure. Then every set in A satisfies the Carath´odory condition. e Proof. Let An ∈ A be a countable cover for E. Then for any A ∈ A we have
∞ ∞ ∞

µ(An ) =
n=1 n=1

µ(An ∩A)+
n=1

µ(An ∩A ) ≥ µ∗ (E∩A)+µ∗ (E∩