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Problems and Solutions
in
Hilbert space theory,
Fourier transform,
wavelets
and
generalized functions

by
Willi-Hans Steeb
International School for Scientific Computing
at
University of Johannesburg, South Africa
Preface
The purpose of this book is to supply a collection of problems in Hilbert
space theory, wavelets and generalized functions.

Prescribed books for problems.

1) Hilbert Spaces, Wavelets, Generalized Functions and Modern Quantum


Mechanics

by Willi-Hans Steeb
Kluwer Academic Publishers, 1998
ISBN 0-7923-5231-9

2) Classical and Quantum Computing with C++ and Java Simulations

by Yorick Hardy and Willi-Hans Steeb


Birkhauser Verlag, Boston, 2002
ISBN 376-436-610-0

3) Problems and Solutions in Quantum Computing and Quantum Informa-


tion, second edition

by Willi-Hans Steeb and Yorick Hardy


World Scientific, Singapore, 2006
ISBN 981-256-916-2
http://www.worldscibooks.com/physics/6077.html

The International School for Scientific Computing (ISSC) provides certifi-


cate courses for this subject. Please contact the author if you want to do
this course or other courses of the ISSC.

e-mail addresses of the author:


steebwilli@gmail.com
steeb_wh@yahoo.com
Home page of the author:

http://issc.uj.ac.za

v
Contents

Notation x

1 General 1
1.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 9

2 Finite Dimensional Hilbert Spaces 10


2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.2 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 11
2.3 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 20

3 Hilbert Space L2 (Ω) 22


3.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 23
3.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 49

4 Hilbert Space `2 (N) 54


4.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 54
4.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 57

5 Fourier Transform 58
5.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 58
5.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 61

6 Wavelets 63
6.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 63
6.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 66

7 Linear Operators 68
7.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 68
7.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 71

vii
8 Generalized Functions 73
8.1 Solved Problems . . . . . . . . . . . . . . . . . . . . . . . . 73
8.2 Supplementary Problems . . . . . . . . . . . . . . . . . . . . 85

Bibliography 90

Index 93

viii
Notation

:= is defined as
∈ belongs to (a set)

/ does not belong to (a set)
∩ intersection of sets
∪ union of sets
∅ empty set
N set of natural numbers
Z set of integers
Q set of rational numbers
R set of real numbers
R+ set of nonnegative real numbers
C set of complex numbers
Rn n-dimensional Euclidean space
space of column vectors with n real components
Cn n-dimensional complex linear space
space of column vectors with n complex components
H Hilbert
√ space
i −1
<z real part of the complex number z
=z imaginary part of the complex number z
|z| modulus of complex number z
|x + iy| = (x2 + y 2 )1/2 , x, y ∈ R
T ⊂S subset T of set S
S∩T the intersection of the sets S and T
S∪T the union of the sets S and T
f (S) image of set S under mapping f
f ◦g composition of two mappings (f ◦ g)(x) = f (g(x))
x column vector in Cn
xT transpose of x (row vector)
0 zero (column) vector
k.k norm
x · y ≡ x∗ y scalar product (inner product) in Cn
x×y vector product in R3
A, B, C m × n matrices
det(A) determinant of a square matrix A
tr(A) trace of a square matrix A
rank(A) rank of matrix A
AT transpose of matrix A

x
A conjugate of matrix A
A∗ conjugate transpose of matrix A
A† conjugate transpose of matrix A
(notation used in physics)
A−1 inverse of square matrix A (if it exists)
In n × n unit matrix
I unit operator
0n n × n zero matrix
AB matrix product of m × n matrix A
and n × p matrix B
A•B Hadamard product (entry-wise product)
of m × n matrices A and B
[A, B] := AB − BA commutator for square matrices A and B
[A, B]+ := AB + BA anticommutator for square matrices A and B
A⊗B Kronecker product of matrices A and B
A⊕B Direct sum of matrices A and B
δjk Kronecker delta with δjk = 1 for j = k
and δjk = 0 for j 6= k
δ delta function
Θ Heaviside’s function
λ eigenvalue
 real parameter
t time variable
Ĥ Hamilton operator

xi
Chapter 1

General

1.1 Solved Problems


Problem 1. Consider a Hilbert space H with scalar product h , i. The
scalar product implies a norm via kf k2 := hf, f i, where f ∈ H.
(i) Show that

kf + gk2 + kf − gk2 = 2(kf k2 + kgk2 ).

Start with

kf + gk2 + kf − gk2 = hf + g, f + gi + hf − g, f − gi.

(ii) Assume that hf, gi = 0, where f, g ∈ H. Show that

kf + gk2 = kf k2 + kgk2 .

Start with
kf + gk2 = hf + g, f + gi.

Problem 2. Show that


1 1
hf, gi = kf + gk2 − kf − gk2
4 4
or
1 1 i i
hf, gi = kf + gk2 − kf − gk2 + kf + igk2 − kf − igk2
4 4 4 4

1
2 Problems and Solutions

depending on whether we are dealing with a real or complex Hilbert space.

Problem 3. Let H be a Hilbert space with scalar product h , i. Let u, v ∈


H. Let k.k be the norm induced by the scalar product, i.e. kuk2 = hu, ui.
Show that (Schwarz-Cauchy inequality))

|hu, vi| ≤ kuk · kvk.

Obviously for u = 0 or v = 0 the inequality is an equality. So we can


assume that u 6= 0 and v 6= 0 in the following.

Problem 4. (i) Let α ∈ C and u, v ∈ H. Find

hu + αv, u + αvi.

(ii) Let u, v ∈ H and v 6= 0. Show that

hu, vihv, ui ≤ hu, uihv, vi.

Problem 5. Let f, g ∈ H. Show that


1
hf |f ihg|gi ≥ (hf |gi + hg|f i)2 .
4

Problem 6. Let f, g ∈ H. Use the Schwarz inequality

|hf, gi|2 ≤ hf, f ihg, gi = kf k2 kgk2

to prove the triangle inequality

kf + gk ≤ kf k + kgk.

Problem 7. Consider a Hilbert space H and k.k be the norm implied by


the scalar product. Let u, v ∈ H.
(i) Show that
ku − vk + kvk ≥ kuk.
(ii) Show that
hu, vi + hv, ui ≤ 2kuk · kvk.

Problem 8. Let P be a nonzero projection operator in a Hilbert space


H. Show that kP k = 1.
General 3

Problem 9. Let |ψi, |si, |φi be normalized states in a Hilbert space H.


Let U be a unitary operator, i.e. U −1 = U ∗ in the Hilbert space H ⊗ H
such that
U (|ψi ⊗ |si) = |ψi ⊗ |ψi
U (|φi ⊗ |si) = |φi ⊗ |φi.
Show that hφ|ψi = hφ|ψi2 . Find solutions to this equation.

Problem 10. A family, { ψj }j∈J of vectors in the Hilbert space, H,


is called a frame if for any f ∈ H there exist two constants k1 > 0 and
0 < k2 < ∞, such that
X
k1 kf k2 ≤ hψj |f i|2 ≤ k2 kf k2 .
j∈J

Consider the Hilbert space H = R2 and the family of vectors


    
1 1
ψ0 = , ψ1 = .
1 −1
Show that we have a tight frame.

Problem 11. Let T : X → Y be a linear map between linear spaces


(vector spaces) X, Y . The null space or kernel of the linear map T , denoted
by ker(T ), is the subset of X defined by
ker(T ) := { x ∈ X : T x = 0 }.
The range of T , denoted by ranT , is the subset of Y defined by
ran(T ) := { y ∈ Y : there exists x ∈ X such that T x = y }.
Let P be a projection operator in a Hilbert space H. Show that ran(P ) is
closed and
H = ran(P ) ⊕ ker(P )
is the orthogonal direct sum of ran(P ) and ker(P ).

Problem 12. Let H be an arbitrary Hilbert space with scalar product


h , i. Show that if ϕ is a bounded linear functional on the Hilbert space H,
then there is a unique vector u ∈ H such that
ϕ(x) = hu, xi for all x ∈ H.

Problem 13. Let H be an arbitrary Hilbert space. A bounded linear op-


erator A : H → H satisfies the Fredholm alternative if one of the following
4 Problems and Solutions

two alternatives holds:

(i) either Ax = 0, A∗ x = 0 have only the zero solution, and the linear
equations Ax = y, A∗ x = y have a unique solution x ∈ H for every y ∈ H;
(ii) or Ax = 0, A∗ x = 0 have nontrivial, finite-dimensional solution spaces
of the same dimension, Ax = y has a (nonunique) solution if and only if
y ⊥ u for every solution u of A∗ u = 0, and A∗ x = y has a (nonunique)
solution if and only if y ⊥ u for every solution u of Au = 0.

Give an example of a bounded linear operator that satisfies the Fredholm


alternative.

Problem 14. Let (M, d) be a complete metric space (for example a


Hilbert space) and let f : M → M be a mapping such that

d(f (m) (x), f (m) (y)) ≤ kd(x, y), ∀x, y ∈ M

for some m ≥ 1, where 0 ≤ k < 1 is a constant. Show that the map f has
a unique fixed point in M .

Problem 15. Let H be a Hilbert space and let f : H → H be a monotone


mapping such that for some constant β > 0

kf (u) − f (v)k ≤ βku − vk ∀ u, v ∈ H.

Show that for any w ∈ H, the equation u + f (u) = w has a unique solution
u.

Problem 16. Consider a Hilbert space H with scalar product h, i. Let u,


v, w be elements of the Hilbert space with kuk = kvk = kwk = 1. Show
that p p p
1 − |hu, vi|2 ≤ 1 − |hu, wi|2 + 1 − |hw, vi|2 .

Problem 17. Given a Hilbert space H and a Hilbert subspace G of H.


The Hilbert space projection theorem states that for every f ∈ H, there
exists a unique g ∈ G such that

(i) f − g ∈ G⊥

(ii) kf − gk = inf kf − hk
h∈G

where the space G ⊥ is defined by

G ⊥ := { k ∈ H : hk|ui = 0 for all u ∈ G }.


General 5

Show that if g is the minimizer of kf − hk over all h ∈ G, then it is true


that f − g ∈ G ⊥ .

Problem 18. Let { φn }n∈Z be an orthonormal basis in a Hilbert space


H. Then any vector f ∈ H can be written as
X
f= hf, φn iφn .
n∈Z

Now suppose that { ψn }n∈Z is also a basis for H, but it is not orthonormal.
Show that if we can find a so-called dual basis { χn }n∈Z satisfying

hψn |χm i = δ(n − m)

then for any vector f ∈ H, we have


X
f= hf |χn iψn .
n∈Z

Here δ(n − m) denotes the Kronecker delta with δ(n − m) = 0 if n = m


and 1 otherwise.

Problem 19. Let (X1 , k · k1 ) and (X2 , k · k2 ) be two normed spaces. Show
that the product vector spaces X = X1 × X2 is also a normed vector space
if we define
kxk := max(kx1 k1 , kx2 k2 )
with x = (x1 , x2 ).

Problem 20. Let A be a linear bounded self-adjoint operator in a Hilbert


space H. Let u, v ∈ H and λ ∈ C. Consider the equation

Au − λu = v.

(i) Show that for λ nonreal (i.e. it has an imaginary part) v cannot vanish
unless u vanishes.
(ii) Show that for λ nonreal we have
1
k(A − λI)−1 vk ≤ kvk.
|=(λ)|

Problem 21. Let E be the exterior of the unit disc

{ z ∈ C : |z| > 1 }

and T the unit circle


{ z ∈ C : |z| = 1 }.
6 Problems and Solutions

Let H2 (E) be the Hardy space of square integrable functions on T, analytic


in the region E. The inner product for f (z), g(z) ∈ H2 (E) is defined by
Z π I
1 1 dz
hf, gi = f (eiω )∗ g(eiω )dω = f ∗ (1/z ∗ )g(z) .
2π −π 2πi T z

Let f (z) = z 2 and g(z) = z + 1. Find the scalar product hf, gi.

Problem 22. Let O = { u1 .u2 , . . . } be an orthonormal set in a infinite


dimensional Hilbert space. Show that if

X
x= cj uj
j=1

then

X
kxk2 = |cj |2 .
j=1

Problem 23. Two Cauchy sequences { xk } and { yk } are said to be


equivalent if for all  > 0, there is a k() such that for all j ≥ k() we have
d(xj , yj ) < . One writes { xk } ∼ { yk }. Obviously, ∼ is an equivalence
relationship. Show that equivalent Cauchy sequences have the same limit.

Problem 24. Consider the sequence { xk }, k = 1, 2, . . . in R defined


by xk = 1/k 2 for all k = 1, 2, . . .. Show that this sequence is a Cauchy
sequence.

Problem 25. Let H be a Hilbert space and S be a sub Hilbert space.


Show that any element u of H can be decomposed uniquely

u=v+w

where v is in S and w is in S ⊥ .

Problem 26. Let u, v1 , v2 be elements of a Hilbert space. Show that


 
v1 + v2
2ku − v1 k2 + 2ku − v2 k2 = k2 u − k2 + kv1 − v2 k2 .
2

Problem 27. Let P be the set of prime numbers. We define the set

S := {(p, q) : p, q ∈ P p ≤ q }.
General 7

Show that
d((p1 , q1 ), (p2 , q2 )) := |p1 q1 − p2 q2 |
defines a metric.

Problem 28. Consider the vector space of all continuous functions de-
fined on [a, b]. We define a metric

d(f, g) := max |f (x) − g(x)|.


a≤x≤b

Let a = π, b = π, f (x) = sin(x) and g(x) = cos(x). Find d(f, g).

Problem 29. The n × n matrices over R form a vector space. Show that
n X
X n
d(A, B) := |ajk − bjk |
j=1 k=1

defines a metric.

Problem 30. Let n ≥ 1. Consider the continuous function



 0 0 ≤ t < 1/2 − 1/n
fn (t) = 1/2 + n2 (t − 1/2) 1/2 − 1/n ≤ t ≤ 1/2 + 1/n
1 1/2 + 1/n ≤ t ≤ 1

Show that the sequence { fn (t) } is not a Cauchy sequence for the uniform
norm, but with any of the Lp norms (1 ≤ p < ∞) it is a Cauchy sequence.

Problem 31. The sequence space consists of the set of all (bounded or
unbounded) sequences of complex

x = (χ1 , χ2 , . . .)

Thus we have a vector space. Can we define a metric in this vector space
which is implied by a norm?

Problem 32. A sequence { fn } (n ∈ N) of elements in a normed space


E is called a Cauchy sequence if, for every  > 0, there exists a number M ,
such that kfp − fq k <  for p, q > M . Consider the Hilbert space R. Show
that
n
X 1
sn = , n≥1
j=1
(j − 1)!

is a Cauchy sequence.
8 Problems and Solutions

Problem 33. Two Cauchy sequences { xk } and { yk } are said to be


equivalent if for all  > 0, there is a k() such that for all j ≥ k() we have
d(xj , yj ) < . One writes { xk } ∼ { yk }. Obviously, ∼ is an equivalence
relationship. Show that equivalent Cauchy sequences have the same limit.

Problem 34. Consider the sequence { xk }, k = 1, 2, . . . in R defined


by xk = 1/k 2 for all k = 1, 2, . . .. Show that this sequence is a Cauchy
sequence.

Problem 35. The sequence space consists of the set of all (bounded or
unbounded) sequences of complex numbers

x = (x1 , x2 , . . .)

Thus we have a vector space. Can we define a metric in this vector space
which is not implied by a norm?

Problem 36. Consider a complex Hilbert space H and |φ1 i, |φ2 i ∈ H. Let
c1 , c2 ∈ C. An antilinear operator K in this Hilbert space H is characterized
by
K(c1 |φ1 i + c2 |φ2 i) = c∗1 K|φ1 i + c∗2 K|φ2 i.

A comb is an antilinear operator K with zero expectation value for all states
|ψi of a certain complex Hilbert space H. This means

hψ|K|ψi = hψ|LC|ψi = hψ|L|ψ ∗ i = 0

for all states |ψi ∈ H, where L is a linear operator and C is the complex
conjugation.
(i) Consider the two-dimensional Hilbert space H = C2 . Find a unitary
2 × 2 matrix such that
hψ|U C|ψi = 0.

(ii) Consider the Pauli spin matrices σ1 , σ2 , σ3 with σ0 = I2 . Find

3 X
X 3
hψ|σµ C|ψig µ,ν hψ|σν C|ψi
µ=0 ν=0

where g µ,ν = diag(−1, 1, 0, 1).


General 9

1.2 Supplementary Problems

Problem 1. (i) Let f, g ∈ H. Find all solutions to the equations

hf, gihg, f i = 1.

(i) Let f, g ∈ H. Find all solutions to the equations

hf, gihg, f i = i.

Problem 2. Let H be a Hilbert space and f ∈ H. Let {ek : k ∈ I}


(I index set) be an orthonormal sequence in the Hilbert space H. Then
(Bessel inequality) X
|hf, ek i| ≤ kf k.
k∈I

Consider the Hilbert space R3 and


     
1 1 1
1
f = √  1  , e1 =  0  , e2 =  0  .
3 1 1 −1

Find the left-hand side and right-hand side of the inequality.

Problem 3. Let x, y ∈ R. Is

|x − y|
d(x, y) :=
2 + |x − y|

a metric on R?

Problem 4. Show that each Cauchy sequence is bounded.


Chapter 2

Finite Dimensional
Hilbert Spaces

2.1 Introduction
We consider the Hilbert space Cn with the scalar product

n
X
v∗ v = v j vj
j=1

and the Hilbert space for n × n matrices over C with the scalar product

hA, Bi = tr(AB ∗ ).

The standard basis in Cn is given by

1 0 0
     
0 1 0
0, 0, ···0.
     
. . .
 ..   ..   .. 
0 0 1

10
Finite Dimensional Hilbert Spaces 11

2.2 Solved Problems


Problem 1. Consider the Hilbert space R4 and the vectors
1 1 1 1
       
0 1 1 1
 ,  ,  ,  .
0 0 1 1
0 0 0 1

(i) Show that the vectors are linearly independent.


(ii) Use the Gram-Schmidt orthogonalization process to find mutually or-
thogonal vectors.

Problem 2. Consider the Hilbert space R4 . Show that the vectors (Bell
basis)

1 1 0 0
       
1 0 1  0  1 1 1  1 
√  , √  , √  , √ 
2 0 0 2 1 2 −1

2
1 −1 0 0
are linearly independent. Show that they form a orthonormal basis in the
Hilbert space R4 .

Problem 3. Consider the Hilbert space R4 . Find all pairwise orthogonal


vectors (column vectors) x1 , . . . , xp , where the entries of the column vectors
can only be +1 or −1. Calculate the matrix
p
X
xi xTi
i=1

and find the eigenvalues and eigenvectors of this matrix

Problem 4. Consider the Hilbert space C2 and the vectors


   
i 1
|0i = , |1i = .
i −1

Normalize these vectors and then calculate the probability |h0|1i|2 .

Problem 5. Consider the Hilbert space Rn . Let x, y ∈ Rn . Show that

kx + yk2 + kx − yk2 ≡ 2(kxk2 + kyk2 ).

Note that
kxk2 := hx, xi.
12 Problems and Solutions

Problem 6. Let |0i, |1i be an orthonormal basis in the Hilbert space C2 .


Let
|ψi = cos(θ/2)|0i + eiφ sin(θ/2)|1i
where θ, φ ∈ R.
(i) Find hψ|ψi.
(ii) Find the probability |h0|ψi|2 . Discuss |h0|ψi|2 as a function of θ.
(iii) Assume that    
1 0
|0i = , |1i = .
0 1
Find the 2 × 2 matrix |ψihψ| and calculate the eigenvalues.

Problem 7. Consider the Hilbert space R2 . Show that the vectors


    
1 1 1 1
√ , √
2 1 2 −1
are linearly independent. Find
       
1 1 1 1 1 1 1 1
√ ⊗√ , √ ⊗√ ,
2 1 2 1 2 1 2 −1
       
1 1 1 1 1 1 1 1
√ ⊗√ , √ ⊗√ .
2 −1 2 1 2 −1 2 −1
Show that these four vectors form a basis in R4 . Consider the 4 × 4 matrix
Q which is constructed from the four vectors given above, i.e. the columns
of the 4 × 4 matrix are the four vectors. Find QT . Is Q invertible? If so
find the inverse Q−1 . What is the use of the matrix Q?

Problem 8. Consider the Hilbert space R4 . Let A be a symmetric 4 × 4


matrix over R. Assume that the eigenvalues are given by λ1 = 0, λ2 = 1,
λ3 = 2 and λ4 = 3 with the corresponding normalized eigenfunctions

1 1 0 0
       
1 0 1  0  1 1 1  1 
u1 = √   , u2 = √  , u3 = √   , u4 = √  .
2 0 2 0 2 1 2 −1
1 −1 0 0

Find the matrix A by means of the spectral theorem.

Problem 9. Show that the 2 × 2 matrices


   
1 1 0 1 0 1
A= √ , B=√ ,
2 0 1 2 1 0
Finite Dimensional Hilbert Spaces 13
   
1 0 −i 1 1 0
C=√ , D= √
2 i 0 2 0 −1
form an orthonormal basis in the Hilbert space M2 (C).

Problem 10. Consider the Hilbert space H of the 2 × 2 matrices over


the complex numbers with the scalar product

hA, Bi := tr(AB ∗ ), A, B ∈ H.

Show that the rescaled Pauli matrices µj := √1 σj , j = 1, 2, 3


2
     
1 0 1 1 0 −i 1 1 0
µ1 = √ , µ2 = √ , µ3 = √
2 1 0 2 i 0 2 0 −1

plus the rescaled 2 × 2 identity matrix


 
1 1 0
µ0 = √
2 0 1

form an orthonormal basis in the Hilbert space H.

Problem 11. Let A, B be two n × n matrices over C. We introduce the


scalar product
tr(AB ∗ ) 1
hA, Bi := = tr(AB ∗ ).
trIn n
This provides us with a Hilbert space.
The Lie group SU (N ) is defined by the complex n × n matrices U

SU (N ) := { U : U ∗ U = U U ∗ = In , det(U ) = 1 }.

The dimension is N 2 − 1. The Lie algebra su(N ) is defined by the n × n


matrices X
su(N ) := { X : X ∗ = −X , tr(X) = 0 }.
(i) Let U ∈ SU (N ). Calculate hU, U i.
(ii) Let A be an arbitrary complex n×n matrix. Let U ∈ SU (N ). Calculate
hU A, U Ai.
(iii) Consider the Lie algebra su(2). Provide a basis. The elements of the
basis should be orthogonal to each other with respect to the scalar product
given above. Calculate the commutators of these matrices.

Problem 12. Let Ĥ = ωS1 be a Hamilton operator, where


 
0 1 0
~ 
S1 := √ 1 0 1
2 0 1 0
14 Problems and Solutions

and ω is the frequency. √


(i) Find exp(−iĤt/~)ψ(0), where ψ(0) = (1, 1, 1)T / 3.
(ii) Calculate the time evolution of
 
1 0 0
S3 := ~  0 0 0 
0 0 −1
using the Heisenberg equation of motion. The matrices Sx , Sy , Sz are the
spin-1 matrices, where
 
0 −i 0
~ 
S2 := √ i 0 −i  .
2 0 i 0

Problem 13. Consider the Hilbert space R4 . Show that the Bell basis
1 1 0 0
       
1 0 1  0  1 1 1  1 
u1 = √   , u2 = √   , u3 = √   , u4 = √ 
2 0 0 2 1 2 −1

2
1 −1 0 0
forms an orthonormal basis in this Hilbert space.

Problem 14. (i) Consider the Hilbert space C4 . Show that the matrices
1 1
Π1 = (I2 ⊗ I2 + σ1 ⊗ σ1 ), Π2 = (I2 ⊗ I2 − σ1 ⊗ σ1 )
2 2
are projection matrices in C4 .
(ii) Find Π1 Π2 . Discuss.
(iii) Let e1 , e2 , e3 , e4 be the standard basis in C4 . Calculate

Π1 ej , Π2 ej , j = 1, 2, 3, 4

and show that we obtain 2 two-dimensional Hilbert spaces under these


projections.

Problem 15. Consider the 3 × 3 matrix


 
2 0 2
A = 1 0 0.
0 0 1

(i) The matrix A can be considered as an element of the Hilbert space of


the 3 × 3 matrices with the scalar product hA, Bi := tr(AB T ). Find the
norm of A with respect to this Hilbert space.
Finite Dimensional Hilbert Spaces 15

(ii) On the other hand A can be considered as a linear operator in the


Hilbert space R3 . Find die norm

kAk := sup kAxk, x ∈ R3 .


kxk=1

(iii) Find the eigenvalues of A and AAT . Compare the result with (i) and
(ii).

Problem 16. Consider the Hilbert space M4 (C) of all 4 × 4 matrices over
C with the scalar product hA, Bi := tr(AB ∗ ), where A, B ∈ M4 (C). The
γ-matrices are given by

0 0 0 −i 0 0 0 −1
   
0 0 −i 0   0 0 1 0 
γ1 =  , γ2 = 
0 i 0 0 0 1 0 0

i 0 0 0 −1 0 0 0

0 0 −i 0 1 0 0 0
   
0 0 0 i 0 1 0 0 
γ3 =  , γ4 = 
i 0 0 0 0 0 −1 0

0 −i 0 0 0 0 0 −1
and
0 0 −1 0
 
 0 0 0 −1 
γ5 = γ1 γ2 γ3 γ4 =  .
−1 0 0 0
0 −1 0 0
We define the 4 × 4 matrices
i
σjk := [γj , γk ], j<k
2
where j = 1, 2, 3, k = 2, 3, 4 and [ , ] denotes the commutator.
(i) Calculate σ12 , σ13 , σ14 , σ23 , σ24 , σ34 .
(ii) Do the 16 matrices

I4 , γ1 , γ2 , γ3 , γ4 , γ5 , γ5 γ1 , γ5 γ2 , γ5 γ3 , γ5 γ4 , σ12 , σ13 , σ14 , σ23 , σ24 , σ34

form a basis in the Hilbert space M4 (C)? If so is the basis orthogonal?

Problem 17. Find the spectrum (eigenvalues and normalized eigenvec-


tors) of matrix  
1 1 1
A = 1 1 1.
1 1 1
16 Problems and Solutions

Find kAk, where k.k denotes the norm.

Problem 18. Let A and B be two arbitrary matrices. Give the definition
of the Kronecker product. Let uj (j = 1, 2, . . . , m) be an orthonormal basis
in the Hilbert space Rm . Let vk (k = 1, 2, . . . , n) be an orthonormal basis in
the Hilbert space Rn . Show that uj ⊗ vk (j = 1, 2, . . . , m), (k = 1, 2, . . . , n)
is an orthonormal basis in Rm+n .

Problem 19. Show that the 2 × 2 matrices


   
1 1 0 1 0 1
A= √ , B=√ ,
2 0 1 2 1 0
   
1 0 −i 1 1 0
C=√ , D= √
2 i 0 2 0 −1
form an orthonormal basis in the Hilbert space M 2 (C).

Problem 20. Show that the 2 × 2 matrices


       
1 0 1 1 1 1 1 1
A= , B= , C= , D=
0 0 0 0 1 0 1 1

form a basis in the Hilbert space M 2 (R). Apply the Gram-Schmidt tech-
nique to obtain an orthonormal basis.

Problem 21. Consider the 3 × 3 matrices over the real numbers


 
2 0 2
A = 1 0 0.
0 0 1

(i) The matrix A can be considered as an element of the Hilbert space of


the 3 × 3 matrices over the real nunbers with the scalar product

hB, Ci := tr(BC T ).

Find the norm of A with respect to this Hilbert space.


(ii) On the other hand the matrix A can be considered as a linear operator
in the Hilbert space R3 . Find the norm

kAk := sup kAxk, x ∈ R3 .


kxk=1

(iii) Find the eigenvalues of A and AT A. Compare the result with (i) and
(ii).
Finite Dimensional Hilbert Spaces 17

Problem 22. Consider the Hilbert space C2 . The Pauli spin matrices
σx , σy , σz act as linear operators in this Hilbert space. Let

Ĥ = ~ωσ3
be a Hamilton operator, where
 
1 0
σ1 =
0 −1
and ω is the frequency. Calculate the time evolution (intial value problem)
of  
0 1
σ1 =
1 0
i.e.
dσ1
i~ = [σ1 , Ĥ](t).
dt

Problem 23. Consider the Hilbert space C4 . Consider the Hamilton


operator
0 0 0 −i
 
0 0 −i 0 
Ĥ := ~ω  .
0 i 0 0
i 0 0 0
Find the time-evolution of the operator
0 0 −i 0
 
0 0 0 i
γ3 = 
i 0 0 0

0 −i 0 0
using the Heisenberg equation of motion
dγ3
i~ = [γ3 , Ĥ](t).
dt

Problem 24. Let M be any n × n matrix. Let x = (x1 , x2 , . . .)T . The


linear operator A is defined by
Ax = (w1 , w2 , . . .)T
where
n
X
wj := Mjk xk , j = 1, 2, . . . , n
k=1
wj := xj , j>n
18 Problems and Solutions

and D(A) = `2 (N). Show that A is self-adjoint if the n × n matrix M is


hermitian. Show that A is unitary if M is unitary.

Problem 25. Consider the Hilbert space Cn . Let uj , j = 1, 2, . . . , n, and


vj , j = 1, 2, . . . , n be orthonormal bases in Cn , where uj , vj are considered
as column vectors. Show that
n
X
U= uj vj∗
j=1

is a unitary n × n matrix.

Problem 26. Consider the Hilbert space R2 . Given the vectors


  √   √ 
0 3/2 − 3/2
u1 = , u2 = , u3 = .
1 −1/2 −1/2

The three vectors u1 , u2 , u3 are at 120 degrees of each other and are
normalized, i.e. kuj k = 1 for j = 1, 2, 3. Every given two-dimensional
vector v can be written as

v = c1 u1 + c2 u2 + c3 u3 , c1 , c2 , c3 ∈ R

in many different ways. Given the vector v minimize


1 2
(c + c22 + c23 )
2 1
subject to the constraint v − c1 u1 − c2 u2 − c3 u3 = 0.

Problem 27. Let A, H be n × n hermitian matrices, where H plays the


role of the Hamilton operator. The Heisenberg equations of motion is given
by
dA(t) i
= [H, A(t)].
dt ~
with A = A(t = 0) = A(0). Let Ej (j = 1, 2, . . . , n2 ) be an orthonormal
basis in the Hilbert space H of the n × n matrices with scalar product

hX, Y i := tr(XY ∗ ), X, Y ∈ H.

Now A(t) can be expanded using this orthonormal basis as


2
n
X
A(t) = cj (t)Ej
j=1
Finite Dimensional Hilbert Spaces 19

and H can be expanded as


2
n
X
H= hj Ej .
j=1

Find the time evolution for the coefficients cj (t), i.e. dcj /dt, where j =
1, 2, . . . , n2 .

Problem 28. Consider the Hilbert space M2 (C) of all 2 × 2 matrices over
C with scalar product

hA, Bi := tr(AB ∗ ), A, B ∈ M2 (C).

The standard basis is


       
1 0 0 1 0 0 0 0
E11 = , E12 = , E21 = , E22 = .
0 0 0 0 1 0 0 1

A mutually unbiased basis is


   
1 1 1 0 1 1 0 1
µ0 = √ σ0 = √ , µ1 = √ σ1 = √ ,
2 2 0 1 2 2 1 0
   
1 1 0 −i 1 1 1 0
µ2 = √ σ2 = √ , µ3 = √ σ3 = √ .
2 2 i 0 2 2 0 −1
(i) Express the Hadamard matrix
 
1 1 1
A= √
2 1 −1

with this mutually unbiased basis.


(ii) Express the Bell matrix

1 0 0 1
 
1 0 1 1 0 
B=√ 
2 0 1 −1 0

1 0 0 −1

with the basis (sixteen dimensional) given by

µj ⊗ µk , j, k = 0, 1, 2, 3.
20 Problems and Solutions

2.3 Supplementary Problems

Problem 1. Consider the eigenvalue problem

Av = λv.

Show that
v∗ Av
λ= .
v∗ v

Problem 2. Consider the hilbert space R4 . Let x ∈ R. Do the vectors


1 0 0 0
       
x  1   0  0
 2, ,  .  
x 2x 2 0

x3 3x 2
6x 6
form a basis in this Hilbert space?

Problem 3. Consider the linear operator


 
2 0 0
A = 0 0 1
0 1 0

in the Hilbert space R3 . Find

kAk := sup kAxk


kxk=1

using the method of the Lagrange multiplier.

Problem 4. Consider the Hilbert space R3 . Let x ∈ R3 , where x is


considered as a column vector and x 6= 0. Find the matrix xxT and the
real number xT x. Show that the matrix xxT admits only one nonzero
eigenvalue given by xT x.

Problem 5. Consider the Hilbert space R3 . Find the spectrum (eigen-


values and normalized eigenvectors) of matrix
 
1 2 3
A = 1 2 3.
1 2 3

Find kAk := supx=1 kAxk, where k.k denotes the norm and x ∈ R3 .
Finite Dimensional Hilbert Spaces 21

Problem 6. Find the spectrum (eigenvalues and normalized eigenvectors)


of the 3 × 3 matrix  
3 3 3
A = 3 3 3.
3 3 3
Find kAk, where k.k denotes the norms

kAk1 := sup kAxk


kxk=1

p
kAk2 := tr(AA∗ ).
Compare the norms with the eigenvalues. Find exp(A).

Problem 7. Let
v0 , v1 , v2 , v3
be an orthonormal basis in the Hilbert space C4 . Show that the vectors
1 1
u0 = (v0 + v1 + v2 + v3 ), u1 = (v0 − v1 + v2 − v3 ),
2 2
1 1
u2 = (v0 + v1 − v2 − v3 ), u3 = (v0 − v1 − v2 + v3 ),
2 2
also form an orthonormal basis in C4 .
Chapter 3

Hilbert Space L2(Ω)

Let Ω be a convex domain in Rn . We consider the Hilbert space of the


square integrable function with scalar product
Z
hf, gi = f (x)g ∗ (x)dx.

The scalar product implies the norm


Z
2
kf k = hf, f i = f (x)f ∗ (x)dx ≥ 0.

Consider the vector space


 Z 
H(Cn×N ) := f : Cn×N → C | f holomorphic |f (z)|2 dµ(z) < ∞
Cn×N

where z = (zjk ) with zjk = xjk + iyjk (j = 1, . . . , n; k = 1, . . . , N ) and


n Y
N
1 Y
dµ(z) = exp(−tr(zz ∗ )), dz = dxjk dyjk .
π nN j=1 k=1

Then H(Cn×N ) is a Hilbert space with respect to the inner product


Z
hf, gi = f (z)g(z)dµ(z).
Cn×N

22
Hilbert Space L2 (Ω) 23

3.1 Solved Problems


Problem 1. Consider the Hilbert space L2 [a, b], where a, b ∈ R and b > a.
Find the condition on a and b such that
hcos(x), sin(x)i = 0
where h , i denotes the scalar product in L2 [a, b].
Hint. Since b > a, we can write b = x + , where  > 0.

Problem 2. Consider the Hilbert space L2 [−1, 1]. Normalize the function
f (x) = x in this Hilbert space.

Problem 3. Consider the Hilbert space L2 [−π, π]. Obviously cos(x) ∈


L2 [−π, π]. Find the norm k cos(x)k. Find nontrivial functions f, g ∈
L2 [−π, π] such that
hf (x), cos(x)i = 0, hg(x), cos(x)i = 0
and
hf (x), g(x)i = 0.

Problem 4. Consider the Hilbert space L2 [0, π]. Let k k be the norm
induced by the scalar product of L2 [0, π]. Find the constants a, b such that
k sin(x) − (ax2 + bx)k
is a minimum.

Problem 5. Consider the Hilbert space L2 [0, 1]. Find a non-trivial func-
tion
f (x) = ax3 + bx2 + cx + d.
such that
hf (x), xi = 0, hf (x), x2 i = 0, hf (x), x3 i = 0
where h , i denotes the scalar product

Problem 6. (i) Consider the functions


1 x
f (x) = , g(x) = .
1 + x2 1 + x2
Obviously f, g ∈ L2 (R). Calculate the scalar product
Z ∞
hf, gi = f (x)g(x)dx.
−∞
24 Problems and Solutions

(ii) Let ω > 0. Consider the functions

sin(ωt) 1 − cos(ωt)
f (t) = , g(t) = .
ωt ωt
Obvioulsy f (0) = 1, g(0) = 0 and f, g ∈ L2 (R). Calculate the scalar
product Z ∞
hf, gi = f (t)g(t)dt.
−∞

Problem 7. Consider the Hilbert space L2 (R). Let j, k = 1, 2, . . .. Con-


sider the functions

fj (x) = xj e−|x| , fk (x) = xk e−|x| .

Find the scalar product


Z ∞ Z ∞
(fj (x), fk (x)) := fj (x)f¯k (x)dx = fj (x)fk (x)dx.
−∞ −∞

Note that (a > 0 and n ∈ N)


Z ∞
Γ(n + 1)
xn e−ax dx = .
0 an+1

Discuss.

Problem 8. A basis in the Hilbert space L2 [0, 1] is given by

B := e2πixn : n ∈ Z .


Let 
2x 0 ≤ x < 1/2
f (x) =
2(1 − x) 1/2 ≤ x < 1
Is f ∈ L2 [0, 1]? Find the first two expansion coefficients of the Fourier
expansion of f with respect to the basis given above.

Problem 9. (i) Consider the Hilbert space L2 [−1, 1]. Consider the se-
quence 
 −1 if −1 ≤ x ≤ −1/n
fn (x) = nx if −1/n ≤ x ≤ 1/n
+1 if 1/n ≤ x ≤ 1

where n = 1, 2, . . .. Show that { fn (x) } is a sequence in L2 [−1, 1] that is a


Cauchy sequence in the norm of L2 [−1, 1].
Hilbert Space L2 (Ω) 25

(ii) Show that fn (x) converges in the norm of L2 [−1, 1] to



−1 if −1 ≤ x < 0
sgn(x) = .
+1 if 0 < x ≤ 1

(iii) Use this sequence to show that the space C[−1, 1] is a subspace of
L2 [−1, 1] that is not closed.

Problem 10. Consider the Hilbert space L2 [0, 1]. The Legendre polyno-
mials are defined as
1 dn 2
P0 (x) = 1, Pn (x) = (x − 1).
2n n! dxn
Show that the first first four elements are given by
1 1
P0 (x) = 1, P1 (x) = x, P2 (x) = (3x2 − 1), P3 (x) = (5x3 − 3x).
2 2
Normalize the four elements. Show that the four elements are pairwise
orthonormal.

Problem 11. Let R be a bounded region in n-dimensional space. Con-


sider the eigenvalue problem

−∆u = λu, u(q ∈ ∂R) = 0

where ∂R denotes the boundary of R.


(i) Show that all eigenvalues are real and positive
(ii) Show that the eigenfunctions which belong to different eigenvalues are
orthogonal.

Problem 12. Consider the inner product space

C[a, b] = { f (x) : f is continuous on x ∈ [a, b] }

with the inner product


Z b
hf, gi := f (x)g ∗ (x)dx.
a

This implies a norm


Z b
hf, f i = f (x)f ∗ (x)dx = kf k2 .
a

Show that C[a, b] is incomplete. This means find a Cauchy sequence in


the space C[a, b] which converges to an element which is not in the space
C[a, b].
26 Problems and Solutions

Problem 13. Consider the Hilbert space L2 [−π, π]. Given the function

 1 0<x≤π
f (x) = 0 x=0
−1 −π ≤< 0

Obviously f ∈ L2 [−π, π]. Find the Fourier expansion of f . The orthonor-


mal basis B is given by
 
1
B := φk (x) = √ exp(ikx) k ∈ Z .

Find the approximation a0 φ0 (x) + a1 φ1 (x) + a−1 φ−1 (x), where a0 , a1 , a−1
are the Fourier coefficients.

Problem 14. Consider the linear operator A in the Hilbert space L2 [0, 1]
defined by Af (x) := xf (x). Find the matrix elements

hPi , APj i

for i, j = 0, 1, 2, 3, where Pi are the (normalized) Legrende polynomials. Is


the matrix Aij symmetric?

Problem 15. Consider the Hilbert space L2 [0, 2π). Let

g(x) = cos(x), f (x) = x.

Find the conditions on the coefficients of the polynomial

p(x) = a3 x3 + a2 x2 + a1 x + a0

such that
hg(x), p(x)i = 0, hf (x), p(x)i = 0.
Solve the equations for a3 , a2 , a1 , a0 .

Problem 16. Let b > a. Consider the Hilbert space L2 ([a, b]) and the
functions  
x−a
φn (x) := sin nπ , n = 1, 2, . . .
b−a
which form an orthonormal basis in L2 ([a, b]). Find
Z b
hφm (x), xφn (x)i ≡ φm (x)xφn (x)dx, m, n = 0, 1, 2, . . .
a
Hilbert Space L2 (Ω) 27

Problem 17. Let m, n ∈ N. Consider the Hilbert space L2 ([−1, 1]) the
functions
1
fn (x) = , n = 1, 2, . . .
1 + nx2
which are elements in this Hilbert space. Find

kfn (x) − fm (x)k.

Problem 18. Consider the Hilbert space L2 (R). Give the definition
and an example of an even function in L2 (R). Give the definition and an
example of an odd function in L2 (R). Show that any function f ∈ L2 (R)
can be written as a combination of an even and an odd function.

Problem 19. The Chebyshev polynomials Tn (x) of the 1-st kind are
defined for x ∈ [−1, 1] and given by

Tn (x) = cos(n arccos x), n = 0, 1, 2, . . .

The Chebyshev polynomials Un (x) of the 2-nd kind are defined for x ∈
[−1, 1] and given by

sin((n + 1) arccos x)
Un (x) = √ , n = 0, 1, 2, . . . .
1 − x2
Consider the Hilbert spaces
√ !
2 1 − x2 dx
 
dx
H1 = L2 [−1, 1], √ , H2 = L2 [−1, 1],
π 1 − x2 π

which bases are formed by the Chebyshev polynomials of the 1-st and 2-nd
type
√ (1)
Φ(1)
n (x) = 2Tn (x), n ≥ 1, Φ0 = T0 (x) = 1
Φ(2)
n (x) = Un (x), n≥0
(1) (2)
Find a recursion relation for Φn and Φn .

Problem 20. Consider the Hilbert space L2 [0, 1]. Find a non-trivial
polynomial p
p(x) = ax3 + bx2 + cx + d
such that
hp, 1i = 0, hp, xi = 0, hp, x2 i = 0.
28 Problems and Solutions

Problem 21. Consider the set of polynomials


{ 1, x, x2 , . . . , xn , . . . }.
Use the Gram-Schmidt procedure and the inner product
Z b
hf, gi = f (x)g(x)ω(x)dx, ω(x) > 0
a

to obtain the first four orthogonal polynomials when


(i) a = −1, b = 1, ω(x) = 1 (Legrendre polynomials)
(ii) a = −1, b = 1, ω(x) = (1 − x2 )−1/2 (Chebyshev polynomials)
(iii) a = 0, b = +∞, ω(x) = e−x (Laguerre polynomials)
2
(iv) a = −∞, b = +∞, ω(x) = e−x (Hermite polynomials)

Problem 22. Consider the function



X 1
f (x) = j
cos(jx).
j=0
2

Is f an element of L2 [−π, π]?

Problem 23. Consider the Hilbert space L2 ([0, 1]). The shifted Legrendre
polynomials , defined on the interval [0, 1], are obtained from the Legren-
dre polynomial by the transformation y = 2x − 1. The shifted Legrendre
polynomials are given by the recurrence formula
(2j + 1)(2x − 1) j
Pj (x) = Pj (x) − Pj−1 (x) j = 1, 2, . . .
j+1 j+1
and P0 (x) = 1, P1 (x) = 2x − 1. They are elements of the Hilbert space
L2 ([0, 1]). A function u in the Hilbert space L2 ([0, 1]) can be approximated
in the form of a series with n + 1 terms
n
X
u(x) = cj Pj (x)
j=0

where the coeffients cj ∈ R, j = 0, 1, . . . , n. Consider the Volterra integral


equation of first kind
Z x
y(t)
λ dt = f (x), 0≤t≤x≤1
0 (x − t)α
with 0 < α < 1 and f ∈ L2 ([0, 1]). Consider the ansatz
n
X
yn (x) = a0 xα + cj Pj (x).
j=0
Hilbert Space L2 (Ω) 29

to find an approximate solution to the Volterra integral equation of first


kind (α = 1/2)
Z x
y(t)
λ √ dt = f (x)
0 x−t
where
2 √
f (x) = x(105 − 56x2 + 48x3 ).
105

Problem 24. Consider the Hilbert space L2 (R). Let


x
fn (x) = , n = 1, 2, . . . .
1 + nx2

(i) Find kfn (x)k and


lim kfn (x)k.
n→∞

(ii) Does the sequence fn (x) converge uniformely on the real line?

Problem 25. Let n = 1, 2, . . .. We define the functions fn ∈ L2 [0, ∞) by


√
n for n ≤ x ≤ n + 1/n
fn (x) =
0 otherwise

(i) Calculate the norm kfn − fm k implied by the scalar product. Does the
sequence { fn } converge in the L2 [0, ∞) norm?
(ii) Show that fn (x) converges pointwise in the domain [0, ∞) and find the
limit. Does the sequence converge pointwise uniformly?
(iii) Show that { fn } (n = 1, 2, . . .) is an orthonormal system. Is it a basis
in the Hilbert space L2 [0, ∞)?

Problem 26. Consider the function f ∈ L2 [0, 1]



x for 0 ≤ x ≤ 1/2
f (x) =
1 − x for 1/2 ≤ x ≤ 1

A basis in the Hilbert space is given by


n √ o
B := 1, 2 cos(πnx) : n = 1, 2, . . . .

Find the Fourier expansion of f with respect to this basis. From this
expansion show that

π2 X 1
= .
8 (2k + 1)2
k=0
30 Problems and Solutions

Problem 27. A particle is enclosed in a rectangular box with impene-


trable walls, inside which it can move freely. The Hilbert space is
L2 ([0, a] × [0, b] × [0, c])
where a, b, c > 0. Find the eigenfunctions and the eigenvalues. What can
be said about the degeneracy, if any, of the eigenfunctions?

Problem 28. Consider the Hilbert space L2 [0, 1] and the polynomials
1, x, x2 , x3 , x4 .
Apply the Gram-Schmidt orthogonalization process to these polynomials.

Problem 29. Consider the Hilbert space L2 (T). Let f ∈ L2 (T). Give an
example of a bounded linear functional.

Problem 30. Consider the Hilbert space L2 (R). Show that the Hilbert
space is the direct sum of the Hilbert space M of even functions and the
Hilbert space N of odd functions. Give an example of such functions in
this Hilbert space.

Problem 31. Let a > 0. Consider the Hilbert space L2 [0, a]. Let
Af (x) := xf (x)
for f ∈ L2 [0, a]. Find the norm of the operator A. We define
kAk := sup kAf k.
kf k=1

Problem 32. Consider the Hilbert space L2 [0, 2π]. Let


g(x) = cos(x), f (x) = x.
Find the conditions on the coefficients of the polynomial
p(x) = a3 x3 + a2 x2 + a1 x + a0
such that
hg(x), p(x)i = 0, hf (x), p(x)i = 0.
Solve the equations for a3 , a2 , a1 , a0 .

Problem 33. Consider the function f : R → R


1 − cos(2πx)
f (x) = .
x
Hilbert Space L2 (Ω) 31

Using L’Hospital rules we have f (0) = 0. Is f ∈ L2 (R)?

Problem 34. Consider the Hilbert space L2 [−1, 1]. The Legendre poly-
nomials are given by

1 dj 2
Pj (x) := (x − 1)j .
2j j! dxj

Find the scalar product


hPj (x), Pk (x)i.

Problem 35. Consider the Hilbert space H = L2 (T). This is the vector
space of 2π-periodic functions. Then
1
u(x) = √
2

is a constant function which is normalized, i.e. kuk = 1. Show that the


projection operator Pu defined by

Pu f := hu, f iu

maps a function f to its mean. This means


Z 2π
Pu f = hf i, hf i = f (x)dx.
0

Problem 36. Consider the Hilbert space L2 [−π, π] and the vector space
of continiuous real-valued functions C[−π, π] on the interval [−π, π]. Let
k > 0 and 
 0 if −π ≤ x ≤ 0
fk (x) = kx if 0 ≤ x ≤ 1/k
1 if 1/k ≤ x ≤ π

The sequence of functions fk belongs to the vector space C[−π, π].


(i) Show that fn → χ in the norm of the Hilbert space L2 [−π, π], where

0 if −π ≤ x ≤ 0
χ(x) :=
1 if 0 < x ≤ π

so that the sequence { fk } is a Cauchy sequence in the Hilbert space


L2 [−π, π].
(ii) Show that kχ − gk > 0 for every g ∈ C[−π, π]. Conclude that C[−π, π]
is not a Hilbert space.
32 Problems and Solutions

Problem 37. The Legrendre polynomials are defined on the interval


[−1, 1] and defined by the recurrence formula

2j + 1 j
Lj (x) = xLj (x) − Lj−1 (x) j = 1, 2, . . .
j+1 j+1

and L0 (y) = 1, L1 (x) = x. They are elements of the Hilbert space


L2 ([−1, 1]). Calculate the scalar product

hLj (x), Lk (x)i

for j, k = 0, 1, . . .. Discuss.

Problem 38. Let fn : [−1, 1] → [−1, 1] be defined by



√ 1 for −1 ≤ x ≤ 0
fn (x) = 1 − nx for 0 ≤ x ≤ 1/n
0 for 1/n ≤ x ≤ 1

Show that fn ∈ L2 [−1, 1]. Show that fn is a Cauchy sequence.

Problem 39. Consider the Hilbert space L2 ([−1, 1]). The Chebyshev
polynomials are defined by

Tn (x) := cos(n cos−1 x), n = 0, 1, 2, . . . .

They are elements of the Hilbert space L2 ([−1, 1]). We have

T0 (x) = 1, T1 (x) = x, T2 (x) = 2x2 − 1, T3 (x) = 4x3 − 3x.

Calculate the scalar products

hT0 , T1 i, hT1 , T2 i, hT2 , T3 i.

Calculate the integrals


Z 1
Tm (x)Tn (x)
√ dx
−1 1 − x2
for (m, n) = (0, 1), (m, n) = (1, 2), (m, n) = (2, 3).

Problem 40. (i) Consider the Hilbert space L2 [0, 1] with the scalar
product h·, ·i. Let f : [0, 1] → [0, 1]

2x if x ∈ [0, 1/2)
f (x) :=
2(1 − x) if x ∈ [1/2, 1]
Hilbert Space L2 (Ω) 33

Thus f ∈ L2 [0, 1]. Calculate the moments µk , k = 0, 1, 2, . . . defined by


Z 1
µk := hf (x), xk i ≡ f (x)xk dx.
0

(ii) Show that



X Z 1
|µk |2 < π |f (x)|2 dx.
k=0 0

Problem 41. Let a, b ∈ R and −∞ < a < b < +∞. Let f be a function
in the class C 1 (i.e., the derivative df /dt exists and is continuous) on the
interval [a, b]. Thus f is also an element of the Hilbert space L2 ([a, b]).
Show that Z b
lim f (t) sin(ωt)dt = 0. (1)
ω→∞ a

Problem 42. Consider the problem of a particle in a one-dimensional


box. The underlying Hilbert space is L2 (−a, a). Solve the Schrödinger
equation
∂ψ
i~ = Ĥψ
∂t
as follows: The formal solution is given by

ψ(t) = exp(−iĤt/~)ψ(0).

Expand ψ(0) with respect to the eigenfunctions of the operator Ĥ. The
eigenfunctions form a basis of the Hilbert space. Then apply exp(−iĤt/~).
Calculate the probability

P = |hφ, ψ(t)i|2

where
1  πq 
φ(q) = √ sin
a a
and
1  πq 
ψ(q, 0) = √ sin .
a a

Problem 43. Let f ∈ L2 (Rn ). Consider the following operators

Ty f (x) = f (x − y), translation operator


ix·k
Mk f (x) = e f (x), modulation operator
Ds f (x) = |s|−n/2 f (s−1 x), s ∈ R \ {0} dilation operator
34 Problems and Solutions

where x · k = k1 x1 + · · · + xn kn .
(i) Find kTy f k, kMk k, kDs f k, where k k denotes the norm in L2 (Rn ).
(ii) Find the adjoint operators of these three operators.

Problem 44. Consider the vector space

H1 (a, b) := { f (x) ∈ L2 (a, b) : f 0 (x) ∈ L2 (a, b) }

with the norm g ∈ H1 (a, b))


q
kgk1 := kgk20 + k∂g/∂xk20 .

Consider the Hilbert space L2 (−π, π) and f (x) = sin(x). Find the norm
kf k1 .

Problem 45. Let f ∈ H1 (a, b). Then for a ≤ x < y ≤ b we have


Z y
f (y) = f (x) + f 0 (s)ds.
x

(i) Show that f ∈ C[a, b].


(ii) Show that p
|f (y) − f (x)| ≤ kf k1 |y − x|.

Problem 46. Consider the Hilbert space L2 [0, ∞). The Laguerre poly-
nomials are defined by

dn n −x
Ln (x) = ex (x e ), n = 0, 1, 2, . . . .
dxn
The first five Laguerre polynomials are given by

L0 (x) = 1
L1 (x) = 1 − x
L2 (x) = 2 − 4x + x2
L3 (x) = 6 − 18x + 9x2 − x3
L4 (x) = 24 − 96x + 72x2 − 16x3 + x4 .

Show that the function


1 −x/2
φn (x) = e Ln (x)
n!
form an orthonormal system in the Hilbert space L2 [0, ∞).
Hilbert Space L2 (Ω) 35

Problem 47. Consider the Hilbert space L2 [−π, π]. A basis in this
Hilbert space is given by
 
1
B = √ eikx : k ∈ Z .

Find the Fourier expansion of

f (x) = 1.

Problem 48. Consider the Hilbert space L2 [0, 1]. Let P n be the n + 1-
dimensional real linear space of all polynomial of maximal degree n in the
variable x, i.e.
P n = span{ 1, x, x2 , . . . , xn }.
The linear space P n can be spanned by various systems of basis functions.
An important basis is formed by the Bernstein polynomials

{B0n (x), B1n (x), . . . , Bnn (x)}

of degree n with

Bin (x) := xi (1 − x)n−i , i = 0, 1, . . . , n.

The Bernstein polynomials have a unique dual basis

{D0n (x), D1n (x), . . . , Dnn (x) }

which consists of the n + 1 dual basis functions


n
X
Din (x) = cij Bjn (x).
j=0

The dual basis functions satisfy

hDin (x), Bjn (x)i = δij .

(i) Calculate the scalar product

hBim (x), Bjn (x)i.

(ii) Find the coefficients cij .

Problem 49. Consider Fourier series and analytic (harmonic) functions


on the disc
D := { z ∈ C : |z| ≤ 1 }.
36 Problems and Solutions

A Fourier series can be viewed as the boundary values of a Laurent series



X
cn z n .
n=−∞

Suppose we are given a function f on T. Find the harmonic extension u of


f into D. This means

∆u = 0 and u = f on ∂D = T

where ∆ := ∂ 2 /∂x2 + ∂ 2 /∂y 2 .

Problem 50. Consider the compact abelian Lie group U (1)

U (1) = { e2πiθ : 0 ≤ θ < 1 }.

The Hilbert space L2 (U (1)) is the space L2 ([0, 1]) consisting of all measure-
able funcrions f (θ) with period 1 such that
Z 1
|f (θ)|2 dθ < ∞.
0

Now the set of functions

{ e2πimθ : m ∈ Z }

form an orthonormal basis for the Hilbert space L2 ([0, 1]). Thus every
f ∈ L2 ([0, 1]) can be expressed uniquely as
+∞
X Z 1
f (θ) = cm e2πimθ , cm = f (θ)e−2πimθ dθ.
m=−∞ 0

Calculate Z 1
|f (θ)|2 .
0

Problem 51. The Hilbert space L2 (R) is the vector space of measur-
able functions defined almost everywhere on R such that |f |2 is integrable.
H1 (R) is the vector space of functions with first derivatives in L2 (R). Give
two examples of such a function.

Problem 52. Consider the Hilbert space L2 [−π, π]. The set of functions
 
1 −inx
√ e
2π n∈Z
Hilbert Space L2 (Ω) 37

is an orthonormal basis for L2 [−π, π]. Let


1
K(x, t) = √ eitx .

For t fixed find the Fourier expansion of this function.

Problem 53. Consider the vector space C([0, 1]) of continouos functions.
We define the triangle function

2x 0 ≤ x ≤ 1/2
Λ(x) := .
2 − 2x 1/2 < x ≤ 1
Let Λ0 (x) := x and
Λn (x) := Λ(2j x − k)
where j = 0, 1, 2, . . ., n = 2j + k and 0 ≤ k < 2j . The functions
{ 1, Λ0 , Λ1 , . . . }
are the Schauder basis for the vector space C([0, 1]). Let f ∈ C([0, 1]).
Then
X∞
f (x) = a + bx + cn Λn (x).
n=1
(i) Find the Schauder coefficients a, b, cn .
(ii) Consider g : [0, 1] → [0, 1]
g(x) = 4x(1 − x).
Find the Schauder coefficients for this function.

Problem 54. Let s be a nonnegative integer. Let x ∈ R and hn (n =


0, 1, 2, . . . be
2
(−1)n dn e−x
hn (x) = √ √ exp(x2 /2) .
2n/2 n! 4 π dxn
Thus hn for an orthonormal basis in the Hilbert space L2 (R). Consider the
sequence
s
1 X
fs (x) = √ einθ hn (x)
s + 1 n=0
where s = 0, 1, 2, . . .. Show that the sequence converges weakly but not
strongly to 0.

Problem 55. Consider the Hilbert space L2 [0, 2π) with the scalar prod-
uct Z 2π
1
hf1 , f2 i = f1 (eiθ )f2 (eiθ )dθ.
2π 0
38 Problems and Solutions

(i) Let f1 (z) = z and f2 (z) = z 2 . Find hf1 , f2 i.


(ii) Let f1 (z) = z 2 and f2 (z) = sin(z). Find hf1 , f2 i.

Problem 56. Consider the Hilbert space L2 (R2 ) with the basis
2 2
ψmn (x1 , x2 ) = N Hm (x1 )Hn (x2 )e−(x1 +x2 )/2

where m, n = 0, 1, . . . and N is the normalization factor. Consider the


two-dimensional potential
a 4
V (x1 , x2 ) = (x + x42 ) + cx1 x2 .
4 1
(i) Find all linear transformation T : R2 → R2 such that

V (T x) = V (x).

(ii) Show that these 2 × 2 matrices form a group. Is the group abelian.
(iii) Find the conjugacy classes and the irreducible representations.
(iv) Consider the Hilbert space L2 (R2 ) with the orthogonal basis
2 2
ψmn (x1 , x2 ) = Hm (x1 )e−x1 /2 Hn (x2 )e−x2 /2

where m, n = 0, 1, 2, . . .. Find the invariant subspaces from the projection


operators of the irreducible representations.

Problem 57. Consider the Hilbert space L2 [0, 1]. Let P n be the n + 1-
dimensional real linear space of all polynomial of maximal degree n in the
variable x, i.e.
P n = span{ 1, x, x2 , . . . , xn }.
The linear space P n can be spanned by various systems of basis functions.
An important basis is formed by the Bernstein polynomials

{B0n (x), B1n (x), . . . , Bnn (x)}

of degree n with

Bin (x) := xi (1 − x)n−i , i = 0, 1, . . . , n.


(
The Bernstein polynomials have a unique dual basis {D0 x), D1n (x), . . . , Dnn (x) }
which consists of the n + 1 dual basis functions
n
X
Din (x) = cij Bjn (x).
j=0
Hilbert Space L2 (Ω) 39

The dual basis functions satisfy

hDin (x), Bjn (x)i = δij .

(i) Find the scalar product

hBim (x), Bjn (x)i.

(ii) Find the coefficients cij .

Problem 58. Let V be a metric vector space. A reproducing kernel


Hilbert space on V is a Hilbert space H of functions on V such that for each
x ∈ V , the point evaluation functional

δx (f ) := f (x), f ∈H

is continouos. A reproducing kernel Hilbert space H possesses a unique


reproducing kernel K which is a function on V × V characterized by the
properties that for all f ∈ H and x ∈ V , K(x, ·) ∈ H and

f (x) = hf, K(x, ·)iH

where h·, ·iH denotes the inner product on H. The reproducing kernel K
uniquely determines the reproducing kernel Hilbert space H. The repro-
ducing kernel Hilbert space of a reproducing kernel K is denoted by HK .
The Paley-Wiener space is defined by

S := { f ∈ C(Rd ) ∩ L2 (Rd ) : suppfˆ ⊆ [−π, π]d }

is a reproducing kernel Hilbert space. The Fourier transform of f ∈ L1 (Rd )


is given by
Z
1
fˆ(k) := √ f (x)e−ix·k dx, k ∈ Rd
( 2π)2d R2d

where x · k = x1 k1 + · · · + xd kd is the inner product in Rd . The norm on the


vector space S inherits from that in L2 (Rd ). Show that the reproducing
kernel for the Paley-Wiener space S is the sinc function
d
Y sin(π(xj − yj ))
sinc(x, y) := , x, y ∈ Rd .
j=1
π(xj − yj )

Problem 59. Show that (Mehler’s formula)



X zn
exp(−(u2 +v 2 −2uvz)/(1−z 2 )) = (1−z 2 )1/2 exp(−(u2 +v 2 )) Hn (u)Hn (v)
n=0
n!
40 Problems and Solutions

where Hn are the Hermite polynomials.

Problem 60. Consider the Hilbert space L2 (R) and the one-dimensional
Schrödinger equation (eigenvalue equation)

d2
 
− 2 + V (x) u(x) = Eu(x)
dx
where the potential V is given by

ax2
V (x) = x2 +
1 + bx2
where b > 0. Insert the ansatz
2
u(x) = e−x /2
v(x)

and find the differential equation for v. Discuss. Make a polynomial ansatz
for v.

Problem 61. Consider the Hilbert space L2 (R). Let g > 0. Consider
the one-dimensional Schrödinger equation (eigenvalue equation)

d2 λx2
 
− 2 + x2 + u(x) = Eu(x).
dx 1 + gx2
Find a solution of the second order differential equation by making the
ansatz
u(x) = A(1 + gx2 ) exp(−x2 /2).

Problem 62. (i) Consider the Hilbert space L2 [−1/2, 1/2]. Show that
the following sets

B1 := { φk (x) = exp(2πikx), k ∈ Z }

B2 := { ψk (x) = 2 sin(2πkx), k ∈ N }

each form an orthonormal basis in this Hilbert space.


(ii) Expand the step function

−1 for x ∈ [−1/2, 0]
f (x) =
1 for x ∈ [0, 1/2]

with respect to the basis B1 and with respect to the basis B2 . Show that
the two expansions are equivalent. Recall that

2 sin(x) sin(y) ≡ cos(x − y) − cos(x + y).


Hilbert Space L2 (Ω) 41

Problem 63. Consider the problem of a free particle in a one-dimensional


box [−a, a]. The underlying Hilbert space is L2 [−a, a]. An orthonormal
basis in L2 [−a, a] is given by
(+) (−)
B = { uk (q), uk (q) : k ∈ N }

where
   
(+) 1 (k − 1/2)πq (−) 1 kπq
uk = √ cos , uk = √ sin .
a a a a
The formal solution of the initial value problem of the Schrödinger equation
∂ψ
i~ = Ĥψ
∂t
is given by
ψ(t) = exp(−iĤt/~)ψ(0).
Let
1 1
ψ(q, 0) = √ sin(πq/a), φ(q) = √ sin(πq/a).
a a
Find exp(−iĤt/~) and P = |hφ, ψ(t)i|2 .

Problem 64. Let n be a positive integer. Consider the Hilbert space


L2 [0, n] and the function
f (x) = e−x .
Find a, b ∈ R such that

kf (x) − (ax2 + bx)k

is a minimum. The norm in the Hilbert space L2 [0, n] is induced by the


scalar product.

Problem 65. Give a function f ∈ L2 ([0, ∞)) such that


Z ∞ Z ∞
f (x)dx = 1, xf (x)dx = 1.
0 0

Problem 66. Consider the Hilbert space L2 [0, 2π]. The linear operator
Lf (x) := df (x)/dx acts on a dense subset of L2 [0, 2π]. Show that this linear
operator is not bounded.

Problem 67. Consider the Hilbert space L2 (R3 , dx) and let

S 2 = { (x1 , x2 , x3 ) : x21 + x22 + x23 = 1 }.


42 Problems and Solutions

In spherical coordinates this Hilbert space has the decomposition

L2 (R3 , dx) = L2 (R+ , r2 dr) ⊗ L2 (S 2 , sin(θ)dθdφ).

Let Iˆ be the identity operator in the Hilbert space L2 (S 2 , sin(θ)dθdφ). Then


the radial momentum operator
 
1 ∂
P̂r := −i~ r
r ∂r

is identified with the closure of the operator P̂r ⊗ Iˆ defined on D(P̂r ) ⊗


L2 (S 2 , sin(θ)dθdφ) where
 
1 d
D(P̂r ) = f ∈ L2 (R+ , r2 dr) : f ∈ AC(R+ ), rf (r) ∈ L2 (R+ , r2 dr) lim r|f (r)| = 0
r dr r→0

and for each f ∈ D(P̂r )

1 d
P̂r f (r) = −i~ (rf (r))
r dr

where P̂r is maximal symmetric in L2 (R+ , r2 dr). Show that P̂r is not self-
adjoint.

Problem 68. Consider the Hilbert space L2 [−π, π] and the functions

f (x) = | sin(x)| g(x) = | cos(x)|.

Find the distance


kf (x) − g(x)k
in this Hilbert space.

Problem 69. Consider the Hilbert space L2 (R). Show that the spectrum
of the position operator x̂ is the real line denoted by R.

Problem 70. Consider the Hilbert space L2 (R). Is


1
φn (x) = p e2in arctan(x) , n∈Z
π(1 + x2 )

an orthonormal basis in L2 (R)?

Problem 71. Consider the Hilbert space L2 [0, ∞). Show that the func-
tions
φn (x) = e−x/2 Ln (x), n = 0, 1, 2, . . .
Hilbert Space L2 (Ω) 43

form an orthonormal basis in L2 [0, ∞), where Ln are the Laguerre polyno-
mials defined by
n
x dn n −x (−1)k n k
X  
Ln (x) = (x e ) = x .
n! dxn k! k
k=0

Problem 72. Consider the Hilbert space L2 (R). Show that the functions

1 2
φn (x) = √ Hn (x)e−x /2 , n = 0, 1, 2, . . .
2n/2 n!(π)1/4

form an orthonormal basis in the Hilbert space L2 (R), where Hn are the
Hermite polynomials
2
2 dn e−x
Hn (x) = (−1)n ex , n = 0, 1, 2, . . .
dxn

Problem 73. Let b > a and n = 1, 2, . . .. Consider the Hilbert space


L2 [a, b]. Find
b  
nπ(x − a)
Z
2
sin .
a b−a
The functions r  
2 nπ(x − a)
φn (x) = sin
b−a b−a
form an orthonormal basis in the Hilbert space L2 [a, b].

Problem 74. Consider the Hilbert space L2 [0, ∞) and


r Z ∞ r Z ∞
2 2
f (x) = g(y) cos(yx)dy, g(x) = f (y) cos(yx)dy.
π 0 π 0

Let g : R+ → R
g(y) = e−y
Find f (x).

Problem 75. Consider the Hilbert space L2 [−1, 1]. An orthonormal


basis in this Hilbert space is given by
 
1
B = √ eikx : |x| ≤ π, k ∈ Z .

44 Problems and Solutions

Consider the function f (x) = eiax in this Hilbert space, where the constant
a is real but not an integer. Apply Parseval’s relation
X 1
kf k2 = |hf, φk i|2 , φk (x) = √ eikx
k∈Z
2

to show that

X 1 π2
2
= 2 .
(a − k) sin (ax)
k=−∞

Problem 76. Consider the function f : R → R


x
f (x) =
sinh(x)

with f (0) = 1. Show that



x X x2
=1+2 (−1)j 2 .
sinh(x) j=1
x + (jπ)2

Problem 77. Let µ > 0 and

x01
   
x1
R =  x2  , R0 =  x02  .
x3 x03

(i) Show that


exp(−|R − R0 |/µ)
=
|R − R0 |
∞ Z ∞
X
0 1 p
n cos(n(φ−φ )) Jn (kr)J(kr0 ) exp(− k 2 + 1/µ2 |x3 −x03 |)kdk
n=0 0 k2 + 1/µ

where εn = 1 for n = 0 and εn = 2 for n > 0 and Jm (kr) is ordinary Bessel


function of order m.
(ii) Consider the functions

k
fs,k,n (R) = Jn (kr)einφ+isx3

where 0 < k < ∞, −∞ < s < ∞, and n = 0, ±1, ±2, . . .. Show that
Z 2π Z +∞ Z ∞
dx3 fs,k,n (R)f¯s0 ,k0 ,n0 (R)rdr = δnn0 δ(s − s0 )δ(k − k 0 )
0 −∞ 0
Hilbert Space L2 (Ω) 45

Problem 78. Let a > 0. Consider the Hilbert space L2 ([0, a]) and the
function fn ∈ L2 ([0, a])
1
fn (x) = √ e2πixn/a , n = 1, 2, . . .
a

Find kfn (x)k and k dfndx(x) k.

Problem 79. Let a > 0. Consider the Hilbert space L2 ([0, a]) and the
linear bounded operator

T f (x) = xf (x), f ∈ L2 ([0, a]).

Find kAk.

Problem 80. Consider the Hilbert space L2 ([0, 2π]). For any 2π periodic
function k(τ ) in L2 ([0, 2π]) we define
Z 2π
K(u) := k(x − τ )u(τ )dτ.
0

Find the eigenfunctions and eigenvalues of K. Note that the functions


{einx : n ∈ Z} form an orthonormal basis in L2 ([0, 2π]).

Problem 81. Let b > a. Consider the Hilbert space L2 ([a, b]) and the
second order ordinary differential equations

d2 u
+ λu = 0
dx2
with the boundary conditions u(a) = u(b) = 0. Solve the differential equa-
tion with this boundary condition. Discuss.

Problem 82. Let a, b > 0. Consider the linear partial differential equa-
tion
∂2u ∂4u ∂4u 2
2∂ u
+ 2 + + c = 0.
∂x41 ∂x21 ∂x22 ∂x42 ∂t2
For the space coordinates x1 , x2 we have the domain 0 ≤ x1 ≤ a, 0 ≤ x2 ≤ b
and the boundary conditions that u(0) = u(a) = u(b) = 0. We consider the
Hilbert space L2 ([0, a] × [0, b]) for the space coordinates. Find a solution of
the partial differential equation.

Problem 83. The Anosov map is defined as follows: Ω = [0, 1)2 ,

φ(x, y) = (x + y, x + 2y).
46 Problems and Solutions

In matrix form we have


    
x 1 1 x
7→ mod 1.
y 1 2 y

(i) Show that the map preserves Lebesgue measure.


(ii) Show that φ is invertible. Show that the entire sequence can be recov-
ered from one term.
(iii) Show that φ is mixing utilizing the Hilbert space L2 ([0, 1] × [0, 1]).

Problem 84. Let Ω be the unit disk. A Hilbert space of analytic functions
can be defined by
( Z )
H := f (z) analytic, |z| < 1 : sup |f (z)|2 ds < ∞
a<1 |z|=a

and the scalar product


Z
hf, gi := lim f (z)g(z)ds.
a→1 |z|=a

Let cn (n = 0, 1, 2, . . .) be the coefficients of the power-series expansion of


the analytic function f . Find the norm of f .

Problem 85. Let Cn denote the complex Euclidean space. Let z =


(z1 , . . . , zn ) ∈ Cn and w = (w1 , . . . , wn ) ∈ Cn then the scalar product
(inner product) is given by

z · w := zw∗ = zwT

where z = (z 1 , . . . , z n ). Let En denote the set of entire functions in Cn .


Let Fn denote the set of f ∈ En such that
Z
1
kf k2 := n |f (z)|2 exp(−|z|2 )dV
π Cn

is finite. Here dV is the volume element (Lebesgue mesure)


n
Y n
Y
dV = dxj dyj = rj drj dθj
j=1 j=1

with zj = rj eiθj . The norm follows from the scalar product of two functions
f, g ∈ Fn Z
1
hf, gi := n f (z)g(z) exp(−|z|2 )dV.
π Cn
Hilbert Space L2 (Ω) 47

Let
zm := z1m1 · · · znmn
Pn
where the multiindex m is defined by m! = m1 ! · · · mn ! and |m| = j=1 mj .
Find the scalar product
hzm , zp i.

Problem 86. Let Ψ be a complex-valued differentiable function of φ in


the interval [0, 2π] and Ψ(0) = Ψ(2π), i.e. Ψ is an element of the Hilbert
space L2 ([0, 2π]). Assume that (normalization condition)
Z 2π
Ψ∗ (φ)Ψ(φ)dφ = 1.
0

Calculate Z 2π
~ d
= Ψ∗ (φ)φ Ψ(φ)dφ
i 0 dφ
where = denotes the imaginary part.

Problem 87. The Fock space F is the Hilbert space of entire functions
with inner product given by
Z
1 2
hf |gi := f (z)g(z)e−|z| dxdy, z = x + iy
π C
where C denotes the complex numbers. Therefore the growth of functions
in the Hilbert space F is dominated by exp(|z|2 /2). Let f, g ∈ F with
Taylor expansions

X ∞
X
f (z) = aj z j , g(z) = bj z j .
j=0 j=0

(i) Find hf |gi and kf k2 .


(ii) Consider the special that f (z) = sin(z) and g(z) = cos(z). Calculate
hf |gi.
(iii) Let
K(z, w) := ezw , z, w ∈ C.
Calculate hf (z)|K(z, w)i.

Problem 88. Let Cn×N be the vector space of all n×N complex matrices.
Let Z ∈ Cn×N . Then Z ∗ ≡ Z̄ T , where T denotes transpose. One defines a
Gaussian measure µ on Cn×N by
1
dµ(Z) := exp(−tr(ZZ ∗ ))dZ
π nN
48 Problems and Solutions

where dZ denotes the Lebesgue measure on Cn×N . The Fock space F(Cn×N )
consists of all entire functions on Cn×N which are square integrable with
respect to the Gaussian measure dµ(Z). With the scalar product
Z
hf |gi := f (Z)g(Z)dµ(Z), f, g ∈ F(Cn×N )
Cn×N

one has a Hilbert space. Show that this Hilbert space has a reproducing
kernel K. This means a continuous function K(Z, Z 0 ) : Cn×N × Cn×N → C
such that Z
f (Z) = K(Z, Z 0 )f (Z 0 )dµ(Z 0 )
Cn×N
n×N n×N
for all Z ∈ C and f ∈ F(C ).

Problem 89. Consider the Lie group


  
α β
SU (1, 1) = |α|2 − |β|2 = 1 .
β̄ ᾱ
The elements of this Lie group act as analytic automorphism of the disk
Ω := { |z| < 1 }
under
ᾱz + β
z → zg =
β̄z + α
where (zg)h = z(gh). Let n ≥ 2. We define
Z
Hn := { f (z) analytic in Ω, kf k2 = |f (z)|2 (1 − |z|2 )n−2 dxdy < ∞ }

and
1
Un (g)f (z) := f ((ᾱz + β)/(β̄z + α)).
(β̄z + α)n
Then Hn is a Hilbert space, i.e. the analytic functions in
L2 (Ω, (1 − |z|2 )n−2 dxdy)
form a closed subspace. Un is a representation, i.e.,
Un (gh) = Un (g)Un (h)
and Un (e) = I, where e is the identity element in SU (1, 1) (2 × 2 unit
matrix).
Show that
1
dx ∧ dy
(1 − |z|2 )2
is invariant z → zg.
Hilbert Space L2 (Ω) 49

3.2 Supplementary Problems

Problem 1. Consider the Hilbert space L2 [0, ∞) and the function f ∈


L2 [0, ∞)
f (x) = exp(−u1/4 ) sin(u1/4 ).
Show that
Z ∞
hf, xn i = f (x)xn dx = 0 for n = 0, 1, 2, . . . .
0

Problem 2. Let 0 ≤ r < 1. Consider the Hilbert space L2 [0, 2π] and
f (θ) ∈ L2 [0, 2π]. Show that
Z 2π ∞
1 2π X j
Z
1
f (θ)dθ + r f (θ) cos(j(φ − θ))dθ
2π 0 π 0 j=1


1 − r2
Z
1
= f (θ) dθ.
2π 0 1 − 2r cos(φ − θ) + r2

Problem 3. Consider the Hilbert space L2 [−π, π]. Find the series

X
f (θ) = cn einθ
n=−∞

where θ ∈ [−π, π] and


1 1
c0 = 1, c1 = c−1 = 1, c2 = c−2 = , . . . , cn = c−n = .
2 n

Problem 4. Consider the real axis R and a cover


j=∞
R = ∪j=−∞ Ij , Ij = [j , j+1 ), j < j+1
with dj := j+1 − j = |Ij |. Let fj be a window function supported in the
interval [j − dj−1 /2, j+1 + dj+1 /2) such that
j=∞
X
fj2 (x) = 1
j=−∞

and fj2 (x) = 1 − fj2 (2j+1 − x) for x near j+1 . Show that the functions
 
2 π
gj,k (x) = p fj (x) sin (2k + 1)(x − j ) , k = 0, 1, 2, . . .
2dj 2dj
50 Problems and Solutions

form an orthonormal basis of the Hilbert space L2 (R) subordinate to the


partition fj .

Problem 5. Let

S = L2,real (R, dx/(1 + |x|3 ))

and q ∈ S. Consider the operator


d2
L(q) := − + q.
dx2
Show that the operator L(q) defines a selfadjoint operator in the Hilbert
space L2 (R, dx).

Problem 6. Let a > 0. Consider the Hilbert space L2 ([0, a] × [0, a] ×


[0, a]). Let nj ∈ Z with j = 1, 2, 3. Show that the functions
1
φn1 ,n2 ,n3 (x) = exp(i(n1 x1 + n2 x2 + n3 x3 ))
a3/2
form an orthonormal basis in this Hilbert space.

Problem 7. Consider the Hilbert space L2 [0, 2π], the curve in the plane
expressed in polar coordinates

r(θ) = 1 + r cos(2θ)

and
+∞ Z 2π
X 1
r(θ) = Cn exp(inθ), Cn = r(θ) exp(−inθ)dθ.
n=−∞
2π 0

Find the coefficents Cn .

Problem 8. Let `1 > 0, `2 > 0, `3 > 0 with dimension length. Consider


the Hilbert space L2 ([0, `1 ] × [0, `2 ] × [0, `3 ]). Let n1 , n2 , n3 ∈ N0 .
(i) Show that the functions

u(x1 , x2 , x3 ) = cos(k1 x1 ) sin(k2 x2 ) sin(k3 x3 )


v(x1 , x2 , x3 ) = sin(k1 x1 ) cos(k2 x2 ) sin(k3 x3 )
w(x1 , x2 , x3 ) = sin(k1 x1 ) sin(k2 x2 ) cos(k3 x3 )

in this Hilbert space, where


n1 π n2 π n3 π
k1 = , k2 = , k3 = .
`1 `2 `3
Hilbert Space L2 (Ω) 51

(ii) Show that u(x1 , x2 , x3 ), v(x1 , x2 , x3 ), w(x1 , x2 , x3 ) are 0 at the bound-


aries of the box (rectangular cavity) [0, `1 ] × [0, `2 ] × [0, `3 ].
(iii) Show that the functions (A, B, C are constants)

e(x1 , x2 , x3 , t) = Au(x1 , x2 , x3 )eiωt


u
ve(x1 , x2 , x3 , t) = Bv(x1 , x2 , x3 )eiωt
e 1 , x2 , x3 , t) = Cw(x1 , x2 , x3 )eiωt .
w(x

satisfy the wave equation


1 ∂2ψ ∂2ψ ∂2ψ ∂2ψ
= + +
c2 ∂t2 ∂x21 ∂x22 ∂x23
with (dispersion relation))

ωk = c(k12 + k22 + k32 )

Problem 9. Let ` = 0, 1, 2, . . .. Show that


+`
X
∗ 2` + 1
Y`m (θ, φ)Y`m (θ, φ) = .

m=−`

Problem 10. Consider the Hilbert space L2 (R). Let T be the linear
operator of pointwise multiplication on L2 (R) given by

(T f )x = xf (x) for f ∈ L2 (R).

Find the spectrum of T .

Problem 11. Let Ai(x) be the Airy function, dAi(x)/dx be the derivative
and an (n = 1, 2, . . .) be the zeros of the Airy functions. Show that the
functions
Ai(x + an )
, n = 1, 2, . . .
dAi(x = an )/dx
form an orthonormal basis in the Hilbert space L2 ([0, ∞)).

Problem 12. Let b > a. Consider the Hilbert space L2 ([a, b]). Do the
functions (Chebyshev polynomial)

(b − a)n
  
2x b+a
Tn (x) = 2n−1 cos n arccos −
2 b−a b−a
form an orthonormal basis in L2 ([a, b])?
52 Problems and Solutions

Problem 13. Let a > 0. Consider the Hilbert space L2 ([0, a]).
(i) Show that the functions
1
φn (x) = √ e2πinx/a , n∈Z
a
form an orthonormal basis in L2 ([0, a]).
(ii) Show that the functions
1 p p
√ , 2/a cos(2πnx/a), 2/a sin(2πnx/a), n = 1, 2, 3, . . .
a
form an orthonormal basis in L2 ([0, a]).
(i) Show that the functions
p
φn (x) = 2/a sin(πnx/a), n = 1, 2, 3, . . .

form an orthonormal basis in L2 ([0, a]).


(i) Show that the functions
√ p
1/ a, 2/a cos(πnx/a), n = 1, 2, 3, . . .

form an orthonormal basis in L2 ([0, a]).

Problem 14. Consider the Hilbert space L2 [−π, π]. A basis in this
Hilbert space is given by
 
1 ikx
B= √ e : k∈Z .

Find the Fourier expansion of f (x) = 1.

Problem 15. Can one construct an orthonormal basis in the Hilbert


space L2 (R) starting from (σ > 0)

e−|x|/σ , xe−|x|/σ , x2 e−|x|/σ , x3 e−|x|/σ , . . . ?

Problem 16. Consider the Hilbert space L2 ([−1, 1]) and the function
fn ∈ L2 ([−1, +1]) (n ∈ N)

√ 1 for −1 ≤ x ≤ 0
fn (x) 1 − nx for 0 ≤ x ≤ 1/n
0 for 1/n ≤ x ≤ 1.

Show that
1 1
kfn (x) − fm (x)k ≤ + .
n m
Hilbert Space L2 (Ω) 53

Note that if n → ∞, m → ∞, then

kfn (x) − fm (x)k2 → 0.

Problem 17. Starting with the set of polynomials { 1, x, x2 , . . . , xn , . . . }


use the Gram-Schmidt procedure the scalar product (inner product)
Z 1
hf, gi = (f (x)g(x) + f 0 (x)g 0 (x))dx
−1

to find the first five orthogonal polynomials, where f 0 denotes derivative.

Problem 18. Let I = [0, 1), µ the Lebesgue measure, f0 (x) = 1 and for
n≥1
+1 for 2n−1 x = y ∈ [0, 1/2) (mod 1)

fn (x) =
−1 for 2n−1 x = y ∈ [1/2, 1) (mod 1)
Show that the functions fn : [0, 1) → R form an orthonormal sequence in
the Hilbert space L2 [0, 1). The functions are called Rademacher functions.

Problem 19. Apply Parseval’s equality to show that


∞ ∞
π2 X 1 π6 X 1
= , = .
8 j=1
(2j − 1)2 945 j=1 j 6

Problem 20. Consider the Hilbert space L2 ([0, 1]). Let n ≥ 2 and
consider the function fn : [0, 1] → R

 n2 x for 0 ≤ x ≤ 1/n
2
fn (x) = −n (x − 2/n) for 1/n ≤ x ≤ 2/n
0 for 2/n ≤ x ≤ 1.

Show that Z 1
fn (x)dx = 1.
0
Study
lim fn .
n→∞
Chapter 4

Hilbert Space `2(N)

4.1 Solved Problems


Problem 1. Consider the Hilbert space `2 (N). Let x = (x1 , x2 , . . .)T be
an element of `2 (N). We define the linear operator A in `2 (N) as

Ax = (x2 , x3 , . . .)T

i.e. x1 is omitted and the n+1st coordinate replaces the nth for n = 1, 2, . . ..
Then for the domain we have D(A) = `2 (N). Find A∗ y and the domain of
A∗ , where y = (y1 , y, . . .). Is A unitary?

Problem 2. Consider the Hilbert space `2 (N) and x = (x1 , x2 , . . .)T . The
linear bounded operator A is defined by

A(x1 , x2 , x3 , . . . , x2n , x2n+1 , . . .)T =

(x2 , x4 , x1 , x6 , x3 , x8 , x5 , . . . , x2n+2 , x2n−1 , . . .)T .

Show that the operator A is unitary. Show that the point spectrum of A is
empty and the continuous spectrum is the entire unit circle in the λ-plane.

Problem 3. We have
A∗ =

54
Hilbert Space `2 (N) 55

Problem 4. Consider the Hilbert space `2 (N). Suppose that S and T


are the right and left shift linear operators on this sequence space, defined
by

S(x1 , x2 , . . .) = (0, x1 , x2 , . . .), T (x1 , x2 , x3 , . . .) = (x2 , x3 , x4 , . . .).

Show that T = S ∗ .

Problem 5. Find the spectrum of the infinite dimensional matrix


0 1 0 0 0 ...
 
1 0 1 0 0 ...
0 1 0 1 0 ....
 
A=
0 0 1 0 1 ...
 
.. ..
. .

In other words 
 1 if i = j + 1
aij = 1 if i = j − 1
0 otherwise

Problem 6. Let Pj (j = 0, 1, 2, . . .) be the Legendre polynomials


1
P0 (x) = 1, P1 (x) = x, P2 (x) = (3x2 − 1), . . . .
2
Calculate the infinite dimensional matrix A = (Ajk )
Z +1
dPk (x)
Ajk = Pj (x) dx
−1 dx
where j, k = 0, 1, . . .. Consider the matrix A as a linear operator in the
Hilbert space `2 (N0 ). Is kAk < ∞?

Problem 7. Let Z be the set of integers. Consider the Hilbert space


`2 (Z2 ). Let (m1 , m2 ) ∈ Z2 . Let f (m1 , m2 ) be an element of `2 (Z2 ). Con-
sider the unitary operators

U f (m1 , m2 ) := e−2πiαm2 f (m1 + 1, m2 ),

V f (m1 , m2 ) := e−2πiβm1 f (m1 , m2 + 1).


They are the so-called magnetic translation operators with phase α and β,
respectively. Find the spectrum of U and V . Find the commutator [U, V ].
The so-called Harper operator which is self-adjoint is defined by

Ĥ := U + U ∗ + V + V ∗ .
56 Problems and Solutions

Find the spectrum of Ĥ. Consider the case α, β irrational and α, β rational.

Problem 8. The spectrum σ(Ĥ) of a linear operator Ĥ is defined as the


set of all λ for which the resolvent

R(λ) = (λI − Ĥ)−1

does not exist. If the linear operator Ĥ is self-adjoint, the spectrum is a


subset of the real axis. The Lebesgue decomposition theorem states that

σ = σpp ∪ σac ∪ σsing

where σpp is the countable union of points (the pure point spectrum), σac
is absolutely continuous with respect to Lebesgue measure and σsing is
singular with respect to Lebesgue measure, i.e. it is supported on a set of
measure zero. Consider the Hilbert space `2 (Z) and the linear operator

Ĥ = · · · ⊗ I2 ⊗ I2 ⊗ σ3 ⊗ σ1 ⊗ σ3 ⊗ I2 ⊗ I2 ⊗ · · ·

where σ1 is at position 0. Find the spectrum of this linear operator.

Problem 9. Let Ω be the unit disk. A Hilbert space of analytic functions


can be defined by
( Z )
H := f (z) analytic |z| < 1 : sup |f (z)|2 ds < ∞
a<1 |z|=a

and the scalar product


Z
hf, gi := lim f (z)g(z)ds.
a→1 |z|=a

Let cn (n = 0, 1, 2, . . .) be the coefficients of the power-series expansion of


the analytic function f . Find the norm of f .

Problem 10. Let |ni be the number states (n = 0, 1, . . .). Let k =


0, 1, . . .. Define the operators

X
Tk := |nih2n + k|.
n=0

(i) Show that Tk Tk†0 = δkk0 I.



(ii) Show that TP
k Tk = Pk is a projection operator.

(iii) Show that k=0 Pk = I.
Hilbert Space `2 (N) 57

(iv) Is the operator



Tk ⊗ Tk†
X

k=0

unitary?

Problem 11. Let A be a square finite-dimensional matrix over R such


that
AAT = In . (1)
Show that
AT A = In . (2)
Does (2) also hold for infinite dimensional matrices ?

4.2 Supplementary Problems

Problem 1. Let M be any n × n matrix. Let x = (x1 , x2 , . . .)T . The


linear operator A is defined by

Ax = (w1 , w2 , . . .)T

where
n
X
wj = Mjk xk , j = 1, 2, . . . , n
k=1
wj = xj , j>n

and D(A) = `2 (N). Show that A is self-adjoint if the n × n matrix M is


hermitian. Show that A is unitary if M is unitary.
Chapter 5

Fourier Transform

5.1 Solved Problems


Problem 1. Consider the Hilbert space L2 (R). Find the Fourier trans-
form of the function

 1 if −1 ≤ x ≤ 0
f (x) = e−x if x≥0
0 otherwise

Problem 2. (i) Find the Fourier transform for


α
fα (x) = exp(−α|x|), α > 0.
2
Discuss α large and α small.
(ii) Calculate
Z ∞
fα (x)dx.
−∞

Problem 3. Find the Fourier transform of the hat function



1 − |t| for −1 < t < 1
f (t) =
0 otherwise

58
Fourier Transform 59

Problem 4. Let f ∈ L2 (R) and f ∈ L1 (R. Assume that f (x) = f (−x).


Can we conclude that fˆ(k) = fˆ(−k)?

Problem 5. Consider the Hilbert space L2 (R). Find the Fourier trans-
form of
f (x) = e−a|x| , a > 0.

Problem 6. Consider the Hilbert space L2 (R). Let a > 0. Define


 1
|x| < a
fa (x) = 2a
0 |x| > a

Calculate Z
fa (x)dx
R
and the Fourier transform of fa . Discuss the result in dependence of a.

Problem 7. Consider the Hilbert space L2 (R). Let



1 if 1/2 ≤ |ω| ≤ 1
ψ̂(ω) =
0 otherwise

and
φ̂(ω) = e−α|ω| , α > 0.
(i) Calculate the inverse Fourier transform of ψ̂(ω) and φ̂(ω), i.e.
Z
1
ψ(t) = e−iωt ψ̂(ω)
2π R
Z
1
φ(t) = e−iωt φ̂(ω).
2π R

(ii) Calculate the scalar product hψ(t)|φ(t)i by utilizing the identity

2πhψ(t)|φ(t)i = hψ̂(ω)|φ̂(ω)i.

Problem 8. Consider the Hilbert space L2 (R) and the function f ∈


L2 (R) 
1 if |x| < 1
f (x) =
0 if |x| ≥ 1
Calculate f ∗ f and verify the convolution theorem

∗ f = fˆfˆ.
f[
60 Problems and Solutions

Problem 9. Let
(1 − ω 2 ) for |ω| ≤ 1

fˆ(ω) =
0 for |ω| > 1

Find f (t).

Problem 10. Let a > 0. Find the Fourier transform of the function
fa : R → R

 x/a2 + 1/a for −a ≤ x ≤ 0
fa (x) = −x/a2 + 1/a for 0≤x≤a
0 otherwise

Problem 11. Let a > 0. Find the Fourier transform of


1
fa (t) = √ e−a|t| .
a
Discuss the cases a large and a small. Is fa ∈ L2 (R).

Problem 12. Show that the Fourier transform of the rectangular window
of size N 
1 for 0≤n≤N −1
wn =
0 otherwise
is
sin(ωN/2) −iω(N −1)/2
W (eiω ) = e .
sin(ω/2)

Problem 13. Consider the Hilbert space L2 (R). Let T > 0. Consider
the function in L2 (R)

A cos(Ωt) for −T < t < T
f (t) =
0 otherwise

where A is a positive constant. Calculate the Fourier transform.

Problem 14. Let σ > 0. Show that the Fourier transform of the Gaussian
function
x2
 
1
gσ (x) = √ exp − 2
2πσ 2σ
is again a Gaussian function
2 2
ĝσ (k) = e−σ k /2
.
Fourier Transform 61

R∞
We have g (x)dx
−∞ σ
= 1. Is
Z ∞
ĝσk (k)dk = 1 ?
−∞

Problem 15. Show that the analytic function f : R → R


1
f (x) = sech(πx) ≡
cosh(πx)
is an element of L2 (R) and L1 (R). Find the Fourier transform of the func-
tion.

Problem 16. Let a > 0. Find the Fourier transform of


√ sin(ax)
2πfa (x) +
ax
where fa is the function with 1 for |x| ≤ a and 0 otherwise.

Problem 17. Consider the Hermite-Gauss functions


21/4 √
fn (x) = √ Hn ( 2πx) exp(−πx2 ), n = 0, 1, 2, . . .
n
2 n!
where Hn is the nth Hermite polynomial. They for an orthonormal basis
in the Hilbert space L2 (R). Do the Fourier transform of the functions form
an orthonormal basis in the Hilbert space L2 (R)?

Problem 18. Let ω0 > 0 be a fixed frequency and t the time. Calculate
Z ∞
1
fˆ(ω) = √ e−|ω0 t| e−iωt dt.
2π −∞

5.2 Supplementary Problems

Problem 1. The Hilbert transform h(t) of the function f (t) is the prin-
cipal value of the convolution of f (t) with the kernel function k(t) = 1/(πt)
Z ∞ Z ∞
1
h(t) = f (s)k(t − s)ds = f (s) ds.
−∞ −∞ t−s
62 Problems and Solutions

Let Z ∞
G(ω) = g(t) exp(iωt)dt
−∞

be the Fourier transform of g. Show that the Hilbert transform can be


written as
H(ω) = F (ω)K(ω) = −isgn(ω)F (ω).

Problem 2. Let f ∈ L2 (R) and let us call the Fourier transformed


function fˆ. Is fˆ ∈ L2 (R)? What is preserved under the Fourier transform?
Chapter 6

Wavelets

6.1 Solved Problems


Problem 1. Consider the Hilbert space L2 [0, 1] and the function f (x) =
x2 in this Hilbert space. Project the function f onto the subspace of L2 [0, 1]
spanned by the functions φ(x), ψ(x), ψ(2x), ψ(2x − 1), where

1 for 0≤x<1
φ(x) :=
0 otherwise

 1 for 0 ≤ x < 1/2
ψ(x) := −1 for 1/2 ≤ x < 1 .
0 otherwise

This is related to the Haar wavelet expansion of f . The function φ is called


the father wavelet and ψ is called the mother wavelet.

Problem 2. Consider the function H ∈ L2 (R)



 1 0 ≤ x ≤ 1/2
H(x) = −1 1/2 ≤ x ≤ 1
0 otherwise

Let
Hmn (x) := 2−m/2 H(2−m x − n)
where m, n ∈ Z. Draw a picture of H11 , H21 , H12 , H22 . Show that
hHmn (x), Hkl (x)i = δmk δnl , k, l ∈ Z

63
64 Problems and Solutions

where h . i denotes the scalar product in L2 (R) Expand the function

f (x) = exp(−|x|)

with respect to Hmn . The functions Hmn form an orthonormal basis in


L2 (R).

Problem 3. Consider the Hilbert space L2 [0, 1] and the Haar scaling
function (father wavelet)

1 if 0≤x<1
φ(x) =
0 otherwise
Let n be a positive integer. We define

gk (x) := nφ(nx − k), k = 0, 1, . . . , n − 1.

(i) Show that the set of functions { g0 , g1 , . . . , gn−1 } is an orthonormal set


in the Hilbert space L2 [0, 1].
(ii) Let f be a continuous function on the unit interval [0, 1]. Thus f ∈
L2 [0, 1]. Form the projection fn on the subspace Sn of the Hilbert space
L2 [0, 1] spanned by { g0 , g1 , . . . gn−1 }, i.e.
n−1
X
fn = hf, gk igk .
k=0

Show that fn (x) → f (x) pointwise in x as n → ∞.

Problem 4. The continuous wavelet transform

1 +∞
 
t−b
Z
W f (a, b) = f (t)ψ dt, (a, b ∈ R, a > 0)
a −∞ a
decomposes the function f ∈ L2 (R) hierarchically in terms of elementary
components ψ((t−b)/a). They are obtained from a single analyzing wavelet
ψ applying dilations and translations. Here ψ̄ denotes the complex conju-
gate of ψ and a is the scale and b the shift parameter. The function ψ has
to be chosen so that it is well localized both in physical and Fourier space.
The signal f (t) can be uniquely recovered by the inverse wavelet transform
Z +∞ Z +∞  
1 t − b da
f (t) = W f (a, b)ψ db
Cψ −∞ 0 a a
if ψ(t) (respectively its Fourier transform ψ̂(ω) satisfies the admissibility
condition Z +∞
|ψ̂(ω)|2
Cψ = dω < ∞.
0 ω
Wavelets 65

Consider the analytic function


2
ψ(t) = te−t /2
.

Does ψ satisfies the admissibility condition?

Problem 5. Consider the function H ∈ L2 (R)



 1 0 ≤ x < 1/2
H(x) = −1 1/2 ≤ x ≤ 1
0 otherwise

Let
Hmn (x) := 2−m/2 H(2−m x − n)
where m, n ∈ Z. Draw a picture of H11 , H21 , H12 , H22 . Show that

hHmn (x), Hkl (x)i = δmk δnl , k, l ∈ Z

where h . i denotes the scalar product in L2 (R). Expand the function

f (x) = exp(−|x|)

with respect to Hmn . The functions Hmn form an orthonormal basis in


L2 (R).

Problem 6. Consider the Hilbert space L2 (R). Let φ ∈ L2 (R) and


assume that φ satisfies
Z
φ(t)φ(t − k)dt = δ0,k
R

i.e. the integral equals 1 for k = 0 and vanishes for k = 1, 2, . . .. Show that
for any fixed integer j the functions

φjk (t) := 2j/2 φ(2j t − k), k = 0, ±1, ±2, . . .

form an orthonormal set.

Problem 7. Consider the function φ : R → R



1 for x ∈ [0, 1]
ψ(x) :=
0 otherwise

Find ψ(x) := φ(2x) − φ(2x − 1). Calculate


Z ∞
ψ(x)dx.
−∞
66 Problems and Solutions

Problem 8. Consider the Littlewood-Paley orthonormal basis of wavelets.


The mother wavelet of this set is
1
L(x) := (sin(2πx) − sin(πx)).
πx
Show that
1
Lmn (x) = m/2 L(2−m x − n), m, n ∈ Z
2
generates an orthonormal basis in the Hilbert space L2 (R). Apply the rule
of L’Hospital to find L(0).

6.2 Supplementary Problems

Problem 1. (i) Consider the Hilbert space L2 (R) and φ ∈ L2 (R). The
basic scaling function (father wavelet) satisfies a scaling relation of the form
N
X −1
φ(x) = ak φ(2x − k).
k=0

Show that the Hilbert transform of φ


Z
1 φ(x)
H(φ)(y) = dx
π R x−y
is a solution of the same scaling relation. Note that the scaling function φ
may have compact support, the Hilbert transform has support on the real
line and decays as y −1 .
(ii) Show that the Hilbert transform of the related mother wavelet ψ is also
noncompact and decays like y −p−1 where
Z
xm ψ(x)dx = 0
R

for m = 0, 1, . . . , p − 1.

Problem 2. Is 2
f (x) = e−x /2
cos(x)
a mother wavelet for the Hilbert space L2 (R).

Problem 3. The linear spline function f : R → R is defined as



1 − |x| −1 ≤ x ≤ 1
f (x) =
0 otherwise
Wavelets 67

Show that the function generates an orthonormal wavelet basis in the


Hilbert space L2 (R) using the technique of multiresolution analysis.
A wavelet basis of the Hilbert space L2 (R) is an unconditional basis of
L2 (R) generated by the dilations and translations of a wavelet function ψ
(mother wavelet)

{ ψj,k }, ψj,k (x) = 2j/2 ψ(2j x − k).

Problem 4. Show that for the Shannon wavelet the projection operators
are given by
sin(2j π(y − x))
Z
(Pj )(x) = f (y)dy.
R π(y − x)
Chapter 7

Linear Operators

7.1 Solved Problems


Problem 1. Show that an isometric operator need not be a unitary
operator.

Problem 2. Consider the Hilbert space L2 [0, 1]. Show that the linear
operator T : L2 [0, 1] → L2 [0, 1] defined by
T f (x) = xf (x)
is a bounded self-adjoint linear operator without eigenvalues.

Problem 3. Show that if two bounded self-adjoint linear operators S and


T on a Hilbert space H are positive semi-definite and commute (ST = T S),
then their product ST is positive semi-definite. We have to show that
hST f, f i ≥ 0 for all f ∈ H.

Problem 4. Let a > 0. Consider the Hilbert space L2 [−a, a]. Consider
the Hamilton operator
~2 d 2
Ĥ = + V (x)
2m dx2
where 
0 for |x| ≤ a
V (x) =
∞ otherwise

68
Linear Operators 69

Solve the Schrödinger equation, where the initial function ψ(t = 0) = φ(x)
is given by
x/a2 + 1/a for −a ≤ x ≤ 0

φ(x) =
−x/a2 + 1/a for 0 ≤ x ≤ a
Normalize φ. Calculate the probability to find the particle in the state
1  πx 
χ(x) = √ sin
a a
after time t. A basis in the Hilbert space L2 [−a, a] is given by
   
1  nπx  1 (n − 1/2)πx
√ sin , √ cos n = 1, 2, . . . .
a a a a

Problem 5. Show that in one dimensional problems the energy spectrum


of the bound state is always non-degenerate. Hint. Suppose that the oppsite
is true. Let u1 and u2 be two linearly independent eigenfunctions with the
same energy eigenvalues E, i.e.

d2 u1 2m d2 u2 2m
+ 2 (E − V )u1 = 0, + 2 (E − V )u2 = 0.
dx2 ~ dx2 ~

Problem 6. A particle is enclosed in a rectangular box with imprenetra-


ble walls, inside which it can move freely. The Hilbert space is L2 ([0, a] ×
[0, b] × [0, c]). Find the eigenfunctions and eigenvalues. What can be said
about the degeneracy, if any, of the eigenfunctions.

Problem 7. Conside the Hilbert space L2 [0, 1] and the linear operator
T : L2 [0, 1] → L2 [0, 1] defined by

(T f )(x) := xf (x).

Show that T is self-adjoint and positive definite. Find its positive square
root.

Problem 8. Consider the Hilbert space `2 (N) and the linear operator T
defined by
T : (x1 , x2 , x3 , . . .) 7→ (0, 0, x3 , x4 , . . .).
Is T bounded? Is T self-adjoint? If so is T positive?

Problem 9. In classical mechanics we have

L = r × p, T=r×F
70 Problems and Solutions

where T is the torque, F = −∇V (V potential depending only on r) and

dL
= T.
dt
In quantum mechanics with p → −i~∇, r → r and wave function ψ we
have Z
L = −i~ d3 x ψ ∗ (r × ∇)ψ
R3

and Z
T=− d3 x ψ ∗ (r × ∇V )ψ
R3

since F = −∇V . ψ and ψ ∗ obey the Schrödinger equation

∂ψ ~2 2
i~ =− ∇ ψ+Vψ
∂t 2m

∂ψ ∗ ~2 2 ∗
−i~ =− ∇ ψ + V ψ∗ .
∂t 2m
Show that
dL
= T.
dt

Problem 10. Let Ĥ be a bounded self-adjoint Hamilton operator with


normalized eigenfunctions φj (j ∈ I) which form an orthonormal basis in
the underlying Hilbert space. We can write
X
ψ(t) = cj e−iEj t/~ φj
j∈I

where Ej are the eigenvalues of Ĥ. Find P (t) = hψ(t = 0)|ψ(t)i.

Problem 11. Consider the Hamilton operator

~2 d2
Ĥ = − + D(1 − e−αx )2 + eEx cos(ωt)
2m dx2
where α > 0. So the third term is a driving force. Find the quantum
Liouville equation for this Hamilton operator.

Problem 12. Consider the Schrödinger equation


 
∂ψ 1
i~ = − ∆ + V (x) ψ
∂t 2m
Linear Operators 71

Find the coupled system of partial differential equations for


 
∇ψ
ρ := ψ ∗ ψ, v := = .
ψ

Problem 13. Let a > 0. Consider the Hilbert space L2 ([0, a]) and the
linear bounded operator A defined by

Af (x) := xf (x), f ∈ L2 ([0, a])

Find kAk.

7.2 Supplementary Problems

Problem 1. Consider the Hilbert space L2 (R). Let k ∈ Z. For k = 0 we


define s0 = 0, for k ≥ 1 we define
1 1 1
sk := 1 + + + ··· +
2 3 k
and for k < 0 we define sk = −s−k . Let  > 0. Define the indicator
functions Wk as

1 for sk < x/ ≤ sk+1
Wk (x) :=
0 otherwise

Let u ∈ L2 (R). Define the linear operator O as

(Ou)(x) := g(x)u(x)

where  
x X sk + sk+1
g(x) = − + Wk (x).
 2
k∈Z

(i) Show that O is a bounded self-adjoint operator for any  > 0.


(ii) Show that the norm of O

kOk = sup kOuk


kuk=1

is given by 1/2.
72 Problems and Solutions

Problem 2. Consider the momentum operator


d
p̂ = −i
dx
defined on C0∞ [0, ∞). Show that the operator has no self-adjoint extensions
on the Hilbert space L2 [0, ∞).

Problem 3. Consider the Hilbert space L2 (R) and the linear operator

d df
p̂ = −i on D = {f : f, ∈ L2 (R)}.
dx dx
Show that the spectrum is the whole real axis.

Problem 4. Consider the Hilbert space L2 (R). Let f ∈ L2 (R) and θ ∈ R.


We define the operator U (θ) as

U (θ)f (x) := eiθ/2 f (xeiθ ).

Is the operator U (θ) unitary?


Chapter 8

Generalized Functions

8.1 Solved Problems


Problem 1. Consider the function H : R → R

 1 0 ≤ x ≤ 1/2
H(x) := −1 1/2 ≤ x ≤ 1
0 otherwise

Find the derivative of H in the sense of generalized functions. Obviously


H can be considered as a regular functional
Z
H(x)φ(x)dx.
R

Find the Fourier transform of H. Draw a picture of the Fourier transform.

Problem 2. Let C m [a, b] be the vector space of m-times differentiable


functions and the m-th derivative is continuous over the interval [a, b] (b >
a). We define an inner product (scalar product) of such two functions f
and g as
Z b
dm f dm g

df dg
hf, gim := fg + + · · · + m m dx.
a dx dx dx dx
Given (Legendre polynomials)
1 1
f (x) = (3x2 − 1), g(x) = (5x3 − 3x)
2 2

73
74 Problems and Solutions

and the interval [−1, 1], i.e. a = −1 and b = 1. Show that f and g are
orthogonal with respect to the inner product hf, gi0 . Are they orthogonal
with respect to hf, gi1 ?

Problem 3. Let P be the parity operator, i.e.

P r := −r.

Obviously, P = P −1 . We define

OP u(r) := u(P −1 r) ≡ u(−r).

The vector r can be expressed in spherical coordinates as

r = r(sin θ cos φ, sin θ sin φ, cos θ)

where
0 ≤ φ < 2π 0 ≤ θ < π.
(i) Calculate P (r, θ, φ).
(ii) Let
1/2
(−1)l+m dl+m

2l + 1 (l − m)!
Ylm (θ, φ) = (sin θ)m (sin θ)2l eimφ
2l l! 4π (l + m)! d(cos θ)l+m

be the spherical harmonics. Find OP Ylm .

Problem 4. In the Hilbert space H = `2 (N0 ) Bose annihilation and


creation operators denoted by b and b† are defined as follows: They have a
common domain
 
 ∞
X 
D(b) = D(b† ) = ξ = (x0 , x1 , x2 , . . .)T : j|xj |2 < ∞ .
 
j=0

Then bη is given by
√ √
b(x0 , x1 , x2 , . . .)T = (x1 , 2x2 , 3x3 , . . .)T

and b† η is given by
√ √
b† (x0 , x1 , x2 , . . .) = (0, x0 , 2x1 , 3x2 , . . .).

The infinite dimensional vectors

un = (0, 0, . . . , 0, 1, 0, . . .)T
Generalized Functions 75

where the 1 is at the n position (n = 0, 1, 2, . . .) form the standard basis in


H = `2 (N0 ). Is
ξ = (1, 1/2, 1/3, . . . , 1/n, . . .)
an element of D(a)?

Problem 5. Given a function (signal) f (t) = f (t1 , t2 , . . . , tn ) ∈ L2 (Rn )


of n real variables t = (t1 , t2 , . . . , tn ). We define the symplectic tomogram
associated with the square integrable function f

 2
 
n Z n 
Y 1 X iµj iX j
t2j −

w(X, µ, ν) = dt1 dt2 · · · dtn f (t) exp  tj 
2π|νk | Rn j=1
2ν j νj
k=1

where (νj 6= 0 for j = 1, 2, . . . , n)

X = (X1 , X2 , . . . , Xn ), µ = (µ1 , µ2 , . . . , µn ), ν = (ν1 , ν2 , . . . , νn ).

(i) Prove the equality


Z Z
w(X, µ, ν)dX = |f (t)|2 dt (1)
Rn Rn

for the special case n = 1. The tomogram is the probabilty distribution


function of the random variable X. This probability distribution function
depends on 2n extra real parameters µ and ν.
(ii) The map of the function f (t) onto the tomogram w(X, µ, ν) is invert-
ible. The square integrable function f (t) can be associated to the density
matrix
ρf (t, t0 ) = f (t)f (t0 ).
This density matrix can be mapped onto the Ville-Wigner function
Z  u u  −ip·u
W (q, p) = ρf q + , q − e du.
Rn 2 2

Show that this map is invertible.


(iii) How is the tomogram w(X, µ, ν) related to the Ville-Wigner function?
(iv) Show that the Ville-Wigner function can be reconstructed from the
function w(X, µ, ν).
(v) Show that the density matrix f (t)f ∗ (t0 ) can be found from w(X, µ, ν).

Problem 6. Describe the one-dimensional scattering of a particle incident


on a Dirac delta function, i.e.

U (q) = U0 δ(q)
76 Problems and Solutions

where u0 > 0. Find the transmission and reflection coefficient.

Problem 7. (i) Give the definition of the current density, transmission


coefficient, and reflection coefficient.
(ii) Calculate the transmission and the reflection coefficients of a particle
having total energy E, at the potential barrier given by

V (x) = aδ(x), a>0

Problem 8. Show that


∞ ∞
1 X ikx X
e = δ(x − 2kπ)

k=−∞ k=−∞

in the sense of generalized functions


Hint. Expand the 2π periodic function
1 x
f (x) = −
2 2π
into a Fourier series.

Problem 9. (i) Give the definition of a generalized function.


(ii) Calculate the first and second derivative in the sense of generalized
function of 
 0 x<0
f (x) = 4x(1 − x) 0 ≤ x ≤ 1
0 x>1

(iii) Calculate the Fourier transform of f (x) = 1 in the sense of generalized


functions.

Problem 10. Consider the generalized function

f (x) = | cos(x)|.

Find the derivative in the sense of generalized functions.

Problem 11. Consider the generalized function



cos(x) for x ∈ [0, 2π)
f (x) :=
0 otherwise

Find the first and second derivative of f in the sense of generalized func-
tions.
Generalized Functions 77

Problem 12. Find the derivative of f : R → R

f (x) = |x|

in the sense of generalized functions.

Problem 13. Find the first three derivatives of the function f : R → R


defined by
f (x) = e−|x|
in the sense of generalized functions.

Problem 14. The Sobolev space of order m, denoted by H m (Ω), is defined


to be the space consisting of those functions in the Hilbert space L2 (Ω) that,
together with all their weak partial derivatives up to and including those
of order m, belong to the Hilbert space L2 (Ω), i.e.

H m (Ω) := { u : Dα u ∈ L2 (Ω) for all α such that |α| ≤ m }.

We consider real-valued functions only, and make H m (Ω) an inner product


space by introducing the Sobolev inner product h·, ·iH m defined by
Z X
hu, viH :=
m (Dα u)(Dα v)dx for u, v ∈ H m (Ω).
Ω |α|≤m

This inner product generates the Sobolev norm k · kH m defined by


Z X
kuk2H m = hu|uiH m = (Dα u)2 dx.
Ω |α|≤m

Thus H 0 (Ω) = L2 (Ω). We can write


X
hu, vi = hDα , Dα viL2 (Ω) .
|α|≤m

In other words the Sobolev inner product hu, viH m (Ω) is equal to the sum
of the L2 (Ω) inner products of Dα u and Dα v over all α such that |α| ≤ m.
(i) Consider the domain Ω = (0, 2) and the function

x2

0<x≤1
u(x) = 2
2x − 2x + 1 1 < x < 2.

Obviously u ∈ L2 (Ω). Find the Sobolev space to which u belongs.


(ii) Find the norm of u.
78 Problems and Solutions

Problem 15. Let c > 0. Consider the Schrödinger equation

~2 d 2 u
− + cδ (n) (x)u = Eu
2m dx2
where δ (n) (n = 0, 1, 2, . . .) denotes the n-th derivative of the delta function.
Derive the joining conditions on the wave function u.

Problem 16. Let a > 0. Show that



X ∞
X
exp(i2πm(x + q)/a) ≡ a δ(x + q − ka).
m=−∞ k=−∞

Problem 17. Let f : R → R be a differentiable function and x0 a root


of f , i.e. f (x0 ) = 0. Show that

f 00 (x0 )
 
1
δ 0 (f (x)) = 0 δ 0
(x − x 0 ) + δ(x − x 0 )
(f (x0 ))2 f 0 (x0 )

Problem 18. Show that the sum



1X
(2` + 1)P` (x)P` (y)
2
`=0

of Legendre polynomials P` is given by the Dirac delta function δ(y − x)


for −1 ≤ x ≤ +1 and −1 ≤ y ≤ +1.

Problem 19. Show that



1 1X
δ(x − x0 ) = + (cos(nx) cos(nx0 ) + sin(nx) sin(nx0 )).
2π π n=1
Generalized Functions 79

Miscellaneous

Problem 20. Let


∂ψ
i~
= Ĥψ
∂t
be the Schrödinger equation, where

~2 ∂2 ∂2 ∂2
Ĥ = − ∆ + U (r), ∆ := 2 + 2 +
2m ∂x1 ∂x2 ∂x23

and r = (x1 , x2 , x3 ). Let

ρ(r, t) := ψ̄(r, t)ψ(r, t)

Find j such that


∂ρ
divj + = 0.
∂t

Problem 21. A particle is enclosed in a rectangular box with impene-


trable walls, inside which in can move freely. The Hilbert space is

L2 ([0, a] × [0, b] × [0, c])

where a, b, c > 0. Find the eigenfunctions and eigenvalues. What can be


said about the degeneracy, if any, of the eigenfunctions?

Problem 22. Show that in one-dimensional problems the energy spec-


trum of the bound states is always non-degenerate.
Hint. Suppose that the opposite is true.

Let u1 and u2 be two linearly independent eigenfunctions with the same


energy eigenvalues E.

d2 u1 2m
+ 2 (E − V )u1 = 0
dx2 ~
d2 u2 2m
+ 2 (E − V )u2 = 0
dx2 ~

Problem 23. Let a > 0 and let fa : R → R be given by

x/a2 + 1/a for −a ≤ x ≤ 0



fa (x) =
−x/a2 + 1/a for 0 ≤ x ≤ a

The function fa generates regular functional. Find the derivative of fa in


the sense of generalized functions.
80 Problems and Solutions

Problem 24. Consider a one-dimensional lattice (chain) with lattice


constant a. Let k be the sum over the first Brioullin zone we have
Z π/a
1 X a
F ((k)) → F ((k))dk = G
N 2π −π/a
k∈1.BZ

where
(k) = 0 − 21 cos(ka).
Using the identity
Z ∞
δ(E − (k))F (E)dE ≡ F ((k))
−∞

we can write
!
Z ∞ Z π/a
a
G= F (E) δ(E − (k))dk dE.
2π −∞ −π/a

Calculate Z π/a
g(E) = δ(E − (k))dk
−π/a

where g(E) is called the density of states.

Problem 25. Let  > 0. Consider the Schrödinger eigenvalue equation


d2
 
− 2 + 2δ(x) u(x, ) = E()u(x, )
dx
with the boundary conditions u(±1, ) = 0. Here  is the coupling con-
stant and determines the penetrability of the potential barrier. Find the
eigenfunctions and the eigenvalues.

Problem 26. Show that in the sense of generalized functions


1 1
δ(x) = lim e−|x|/
2 →0 
1 sin2 (x)
δ(x) =lim 
π →∞ (x)2
 
1 1 |x| −|x|/
δ(x) = lim 1+ e .
4 →0  

Problem 27. Give two interpretations of the series of derivatives of δ


functions

X
f (k) = 2π cn (−1)n δ (n) (k). (1)
n=0
Generalized Functions 81

Problem 28. Let a > 0. Show that


1
δ(x2 − a2 ) = (δ(x − a) + δ(x + a)).
2a

Problem 29. (i) Show that the Fourier transform in the sense of gener-
alized function of the Dirac comb
X
δ(x − n)
n∈Z

is again a Dirac comb.


(ii) Find the Fourier transform in the sense of generalized functions of

1 + 2πδ(x).

Problem 30. (i) Consider the nonlinear differential equation


du du d2 u d3 u
3u =2 + u .
dx dx dx2 dx3
Show that u(x) = e−|x| is a solution in the sense of generalized function.
(ii) Consider the nonlinear partial differential equation
∂u ∂3u ∂u ∂u ∂ 2 u ∂3u
− 2
+ 3u =2 2
+ u 3.
∂t ∂x ∂t ∂x ∂x ∂x ∂x
Show that u(x, t) = c exp(−|x − ct|) (peakon) is a solution in the sense of
generalized functions.

Problem 31. Let f be a differentiable function with a simple zero at x =


a such that f (x = a) = 0 and df (x = a)/dx 6= 0. Let g be a differentiable
function with a simple zero at x = b 6= a such that g(x = b) = 0 and
dg(x = b)/dx 6= 0. Show that
1 1
δ(f (x)g(x)) = δ(x − a) + δ(x − b)
|f 0 (a)g(a)| |f (b)g 0 (b)|
where 0 denotes differentiation.

Problem 32. Consider the non-relativistic hydrogen atom, where a0 is


the Bohr radius and a = a0 /Z. The Schrödinger-Coulomb Green function
G(r1 , r2 ; E) corresponding to the energy variable E is the solution of the
partial differential equation
~2 2 ~2
 
− ∇1 − − E G(r1 , r2 ; E) = δ(r1 − r2 )
2m amr1
82 Problems and Solutions

with the appropiate boundary conditions. Show that expanding G in terms


of spherical harmonics Y`m
∞ X
X `

G(r1 , r2 ; E) = g` (r1 , r2 ; E)Y`m (θ1 , φ1 )Y`m (θ2 , φ2 )
`=0 m=−`

we find for the radial part g` of the Schrödinger-Coulomb Green function


   
1 d 2 d `(` + 1) 2 1 2m δ(r1 − r2 )
2 r1 − 2 + − 2 2
g` (r1 , r2 ; ν) = − 2
r1 dr1 dr1 r1 ar1 ν a ~ r1 r2
where ν 2 a2 := −~2 /(2mE).
Hint. Utilize the identity
∞ `
δ(r1 − r2 ) X X ∗
δ(r1 − r2 ) = Y`m (θ1 , φ1 )Y`m (θ2 , φ2 )
r1 r2
`=0 m=−`

Problem 33. Show that


Z ∞
 x 1
δ t− = e−iωt(t−x/c) dω.
c 2π −∞

Problem 34. Let  > 0. Show that


(x − a)2
 
1
f (x − a) = √ exp −
π 
tends to δ(x − a) in the sense of generalized function if  → 0+ .

Problem 35. Let J0 be the Bessel functions. Show that


Z ∞
1 p
δ(x)δ(x) = kJ0 (k (x2 + y 2 ))dk
2π 0
in the sense of generalized functions.

Problem 36. Let α ∈ [0, 1). Show that


Z ∞  
α−1 1 π
x P 2
= cot(πα/2).
0 1 − x 2

Problem 37. Show that


 3/2  
2π αβ
δ(x − x0 ) = lim exp − (x − x0 )2 .
α→β β−α 2(β − α)
Generalized Functions 83

Problem 38. Let p ∈ [0, 1] and


1 −|x|
ρ(x) = pe + (1 − p)δ(x).
2
Then ρ(x) ≥ 0. Show that in the sense of generalized function
Z
ρ(x)dx = 1.
R

Problem 39. The two-dimensional Dirac comb function is defined by


XX
C(x1 , x1 ) := δ(x1 − m)δ(x2 − n).
m∈Z n∈Z

Find the Fourier transform of C in the sense of generalized functions.

Problem 40. Let T > 0. Consider the sequence of functions


 n
1 n nt
fn (t) = exp(−nt/T )
n! T T
where n = 1, 2, . . .. Find fn (t) for n → ∞ in the sense of generalized
functions. Find the Laplace transform of fn (t).

Problem 41. What charge distribution ρ(r) does the spherical symmetric
potential
e−µr
V (r) =
r
give? For r 6= 0 Poisson’s equation in spherical coordinates is given by
1 d2
∆V (r) = (rV (r)) + R(θ, φ)V (r) = −4πρ(r)
r dr2
where R(θ, φ) is the differential operator depending on the angles θ, φ.

Problem 42. Let a1 , a2 , . . . , an 6= 0. Show that


Z 1 Z 1 Pn
1 δ(1 − j=1 j
= (n − 1)! d1 · · · dn Pn .
a1 a2 · · · an 0 0 ( j=1 j aj )n

Problem 43. Prove the identity in the sense of generalized function


∂ ∂ df (y)
f (y) δ(x − y) ≡ −f (x) δ(x − y) + δ(x − y).
∂y ∂x dy
84 Problems and Solutions

Problem 44. Let φ ∈ S(R). Show that in the sense of generalized


functions
sin(ζx)
lim φ(x)dx = πφ(0).
ζ→∞ x

Problem 45. Show that


(x − x0 )2
 
1
u(x, t) = √ exp −
4πDt 4Dt

satisfies the one-dimensional diffusion equation

∂u ∂2u
=D 2
∂t ∂x
with the initial condition

u(x, 0) = δ(x − x0 ).

Problem 46. Let A, B be n × n matrices. Show that


Z ∞ Z ∞Z ∞
eA+B = dα1 eα1 A δ(1 − α1 ) + dα1 dα2 eα1 A Beα2 A δ(1 − α1 − α2 )
0 0 0
Z ∞Z ∞Z ∞
+ eα1 A Beα2 A Beα3 A δ(1 − α1 − α2 − α3 ) + · · ·
0 0 0

Problem 47. Consider the Hilbert space L2 ([−1, 1]). The Legendre poly-
nomials are given by
1 dn 2
P0 = 1, Pn (x) = (x − 1)n
2n n! dxn
where n = 1, 2, . . .. They satisfy
Z +1
2
Pm (x)Pn (x)dx = δm,n , n, m = 0, 1, 2, . . .
−1 2n + 1

Let

X
δ(x) = dj 0 Pj 0 (x).
j 0 =0

Find the expansion cofficients dj 0 .


Generalized Functions 85

8.2 Supplementary Problems

Problem 1. Show that the 2-dimensional complex δ-function can be


written as (α ∈ C)
Z Z
1 ∗ ∗ 1
(2)
δ (z) = 2 2
d α exp(α z − z α) = 2 d2 α exp(i(α∗ z + z ∗ α)).
π C π C

Problem 2. Show that



!
0 1 X
0
δ(x − x ) = 1+2 cos(kx) cos(kx ) .
π
k=1

Problem 3. Consider the Hilbert space L2 ([0, ∞)). The Laguerre poly-
nomials are defined as
dn −x n
Ln (x) = ex (e x ), n = 0, 1, 2, . . .
dxn
For the Hilbert space L2 ([0, ∞)) we have the basis
B = { e−x/2 Ln (x) : n = 0, 1, 2, . . . }.
Let a ∈ R. Show that

X
δ(x − a) = e−(x+a)/2 Lk (x)Lk (a).
k=0

Problem 4. Show that


∞ X
X `

δ(cos(θ1 ) − cos(θ2 ))δ(φ1 − φ2 ) = Y`,m (θ1 , φ1 )Y`,m (θ2 , φ2 ).
`=0 m=−`

Problem 5. Let Hk (k = 0, 1, 2, . . .) be the Hermite polynomials. Show


that 2 2 ∞
e−(x +a )/2 X
Hk (x)Hk (a)
δ(x − a) = √
π 2k k!
k=0

Problem 6. Show that


 
∂ 1
= πδ(z)
∂ z̄ z
86 Problems and Solutions

where  
∂ 1 ∂ ∂
≡ +i .
∂ z̄ 2 ∂x ∂y

Problem 7. Let a ∈ R. Show that


Z +∞
δ(x − a) = Ai(s − x)Ai(s − a)ds
−∞

where Ai is the Airy function.

Problem 8. Let x ∈ R and α > 0. Show that


∞ ∞
X 1 X
δ(x − nα) ≡ exp(2πinx/α).
n=−∞
α n=−∞

Problem 9. Find the first and second derivative of the function


x exp(−cx2 ) for x ≥ 0

f (x) :=
0 for x < 0

in the sense of generalized function. Note that the function is continuous.

Problem 10. Show that


Z ∞
cos(ωt)dt = πδ(ω).
0

0 0 0
Problem 11. Let r2 = x21 + x22 and r 2 = x12 + x22 .
(i) Show that
1
δ(x1 , x2 ) = δ(r)
2πr
(ii) Show that
1
δ(x1 − x01 , x2 − x02 ) = δ(r − r0 )δ(θ − θ0 ), r0 > 0
r
where we applied polar coordinates.

Problem 12. Let r2 = x21 + x22 + x23 . Show that


1
δ(x1 − x01 , x2 − x02 , x3 − x03 ) = δ(r − r0 )δ(θ − θ0 )δ(φ − φ0 )
r sin(θ)
Generalized Functions 87

where we applied spherical coordinates.

Problem 13. Consider the linear partial differential equation


∂u ∂u
+c = 0.
∂t ∂x
Show that u(x, t) = f (x − ct) is a solution for any one-dimensional gener-
alized function.

Problem 14. Let p > 0. Show that


1 X i(m+1/2)φ 1
e cos(p|m + 1/2|x) = (δ(x − φ/p) + δ(x + φ/p)) .
2π 2p
m∈Z

Problem 15. Let a > 0. Consider



 0 for x < −a
fa (x) = exp(− exp(x/(x2 − a2 ))) for −a ≤ x ≤ +a
1 for a<x

Is the function analytic? Is the function an element of C ∞ (R)? Find

d
δa (x) = fa (x).
dx
Then consider a → 0.

Problem 16. The Morlet wavelet consists of a plane wave modulated by


a Gaussian, i.e.
1 2
ψ(η) = 1/4 eiωη e−η /2
π
where ω is the dimensionless frequency. Show that if ω = 6 the admissibility
condition is satisfied.

Problem 17. Let


f0 (x) = exp(−x2 /2).
We define the mother wavelets fn as
d
fn (x) = − fn−1 (x), n = 1, 2, . . .
dx
Show that the family of fn ’s obey the Hermite recursion relation

fn (x) = xfn−1 (x) − (n − 1)fn−2 (x), n = 2, 3, . . . .


88 Problems and Solutions

Problem 18. Show that


Z ∞ Z ∞

H(x − a) = du exp(iu(τ − x)).
−∞ −∞ 2π

Problem 19. Show that (distributional identity on L1 (R))


Z
1 1
dx = δ(t − s)
π 2 R (t − x)(s − x)

where the integral is evaluated in the principal value sense.

Problem 20. Let c > 0. Show that an integral representation of the


delta function is given by
Z c+i∞
1
δ(x) = etx dt
2πi c−i∞

where the path of the t-integration can be closed to the right or left.

Problem 21. Show that in the sense of generalized functions


Z +∞ Z ∞
1
δ(x) = exp(ikx)dx, θ(x) = δ(λ − x)dλ.
2π −∞ 0
Generalized Functions 89
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Index

Admissibility condition, 64 Hilbert transform, 66


Airy function, 51
Analysing wavelet, 64 Inverse wavelet transform, 64
Anosov map, 45
Antilinear operator, 8 Kernel, 3
Kernel function, 61
Bell basis, 11, 14
Bernstein polynomials, 35, 38 Laguerre polynomials, 43, 85
Bessel function, 44 laguerre polynomials, 34
Bessel inequality, 9 Legendre polynomials, 25, 31, 55, 84
Legrendre polynomials, 32
Cauchy sequence, 7 Lie group, 48
Chebyshev polynomial, 51
Chebyshev polynomials, 32 Momentum operator, 72
Comb, 8 Morlet wavelet, 87
Continuous wavelet transform, 64 Mutually unbiased basis, 19
Convolution theorem, 59
Null space, 3
Dilations, 64
Dirac comb, 81 Paley-Wiener space, 39
Dispersion relation, 51 Parseval’s relation, 44
Peakon, 81
Fock space, 47, 48 Poisson equation, 83
Frame, 3 Position operator, 42
Fredholm alternative, 3 projection theorem, 4

Gaussian function, 60 Range, 3


Gaussian measure, 47 Reproducing kernel, 48
Gram-Schmidt orthogonalization pro- Reproducing kernel Hilbert space, 39
cess, 11 Resolvent, 56
Gram-Schmidt technique, 16
Schauder basis, 37
Haar scaling function, 64 Schwarz inequality, 2
Hardy space, 6 Schwarz-Cauchy inequality, 2
Harper operator, 55 Shannon wavelet, 67
Hat function, 58 Shifted Legendre polynomials, 28

93
94 Index

Sinc function, 39
Sobolev space, 77
Spectral theorem, 12
Spherical harmonics, 74
Symplectic tomogram, 75

Translations, 64
Triangle function, 37
Triangle inequality, 2

Volterra integral equation, 29