Chapter 4

Linear Di erential Operators

In this chapter we will begin to take a more sophisticated approach to dif-

ferential equations. We will de ne, with some care, the notion of a linear
di erential operator, and explore the analogy between such operators
and matrices. In particular, we will investigate what is required for a
linear dif-ferential operator to have a complete set of eigenfunctions.

4.1 Formal vs. concrete operators

We will call the object
n n 1
L = p0(x) d d ++ pn(x);
n + p1(x) n 1 (4.1)
dx dx
which we also write as
n
p0(x)@x + p1(x)@x
n 1
++ pn(x); (4.2)

a formal linear di erential operator . The word \formal" refers to the fact
that we are not yet worrying about what sort of functions the operator is
applied to.

4.1.1 The algebra of formal operators

Even though they are not acting on anything in particular, we can still
form products of operators. For example if v and w are smooth functions
of x we can de ne the operators @x + v(x) and @x + w(x) and nd
2 0
(@x + v)(@x + w) = @x + w + (w + v)@x + vw; (4.3)

111
112 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

or
(@x + w)(@x + v) = @x2 + v0 + (w + v)@x + vw; (4.4)
We see from this example that the operator algebra is not usually
commuta-tive.
The algebra of formal operators has some deep applications.
Consider, for example, the operators

L = @x + q(x)
2 (4.5)
and
3 (4.6)
P = @x + a(x)@x + @xa(x):
In the last expression, the combination @ xa(x) means \ rst multiply by
a(x), and then di erentiate the result," so we could also write

@xa = a@x + a :
0 (4.7)

We can now form the commutator [P; L] P L LP . After a little e ort, we nd

0 0 2 00
[P; L] = (3q + 4a )@x + (3q + 4a )@x + q
00 000 0 000
+ 2aq + a : (4.8)

If we choose a = 34 q, the commutator becomes a pure multiplication oper-

ator, with no di erential part:
[P; L] = 1 3 qq0: (4.9)
q000
4 2
The equation dL
= [P; L]; (4.10)
dt
or, equivalently, 1 3
0
q= q000 qq ; (4.11)
4 2
has a formal solution
tP tP (4.12)
L(t) = e L(0)e ;
showing that the time evolution of L is given by a similarity transformation,
which (again formally) does not change its eigenvalues. The partial di eren-
tial equation (4.11) is the famous Korteweg de Vries (KdV) equation, which
has \soliton" solutions whose existence is intimately connected with the fact
that it can be written as (4.10). The operators P and L are called a Lax pair ,
after Peter Lax who uncovered much of the structure.
4.1. FORMAL VS. CONCRETE OPERATORS 113

4.1.2 Concrete operators

We want to explore the analogies between linear di erential operators and
matrices acting on a nite-dimensional vector space. Because the theory of
matrix operators makes much use of inner products and orthogonality, the
analogy is closest if we work with a function space equipped with these
2
same notions. We therefore let our di erential operators act on L [a; b], the
Hilbert space of square-integrable functions on [a; b]. Now a di erential
operator cannot act on every function in the Hilbert space because not all of
them are di erentiable. Even though we will relax our notion of di erentiability
and permit weak derivatives, we must at least demand that the domain D,
the subset of functions on which we allow the operator to act, contain only
functions that are su ciently di erentiable that the function resulting from
2
applying the operator remains an element of L [a; b]. We will usually restrict
the set of functions even further, by imposing boundary conditions at the
endpoints of the interval. A linear di erential operator is now de ned as a
formal linear di erential operator, together with a speci cation of its domain
D.
The boundary conditions that we will impose will always be linear and
homogeneous. This is so that the domain of de nition is a vector space.
In other words, if y1 and y2 obey the boundary conditions then so should
y1 + y2. Thus, for a second-order operator

L = p0 @x + p1@x + p2
2 (4.13)
on the interval [a; b], we might impose
0 0
B1[y] = 11y(a) + 12y (a) + 11y(b) + 12y (b) = 0;

B2[y] = 21y(a) + 22y

0
(a) + 21y(b) + 22y
0
(b) = 0; (4.14)

but we will not, in de ning the di erential operator , impose

inhomogeneous conditions, such as

B1[y] = 11y(a) + 12y0(a) + 11y(b) +

= A; 12y0(b)

B2[y] = 21y(a) + 22y0(a) + 21y(b) + 22y0(b) = B; (4.15)

with non-zero A; B | even though we will solve di erential equations with

such boundary conditions.
114 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

Also, for an n-th order operator, we will not constrain derivatives of order
1
higher than n 1. This is reasonable : If we seek solutions of Ly = f with L a
00
second-order operator, for example, then the values of y at the endpoints
0
are already determined in terms of y and y by the di erential equation. We
cannot choose to impose some other value. By di erentiating the equation
enough times, we can similarly determine all higher endpoint derivatives in
0
terms of y and y . These two derivatives, therefore, are all we can x by at.
The boundary and di erentiability conditions that we impose make D a
subset of the entire Hilbert space. This subset will always be dense: any
2
element of the Hilbert space can be obtained as an L limit of functions in
2
D. In particular, there will never be a function in L [a; b] that is orthogonal
to all functions in D.

4.2 The adjoint operator

One of the important properties of matrices, established in the appendix,
is that a matrix that is self-adjoint, or Hermitian, may be diagonalized . In
other words, the matrix has su ciently many eigenvectors for them to
form a basis for the space on which it acts. A similar property holds for
self-adjoint di erential operators, but we must be careful in our de nition
of self-adjointness.
Before reading this section, We suggest you review the material on
adjoint operators on nite-dimensional spaces that appears in the appendix.

4.2.1 The formal adjoint

Given a formal di erential operator
n
L = p0(x) d + p1(x) d
n 1
++ pn(x); (4.16)
n n 1
dx dx
and a weight function w(x), real and positive on the interval (a; b), we
y
can nd another such operator L , such that, for any su ciently di
erentiable u(x) and v(x), we have

w u Lv v(L u) =
y d
(4.17)
dx Q[u; v];
1
There is a deeper reason which we will explain in section 9.7.2.
4.2. THE ADJOINT OPERATOR 115

for some function Q, which depends bilinearly on u and v and their rst n
y
1 derivatives. We call L the formal adjoint of L with respect to the weight
w. The equation (4.17) is called Lagrange’s identity. The reason for the
name \adjoint" is that if we de ne an inner product
Zb
hu; viw = wu v dx; (4.18)
a

and if the functions u and v have boundary conditions that make Q[u;
b
v]j a = 0, then
y
hu; Lviw = hL u; viw; (4.19)

which is the de ning property of the adjoint operator on a vector space.

The word \formal" means, as before, that we are not yet specifying the
domain of the operator.
The method for nding the formal adjoint is straightforward: integrate
by parts enough times to get all the derivatives o v and on to u.
Example: If
L= i d (4.20)
dx
y
then let us nd the adjoint L with respect to the weight w 1. We start
from
d
u (Lv) = u i v ;
dx
and use the integration-by-parts technique once to get the derivative o v
and onto u :
ui dx v = i dx u v i dx (u v)
d d d
= i dx u v i dx (u v)
d d
y d Q[u; v]: (4.21)
v(L u) +

dx
We have ended up with the Lagrange identity
d d d
v vi u = ( iu v); (4.22)
ui dx dx dx
116 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS
and found that d

y ; Q[u; v] = iu v:
L = i (4.23)
dx
The operator id=dx (which you should recognize as the \momentum" op-
y
erator from quantum mechanics) obeys L = L , and is therefore, formally
self-adjoint , or Hermitian.
Example: Let
2
L = p0 d + p1 d + p2; (4.24)
2 dx
dx
y
with the pi all real. Again let us nd the adjoint L with respect to the inner
product with w 1. Now, proceeding as above, but integrating by parts
twice, we nd

u [p0v
00 0
+ p1v + p2v] v [(p0u)
00
(p1u) + p2u]
0 (4.25)
d
0 0 0
= dx p 0(u v vu ) + (p 1 p 0 )u v :

From this we read o that

2
y
L = d d
p
2 0 p1 + p2
dx dx
= p0 d2 + (2p00 p1) d + (p000 p10 + p2): (4.26)
dx
2 dx
What conditions do we need to impose on p 0;1;2 for this L to be
y
formally self-adjoint with respect to the inner product with w 1? For L = L
we need
p0 = p0
0 = p1 ) p00 = p1
2p0 p1
00 0 = p2 ) p000 = p10: (4.27)
p0 p 1 + p2
0
We therefore require that p1 = p0 , and so
L = d p0 d + p2; (4.28)
dx dx
which we recognize as a Sturm-Liouville operator.
Example: Reduction to Sturm-Liouville form. Another way to make the
operator
2
L = p0 d + p1 d + p2; (4.29)
dx
2 dx
4.2. THE ADJOINT OPERATOR 117

self-adjoint is by a suitable choice of weight function w. Suppose that p 0 is

positive on the interval (a; b), and that p0, p1, p2 are all real. Then we may
de ne 1 Z x p1
exp a
w= p p (4.30)
0 0 dx0
and observe that it is positive on (a; b), and that
Ly = 1 (wp0y0)0 + p2y: (4.31)

w
Now
hu; Lviw hLu; viw = [wp0(u v
0 0 b
u v)]a ; (4.32)
where
Z b
(4.33)
hu; viw = a wu v dx:

Thus, provided p0 does not vanish, there is always some inner product
with respect to which a real second-order di erential operator is formally
self-adjoint.
Note that with
Ly = 1 (wp0y0)0 + p2y; (4.34)
w
the eigenvalue equation
Ly = y (4.35)
can be written
00
(wp0y ) + p2wy = wy: (4.36)

When you come across a di erential equation where, in the term

containing the eigenvalue , the eigenfunction is being multiplied by some
other function, you should immediately suspect that the operator will turn
out to be self-adjoint with respect to the inner product having this other
function as its weight.
Illustration (Bargmann-Fock space): This is a more exotic example of a
formal adjoint. You may have met with it in quantum mechanics.
Consider the space of polynomials P (z) in the complex variable z = x +
iy. De ne an inner product by
1Z 2 z z
hP; Qi = d ze [P (z)] Q(z);
118 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

2
where d z dx dy and the integration is over the entire x; y plane. With this
inner product, we have
n m
hz ; z i = n! nm:
If we de ne d
a^ = ;
dz
then Z
1 z
[P (z)] d
2
dz Q(z)
z
hP; a^ Qi = d ze
1Z d [P (z)] Q(z)
z

dz e
= 2 z

d z
1Z z
z [P (z)] Q(z)
= 2 z

d ze
1Z z
[zP (z)] Q(z)
= 2 z

d ze
= ha^ y ^
P; Qi
y
where a^ = z, i.e. the operation of multiplication by z. In this case, the
2
adjoint is not even a di erential operator.
^
Exercise 4.1: Consider the di erential operator L = id=dx. Find the formal
R
adjoint of L with respect to the inner product hu; vi = wu v dx, and nd the
corresponding surface term Q[u; v].

2 In deriving this result we have used the Wirtinger calculus where z and z are treated
as independent variables so that
d
e z z =z e z z ;
dz
and observed that, because [P (z)] is a function of z only,

d
dz [P (z)] = 0:
If you are uneasy at regarding z, z , as independent, you should con rm these formulae
by expressing z and z in terms of x and y, and using @x
dz 2 @x i @y ; dz 2
+ i @y :
d 1 @ @ d 1 @ @
4.2. THE ADJOINT OPERATOR 119

Exercise 4.2:Sturm-Liouville forms. By constructing appropriate weight func-

tions w(x) convert the following common operators into Sturm-Liouville form:

a) ^ 2 2 =dx 2
L=(1 x) d + [( ) ( + + 2)x] d=dx:
^ 2 2 2
b) L=(1 x) d =dx 3x d=dx:
c) ^ 2 =dx 2 2x(1 2 1 2 2 1
x ) d=dx m (1 x ) :
L=d

4.2.2 A simple eigenvalue problem

A nite Hermitian matrix has a complete set of orthonormal eigenvectors.
Does the same property hold for a Hermitian di erential operator?
Consider the di erential operator
2 2
T = @x ; D(T ) = fy; T y 2 L [0; 1] : y(0) = y(1) = 0g: (4.37)
With the inner product
Z 01
y1 y2 dx (4.38)
hy1; y2i =

we have 0 0
1
= 0: (4.39) y2
hy1; T y2i hT y1; y2i = [y1 y1 y2 ]0
The integrated-out part is zero because both y 1 and y2 satisfy the
boundary conditions. We see that

hy1; T y2i = hT y1; y2i (4.40)

and so T is Hermitian or symmetric.

The eigenfunctions and eigenvalues of T are
y x) = sin n x

n(
n = 1; 2; : : : : (4.41)
n = n2 2

We see that:
i) the eigenvalues are real ;
ii) the eigenfunctions for di erent n are orthogonal ,
Z1
2 sin n x sin m x dx = nm; n = 1; 2; : : : (4.42)
0
 120 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS
p
iii) the normalized eigenfunctions ’n(x) =
2 sin n x are complete: any
2 2
function in L [0; 1] has an (L ) convergent expansion as
1
X

p 2 sin n x (4.43)
y(x) =an
n=1
where Z 1
p
y(x)
an = 0 2 sin n x dx: (4.44)

This all looks very good | exactly the properties we expect for nite Her-
mitian matrices. Can we carry over all the results of nite matrix theory to
these Hermitian operators? The answer sadly is no! Here is a
counterexam-ple:
Let
2
T = i@x ; D(T ) = fy; T y 2 L [0; 1] : y(0) = y(1) = 0g: (4.45)

Again
Z1
0
hy1; T y2i hT y1; y2i = dx fy1 ( i@x y2) ( i@xy1) y2g
= i[y1 y2]0 = 0:
1 (4.46)

Once more, the integrated out part vanishes due to the boundary conditions
satis ed by y1 and y2, so T is nicely Hermitian. Unfortunately, T with these
boundary conditions has no eigenfunctions at all | never mind a complete
i x
set! Any function satisfying T y = y will be proportional to e , but an ex-
ponential function is never zero, and cannot satisfy the boundary conditions.
It seems clear that the boundary conditions are the problem. We need a
better de nition of \adjoint" than the formal one | one that pays more
attention to boundary conditions. We will then be forced to distinguish
between mere Hermiticity, or symmetry , and true self-adjointness.
Exercise 4.3: Another disconcerting example. Let p = i@ . Show that the
x
following operator on the in nite real line is formally self-adjoint:
3 3 (4.47)
H = x p + px :

Now let
3=2 ; (4.48)
(x) = jxj exp
2
4x
4.2. THE ADJOINT OPERATOR 121
where is real and positive. Show that

H= i; (4.49)

so is an eigenfunction with a purely imaginary eigenvalue. Examine the

proof that Hermitian operators have real eigenvalues, and identify at which
y
point it fails. (Hint: H is formally self adjoint because it is of the form T + T .
2 an element
Nowis square-integrable, and so an element of L (R). Is T
2
of L (R)?)

4.2.3 Adjoint boundary conditions

The usual de nition of the adjoint operator in linear algebra is as follows:
Given the operator T : V ! V and an inner product h ; i, we look at hu; T
vi, and ask if there is a w such that hw; vi = hu; T vi for all v. If there is,
y y
then u is in the domain of T , and we set T u = w.
For nite-dimensional vector spaces V there always is such a w, and so the
y
domain of T is the entire space. In an in nite dimensional Hilbert space,
however, not all hu; T vi can be written as hw; vi with w a nite-length element
2

of L . In particular -functions are not allowed | but these are exactly what
we would need if we were to express the boundary values appearing in
the integrated out part, Q(u; v), as an inner-product integral. We must
therefore ensure that u is such that Q(u; v) vanishes, but then accept any
y
u with this property into the domain of T . What this means in practice is
that we look at the integrated out term Q(u; v) and see what is required
of u to make Q(u; v) zero for any v satisfying the boundary conditions
appearing in D(T ). These conditions on u are the adjoint boundary
y
conditions, and de ne the domain of T .
Example: Consider
2
T = i@x; D(T ) = fy; T y 2 L [0; 1] : y(1) = 0g: (4.50)

Now,
Z 0 1 dx u ( i@xv) = i[u (1)v(1) Z 01
dx( i@x u) v
u (0)v(0)] +

= i[u (1)v(1) u (0)v(0)] + hw; vi; (4.51)

where w = i@xu. Since v(x) is in the domain of T , we have v(1) = 0, and

so the rst term in the integrated out bit vanishes whatever value we take
122 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

for u(1). On the other hand, v(0) could be anything, so to be sure that the
second term vanishes we must demand that u(0) = 0. This, then, is the
y
adjoint boundary condition. It de nes the domain of T :
i@x; D(T ) = fy; T y 2 L [0; 1] : y(0) = 0g: (4.52)
y y 2
T =
For our problematic operator
D(T ) = fy; T y 2 L [0; 1] : y(0) = y(1) = 0g; (4.53)
2
T = i@x ;

we have
1
1 Z 1

Z i[u v]0 + 0
dx u ( i@xv) = dx( i@xu) v
0
= 0 + hw; vi; (4.54)

where again w = i@xu. This time no boundary conditions need be

imposed on u to make the integrated out part vanish. Thus
y y
T = i@x; D(T ) = fy; T y 2 L [0; 1]g:
2 (4.55)

Although any of these operators \T = i@x" is formally self-adjoint we

have,
D(T ) 6= D(T y); (4.56)
so T and T y are not the same operator and none of them is truly self-adjoint.

4 4
Exercise 4.4: Consider the di erential operator M = d =dxR , Find the
formal adjoint of M with respect to the inner product hu; vi = u v dx, and nd
the corresponding surface term Q[u; v]. Find the adjoint boundary
y
conditions de ning the domain of M for the case
(4) 2 000 000
D(M ) = fy; y 2 L [0; 1] : y(0) = y (0) = y(1) = y (1) = 0g:

4.2.4 Self-adjoint boundary conditions

A formally self-adjoint operator T is truly self adjoint only if the domains
y
of T and T coincide. From now on, the unquali ed phrase \self-adjoint"
will always mean \truly self-adjoint."
Self-adjointness is usually desirable in physics problems. It is therefore
useful to investigate what boundary conditions lead to self-adjoint operators.
4.2. THE ADJOINT OPERATOR 123

For example, what are the most general boundary conditions we can impose on
T = i@x if we require the resultant operator to be self-adjoint? Now,
Z Z
1 1

dx u ( i@xv) dx( i@x u) v = i u (1)v(1) u (0)v(0) :

0 0 (4.57)

Demanding that the right-hand side be zero gives us, after division by u (0)v(1),

u (1) =v(0) : (4.58)

u (0) v(1)

We require this to be true for any u and v obeying the same boundary
conditions. Since u and v are unrelated, both sides must equal a
1
constant , and furthermore this constant must obey = in order that
u(1)=u(0) be equal to v(1)=v(0). Thus, the boundary condition is

u(1) =v(1) = ei (4.59)

u(0) v(0)
for some real angle . The domain is therefore
2 i
D(T ) = fy; T y 2 L [0; 1] : y(1) = e y(0)g: (4.60)

These are twisted periodic boundary conditions.

With these generalized periodic boundary conditions, everything we
ex-pect of a self-adjoint operator actually works:
i(2 n+ )x
i) The functions un = e , with n = : : : ; 2; 1; 0; 1; 2 : : : are eigen-
functions of T with eigenvalues kn 2 n + .

ii) The eigenvalues are real.

iii) The eigenfunctions form a complete orthonormal set.
Because self-adjoint operators possess a complete set of mutually
orthogo-nal eigenfunctions, they are compatible with the interpretational
postulates of quantum mechanics, where the square of the inner product
of a state vector with an eigenstate gives the probability of measuring the
associated eigenvalue. In quantum mechanics, self-adjoint operators are
therefore called observables.
Example: The Sturm-Liouville equation. With
L = d p(x) d + q(x); x 2 [a; b]; (4.61)
dx dx
124 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS
we have 0

v : u (4.62)
b
0

hu; Lvi hLu; vi = [p(u v)]a

Let us seek to impose boundary conditions separately at the two ends.
Thus, at x = a we want
v u v)ja = 0; (4.63)
0 0

(u
or
0 0
u (a) =v (a) ; (4.64)
u (a) v(a)
and similarly at b. If we want the boundary conditions imposed on v
(which de ne the domain of L) to coincide with those for u (which de ne
the domain of Ly) then we must have
0 0
v (a) =u (a) = tan a (4.65)
v(a) u(a)

for some real angle a, and similar boundary conditions with a b at b. We

can also write these boundary conditions as

ay(a)
0
+ ay (a) = 0;

by(b) + by
0
(b) = 0: (4.66)

De ciency indices and self-adjoint extensions

There is a general theory of self-adjoint boundary conditions, due to Her-

mann Weyl and John von Neumann. We will not describe this theory in any
detail, but simply give their recipe for counting the number of parameters in
the most general self-adjoint boundary condition: To nd this number we de
ne an initial domain D0(L) for the operator L by imposing the strictest
possible boundary conditions. This we do by setting to zero the bound-ary
(n)
values of all the y with n less than the order of the equation. Next count
the number of square-integrable eigenfunctions of the resulting adjoint
y
operator T corresponding to eigenvalue i. The numbers, n + and n , of
these eigenfunctions are called the de ciency indices. If they are not equal
then there is no possible way to make the operator self-adjoint. If they are
2
equal, n+ = n = n, then there is an n real-parameter family of self-adjoint
extensions D(L) D0(L) of the initial tightly-restricted domain.
4.2. THE ADJOINT OPERATOR 125

Example: The sad case of the \radial momentum operator." We wish to

de ne the operator Pr = i@r on the half-line 0 < r < 1. We start with the
restrictive domain

Pr = i@r ;
2
D0(T ) = fy; Pry 2 L [0; 1] : y(0) = 0g: (4.67)

We then have
Pr =
y y y
i@r ; D(Pr ) = fy; Pr y 2 L [0; 1]g
2 (4.68)

with no boundary conditions. The equation Pryy = iy has a normalizable

solution y = e r . The equation Pryy = iy has no normalizable solution.
The de ciency indices are therefore n+ = 1, n = 0, and this operator
cannot be rescued and made self adjoint.
Example: The Schrodinger operator. We now consider @x2 on the half-line.
Set
T = @x2; D0(T ) = fy; T y 2 L2[0; 1] : y(0) = y0(0) = 0g: (4.69)

We then have
y
T = @x ;
2 y y
D(T ) = fy; T y 2 L [0; 1]g:
2 (4.70)

Again T
y comes with no boundary conditions. Thep e igenvalue equation
T y = iy has one normalizable solution y(x) = e(i
y 1)x= 2
, and the equation
p
y (i+1)x= 2
T y = iy also has one normalizable solution y(x) = e . The de -
ciency indices are therefore n+ = n = 1. The Weyl-von Neumann theory
0
now says that, by relaxing the restrictive conditions y(0) = y (0) = 0, we
can extend the domain of de nition of the operator to nd a one-parameter
family of self-adjoint boundary conditions. These will be the conditions
0
y (0)=y(0) = tan that we found above.
2
If we consider the operator @x on the nite interval [a; b], then both
y
solutions of (T i)y = 0 are normalizable, and the de ciency indices will be
2
n+ = n = 2. There should therefore be 2 = 4 real parameters in the self-
adjoint boundary conditions. This is a larger class than those we found in
(4.66), because it includes generalized boundary conditions of the form

B1[y] = 11y(a) + 12y

0
(a) + 11y(b) + 12y
0
(b) = 0;
B2[y] = 21y(a) + 22y
0
(a) + 21y(b) + 22y
0
(b) = 0
126 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

yL yR

? x

GaAs: mL AlGaAs:m R

Figure 4.1: Heterojunction and wavefunctions.

Physics application: semiconductor heterojunction

We now demonstrate why we have spent so much time on identifying

self-adjoint boundary conditions: the technique is important in practical
physics problems.
A heterojunction is an atomically smooth interface between two related
semiconductors, such as GaAs and Al xGa1 xAs, which typically possess dif-
ferent band-masses. We wish to describe the conduction electrons by an
e ective Schrodinger equation containing these band masses. What match-
ing condition should we impose on the wavefunction (x) at the interface
between the two materials? A rst guess is that the wavefunction must be
continuous, but this is not correct because the \wavefunction" in an e ective-
mass band-theory Hamiltonian is not the actual wavefunction (which is con-
tinuous) but instead a slowly varying envelope function multiplying a Bloch
wavefunction. The Bloch function is rapidly varying, uctuating strongly on
the scale of a single atom. Because the Bloch form of the solution is no
longer valid at a discontinuity, the envelope function is not even de ned in
the neighbourhood of the interface, and certainly has no reason to be con-
tinuous. There must still be some linear relation beween the ’s in the two
materials, but nding it will involve a detailed calculation on the atomic scale.
In the absence of these calculations, we must use general principles to
constrain the form of the relation. What are these principles?
We know that, were we to do the atomic-scale calculation, the
resulting connection between the right and left wavefunctions would:
be linear,
involve no more than (x) and its rst derivative 0
(x),
make the Hamiltonian into a self-adjoint operator.
We want to nd the most general connection formula compatible with these
4.2. THE ADJOINT OPERATOR 127

principles. The rst two are easy to satisfy. We therefore investigate what
matching conditions are compatible with self-adjointness.
Suppose that the band masses are mL and mR, so that
1 2 d
H =
2mL dx + VL(x); x < 0;
2

= 1 d2
x > 0: (4.71)
2mR dx2 + VR(x);
Integrating by parts, and keeping the terms at the interface gives us
; = 0 0 0 0
h 1 ; H 2i H 1 2i 2mL 1L 2 L 1L 2L 2mR 1R 2 R 1R 2R :
1 1

(4.72)
Here, L;R refers to the boundary values of immediately to the left or right
of the junction, respectively. Now we impose general linear homogeneous
boundary conditions on 2:
20L =c d
2L a b 2R
0 : (4.73)
2R

This relation involves four complex, and therefore eight real, parameters.
Demanding that
h 1; H 2i = hH 1; 2i; (4.74)
we nd 1L(c +d
0
2 R)
0
1L(a 2R +b
0
2 R) = 2mR 1R 2 R
0 0
1R 2R ;
2mL 2R
1 1

(4.75)
0
and this must hold for arbitrary 2R, so, picking o the coe cients of 2 R,
these expressions and complex conjugating, we nd
0
10R = mL c a 1 L
1R mR d b 1L
: (4.76)

Because we wish the domain of H y to coincide with that of H, these must

be same conditions that we imposed on 2. Thus we must have
c d = mL c a : (4.77)
a b 1
mR d b
128 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS
Since 1

a b 1 d b
d = c (4.78)
ad bc
c a ;
we see that this requires
r
d c= ei R C D ; (4.79)
a b mL A B
m

where , A, B, C, D are real, and AD BC = 1. Demanding self-adjointness

has therefore cut the original eight real parameters down to four. These
can be determined either by experiment or by performing the
3 2
microscopic calculation. Note that 4 = 2 , a perfect square, as required
by the Weyl-Von Neumann theory.
Exercise 4.5: Consider the Schrodinger ^ 2 on the interval
operator H = @x
[0; 1]. Show that the most general self-adjoint boundary condition applicable
^
to H can be written as
’0 (0) =e
i c d ’0(1) ;
’(0) a b ’(1)

^
where , a, b, c, d are real and ac bd = 1. Consider H as the quantum
Hamiltonian of a particle on a ring constructed by attaching x = 0 to x = 1.
Show that the self-adjoint boundary condition found above leads to unitary
scattering at the point of join. Does the most general unitary point-scattering
matrix correspond to the most general self-adjoint boundary condition?

4.3 Completeness of eigenfunctions

Now that we have a clear understanding of what it means to be self-
adjoint, we can reiterate the basic claim: an operator T that is self-adjoint
2
with respect to an L [a; b] inner product possesses a complete set of
mutually or-thogonal eigenfunctions. The proof that the eigenfunctions
are orthogonal is identical to that for nite matrices. We will sketch a proof
of the com-pleteness of the eigenfunctions of the Sturm-Liouville
operator in the next section.
The set of eigenvalues is, with some mathematical cavils, called the spec-
trum of T . It is usually denoted by (T ). An eigenvalue is said to belong to
3
For example, see: T. Ando, S. Mori, Surface Science 113 (1982) 124.
4.3. COMPLETENESS OF EIGENFUNCTIONS 129

the point spectrum when its associated eigenfunction is normalizable i.e is a

2
bona- de member of L [a; b] having a nite length. Usually (but not al-ways)
the eigenvalues of the point spectrum form a discrete set, and so the point
spectrum is also known as the discrete spectrum. When the opera-tor acts
on functions on an in nite interval, the eigenfunctions may fail to be
normalizable. The associated eigenvalues are then said to belong to the
continuous spectrum. Sometimes, e.g. the hydrogen atom, the spectrum is
partly discrete and partly continuous. There is also something called the
residual spectrum, but this does not occur for self-adjoint operators.

4.3.1 Discrete spectrum

The simplest problems have a purely discrete spectrum. We have
eigenfunc-tions n(x) such that
T n(x) = n n(x); (4.80)
where n is an integer. After multiplication by suitable constants, the n are
orthonormal,
Z
n(x) m(x) dx = nm; (4.81)

and complete. We can express the completeness condition as the statement

that X
0 0
n(x) n(x ) = (x x ):
(4.82)
n
0
If we take this representation of the delta function and multiply it by f (x )
0
and integrate over x , we nd
X Z

f (x) = n(x) n(x

0 0 0
)f (x ) dx : (4.83)
n
So, X

f (x) = an n(x) (4.84)

n
with Z
an = n(x
0 0
)f (x ) dx :
0 (4.85)

This means that if we can expand a delta function in terms of the n(x), we
can expand any (square integrable) function.
130 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

60
40

20

0.2 0.4 0.6 0.8 1

Figure 4.2: The sum 70 0 0

2 sin(n x) sin(n x ) for x = 0:4. Take note of
n=1
the very disparate
scales on the horizontal and vertical axes.

P
P
0 0
Warning: The convergence of the series n n(x) n(x ) to (x x ) is neither
2
pointwise nor in the L sense. The sum tends to a limit only in the sense
of a distribution | meaning that we must multiply the partial sums by a
smooth test function and integrate over x before we have something that
actually converges in any meaningful pmanner. As an illustration
consider our favourite orthonormal set: n(x) = 2 sin(n x) on the interval [0;
1]. A plot of the rst 70 terms in the sum
1 p 2 sin(n x)p 0 0
2 sin(n x ) = (x x )
X
n=1

0
is shown in gure 4.2. The \wiggles" on both sides of the spike at x = x
do not decrease in amplitude as the number of terms grows. They do,
however, become of higher and higher frequency. When multiplied by a
smooth function and integrated, the contributions from adjacent positive
and negative wiggle regions tend to cancel, and it is only after this
0
integration that the sum tends to zero away from the spike at x = x .

Rayleigh-Ritz and completeness

For the Schrodinger eigenvalue problem

Ly = y
00
+ q(x)y = y; x 2 [a; b]; (4.86)
4.3. COMPLETENESS OF EIGENFUNCTIONS 131

2 2 2
the large eigenvalues are n n =(a b) . This is because the term qy
eventually becomes negligeable compared to y, and we can then solve the
equation with sines and cosines. We see that there is no upper limit to the
magnitude of the eigenvalues. The eigenvalues of the Sturm-Liouville
problem
0 0
Ly = (py ) + qy = y; x 2 [a; b]; (4.87)
are similarly unbounded. We will use this unboundedness of the
spectrum to make an estimate of the rate of convergence of the
eigenfunction expansion for functions in the domain of L, and extend this
result to prove that the eigenfunctions form a complete set.
We know from chapter one that the Sturm-Liouville eigenvalues are the
stationary values of hy; Lyi when the function y is constrained to have unit
length, hy; yi = 1. The lowest eigenvalue, 0, is therefore given by
0 = inf hy; Lyi : (4.88)
y2D(L) hy; yi
As the variational principle, this formula provides a well-known method of
obtaining approximate ground state energies in quantum mechanics.
Part of its e ectiveness comes from the stationary nature of hy; Lyi at the
minimum: a crude approximation to y often gives a tolerably good
approximation to 0. In the wider world of eigenvalue problems, the
4
variational principle is named after Rayleigh and Ritz.
Suppose we have already found the rst n normalized eigenfunctions
y0; y1; : : : ; yn 1. Let the space spanned by these functions be V n. Then
an obvious extension of the variational principle gives

n = inf hy; Lyi : (4.89)

y2Vn
? hy; yi
We now exploit this variational estimate to show that if we expand an arbi-
trary y in the domain of L in terms of the full set of eigenfunctions y m,
X
1
y= amym; (4.90)
m=0

4 J. W. Strutt (later Lord Rayleigh), \In Finding the Correction for the Open End of an
Organ-Pipe." Phil. Trans. 161 (1870) 77; W. Ritz, "Uber eine neue Methode zur
Losung gewisser Variationsprobleme der mathematischen Physik." J. reine angew.
Math. 135 (1908).
132 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS
where am = hym; yi;

(4.91)
then the sum does indeed converge to y.
Let n 1

hn = y X (4.92)
amym
m=0
be the residual error after the rst n terms. By de nition, h n 2 Vn?. Let us
assume that we have adjusted, by adding a constant to q if necessary, L
so that all the m are positive. This adjustment will not a ect the y m. We
expand out
n 1
X

hhn; Lhni = hy; Lyi mjamj

2
; (4.93)
m=0
where we have made use of the orthonormality of the y m. The subtracted
sum is guaranteed positive, so

P
hhn; Lhni hy; Lyi: (4.94)
Combining this inequality with Rayleigh-Ritz tells us that
hy; Lyi hhn; Lhni : (4.95)
n
hhn; hni hhn; hni
In other words n 1

hy; Lyi k y am ymk 2: (4.96)

n m =0

X n 1 2
amymk ! 0.
Since hy; Lyi is independent of n, and n ! 1, we have ky 0
Thus the eigenfunction expansion indeed converges to y, and does so
1
faster than n goes to zero.
Our estimate of the rate of convergence applies only to the expansion of
functions y for which hy; Lyi is de ned | i.e. to functions y 2 D (L). The
2
domain D (L) is always a dense subset of the entire Hilbert space L [a; b],
however, and, since a dense subset of a dense subset is also dense in the
larger space, we have shown that the linear span of the eigenfunctions is a
2
dense subset of L [a; b]. Combining this observation with the alternative de
nition of completeness in 2.2.3, we see that the eigenfunctions do indeed
form a complete orthonormal set. Any square integrable function therefore
has a convergent expansion in terms of the y m, but the rate of convergence
may well be slower than that for functions y 2 D (L).
4.3. COMPLETENESS OF EIGENFUNCTIONS 133

Operator methods
Sometimes there are tricks for solving the eigenvalue problem.
Example: Quantum Harmonic Oscillator. Consider the operator

H = ( @x + x)(@x + x) + 1 = @x + x :
2 2 (4.97)
y y
This is in the form Q Q + 1, where Q = (@x + x), and Q = ( @x + x) is its
formal adjoint. If we write these operators in the opposite order we have
y
QQ = (@x + x)( @x + x) = @x + x + 1 = H + 1:
2 2 (4.98)

y
Now, if is an eigenfunction of Q Q with non-zero eigenvalue then Q is
y
eigenfunction of QQ with the same eigenvalue. This is because
QQ =
y (4.99)
implies that
y
Q(Q Q ) = Q ; (4.100)
or
y
QQ (Q ) = (Q ): (4.101)
y
The only way that Q can fail to be an eigenfunction of QQ is if it
y
happens that Q = 0, but this implies that Q Q = 0 and so the eigenvalue
was zero. Conversely, if the eigenvalue is zero then
y
0 = h ; Q Q i = hQ ; Q i; (4.102)
y y
and so Q = 0. In this way, we see that Q Q and QQ have exactly the
same spectrum, with the possible exception of any zero eigenvalue.
y
Now notice that Q Q does have a zero eigenvalue because
2
(4.103)
1

=e x 0
2

y
obeys Q 0 = 0 and is normalizable. The operator QQ , considered as an
2
operator on L [ ; 1], does not have a zero eigenvalue because this would
y
require Q = 0, and so 1
+
= e 2 x2 ; (4.104)
2
which is not normalizable, and so not an element of L [ ; 1].
Since
y
H = Q Q + 1 = QQ
y
1; (4.105)
134 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

we see that 0 is an eigenfunction of H with eigenvalue 1, and so an eigen-

y y
function of QQ with eigenvalue 2. Hence Q 0 is an eigenfunction of
y
Q Q with eigenvalue 2 and so an eigenfunction H with eigenvalue 3.
Proceeding in the way we nd that
y n 0 (4.106)
n = (Q )
is an eigenfunction of H with eigenvalue 2n + 1.
1 1
y x x2
Since Q = e 2 2 @xe 2
, we can write
1

n(x) = Hn(x)e 2
2
(4.107)
x ;
where d
n

Hn(x) = ( 1) e
n x 2
e
x 2
(4.108)
n
dx
are the Hermite Polynomials.
This is a useful technique for any second-order operator that can be
fac-torized | and a surprising number of the equations for \special
functions" can be. You will see it later, both in the exercises and in
connection with Bessel functions.

Exercise 4.6: Show that we have found all the eigenfunctions and eigenvalues
2 2
of H = @x + x . Hint: Show that Q lowers the eigenvalue by 2 and use the
y
fact that Q Q cannot have negative eigenvalues.
Problem 4.7: Schrodinger equations of the form
2 2
d l(l + 1)sech x = E
2
dx
are known as Poschel-Teller equations. By setting u = ltanh x and following
the strategy of this problem one may relate solutions for l to those for l 1 and so
nd all bound states and scattering eigenfunctions for any integer l.
=2 R x u(x0)dx0 is a solution of
a) Suppose that we know that exp
L

dx2 + W (x) = 0:
d
y
Show that L can be written as L = M M where
M= d d + u(x) ;
+ u(x) ; M y =
dx dx
R
the adjoint being taken with respect to the product hu; vi = u v dx.
4.3. COMPLETENESS OF EIGENFUNCTIONS 135
b) Now assume L is acting on functions on [ ; 1] and that we not have

to worry about boundary conditions. Show that given an eigenfunction

y we can multiply this equation on the left
obeying M M=
by M and so nd a eigenfunction + with the same eigenvalue for the
di erential operator
0
L =MM =
y
dx + u(x) dx + u(x)
d d

$ + will fail if, and

and vice-versa. Show that this

correspondence only if , = 0.
c) Apply the strategy from part b) in the case u(x) = tanh x and one of the
two di erential operators M yM , M M y is (up to an additive constant)
d 2
H= 2
dx 2 sech x:
Show that H has eigenfunctions of the form ikx
= e P (tanh x) and
k
2 < k < 1. The function
eigenvalue E = k for any k in the range
P (tanh x) is a polynomial in tanh x which you should be able to nd
explicitly. By thinking about the exceptional case = 0, show that H has
an eigenfunction 0(x), with eigenvalue E = 1, that tends rapidly to zero
as x ! 1. Observe that there is no corresponding eigenfunction for the
other operator of the pair.

4.3.2 Continuous spectrum

Rather than a give formal discussion, we will illustrate this subject with
some examples drawn from quantum mechanics.
The simplest example is the free particle on the real line. We have

H = @x :
2 (4.109)

We eventually want to apply this to functions on the entire real line, but
we will begin with the interval [ L=2; L=2], and then take the limit L ! 1
The operator H has formal eigenfunctions

’k (x) = e
ikx
; (4.110)
2
corresponding to eigenvalues = k . Suppose we impose periodic
boundary conditions at x = L=2:

’k( L=2) = ’k (+L=2): (4.111)

136 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

This selects kn = 2 n=L, where n is any positive, negative or zero integer,

and allows us to nd the normalized eigenfunctions
1
n(x) = p L
eikn x: (4.112)
The completeness condition is
1 1 0 0 (4.113)
0
ikn x = (x x ); x; x 2 [ L=2; L=2]:
eikn xe
= L
nX
As L becomes large, the eigenvalues become so close that they can
hardly be distinguished; hence the name continuous spectrum, 5 and the
spectrum (H) becomes the entire positive real line. In this limit, the sum
on n becomes an integral
Z
n= 1
::: ! dn : : : =Z dk dk dn
::: ; (4.114)
X
where dn L

= (4.115)
dk 2
is called the (momentum) density of states. If we divide this by L to get a
density of states per unit length, we get an L independent \ nite" quantity,
the local density of states. We will often write
dn = (k): (4.116)
dk
If we express the density of states in terms of the eigenvalue then, by
an abuse of notation, we have
dn L
( ) = p : (4.117)
d 2
5
When L is strictly in nite, ’k (x) is no longer normalizable. Mathematicians do not
allow such un-normalizable functions to be considered as true eigenfunctions, and so a
point in the continuous spectrum is not, to them, actually an eigenvalue. Instead, they
say that a point lies in the continuous spectrum if for any > 0 there exists an ap-
proximate eigenfunction ’ such that k’ k = 1, but kL’ ’ k < . This is not a pro table de
nition for us. We prefer to regard non-normalizable wavefunctions as being distributions
in our rigged Hilbert space.
4.3. COMPLETENESS OF EIGENFUNCTIONS 137
Note that

dn = 2dn dk ; (4.118)
d dk d
which looks a bit weird, but remember that two states, k n, correspond to
the same and that the symbols

dn ; dn (4.119)
dk d

are ratios of measures, i.e. Radon-Nikodym derivatives, not ordinary

deriva-tives.
In the L ! 1 limit, the completeness condition becomes
Z 1 dk 0

(4.120)
x
) 0
2 ik(x = (x x );
e
and the length L has disappeared.
Suppose that we now apply boundary conditions y = 0 on x = L=2.
The normalized eigenfunctions are then
r 2
n =
(4.121)
L sin kn(x + L=2);
where kn = n =L. We see that the allowed k’s are twice as close together as
they were with periodic boundary conditions, but now n is restricted to being
a positive non-zero integer. The momentum density of states is therefore

(k) = dn =L ; (4.122)
dk
which is twice as large as in the periodic case, but the eigenvalue density of states is
L
( )= p ; (4.123)
2
which is exactly the same as before.
That the number of states per unit energy per unit volume does not
depend on the boundary conditions at in nity makes physical sense: no
local property of the sublunary realm should depend on what happens in
the sphere of xed stars. This point was not fully grasped by physicists,
138 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

6
however, until Rudolph Peierls explained that the quantum particle had
to actually travel to the distant boundary and back before the precise
nature of the boundary could be felt. This journey takes time T
(depending on the particle’s energy) and from the energy-time
uncertainty principle, we can distinguish one boundary condition from
another only by examining the spectrum with an energy resolution ner
than ~=T . Neither the distance nor the nature of the boundary can a ect
the coarse details, such as the local density of states.
The dependence of the spectrum of a general di erential operator on
boundary conditions was investigated by Hermann Weyl. Weyl distinguished
two classes of singular boundary points: limit-circle, where the spectrum
depends on the choice of boundary conditions, and limit-point , where it does
not. For the Schrodinger operator, the point at in nity, which is \singular"
simply because it is at in nity, is in the limit-point class. We will discuss
Weyl’s theory of singular endpoints in chapter 8.

Phase-shifts
Consider the eigenvalue problem

d2
2
+ V (r) =E (4.124)
dr
on the interval [0; R], and with boundary conditions (0) = 0 = (R). This
problem arises when we solve the Schrodinger equation for a central potential
in spherical polar coordinates, and assume that the wavefunction is a
function of r only (i.e. S-wave, or l = 0). Again, we want the boundary at
R to be in nitely far away, but we will start with R at a large but nite
distance, and then take the R ! 1 limit. Let us rst deal with the simple
case that V (r) 0; then the solutions are

k (r) / sin kr; (4.125)

2 values of being given by
with eigenvalue E = k , and with the allowed
knR = n . Since Z R
2 R
sin (knr) dr = ; (4.126)
0 2
6 Peierls proved that the phonon contribution to the speci c heat of a crystal could be
correctly calculated by using periodic boundary conditions. Some sceptics had thought that such \
unphysical" boundary conditions would give a result wrong by factors of two.
4.3. COMPLETENESS OF EIGENFUNCTIONS 139
the normalized wavefunctions are

r 2 sin kr; (4.127)

k= R
and completeness reads
1 2
X sin(knr) sin(knr ) = (r
0 0
r ): (4.128)
n=1 R
As R becomes large, this sum goes over to an integral:
1 2 1 2
X sin(knr) sin(knr ) !
0 Z dn 0
sin(kr) sin(kr );
n=1 R 0 R
1
Rdk 2
= Z0 0
R sin(kr) sin(kr )(4:.129)
Thus, 1
2
0
Z0 dk sin(kr) sin(kr ) = (r
0
r ): (4.130)
As before, the large distance, here R, no longer appears.
Now consider the more interesting problem which has the potential V
(r) included. We will assume, for simplicity, that there is an R 0 such that
V (r) is zero for r > R0. In this case, we know that the solution for r > R 0 is
of the form
(r) = sin (kr + (k)) ;
k (4.131)
where the phase shift (k) is a functional of the potential V . The
2
eigenvalue is still E = k .
Example: A delta-function shell. We take V (r) = (r a). See gure 4.3.

y
ld (r-a)

r
a

Figure 4.3: Delta function shell potential.

140 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

2
A solution with eigenvalue E = k and satisfying the boundary condition
at r = 0 is
A sin(kr); r < a,
(r) = r > a: (4.132)
sin(kr + );
The conditions to be satis ed at r = a are:
i) continuity, (a ) = (a + )(a), and
ii) jump in slope, 0 0 ) + (a) = 0.
(a + ) + (a
Therefore, 0
(a + )
0
(a)
= ; (4.133)
(a) (a)
or k cos(ka + ) k cos(ka)
= : (4.134)
sin(ka + ) sin(ka)
Thus,
cot(ka + ) cot(ka) = ; (4.135)
k
and + cot ka :
(k) = ka + cot
1 (4.136)
k

h(k)
p 2p 3p 4p ka

-p

Figure 4.4: The phase shift (k) of equation (4.136) plotted against ka.

A sketch of (k) is shown in gure 4.4. The allowed values of k are required
by the boundary condition

sin(kR + (k)) = 0 (4.137)

4.3. COMPLETENESS OF EIGENFUNCTIONS 141
to satisfy

kR + (k) = n : (4.138)
This is a transcendental equation for k, and so nding the individual
solutions kn is not simple. We can, however, write
n = 1kR + (k) (4.139)

and observe that, when R becomes large, only an in nitesimal change in k is

required to make n increment by unity. We may therefore regard n as a \
continuous" variable which we can di erentiate with respect to k to nd
dn =1 R + @ (4.140)
:
dk @k

The density of allowed k values is therefore

(k) = R + @k : (4.141)
1 @

For our delta-shell example, a plot of (k) appears in gure 4.5.

ka
r 3p
(R-a) p
2p

p 2p 3p ka a r

Figure 4.5: The density of states for the delta-shell potential. The extended
states are so close in energy that we need an optical aid to resolve individual
levels. The almost-bound resonance levels have to squeeze in between them.

This gure shows a sequence of resonant bound states at ka = n superposed

on the background continuum density of states appropriate to a large box of
length (R a). Each \spike" contains one extra state, so the average density
142 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

of states is that of a box of length R. We see that changing the potential

does not create or destroy eigenstates, it just moves them around.
The spike is not exactly a delta function because of level repulsion between
nearly degenerate eigenstates. The interloper elbows the nearby levels out of
the way, and all the neighbours have to make do with a bit less room. The
stronger the coupling between the states on either side of the delta-shell, the
stronger is the inter-level repulsion, and the broader the resonance spike.

Normalization factor
We now evaluate ZR
2 2
drj kj = Nk ; (4.142)
0
so as to nd the the normalized wavefunctions

k = Nk k : (4.143)
Let k (r) be a solution of
dr2 + V (r)
H = = k2
2
d
(4.144)

satisfying the boundary condition k (0) = 0, but not necessarily the bound-ary
condition at r = R. Such a solution exists for any k. We scale k by
requiring that k (r) = sin(kr + ) for r > R0. We now use Lagrange’s
identity to write
(k
2
02 Z R Z R k (H k0 )g
k ) 0 dr k k0 = 0 dr f(H k ) k0

0 0 R
= 0
]0
0

[
k k k k
0 0
= sin(kR + )k cos(k R + )
0
k cos(kR + ) sin(k R + ): (4.145)
Here, we have used k;k0(0) = 0, so the integrated out part vanishes at the
lower limit, and have used the explicit form of k;k0 at the upper limit.
0
Now di erentiate with respect to k, and then set k = k . We nd
R 1 @
Z 2
dr( k) = sin 2(kR + ) + k R + (4.146)
2k 2 @k :
0
 4.3. COMPLETENESS OF EIGENFUNCTIONS 143
In other words,

Z0
R 1R+ @ 1 2(kR + )
dr( 2
) = sin : (4.147)
k
2 @k 4k
At this point, we impose the boundary condition at r = R. We therefore
have kR + = n and the last term on the right hand side vanishes. The nal
result for the normalization integral is therefore
Z R 1R+ @
drj kj =
2 : (4.148)
0 2 @k

Observe that the same expression occurs in both the density of

states and the normalization integral. When we use these quantities to
write down the contribution of the normalized states in the continuous
spectrum to the completeness relation we nd that
Z 1 dk dn 2Z 1

Nk2 k (r0) =
0 (4.149)
0 dk k (r) 0 dk k (r) k(r );

the density of states and normalization factor having cancelled and

disap-peared from the end result. This is a general feature of scattering
problems: The completeness relation must give a delta function when
evaluated far from the scatterer where the wavefunctions look like those
of a free particle. So, provided we normalize k so that it reduces to a free
particle wavefunction at large distance, the measure in the integral over
k must also be the same as for the free particle.
Including any bound states in the discrete spectrum, the full statement of completeness is
therefore 0 0
n(r) n(r0) + 0 dk k (r) k(r ) = (r r ): (4.150)
X 2 Z 1

bound states

Example: We will exhibit a completeness relation for a problem on the entire

real line. We have already met the Poschel-Teller equation,
H = d
2

2 =E (4.151)
dx2 l(l + 1) sech x
in exercise 4.7. When l is an integer, the potential in this Schrodinger
equa-tion has the special property that it is re ectionless.
144 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

The simplest non-trivial example is l = 1. In this case, H has a single

discrete bound state at E0 = 1. The normalized eigenfunction is
1
0(x) =p sech x: (4.152)
2
The rest of the spectrum consists of a continuum of unbound states with
2
eigenvalues E(k) = k and eigenfunctions
k (x) = p 1 eikx( ik + tanh x): (4.153)
2
1+k
Here, k is any real number. The normalization of k (x) has been chosen so
that, at large jxj, where tanh x ! 1, we have

k (x) k (x ) ! e
0 ik(x x0)
: (4.154)

The measure in the completeness integral must therefore be dk=2 , the

same as that for a free particle.
Let us compute
0
the di erence
(x) (x )
I = (x x ) Z 2k k
0

1
dk
= Z 1
dk k (x) k (x )
0
e ik(x x)

2e tanh tanh 0
= Z ik(x x ) 0 :
2
1 1 + ik(tanh x 1 + k2
x x
dk
0
tanh x )
(4.155)

We use the standard integral,

Z 1 0
1 1
0
dk
= e (4.156)
x ) x x

2 1+k
2 2
e ik(x j ;
0
together with its x derivative,
Z 1 dk 0
ik 1 0

= sgn (x 0 e (4.157)
x ) x x

2e 1+k
2 x )2
ik(x j ;
to nd
1n o
0

I= 1 + sgn (x x0)(tanh x 0 0 e x x
(4.158)
2 tanh x ) tanh x tanh x j :
4.4. FURTHER EXERCISES AND PROBLEMS 145
0
Assume, without loss of generality, that x > x ; then this reduces to

1 (1 + tanh x)(1 0
tanh x )e
(x x0)
= 1 sech x sech x
0

2 2 0
0(x ):
= 0(x) (4.159)
Thus, the expected completeness condition
0
0(x) 0(x ) + Z 2 k (x) k (x0) = (x x0); (4.160)
1
dk

is con rmed.

4.4 Further exercises and problems

We begin with a practical engineering eigenvalue problem.

Exercise 4.8: Whirling drive shaft. A thin exible drive shaft is supported
0 0
by two bearings that impose the conditions x = y = x = y = 0 at at z = L.
Here x(z), y(z) denote the transverse displacements of the shaft, and the
primes denote derivatives with respect to z.

y
w ¤¤

Figure 4.6: The n = 1 even-parity mode of a whirling shaft.

The shaft is driven at angular velocity !. Experience shows that at certain

critical frequencies !n the motion becomes unstable to whirling | a sponta-
neous vibration and deformation of the normally straight shaft. If the
rotation frequency is raised above !n, the shaft becomes quiescent and
straight again until we reach a frequency !n+1, at which the pattern is
repeated. Our task is to understand why this happens.
146 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

The kinetic energy of the whirling shaft is

T =
1ZL
fx2 +
y2gdz; 2 L
and the strain energy due to bending is
1ZL 00 2 00 2
V [x; y] = f(x ) + (y ) g dz:
2L

a) Write down the Lagrangian, and from it obtain the equations of motion
for the shaft.
b) Seek whirling-mode solutions of the equations of motion in the form

x(z; t) = (z) cos !t;

y(z; t) = (z) sin !t:

Show that this quest requires the solution of the eigenvalue problem
4 2 0 0
d = !n ; ( L)= ( L)= (L)= (L)=0:
4
dz
c) Show that the critical frequencies are given in terms of the solutions n
to the transcendental equation

tanh n = tan n; (?)

as ;
!n =
r L 2
n
Show that the plus sign in ? applies to odd parity modes, where (z) =

( z), and the minus sign to even parity modes where (z) = ( z).
Whirling, we conclude, occurs at the frequencies of the natural transverse
vibration modes of the elastic shaft. These modes are excited by slight
imbal-ances that have negligeable e ect except when the shaft is being
rotated at the resonant frequency.

Insight into adjoint boundary conditions for an ODE can be obtained by

thinking about how we would impose these boundary conditions in a
numer-ical solution. The next exercise problem this.
4.4. FURTHER EXERCISES AND PROBLEMS 147

Problem 4.9: Discrete approximations and self-adjointness. Consider

00
the sec-ond order inhomogeneous equation Lu u = g(x) on the interval 0
x 1. Here g(x) is known and u(x) is to be found. We wish to solve the
problem on a computer, and so set up a discrete approximation to the ODE
in the following way:
replace the continuum of independent variables 0 x 1 by the discrete
1
lattice of points 0 xn (n 2 )=N 1. Here N is a positive integer and n =
1; 2; : : : ; N ;
replace the functions u(x) and g(x) by the arrays of real variables un
u(xn) and gn g(xn);
2 2
replace the continuum di erential operator d =dx by the di erence op-
2 2
erator D , de ned by D un un+1 2un + un 1:
Now do the following problems:
a) Impose continuum Dirichlet boundary conditions u(0) = u(1) = 0. De-
cide what these correspond to in the discrete approximation, and write
the resulting set of algebraic equations in matrix form. Show that the
corresponding matrix is real and symmetric.
0 0
b) Impose the periodic boundary conditions u(0) = u(1) and u (0) = u (1),
and show that these require us to set u0 uN and uN +1 u1. Again write
the system of algebraic equations in matrix form and show that the
resulting matrix is real and symmetric.
c) Consider the non-symmetric N -by-N matrix operator
0 0 0 0 0 0 : : : 01 0 u 1
N
1 2 1 0 0 ::: 0 uN 1
0 1 2 1 0 ::: 0 Bu C
2 u = B .... ... N. 2
D ...
. . ...
C B . C
:
B ... ... .
CB C
B 0 ::: 0 1 2 1 0C B u3 C
B CB C

B 0 :::
B
0 0 1 2 1C B C
u2 C C

B 0 ::: 0 0 0 0 0 CC B C
B

u1

B B C
@ A@ A
2
i) What vectors span the null space of D ?
2 2
ii) To what continuum boundary conditions for d =dx does this
matrix correspond?
2y
iii) Consider the matrix (D ) , To what continuum boundary condi-
tions does this matrix correspond? Are they the adjoint boundary
conditions for the di erential operator in part ii)?
Exercise 4.10: Let
H = i@x m1 im2
m1 + im2 i@x
b
148 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

= ib3@x + m1 b1 + m2 b2

be a one-dimensional Dirac Hamiltonian. Here m1(x) and m2(x) are real

functions and the bi are the Pauli matrices. The matrix di erential operator b
H acts on the two-component \spinor"
(x)
1 :
(x) =
2(x)

a) Consider the eigenvalue problem Hb =E on the interval [a; b]. Show

that the boundary conditions
1 (a) 1(b)
= expfi ag; = expfi bg
2 (a) 2(b)

b
where a, b are real angles, make H into an operator that is self-adjoint
with respect to the inner product
Z b
y
h 1; 2i = a 1 (x) 2(x) dx:
b) Find the eigenfunctions and eigenvalues En in the case that m1 =
n
m2 = 0 and the a;b are arbitrary real angles.

Here are three further problems involving the completeness of operators

with a continuous spectrum:

Problem 4.11: Missing State. In problem 4.7 you will have found that the
Schrodinger equation
d
2 =E
2 sech2x
2
dx
has eigensolutions
ikx
k (x) = e ( ik + tanh x)
2
with eigenvalue E = k .
For x large and positive ikx i (k)
(x) A e e
k , while for x large and neg-
ikx i (k)
ative k (x) A e e , the (complex) constant A being the same in
both cases. Express the phase shift (k) as the inverse tangent of an
algebraic expression in k.
4.4. FURTHER EXERCISES AND PROBLEMS 149

Impose periodic boundary conditions ( L=2) = (+L=2) where L 1. Find

the allowed values of k and hence an explicit expression for the k-
dn
space density, (k) = dk , of the eigenstates.
Compare your formula for (k) with the corresponding expression, 0(k) =
L=2 , for the eigenstate density of the zero-potential equation and com-
pute the integral Z
N= 1
f (k) (k)gdk: 0

Deduce that one eigenfunction has gone missing from the continuum and
1
become the localized bound state p 2 sech x.
0(x) =
Problem 4.12: Continuum Completeness. Consider the di erential operator
^ d
2 0 x<1
L= 2 ;
dx
with self-adjoint boundary conditions (0)= 0(0) = tan for some xed angle
.
Show that when tan < 0 there is a single normalizable negative-eigenvalue
eigenfunction localized near the origin, but none when tan > 0.
Show that there is a continuum of positive-eigenvalue eigenfunctions of
the form k (x) = sin(kx + (k)) where the phase shift is found from
1 + ik tan
ei (k) =
p :
2 2
1 + k tan
Write down (no justi cation required) the appropriate completeness re-
lation
Z dn X
(x x0) = N (x) (x0) dk + 0
dk k
2
k k
n(x) n(x )
bound

with an explicit expression for the product (not the separate factors) of
2
the density of states and the normalization constant N k , and with the
correct limits on the integral over k.
Con rm that the k continuum on its own, or together with the bound state
when it exists, form a complete set. You will do this by evaluating the
integral

0 2Z1 0
I(x; x ) = sin(kx + (k)) sin(kx + (k)) dk 0
 150 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS
and interpreting the result. You will need the following standard integral

ikx 22 xj=jtj
Z1 2 e 1+k t = 2jtje :
dk 1 1

Take care! You should monitor how the bound state contribution
switches on and o as is varied. Keeping track of the modulus signs j : :
: j in the standard integral is essential for this.

Problem 4.13: One-dimensional scattering redux. Consider again the

one-
dimensional Schrodinger equation from chapter 3 problem 3.4:
2
d
2 + V (x) = E ;
dx
where V (x) is zero except in a nite interval [ a; a] near the origin.

V(x)
out out
aL a R

a in a in
L R x
−a a
L R

Figure 4.7: Incoming and outgoing waves in problem 4.13. The asymptotic
regions L and R are de ned by L = fx < ag and R = fx > ag.
For k > 0, consider solutions of the form

(x) = a ineikx + a oute x 2 L;

L L ikx;
in x 2 R.
aR e
ikx + aRouteikx;
a) Show that, in the notation of problem 3.4, we have
aRout tL(k) rR( k) aRin
out in
aL = rL(k) tR( k) aL
;
and show that the S-matrix ( k)
S(k)tL(k) rR

rL(k) tR( k)

is unitary.
4.4. FURTHER EXERCISES AND PROBLEMS 151

b) By observing that complex conjugation interchanges the \in" and \out"

waves, show that it is natural to extend the de nition of the transmission
and re ection coe cients to all real k by setting rL;R(k) = rL;R( k),
tL;R(k) = tL;R( k).
c) In problem 3.4 we introduced the particular solutions
ikx
(x) = e + r (k)e x 2L; k > 0;
k L ikx;
ikx
tL(k)e ; x R,

ikx 2
tR(k)e ;
= e
ikx
+ rR(k)e
ikx; x 2 L;
x R:
k < 0:
2

Show that, together with any bound states the n(x), these k (x) satisfy
completeness relation
X Z1 2
n(x) n(x0) + k (x)
bound

dk k (x0) = (x x0)
provided that

X 0 r (k)e ik(x+x 0
bound
n(x) n(x ) = Z1 2 L ); x; x 2 L;
dk 0

= Z1 ik(x x
x 2 L; x 2 R;
0
2 tL(k)e );
dk 0

= Z 1 2 tR(k)e ik(x x
); x 2 R; x 2 L;
0

dk 0

= Z 1 ik(x+x ) 0
2 rR(k)e ; x; x 2 R:
dk 0

d) Compute rL;R(k) and tL;R(k) for the potential V (x) = (x),and verify

that the conditions in part c) are satis ed.

If you are familiar with complex variable methods, look ahead to chapter 18
where problem 18.22 shows you how to use complex variable methods to
evaluate the Fourier transforms in part c), and so con rm that the bound state
n(x) and the k (x) together constitute a complete set of eigenfunctions.

Problem 4.14: Levinson’s Theorem and the Friedel sum rule. The interaction
between an attractive impurity and (S-wave, and ignoring spin) electrons in
a metal can be modelled by a one-dimensional Schrodinger equation
d2 2
+ V (r) =k :
2
dr
152 CHAPTER 4. LINEAR DIFFERENTIAL OPERATORS

Here r is the distance away from the impurity and V (r) is the (spherically p
symmetric) impurity potential and (r) = 4 r (r) where (r) is the three-
dimensional wavefunction. The impurity attracts electrons to its vicinity. Let
0
k(r)= sin(kr) denote the unperturbed wavefunction, and k (r) denote the
perturbed wavefunction that beyond the range of impurity potential
becomes sin(kr + (k)). We x the 2n ambiguity in the de nition of (k) by
taking (1) to be zero, and requiring (k) to be a continuous function of k.
Show that the continuous-spectrum contribution to the change in the
number of electrons within a sphere of radius R surrounding the impurity
is given by
Z 2 0 2
0 Z 0 j k (x)j j k (x)j dr dk = [ (kf )(0)]+oscillations:
k R
2 f 1

Here kf is the Fermi momentum, and \oscillations" refers to Friedel

oscil-lations cos(2(kf R + )). You should write down an explicit
expression for the Friedel oscillation term, and recognize it as the
1
Fourier transform of a function / k sin (k).
Appeal to the Riemann-Lebesgue lemma to argue that the Friedel
density oscillations make no contribution to the accumulated electron
number in the limit R ! 1.
(Hint: You may want to look ahead to the next part of the problem in
1
order to show that k sin (k) remains nite as k ! 0.)
The impurity-induced change in the number of unbound electrons in the in-
terval [0; R] is generically some fraction of an electron, and, in the case of
an attractive potential, can be negative | the phase-shift being positive and
decreasing steadily to zero as k increases to in nity. This should not be sur-
prising. Each electron in the Fermi sea speeds up as it enters an attractive
potential well, spends less time there, and so makes a smaller contribution
to the average local density than it would in the absence of the potential.
We would, however, surely expect an attractive potential to accumulate a
net positive number of electrons.
Show that a negative continuous-spectrum contribution to the accumu-lated
electron number is more than compensated for by a positive number
Z
Nbound = 0 1( 0(k)(k))dk = Z0 1@k dk = (0):
1@ 1

of electrons bound to the potential. After accounting for these bound

electrons, show that the total number of electrons accumulated near the
4.4. FURTHER EXERCISES AND PROBLEMS 153

impurity is
1
Q = (k ):
tot f

This formula (together its higher angular momentum versions) is known

as the Friedel sum rule. The relation between (0) and the number of
bound states is called Levinson’s theorem. A more rigorous derivation
of this theorem would show that (0) may take the value (n + 1=2) when
there is a non-normalizable zero-energy \half-bound" state. In this
exceptional case the accumulated charge will depend on R.