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0, cach component F; of F is continuous in wes (ui... 5 tn) and is analytic in cach w, when all other w, ¢ # k, are held fixed. An equivalent definition is that each F; is representable by a convergent power seriesSec. 8] EXISTENCE AND UNIQUENESS OF SOLUTIONS 33 Foy oes stn) = SD Anges sey + + (oy ~ te) m0 mad in some neighborhood Jw — «|
0. The An,...m, are complex
constants. A function F is said to be analytic in a domain D if it is
analytic at each point of D.
It will be recalled that an analytic function in a domain D possesses
derivatives of all orders on D. A basie property of analytic functions is
that, if a sequence of analytic functions converges uniformly on a domain
D, then the limit function is analytic in D.
It is evident that since an analytic function F in D is represented
locally by a power series it is locally single-valued, that is, for every point
we D thereisa p > Osuch that F is single-valued on |w — ul <.p. How-
ever, in the large, it need not be single-valued. For example, the function
F given by F(w) = w!, where w has one complex dimension, is analytic in
thé ring 1 < || < 2 but is double-valued there. If w' is taken og posi-
tive and real on the interval 1 < {tw < 2 and w is followed around o
closed path (|w| = 4, for example), then w! assumes negative real values
when w ngain reaches the positive real axis. The function F(w) = w*, a
real and irrational, assumes infinitely many values in the ring.
An important extension of the problem (E) is to the case where 1 may
be complex. Suppose that f is an analytic complex-valued vector func-
tion defined on a domain D in the complex (z,w) space, where the z space
has one complex dimension, and the w space is complex n-dimensional.
Phen the equation
(Es) w' = f(z,w)
is defined to be the problem of finding a domain #/ in the complex z plane
and a (complex) differentiable locally single-valued function » [a solution
of (E2)] on # such that
0) (ze(z))eD = (2e H)
i @asevi (een, = 4)
The existence and uniqueness of solutions of (Es) can be inferred from the
method of successive approximations. Indeed, suppose f has components
fy oss Sn) and w = (wy, . . . , Wn), and fis analytic on the domain
Ra: jz-—al 0)
which will be called a rectangle, although it ism + 1 complex dimensional.
Note that wo is a vector here and not a component.34 ORDINARY DIFFERENTIAL EQUATIONS [Caar. 1
Theorem 8.1, Suppose f ia analytic and bounded on the open rectangle
Ra, and let
. b
Me sip, Went a= min (0 3)
Then there exists on |z ~ 2o| < a a unique analytic function y which is a
solution of (E12) satisfying g(20) = wo.
Proof. Since the matrix f. = (df/dw,;) is bounded on any closed
rectangle R, C Rz, it follows that f satisfies a Lipschitz condition on Rs.
Therefore one can construct the successive approximations
vol2) = wo
en) = wet [Gm d &=012,..) BD
where the integrals can be taken along a straight line joining 2 to z.
Applying the argument in Theorem 3.1, one obtains the existence of a
unique solution g on the circle jz — zo| < @ which satisfies (zo) = wo.
Clearly go is analytic in z on [2 — zo] < a, and thus the function f, defined
by fo(z) = f(z,po(z)), being an analytic function of an analytic function,
is analytic on |z — zo] < a. From (8.1) it follows that g; is analytic on
lz — 2o| < a, and an ensy induction proves that all the approximations ys
are analytic on jz — zol < a. Since the solution ¢ is the uniform limit of
the sequence {ys} of analytic functions, it is itself analytic on |z — zo| < a.
This completes the proof.
Remank: Unless other restrictive assumptions are made on f, the circle
of analyticity |2 — zol < a cannot be improved. For a s 6/M, this is
illustrated by the case where f is independent of w, and has singularities
on the circle jz — zo| =a. Fora > b/M the example
w! = fw) = at iE ¢ + “yr
where w is one dimensional, illustrates this. The solution ¢ of this
equation for which g(0) = 0 (here 29 = wz = 0), is
wo =if04sy =I
= (many b
om = Nin i)
Clearly fis analytic and bounded in the circle |w| b/M,
the solution y has a singularity in the region
b
u< kl ©, then (2.16) implies that for all large ¢, px'x/.Mf >
H/2. ‘This means x and x’ have the same sign for all large t, which con-
tradicts xe 2(0,). Thus #7 remains finite so that
* hx)? 2
f M di <0 (2.17)
Now suppose ¢ and ¥ are two linearly independent solutions of Lz = 0
which are of class 27(0,), that is, suppose / is in the limit-cirele case.
Tt can bo assumed that these solutions are real und
[ed] = pled’ — ve) = 1
This implies
py’ ple’ 1
ean — Yt ~ GapBec. 3] SINGULAR SELF-ADJOINT SECOND-GRDER PROBLEMS 231
By (2.17) and the Schwarz inequality, the left side of the above equation
is integrable over (c,~). By hypothesis (2.14), the right side is not.
‘Thus the limit-cirele case is ruled out.
In the ease W(Q) = 1 forO St < « the following corollary results.
Corollary 1. Jf g(t) 2 —k, where k ts a positive constant, and.
f pdt = »
then L is in the limit-point case at infinity.
Many second-order differential operators of practical interest have
pt) = | for OS 0 < & (in fact, o simple transformation can always
effect this), and in this situation Theorem 2.4 implics the following
simple criterion,
Corollary 2. ff nit) = 1 for U Si < = and qs
positive constant k, then L is in the limit-point case at infinity.
AE for some
3. The Completeness and Expansion Theorems in the Limit-point Case
at Infinity
As a necessary preliminary, the results for the finite interval 0 St S
b<# will be given a slightly different formulation. Consider the
problem
Le = -—(pr') + gr = Ie
sin a r(0) — cos a p(0)27(0) = 0 (3.1)
eos 6 (hb) -b sin B p(l)a'(b) =
where 0 S a, 8 0, the spectral function is of class C1. Indeed, show that
if T = a4, ots), where ¥(0,s) = 0, ¥'(0,s) = 1, satisfics
A® gin (ot — ale) + 0
vits) =
as {—+ ©, where A is continuous and positive, and @ is continuoua and real. Prove
that ford > 0
# oy -
ax xara)256 ORDINARY DIFFERENTIAL EQUATIONS (Cuar. 9
Hinr: For s > 0 show, by successive approximations, that
wea) = ee — f
haa a bounded solution and hence that i(fe) — ¢—» Oast—+ «. Bhow Lyi = s%1.
(Note that os exists for Je 2 0.) Show similarly there isa psrelated toe, Neither
vi nor es is 20,0), Show, by Prob. 1, Chap. 1, from
sin a(¢ — 1)
L= 2) girder) dr
veh) = By fA ye apg) a
that |¥| is bounded as ¢~+ © and from this that as t—> ©
Ao
¥0,2) — 4O ain at - a(s)) 0
hore
Ages = +f” eimaterdte) dr
and the integral converges uniformly. Since ¥ = cig: + crx, show by letting 1+ ©
that cr = Ae~//(2ie) and cy = Gy. Henee A(a) = 0 implies that ¥(1,8) = 6 for all t.
Consider the problem Lz = iz, 2(0) = 2(6) = 0. Then the cigenvalucs occur at
those values of s for which (bs) «0. For b large there occur (a: ~ #:)b/e + ¢
eigenvalues in (s1,82), where [el < 4 and
ift Ata)
5h Vidi “ae te
where e+ 0anb—+ co. Thus for large
as(ee) — salon) = EE oe
where 4 isin (a,8:). Asb— ©
ioe) ~ ato ~ Mee
for some # in (81,82). Thus
.
a5 2s
ae ©) = SG}
where (3) = p(s*).
5. In Prob. 4 let s be complex and show that the function F defined by
F(a) = A(ajetato
isanalytic in sfer 3s > 0, Show that F can vanish for Js > 0 only if Rs
that where F(e) = 0, y(a) = O(e-"") and hence an eigenvalue occurs.
6. In the case of » boundary-value problem on 0 $¢ < « which has a spectral
function » show thet if {is in the point spectrum then , where 4(¢) = ¥(t,%), is of
class 03(0, ©).
Hine: Let f = $fort You might also like