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The Hamiltonian for the Quantum Harmonic Oscillator is (disregarding constants) the Hermite operator $$ Hf = -f''+x^{2}f, $$ where $\mathcal{D}(H)$ consists of all twice absolutely continuous functions $f \in L^{2}(\mathbb{R})$ for which $Hf \in L^{2}(\mathbb{R})$.

Question: Without using properties of Hermite functions or Hermite polynomials, is there a direct method to show that

  1. $f \in \mathcal{D}(H) \implies xf, f' \in L^{2}(\mathbb{R})$.

  2. $f,g \in \mathcal{D}(H) \implies (Hf,g)= (f',g')+(xf,xg)=(f,Hg)$.

  3. $H$ is selfadjoint. (2 implies the spectrum is non-negative.)

Background: Using these facts, the standard ladder argument used in Physics becomes a rigorous proof that $f$ is an $L^{2}(\mathbb{R})$ eigenfunction of $H$ with eigenvalue $\lambda$ iff

  • $\lambda=2n+1$ for some $n=0,1,2,3,\cdots$, and

  • $f$ is a constant multiple of the Hermite function $$ h_{n}(x) = (-1)^{n}e^{x^{2}/2}\frac{d^{n}}{dx^{n}}e^{-x^{2}}. $$

(Actually, only properties (1) and (2) are needed to fully justify the ladder argument.)

Disintegrating By Parts
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  • For 2. use integration by parts. – m_gnacik Feb 18 '15 at 17:40
  • @mgn : The evaluation terms have to vanish under no additional assumptions other than $Hf$, $f$ are square-integrable. – Disintegrating By Parts Feb 18 '15 at 18:09
  • Since $f$, $g$ are twice absolutely continuous and both are in $L^2(\mathbb{R})$ their first derivatives will vanish at infinity (since they are uniformly continuous and see http://math.stackexchange.com/questions/92105/f-uniformly-continuous-and-int-a-infty-fx-dx-converges-imply-lim-x/92108), then integration by parts will give you point 2. There is only one difference you will get $(f^{\prime}, g^{\prime}) + (\overline{x}f, xg)$, the second term is different from the one which you wrote if your functions are complex valued, it is the same if they are real-valued. Do you agree? – m_gnacik Feb 18 '15 at 18:32
  • I also used that 1. holds. – m_gnacik Feb 18 '15 at 18:40
  • @mgn : Imagine a smooth function $f$ with a peak in every interval $[n,n+1]$ for $n \ge 1$ that is $n$ units high and $1/n^{3}$ units wide. The function $f$ could still be in $L^{2}(\mathbb{R})$ because $\sum 1/n^{2} < \infty$. But neither $f$ nor $f'$ would not have a limit of $0$ at $\infty$. Lots of possible pathologies can occur for general functions. – Disintegrating By Parts Feb 18 '15 at 19:18
  • You are giving here a similar example as in the answer to http://math.stackexchange.com/questions/370317/does-an-absolutely-integrable-function-tend-to-0-as-its-argument-tends-to-infi, however we know a bit more about $f$, it is also twice absolutely continuous ($f \in \mathcal{D}(H)$) not only square-integrable, in particular both $f$ and $f^{\prime}$ are uniformly continuous so according to @David Mitra's comment which is proven here. http://math.stackexchange.com/questions/92105/f-uniformly-continuous-and-int-a-infty-fx-dx-converges-imply-lim-x/92108 it has to vanish at infinity. – m_gnacik Feb 19 '15 at 14:45
  • I can imagine that your example is a continuous function, but I cannot see how it could be twice absolutely continuous, if the claim from my previous comment is wrong, could you please add some more explanation to your example? – m_gnacik Feb 19 '15 at 14:47
  • I'm looking for proof. Every ODE is different, the methods to study them usually vary. – Disintegrating By Parts Feb 19 '15 at 16:04
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    @mgn : Assume $f$ is twice absolutely continuous. Also assume that $f$ and $(-f''+x^{2}f)$ are square integrable. The goal is to use this to show that $f'$ and $xf$ are square integrable as well, so that the ladder operators $L_{\mp}f=\pm f'+xf$ are well-defined on the same domain as $H$. Then, assume $f$ and $g$ are two such functions, and (2) becomes equivalent to showing that $f'g-fg'$ vanishes at $\pm \infty$. – Disintegrating By Parts Feb 19 '15 at 17:10
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    @mgn : I'll give you an example of the type of thing that can go wrong. Define $L=-{(1-x^{2})f'}'$ on twice absolutely continuous functions $f \in L^{2}[-1,1]$ for which $Lf \in L^{2}[-1,1]$. Here it can happen that $(Lf,g) \ne (f,Lg)$ because evaluation terms cannot be ignored. This happens because endpoint conditions must be imposed. You can have the same type of thing on infinite intervals, too. – Disintegrating By Parts Feb 19 '15 at 17:20
  • Theorem 7.1 of Pankov's lecture notes. (The smaller domain is sufficient and makes 1 and 2 trivial.) – Keith McClary Jun 27 '17 at 03:41
  • Is that what you mean by a "direct method"? Berezin and Shubin, p.50 call it the Sears theorem. There might be a simpler proof for the $x^2$ case but I can't find it, textbooks usually go for the most general version. – Keith McClary Jun 28 '17 at 04:55

2 Answers2

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Summary

  1. The symmetry (and hence self-adjointness) of the maximal operator is a case of the so-called Sears Theorem; the presentation of the in the book of F. A. Berezin and M. Shubin [BerShu91] (Section 2.1, starting on page 50) should handle the boundary issues to your satisfaction. (In particular, they only work on $[-T, T]$ until they're ready to handle the limit $T \to \infty$, and use clever integrating factors roughly akin to $\left( 1 - \frac{|x|}{T}\right)$ to force the necessary cancellation at the endpoints, when needed.)
  2. Once that is established, the compatibility with the quadratic form $\langle f', g' \rangle + \langle xf, xg \rangle$ arises by the theory of closed, densely defined, semibounded-below quadratic forms (see Reed and Simon [ReeSim72], Volume I, Chapter VIII [I think? I don't have it on me]; in the alternative, see T. Kato's text [Kat76] on the more general closed sectorial forms [Chapter VI]).
  3. The general family of problems (in one dimension) is the study of limit-point and limit-circle operators; see D.B. Sears's paper [Sea50], and Volume II of Reed and Simon [ReeSim75], Chapter X, Appendix 1 for more information.

Self-adjointness -- Sears Theorem

More generally, for the (symmetric, densely-defined) operator (and using $\mathfrak{D}$ for domains)

\begin{align} \mathfrak{D}(H_0) & = C^{\infty}_{0}(\mathbb{R}) = \lbrace C^{\infty}(\mathbb{R})\text{ functions with compact support} \rbrace\\ H_0 y &= -y'' + v(x) y, \end{align} where $v(x)$ is real-valued, measurable, locally-bounded, and not too negative, a proof of the symmetry of $H_0^*$ (i.e., a proof of the essential self-adjointness of $H_0$) is given in Berezin and Shubin (Section 2.1, starting p. 50). They call the result the Sears Theorem, which I believe refers to D. B. Sears and his paper [Sea50], handling a similar problem on $(0, \infty)$. In the particular case $v(x) = x^2$, I believe that their $H_0^*$ is your $H$, so that you have the necessary self-adjointness ($H_0$ is essentially self-adjoint if and only if $\overline{H_0} = H_0^* = H_0^{**}$.)

Moreover, to avoid special notation, we note that if $v(x) \geq -1$ for all $x$, they show that for all $f \in \mathfrak{D}(H_0^*)$, $f'(x) \in L^2(\mathbb{R})$.

The proof is long enough that I don't think I can summarize it with justice here. For example, one of the steps you are effectively left to do for yourself is that for $f \in \mathfrak{D}(H_0^*)$, the following expression is finite (if $f$-dependent): $$ \sup_{T > 0} \frac{1}{T^2} \left( \int_{-T}^T |f(x)|^2 \, dx - 2 |f(0)| T \right). $$

Quadratic-Form Compatibility -- Lots of Theory

The work of Berezin and Shubin does not directly show $xf(x) \in L^2(\mathbb{R})$, or compatibility with the semi-bounded-below (hence sectorial), closed quadratic form \begin{align} \mathfrak{D}(\mathfrak{h}) &= \lbrace f \in L^2(\mathbb{R}): f'(x) \in L^2(\mathbb{R}), xf(x) \in L^2(\mathbb{R}) \rbrace\\ \mathfrak{h}(f, g) &= \langle f', g' \rangle + \langle xf, xg \rangle \end{align} (I leave the proof of closure to you unless requested.)

Fortunately, there is a workaround for this with the theory of quadratic forms and some symbol-pushing. Define $H_{\text{sum}}$ to be the literal operator sum of $-D^2$ and the multiplication-by-$x^2$ operator, \begin{align} \mathfrak{D}(H_{\text{sum}}) & = \lbrace f \in L^2(\mathbb{R}): f''(x) \in L^2(\mathbb{R}), x^2f(x) \in L^2(\mathbb{R}) \rbrace\\ H_{\text{sum}}y & = -y'' + x^2y \end{align} and define $H_{\text{quad}}$ to be the nonnegative self-adjoint operator coming by theory from the nonnegative, closed, quadratic form $\mathfrak{h}$ (see, e.g., [Kat76], Chapter VI, Section 2.1, Thm. 2.1, pp. 322-323), which in particular satisfies \begin{equation} \tag{$\dagger$} \label{eq:domincl} \mathfrak{D}(H_{\text{quad}}) \subseteq \mathfrak{D}(\mathfrak{h}), \end{equation} and for all $f \in \mathfrak{D}(H_{\text{quad}})$ and $g \in \mathfrak{D}(\mathfrak{h})$, \begin{equation} \tag{$\dagger \dagger$} \label{eq:compatible} \langle H_{\text{quad}}f, g \rangle = \mathfrak{h}(f, g). \end{equation}

We have, or can show, the inclusions $$H_0 \subseteq H_{\text{sum}} \subseteq H_{\text{quad}},$$ and hence by taking adjoints $$H_{\text{quad}}^* \subseteq H_{\text{sum}}^* \subseteq H_0^*.$$ Yet $H_{\text{quad}}$ is self-adjoint and closed, and $H_0$ is essentially self-adjoint, and so by combining the above two lines, $$H_0 \subseteq H_{\text{quad}} \subseteq H_0^* = \overline{H_0}$$,

and hence $H_{\text{quad}}$ is a closed extension of $H_0$ inside the closure $\overline{H_0}$, so $H_{\text{quad}} = H_0^* = \overline{H_0} = H$. Therefore, the properties \eqref{eq:domincl} and \eqref{eq:compatible} apply to $H$, so $xf(x) \in L^2(\mathbb{R})$ by the former, and the compatibility with the quadratic form by the latter.

(In fact, $H_{\text{sum}}$ is equal to $H$ as well, but I don't know how to prove that without involving the Hermite functions.)

References:

[BerShu91] F. A. Berezin and M. Shubin, The Schrödinger Equation, Mathematics and its Applications vol. 76, Springer, 1991. Springer link

[Kat76] T. Kato, Perturbation Theory for Linear Operators, Second Edition, Grundlehren der mathematischen Wissenschaftern 132, Springer-Verlag, 1976.

[ReeSim72] Michael Reed and Barry Simon, Methods of Mathematical Physics, vol I: Functional Analysis, Academic Press, 1972.

[ReeSim75] Michael Reed and Barry Simon, Methods of Mathematical Physics, vol II: Fourier Analysis, Self-Adjointness, Academic Press, 1975.

[Sea50] D. B. Sears, "Note on the uniqueness of Green's functions associated with certain differential equations," Canad. J. Math, 2, 314 -- 325. Scopus link

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Firstly I just wanted to clarify what you meant by "twice absolutely continuous", my assumption is that means "twice absolutely continuously differentiable". If that is the case, then the fact that the question is posed on $\Bbb R$ is important, of course $f\in L^2(\Bbb R)$ is a strong assumption.

Assume $Hf=-f''+x^2f\in L^2(\Bbb R)$, this tells us there is some $h\in L^2$ such that $Hf=h$, and so we obtain $$(Hf,f)=\int_\Bbb R-f''f+x^2f^2=\int_\Bbb R(f')^2+x^2f^2$$ $$=(h,f)\le\|h\|_{L^2(\Bbb R)}\|f\|_{L^2(\Bbb R)}<\infty,$$ note that by the comment of @mgn $f$ and $f'$ vanish at infinity, so the integration by parts is justified. This gives us $(1)$.

Take $f,g\in\mathcal{D}(H)$, and we have $$(Hf,g)=\int_\Bbb R-f''g+x^2fg=\int_\Bbb Rf'g'+x^2fg=(f',g')+(xf,xg)$$ $$=\int_\Bbb R-fg''+x^2fg=(f,Hg)$$ again the integration by parts is justified by the decay of $f,f',g,g'$ at infinity. So we have $(2)$.

If we posed the question on $(-1,1)$ without imposing conditions on the end points we will have problems, since we cannot justify the integration by parts, we could achieve the same "problem" by setting $\mathcal{D}(H)$ to be the set of functions $f\in L^2_{loc}(\Bbb R)$, such that $Hf\in L^2(\Bbb R)$ since then we cannot justify the integration by parts.

Conversly, the problem may be well posed on a finite interval if we set zero boundary conditions at the two end points, then I imagine that the twice absolutely continuous assumption means that $f',g'$ are at least bounded, so we can justify the integration by parts. Seeking $f\in L^2(\Bbb R)$ is a similar analogy to this, as we are setting a condition at the "endpoints" $\pm\infty$ (really it's the limiting case).

Ellya
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  • By twice absolutely continuous $f$, I mean that the function is equal a.e. to an absolutely continuous function $\tilde{f}$ and $\tilde{f}'$ is equal a.e. to an absolutely continuous function. That's the proper domain for ODEs (much nicer than for PDEs.) It's the natural domain of the adjoint of operator of the ordinary differential operator on $\mathcal{C}_{0}^{\infty}$, for example. The further conditions that $f,Lf\in L^{2}$ are required to have an operator $L : \mathcal{D}(L)\subset L^{2}\rightarrow L^{2}$. This is, in fact, the maximal operator. – Disintegrating By Parts Jul 24 '15 at 10:41
  • The tough part here is showing that the integration-by-parts evaluation terms vanish. You don't know a priori that $f'' \in L^{2}$. You know that $(f''+x^{2}f) \in L^{2}$. And you don't know much at all about $f'$ from the assumptions. It's important that the maximal operator is selfadjoint, without further conditions--otherwise Physics wouldn't work for this problem in free space without conditions at $\infty$, which would not make sense. – Disintegrating By Parts Jul 24 '15 at 10:48
  • The problem cited by mgn does not apply to this case because that problem assumes things about $f''$. – Disintegrating By Parts Jul 24 '15 at 10:55
  • If $f$ is absolutely continuous, then don't we have a fundamental theorem of calculus for the weak derivative of $f$, namely $f'$, valid on $\Bbb R$, so $f'$ is integrable on $\Bbb R$ i.e., $f'\in L^1(\Bbb R)$, then since $f'$ is also uniformly continuous we have by the cite of mgn that $f'$ must decay (this should now be applicable to $f'$), then since $Hf\in L^2$ the first calculation is well defined? – Ellya Jul 24 '15 at 11:11
  • The assumption that $f$ is absolutely continuous means that $f'$ is locally integrable, but not necessarily integrable on $\mathbb{R}$. – Disintegrating By Parts Jul 24 '15 at 11:19
  • If $L_{0}$ is the restriction of $L_{0}f=-\frac{d^{2}}{dx^{2}}f+x^{2}f$ to $f \in C_{c}^{\infty}$, then the domain I've described is that of $L_{0}^{\star}$, which is the maximal operator. One has $L_{0} \prec L_{0}^{\star}$, meaning that $L_{0}^{\star}$ extends $L_{0}$. The domain of $L_{0}^{\star}$ consists of all $f \in L^{2}$ which are twice and absolutely continuous with $-f''+x^{2}f \in L^{2}$. The goal is to show, without additional assumptions, that the closure of $L_{0}$ is $L_{0}^{\star}$, which means that $L_{0}$ is essentially selfadjoint (i.e., its closure is selfadjoint.) – Disintegrating By Parts Jul 24 '15 at 11:34
  • (continued) Showing properties (1) and (2) in the stated problem proves that $L_{0}^{\star}$ is symmetric on its domain. Because $L_{0}$ is also symmetric, then $\overline{L_{0}}\preceq L_{0}^{\star}$, and that's enough to prove that $L_{0}^{\star}\preceq L_{0}^{\star\star}=\overline{L_{0}} \preceq L_{0}^{\star}$ and, hence, $L_{0}^{\star}=\overline{L_{0}}$. Automatically, too, (1) proves that the ladder operators are well-defined on $\mathcal{D}(\overline{L_{0}})$, which is also an important part of the Physics. – Disintegrating By Parts Jul 24 '15 at 11:50