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J. Math. Comput. Sci. 8 (2018), No. 6, 705-713 https://doi.org/10.28919/jmcs/3571

ISSN: 1927-5307

ON THE GREEN FUNCTION OF HIGHER ORDER DIFFERENTIAL EQUATION WITH NORMAL OPERATOR COEFFICIENTS ON THE SEMI-AXIS

HAMIDULLA I. ASLANOV1,∗, NIGAR A. GADIRLI2

1Institute of Mathematics and Mechanics of NASA, Azerbaijan 2Sumgayit State University, Azerbaijan

Copyright c2018 Aslanov and Gadirli. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract. In the paper we study the Green function for 2n-th order differential equation with a normal operator

coefficient on the semi-axis. To this end, at first we construct the Green function of the equation with ”frozen”

coefficients. Then we use the Levi method and obtain an integral equation for the Green function of the given

equation. We prove the solvability of the integral equation. Using the integral equation we establish the main

properties of the Green function.

Keywords:Hilbert space; operator-differential equation; spectrum, Green function; integral equation; eigenvalue;

resolvent; operator.

2010 AMS Subject Classification:34L10, 30E25, 34B24.

1.

Introduction. Problem Statement.

LetH be a separable Hilbert space. Denote byH1=L2[H;[0,∞)]a Hilbert space of strongly

measurable functions f(x) (0≤x<∞)with the values fromH1for which ∗Corresponding author

E-mail address: [email protected]

Received November 12, 2017

(2)

Z

0

kf(x)k2Hdx<∞.

The scalar product of the element f(x),g(x)∈H1is determined by the equality

[f,g]H1 =

Z

0

(f(x),g(x))Hdx.

Let us consider in spaceH1an operator generated by the differential expression

(1.1) l(y) = (−1)ny(2n)+Q(x)y

and the boundary conditions

(1.2) y(l1)(0) =y(l2)(0) =...=y(ln)(0) =0, 0l

1<l2< ... <ln≤2n−1.

Herey∈H1and the derivatives are understood in the strong sense. LetD0 be a union of all functions of the form

p

k=1

ϕk(x)fk, where ϕk(x) are finite, 2n-times

continuously differentiable scalar functions, and fk∈D(Q).

Denote byLan operator generated by differential expression (1.1) and boundary conditions

(1.2) with domain of definitionD0.

We will assume that the operator coefficientQ(x)satisfies the following conditions:

1) The operatorQ(x)for almost allx∈[0,∞)is a normal operator inH and for almost allx≥0

has a common domain of definitionD(Q)inH.

2) For almost allx≥0 Q(x)is inverse to completely continuous operator, and its eigen values

lie in a complex plane out of the sector Ω={λ :|argλ−π|<ε0, 0<ε0<π is a constant

number}. Letα1(x),α2(x), ...,αn(x), ...be eigen values of the operator Q(x) and assume that

they are located in ascending order of the modulus, i.e.

|α1(x)| ≤ |α2(x)| ≤...≤ |αn(x)| ≤...

and are measurable functions. It is supposed that the series

j=1

|αj(x)| 1−4n

2n converges for almost

(3)

Q(x)]Q−a(x)kH≤A|x−ξ|, where 0<a<2n2n+1,kQ− 1 2n(x)Q

1

2n(x)kH<C1,kQ−

1 2n(ξ)Q

1

2n(x)kH<

C2,A,C1,C2are constants. 4) For allx≥0 for|x−ξ|>1 the following inequality is valid:

Q(ξ)exp

−Imω1

2 |x−ξ|Q

1 2n(x)

H

<B

whereImω1=min

i {Imωi>0,ω 2n

2 =−1},B>0−const.

The main goal of the paper is to study the Green function of the operatorL.

We have the following theorem.

Theorem 1. If conditions 1) -4) are fulfilled, then for sufficiently largeµ >0 there exists the

inverse operatorRµ = (L+µE)−1 that is an integral operator with operator kernelG(x,η;µ)

that will be called Green function of the operator L. G(x,η;µ) is an operator function in H

and depends on two variablesx,η(0≤x,η <∞), the parameter µ and satisfies the following

conditions: a) ∂kG(x,η;µ)

∂ ηk k=0,1, ...,2n−2 is strongly continuous with respect to the variables (x,η); b) there exists the strong derivative ∂

2n−1G(x,

η;µ) ∂ η2n−1 , and

∂2n−1G(x,x+0;µ) ∂ η2n−1 −

∂2n−1G(x,x−0;µ)

∂ η2n−1 = (−1) nE;

c)

(−1)n∂

2nG(x, η;µ)

∂ η2n +G(x,η;µ)[Q(η) +E] =0

d)

∂l1G ∂ ηl1

η=0

= ∂

l2G ∂ ηl2

η=0

=...= ∂

lnG

∂ ηln

η=0

=0.

The proof of the theorem is carried out in two stages. At first we construct the Green

functionG1(x,η;µ)of the operatorL1, generated by the expression

(1.3) l1(y) = (−1)ny(2n)+Q(ξ)y+µy

and the boundary conditions

(1.4) y(l1)(0) =y(l2)(0) =...=y(ln)(0) =0

(4)

2.

Constructing the Green function of the operator

L

1

.

We will look for the Green functionG1(x,η,ξ;µ)of the operatorL1in the form

(2.1) G1(x,η,ξ;µ) =g(x,η;ξ,µ) +V(x,η,ξ;µ)

whereg(x,η,ξ,µ)is the Green function of the equationl1(y) =0 on the whole axis.

As is known [4], it has the form:

(2.2) g(x,η,ξ;µ) =

K1−2n ξ

2ni

n

α=1

ωαe

iωαKξ|x−η|

Here ωα denotes the roots from the (−1) degree of 2n, lying in the upper halfplane, and

Kξ = [Q(ξ) +µE] 1 2n.

The functionV(x,η,ξ;µ)is a bounded solution asx→∞of the following problem:

(2.3) l1(y) =0

(2.4) V(lj)(x,η,ξ;µ)

x=0=−g

(lj)(x,η,ξ;µ)

x=0, j=1,2, ...,n.

Then forV(x,η,ξ;µ)we have

(2.5) V(x,η,ξ;µ) =

K1−2n ξ

2ni

n

p=1

Ap(η,ξ;µ)eiωpKξx

The coefficientsAk(η,ξ;µ)are determined from boundary conditions (2.4).

We will have:

K1−2n ξ

2ni

n

p=1

Ap(η,ξ;µ)ωlpj(iKξ)

ljeiωpKξx

x=0

=

−K

1−2n

ξ

2ni

n

α=1

ωαlj+1(iKξ)

ljeiωpKξ|x−η|

x=0

, j=1,2, ...,n

or

−K

1−2n+lj

2ni

n

p=1

Ap(η,ξ;µ)ωlpj=−

K1−2n+lj

2ni

n

α=1

ωα1+ljeiωαKξη.

Finally

(2.6)

n

p=1

Ap(η,ξ;µ)ωplj =− n

α=1

ωα1+lje

(5)

Denote

∆0=

ω1l1 ω2l1 ... ωnl1 ω1l2 ω2l2 ... ωnl2

...

...

ω1ln ω2ln ... ωnln

∆k=

ω1l1 ... ωkl11 − n

α=1

ωα1+l1 eiωαKξη ωl1

k+1 ... ω l1 n

ω1l2 ... ωkl21 − n

α=1

ωα1+l2 e

iωαKξη ωl2

k+1 ... ω l2 n

...

...

ω1ln ... ωkln1 − n

α=1

ωα1+ln eiωαKξη ωln

k+1 ... ωnln

It is easy to show that∆k=−ωkeiωkKξη∆0.

Then by the Cramer’s formulas we get:

Ak(η,ξ;µ) = ∆k

∆0

=−ωkeiωkKξη.

Substituting the expressionAk(η,ξ;µ)in equality (2.5), we get

(2.7) V(x,η,ξ;µ) =−

K1−2n ξ

2ni

n

p=1

ωpeiωpKξ(x+η)

Then the Green function of the problems (1.3)-(1.4) will have the form:

(2.8) G1(x,η,ξ;µ) =

K2n ξ

2ni

n

α=1

ωαe

iωαKξ|x−η|−

K2n ξ

2ni

n

p=1

ωpeiωpKξ(x−η)

We can write the obtained formula in the form:

(2.9) G1(x,η,ξ;µ) =

            

K1−2n ξ 2ni

n

k=1

ωkeiωkKξ(x−η){E−e2iωkKξη},x≥η

K1−2n ξ 2ni

n

k=1

ωkeiωkKξ(η−x){E−e2iωkKξx},x≤η

As Q(ξ) is an unbounded normal operator, and Re(2iωkKξη) < 0,

Re(2iωkKξx)<0, thereforeke

(6)

Thus, from (2.9) it follows

G1(x,η,ξ;µ) =

K1−2n ξ

2ni

n

k=1

ωkeiωkKξ|x−η|{E−r(x,η,ξ;µ)},

and asµ →∞we havekr(x,η,ξ;µ)k=o(1)uniformly with respect to(x,η).

Now let us construct and study some properties of the Green function of the operatorL

gen-erated by the differential expression (1.1) and boundary conditions (1.2). The Green function

G(x,η;µ)of the problem (1.1), (1.2) is the solution of the following integral equation:

(2.10) G(x,η;µ) =G1(x,η;µ)−

Z

0

G1(x,ξ;µ)[Q(ξ)−Q(x)]G(ξ,η;µ)dξ

It is proved that under sufficiently large µ, equation (2.10) is solvable and its solution is the

Green function of the operatorL.

Equation (2.10) is studied in Banach spaces X1, X2, X3(p), X2(s), X4(s) and X5(p≥1,s0), whose elements are the operator functionsA(x,η)inH, 0≤x,η<∞. Definition and proof of

their completeness was given by B.M. Levitan in [6].

Let us estimate the norm of the operator functionG1(x,η;µ). In the complex planeλ lying

out of the sector Ω, the inequality |λ+µ| ≥µsinε0 is valid. By condition 1)Q(x) for each

x∈[0,∞)is a normal operator inH, therefore we can write spectral expansion forG1(x,η;µ)

as a function of normal operatorQ(x):

kG1(x,η;µ)kH≤

≤ 1+o(1)

2n ∞

Z

0

|λ+µ| 1−2n

2n

n

k=1

max|ωk|eiωk(λ+µ) 1

2n|x−η|dE(

λ)

(2.11) ≤c·µ

1−2n

2n ·r

1−2n

2n

0 ·e

−ρ0Imω1·µ

1 2nδ

1 2n|x−η|

0

whereδ0=sinε0,r0=cosarg(λ+2nµ)+2πm,m=0,1,2, ...,2n−1. Here we take that branch of the

2n-th root(λ+µ)on whichRe(λ+µ) 1

2n >0,Imω1=min{Imωk>0,ω2n

k =−1,k=1,2, ...,n}.

From (2.11) we get

kG1(x,η;µ)k2H ≤c2µ 1−2n

n ·δ

1−2n n

0 ·e

−2Imω1r0µ

1 2nδ

1 2n

(7)

Hence

Z

0

kG1(x,η;µ)k2Hdη≤c2µ 1−2n

n δ

1−2n n

0

Z

0

e−2Imω1r0µ

1 2nδ

1 2n

0 |x−η|dη

(2.12) ≤ c

2 µ

1−2n n ·δ

1−2n n

0

2Imω1r0·µ 1 2n·δ

1 2n

0

= c

2

2Imω1r0

· 1

µ 4n−1

2n ·δ

4n−1 2n

0

From this estimation it follows thatG1(x,η;µ)∈X3(1).

Subject to condition 2) for the Hilbert-Schmidt norm of the operator functionG1(x,η;µ)we

have:

kG1(x,η;µ)k22

c2

4n2

i=1

n

k=1

[αk(x) +µ] 1−2n

2n ω

keiωk[αk(x)+µ] 1 2n|x−η|

2 ≤ ≤ c 2

4n2 ∞

i=1

 

|αi(x) +µ| 1−2n

n n

k=1

ωkeiωk[αk(x)+µ] 1 2n

|x−η|

2   ≤ ≤ c 2

4n2

i=1

(

|αi(x) +µ| 1−2n

n

e−2Imω1[αi(x)+µ]

1 2n

|x−ξ|

2) ≤ ≤ c 2

4n2

i=1

|αi(x) +µ| 1−2n

n e−2Imω1|αi(x)+µ|

1 2n

|x−η|.

Therefore

Z

0

kG1(x,η;µ)k22dη≤

≤ c

2

4n ∞

i=1

|αi(x) +µ| 1−2n

n

Z

0

e−2Imω1|αi(x)+µ|

1 2n|x−η|d

η ≤

≤ c

2

8nImω1·r0

i=1

|αi(x) +µ| 1−4n

2n = c

2

8nImω1·r0

·F(x).

Hence (2.13) ∞ Z 0    ∞ Z 0

kG1(x,η;µ)k22

 

dx≤ c

2

8n·Imω1·r0

Z

0

F(x)dx<∞.

Using conditions 3) 4) we can show that the operator function G1(x,ξ;µ)[Q(x)−Q(x)] is a

bounded operator inHwith respect to(x,ξ),0<x,ξ <∞forµ >0. Therefore, it makes sense

to consider the operatorT generated by the kernelG1(x,ξ;µ)[Q(ξ)−Q(x)]:

(2.14) TA(x,η) =

Z

0

(8)

It is proved that the operator T is a compressive operator in Banach spaces introduced by

B.M. Levitan in the paper [6].

Hence it follows that integral equation (2.10) has a unique solution that may be obtained by

the iteration method if only the functionG1(x,η;µ)belongs to the corresponding space.

From estimation (2.12) it follows that G1(x,η;µ) ∈X3(2). Then for large µ > 0 one van

affirm that G0(x,η;µ)also belongs to the space X3(1). If we assume that conditions 1)-4) are

fulfilled, then from estimation (2.13) it is seen thatG1(x,η;µ)∈X2, and therefore G(x,η;µ)

for sufficiently largeµ>0 also belongs to the spaceX2.

Having imposed additional conditions on the function Q(x) (see [4]) we show the

opera-tor function G1(x,η;µ) belongs to the spaceX(± 1 2)

4 and therefore G(x,η;µ)belongs to these

spaces.

Using integral equation (2.10) we establish strong continuity of the derivatives ∂kG

∂ ηk, n= 0,1,2, ...,2n−2.

We also prove that the operator functionG(x,η;µ)satisfies the equation

(−1)n∂

2nG(x, η;µ)

∂ η2n +G(x,η;µ)[Q(η) +E] =0

and the boundary conditions

∂l1G

∂ ηl1

η=0

= ∂

l2G

∂ ηl2

η=0

=...= ∂

lnG

∂ ηln

η=0

=0.

Note that the Green function of the Sturm-Liouville equation with normal operator coefficients

was studied in the works [2], [5], for higher order equations the Green function was studied in

[1], [3], [10].

Conflict of Interests

The authors declare that there is no conflict of interests.

REFERENCES

[1] Aslanov H.I. On the Green function of higher order equation with normal operator coefficients. Spectralnaya

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[2] Aslanov H.I., Bayramoglu M. Studying the Green function of Sturm-Liouville operator equation in not

self-adjoint case. Spektralnaya teoria operatorov. Baku, ”Elm”, 1984, pp. 69-77.(in Russian)

[3] Aliyev B.I., Bayramoglu M. The Green function of higher order ordinary differential equations with operator

coefficients on the semi-axis. Izv. An Azerb. SSR. Ser. Fiz.tekhn. i matem. Nauk. 2 (4)(1981), 33-38.(in Russian)

[4] Bayramoglu M. Asymptotics of the number of eigen values of ordinary differential operators with operator

coefficients. Coll: Funksionalniy analiz i ee priminenia. Baku Elm.1971, pp. 144-166.(in Russian)

[5] Kleiman E.G. On the Green function of Sturm-Liouville equation with normal operator coefficient. In: Vestnik

Moskovskogo Universiteta, No 5, 1974, pp. 47-53.(in Russian)

[6] Levitan B.M. Studying the Green function of the Sturm-Liouville equation with operator coefficients. Matem.

Sb., 76 (2) (1968), 239-270. (in Russian)

[7] Plesner A.I. Spectral theory of linear operators, M. Nauka, 1965. (in Russian)

[8] Gunay I. Kasymova. Investigation of the Green function of second order equations with normal operator

coef-ficients on the axis. Trans. NAS Azerbaijan. Iss. math. Mech. Ser. XXVIII (4) (2008), 59-64.

[9] Gamidulla I.Aslanov, Gunay I. Kasumova. On the resolvent of Sturm-Liouville operator-differential equations

on the finite segment. Math. Anal., Diff. Equ. Appl., Bulgaria, 2011, pp. 101-108.

[10] Gamidulla I. Aslanov, Konul H. Badalova. Investigation of Green function of higher order

References

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