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INVERSE A N D ILL-POSED PROBLEMS SERIES
Operator Theory. Nonclassical Problems
Also available in the Inverse and Ill-Posed Problems Series:
Inverse Problems for Partial Differential Small Parameter Method in Multidimensional
Equations Inverse Problems
Yu.Ya. Belov A.S. Barashkov
Method of Spectral Mappings in the Inverse Regularizaron, Uniqueness and Existence of
Problem Theory Volterra Equations of the First Kind
V.Yurko A. Asanov
Theory of Linear Optimization Methods for Solution of Nonlinear Operator
I.I. Eremin Equations
Integral Geometry and Inverse Problems for V.P.Tanana
Kinetic Equations Inverse and Ill-Posed Sources Problems
AKh.Amirov Yu.E Anikonov, BA. Bubnov and G.N. Erokhin
Computer Modelling in Tomography and Methods for Solving Operator Equations
Ill-Posed Problems V.P.Tanana
MM. Lavrent'ev. S.M. Zerkol and O.LTrofimov Nonclassical and Inverse Problems for
A n Introduction to Identification Problems Pseudoparabolic Equations
via Functional Analysis A.Asanov and EUAtamanov
A. Lorenzi Formulas in Inverse and Ill-Posed Problems
Coefficient Inverse Problems for Parabolic Type Vu. E Anikonov
Equations and Their Application Inverse Logarithmic Potential Problem
P.G. Danilaev V.G. Cherednichenko
Inverse Problems for Kinetic and Other Multidimensional Inverse and Ill-Posed
Evolution Equations Problems for Differential Equations
Yu.E Anikonov Yu.E Anikonov
Inverse Problems ofWave Processes Ill-Posed Problems with A Priori Information
A.S. Blagoveshchenskii V.V.Vasin andA.LAgeev
Uniqueness Problems for Degenerating Integral Geometry ofTensor Fields
Equations and Nonclassical Problems VA. Sharafutdinov
S.P. Shishatskii, A. Asanov and ER. Atamanov Inverse Problems for Maxwell's Equations
Uniqueness Questions in Reconstruction of V.G. Romanov and S.I. Kabanikhin
Multidimensional Tomography-Type
Projection Data
V.P. Golubyatnikov
Monte Carlo Method for Solving Inverse
Problems of Radiation Transfer
V.S.Antyufeev
Introduction to the Theory of Inverse Problems
A. L Bukhgeim
Identification Problems ofWave Phenomena -
Theory and Numerics
S.I. Kabanikhin and A. Lorenzi
Inverse Problems of Electromagnetic
Geophysical Fields
P.S. Martyshko
Composite Type Equations and Inverse Problems
A.I. Kozhanov
Inverse Problems ofVibrational Spectroscopy
A.G.Yagola, I.V. Kochikov, G.M. Kuramshina andYuA.
Pent/n
Elements of the Theory of Inverse Problems
AM. Denisov
Volterra Equations and Inverse Problems
A.L Bughgeim
INVERSE AND ILL-POSED PROBLEMS SERIES
Operator Theory.
Nonclassical
Problems
S.G. Pyatkov
///vsp///
UTRECHT · BOSTON · KÖLN · TOKYO
2002
VSP Tel: +31 30 692 5790
P.O. Box 346 Fax: +31 30 693 2081
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Preface
In this monograph, we describe mathematical methods applicable to
studying nonclassical problems of mathematical physics. Many problems
of this type are reduced to equations, where the operators involved are
noninvertible. In this case, we have to use special decompositions of an
operator, generalized resolvents, semigroups with kernels, and some other
approaches. The simplest model of this type is the first order operator-dif-
ferential equation with a noninvertible operator in front of the derivative.
The corresponding spectral problems arising here are the well-known prob-
lems for linear pencils. To study these and other problems, we use methods
based on the interpolation theory for Banach spaces. The emphasis is on
applications of this theory to the theory of linear operators in indefinite
inner product spaces, to studying the property of a linear operator to be ex-
ponentially dichotomous, to some continuity properties of linear operators
in Hilbert scales, to the Riesz basis property of eigenelements and associ-
ated elements of linear pencils and the corresponding elliptic problems with
indefinite weight functions, and to studying nonclassical boundary value
problems for first order operator-differential equations.
Introduction
In this book, primary attention is focused on applications of the inter-
polation theory of Banach spaces to the operator theory and to some non-
classical problems of mathematical physics. The problems in question arise
in many areas of engineering, physics, and applied mathematics, in partic-
ular, in kinetic theory, transport theory, statistical physics, gas dynamics,
hydrodynamics, biology, and some other fields.
Sections 1 and 2 of Chapter 1 are devoted to some definitions and the-
orems of the theory of linear operators in indefinite inner product spaces.
At the beginning of the third section, we describe some conventional inter-
polation methods. They are given for convenience. Many of these results
are given without proofs. Next, in Section 3, we present some continuity
properties of linear operators in Hilbert scales. They can be considered as
a complement to the known results, and the main attention is given to the
boundary points of the scales. In particular, we study the continuity prop-
erty (with respect to a parameter of a Hilbert scale) of a subspace to be a
closed subspace, an operator to be dissipative, and so on. The next ques-
tion considered in Section 3 is the question of the boundedness of the Riesz
projection corresponding to an unbounded component of the spectrum of a
linear operator. Here we present the author's results and describe some re-
sults obtained by P. Grisvard, G. Dore, and A. Venni. Section 4 of Chapter 1
is devoted to the question of the existence of maximal semidefinite invariant
subspaces for J-dissipative operators in Krein spaces. In contrast to the
previous results in the literature, the main conditions axe stated in terms of
the interpolation theory. In the fifth section, we first present some conven-
tional results on the solvability of the Cauchy problem and related problems
for first order operator-differential equations. The results of this section are
slight generalizations of those by P. Grisvard and G. Da Prato, S. Guerre,
and G. Dore and A. Venni. In the final part of the chapter we present some
results connected with the dichotomy property of a linear operator.
iv S. G. Pyatkov. Operator theory. Nonclassical problems
Chapter 2 is devoted to the spectral problems for linear selfadjoint pen-
cils. The specific feature of the problem is that a selfadjoint operator multi-
plied by the spectral parameter has no definite sign. Under some conditions,
we prove that eigenelements and associated elements of such a pencil form
a Riesz basis (unconditional basis) for some spaces which naturally arise
in the indefinite problems in question. The main necessary and sufficient
conditions are given in terms of some interpolation equalities. These results
are applicable when solving factorization problems for polynomial operator
pencils.
In Chapter 3, we present the conditions ensuring the Riesz basis property
of eigenfunctions and associated functions of elliptic eigenvalue problems
with an indefinite weight function. We state the necessary and sufficient
conditions and some sufficient conditions for the Riesz basis property. In
order to obtain sufficient conditions, we establish some results on interpo-
lation of weighted Sobolev spaces. We also describe the classes of weight
functions for which the Riesz basis property fails.
Chapter 4 deals with some nonclassical problems for first and second or-
der operator-differential equations. Here we use the results of Chapters 1 - 3
and also present some other methods. These problems arise mainly in kinetic
theory, transport theory, when describing scattering problems, population
dynamics, and in some other areas. The results of this chapter belong to
the author, some part of them being the joint research of the author and
N. L. Abasheeva. We also give some simplest applications to the solvabil-
ity of boundary value problems for parabolic equations with changing time
direction and to mixed type equations.
The numeration of lemmas, theorems, corollaries, and formulas is double.
We use double numeration when referring to items within a chapter. When
referring to an item of another chapter, we use triple numeration. The first
number stands for the number of the chapter. The same remark applies
to the numbers of sections and subsections. The sections and subsections
are designated by one and two numbers, respectively. When referring to a
section (subsection) of a different chapter, we use double (triple) numeration,
where the first number denotes the number of the corresponding chapter.
List of Designations
the set of real numbers
the set of complex numbers
the set of positive integers
the set of integers
the space constructed with the help of the real
interpolation
the space constructed with the help of the complex
interpolation
the space of linear bounded operators defined on X
with values in Y endowed with the conventional norm
sup Pull/Hull, where A G L(X,Y)
uex,u^o
the space L(X,X)
the spectrum of an operator
A:X->X
the resolvent set of an operator A : X —» X
constants
Contents
Chapter 1. Indefinite inner product spaces. Linear operators.
Interpolation 1
1. Indefinite inner product spaces 2
1.1. Definitions 2
1.2. Krein spaces 3
1.3. The Gram operator. W-spaces 6
1.4. J-orthogonal complements. Projective completeness . . . . 9
1.5. J-orthonormalized systems 12
2. The basic classes of operators in Krein spaces 14
2.1. J-dissipative operators 14
2.2. J-selfadjoint operators 20
3. Interpolation of Banach and Hilbert spaces and applications . . . . 23
3.1. Preliminaries 23
3.2. Continuity of some functionals in a Hilbert scale 28
3.3. Separation of the spectrum of an unbounded operator . . . 39
3.4. Interpolation properties of bases 50
4. The existence of maximal semidefinite invariant subspaces for
J-dissipative operators 52
5. First order equations. Decomposition of a solution 77
5.1. Function spaces 77
5.2. The Cauchy problem 81
5.3. Auxiliary definitions. Some properties of imaginary powers
of operators 90
5.4. Solvability of the Cauchy problem in the original Banach
space 94
viii S. G. Pyatkov. Operator theory. Nonclassical problems
5.5. Adjoint problems 95
5.6. Arbitrary operators. Phase spaces 100
5.7. Remarks and examples 106
Chapter 2. Spectral theory for linear selfadjoint pencils 111
1. Examples 112
1.1. Selfadjoint pencils 112
1.2. Elliptic eigenvalue problems with indefinite
weight function 113
2. Basic assumptions. The structure of root subspaces 114
3. The Riesz basis property. Invariant subspaces 127
3.1. Basis property 127
3.2. Invariant subspaces. Some applications 144
4. Sufficient conditions 147
Chapter 3. Elliptic eigenvalue problems
with an indefinite weight function 151
1. Auxiliary function spaces. Interpolation 153
1.1. Definitions 153
1.2. Interpolation of weighted Sobolev spaces 160
1.3. Inequalities of the Hardy type 184
2. Preliminaries. Basic assumptions 209
2.1. Variational statement 209
2.2. Elliptic problems 216
3. Basisness theorems 220
3.1. The general case 220
3.2. The one-dimensional case 228
4. Examples and counterexamples 236
Chapter 4. Operator-differential equations 253
1. Generalized solutions. Positive definite case 255
1.1. Preliminaries 255
1.2. Uniqueness and existence theorems 260
2. Degenerate case 268
2.1. Preliminaries 268
2.2. Solvability theorems. The case of a bounded interval . . . . 270
Contents ix
2.3. Solvability theorems. The case of the interval (0, oo) . . . . 272
2.4. Smoothness of solutions. Orthogonality conditions 287
2.5. The periodic problem.
Linear inverse problems 289
3. The Fourier method 291
3.1. Representation of solutions. First order equations 291
3.2. Some problems for the second order equations 296
4. Some applications to partial differential equations 302
4.1. Higher order parabolic equations with changing
time direction 302
4.2. Second order parabolic equations with changing
time direction 310
4.3. Orthogonality conditions. Parabolic equations 317
4.4. Second order mixed type equations. Orthogonality
conditions 320
Bibliography 323
Index 347
Chapter 1.
Indefinite inner product spaces.
Linear operators. Interpolation
This auxiliary chapter consists of five sections. In the first section, we present
definitions and some properties of indefinite inner product spaces. The sec-
ond section is devoted to properties of operators acting in these spaces. The
presentation corresponds to that of the book Azizov and Iokhvidov (1986)
(see also Azizov and Iokhvidov, 1979; Bognar, 1974). Some of the results
are presented without proofs. They are given for the sake of the reader's
convenience. In the third section, we describe some methods of the interpo-
lation of Banach spaces and obtain some auxiliary results connected with the
continuity of some properties of linear operators in a Hilbert scale. More-
over, we study the questions on the construction of the Riesz projections
corresponding to an unbounded part of the spectrum of a closed operator.
The next section is devoted to finding maximal semidefinite invariant sub-
spaces for some classes of operators defined in a Krein space, in particular,
for J-dissipative operators. The case of bounded operators is considered, for
instance, in Daletskii and Krein (1970). In contrast to the earlier results, the
main conditions on the operators involved are stated in terms of the interpo-
lation theory. In the fifth section, we describe some results connected with
the solvability of the simplest boundary value problems for the first order
operator-differential equations. Here we present some results generalizing
those in Grisvard and Da Prato (1975).
2 S. G. Pyatkov. Operator theory. Nonclassical problems
1. I N D E F I N I T E I N N E R P R O D U C T SPACES
1.1. Definitions
Let y be a vector space over the field of complex numbers C and let Q{x, y)
be a sesquilinear form defined on Y, i.e., a mapping Υ χ Y C which is
linear in the first argument and symmetric:
Q(AiZi + À 2 x 2 ,y) = AiQ(xi,y) + À 2 Q(x 2 ,y) (®i,®2 e ^ λ ι , λ 2 € C), (1.1)
Q{x,y) = Q(y,x) (χ,y ΕΥ). (1.2)
Then the form Q(x,y) is called a Q-metric or an indefinite metric (see
Azizov and Iokhvidov, 1986). In the literature, such a form is also called an
indefinite inner product on Y (see Bognar, 1974). We shall use both names.
For convenience, we employ the notation Q(x,y) = [x, y].
A vector χ is called positive, negative or neutral whenever [x, x] > 0,
[λ, χ] < 0 or [χ, χ] = 0, respectively.
A lineal (i.e., a linear set) M is called nonnegative, nonpositive or neutral
whenever [x, x] > 0, [x, x] < 0 or [x, x] = 0 for every χ G M. Similarly, we
can define positive and negative lineáis ([ζ, χ] > 0 and [χ, x\ < 0 for all
χe M).
Nonpositive and nonnegative lineáis axe called semidefinite, while posi-
tive and negative lineáis are called definite.
Lemma 1.1. Let M be a semidefinite lineal. Then the metric [x, y] is
of definite sign on M and the Cauchy-Bunyakowski inequality holds:
|[z,y]| < [x,x][y,y\ (x,y € M).
If χ Ε M and [χ, χ] = 0, then [x, y] = 0 for all y € M.
Proof. The Cauchy-Bunyakowski inequality can be proved by analogy
with the Hilbert case. This inequality implies the second claim of the lemma.
Vectors χ and y will be referred to as Q-orthogonal if [x, y] = 0. This
is denoted by the symbol [_L]: x[J_]y. The Q-orthogonal complement of a
set M is the set MW = {χ e F : [x, y] = 0 Vy € M}. A lineal M is
called nondegenerate whenever Μ Π MW = {0}. Otherwise, M is called
degenerate and the lineal M° = Μ Π MW i s called the isotropic lineal for
M. A nonpositive (nonnegative, positive, negative, and so on) lineal M C Y
is called maximal nonpositive if for every nonpositive (nonnegative, etc.)
lineal Mi DM we have M\ = M. The existence of maximal nonpositive
Chapter 1. Indefìnite inner product spaces 3
(nonnegative, positive, negative, neutral) lineáis can be established using
the Zorn lemma (see Azizov and Iokhvidov, 1986).
Two lineáis M and Ν are called skew-connected whenever Μ Π N^ =
JVnAfW = {0}. For two lineáis M and Ν (one of which is neutral) to be
skew-connected, it is necessary (and sufficient if both axe neutral) that the
following two conditions be fulfilled:
a) M <~)N = {0},
b) Μ + Ν is a nondegenerate lineal (see Section 1, Chapter 1 in Azizov
and Iokhvidov, 1986).
L e m m a 1.2. Let lineáis M and Ν be skew-connected and let dim M =
m < oo. Then dim AT = m and for every basis {e¿} for M there exists a
basis { f i } for Ν such that [e¿, fj] = ¿¿j (Sij is the Kronecker delta).
Proof. Let {e¿} be a basis for M and let dimiV > m. Given linearly
independent vectors X\,X2, • • • ,xm+i in AT, consider the system of linear
homogeneous equations
ej] + ... + £ m [z m , ej] + £ m +i[z m +i, e¿] = 0 {j = 1 , 2 , . . . , τ η )
for the unknowns £1,62, · · · >£m+i· This system has a nontrivial solution
· · · , & + ! , i-e·, so = Σ * = ι fe G AT Π ML. We arrive at a con-
tradiction. Therefore, dim AT < dim Μ = τη and the same arguments
demonstrate that dim M < dim A'' and thus dim AT = dim Μ = τη. Next,
we find h e Ν so that [e¿, fi] = 0 for i φ 1. It is possible since
m = dim Ν > dimLin{e2, e^,... , e m } . By Lin{e2, e^,..., e m } we mean the
linear span of the vectors e 2 , 6 3 , . . . , e m . Since Ν Π MW = { 0 } , we have
[e 1, y1 ] φ 0 and therefore we can assume [ei,/i] = 1. Then we choose f-¡,
so that [e¿,/2] = 0 for i φ 2 and [β2, fi] = 1. Repeating the arguments, we
arrive at the complete system {/&}.
1.2. Krein spaces
Among indefinite inner product spaces, the Krein and Pontryagin spaces are
of special interest nowadays. Assume that the space Y with an indefinite
metric Q(x, y) = [χ, y] can be decomposed into the direct sum of positive
and negative Q-orthogonal lineáis Y+ and Y~:
Y = Y+[+]Y~, (1.3)
where the symbol [+] denotes the Q-orthogonal direct sum. The decompo-
sition (1.3) is called a fundamental decomposition of the space Y.
4 S. G. Pyatkov. Operator theory. Nonclassical problems
DEFINITION 1.1. A space Y with Q-metric [χ, y] admitting the decom-
position ( 1 . 3 ) , where the lineáis Y + and Y" are Hilbert spaces with respect
to the norms ||x|| = [χ,χ]1!2 (χ 6 y + ) and ||x|| = ( - [ ι , χ ] ) 1 / 2 (χ e Y~),
respectively, is called a Krein space.
Let y be a Krein space. We can define a norm in Y by means of the
equality
MY = \\X+T + IMI 2 , χ = χ+ + χ- {χ± G
When dealing with a Krein space, we fix a fundamental decomposition. It
is not defined uniquely. However, all norms corresponding to different fun-
damental decompositions are equivalent. The fundamental decomposition
(1.3) allows us to introduce an inner product in Y by the formula
(x,y) = [x+,y+] - [x~,y~], (1.4)
x = x+ + x~, y = y+ + y~, x+,y+ eY+, x~,y~ eY~.
In what follows, by a subspace we mean a closed lineal. The following
lemma is a consequence of the definitions.
L e m m a 1.3. The Krein space Y endowed, with the inner product (1.4)
and the norm | | Ι | | = (χ, Χ ) 1 / 2 is a Hilbert space. Moreover, F + [ _ L ] F - and
Y+ _L Y~ (in the sense of the inner product ( 1 . 4 ) ) .
The quantity κ = min(dim Y + , d i m F - ) is called the rank of indefinite-
ness of the Krein space Y.
DEFINITION 1.2. A Krein space of finite rank is called a Pontryagin
space.
In what follows, if a space y is a Pontryagin space, then we assume that
d i m y + < oo.
Let y be a Krein space. The fundamental decomposition (1.3) defines
two projections P+ and P~ (P+ -I- P~ =1,1 is the identity operator
+
in y ) mapping Y onto y and y ~ , respectively. These projections are
called fundamental projections and the corresponding operator J = P+ —
P~ is called a fundamental symmetry. In the case of a Pontryagin space,
a fundamental symmetry is denoted by the symbol π. The fundamental
symmetry J possesses the following properties:
J2 = I, J~1 = r , r = J, (1.5)
where the operator J* is adjoint to J with respect to the inner product (·,·).
Chapter 1. Indefinite inner product spaces . 5
Using the definition of J , we can describe the connections between the
indefinite metric [·, ·] and the Hilbert metric (·, ·) as follows:
(x, y) = [Jar, y], [z, y] = (J®, y) {x e Y). (1.6)
The following approach to the definition of a Krein space is considered
rather often. Given a Hilbert space Y and an operator J with properties
(1.5), defining an indefinite metric by the equality (1.6), we arrive at a
Krein space. The corresponding projections P+ and P~ are the spectral
projections of J corresponding to the positive and negative parts of the
spectrum, and Y± — R(P±).
Let M be a nonnegative or positive (nonpositive or negative) lineal in a
Krein space Y. In this case, we have the following lemma.
Lemma 1.4. The operators P+ and P~ satisfy the estimates
\\P+x\\2 > |M|2/2 (x€M), \\P~X\\2 >\\X\\2/2 (xeM)).
Proof. Let M be a nonnegative lineal. We represent an element χ G M
in the form χ = x+ + x~ ( χ ± 6 Y^)· Since [x,x\ > 0 for χ € M, we have
l k + | | > Hz" II and thus
||P+z|| 2 = M l 2
> i(||z+|| 2 + ||z-|| 2 ) > ^IMI 2 . (1.7)
Remark 1.1. Lemma 1.4 readily implies that the operator P+ (P~) is a
homeomorphism (a continuous one-to-one mapping with continuous inverse)
of the corresponding lineal M onto the lineal P+M (P~M).
The definitions guarantee that a maximal nonpositive (nonnegative, neu-
tral) lineal is always closed, i.e., it is a subspace. The following important
theorem is valid.
Theorem 1.1 (Theorems 4.5 and 4.7, Section 4, Chapter 1 in Azizov and
Iokhvidov, 1986). For a nonpositive (nonnegative) lineal M in a Krein space
Y to be maximal nonpositive (nonnegative), it is necessary and sufficient
that P+M = Y+ (P~M = Y~). For a positive (negative) lineal M in Y
to be maximal positive (negative), it is necessary (and sufficient, if M is
closed) that P+M = Y+ (P~M = V - ) . For a neutral lineal M in Y to be
maximal neutral, it is necessary and sufficient that either P+M = Y+ or
P~M = Y'.
Proof. We provide the proof for the case of a nonnegative lineal M.
The proof of the remaining cases employs the same scheme. Let a lineal
6 S. G. Pyatkov. Operator theory. Nonclassical problems
M be maximal. If M is nonnegative, then M is closed and inequality (1.7)
ensures that the lineal P+M is closed. If P+M φ Y+, then there exists an
element y G Y+ Π (Ρ+Μ)1. In this case, we obtain
+
0 = (P+x, y) = [P x, y] = [x, y] (V® e Μ ) ,
[χ + ay,χ + ay] = [χ,χ] + \a\2[y,y]> 0 (Va; G M, a G C).
In view of these relations, we conclude that the subspace Μι = {χ + ay :
χ G M} is nonnegative and, by construction, Mi D M, which contradicts
the maximality of M.
Let M be a nonnegative lineal and P+M = Y+. The continuity of
the operator P+ ensures that the lineal M is closed. Assume that there
exists a nonnegative lineal Mi D M such that Μι φ M. If x\ € Mi \ M,
then P+xi — y+ G Y+ and, consequently, there exists an element XQ G M
such that P ( X I — XQ) = 0. Inequality (1.7) implies that X\ = XQ, which
+
contradicts the assumption.
Introduce one more class of lineáis. A positive lineal M in a Krein space
y is called uniformly positive (uniformly negative) whenever there exists a
constant δ > 0 such that [x,x] > 5||x||2 ( — > ¿||a;||2) for every χ G M.
1.3. The Gram operator. W-spaces
Let M be a subspace of a Krein space Y with a fundamental symmetry J.
The subspace M with norm induced from y is a Hilbert space. In this case,
the indefinite metric [·,·] defines a bounded sesquilinear form on M and
therefore there exists a unique selfadjoint operator Gm : M —> M such that
[re, y] = (GMχ, y) {x,y G M). Let Ρ be the orthogonal projection onto M.
By definition, we obtain
(GMx,y) = [x,y] = (Jx,y) = (Jx,Py) - (PJx,y) (χ, y e M).
Therefore, Gm = PJ\m is the restriction of Ρ J to M. The expression
fei y¡M — {Gx,y) is the induced indefinite metric on M.
DEFINITION 1.3. The operator GM is called the Gram operator of the
subspace M.
The definition implies that ||(?μ|| < 1- Let E\ be the spectral resolution
of the operator Gm (see the definition in Riesz and Sz.-Nagy, 1972) contin-
uous on the right, i.e., Gm = fli λ dE\. We define the spectral projections
of the operator Gm corresponding to the positive, negative, and zero parts
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