13.5. Examples of Spectra

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13.5. Examples of Spectra

  1. Laplacian
  2. Spectrum: examples
  3. Spectrum: explanations

By methods of Real Analysis one can costruct all types of spectra. However, it is much more interesting to see which kinds of spectra can appear "naturally'', for operators arising in applicationsm rather than artificial constructs.

Laplacian

Example 1: Dirichlet Laplacian

  1. Consider $L=-\Delta_D$ in the bounded domain $\Omega$. Then the spectrum is discrete accumulating to $+\infty$ and Weyl law holds.
  2. Let $\Omega $ be unbounded and contains \emph{cusps} like \begin{gather*} \mathcal{C}:= \{x=(x_1,x')\colon x_1> c,\ |x'|\le |x_1|^{-m}\}\qquad m>0. \end{gather*} Then spectrum is still discrete accumulating to $+\infty$ even if volume is infinite; simply in that case the distribution law is different.

Example 2: Neumann Laplacian

  1. Consider $L=-\Delta_N$ in the bounded domain $\Omega$ satisfying some regularity condition. Then the spectrum is discrete accumulating to $+\infty$ and Weyl law holds.
  2. Let $\Omega $ be unbounded and contains \emph{ultrathin cusps} like \begin{gather*} \mathcal{C}:= \{x=(x_1,x')\colon x_1> c,\ |x'|\le \exp(-|x_1|^{m})\}\qquad m>1. \end{gather*} Then spectrum is still discrete accumulating to $+\infty$ but even in this case Weyl law may fail.
  3. If cusp is thicker, like in Example 1, then $\sigma(L)=\sigma_{ess}(L)=[0,\infty)$ but there may be eigenvalues embedded into $\sigma_{ess}$. In particular, there are such eigenvalues, if domain has a mirror symmetry with respect to $x_2$ but these eigenvales are very unstable and could be destroyed by a slight perturbation. \end{enumerate} \end{example}

Example 3: Laplacian on the sphere

  1. Let $L=-\Delta$ where $\Delta$ is a Laplace-Beltrami operator on 2-dimensional sphere which appears after separation of variables for Laplacian in $\mathbb{R}^3$ in spherical coordinates in Subsection 6.3.2 Then $-\Delta$ has a spectrum $\{E_n= n(n+1): n=0,1,\ldots\}$; $E_n$ is an eigenvalue of multiplicity $(2n+1)$. Corresponding eigenfunctions are spherical harmonics.
  2. If this operator is perturbed by a potential $V(x)$ then this eigenvalues are split unto clusters of the width $\lesssim n^{-1}$ and one can study distribution of eigenvalues inside cluster.
  3. Similar results hold in higher dimensions as well.

Schrödinger operator

Example 4: Schrödinger operator with growing potential

  1. Let \begin{equation} L=-\frac{1}{2}\Delta + V(x) \label{eqn-13.5.1} \end{equation} with potential $V(x)\to +\infty$ as $|x|\to \infty$ has a discrete spectrum: its eigenvalues $E_n\to +\infty$ have finite multiplicities. In dimension $d=1$ all these eigenvalues are simple, not necessarily so as $d\ge 2$. \item Similar results hold even if $V(x)$ satisfies weaker condition than in (1): for all $a$ $\{ x\colon V(x)<a\}$ shrinks at at infinity like cusps in Example 1.

Example 5: Free particle Schrödinger operator

$L=-\frac{1}{2}\Delta$ in $\mathbb{R}^d$ has continuous spectrum $[0,+\infty)$.

Example 6: Schrödinger operator with decaying potential

Operator (\ref{eqn-13.5.1}) with potential $V(x)\to 0$ as $|x|\to \infty$ has a continuous spectrum $[0,+\infty)$ but it can have a finite or infinite number of negative eigenvalues $E_n<0$ of finite multiplicity; these eigenvalues can accummulate only to $-0$.

  1. If $|V(x)|\le M(|x|+1)^{-m}$, $m>2$ the number of eigenvalues is finite.
  2. If $V(x)\le -\epsilon (|x|+1)^{-m}$, $0<m<2$ in some sector, the number of eigenvalues is infinite.
  3. For Coulomb potential $V(x)=-Z|x|^{-1}$ ($Z>0$) in dimension $3$ $E_n=-\frac{Z^2}{4n^2}$ of multiplicity $n^2$, $n=1,2,\ldots$.

Landau levels

Example 7: Schrödinger operator with a constant magnetic field

  1. Schrödinger operator in 2D with a constant magnetic and no electric field \begin{equation} L=\frac{1}{2} (-i\partial_x -\frac{1}{2}B y)^2 + \frac{1}{2} (-i\partial_y +\frac{1}{2}B y)^2 \label{eqn-13.5.2} \end{equation} with $B>0$ (or $B<0$) has a pure point spectrum. Eigenvalues $E_n = |B|(n+\frac{1}{2})$, $n=0,1,2,\ldots$ have infinite multiplicity and are called Landau levels.
  2. Perturbing operator (\ref{eqn-13.5.2}) by a potential $V(x)$, $V(x)\to 0$ as $|x|\to \infty$ \begin{equation} L=\frac{1}{2} (-i\partial_x -\frac{1}{2}B y)^2 + \frac{1}{2} (-i\partial_y +\frac{1}{2}B y)^2+V(x) \label{eqn-13.5.3} \end{equation} breaks Landau levels into sequences of eigenvalues $E_{n,k}$, $n=0,1,\ldots$, $k=1,2,\ldots$, $E_{n,k}\to E_n= |B|(n+\frac{1}{2})$ as $k\to \infty$.

Example 8: Schrödinger operator with a constant magnetic field. II

  1. We can consider 3D-version of the previous example: \begin{equation} L=\frac{1}{2} (-i\partial_x -\frac{1}{2}B y)^2 + \frac{1}{2} (-i\partial_y +\frac{1}{2}B y)^2 -\frac{1}{2}\partial_z^2 \label{eqn-13.5.4} \end{equation} Then $E_n$ will be not eigenvalues but bottoms of branches of continuous spectrum: $[E_n,\infty)$.
  2. Perturbing operator (\ref{eqn-13.5.4}) by a potential $V(x)$, $V(x)\to 0$ as $|x|\to \infty$ can add a number of eigenvalues below the bottom of continuous spectrum.

Dirac operator

Example 9: Free particle Dirac operator

Let
\begin{equation} L=\sum _{j=1}^3 \gamma^j (-i\partial_{x_j}) + \gamma^0 m, \qquad m>0 \label{eqn-13.5.5} \end{equation} (where $\gamma^j$ are Dirac matrices) has a continuous spectrum $(-\infty,-m]\cup [m,\infty)$.

Perturbing it by a potential $V(x)$, $V(x)\to 0$ as $|x|\to \infty$ \begin{equation} L=\sum _{j=1}^3 \gamma^j (-i\partial_{x_j}) + m\gamma^0 +V(x) I, \qquad m>0 \label{eqn-13.5.6} \end{equation} can add a finite or infinite number of eigenvalues in spectral gap $(-m,m)$. They can accumulate only to the borders of the spectral gap.

Remark 1

  1. We can consider Dirac operator in 2D and 3D with a constant magneric field.

  2. In 2D and with $m=0$ we need only three matrices, not four, and insted of Dirac matrices we can take Pauli matrices.

Operators with periodic coefficients

Example 10: Periodic Schrödinger operator

Consider Schröodinger operator (\ref{eqn-13.5.1}) with periodic potential in $\mathbb{R}^d$: $V(x+\boldsymbol{a})=V(x)$ for all $\boldsymbol{a}\in \Gamma$ where $\Gamma$ is a lattice of periods, see Definition 4.B.1) Then $L$ has a band spectrum.

Namely on the elementary cell (see Definition 4.B.3) $\Omega$ consider operator $L(\boldsymbol{k})$ where $\boldsymbol{k}\in \Omega^*$ is a quasimomentum; $L(\boldsymbol{k})$ is given by the same formula as $L$ but is defined on functions which are quasiperiodic with quasimomentum $\boldsymbol{k}$. Its spectrum is discrete: $\sigma (L(\boldsymbol{k}))=\{E_n (\boldsymbol{k}): n=1,2,\ldots\}$.

Then spectrum $\sigma (L)$ consists of spectral bands \begin{gather} \sigma_n:= [\min _{\boldsymbol{k}\in \Omega^*} E_n(\boldsymbol{k}) ,\max _{k\in \Omega^*} E_n(\boldsymbol{k})],\qquad \sigma(L) =\bigcup_{n=1}^\infty \sigma_n; \label{eqn-13.5.7} \end{gather} these spectral bands can overlap.

On can prove that $E_n (\boldsymbol{k})$ really depend on $\boldsymbol{k}$ and are not taking the same value on some set of non--zero measure (another notion from Real Analysis) which implies that the spectrum $\sigma(L)$ is continuos.

  1. As dimension $d=1$ we can do better than this: $E_n(k)$ are increasing (decreasing) functions of $k$ on $(0,\pi/a)$ (where $a$ is the period) as $n$ is odd (respectively even) and \begin{equation} E_n^*:= \max _{k\in [0,\pi/a]} E_n(k)\le E_{(n+1)*}:= \min _{k\in [0,\pi/a]} E_{n+1}(k) \label{eqn-13.5.8} \end{equation} and for generic potential $V(x)$ all inequalities are strict and all all spectral gaps $(E_n^*,E_{(n+1)*})$ are open.
  2. As dimension $d\ge 2$ only finite number of spectral gaps could be open. It is Bethe-Sommerfeld conjecture, proven only several years ago.
  3. Still, at least in dimensions 2 and 3 there really could be spectral gaps.
  4. Perturbation of such operator $L$ by another potential $W(x)$, $W(x)\to 0$ as $|x|\to \infty$ could can add a finite or infinite number of eigenvalues inside of spectral gaps. They can accumulate only to the borders of the spectral gaps.

Example 11: Periodic Schrödinger operator. II

In the space $\ell^2(\mathbb{Z})$ (which is the space of sequences $u_n$, $n=\ldots, -2,-1,0, 1,2,\ldots$ such that $\|u\|^2:= \sum_{n=-\infty} ^{\infty}|u_n|^2<\infty$) consider almost Mathieu operator (which appears in the study of quantum Hall effect) \begin{equation} (Lu)_n =u_{n+1}+u_{n-1}+2\lambda \cos (2\pi (\theta +n\alpha)) \label{eqn-13.5.9} \end{equation} with $|\lambda|\le 1$. Assume that $\alpha$ is a Diophantine number (which means it is an irrational number which cannot be approximated well by rational numbers; almost all irrational numbers (including all algebraic like $\sqrt{2}$) are Diophantine).

Then the spectrum $\sigma(L)$ is continuous (no eigenvalues!) but it is singular continuous: for any $\varepsilon>0$ it can be covered by the infinite sequence of segments of the total length $<\varepsilon$. As an example of such set see Cantor set.

This was completely investigated only in the end of the 20-th century.

Remark 2,

Complete analysis of this operator shows the difference between two notions of negligible set:

  1. From the point of view measure theory negligible set is the set of measure 0.
  2. From the point of view of topology negligible set is the set of Baire category 1: that is a union of enumerable sequence nowhere dense sets.
  3. Standard Cantor set is negligible in bot senses but $[0,1]$ can be divided into two parts: one of measure 0 and another of Baire category 1.

Example 12. Sobolev equation

Consider Sobolev' equation for rotating liquid \begin{gather} \Delta u_{tt}= \omega^2 u_{zz}\qquad x\in \Omega , \ -\infty< t <\infty \end{gather} in the bounded domain $\Omega$ with Dirichlet boundary condition \begin{gather} u|_{\partial \Omega}=0 \end{gather} with $\omega>0$ which can be rewitten as \begin{gather} u_{tt}=-(-\Delta_D)^{-1} u_{zz} \end{gather} with self-adjoint bounded operator $L:= -(-\Delta_D)^{-1} \partial_z^2$ in $H^1_0(\Omega)=\{u\colon |\nabla u| <\infty,\ u|_{\partial \Omega}=0\}$.

Separating $t$ from spatial variables $(x,y,z)$, $u(x,y,z,t)=e^{i\tau t}v(x,y,z)$ we get \begin{align} &\Delta' v +(1-\tau^{-2}\omega^2)v_{zz}=0,&& \Delta' :=\partial_x^2+\partial_y^2,\label{eqn-13.5.13}\\ &v|_{\partial\Omega}=0. \end{align}

This is a Dirichlet problem in spatial variables only. Equation (\ref{eqn-13.5.13}) is elliptic as $|\tau|>\omega$ and hyperbolic as $|\tau|<\omega$ with the "time'' $z$. In the case $|\tau|\ge \omega$ there is only trivial solution.

Not so as $|\tau|<\omega$. Consider rectangle box $\Omega={(x,y,z) \colon 0<x <\pi /a, 0<y<\pi /b, 0<z<\pi /c}$; then we can separate variables $(x,y,z)$: \begin{gather} v(x,y,z)= \sin (m x/a)\sin (ny/b)\sin (kz/c)\label{eqn-13.5.15}\\ \tau^2 = F(m,n,k):= \frac{ \omega^2 (m^2 a^2 + n^2 b^2)}{m^2a^2+b^2n^2 +c^2k^2}. \label{eqn-13.5.16} \end{gather}

Then spectrum of operator $L$ is $\sigma(L)=\tau^2$ with $\sigma_p (L)$ consisting of eigenvalues of infinite multiplicity given by (\ref{eqn-13.5.16}) with $(m,n,k)\in \mathbb{Z}^3_+$. everywhere dense on this interval and with $\sigma_{ac}(L)=\sigma_{sc}(L)= \emptyset$.

Indeed (\ref{eqn-13.5.15}) form a complete orthogonal system and if $\tau^2 =F(m,n,k)$ then $\tau^2 =F(lm,ln,lk)$ for any $l\in \mathbb{Z}_+$.

Example 13. The same is true for 2D-version of Sibolev equation as $\Omega=\{(x,z) \colon 0<x <\pi /a, 0<z<\pi /c\}$ is a rectangular box.

Example 14. Consider the same 2D problem but in the disk $\Omega =\(x,z)\colon x^2+y^2<1\}$. We claim that the spectrum is still $\tau^2\le \omega^2$ but it is continuous withot any eigenvalues.

To prove this and discuss the difference with the rectangular observe that we get a Dirichlet problem for wave equation \begin{align} &v_{xx}-k^2u_{zz}=0, && k^2:= \omega^2\tau^{-2}-1\\ &v|_{\partial \Omega}=0. \end{align} Then $v(x,z)=\phi (kx +z) +\psi kx-z)$ wth $\phi (.)$ and $\psi (.) $ constant along lines $kx+z =\const$ and $kx-z =\const$ respectively. Consider brocken lines consisting of these segments with ``reflections'' at the boundary.

  1. In the rectangle this broken lines are all closed as $va :c$ is a rational number and all of them are not closed and everywhere dense in the box otherwise. In the first case we get an eigenvalue.
  2. In the disk for every $k$ we get some an enumerable set of broken lines which are closed and the rest lines are not and everywhere dense. Then $v(x,z)=0$ and there are no eigenvalues.

One can prove that in the disk the spectrum is absolutely continues. \end{enumerate}

Remark. We have seen in different example amazing fact: geometry of the domain is very important for spectum of operator.


$\Leftarrow$  $\Uparrow$  $\Rightarrow$