AN ABSTRACT OF THE THESIS OF RALPH EDWIN GABRIELSEN for the (Name) in DOCTOR OF PHILOSOPHY (Degree) presented on MATHEMATICS (Major) January 14, 1970 (Date) Title: NUMERICAL ASPECTS OF THE INVERSE STURMLIOUVILLE PROBLEM Redacted for privacy Abstract approved G5jAar Bodvarsson Redacted for privacy Arvid Lonseth By general approximation methods, within the framework of functional analysis, algorithms are developed for numerically determining the solution K(x, t) of the integral equation K(x, t) + F(x, t) + and the solution dK(x, x) dx dK(x, x) dx (s, t)K(x, s)ds = 0 of the integro-differential equation dF(x, x) + K(x, x)F(x, x) dx s) F(s,x) aK(x, ax ds = 0, These functions are essential in the solution of typical inverse problems of mathematical physics, In addition, applications are presented of the inverse Sturm-Liouville theory to problems of mathematical physics, Furthermore, asymptotic results are developed for an approximate spectral function, Numerical Aspects of the Inverse Sturm- Liouville Problem by Ralph Edwin Gabrielsen A THESIS submitted to Oregon State University in partial fulfillment of the requirements for the degree of Doctor of Philosophy June 1970 APPROVED: Redacted for privacy I5'rofessor of Mathematics Redacted for privacy Professor of Mathematics in charge of major Redacted for privacy Acting Chairman of Department of Mathematics Redacted for privacy Dean of Graduate School Date thesis is presented Typed by Clover Redfern for January 14, 1970 Ralph Edwin Gabrielsen ACKNOWLEDGMENT wc ild hice to take this opportunity to express my sincere appreciation and gratitude to my friends, for their sincere encouragement and backing has served as a vital nurture in the culmination of this dissertation. In particular, I would like to thank Dr. Arvid Lonseth for his assistance and compassionate understanding of all the problems en- countered in the process of completing this dissertation, and Dr. Gunnar Bodvars son for his willingness and desire to assist on any difficulty stemming from the dissertation. This work was supported in part by the Atomic Energy Commission Contract AT(45-1)-1947, TABLE OF CONTENTS Page Chapter I. INTRODUCTION 1 1.0 Objectives 1.1 Definition 1.2 Background 1.3 Scope 4 II. ALGORITHM FOR K(x, t) 7 2. 0 Introduction 2.1 Kantorovich Approach 2.2 Algorithm Development 2.3 Results III. ALGORITHM FOR q(x) 3. 0 Definition of Problem 3.1 Simplification 3.2 Algorithm for aloft 3.3 Algorithm for 8K/ax 3.4 Results IV. APPLICATION OF BASIC THEORY 4.0 Introductory Statement 4.1 Specific Application 4. 2 Indicated Applicability 4.3 Interrelationships Between Indicated Systems and Basic Theory 1 1 3 7 8 12 21 29 29 30 31 33 38 41 41 41 46 48 V. RESULTS FOR AN APPROXIMATE SPECTRAL FUNCTION 5. 0 Introductory Remarks 5. 1 Approximation of F(x, t) 5.2 Approximation of K(x, t) 5.3 Approximation of q(x) 57 57 59 67 69 BIBLIOGRAPHY 80 APPENDICES 81 81 Appendix A: Iterative Procedures Appendix B: Kantorovich Method Appendix C: Synopsis of Basic Theory 88 93 NUMERICAL ASPECTS OF THE INVERSE STURM-LIOUVILLE PROBLEM INTRODUCTION I. 1. 0 Objectives The fact that the implications of the Inverse Sturm-Liouville Theory are far-reaching has been the motivating force behind this dissertation. The objectives of this dissertation are, first, to resolve certain mathematical problems which restrict the practical utility of the Inverse Sturm-Liouville Theory, and secondly, to indicate the signi- ficance of this inverse theory to other fields. In Section 1. 1 the inverse Sturm-Liouville problem will be stated; in Section 1. 2 a brief resume of the historical development of the problem will be given, and in Section 1. 3 the principal theory of this dissertation will be formulated. 1. 1 Definition Determining (1.0) of the differential equation q(x) (X...(1( with the initial conditions, ))yz=0, 0 <x <00, 2 y(0) = 1 y'(0) = h, (1. 0') for a given spectral function where p(X), is a real number, h is referred to as the inverse Sturm-Liouville problem. p(k) is the spectral function of (1.0)-(1. 0') if p(k) is a nondecreasing function on -co < < 00 such that oo ao E2(k)dp(k) f2(x)dx = _oo 0 where E(X) = lirn EN(X.), N-00 and E (X) L.-- ts- f(x)cp(x, X)dx, 0 for any function f, which is square integrable in the Lebesque sense on0 < x < co (see Reference [4]), and cp(x, X) solution of (1.0)-(1. 0'). For Equation (1.0) on 0 <x < n is the unique with the boundary conditions (1. 0") y1(0) - hy(0) the spectral function {(Pi(x)}0i.0 p(X) y(Tr) + Hy1(.7) = 0, 0, equals Z oo 1 a , n and where {X.},0 i 1= are the eigenvalues and eigenfunctions, respectively, of the system (1. 0)-1. 0"), and Tr a n = S' 0 cp 2(x)dx n (see Gelfand and 3 Levitan, [4]). 1.2 Background The general theory for solving this problem has evolved during the last 40 years. In 1929, V.A. Ambartsumyan produced the first result in this field [1]. He proved the following theorem: "1 t X0, X1, . . . denote the eigenvalues of the system: y" + {X-q(x)}y = 0, (1.1) 0 <x <IT , y(0) = y(n) = 0, (1.2) where q(x) Ifn = n2 is a real, continuous function on the interval. (n = 0,1, ...), then q( x) = 0. The second important step in the general development of the theory was made by G. Borg in 1945 [Z, p. 1-98]. His main result is: "let X 0 ,X 1 denote the eigenvalues of Equation (1.1) under the boundary conditions, (h and H are finite, real numbers), (1.3) y'(0) - hy(0) = 0 (1.4) yt(Tr) + Hy(r)= 0, and let 110,p.1 ., be the corresponding eigenvalues of (1.1) under the boundary conditions (1.4) and 4 (1.5) h1y(0) = 0, y;(0) Then the sequences {X. n} uniquely determine the function h, h1, and H. h). and {j. q(x) }, (n= 0,1,... ), and the numbers n In 1950, V. Marchenko made the next important advance in the theory by showing that if the spectral function of (1. 0)-(1. 0') (or (1. 0")) is given, then q( x) and the constant(s) h (or h and H) are unambiguously determined [7]. In 1951 Gelfand and Levitan presented the first effective method for constructing q(x) of (1. 0)-(1. 0') (or (1.0 )) from its spectral function, as well as giving necessary and sufficient conditions for a monotonic function p(X.) to be the spectral function of (1. 0)-(1. 0') (or (1. 0")). In 1964 Levitan and Gasymov [6, p. 1-63] published a paper which refines the 1951 paper of Gelfand and Levitan and also attains a new result for a variation of boundary conditions. A brief synopsis of this work will be presented in Appendix C. 1.3 Scope In determining q(x) of the system (1. 0)-(1. 0') or (1. 0") from the spectral function p (X.) by means of the Gelfand-Levitan theory, it is necessary to determine the function K(x, t) and its derivative 5 dK(x, x)idx ([4] or [6]), for q(x) = + 2 dX(x, x) dx where K(x, t + F(x, t) +Sx F(s, t)K(x, s)ds = 0, F(x, t) = 0 < t < x. urnyN cos NTX x cos NiKtdcr(X), N-1-00 -00 and 01X) = (X) - 2 x. o. 7T Accordingly, in Chapters II and III algorithms are constructed for solving K and dKidx numerically. In Chapter IV, the sig- nificance of this theory is discussed. In particular, an application of the theory is given in 4.1 which is relevant to the field of medicine, i.e. an indirect method of determining the elasticity of a flexible tube is suggested. This example is indicative of the truly diverse applicability of this theory. In 4. 2, applications of the theory to various types of problems will be indicated, and in 4.3 the interrelationships between the physical systems of Section 4. 2 and the Gelfand-Levitan theory are explicitly given. For the inverse problem on in Chapter V, that if--for sufficiently large growth conditions--the first N eigenvalues [0, Tr], it is shown N and appropriate K. and normalizing 6 pIT constants a. (a.2(x)dx) 0 1 are known, meaningful results can be derived. In Appendix A, the integral equation of Chapter II is solved by various iterative methods. In Appendix B, a brief synopsis of the theory of Kantorovich, upon which Chapters II and III are based, is presented. In Appendix C, a brief synopsis of the GelfandLevitan theory is given. 7 ALGORITHM FOR K(x, t) 2. 0 Introduction In this chapter an algorithm is developed for numerically determining the solution K(s, t) (2.0) K(s, t) + F(s, t) in which F +s of the integral equation F(x, t)K(s, x)dx = , 0<t<s<R _< t_< s <R. is a given continuous function on in the framework of the Gelfand-Levitan theory, F 00, With- is even abso- lutely continuous in both variables and K is as smooth as F (see [4] or [6]). Results of this chapter are based upon Kantorovich's general theory of approximation methods [5]. The most important result to be developed in this chapter, for our purposes, is as follows: there exists an equipartition For a given E > 0, r, 0 < s < r <R, [0,R] such that for each constructed continuous, that of [0, r], there exists a readily 0 <s < r, providing the partition partition L; if, in addition, 1 F ^in r such for each equipartition An iecewise differentiable function K(r, s) - rg:(s) I < E, of A An K is at least as fine as the of Equation (2.0) satisfies a Lipschitz condition in each variable, then 8 n.Jn K(r, s) = Kr(s) + O(A), providing the equipartition An of [0, r} is at least as fine as the of [0, Rj, where A denotes the length of the equipartition A 1111 subpartitions of A . 1/1 The procedure followed in Sections 2.2 and 2.3 in developing an algorithm for K of Equation (2. 0) is briefly sketched in Section 2.1. Sufficient conditions for constructing an algorithm for of Equation (2.0) for fixed s K(s, t) are developed in Section 2.2. Then based upon Section 2. 2, the results of this chapter are developed in Section 2.3. 2.1 Kantorovich Approach Let (2.1) be the solution of x(r, s) x(r, s) Cr h(s, t)x(r,t)dt = y(r, s), for 0 < s < r < R; 0 (or equivalently) (2. 1) Kx (s) = xr(s) + Hxr(s) = yr(s) in the Banach Space Xr of real continuous functions on [0, r]. Now suppose there exists a linear transformation cpn that maps Equation (2. 1) of Xr into the system 9 (2.2) x h(t., t)x r (tk ) (t.) + r3 y r(t.), j = 1, 2, ...,n, k=1 r. In order to determine whether the solution (if it exists) of Equation (2. 2) satisfactorily of the n-dimensional vector space X approximates the solution of (2. 1), it is necessary to answer questions of the following type: Is the "reduced" linear system (2. 2) of algebraic equations uniquely solvable? If (2.2) is uniquely solvable, then to what degree of accuracy does its solution actually represent the solution of Equation (2. 1) ? For a given E > 0, is it possible to determine a linear system of equations (i. e. , a system (2. 2)) such that its solution does not vary from the exact solution of Equation (2. 1) by more than c uniformly? Questions of this type are readily answered within the Kantorovich theory under rather general conditions. Consequently, it will be necessary to familiarize the reader somewhat with the Kantorovich framework, and secondly to show how this theory ties in with the par- ticular problem under consideration. First, with respect to the Kantorovich framework, suppose 3.a linear operation Pn projecting Xr on to ^4n Xr (a complete 10 subspace of X ) P 2= P. consider the In the space Xr, equation (2. 1') xrr (s) + H7c r (s) = Pnyr (s), where H is a linear operator on Xr. If the following conditions are satisfied Equation (2. 1') and its solution "d* xr will be referred to as the approximate equation and solution, respectively, of Equation (Condition that H and H be neighboring operations) For r-'n everyxr II E Xr, Pnr - HXr f< 1137 II - (Condition for elements of the form Hx, x Xr, approximated by elements ofrsinX) For every to be xEX x EX Hx III. (Condition for close approximation of min (2. 1)) .3- Sr) X r r II Y where 712 r - Yr of Equation 3- r II < rl 2 IIY r II may be dependent on (see Kantorovich [5]). 11 If these conditions are satisfied, questions of the type mentioned on page 9 are readily resolved [5]). Secondly, with respect to the system under consideration (i.e., (-inn Equation (2.1) of Xr and suppose there exists a (2.2) of X), r where 9 0, nr is the of X , isomorphic to subspace (-)n r Xr Xr n function mapping Xr isomorphically onto X r and (pr is a linear extension of cp0, nr mapping Xr onto X nr such that cp =nP 0, r n . Therefore, PO, n -1 n r rvn In view of the isomorphism between Xr n and X r, Equation (2. 1') can be transformed into an equivalent equation in X nr (and vice versa). This is accomplished by substituting x r = ((p 0, r ) (2. 1'), and applying the operation 0, r to both sides. xr in cp xr- + n. 0, r n - 1x 0, r ) r = epPy. 0nr Letting H = 9q'0 nr1(49 0, nr -1 xr + H xr =ryr. Hence, the Kantorovich conditions on page 10 can be expressed in terms of the system under consideration (i. e. , Equation (2. 1) of Xr 12 3Enr) and (2. 2) n. 0, r by means of the mapping functions cpr and Therefore, under appropriate conditions (see page 10) involv- n evn ing X, X,r X, r the mapping functions (p r , 0, rn, and the linear operator H of Equation (2. 1) it is possible to answer all questions of the type stated on page 9 (see Kantorovich [51). Consequently, in order to satisfactorily approximate the solution of Equation (2. 0), it is sufficient to properly construct mapping functions and spaces in the above context such that all conditions of the Kantorovich theory are satisfied. In Section 2 2, this is accomplished for the solution K(s, t) of Equation (2. 0) for fixed 2. 2 Algorithm Development K(s, t) Mappings and spaces are constructed in this section for of Equation (2. 0) for fixed such that the Kantorovich theory is s applicable. Let An(r) = Ai and A (= = I Ji= 1 Ti-1< S < T., T.1 - T.1-1 = 1 Ai, (i = 1, , n). T 0 = 0}, 1, = 1, 2, , n. Let t. Transform Equation (2. 1) xr(s) + Hxr(s) into n is the length of the interval Ai, i = be the midpoint of where be an equipartition of [0, r], yr(s) 13 xr (t.) +A h(t., t xr(tk j (2. 2) (j = 1, 2, j r (t.), , n), k=1 and by that the integral (t)dt be replaced by the finite sum 0 k=1 Equation (2.2) may be expressed in the form: nr r n--x K x = xr +H r r = ry, r where ryr ..... Yr(tn)) E = (yr(t and H r = Ah(ti, t ) Ah(t2, t ) h(t n ,t1 ) Ah(ti . A h(tn,tn ) Definition. For the given equipartition subspace of Xr n -1-- xr = (0 r) xr , for tE . 1 such that if r Eln, r t(r) = then i}ni, n ) be a x (1) r k) g E Xr and xr(t) where =, n g let Xr g 1 14 Hencemaps It r 0, r 0.1n r, and cpn is a In brief- then, the questions introduced on isomorphically onto X linear extension of 90, r. page 9 will be resolved within the framework of the spaces and Xnr, on where r /Inr is the Banach space of continuous functions Xr a Banach space of continuous functions linear on each [0, r], 3e1 subinterval X and X r A. , a vector space isomorphic to X fl r. Diagrammatically r n where cp n and cpr 0, r is a function mapping is a linear extension of For the given equipartition of A =A, onto i = 1, Xr, ,n), P 2 n = )Tzl. isomorphically onto (0 Xr onto X r. 0, r mapping (r) of [0, r] (with the length An let Pn be a projection operator mapping P.n ,vn,n Krxr = x,nr + /vnoin Hx rr Py, nr x , with solution r4n* will be called the approximate equation and solution, respectively, of Kx r, n r = xr + Hxr = yr 15 if There exists an such that for each xr E "-)n Xr, ri P-HxiI r rr rJ n <1113r r II. A such that for each xr E Xr there 6 ,..,n 1, exists an r E fvn X r such that I Hx r - x r II <1 1,r II x r ',al 5F III. For each yr E X r, there exists a y r such that r A tvn Yr - Y r < n2 Ar II Y r , where n2, r may depend. on yr. e-ill r4n It should b e noted that H r i. s a linear operator on Xr, There exists an 1,r S' II II II and if x E Xr if II . x EX, or then Xr , 114 = then 114 = max i= 1, . gi I . . max ,n I x(s) I 0 < s <r and , where , 1'2' grd A A In accordance with the Kantorovich theory, if 11, 11 , r and x= 11 exists, and if the can be made sufficiently small, if K-1 2, r three conditions (I, II, III) are satisfied, then xr (the approximate solution, see page 14) exists [5]. Furthermore, if 1rA 111, Ar A and-92 , r converge to zero as n the equipartition of [0, r], 0), n then A (r) II (or equivalently, xr -rII ° is the solution of Kxr = yr [5]. Since the problem of interest directly involves ^in xr in as where x r 0, than Xr, of co rather it will be necessary to interpret Condition I in the setting To this end, we proceed as follows: r Writing (pnr = 0, rPn , we see that Pn = X Hrxr Pnyr, _n n there exists an xr E X ((p 0, n -1 n . Since r r ) such that 16 xr Hence = (cp n -1n n x r, xr 0, r nx +Hnnx =q,y, rr so r r nes-ln nn H ((p x r = q'rYr r 0,r r + H nrJn n -1 0, r H r(q/ 0, r = If we replace Condition I by the Condition nH cpn,on x n ,n r 0, rr r r cpr Hxr then by letting LIP ri A r = n II II 0, r Hx = H x II rr n r = = 1r x Condition I is satisfied, for n -1 nHx - H x rr r r 0, r II ( 1r II ( II < 11 0, -1 n r r - -1 (HI n Hx ((Po, 7.)-11117rAll n -1n (PO, r 0, r r r nv nell ;jcrri r 0, r r II Vcrti, II In summary we have the following: Problem. Kx(r, s) = x(r, s) pr h(t, s)x(r, t)dt = y(r, s); 0 (equivalently) Domain. Kxr = xr(s) + Hxr(s) = y (s). 0 <s <r < R . Assumption. r fixed (0 <r <R) and equipartition (r) = 17 of A = length of A [0, r]; i = 1, 2, , n. tk the midpoint of Reduced Problem (Algebraic System). x(r, t.) + A h(t., tk Ak, )x(r, t) = y(r, t.), (j = 1, 2, ...,n); nn n+Hnnx K x =x (equivalently) r r where r r = yr r nxE Xn r , yE r X r. Hr : An n x n matrix whose element in the i-th j-th column is of the form A h(t., t.). row, 1 Xr : Banach Space of continuous functions on [0, r]. rvn X : Banach Space of continuous functions linear on each interv ial = 1, 2, where )r'cjerk) = and , n, Z(t) = for x= such that if x E rs-ri Xr, n-1 (90, r ) x= x, l' then ) EX t E1. 1 Lemma 1. For each equipartition An(r) = i }n of [0, r] there 1 rA (\in r =r exists an -A x E Xr such that for each r t 2 () cpnHZ r r rA where CJ(-) t H 119 r 0, rr n)"c r <11All3c) r II is the modulus of t- continuity of h(t, s): r 18 r wt 2 = sup {1h(t+6, s)-h(t, s)I, 0<s <r, 0 <t <r, is the length of the interval Ai, i = 1,2, ... , n; h, A and H I6 <-2 n ,r' "' 'r' are discussed on page 17. is a function in Xr, whose modulus of continuity does not exceed w(6). Let x E Xr, Proof. Suppose z /A ztk xr t) k z(t)xr(t)dt - [z(t)-z(t k r (t)dt + A Sjc. k Ak rkjz(t.)(t)dt r (t)dt-X' (t k A = xr(tk ). z(t)1 (t)dt => = kAk Let z(t) = h(t., t) - Az [z(t)-z(tk)]Vcr(t)dt1 r(tk )1 tX) rco()11371..II => 3 r 0 => h(t.,3 t).;\er (t)dt - Ah(tj, tk )Vcr tk 11;jc II Con/4)T r r -H -nv r 0, r r 1 < rwr(-4-11; 17:113cr 11 t r r 19 L(r) = {A 1 }ri1 of [0, r], n Lemma 2. Given an equipartition x each il Hx -Vc r EX r r 11 . run E Xr rO r < ri there exists an xr A 1, r II x r such that where , II for wr(A) = sup {11-1(t,s+6)-h(t,s), 0 <t <r, 0<s <r, I5I < A}, A 1,r and = Hx (s) = Crh(t,$)x(t)dt, r rwr(A), s j0 is the length of Ai, i = 1, 2, ...,n. A Proof. Suppose z(s) E Xr; z(s) E Xr, where let n.) z (i.e., Tl' coincide with the corresponding values of the wise linear function whose values at the points T.-T. T = function = 0), s <T.+l, j = 1, 2, -ri )-2)(s)1 = ri A z(s) = T.3+1 3 sSince , , [(T.+i-s)z(Ti) 1 z(s) 1 +1 3 Therefore n-1. (s-I.j)z(Ti+i -s)(z(s)-z(T.)1 )z(s) + s-T.)z(s)] (s)-1(s)I< If -r- z. Suppose where is a piece- 1(s--r.) z(s)-z(T.3+1 )1 (< 1 A (T. ,-T.)W(A) = (A w(A) = the modulus of continuity of z(s). 0<s<T , then A 20 IZ(S)-Z(S)I z(s) - z(s'), Consider for I Z(S)-Z(Ti)I <W(A) = z = Hx, x E z(s)-z(s')I < h(st, t) II x(t)Idt. Ih(s, t) 0 Therefore lz(s)-z(s')I <rwr(6)II which implies for arbitrary s, lz(s)--V(s)I <rwrs(A)11x11 => < 11 r II X r each y r EX < rAII z Hx, x E X A ri1, r An(r) = {a.}n 11 r rco (b.) [0, r], for ron yEX r such that r there exists a II Yr -34r II where 11 Lemma 3. Given an equipartition for yr 0< , < where 112, A 1 r 11Yr 11 (r) (4 (A), (r) (A) = sup {I y(r, s+6)-y(r, s)I, 0 < s <r, 61 < A is the length of the partition , n. w and A Ai, i 1, 2, Proof. In the proof of Lemma 2, it was shown that for each z E Xr, there exists a Nz EX such that I z(s)-z(s)I <(t), where w was the modulus of continuity of z. implies that By. ly(s)-(i)r(s)1 < (:(r)(A) Hence,A II Y-rir)11 < 12, r letting 1 A 2 112,16:11Y° 21 1r - co (A) ,r for arbitrary s. II Y II 2.3 Results Theorem 2.1. There exists an equipartition [ 0, R] such that for each equipartition An(r) = 0 < r <R, at least as fine as A (i.e., , nn K x nr nn = {A A 'ft 11 of {A.}n 1 of [0, A < A') r r =y is uniquely solvable for all y r E Xr ; Ilx(r, s)-(cp where AT i = 1, 2, is the length of n; P also, x 0rn -1--n r < P Ilx(r,$)II, ) Ali, i = 1, 2, n; . A is the length of is defined below, and the remaining notation is discussed on page 17. = P= (1+ cR)rriR A (1+ 11 1, R )M 1 1-q=A M M(1+ + cR(1+ R where M > ,, sup {(1K 0 <r <R q M> }, 1 = r R ( 1 + ii sup {li +j < r <R A 1,R 1, R A nl, R) ) 1-=q° R 22 A ER R 1,R + ri A 2, R M. for 0 <r <R, since Proof of Theorems 1 and 2. Ar <11 A rA for 0 < r <R, since < 1 Also, 1, R' r Tir =t (-2). rwr (s). In applying the Kantorovich theory [5], it is neces11 11 1, r s A sary to make aA where < 1, qr r(1+11, r) + 1 1, r II ((P 0, r -`r K- - 1 (pnic A = r 11 ill Therefore qrA < (1 A +111 , R A )+ 1, R M)M1 Let A =A qR = (11R (1+11 )+ ,R 1, RAM)M1 , therefore <q R ci& r Let = .6 P- th,'.}n' 11 of the subinterval Therefore for 0 < r <R. be an equipartition of [0, R], AI = AI, (i = 1, 2, =AT q". < 1 for n), such with the length =A' < 1. thatR A => n' KR xR is solvable for all partitions of [0, R]. for all yr- n(A ,) E Xr 4 , E -X-r1R1 Hence where (see Appendix B), and all finer equi- -n(e1)--n(.6. 1) [K xr A , la = yr] is solvable is an equipartition of [0, r] at 23 least as fine as A . Let <p) w(A) = sup Ily(r, s+5)-y(r, s)I, 0<s <r <R, s, r and INTH min min { max (I y(r, s) I), 0 <r <R 0 <s <r such that deleting those valuse of where r E (r0 -5, r0+6), 5 is a given, positive, aribtrarily small number and Y(r0' s) = for 0 <s < r0 , which implies, x (r0' s), the solution of the equation Kx(r , s) 7- y(ro, s), 0 <s <r0, is identically zero. In particular, since x(r, s) is a continuous function, for a given E >0, there exists a 0 < s < r. 5 >0 such that I x(r, s) I < E for I r-r 0 <5, 1 We will refer to this deleted set as the "exceptional set." Therefore (r) (A) A 712, providing r w = yr(s)II n A< 2, r 0, (A) Y II min ,R r I exceptional set for 0 <r <R. Noting that the two theorems, plus the corollary and theorems to follow in this section must be qualified with respect to the "exceptional set." 24 In accordance with the Kantorovich Theory [5], (see Appendix B), for with a given equipartition A (r) = {A,}n1 of [0, r], of P A., = (1+Er)r -1 n ( r cp0, 112, 111, A A "E. A R + -1 r, A< (1+ER) Suppose A p, (Exceptional set). - IIn 1111K11). is the equipartition of [0,R] with the = {A i} i 1 is at least as fine as r ql -1 + E A 1+ r length of the subinterval , (Kr) (PrKil)' therefore 2, R' 1, R r 4. Er(1+11(`PO, A II <1 11 n -1 n -1 n A Kr) A E Let the length I., 2,, i. A r, A A Al, A A ., = and that If 2, i.e., A < A/. A (r) Through use of the Kantorovich Theory (see Appendix B), we directly obtain the following estimate of (K ) -1 : -1 Kr < II KII Also, ER<E R Therefore (1+71 (1+i1,R A)M 1 1 =A 1-qR 1-qA for .5- M1 since A)M 1, r A 11 1, R 0<r< <11 A1 1, R 25 (,9 1+ 1, R)M A A1 p r, A since < (11-E 1 r) R 1 + (1+ (1+11 , R )M1 1-qR qR => Pr q 1 M =A 1-qR A =.- < P r, A x xr(s)- ((Po, nr)-1- x- < pA from which Theorem (1) directly follows. Since II x r (90, :)- 1 -;--cr II < II (q)o,rn)-1;_c n-1 =-'-"" Ilxr-(g9 ,r) xr-('Po, nr)-17cril Therefore (IIx -(49 0, n)-117 r r)(1-7):A By selecting the equipartition II(v 1) such that A 1111 ni-17cr II r P1 < 1, (2) directly follows. (9 - 1 Tc PA -:- II ((Po, -1;r II Corollary. Under the hypothesis of Theorem 2. 1 or 2. 2 n-1--n (q) xr A < (1-Fi 1, R ) M1 ily r =A 1-qR Theorem 26 Proof. Since Kr x r =yr=q)ny rr and n n -.1--n x = (K) r n -1(Kr) n -1n n -1--n ( xr 0, r ) r r = ((PO, r) Therefore II lix fl II < II (R1-11)-111 liCr- where I A II (Rnri (1+11, It)M1 =46 II cIR Theorem Z. 3. For the solution Kr x =ny r r, n* x of r 0 < r < R, 0 < s < r, which is an approximate solution of the equation Kxr(s) whose solution is yr(s), 0 < r <R, xr lirn n 'Ix 00 n -1 n* r - ((P0, r ) xr = 0; in addition, there exist constants Q, Q1' and Q2 such that 27 n -1n* <011R + Q 11 1, A R 1 xr Ilx (s)-((P0,r) 2, R where the symbols have exactly the same meaning as given in Theorem 2.1. Proof. From the results of Theorem 2.1, these results readily follow since A 2, R 0 0 TIR as T1 as i0 0 1,R as A 0, and of concern is actually the function Since the kernel h(s, t) F(s, t) A 0, of Spectral theory, which is at least absolutely continuous in each variable, let us now assume h(s, t) is absolutely continuous in each variable. Furthermore, let us assume h(s, t) is lipschit- zian in each variable This implies that there exists an a such that Ih(s+o-, t)-h(s, < alcr for all s, t in Ih(s,t+o-)-h(s, 01 <al cr I , for all ws(6)< ( 6) < a 61 [0, 11]. s, t in [0, R]. al 61 < A a.,A 1<RaA, and A 2,R for partition A w(A) IlI min < i3A with the length of its subintervals A. =A. Theorem 2.4. If in addition to the hypothesis of Theorem 2.3, the 28 kernel h(s, t) satisfies a lips chitz condition in each variable, then fun -x for all r such that least as fine as Proof. P4 . al . O(A) 0 < r <R providing the equipartition is at 29 III. ALGORITHM FOR q(x) 3. 0 Definition of Problem In determining of the Sturm-Liouville differential equa- q(x) tion y" - q(x)y + (3.0) , 0 <x <R from its spectral function, it has been shown by Gelfand-Levitan (see [4] or [6]) that q(x) = +2 dK(x, x) dx where K(x, t) + F(x, t) +j F(s, t)K(x, s)ds = 0, 0 <t <x < 0 In this chapter an algorithm for numerically solving for dK(x, x) /dx is developed, where (3.1) dK(x, x) dx dF(x, x + F(x, x)K(x, x) + dx 0 = O. xF(s,x)(x,$)dx ax This algorithm is based primarily upon Chapter II. However, this time it will be necessary to assume that F of Equation (2. 0) is in C 1 rather than just in C 0 . The main result to be developed in this chapter is the following: 30 there exists an equipartition c > 0, Given such that for each x, 0 <x <R, of A (0, R] there exists a readily constructed continuous, pie cewise differentiable function GX( ) on 0<s<x such that I dK(x, x) _ Gn(x) I <E dx providing the equipartition An is at least as fine as A of (0, x] associated with G'1(s) . 1171 In Section 3.1, it is shown to be sufficient to develop algorithms for and BK/Bx 8K/8t rather than for dK(x,x)/dx of Equation (3.1). In Sections 3.2 and 3.3 algorithms are developed for BK/8x, aloft and respectively, based primarily upon Chapter II. In Section 3.4 the results of this chapter are obtained by combining the results of Sections 3.2 and 3.3. 3. 1 Simplification Since dK(x, t) BK(x, t) = ( 8x dx aK dt at dx/ t = f(x), along it follows that K(x, x dx (K(x, t))1 t=x = ( aK ax + 8K,, ot )1 x Therefore, determining dK(x,x)/clx of Equation (3.1) reduces to 31 determining 8K/ax I and t=x 3K/3tt=x Differentiating Equation (2. 0) yields: 8F(s, t ).1.c x, s ds, at 8F(x, t) 81C(x, t) (3. 2) at at and aF(x, t) - F(x, t)K(x, x) - 51xF(s, t) 8K(x, s) ds. ax 8K(x, t) ax (3. 3) 0 axiat of Equation (3.2) is unique and con- It follows directly that tinuous. Also, since 8F/3x is continuous by hypothesis, it fol- lows from the spectral theory [6, p. 14] that 3K/3x is unique and continuous. 3. 2 Algorithm for moat Let aK'/at be the unique solution of Equation 3. 2). ax (x, t) at = aF(x, t) at aFts, t) K* (x, s)ds. at 8F(x, t) at 8F(s, t) at - For fixed x, Arn* x, s)-Kx (s))ds x 8F Kn*ds x let n 8F(x, t) at Sx 8FK n* (s)ds, at x 0 32 where n* Kx (s) is the approximate solution of K(x, s) (2. 0), for fixed x, 0 <s <x <R, of Equation as developed in Chapter II (see page 7), and we denote the unique solution of Equation (2.0) by K. Therefore, 8K Ai n* at - Kx &K (x, t) at ' = - x 8F(s, t) (Kx(s) rdn * -K* x, sflds ; at o K(t)i*, (^On <e1M4 = c, for 0<t<x, where M4 = Hence, for a given (vn K (t) tc x max 0 <t <x <R 0 c1 > 0, Fa (s, t) at there exists a continuous function for each x, 0 <x <R, aK*(x, t) Pen * - Kx(t) at such that I <E2, 0 <t <x, c= e M4, 1 and ax (x, t) .-K "in *, (t)1 < c1M4 = at , for 0 < t < x. In particular, for a given el > 0 there exists an equipartition of [0, IQ such that for each equipartition of [0, x] at An(x) least as fine as ruin Kx(s) A a continuous piecewise differentiable function 0 <s <x, can be constructed (as shown in Chapter II) such that for each x, 0 < x <R, K -Kx 1- < E0 <t < x, and 33 I aK (x, t) - Kn* () ti at x <e ' 0 <t <x' < x <--- R, 2 = 1 M 4 3.3 Algorithm for MK/3x For Equation (3.3) aK(x, t) ax (3. 3) let G = aF(x, t ax - F(x, t)K(x, x) - 0 s) F s, t aK(x, ax s; = ax /at denote its unique solution. Therefore * t) G = aF(x, ax Fix x, 5-1 t K*(x, F(s, t)G (x, s)ds. - let an(t) = -F (3.4) rvn* t)[K (x, x)-K (x)] xF(s, t)Gn(s)ds. 0 For fixed x, (3.5) consider the equation: "in * G(t) = - aF - F(x, t)Kx(x) F(s, t)G (s)ds 0 In Equation (3. 4), divide through by K (x, x) Gn(t) A-'n* K (x, x)-Kx (x) --F , t) * 6-) n* Kx (x): 1 A.'n* (K (x, x)-K (x)) 0 F(s,t)Gn(s)ds Noting that Equation (3.3) cannot be numerically solved directly for alciax, since K(x, x) is typically unknown. Therefore 34 "Nn GX(t) * "In G (s) x - -F(x, t) - S F(s, t)[ Nn* K (x, x)-Kx (x) x Iv Ids ,,, . K (x,x)-Knx '(x) o However K(x, t) = -F(x, t) F(s, t)K(x, s)d for each fixed x, has the unique solution K (x, t). Hence, = K (x, t). Let "n* denote the unique solution of Equation (3. 4) for the given Gx equipartition i(x) of [0, x]. An exists a unique function G(t) appropriate equipartition * Therefore for each x, satisfying Equation (3.4) for each i(x) = {A }nI of [0, x] (i. see page 7); it will be assumed that Nn* K (x, x) = Kx (t), then there Ain* K*(x, x) Kx (x), . , A< for if Ain G(x, t) = G(t) of (3. 5). Hence, the follow- ing analysis holds. For fixed x, consider G* (x, t) - G:(t), where * G*(x, t) = ax is the solution of Equation (3. 3): ax (3.3) G (x, t) = aF(x, (3.4) ^n* G (t) = -F(x, t)[K (x, ax Therefore, t)- F(x, t)K (x, x) n* x)-Kx (x) F(s, t)G (x, s)ds; F(s, t)G;( )ds 0 35 An * * G(t) G (x, t) - F x, t)Kx(x) - = * "n F(x, t)[G -Gx]ds. Let An G (t) * = G (x, t) - Gx(t). n* Therefore Gx (t) Adn(o* x (3.5) is the unique solution of Equation (3. 5): t) ax A there exists an equiparti- > 0, e3 such that for each x, of [0, R] 441 x 0 We will now show that for a given tion is)n F(s, t)G (s)*ds. (x)F(x, t) - -K "ni, < c, G x G*-G (i.e., < E ), for all equipartitions of [0, x] at least as fine as A Since Gx(t) - K (x, t NI1* K (x, x)-K(x) G(t) x fin 1 I * K x, x)-K nx(x) * * - K(t x <E ' 0 <t < x. Hence, ^n (t)-K "in (t) (K *(x, x An x /N-m* * * ) x)-Kx( )I< xG n I Gx(t)-Kx(t)(K (x, x) K (x) Therefore ) "../n* I K (x, x)-K E1 <C . 1 (x) I. 36 I 8n(t) I - I kn (t)I * * x)-K(x) K(x, n kin(t)*1 =E + * 2 j <Ei ki:(0*1). For fixed x, IIG*(x, t)- Gn*(t) II where G (x, t) = 81c (x, ax 8K(x, t) ax <E II Ir11), (E t)is the solution of (3.3): OF(x, t) ax F(s, t aK(x' s) ds ax F t)K(x, x) = 0, and Gr4n* is the solution of (3. 5): G:(t) = - Ox t) F(x, t)Kin(x)* F(s t)61.1(s)ds From the above result, the assertion given on page 30 directly follows, since K(x, 011, <Jj 1((x, t) and C1 is inde- pendent of x. By letting y(t) = - OF(x, t) ax - F(x, t)K:(x)*, Equation 3.5 can be written in the form: '-ajn(t) F(s, t)Gx(s)ds = y (t). This is the same type of integral equation whose numerical solution 37 was considered in Chapter II; the only difference is that in Chapter II we were primarily interested in the case where y (t) = F(x, t); whereas in this case t y(t) x ax , t)Kx(x) j: * . Therefore, in order to apply the results of Chapter II to Equation (3.5), it will be sufficient to show that the three conditions cited on page 15 are satisfied. However, since the equations are the same it is sufficient to check except for the nonhomogeneous term y (t), the conditions that involve yx(t). Therefore, it suffices to show that for each y(t) there exists a 3r) (t) such that Yx, Yx Since x rj t( ) = - < 2x , aF(x, ax II -.t 0 < x < R, Yx II F , (see page 20). n t)K(x)* which is continuous, the above condition is shown by following exactly the same line of reasoning as presented in Chapter II on this item. Hence, for a given A m of [0,11], c4 > 0, and a sufficiently fine equipartition for each equipartition at least as fine as A esJ entiable function Gx m, A n of [0, 4 0 < x <R, there exists a continuous piecewise differon [0, x] such that 38 x4 "in* m* G -G x <e II . 3.4 Results For each fixed X: 8K (x, t) at 8K (x, t) ax = ( ax (x, t) - Kx(t)*) + '4n K (t) * at ; ax (x, t) * ax e4n fsdn* (t)) + Gx(t) Gx . Therefore, since dK(x, lt) dx dK (x, t = dx (8K OK (x, t t=x at t) ax we obtain dK (x, t) dx I -(Kn(t)+G (t) )1 t=x x x ax (x(t) )t=x at t =x aK* , + IdK (x, x) I dx "n* (x) <c M -(Kx(x)+Gx 4+ uniformly in x, tion A n(x) 32) and 4% providing for each 11P)ri*II 1(£ 1 x, +jj K ) x NJ* 1 its associated equiparti- is at least as fine as both equipartitions (see page (see page 35), where * ^in II K -K and * ) -G (t) t=x x 8x X- <E aF(x, t) at t K"xn(x)*ds 39 ron* Since rs-in* OF(x, t) * F(x, t)Kx(x) 8x rdn(tI x (3.5) Zn* is readily determined. However, K is known, K evn(s)ds. F s, t)Gx can only be obtained by solving the integral Equation (3. 5). As mentioned earlier, Equation (3.5) can be numerically solved by the method developed in Chapter II. In this light, (see page 37), for fixed x: 8K (x, t) ax 18K (x, t I x 8x t), 8x IAK(x < I '0*w' aK (x, t) I (t)* G ax ax (x r-)m. * - Gx (t) t) 8x < E (E I - Gx (t)) + (G--(t) -G x (t) ); x - G--(t) , I* + I G(t)44*(t)I + II 11:11 X4 1,-,n* 7-6m * 1G X -G (t) I < E For fixed x: , IdK (x, t)Nin* - (Kx (t) + Gx (t) )1 ax I( ax (x, t - Kx Zn*(t) at 8K* (x, t) I at - + Krin(t)"1/4I '1(6 + + II I I ( ax (x, t) - G rs/s'm * (t) ax aK(X, t) "-in* ax x G + ,-Im* (t)1 Gnx (t)-G x 40 idK(x, x) dx I x e x ME1 +e for 4 0 <x <R. The results of Sections 3.2 and 3.3 were based upon the assumptions that there does not exist an r0 such that 0 < s < r0 < R, and that there does not exist an xo (9F(xt) 0' 0 for such that A.)n* (x)= 0 for - F(x , t)K x0 F(ro' s) 0 < t < x0 <R. If (a) does not hold, one must proceed as in Chapter II (see page 23). If (b) does not hold, then in determining Gx the same type of qualifications must be imposed as were imposed in constructing ^Jrn Kx under similar conditions in Chapter II (see page 15). 41 IV. APPLICATION OF BASIC THEORY 4. 0 Introductory Statement The significance, in the sciences, of the inverse theory will be indicated in this chapter. In Section 4. 1 an application of the theory is given, which is relevant to the field of medicine; in particular, an indirect method of determining the elasticity of a flexible tube is suggested. In section 4. 2 the application of the inverse theory to a few problems of mathematical physics is indicated, and in Section 4.3 the interrelationships between the equations describing the systems of Section 4. 2 and the inverse theory are given. 4.1 Specific Application Consider a one-dimensional flow through a slightly flexible tube of an inviscid liquid with constant density and velocity v(x, t), which is constant over each cross sectional area. Let F(x, t) denote the total flow through the cross section, and f(x, t) the cross sectional area. Furthermore, assume that f(x, t) is a linear function of the pressure P(x, t), i.e. , f(x, t) = f (l+k(x)P(x, t)) = fo + fok(x)P(x, t), where k(x) is the proportionality constant of elasticity. 42 In this section it will be assumed that all variables are sufficiently smooth, in particular, twice continuously differentiable. A first order linearized theory will be assumed, in particular, with respect to the equation F(x, t) = pv(x, t)f( , t) = pvfo pvfok(x)P(x, t), the magnitude of the second order term vP will be assumed to be negligible in comparison to the magnitude of v. Hence, F(x, t) = pvfo By conservation of mass ar. af = H(x' t), TX- where H(x,t) = source density (fluid mass added per unit length per unit time). 8P 8v Pfo (4. 0) -aTc Pfok(x) av ap ax at H t). H pf 0 By conservation of momentum (one dimensional Euler Equation), p Dv Dt ap ax . Dv_ av av at v" ax Dt 43 Disregarding the second order term (4. 1) v 8P av -aTc P at - av ax implies A From Equations (4. 0)-(4. 1) it follows that a (4. 2) 2 8v l ay k ax - H = 0, 8t2 where H= H ax pf k` 0 The elasticity of the tube is expressed by the function k(x). Therefore, the problem of determining the elasticity by indirect means entails determining the function k(x) by indirect means. The function k(x) can be determined by indirect means through utiliza- tion of the Inverse Sturm-Liouville Theory. In this regard, let us consider a specific example. Now suppose we wish to determine length Tr, where the end (x = 0) from the other end (x density H(x, t) k(x) for a flexible tube of is closed and the liquid flows into a reservoir. Also, let the source Tr) be of the form G(x) sin wt. Therefore, from Equation (4. 2), the flow in this tube is described by the equation (4.3) where (iv) 1 pvtt = + J(x) sin wt 44 G(x) J(x) ) = dx 0pk(x) At x= (4. 4) v(0, t) = 0. It will be assumed that an incremental change in the internal pressure of the reservoir is proportional to an incremental change in the volume of the reservoir (i. e. dt dP = CdV , (volume) ). Hence, t) = f C (TT, t), 0v since dV(volume) f dt 1T, t) Therefore, by Equation (4. 0), vx(ri,t) + hv(Tr, t) = 0, where h = k(Tr)Cfo. Suppose v(x, t) U(x) sin cot, then Equation (4. 3) reduces to (4. 5) (UT +pUz + J = O. (4. 6) U(0) 1 0, U'(lr) + hU(Tr) = 0. For (4. 5)-(4. 6) there exists the eigenvalues ized real-valued eigenfunctions 00 {491 (X) }0 oo {x. ]. }0 such that and the normal- 45 1 )= a.(p.- (x), U(x) = b a. = yo- l(Tr) + hcp.( 7r(P.(- ) = 0. T.- ). b.v.- (x). (----, 9104 , 0) = 0, +kipcoi(x) = 0, w2p 1 i k(x) ../ a.go.- (x) = 1 Therefore, [b.(-X..p+w2p) + a.p cp.(x) = 0. => b. X. - w2 vi)(pi(x) U(x) = X.-w 2 The co (J, vi)(pi(x) sin wt x, t) = i=0 wX.-2 Noting that this mathematical solution is singular at as a result of linearizing the equations of the actual physical system. By varying the frequency w of the driver mechanism it is 46 possible to determine the resonances of the system (in particular, the eigenvalues Exactly how this example ties into the Gelfand- Xd. Levitan Theory will be clarified in 4.3. This example is applicable to the field of medicine, in particu- lar, in determining indirectly the elasticity of an artery, which is a measure of the degree of arteriosclerosis. 4. 2 Indicated Applicability Now let us briefly look at a few additional mathematical models, which describe numerous problems of mathematical physics, to which the Gelfand-Levitan Theory can be applied. Determining (4.7) U = xx f(x) (assuming fE (4. 8) f(x) of the equation + f(x)U(x,t), (with suitable boundary conditions), reduces, by separation of variables f(x) C°) (U to determining X(x)T(t)), of the differential equation Xii(x) - f(x)X + X X = 0, (with appropriate boundary conditions). can be determined, for example, if in addition to knowing the eigenvalues k.(i 7-- 0, 1, 2, ... ), 1 the constants c. 1 and d. 1 (i = 0, 1, 2, ...).1-/can be determined (see Gelfand and Levitan, [4] or [6]), where c.i (%) 2 =Scp. 1S( )d, , and ev , .s 'Pi are the eigenfunctions such 1/a i of references [4] and [6] is determined from C. 1 and d., 1 47 that A'ci(0) = di, (i = 0, 1, ... ) or if, in addition to knowing the eigenvalues k. under one set of boundary conditions, one boundary of the altered sys- condition can be changed and the eigenvalues tem determined (Theorem C8, Appendix C). Determining p(x) (4. 9) =W p (x)Wtt (assuming XX p E CZ) of with suitable boundary conditions), , can be reduced (by separation of variables, W = XT) to determining of the differential equation p(x) (4. 10) X" + X. p X( 0, (with appropriate boundary conditions ) which, in turn, can be transformed into a differential equation of the form (4.11) y"(t) - q(t)y(t) + ky(t) = 0, to which the Gelfand-Levitan Theory is applicable. For example, p(x) of (4.9) can be determined indirectly by means of the Gelfand- Levitan Theory if, in addition to knowing the eigenvalues (4.10), K. of p(0), p'(0), p (g)a =S1/2 pEC, can be determined, where 2l, (0), and and LP n's are a set of 48 eigenfunctions of (4.10), or if addition to knowing the eigenvalues of (4.10), p(0), p,(0), and p E C2, . it is possible to change one boundary condition and determine the new set of eigenvaides for the system. Similarly, for example, p(x) (assuming p E C2) of the equations p(x)U Uxx' Ut = etc. (p(x)Ux)x, can be determined indirectly by means of the Gelfand-Levitan Theory. 4.3 Interrelationships Between Indicated Systems and Basic Theory The physical systems as described by the above equations will now be explicitly connected to the Gelfand-Levitan Theory. The differential equation (4.12) X" + kp(x)X(x) = 0, 0 <x < Tr, with the boundary conditions (4.13) X'(0) + hX(0) = 0, X'(IT) + HX(Tr) = 0, (4.12)-(4.13), can be reduced to the system: (4.14) Z"(r) + q(r)Z(r) + AZ(r) = 0, with the boundary conditions 0 <r 49 (4.15) where Z'(0) + gZ(0) = 0, g Z'(.12) + GZ(1) = 0 ale constants, by the appropriate transforma- and tion [3]; noting that the Gelfand-Levitan Theory is directly applicable to (4.14)-(4.15). The following theorem clarifies the relation between (4.12)(4.13) and (4. 14)-(4. 15). Theorem 4.3.1. If is known and p exists a transformation setting up a 1 correspondence between the 1 eigenfunctions of the system (4.14)-(4.15), where related to then there p "(x) E L(0, Tr), q of (4.14) is of (4.12) in the following manner: p 1 q(r) = - d2 p3/4( ) dx and the constants and g G 1 ( p/4(x) 1 of (4.15) are related to h and H of (4.13) in the following way: (h- g P") 4p(0) 1 1 G = (H- PI(Tr)) 4p(v) ) pl /2(0) 1/2 P (1T) (In [2], similar results are used but never proven explicitly.) Proof. Let t p 1/2 (0d. / =p1/2( )4 0 0 For each eigenfunction and 4J.(x) of (4.12)-(4.13) with its eigenvalue Xi, 50 1/4 consider the mapping(pi(r) = p where (x)Lpi(x), r is the running dummy variable in the transform space. By direct substitution, it can be shown that 0 <r X.q.(r) = 0, V."(r) - cl(r)(P.(r) and that + g.(0) = where cp! (1) + G .( ) = 0, , iyo!(0) and G are given by the above formulas. Conversely, g suppose we have the eigenfunction eigenvalUe X.; of (4.14)-(4.15) with its p.(r) that is, q(r)v.( + X.v.(r) = 0, rcp!'(r) 0 < r <I, J and cp!(0) + g(p.(0) q(i) + Gcp .(e ) = 0, 0, where g and q P" (h- 4p(0)) 1 ) p 1/2 is constructed from by the formula: d2 1 (x) dx2 P3 Letting co .(r) P 11/4 ) P p q(r) = j (H- 217T) 4p(Tr) G (0)' (x) I 1 1/4 p(x)) 1 1/2 (1r) 51 we see by direct substitution that satisfies (4.12)-(4.13). Liii(x) Theorem 4.3.2. If there exists a unique solution q(p) = d2 1 y(0) , o< of y < Tr 00) q E L, 0 such that is strictly positive, then there exists a unique solution y to the nonlinear differential equation q( S 10 d2Z cg) = -Z 3(x)---2-Z(0) = Go, Proof. For 0<x <I , dx Z Z'(0) = po it is well known (see Theory of Differential q E L, Equations by Coddington and Levinson) that there exists a unique solution to the differential equation dy(x) 1 q(x) y(x) 00) = 430. y(0) = dx ao (This proof is based upon ideas developed by Borg 12].) Let 1 r 0 y( and 2 Definition of the function I *1 y( 0 ) p(r): ) dx p(r) = +(---)1/2 . dr 52 Noting that dr 1 dx y*(x)2 and p(r) = y(x), where 2d. * =Sx1 0 y (t) r d dp(r) dr= d dxY'x' = dxP`ri - dr dx d.p(r) 1 dr 2 p(r) Also, d2y(x) dx d( p (r) dr 2 dp(r) 2 p (r) dr d2p 1 2, P kr) 1 ' - 2 2 p (r) dr [d( 1 dp(r))] 2 dr p (r) p (r) dr dp(r)1 1 dx 2 2 2 3 Since 2 Or) dr p"(r) p 2( r) p2(r) dy(x) d2 1 1 p(r) p2(r) dr2 dx2 2pI(r)2 p 3 (r) ) Also, y(x)q(x) d 2 dx q(x) - > y'(0) y(0) = y(x)2 , 0 1 d2 1 1 p3(r) dr2 p(r) ), P(0) = a , 0 V)) = - 0 ao 53 where 1 r * y (t) 0 Since p2 ()d x and 2td . p2(r)d.r = dx, 0 p2(t)dt) = d2 - p (r) dr 0 Letting Z(r) 1 q( 0 Z2() p(0) = , p(0)= 0 P 0 a0 1 p(r) 2 d )d)= -Z3(r) Z(r) Z(0) -= a0, Z > 0. Z1(0) = 13 dr2 Therefore, it remains to show that the solution of 2 q( tcl 0 p2(t)dt) = - 1 3 p (r) dr 2 ( ), p(r) p(0) = 1, a0 00) = a0 is unique. Suppose two solutions, p 1 Construct a function yi, dx 1 /2 (x) such that f-) where x= C 0 r and. p12 ()d. p 2(x), exist. 54 it directly follows that p1 >0, Since dx 2 rv y1(x) = P1 (1.), dr - dx AA. y1(x) pl dr d dg A) y1(g) 1 2 ( 1 pi (0) = (r) ), p 2 dp1 2 P11(0) = 0 1 1 (x) = 71 3-c = 0 d2 1 q(x) = is well-defined. dx 2 r- 2 ' VI PO a0 (r) dr P1 (r) d2 dx r 1 _ 2y11 - 1 2 2 p1 (r) d p1 2 psi (r) dr dp(r)12.1 2 1 2 - dr 3 p (r) 2(..) d yi (x) = _ dx 2 d2 1 2 p1 (r) dr 1 2 q(x)Yi(x)=yd2 (x), r-' 1 p1 (r) y1(0) = 1 1 With respect to q(x) = 1 p2 d2 eNJ Ti y2(x) ; rv 1 y:(0) , -po. ao y2 ni y2( ) = Ya dx 1,1 1 ; yi (0) = 2 0 Hence P2 = P1 By combining the results of Theorems 4.3.1 and 4.3.2 with the 55 Gelfand-Levitan Theory, we obtain the following theorem. Theorem 4.3.3. If The hypotheses of Theorem 4.3.2 are satisfied. The eigenvalues 00 taili=0 oo {X.} i=0 and the normalizing constants 2 of (4.14)-(4.15) are known, where a.1 1 0 (04 and 4,i's are the eigenfunctions such that 4,i(0) = di. p(0) and p'(0) po = -p1(0) of (4.12)-(4.13) are known (a 0 of Theorem 4.3.2). Then 1 = p(0) p(x), h, and H of (4.12)-(4.13) are uniquely determined. The following facts pertaining to Theorem 4.3.3 should be noted: p(x) of (4.12)-(4.13) can be explicitly determined by means of the Gelfand-Levitan Theory combined with the results of Theorems 4.3.1 and 4.3.2. The smoothness of p(x) p E L(0,71-) of (4.12)-(4.13) (i. e . , for some m) can be determined by means of the Gelfand-Levitan Spectral Theory and Theorem 4.3.3 could have been phrased accordingly. In the hypotheses of the theorem, it was assumed that p(0) and p'(0) of (4.12)-(4.13) were given; however, the same results could have been attained if PI(z) were known instead of p(0) p(1)and and p1(0), p( 2) or where 56 E [0, [0, w]. E 4. Also, if one boundary condition can be changed and the ( 14. ieigenvalues 0, 1, 2, determined for this altered ) system, then it is not necessary to know the s and Similarly, 0 <x <ir, (k(x)Xl(x))1 + XX = , X1(0) + hX(0) = 0, Xl(ir) + HX(r) = may be transformed into 0<P< Un(P) - q(P)U(P) + XU(P) = 0, 100) )U(0) = 0, 4 k(0) + (h- W OO + (11- Weir) 47(7) )TTi = by the transformation U(P) = P= 1/4 (x)X(x), s, 1 0k 1 /2 k d2 k 1/2 (t) 0 (g) 1 /4 1 = ' 1 q(P) = - Tr 1 /4(x)) dt . (x) dP2 Hence, analogous results of Theorems 4.3. 1, 4.3. 2, and 4. 3. 3 directly follow. d 57 V. RESULTS FOR AN APPROXIMATE SPECTRAL FUNCTION 5. 0 Introductory Remarks For the inverse Sturm-Liouville problem y" - q(x)y + X y = 0, on the finite interval hy(0) = 0, y'(rr) + Hy( ) = y1(0) it has been assumed in the preced- 0 <x < Tr, ing chapters that the complete infinite set of eigenvalues i = 0, 1, 2, ... and normalizing constants {xi}, i = 0, 1, 2, {a.}, are , known. However, for practical considerations, it is important to F, K, know whether and q(x) of chapters two and three can be uniformly approximated if only the first normalizing constants shown that if X 0 ,X X' 1 Nan = n + a0 k. and are known. In this chapter it will be a. . eigenvalues N N-1' a 0' a 1 al + n3 + O() 4 , 1 .. a N-1 for -1 are known, n, and 0 Tr an + then for sufficiently large GN(x, t), KN(x, t), F=G and 1 + 3N, for all n, there exist continuous functions q(x) such that 1 + O(--), N2 K = KN + 0( 1 2 ) 58 and 1 q(x) = q(x) + where ft F(x, t) + K(x, t) + F(s, t)K(x, s)ds = 0, 0 < t< x 0 and cl(x) - + ZdK(x, x) dx F, K and The functions will be approximated in Sections q 5. 1, 5. 2 and 5. 3, respectively. Results of this Chapter have neces- sitated the estimation of certain asymptotic series. Similar techniques have been used by B. M. Levitan, lzv. Akad. Nauk SSSR Ser. Mat. 28 (1964), 63-78. Condition A. X, for n = 0, , N- 1, a n, for n , 0, and are known. N-1, The asymptotic conditions ao al n+ n n + (-1) + n3' n4 and = 0, 1 IT 2 2 , n3 are satisfied for arbitrary There exist constants C2 <n 3 2 + b0 a2 cl n. and c 2 such that for all n > N, 59 <c2, 0 iT and brXn - 5.1 Approximation of F(x, t) Theorem 5.1. Under the hypotheses of Condition A, there exists a continuous symmetric functionGN(x ' t) F(x, t) such that 1 GN(x, t) + where 1 GN = F(x, t) + 2 N (x+t)+f (x-td, 01- N-1 cosNIX. x cosNIKt FN(x, 0 t) = a + 0 cosNa xcosN.rTnt 2 Lian [ Tr cosnxcosnt n=1 and 4b 00 cos nx 0 x a0 a1 4b0 cos nxk--+) n 3 , 2 2b0 n=N 2n (1+ Tr2 2 , n=N Trn 2 Trn2 00 a x n=N Tan a 0 sin nx(+---) 3 n 1 n 2b0 4b 0 Trn2(1+ - 2b 2 Tr 20 Trn Proof. For the inverse Sturm-Liouville problem on 10, Tr , the 60 function F can be expressed in the form see [4] or [6]): (5. 0) 00 1 F(x, t) = 1 cosNI-Rox cosN1T ot - cosNrX x cosNTX t n n + a0 a - 2 cosnxcosnii, n= 0 <t <x <it, an > 0. where Let 00 cosNI aN(x) = Xnx - 2 cos nx). n=N Therefore, F(x, t) = FN(x, t) + (5. 1) [aN(x+t)+ a where (5. 2) N-1 FN(x, t) = cosNTox cox\/"K0t n it a0 an n=1 There exist functions and gn a (5.3) c o s NIXx co s Nrfi *t 1 ----+ Nrxn = n + 0 n a + 1 g 3 and a (5.4) where n -n n = Tr 2 + b0 Z such that hn - hn , n n 2 cosnxcosnt 61 and 0 Tr (,) Let an and ".) a (5. 5) = ++ a n 2 hn be defined as follows: bn "., 7 , a 0 1 n n n 3 and e`i (5. 6) b n = n 0 2 - h n. Since, by Equation (5.1 F(x, t) to prove that F= x+t)+aN(x-t)], , t) + F can be expressed in the form F(x, t) 1 1 (x+t)+f (x-t)]) + 0( 2) 2 (FN(x, t)+fN reduces to appropriately estimating the terms of the series 00 aN(x) = cost\TX x - a 2 Tr a : cos nx). n=N In this regard, the factor 1 an be expressed in the form: of the nth term of a can 62 2 1 a Tr n 4b 0 hn 1 22 Tr n 2b Tr b0 2 Trn Also, C2 lit b0 2 nz n31T ( 2 + b02 )2 1- 2+ n 0 Tr C2 1n b 3 0 I n2 since <1 for all n > N by hypothesis. Therefore, (5.7) cosNrrnx = an 2 it cos,\TX-x n 4b0cosNrrnx 2b0 it2n2(1+-2-) Trn hncosNr7 x 2 hn b0 -7) n 1- b0 Since NT-V =n+ n by Equations (5.3) and (5. 5), cos NiXn can be expressed in the form r.) cosNiTnx = cos nx cos anx - sin nx sin anx. 63 (-1) IN (anx) (2i)! oo cosN/Tnx = cos nx + cos nx 2i - sin nx sin 'ajx. n i=1 Therefore the term of the series aN can be expressed nth in the form: (5. 8) cost\TX-nx ( an 2 - -cos nx) = w 4b0 cos nx it 22 k i -t 2b0, , 11 wn 2 ) -1)(a x) 4b0 + cos nx 22 Zb 0 n (1+-2) wn- 4b0 + sin nx sin a".)nx 7 7 2 2b \ir-n-(1+-0-) wri h cos'./XT x b (.7,4"-) n 2( b ( = Iln +1 2n + 2 2 I3n + I4n respectively. Now, let us consider 2n of Equation (5.8) ./ 64 (-I) i(a x) 2i co (5. 9) I2n = cos nx 4b0 (2i)! 2 rr n (1+ i=1 2b0 _y rrn Since 2i (a_x) v (-1)ir.i a x2 00 es, " _ (20! Z., 2 i=2 and by the definition of 2 (a) n A.J (Equation (5.5)) = a0n( 7al 2 gn [ngn + 2(a + -2)], 4. it follows that I Zn =- a 12 x2a 0 +--) cos nx 2 n 2 n3 4b0 2b 0 rrn2 (1+-2-) rrn 2 x - ---z cos nx [gn (ng n +2(a0 n 4b0 2 ) I IT 2, - 2b0, rrn ki-r-3-) 7rn- oo -1)i(2j x)2i . + cos nx (2i)! i=2 (2 4b0 2 2b rrn (1+-2°0 irn 00 ) (2i)! i=2 since 2i (-1) (anx) 65 A, 4 (a) 0(4), and co i (-1) (anx) 2i = 0(1). (2i+4)! i=0 Furthermore, gn (ngn+ 2(a0+ n Hence, x 2n 2 2 a a0 n al --)) 4b0 i 2 / it n3 1 2b0 irn2(1+---2-) \trn n3 l ,2 = 0(7 ) 4b 0 . n 1 cos nx +0(;.) 1 2b0 irn 2(1+-7) \ irn- Similarly, let us consider the term I3n of Equation (5.8). I3n = sin nx sin ax n 4b0 2 cm2(1+ 2b0 Trn Since 2i sin (s)anx . = A.) anx + i+1 (-I) anx) PJ 3 3 anx (2i+3)! i=0 rv 3 an and 1 n3 66 co n.) (a x) 21 (-1) i+1 = 0(1), (2i+3)! 1=0 it directly follows that a I 3n a 4b = x(n0+--) 3 1 0 1 sin nx + 0(7) 2b0 Trn The term I4n of Equation 5.8), hn cosNIXnx I4n (1r+0)2 2 n2 (- hn ir 0 n2 reduces to I4n =O( for it was shown on page 62 that Therefore, by letting, 67 00 co fN(x) = cos nx 4b0 /2 \ 2130 n=N n (1+---2-) co a cos nx( 0 n a + 1 n3 ( 41a 4b0 2 2b ) 0 2 0 ) 3 2 wn (1+-- n=N a x sin nx( n0 a x2 2bA n=N urn we directly obtain the result aN =f 1 + It directly follows from this result that F t = G (x, t) + 0 1 2 where G (x, t) = -F , t) - 1 [fN (x+t)+f (x-t)J 2 5.2 Approximation of K(x, t) Theorem 5. 2. Under the hypotheses of Condition A, there exists a continuous function KN(x, t) such that K(x, t) = K (x, t) + Proof. The function F 1 I 0 <t <x < of Section 5.1 is related to the function by means of the integral equation 68 x (5.10) S F(s, t)K(x, s)ds = 0, 0 < t < x Sir. K(x, t) + F(x, t) 0 In Section 5.1 it was shown that GN a known continuous symmetric function, is related to the function F by means of the equation 1 F(x, t) = G (x, t) + O() . N2 Let HN = F - GN, and GN = FN + RN, where RN = Let KN(x, t), (x+t )+f (x-t)]. 2 N for large N, N denote the unique solution of the equa- tion (5.11) GN(s, t)KN(x, s)d = 0 (see [5, p. 547]). GN(x, t) + KN(x, t) + 0 Let GN denote the bounded linea operator such that Nf(x, t) = 0 GN(s, Hence KN = where ) t)f(x, s)ds. 69 (1+-a- N)-111 < M. By subtracting Equation (5.11) from Equation 5.10) we obtain the equation (5.12) (F-G ) + (K-KN) +.S1 0 (FK-GNKN) Therefore )(K-KN )= -(HN 0 K). HN Hence K KN =N)-1(-HN-510 HNK), which implies K-K < MII-HN -51 0 NKII. Consequently K= KN 1 + ) N2 or a I ISxH,K1 0 a K-KN is replaced by N2 IS HN(K-KN)I + I5HKI, 0 IN then 0 can be explicitly calculated for sufficiently large N. 5.3 Approximation of q(x) Theorem 5.3. Under the hypotheses of Condition A, there exists a continuous function q(x) such that 70 1 q(x) = q(x) + O() . Proof. By Chapter III, it is sufficient to show that there exist continuous functions and 4,1 such that LIJ2 ax = 4'1 + and aic +2 O("R) = By point 2 of Condition A (see [6]) it follows that aK(x, t) at 4" aF(x, t) 4.S x ar(s, t)K(x, s)ds = at o at and that OF at co OF = _. + at n=N 8FN at + 1 2 -Nrrn an cow./ X.x sin'/1nt + n 2n a. cos nx sin nt], [a'N(x-t)-al (x+t)1, where Ni-Xn a' (x) = an sinNrrn x - 2n sin nx]. TT Noting that a aT. aN(x-t)' a' (x+t) = - a a a, (x+t). 71 As in Section 5.1, 1 a n 2 4b0 w 2 im 1 hn + 213 0 1+-7 Tr b (2+.7 n wn h OZ( n 1- b TT 0 2n ) Since a + Nan = 0 a1 + n +g 3 1 n n4 it directly follows that n 2n + II +gnII2 +hn3 II, 11'1 = an where 2a II1 = 4b 2a 0 wn 1 + Trn _ 3 w 0 2 1 a 0 a 1 7+7) n n(1+ 1 2bn \ Trn2j 2 112 = 4b0 Tr2n2 and a n+ 113 = 1T 0 2b0\ 1+ ---2Trn i +-a g ( hn 1 n b 02 n 1 ( n ) Tr (+-0 2 2 ) NTT Determination of __sin NITx -2nsin nxi: a n n sinNITnx = sin nx cos anx + cos nx sin a x. 72 -1) (aN x) 21 cos ax = 1 + (2i) ! A.,2 sin nx cos anx = sin n i=1 a a g 2 n -- (ng +2(a - x sinnx [( n0+) + n 3 n 1 a n + sin nx i=2 As in Section 5.1., 00 (-1)i (a x) 2i 1 4 (21) ! 1=2 and Also, 2i sin r-vM a x = ax +N33\ ax n anx) (-1) n 1+1 (21+3) ! 1=0 Hence, sin Nrrn x = a a a a 0 0 12 2. sin nx - x sin nx( +) + x cos nx( +) 3 n 3 n 1 n oo + sin nx L (-1)iAJ (ax) 2i ( 2i) ! - x2 sinnx gn al )) (ng +2(a0 +--n n n2 i=2 I rv (a ,v3 3 + xgn cos nx +(cos nx)anx TI(-1) (21+3) ! 1=0 Therefore, 2i 1+1 I I 73 - = 2n it nsinN/Vnx sin nx + a a1 + 2 ---+) (sinnx - x2sinnx( a0 n 3 III II -1) (anx) sinnx al a0 x cosnx( n +)) 3 i+ 2i (.3! x)(-1)1"\ 2i tv3 3 n +cosnx)anx (2i+3 ) ! i=0 2 a 2 1 ngn+2(a0 +)+ x cosnx)] + gnII2 sin Nrr x gnII n2 2x2 +h nII3 sin Nax n Trn al . sin nx a - 2 2 2 Tr --nx Tr gncos 2 cos nx(a 1 sinnxgn(ngn+2(va+7)) n N3 3 2 + a 00 2 2 nx + Trn cos nx(anx 1+1 rv 2i (a x)(-1) (2i+3)! i=0 Let N II1 = 2a0 Tr + 2a1 4b0 --- -(1 -r2 2 , Tin it a n 2 a1 n 4 1 ( ' 2b0 Tin rs.) => Let II1 II1 n 74 e II1 a 2 (sin.nx- x sin nx( 0+ n n n - 2x IT 2 sin fl Let a a1 n3 n3 a0 1)2+ x cos nx(--+)) n nx(aal+)2 + 2x 02 oo EZ e _ n IT a l cos nx(). ax 0 2a x Tr Tr n2 cos nx n=N Therefore, Ia N - EN I < III1 + 1112 + 1113 + III4 + III5 + III6 + where rv 00 j,'/ 00 - 1 ) (a x) Ill n sin nxi=2 1111 = n= (20! rv00,v 2i - cos nx 00 Ill 1112 = (ax) 3x3 II 1113 = n=N x2 L(ng +2(a +=)+x cos nx)] 0 nn n n n2 1r oo gnII2 sin NTT x n=N co hnII3 n=N i+1 i= 0 g III5 = ( -1) (2i+3)! n n=N 1114 = 2i sin \Tr xIl 7 + III8 + III 75 / 00 1116 00 2n - 1 )i(rgnx)2i sin nx (2i)! n=N 00 III 7 sinnx)gn(ngn+ 2(a0+ 7) x = Tr , n=N oo III 8 2 = ngn cos nx it n=N 00 1119 oo n cos nx( 3x3 = n=NW n fai x)21(- ni+1 n ( Zi+3) ! (i0 = It can be readily shown that + III1 III2 + 1113 + 1114 + 1115 + III + 1117 + 1118 + 1119 = 0(1) N Hence, 1 -z ra 2-a (x4t)]-aNt)+(xat N [EN(x-t)-E (x+01 + 0(1-) Let aF FN at N + 1 2 [EN (x-t)-EN(x+td Therefore, aF at Since FN + (N) . . 76 at aF(s, t) K(x, s)d at aF(x, t) at aK(x, t) - it directly follows that + x aF at I aF at where K. is the function constructed in Section 5. 2 such that K= KN + (-1) 2 . Consequently, t) Determination of aK(x, ax aK(x, t) ax F(x, aF(x, t) - F(x, t)K(x, x) - _ =F aF(x, t) ax N + 1 2 0 rN(x+t) +a (x-t)]. OF (x, t) N ax F(s, t) ax (x+t) aN 1 -4-1 2 ax aaN(x-t) ax 00 cosq7n(x+t) aN(x+t) = U n=N - 2 7T cos n(x+t)) . aK(x, s) ax 77 00 Nrk- aaN(x+t) ax n sin \In(x+t) + an n= 00 cosNrr (x-t) 2 - rr cos n(x -t)) . n .2n 00 aaN(x-t) ax si n(x+t)) -Tr an n=N 2n sin NrX" ( -t) + sin n(x-t)) . Let NTX- sin Nrr x N(x) = an n=N aa (x+t) N(xax -aN(x+t); ax a, (x) = E (x) + 0( aaN(x+t) ax - 2nsin nx]. it t) -t). 1 1 - -EN(x+t) + 0() . 1 aaN(x-t) ax -EN(x-t) + 0(N) 1 r (x-t) ax aa (x+t) r,.) aFN &aN =- ax 1 (x+t)+EN(x-t)] + 0 Let FN = -( ax + 1 2 [E x+t)+EN(x-t)}). 78 Therefore aF at ax = FN + o(-1), F= aF + GN ax = ,..,t\> N H N' 1 FN + 0(N). = 1FN = 0( ). Let Hence aF(x, t)- F(x, t)K(x, x). ax F(s, t)L(x, s)ds - L+ Consider LN +51 N(s, t)LN(x, 0 s)ds = FN - GN (x, t)K(x, x). Hence, (LL N) N =- 0 GN (s, t)(L(x, s)-L (x, sflds 0 N(s, t)L(x, s)ds - F(x, t)K(x, x) + G(x, t)KN(x, x). Therefore L-LN =N + [GF(x,t)K(x)x)+GN(x,t)K(x,x))-G 11 I-1- II < Therefore, II +II x,t)K(x,x)+GN(x,t)KN(x,x)) VN II +II K II F-G II N II II K-KN II 79 L= LN + 0( 1 ). Letting ciN(x) = 2(LN(x, x) + (X s, x)KN(x, s)ds), + 0 it directly follows that ) 80 BIBLIOGRAPHY SI 1. Ambarzumjan, W. A. Uber eine Frage der Eigenwerttlleorie. Zeitschrift frir Physik 53:690-695. 1929. 2 Borg, G. Eine Umkehrung der Sturm-Liouvilleschen Eigenwertaufgabe. Bestimmung der Differential-Gleichung clurch die Eigenwe rte. Acta Mathematica 78:1-96. 1945. Courant, R. and D. Hilbert. Methods of mathematical physics. Vol. 1. New York, Interscience, 1953. 561 p. Gelfand, I.M. and B. M. Levitan. On the determination of a differential equation by its spectral function. Izvestiya Akademii Nauk SSSR, Ser. Matematicheskikh 15:303-360. 1951. (Translated in American Mathematical Society Translations, ser. 2, 1:253-304. 1955) Kantorovich, L. V. and G. P. Akilov. Functional analysis in normed spaces. New York, Pergamon, 1964. 773 p. Levitan, B. M. and M. G. Gasyrnov. Determination of a differential equation by two of its spectra. Russian Mathematical Surveys 19:1-63. 1964. (Translated from Uspekhi Matimaticheskikh Nauk) Marchenko, V.A. Some problems in the theory of second-order differential operators. Doklady Akademiia Nauk SSSR. 72:457460. 1950. (Cited in: Levitan, B. M and M.G. Gasynov. Determination of a differential equation by two of its spectra. Russian Mathematical Surveys 19:62. 1964. (Translated from Uspekhi Matimacheskikh Nauk)) APPENDICES 81 APPENDIX A Iterative Procedures/ The problem we wish to consider being: çX (A.1) K(x, s)F(s, t)ds = -F(x, t). K(x, t) + 0 For practical considerations, let us restrict our attention to the finite region 0 < t < x< a, where will be assumed sufficiently a large. Domain T = {x10 x {t10_<t <_ x < a} x< Equation (A.1) in the operator form: Af(x, t) = - f - Af = g, Fcg, Of(x, 0 where g = -F. f = K, 0 We will assume F(x, t) is the kernel of the said Integral Equation discussed in Chapter II. Consequently, at least continuous. Let us now consider (A.1) in the B-space the Gelfand Theory, we know that f E CT [61. A maps CT into f CT. from the fact it is an integral operator. CT. g E CT, is as smooth as g, and from hence, A is linear, which follows A is a bounded linear operator, for 2/Similar interative techniques have been used by V. A. Marchenka, Trudy Moskov, Mat, Obsc. 2, 3-83 (1953). 82 $F(t, t)f(x, t)dt . = max t, xET T Af 0 < max $ cT -t,xET 0 11fIIc t) I max T t,xET f( a S I F(t, t) I dt , 0 where ItflI cT max I f(x, t)(. = x, t E T => s c T -< 0 max <t<a II a F(t, t) I dt . 0 Therefore A is a bounded linear operator from CT -6. CT. Since by hypothesis a solution exists (a consequence of the Gelfand Theory) => (I-A)1 exists; if Since 11 All c < (IA)1g. n = 1, 2, 3, ... g + Afn-1 f 11 f-fn f= (I-A)- 111 c c< q < 1, then 11 An)) 11f-f CT 11 fi 4011 c n CT -1-q Ilf -f 0 f(x, t) = K(x, t); g(x, t) = -F(x, t), 11 1 we have that 11 CT 83 +F(g c3c t) + F , t) Kn(x, t)Kn-1(x, g)cll = 0, 0 ill CT K-Kn11CT < and if 11Allc CT 11 11 n = 1, 2, 3, (x, t)-K (x,t)I1 0 <q<1, then II K(x, t) t) II -Kn(x,C 1- q II K (x, t)-K x, 1 in particular, if S max q= 0<t<a vg, dg < 0 Now, let us consider the problem in the space f + Af = L,..,. f and g E LT. ; Let max sa 0<x<a 0 I F(x, t) dt = M' A LT -* LT pa r ...c f dx = LT ad x Af I f(x, t) I dt 0 0 0 x 0 s, x a I S' F(g, t)f(x, g)dg I dt 0 s.x dx < 0 F(g, 0 0 )1 I f(x, g) I dg)dt , CT . [5], 84 F(t, t) I I f(x, t)I oI = F(t, I f(x, t) clt = I f(c, g)idt I dt stx t)dg . 0 a => Aill dxs LT x 0 < M' => . . fk, I f(x, t))dt = M' < 1, if then In K(x, t)-K (x, t) II n LT Now, consider the problem in 1_,M1 I f(x, 01 2dt dx =T i42 sx a PH 2 . L2. fEL2 , 2 II K1(x, t)-K(x, t) 0 0 a Af Af(x, t) 2d; dx 2 0 a SdS 0 0 F(g, t)f(x, g)dg Af(x, t) = 0 0 x [I si F(t, t)f(x, t)dt112dt 0 ,)j2dJdt < 85 f(x, g)idt)dx F(g, t) I 2d.td.t S' 0 0 a $' <IIfIIz T I t) I 2dO.t. 0 0 pa [la .) II All < 2dWt)1 I F(g, t /2 = q. 0 . if q< , then K(x, t)-K(x, t) L 1-q II K1 For the three spaces considered strictly less than 1 (x, t)-K x, t) II L2 q can always be made by restricting the domain T (i. e., by re- stricting a). Assuming F(x, t) (EC].) is once continuously differentiable 1 with respect to both variables, let us consider the problem in C. F(s, t) + K(s, t) +S F( t)K(s, g)dg 0 f Af = g; F(t, t)f(x, t)c:1 Af 0 86 Af = max , s, t ET S,t E T 13 ss a + max s,tT E7`it I1 + I2 I-nS F(g,t)f(s,)dg maxa F(g, t)f(s, )dg + 11 I + 1 F(g, t)f(s, g)dg 0 I3, respectively. I 1 - max S s,t ET t)f(s, 6)d0 < max Ill ( 0 12 = max I F(s, t)f(s, s) s,tET max I F(s, I F(t, t)1(q) s,t E T 0 Fcg, ts(s,g)clt1 max S s Fcg, 01 di max I maxi (f(s, t) I 0 I 2 < max If I (maxi F ) + max I fs(s, t) I (maxi-4 13 < max Si s Ft(g, t) I f(s, I I dg I max I f(s, s) 0 Ft(u, t) I dg) Odu 0 fg (s, t)(t(u, Odu)dg 0 max If' max I 55F (u, Odul t 0 + max s, max$ 0 F (u, Odu I 0 . 87 I1 + 12 + 13 < maxi f 1 (maxi S srt(u, t)dul + max F(s, + max Ifs(s, t)1 (max t)1cq) u, t)duld s, t)1 max + max o Let 0 0 max s + 12 0 + 13 u, t)dui4 max Sb d 0 1 1 F( ,t)1 4 U, t)dul + maxi F(s, t)1 + max M = max { f max 0 _< M(max) f 1+ maxi fs(s, t)1+ maxi fti ) 11Af II C 1 <1 M => if M < 1, we have that 11 K(x, t)-Kn(x, < Mn t)11 CT 1-M 11K1 (x, t)-K0(x, t)11 ci , t) axn(x, conwhich implies that Kn converges uniformly to K, at ax (x, t) converges uniformly to and verges uniformly to aK(x, ' ax at aK(x, t) ax 88 APPENDIX B Kantorovich Method [5] A brief synopsis of the results of Kantorovich [5] upon which Chapters II and III are based: Let X be a complete subspace of the normed space Let P be a linear operation such that r-.) 1--)(x) = X; P (B.1) In space X: Kx x - Hx = y (B. 2) In space X: 1") IV A) Kx X, XCX P /0 r.) -""" x - Hx = Py H and g are linear operations in X and respectively. X, The following results are based upon the lemma: Let B-space V be a linear operation from the B-space Y and let there exist for every yEY X into the an x E X such that v(x)-y11 < where q<1 has for every 114 < NI1y11 and N are constants. Then the equation y E Y, a solution x E X ilx11 < satisfying V(x) = y 89 Conditions. For every n) x E X, II PHX-HCc II < For every X E X, there exists an 5E exists such that rt) xEX such that < ji An element where Ti, may depend on < r1211Y11, II y. Theorem Bl. If Conditions I and II are satisfied and K has a linear inverse, then if q= 101(1+1 X 11/ (B.3) the equation Also < "1"(-X1 11 3,) II, IITIC 11 111 K1 II < 1, = 3jr. has a solution x where for any niy E X. '1/4) N=(1+1X11 )11K II. Theorem B2. If Conditions I, II are satisfied, the linear operation -1 and the Equation (B..1) has a solution x, then II x.23)c* II <B II x.3 II, where x is a solution of the Equation B.2) and fr"+(ill 1X1+11211KH)(1+IIK1 PK!). = Theorem B3. If K has a linear inverse K satisfies Condition A (for each n = I, 2, ... ) 90 the Conditions I, II and III are n = 1, 2, ..., 3) for each satisfied, and liM = 0, nco =0, and lim 12011 II 1 n--oo then the approximate equations are soluble for sufficiently large and the sequence of approximate solutions con- n verges to the exact solution: urn II n__.0o and there exists constants Qo' Q1' and Q2 such that N* II X. 00 + Q1/11 li -Xn11 + Q29211 Pit Condition A. The existence of a solution of Equation (B.3) for every implies its uniqueness. yEX As discussed in Chapter II, similar results can be derived between the space and a space X In particular: Let r.) onto cp X, co to the entirety of 0 P= 0 x x; 0 1-19 0 x = cp = x - XHx Let Equation (B.2) transforms to 1 ..... A.) ^-1 X. be a linear extension of the operation yc X. P:x; 90(2) = - x 9, which is isomorphic to be a linear operation defining a 1:1 mapping 0 Let X. on X, 0 = = , (PY ill 9-01 0 = 91C90 91 For every V Condition Ia. E 3e, 11 171907- 911X II < Theorem Bla. If Ia and II are satisfied, and .rT II exists, then if 1C1 1X1[5(1+1K111)119-0111 + 1 11(P-01(PK11)11K-111 * (B.4) the equation handside y e X, 11;*1 has a solution x < 1. for every right- with <= (1- I I 1 )11 1111901 1)K-1 II Theorem B2a. If Ia, II, and III are satisfied, linear operator exists and the Equation (B. 2) has solution x , then < where 111 0 K + c( 1+ 11 0 K cpKII ), 12IIKIL < 11IXI Theorem B3a. If the following conditions are satisfied K has a linear inverse "R satisfies Condition A Conditions Ia, II and III are satisfied for every n, n = 1, 2, ..., lirn 711 90111 n-00 where -1 = Urn 1111i n-00 (P0 = HI/1 11 2 119-16°11 0 n--00 0, 1 92 then the approximate Equation (B.4) is soluble for sufficiently large and the sequence of approximate solutions con- n verges to the exact solution. Also 1 II x where stants. < 6-1111 (P 0-1 II xn = _1* xn, + -5 1 and II g9- 0 -5 , (1211 -52, + -5 2 112 II q)-1 0 and 3 are con- 93 APPENDIX C Synopsis of Basic Theory [6] Let (C.1) y"-q(x)y = with 00) - hy(0) = 0 (C. 2) 0 <x < 00, q(x) where number. Q(x, X) is a real integrable function; h is a real denotes the solution of (C.1) with the initial condi- tions (C. 2). Theorem (Gelfand and Levitan)C1. (C.1) Suppose Q(x, )'.) is the solution of satisfying the initial conditions (C. 2) and that q(x) locally integrable derivatives. Then there exist functions and H(x, t), each have each of the variables, such that K(x, t) cos Nradt cp(x, X) = cos Nirx 0 +S' H(x, t)cp(t, X)dt 0 ,+ 1xq(t)dt, 0 K(x, t) integrable derivatives with respect to m+1 cos N/Xx = co(x, X) has m aK(x, t) = 0, t=0 at 94 8H(x, t) at - hH(x, t)) t=0 = K(x, H(x, t) = 0 K(x, t) = 0, Further, if M > 1, then 0, xx - q(x)K K H(x, -t) = 0 for t > 0; t > x. for Ktt and Hxx = Htt - q(t)H. Theorem (Gelfand and Levitan). Suppose q(x) has m locally integrable derivatives and that X< 0 p()), o(X) = P(X) - then the integral tion where , cos NX x do()) (x) = X( , 0) I.(x) 2 has Nrx--, X>0 converges boundedly to a func- in any finite range of values of x, m+1 as N 00, integrable derivatives. Theorem (Gelfand and Levitan) C2. The kernel K(x, t) satisfies the integral equation K(x, s)F(s, t)ds = 0, F(x, t) + K(x, t) 0 < t < x, 0 where p(X), F(x, t) = X<0 N cos N/Xx cos NITtdo-(X.), r(X) = n oo _oo 2 p(X)TrNg, X > 0. Theorem (Gelfand and Levitan) C3. The integral equation 95 K(x, s)F(s, t)ds = 0 F(x, t) + K(x, t) 0 has a unique solution K(x, t) for every fixed x. Theorem (Gelfand and Levitan) C4. Suppose the kernel K(x, t) satisfies the above integral equation. Then the function Q(x, X) = cos \Fa K(x, t) cos \TXtdt 0 satisfies the differential equation conditions cp" + {X-q(x)}9 = 0 and the initial 4'(0, X) = K(0, 0) = -F(0, 0) = h, 9(0, X) = 1, q(x) + 2dK(x, x) dx Theorem (Gelfand and Levitan) C5. The monotonically increasing function p().) is the spectral function of a boundary value problem of the type (C. 1)-(C. 2) with a function q(x) (having m integrable derivatives) and a number h if and only if the following conditions are satisfied: a. If f(x) E(X) is the cosine transform of an arbitrary function of compact support in L2(0, 00) oo E2(X)dp(X) = 0, _oo and 96 then f(x) (a. e. ). 0 b. The limit S I,(x) = lim N---00 cos NTXxd.o-(X), -00 where <O p(X), (k) = p(X) - 2 X>0 exists boundedly in every finite range of values of . has (x) x and integrable derivatives with 1.(0) = -h. m+1 Theorem. Basic Inverse Sturm-Liouville Theorem on [0, Tr] (Gelfand) c6. -y" + q(x)y = ky y'(0) - hy(0) = 0, The numbers and {Xn} y'(Tr) + I-Iy(rr) = 0 {an} are the spectral characteris- tics of some boundary value problem (C.1)-(C. 3) for function q(x), where q(m) (x) E L(0, Tr) [0, id with a iff the following asymptotic estimates hold: a NTTn = n + where X. k for 0 1 + 0( --n-), = a+2 o(-) n n m and all the 1 Tr an > 0, and if the function 97 cc F(x, t) = 1 "K t cos \f-Kox cosT0 a0 1 cosNaxcosNrX t n n + Tr - an it cosnxcosnti 1 has integrable derivatives of order in the region m+1 This implies that there exists a function K(x, t) (0< x,t < TT). such that pX K(x, s)F(s, t)ds = 0, F(x, t) + K(x, t) + where 0 et ex< IT for the kernel K; K(x, t) = 0 for t > x and q(x) = 2 dK(x, x) dx Theorem (Gelfand and Levitan) C7. If all the an > 0, \IT a + , n = 2 al + c( a0 0 2 3 1 and ), )' wherea0, al, b0 are constants, then there exists an absolutely continuous function corresponding to the given q(x) a 1 0 = IT r Lh+H+ 1 ..c1 0 q(t)dt] Xn and an. 98 Note: If 0(---) for then can be replaced by 0( n4 )' a n3 q(x) has an absolutely continuous derivative. The basis of Levitan's new result with respect to a variation of boundary conditions is the formula =FL n n=0 h -h 00 1 (C.4) n n / Xk-Xn -X k -X n which gives an expression for-the normalizing constants of a regular Sturm-Liouville operator in terms of two of its spectra. In addition, gives a conditional solution of the inverse problem in terms of two spectra, for once we know the numbers tkn} and {an}, we can define the spectral function by the formula 1 an n<X. and then form the operator by the prescription given by the basic Spectral Theory. For the problem -yu + q(x)y = Xy, (C. 1) with y1(0) h1y(0) = 0, yl(71-) + Hy(Tr) = 0 there exists the set of eigenvalues } Similarly, for 99 -y" + q(x)y = Xy (C.1) with y'(0) - h2y(0) = 0, (C. 6) yr(-tr) + Hy(ir) = 0 there exists the set of eigenvalues {la ,}. Theorem (Gas ymov and Levitan) C8. Suppose that we are given two sequences of numbers {Xn} and {p.n} (n = 0, 1, 2, .. ) satisfying the following conditions: The numbers Xn and P.n Xn and interlace, satisfy the asymptotic estimates of Theorem C7, and (a0 a'0) then there exist an absolutely continuous function q(x) and numbers h1, h2, H such that {} is the spectrum of the problem (C. 1)-(C. 5) and spectrum of the problem (C. 1)-(C. 6); moreover h2 - h1 = ir(ato - ao). {-1.11} the