Section 4.2

Supplementary Problems

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Problem 4.111
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(i)

For n=4n=4 the transform matrix for the Daubechies wavelet is given by

D4=(c0c1c2c3c3−c2c1−c0c2c3c0c1c1−c0c3−c2),(c0c1c2c3)=142(1+33+33−31−3). D_4 = \begin{pmatrix} c_0 & c_1 & c_2 & c_3 \\ c_3 & -c_2 & c_1 & -c_0 \\ c_2 & c_3 & c_0 & c_1 \\ c_1 & -c_0 & c_3 & -c_2 \end{pmatrix}, \quad \begin{pmatrix} c_0 \\ c_1 \\ c_2 \\ c_3 \end{pmatrix} = \frac{1}{4\sqrt{2}} \begin{pmatrix} 1+\sqrt{3} \\ 3+\sqrt{3} \\ 3-\sqrt{3} \\ 1-\sqrt{3} \end{pmatrix} .

Is D4D_4 orthogonal? Prove or disprove.

(ii)

For n=8n=8 the transform matrix for the Daubechies wavelet is given by

D8=(c0c1c2c30000c3−c2c1−c0000000c0c1c2c30000c3−c2c1−c0000000c0c1c2c30000c3−c2c1−c0c2c30000c0c1c1−c00000c3−c2). D_8 = \begin{pmatrix} c_0 & c_1 & c_2 & c_3 & 0 & 0 & 0 & 0 \\ c_3 & -c_2 & c_1 & -c_0 & 0 & 0 & 0 & 0 \\ 0 & 0 & c_0 & c_1 & c_2 & c_3 & 0 & 0 \\ 0 & 0 & c_3 & -c_2 & c_1 & -c_0 & 0 & 0 \\ 0 & 0 & 0 & 0 & c_0 & c_1 & c_2 & c_3 \\ 0 & 0 & 0 & 0 & c_3 & -c_2 & c_1 & -c_0 \\ c_2 & c_3 & 0 & 0 & 0 & 0 & c_0 & c_1 \\ c_1 & -c_0 & 0 & 0 & 0 & 0 & c_3 & -c_2 \end{pmatrix} .

Is D8D_8 orthogonal? Prove or disprove.

Problem 4.112

Consider the Lie algebra sl(2,R)\mathfrak {sl}(2,\mathbb {R}) with the basis x,y,hx, y, h and the commutators

[x,h]=−2x,[x,y]=h,[h,y]=−2y. [x,h] = -2x, \quad [x,y] = h, \quad [h,y] = -2y .

Let t∈Rt \in \mathbb {R}.

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(i)

Find a(t),b(t),c(t)a(t), b(t), c(t) such that

exp⁡(tx)yexp⁡(−tx)=a(t)x+b(t)y+c(t)h. \exp (tx)y\exp (-tx) = a(t)x+b(t)y+c(t)h .
(ii)

Find a(t),b(t),c(t)a(t), b(t), c(t) such that

exp⁡(tx)hexp⁡(−tx)=a(t)x+b(t)y+c(t)h. \exp (tx)h\exp (-tx) = a(t)x+b(t)y+c(t)h .
(iii)

Find a(t),b(t),c(t)a(t), b(t), c(t) such that

exp⁡(ty)hexp⁡(−ty)=a(t)x+b(t)y+c(t)h. \exp (ty)h\exp (-ty) = a(t)x+b(t)y+c(t)h .

We consider the representation

h=(100−1),x=(0100),y=(0010). h = \begin{pmatrix} 1 & 0 \\ 0 & -1 \end{pmatrix}, \quad x = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix}, \quad y = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} .
Problem 4.113

A realization of the Lie algebra sl(2,R)\mathfrak {sl}(2,\mathbb {R}) using vector fields is

V1=ddu,V2=uddu,V3=u2ddu. V_1 = \frac{d}{du}, \quad V_2 = u\frac{d}{du}, \quad V_3 = u^2\frac{d}{du} .

Consider the Riccati equation

dudt=1+u+u2. \frac{du}{dt} = 1+u+u^2 .
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(i)

Find the solution of the initial value problem using the Lie series

u(t)=exp⁡(tV)u∣u=u0 u(t) = \exp (tV)u\vert _{u=u_0}

where

V=V1+V2+V3=(1+u+u2)ddu. V = V_1+V_2+V_3 = (1+u+u^2)\frac{d}{du} .
(ii)

Find the functions f(t),g(t),h(t)f(t), g(t), h(t) such that

etV=ef(t)d/dueg(t)ud/dueh(t)u2d/du. e^{tV} = e^{f(t)d/du}e^{g(t)ud/du}e^{h(t)u^2d/du} .
Problem 4.114

Let FF be a field. In the following we have F=RF = \mathbb {R} or F=CF = \mathbb {C}. A Hopf algebra is a vector space A\mathcal{A} endowed with five linear operations

μ:A⊗A→A \mu : \mathcal{A}\otimes \mathcal{A} \to \mathcal{A} η:F→A \eta : F \to \mathcal{A} Δ:A→A⊗A \Delta : \mathcal{A} \to \mathcal{A}\otimes \mathcal{A} ϵ:A→F \epsilon : \mathcal{A} \to F γ:A→A \gamma : \mathcal{A} \to \mathcal{A}

which possess the following properties

μ⋅(id⊗μ)=μ⊗(μ⊗id) \mu \cdot (id\otimes \mu ) = \mu \otimes (\mu \otimes id) μ⋅(id⊗η)=id=μ⋅(η⊗id) \mu \cdot (id\otimes \eta ) = id = \mu \cdot (\eta \otimes id) (id⊗Δ)⋅Δ=(Δ⊗id)⋅Δ (id\otimes \Delta ) \cdot \Delta = (\Delta \otimes id) \cdot \Delta (ϵ⊗id)⋅Δ=id=(id⊗ϵ)⋅Δ (\epsilon \otimes id) \cdot \Delta = id = (id\otimes \epsilon ) \cdot \Delta μ⋅(id⊗γ)⋅Δ=η⋅ϵ=μ⋅(γ⊗id)⋅Δ \mu \cdot (id\otimes \gamma ) \cdot \Delta = \eta \cdot \epsilon = \mu \cdot (\gamma \otimes id) \cdot \Delta

and the co-multiplication Δ\Delta and co-unit ϵ\epsilon are FF-algebra morphisms, that is, preserves multiplication. Give an example of a Hopf algebra using a finite group GG.

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Problem 4.115

Consider the nonlinear wave equation

∂2u∂t2−∂∂x(u∂u∂x)=0. \frac{\partial ^2 u}{\partial t^2} - \frac{\partial }{\partial x}\left( u\frac{\partial u}{\partial x} \right) = 0 .

Show that this partial differential equation admits the Lie symmetry vector fields

∂∂t,∂∂x,t∂∂t+x∂∂x,t∂∂t−2u∂∂u. \frac{\partial }{\partial t}, \quad \frac{\partial }{\partial x}, \quad t\frac{\partial }{\partial t}+x\frac{\partial }{\partial x}, \quad t\frac{\partial }{\partial t}-2u\frac{\partial }{\partial u} .

Calculate the commutators of these vector fields and classify the Lie algebra.

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Problem 4.116

Let ∂:=∂/∂x\partial := \partial /\partial x. The two pseudodifferential operators

L:=∂+∑j=1∞uj+1∂−j,W:=1+∑j=1∞wj∂−j L := \partial + \sum _{j=1}^{\infty } u_{j+1}\partial ^{-j}, \quad W := 1+\sum _{j=1}^{\infty } w_j\partial ^{-j}

are called the Lax operator and gauge operator, respectively. With ∂−1∂=∂∂−1=1\partial^{-1}\partial = \partial \partial^{-1} = 1 the generalized Leibniz rule is satisfied

∂kf⋅=∑j=0∞(kj)(∂jf)∂k−j. \partial ^k f\cdot = \sum _{j=0}^{\infty } \binom {k}{j} (\partial ^j f)\partial ^{k-j} .

for any k∈Zk \in \mathbb {Z} and L=W∂W−1L = W\partial W^{-1}. The KP hierarchy is given by the Lax equations

∂nL=[Bn,L] \partial _n L = [B_n,L]

where ∂n:=∂/∂tn\partial_n := \partial /\partial t_n and Bn:=L+nB_n := L_+^n is the differential part of Ln=L+n+L−nL^n = L_+^n+L_-^n with

L+n=∑j=0∞cjn∂j,L−n=∑j=−∞−1cjn∂j. L_+^n = \sum _{j=0}^{\infty } c_j^n \partial ^j, \quad L_-^n = \sum _{j=-\infty }^{-1} c_j^n \partial ^j .

Derive the first three equations of the KP hierarchy.

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Problem 4.117

Let v→(x,t)=(v1(x,t),v2(x,t))T\overrightarrow {v}(x,t) = (v_1(x,t),v_2(x,t))^T. Consider the linear equations

∂v→∂x=(i∣u∣2−2iζ2i∂u/∂t+2ζui∂u∗/∂t−2ζ∗u−i∣u∣2+2iζ2)v→ \frac{\partial \overrightarrow {v}}{\partial x} = \begin{pmatrix} i\left|u\right|^2-2i\zeta ^2 & i\partial u/\partial t+2\zeta u \\ i\partial u^*/\partial t-2\zeta ^*u & -i\left|u\right|^2+2i\zeta ^2 \end{pmatrix} \overrightarrow {v} ∂v→∂t=(−iζu−u∗iζ)v→. \frac{\partial \overrightarrow {v}}{\partial t} = \begin{pmatrix} -i\zeta & u \\ -u^* & i\zeta \end{pmatrix} \overrightarrow {v} .

Show that the compatibility condition of these two equations with ∂ζ/∂t=0\partial \zeta /\partial t = 0 provides the unstable nonlinear Schrodinger equation

i∂u∂x+∂2u∂t2+2∣u∣2u=0. i\frac{\partial u}{\partial x} + \frac{\partial ^2 u}{\partial t^2} + 2\left|u\right|^2u = 0 .
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Problem 4.118

Consider the two-dimensional sphere

S12+S22+S32=S2 S_1^2+S_2^2+S_3^2 = S^2

where S>0S > 0 is the radius of the sphere. Consider the symplectic structure on this sphere with the symplectic differential two form

ω:=−12S2∑j,k,ℓ=13ϵjkℓSjdSk∧dSℓ \omega := -\frac{1}{2S^2} \sum _{j,k,\ell =1}^{3} \epsilon _{jk\ell }S_j dS_k \wedge dS_\ell

(ϵ123=1\epsilon_{123} = 1) and the Hamilton vector fields

VSj:=∑k,ℓ=13ϵjkℓSk∂∂Sℓ. V_{S_j} := \sum _{k,\ell =1}^{3} \epsilon _{jk\ell }S_k\frac{\partial }{\partial S_\ell } .

The Poisson bracket is defined by

[Sj,Sk]PB:=−VSjSk. [S_j,S_k]_{PB} := -V_{S_j}S_k .
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(i)

Calculate [Sj,Sk]PB[S_j,S_k]_{PB}.

(ii)

Calculate VSj⌋ωV_{S_j}\rfloor \omega.

(iii)

Calculate VSj⌋VSk⌋ωV_{S_j}\rfloor V_{S_k}\rfloor \omega.

(iv)

Calculate the Lie derivative LVSjωL_{V_{S_j}}\omega.

Problem 4.119

The special unitary group of degree nn, denoted SU(n)SU(n), is the group of n×nn \times n unitary matrices with determinant 1. The group operation is matrix multiplication. The infinite-dimensional special unitary group SU(∞)SU(\infty ) is the limit of unitary groups SU(n)SU(n). One can consider elements of SU(∞)SU(\infty ) as transformations of the infinite dimensional separable Hilbert space ℓ2(N)\ell_2(\mathbb {N}). The sequence space ℓ2(N)\ell_2(\mathbb {N}) consists of all infinite sequences z→=(z1,z2,…)\overrightarrow {z} = (z_1,z_2,\ldots ) of complex numbers such that

∑j=1∞zjz‾n=∑j=1∞∣zj∣2<∞. \sum _{j=1}^{\infty } z_j\overline{z}_n = \sum _{j=1}^{\infty } \left|z_j\right|^2 < \infty .

The inner product (scalar product) in the Hilbert space ℓ2(N)\ell_2(\mathbb {N}) is defined by

⟨z→,w→⟩=⟨w→‾,z→‾⟩=∑j=1∞zjw‾j. \left\langle \overrightarrow {z}, \overrightarrow {w} \right\rangle = \left\langle \overline{\overrightarrow {w}}, \overline{\overrightarrow {z}} \right\rangle = \sum _{j=1}^{\infty } z_j\overline{w}_j .

The convergence of this last series follows from the Cauchy-Schwarz inequality. The space ℓ2(N)\ell_2(\mathbb {N}) is complete. This means that each Cauchy series of elements from ℓ2(N)\ell_2(\mathbb {N}) converges to an element of ℓ2(N)\ell_2(\mathbb {N}). Consider orthonormal sequences of z→j∈ℓ2(N)\overrightarrow {z}_j \in \ell_2(\mathbb {N}). This means that if z→j\overrightarrow {z}_j and z→k\overrightarrow {z}_k are two arbitrary distinct elements of orthonormal sequence, then ∣z→j∣=∣z→k∣=1\left|\overrightarrow {z}_j\right| = \left|\overrightarrow {z}_k\right| = 1 and ⟨z→j,z→k⟩=0\left\langle \overrightarrow {z}_j, \overrightarrow {z}_k \right\rangle = 0. Consider linear operators AA in the Hilbert space ℓ2(N)\ell_2(\mathbb {N}). The linear operator AA is a function from the linear subset D(A)D(A) of Hilbert space (the domain of the operator) to linear subset R(A)R(A) (the range of the operator) that preserves the operations of vector addition and multiplication by scalar.

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(i)

Show that the set of unitary operators in the Hilbert space ℓ2(N)\ell_2(\mathbb {N}) form the group U(∞)U(\infty ) under composition.

(ii)

Let UU be the unitary operator in ℓ2(N)\ell_2(\mathbb {N}) that maps

u→=(u1u2u3u4u5…u2nu2n+1…)T \overrightarrow {u} = \begin{pmatrix} u_1 & u_2 & u_3 & u_4 & u_5 & \ldots & u_{2n} & u_{2n+1} & \ldots \end{pmatrix}^T

onto

Au→=(u2u4u1u6u3…u2n+2u2n−1…)T. A\overrightarrow {u} = \begin{pmatrix} u_2 & u_4 & u_1 & u_6 & u_3 & \ldots & u_{2n+2} & u_{2n-1} & \ldots \end{pmatrix}^T .

Find the spectrum.

Problem 4.120
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(i)

Consider the vector space of operators

{cj1†cj2ck1†ck2} \left\{ c_{j_1}^\dagger c_{j_2} c_{k_1}^\dagger c_{k_2} \right\}

where cj†,cjc_j^\dagger , c_j are Fermi creation and annihilation operators and j1,j2,k1,k2=1,2,…,nj_1,j_2,k_1,k_2 = 1,2,\ldots ,n. Note that depending on j1,j2,k1,k2j_1,j_2,k_1,k_2 the operator cj1†cj2ck1†ck2c_{j_1}^\dagger c_{j_2} c_{k_1}^\dagger c_{k_2} could be the zero operator. Calculate the commutator

[cj1†cj2ck1†ck2,cm1†cm2cn1†cn2]. [c_{j_1}^\dagger c_{j_2} c_{k_1}^\dagger c_{k_2}, c_{m_1}^\dagger c_{m_2} c_{n_1}^\dagger c_{n_2}] .

Thus show that we have a Lie algebra for this set of operators. Of course the Jacobi identity must also be checked.

(ii)

Consider the number operator defined by

N^:=∑j=1ncj†cj. \widehat{N} := \sum _{j=1}^{n} c_j^\dagger c_j .

Calculate the commutator [N^,cj1†cj2ck1†ck2][\widehat{N}, c_{j_1}^\dagger c_{j_2} c_{k_1}^\dagger c_{k_2}]. Discuss.