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Inverse problems associated with integrable equations of Camassa-Holm type; explicit formulas on the real axis, I

Keivan Mohajer Department of Mathematics, University of Isfahan, Isfahan, 81746-73441, Iran; k.mohajer@sci.ui.ac.ir    Jacek Szmigielski Department of Mathematics and Statistics, University of Saskatchewan, 106 Wiggins Road, Saskatoon, Saskatchewan, S7N 5E6, Canada; szmigiel@math.usask.ca
Abstract

The inverse problem which arises in the Camassa–Holm equation is revisited for the class of discrete densities. The method of solution relies on the use of orthogonal polynomials. The explicit formulas are obtained directly from the analysis on the real axis without any additional transformation to a “string” type boundary value problem known from prior works.

Hongyou Wu in memoriam

Key Words: Camassa-Holm equation, inverse problems, orthogonal polynomials AMS Subject Classification: Primary 37K15.

1 Introduction

The purpose of this paper and its sequel is to present an alternative solution to two inverse problems which appear in the context of Camassa-Holm type equations. We concentrate in this paper on the Camassa-Holm equation (CH)[3]:

utuxxt+3uux=2uxuxx+uuxxx,u_{t}-u_{xxt}+3uu_{x}=2u_{x}u_{xx}+uu_{xxx}, (1.1)

while in the sequel we study the inverse problem for another equation, discovered by V. Novikov (VN) [7]:

utuxxt+4u2ux=3uuxuxx+u2uxxx.u_{t}-u_{xxt}+4u^{2}u_{x}=3uu_{x}u_{xx}+u^{2}u_{xxx}. (1.2)

Both these equations admit another, often used, representation

mt+mxu+2mux=0,m=uuxx,m_{t}+m_{x}u+2mu_{x}=0,\qquad m=u-u_{xx}, (1.3)

for the CH equation, and

mt+(mxu+3mux)u=0,m=uuxx,m_{t}+(m_{x}u+3mu_{x})\,u=0,\qquad m=u-u_{xx}, (1.4)

for the VN equation. The solution to the inverse problem presented in this paper is obtained directly on the real axis, instead of transforming the problem to the inhomogeneous string problem as was done in [1] and adapting the method used by T. Stieltjes in [8].

We give a self-contained presentation of the inverse problem for Equation (2.6), emphasizing the role of orthogonal polynomials (Proposition 11) and culminating in the elegant inverse formulas stated in Corollary 14. In the sequel, for the case of the VN equation (1.2), we will show that a different class of polynomials is germane to the inverse problem, namely a class of biorthogonal polynomials (Cauchy biorthogonal polynomials) studied in [2].

2 CH inspired inverse problem

The well known Lax pair system for the CH equation can be written as follows (see [3])

(1Dx2zm)ψ=0,(Dt+(u+1/z)Dxux/21/z)ψ=0.\begin{split}&\bigl{(}1-D_{x}^{2}-zm\bigr{)}\psi=0,\\ &\bigl{(}D_{t}+(u+1/z)D_{x}-u_{x}/2-1/z\bigr{)}\psi=0.\end{split} (2.1)

We would like to point out that this Lax pair yields a slightly different normalization than in (1.3), here, m=2u12uxxm=2u-\frac{1}{2}u_{xx}. If we set m(x,t)=j=1nmj(t)δxjm(x,t)=\sum_{j=1}^{n}m_{j}(t)\delta_{x_{j}} where mj(t)m_{j}(t) and xj(t)x_{j}(t) are CC^{\infty} functions, we obtain what is called the nn-peakon Lax pair for the CH equation. We assume that for every fixed t0t\geq 0 the function ψ(x,t)\psi(x,t) is continuous on \mathbb{R} and x1(0)<x2(0)<<xn(0)x_{1}(0)<x_{2}(0)<\dots<x_{n}(0). Now the first equation of the system (2.1) implies that on the interval (xj,xj+1)(x_{j},x_{j+1}), we have

ψ=Ajex+Bjex,\psi=A_{j}e^{x}+B_{j}e^{-x}, (2.2)

It is well known that requiring ψ0\psi\rightarrow 0 as |x||x|\rightarrow\infty is consistent with the system (2.1). Let’s therefore assume that A0=1A_{0}=1 and B0=0B_{0}=0. Then from the continuity of ψ\psi and the jump conditions imposed by the first equation of (2.1) we have

(AjBj)=Kj(z)(10), 1jn\begin{pmatrix}A_{j}\\ B_{j}\end{pmatrix}=K_{j}(z)\begin{pmatrix}1\\ 0\end{pmatrix},\ \ \ 1\leq j\leq n (2.3)

where

Kj(z)=Tj(z)Tj1(z)T1(z),K_{j}(z)=T_{j}(z)T_{j-1}(z)\dots T_{1}(z), (2.4)

and

Tk(z)=(1z2mkz2mke2xkz2mke2xk1+z2mk), 1kn.T_{k}(z)=\begin{pmatrix}1-\frac{z}{2}m_{k}&-\frac{z}{2}m_{k}e^{-2x_{k}}\\ \frac{z}{2}m_{k}e^{2x_{k}}&1+\frac{z}{2}m_{k}\end{pmatrix},\ \ \ \ 1\leq k\leq n. (2.5)

Clearly,

Theorem 1.

The spectrum of the boundary value problem

(1Dx2zm)ψ=0,ψ0, for |x| \bigl{(}1-D_{x}^{2}-zm\bigr{)}\psi=0,\qquad\psi\rightarrow 0,\text{ for $|x|\rightarrow\infty$ } (2.6)

is given by roots of An(z)=0A_{n}(z)=0.

In order to get more information about the spectrum we can rewrite equation (2.6) as an integral equation

ψ(x,z)=zK(x,y)ψ(y,z)𝑑M(x),\psi(x,z)=z\int K(x,y)\psi(y,z)dM(x),

where MM is the distribution function of the measure m(x)m(x) and K(x,y)=12e|xy|K(x,y)=\frac{1}{2}e^{-|x-y|} is the unique Greens function of 1Dx21-D^{2}_{x} vanishing at ±\pm\infty. One can easily write the explicit form of this integral equation as:

ψ(x,z)=zj=1n12e|xxj|ψ(xj,z)mj,\psi(x,z)=z\sum_{j=1}^{n}\frac{1}{2}e^{-|x-x_{j}|}\psi(x_{j},z)m_{j}, (2.7)

where, by assumption, all mj>0m_{j}>0. Moreover, evaluating at xix_{i}, and introducing the matrix notation

𝝍=(ψ(x1,z),ψ(x2,z),,ψ(xn,z))T,𝐄=[12e|xixj|],\boldsymbol{\psi}=(\psi(x_{1},z),\psi(x_{2},z),\dots,\psi(x_{n},z))^{T},\qquad\mathbf{E}=\big{[}\frac{1}{2}e^{-|x_{i}-x_{j}|}\big{]}, (2.8)

and

𝐏=diag(m1,m2,,mn),\mathbf{P}=\operatorname{diag}(m_{1},m_{2},\dots,m_{n}), (2.9)

we obtain equation (2.7) in the form of the matrix eigenvalue problem:

𝝍=z𝐄𝐏𝝍.\boldsymbol{\psi}=z\mathbf{E}\mathbf{P}\,\boldsymbol{\psi}.

𝐄\mathbf{E} is an example of a single-pair matrix (see [5]) which is oscillatory and so is 𝐄𝐏\mathbf{E}\mathbf{P}. Oscillatory matrices form a subset of totally nonnegative matrices, which can be characterized as matrices whose all minors of arbitrary size are nonnegative. Oscilatory matrices are special in that they have simple, strictly positive, spectrum [5]. We therefore have the following description of the spectrum of the boundary value problem (2.6).

Lemma 2.

An(z)=det(Iz𝐄𝐏)=1kn(1zλk)A_{n}(z)=\det(I-z\mathbf{E}\mathbf{P})={\displaystyle\prod_{1\leq k\leq n}\big{(}1-\frac{z}{\lambda_{k}}\big{)}} where 0<λ1<λ2<<λn0<\lambda_{1}<\lambda_{2}<\dots<\lambda_{n}

We need one more fact.

Theorem 3.

The Weyl function W(z)=Bn(z)An(z)W(z)=-\frac{B_{n}(z)}{A_{n}(z)} is a (shifted) Stieltjes transform of a measure dμ(x)=j=1najδλj,aj>0d\mu(x)=\sum_{j=1}^{n}a_{j}\delta_{\lambda_{j}},\,a_{j}>0, that is

W(z)=γ+1zx𝑑μ(x),W(z)=\gamma+\int\frac{1}{z-x}d\mu(x),

where γ=1x𝑑μ(x)\gamma=\int\frac{1}{x}d\mu(x).

Proof.

This theorem follows, after a slight adjustment of notation, from Theorem 4.2 proven in [1] and the observation that W(0)=0W(0)=0 which is a consequence of Tk(0)=IT_{k}(0)=I. ∎

The continued fraction expansion ([8]) turns out to be at the heart of the inverse problem, in a full analogy with the inverse problem for an inhomogeneous string which was studied in the 1950’s by M.G. Krein ([6], [4]).

Theorem 4.
BnAn=e2xn+1z2mne2xn+1e2xne2xn1+1z2mn1e2xn1+1+1z2m1e2x1+1e2x1,\begin{split}&\frac{B_{n}}{A_{n}}=-e^{2x_{n}}+\\ &\cfrac{1}{-\frac{z}{2}m_{n}e^{-2x_{n}}+\cfrac{1}{e^{2x_{n}}-e^{2x_{n-1}}+\cfrac{1}{-\frac{z}{2}m_{n-1}e^{-2x_{n-1}}+\cfrac{1}{{\ddots}\ \ \ _{+\cfrac{1}{-\frac{z}{2}m_{1}e^{-2x_{1}}+\cfrac{1}{e^{2x_{1}}}}}}}}},\end{split} (2.10)
Proof.

Since

(AnBn)=Tn(An1Bn1),\begin{pmatrix}A_{n}\\ B_{n}\end{pmatrix}=T_{n}\begin{pmatrix}A_{n-1}\\ B_{n-1}\end{pmatrix}, (2.11)

we have

BnAn=z2mne2xnAn1+(1+z2mn)Bn1(1z2mn)An1z2mne2xnBn1.\frac{B_{n}}{A_{n}}=\frac{\frac{z}{2}m_{n}e^{2x_{n}}A_{n-1}+(1+\frac{z}{2}m_{n})B_{n-1}}{(1-\frac{z}{2}m_{n})A_{n-1}-\frac{z}{2}m_{n}e^{-2x_{n}}B_{n-1}}. (2.12)

This equation is equivalent to

BnAn=e2xn+1z2mne2xn+1e2xn+Bn1An1.\frac{B_{n}}{A_{n}}=-e^{2x_{n}}+\cfrac{1}{-\frac{z}{2}m_{n}e^{-2x_{n}}+\cfrac{1}{e^{2x_{n}}+\cfrac{B_{n-1}}{A_{n-1}}}}. (2.13)

Hence, the proof is complete by induction. ∎

Suppose that Pj/QjP_{j}/Q_{j} (0j2n)(0\leq j\leq 2n) is the jjth convergent of the negative of the continued fraction we obtained above so that we are approximating the Weyl function W(z)W(z). Then we observe that

Q0=1,P0=e2xn,Q_{0}=1,\ \ \ P_{0}=e^{2x_{n}},
P1Q1=1+z2mnz2mne2xn,\frac{P_{1}}{Q_{1}}=\frac{1+\frac{z}{2}m_{n}}{\frac{z}{2}m_{n}e^{-2x_{n}}}, (2.14)

and

P2Q2=e2xn1z2mn(e2xne2xn1)1z2mn(1e2(xn1xn)).\frac{P_{2}}{Q_{2}}=\frac{e^{2x_{n-1}}-\frac{z}{2}m_{n}(e^{2x_{n}}-e^{2x_{n-1}})}{1-\frac{z}{2}m_{n}(1-e^{2(x_{n-1}-x_{n})})}. (2.15)

Therefore, it can be verified that

Q2=(e2xne2xn1)Q1+Q0,P2=(e2xne2xn1)P1+P0,\begin{split}&Q_{2}=-(e^{2x_{n}}-e^{2x_{n-1}})Q_{1}+Q_{0},\\ &P_{2}=-(e^{2x_{n}}-e^{2x_{n-1}})P_{1}+P_{0},\end{split} (2.16)
Q3=z2mn1e2xn1Q2+Q1,P3=z2mn1e2xn1P2+P1.\begin{split}&Q_{3}=\frac{z}{2}m_{n-1}e^{-2x_{n-1}}Q_{2}+Q_{1},\\ &P_{3}=\frac{z}{2}m_{n-1}e^{-2x_{n-1}}P_{2}+P_{1}.\end{split} (2.17)

These equations guide us to the following theorem

Theorem 5.
Q2k=(e2xnk+1e2xnk)Q2k1+Q2k2,P2k=(e2xnk+1e2xnk)P2k1+P2k2,\begin{split}&Q_{2k}=-(e^{2x_{n-k+1}}-e^{2x_{n-k}})Q_{2k-1}+Q_{2k-2},\\ &P_{2k}=-(e^{2x_{n-k+1}}-e^{2x_{n-k}})P_{2k-1}+P_{2k-2},\end{split} (2.18)
Q2k+1=z2mnke2xnkQ2k+Q2k1,P2k+1=z2mnke2xnkP2k+P2k1.\begin{split}&Q_{2k+1}=\frac{z}{2}m_{n-k}e^{-2x_{n-k}}Q_{2k}+Q_{2k-1},\\ &P_{2k+1}=\frac{z}{2}m_{n-k}e^{-2x_{n-k}}P_{2k}+P_{2k-1}.\end{split} (2.19)
Proof.

By induction. ∎

Corollary 6.
PjQj1Pj1Qj=(1)j1, 1j2n.P_{j}Q_{j-1}-P_{j-1}Q_{j}=(-1)^{j-1},\ \ \ \ 1\leq j\leq 2n. (2.20)
Proof.

Use induction and the previous theorem. ∎

Corollary 7.
deg(P2k+1)=deg(Q2k+1)=k+1,deg(P2k)=deg(Q2k)=k.\begin{split}&\deg(P_{2k+1})=\deg(Q_{2k+1})=k+1,\\ &\deg(P_{2k})=\deg(Q_{2k})=k.\end{split} (2.21)

In preparation for the inverse problem we introduce the following notation.

Notation: Given a polynomial p(z)p(z) we denote by p[j]p[j] the coefficient at the jjth power of zz. Moreover, nkn-k is abbreviated to kk^{\prime}.

With this notation in place we have

Theorem 8.
Q2k[0]=1,P2k[0]=e2xk,\displaystyle Q_{2k}[0]=1,\quad P_{2k}[0]=e^{2x_{k^{\prime}}},
Q2k+1[0]=0,P2k+1[0]=1,P2k+1[1]=12j=0kmj\displaystyle Q_{2k+1}[0]=0,\quad P_{2k+1}[0]=1,\qquad P_{2k+1}[1]=\frac{1}{2}\sum_{j=0}^{k}m_{j^{\prime}}
Proof.

By induction. ∎

The Weyl function of the nn-peakon problem reads:

Proposition 9.
W(z)=P2n(z)Q2n(z).W(z)=\frac{P_{2n}(z)}{Q_{2n}(z)}.

The inverse problem hinges on the following approximation formulas:

Theorem 10.
W(z)P2k+1(z)Q2k+1(z)=𝒪(1z2k+1),k=0,,n1,z,W(z)P2k(z)Q2k(z)=𝒪(1z2k+1),k=0,,n1,z.\begin{split}&W(z)-\frac{P_{2k+1}(z)}{Q_{2k+1}(z)}=\mathcal{O}(\frac{1}{z^{2k+1}}),\ \ \ \ k=0,\dots,n-1,\ \ \ z\to\infty,\\ &W(z)-\frac{P_{2k}(z)}{Q_{2k}(z)}=\mathcal{O}(\frac{1}{z^{2k+1}}),\ \ \ \ k=0,\dots,n-1,\ \ \ z\to\infty.\end{split} (2.22)
Proof.

By the previous theorem we have

P2k+1Q2k+1P2kQ2k=1Q2k+1Q2k=𝒪(1z2k+1),z.\frac{P_{2k+1}}{Q_{2k+1}}-\frac{P_{2k}}{Q_{2k}}=\frac{1}{Q_{2k+1}Q_{2k}}=\mathcal{O}(\frac{1}{z^{2k+1}}),\ \ \ \ z\to\infty.

Also,

P2kQ2kP2k1Q2k1=1Q2kQ2k1=𝒪(1z2k1),z.\frac{P_{2k}}{Q_{2k}}-\frac{P_{2k-1}}{Q_{2k-1}}=\frac{-1}{Q_{2k}Q_{2k-1}}=\mathcal{O}(\frac{1}{z^{2k-1}}),\ \ \ \ z\to\infty.

From these and the definition of the Weyl function we get

W(z)P2k1Q2k1=P2n(z)Q2n(z)P2k1Q2k1=𝒪(1z2k1),z.W(z)-\frac{P_{2k-1}}{Q_{2k-1}}=\frac{P_{2n}(z)}{Q_{2n}(z)}-\frac{P_{2k-1}}{Q_{2k-1}}=\mathcal{O}(\frac{1}{z^{2k-1}}),\ \ \ \ z\to\infty.

Similarly, we see that

W(z)P2kQ2k=𝒪(1z2k+1),z.W(z)-\frac{P_{2k}}{Q_{2k}}=\mathcal{O}(\frac{1}{z^{2k+1}}),\ \ \ z\to\infty.

Since Q2k+1(0)=0Q_{2k+1}(0)=0 we set Q2k+1(z)=zq2k+1(z),degq2k+1=k.{Q_{2k+1}(z)=z\,q_{2k+1}(z),\,\deg\,q_{2k+1}=k.}

Proposition 11.

(orthogonality)

xjQ2k(x)𝑑μ(x)=0,j=0,,k1,k=0,,n1\displaystyle\int x^{j}Q_{2k}(x)d\mu(x)=0,\ \ j=0,\dots,k-1,\ \ k=0,\dots,n-1 (2.23a)
q2k+1(x)𝑑μ(x)=1,k=0,,n1,\displaystyle\int q_{2k+1}(x)d\mu(x)=1,\ \ \ k=0,\dots,n-1, (2.23b)
xjq2k+1(x)𝑑μ(x)=0,j=1,,k1,k=0,,n1.\displaystyle\int x^{j}q_{2k+1}(x)d\mu(x)=0,\ \ j=1,\dots,k-1,\ \ k=0,\dots,n-1. (2.23c)
Proof.

By the first approximation formula of Theorem 10 we have

W(z)Q2k+1(z)P2k+1(z)=𝒪(1zk),k=0,,n1.W(z)Q_{2k+1}(z)-P_{2k+1}(z)=\mathcal{O}(\frac{1}{z^{k}}),\ \ \ \ \ k=0,\dots,n-1. (2.24)

Therefore,

zj(W(z)Q2k+1(z)P2k+1(z))=𝒪(1zkj),j=0,,k2.z^{j}(W(z)Q_{2k+1}(z)-P_{2k+1}(z))=\mathcal{O}(\frac{1}{z^{k-j}}),\ \ \ j=0,\dots,k-2.

Since W(z)W(z) is analytic at z=z=\infty so is the remainder and its order there is 𝒪(1z2)\mathcal{O}(\frac{1}{z^{2}}). We can therefore use the residue calculus. To this end we choose a circle Γ\Gamma whose radius is large enough to contain the support of μ\mu defined in Theorem 3. An elementary contour integration implies then

12πiΓzjQ2k+1(z)zx𝑑μ(x)𝑑z=0,j=0,,k2.\frac{1}{2\pi i}\int_{\Gamma}\int\frac{z^{j}Q_{2k+1}(z)}{z-x}d\mu(x)dz=0,\ \ \ \ j=0,\dots,k-2.

Consequently, applying Fubini’s theorem and Cauchy’s residue theorem we have

xjQ2k+1(x)𝑑μ(x)=0,j=0,,k2,k=0,,n1.\int x^{j}Q_{2k+1}(x)d\mu(x)=0,\ \ j=0,\dots,k-2,\ \ k=0,\dots,n-1.

Similarly, from the second approximation formula of Theorem 10 we have

W(z)Q2k(z)P2k(z)=𝒪(1zk+1),k=0,,n1.W(z)Q_{2k}(z)-P_{2k}(z)=\mathcal{O}(\frac{1}{z^{k+1}}),\ \ \ \ \ k=0,\dots,n-1. (2.25)

Thus,

xjQ2k(x)𝑑μ(x)=0,j=0,,k1,k=0,,n1.\int x^{j}Q_{2k}(x)d\mu(x)=0,\ \ j=0,\dots,k-1,\ \ k=0,\dots,n-1.

Also we have

W(z)Q2k+1(z)zP2k+1(z)z=𝒪(1zk+1),k=0,,n1.\frac{W(z)Q_{2k+1}(z)}{z}-\frac{P_{2k+1}(z)}{z}=\mathcal{O}(\frac{1}{z^{k+1}}),\ \ \ \ \ k=0,\dots,n-1. (2.26)

Since Q2k+1[0]=0Q_{2k+1}[0]=0 and P2k+1[0]=1P_{2k+1}[0]=1, we have

12πiΓz1Q2k+1(z)zx𝑑μ(x)𝑑z1=0.\frac{1}{2\pi i}\int_{\Gamma}\int\frac{z^{-1}Q_{2k+1}(z)}{z-x}d\mu(x)dz-1=0.

Hence,

x1Q2k+1(x)𝑑μ(x)=1,k=0,,n1.\int x^{-1}Q_{2k+1}(x)d\mu(x)=1,\ \ \ k=0,\dots,n-1.

Finally, using Q2k+1(x)=xq2k+1(x)Q_{2k+1}(x)=x\,q_{2k+1}(x) we obtain the claim. ∎

Proposition 12.
P2k(z)=zQ2k(z)xQ2k(x)x(zx)𝑑μ(x),\displaystyle P_{2k}(z)=\int\frac{zQ_{2k}(z)-xQ_{2k}(x)}{x(z-x)}\,\,d\mu(x), (2.27a)
P2k+1(z)=zQ2k+1(z)xQ2k+1(x)x(zx)𝑑μ(x).\displaystyle P_{2k+1}(z)=\int\frac{zQ_{2k+1}(z)-xQ_{2k+1}(x)}{x(z-x)}\,\,d\mu(x). (2.27b)
Proof.

From the second approximation formula of theorem 10 we have

W(z)Q2k(z)=P2k(z)+𝒪(1zk+1),z.W(z)Q_{2k}(z)=P_{2k}(z)+\mathcal{O}(\frac{1}{z^{k+1}}),\ \ \ z\rightarrow\infty.

By Theorem 3 W(z)=γ+1zx𝑑μ(x)W(z)=\gamma+\int\frac{1}{z-x}d\mu(x) which implies

P2k(z)=γQ2k(z)+Q2k(z)Q2k(x)zx𝑑μ(x).P_{2k}(z)=\gamma Q_{2k}(z)+\int\frac{Q_{2k}(z)-Q_{2k}(x)}{z-x}d\mu(x).

Recalling that γ=1x𝑑μ(x)\gamma=\int\frac{1}{x}d\mu(x) and performing elementary manipulations we obtain the claim. The proof for P2k+1P_{2k+1} is analogous. ∎

Let cj=xj𝑑μ(x),jc_{j}=\int x^{j}d\mu(x),\,j\in\mathbb{Z} be the jjth moment of the measure dμ(x)d\mu(x) and let I=[Iij]=[ci+j]I=[I_{ij}]=[c_{i+j}] be the Hankel matrix of the moments of the measure dμ(x)d\mu(x) appearing in Theorem 3. We note that the shift γ=c1\gamma=c_{-1}. In addition, let us denote by Δki\Delta^{i}_{k} the minor of the submatrix of II of size k×kk\times k which starts at I0iI_{0i}. By convention, Δ0j=1,j\Delta_{0}^{j}=1,\,j\in\mathbb{Z}.

Theorem 13.

Suppose we are given an arbitrary discrete measure dμ(x)=jajδλj,λj>0,d\mu(x)=\sum_{j}a_{j}\delta_{\lambda_{j}},\quad\lambda_{j}>0, and define its shifted Stieltjes transform

W(z)=γ+1zx𝑑μ(x),γ=1x𝑑μ(x).W(z)=\gamma+\int\frac{1}{z-x}d\mu(x),\qquad\gamma=\int\frac{1}{x}d\mu(x).

Let kk be a natural number such that 0kn10\leq k\leq n-1. Then there exists a unique solution to the approximation problem stated in Theorem 10 whose polynomials satisfy degree requirements dictated by Corollary 7:

Q2k(z)=1Δk1|1zz2zkc0c1c2ckc1c2c3ck+1ck1ckck+1c2k1|,\displaystyle Q_{2k}(z)=\frac{1}{\Delta_{k}^{1}}\begin{vmatrix}1&z&z^{2}&\dots&z^{k}\\ c_{0}&c_{1}&c_{2}&\dots&c_{k}\\ c_{1}&c_{2}&c_{3}&\dots&c_{k+1}\\ \vdots&\vdots&\vdots&&\vdots\\ c_{k-1}&c_{k}&c_{k+1}&\dots&c_{2k-1}\end{vmatrix},\ \ (2.28a)
Q2k+1=1Δk+10|zz2z3zk+1c1c2c3ck+1ckck+1ck+2c2k|,\displaystyle Q_{2k+1}=\frac{1}{\Delta_{k+1}^{0}}\begin{vmatrix}z&z^{2}&z^{3}&\dots&z^{k+1}\\ c_{1}&c_{2}&c_{3}&\dots&c_{k+1}\\ \vdots&\vdots&\vdots&&\vdots\\ c_{k}&c_{k+1}&c_{k+2}&\dots&c_{2k}\end{vmatrix},\ \ (2.28b)
P2k(z)=zQ2k(z)xQ2k(x)x(zx)𝑑μ(x),\displaystyle P_{2k}(z)=\int\frac{zQ_{2k}(z)-xQ_{2k}(x)}{x(z-x)}\,\,d\mu(x), (2.28c)
P2k+1(z)=zQ2k+1(z)xQ2k+1(x)x(zx)𝑑μ(x).\displaystyle P_{2k+1}(z)=\int\frac{zQ_{2k+1}(z)-xQ_{2k+1}(x)}{x(z-x)}\,\,d\mu(x). (2.28d)
Proof.

The proof is based on the work of Stieltjes [8]. We give only a complete argument for Q2kQ_{2k}, the proof for Q2k+1(z)Q_{2k+1}(z) is analogous. Both proofs rely on Proposition 11.

We write Q2k(z)=i=0kqiziQ_{2k}(z)=\sum_{i=0}^{k}q_{i}z^{i}. Now, using orthogonality conditions and the fact that Q2k[0]=1Q_{2k}[0]=1 we have

xj(1+i=1kqixi)𝑑μ(x)=0,j=0,1,,k1,k=0,,n1.\int x^{j}(1+\sum_{i=1}^{k}q_{i}x^{i})d\mu(x)=0,\ \ j=0,1,\dotsc,k-1,\ \ \ k=0,\dots,n-1.

Recall that cj=xj𝑑μ(x)c_{j}=\int x^{j}d\mu(x). Then we have

i=1kci+jqi=cj,j=0,1,,k1.\sum_{i=1}^{k}c_{i+j}q_{i}=-c_{j},\ \ j=0,1,\dotsc,k-1.

Hence we obtain the system

Bq=c,Bq=-c,

where

B=(c1c2ckc2c3ck+1ckck+1c2k1),q=(q1,q2,qk)T,c=(c0,c1,,ck1)T.B=\begin{pmatrix}c_{1}&c_{2}&\dots&c_{k}\\ c_{2}&c_{3}&\dots&c_{k+1}\\ \vdots&\vdots&&\vdots\\ c_{k}&c_{k+1}&\dots&c_{2k-1}\end{pmatrix},\ \ q=(q_{1},q_{2}\dotsc,q_{k})^{T},\ \ c=(c_{0},c_{1},\dotsc,c_{k-1})^{T}.

Thus, Cramer’s rule implies that

Q2k(z)=1Δk1|1zz2zkc0c1c2ckc1c2c3ck+1ck1ckck+1c2k1|.Q_{2k}(z)=\frac{1}{\Delta_{k}^{1}}\begin{vmatrix}1&z&z^{2}&\dots&z^{k}\\ c_{0}&c_{1}&c_{2}&\dots&c_{k}\\ c_{1}&c_{2}&c_{3}&\dots&c_{k+1}\\ \vdots&\vdots&\vdots&&\vdots\\ c_{k-1}&c_{k}&c_{k+1}&\dots&c_{2k-1}\end{vmatrix}.

The formulas for P2kP_{2k} and P2k+1P_{2k+1} were already obtained in Proposition 12. ∎

Using Theorem 8 we arrive at the inversion formulas

Corollary 14.

The solution to the inverse problem is given by: e2xk=Δk+11Δk1,j=0kmj=2Δk+10|c1c0c1ck1c1c2c3ck+1ckck+1ck+2c2k|,k=0,1,,n1,

Proof.

By Theorem 8 exk=P2k[0]e^{x_{k^{\prime}}}=P_{2k}[0]. From Theorem 13 we obtain

P2k[0]=Q2k(x)x𝑑μ(x),P_{2k}[0]=\int\frac{Q_{2k}(x)}{x}d\mu(x),

which, in view of the determinantal formula presented in Theorem 13, implies the first formula. Likewise, to get the second formula we note

P2k+1[1]=P2k+1(0)=q2k+1(x)x𝑑μ(x),P_{2k+1}[1]=P_{2k+1}^{\prime}(0)=\int\frac{q_{2k+1}(x)}{x}d\mu(x),

and use Theorems 13 and 8 to justify the claim.

Remark 15.

Although we are not going to give a complete argument here, it is easy to show using for example the technique of Lemma 5.4 in [1] that all determinants appearing in the inversion are strictly positive. Also, it is worth noticing that all these determinants are in fact minors of the moment matrix II.

Example 16.

Here we solve the inverse problem for n=1n=1 and n=2n=2. If n=1n=1, by corollary 14 we get

e2x1=Δ11Δ01=c1.e^{2x_{1}}=\frac{\Delta_{1}^{-1}}{\Delta_{0}^{1}}=c_{-1}.

So

x1=12logc1=12log(a1λ1)x_{1}=\frac{1}{2}\log{c_{-1}}=\frac{1}{2}\log(\frac{a_{1}}{\lambda_{1}}) (2.29)

and

m1=2c1c0=2λ1.m_{1}=\frac{2c_{-1}}{c_{0}}=\frac{2}{\lambda_{1}}. (2.30)

If n=2, we have

e2x1=Δ21Δ11=c1c1c02c1,e2x2=Δ11Δ01=c1.\begin{split}&e^{2x_{1}}=\frac{\Delta_{2}^{-1}}{\Delta_{1}^{1}}=\frac{c_{-1}c_{1}-c_{0}^{2}}{c_{1}},\\ &e^{2x_{2}}=\frac{\Delta_{1}^{-1}}{\Delta_{0}^{1}}=c_{-1}.\end{split}

Therefore,

x1=12logc1c1c02c1=12loga1a2(λ1λ2)2λ1λ2(a1λ1+a2λ2),x2=12logc1=12loga1λ2+a2λ1λ1λ2.\begin{split}&x_{1}=\frac{1}{2}\log\frac{c_{-1}c_{1}-c_{0}^{2}}{c_{1}}=\frac{1}{2}\log\frac{a_{1}a_{2}(\lambda_{1}-\lambda_{2})^{2}}{\lambda_{1}\lambda_{2}(a_{1}\lambda_{1}+a_{2}\lambda_{2})},\\ &x_{2}=\frac{1}{2}\log{c_{-1}}=\frac{1}{2}\log\frac{a_{1}\lambda_{2}+a_{2}\lambda_{1}}{\lambda_{1}\lambda_{2}}.\end{split} (2.31)

Also, we have

m1+m2=2Δ20(c1c2c0c1)=2(c1c2c0c1)c0c2c12,m2=2c1c0=2(a1λ2+a2λ1)λ1λ2(a1+a2).\begin{split}&m_{1}+m_{2}=\frac{2}{\Delta_{2}^{0}}(c_{-1}c_{2}-c_{0}c_{1})=\frac{2(c_{-1}c_{2}-c_{0}c_{1})}{c_{0}c_{2}-c_{1}^{2}},\\ &m_{2}=\frac{2c_{-1}}{c_{0}}=\frac{2(a_{1}\lambda_{2}+a_{2}\lambda_{1})}{\lambda_{1}\lambda_{2}(a_{1}+a_{2})}.\end{split} (2.32)

Therefore,

m1=2c1(c1c1c02)c0(c0c2c12)=2(a1λ1+a2λ2)λ1λ2(a1+a2).m_{1}=\frac{2c_{1}(c_{-1}c_{1}-c_{0}^{2})}{c_{0}(c_{0}c_{2}-c_{1}^{2})}=\frac{2(a_{1}\lambda_{1}+a_{2}\lambda_{2})}{\lambda_{1}\lambda_{2}(a_{1}+a_{2})}. (2.33)

These formulas (after shifting λjλj,aj2ajλj\lambda_{j}\rightarrow-\lambda_{j},\,a_{j}\rightarrow 2a_{j}\lambda_{j} ) are identical to what is given on page 246 in [1].

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