\documentclass[reqno]{amsart}
\usepackage{hyperref}

\AtBeginDocument{{\noindent\small
\emph{Electronic Journal of Differential Equations},
Vol. 2014 (2014), No. 248, pp. 1--13.\newline
ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu
\newline ftp ejde.math.txstate.edu}
\thanks{\copyright 2014 Texas State University - San Marcos.}
\vspace{8mm}}

\begin{document}
\title[\hfilneg EJDE-2014/248\hfil Titchmarsh-Weyl theory for canonical systems]
{Titchmarsh-Weyl theory for canonical systems}

\author[K. R. Acharya \hfil EJDE-2014/248\hfilneg]
{Keshav Raj Acharya}  % in alphabetical order

\address{Keshav Raj Acharya \newline
Department of Mathematics, Southern Polytechnic State University,
 1100 South Marietta Pkwy, Marietta, GA 30060, USA}
\email{kacharya@spsu.edu}

\thanks{Submitted May 27, 2014. Published November 21, 2014.}
\subjclass[2000]{34B20, 34L40}
\keywords{Canonical systems; Weyl-m functions; limit point; limit circle}

\begin{abstract}
 The main purpose of this paper is to develop Titchmarsh- Weyl theory of
 canonical systems. To this end, we first observe the fact that
 Schr\"odinger and Jacobi equations can be written into canonical systems.
 We then discuss the theory of Weyl $m$-function for canonical systems and
 establish the relation between the Weyl $m $-functions of Schr\"odinger equations
 and that of canonical systems which involve Schr\"odinger equations.
\end{abstract}

\maketitle
\numberwithin{equation}{section}
\newtheorem{theorem}{Theorem}[section]
\newtheorem{lemma}[theorem]{Lemma}
\newtheorem{proposition}[theorem]{Proposition}
\allowdisplaybreaks

\section{Introduction}

The Titchmarsh-Weyl theory has been an essential tool in the spectral theory
of  Schr\"odinger operators, Jacobi operators and  Sturn-Liouville differential
operators.   The origin of the theory goes back to 1910 when  Weyl introduce
this concept in his famous work in \cite{WM}. It was further studied by Titchmarsh
 \cite{EC} in 1962. The main object in the theory is  the Titchmarsh-Weyl
$m$-function which has close connection with the spectrum of the  corresponding
operators. Therefore, it is necessary to study the Titchmarsh-Weyl theory
if we want to study  direct  and inverse spectral theory of such operators.
The Titchmarsh-Weyl theory of Schr\"odinger and Jacobi equations  has been
studied very extensively. Only as a few reference, see \cite{CR1, BS, GT}.
 There are several ways of defining  these functions, but we give a basic
definition here.  For a one-dimensional  Schr\"odinger expression
$ -\frac{d^2}{dx^2} + V(x)$ on a half-line $(0, \infty)$ with a bounded
real-valued potential $V(x)$ that prevails limit point case, the
Titchmarsh-Weyl $m$-function $m(z)$ may be defined as the unique coefficient,
such that
\[
f(x,z)= u(x,z)+m(z)v(x,z) \in L^2(0,\infty) , \quad  z \in \mathbb{C}^+ ,
\]
 where $u(x,z)$ and $v(x,z)$ are any two linearly independent solutions
of
\[
-y'' +V(x)y = z y
\]
with some initial values $ u(0,z)= v'(0,z)= 1, u'(0,z)= v(0,z)= 0$.

 Likewise, for a Jacobi equation
\[
a_nu_{n+1}+a_{n-1}u_{n-1} +b_nu_n = zu_n
\]
where, $a_n, b_n $ are bounded sequence of real numbers,  the Weyl
$m$-function $m(z)$ is the unique coefficient such that
  \[
f_n(z)= u_n(z) + m(z) v_n(z) \in  l^2(\mathbb{N})
\]
for
$z\in \mathbb{C}^{+}$ where $u_n(z), v_n(z)$ are the basis of the solution
space of Jacobi equation with the initial values
$ a_0v_0(z)= u_1(z)= 0, v_1(z) = 1 $ and $ a_0u_0 = -1$.

The main aim of this paper is to develop the Titchmarsh-Weyl theory
for canonical systems and establish the relations between the Titchmersh-Weyl
$m$-functions for the Schr\"odinger equations and that of canonical systems.

A canonical system is a family of differential equations of the form
\begin{equation} \label{ca}
Ju'(x)=z H(x)u(x), \quad z\in \mathbb{C}
\end{equation}
 where $ J =\begin{pmatrix} 0&-1\\ 1&0 \end{pmatrix}$ and
$H(x)$ is a $2\times2$ positive semidefinite matrix whose entries are locally
integrable.  We also assume that there is no non-empty open interval $I$ so
that $H \equiv 0$ a.e. on $I$. The complex number $z \in \mathbb{C}$ involved
in \eqref{ca} is a spectral parameter. For fixed $z$, a vector valued
function $u(., z) : [0,N] \to \mathbb{C}^2$, $u(x,z)= \begin{pmatrix} u_1(x)\\u_2(x)
\end{pmatrix}$ is called a solution of \eqref{ca}if $u_1, u_2$ are
absolutely continuous and $ u $ satisfies \eqref{ca}.
Consider the Hilbert space
\[
L^2(H,R_+) = \Big\{f(x) = \begin{pmatrix}f_1(x)\\f_2(x)\end{pmatrix}:
\int_{0}^{\infty}f(x)^* H(x)f(x)dx < \infty  \Big\}
\]
with the inner product $\langle f, g\rangle = \int_{0}^{\infty}f(x)^*
H(x)g(x)dx $. Here $'*'$ denotes the complex conjugate transpose.
Such canonical systems on the Hilbert space $ L^2(H,R_+) $ have been
studied  by De snoo, Hassi, Remling and  Winkler  in  \cite{  cr, HW2, RC,HW}.
The  canonical systems  are closely connected with the theory of de Branges
spaces and the inverse spectral theory of one dimensional Schr\"odinger operators,
see \cite{RC}.  We always get  positive Borel measures, as the spectral measures,
from  Schr\"odinger operators. However, it is not always possible to get a
potential that defines a  Schr\"odinger operator, from a given positive Borel measure. This situation has been dealt in the inverse spectral theory of  Schr\"odinger operators.\\

There is a one to one correspondence between positive Borel measures and
canonical systems with $\operatorname{tr}H(x)\equiv 1$,  see \cite{HW}.
As  we show that the Jacobi equations and Schr\"odinger equations can be
written into canonical systems, we believe that canonical systems  can be
useful tools for inverse spectral theory of one dimensional Schr\"odinger operators.
Thus, it is  a natural context to consider  the spectral theory of such systems.
 Morever, in order to discuss the spectral theory of canonical systems we need
the corresponding spectral measure. The canonical systems can not be considered
as an eigenvalue equation of an operator as $H(x)$ in the equation \eqref{ca}
is not invertible in general. Therefore, as in the case of Jacobi and
Schr\"odinger operators, we can not  use the spectral theorem to obtain
spectral measures for canonical systmes. However, an alternate way to get
the spectral measure is through Titchmarsh-Weyl $m$-functions.
These $m$-functions are holomorphic functions mapping upper half-plane
to itself; these are so called the Herglotz functions. In 1911,  Gustav Herglotz,
proved  that every Herglotz function has integral representation with
positive Borel measure, see \cite{hg}. For different version of the theorem,
see \cite{NI}.  The Borel measures in the integral representation of
$m$-functions of the canonical systems are called the spectral measures for
canonical systems which are not discussed in this paper though.

Moreover, the canonical systems contains the Jacobi and Schr\"odinger equations.
Therefore it is also natural to think about extending  the theories form Jacobi
and Schr\"odinger operators to  canonical systems.

First, we observe that the Jacobi and Schr\"odinger equations can be written
into canonical systems.

\section{Relation between  Schr\"odinger equations, Jacobi equations
and canonical systems}\label{jsc}

In this section, we show that the canonical systems contains the
Jacobi and Schr\"odinger equations. More precisely, we show that
the Jacobi and Schr\"odinger equations can be written as canonical systems.
 Let
\begin{equation}\label{sc}
-y''+ V(x)y=zy
\end{equation}
be a Schr\"odinger equation. Suppose $u(x,z)$ and $v(x,z)$ are the
linearly independent solutions of \eqref{sc}, with initial values
$ u(0,z)= v'(0,z)= 1, u'(0,z)= v(0,z)= 0$. Then $ u_0 =u(x,0)$ and
$v_0 = v_0(x,0)$ are solutions of
$-y''+ V(x)y=0$.
 Let
\[
H(x)=\begin{pmatrix}
u_0^2 & u_0 v_0\\u_0v_0 & v_0^2
\end{pmatrix}
\] then  the Schr\"odinger equation \eqref{sc} is equivalent with the
canonical system,
\begin{equation} \label{sac}
 Jy'(x)= z H(x)y(x) .
\end{equation}
Let
\[
 T(x)= \begin{pmatrix}u(x, 0) & v(x,0)\\u'(x,0) & v'(x,0)
 \end{pmatrix}.
\]
 Then,  if $y$ solves equation  \eqref{sc}  then
$U(x,z)= T^{-1}(x)\begin{pmatrix}y(x,z)\\ y'(x,z) \end{pmatrix}$
solves the canonical system \eqref{sac}.


\subsection*{Alternate approach}
Let
\begin{equation}\label{sc1}
-y''+ V(x)y=z^2y
\end{equation}
be  a Schr\"odinger equation such that $-\frac{d^2}{dx^2}+V(x)\geq 0$
  and $y(x,z)$ be its solution. Then $y_0= y(x,0)$ be a solution
  of $-y''+ V(x)y=0$. Let $W(x)=\frac{y_0'}{y_0}$ then $W^2(x)+W'(x)=
  V(x)$ so that equation \eqref{sc1} becomes
\[
-y''+ (W^2 \ \pm W')y=z^2y.
\]

  \begin{proposition} \label{prop2.1}
The Schr\"odinger equation
\begin{equation} \label{sc2}
-y''+ (W^2+W')y=z^2y
    \end{equation}
is equivalent with the canonical system
\begin{equation}\label{ca2}
 Ju'(x)=z H(x)u(x),\quad H(x)=\begin{pmatrix} e^{2\int_0^x
      W(t)dt}& 0\\0& e^{-2\int_0^x W(t)dt} \end{pmatrix}.
\end{equation} \end{proposition}

\begin{proof}
 We claim that  \eqref{sc2} is equivalent to   the  Dirac system
\begin{equation}\label{ca1}
Ju'=\begin{pmatrix}z & W\\W & z \end{pmatrix}u  .
\end{equation}
If $y$ is a solution of \eqref{sc2}, then
$u =\begin{pmatrix}y\\-\frac{1}{z}(-y'+Wy)  \end{pmatrix}$
is a solution of \eqref{ca1}. Also if $u
  =\begin{pmatrix}u_1\\ u_2  \end{pmatrix}$
is a solution of   \eqref{ca1} then $u_1$ is a solution of \eqref{sc2}.
 Next we show   that the Dirac system \eqref{ca1} is equivalent with
the canonical system \eqref{ca2}. For if $u$ is a solution of \eqref{ca1}
then $T_0 u$,   where $T_0 =\begin{pmatrix} e^{-\int_0^x W(t)dt}& 0\\
0& e^{\int_0^x W(t)dt}   \end{pmatrix}$ is a solution of \eqref{ca2}.
 Conversely if $u$ is a solution of the canonical system \eqref{ca2}
then $T_0^{-1}u$ is a solution of the Dirac system \eqref{ca1}.
\end{proof}


 \begin{proposition} \label{prop2.2}
The Schr\"odinger equation
\begin{equation}\label{ca6}
 -y''+(W^2-W')y=z^2y
\end{equation}
is equivalent with the canonical system
\begin{equation}\label{ca8}
Ju'(x)=z H(x)u(x)
\end{equation}
where
\[
 H(x)=\begin{pmatrix} e^{-2\int_0^x W(t)dt}& 0\\0& e^{2\int_0^x W(t)dt} \end{pmatrix}.
\]
\end{proposition}

\begin{proof}
  The Schr\"odinger equation \eqref{ca6} is equivalent with the Dirac
 system
\begin{equation}\label{ca7}
Ju'=\begin{pmatrix}z & -W\\-W & z \end{pmatrix}u .
\end{equation}
In other words, if $y$ is a solution of the Schr\"odinger equation \eqref{ca6}
then $u=\begin{pmatrix}zy\\ y'+Wy \end{pmatrix}$ is a solution of the Dirac
system \eqref{ca7}. Conversely, if $u=\begin{pmatrix}u_1\\u_2  \end{pmatrix}$
is a solution of the Dirac system \eqref{ca7} then $u_1$ is a solution to
the Schr\"odinger equation \eqref{ca6}.

The Dirac system \eqref{ca7} is equivalent with the canonical system \eqref{ca8}.
If $u$ is a solution of the Dirac system \eqref{ca7} then $y= T_0u$,
\[
T_0=\begin{pmatrix} e^{\int_0^x W(t)dt}& 0\\0& e^{-\int_0^x W(t)dt}
\end{pmatrix}
\]
 is a solution of the canonical system \eqref{ca8}. Conversely if $u$
is a solution of the canonical system \eqref{ca8} then $T_0^{-1}u$
is a solution of the Dirac system \eqref{ca7}.
\end{proof}

  Let a Jacobi equation be
\begin{equation} \label{Ja1}
  a(n)u(n+1)+a(n-1)u(n)+b(n)u(n)= zu(n) .
\end{equation}
This equation  can be written as
\begin{align*}
\begin{pmatrix}u(n)\\u(n+1) \end{pmatrix}
&= \begin{pmatrix}0 & 1 \\ -\frac{a(n-1)}{a(n)} & \frac{z-b(n)}{a(n)} \end{pmatrix}
  \begin{pmatrix}u(n-1)\\u(n)\end{pmatrix} \\
&= [B(n) +z A(n)]
  \begin{pmatrix}u(n-1)\\u(n)\end{pmatrix}.
\end{align*}
Where
\[
B(n)=\begin{pmatrix}0 & 1\\-\frac{a(n-1)}{a(n)}&\frac{-b(n)}{a(n)} \end{pmatrix},\quad
A(n)=\begin{pmatrix}0 & 0\\0& \frac{1}{a(n)} \end{pmatrix}.
\]
Suppose  $p(n,z)$ and $q(n,z)$ be the solutions of \eqref{Ja1} such that
  $p(0,z)=1, p(1,z)=1$ and $q(0,z)=0, q(1,z)=1$.
 So that $p_0(n)=p(n,0)$   and $q_0(n)= q(n,0)$ be the solutions of equation
\eqref{Ja1} when   $z=0$.
 Then
\[
\begin{pmatrix}
p_0(n)\\p_0(n+1) \end{pmatrix}
= \begin{pmatrix}0 & 1\\-\frac{a(n-1)}{a(n)}&\frac{-b(n)}{a(n)}
  \end{pmatrix}  \begin{pmatrix}p_0(n-1)\\p_0(n)
  \end{pmatrix}.
\]
(similar expression for $q_0(n)$).
 Let
\[
T(n)=\begin{pmatrix}p_0(n-1) & q_0(n-1)\\p_0(n)&q_0(n) \end{pmatrix},
\]
$T(1)= 1$. Then we have the relation $T(n+1)=B(n)T(n)$.
Now define  $U(n,z)= T^{-1}(n+1)Y(n,z)$,
\[
Y(n,z)=\begin{pmatrix}p(n-1,z) & q(n-1,z)\\p(n,z)&q(n,z)
\end{pmatrix}.
\]
Then $U(n,z)$ solves an equation of the form
\begin{equation} \label{ca3}
J\big(U(n+1,z)-U(n,z)=zH(n)U(n,z)\big)
\end{equation}
where $ H(n) =JT^{-1}(n+1)A(n)T(n)$.  Suppose for each
$n\in\mathbb{Z}$, on $(n,n+1)$, $H$ has the form
\[
H(x)= h(x)P_{\phi}, \quad
P_{\phi}=
\begin{pmatrix}\cos^2\phi & \sin\phi\cos\phi\\ \sin\phi\cos\phi & \sin^2\phi
\end{pmatrix}
\]
for some $\phi \in [0,\pi )$ and some $h\in L_1(n,n+1), h\geq 0$.
(We may choose $h(x)\equiv 1$ on $(n,n+1)$ for each $n\in\mathbb{Z}$)
Then the canonical system \eqref{ca} reads
\[
u'(x)= -zh(x)JP_{\phi} u(x).
\]
Since the matrices on the right-hand side commute with one another
for different values of $x$, the solution is given by
\[
u(x)= \exp \Big(-z \int_{a}^{x} h(t)dt JP_{\phi} \Big)  u(a).
\]
However, $P_{\phi}JP_{\phi} = 0$, we see that the exponential
terminates and we obtain
\begin{equation} \label{ca4}
u(x)=  \Big( 1-z \int_{a}^{x} h(t)dt JP_{\phi} \Big)  u(a).
\end{equation}
Clearly equation \eqref{ca4} is equivalent with the equation \eqref{ca3}.

 \section{Weyl theory of canonical systems}

 For any $z \in \mathbb{C}$, the solution space of the canonical system \eqref{ca}
is a two dimensional vector space. Suppose $f$ and $g$ are  solutions of
\eqref{ca}, the Wronskian is defined as
  \[
W_x(f,g)= f_1 (x,z)g_2(x,z)- f_2 (x,z)g_1 (x,z)= g(x,\bar{z})^*Jf(x,z)
\]

 \begin{lemma} \label{lem3.1}
The Wronskian $ W_x(f,g)$ is constant for all $x$.
\end{lemma}

 \begin{proof}
If $f$ and $g$ are  solutions of equation \eqref{ca}, then
 $ Jf'(x,z)=zH(x)f(x,z)$ and $ Jg'(x,z)=zH(x)g(x,z)$.
Here $ Jf'(x, \bar{z}) = \bar{z}H(x)f(x, \bar{z})$ and
$ - g'(x, z)^*J = \bar{z} g(x,z)^{*}H(x)$. From these two equations
we have the following two equations
\begin{gather*}
- g'(x, z)^{*}Jf(x, \bar{z}) = \bar{z} g(x,z)^{*}H(x)f(x, \bar{z}),\\
 g(x,z)^{*}Jf'(x, \bar{z}) = \bar{z}g(x,z)^{*} H(x)f(x, \bar{z}).
\end{gather*}
On subtraction we obtain,  
 $ \frac{d}{dx}(g(x,z)^*Jf(x,\bar{z}))= 0$. It follows that 
$g(x,z)^*Jf(x,\bar{z}))$ is constant and so is the Wronskian $W_x(f,g)$. 
\end{proof}

 Let us write $\tau y = zy $ if and only if $ Jy' = zH(x)y$.
 Suppose $f$ and $g$ are  solutions of \eqref{ca} then we have the 
following identity.

 \begin{lemma}[Green's Identity]
\[
 \int_0^{N}(f^*H(x)\tau g -
 (\tau f)^*H(x)g)dx  = W_0(\bar{f},g)-W_N(\bar{f},g) 
\]
 \end{lemma}

\begin{proof}  Note that 
\begin{align*} 
\int_0^{N}(f^*H(x)\tau g -  (\tau f)^*H(x)g)dx 
& =  \int_0^{N}(f^*H(x)z g -   (z f)^*H(x)g)dx  \\ 
& = \int_0^{N}(f^* zH(x)g -       ( zH(x) f)^* g )dx  \\
& = \int_0^{N}(f^* Jg' + f'^*J g) dx  \\ 
& = \int_0^{N}(f^* Jg' + f'^*Jg)dx  \\ 
& = \int_0^{N} \frac{d}{dx}(f^* Jg) \\ 
& = W_0(\bar{f},g)-W_N(\bar{f},g) \,.
\end{align*}
This completes the proof.  \end{proof}

For any $z\in \mathbb{C}^+$, we want to define a coefficient $m(z)$ such
that $f(x,z) = u(x,z) + m(z)v(x,z) \in L^2(H,R_+)$ for any linearly
 independent solutions $ u(x,z), v(x,z) $ of \eqref{ca}. 
This leads us defining Weyl $m$ functions $m_N(z)$ on compact interval $ [0,N]$.
Let $ u_{\alpha},v_{\alpha}$ be
the solution of \eqref{ca} with the initial values 
\begin{equation} \label{Weylth}
u_{\alpha}(0,z)=\begin{pmatrix}\cos{\alpha}\\
-\sin{\alpha}\end{pmatrix},  \quad
 v_{\alpha}(0,z)=\begin{pmatrix}\sin{\alpha}\\\cos{\alpha}\end{pmatrix}, 
\quad,\alpha \in (0,\pi].
\end{equation}
For $z\in\mathbb{C}^+$, want to define $m_{\alpha}(z)\in\mathbb{C} $ as the
unique coefficient for which
\[ 
f_{\alpha}=    u_{\alpha}+m_{\alpha}(z)v_{\alpha}\in L^2(H,\mathbb{R}_+).
\] 
Consider a compact interval $[0,N]$ and let
    $z\in\mathbb{C}^+$, define the unique coefficient $m_{N}^{\beta}(z)$ as follows,
$ f(x,z)=u(x,z)+ m_{N}^{\beta}(z)v(x,z)$ satisfying
\[
f_1(N,z)\sin\beta+f_2(N,z)\cos\beta=0.
\] 
Clearly this is well defined because $u(x,z)$ does not satisfies the boundary 
condition at  $N$. Otherwise $z \in C^+$ will be an eigenvalue for some 
self-adjoint relation of the system \eqref{ca} as explained in \cite{KA}. 
From the boundary condition \[f_1(N,z)\sin\beta+f_2(N,z)\cos\beta=0\] at $N$ we
obtain
\[
m_N^{\beta}(z)= -\frac{u_1(N,z)\sin \beta+u_2(N,z)\cos \beta}{v_1(N,z)
\sin \beta +v_2(N,z)\cos     \beta}.
\]
Since  $ z, N, \beta $  varies, $m_N^{\beta}(z)$ becomes a function of these 
arguments, and since $u_1, u_2, v_1, v_2 $ are entire function of $z$, it 
follows that $m_N^{\beta}(z)$ is meromorphic function of $z$. 
 Rewrite the above equation in the form
\[
m_N ^{\beta}(z)=- \frac{u_1t+u_2}{v_1t+v_2}, \quad
t=\tan{\beta},\quad t\in\mathbb{R}\cup\{\infty\}.
\]
This is a  fractional linear transformation. As a function of  
$ t\in \mathbb{R}$ it maps real line  to a circle.

Let  $C_N(z)=\{m_N^{\beta}(z): 0\leq\beta < \pi\}$. 
So for fixed $z\in C^+$, $C_N(z)$ is a circle. Hence for any complex number 
 $ m \in \mathbb{C} $,
\begin{equation} \label{cir} 
m \in C_N(z) \Leftrightarrow \operatorname{Im}\frac{u_2+mv_2}{u_1+mv_1}= 0 
\end{equation}

\begin{lemma} \label{lem3.3}
 The equation of the circle $C_N(z)$ is given by
$ |m-c|^2= r^2$ where 
\begin{equation} \label{cr} 
c =\frac{W_N(u,\bar{v})}{W_N(\bar{v},v)},   \quad
r=\frac{1}{|W_N(\bar{v},v)|}\,.
\end{equation} 
\end{lemma}

\begin{proof} 
Suppose $ m \in C_N(z)$. By \eqref{cir} we obtain,
\begin{align*} 
& \operatorname{Im}\frac{u_2+mv_2}{u_1+mv_1}= 0 \\ 
&\Rightarrow  \frac{u_2+mv_2}{u_1+mv_1}
 - \frac{ \bar{u}_2+ \bar{m}\bar{v}_2}{\bar{u}_1+ \bar{m} \bar{v}_1} = 0 \\ 
&\Rightarrow  (u_2+mv_2 )(\bar{u}_1+ \bar{m} \bar{v}_1)
 - (\bar{u}_2+ \bar{m}\bar{v}_2)(u_1+mv_1) = 0\\ 
&\Rightarrow  m \bar{m} W_N(\bar{v},v)- m W_N( v,\bar{u}) 
 -\bar{m} W_N( u, \bar{v}) + u_2\bar{u}_1- \bar{u}_2u_1 = 0 \\ 
& \Rightarrow   m \bar{m} - m \frac{W_N( v,\bar{u})}{W_N(\bar{v},v)} 
 -\bar{m} \frac{ W_N( u, \bar{v})}{W_N(\bar{v},v)} 
 + \frac{W_N(\bar{u},u)} {W_N(\bar{v},v)} = 0  \\
&\Rightarrow  m \bar{m} - m \frac{W_N( v,\bar{u})}{W_N(\bar{v},v)} 
 -\bar{m} \frac{ W_N( u, \bar{v})}{W_N(\bar{v},v)} 
 + \frac{W_N(u,\bar{v})}{W_N(\bar{v},v)}\frac{W_N(\bar{u}, v)}{W_N( v, \bar{v})} \\
&\quad  - \frac{W_N(u,\bar{v})}{W_N(\bar{v},v)}\frac{W_N(\bar{u}, v)}{W_N( v, \bar{v})}
 + \frac{W_N(\bar{u},u)} {W_N(\bar{v},v)} = 0   \\
&\Rightarrow   m \bar{m} - m \frac{W_N( v,\bar{u})}{W_N(\bar{v},v)} 
 -\bar{m} \frac{ W_N( u, \bar{v})}{W_N(\bar{v},v)} 
 + \frac{W_N(u,\bar{v})}{W_N(\bar{v},v)}\frac{W_N(\bar{u}, v)}{W_N( v, \bar{v})} \\
&\quad - \frac{1}{W_N(\bar{v},v)W_N( v, \bar{v})}  = 0   \\
&\Rightarrow   m \bar{m} -m\bar{c}- \bar{m}c + c\bar{c} =  r^2, \quad
  c =  \frac{W_N(u,\bar{v})}{W_N(\bar{v},v)},\quad
  r=\frac{1}{|W_N(\bar{v},v)|}  \\
&\Rightarrow \quad  |m-c|^2= r^2 \,.
\end{align*}  
This completes the proof.
\end{proof}

Now suppose $ f(x,z)=u(x,z)+ m_{N}^{\beta}(z)v(x,z)$, then  
$ m = m_{N}^{\beta}$ is an interior of $ C_N$ if and only if  \begin{equation} \label{wc} |m-c|^2 < r^2
\Leftrightarrow \frac{W_N(\bar{f},f)}{W_N(\bar{v},v)}<0
\end{equation}


Using the Green's identity we have,
\begin{gather}\label{gi} 
W_N(\bar{f},f)= 2i \operatorname{Im} m(z)-2i\operatorname{Im}z\int_0^Nf^*(x)
H(x)f(x)dx, \\
 W_N(\bar{v},v)= - 2i\operatorname{Im}z\int_0^Nv^*(x) H(x)v(x)dx,\nonumber \\
\frac{W_N(\bar{f},f)}{W_N(\bar{v},v)}  
= \frac{- \operatorname{Im} m(z)+ \operatorname{Im}z\int_0^Nf^*(x)
H(x)f(x)dx }{\operatorname{Im}z \int_0^Nv^*(x)
H(x)v(x)dx}. \nonumber
\end{gather} 
Hence from \eqref{wc} we see that $\frac{W_N(\bar{f},f)}{W_N(\bar{v},v)}<0 $  
if and only if
\[
 \int_0^Nf^*(x) H(x)f(x)dx < \frac{\operatorname{Im} m(z)}{\operatorname{Im} z}.
\]  
Thus it follows that $ m$ is an interior of $C_N $ if and only if
\begin{equation} \label{inc}
\int_0^Nf^*(x) H(x)f(x)dx < \frac{\operatorname{Im} m(z)}{\operatorname{Im} z} ,
\end{equation} 
and $ m\in C_N(z) $ if and only if
\begin{equation} \label{mh}  
\int_0^Nf^*(x) H(x)f(x)dx =\frac{\operatorname{Im} m(z)}{\operatorname{Im} z}.
\end{equation}

For $z\in \mathbb{C}^+$, the radius of the circle $C_N(z)$ is
\begin{equation} \label{radi} 
r_N(z) = \frac{1}{|W_N(\bar{v},v)|}= \frac{1}{2 \operatorname{Im} z\int_0^Nv^*(x)
H(x)v(x)dx} .
\end{equation}

Now let $0<N_1<N_2 <\infty$. Then  if $ m $ is inside or on $C_{N_2}$ 
\[ 
 \int _0^{N_1} f^*(x,z) H(x) f(x,z)dx < \int _0^{N_2} f(x,z)^* H(x) f(x,z)dx 
\leq \frac{ \operatorname{Im}m}{ \operatorname{Im}z}
\] 
and therefore $m$ is inside $C_{N_1}$. Let us denote the interior of 
$ C_N(z) $ by $\text{ Int} C_N(z) $  and suppose 
$D_N(z) = C_N(z)\cup \text{ Int} C_N(z)$. Then 
\begin{align*} 
m \in D_N(z) \Leftrightarrow \int_0^Nf^*(x) H(x)f(x)dx 
\leq \frac{ \operatorname{Im}m(z)}{\operatorname{Im}z}.
\end{align*}
These are called the Weyl Disks.
These Weyl Disks are nested. That is $D_{N+\epsilon}(z)\subset
D_N(z)$ for any $\epsilon>0$.
From \eqref{radi} we see that $r_N(z)>0$, and $r_N(z)$ decreases  as
$  N\to \infty$. So $  \lim_{N\to \infty} r_N(z)$
exists and 
\[  
\lim_{N\to \infty} r_N(z)=0\Leftrightarrow v\notin L^2(H, \mathbb{R}_+).
\] 
Thus for a given $z\in\mathbb{C}^+$ as $N\to \infty$ the circles $C_N(z)$ converges
either to a circle $C_{\infty}(z)$ or to a point $m_{\infty}(z)$. 
If $C_N(z)$ converges to a circle, then its radius $r_{\infty}= \lim r_{N}$ 
is positive and  \eqref{radi}  implies  that $ v\in L^2(H,\mathbb{R}_+)$.
If $ \tilde{m}_{\infty}$ is any point on $ C_{\infty}(z)$ then 
$ \tilde{m}_{\infty}$ is inside any $C_N(z)$ for $ N>0$. 
Hence 
\[  
\int_0^N (u+\tilde{m}_{\infty}v)^*H(u+\tilde{m}_{\infty}v) 
<  \frac{ \operatorname{Im}\tilde{ m}_{\infty}}{ \operatorname{Im}z}
\] 
and letting $ N \to \infty$ one sees that 
$ f(x,z)= u+ \tilde{m}_{\infty}v \in L^2(H,\mathbb{R}_+)$.
The same argument holds if $\tilde{m}_{\infty}$ reduces to a point 
$m_{\infty} $. Therefore, if $ \text {Im }z\neq 0$, there always exists 
a solution of \eqref{ca} of class $\in L^2(H,\mathbb{R}_+)$.
In the case $C_N(z)\to C_{\infty}(z) $ all solutions are in 
$L^2(H,  \mathbb{R}_+)$ for $\operatorname{Im}z\neq 0$ and this identifies the
limit-circle case with the existence of the circle  $C_{\infty}(z)$. 
Correspondingly, the limit-point case is identified with the existence 
of the point $ m_{\infty}(z)$. In this case $C_N(z)\to m_{\infty} $ 
there results $ \lim r_N =0$ and \eqref{radi}  implies that $v$ 
is not of class $L^2(H,  \mathbb{R}_+)$.
Therefore in this situation there is only one linearly independent 
solution of class $L^2(H , \mathbb{R}_+)$. In the limit circle case $m\in C_N$
if and only \eqref{mh} holds. Since $f(x,z) = u(x,z) + mv(x,z)$, 
it follows that $ m$ is on $C_{\infty}$ if and only if 
\begin{equation} \label{cl5} 
\int_0^{\infty}f(x,z)^*Hf(x,z)dx = \frac{\operatorname{Im}(m(z))}{\operatorname{Im} z}.
\end{equation} 
From \eqref{gi}, it follows that $m$ is on the limit circle if and only 
if $ \lim_{N\to \infty} W_N(\bar{f},f)=0 $. From the above discussion
 we proved the following theorem. This theorem is well known in the Weyl 
theory of  Schr\"odinger operators, Jacobi operators and  Sturn-Liouville 
differential operators.


\begin{theorem} \label{thm3.4}
\begin{enumerate}
  \item  The  limit-point case $(r_{\infty}=0 )$
implies  \eqref{ca} having precisely one $ L^2 (H, R_+)$
solution.

\item The  limit-circle case $ (r_{\infty}>0 )$ implies that all solutions of
 \eqref{ca} are in $ L^2 (H, \mathbb{R}_+)$.
\end{enumerate}   
\end{theorem}

The identity \eqref{mh} shows that $ m_{N}^{\beta}(z)$ are holomorphic 
functions mapping upper-half plane to itself. The poles and zeros of 
these functions lie on the real line and are simple. In the limit-point case, 
the  limit  $m_{\infty}(z)$ is a holomorphic function mapping upper-half 
plane to itself. In limit-circle case, each circle $C_N(z)$ is traced by 
points $ m = m_N^{\beta}(z)$ as $ \beta $ ranges over $0 \leq \beta < \pi $ 
for fixed $ N $ and $z$. Let $z_0$ be fixed, $ \operatorname{Im}z_0 > 0$.
 A point $ \tilde{m}_{\infty}(z_0)$ on the circle $C_{\infty}(z_0)$ 
is the limit point of a sequence
$  m_{N_j}^{\beta_j}(z)$ with $ N_j\to \infty $ as  $ j\to \infty $.

It has been shown in \cite{KA}  that the canonical system with  
$ \operatorname{tr} H \equiv 1$ implies the limit-point case. This means that, 
for $z\in \mathbb{C}^+$, there is a unique $L^2(H, \mathbb{R}_+)$ solution of canonical
systems \eqref{ca}. In addition, it has been shown that if the solutions 
of canonical systems \eqref{ca} are in $L^2(H, \mathbb{R}_+)$ for fixed $z_0 \in \mathbb{C}$
then it has all solutions in $L^2(H, \mathbb{R}_+)$ for all $z\in \mathbb{C}$.
It also follows that if $H(x)$ in \eqref{ca} has $\operatorname{tr} H \geq 1 $ 
then it prevails the limit point case.


We would like to remark  that the canonical systems \eqref{ca} can be changed 
into  equivalent canonical systems with the Hamiltonian $H$ having trace norm $1$.
 More precisely by a change of variable 
\begin{equation} \label{cv}
t(x)= \int _0^x \operatorname{tr} H(s) ds,
\end{equation} 
a canonical system \eqref{ca} can be reduced to a system with 
$ \operatorname{tr} H \equiv 1$ which imply limit-point case. For if,
 $ \widetilde{H}(t)= \frac{1}{\operatorname{tr} H (x)} H(x(t))$ 
so that $ \operatorname{tr} \widetilde {H}(t) \equiv 1$. 
Further, let $u(x,z)$ be a solution of \[ Ju'= zHu\] and put 
$ \widetilde{u}(t,z) = u(x(t),z)$. Then  $ \widetilde{u}(t,z)$
solves 
\[
J\widetilde{u}'= z \widetilde{H}\widetilde{u} .
\] 
Their corresponding Weyl $m$ functions on  $[0,N]$  are related as follows,
  \begin{align*}
 \tilde{m}_N^\beta(z)
&=-\frac{\tilde{u}_1(N,z)\sin{\beta}+\tilde{u}_2 (N,z)\cos{\beta}}{\tilde{v}_1(N,z)
 \sin{\beta}+\tilde{v}_2(N,z)\cos{\beta}}\\
&=-\frac{u_1(x(N),z)\sin{\beta}+u_2(x(N),z)\cos{\beta}}{v_1(x(N),z)\sin{\beta}
+v_2(x(N),z)\cos{\beta}}\\ 
& = m_{x(N)}^\beta (z)
\end{align*}

 This shows that we obtain same Weyl circles  even after changing the variable. 
The $m$ function $ \tilde{m}_N^\beta(z) $ of new system  is obtained 
by changing the point of boundary condition  from $ N $ to $x(N)$ of 
original system.
Let $x(t)$ be the inverse function  and define the new Hamiltonian
$ \widetilde{H}(t)= \frac{1}{\operatorname{tr} H (x)} H(x(t))$ so that 
$ \operatorname{tr} \widetilde {H}(t) \equiv 1$. 
Let $u(x,z)$ be the solution of the original system \[ Ju'= zHu\] and 
put $ \widetilde{u}(t,z) = u(x(t),z)$. 
Then  $ \widetilde{u}(t,z)$ solves the new equation
\[
J\widetilde{u}'= z \widetilde{H}\widetilde{u} .
\] 
Their corresponding Weyl $m$- functions on a compact interval $[0,N]$ 
are the same up to the change of the point of boundary condition, 
i.e. $\tilde{m}_N^\beta(z) = m_{x(N)}^\beta(z)$.

\subsection{Relation between Weyl $m$-functions}

We next observe the relation between the Weyl $m$-functions 
for Schr\"odinger equations and the canonical systems.

\begin{theorem}\label{rm1}
 For $z\in\mathbb{C}^+$, let $m_s(z), m_c(z)$ denote the Weyl $m$-functions
corresponding to the Schr\"odinger equation \eqref{sc} and the  
canonical system \eqref{sac} respectively. Then  $ m_s(z)=m_c(z)$.
\end{theorem}

\begin{proof}
Let
\[
T_s(x,z)= \begin{pmatrix}u(x,z) & v(x,z)\\u'(x,z) & v'(x,z) \end{pmatrix},\quad
T_c(x,z)=\begin{pmatrix}u_1(x,z) & v_1(x,z)\\u_2(x,z) & v_2(x,z) \end{pmatrix}
\]
be the transfer matrices corresponding to the Schr\"odinger equation \eqref{sc} 
and the  canonical system \eqref{sac} respectively.
Let $ T_0(x)=T_s(x,0)$ then  in \eqref{sac}, 
$H(x)= T_0^* \begin{pmatrix}1 & 0 \\0 & 0 \end{pmatrix}T_0$. 
Here $ m_s(z)$ is such that 
$(1,0)T_s(x,z)\begin{pmatrix}1 \\ m_s(z) \end{pmatrix} 
\in L^2(R_+)$
 and $m_c(z)$ is such that 
$T_c(x,z)\begin{pmatrix}1 \\m_c(z) \end{pmatrix} \in L^2( H, R_+)$. 
Note that $ T_s(x,z)=T_0(x)T_c(x,z)$.
It follows that
 \begin{align*}  
& \int_0^{\infty} (1,\bar{m}_s)T_s^*(x,z)
\begin{pmatrix}1 & 0 \\0 & 0 \end{pmatrix}T_s(x,z)\begin{pmatrix}1 \\m_s(z) 
\end{pmatrix} dx < \infty  \\ 
&\Rightarrow  \int_0^{\infty}(1,\bar{m}_s)T_c^*(x,z)T_0^*(x)
\begin{pmatrix}1 & 0 \\0 & 0 \end{pmatrix}T_0(x)T_c(x,z) \begin{pmatrix}1 \\
m_s(z) \end{pmatrix}dx < \infty \\  
&\Rightarrow \int_0^{\infty} (1,\bar{m}_s)T_c^*(x,z)H T_c(x,z)\begin{pmatrix}1 \\ 
m_s(z) \end{pmatrix}
dx <\infty .
\end{align*} 
Since the Weyl $m$- function $m_c(z)$ is uniquely defined we must have 
$ m_s(z)=m_c(z)$. 
\end{proof}


\begin{theorem} \label{thm3.6}
For $z\in\mathbb{C}^+$, let $m_s(z^2), m_c(z)$ denote the Weyl $m$-functions 
corresponding to the Schr\"odinger equation \eqref{ca6} and the  canonical 
system \eqref{ca8} respectively. Then  $ m_s(z^2)= z m_c(z)$.
\end{theorem}

\begin{proof} 
Note that, since $ H(x)= \begin{pmatrix} e^{2\int_0^x
  W(t)dt}& 0\\0& e^{-2\int_0^x W(t)dt} \end{pmatrix}$, it follows that
$f\in L^2(H,\mathbb{R}_+)$  if and only if 
\[ 
\int_0^{\infty}|f_1|^2e^{2\int _0^xW(t)dt}dx < \infty  , \quad
\int_0^{\infty}|f_2|^2e^{-2\int  _0^xW(t)dt}dx <  \infty .
\] 
Let $T_s(x,z^2), T_d(x,z)$ and $T_c(x,z)$ denote the transfer matrices 
of the Schr\"odinger equation \eqref{sc2}, the Dirac system \eqref{ca1} 
and the canonical system \eqref{ca2} respectively. 
Then
\begin{gather*}
T_s(x,z^2)  = \begin{pmatrix}u(x,z^2) & v(x,z^2)\\u'(x,z^2) & v'(x,z^2)\end{pmatrix},\\
T_d(x,z)  =  \begin{pmatrix}u(x,z^2) & zv(x,z^2)\\ 
\frac{u'(x,z^2)-W(x)u(x,z^2)}{z} & v'(x,z)-W(x)v(x,z),\end{pmatrix},  \\  
T_c(x,z)  =T_0T_d(x,z).
\end{gather*} 
It follows that 
\[  
T_d(x,z)=  \begin{pmatrix}z & 0\\-W & 1\end{pmatrix}T_s(x,z^2)
\begin{pmatrix}\frac{1}{z} & 0\\0 & 1\end{pmatrix}.
\]
 So $ T_d(x,z)=T_0^{-1}T_c(x,z)$ and  
\[
T_s(x,z^2)= \frac{1}{z} \begin{pmatrix}1& 0\\W & z\end{pmatrix}T_d(x,z)
\begin{pmatrix}z & 0\\0 & 1\end{pmatrix}.
\]
Now we have
\begin{align*} 
&\int_0^{\infty} (1,\bar{m}_c(z))T_c^*(x,z) H(x) T_c(x,z)\begin{pmatrix}1 \\
 m_c(z) \end{pmatrix}dx  < \infty \\   
&\Rightarrow   \int_0^{\infty}(1,\bar{m}_c(z))T_c^*(x,z)\Big[T_0^{-1}(x)
 \begin{pmatrix}1 & 0 \\0 & 0 \end{pmatrix}T_0(x)^{-1}\\
&\quad +  T_0(x)^{-1}\begin{pmatrix}0 & 0 \\0 & 1 \end{pmatrix}
 T_0(x)^{-1}\Big]T_c(x,z) \begin{pmatrix}1 \\m_s(z) \end{pmatrix}dx < \infty .\\  
&\Rightarrow  \int_0^{\infty} (1,\bar{m}_c(z))T_d^*(x,z) 
 T_0(x)T_0(x)^{-1}\begin{pmatrix}1 & 0 \\0 & 0 \end{pmatrix} \\ 
& \quad\times T_0(x)^{-1}T_0(x)T_d(x,z)\begin{pmatrix}1 \\m_c(z) 
\end{pmatrix} dx < \infty \\  
&\Rightarrow  \int_0^{\infty} (1,\bar{m}_c)
 \begin{pmatrix} /z & 0\\0 & 1\end{pmatrix}T_s^*(x,z^2) \begin{pmatrix}
\bar{z} & W\\0 & 1\end{pmatrix} \\ 
& \quad\times \begin{pmatrix}0 & 0 \\0 & 1 \end{pmatrix}  
 \begin{pmatrix}z & 0\\-W & 1\end{pmatrix}T_s(x,z^2)
 \begin{pmatrix} 1/z & 0\\0 & 1\end{pmatrix}\begin{pmatrix}1 \\ m_c(z) 
 \end{pmatrix}dx <\infty \\  
&\Rightarrow  \int_0^{\infty} \begin{pmatrix} 
 1/z &\bar{m}_c\end{pmatrix}T_s^*(x,z^2) \begin{pmatrix}0 & 0 \\0 & 1 \end{pmatrix}
T_s(x,z^2)\begin{pmatrix} 1/z \\ m_c(z) \end{pmatrix}dx <\infty .
\end{align*} 
Since the Weyl $m$- function $m_c(z)$ is uniquely defined we must have 
$ m_s(z^2)=zm_c(z)$.
\end{proof}

Suppose 
\[
 H_+ = \begin{pmatrix} e^{2\int_0^x W(t)dt}& 0\\0& e^{-2\int_0^x W(t)dt}
 \end{pmatrix},\quad 
 H_- = \begin{pmatrix} e^{-2\int_0^x W(t)dt}& 0\\0& e^{2\int_0^x W(t)dt}
\end{pmatrix}
\] 
in the canonical system \eqref{ca2} and \eqref{ca8} respectively. 
The following lemma shows the relation between their Weyl $m$- functions.

\begin{theorem} \label{thm3.7}
If $m_{c_+}$  and $m_{c_-} $ are the Weyl $m$- function corresponding 
to the canonical system \eqref{ca2} and \eqref{ca8} respectively then 
$ m_{c_+} = \frac{-1}{m_{c_-}}$.
\end{theorem}

\begin{proof} 
Notice that $ -JH_+ J  = H_-$. Here  $ u$ is a solution of $ Ju'=zH_+ u $ 
if and only if  $ Ju$ is a solution of $ Ju'=zH_- u$. Let $ T_{c_+}(x) $ 
and $T_{c_-}(x)$ be the transfer matrices  and  $ m_{c_+}$ and 
$m_{c_-}$ are the Weyl $m$- functions of the canonical systems with the 
Hamiltonians $ H_+$ and $H_-$ respectively. Then $ T_{c_-}(x) = -JT_{c_+}(x)J$  
and  
\begin{align*} 
&\int_0^{\infty} (1, \bar{m}_{c_-})T^*_{c_-}(x)H_-T_{c_-}(x) \begin{pmatrix}1 \\
m_{c_-} \end{pmatrix}dx < \infty  \\ 
&\Rightarrow \int_0^{\infty} (1, \bar{m}_{c_-})(-JT_{c_+}(x)J)^* 
 H_- ( -JT_{c_+}(x)J ) \begin{pmatrix}1 \\ m_{c_-} \end{pmatrix}dx < \infty   \\ 
&\Rightarrow \int_0^{\infty} \begin{pmatrix} 1, & \frac{-1}{ \bar{m}_{c_-}}
\end{pmatrix} T^*_{c_+}(x)H_+ T_{c_+}(x) \begin{pmatrix} 1 \\ 
-1/ \bar{m}_{c_-} \end{pmatrix}dx < \infty  .
\end{align*}
  Since $ m_{c_+}$ is the unique coefficient such that 
\[
\int_0^{\infty} (1, \bar{m}_{c_+})T^*_{c_+}(x)H_+T_{c_+}(x) 
\begin{pmatrix} 1 \\ m_{c_+} \end{pmatrix}dx < \infty ,
\]
 we have $ m_{c_+} = \frac{-1}{m_{c_-}}$.
 \end{proof}

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\end{document}
