An inverse problem for the non-selfadjoint matrix Sturm Liouville equation on the half-line

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c de Gruyter 2007 J. Inv. Ill-Posed Problems 15 (2007), 1 14 DOI 10.1515 / JIIP.2007.002 An inverse problem for the non-selfadjoint matrix Sturm Liouville equation on the half-line G. Freiling and V. Yurko Abstract. An inverse spectral problem is studied for the non-selfadjoint matrix Sturm Liouville differential equation on the half-line. We give a formulation of the inverse problem, prove the corresponding uniqueness theorem and provide a constructive procedure for the solution of the inverse problem by the method of spectral mappings. The obtained results are natural generalizations of the classical results in inverse problem theory for scalar Sturm-Liouville operators. Key words. Matrix Sturm-Liouville operators, inverse spectral problems, Weyl matrix, method of spectral mappings. AMS classification. 34A55 34B24 34L40 47E05. 1. Introduction Consider the matrix Sturm Liouville equation with the boundary condition ly := Y + Q(x)Y = λy, x > 0, (1.1) U(Y ) := HY (0) hy (0) = 0. (1.2) Here Y = [y k ] k=1,m is a column-vector, λ is the spectral parameter, h = [h kν ] k,ν=1,m, H = [H kν ] k,ν=1,m, and Q(x) = [Q kν (x)] k,ν=1,m are matrices, where Q kν (x) are integrable complex-valued functions, H kν, h kν are complex numbers, and rank [H, h] = m. The matrix Q(x) is called the potential. We study the inverse problem of spectral analysis for the non-selfadjoint matrix Sturm-Liouville boundary value problem of the form (1.1), (1.2). Inverse spectral problems consist in recovering operators from their spectral characteristics. Such problems often appear in many branches of natural sciences and engineering. The scalar case (m = 1) has been studied fairly completely (see the monographs [9, 12 14] and the references therein). The investigation of the matrix case is more difficult, and nowadays there are only isolated fragments, not constituting a general picture, in the inverse problem theory for matrix Sturm Liouville differential operators. Some aspects of the inverse problem theory for the matrix case were studied in [1,2,4 7, 10, 11, 15, 18, 23] and other works, but only particular questions and mostly for the selfadjoint case are considered there. We note that inverse problems for various classes of first order differential systems were studied in [3,16,17,19,22,24] and other works.

2 G. Freiling and V. Yurko In this paper we investigate an inverse problem for matrix Sturm Liouville operators on the half-line which is a natural generalization of the well-known inverse problem for the classical scalar Sturm-Liouville operators. Note that we consider not only selfadjoint case but also the non-selfadjoint one. As a main spectral characteristic we use the so-called Weyl matrix, which is a generalization of the Weyl function (m-function) for the scalar case (see [9, 13]). The Weyl functions and their generalizations often appear in applications and in pure mathematical problems, and they are the most natural spectral characteristics in the inverse problem theory for various classes of differential operators. In this paper for studying the inverse problem for matrix Sturm Liouville operators we develop the ideas of the method of spectral mappings [21]. In Section 2 the properties of the Weyl matrix are studied. In Section 3 it is proved that the specification of the Weyl matrix uniquely determines the matrix Sturm Liouville operator. In Section 4 we provide a constructive procedure for the solution of the inverse problem from the Weyl matrix. The central role there is played by the so-called main equation which is a linear integral equation in a corresponding Banach space. We give a derivation of the main equation and prove its unique solvability. Using the solution of the main equation we construct the solution of the inverse problem. We note that the obtained results are nontrivial generalizations of the classical results in the inverse problem theory for scalar Sturm Liouville operators. 2. The Weyl matrix Let λ = ρ 2, ρ = σ + iτ, and let for definiteness τ := Im ρ 0. Denote by Π the λ-plane with the cut λ 0, and Π 1 = Π \ {0}; notice that here Π and Π 1 must be considered as subsets of the Riemann surface of the square-root-function. Then, under the map ρ ρ 2 = λ, Π 1 corresponds to the domain Ω = {ρ: Im ρ 0, ρ 0}. Put Ω δ = {ρ: Im ρ 0, ρ δ}. First we construct a special fundamental system of solutions for equation (1.1) in Ω having asymptotic behavior at infinity like exp (±iρx). The following assertions are proved analogously to the scalar case (see [9, Ch. 2]). Lemma 2.1. Equation (1.1) has a unique matrix solution e(x, ρ) = [e kν (x, ρ)] k,ν=1,m, ρ Ω, x 0, satisfying the integral equation e(x, ρ) = exp (iρx)i m 1 2iρ x ( exp (iρ(x t)) exp (iρ(t x)) ) Q(t)e(t, ρ) dt, where I m = [δ kν ] k,ν=1,m is the identity matrix, and δ kν is the Kronecker symbol. The matrix-function e(x, ρ) has the following properties: (i 1 ) For x, ν = 0, 1, and each fixed δ > 0, uniformly in Ω δ. e (ν) (x, ρ) = (iρ) ν exp (iρx) ( I m + o(1) ), (2.1)

Sturm Liouville equation on the half-line 3 (i 2 ) For ρ, ρ Ω, ν = 0, 1, ( e (ν) (x, ρ) = (iρ) ν exp (iρx) I m 1 2iρ x ( 1 Q(t) dt + o, (2.2) ρ)) uniformly for x 0. (i 3 ) For each fixed x 0, and ν = 0, 1, the matrix-functions e (ν) (x, ρ) are analytic for Im ρ > 0, and are continuous for ρ Ω. The matrix-function e(x, ρ) is called the Jost solution for (1.1). Lemma 2.2. For each δ > 0, there exists a = a δ 0 such that equation (1) has a unique matrix solution E(x, ρ) = [E kν (x, ρ)] k,ν=1,m, ρ Ω δ, satisfying the integral equation E(x, ρ) = exp ( iρx)i m + 1 2iρ x a exp (iρ(x t))q(t)e(t, ρ) dt + 1 2iρ x exp (iρ(t x))q(t)e(t, ρ) dt. The matrix-function E(x, ρ), called the Birkhoff solution for (1.1), has the following properties: (i 1 ) E (ν) (x, ρ) = ( iρ) ν exp ( iρx)(i m + o(1)), x, ν = 0, 1, uniformly for ρ δ, Im ρ α, for each fixed α > 0; (i 2 ) E (ν) (x, ρ) = ( iρ) ν exp ( iρx)(i m + O(ρ 1 )), ρ, ρ Ω, uniformly for x a; (i 3 ) for each fixed x 0, the matrix-functions E (ν) (x, ρ) are analytic for Im ρ > 0, ρ δ, and are continuous for ρ Ω δ ; (i 4 ) the matrix-functions e(x, ρ) and E(x, ρ) form a fundamental system of solutions for equation (1.1); (i 5 ) if δ 0 Q(t) dt, then one can take above a = 0. Everywhere below let for definiteness H = I m, i. e. (1.2) takes the form U(Y ) := Y (0) hy (0) = 0. (2.3) Other cases can be treated similarly. Denote by L = L(Q, h) the boundary value problem of the form (1.1), (2.3). Let ϕ(x, λ) = [ϕ jk (x, λ)] j,k=1,m and S(x, λ) = [S jk (x, λ)] j,k=1,m be the solutions of (1.1) under the initial conditions ϕ(0, λ) = I m, ϕ (0, λ) = h, S(0, λ) = 0, S (0, λ) = I m, where 0 is the zero m m matrix. Clearly, U(ϕ) = 0. For each fixed x, the matrix-functions ϕ (ν) (x, λ) and S (ν) (x, λ), ν = 0, 1, are entire in λ. The matrix-functions ϕ(x, λ) and S(x, λ) form a fundamental system of solutions for equation (1.1), and det[ϕ (ν) (x, λ), S (ν) (x, λ)] ν=0,1 1. Denote u(ρ) := U(e(x, ρ)) = e (0, ρ) he(0, ρ), (ρ) := det u(ρ).

4 G. Freiling and V. Yurko By virtue of Lemma 2.2, the functions u(ρ) and (ρ) are analytic for Im ρ > 0, and continuous for ρ Ω. It follows from (2.2) that for ρ, ρ Ω, e(0, ρ) = I m 1 2iρ ( u(ρ) = (iρ) I m 1 2iρ 0 0 ( 1 Q(t) dt + o, ρ) Q(t) dt h iρ + o ( 1 ρ (ρ) = (iρ) m( 1 + O(ρ 1 ) ). )), (2.4) Denote Λ = {λ = ρ 2 : ρ Ω, (ρ) = 0}, Λ = {λ = ρ 2 : Im ρ > 0, (ρ) = 0}, Λ = {λ = ρ 2 : Im ρ = 0, ρ 0, (ρ) = 0}. Obviously, Λ = Λ Λ is a bounded set, and Λ is a bounded and at most countable set. Denote Φ(x, λ) = e(x, ρ)(u(ρ)) 1. (2.5) The matrix-function Φ(x, λ) = [Φ jk (x, λ)] j,k=1,m, x 0, satisfies (1.1) and on account of Lemma 2.1 also the conditions U(Φ) = I m, Φ(x, λ) = O(exp (iρx)), x, ρ Ω \ Λ. Denote M(λ) := Φ(0, λ). The matrix M(λ) is called the Weyl matrix for L. It follows from (2.5) that M(λ) = e(0, ρ)(u(ρ)) 1. (2.6) Moreover, Φ(x, λ) = S(x, λ) + ϕ(x, λ)m(λ). (2.7) The matrix-functions ϕ(x, λ) and Φ(x, λ) form a fundamental system of solutions for equation (1), and det [ϕ (ν) (x, λ), Φ (ν) (x, λ)] ν=0,1 1. Theorem 2.3. The Weyl matrix M(λ) is analytic in Π \ Λ and continuous in Π 1 \ Λ. The set of singularities of M(λ) (as an analytic function) coincides with the set Λ 0 := {λ: λ 0} Λ. For ρ, ρ Ω, M(λ) = (iρ) 1( I m + O(ρ 1 ) ). Theorem 2.3 follows from (2.4), (2.6) and Lemma 2.1. Theorem 2.4. The boundary value problem L has no eigenvalues λ > 0.

Sturm Liouville equation on the half-line 5 Proof. Suppose that λ 0 = ρ 2 0 > 0 is an eigenvalue, and let Y 0(x) be a corresponding eigenvector. Since the matrix-functions {e(x, ρ 0 ), e(x, ρ 0 )} form a fundamental system of solutions of (1), we have Y 0 (x) = e(x, ρ 0 )A + e(x, ρ 0 )B, where A and B are constant column-vectors. For x, Y 0 (x) 0, e(x, ±ρ 0 ) exp (±iρ 0 x). But this is possible only if A = B = 0. Theorem 2.5. Let λ 0 / [0, ). For λ 0 to be an eigenvalue, it is necessary and sufficient that (ρ 0 ) = 0. In other words, the set of nonzero eigenvalues coincides with Λ. Proof. Let λ 0 Λ, i.e. (ρ 0 ) = 0. By virtue of (2.1), lim e(x, ρ 0) = 0. Consider x the following linear algebraic system u(ρ 0 )α = 0 with respect to the column-vector α = [α k ] k=1,m. Since det u(ρ 0 ) = (ρ 0 ) = 0, this system has a nonzero solution α 0. Put Y 0 (x) = e(x, ρ 0 )α 0. Then U(Y 0 ) = 0, lim x Y 0 (x) = 0, and consequently, Y 0 (x) is an eigenfunction, and λ 0 = ρ 2 0 is an eigenvalue. Conversely, let λ 0 = ρ 2 0, Im ρ 0 > 0 be an eigenvalue, and let Y 0 (x) be a corresponding eigenfunction. Since the matrix-functions e(x, ρ 0 ) and E(x, ρ 0 ) form a fundamental system of solutions of equation (1.1), we get Y 0 (x) = e(x, ρ 0 )a + E(x, ρ 0 )b, where a and b are constant column-vectors. As x, we calculate b = 0, i.e. Y 0 (x) = e(x, ρ 0 )a, a 0. Since U(Y 0 ) = 0, it follows that u(ρ 0 )a = 0. Consequently, det u(ρ 0 ) = 0, i.e. (ρ 0 ) = 0. Theorem 2.5 is proved. The set Λ 0 of singularities of the Weyl matrix M(λ) coincides with the spectrum of L. Thus, the spectrum of L consists of the positive half-line {λ : λ 0}, and the discrete set Λ = Λ Λ. Each element of Λ is an eigenvalue of L. According to Theorem 2.4, the points of Λ are not eigenvalues, they are called spectral singularities of L. 3. The uniqueness theorem The inverse problem is formulated as follows: Given the Weyl matrix M, construct Q and h. In this section we prove the uniqueness theorem for the solution of this inverse problem. For this purpose we agree that together with L we consider a boundary value problem L of the same form but with different Q and h. Everywhere below if a symbol α denotes an object related to L, then α will denote the analogous object related to L, and ˆα = α α. Theorem 3.1. If M = M, then Q = Q and h = h. Thus, the specification of the Weyl matrix M uniquely determines the potential Q and the coefficients of the boundary conditions (2.3). Proof. Denote l Z := Z + ZQ(x), Z, Y := Z Y ZY, U (Z) := Z (0) Z(0)h,

6 G. Freiling and V. Yurko where Z = [Z k ] t is a row vector (t is the sign for the transposition). Then k=1,m Z, Y x=0 = U (Z)Y (0) Z(0)U(Y ). (3.1) Moreover, if Y (x, λ) and Z(x, µ) satisfy the equations ly (x, λ) = λy (x, λ) and l Z(x, µ) = µz(x, µ), respectively, then d Z(x, µ), Y (x, λ) = ()Z(x, µ)y (x, λ). (3.2) dx Let ϕ (x, λ), S (x, λ) and Φ (x, λ) be the matrices satisfying the equation l Z = λz and the conditions ϕ (0, λ) = I m, ϕ (0, λ) = h, S (0, λ) = 0, S (0, λ) = I m, U (Φ ) = I m, Φ (x, λ) = O(exp (iρx)), x, ρ Ω. Denote M (λ) := Φ (0, λ). Then Φ (x, λ) = S (x, λ) + M (λ)ϕ (x, λ). (3.3) According to (3.2), Φ (x, λ), Φ(x, λ) does not depend on x. Using (3.1) we calculate Φ (x, λ), Φ(x, λ) x=0 = M(λ) M (λ). Moreover, lim x Φ (x, λ), Φ(x, λ) = 0, and consequently, Using (3.2) again, we get M (λ) = M(λ). (3.4) ϕ (x, λ)φ (x, λ) ϕ (x, λ)φ(x, λ) = I m, hence, [ ϕ (x, λ)ϕ (x, λ) ϕ (x, λ)ϕ(x, λ) = 0, Φ (x, λ)ϕ(x, λ) Φ (x, λ)ϕ (x, λ) = I m, Φ (x, λ)φ (x, λ) Φ (x, λ)φ(x, λ) = 0, ϕ(x, λ) Φ(x, λ) ϕ (x, λ) Φ (x, λ) ] 1 = [ Φ (x, λ) Φ (x, λ) ϕ (x, λ) ϕ (x, λ) ] (3.5). (3.6) Using the fundamental system of solutions {e(x, ρ), E(x, ρ)} and the initial conditions on ϕ(x, λ) we calculate ϕ(x, λ) = e(x, ρ)a 1 (ρ) + E(x, ρ)a 2 (ρ), A j (ρ) = 1 2( Im + O(ρ 1 ) ), ρ, ρ Ω,

Sturm Liouville equation on the half-line 7 and consequently, for ρ, ρ Ω, x 0, ν = 0, 1, we obtain ϕ (ν) (x, λ) = ( iρ)ν 2 exp ( iρx) ( I m + O(ρ 1 ) ) + (iρ)ν 2 exp (iρx) ( I m + O(ρ 1 ) ). (3.7) It follows from (2.2), (2.4) and (2.5) that for ρ, ρ Ω, x 0, ν = 0, 1, Φ (ν) (x, λ) = (iρ) ν 1 exp (iρx) ( I m + O(ρ 1 ) ). (3.8) Similarly, we calculate for ρ, ρ Ω, x 0, ν = 0, 1, ϕ (ν) (x, λ) = ( iρ)ν 2 ( ) exp ( iρx) I m + O(ρ 1 ) + (iρ)ν exp (iρx) ( I m + O(ρ 1 ) ), 2 Φ (ν) (x, λ) = (iρ) ν 1 exp (iρx) ( I m + O(ρ 1 ) ). In particular, (3.7) (3.9) yield for ρ Ω, ρ ρ, x 0, ν = 0, 1, (3.9) ϕ (ν) (x, λ), ϕ (ν) (x, λ) C ρ ν exp ( Im ρ x), Φ (ν) (x, λ), Φ (ν) (x, λ) C ρ ν 1 exp ( Im ρ x). (3.10) Now we consider the block-matrix P (x, λ) = [P jk (x, λ)] j,k=1,2 defined by [ ] [ ] ϕ(x, λ) Φ(x, λ) ϕ(x, λ) Φ(x, λ) P (x, λ) = ϕ (x, λ) Φ (x, λ) ϕ (x, λ) Φ. (3.11) (x, λ) Taking (3.6) into account we calculate P j1 (x, λ) = ϕ (j 1) (x, λ) Φ (x, λ) Φ (j 1) (x, λ) ϕ (x, λ), P j2 (x, λ) = Φ (j 1) (x, λ) ϕ (x, λ) ϕ (j 1) (x, λ) Φ (x, λ). (3.12) It follows from (3.7)-(3.10) and (3.12) that P jk (x, λ) C ρ j k, ρ Ω, ρ ρ, x 0, k = 1, 2, (3.13) P 1k (x, λ) = δ 1k I m + O(ρ 1 ), ρ, ρ Θ δ, x > 0, k = 1, 2, (3.14) where Θ δ := {ρ: arg ρ [δ, π δ]}, δ > 0. Using (2.7), (3.3), (3.4) and (3.11) we obtain P j1 (x, λ) = ϕ (j 1) (x, λ) S (x, λ) S (j 1) (x, λ) ϕ (x, λ) + ϕ (j 1) (x, λ)( M(λ) M(λ)) ϕ (x, λ), P j2 (x, λ) = S (j 1) (x, λ) ϕ (x, λ) ϕ (j 1) (x, λ) S (x, λ) + ϕ (j 1) (x, λ)(m(λ) M(λ)) ϕ (x, λ).

8 G. Freiling and V. Yurko Since M(λ) M(λ), it follows that for each fixed x, the matrix-functions P jk (x, λ) are entire in λ of order 1/2. Together with (3.13) (3.14) this yields P 11 (x, λ) I m, P 12 (x, λ) 0. By virtue of (3.11), we have ϕ(x, λ) ϕ(x, λ), for all x and λ, and consequently, Q(x) = Q(x) a.e. on (0, T ), and h = h. Theorem 3.1 is proved. 4. Solution of the inverse problem Let the Weyl-matrix M(λ) of the boundary value problem L = L(Q, h) be given. We choose an arbitrary model boundary value problem L = L( Q, h) (for example, one can take Q(x) 0, h = 0). Denote D(x, λ, µ) = ϕ (x, µ), ϕ(x, λ) D(x, λ, µ) = ϕ (x, µ), ϕ(x, λ) = = x 0 x 0 ϕ (t, µ)ϕ(t, λ) dt, ϕ (t, µ) ϕ(t, λ) dt, r(x, λ, µ) = ˆM(µ)D(x, λ, µ), r(x, λ, µ) = ˆM(µ) D(x, λ, µ). By the standard way (see [9, Ch. 2]) we get the estimates C x exp ( Im ρ x) D(x, λ, µ), D(x, λ, µ), ρ θ + 1 λ = ρ 2, µ = θ 2 0, ±θ Re ρ 0. (4.1) It follows from (2.4) and (2.6) that ˆM(λ) = O(ρ 2 ), ρ, ρ Ω. (4.2) In the λ-plane we consider the contour = (with counterclockwise circuit), where is a bounded closed contour encircling the set Λ Λ {0}, and is the two-sided cut along the arc {λ: λ > 0, λ / int } (see Figure 1). g g g Figure 1.

Sturm Liouville equation on the half-line 9 Theorem 4.1. The following relation holds ϕ(x, λ) = ϕ(x, λ) + 1 ϕ(x, µ) r(x, λ, µ) dµ. (4.3) Proof. It follows from (3.10) and (4.1), (4.2) that the integrals in (4.3) converges absolutely and uniformly on, for each fixed x 0. Denote J = {λ : λ / int }. Consider the contour R = {λ : λ R} with counterclockwise circuit, and also consider the contour R 0 = R {λ : λ = R} with clockwise circuit. By Cauchy s integral formula [8, p. 84], P 1k (x, λ) δ 1k I m = 1 Using (3.13), (3.14) we get and consequently, lim R µ =R 0 R P 1k (x, λ) = δ 1k I m + 1 P 1k (x, µ) δ 1k I m P 1k (x, µ) δ 1k I m dµ, λ int 0 R, k = 1, 2. dµ = 0, k = 1, 2, P 1k (x, µ) dµ, λ J, k = 1, 2, (4.4) since 1 dµ = 0, λ J by Cauchy s theorem. In (4.4) the integral is understood in the principal value sense: = lim R Since it follows from (4.4) that ϕ(x, λ) = ϕ(x, λ) + 1 Taking (3.12) into account we get R. ϕ(x, λ) = P 11 (x, λ) ϕ(x, λ) + P 12 (x, λ) ϕ (x, λ), P 11 (x, µ) ϕ(x, λ) + P 12 (x, µ) ϕ (x, λ) dµ, λ J. ϕ(x, λ) = ϕ(x, λ) + 1 ( (ϕ(x, µ) Φ (x, µ) Φ(x, µ) ϕ (x, µ)) ϕ(x, λ) ) dµ + (Φ(x, µ) ϕ (x, µ) ϕ(x, µ) Φ (x, µ)) ϕ (x, λ). In view of (2.7), (3.3) and (3.4) this yields (4.3), since the terms with S(x, µ) and S (x, µ) vanish by Cauchy s theorem.

10 G. Freiling and V. Yurko For each fixed x 0, the relation (4.3) can be considered as a linear integral equation with respect to ϕ(x, λ), λ. This equation is called the main equation of the inverse problem. Thus, the nonlinear inverse problem is reduced to the solution of this linear integral equation. Now we are going to prove the unique solvability of the main equation. For this purpose we need the following assertion. Lemma 4.2. The following relation holds r(x, λ, µ) r(x, λ, µ) 1 Proof. Since we have by Cauchy s integral formula P (x, λ) P (x, µ) Using (3.13) we get and consequently, r(x, ξ, µ) r(x, λ, ξ) dξ = 0. (4.5) 1 ( 1 λ ξ 1 ) 1 = µ ξ (λ ξ)(ξ µ), P (x, λ) P (x, µ) It follows from (4.6) that = 1 P (x, ξ) 0 (λ ξ)(ξ µ) dξ, λ, µ int 0 R. R P (x, ξ) lim dξ = 0, R ξ =R (λ ξ)(ξ µ) [ϕ (x, µ), ϕ P (x, λ) P (x, µ) (x, µ)] = 1 [ϕ (x, µ), ϕ (x, µ)]p (x, ξ) In view of (3.11) we infer = 1 P (x, ξ) (λ ξ)(ξ µ) dξ, λ, µ J. (4.6) [ ] ϕ(x, λ) ϕ (x, λ) [ ] ϕ(x, λ) ϕ (x, λ) dξ (λ ξ)(ξ µ), λ, µ J. (4.7) [ ] ϕ(x, λ) [ϕ (x, µ), ϕ (x, µ)]p (x, λ) ϕ (x, λ) [ ] = [ϕ (x, µ), ϕ ϕ(x, λ) (x, µ)] = ϕ ϕ (x, µ), ϕ(x, λ). (4.8) (x, λ)

Sturm Liouville equation on the half-line 11 Taking (3.12) into account we calculate [ϕ (x, µ), ϕ (x, µ)]p (x, µ) = [ϕ (x, µ), ϕ (x, µ)] [ ϕ(x, µ) Φ (x, µ) Φ(x, µ) ϕ (x, µ), Φ(x, µ) ϕ (x, µ) ϕ(x, µ) Φ (x, µ) ϕ (x, µ) Φ (x, µ) Φ (x, µ) ϕ (x, µ), Φ (x, µ) ϕ (x, µ) ϕ (x, µ) Φ (x, µ) According to (3.5) this yields and consequently, [ϕ (x, µ), ϕ (x, µ)]p (x, µ) = [ ϕ (x, µ), ϕ (x, µ)], [ ] ϕ(x, λ) [ϕ (x, µ), ϕ (x, µ)]p (x, µ) ϕ (x, λ) [ ] ϕ(x, λ) = [ ϕ (x, µ), ϕ (x, µ)] = ϕ ϕ (x, µ), ϕ(x, λ). (4.9) (x, λ) Using (3.12), (2.7), (3.3) and (3.4) we get 1 = 1 dξ P (x, ξ) (λ ξ)(ξ µ) [ ϕ(x, ξ) ˆM(ξ) ϕ (x, ξ) ϕ(x, ξ) ˆM(ξ) ϕ (x, µ) ϕ (x, ξ) ˆM(ξ) ϕ (x, µ) ϕ (x, ξ) ˆM(ξ) ϕ (x, µ) since the terms with S(x, ξ) vanish by Cauchy s theorem. Therefore [ 1 ϕ(x, λ) [ϕ (x, µ), ϕ (x, µ)]p (x, ξ) ϕ (x, λ) = 1 ϕ (x, µ), ϕ(x, ξ) ξ µ Substituting (4.8) (4.10) into (4.7) we obtain ϕ (x, µ), ϕ(x, λ) or, which is the same ] ] dξ (λ ξ)(ξ µ) ˆM(ξ) ϕ (x, ξ), ϕ(x, λ) λ ξ ϕ (x, µ), ϕ(x, λ) 1 ϕ (x, µ), ϕ(x, ξ) ξ µ D(x, λ, µ) D(x, λ, µ) 1 ] dξ (λ ξ)(ξ µ), dξ, λ, µ J. (4.10) ˆM(ξ) ϕ (x, ξ), ϕ(x, λ) λ ξ D(x, ξ, µ) ˆM(ξ) D(x, λ, ξ) dξ = 0. Multiplying this relation by ˆM(µ), we arrive at (4.5). Lemma 4.2 is proved. dξ = 0,.

12 G. Freiling and V. Yurko Let us consider the Banach space B of continuous bounded on matrix-functions z(λ) = [z jk (λ)] j,k=1,m, λ, with the norm z B = sup max z jk (λ). λ j,k=1,m Theorem 4.3. For each fixed x 0, the main equation (4.3) has a unique solution ϕ(x, λ) B. Proof. For a fixed x 0, we consider the following linear bounded operators in B: Ãz(λ) = z(λ) + 1 z(µ) r(x, λ, µ) dµ, Then Az(λ) = z(λ) 1 z(µ)r(x, λ, µ)z(µ) dµ. ÃAz(λ) = z(λ) + 1 ( z(µ) r(x, λ, µ) r(x, λ, µ) 1 ) r(x, ξ, µ) r(x, λ, ξ) dξ dµ. By virtue of (4.5) this yields ÃAz(λ) = z(λ), z(λ) B. Interchanging places for L and L, we obtain analogously AÃz(λ) = z(λ). Thus, ÃA = Aà = E, where E is the identity operator. Hence the operator à has a bounded inverse operator, and the main equation (4.3) is uniquely solvable for each fixed x 0. Using the solution of the main equation one can construct the potential matrix Q(x) and the coefficients of the boundary conditions h. Thus, we obtain the following algorithm for the solution of the inverse problem. Algorithm. Let the matrix-function M(λ) be given. Then 1. Choose L and calculate ϕ(x, λ) and r(x, λ, µ). 2. Find ϕ(x, λ) by solving equation (4.3). 3. Construct Q(x) and h via Q(x) = ϕ (x, λ)(ϕ(x, λ)) 1 λi m, h = ϕ (0, λ). Remark 4.4. Using the main equation one can also obtain necessary and sufficient conditions for the solvability of the inverse problem (see [9, sec. 2.2]). Remark 4.5. For the case of a locally integrable complex-valued potential matrix Q(x) the generalized Weyl-matrix can be introduced as a main spectral characteristic, and the inverse problem can be treated analogously to the scalar case (see [9, sec. 2.5]).

Sturm Liouville equation on the half-line 13 Remark 4.6. Similar results are obtained for the matrix Sturm Liouville equation (1.1) on a finite interval. For this purpose the method of spectral mappings (see [20, 21]) has been used. Acknowledgments. This research was supported in part by Grant 04-01-00007 of the Russian Foundation for Basic Research and by DAAD. References 1. Z. S. Agranovich and V. A. Marchenko, The Inverse Problem of Scattering Theory. Gordon and Breach, New York, 1963. 2. E. Andersson, On the M-function and Borg-Marchenko theorems for vector-valued Sturm- Liouville equations. J. Math. Phys. 44, 12 (2003), 6077 6100. 3. R. Beals and R. R. Coifman, Scattering and inverse scattering for first order systems. Comm. Pure Appl. Math. 37 (1984), 39 90. 4. R. Carlson, An inverse problem for the matrix Schrödinger equation. J. Math. Anal. Appl. 267 (2002), 564 575. 5. N. K. Chakravarty, A necessary and sufficient condition for the existence of the spectral matrix of a differential system. Indian J. Pure Appl. Math. 25, 4 (1994), 365 380. 6. N. K. Chakravarty and S. K. Acharyya, On an inverse problem involving a second-order differential system. J. Indian Inst. Sci. 71, 3 (1991), 239 258. 7. S. Clark, F. Gesztesy, H. Holden, and B. M. Levitan, Borg-type theorems for matrix-valued Schrödinger operators. J. Diff. Equations 167, 1 (2000), 181 210. 8. J. B. Conway, Functions of One Complex Variable. Vol. I. Springer-Verlag, New York, 1995, 2nd ed. 9. G. Freiling and V. A. Yurko, Inverse Sturm Liouville Problems and their Applications. NOVA Science Publishers, New York, 2001. 10. F. Gesztesy, A. Kiselev, and K. A. Makarov, Uniqueness results for matrix-valued Schrödinger, Jacobi, and Dirac-type operators. Math. Nachr. 239/240 (2002), 103 145. 11. B. M. Levitan and M. Jodeit, A characterization of some even vector-valued Sturm-Lioville problems. Mat. Fiz. Anal. Geom. 5, 3 4 (1998), 166 181. 12. B. M. Levitan, Inverse Sturm Liouville Problems. VNU Sci. Press, Utrecht, 1987. 13. B. M. Levitan and I. S. Sargsjan, Sturm Liouville and Dirac Operators. Kluwer Academic Publishers, Dordrecht, 1991. 14. V. A. Marchenko, Sturm Liouville Operators and their Applications. Birkhäuser, 1986. 15. B. R. Paladhi, The inverse problem associated with a pair of second-order differential equations. Proc. London Math. Soc. 3 43, 1 (1981), 169 192. 16. L. A. Sakhnovich, Spectral Theory of Canonical Differential Systems. Method of Operator Identities. Birkhäuser Verlag, Basel, 1999. 17. A. B. Shabat, An inverse scattering problem. Differ. Equations 15, 10 (1979), 1299 1307. 18. Shen and Chao-Liang, Some inverse spectral problems for vectorial Hill s equations. Inverse Problems 17 (2001), 1253 1294.

14 G. Freiling and V. Yurko 19. M. Yamamoto, Inverse spectral problem for systems of ordinary differential equations of first order. J. Fac. Sci. Univ. Tokyo, Sect. IA Math. 35, 3 (1988), 519 546. 20. V. A. Yurko, Inverse Spectral Problems for Differential Operators and their Applications. Gordon and Breach, Amsterdam, 2000. 21., Method of Spectral Mappings in the Inverse Problem Theory. VSP, Utrecht, 2002. 22., An inverse spectral problem for singular non-selfadjoint differential systems. Sbornik: Mathematics 195, 12 (2004), 1823 1854. 23., Inverse problems for matrix Sturm Liouville operators. Russian J. Math. Phys. 13, 1 (2006). 24. X. Zhou, Direct and inverse scattering transforms with arbitrary spectral singularities. Comm. Pure Appl. Math. 42 (1989), 895 938. Received May 30, 2007 Author information G. Freiling, Fachbereich Mathematik, Universität Duisburg-Essen, D-47048 Duisburg, Germany. Email: freiling@math.uni-duisburg.de V. Yurko, Department of Mathematics, Saratov State University, Astrakhanskaya 83, 410026 Saratov, Russia. Email: yurkova@info.sgu.ru