0810/0810.5648.md

RELATIVE OSCILLATION THEORY FOR JACOBI MATRICES

KERSTIN AMMANN AND GERALD TESCHL

ABSTRACT. We develop relative oscillation theory for Jacobi matrices which, rather than counting the number of eigenvalues of one single matrix, counts the difference between the number of eigenvalues of two different matrices. This is done by replacing nodes of solutions associated with one matrix by weighted nodes of Wronskians of solutions of two different matrices.

1. INTRODUCTION

Oscillation theory for second-order differential and difference equations has a long tradition originating in the seminal work of Sturm from 1836 [9]. Since then the subject is continuously growing and many monographs have been devoted entirely to this subject. The most recent one being the monumental treatise by Agarwal, Bohner, Grace, and O'Regan [1]. One of the key results of classical oscillation theory is the fact, the $k$ 'th eigenfunction has precisely $k - 1$ nodes (i.e., sign flips) and for a suitably chosen solution of the underlying difference equation, the number of nodes of this solutions equals the number of eigenvalues below a given value. Our aim is add a new wrinkle to this classical result by showing that the number of weighted nodes of the Wronskian (also known as Casoratian) of two suitable solutions of two different Jacobi difference equations can be used to count the difference between the number of eigenvalues of the two associated Jacobi matrices.

That Wronskians are related to oscillation theory is indicated by an old paper of Leighton [7], who noted that if two solutions have a non-vanishing Wronskian, then their zeros must intertwine each other. However, it seems their real power was realized only later by Gesztesy, Simon, and Teschl in [3] with the corresponding extension to Jacobi operators given by Teschl [10]. For a pedagogical discussion we refer to the survey by Simon [8]. That these results are just the tip of the iceberg was discovered only recently by Krüger and Teschl [4], [5], [6]. Our result generalizes the main result for the case of Sturm–Liouville operators from [4] to the case of Jacobi matrices.

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2000 Mathematics Subject Classification. Primary 39A10, 47B36; Secondary 34C10, 34L05.

Key words and phrases. Jacobi matrices, oscillation theory.

in Proceedings of the 14th International Conference on Difference Equations and Applications, M. Bohner (ed) et al., 105–115, Uğur–Bahçeşehir University Publishing Company, Istanbul, 2009.

*Research supported by the Austrian Science Fund (FWF) under Grant No. Y330.*To set the stage, let us fix some real numbers $a(j) < 0$ , $b(j)$ , $j = 1, \dots, N-1$ and consider the Jacobi matrix

in the Hilbert space $\mathbb{C}^{N-1}$ . Furthermore, let $s_{\pm}(z, n)$ be the solutions of the underlying difference equation (set $a(0) = a(N-1) = a(N) = -1$ , $b(N) = 0$ )

$$(1.2)a(n)u(n+1)+b(n)u(n)+a(n-1)u(n-1)=zu(n),n=1,\dots ,N,(1.2)\; \backslash quad\; a(n)u(n+1)\; +\; b(n)u(n)\; +\; a(n-1)u(n-1)\; =\; zu(n),\; \backslash quad\; n\; =\; 1,\; \backslash dots,\; N,$$

corresponding to the initial conditions

$$(1.3)s_{-}(z,0)=0,s_{-}(z,1)=1,s_{+}(z,N)=0,s_{+}(z,N+1)=1.(1.3)\; \backslash quad\; s\_\{-\}(z,\; 0)\; =\; 0,\; s\_\{-\}(z,\; 1)\; =\; 1,\; \backslash quad\; s\_\{+\}(z,\; N)\; =\; 0,\; s\_\{+\}(z,\; N+1)\; =\; 1.$$

Note that $s_{-}(\lambda, n)$ (resp. $s_{+}(\lambda, n)$ ) will be an eigenvector of $H$ corresponding to the eigenvalue $\lambda \in \mathbb{R}$ if and only if $s_{-}(\lambda, N) = 0$ (resp. $s_{+}(\lambda, 0) = 0$ ). We will abbreviate $s(z, n) = s_{-}(z, n)$ .

We call $n$ a node of a solution $u$ of (1.2) if either

We say that a node $n_0$ of $u$ lies between $m$ and $n$ if either

$#{(m,n)}(u)$ denotes the number of nodes of $u$ between $m$ and $n$ and $#(u) = #{(0,N)}(u)$ . Then we have the following classical result alluded to before (see e.g., [2], [11]):

Theorem 1.1. Let $H$ be a Jacobi matrix and $s(z, n)$ a corresponding solution of the underlying difference equation (1.2) corresponding to the initial condition $s(z, 0) = 0$ . Then for every $\lambda \in \mathbb{R}$ the number of nodes of $s(\lambda, n)$ equals the number of eigenvalues of $H$ below $\lambda$ :

Here $\sigma(H)$ denotes the spectrum of $H$ , that is, the set of eigenvalues.

To generalize this result we will now consider two Jacobi matrices $H_0$ and $H_1$ associated with the coefficients $a_0(n) = a_1(n) \equiv a(n)$ and $b_0(n)$ respectively $b_1(n)$ . The corresponding solutions will be denoted by $s_{j,\pm}(n)$ , $j = 0, 1$ , in obvious notation. Given two solutions $u_j$ of the difference equations associated with $H_j$ we denote by

$$(1.7)W_n(u_0,u_1)=a(n)(u_0(n)u_1(n+1)-u_0(n+1)u_1(n))(1.7)\; \backslash quad\; W\_n(u\_0,\; u\_1)\; =\; a(n)(u\_0(n)u\_1(n+1)\; -\; u\_0(n+1)u\_1(n))$$

their Wronskian. As already anticipated we will relate the number of nodes of such Wronskians to the difference between the eigenvalues of $H_0$ and $H_1$ . Since this difference is a signed quantity, we will need to weight the nodes according to thesign of the difference between $H_0$ and $H_1$ as follows: Set

Then we say the Wronskian has a weighted node at $n$ if $#_n(u_0, u_1) \neq 0$ . The number of weighted nodes of the Wronskian between 0 and $N$ is denoted as

With this notation our main result reads

Theorem 1.2. Let $H_0, H_1$ be two Jacobi matrices with $a_0 = a_1$ and $s_{j,\pm}(z, n)$ , $j = 0, 1$ , the corresponding solutions of the underlying difference equations. Then for $\lambda_0, \lambda_1 \in \mathbb{R}$ the number of weighted nodes of $W(s_{0,-}(\lambda_0), s_{1,+}(\lambda_1))$ equals the number of eigenvalues of $H_1$ below $\lambda_1$ minus the number of eigenvalues of $H_0$ below or equal to $\lambda_0$ :

Here $\sigma(H)$ denotes the spectrum of $H$ , that is, the set of eigenvalues.

The proof is based on Prüfer angles to be investigated in Section 2. It will be given in Section 3.

An extension to Jacobi operators on $\mathbb{N}$ respectively $\mathbb{Z}$ is in preparation.

2. PRÜFER ANGLES

Since any nontrivial solution of (1.2) cannot vanish at two consecutive points we can introduce Prüfer variables $(\rho_u(n), \theta_u(n))$ in the usual way (cf., e.g., [11, Chap. 4]) via

$$(2.1)u(n)={\rho }_u(n)\sin ({\theta }_u(n)),u(n+1)={\rho }_u(n)\cos ({\theta }_u(n))\mathrm{.}(2.1)\; \backslash quad\; u(n)\; =\; \backslash rho\_u(n)\; \backslash sin(\backslash theta\_u(n)),\; \backslash quad\; u(n+1)\; =\; \backslash rho\_u(n)\; \backslash cos(\backslash theta\_u(n)).$$

Note that $\rho_u(n) > 0$ for all $n \in \mathbb{Z}$ and $\theta_u(n)$ is only defined up to an additive integer multiple of $2\pi$ , depending on $n$ . For our further investigations it is essential to gain unique values for the Prüfer angle and therefore we fix $\theta_u(0)$ and require

$$(2.2)\lceil {\theta }_u(n)\mathrm{/}\pi \rceil \le \lceil {\theta }_u(n+1)\mathrm{/}\pi \rceil \le \lceil {\theta }_u(n)\mathrm{/}\pi \rceil +1,(2.2)\; \backslash quad\; \backslash lceil\; \backslash theta\_u(n)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash theta\_u(n+1)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash theta\_u(n)/\backslash pi\; \backslash rceil\; +\; 1,$$

where $\lceil x \rceil = \min{n \in \mathbb{Z} | n \geq x}$ denotes the usual ceiling function. Then the following easy result is well-known.

Lemma 2.1. Define $k, \gamma, \Gamma$ via

$$(2.3){\theta }_u(n)=k\pi +\gamma ,{\theta }_u(n+1)=k\pi +\mathrm{\Gamma },\gamma \in (0,\pi ],\mathrm{\Gamma }\in (0,2\pi ],k\in \mathbb{Z}\mathrm{.}(2.3)\; \backslash quad\; \backslash theta\_u(n)\; =\; k\backslash pi\; +\; \backslash gamma,\; \backslash quad\; \backslash theta\_u(n+1)\; =\; k\backslash pi\; +\; \backslash Gamma,\; \backslash quad\; \backslash gamma\; \backslash in\; (0,\; \backslash pi],\; \backslash quad\; \backslash Gamma\; \backslash in\; (0,\; 2\backslash pi],\; \backslash quad\; k\; \backslash in\; \backslash mathbb\{Z\}.$$Then

and

Moreover,

$$(2.6){\theta }_u(n)=k\pi +\frac{\pi }{2}\iff {\theta }_u(n+1)=(k+1)\pi \mathrm{.}(2.6)\; \backslash quad\; \backslash theta\_u(n)\; =\; k\backslash pi\; +\; \backslash frac\{\backslash pi\}\{2\}\; \backslash quad\; \backslash Leftrightarrow\; \backslash quad\; \backslash theta\_u(n+1)\; =\; (k+1)\backslash pi.$$

As a consequence we obtain

Corollary 2.2. We have

In particular, we obtain

$$(2.8)\mathrm{\#}(u)=\lceil \frac{{\theta }_u(N)}{\pi }\rceil -\lfloor \frac{{\theta }_u(0)}{\pi }\rfloor -1,(2.8)\; \backslash quad\; \backslash \#(u)\; =\; \backslash lceil\; \backslash frac\{\backslash theta\_u(N)\}\{\backslash pi\}\; \backslash rceil\; -\; \backslash lfloor\; \backslash frac\{\backslash theta\_u(0)\}\{\backslash pi\}\; \backslash rfloor\; -\; 1,$$

where $\lfloor x \rfloor = \max{n \in \mathbb{Z} \mid n \leq x}$ is the usual floor function.

To find the analogous formula for the number of weighted nodes of a Wronskian we observe

$$(2.9)W_n(u_0,u_1)=-a(n){\rho }_{u_0}(n){\rho }_{u_1}(n)\sin ({\mathrm{\Delta }}_{u_0,u_1}(n)),(2.9)\; \backslash quad\; W\_n(u\_0,\; u\_1)\; =\; -a(n)\backslash rho\_\{u\_0\}(n)\backslash rho\_\{u\_1\}(n)\backslash sin(\backslash Delta\_\{u\_0,\; u\_1\}(n)),$$

where

$$(2.10){\mathrm{\Delta }}_{u_0,u_1}(n)={\theta }_{u_1}(n)-{\theta }_{u_0}(n)\mathrm{.}(2.10)\; \backslash quad\; \backslash Delta\_\{u\_0,\; u\_1\}(n)\; =\; \backslash theta\_\{u\_1\}(n)\; -\; \backslash theta\_\{u\_0\}(n).$$

Furthermore, note

$$(2.11)W_{n+1}(u_0,u_1)-W_n(u_0,u_1)=(b_0(n+1)-b_1(n+1))u_0(n+1)u_1(n+1)\mathrm{.}(2.11)\; \backslash quad\; W\_\{n+1\}(u\_0,\; u\_1)\; -\; W\_n(u\_0,\; u\_1)\; =\; (b\_0(n+1)\; -\; b\_1(n+1))u\_0(n+1)u\_1(n+1).$$

As a straightforward consequence of Lemma 2.1 we obtain

Lemma 2.3. Fix some $n$ and let $\theta_j(n) = k_j\pi + \gamma_j$ with $\gamma_j \in (0, \pi]$ and $\theta_j(n+1) = k_j\pi + \Gamma_j$ with $\Gamma_j \in (0, 2\pi]$ for $j = 0, 1$ . Then we have

$$(2.12){\mathrm{\Delta }}_{u_0,u_1}(n)=(k_1-k_0)\pi +{\gamma }_1-{\gamma }_0\text{and}{\mathrm{\Delta }}_{u_0,u_1}(n+1)=(k_1-k_0)\pi +{\mathrm{\Gamma }}_1-{\mathrm{\Gamma }}_0,(2.12)\; \backslash quad\; \backslash Delta\_\{u\_0,\; u\_1\}(n)\; =\; (k\_1\; -\; k\_0)\backslash pi\; +\; \backslash gamma\_1\; -\; \backslash gamma\_0\; \backslash quad\; \backslash text\{and\}\; \backslash quad\; \backslash Delta\_\{u\_0,\; u\_1\}(n+1)\; =\; (k\_1\; -\; k\_0)\backslash pi\; +\; \backslash Gamma\_1\; -\; \backslash Gamma\_0,$$

where

(1): either $u_0$ and $u_1$ have a node at $n$ or both do not have a node at $n$ , then

$$(2.13){\gamma }_1-{\gamma }_0\in (-\frac{\pi }{2},\frac{\pi }{2})\text{and}{\mathrm{\Gamma }}_1-{\mathrm{\Gamma }}_0\in (-\pi ,\pi )\mathrm{.}(2.13)\; \backslash quad\; \backslash gamma\_1\; -\; \backslash gamma\_0\; \backslash in\; (-\backslash frac\{\backslash pi\}\{2\},\; \backslash frac\{\backslash pi\}\{2\})\; \backslash quad\; \backslash text\{and\}\; \backslash quad\; \backslash Gamma\_1\; -\; \backslash Gamma\_0\; \backslash in\; (-\backslash pi,\; \backslash pi).$$

(2): $u_1$ has no node at $n$ , but $u_0$ has a node at $n$ , then

$$(2.14){\gamma }_1-{\gamma }_0\in (-\pi ,0)\text{and}{\mathrm{\Gamma }}_1-{\mathrm{\Gamma }}_0\in (-2\pi ,0)\mathrm{.}(2.14)\; \backslash quad\; \backslash gamma\_1\; -\; \backslash gamma\_0\; \backslash in\; (-\backslash pi,\; 0)\; \backslash quad\; \backslash text\{and\}\; \backslash quad\; \backslash Gamma\_1\; -\; \backslash Gamma\_0\; \backslash in\; (-2\backslash pi,\; 0).$$

(3): $u_1$ has a node at $n$ , but $u_0$ has no node at $n$ , then

$$(2.15){\gamma }_1-{\gamma }_0\in (0,\pi )\text{and}{\mathrm{\Gamma }}_1-{\mathrm{\Gamma }}_0\in (0,2\pi )\mathrm{.}(2.15)\; \backslash quad\; \backslash gamma\_1\; -\; \backslash gamma\_0\; \backslash in\; (0,\; \backslash pi)\; \backslash quad\; \backslash text\{and\}\; \backslash quad\; \backslash Gamma\_1\; -\; \backslash Gamma\_0\; \backslash in\; (0,\; 2\backslash pi).$$

Now we are able to showLemma 2.4. Fix some $n$ . Then, if $b_0(n+1) \geq b_1(n+1)$ , we have

$$(2.16)\lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil \le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n+1)\mathrm{/}\pi \rceil \le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil +1(2.16)\; \backslash quad\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n+1)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; +\; 1$$

and if $b_0(n+1) \leq b_1(n+1)$ , we have

$$(2.17)\lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil -1\le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n+1)\mathrm{/}\pi \rceil \le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil \mathrm{.}(2.17)\; \backslash quad\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; -\; 1\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n+1)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil.$$

Proof. We will use the notation from Lemma 2.3 where we assume $k_0 = k_1 = 0$ without loss of generality. In particular, Lemma 2.3 implies

$$\lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil -1\le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n+1)\mathrm{/}\pi \rceil \le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil +1.\backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; -\; 1\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n+1)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; +\; 1.$$

Hence, to show (2.16) there are two cases to exclude. Namely, (i) $\Delta_{u_0, u_1}(n) \in (0, \frac{\pi}{2})$ , $\Delta_{u_0, u_1}(n+1) \in (-\pi, 0]$ (from case (1)) and (ii) $\Delta_{u_0, u_1}(n) \in (-\pi, 0)$ , $\Delta_{u_0, u_1}(n+1) \in (-2\pi, -\pi]$ (from case (2)). But in case (i) we obtain a contradiction from (2.11):

$$\underset{\le 0}{\underbrace{W_{n+1}(u_0,u_1)}}=\underset{>0}{\underbrace{W_n(u_0,u_1)}}+\underset{\ge 0}{\underbrace{(b_0(n+1)-b_1(n+1))}}\underset{\ge 0}{\underbrace{u_0(n+1)u_1(n+1)}}\mathrm{.}\backslash underbrace\{W\_\{n+1\}(u\_0,\; u\_1)\}\_\{\backslash leq\; 0\}\; =\; \backslash underbrace\{W\_n(u\_0,\; u\_1)\}\_\{>\; 0\}\; +\; \backslash underbrace\{(b\_0(n+1)\; -\; b\_1(n+1))\}\_\{\backslash geq\; 0\}\; \backslash underbrace\{u\_0(n+1)u\_1(n+1)\}\_\{\backslash geq\; 0\}.$$

Similarly, in case (ii) equation (2.11) implies

Equation (2.17) can be established in a similar fashion. $\square$

Lemma 2.5. Let $n \in \mathbb{Z}$ , then

(1): $W_n(u_0, u_1) = W_{n+1}(u_0, u_1) = 0$ or $W_n(u_0, u_1)W_{n+1}(u_0, u_1) > 0$ implies

$$(2.18)\lceil \frac{{\mathrm{\Delta }}_{u_0,u_1}(n+1)}{\pi }\rceil =\lceil \frac{{\mathrm{\Delta }}_{u_0,u_1}(n)}{\pi }\rceil \mathrm{.}(2.18)\; \backslash quad\; \backslash left\backslash lceil\; \backslash frac\{\backslash Delta\_\{u\_0,\; u\_1\}(n+1)\}\{\backslash pi\}\; \backslash right\backslash rceil\; =\; \backslash left\backslash lceil\; \backslash frac\{\backslash Delta\_\{u\_0,\; u\_1\}(n)\}\{\backslash pi\}\; \backslash right\backslash rceil.$$

(2): $W_n(u_0, u_1)W_{n+1}(u_0, u_1) < 0$ implies

(3): $W_n(u_0, u_1) = 0$ and $W_{n+1}(u_0, u_1) \neq 0$ implies

(4): $W_n(u_0, u_1) \neq 0$ and $W_{n+1}(u_0, u_1) = 0$ implies

Note that in the cases (2)–(4) we necessarily have $b_0(n+1) \neq b_1(n+1)$ .

Proof. We will use the notation from Lemma 2.3 where we assume $k_0 = k_1 = 0$ without loss of generality. Moreover, interchanging $u_0$ and $u_1$ using $\Delta_{u_1, u_0} = -\Delta_{u_0, u_1}(n)$ and

we see that it suffices to show one case $b_0(n+1) \geq b_1(n+1)$ or $b_0(n+1) \leq b_1(n+1)$ .Suppose $W_n(u_0, u_1) = W_{n+1}(u_0, u_1) = 0$ and $W_n(u_0, u_1)W_{n+1}(u_0, u_1) > 0$ do not hold, then by (2.11) we have

$$W_{n+1}(u_0,u_1)-W_n(u_0,u_1)=(b_0(n+1)-b_1(n+1))u_0(n+1)u_1(n+1)\mathrm{\ne }0W\_\{n+1\}(u\_0,\; u\_1)\; -\; W\_n(u\_0,\; u\_1)\; =\; (b\_0(n+1)\; -\; b\_1(n+1))u\_0(n+1)u\_1(n+1)\; \backslash neq\; 0$$

and hence $b_0(n+1) \neq b_1(n+1)$ .

(1) and (2). Suppose $W_n(u_0, u_1) = W_{n+1}(u_0, u_1) = 0$ , then by (2.9) we infer

$$\sin ({\mathrm{\Delta }}_{u_0,u_1}(n))=\sin ({\gamma }_1-{\gamma }_0)=0,\sin ({\mathrm{\Delta }}_{u_0,u_1}(n+1))=\sin ({\mathrm{\Gamma }}_1-{\mathrm{\Gamma }}_0)=0,\backslash sin(\backslash Delta\_\{u\_0,\; u\_1\}(n))\; =\; \backslash sin(\backslash gamma\_1\; -\; \backslash gamma\_0)\; =\; 0,\; \backslash quad\; \backslash sin(\backslash Delta\_\{u\_0,\; u\_1\}(n+1))\; =\; \backslash sin(\backslash Gamma\_1\; -\; \backslash Gamma\_0)\; =\; 0,$$

where $\gamma_0, \gamma_1 \in (0, \pi]$ . Thus $\gamma_0 = \gamma_1$ and we have case (1) of Lemma 2.3 which implies $\Gamma_1 - \Gamma_0 \in (-\pi, \pi)$ and we conclude $\Gamma_1 - \Gamma_0 = 0$ . In summary, $\Delta_{u_0, u_1}(n) = \Delta_{u_0, u_1}(n+1) = 0$ as claimed.

Next suppose $W_n(u_0, u_1)W_{n+1}(u_0, u_1) \neq 0$ , then by (2.9) the sign of the Wronskian at $n$ equals the sign of $\sin(\Delta_{u_0, u_1}(n))$ and hence (2.16) respectively (2.17) finish the proof of case (1) and (2).

(3). By (2.9) we conclude $\Delta_{u_0, u_1}(n) = \gamma_1 - \gamma_0 \equiv 0 \pmod{\pi}$ , where $\gamma_0, \gamma_1 \in (0, \pi]$ and thus $\gamma_1 - \gamma_0 = 0$ . So we have case (1) of Lemma 2.3 and hence $\Delta_{u_0, u_1}(n+1) = \Gamma_1 - \Gamma_0 \in (-\pi, \pi)$ . That is,

$$\lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil \le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n+1)\mathrm{/}\pi \rceil \le \lceil {\mathrm{\Delta }}_{u_0,u_1}(n)\mathrm{/}\pi \rceil +1\backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n+1)/\backslash pi\; \backslash rceil\; \backslash leq\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(n)/\backslash pi\; \backslash rceil\; +\; 1$$

and (2.17) finishes the proof of case (3) for $b_0(n+1) < b_1(n+1)$ .

(4). By (2.9) we have $\Delta_{u_0, u_1}(n+1) = \Gamma_1 - \Gamma_0 \equiv 0 \pmod{\pi}$ and Lemma 2.3 leaves us with the following possibilities

and (2.16) shows (4) if $b_0(n+1) > b_1(n+1)$ . $\square$

As a consequence we obtain the desired formula

$$(2.22)\mathrm{\#}(u_0,u_1)=\lceil {\mathrm{\Delta }}_{u_0,u_1}(N)\mathrm{/}\pi \rceil -\lfloor {\mathrm{\Delta }}_{u_0,u_1}(0)\mathrm{/}\pi \rfloor -1.(2.22)\; \backslash quad\; \backslash \#(u\_0,\; u\_1)\; =\; \backslash lceil\; \backslash Delta\_\{u\_0,\; u\_1\}(N)/\backslash pi\; \backslash rceil\; -\; \backslash lfloor\; \backslash Delta\_\{u\_0,\; u\_1\}(0)/\backslash pi\; \backslash rfloor\; -\; 1.$$

3. PROOF OF THE MAIN THEOREM

Our strategy will be to interpolate between $H_0$ and $H_1$ using $H_\varepsilon = (1-\varepsilon)H_0 + \varepsilon H_1$ , that is, $a_\varepsilon(n) = a(n)$ and $b_\varepsilon(n) = (1-\varepsilon)b_0(n) + \varepsilon b_1(n)$ . If $u_\varepsilon$ is a solution of the difference equation corresponding to $H_\varepsilon$ , then the corresponding Prüfer angles satisfy

$$(3.1){\dot{\theta }}_{\epsilon }(n)=-\frac{W_n(u_{\epsilon },{\dot{u}}_{\epsilon })}{a(n){\rho }_{\epsilon }^2(n)},(3.1)\; \backslash quad\; \backslash dot\{\backslash theta\}\_\backslash varepsilon(n)\; =\; -\backslash frac\{W\_n(u\_\backslash varepsilon,\; \backslash dot\{u\}\_\backslash varepsilon)\}\{a(n)\backslash rho\_\backslash varepsilon^2(n)\},$$

where the dot denotes a derivative with respect to $\varepsilon$ .

Lemma 3.1. We have

$$(3.2)W_n(s_{\epsilon ,\pm }(z),{\dot{s}}_{\epsilon ,\pm }(z))=\{\begin{array}{l}-{\sum }_{m=n+1}^N(b_0(m)-b_1(m))s_{\epsilon ,+}(z,m{)}^2,\\ {\sum }_{m=1}^n(b_0(m)-b_1(m))s_{\epsilon ,-}(z,m{)}^2\mathrm{.}\end{array}(3.2)\; \backslash quad\; W\_n(s\_\{\backslash varepsilon,\; \backslash pm\}(z),\; \backslash dot\{s\}\_\{\backslash varepsilon,\; \backslash pm\}(z))\; =\; \backslash begin\{cases\}\; -\backslash sum\_\{m=n+1\}^N\; (b\_0(m)\; -\; b\_1(m))s\_\{\backslash varepsilon,\; +\}(z,\; m)^2,\; \backslash \backslash \; \backslash sum\_\{m=1\}^n\; (b\_0(m)\; -\; b\_1(m))s\_\{\backslash varepsilon,\; -\}(z,\; m)^2.\; \backslash end\{cases\}$$

Proof. Summing (2.11) we obtain

$$W_n(s_{\epsilon ,\pm }(z),s_{\tilde{\epsilon },\pm }(z))=(\tilde{\epsilon }-\epsilon )\{\begin{array}{l}-{\sum }_{m=n+1}^N(b_0(m)-b_1(m))s_{\epsilon ,+}(z,m)s_{\tilde{\epsilon },+}(z,m),\\ {\sum }_{m=1}^n(b_0(m)-b_1(m))s_{\epsilon ,-}(z,m)s_{\tilde{\epsilon },-}(z,m)\mathrm{.}\end{array}W\_n(s\_\{\backslash varepsilon,\; \backslash pm\}(z),\; s\_\{\backslash tilde\{\backslash varepsilon\},\; \backslash pm\}(z))\; =\; (\backslash tilde\{\backslash varepsilon\}\; -\; \backslash varepsilon)\; \backslash begin\{cases\}\; -\backslash sum\_\{m=n+1\}^N\; (b\_0(m)\; -\; b\_1(m))s\_\{\backslash varepsilon,\; +\}(z,\; m)s\_\{\backslash tilde\{\backslash varepsilon\},\; +\}(z,\; m),\; \backslash \backslash \; \backslash sum\_\{m=1\}^n\; (b\_0(m)\; -\; b\_1(m))s\_\{\backslash varepsilon,\; -\}(z,\; m)s\_\{\backslash tilde\{\backslash varepsilon\},\; -\}(z,\; m).\; \backslash end\{cases\}$$Now use this to evaluate the limit

$$\underset{\tilde{\epsilon }\to \epsilon }{\lim }{W}_n(s_{\epsilon ,\pm }(z),\frac{s_{\epsilon ,\pm }(z)-s_{\tilde{\epsilon },\pm }(z)}{\epsilon -\tilde{\epsilon }})\mathrm{.}\backslash lim\_\{\backslash tilde\{\backslash varepsilon\}\; \backslash rightarrow\; \backslash varepsilon\}\; W\_n\; \backslash left(\; s\_\{\backslash varepsilon,\; \backslash pm\}(z),\; \backslash frac\{s\_\{\backslash varepsilon,\; \backslash pm\}(z)\; -\; s\_\{\backslash tilde\{\backslash varepsilon\},\; \backslash pm\}(z)\}\{\backslash varepsilon\; -\; \backslash tilde\{\backslash varepsilon\}\}\; \backslash right).$$

□

Denoting the Prüfer angles of $s_{\varepsilon, \pm}(\lambda, n)$ by $\theta_{\varepsilon, \pm}(\lambda, n)$ , this result implies for $b_0 - b_1 \geq 0$ ,

Furthermore, we have the following result from classical perturbation theory. We add a simple direct proof for convenience of the reader.

Lemma 3.2. Suppose $b_0 - b_1 \geq 0$ (resp. $b_0 - b_1 \leq 0$ ). Then the eigenvalues of $H_\varepsilon$ are analytic functions with respect to $\varepsilon$ and they are decreasing (resp. increasing).

Proof. First of all the Prüfer angles $\theta_{\varepsilon, \pm}(\lambda, n)$ are analytic with respect to $\varepsilon$ since $s_{\varepsilon, \pm}(\lambda, n)$ is a polynomial with respect to $\varepsilon$ . Moreover, $\lambda \in \sigma(H_\varepsilon)$ is equivalent to $\theta_{\varepsilon, +}(\lambda, 0) \equiv 0 \pmod{\pi}$ (resp. $\theta_{\varepsilon, -}(\lambda, N) \equiv 0 \pmod{\pi}$ ) and monotonicity follows from (3.3). □

In particular, this implies that $P(H_\varepsilon) = #{E \in \sigma(H_\varepsilon) | E < \lambda}$ is continuous from below (resp. above) in $\varepsilon$ if $b_0 - b_1 \geq 0$ (resp. $b_0 - b_1 \leq 0$ ).

Now we are ready for the

Proof of Theorem 1.2. It suffices to prove the result for $#(s_{0, +}(\lambda_0), s_{1, -}(\lambda_1))$ , where we can assume $\lambda_0 = \lambda_1 = 0$ without restriction and set $s_{\varepsilon, \pm}(n) = s_{\varepsilon, \pm}(0, n)$ for notational convenience. We split $b_0 - b_1$ according to

$$b_0-b_1=b_{+}-b_{-},b_{+},b_{-}\ge 0,b\_0\; -\; b\_1\; =\; b\_+\; -\; b\_-,\; \backslash quad\; b\_+,\; b\_-\; \backslash geq\; 0,$$

and introduce the operator $H_- = H_0 - b_-$ . Then $H_-$ is a negative perturbation of $H_0$ and $H_1$ is a positive perturbation of $H_-$ .

Furthermore, define $H_\varepsilon$ by

Let us look at (using (2.22))

$$Q(\epsilon )=\mathrm{\#}(s_{0,+},s_{\epsilon ,-})=\lceil {\mathrm{\Delta }}_{\epsilon }(N)\mathrm{/}\pi \rceil -\lfloor {\mathrm{\Delta }}_{\epsilon }(0)\mathrm{/}\pi \rfloor -1,{\mathrm{\Delta }}_{\epsilon }(n)={\mathrm{\Delta }}_{s_{0,+},s_{\epsilon ,-}}(n)Q(\backslash varepsilon)\; =\; \backslash \#(s\_\{0,\; +\},\; s\_\{\backslash varepsilon,\; -\})\; =\; \backslash lceil\; \backslash Delta\_\backslash varepsilon(N)/\backslash pi\; \backslash rceil\; -\; \backslash lfloor\; \backslash Delta\_\backslash varepsilon(0)/\backslash pi\; \backslash rfloor\; -\; 1,\; \backslash quad\; \backslash Delta\_\backslash varepsilon(n)\; =\; \backslash Delta\_\{s\_\{0,\; +\},\; s\_\{\backslash varepsilon,\; -\}\}(n)$$

and consider $\varepsilon \in [0, 1/2]$ . At the left boundary $\Delta_\varepsilon(0)$ remains constant whereas at the right boundary $\Delta_\varepsilon(N)$ is increasing by (3.3). Moreover, it hits a multiple of $\pi$ whenever $0 \in \sigma(H_\varepsilon)$ . So $Q(\varepsilon)$ is a piecewise constant function which is continuous from below and jumps by one whenever $0 \in \sigma(H_\varepsilon)$ . By Lemma 3.2 the same is true for

and since we have $Q(0) = P(0)$ , we conclude $Q(\varepsilon) = P(\varepsilon)$ for all $\varepsilon \in [0, 1/2]$ . To see the remaining case $\varepsilon \in [1/2, 1]$ , simply replace increasing by decreasing and continuous from below by continuous from above. □Acknowledgments. We thank H. Krüger for several valuable discussions. Furthermore, G.T. would like to thank all organizers of the 14th International Conference on Difference Equations and Applications (ICDEA), Istanbul, July 2008, and especially Martin Bohner and Mehmet Ünal, for their kind invitation and the stimulating atmosphere during the meeting.

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FACULTY OF MATHEMATICS, NORDBERGSTRASSE 15, 1090 WIEN, AUSTRIA

E-mail address: Kerstin.Ammann@univie.ac.at

URL: http://www.mat.univie.ac.at/~kerstin/

FACULTY OF MATHEMATICS, NORDBERGSTRASSE 15, 1090 WIEN, AUSTRIA, AND INTERNATIONAL
ERWIN SCHRÖDINGER INSTITUTE FOR MATHEMATICAL PHYSICS, BOLTZMANNGASSE 9, 1090 WIEN,
AUSTRIA

E-mail address: Gerald.Teschl@univie.ac.at

URL: http://www.mat.univie.ac.at/~gerald/