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# Commutators, Spectral Trace Identities, and Universal Estimates for Eigenvalues

## 1 Introduction

In 1956, Payne, Pólya and Weinberger \[PaPoWe\] have shown that if $`\{\lambda _j\}`$ is the set of (positive) eigenvalues of the Dirichlet boundary value problem for the Laplacian in a domain $`\mathrm{\Omega }^n`$, then

(PPW)
$$\lambda _{m+1}\lambda _m\frac{4}{mn}\underset{j=1}{\overset{m}{}}\lambda _j$$

for each $`m=1,2,\mathrm{}`$.

This inequality was improved to

(HP)
$$\underset{j=1}{\overset{m}{}}\frac{\lambda _j}{\lambda _{m+1}\lambda _j}\frac{mn}{4}.$$

by Hile and Protter \[HiPr\]. This is indeed stronger than (PPW), which is obtained from (HP) by replacing all $`\lambda _j`$ in the denominators in the left-hand side by $`\lambda _m`$.

Later, Hongcang Yang \[Ya\] proved an even stronger inequality

(HCY-1)
$$\underset{j=1}{\overset{m}{}}\left(\lambda _{m+1}\lambda _j\right)\left(\lambda _{m+1}\left(1+\frac{4}{n}\right)\lambda _j\right)0,$$

which after some modifications implies an explicit estimate

(HCY-2)
$$\lambda _{m+1}\left(1+\frac{4}{n}\right)\frac{1}{m}\underset{j=1}{\overset{m}{}}\lambda _j.$$

These two inequalities are known as Yang’s first and second inequalities, respectively. We note that (HCY-1) still holds if we replace $`\lambda _{m+1}`$ by an arbitrary $`z(\lambda _m,\lambda _{m+1}]`$ (see \[HaSt\]), and that the sharpest so far known explicit upper bound on $`\lambda _{m+1}`$ is also derived from (HCY-1), see \[Ash, formula (3.33)\].

Payne-Pólya-Weinberger, Hile-Protter and Yang inequalities are commonly referred to as universal estimates for the eigenvalues of the Dirichlet Laplacian. These estimates are valid uniformly over all bounded domains in $`^n`$. The derivation of all four results is similar and uses the variational principle with ingenious choices of test functions, and the Cauchy-Schwarz inequality. We refer the reader to the extensive survey \[Ash\] which provides the detailed proofs as well as the proof of the implication

$$\text{(}\text{HCY-1}\text{)}\text{(}\text{HCY-2}\text{)}\text{(}\text{HP}\text{)}\text{(}\text{PPW}\text{)}.$$

In 1997, Harrell and Stubbe \[HaSt\] showed that all of these results are consequences of a certain abstract operator identity and that this identity has several other applications.

Similar universal estimates were also obtained in spectral problems for operators other then the Euclidean Dirichlet Laplacian (or Schrödinger operator), e.g. higher order differential operators in $`^n`$, operators on manifolds, systems like Lamé system of elasticity etc., see, \[Ha1, Ho1, Ho2, HaMi1, HaMi2\] and already mentioned survey paper \[Ash\].

Unfortunately, despite the abstract nature of the results of \[HaSt\], it is unclear whether they are applicable in all these cases.

The first main result of our paper is a general abstract operator identity which holds under minimal restrictions:

###### Theorem 1.1.

Let $`H`$ and $`G`$ be self-adjoint operators such that $`G(D_H)D_H`$. Let $`\lambda _j`$ and $`\varphi _j`$ be eigenvalues and eigenvectors of $`H`$. Then for each $`j`$

(1.1)
$$\underset{k}{}\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}=\frac{1}{2}[[H,G],G]\varphi _j,\varphi _j.$$

This theorem has a lot of applications, notably the estimates of the eigenvalue gaps of various operators. In particular, the results of Payne, Pólya and Weinberger for the Dirichlet Laplacian follow from (1.1) if we set $`G`$ to be an operator of multiplication by the coordinate $`x_l`$. Then (1.1) takes a particular simple and elegant form:

(1.2)
$$\underset{k=1}{\overset{\mathrm{}}{}}\frac{{\displaystyle _\mathrm{\Omega }}{\displaystyle \frac{\varphi _m}{x_l}}\varphi _k}{\lambda _k\lambda _m}=\frac{1}{4}.$$

(According to B Simon \[Si\], this identity was known to physicists already in the 1930s.) Then (PPW) follows from (1.2) if we sum the resulting equalities over $`l`$ and use some simple bounds, see Examples 4.14.2 for details. There are other applications of Theorem 1.1 – in each particular case one should work out what is the optimal choice of $`G`$ – and we give here several such applications.

Our other main main result is the generalization of the formula (1.1) to the case of several operators. Namely, suppose we have two operators $`H_1`$ and $`H_2`$ (the model case being Laplacians with different boundary conditions) and we want to estimate eigenvalues of $`H_1`$ in terms of eigenvalues of $`H_2`$. Then one can write the formula, similar to (1.1), but instead of the usual commutator $`[H,G]`$ we will have the ‘mixing commutator’ $`H_1GGH_2`$. It turns out that one of the operators $`H_j`$ in this scheme can be non-self-adjoint. Details are given in Section 3. We give several applications of the second formula as well; however, now the possible choice of the auxiliary operator $`G`$ is even more restrictive, since we have to make sure that all the commutators involved make sense.

Acknowledgements. We are grateful to M Ashbauch, E B Davies, and E M Harrell for numerous helpful remarks and useful discussions.

## 2 Statements for a Single Operator

In this Section, $`H`$ denotes a self-adjoint operator with eigenvalues $`\lambda _j`$ and an orthonormal basis of eigenfunctions $`\varphi _j`$. Operator $`H`$ acts in a Hilbert space $``$ equipped with the scalar product $`,`$ and the corresponding norm $``$.

We start by stating the following obvious result.

###### Lemma 2.1.

Let $`\lambda _j=\lambda _k`$. Then

(2.1)
$$[H,G]\varphi _j,\varphi _k=0.$$

Our next Theorem gives various trace identities similar to the one given in Theorem 1.1.

###### Theorem 2.2.

Let $`H`$ and $`G`$ be self-adjoint operators with domains $`D_H`$ and $`D_G`$ such that $`G(D_H)D_HD_G`$. Let $`\lambda _j`$ and $`\varphi _j`$ be eigenvalues and eigenvectors of $`H`$. Let $`P_j`$ be the projector on the eigenspace $`_j`$ corresponding to the set of eigenvalues which are equal to $`\lambda _j`$. Then for each $`j`$

(2.2)
$$\underset{k}{}\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}=\frac{1}{2}[[H,G],G]\varphi _j,\varphi _j.$$

(2.3)
$$\underset{k}{}(\lambda _k\lambda _j)|G\varphi _j,\varphi _k|^2=\frac{1}{2}[[H,G],G]\varphi _j,\varphi _j.$$

(2.4)
$$\underset{k}{}\frac{|[H,G]\varphi _j,\varphi _k|^2}{(\lambda _k\lambda _j)^2}=G\varphi _j^2P_jG\varphi _j^2.$$

(2.5)
$$\underset{k}{}(\lambda _k\lambda _j)^2|G\varphi _j,\varphi _k|^2=[H,G]\varphi _j^2.$$

###### Remark 2.3.

The summation in (2.2)–(2.5) is over all $`k`$. Lemma 2.1 guarantees that the summands in (2.2) and (2.4) are correctly defined even when $`\lambda _k=\lambda _j`$ (if we assume $`0/0=0`$).

###### Remark 2.4.

Instead of the condition $`G(D(H))D(H)`$ we can impose weaker conditions $`G\varphi _jD(H)`$, $`G^2\varphi _jD(H)`$, $`j=1,\mathrm{}`$. Moreover, the latter condition can be dropped if the double commutator is understood in the weak sense, i.e., if the right-hand side of (2.2) and (2.3) is replaced by $`[H,G]\varphi _j,G\varphi _j`$ (see (2.10) below).

###### Remark 2.5.

Formulae (2.2)–(2.5) can be extended to the case of $`H`$ having continuous spectrum. In this case, the identities will include integration instead of summation, cf. \[HaSt\]. We omit the full details.

###### Proof of Theorem 2.2.

We are going to prove identities (2.2) and (2.3); the other two identities are proved in a similar manner (and are much easier).

Obviously, we have

(2.6)
$$[H,G]\varphi _j=(H\lambda _j)G\varphi _j.$$

Therefore,

(2.7)
$$G[H,G]\varphi _j,\varphi _j=G(H\lambda _j)G\varphi _j,\varphi _j.$$

Since $`G`$ is self-adjoint, we have

(2.8)
$$\begin{array}{cc}& G(H\lambda _j)G\varphi _j,\varphi _j=(H\lambda _j)G\varphi _j,G\varphi _j\hfill \\ & =\underset{k}{}(H\lambda _j)G\varphi _j,\varphi _k\varphi _k,G\varphi _j=\underset{k}{}(\lambda _k\lambda _j)|G\varphi _j,\varphi _k|^2.\hfill \end{array}$$

Using the fact that $`[H,G]`$ is skew-adjoint, the left-hand side of (2.7) can be rewritten as

(2.9)
$$\begin{array}{cc}\hfill G[H,G]\varphi _j,\varphi _j& =[[H,G],G]\varphi _j,\varphi _j+[H,G]G\varphi _j,\varphi _j\hfill \\ & =[[H,G],G]\varphi _j,\varphi _j\varphi _j,G[H,G]\varphi _j,\hfill \end{array}$$

so

(2.10)
$$G[H,G]\varphi _j,\varphi _j=\frac{1}{2}[[H,G],G]\varphi _j,\varphi _j$$

(notice that $`G[H,G]\varphi _j,\varphi _j`$ is real, see (2.7) and (2.8)). This proves (2.3).

Since (2.6) implies

$$[H,G]\varphi _j,\varphi _k=(\lambda _k\lambda _j)G\varphi _j,\varphi _k,$$

this also proves (2.2). ∎

Let us now put in (2.4) $`G=[H,F]`$ where $`F`$ is skew-adjoint. Then due to (2.1) the second term in the right-hand side of (2.4) vanishes, and we have the following

###### Corollary 2.6.

For a skew-adjoint operator $`F`$ such that $`F(\varphi _j)D(H^2)`$ for all $`j`$, we have

(2.11)
$$\underset{k}{}\frac{|[H,[H,F]]\varphi _j,\varphi _k|^2}{(\lambda _k\lambda _j)^2}=[H,F]\varphi _j^2.$$

As above (see Remark 2.4), we can replace the conditions $`F(\varphi _j)D(H^2)`$ by weaker ones $`F(\varphi _j)D(H)`$ if we agree to understand the double commutators in an appropriate weak sense.

From now on, we assume that the sequence of eigenvalues $`\{\lambda _j\}_{j=1}^{\mathrm{}}`$ is non-decreasing.

We now have at our disposal all the tools required for establishing the “abstract” versions of (PPW) and (HCY-1).

###### Corollary 2.7.

Under conditions of Theorem 2.2,

(2.12)
$$(\lambda _{m+1}\lambda _m)\underset{j=1}{\overset{m}{}}([[H,G],G]\varphi _j,\varphi _j)2\underset{j=1}{\overset{m}{}}[H,G]\varphi _j^2.$$

###### Proof.

Let us sum the equations (2.2) over $`j=1,\mathrm{},m`$. Then we have

(2.13)
$$\underset{j=1}{\overset{m}{}}\underset{k=m+1}{\overset{\mathrm{}}{}}\frac{|([H,G]\varphi _j,\varphi _k)|^2}{\lambda _k\lambda _j}=\frac{1}{2}\underset{j=1}{\overset{m}{}}([[H,G],G]\varphi _j,\varphi _j).$$

Parceval’s equality implies that the left-hand side of (2.13) is not greater than $`{\displaystyle \frac{1}{\lambda _{m+1}\lambda _m}}{\displaystyle \underset{j=1}{\overset{m}{}}}[H,G]\varphi _j^2`$. This proves (2.12). ∎

The next corollary uses the idea of \[HaSt\].

###### Corollary 2.8.

For all $`z(\lambda _m,\lambda _{m+1}]`$ we have:

(2.14)
$$\underset{j=1}{\overset{m}{}}(z\lambda _j)[H,G]\varphi _j^2\frac{1}{2}\underset{j=1}{\overset{m}{}}(z\lambda _j)^2[[H,G],G]\varphi _j,\varphi _j$$

###### Proof.

Let us multiply (2.2) by $`(z\lambda _j)^2`$ and sum the result over all $`j=1,\mathrm{},m`$. We will get:

(2.15)
$$\underset{j=1}{\overset{m}{}}\underset{k}{}(z\lambda _j)^2\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}=\frac{1}{2}\underset{j=1}{\overset{m}{}}(z\lambda _j)^2[[H,G],G]\varphi _j,\varphi _j.$$

The left-hand side of (2.15) can be estimated as follows:

(2.16)
$$\begin{array}{cc}& \underset{j=1}{\overset{m}{}}\underset{k}{}(z\lambda _j)^2\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}\hfill \\ & =\underset{j=1}{\overset{m}{}}\underset{k=1}{\overset{m}{}}(z\lambda _j)^2\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}\hfill \\ & +\underset{j=1}{\overset{m}{}}\underset{k=m+1}{\overset{\mathrm{}}{}}(z\lambda _j)^2\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}\hfill \\ & \underset{j=1}{\overset{m}{}}\underset{k=1}{\overset{m}{}}(z\lambda _j)^2\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}\hfill \\ & +\underset{j=1}{\overset{m}{}}\underset{k=m+1}{\overset{\mathrm{}}{}}(z\lambda _j)|[H,G]\varphi _j,\varphi _k|^2\hfill \\ & =\underset{j=1}{\overset{m}{}}(z\lambda _j)\underset{k=1}{\overset{\mathrm{}}{}}|[H,G]\varphi _j,\varphi _k|^2\hfill \\ & +\underset{j=1}{\overset{m}{}}\underset{k=1}{\overset{m}{}}\left((z\lambda _j)^2\frac{|[H,G]\varphi _j,\varphi _k|^2}{\lambda _k\lambda _j}(z\lambda _j)|[H,G]\varphi _j,\varphi _k|^2\right)\hfill \\ & =\underset{j=1}{\overset{m}{}}(z\lambda _j)[H,G]\varphi _j^2\hfill \\ & +\underset{j=1}{\overset{m}{}}\underset{k=1}{\overset{m}{}}\left((z\lambda _j)|[H,G]\varphi _j,\varphi _k|^2\left(\frac{z\lambda _j}{\lambda _k\lambda _j}1\right)\right)\hfill \\ & =\underset{j=1}{\overset{m}{}}(z\lambda _j)[H,G]\varphi _j^2\hfill \\ & +\underset{j=1}{\overset{m}{}}\underset{k=1}{\overset{m}{}}\left(\frac{(z\lambda _j)(z\lambda _k)}{\lambda _k\lambda _j}|[H,G]\varphi _j,\varphi _k|^2\right)\hfill \\ & =\underset{j=1}{\overset{m}{}}(z\lambda _j)[H,G]\varphi _j^2.\hfill \end{array}$$

(The last equality uses the fact that the expression under $`{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \underset{k=1}{\overset{m}{}}}`$ is skew-symmetric with respect to $`j,k`$.) Now (2.15) and (2.16) imply (2.14). ∎

###### Remark 2.9.

As we will see in case of the Dirichlet Laplacian, our formula (2.12) is an abstract generalization of Payne-Pólya-Weinberger formula (PPW), and (2.14) is an abstract generalization of Yang’s formula (HCY-1).

## 3 Statements for a Pair of Operators

The results of previous Section are not applicable, directly, to non-self-adjoint operators. To extend the spectral trace identities to a non-self-adjoint case we consider pairs of operators $`H_1`$, $`H_2`$, where one of them is allowed to be non-self-adjoint. Using auxiliary operators $`G_1`$, $`G_2`$, we can relate the spectra of $`H_1`$ and $`H_2`$.

First, we introduce the following notation. For a triple of operators $`X`$, $`Y`$, $`Z`$ acting in a Hilbert space $``$ we define the “mixing commutators”

(3.1)
$$[X,Y;Z]=XZZY,\{X,Y;Z\}_\pm =XZ\pm Z^{}Y.$$

We note some elementary properties of “mixing commutators” (3.1):

$$[X,X;Z]=[X,Z],[X,Y;Z]^{}=[Y^{},X^{};Z^{}],$$

$$\{X,Y;Z\}_\pm ^{}=\pm \{Y^{},X^{};Z\}_\pm .$$

We always assume non-self-adjoint operators to be closed.

Our main result concerning non-self-adjoint operators is the following

###### Theorem 3.1.

Let $`H_1`$ be a self-adjoint operator in a Hilbert space $``$ with eigenvalues $`\lambda _k`$ and an orthonormal basis of eigenfunctions $`\varphi _k`$, and let $`H_2`$ be a (not necessarily self-adjoint) operator in $``$ with eigenvalues $`\mu _j`$ and eigenfunctions $`\psi _j`$. Define, for an auxiliary pair of operators $`G_1`$, $`G_2`$ in $``$, the operators

(3.2)
$$\begin{array}{cc}\hfill A& =[H_1,H_2;G_1^{}],\hfill \\ \hfill B& =[H_1,H_2;G_2],\hfill \\ \hfill C& =[H_2^{},H_1;G_2^{}]=B^{},\hfill \\ \hfill D_\pm & =\{C,B;G_1^{}\}_\pm .\hfill \end{array}$$

If the operators $`A`$, $`B`$, and $`D_\pm `$ are well defined, and all the eigenfunctions of $`H_2`$ belong to their domains, then the following trace identities hold for any fixed $`j`$:

(3.3) $`\mathrm{Re}{\displaystyle \underset{k}{}}{\displaystyle \frac{\lambda _k\mu _j}{|\lambda _k\mu _j|^2}}B\psi _j,\varphi _k\overline{A\psi _j,\varphi _k}`$ $`={\displaystyle \frac{1}{2}}D_{}\psi _j,\psi _j,`$
(3.4) $`i\mathrm{Im}{\displaystyle \underset{k}{}}{\displaystyle \frac{\lambda _k\mu _j}{|\lambda _k\mu _j|^2}}B\psi _j,\varphi _k\overline{A\psi _j,\varphi _k}`$ $`={\displaystyle \frac{1}{2}}D_+\psi _j,\psi _j.`$
###### Proof.

Acting as in the proof of Theorem 2.2 we get

(3.5)
$$\begin{array}{cc}\hfill G_1[H_1,H_2;G_2]\psi _j,\psi _j& =G_1(H_1G_2G_2H_2)\psi _j,\psi _j\hfill \\ & =(H_1\mu _j)G_2\psi _j,G_1^{}\psi _j\hfill \\ & =\underset{k}{}(H_1\mu _j)G_2\psi _j,\varphi _k\varphi _k,G_1^{}\psi _j\hfill \\ & =\underset{k}{}G_2\psi _j,(H_1\overline{\mu _j})\varphi _k\varphi _k,G_1^{}\psi _j\hfill \\ & =\underset{k}{}(\lambda _k\mu _j)\overline{G_1^{}\psi _j,\varphi _k}G_2\psi _j,\varphi _k.\hfill \end{array}$$

Also,

(3.6)
$$\begin{array}{cc}\hfill [H_1,H_2;G_2]\psi _j,\varphi _k& =(H_1G_2G_2H_2)\psi _j,\varphi _k\hfill \\ & =\lambda _kG_2\psi _j,\varphi _kG_2\mu _j\psi _j,\varphi _k\hfill \\ & =(\lambda _k\mu _j)G_2\psi _j,\varphi _k,\hfill \end{array}$$

and, similarly,

(3.7)
$$\overline{[H_1,H_2;G_1^{}]\psi _j,\varphi _k}=(\lambda _k\overline{\mu _j})\overline{G_1^{}\psi _j,\varphi _k}.$$

Therefore, (3.5) can be re-written as

(3.8)
$$\begin{array}{c}G_1[H_1,H_2;G_2]\psi _j,\psi _j\hfill \\ \hfill =\underset{k}{}\frac{\lambda _k\mu _j}{|\lambda _k\mu _j|^2}[H_1,H_2;G_2]\psi _j,\varphi _k\overline{[H_1,H_2;G_1^{}])\psi _j,\varphi _k}.\end{array}$$

Finally, using the definitions (3.1), we have

(3.9)
$$\begin{array}{cc}\hfill 2\mathrm{Re}G_1[H_1,H_2;G_2]\psi _j,\psi _j& =(G_1[H_1,H_2;G_2]+[H_1,H_2;G_2]^{}G_1^{})\psi _j,\psi _j\hfill \\ & =(G_1[H_1,H_2;G_2]+[H_2^{},H_1;G_2^{}])G_1^{}\psi _j,\psi _j\hfill \\ & =\{[H_2^{},H_1;G_2^{}],[H_1,H_2;G_2];G_1^{}\}_{}\psi _j,\psi _j.\hfill \end{array}$$

and

(3.10)
$$\begin{array}{cc}\hfill 2i\mathrm{Im}G_1[H_1,H_2;G_2]\psi _j,\psi _j& =(G_1[H_1,H_2;G_2][H_1,H_2;G_2]^{}G_1^{})\psi _j,\psi _j\hfill \\ & =(G_1[H_1,H_2;G_2]+[H_2^{},H_1;G_2^{}]G_1^{})\psi _j,\psi _j\hfill \\ & =\{[H_2^{},H_1;G_2^{}],[H_1,H_2;G_2];G_1^{}\}_+\psi _j,\psi _j.\hfill \end{array}$$

The Theorem now follows by combining (3.8)-(3.10) and using (3.2). ∎

The trace identities (3.3), (3.4) are much simpler if we choose $`G_2^{}=G_1`$. Then $`A=B=[H_1,H_2;G_1^{}]`$, and we immediately arrive at

###### Theorem 3.2.

If, in addition to conditions of Theorem 3.1, we assume $`G_2^{}=G_1`$, the following trace identities hold for any $`j`$,

(3.11) $`{\displaystyle \underset{k}{}}{\displaystyle \frac{\lambda _k\mathrm{Re}\mu _j}{|\lambda _k\mu _j|^2}}|A\psi _j,\varphi _k|^2`$ $`={\displaystyle \frac{1}{2}}\{A^{},A;G_1^{}\}_{}\psi _j,\psi _j,`$
(3.12) $`i{\displaystyle \underset{k}{}}{\displaystyle \frac{\mathrm{Im}\mu _j}{|\lambda _k\mu _j|^2}}|A\psi _j,\varphi _k|^2`$ $`={\displaystyle \frac{1}{2}}\{A^{},A;G_1^{}\}_+\psi _j,\psi _j.`$
An even simpler case is when the operators $`H_2`$ and $`G_1=G_2`$ are self-adjoint. As for any self-adjoint $`Z`$, $`\{X,Y;Z\}_{}=[X,Y;Z]`$, we do not have to use any “curly brackets” commutators and immediately obtain

###### Theorem 3.3.

If, in addition to conditions of Theorem 3.1, we assume that $`H_2=H_2^{}`$ and $`G_1=G_1^{}=G_2=G`$, the following trace identity holds for any $`j`$:

(3.13)
$$\underset{k}{}\frac{1}{\lambda _k\mu _j}|[H_1,H_2;G]\psi _j,\varphi _k|^2=\frac{1}{2}[[H_2,H_1;G],[H_1,H_2;G];G]\psi _j,\psi _j.$$

We emphasize that each of the Theorems 3.13.3 supersedes Theorem 2.2. Indeed, if we set $`H_1=H_2=H`$, $`\mu _k=\lambda _k`$, $`\psi _k=\varphi _k`$, and $`G_1=G_2=G`$, we have $`[H,H;G]=[H,G]`$, $`[[H,H;G],[H,H;G];G]=[[H,G],G]`$, and identity (3.13) becomes (2.2). The other identities generalizing (2.3)–(2.5) in Theorem 2.2, can be obtained in similar fashion.

###### Remark 3.4.

The main difficulty in applying Theorems 3.13.3 is the choice of auxiliary operators $`G_1`$ and $`G_2`$ in such a way that all the commutators involved make sense. Similarly to Remark 2.4, we can weaken the conditions of the Theorems by considering the double “mixing” commutators in the weak sense only.

In principle, one can obtain estimates for the eigenvalues in a general situation of Theorem 3.1. However, this is impractical because of the variety of combinations of signs of terms in (3.3) and (3.4). The situation simplifies if we consider more restricted choice of Theorems 3.2 and 3.3.

We start with applications of Theorem 3.2. Before stating the main results we introduce the following notation in addition to (3.2):

(3.14)
$$a_j=A\psi _j^2,d_j^{}=D_{}\psi _j,\psi _j,,d_j^+=iD_+\psi _j,\psi _j$$

(recall that $`A=[H_1,H_2;G_1^{}]`$, $`D_\pm =\{A^{},A;G_1^{}\}_\pm `$). It is easy to check that $`d_j^\pm `$ are in fact real numbers.

###### Corollary 3.5.

Under conditions of Theorem 3.2, for any fixed $`j`$,

(3.15)
$$\mathrm{dist}(\mu _j,\mathrm{spec}H_1)\frac{2a_j}{\sqrt{(d_j^{})^2+(d_j^+)^2}}.$$

Moreover,

(3.16)
$$\underset{k}{\mathrm{min}}|\mathrm{Re}\mu _j\lambda _k|\underset{k}{\mathrm{min}}\frac{|\mu _j\lambda _k|^2}{|\mathrm{Re}\mu _j\lambda _k|}\frac{2a_j}{|d_j^{}|}$$

and

(3.17)
$$|\mathrm{Im}\mu _j|\underset{k}{\mathrm{min}}\frac{|\mu _j\lambda _k|^2}{|\mathrm{Im}\mu _j|}\frac{2a_j}{|d_j^+|}.$$

###### Proof.

Subtracting identity (3.11) from (3.12), taking the absolute value, and using the triangle inequality and (3.14), we get

$$\underset{k}{}\frac{1}{|\lambda _k\mu _j|}|A\psi _j,\varphi _k|^2\frac{1}{2}|d_j^{}+id_j^+|.$$

The left-hand side of this inequality is estimated from above by

$$\begin{array}{cc}\hfill \underset{k}{\mathrm{max}}\frac{1}{|\lambda _k\mu _j|}\underset{k}{}|A\psi _j,\varphi _k|^2& =\frac{1}{\underset{k}{\mathrm{min}}|\mu _j\lambda _k|}A\psi _j^2\hfill \\ & =\frac{1}{\mathrm{dist}(\mu _j,\mathrm{spec}H_1)}a_j,\hfill \end{array}$$

which implies (3.15). The estimates (3.16) and (3.17) are obtained by applying exactly the same procedure to (3.11) and (3.12) separately. ∎

## 4 Examples

###### Example 4.1.

Second order operator with variable coefficients, Dirichlet problem. Let $`_k=/x_k`$, and let $`H=_{k,l=1}^n_ka_{kl}(x)_l`$ be a positive elliptic operator with Dirichlet boundary conditions in $`\mathrm{\Omega }^n`$ ($`A=\{a_{jk}\}`$ is positive). Let $`G`$ be an operator of multiplication by a function $`f`$. Then

$$[H,G]u=(Hf)u2\underset{k,l=1}{\overset{n}{}}(_kf)a_{kl}(x)(_lu),$$

and

$$[[H,G],G]=2\underset{k,l=1}{\overset{n}{}}(_kf)a_{kl}(x)(_lf).$$

Therefore, Corollary 2.7 implies:

(4.1)
$$\lambda _{m+1}\lambda _m\frac{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\left((Hf)\varphi _j2{\displaystyle \underset{k,l=1}{\overset{n}{}}}(_kf)a_{kl}(x)(_l\varphi _j)\right)^2}{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}{\displaystyle \underset{k,l=1}{\overset{n}{}}}(_kf)a_{kl}(x)(_lf)\varphi _j^2}$$

Now, each choice of $`f`$ in (4.1) will produce an inequality for the spectral gap. For example, we can choose $`f=x_i`$. Then (4.1) will have the following form:

(4.2)
$$\lambda _{m+1}\lambda _m\frac{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\left({\displaystyle \underset{l=1}{\overset{n}{}}}(_la_{li}(x))\varphi _j+2{\displaystyle \underset{l=1}{\overset{n}{}}}a_{il}(x)(_l\varphi _j)\right)^2}{{\displaystyle _\mathrm{\Omega }}a_{ii}(x){\displaystyle \underset{j=1}{\overset{m}{}}}\varphi _j^2}.$$

Since (4.2) is valid for all $`i`$, we have:

(4.3)
$$\begin{array}{cc}\hfill \lambda _{m+1}\lambda _m& \frac{{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\left({\displaystyle \underset{l=1}{\overset{n}{}}}(_la_{li}(x))\varphi _j+2{\displaystyle \underset{l=1}{\overset{n}{}}}a_{il}(x)(_l\varphi _j)\right)^2}{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\mathrm{Tr}(A(x))\varphi _j^2}\hfill \\ & \frac{p{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\left({\displaystyle \underset{l=1}{\overset{n}{}}}(_la_{li}(x))\right)^2\varphi _j^2}{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\mathrm{Tr}(A(x))\varphi _j^2}\hfill \\ & +\frac{4q{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\left({\displaystyle \underset{l=1}{\overset{n}{}}}a_{il}(x)(_l\varphi _j)\right)^2}{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle _\mathrm{\Omega }}\mathrm{Tr}(A(x))\varphi _j^2},\hfill \end{array}$$

where $`p`$ and $`q`$ are arbitrary positive numbers greater than one such that $`(p1)(q1)=1`$. The first term in the right-hand side of (4.3) can be estimated by

(4.4)
$$\underset{x\mathrm{\Omega }}{sup}\frac{p{\displaystyle \underset{i=1}{\overset{n}{}}}\left({\displaystyle \underset{l=1}{\overset{n}{}}}(_la_{li}(x))\right)^2}{m\mathrm{Tr}(A(x))}.$$

The second term is not greater than

(4.5)
$$\frac{4q({\displaystyle \underset{j=1}{\overset{m}{}}}\lambda _j)\underset{x\mathrm{\Omega }}{sup}(\text{maximal eigenvalue of }A(x))}{m\underset{x\mathrm{\Omega }}{inf}\mathrm{Tr}(A(x))}.$$

This gives the inequality for the spectral gap:

(4.6)
$$\begin{array}{cc}\hfill \lambda _{m+1}\lambda _m& \underset{x\mathrm{\Omega }}{sup}\frac{p{\displaystyle \underset{i=1}{\overset{n}{}}}\left({\displaystyle \underset{l=1}{\overset{n}{}}}(_la_{li}(x))\right)^2}{m\mathrm{Tr}(A(x))}\hfill \\ & +\frac{4q\left({\displaystyle \underset{j=1}{\overset{m}{}}}\lambda _j\right)\underset{x\mathrm{\Omega }}{sup}(\text{maximal eigenvalue of }A(x))}{m\underset{x\mathrm{\Omega }}{inf}\mathrm{Tr}(A(x))}\hfill \end{array}$$

in terms of the previous eigenvalues and properties of the coefficients of the operator but not the geometric characteristics of the domain.

###### Example 4.2.

Dirichlet Laplacian. Let now $`H=\mathrm{\Delta }`$ acting in the bounded domain $`\mathrm{\Omega }^n`$ with Dirichlet boundary conditions. Then in (4.6) we can let $`p\mathrm{}`$ (and so $`q1`$) and get (PPW) inequality (in the same way as in \[HaSt\]):

(4.7)
$$\lambda _{m+1}\lambda _m\frac{4}{mn}\underset{j=1}{\overset{m}{}}\lambda _j.$$

If one uses Corollary 2.8 instead, one gets the following inequality (in the same way as in \[HaSt\]) for all $`z(\lambda _m,\lambda _{m+1}]`$:

(4.8)
$$\frac{4}{n}\underset{j=1}{\overset{m}{}}(z\lambda _j)\lambda _j\underset{j=1}{\overset{m}{}}(z\lambda _j)^2.$$

If $`z=\lambda _{m+1}`$, (4.8) becomes (HCY-1).

Now let us look once again at our main identity when $`H`$ is the Dirichlet Laplacian and $`G`$ is the operator of multiplication by $`x_l`$ ($`l=1,\mathrm{},n`$):

(4.9)
$$\underset{k=1}{\overset{\mathrm{}}{}}\frac{w_{m,k,l}^2}{\lambda _k\lambda _m}=\frac{1}{4},$$

where

(4.10)
$$w_{m,k,l}:=_\mathrm{\Omega }\frac{\varphi _m}{x_l}\varphi _k.$$

Using Gaussian elimination, one can find the orthogonal coordinate system $`x_1,\mathrm{},x_n`$ such that

(4.11)
$$\begin{array}{cc}\hfill w_{m,m+1,1}& =w_{m,m+1,2}=\mathrm{}=w_{m,m+1,n1}=w_{m,m+2,1}=\mathrm{}\hfill \\ & =w_{m,m+2,n2}=\mathrm{}=w_{m,m+n1,1}=0.\hfill \end{array}$$

Let us now make the obvious estimate of the left-hand side of (4.9):

(4.12)
$$\frac{1}{\lambda _{m+l}\lambda _m}_\mathrm{\Omega }\left(\frac{\varphi _m}{x_l}\right)^2\underset{k=1}{\overset{\mathrm{}}{}}\frac{w_{m,k,l}^2}{\lambda _k\lambda _m}=\frac{1}{4},$$

or

(4.13)
$$\lambda _{m+l}\lambda _m4_\mathrm{\Omega }\left(\frac{\varphi _m}{x_l}\right)^2.$$

Summing these inequalities over all $`l=1,\mathrm{},n`$ gives

(4.14)
$$\underset{l=1}{\overset{n}{}}\lambda _{m+l}(4+n)\lambda _m.$$

As far as we know, this estimate is new for $`m>1`$ (for a discussion of the case $`m=1`$ see \[Ash, Section 3.2\]).

###### Example 4.3.

Neumann Laplacian. The case of the Neumann conditions is much more difficult than the Dirichlet ones because now if we take $`G`$ to be a multiplication by a function $`g`$, we have to make sure that $`g`$ satisfies Neumann conditions on the boundary. Therefore, we cannot get any eigenvalue estimates without the preliminary knowledge of the geometry of $`\mathrm{\Omega }^n`$. We combine the ideas of \[HaMi1\] and \[ChGrYa\] to get some improvement on the estimate of \[HaMi1\].

Suppose, for example, that that we can insert $`q`$ balls $`B_p=B(x_p,r_p)`$ ($`p=1,\mathrm{},q`$) of radii $`r_1r_2\mathrm{}r_q`$ inside $`\mathrm{\Omega }`$ such that these balls do not intersect each other. Let $`R(x)`$ be the second radial eigenfunction of the Neumann Laplacian in a unit ball $`B(0,1)`$ normalized in such a way that it is equal to $`1`$ on the boundary of the ball. Then the function

(4.15)
$$g(x):=\{\begin{array}{cc}R(r_p^1(xx_p)),\hfill & xB_p\hfill \\ 1,\hfill & \text{otherwise}\hfill \end{array}$$

satisfies Neumann conditions on $`\mathrm{\Omega }`$. Therefore, if we take $`G`$ to be multiplication by $`g`$ and $`H`$ to be Neumann Laplacian on $`\mathrm{\Omega }`$, they satisfy conditions of 2.2. Therefore, corollary 2.7 implies (by $`C_1,C_2,\mathrm{}`$ we denote different constants depending only on $`n`$)

(4.16)
$$\begin{array}{c}\lambda _{m+1}\lambda _m\hfill \\ \hfill \frac{C_1{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \underset{p=1}{\overset{q}{}}}r_p^4{\displaystyle _{B_p}}\varphi _j^2R_p^2+C_2{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \underset{p=1}{\overset{q}{}}}{\displaystyle _{B_p}}|\varphi _j|^2|R_p|^2}{{\displaystyle \underset{j=1}{\overset{m}{}}}{\displaystyle \underset{p=1}{\overset{q}{}}}{\displaystyle _{B_p}}\varphi _j^2|R_p|^2}.\end{array}$$

The denominator in the right-hand side of (4.16) can be estimated from the below by noticing that $`\varphi _1\frac{1}{|\mathrm{\Omega }|}`$. Therefore,

(4.17)
$$\lambda _{m+1}\lambda _m\frac{C_3|\mathrm{\Omega }|}{{\displaystyle \underset{p=1}{\overset{q}{}}}r_p^{2+n}}\left(\underset{p=1}{\overset{q}{}}r_p^4+r_q^2\underset{j=1}{\overset{m}{}}\lambda _j\right).$$

Assuming that all the radii $`r_j`$ are the same, we get

(4.18)
$$\lambda _{m+1}\lambda _mC_4|\mathrm{\Omega }|r_q^n\left(r_q^2+\frac{1}{q}\underset{j=1}{\overset{m}{}}\lambda _j\right).$$

###### Example 4.4.

Elasticity. Here we mostly follow the lines of \[Ho2\] (though the final result is slightly different); for convenience we use the same notation. We consider the spectral problem for the operator of linear elasticity,

(4.19)
$$H𝐮=\mathrm{\Delta }𝐮\alpha \text{grad}\mathrm{div}𝐮$$

on a compact domain $`\mathrm{\Omega }^n`$ with smooth boundary, with Dirichlet boundary conditions $`𝐮|_\mathrm{\Omega }=\mathrm{𝟎}`$. Here $`𝐮=(u_1,\mathrm{},u_n)`$ is an $`n`$-dimensional vector-function of $`𝐱=(x_1,\mathrm{},x_n)\mathrm{\Omega }`$, and $`\alpha >0`$ is a fixed parameter. Denote the eigenvalues of (4.19) by $`\mathrm{\Lambda }_1\mathrm{\Lambda }_2\mathrm{}\mathrm{\Lambda }_j\mathrm{}`$, and corresponding eigenvectors $`𝐮_j`$.

We denote $`L=\mathrm{\Delta }`$, $`M=\text{grad}\mathrm{div}`$, so that $`H=L+\alpha M`$, and consider the operators $`G_l`$ of multiplication by $`x_l`$, $`l=1,\mathrm{},n`$. Then, by \[Ho2, Lemmas 4, 5\], we have

$$[L,G_l]=2S_l,[M,G_l]=R_l,$$

where $`S_l𝐮=\frac{𝐮}{x_l}`$, $`R_l𝐮=(\mathrm{div}𝐮)\text{grad}x_l+\text{grad}u_l`$. Also,

$$\underset{l=1}{\overset{n}{}}[R_l,G_l]𝐮=2𝐮,\underset{l=1}{\overset{n}{}}[S_l,G_l]𝐮=n𝐮.$$

Applying the identity (2.2) of Theorem 2.2 with $`G=G_l`$ and summing over $`l=1\mathrm{}n`$, we obtain

$$\underset{k}{}\frac{_{l=1}^n|(2S_l+\alpha R_l)𝐮_j,𝐮_k|^2}{\mathrm{\Lambda }_k\mathrm{\Lambda }_j}=(n+\alpha ).$$

Corollary 2.7 now implies the estimate

(4.20)
$$\mathrm{\Lambda }_{m+1}\mathrm{\Lambda }_m\frac{1}{m(n+\alpha )}\underset{j=1}{\overset{m}{}}\underset{l=1}{\overset{n}{}}(2S_l+\alpha R_l)𝐮_j^2.$$

To estimate the right-hand side of (4.20), we need the following

###### Lemma 4.5.

If $`𝐮=\mathrm{𝟎}`$ on $`\mathrm{\Omega }`$, then

(4.21)
$$\text{grad}\mathrm{div}𝐮,𝐮=\mathrm{div}𝐮^2,$$

(4.22)
$$\underset{l=1}{\overset{n}{}}R_l𝐮^2=(n+2)\text{grad}\mathrm{div}𝐮,𝐮+\mathrm{\Delta }𝐮,𝐮,$$

(4.23)
$$\underset{l=1}{\overset{n}{}}S_l𝐮^2=\mathrm{\Delta }𝐮,𝐮,$$

(4.24)
$$\underset{l=1}{\overset{n}{}}S_l𝐮,R_l𝐮=2\text{grad}\mathrm{div}𝐮,𝐮.$$

###### Proof of Lemma 4.5.

The equalities (4.21)–(4.23) are proved in \[Ho2\]; it remains only to prove (4.24).

Using the definitions of $`R_l`$, $`S_l`$, and integrating by parts, we have

$$\begin{array}{cc}\hfill \underset{l=1}{\overset{n}{}}S_l𝐮,R_l𝐮& =\underset{l=1}{\overset{n}{}}_\mathrm{\Omega }\left(\frac{𝐮}{x_l}\right)\left((\mathrm{div}𝐮)\text{grad}x_l+\text{grad}u_l\right)\hfill \\ & =\underset{l=1}{\overset{n}{}}_\mathrm{\Omega }(\mathrm{div}𝐮)\frac{u_l}{x_l}+\underset{l=1}{\overset{n}{}}\underset{k=1}{\overset{n}{}}_\mathrm{\Omega }\frac{u_l}{x_k}\frac{u_k}{x_l}\hfill \\ & =_\mathrm{\Omega }(\mathrm{div}𝐮)^2_\mathrm{\Omega }(𝐮\text{grad}\mathrm{div}𝐮)\hfill \\ & =2\text{grad}\mathrm{div}𝐮,𝐮.\hfill \end{array}$$

Applying now Lemma 4.5 to the right-hand side of (4.20), we have

$$\begin{array}{cc}\hfill \mathrm{\Lambda }_{m+1}\mathrm{\Lambda }_m& \frac{1}{m(n+\alpha )}\underset{j=1}{\overset{m}{}}\left(4S_l𝐮_j^2+\alpha ^2R_l𝐮_j^2+4\alpha S_l𝐮_j,R_l𝐮_j\right)\hfill \\ & =\frac{1}{m(n+\alpha )}\underset{j=1}{\overset{m}{}}((4+\alpha ^2)\mathrm{\Delta }𝐮_j,𝐮_j\hfill \\ & +((n+2)\alpha ^2+8\alpha )\text{grad}\mathrm{div}𝐮_j,𝐮_j)\hfill \\ \hfill \frac{1}{m(n+\alpha )}& \underset{j=1}{\overset{m}{}}\mathrm{max}(4+\alpha ^2,(n+2)\alpha +8)\mathrm{\Delta }𝐮_j\alpha \text{grad}\mathrm{div}𝐮_j,𝐮_j\hfill \\ & =\frac{1}{m(n+\alpha )}\mathrm{max}(4+\alpha ^2,(n+2)\alpha +8)\underset{j=1}{\overset{m}{}}\mathrm{\Lambda }_j.\hfill \end{array}$$

###### Example 4.6.

Two Schrödinger operators. Here we consider a simple example illustrating the results on pairs of operators. Let $`H_1`$ be a Schrödinger operator $`{\displaystyle \frac{d^2}{dx^2}}+V_1(x)`$ with Neumann boundary conditions on a finite interval $`I`$ and $`H_2`$ be a Schrödinger operator $`{\displaystyle \frac{d^2}{dx^2}}+V_2(x)`$ with Dirichlet boundary conditions on the same interval; we assume that both potentials are sufficiently smooth and that $`V_1`$ (but not necessarily $`V_2`$) is real-valued.

We choose $`G=G^{}=G_1=G_2=i\frac{d}{dx}`$. It easy to check that for an eigenfunction $`\psi `$ of $`H_2`$ corresponding to an eigenvalue $`\mu `$ we have

$$(\frac{d}{dx})G\psi |_I=i\frac{d^2}{dx^2}\psi |_I=i(\mu V_2)\psi |_I=0.$$

Thus, $`G\psi D_{H_1}`$, and the commutators appearing in Theorem 3.2 are correctly defined.

Elementary computations then produce

$$A=[H_1,H_2,G]=(V_1V_2)i\frac{d}{dx}iV_2^{},A^{}=(V_1\overline{V_2})+iV_1^{},$$

and, further on,

(4.25) $`D_+`$ $`=A^{}G+GA=(2i\mathrm{Im}V_2){\displaystyle \frac{d^2}{dx^2}}+2V_2^{}{\displaystyle \frac{d}{dx}}+V_2^{\prime \prime },`$
(4.26) $`D_{}`$ $`=A^{}GGA=2(V_1\mathrm{Re}V_2){\displaystyle \frac{d^2}{dx^2}}+2(V_1^{}V_2^{}){\displaystyle \frac{d}{dx}}V_2^{\prime \prime }.`$
Substituting this expressions into (3.11) and (3.12), we obtain the trace identities,

(4.27)
$$\begin{array}{c}\underset{k}{}\frac{\lambda _k\mathrm{Re}\mu _j}{|\lambda _k\mu _j|^2}|((V_1V_2)i\frac{d}{dx}iV_2^{})\psi _j,\varphi _k|^2\hfill \\ \hfill =\frac{1}{2}((2i\mathrm{Im}V_2)\frac{d^2}{dx^2}+2V_2^{}\frac{d}{dx}+V_2^{\prime \prime })\psi _j,\psi _j,\end{array}$$

(4.28)
$$\begin{array}{c}i\underset{k}{}\frac{\mathrm{Im}\mu _j}{|\lambda _k\mu _j|^2}|((V_1V_2)i\frac{d}{dx}iV_2^{})\psi _j,\varphi _k|^2\hfill \\ \hfill =\frac{1}{2}(2(V_1\mathrm{Re}V_2)\frac{d^2}{dx^2}+2(V_1^{}V_2^{})\frac{d}{dx}V_2^{\prime \prime })\psi _j,\psi _j.\end{array}$$

Also, the estimates (3.15)–(3.17) hold.

As usual, obtaining “practical” information about eigenvalues and eigenvalue gaps from (3.15)–(3.17) requires constructing effective estimates from above for

$$a_j=A\psi _j^2=((V_1V_2)i\frac{d}{dx}iV_2^{})\psi _j^2,$$

and from below for

$$d_j^+=iD_+\psi _j,\psi _j=i((2i\mathrm{Im}V_2)\frac{d^2}{dx^2}+2V_2^{}\frac{d}{dx}+V_2^{\prime \prime })\psi _j,\psi _j$$

and

$$d_j^{}=D_{}\psi _j,\psi _j=(2(V_1\mathrm{Re}V_2)\frac{d^2}{dx^2}+2(V_1^{}V_2^{})\frac{d}{dx}V_2^{\prime \prime })\psi _j,\psi _j.$$

Estimating $`a_j`$ is easy:

$$|a_j|V_1V_2_1^2\lambda _j^2+V_2^{}_1^2,$$

where $`_1`$ stands for the $`L_1`$ norm on the interval.

The estimation of $`d_j^\pm `$ doesn’t seem to be possible in general, without additional assumptions on potentials $`V_1`$ and $`V_2`$. Therefore, we shall consider a simple particular case of $`V_1=V_2=V`$, assuming additionally that $`V^{\prime \prime }c>0`$ uniformly on $`I`$. Then we have

$$a_j=V^{}\psi _j^2V^{}_1^2,$$

$$d_j^+=i(2V^{}\frac{d}{dx}+V^{\prime \prime })\psi _j,\psi _j=_I(V^{}\psi _j^2)^{}=0$$

(as could be expected for a self-adjoint $`H_2`$), and

$$d_j^{}=V^{\prime \prime }\psi _j,\psi _j\sqrt{c}=\underset{I}{\mathrm{min}}\sqrt{V^{\prime \prime }}.$$

Then, by Corollary 3.5 we have

$$\underset{k}{\mathrm{min}}|\mu _j\lambda _k|\frac{V^{}_1^2}{\underset{I}{\mathrm{min}}\sqrt{V^{\prime \prime }}}.$$


text:
# Optomechanical scheme for the detection of weak impulsive forces

## Abstract

We show that a cooling scheme and an appropriate quantum nonstationary strategy can be used to improve the signal to noise ratio for the optomechanical detection of weak impulsive forces.

PACS number(s): 03.65.Bz, 05.40.Jc, 04.80.Nn

A mechanical oscillator coupled to an optical mode by the radiation pressure provides a sensitive device able to detect very weak forces. Relevant examples are interferometers for the detection of gravitational waves  and atomic force microscopes . Up to now, the major limitation to the implementation of sensitive optical measurements is given by thermal noise . It has been proposed in Ref.  to reduce thermal noise by means of a feedback loop based on homodyning the light reflected by the oscillator, playing the role of a cavity mirror. The proposed scheme is a sort of continuous version of the stochastic cooling technique used in accelerators , because the homodyne measurement provides a continuous monitoring of the oscillator’s position, and the feedback continuously “kicks” the mirror in order to put it in its equilibrium position. This proposal has been experimentally realized in Ref. , using the “cold damping” technique , which is physically analogous to that proposed in Ref.  and which amounts to applying a viscous feedback force to the oscillating mirror.

Both the “stochastic cooling” scheme of Ref.  and the cold damping scheme of Ref.  cool the mirror by overdamping it, thereby strongly decreasing its mechanical susceptibility at resonance. As a consequence, the oscillator does not resonantly respond to the thermal noise, yielding in this way an almost complete suppression of the resonance peak in the noise power spectrum, which is equivalent to cooling. However, the two feedback schemes cannot be directly applied to improve the detection of weak forces. In fact the strong reduction of the mechanical susceptibility at resonance means that the mirror does not respond not only to the noise but also to the signal, and we shall see that the signal to noise ratio (SNR) of the device in stationary conditions is actually never improved. Despite that, here we show how it is possible to design a nonstationary strategy able to significantly increase the SNR for the detection of impulsive classical forces acting on the oscillator. This may be of crucial importance in the field of metrology , as well as for the detection of gravitational waves . We use a quantum treatment, allowing us to show why a classical approach provides an incomplete description of the optomechanical scheme.

Let us consider a simplified system with a single mechanical mode, representing the movable mirror (with mass $`m`$ and frequency $`\omega _m`$) of a coherently driven optical cavity. The optomechanical coupling between the mirror and the cavity field is realized by the radiation pressure. In the adiabatic limit in which the mirror frequency is much smaller than the cavity free spectral range $`c/2L`$ ($`L`$ is the cavity length) , one can focus on one cavity mode only (with annihilation operator $`b`$, frequency $`\omega _c`$ and cavity decay rate $`\gamma _c`$) because photon scattering into other modes can be neglected. This adiabatic regime implies $`\omega _m\omega _c`$, and therefore the generation of photons due to the Casimir effect, retardation and Doppler effects are completely negligible. The cavity mode is driven by a laser field with input power $`\mathrm{}`$ and frequency $`\omega _0\omega _c`$. The dynamics of the system can be described by the following set of coupled quantum Langevin equations (QLEs) (in the interaction picture with respect to $`\mathrm{}\omega _0b^{}b`$)

$`\dot{Q}(t)`$ $`=`$ $`\omega _mP(t),`$ (2)
$`\dot{P}(t)`$ $`=`$ $`\omega _mQ(t)\gamma _mP(t)+Gb^{}(t)b(t)`$ (3)
$`+`$ $`𝒲(t)+f(t),`$ (4)
$`\dot{b}(t)`$ $`=`$ $`\left(i\omega _c+i\omega _0{\displaystyle \frac{\gamma _c}{2}}\right)b(t)+2iGQ(t)b(t)`$ (5)
$`+`$ $`E+\sqrt{\gamma _c}b_{in}(t),`$ (6)
where $`Q`$ and $`P`$ are the dimensionless position and momentum operator of the movable mirror, $`\gamma _m`$ is the mechanical damping rate, $`G=(\omega _c/L)\sqrt{\mathrm{}/2m\omega _m}`$ is the coupling constant, $`f(t)`$ is the classical force to be detected, and $`E=\sqrt{\mathrm{}\gamma _c/\mathrm{}\omega _0}`$. The noise terms in the QLEs are given by the usual input noise operator $`b_{in}(t)`$ , associated with the vacuum fluctuations of the continuum of electromagnetic modes outside the cavity, and by the random force $`𝒲(t)`$ describing the Brownian motion of the mirror caused by the coupling with other internal and external modes at the equilibrium temperature $`T`$. The optical input noise correlation function is $`b_{in}(t)b_{in}^{}(t^{})=\delta (tt^{})`$ , while that of the quantum Langevin force $`𝒲(t)`$ is given by  $`𝒲(t)𝒲(t^{})=\left(\gamma _m/2\pi \omega _m\right)\left[_r(tt^{})i_i(tt^{})\right]`$ where $`_r(t)=_0^\varpi 𝑑\omega \omega \mathrm{cos}(\omega t)\mathrm{coth}\left(\mathrm{}\omega /2k_BT\right)`$, $`_i(t)=_0^\varpi 𝑑\omega \omega \mathrm{sin}(\omega t)`$ with $`\varpi `$ the frequency cutoff of the reservoir spectrum. The QLEs (Optomechanical scheme for the detection of weak impulsive forces), supplemented with the above correlation functions, provide an exact description of the system dynamics, valid at all temperatures .

In standard interferometric applications, the driving field is very intense. Under this condition the system is characterized by a semiclassical steady state with the internal cavity mode in a coherent state $`|\beta `$, and a new equilibrium position for the mirror, displaced by $`G|\beta |^2/\omega _m`$. Then the dynamics is well described by linearizing the QLEs (Optomechanical scheme for the detection of weak impulsive forces) around the steady state, and if we rename with $`Q(t)`$ and $`b(t)`$ the operators describing the quantum fluctuations around the classical steady state, one gets

$`\dot{Q}(t)`$ $`=`$ $`\omega _mP(t),`$ (8)
$`\dot{P}(t)`$ $`=`$ $`\omega _mQ(t)\gamma _mP(t)+G\beta \left[b(t)+b^{}(t)\right]`$ (9)
$`+`$ $`𝒲(t)+f(t),`$ (10)
$`\dot{b}(t)`$ $`=`$ $`\left({\displaystyle \frac{\gamma _c}{2}}i\mathrm{\Delta }\right)b(t)+2iG\beta Q(t)+\sqrt{\gamma _c}b_{in}(t),`$ (11)
where we have chosen the phase of the cavity mode field so that $`\beta `$ is real and $`\mathrm{\Delta }=\omega _c\omega _0G^2\beta ^2/\omega _m`$ is the cavity mode detuning. We shall consider from now on $`\mathrm{\Delta }=0`$, which can always be achieved by appropriately adjusting $`\omega _0`$. In this case the dynamics becomes simpler, because only the phase quadrature $`Y(t)=i\left[b^{}(t)b(t)\right]/2`$ is affected by the mirror position fluctuations $`Q(t)`$, while the amplitude field quadrature $`X(t)=[b(t)+b^{}(t)]/2`$ is not. The large cavity bandwidth limit $`\gamma _cG\beta `$ is commonly considered, and in this case the cavity mode dynamics adiabatically follows that of the mirror position and it can be eliminated, i.e.,

$$Y(t)\frac{4G\beta }{\gamma _c}Q(t)+\frac{Y_{in}(t)}{\sqrt{\gamma _c}},$$
(12)
where $`Y_{in}(t)=i\left[b_{in}^{}(t)b_{in}(t)\right]`$. In this limit, the movable mirror can be used as a ponderomotive meter to detect a weak force $`f(t)`$ acting on it , which will be proportional to the displacement from the equilibrium position $`Q(t)`$. The measured quantity is the output homodyne photocurrent, $`Y_{out}(t)=2\sqrt{\gamma _c}\eta Y(t)\sqrt{\eta }Y_{in}^\eta (t)`$ , where $`\eta `$ is the detection efficiency, and $`Y_{in}^\eta (t)`$ is a generalized input noise, coinciding with the input noise $`Y_{in}(t)`$ in the case of perfect detection $`\eta =1`$, and taking into account the additional noise due to the inefficient detection in the general case $`\eta <1`$ . This generalized input noise can be written as $`Y_{in}^\eta (t)=i\left[b_\eta ^{}(t)b_\eta (t)\right]`$, with $`b_\eta (t)b_\eta ^{}(t^{})=\delta (tt^{})`$, and it is correlated with the input noise $`b_{in}(t)`$ according to $`b_{in}(t)b_\eta ^{}(t^{})=b_\eta (t)b_{in}^{}(t^{})=\sqrt{\eta }\delta (tt^{})`$ .

The output of the homodyne measurement may be used to devise a phase-sensitive feedback loop to control the dynamics of the mirror. The effect of the feedback loop has been described using quantum trajectory theory  and the master equation formalism in Ref. , and a classical description neglecting all quantum fluctuations in Ref. . Here we shall use a more general description of feedback based on QLEs for Heisenberg operators, first developed in Ref.  and generalized to the non-ideal detection case in Ref. . In particular we shall give the first quantum description of the cold damping scheme . The adoption of a fully quantum treatment is justified by the fact that, as we shall see, in the presence of feedback the radiation quantum noise has important effects, especially at low temperatures.

In the proposal of Ref. , feedback induces position shifts controlled by the output homodyne photocurrent $`Y_{out}(t)`$. This is described by an additional term in the QLE for a generic operator $`𝒪(t)`$ given by

$$\dot{𝒪}_{fb}(t)=i\frac{\sqrt{\gamma _c}}{\eta }Y_{out}(t\tau )[g_{sc}P(t),𝒪(t)],$$
(13)
where $`\tau `$ is the feedback loop delay time, and $`g_{sc}`$ is the feedback gain. The feedback delay time is always much smaller than the typical timescale of the mirror dynamics and it can be neglected. After the adiabatic elimination of the cavity mode, the mirror QLEs become

$`\dot{Q}(t)`$ $`=`$ $`\omega _mP(t)+4G\beta g_{sc}Q(t)`$ (15)
$``$ $`{\displaystyle \frac{g_{sc}}{2}}\sqrt{{\displaystyle \frac{\gamma _c}{\eta }}}Y_{in}^\eta (t)+g_{sc}\sqrt{\gamma _c}Y_{in}(t),`$ (16)
$`\dot{P}(t)`$ $`=`$ $`\omega _mQ(t)\gamma _mP(t)+{\displaystyle \frac{2G\beta }{\sqrt{\gamma _c}}}X_{in}(t)`$ (17)
$`+`$ $`𝒲(t)+f(t),`$ (18)
where $`X_{in}(t)=b_{in}^{}(t)+b_{in}(t)`$.

In the cold damping scheme of Ref.  feedback is provided by the radiation pressure of another laser beam intensity-modulated by the time derivative of the output homodyne photocurrent, and therefore one has the additional term in the mirror QLEs

$$\dot{𝒪}_{fb}(t)=\frac{i}{\eta \sqrt{\gamma _c}}\frac{dY_{out}(t\tau )}{dt}[g_{cd}Q(t),𝒪(t)].$$
(19)
Again, in the zero delay limit $`\tau =0`$, and adiabatically eliminating the cavity mode, one has

$`\dot{Q}(t)`$ $`=`$ $`\omega _mP(t)`$ (21)
$`\dot{P}(t)`$ $`=`$ $`\omega _mQ(t)\gamma _mP(t)+{\displaystyle \frac{2G\beta }{\sqrt{\gamma _c}}}X_{in}(t)+𝒲(t)+f(t)`$ (22)
$``$ $`{\displaystyle \frac{4G\beta g_{cd}}{\gamma _c}}\dot{Q}(t){\displaystyle \frac{g_{cd}}{\sqrt{\gamma _c}}}\dot{Y}_{in}(t)+{\displaystyle \frac{g_{cd}}{2\sqrt{\gamma _c\eta }}}\dot{Y}_{in}^\eta (t).`$ (23)
We have introduced the new input noise $`\dot{Y}_{in}(t)`$, with the correlation function $`\dot{Y}_{in}(t)\dot{Y}_{in}(t^{})=\ddot{\delta }(tt^{})`$, and the same holds for the associated generalized input noise $`\dot{Y}_{in}^\eta (t)`$.

The two sets of equations (13) and (19) show that the two feedback schemes are not exactly equivalent. However it is possible to see that they have very similar physical effects on the mirror dynamics considering, for example, the Fourier transform of the mechanical susceptibility in the two cases, that is, $`\chi _{sc}(\omega )=\omega _m/\left[\omega _m^2+g_1\gamma _m\omega ^2+i\omega \left(\gamma _m+g_1\right)\right]`$ in the “stochastic cooling” feedback scheme of Ref.  ($`g_1=4G\beta g_{sc}`$), and $`\chi _{cd}(\omega )=\omega _m/\left[\omega _m^2\omega ^2+i\omega \left(\gamma _m+g_2\right)\right]`$ in the cold damping feedback scheme of Ref.  ($`g_2=4G\beta g_{cd}\omega _m/\gamma _c`$). These expressions show that in both schemes the main effect of feedback is the modification of mechanical damping $`\gamma _m\gamma _m+g_i`$. In the stochastic cooling scheme one has also a frequency renormalization $`\omega _m^2\omega _m^2+g_1\gamma _m`$, which is however usually negligible since $`\gamma _m\omega _m`$. If the gains $`g_i`$ are appropriately chosen, one has a significant increase of damping and this increase is at the basis of the cooling mechanism proposed in Ref.  and realized in Ref. . In fact, the mechanical susceptibility at resonance is inversely proportional to the damping coefficient and, in the presence of feedback, the oscillator becomes much less sensitive to the thermal noise, yielding a complete suppression of the resonance peak in the noise power spectrum.

The classical treatment of Ref.  (see also ) is equivalent to replace the QLEs (13) and (19) with classical stochastic equations in which the back action noise $`2G\beta X_{in}(t)/\sqrt{\gamma _c}`$ and the feedback-induced noise terms proportional to $`Y_{in}(t)`$, $`Y_{in}^\eta (t)`$, $`\dot{Y}_{in}(t)`$ and $`\dot{Y}_{in}^\eta (t)`$ are neglected. As a consequence, within the classical approach, the only effect of feedback is damping renormalization $`\gamma _m\gamma _m+g_i`$, while the increase of noise for increasing feedback gain, due to the presence of the feedback-induced terms, is completely missed. This gives the wrong impression that, at least in principle, unlimited cooling can be achieved for increasing feedback gain. With a quantum treatment, the tradeoff between damping renormalization and feedback-induced noise leads to the existence of an optimal feedback gain, corresponding to the best achievable cooling. This limit on thermal noise suppression would be present even in the case of an ideal feedback loop with no electronic noise. It is a manifestation of quantum effects, showing the conceptual difference with a purely classical description of cooling.

When the classical force we want to detect is characterized by a characteristic frequency, say, $`f(t)=f_0\mathrm{exp}\left[(tt_1)^2/2\sigma ^2\right]\mathrm{cos}\left(\omega _ft\right)`$, spectral measurements are commonly performed and the detected signal is

$$S(\omega )=\left|_{\mathrm{}}^+\mathrm{}𝑑te^{i\omega t}Y_{out}(t)F_{T_m}(t)\right|,$$
(24)
where $`F_{T_m}(t)`$ is a “filter” function, approximately equal to one in the time interval $`[0,T_m]`$ in which the spectral measurement is performed, and equal to zero otherwise. Using Eq. (12) and the input-output relation, the signal can be rewritten as

$$S(\omega )=\frac{8G\beta \eta }{2\pi \sqrt{\gamma _c}}\left|_{\mathrm{}}^+\mathrm{}𝑑\omega ^{}\chi (\omega ^{})\stackrel{~}{f}(\omega ^{})\stackrel{~}{F}_{T_m}(\omega \omega ^{})\right|,$$
(25)
where $`\stackrel{~}{f}(\omega )`$ and $`\stackrel{~}{F}_{T_m}(\omega )`$ are the Fourier transforms of the force and of the filter function, respectively, and $`\chi (\omega )`$ is equal to $`\chi _{sc}(\omega )`$ or $`\chi _{cd}(\omega )`$, according to the feedback scheme considered. The noise associated with the measurement of the signal of Eq. (24) is given by

$`N(\omega )`$ $`=`$ $`\{{\displaystyle _{\mathrm{}}^+\mathrm{}}dtF_{T_m}(t){\displaystyle _{\mathrm{}}^+\mathrm{}}dt^{}F_{T_m}(t^{})e^{i\omega (tt^{})}`$ (27)
$`\times Y_{out}(t)Y_{out}(t^{})_{f=0}\}^{1/2},`$
where the subscript $`f=0`$ means evaluation in the absence of the external force. Using again Eq. (12) and the input noises correlation functions, the spectral noise can be rewritten as

$`N(\omega )=\{{\displaystyle \frac{(8G\beta \eta )^2}{\gamma _c}}{\displaystyle _{\mathrm{}}^+\mathrm{}}dtF_{T_m}(t){\displaystyle _{\mathrm{}}^+\mathrm{}}dt^{}F_{T_m}(t^{})`$ (28)
$`\times e^{i\omega (tt^{})}C(t,t^{})+\eta {\displaystyle _{\mathrm{}}^+\mathrm{}}dtF_{T_m}(t)^2\}^{1/2},`$ (29)
where $`C(t,t^{})=Q(t)Q(t^{})+Q(t^{})Q(t)/2`$ is the symmetrized correlation function of the oscillator position. Spectral measurements are usually performed in the stationary case, that is, using a measurement time $`T_m`$ much larger than the oscillator relaxation time, $`T_m1/\gamma _m`$. In this limit one has $`F_{T_m}(t)1`$, $`t`$, and the signal $`S(\omega )`$ simply becomes $`S(\omega )=8G\beta \eta \left|\chi (\omega )\stackrel{~}{f}(\omega )\right|/2\pi \sqrt{\gamma _c}`$. The oscillator in this case is relaxed to equilibrium and $`C(t,t^{})`$ in Eq. (29) is replaced by the stationary correlation function $`C(tt^{})`$. Defining the measurement time $`T_m`$ so that $`T_m=𝑑tF_{T_m}(t)^2`$, Eq. (29) assumes the usual form

$$N(\omega )=\left\{\left[\frac{(8G\beta \eta )^2}{\gamma _c}N_Q(\omega )+\eta \right]T_m\right\}^{1/2},$$
(30)
where $`N_Q(\omega )=𝑑te^{i\omega \tau }C(\tau )`$. In this stationary case, the SNR can be calculated for both feedback schemes, and one gets

$`{\displaystyle \frac{S(\omega )}{N(\omega )}}_{st}=|\stackrel{~}{f}(\omega )|\{T_m[{\displaystyle \frac{\gamma _m\omega }{2\omega _m}}\mathrm{coth}\left({\displaystyle \frac{\mathrm{}\omega }{2kT}}\right)+{\displaystyle \frac{4G^2\beta ^2}{\gamma _c}}`$ (31)
$`+{\displaystyle \frac{\gamma _c}{64G^2\beta ^2\eta }}({\displaystyle \frac{g_2^2\omega ^2}{\omega _m^2}}+{\displaystyle \frac{1}{\left|\chi _{cd}(\omega )\right|^2}})]\}^{1/2}`$ (32)
for the cold damping scheme, and a similar expression for the stochastic cooling scheme ($`g_2^2\omega ^2`$ is replaced by $`g_1^2(\omega ^2+\gamma _m^2)`$ and $`\chi _{cd}`$ by $`\chi _{sc}`$). In both cases, feedback does not improve this stationary SNR at any frequency, due to the $`g_i^2`$ term. This is not surprising because the effect of feedback is to decrease the mechanical susceptibility at resonance, so that the oscillator is less sensitive not only to the noise but also to the signal.

However, in the case of an impulsive force with a time duration $`\sigma 1/\gamma _m`$, the force spectrum could still be well reproduced even if a much smaller time $`T_m`$, such that $`\sigma T_m1/\gamma _m`$, is used. This corresponds to a nonstationary situation because the system is far from equilibrium during the whole measurement. In this case, the noise spectrum is very different from the stationary form of Eq. (30) and it is mostly determined by the initial state of the oscillator. It is therefore quite natural to devise a strategy in which the feedback cooling scheme is applied before the measurement, so that the state at the beginning of the measurement is just the cooled, equilibrium state in the presence of feedback, and turn off the feedback during the spectral measurement. In this way the noise remains small during the whole measurement because the heating time $`1/\gamma _m`$ is much larger than $`T_m`$, while at the same time the signal is not significantly suppressed because the mechanical susceptibility is just that in the absence of feedback. One expects that as long as the measurement time is sufficiently small, $`T_m1/\gamma _m`$, the SNR for the detection of the impulsive force (which has now to be evaluated using the most general expressions (25) and (29)) can be significantly increased by the above nonstationary strategy.

This scheme can be straightforwardly applied whenever the “arrival time” $`t_1`$ of the impulsive force is known: feedback has to be turned off just before the arrival of the force. However, the scheme can be easily adapted to the case of an impulsive force with an unknown arrival time, as it is the case of a gravitational wave passing through an interferometer. In this case it is convenient to repeat the process many times, i.e., subject the oscillator to cooling-heating cycles. In fact, cyclic cooling has been proposed, in a qualitative way, to cool the violin modes of a gravitational waves interferometer in . Feedback is turned off for a time $`T_m`$ during which the spectral measurement is performed and the oscillator starts heating up. Then feedback is turned on and the oscillator is cooled, and then the process is iterated. Cyclic cooling is efficient if the cooling time $`T_{cool}`$, which is of the order of $`(\gamma _m+g_i)^1`$, is much smaller than $`T_m`$. This is verified at sufficiently large gains and it has been experimentally proved in . In the impulsive force limit $`\sigma T_m`$, the performance of the scheme is well characterized by a time averaged SNR, i.e.,

$$\overline{SNR}(\omega )\frac{1}{T_m+T_{cool}}_0^{T_m}𝑑t_1\frac{S(\omega ,t_1)}{N(\omega )}.$$
(33)
This average SNR can be significantly improved by cyclic cooling, as it is shown in Fig. 1, where $`\overline{SNR}(\omega )`$ is plotted (full line) in the case of the impulsive gaussian force chosen above: one has an improvement by a factor $`10`$ at resonance with respect to the no feedback case (dashed line). Parameter values are those of Ref. , except that we have considered $`T=4`$K, and the optimal value of the feedback gain $`g_2305\gamma _m`$ maximizing the SNR. The dotted line refers to the classical $`\overline{SNR}(\omega )`$ calculated neglecting all quantum noises: the noise is underestimated, with a $`15\%`$ error in the SNR at resonance. This shows that quantum noise has an appreciable effect already at liquid He temperatures and that a fully quantum treatment is needed for a faithful description of the physics. It is possible to see that at $`T=300`$K, at the corresponding optimal feedback gain, there is instead no appreciable difference between the classical and quantum predictions, and that $`\overline{SNR}(\omega _m)`$ becomes $`16`$ times larger than that with no feedback.

In conclusion, we have presented the first quantum description of the cold damping feedback scheme , and we have shown how the cooling schemes of Refs.  may be used, within an appropriate nonstationary strategy, to improve the detection of weak impulsive forces.