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# Spectral Analysis of Darboux Transformations for the Focusing 𝐍𝐋𝐒 Hierarchy

## 1. Introduction

Various methods of inserting eigenvalues in spectral gaps of one-dimensional Schrödinger operators $`H(q)`$ associated with differential expressions of the type

$$L(q)=\frac{d^2}{dx^2}+q$$
(1.1)
in $`L^2()`$ (or in $`L^2((a,\mathrm{}))`$, $`a\mathrm{}`$), with $`q`$ real-valued and locally integrable, have attracted an enormous amount of attention. This is due to their prominent role in diverse fields such as the inverse scattering approach, supersymmetric quantum mechanics, level comparison theorems, as a tool to construct soliton solutions of the Korteweg-de Vries (KdV) hierarchy relative to (general) KdV background solutions, and in connection with Bäcklund transformations for the KdV hierarchy. The literature on this subject is too extensive to go into details here, but we refer to the detailed accounts given in , , \[16, App. G\], ,  and the references cited therein. Historically, these methods of inserting eigenvalues go back to Jacobi  and Darboux  with decisive later contributions by Crum , Schmincke , and, especially, Deift .

Two particular methods turned out to be of special importance: The single commutation method, also called the Crum-Darboux method ,  (actually going back at least to Jacobi ) and the double commutation method, to be found, for instance, in the seminal work of Gel’fand and Levitan . (The latter can be obtained by a composition of two separate single commutation steps, explaining the name double commutation.)

The single commutation method, although very simply implemented, has the distinct disadvantage of relying on positivity properties of certain solutions $`\psi `$ of $`H(q)\psi =\lambda \psi `$, which confines its applicability to the insertion of eigenvalues below the spectrum of $`H(q)`$ (assuming $`H(q)`$ to be bounded from below). A complete spectral characterization of this method has been provided by Deift  (see also ) on the basis of unitary equivalence of $`A^{}A|_{\mathrm{ker}(A)^{}}`$ and $`AA^{}|_{\mathrm{ker}(A^{})^{}}`$ for a densely defined closed linear operator $`A`$ in a (complex, separable) Hilbert space.

The double commutation method on the other hand, allows one to insert eigenvalues into any spectral gap of $`H(q)`$. Although relatively simply implemented also, a complete spectral characterization of the double commutation method for Schrödinger-type operators was more recently achieved in  on the basis of Weyl–Titchmarsh $`m`$-function techniques and subsequently in  (for general Sturm–Liouville operators on arbitrary intervals) using a functional analytic approach based on the notion of (intertwining) transformation operators.

In this paper we concentrate on the analog of the double commutation method for Dirac-type operators associated with the Lax operator for the focusing nonlinear Schrödinger ($`\mathrm{NLS}_{}`$) hierarchy. Assuming $`q`$ to be locally integrable, the Dirac-type operator corresponding to the Lax differential expression in the $`\mathrm{NLS}_{}`$ case is associated with the $`2\times 2`$ matrix-valued differential expression

$$M(q)=i\left(\begin{array}{cc}\frac{d}{dx}& q\\ \overline{q}& \frac{d}{dx}\end{array}\right)$$
(1.2)
for $`x`$ (cf., e.g., \[12, Part I, Sect. I.2\], , and ). The maximally defined Dirac-type operator associated with $`M(q)`$ in the (two-component) Hilbert space $`L^2()^2`$ will then be denoted by $`D(q)`$. By way of contrast, the corresponding (formally self-adjoint) Lax differential expression for the defocusing $`\mathrm{NLS}_+`$ case is given by

$$i\left(\begin{array}{cc}\frac{d}{dx}& q\\ \overline{q}& \frac{d}{dx}\end{array}\right).$$
(1.3)
As it turns out there is no natural analog of the single commutation method for the Dirac operators associated with the focusing and defocusing nonlinear Schrödinger hierarchies ($`\mathrm{NLS}_\pm `$). However, the complexified version of the $`\mathrm{NLS}_\pm `$ hierarchies, the Ablowitz–Kaup–Newell–Segur ($`\mathrm{AKNS}`$) hierarchy, supports two natural analogs of the single commutation method. In order to briefly describe them, we recall that the Dirac-type Lax differential expression associated with the $`\mathrm{AKNS}`$ hierarchy is given by

$$M(p,q)=i\left(\begin{array}{cc}\frac{d}{dx}& q\\ p& \frac{d}{dx}\end{array}\right)$$
(1.4)
(cf. e.g.,  and \[16, Ch. 3\]) in terms of two locally integrable coefficients $`p,q`$ on $``$. The focusing ($`\mathrm{NLS}_{}`$) and defocusing ($`\mathrm{NLS}_+`$) nonlinear Schrödinger hierarchies are then associated with the constraints

$$\mathrm{NLS}_\pm \text{}p(x)=\pm \overline{q(x)},$$
(1.5)
respectively. In this paper we will concentrate on the focusing $`\mathrm{NLS}_{}`$ case only.

The two analogs of the single commutation method for the $`\mathrm{AKNS}`$ case, which are usually called elementary Darboux transformations, can then be described as follows. Suppose

$$M(p,q)\mathrm{\Psi }(z_1,x)=z_1\mathrm{\Psi }(z_1,x),\mathrm{\Psi }(z_1,x)=(\psi _1(z_1,x),\psi _2(z_1,x))^{},(z_1,x)\times ,$$
(1.6)
and

$$M(p,q)\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)=\stackrel{~}{z}_1\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)=(\stackrel{~}{\psi }_1(\stackrel{~}{z}_1,x),\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x))^{},(\stackrel{~}{z}_1,x)\times .$$
(1.7)
Then the two elementary Darboux transformations in the $`\mathrm{AKNS}`$ context are given by (cf. , )

$$(p,q)(\widehat{p}_{z_1},\widehat{q}_{z_1}),$$
(1.8)
where

$`\begin{array}{cc}\hfill \widehat{p}_{z_1}(x)& =\psi _2(z_1,x)/\psi _1(z_1,x),\hfill \\ \hfill \widehat{q}_{z_1}(x)& =q^{}(x)\psi _2(z_1,x)/\psi _1(z_1,x)q(x)^2+2iz_1q(x),\hfill \end{array}`$ (1.9)
and

$$(p,q)(\stackrel{ˇ}{p}_{\stackrel{~}{z}_1},\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}),$$
(1.10)
where

$`\begin{array}{cc}\hfill \stackrel{ˇ}{p}_{\stackrel{~}{z}_1}(x)& =p^{}(x)+\stackrel{~}{\psi }_1(\stackrel{~}{z}_1,x)/\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x)p(x)^2+2i\stackrel{~}{z}_1p(x),\hfill \\ \hfill \stackrel{ˇ}{q}_{\stackrel{~}{z}_1}(x)& =\stackrel{~}{\psi }_1(\stackrel{~}{z}_1,x)/\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x).\hfill \end{array}`$ (1.11)
Similar to the case of Schrödinger operators, the analog of the double commutation method for Dirac-type operators associated with (1.4) is then obtained by an appropriate composition of the two elementary Darboux transformations (1.9) and (1.11). This two-step procedure is denoted by

$$(p,q)(p_{z_1,\stackrel{~}{z}_1}^{(1)},q_{z_1,\stackrel{~}{z}_1}^{(1)})$$
(1.12)
and leads to (cf., e.g., , , \[34, Sect. 4.2\], )

$`\begin{array}{cc}\hfill p_{z_1,\stackrel{~}{z}_1}^{(1)}(x)& =p(x)2i(\stackrel{~}{z}_1z_1)\psi _2(z_1,x)\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x)/W(\mathrm{\Psi }(z_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)),\hfill \\ \hfill q_{z_1,\stackrel{~}{z}_1}^{(1)}(x)& =q(x)2i(\stackrel{~}{z}_1z_1)\psi _1(z_1,x)\stackrel{~}{\psi }_1(\stackrel{~}{z}_1,x)/W(\mathrm{\Psi }(z_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)).\hfill \end{array}`$ (1.13)
(Here $`W(F,G)`$ denotes the Wronskian of $`F,G^2`$). In contrast to (1.8), (1.9) and (1.10), (1.11), the two-step procedure (1.12), (1.13) with $`\stackrel{~}{z}_1=\overline{z_1}`$, is compatible with the $`\mathrm{NLS}_\pm `$ cases and one explicitly obtains the following Darboux-type transformation in the $`\mathrm{NLS}_{}`$ case,

$$q(x)q_{z_1}^{(1)}(x)=q(x)+4\text{Im}(z_1)\frac{\psi _1(z_1,x)\overline{\psi _2(z_1,x)}}{|\psi _1(z_1,x)|^2+|\psi _2(z_1,x)|^2}.$$
(1.14)
The transformation (1.14) for Dirac-type operators assoiated with (1.2) in the $`\mathrm{NLS}_{}`$ context represents the analog of the double commutation method for Schrödinger operators and leads to locally nonsingular $`\mathrm{NLS}_{}`$ potentials $`q_{z_1}^{(1)}`$, assuming $`q`$ to be free of local singularities.

By analogy to the KdV and Schrödinger operator case, one expects the $`\mathrm{NLS}_{}`$ potential $`q_{z_1}^{(1)}(x)`$ to produce an eigenvalue at the spectral point $`z_1`$ for the associated Dirac operator $`D\left(q_{z_1}^{(1)}\right)`$, assuming $`z_1`$ to be a point in the resolvent set of the “background” operator $`D(q)`$. Actually, by a simple symmetry consideration, one expects a pair of eigenvalues $`(z_1,\overline{z_1})`$ in the point spectrum of $`D\left(q_{z_1}^{(1)}\right)`$. To prove this fact and to show that the remaining spectral characteristics (especially, the essential spectrum of $`D(q)`$) remain invariant under the Darboux-type transformation (1.14), is the principal purpose of this paper. More precisely, if we denote by $`q_{z_1,\mathrm{},z_N}^{(N)}`$ the $`\mathrm{NLS}_{}`$ potential obtained after an $`N`$-fold iteration of the Darboux-type transformation and by $`D\left(q_{z_1,\mathrm{},z_N}^{(N)}\right)`$ the resulting Dirac operator, we will prove that

$`\sigma \left(D\left(q_{z_1,\mathrm{},z_N}^{(N)}\right)\right)`$ $`=\sigma (D(q))\{z_1,\overline{z}_1,\mathrm{},z_N,\overline{z}_N\},`$ (1.15)
$`\sigma _\mathrm{p}\left(D\left(q_{z_1,\mathrm{},z_N}^{(N)}\right)\right)`$ $`=\sigma _\mathrm{p}(D(q))\{z_1,\overline{z}_1,\mathrm{},z_N,\overline{z}_N\},`$ (1.16)
$`\sigma _\mathrm{e}\left(D\left(q_{z_1,\mathrm{},z_N}^{(N)}\right)\right)`$ $`=\sigma _\mathrm{e}(D(q)).`$ (1.17)
(Here $`\sigma (S)`$, $`\sigma _\mathrm{p}(S)`$, and $`\sigma _\mathrm{e}(S)`$ denote the spectrum, point spectrum, and essential spectrum of a densely defined closed operator $`S`$ in a complex separable Hilbert space $``$, cf. Section 5 for more details on spectra, etc.) Actually, we will go a step beyond (1.15)–(1.17) and establish the existence of bounded transformation operators which intertwine $`D\left(q_{z_1,\mathrm{},z_N}^{(N)}\right)`$ and $`D(q)`$.

When trying to embark on proving results of the type (1.15)–(1.17) for Dirac-type operators associated with the differential expression (1.2) in the $`\mathrm{NLS}_{}`$ context, one finds oneself at a distinct disadvantage when compared to the case of Schrödinger operators with real-valued potentials: While $`L`$ in (1.1) is formally self-adjoint for $`q`$ real-valued, $`M(q)`$ in (1.2) is never self-adjoint (except, in the trivial case $`q=0`$). As a consequence, the original approach to a complete spectral characterization of the double commutation method for Schrödinger operators in , based on Weyl–Titchmarsh theory and hence on spectral theory, is doomed from the start as there simply is no spectral theory for non-self-adjoint Dirac-type operators associated with (1.2) under our general hypothesis $`qL_{\text{loc}}^1()`$. That leaves one with only one possible line of attack, the analog of the transformation operator approach developed in the general Sturm–Liouville context in . As it will turn out in Section 6, this approach is indeed successful although it requires more sophisticated and elaborate arguments compared to those in .

While the differential expression $`M(q)`$ in (1.2) is never formally self-adjoint (if $`q0`$), it is, however, formally $`𝒥`$-self-adjoint, that is,

$$𝒥M(q)𝒥=M(q)^{}.$$
(1.18)
Here $`𝒥`$ is defined by

$$𝒥=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)𝒞,$$
(1.19)
and $`𝒞`$ denotes the antilinear conjugation map in $`^2`$,

$$𝒞(a,b)^{}=(\overline{a},\overline{b})^{},a,b.$$
(1.20)
As one of our principal results in this paper we will prove in Section 3 that under the most general hypothesis $`qL_{\text{loc}}^1()`$, the maximally defined Dirac operator $`D(q)`$ associated with $`M(q)`$ is in fact $`𝒥`$-self-adjoint,

$$𝒥D(q)𝒥=D(q)^{}(=D(q)).$$
(1.21)
As an aside we should mention that the corresponding maximally defined Lax operator associated with the defocusing $`\mathrm{NLS}_+`$ differential expression (1.3) is in fact self-adjoint assuming $`qL_{\text{loc}}^1()`$ only (this is proved in the references mentioned in Section 3). This should be contrasted with the case of one-dimensional Schrödinger differential expressions $`L(q)`$ in (1.1) (the Lax differential expression associated with the KdV hierarchy). If $`qL_{\text{loc}}^1()`$ in (1.1) is real-valued, then $`L(q)`$ is formally self-adjoint but the maximally defined operator $`H(q)`$ in $`L^2()`$ associated with $`L(q)`$ may not be self-adjoint. The latter situation occurs precisely when $`L(q)`$ is in the limit circle case (as opposed to the limit point case) at $`+\mathrm{}`$ and/or $`\mathrm{}`$ (cf. \[7, Ch. 9\]). This is in sharp contrast to the focusing (respectively, defocusing) $`\mathrm{NLS}`$ case where $`D(q)`$ is always $`𝒥`$-self-adjoint (respectively, self-adjoint).

Summarizing, we derive the following principal new results in this paper, assuming the optimal condition $`qL_{\text{loc}}^1()`$:

$``$ $`𝒥`$-self-adjointness of $`D(q)`$.

$``$ The existence of Weyl–Titchmarsh-type solutions of $`M(q)\mathrm{\Psi }=z\mathrm{\Psi }`$ for all
$`z\rho (D(q))`$.

$``$ The existence and boundedness of transformation operators intertwining the
operators $`D\left(q^{(N)}\right)`$ and $`D(q)`$.

$``$ A spectral analysis of $`\mathrm{NLS}_{}`$ Darboux transformations (cf. (1.15)–(1.17)).

Finally we briefly describe the content of each section. Section 2 first introduces our main notation and then proceeds to a review of Darboux transformations for $`\mathrm{AKNS}`$ and $`\mathrm{NLS}_{}`$ systems. Section 3 is devoted to a proof of the $`𝒥`$-self-adjointness property (1.21) of $`D(q)`$, assuming $`qL_{\text{loc}}^1()`$ only. Section 4 constructs eigenvalues of $`D\left(q_{z_1}^{(1)}\right)`$ at pairs $`z_1,\overline{z_1}`$, $`z_1\rho (D(q))`$ and associated $`L^2()^2`$-eigenfunctions. Section 5 derives some basic spectral properties of general Dirac-type operators $`D(q)`$ and establishes the existence of Weyl–Titchmarsh-type solutions associated with $`M(q)`$. This shows a remarkable similarity to self-adjoint systems and appears to be without precedent in this non-self-adjoint context. Our final Section 6 establishes the existence of bounded transformation operators intertwining $`D\left(q_{z_1}^{(1)}\right)`$ and $`D(q)`$ and then employs these transformation operators to prove the spectral properties (1.15)–(1.17).

All results in the principal part of this paper, Sections 36, are proved under the optimal condition $`qL_{\text{loc}}^1()`$. Moreover, practically all results in Sections 36 are new as long as one goes beyond bounded or periodic potentials $`q`$. In particular, Theorem 6.14 (characterizing transformation operators) and Theorem 6.15 (proving (1.15)–(1.17)) appear to be the first of their kind under any assumptions on $`q`$.

In this paper we confine ourselves to a stationary (i.e., time-independent) approach only. Applications to the time-dependent focusing $`\mathrm{NLS}_{}`$ equation and to nonlinear optics will be made in a subsequent paper .

## 2. Darboux-type Transformations for $`\mathrm{AKNS}`$ and $`\mathrm{NLS}_{}`$ Systems

In this section we take a close look at Darboux-type transformations for non-self-adjoint Dirac-type differential expressions $`M(q)`$ (cf. (2.3)) applicable to $`\mathrm{AKNS}`$ systems, with special emphasis on the case of the focusing nonlinear Schrödinger equation $`\mathrm{NLS}_{}`$ (cf. (2.7)).

Throughout this paper we use the following notation: $`{}_{}{}^{}=d/dx`$; for a matrix $`A`$ with complex-valued entries, $`A^{}`$ denotes the transposed matrix, $`\overline{A}`$ the matrix with complex conjugate entries, and $`A^{}=\overline{A}^{}=\overline{A^{}}`$ the adjoint matrix. Occasionally, we use the following $`2\times 2`$ matrices,

$`\begin{array}{cc}\hfill I_2& =\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\sigma _1=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma _3=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right),\hfill \\ \hfill \sigma _4& =\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right),\sigma _5=\left(\begin{array}{cc}1& 0\\ 0& 0\end{array}\right),\sigma _6=\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right).\hfill \end{array}`$ (2.1)
If $`A=(a_1,a_2)^{}`$ and $`B=(b_1,b_2)^{}`$ are $`2\times 1`$ column-vectors, then $`(A,B)_^2=B^{}A=a_1\overline{b_1}+a_2\overline{b_2}`$ denotes the usual scalar product in $`^2`$, $`A_^2=(|a_1|^2+|a_2|^2)^{1/2}`$ the associated norm, and $`A^{}=(a_2,a_1)=A^{}\sigma _4`$ the $`1\times 2`$ row-vector perpendicular to $`A`$ (in the sense that $`A^{}A=0`$). We also use the notation

$$W(A,B)=B^{}A=A^{}B=a_1b_2a_2b_1=(A,\overline{B^{}})_^2$$
(2.2)
for the Wronskian of $`A`$ and $`B`$. The space of $`2\times 2`$ matrices with entries in $``$ is denoted by $`^{2\times 2}`$ and the operator norm of a $`2\times 2`$ matrix $`A`$ induced by the usual norm in $`^2`$ is denoted by $`A_{^{2\times 2}}`$. In the following, $`\mathrm{\Omega }`$ denotes an open subset of $``$ and $`\text{AC}_{\text{loc}}(\mathrm{\Omega })^{2\times m}`$, $`m=1,2`$, denotes the set of $`2\times m`$ matrices with locally absolutely continuous entries on $`\mathrm{\Omega }`$ (for $`2\times 1`$ columns we use the corresponding notation $`\text{AC}_{\text{loc}}(\mathrm{\Omega })^2`$). We define111For brevity we write $`L^p(\mathrm{\Omega })`$ for $`L^p(\mathrm{\Omega };dx)`$ and suppress the Lebesgue measure $`dx`$ whenever possible. $`L^p(\mathrm{\Omega })^{2\times m}`$ and $`L_{\text{loc}}^p(\mathrm{\Omega })^{2\times m}`$, $`m=1,2`$, to consist of $`2\times m`$ matrices with entries in $`L^p(\mathrm{\Omega })`$ and $`L_{\text{loc}}^p(\mathrm{\Omega })`$, respectively. In the special case $`\mathrm{\Omega }=`$ and $`F,GL^2()^2`$, the scalar product of $`F`$ and $`G`$ is denoted by $`(F,G)_{L^2}=_{}𝑑x(F(x),G(x))_^2`$ with associated norm of $`F`$ given by $`F_{L^2}=\left(_{}𝑑xF(x)_^2^2\right)^{1/2}`$. Finally, the open complex upper (respectively, lower) half-plane is denoted by $`_+`$ (respectively, $`_{}`$); the domain, range, and kernel (null space) of a linear operator $`T`$ are denoted by $`\text{dom}(T)`$, $`\text{ran}(T)`$, and $`\mathrm{ker}(T)`$, respectively.

###### Hypothesis 2.1.

Let $`\mathrm{\Omega }`$ open and assume $`p,qL_{\text{loc}}^1(\mathrm{\Omega })`$.

Assuming Hypothesis 2.1 and $`z`$, we introduce the $`2\times 2`$ matrix $`U(z,p,q)`$ and the $`2\times 2`$ matrix-valued differential expression $`M(p,q)`$ by

$$U(z,p,q)=\left(\begin{array}{cc}iz& q\\ p& iz\end{array}\right),M(p,q)=i\left(\begin{array}{cc}\frac{d}{dx}& q\\ p& \frac{d}{dx}\end{array}\right).$$
(2.3)
The functions $`p`$ and $`q`$ in (2.3) are referred to as $`\mathrm{AKNS}`$ potentials due to the fact that $`M(p,q)`$ is the Lax differential expression associated with the $`\mathrm{AKNS}`$ hierarchy (see, e.g.,  and \[16, Ch. 3\]). The particularly important special case $`p=\overline{q}`$ will be referred to as the $`\mathrm{NLS}_{}`$ case (due to the obvious connection of (2.3) with the zero curvature representation and the Lax operator for the focusing nonlinear Schrödinger equation, see, e.g., \[12, Part 1, Sect. I.2\], , and ), and then $`q`$ is called an $`\mathrm{NLS}_{}`$ potential. For given $`z`$, $`\mathrm{\Omega }`$, and $`\mathrm{AKNS}`$ potentials $`(p,q)`$, a function $`\mathrm{\Psi }(z,)\text{AC}_{\text{loc}}(\mathrm{\Omega })^2`$ is called a $`z`$-wave function associated with $`(p,q)`$ on $`\mathrm{\Omega }`$ if $`\mathrm{\Psi }^{}(z,x)=U(z,p,q)\mathrm{\Psi }(z,x)`$ holds for a.e. $`x\mathrm{\Omega }`$, that is, if $`\mathrm{\Psi }=(\psi _1,\psi _2)^{}`$ satisfies the following first-order system of differential equations

$`\psi _1^{}(z,x)=iz\psi _1(z,x)+q(x)\psi _2(z,x),\psi _2^{}(z,x)=iz\psi _2(z,x)+p(x)\psi _1(z,x)`$ (2.4)
for a.e. $`x\mathrm{\Omega }`$. Equivalently, $`\mathrm{\Psi }(z)=(\psi _1(z),\psi _2(z))^{}\text{AC}_{\text{loc}}(\mathrm{\Omega })^2`$ is a $`z`$-wave function associated with $`(p,q)`$ on $`\mathrm{\Omega }`$ if and only if $`M(p,q)\mathrm{\Psi }(z)=z\mathrm{\Psi }(z)`$ on $`\mathrm{\Omega }`$ in the distributional sense. If for some $`z`$, $`\mathrm{\Psi }(z)`$ and $`\mathrm{\Phi }(z)`$ are $`z`$-wave functions associated with $`(p,q)`$ on $`\mathrm{\Omega }`$, their Wronskian is well-known to be constant with respect to $`x\mathrm{\Omega }`$,

$$\frac{d}{dx}W(\mathrm{\Psi }(z,x),\mathrm{\Phi }(z,x))=0,x\mathrm{\Omega }.$$
(2.5)
More generally, if $`\mathrm{\Psi }(z_1)`$ and $`\mathrm{\Phi }(z_2)`$ are $`z_1`$\- and $`z_2`$-wave functions associated with $`(p,q)`$ on $`\mathrm{\Omega }`$, then

$`{\displaystyle \frac{d}{dx}}W(\mathrm{\Psi }(z_1,x),\mathrm{\Phi }(z_2,x))=i(z_2z_1)[\psi _1(z_1,x)\varphi _2(z_2,x)+\psi _2(z_1,x)\varphi _1(z_2,x)]`$
$`=i(z_2z_1)\mathrm{\Psi }(z_1,x)^{}\sigma _1\mathrm{\Phi }(z_2,x),`$ (2.6)
$`\mathrm{\Psi }(z_1)=(\psi _1(z_1),\psi _2(z_1))^{},\mathrm{\Phi }(z_2)=(\varphi _1(z_2),\varphi _2(z_2))^{},z_1,z_2,x\mathrm{\Omega }.`$
In the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$ we use the notation

$$U(z,q)=\left(\begin{array}{cc}iz& q(x)\\ \overline{q(x)}& iz\end{array}\right),M(q)=i\left(\begin{array}{cc}\frac{d}{dx}& q\\ \overline{q}& \frac{d}{dx}\end{array}\right)$$
(2.7)
instead of (2.3), and we then call any distributional solution $`\mathrm{\Psi }(z)`$ of $`M(q)\mathrm{\Psi }(z)=z\mathrm{\Psi }(z)`$ an $`\mathrm{NLS}_{}`$ $`z`$-wave function associated with $`q`$.

If $`\mathrm{\Psi }(z)`$ is a $`z`$-wave function associated with $`(p,q)`$, and $`\mathrm{\Psi }(z,x_0)=0`$ for some $`x_0\mathrm{\Omega }`$, then $`\mathrm{\Psi }(z,x)`$ vanishes identically for all $`x`$ in an open neighborhood of $`x_0`$ in $`\mathrm{\Omega }`$ by the unique solvability of the Cauchy problem for (2.4). Therefore, we will always assume that $`\mathrm{\Psi }(z,x)0`$ for all $`x\mathrm{\Omega }`$.

If $`q=0`$ (and analogously if $`p=0`$) a.e. on $`\mathrm{\Omega }`$, then the system (2.4) decomposes and yields

$`\begin{array}{cc}\hfill \psi _1(z,x)& =C_1\mathrm{exp}(izx),\hfill \\ \hfill \psi _2(z,x)& =C_1\left({\displaystyle _{x_0}^x}𝑑x^{}p(x^{})\mathrm{exp}(2izx^{})\right)\mathrm{exp}(izx)+C_2\mathrm{exp}(izx)\hfill \end{array}`$ (2.8)
for some constants $`C_1,C_2`$, $`x_0\mathrm{\Omega }`$.

For further use we collect some simple consequences of (2.4). First we introduce the antilinear (i.e., conjugate linear) operator $`𝒥`$ defined by

$$𝒥=\sigma _1𝒞=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)𝒞,𝒥^2=I_2,$$
(2.9)
with $`𝒞`$ the antilinear conjugation map

$$𝒞(a,b)^{}=(\overline{a},\overline{b})^{},a,b.$$
(2.10)
Moreover, we introduce the antilinear involution $`𝒦`$ defined by

$$𝒦=\sigma _4𝒞=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)𝒞,𝒦^2=I_2.$$
(2.11)
We also note that

$$𝒥F_^2=F_^2,𝒦F_^2=F_^2,F^2.$$
(2.12)
###### Lemma 2.2.

Assume Hypothesis 2.1, $`z`$, and suppose $`\mathrm{\Psi }(z)=(\psi _1(z),\psi _2(z))^{}`$ is a $`z`$-wave function associated with $`(p,q)`$ on $`\mathrm{\Omega }`$. Then the following assertions hold.
$`(i)`$ $`\varphi (z,x)=\psi _2(z,x)/\psi _1(z,x)`$ satisfies the Riccati-type equation

$$\varphi ^{}(z,x)+q(x)\varphi (z,x)^2+2iz\varphi (z,x)p(x)=0$$
(2.13)
on the set $`\{x\mathrm{\Omega }|\psi _1(z,x)0\}`$.
$`(ii)`$ $`\phi (z,x)=\psi _1(z,x)/\psi _2(z,x)`$ satisfies the Riccati-type equation

$$\phi ^{}(z,x)p(x)\phi (z,x)^22iz\phi (z,x)+q(x)=0$$
(2.14)
on the set $`\{x\mathrm{\Omega }|\psi _2(z,x)0\}`$.
Assume in addition the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$. Then the following assertions hold.
$`(iii)`$ If $`\mathrm{\Psi }(z)=(\psi _1(z),\psi _2(z))^{}`$ is a $`z`$-wave function associated with $`q`$ then

$$𝒦\mathrm{\Psi }(z)=\sigma _4𝒞\mathrm{\Psi }(z)=(\overline{\psi _2(z)},\overline{\psi _1(z)})^{}=(\mathrm{\Psi }(z)^{})^{}$$
(2.15)
is a $`\overline{z}`$-wave function associated with $`q`$ and

$$M(q)=𝒦M(q)𝒦.$$
(2.16)
$`(iv)`$ The following identity holds

$$\left(\mathrm{\Psi }(z,x)_^2^2\right)^{}=2\text{Im}(z)\left[|\psi _1(z,x)|^2|\psi _2(z,x)|^2\right].$$
(2.17)
$`(v)`$ $`M(q)`$ and $`M(q)^{}`$ are formally unitarily equivalent in the sense that

$$M(q)^{}=\sigma _3M(q)\sigma _3=M(q).$$
(2.18)
In addition, $`M(q)`$ is formally $`𝒥`$-self-adjoint in the following sense

$$𝒥M(q)𝒥=M(q)^{}.$$
(2.19)
Consider $`\mathrm{AKNS}`$ potentials $`p,qL_{\text{loc}}^1(\mathrm{\Omega })`$. Fix $`z,z_1,\stackrel{~}{z}_1`$, a $`z_1`$-wave function $`\mathrm{\Psi }(z_1)`$, and a $`\stackrel{~}{z}_1`$-wave function $`\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1)`$ associated with $`(p,q)`$. Our objective is to construct new potentials $`p^{(1)},q^{(1)}L_{\text{loc}}^1(\mathrm{\Omega }^{(1)})`$ for some open set $`\mathrm{\Omega }^{(1)}\mathrm{\Omega }`$, and the corresponding $`z`$-wave functions associated with $`(p^{(1)},q^{(1)})`$ on $`\mathrm{\Omega }^{(1)}`$. In the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$ we choose $`\stackrel{~}{z}_1=\overline{z_1}`$ and $`\stackrel{~}{\mathrm{\Psi }}(\overline{z_1})=𝒦\mathrm{\Psi }(z_1)`$, see Lemma 2.2 (iii).

###### Remark 2.3.

Let $`\mathrm{\Gamma }\text{AC}_{\text{loc}}(\mathrm{\Omega })^{2\times 2}`$, $`A,BL^1(\mathrm{\Omega })^{2\times 2}`$ for some open subset $`\mathrm{\Omega }`$, suppose that the following identity holds

$$\mathrm{\Gamma }^{}(x)+\mathrm{\Gamma }(x)A(x)B(x)\mathrm{\Gamma }(x)=0\text{ for a.e. }x\mathrm{\Omega },$$
(2.20)
and assume that $`\mathrm{\Phi }\text{AC}_{\text{loc}}(\mathrm{\Omega })^2`$ satisfies the first-order system $`\mathrm{\Phi }^{}=A\mathrm{\Phi }`$ on $`\mathrm{\Omega }`$. Then the function $`\mathrm{\Phi }^{(1)}`$, defined by $`\mathrm{\Phi }^{(1)}=\mathrm{\Gamma }\mathrm{\Phi }`$, satisfies $`\mathrm{\Phi }^{(1)}\text{AC}_{\text{loc}}(\mathrm{\Omega })^2`$ and the first-order system $`(\mathrm{\Phi }^{(1)})^{}=B\mathrm{\Phi }^{(1)}`$ on $`\mathrm{\Omega }`$.

###### Lemma 2.4.

Assume Hypothesis 2.1 and $`z,z_1`$. In addition, suppose $`\mathrm{\Psi }(z_1)=(\psi _1(z_1),\psi _2(z_1))^{}`$ is a $`z_1`$-wave function associated with $`(p,q)`$ on $`\mathrm{\Omega }`$ and introduce

$$\widehat{\mathrm{\Omega }}_{z_1}=\{x\mathrm{\Omega }|\psi _1(z_1,x)0\}.$$
(2.21)
Define $`\widehat{p}_{z_1}`$, $`\widehat{q}_{z_1}`$, $`\widehat{\mathrm{\Gamma }}_0(q,\widehat{p}_{z_1})`$, and $`\widehat{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})`$ on $`\widehat{\mathrm{\Omega }}_{z_1}`$ by

$`\widehat{p}_{z_1}(x)=\psi _2(z_1,x)/\psi _1(z_1,x),\widehat{q}_{z_1}(x)=q^{}(x)+\widehat{p}_{z_1}(x)q(x)^2+2iz_1q(x),`$ (2.22)
$`\widehat{\mathrm{\Gamma }}_0(x,q,\widehat{p}_{z_1})={\displaystyle \frac{1}{2}}\left(\begin{array}{cc}q(x)\widehat{p}_{z_1}(x)& q(x)\\ \widehat{p}_{z_1}(x)& 1\end{array}\right),`$ (2.23)
$`\widehat{\mathrm{\Gamma }}(z,x,q,\widehat{p}_{z_1})=i(zz_1)\sigma _5+\widehat{\mathrm{\Gamma }}_0(x,q,\widehat{p}_{z_1}).`$ (2.24)
Then $`\mathrm{\Gamma }=\widehat{\mathrm{\Gamma }}`$ satisfies (2.20) on $`\widehat{\mathrm{\Omega }}_{z_1}`$ with $`A`$ and $`B`$ given by

$$A(z,x)=U(z,p,q),B(z,x,z_1)=U(z,\widehat{p}_{z_1},\widehat{q}_{z_1}),x\widehat{\mathrm{\Omega }}_{z_1}.$$
(2.25)
###### Proof.

Using Lemma 2.2 (i) one verifies that $`\mathrm{\Gamma }=\widehat{\mathrm{\Gamma }}_0`$ satisfies (2.20) with $`A=U(z_1,p,q)`$ and $`B=U(z_1,\widehat{p}_{z_1},\widehat{q}_{z_1})`$. Since $`U(z)=U(z_1)i(zz_1)\sigma _3`$, the conclusion follows. ∎

Similarly, by Lemma 2.2 (ii), one has the following analogous result.

###### Lemma 2.5.

Assume Hypothesis 2.1 and let $`z,\stackrel{~}{z}_1`$. In addition, suppose that $`\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1)=(\stackrel{~}{\psi }_1(\stackrel{~}{z}_1),\stackrel{~}{\psi }_2(\stackrel{~}{z}_1))^{}`$ is a $`\stackrel{~}{z}_1`$-wave function associated with $`(p,q)`$ on $`\mathrm{\Omega }`$ and introduce

$$\stackrel{ˇ}{\mathrm{\Omega }}_{\stackrel{~}{z}_1}=\{x\mathrm{\Omega }|\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x)0\}.$$
(2.26)
Define $`\stackrel{ˇ}{p}_{\stackrel{~}{z}_1}`$, $`\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}`$, $`\stackrel{ˇ}{\mathrm{\Gamma }}_0(p,\stackrel{ˇ}{q}_{\stackrel{~}{z}_1})`$, and $`\stackrel{ˇ}{\mathrm{\Gamma }}(z,p,\stackrel{ˇ}{q}_{\stackrel{~}{z}_1})`$ on $`\stackrel{ˇ}{\mathrm{\Omega }}_{\stackrel{~}{z}_1}`$ by

$`\stackrel{ˇ}{p}_{\stackrel{~}{z}_1}(x)=p^{}(x)+\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}(x)p(x)^2+2i\stackrel{~}{z}_1p(x),\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}(x)=\stackrel{~}{\psi }_1(\stackrel{~}{z}_1,x)/\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x),`$ (2.27)
$`\stackrel{ˇ}{\mathrm{\Gamma }}_0(x,p,\stackrel{ˇ}{q}_{\stackrel{~}{z}_1})={\displaystyle \frac{1}{2}}\left(\begin{array}{cc}1& \stackrel{ˇ}{q}_{\stackrel{~}{z}_1}(x)\\ p(x)& p(x)\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}(x)\end{array}\right),`$ (2.28)
$`\stackrel{ˇ}{\mathrm{\Gamma }}(z,x,p,\stackrel{ˇ}{q}_{\stackrel{~}{z}_1})=i(z\stackrel{~}{z}_1)\sigma _6+\stackrel{ˇ}{\mathrm{\Gamma }}_0(x,p,\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}).`$ (2.29)
Then $`\mathrm{\Gamma }=\stackrel{ˇ}{\mathrm{\Gamma }}`$ satisfies (2.20) on $`\stackrel{ˇ}{\mathrm{\Omega }}_{\stackrel{~}{z}_1}`$ with $`A`$ and $`B`$ given by

$$A(z,x)=U(z,p,q),B(z,x,\stackrel{~}{z}_1)=U(z,\stackrel{ˇ}{p}_{\stackrel{~}{z}_1},\stackrel{ˇ}{q}_{\stackrel{~}{z}_1}),x\stackrel{ˇ}{\mathrm{\Omega }}_{\stackrel{~}{z}_1}.$$
(2.30)
The Darboux-type transformations characterized by (2.24) and (2.29) are also called elementary Darboux transformations. They have been discussed, for instance, in  and . In the special context of algebro-geometric $`\mathrm{AKNS}`$ solutions, the effect of elementary Darboux transformations on the underlying compact hyperelliptic curve (in connection with the insertion and deletion of eigenvalues as well as the isospectral case) was studied in detail in , \[16, App. G\] (see also , ).

Next, we will construct the transformation matrix $`\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))`$ that satisfies equation (2.20) with $`A(z,x)=U(z,p,q)`$ and $`B(z,x)=U(z,p_{z_1,\stackrel{~}{z}_1}^{(1)},q_{z_1,\stackrel{~}{z}_1}^{(1)})`$ as the product of $`\widehat{\mathrm{\Gamma }}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{\stackrel{~}{z}_1})`$ and $`\stackrel{ˇ}{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})`$. Since we will choose $`\stackrel{~}{z}_1=\overline{z_1}`$ in the $`\mathrm{NLS}_{}`$ context, we omit the $`\stackrel{~}{z}_1`$-dependence in $`p^{(1)}`$, $`q^{(1)}`$, $`\mathrm{\Omega }^{(1)}`$, $`\mathrm{\Phi }^{(1)}`$, etc., in the $`\mathrm{NLS}_{}`$ case in the following.

###### Theorem 2.6.

Assume Hypothesis 2.1.
$`(i)`$ Suppose $`z,z_1,\stackrel{~}{z}_1`$, and assume that $`\mathrm{\Psi }(z_1)=(\psi _1(z_1),\psi _2(z_1))^{}`$ and $`\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1)=(\stackrel{~}{\psi }_1(\stackrel{~}{z}_1),\stackrel{~}{\psi }_2(\stackrel{~}{z}_1))^{}`$ are $`z_1`$\- and $`\stackrel{~}{z}_1`$-wave functions, respectively, associated with $`(p,q)`$ on $`\mathrm{\Omega }`$. In addition, introduce

$$\mathrm{\Omega }_{z_1,\stackrel{~}{z}_1}^{(1)}=\{x\mathrm{\Omega }|W(\mathrm{\Psi }(z_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x))0\}.$$
(2.31)
Define $`p_{z_1,\stackrel{~}{z}_1}^{(1)}`$, $`q_{z_1,\stackrel{~}{z}_1}^{(1)}`$, and $`\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))`$ on $`\mathrm{\Omega }_{z_1,\stackrel{~}{z}_1}^{(1)}`$ by

$`p_{z_1,\stackrel{~}{z}_1}^{(1)}(x)=p(x)2i(\stackrel{~}{z}_1z_1)\psi _2(z_1,x)\stackrel{~}{\psi }_2(\stackrel{~}{z}_1,x)/W(\mathrm{\Psi }(z_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)),`$ (2.32)
$`q_{z_1,\stackrel{~}{z}_1}^{(1)}(x)=q(x)2i(\stackrel{~}{z}_1z_1)\psi _1(z_1,x)\stackrel{~}{\psi }_1(\stackrel{~}{z}_1,x)/W(\mathrm{\Psi }(z_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)),`$ (2.33)
$`\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))={\displaystyle \frac{i}{2}}zI_2{\displaystyle \frac{i}{2}}W(\mathrm{\Psi }(z_1,x),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x))^1`$
$`\times \left(\stackrel{~}{z}_1\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)\mathrm{\Psi }(z_1,x)^{}z_1\mathrm{\Psi }(z_1,x)\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1,x)^{}\right).`$ (2.34)
Then $`\mathrm{\Gamma }`$ satisfies the first-order system

$`\mathrm{\Gamma }^{}(z,x,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))+\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))U(z,p,q)`$
$`U(z,p_{z_1,\stackrel{~}{z}_1}^{(1)},q_{z_1,\stackrel{~}{z}_1}^{(1)})\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))=0`$ (2.35)
a.e. on $`\mathrm{\Omega }_{z_1,\stackrel{~}{z}_1}^{(1)}`$. Thus, if $`\mathrm{{\rm Y}}(z)`$ is a $`z`$-wave function associated with $`(p,q)`$ on $`\mathrm{\Omega }`$, then $`\mathrm{{\rm Y}}_{z_1,\stackrel{~}{z}_1}^{(1)}(z)`$, defined by

$$\mathrm{{\rm Y}}_{z_1,\stackrel{~}{z}_1}^{(1)}(z,x)=\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))\mathrm{{\rm Y}}(z,x),$$
(2.36)
is a $`z`$-wave function associated with $`(p_{z_1,\stackrel{~}{z}_1}^{(1)},q_{z_1,\stackrel{~}{z}_1}^{(1)})`$ on $`\mathrm{\Omega }_{z_1,\stackrel{~}{z}_1}^{(1)}`$.
$`(ii)`$ Assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$ and $`z,z_1`$. Then, for $`\stackrel{~}{z}_1=\overline{z_1}`$, $`\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1)=𝒦\mathrm{\Psi }(z_1)=(\overline{\psi _2(z_1)},\overline{\psi _1(z_1)})^{}`$, and

$$\mathrm{\Omega }_{z_1}^{(1)}=\{x\mathrm{\Omega }|W(\mathrm{\Psi }(z_1,x),𝒦\mathrm{\Psi }(z_1,x))0\},$$
(2.37)
formulas (2.33)–(2.34) simplify to

$`q_{z_1}^{(1)}(x)`$ $`=q(x)+4\text{Im}(z_1)\psi _1(z_1,x)\overline{\psi _2(z_1,x)}\mathrm{\Psi }(z_1,x)_^2^2,`$ (2.38)
$`p_{z_1}^{(1)}(x)`$ $`=p(x)4\text{Im}(z_1)\psi _2(z_1,x)\overline{\psi _1(z_1,x)}\mathrm{\Psi }(z_1,x)_^2^2`$
$`=\overline{q_{z_1}^{(1)}(x)},`$ (2.39)
$`\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))=(i/2)(zz_1)I_2`$
$`+\text{Im}(z_1)\mathrm{\Psi }(z_1,x)_^2^2𝒦\mathrm{\Psi }(z_1,x)\mathrm{\Psi }(z_1,x)^{}`$ (2.40)
for $`x\mathrm{\Omega }_{z_1}^{(1)}`$. In particular, if $`\mathrm{{\rm Y}}(z)`$ is a $`z`$-wave function associated with $`q`$ on $`\mathrm{\Omega }`$, then $`\mathrm{{\rm Y}}_{z_1}^{(1)}(z)`$, defined by

$$\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)=\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))\mathrm{{\rm Y}}(z,x),$$
(2.41)
is a $`z`$-wave function associated with $`q_{z_1}^{(1)}`$ on $`\mathrm{\Omega }_{z_1}^{(1)}`$ $`(`$which may vanish identically w.r.t. $`x\mathrm{\Omega }_{z_1}^{(1)}`$, cf. Remark 2.8$`)`$.

###### Proof.

First, we use Lemma 2.4 for $`z=\stackrel{~}{z}_1`$ and $`\mathrm{\Psi }(z_1)`$ to construct $`\widehat{p}_{z_1}`$, $`\widehat{q}_{z_1}`$, $`\widehat{\mathrm{\Gamma }}(\stackrel{~}{z}_1,q,\widehat{p}_{z_1})`$ as in (2.22)–(2.24). Define $`\widehat{\mathrm{\Psi }}_{z_1}(\stackrel{~}{z}_1)=\widehat{\mathrm{\Gamma }}(\stackrel{~}{z}_1,q,\widehat{p}_{z_1})\mathrm{\Psi }(\stackrel{~}{z}_1)`$. By Lemma 2.4 and Remark 2.3 we conclude that $`\widehat{\mathrm{\Psi }}_{z_1}(\stackrel{~}{z}_1)`$ is a $`\stackrel{~}{z}_1`$-wave function associated with $`(\widehat{p}_{z_1},\widehat{q}_{z_1})`$. Moreover,

$`\widehat{\mathrm{\Psi }}_{z_1}(\stackrel{~}{z}_1,x)`$ $`=i(\stackrel{~}{z}_1z_1)\psi _1(\stackrel{~}{z}_1,x)\left(\begin{array}{c}1\\ 0\end{array}\right)`$
$`{\displaystyle \frac{1}{2}}\left(\begin{array}{cc}q(x)& 0\\ 0& 1\end{array}\right)\left(\widehat{p}_{z_1}(x)\psi _1(\stackrel{~}{z}_1,x)+\psi _2(\stackrel{~}{z}_1,x)\right)\left(\begin{array}{c}1\\ 1\end{array}\right),`$ (2.42)
where $`\widehat{p}_{z_1}`$ is defined in (2.22). We now apply Lemma 2.5 replacing $`\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1)`$ by $`\widehat{\mathrm{\Psi }}_{z_1}(\stackrel{~}{z}_1)`$ and $`(p,q)`$ by $`(\widehat{p}_{z_1},\widehat{q}_{z_1})`$. Then $`\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1}=\widehat{\psi }_{1,z_1}(\stackrel{~}{z}_1)/\widehat{\psi }_{2,z_1}(\stackrel{~}{z}_1)`$, as required by (2.27), coincides with $`q_{z_1,\stackrel{~}{z}_1}^{(1)}`$, as defined in (2.33),

$$\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1}(x)=q_{z_1,\stackrel{~}{z}_1}^{(1)}(x).$$
(2.43)
By formula (2.27) for $`\stackrel{ˇ}{p}_{\stackrel{~}{z}_1,z_1}`$ and Lemma 2.2 (i) for $`\widehat{p}_{z_1}=\psi _2(z_1)/\psi _1(z_1)`$ one infers

$`\stackrel{ˇ}{p}_{\stackrel{~}{z}_1,z_1}(x)`$ $`=\widehat{p}_{z_1}^{}(x)+q_{z_1,\stackrel{~}{z}_1}^{(1)}(x)\widehat{p}_{z_1}(x)^2+2i\stackrel{~}{z}_1\widehat{p}_{z_1}(x)`$
$`=\left(q(x)\widehat{p}_{z_1}(x)^2+2iz_1\widehat{p}_{z_1}(x)p(x)\right)+q_{z_1,\stackrel{~}{z}_1}^{(1)}(x)\widehat{p}_{z_1}(x)^2+2i\stackrel{~}{z}_1\widehat{p}_{z_1}(x)`$
$`=p_{z_1,\stackrel{~}{z}_1}^{(1)}(x).`$ (2.44)
Using (2.29) and (2.22)–(2.24) one computes

$`\stackrel{ˇ}{\mathrm{\Gamma }}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})\widehat{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})`$
$`=\left((z\stackrel{~}{z}_1)\sigma _6+{\displaystyle \frac{i}{2}}\left(\begin{array}{cc}1& 0\\ 0& \widehat{p}_{z_1}\end{array}\right)\left(\begin{array}{cc}1& \stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1}\\ 1& \stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1}\end{array}\right)\right)`$
$`\times \left((zz_1)\sigma _5+{\displaystyle \frac{i}{2}}\left(\begin{array}{cc}q& 0\\ 0& 1\end{array}\right)\left(\begin{array}{cc}\widehat{p}_{z_1}& 1\\ \widehat{p}_{z_1}& 1\end{array}\right)\right)`$
$`=(i/2)zI_2(i/2)W(\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))^1`$
$`\times \left(\begin{array}{cc}\stackrel{~}{z}_1\psi _2(z_1)\stackrel{~}{\psi }_1(\stackrel{~}{z}_1)z_1\psi _1(z_1)\stackrel{~}{\psi }_2(\stackrel{~}{z}_1)& (\stackrel{~}{z}_1z_1)\psi _1(z_1)\stackrel{~}{\psi }_1(\stackrel{~}{z}_1)\\ (\stackrel{~}{z}_1z_1)\psi _2(z_1)\stackrel{~}{\psi }_2(\stackrel{~}{z}_1)& \stackrel{~}{z}_1\psi _1(z_1)\stackrel{~}{\psi }_2(\stackrel{~}{z}_1)+z_1\psi _2(z_1)\stackrel{~}{\psi }_1(\stackrel{~}{z}_1)\end{array}\right)`$
$`=\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1)).`$ (2.45)
To check (2.35) one uses Lemmas 2.4 and 2.5,

$`\mathrm{\Gamma }^{}(z,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))`$
$`=\stackrel{ˇ}{\mathrm{\Gamma }}^{}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})\widehat{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})+\stackrel{ˇ}{\mathrm{\Gamma }}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})\widehat{\mathrm{\Gamma }}^{}(z,q,\widehat{p}_{z_1})`$
$`=[\stackrel{ˇ}{\mathrm{\Gamma }}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})U(z,\widehat{p}_{z_1},\widehat{q}_{z_1})`$
$`+U(z,\stackrel{ˇ}{p}_{z_1,\stackrel{~}{z}_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})\stackrel{ˇ}{\mathrm{\Gamma }}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})]\widehat{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})`$
$`+\stackrel{ˇ}{\mathrm{\Gamma }}(z,\widehat{p}_{z_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})[\widehat{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})U(z,p,q)+U(z,\widehat{p}_{z_1},\widehat{q}_{z_1})\widehat{\mathrm{\Gamma }}(z,q,\widehat{p}_{z_1})]`$
$`=U(z,\stackrel{ˇ}{p}_{z_1,\stackrel{~}{z}_1},\stackrel{ˇ}{q}_{z_1,\stackrel{~}{z}_1})\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\stackrel{~}{z}_1))U(z,p,q).`$ (2.46)
Formulas (2.39)–(2.40) follow from (2.32)–(2.34) since by Lemma 2.2 (iii),

$$W(\mathrm{\Psi }(z_1),\stackrel{~}{\mathrm{\Psi }}(\overline{z_1}))=W(\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))=\mathrm{\Psi }(z_1)_^2^2.$$
(2.47)
For a general treatment of Bäcklund (Darboux) and gauge transformations and their interrelations we refer, for instance, to \[34, Sect. 4.1\] and .

Finally we add a few more facts valid in the $`\mathrm{NLS}_{}`$ case.

###### Remark 2.7.

Assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$. If $`\mathrm{{\rm Y}}(z)=(\upsilon _1(z),\upsilon _2(z))^{}`$ is a $`z`$-wave function associated with $`q`$, then $`𝒦\mathrm{{\rm Y}}(z,x)`$ is a $`\overline{z}`$-wave function associated with $`q`$ and

$`\mathrm{{\rm Y}}_{z_1}^{(1)}(\overline{z},x)`$ $`=\mathrm{\Gamma }(\overline{z},x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))\mathrm{{\rm Y}}(\overline{z},x)`$
$`=\mathrm{\Gamma }(\overline{z},x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))𝒦\mathrm{{\rm Y}}(z,x)`$
$`=(\overline{\upsilon _{2,z_1}^{(1)}(z,x)},\overline{\upsilon _{1,z_1}^{(1)}(z,x)})^{}`$
$`=𝒦\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)`$ (2.48)
is a $`\overline{z}`$-wave function associated with $`q_{z_1}^{(1)}`$ $`(`$cf. Lemma 2.2$`(iii))`$.

###### Remark 2.8.

Assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$.
$`(i)`$ Take $`z=z_1`$ and $`\mathrm{{\rm Y}}(z_1)=\mathrm{\Psi }(z_1)`$ in Theorem 2.6. Then

$$\mathrm{\Psi }_{z_1}^{(1)}(z_1,x)=\mathrm{\Gamma }(z_1,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))\mathrm{\Psi }(z_1,x)=0$$
(2.49)
since $`\mathrm{\Psi }(z_1)^{}\mathrm{\Psi }(z_1)=0`$.
$`(ii)`$ Take $`z=\overline{z_1}`$ and $`𝒦\mathrm{{\rm Y}}(z_1)=𝒦\mathrm{\Psi }(z_1)`$ in Theorem 2.6. Then

$$𝒦\mathrm{\Psi }_{z_1}^{(1)}(z_1,x)=\mathrm{\Gamma }(\overline{z_1},x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))𝒦\mathrm{\Psi }(z_1,x)=0$$
(2.50)
since $`\mathrm{\Psi }(z_1)^{}𝒦\mathrm{\Psi }(z_1)=\mathrm{\Psi }(z_1)_^2^2`$ by Lemma 2.2$`(iii)`$.

In the $`\mathrm{NLS}_{}`$ case, Theorem 2.6 also shows that $`q_{z_1}^{(1)}`$ is locally nonsingular whenever $`q`$ is. More precisely, one has the following result.

###### Corollary 2.9.

Assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$ and suppose $`z_1`$. Then, if $`qL_{\text{loc}}^p()`$ for some $`p[1,\mathrm{})\{\mathrm{}\}`$ $`(`$respectively, if $`qC^k()`$ for some $`k_0`$$`)`$, the $`\mathrm{NLS}_{}`$ potential $`q_{z_1}^{(1)}`$ given by (2.38) also satisfies $`q_{z_1}^{(1)}L_{\text{loc}}^p()`$ $`(`$respectively, $`q_{z_1}^{(1)}C^k()`$$`)`$.

###### Proof.

Since $`\left|\psi _1(z_1,x)\overline{\psi _2(z_1,x)}\right|\mathrm{\Psi }(z_1,x)_^2^21/2`$, one concludes from (2.38) that $`(q_{z_1}^{(1)}q)L^{\mathrm{}}()`$. Again by (2.38), $`q`$ and $`q_{z_1}^{(1)}`$ share the same $`L_{\text{loc}}^p`$ and $`C^k`$ properties since by (2.4) (with $`p=\overline{q}`$) one has $`_x^m\psi _j(z_1,)\text{AC}_{\text{loc}}()`$, $`j=1,2`$, whenever $`_x^mqL_{\text{loc}}^1()`$. ∎

## 3. $`𝒥`$-Self-Adjointness of $`\mathrm{NLS}_{}`$ Dirac-Type Operators

It is a known fact that the Dirac-type Lax differential expression in the defocusing $`\mathrm{NLS}_+`$ case is always in the limit point case at $`\pm \mathrm{}`$. Put differently, the maximally defined Dirac-type operator corresponding to the defocusing $`\mathrm{NLS}_+`$ case (cf. (1.3)) is always self-adjoint. Classical references in this context are \[32, Sect. 8.6\], , which use some additional conditions (such as real-valuedness and/or regularity) of the coefficient $`q`$. A simple proof of this fact under most general conditions on $`q`$ was recently communicated to us by Hinton  (cf. also ,  and  for matrix-valued extensions of this result). In this section we show that the analogous result holds for Dirac-type differential expressions $`M(q)`$ in (2.7) in the focusing $`\mathrm{NLS}_{}`$ case, when self-adjointness is replaced by $`𝒥`$-self-adjointness.

First, we recall some basic facts about $`𝒥`$-symmetric and $`𝒥`$-self-adjoint operators in a complex Hilbert space $``$ (see, e.g., \[11, Sect. III.5\] and \[21, p. 76\]) with scalar product denoted by $`(,)_{}`$ (linear in the first and antilinear in the second place) and corresponding norm denoted by $`_{}`$. Let $`𝒥`$ be a conjugation operator in $``$, that is, $`𝒥`$ is an antilinear involution satisfying

$$(𝒥u,v)_{}=(𝒥v,u)_{}\text{ for all }u,v,𝒥^2=I.$$
(3.1)
In particular,

$$(𝒥u,𝒥v)_{}=(v,u)_{},u,v.$$
(3.2)
A densely defined linear operator $`S`$ in $``$ is called $`𝒥`$-symmetric if

$$S𝒥S^{}𝒥\text{ (equivalently, if }𝒥S𝒥S^{}\text{).}$$
(3.3)
Clearly, (3.3) is equivalent to

$$(𝒥u,Sv)_{}=(𝒥Su,v)_{},u,v\text{dom}(S).$$
(3.4)
Here $`S^{}`$ denotes the adjoint operator of $`S`$ in $``$. If $`S`$ is $`𝒥`$-symmetric, so is its closure $`\overline{S}`$. The operator $`S`$ is called $`𝒥`$-self-adjoint if

$$S=𝒥S^{}𝒥\text{ (equivalently, if }𝒥S𝒥=S^{}\text{).}$$
(3.5)
Finally, a densely defined, closable operator $`T`$ is called essentially $`𝒥`$-self-adjoint if its closure $`\overline{T}`$ is $`𝒥`$-self adjoint, that is, if

$$\overline{T}=𝒥T^{}𝒥.$$
(3.6)
Next, assuming $`S`$ to be $`𝒥`$-symmetric, one introduces the following inner product $`(,)_{}`$ on $`\text{dom}(𝒥S^{}𝒥)=\text{dom}(S^{}𝒥)`$ according to  (see also ),

$$(u,v)_{}=(𝒥u,𝒥v)_{}+(S^{}𝒥u,S^{}𝒥v)_{},u,v\text{dom}(𝒥S^{}𝒥),$$
(3.7)
which renders $`\text{dom}(𝒥S^{}𝒥)`$ a Hilbert space. Then the following theorem holds ($`I`$ denotes the identity operator in $``$).

###### Theorem 3.1 (Race ).

Let $`S`$ be a densely defined closed $`𝒥`$-symmetric operator. Then

$$\text{dom}(𝒥S^{}𝒥)=\text{dom}(S)_{}\mathrm{ker}((S^{}𝒥)^2+I),$$
(3.8)
where $`_{}`$ means the orthogonal direct sum with respect to the inner product $`(,)_{}`$. In particular, a densely defined closed $`𝒥`$-symmetric operator $`S`$ is $`𝒥`$-self-adjoint if and only if

$$\mathrm{ker}((S^{}𝒥)^2+I)=\{0\}.$$
(3.9)
We will apply (3.9) to (maximally defined) Dirac-type operators associated with the differential expression $`M(q)`$ in (2.7) relevant to the focusing $`\mathrm{NLS}_{}`$ hierarchy and prove the fundamental fact that such Dirac operators are always $`𝒥`$-self-adjoint under most general conditions on the coefficient $`q`$ (cf. Theorem 3.5).

It will be convenient to make the following $`\mathrm{NLS}_{}`$ assumption throughout the remainder of this section.

###### Hypothesis 3.2.

Suppose $`qL_{\text{loc}}^1()`$ and assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$.

Given Hypothesis 3.2, we now introduce the following maximal and minimal Dirac-type operators in $`L^2()^2`$ associated with the differential expression $`M(q)`$,

$`D_{\mathrm{max}}(q)F=M(q)F,`$ (3.10)
$`F\text{dom}(D_{\mathrm{max}}(q))=\left\{GL^2()^2\right|GAC_{\text{loc}}()^2;M(q)GL^2()^2\},`$
$`D_{\mathrm{min}}(q)F=M(q)F,`$ (3.11)
$`F\text{dom}(D_{\mathrm{min}}(q))=\{G\text{dom}(D_{\mathrm{max}}(q))|\text{supp}(G)\text{ is compact}\}.`$
It follows by standard techniques (see, e.g., \[32, Ch. 8\] and ) that under Hypothesis 3.2, $`D_{\mathrm{min}}(q)`$ is densely defined and closable in $`L^2()^2`$ and $`D_{\mathrm{max}}(q)`$ is a densely defined closed operator in $`L^2()^2`$. Moreover (cf. (2.18)), one infers (see, e.g., \[32, Lemma 8.6.2\] and  in the analogous case of symmetric Dirac operators)

$$\overline{D_{\mathrm{min}}(q)}=D_{\mathrm{max}}(q)^{},\text{ or equivalently, }D_{\mathrm{min}}(q)^{}=D_{\mathrm{max}}(q).$$
(3.12)
The following result will be the crucial ingredient in the proof of Theorem 3.5, the principal result of this section.

###### Theorem 3.3.

Assume Hypothesis 3.2. Let $`N(q)`$ be the following $`(`$formally self-adjoint $`)`$ differential expression

$$N(q)=i\left(\begin{array}{cc}\frac{d}{dx}& q\\ \overline{q}& \frac{d}{dx}\end{array}\right)$$
(3.13)
and denote by $`\stackrel{~}{D}_{\mathrm{max}}(q)`$ the maximally defined Dirac-type operator in $`L^2()^2`$ associated with $`N(q)`$,

$`\stackrel{~}{D}_{\mathrm{max}}(q)F=N(q)F,`$ (3.14)
$`F\text{dom}(\stackrel{~}{D}_{\mathrm{max}}(q))=\left\{GL^2()^2\right|GAC_{\text{loc}}()^2;N(q)GL^2()^2\}.`$
Then one infers:
(i) The following identity holds

$$M(q)M(q)=N(q)^2.$$
(3.15)
(ii) Let $`U_q=U_q(x)`$ satisfy the initial value problem

$$U_q^{}=\left(\begin{array}{cc}0& q\\ \overline{q}& 0\end{array}\right)U_q,U_q(0)=I_2.$$
(3.16)
Then $`\{U_q(x)\}_x`$ is a family of unitary matrices in $`^2`$ with entries in $`AC_{\text{loc}}()L^{\mathrm{}}()`$ satisfying

$$U_q^1N(q)U_q=i\frac{d}{dx}I_2.$$
(3.17)
(iii) Let $`𝒰_q`$ denote the multiplication operator with $`U_q()`$ on $`L^2()^2`$. Then $`\stackrel{~}{D}_{\mathrm{max}}(q)`$ is unitarily equivalent to the maximally defined operator in $`L^2()^2`$ associated with the differential expression $`i\frac{d}{dx}I_2`$,

$`𝒰_q^1\stackrel{~}{D}_{\mathrm{max}}(q)𝒰_q=\left(i{\displaystyle \frac{d}{dx}}I_2\right)_{\mathrm{max}},`$ (3.18)
$`\text{dom}\left(\left(i{\displaystyle \frac{d}{dx}}I_2\right)_{\mathrm{max}}\right)=H^{1,2}()^2=\left\{FL^2()^2\right|FAC_{\text{loc}}()^2;F^{}L^2()^2\}.`$
Moreover,

$`𝒰_q^1D_{\mathrm{max}}(q)D_{\mathrm{max}}(q)𝒰_q=\left({\displaystyle \frac{d^2}{dx^2}}I_2\right)_{\mathrm{max}},`$ (3.19)
$`\text{dom}\left(\left({\displaystyle \frac{d^2}{dx^2}}I_2\right)_{\mathrm{max}}\right)=H^{2,2}()^2`$
$`=\left\{FL^2()^2\right|F,F^{}AC_{\text{loc}}()^2;F^{},F^{\prime \prime }L^2()^2\}.`$
###### Proof.

That $`N(q)`$ is formally self-adjoint and $`M(q)M(q)=N(q)^2`$ as stated in $`(i)`$ is an elementary matrix calculation.
To prove $`(ii)`$, we note that the initial value problem (3.16) is well-posed in the sense of Carathéodory since $`qL_{\text{loc}}^1()`$ (cf., e.g., \[22, p. 45–46\]) with a solution matrix $`U_q`$ with entries in $`AC_{\text{loc}}()`$. Moreover, for each $`x`$, $`U_q(x)`$ is a unitary matrix in $`^2`$, since $`U_q^{}=B(q)U_q`$, with $`B(q)=\left(\begin{array}{cc}0& q\\ \overline{q}& 0\end{array}\right)`$ skew-adjoint. Thus, the entries $`U_{q,j,k}`$, $`1j,k2`$ of $`U_q`$ (as well as those of $`U_q^1`$) actually satisfy

$$U_{q,j,k}AC_{\text{loc}}()L^{\mathrm{}}(),1j,k2.$$
(3.20)
Next, fix $`FAC_{\text{loc}}()^2`$, such that $`𝒰_q^1FH^{1,2}()^2`$. Then

$`U_q\left(i{\displaystyle \frac{d}{dx}}I_2\right)U_q^1F`$ $`=i{\displaystyle \frac{d}{dx}}F+iU_q{\displaystyle \frac{d}{dx}}(U_q^1)F`$
$`=i{\displaystyle \frac{d}{dx}}F+iU_q(U_q^1B(q)^{})F`$
$`=N(q)F,`$ (3.21)
where we used the fact that $`(U_q^1)^{}=U_q^1B(q)^{}`$. Thus, $`(ii)`$ follows.
Moreover, by (3.21) one concludes $`\text{dom}(\stackrel{~}{D}_{\mathrm{max}}(q))=𝒰_qH^{1,2}()^2`$ by (3.20) and the fact that $`U_q`$ is unitary in $`^2`$. This proves (3.18).
Clearly $`(i)`$ and $`(ii)`$ yield the relation

$$U_q^1M(q)M(q)U_q=\frac{d^2}{dx^2}I_2.$$
(3.22)
Thus, (3.19) will follow once we prove the following facts:

$`(i)U_qFL^2()^2\text{ if and only if }FL^2()^2,`$ (3.23)
$`(ii)U_qFAC_{\text{loc}}()^2\text{ if and only if }FAC_{\text{loc}}()^2,`$ (3.24)
$`(iii)M(q)U_qFL^2()^2\text{ if and only if }F^{}L^2()^2,`$ (3.25)
$`(iv)M(q)U_qFAC_{\text{loc}}()^2\text{ if and only if }F^{}AC_{\text{loc}}()^2,`$ (3.26)
$`(v)M(q)M(q)U_qFL^2()^2\text{ if and only if }F^{\prime \prime }L^2()^2.`$ (3.27)
Clearly (3.23) and (3.27) hold since $`U_q`$ is unitary in $`^2`$. (3.24) is valid since $`U_{q,j,k},U_{q,j,k}^1AC_{\text{loc}}()L^{\mathrm{}}()`$, $`j,k=1,2`$. Next, an explicit computation yields

$$M(q)U_qF=i\left(\begin{array}{c}U_{q,1,1}f_1^{}+U_{q,1,2}f_2^{}\\ U_{q,2,1}f_1^{}U_{q,2,2}f_2^{}\end{array}\right),F=(f_1,f_2)^{}.$$
(3.28)
Introducing

$$V_q=\sigma _3U_q\sigma _3=\left(\begin{array}{cc}U_{q,1,1}& U_{q,1,2}\\ U_{q,2,1}& U_{q,2,2}\end{array}\right),$$
(3.29)
one infers $`V_{q,j,k},V_{q,j,k}^1AC_{\text{loc}}()L^{\mathrm{}}()`$, $`j,k=1,2`$ and

$$V_q^1M(q)U_qF=i(f_1^{},f_2^{})^{},$$
(3.30)
and hence (3.25) and (3.26) hold. This proves (3.19). ∎

###### Remark 3.4.

We note that by (3.18), $`\stackrel{~}{D}_{\mathrm{max}}(q)`$, the maximally defined, self-adjoint operator in $`L^2()^2`$ associated with the $`2\times 2`$ matrix-valued differential expression $`N(q)`$ has a purely absolutely continuous spectrum that equals $``$,

$$\sigma (\stackrel{~}{D}_{\mathrm{max}}(q))=\sigma _{\mathrm{ac}}(\stackrel{~}{D}_{\mathrm{max}}(q))=.$$
(3.31)
$`(`$We refer to Section 5 for a discussion of various spectral decompositions. In the present context we just note that $`\sigma (T)`$ and $`\sigma _{\mathrm{ac}}(T)`$ denote the spectrum and absolutely continuous spectrum of a self-adjoint operator $`T`$ in a separable complex Hilbert space $``$.$`)`$

The principal result of this section then reads as follows.

###### Theorem 3.5.

Assume Hypothesis 3.2. Then the minimally defined Dirac-type operator $`D_{\mathrm{min}}(q)`$ associated with the Lax differential expression

$$M(q)=i\left(\begin{array}{cc}\frac{d}{dx}& q\\ \overline{q}& \frac{d}{dx}\end{array}\right)$$
(3.32)
introduced in (3.11) is essentially $`𝒥`$-self-adjoint in $`L^2()^2`$, that is,

$$\overline{D_{\mathrm{min}}(q)}=𝒥D_{\mathrm{min}}(q)^{}𝒥,$$
(3.33)
where $`𝒥`$ is the conjugation defined in (2.9). Moreover,

$$\overline{D_{\mathrm{min}}(q)}=D_{\mathrm{max}}(q)$$
(3.34)
and hence $`D_{\mathrm{max}}(q)`$ is $`𝒥`$-self-adjoint.

###### Proof.

We first recall (cf. (3.12))

$$D_{\mathrm{min}}(q)^{}=D_{\mathrm{max}}(q)$$
(3.35)
and also note

$$𝒥D_{\mathrm{max}}(q)𝒥=D_{\mathrm{max}}(q).$$
(3.36)
Since $`\overline{D_{\mathrm{min}}(q)}`$ is closed and $`𝒥`$-symmetric (cf. (2.19)), its $`𝒥`$-self-adjointness is equivalent to showing that (cf. (3.9))

$$\mathrm{ker}\left(D_{\mathrm{min}}(q)^{}𝒥D_{\mathrm{min}}(q)^{}𝒥+I\right)=\mathrm{ker}(D_{\mathrm{max}}(q)D_{\mathrm{max}}(q)+I)=\{0\}.$$
(3.37)
Since by (3.19) $`D_{\mathrm{max}}(q)D_{\mathrm{max}}(q)`$ is unitarily equivalent to $`(d^2/dx^2I_2)_{\mathrm{max}}0`$, one concludes $`D_{\mathrm{max}}(q)D_{\mathrm{max}}(q)0`$ and hence (3.37) obviously holds. The fact (3.34) then follows from (3.33) and (3.35) since

$$\overline{D_{\mathrm{min}}(q)}=𝒥D_{\mathrm{min}}(q)^{}𝒥=𝒥D_{\mathrm{max}}(q)𝒥=D_{\mathrm{max}}(q).$$
(3.38)
As mentioned in the introductory paragraph to this section, Theorem 3.5 in the $`𝒥`$-self-adjoint context can be viewed as an analog of the result of the corresponding (self-adjoint) Dirac operator relevant in the defocusing $`\mathrm{NLS}_+`$ case of the nonlinear Schrödinger equation.

## 4. Constructing $`L^2()^2`$-Wave Functions for $`𝒥`$-Self-Adjoint
Dirac-Type Operators

In this section we discuss how to construct $`L^2()^2`$-wave functions for non-self-adjoint (but $`𝒥`$-self-adjoint) Dirac-type operators associated with the Lax differential expression for the $`\mathrm{NLS}_{}`$ system.

By Remark 2.8, in order to obtain a nonzero $`z_1`$-wave function associated with $`q_{z_1}^{(1)}`$, we have to apply the transformation matrix $`\mathrm{\Gamma }(z_1,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))`$ to a $`z_1`$-wave function $`\mathrm{\Phi }(z_1)`$ associated with $`q`$ that is linearly independent with the original $`z_1`$-wave function $`\mathrm{\Psi }(z_1)`$ associated with $`q`$. Similarly, in order to obtain a nonzero $`\overline{z_1}`$-wave function associated with $`q_{z_1}^{(1)}`$, we have to apply the transformation matrix $`\mathrm{\Gamma }(\overline{z_1},\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))`$ to a $`\overline{z_1}`$-wave function $`𝒦\mathrm{\Phi }(z_1)`$ associated with $`q`$ that is linearly independent with the original $`\overline{z_1}`$-wave function $`𝒦\mathrm{\Psi }(z_1)`$ associated with $`q`$. The function $`\mathrm{\Phi }(z_1)`$ is constructed as follows.

Let $`\mathrm{\Psi }(z)=(\psi _1(z),\psi _2(z))^{}`$, $`z`$, be a $`z`$-wave function associated with $`q`$ on $``$ and introduce

$$\mathrm{\Omega }_z=\{x|\psi _1(z,x)\psi _2(z,x)0\}.$$
(4.1)
Next, consider

$$\mathrm{\Psi }^\mathrm{\#}(z,x)=(1/2)(\psi _2(z,x)^1,\psi _1(z,x)^1)^{},x\mathrm{\Omega }_z,$$
(4.2)
such that

$$W(\mathrm{\Psi }^\mathrm{\#}(z,x),\mathrm{\Psi }(z,x))=1.$$
(4.3)
Let $`x_0,x\mathrm{\Omega }_z`$ such that $`[x_0,x]\mathrm{\Omega }_z`$ and define

$`R(z,x,x_0)`$ $`={\displaystyle \frac{1}{2}}{\displaystyle _{x_0}^x}𝑑x^{}\left({\displaystyle \frac{\overline{q(x^{})}}{\psi _2(z,x^{})^2}}+{\displaystyle \frac{q(x^{})}{\psi _1(z,x^{})^2}}\right),`$ (4.4)
$`\mathrm{\Phi }(z,x)`$ $`=\mathrm{\Psi }^\mathrm{\#}(z,x)+R(z,x,x_0)\mathrm{\Psi }(z,x),[x_0,x]\mathrm{\Omega }_z.`$ (4.5)
Using (2.4), we have $`(\mathrm{\Psi }^\mathrm{\#})^{}=U(p,q)\mathrm{\Psi }^\mathrm{\#}R^{}\mathrm{\Psi }`$. Thus, $`W(\mathrm{\Phi },\mathrm{\Psi })=1`$ and $`\mathrm{\Phi }(z)`$ is a $`z`$-wave function associated with $`q`$, since

$$\mathrm{\Phi }^{}=(\mathrm{\Psi }^\mathrm{\#})^{}+R^{}\mathrm{\Psi }+R\mathrm{\Psi }^{}=U\mathrm{\Psi }^\mathrm{\#}R^{}\mathrm{\Psi }+R^{}\mathrm{\Psi }+RU\mathrm{\Psi }=U\mathrm{\Phi }.$$
(4.6)
We note that $`\mathrm{\Psi }^{}\mathrm{\Psi }^\mathrm{\#}=1`$ implies $`𝒦\mathrm{\Psi }(z)\mathrm{\Psi }(z)^{}\mathrm{\Phi }(z)=𝒦\mathrm{\Psi }(z)`$.

Thus, if $`\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))`$ is defined using $`\mathrm{\Psi }(z_1)`$ as in (2.40), then the $`z_1`$-wave function $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ associated with $`q_{z_1}^{(1)}`$, as prescribed in Theorem 2.6, is computed as follows

$`\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$ $`=\mathrm{\Gamma }(z_1,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))\mathrm{\Phi }(z_1,x)`$
$`=\text{Im}(z_1)\mathrm{\Psi }(z_1,x)_^2^2𝒦\mathrm{\Psi }(z_1,x).`$ (4.7)
Moreover, by Remark 2.7, $`𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ is computed as

$`𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$ $`=\mathrm{\Gamma }(\overline{z_1},x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))𝒦\mathrm{\Phi }(z_1,x)`$
$`=\text{Im}(z_1)\mathrm{\Psi }(z_1,x)_^2^2\mathrm{\Psi }(z_1,x).`$ (4.8)
By (4.7) and (2.40), for each $`z`$, the $`z`$-wave function $`\mathrm{\Phi }_{z_1}^{(1)}(z)`$ associated with $`q_{z_1}^{(1)}`$ (constructed using the $`z`$-wave function $`\mathrm{\Phi }(z)`$ associated with $`q`$) is computed by

$`\mathrm{\Phi }_{z_1}^{(1)}(z,x)`$ $`=\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))\mathrm{\Phi }(z,x)`$
$`=(i/2)(zz_1)\mathrm{\Phi }(z,x)+\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\mathrm{\Psi }(z_1,x)^{}\mathrm{\Phi }(z,x)`$
$`=(i/2)(zz_1)\mathrm{\Phi }(z,x)W(\mathrm{\Psi }(z_1,x),\mathrm{\Phi }(z,x))\mathrm{\Phi }_{z_1}^{(1)}(z_1,x).`$ (4.9)
Formulas (2.38) and (4.7) now imply

$$q_{z_1}^{(1)}(x)=q(x)+4\varphi _{1,z_1}^{(1)}(z_1,x)\psi _1(z_1,x),$$
(4.10)
where $`\mathrm{\Phi }_{z_1}^{(1)}(z,x)=(\varphi _{1,z_1}^{(1)}(z,x),\varphi _{2,z_1}^{(1)}(z,x))^{}`$, $`\mathrm{\Psi }(z,x)=(\psi _1(z,x),\psi _2(z,x))^{}`$.

###### Remark 4.1.

We emphasize that while $`R(z,x,x_0)`$ in (4.4), and hence $`\mathrm{\Phi }(z,x)`$ in (4.5), in general, will have singularities on $``$, the formulas (4.7)–(4.10) are well-defined for all $`x`$.

The next hypothesis will be crucial in our attempt to construct $`z_1`$\- and $`\overline{z}_1`$-wave functions in $`L^2()^2`$ associated with the Dirac-type differential expression $`M\left(q_{z_1}^{(1)}\right)`$.

###### Hypothesis 4.2.

Suppose $`qL_{\text{loc}}^1()`$, assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$, and let $`z_0`$. Suppose $`\mathrm{\Psi }(z_0)`$ to be a $`z_0`$-wave function associated with $`q`$ that satisfies the condition $`\mathrm{\Psi }(z_0,)_^2^1L^2()`$, that is,

$$_{\mathrm{}}^{\mathrm{}}𝑑x\mathrm{\Psi }(z_0,x)_^2^2<\mathrm{}.$$
(4.11)
If a $`z_0`$-wave function $`\mathrm{\Psi }(z_0)`$ associated with $`q`$ satisfies condition (4.11), we will henceforth say that $`\mathrm{\Psi }(z_0)`$ satisfies Hypothesis 4.2 at $`z_0`$.

###### Remark 4.3.

Assume Hypothesis 3.2 and suppose that $`\mathrm{\Psi }(z)`$ satisfies Hypothesis 4.2 at $`z`$. Then,
$`(i)`$ by Hölder’s inequality, $`\mathrm{\Psi }(z)L^2((\mathrm{},R])^2L^2([R,\mathrm{}))^2`$ for all $`R`$.
$`(ii)`$ $`𝒦\mathrm{\Psi }(z)`$ satisfies Hypothesis 4.2 at $`\overline{z}`$ by Lemma 2.2$`(iii)`$.

###### Remark 4.4.

Assume Hypothesis 3.2 and let $`\lambda `$. Then all $`\lambda `$-wave functions $`\mathrm{\Psi }(\lambda )`$ associated with $`q`$ satisfy $`\mathrm{\Psi }(\lambda ,x)_^2=c(\lambda )`$ $`(`$independently of $`x`$$`)`$. In particular, $`\mathrm{\Psi }(\lambda ,)_^2,\mathrm{\Psi }(\lambda ,)_^2^1L^2([R,\pm \mathrm{}))`$, $`R`$, and hence there exists no $`\lambda `$-wave function associated with $`q`$ that satisfies Hypothesis 4.2 at $`\lambda `$.

The principal result of this section then reads as follows.

###### Theorem 4.5.

Assume Hypothesis 3.2. Let $`z_1\backslash `$ and suppose that the $`z_1`$-wave function $`\mathrm{\Psi }(z_1)`$ associated with $`q`$ satisfies Hypothesis 4.2 at $`z_1`$. Let $`q_{z_1}^{(1)}`$ be given by (2.38). Then $`z_1`$ and $`\overline{z_1}`$ are eigenvalues of the maximal Dirac-type operator $`D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)`$ associated with $`M\left(q_{z_1}^{(1)}\right)`$ of geometric multiplicity equal to one. The corresponding eigenfunctions $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ and $`𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ are given by (4.7) and (4.8), respectively, that is, one has

$`\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\text{dom}\left(D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)\right),`$ (4.12)
$`D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)\mathrm{\Phi }_{z_1}^{(1)}(z_1)=z_1\mathrm{\Phi }_{z_1}^{(1)}(z_1),`$ (4.13)
$`D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)=\overline{z_1}𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1).`$ (4.14)
###### Proof.

Indeed, using (4.11) at $`z_1`$ one obtains

$$0<\mathrm{\Phi }_{z_1}^{(1)}(z_1)_{L^2}^2=|\text{Im}(z_1)|^2_{\mathrm{}}^{\mathrm{}}𝑑x\mathrm{\Psi }(z_1,x)_^2^4\mathrm{\Psi }(z_1,x)_^2^2<\mathrm{}.$$
(4.15)
In order to show that $`z_1`$ has geometric multiplicity equal to one as an eigenvalue of $`D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)`$, we next assume that $`\mathrm{\Phi }_{z_1}^{(1)}(z_1,)L^2()^2`$ and $`\stackrel{~}{\mathrm{\Phi }}_{z_1}^{(1)}(z_1,)L^2()^2`$ are linearly independent $`z_1`$-wave functions associated with $`q_{z_1}^{(1)}`$. Then clearly $`\mathrm{\Phi }_{z_1}^{(1)}(z_1,),\stackrel{~}{\mathrm{\Phi }}_{z_1}^{(1)}(z_1,)\text{dom}\left(D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)\right)`$ and

$$W(\mathrm{\Phi }_{z_1}^{(1)}(z_1,),\stackrel{~}{\mathrm{\Phi }}_{z_1}^{(1)}(z_1,))L^1().$$
(4.16)
However, since by (2.5), $`W(\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\stackrel{~}{\mathrm{\Phi }}_{z_1}^{(1)}(z_1,x))`$ is constant with respect to $`x`$, (4.16) represents a contradiction and hence $`z_1`$ has geometric multiplicity equal to one. The analogous arguments apply to $`\overline{z_1}`$. ∎

The argument that $`D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)`$ has only eigenvalues of geometric multiplicity equal to one applies of course in complete generality to any $`D(q)`$ with $`qL_{\text{loc}}^1()`$.

Next we show that condition (4.11) is preserved under iterations, a fact of great relevance in connection with the multi-soliton solutions relative to arbitrary backgrounds discussed at the end of Section 6.

###### Lemma 4.6.

Assume Hypothesis 3.2 and let $`z_1,z_2`$. Fix a $`z_1`$-wave function $`\mathrm{\Psi }(z_1)`$ and a $`z_2`$-wave function $`\mathrm{\Phi }(z_2)`$ associated with $`q`$. Using $`\mathrm{\Psi }(z_1)`$, construct the $`\mathrm{NLS}_{}`$ potential $`q_{z_1}^{(1)}`$ by formula (2.38) and consider the transformation matrix $`\mathrm{\Gamma }(z_2,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))`$ given by formula (2.40) for $`z=z_2`$. Let $`\mathrm{\Phi }_{z_1}^{(1)}(z_2)`$ be the $`z_2`$-wave function associated with $`q_{z_1}^{(1)}`$ as in (4.9). If $`\mathrm{\Phi }(z_2)`$ satisfies Hypothesis 4.2 at $`z_2`$, then $`\mathrm{\Phi }_{z_1}^{(1)}(z_2)`$ satisfies Hypothesis 4.2 at $`z_2`$.

###### Proof.

Without loss of generality we may assume $`\text{Im}(z_1)\text{Im}(z_2)0`$. Formulas (2.12), (4.7), and (4.9) imply

$`\mathrm{\Phi }_{z_1}^{(1)}(z_2)_^2^2`$
$`={\displaystyle \frac{1}{4}}|z_2z_1|^2\mathrm{\Phi }(z_2)_^2^2+{\displaystyle \frac{1}{4}}|\overline{z_1}z_1|^2\mathrm{\Psi }(z_1)_^2^4𝒦\mathrm{\Psi }(z_1))\mathrm{\Psi }(z_1)^{}\mathrm{\Phi }(z_2)_^2^2`$
$`{\displaystyle \frac{1}{2}}\text{Re}\left(((z_2z_1)\mathrm{\Phi }(z_2),(\overline{z_1}z_1)\mathrm{\Psi }(z_1)_^2^2𝒦\mathrm{\Psi }(z_1)\mathrm{\Psi }(z_1)^{}\mathrm{\Phi }(z_2))_^2\right)`$
$`={\displaystyle \frac{1}{4}}|z_2z_1|^2\mathrm{\Phi }(z_2)_^2^2+{\displaystyle \frac{1}{4}}|\overline{z_1}z_1|^2\mathrm{\Psi }(z_1)_^2^2|\mathrm{\Psi }(z_1)^{}\mathrm{\Phi }(z_2)|^2`$
$`+{\displaystyle \frac{1}{2}}\mathrm{\Psi }(z_1)_^2^2|\mathrm{\Psi }(z_1)^{}\mathrm{\Phi }(z_2)|^2\text{Re}((z_2z_1)(\overline{z_1}z_1))`$
$`={\displaystyle \frac{1}{4}}|z_2z_1|^2\mathrm{\Phi }(z_2)_^2^2+\mathrm{\Psi }(z_1)_^2^2|\mathrm{\Psi }(z_1)^{}\mathrm{\Phi }(z_2)|^2\text{Im}(z_1)\text{Im}(z_2)`$
$`{\displaystyle \frac{1}{4}}|z_2z_1|^2\mathrm{\Phi }(z_2)_^2^2.`$ (4.17)
Thus, if $`_{\mathrm{}}^{\mathrm{}}𝑑x\mathrm{\Phi }(z_2,x)_^2^2<\mathrm{}`$, then $`_{\mathrm{}}^{\mathrm{}}𝑑x\mathrm{\Phi }_{z_1}^{(1)}(z_2,x)_^2^2<\mathrm{}`$. ∎

It will be shown in Remark 6.1 that for any $`z\rho \left(D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)\right)`$ all but two $`z`$-wave functions of $`D_{\mathrm{max}}\left(q_{z_1}^{(1)}\right)`$ satisfy Hypothesis 4.2 at $`z`$.

## 5. Some Spectral Properties and the Existence of Weyl–Titchmarsh-type Solutions for $`𝒥`$-Self-Adjoint
Dirac-Type Operators

The principal purpose of this section is to establish the existence of Weyl–Titchmarsh-type solutions for formally $`𝒥`$-self-adjoint Dirac differetial expressions $`M(q)`$ associated with the focusing $`\mathrm{NLS}_{}`$ case. The latter are well-known to exist in the case of self-adjoint Dirac operators (in particular, they are well-known to exist in the context of the defocusing $`\mathrm{NLS}_+`$ equation) and are known to be a fundamental ingredient in the spectral analysis in the self-adjoint context (cf., for instance, \[31, Chs. 3, 4,\]). As far as we know, no such result appears to be known in the general $`𝒥`$-self-adjoint case studied in this section. Along the way we also collect some results concerning spectral properties of $`D_{\mathrm{max}}(q)`$.

Thus, assuming the $`\mathrm{NLS}_{}`$ case and hence the basic Hypothesis 3.2 throughout this section, we adopt the simplified notation (cf. Section 3)

$$D(q)=\overline{D_{\mathrm{min}}(q)}=D_{\mathrm{max}}(q),qL_{\text{loc}}^1().$$
(5.1)
We also denote by $`I_2`$ the identity operator in $`L^2()^2`$ (as well as in $`^2`$). Moreover, we find it convenient to introduce the following notations,

$`\begin{array}{cc}& L_{\text{loc}}^2([\mathrm{},\mathrm{}))=\{f:\text{ is measurable}|fL^2((\mathrm{},R])\text{ for all }R\},\hfill \\ & L_{\text{loc}}^2((\mathrm{},\mathrm{}])=\{f:\text{ is measurable}|fL^2([R,\mathrm{}))\text{ for all }R\}.\hfill \end{array}`$ (5.2)
We start with the following auxiliary result (the variation of parameters formula).

###### Lemma 5.1.

Assume Hypothesis 3.2 and let $`(z,x_0)\times `$. Let $`\mathrm{\Psi }_1(z)`$ and $`\mathrm{\Psi }_2(z)`$ be linearly independent $`z`$-wave functions for $`M(q)`$ defined on $`[x_0,\mathrm{})`$ and denote by $`\mathrm{\Xi }(z,x)=[\mathrm{\Psi }_1(z,x),\mathrm{\Psi }_2(z,x)]`$ the $`2\times 2`$ fundamental matrix solution of $`M(q)\mathrm{\Xi }(z)=z\mathrm{\Xi }(z)`$. Assume the Wronskian of $`\mathrm{\Psi }_1`$ and $`\mathrm{\Psi }_2`$ satisfies $`W(\mathrm{\Psi }_1(z,x),\mathrm{\Psi }_2(z,x))=det(\mathrm{\Xi }(z,x))=1`$ for some $`(`$and hence for all $`)`$ $`x[x_0,\mathrm{})`$. Moreover, suppose $`BL_{\text{loc}}^1([x_0,\mathrm{}))^{2\times 2}`$. Then $`\mathrm{\Phi }(z,)AC_{\text{loc}}()^2`$ satisfies $`M(q)\mathrm{\Phi }(z)=z\mathrm{\Phi }(z)+B\mathrm{\Phi }(z)`$ if and only if

$$\mathrm{\Phi }(z,x)=\mathrm{\Xi }(z,x)C+_{x_0}^x𝑑x^{}\mathrm{\Xi }(z,x)\mathrm{\Xi }(z,x^{})^1B(x^{})\mathrm{\Phi }(z,x^{}),xx_0$$
(5.3)
for some $`C=(c_1,c_2)^{}^2`$ independent of $`x`$. Moreover, $`\mathrm{\Phi }(z,x)=0`$ for all $`xx_0`$ if and only if $`C=0`$.

###### Proof.

The computation

$`M(q)`$ $`\left(\mathrm{\Phi }(x){\displaystyle _{x_0}^x}𝑑x^{}\mathrm{\Xi }(x)\mathrm{\Xi }(x^{})^1B(x^{})\mathrm{\Phi }(x^{})\right)`$
$`=z\mathrm{\Phi }(x)+B(x)\mathrm{\Phi }(x)M(q)\left(\mathrm{\Xi }(x){\displaystyle _{x_0}^x}𝑑x^{}\mathrm{\Xi }(x^{})^1B(x^{})\mathrm{\Phi }(x^{})\right)`$
$`=z\left(\mathrm{\Phi }(x){\displaystyle _{x_0}^x}𝑑x^{}\mathrm{\Xi }(x)\mathrm{\Xi }(x^{})^1B(x^{})\mathrm{\Phi }(x^{})\right)`$ (5.4)
shows that $`\mathrm{\Phi }`$ satisfies $`M(q)\mathrm{\Phi }(z)=z\mathrm{\Phi }(z)+B\mathrm{\Phi }(z)`$ if and only if $`\mathrm{\Phi }`$ satisfies (5.3) since $`\mathrm{\Xi }`$ is a fundamental matrix for the first-order linear differential system $`M(q)\mathrm{\Psi }(z)=z\mathrm{\Psi }(z)`$. That $`\mathrm{\Phi }(z,x)=0`$ for all $`xx_0`$ if and only if $`C=0`$ follows upon iterating the Volterra-type integral equation (5.3) in a standard manner. ∎

Next, we find it convenient to recall a number of basic definitions and well-known facts in connection with the spectral theory of non-self-adjoint operators (we refer to \[11, Chs. I, III, IX\], \[21, Sects. 1, 21–23\], and \[38, p. 178–179\] for more details). Let $`S`$ be a densely defined closed operator in a complex Hilbert space $``$. Denote by $`()`$ the Banach space of all bounded linear operators on $``$. The spectrum, $`\sigma (S)`$, point spectrum (the set of eigenvalues), $`\sigma _\mathrm{p}(S)`$, continuous spectrum, $`\sigma _\mathrm{c}(S)`$, residual spectrum, $`\sigma _\mathrm{r}(S)`$, approximate point spectrum, $`\sigma _\mathrm{a}(S)`$, essential spectrum, $`\sigma _\mathrm{e}(S)`$, field of regularity, $`\pi (S)`$, resolvent set, $`\rho (S)`$, and $`\mathrm{\Delta }(S)`$ are defined by

$`\sigma (S)`$ $`=\{\lambda |(S\lambda I)^1()\},`$ (5.5)
$`\sigma _\mathrm{p}(S)`$ $`=\{\lambda |\mathrm{ker}(S\lambda I)\{0\}\},`$ (5.6)
$`\sigma _\mathrm{c}(S)`$ $`=\{\lambda \sigma (S)|\mathrm{ker}(S\lambda I)=\{0\}\text{ and }\text{ran}(S\lambda I)\text{ is dense in }`$
$`\text{but not equal to }\},`$ (5.7)
$`\sigma _\mathrm{r}(S)`$ $`=\{\lambda |\mathrm{ker}(S\lambda I)=\{0\}\text{ and }\text{ran}(S\lambda I)\text{ is not dense in }\},`$ (5.8)
$`\sigma _\mathrm{a}(S)`$ $`=\{\lambda |\text{there exists a sequence }\{f_n\}_n\text{ with }f_n_{}=1\text{}n\text{,}`$
$`\text{and }lim_n\mathrm{}(S\lambda I)f_n_{}=0\},`$ (5.9)
$`\sigma _\mathrm{e}(S)`$ $`=\{\lambda |\text{there exists a sequence }\{f_n\}_n\text{ s.t. }\{f_n\}_n\text{ contains no}`$
$`\text{convergent subsequence, }f_n_{}=1\text{}n\text{, and }lim_n\mathrm{}(S\lambda I)f_n_{}=0\},`$ (5.10)
$`\pi (S)`$ $`=\{z|\text{there exists }k_z>0\text{ s.t. }(SzI)u_{}k_zu_{}`$
$`\text{for all }u\text{dom}(S)\},`$ (5.11)
$`\rho (S)`$ $`=\backslash \sigma (S),`$ (5.12)
$`\mathrm{\Delta }(S)`$ $`=\{z|dim(\mathrm{ker}(Sz))<\mathrm{}\text{ and }\text{ran}(Sz)\text{ is closed}\},`$ (5.13)
respectively. One then has

$`\sigma (S)`$ $`=\sigma _\mathrm{p}(S)\sigma _\mathrm{c}(S)\sigma _\mathrm{r}(S)\text{(disjoint union)}`$ (5.14)
$`=\sigma _\mathrm{p}(S)\sigma _\mathrm{e}(S)\sigma _\mathrm{r}(S),`$ (5.15)
$`\sigma _\mathrm{c}(S)`$ $`\sigma _\mathrm{e}(S)\backslash (\sigma _\mathrm{p}(S)\sigma _\mathrm{r}(S)),`$ (5.16)
$`\sigma _\mathrm{r}(S)`$ $`=\sigma _\mathrm{p}(S^{})^{}\backslash \sigma _\mathrm{p}(S),`$ (5.17)
$`\sigma _\mathrm{a}(S)`$ $`=\{\lambda |\text{for all }\epsilon >0\text{, there exists }0f_\epsilon `$
$`\text{s.t. }(S\lambda )f_\epsilon _{}\epsilon f_\epsilon _{}\}`$ (5.18)
$`=\backslash \pi (S),`$ (5.19)
$`\sigma (S)\backslash `$ $`\sigma _\mathrm{a}(S)\sigma _\mathrm{r}(S),\sigma (S)\backslash \sigma _\mathrm{a}(S)\text{ is open},`$ (5.20)
$`\sigma _\mathrm{e}(S)`$ $`=\{\lambda |\text{there exists a sequence }\{g_n\}_n\text{ s.t. }\mathrm{w}\mathrm{lim}_n\mathrm{}g_n=0\text{,}`$
$`g_n_{}=1\text{}n\text{, and }lim_n\mathrm{}(S\lambda I)g_n_{}=0\}`$ (5.21)
$`=\backslash \mathrm{\Delta }(S),`$ (5.22)
$`\sigma _\mathrm{e}(S)`$ $`\sigma _\mathrm{a}(S)\sigma (S)\text{ (all three sets are closed)},`$ (5.23)
$`\rho (S)`$ $`\pi (S)\mathrm{\Delta }(S)\text{ (all three sets are open).}`$ (5.24)
Here $`\omega ^{}`$ in the context of (5.17) denotes the complex conjugate of the set $`\omega `$, that is,

$$\omega ^{}=\{\overline{\lambda }|\lambda \omega \}.$$
(5.25)
For future reference we note that the sequence $`\{f_n\}_n`$ in (5.10) (and the sequence $`\{g_n\}_n`$ in (5.21)) is called a singular $`(`$or Weyl $`)`$ sequence of $`S`$ corresponding to $`\lambda `$. We also note that there are several versions of the concept of the essential spectrum in the non-self-adjoint context (cf. \[11, Ch. IX\]) but we will only use the one in (5.10) (respectively, (5.21)) in this paper.

In the special case where $`S`$ is $`𝒥`$-self-adjoint one obtains the following simplifications (cf. \[11, p. 118\], \[21, p. 76\]):

$`\sigma (S)`$ $`=\sigma _\mathrm{p}(S)\sigma _\mathrm{c}(S)`$ (5.26)
$`=\sigma _\mathrm{p}(S)\sigma _\mathrm{e}(S),`$ (5.27)
$`\sigma _\mathrm{r}(S)`$ $`=\mathrm{},`$ (5.28)
$`\sigma _\mathrm{p}(S)`$ $`=\sigma _\mathrm{p}(S^{})^{},`$ (5.29)
$`\sigma _\mathrm{a}(S)`$ $`=\sigma (S),`$ (5.30)
$`\pi (S)`$ $`=\rho (S),`$ (5.31)
whenever $`S`$ is $`𝒥`$-self-adjoint. Note that $`\pi (S)=\mathrm{}`$ may occur for $`𝒥`$-symmetric operators (see ) in sharp contrast to the case of densely defined, closed, symmetric operators $`T`$, where any nonreal number is in the field of regularity $`\pi (T)`$.

Returning to the $`\mathrm{NLS}_{}`$ case, we next recall an elementary but useful consequence of (2.16) and (2.18).

###### Lemma 5.2.

Assume Hypothesis 3.2. Then

$`𝒦D(q)𝒦`$ $`=D(q),`$ (5.32)
$`\sigma _3D(q)\sigma _3`$ $`=D(q)^{}=D(q).`$ (5.33)
Consequently,

$$\sigma (D(q))^{}=\sigma (D(q))=\sigma (D(q)).$$
(5.34)
Moreover,

$`\text{if }z_0\sigma _\mathrm{p}(D(q))\text{ and }D(q)F=z_0F\text{ for some }F\text{dom}(D(q))\text{,}`$
$`\text{then }D(q)𝒦F=\overline{z_0}𝒦F.`$ (5.35)
###### Proof.

Relations (5.32) and (5.33) are clear from (2.16), (2.18), (3.10), (3.12), and (5.1). Since $`(D(q)^{}zI_2)^1=[(D(q)\overline{z}I_2)^1]^{}`$, $`\sigma (D(q)^{})=\sigma (D(q))^{}`$ and hence (5.34) follows from (5.33). Finally, (5.35) is clear from (5.32) and $`𝒦^2=I_2`$. ∎

Next we introduce the basic hypothesis to be assumed for the remainder of this section.

###### Hypothesis 5.3.

Suppose $`qL_{\text{loc}}^1()`$, assume the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$, and suppose that the $`(`$$`𝒥`$-self-adjoint $`)`$ operator $`D(q)`$ has nonempty resolvent set, $`\rho (D(q))\mathrm{}`$.

Recalling the standard notation

$`\text{nul}(T)`$ $`=dim(\mathrm{ker}(T)),`$ (5.36)
$`\text{def}(T)`$ $`=dim(\text{ran}(T)^{})=dim(\mathrm{ker}(T^{}))=\text{nul}(T^{}),`$ (5.37)
where $`T`$ denotes a densely defined closed operator in $``$, we can state the following fundamental result, establishing the existence of Weyl–Titchmarsh-type solutions for $`𝒥`$-self-adjoint Dirac-type operators relevant to the $`\mathrm{NLS}_{}`$ case.

###### Theorem 5.4.

Assume Hypothesis 5.3 and pick $`z\rho (D(q))`$. Then there exist two unique $`(`$up to constant multiples$`)`$ linearly independent $`z`$-wave functions $`\mathrm{\Psi }_{}(z,)`$ and $`\mathrm{\Psi }_+(z,)`$ associated with $`q`$ satisfying

$`\mathrm{\Psi }_{}(z,)L_{\text{loc}}^2([\mathrm{},\mathrm{})),\mathrm{\Psi }_+(z,)L_{\text{loc}}^2((\mathrm{},\mathrm{}]),`$ (5.38)
$`\mathrm{\Psi }_{}(z,)_^2^1L_{\text{loc}}^2((\mathrm{},\mathrm{}]),\mathrm{\Psi }_+(z,)_^2^1L_{\text{loc}}^2([\mathrm{},\mathrm{})),`$ (5.39)
$`\underset{x\pm \mathrm{}}{lim}\mathrm{\Psi }_\pm (z,x)_^2=\underset{x\mathrm{}}{lim}\mathrm{\Psi }_\pm (z,x)_^2^1=0,`$ (5.40)
$`\underset{r}{sup}\left[\left({\displaystyle _{\mathrm{}}^r}𝑑x\mathrm{\Psi }_{}(z,x)_^2^2\right)\left({\displaystyle _r^{\mathrm{}}}𝑑x\mathrm{\Psi }_+(z,x)_^2^2\right)\right]<\mathrm{}.`$ (5.41)
The corresponding $`\overline{z}`$-wave functions $`𝒦\mathrm{\Psi }_\pm (z,x)`$ associated with $`q`$ satisfy (5.38)–(5.41) with $`z`$ replaced by $`\overline{z}`$.

###### Proof.

We prove the existence of the two $`z`$-wave functions following the lines of \[11, Sect 10.4\]. To this end we introduce the operators

$`D_{\mathrm{max}}(q;\mathrm{})F=M(q)F,`$
$`F\text{dom}(D_{\mathrm{max}}(q;\mathrm{}))=\{GL^2((\mathrm{},0])|GAC_{\text{loc}}((\mathrm{},0]),`$ (5.42)
$`M(q)GL^2((\mathrm{},0])\},`$
$`D_{\mathrm{min}}(q;\mathrm{})F=M(q)F,`$
$`F\text{dom}(D_{\mathrm{min}}(q;\mathrm{}))=\{G\text{dom}(D_{\mathrm{max}}(q;\mathrm{}))|G(0)=0;`$ (5.43)
$`\text{supp}(G)(\mathrm{},0]\text{ is compact}\},`$
$`D_{\mathrm{max}}(q;\mathrm{})F=M(q)F,`$
$`F\text{dom}(D_{\mathrm{max}}(q;\mathrm{}))=\{GL^2([0,\mathrm{}))|GAC_{\text{loc}}([0,\mathrm{})),`$ (5.44)
$`M(q)GL^2([0,\mathrm{}))\},`$
$`D_{\mathrm{min}}(q;\mathrm{})F=M(q)F,`$
$`\text{dom}(D_{\mathrm{min}}(q;\mathrm{}))=\{G\text{dom}(D_{\mathrm{max}}(q;\mathrm{}))|G(0)=0;`$ (5.45)
$`\text{supp}(G)[0,\mathrm{})\text{ is compact}\}.`$
In close analogy to \[11, Theorem III.10.20\] one can prove that for all $`z\rho (D(q))`$,

$$\text{def}\left(\overline{D_{\mathrm{min}}(q)}zI_2\right)=\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}zI_2\right)+\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}zI_2\right)2.$$
(5.46)
Since $`D(q)=\overline{D_{\mathrm{min}}(q)}`$ is $`𝒥`$-self-adjoint and $`z\rho (D(q))`$, we necessarily have (see, e.g., \[11, Theorem III.5.5\]) that

$$\text{def}\left(\overline{D_{\mathrm{min}}(q)}zI_2\right)=\text{def}(D(q)zI_2)=0.$$
(5.47)
Thus,

$$\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}zI_2\right)+\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}zI_2\right)=2.$$
(5.48)
We claim that the only possibility is

$$\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}zI_2\right)=\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}zI_2\right)=1.$$
(5.49)
Indeed, arguing by contradiction, we assume, for instance, that

$$\text{def}\left(\overline{D_{\mathrm{min}}(q;\mathrm{})}z_0I_2\right)=0.$$
(5.50)
This implies

$$\text{nul}\left(D_{\mathrm{max}}(q;\mathrm{})\overline{z_0}I_2\right)=2$$
(5.51)
since $`(D_{\mathrm{min}}(q);\mathrm{})^{}=D_{\mathrm{max}}(q;\mathrm{})`$. Thus all $`\overline{z_0}`$-wave functions for the $`\mathrm{NLS}_{}`$ potential $`q`$ are in $`L_{\text{loc}}^2((\mathrm{},\mathrm{}])^2`$. According to Remark 4.4, this is clearly impossible for $`\overline{z_0}\rho (D(q))`$. Next we show that this is impossible also for $`\overline{z_0}(\backslash )\rho (D(q))`$. Using Lemma 2.2 (iii), we can simplify notations and replace $`\overline{z_0}`$ by $`z_0`$ without loss of generality. Moreover, to avoid confusion with the change $`qq`$ and the corresponding change for $`q_{z_0}^{(1)}`$, we simply use $`q`$ instead of $`q`$ in the proof of (5.38) below.

To this end, we fix $`z_0\rho (D(q))`$ with $`\text{Im}(z_0)0`$ and $`\mathrm{\Psi }_1(z_0),\mathrm{\Psi }_2(z_0)`$ two linearly independent $`z_0`$-wave functions associated with the background potential $`q`$. The latter are in $`L^2([0,\mathrm{}))^2`$ by hypothesis (5.51). Then for any $`z_0`$-wave function $`\mathrm{\Psi }(z_0)=(\psi _1(z_0),\psi _2(z_0))^{}`$ associated with the $`\mathrm{NLS}_{}`$ potential $`q`$, one infers (cf. (4.7) and (4.10)) that $`\mathrm{\Phi }_{z_0}^{(1)}(z_0)=\text{Im}(z_0)𝒦\mathrm{\Psi }(z_0)\mathrm{\Psi }(z_0)_^2^2`$ is a $`z_0`$-wave function associated with the $`\mathrm{NLS}_{}`$ potential

$$q_{z_0}^{(1)}=q+4\text{Im}(z_0)\psi _1(z_0)\overline{\psi _2(z_0)}\mathrm{\Psi }(z_0)_^2^2.$$
(5.52)
Thus $`\mathrm{\Phi }_{z_0}^{(1)}(z_0)`$ satisfies

$$z_0\mathrm{\Phi }_{z_0}^{(1)}(z_0)=M(q^{(1)})\mathrm{\Phi }_{z_0}^{(1)}(z_0)=M(q)\mathrm{\Phi }_{z_0}^{(1)}(z_0)B(z_0)\mathrm{\Phi }_{z_0}^{(1)}(z_0),$$
(5.53)
where

$$B(z_0,x)=4i\text{Im}(z_0)\mathrm{\Psi }(z_0,x)_^2^2\left(\begin{array}{cc}0& \psi _1(z_0,x)\overline{\psi _2(z_0,x)}\\ \overline{\psi _1(z_0,x)}\psi _2(z_0,x)& 0\end{array}\right)$$
(5.54)
belongs to $`L^{\mathrm{}}()^{2\times 2}`$. In particular,

$$\text{ess\hspace{0.17em}sup}_xB(z_0,x)_{^{2\times 2}}2|\text{Im}(z_0)|.$$
(5.55)
Since no confusion can arise we occasionally suppress the explicit $`z_0`$-dependence in the calculations below. The variation of parameters formula (5.3) then yields the following for the fundamental system of solutions $`\mathrm{\Xi }=[\mathrm{\Psi }_1,\mathrm{\Psi }_2]`$, $`W(\mathrm{\Psi }_1,\mathrm{\Psi }_2)=1`$, associated with $`q`$ and $`z_0`$:

$`\mathrm{\Phi }_{z_0}^{(1)}(x)`$ $`=\mathrm{\Xi }(x)C+{\displaystyle _a^x}𝑑x^{}\mathrm{\Xi }(x)\mathrm{\Xi }(x^{})^1B(x^{})\mathrm{\Phi }_{z_0}^{(1)}(x^{})`$ (5.56)
$`=c_1\mathrm{\Psi }_1(x)+c_2\mathrm{\Psi }_2(x)+\mathrm{\Xi }(x){\displaystyle _a^x}𝑑x^{}\mathrm{\Xi }(x^{})^1B(x^{})\mathrm{\Phi }_{z_0}^{(1)}(x^{}),xa>0,`$
where $`C=(c_1,c_2)^{}0`$ depends on $`a`$ and we assume $`W(\mathrm{\Psi }_1,\mathrm{\Psi }_2)=1`$ according to Lemma 5.1. Hence one obtains

$$\mathrm{\Xi }(x)_{^{2\times 2}}2^{1/2}\mathrm{max}(\mathrm{\Psi }_1(x)_^2,\mathrm{\Psi }_2(x)_^2).$$
(5.57)
Moreover, writing $`\mathrm{\Psi }_j=(\psi _{1,j},\psi _{2,j})^{}`$, $`j=1,2`$, one infers

$$\psi _{k,j}(z_0,)_{L^2([a,\mathrm{}))}K(a),j,k=1,2$$
(5.58)
for some constant $`K(a)>0`$ with

$$\underset{a\mathrm{}}{lim}K(a)=0.$$
(5.59)
Hence,

$`{\displaystyle _a^x}𝑑x^{}\mathrm{\Xi }(x^{})^1_{^{2\times 2}}^2`$ $`2{\displaystyle _a^x}𝑑x^{}\mathrm{max}(\left(\begin{array}{c}\psi _{2,2}(x^{})\\ \psi _{2,1}(x^{})\end{array}\right)_^2^2,\left(\begin{array}{c}\psi _{1,2}(x^{})\\ \psi _{1,1}(x^{})\end{array}\right)_^2^2)`$
$`4K(a)^2.`$ (5.60)
Thus, (5.55)–(5.60) yield for $`xa`$,

$`\mathrm{\Phi }_{z_0}^{(1)}(x)_^2|c_1|\mathrm{\Psi }_1(x)_^2+|c_2|\mathrm{\Psi }_2(x)_^2`$ (5.61)
$`+2^{1/2}4|\text{Im}(z_0)|K(a)\mathrm{max}(\mathrm{\Psi }_1(x)_^2,\mathrm{\Psi }_2(x)_^2)\left({\displaystyle _a^x}𝑑x^{}\mathrm{\Phi }_{z_0}^{(1)}(x^{})_^2^2\right)^{1/2}.`$
Squaring (5.61) and integrating the result from $`a`$ to $`x`$, one estimates

$`{\displaystyle _a^x}𝑑x^{}\mathrm{\Phi }_{z_0}^{(1)}(x^{})_^2^2`$
$`3|c_1|^2{\displaystyle _a^x}𝑑x^{}\mathrm{\Psi }_1(x^{})_^2^2+3|c_2|^2{\displaystyle _a^x}𝑑x^{}\mathrm{\Psi }_2(x^{})_^2^2`$
$`+96|\text{Im}(z_0)|^2K(a)^2{\displaystyle _a^x}𝑑x^{}{\displaystyle _a^x^{}}𝑑x^{\prime \prime }\mathrm{max}(\mathrm{\Psi }_1(x^{})_^2,\mathrm{\Psi }_2(x^{})_^2)\mathrm{\Phi }_{z_0}^{(1)}(x^{\prime \prime })_^2^2`$
$`6K(a)^2\left(|c_1|^2+|c_2|^2\right)`$
$`+96|\text{Im}(z_0)|^2K(a)^2{\displaystyle _a^x}𝑑x^{\prime \prime }{\displaystyle _{x^{\prime \prime }}^x}𝑑x^{}\mathrm{max}(\mathrm{\Psi }_1(x^{})_^2,\mathrm{\Psi }_2(x^{})_^2)\mathrm{\Phi }_{z_0}^{(1)}(x^{\prime \prime })_^2^2`$
$`6K(a)^2\left(|c_1|^2+|c_2|^2\right)`$
$`+96|\text{Im}(z_0)|^2K(a)^2{\displaystyle _a^x}𝑑x^{\prime \prime }\mathrm{\Phi }_{z_0}^{(1)}(x^{\prime \prime })_^2^2{\displaystyle _a^x}𝑑x^{}\mathrm{max}(\mathrm{\Psi }_1(x^{})_^2,\mathrm{\Psi }_2(x^{})_^2)`$
$`6K(a)^2\left(|c_1|^2+|c_2|^2\right)+192|\text{Im}(z_0)|^2K(a)^4{\displaystyle _a^x}𝑑x^{\prime \prime }\mathrm{\Phi }_{z_0}^{(1)}(x^{\prime \prime })_^2^2.`$ (5.62)
Here we applied the Fubini–Tonelli theorem to the integrand

$$\mathrm{max}(\mathrm{\Psi }_1(x^{})_^2,\mathrm{\Psi }_2(x^{})_^2)\mathrm{\Phi }_{z_0}^{(1)}(x^{\prime \prime })_^2^2\chi _{[a,x^{}]}(x^{\prime \prime })0$$
(5.63)
($`\chi _\mathrm{\Lambda }`$ the characteristic function of the set $`\mathrm{\Lambda }`$) to prove equality of the iterated integrals $`_a^x𝑑x^{}_a^x^{}𝑑x^{\prime \prime }\mathrm{}`$ and $`_a^x𝑑x^{\prime \prime }_{x^{\prime \prime }}^x𝑑x^{}\mathrm{}`$ in (5.62). Hence, if one chooses $`a`$ large enough (such that $`192|\text{Im}(z_0)|^2K(a)^4<1`$), then

$$\left[1192|\text{Im}(z_0)|^2K(a)^4\right]_a^x𝑑x^{}\mathrm{\Phi }_{z_0}^{(1)}(z_0,x^{})_^2^26K(a)^2\left(|c_1|^2+|c_2|^2\right),$$
(5.64)
and thus, $`\mathrm{\Phi }_{z_0}^{(1)}(z_0,)L^2([a,\mathrm{}))^2`$. Since $`\mathrm{\Phi }_{z_0}^{(1)}(z_0,)_^2=\mathrm{\Psi }(z_0,)_^2^1`$ this contradicts the assumption $`\mathrm{\Psi }(z_0,)L^2([0,\mathrm{}))^2`$. This proves (5.49).

Finally, if $`\mathrm{\Psi }_{}(z)`$ and $`\mathrm{\Psi }_+(z)`$ satisfying (5.38) were linearly dependent then it would follow that $`z\sigma _p(D(q))`$ by (5.38), contradicting the initial assumption $`z\rho (D(q))`$. Summing up, (5.49) implies existence and uniqueness (up to constant multiples) of $`\mathrm{\Psi }_\pm (z)`$ satisfying (5.38).

To prove (5.39) we assume without loss of generality that

$$W(\mathrm{\Psi }_{}(z,x),\mathrm{\Psi }_+(z,x))=1,x.$$
(5.65)
Then one computes

$$1+|(\mathrm{\Psi }_{}(z,x),\mathrm{\Psi }_+(z,x))_^2|^2=\mathrm{\Psi }_+(z,x)_^2^2\mathrm{\Psi }_{}(z,x)_^2^21$$
(5.66)
and hence,

$$\mathrm{\Psi }_{}(z,x)_^2^1\mathrm{\Psi }_\pm (z,x)_^2,x.$$
(5.67)
Thus, $`\mathrm{\Psi }_{}(z,)_^2^1L_{\text{loc}}^2((\mathrm{},\mathrm{}])`$. The fact that $`\mathrm{\Psi }_+(z,)_^2^1L_{\text{loc}}^2([\mathrm{},\mathrm{}))`$ in (5.39) is proved analogously.

By (5.38) and (5.39) one infers

$$\underset{x\pm \mathrm{}}{lim\; inf}\mathrm{\Psi }_\pm (z,x)_^2=\underset{x\pm \mathrm{}}{lim\; inf}\mathrm{\Psi }_{}(z,x)_^2^1=0.$$
(5.68)
To prove (5.40) one first integrates (2.17) to obtain

$$\mathrm{\Psi }_\pm (z,x_2)_^2^2\mathrm{\Psi }_\pm (z,x_1)_^2^2=2\text{Im}(z)_{x_1}^{x_2}𝑑x\left[|\psi _{1,\pm }(z,x)|^2|\psi _{2,\pm }(z,x)|^2\right].$$
(5.69)
Thus, $`lim_{x\pm \mathrm{}}\mathrm{\Psi }_\pm (z,x)_^2`$ exist and hence equal $`0`$ by (5.68). By (5.67) one then infers

$$\underset{x\pm \mathrm{}}{lim}\mathrm{\Psi }_{}(z,x)_^2^1=0.$$
(5.70)
What remains to be proved is (5.41). To this end consider the Green’s function for the Dirac-type operator $`D(q)`$. It can be written in terms of the $`z`$-wave functions

$$\mathrm{\Psi }_{}(z,x)=(\psi _{1,}(z,x),\psi _{2,}(z,x))^{},\mathrm{\Psi }_+(z,x)=(\psi _{1,+}(z,x),\psi _{2,+}(z,x))^{},$$
(5.71)
whose existence is guaranteed by (5.38) and whose Wronskian is still assumed to satisfy (5.65). More precisely, define the $`2\times 2`$ matrix-valued function on $`^2`$

$$G(z,x,y)=\{\begin{array}{cc}\mathrm{\Psi }_+(z,x)\mathrm{\Psi }_{}(z,y)^{},xy,\hfill & \\ \mathrm{\Psi }_{}(z,x)\mathrm{\Psi }_+(z,y)^{},xy,\hfill & \end{array}z\rho (D(q)).$$
(5.72)
Explicitly,

$$G(z,x,y)=\{\begin{array}{cc}\left(\begin{array}{cc}\psi _{1,+}(z,x)\psi _{1,}(z,y)& \psi _{1,+}(z,x)\psi _{2,}(z,y)\\ \psi _{2,+}(z,x)\psi _{1,}(z,y)& \psi _{2,+}(z,x)\psi _{2,}(z,y)\end{array}\right),xy,\hfill & \\ \left(\begin{array}{cc}\psi _{1,}(z,x)\psi _{1,+}(z,y)& \psi _{1,}(z,x)\psi _{2,+}(z,y)\\ \psi _{2,}(z,x)\psi _{1,+}(z,y)& \psi _{2,}(z,x)\psi _{2,+}(z,y)\end{array}\right),xy.\hfill & \end{array}$$
(5.73)
To prove that (5.72) indeed represents the Green’s function associated with the $`𝒥`$-self-adjoint operator $`D(q)`$ one can argue as follows. One introduces a densely defined operator $`R(z)`$ in $`L^2()^2`$ by

$`(R(z)F)(x)={\displaystyle _{}}𝑑x^{}G(z,x,x^{})F(x^{}),z\rho (D(q)),x,`$ (5.74)
$`F\text{dom}(R(z))=\{GL^2())^2|\text{supp}(G)\text{ is compact}\}.`$ (5.75)
By inspection one infers that

$$R(z)FAC_{\text{loc}}()^2L^2()^2\text{ and }M(q)R(z)FL^2()^2.$$
(5.76)
Thus, $`R(z)`$ maps $`L^2()^2`$-elements of compact support into the domain of $`D(q)`$. Moreover, an explicit computation shows that

$`(M(q)z)\left[R(z)F(D(q)z)^1F\right]`$
$`=(D(q)z)\left[R(z)F(D(q)z)^1F\right]=0,F\text{dom}(R(z)).`$ (5.77)
Since by hypothesis, $`z\rho (D(q))`$, (5.77) implies

$$R(z)F=(D(q)z)^1F,F\text{dom}(R(z)).$$
(5.78)
Hence $`R(z)`$ extends boundedly to all of $`L^2()^2`$ and its closure coincides with the resolvent $`(D(q)z)^1`$ of $`D(q)`$. Thus, $`z\rho (D(q))`$ is equivalent to the boundedness of the operator

$`L^2()^2F(x)`$ $`{\displaystyle _{}}G(z,x,y)F(y)𝑑y`$ (5.79)
$`=\mathrm{\Psi }_+(z,x){\displaystyle _{\mathrm{}}^x}\mathrm{\Psi }_{}(z,y)^{}F(y)𝑑y`$
$`+\mathrm{\Psi }_{}(z,x){\displaystyle _x^{\mathrm{}}}\mathrm{\Psi }_+(z,y)^{}F(y)𝑑y`$
in $`L^2()`$. Taking $`z\rho (D(q))`$ and $`F=(f,0)^{}`$ and $`F=(0,f)^{}`$ it follows that the operators

$`L^2()f(x)`$ $`\psi _{j,+}(z,x){\displaystyle _{\mathrm{}}^x}\psi _{k,}(z,y)f(y)𝑑y`$
$`+\psi _{j,}(z,x){\displaystyle _x^{\mathrm{}}}\psi _{k,+}(z,y)f(y)𝑑y,j,k=1,2`$ (5.80)
are bounded in $`L^2()`$. The last statement implies the relations (in fact, it is equivalent to them, cf.  and Lemma 6.2)

$$\underset{r}{sup}\left[\left(_{\mathrm{}}^r|\psi _{k,}(x)|^2𝑑x\right)\left(_r^{\mathrm{}}|\psi _{j,+}(x)|^2𝑑x\right)\right]<+\mathrm{},j,k=1,2.$$
(5.81)
Indeed, we will prove next that (5.81) follows from (5.80). For simplicity we consider the case $`j=k=1`$. (The proof for the remaining combinations of indices $`j,k`$ proceeds analogously, cf. also ). Assuming (5.80) for $`j=k=1`$, there exists a constant $`C>0`$ such that

$`{\displaystyle _{}}\left|\psi _{1,+}(x){\displaystyle _{\mathrm{}}^x}\psi _{1,}(y)f(y)𝑑y+\psi _{1,}(x){\displaystyle _x^{\mathrm{}}}\psi _{1,+}(y)f(y)𝑑y\right|^2𝑑x`$
$`C{\displaystyle _{}}|f(x)|^2𝑑x.`$ (5.82)
For fixed $`r`$ and $`fL^2()`$ satisfying $`f(x)=0`$, for all $`x>r`$, the inequality (5.82) implies (restricting the interval of integration)

$$\left(_r^{\mathrm{}}|\psi _{1,+}(x)|^2𝑑x\right)\left|_{\mathrm{}}^r\psi _{1,}(y)f(y)𝑑y\right|^2C_{\mathrm{}}^r|f(x)|^2𝑑x.$$
(5.83)
Thus, choosing $`f(x)=\overline{\psi _{1,}(x)}`$, for $`xr`$ and $`f(x)=0`$ otherwise (then clearly $`fL^2()`$) one obtains (5.81) with $`j=k=1`$. Since $`\mathrm{\Psi }_\pm (x)_^2^2=|\psi _{1,\pm }(x)|^2+|\psi _{2,\pm }(x)|^2`$, (5.81) yields (5.41).

Finally, $`𝒦\mathrm{\Psi }(x)_^2=\mathrm{\Psi }(x)_^2`$ proves the statement about the $`\overline{z}`$-wave functions associated with $`q`$. ∎

The solutions $`\mathrm{\Psi }_\pm (z,x)`$ in (5.38) are analogs of the familiar Weyl–Titchmarsh solutions in the context of self-adjoint Dirac-type operators (cf. \[31, Ch. 3\]).

The following is a consequence of (5.38) and Remark 4.4.

###### Corollary 5.5.

Assume $`qL_{\text{loc}}^1()`$ and suppose the $`\mathrm{NLS}_{}`$ case $`p=\overline{q}`$. Then

$`\sigma _\mathrm{c}(D(q))`$ $`,`$ (5.84)
$`\sigma _\mathrm{e}(D(q))`$ $`,`$ (5.85)
$`\sigma _\mathrm{p}(D(q))`$ $`=\mathrm{}.`$ (5.86)
###### Proof.

Relation (5.86) holds by Remark 4.4 which excludes the existence of an $`L^2()^2`$ solution $`F`$ of $`M(q)F=\lambda F`$ near $`\pm \mathrm{}`$ for all $`\lambda `$. To prove (5.84) we can restrict ourselves to the case in which $`\rho (D(q))\mathrm{}`$. Pick $`\lambda _0`$. Then Remark 4.4, (5.38), and (5.86) imply that $`\lambda _0\rho (D(q))\sigma _\mathrm{p}(D(q))`$. Since $`\sigma _\mathrm{r}(D(q))=\mathrm{}`$ by (5.28), it follows that $`\lambda _0\sigma _\mathrm{c}(D(q))`$ by (5.14). Relation (5.85) is then obvious from (5.16). ∎

As a consequence of (5.84), our frequent assumption $`z\rho (D(q))`$ (especially in the next Section 6) automatically implies $`z\backslash `$.

Interesting restrictions on the permissible location of eigenvalues of $`𝒥`$-self-adjoint Dirac-type operators $`D(q)`$ under strong additional constraints on $`q`$ were recently derived in .

###### Remark 5.6.

Given normalized Weyl–Titchmarsh-type solutions $`\mathrm{\Psi }_\pm (z,x,x_0)`$ of $`M(q)\mathrm{\Psi }(z,x)=z\mathrm{\Psi }(z,x)`$ for $`z\rho (D(q))`$ satisfying

$$\psi _{1,\pm }(z,x_0,x_0)=1,z\rho (D(q))$$
(5.87)
for some $`x_0`$, one can formally introduce associated Weyl–Titchmarsh $`m`$-functions as follows. Denote by $`\mathrm{\Xi }(z,x,x_0)`$ a normalized $`2\times 2`$ fundamental system of solutions of

$$M(q)\mathrm{\Psi }(z,x)=z\mathrm{\Psi }(z,x),z$$
(5.88)
at some $`x_0`$, that is, $`\mathrm{\Xi }(z,x,x_0)`$ satisfies (5.88) for a.e. $`x`$ and

$$\mathrm{\Xi }(z,x_0,x_0)=I_2,z.$$
(5.89)
One then partitions $`\mathrm{\Xi }(z,x,x_0)`$ as

$$\mathrm{\Xi }(z,x,x_0)=(\mathrm{\Theta }(z,x,x_0)\mathrm{\Phi }(z,x,x_0))=\left(\begin{array}{cc}\theta _1(z,x,x_0)& \varphi _1(z,x,x_0)\\ \theta _2(z,x,x_0)& \varphi _2(z,x,x_0)\end{array}\right),$$
(5.90)
where $`\theta _j(z,x,x_0)`$ and $`\varphi _j(z,x,x_0)`$, $`j=1,2`$, are entire with respect to $`z`$ and normalized according to (5.89). Then the normalized Weyl–Titchmarsh solutions $`\mathrm{\Psi }_\pm (z,x,x_0)`$ can be expressed in terms of the basis $`(\mathrm{\Theta }(z,x,x_0)\mathrm{\Phi }(z,x,x_0))`$ as

$$\mathrm{\Psi }_\pm (z,x,x_0)=\mathrm{\Theta }(z,x,x_0)+m_\pm (z,x_0)\mathrm{\Phi }(z,x,x_0),z\rho (D(q))$$
(5.91)
for some coefficients $`m_\pm (z,x_0)`$. Clearly, $`m_\pm (z,x_0)`$ are analytic on $`\rho (D(q))`$ and they are the obvious analogs of the half-line Weyl–Titchmarsh coefficients, familiar from $`(`$second-order scalar and first-order $`2\times 2`$$`)`$ self-adjoint differential and difference operators (cf., e.g., \[2, § VII.1\], \[31, Chs. 2, 3\]). It is tempting to conjecture that appropriate boundary values of $`m_\pm (z,x_0)`$ as $`z`$ approaches $`\sigma (D(q))`$ encode the spectral information on $`D(q)`$, but this is left for future investigations.

## 6. Transformation Operators for $`𝒥`$-Self-Adjoint
Dirac-Type Operators

The principal goal in this section is to construct transformation operators in $`L^2()^2`$ that intertwine the $`𝒥`$-self-adjoint operators $`D(q)`$ and $`D\left(q_{z_1}^{(1)}\right)`$ corresponding to the Lax differential expressions $`M(q)`$ and $`M\left(q_{z_1}^{(1)}\right)`$ in the focusing $`\mathrm{NLS}_{}`$-case and to use these transformation operators to relate the spectra of $`D(q)`$ and $`D\left(q_{z_1}^{(1)}\right)`$, the principal goal of this paper.

In the following we always assume Hypothesis 5.3 and freely use the notation established in Section 5 for $`D(q)`$ as the maximally defined $`𝒥`$-self-adjoint Dirac operator in the focusing $`\mathrm{NLS}_{}`$ case and the Weyl–Titchmarsh-type solutions $`\mathrm{\Psi }_\pm (z,x)`$, $`z\rho (D(q))`$, established in Theorem 5.4.

We start with an elementary but important observation.

###### Remark 6.1.

Since the two $`z`$-wave functions $`\mathrm{\Psi }_{}(z)`$ and $`\mathrm{\Psi }_+(z)`$ of $`D(q)`$ are linearly independent,

$$W(\mathrm{\Psi }_{}(z,x),\mathrm{\Psi }_+(z,x))=c(z)0,$$
(6.1)
all other $`(`$nontrivial $`)`$ $`z`$-wave functions $`\mathrm{\Psi }`$ satisfy

$$\mathrm{\Psi }(z)=\alpha \mathrm{\Psi }_{}(z)+\beta \mathrm{\Psi }_+(z)\text{ for some }\alpha ,\beta \backslash \{0\}\text{.}$$
(6.2)
In addition, as we will prove next,

$$\mathrm{\Psi }(z,)_^2^1L^2().$$
(6.3)
Indeed, $`\mathrm{\Psi }(z)=\alpha \mathrm{\Psi }_{}(z)+\beta \mathrm{\Psi }_+(z)`$ and hence

$$\mathrm{\Psi }(z)_^2^1\left||\alpha |\mathrm{\Psi }_+(z)_^2|\beta |\mathrm{\Psi }_{}(z)_^2\right|^1,$$
(6.4)
(5.40), and the fact that $`\mathrm{\Psi }_\pm (z,)AC_{\text{loc}}()^2`$, yield the existence of constants $`C_\pm >0`$ such that

$`\mathrm{\Psi }(z,x)_^2^1`$ $`=\left(\mathrm{\Psi }_\pm (z,x)_^2\mathrm{\Psi }(z,x)_^2^1\right)\mathrm{\Psi }_\pm (z,x)_^2^1`$
$`C_\pm \mathrm{\Psi }_\pm (z,x)_^2^1,x.`$ (6.5)
By (5.39) this implies that all $`z`$-wave functions $`\mathrm{\Psi }(z)`$ associated with $`q`$, except $`\mathrm{\Psi }_\pm (z)`$, satisfy (4.11). Hence, Hypothesis 5.3 guarantees the existence of $`z`$-wave functions $`\mathrm{\Psi }(z)`$ satisfying Hypothesis 4.2 for all $`z\rho (D(q))`$. In particular, all but two $`z`$-wave functions of $`D(q)`$ $`(`$viz., $`\mathrm{\Psi }_\pm (z)`$$`)`$ satisfy Hypothesis 4.2 at $`z\rho (D(q))`$.

Without loss of generality we will restrict our considerations to the special case $`\alpha =\beta =1`$ in (6.2) for the remainder of this section up to (6.126), that is, we choose

$$\mathrm{\Psi }(z)=\mathrm{\Psi }_{}(z)+\mathrm{\Psi }_+(z)$$
(6.6)
in the following.

Next, we pick some fixed $`z_1\rho (D(q))`$. We take $`\mathrm{\Psi }(z_1)`$ as in (6.6), $`\mathrm{\Psi }(z_1)=\mathrm{\Psi }_{}(z_1)+\mathrm{\Psi }_+(z_1)`$, where $`\mathrm{\Psi }_\pm (z_1)`$ satisfy (5.38)–(5.41) with $`z`$ replaced by $`z_1`$, and let $`𝒦\mathrm{\Psi }(z_1)`$ be the corresponding $`\overline{z_1}`$-wave function associated with $`q`$. By Theorem 5.4, $`𝒦\mathrm{\Psi }_\pm (z_1,)`$ satisfy (5.38)–(5.41) with $`z`$ replaced by $`\overline{z_1}`$. Moreover,

$$𝒦\mathrm{\Psi }(z_1)=𝒦\mathrm{\Psi }_{}(z_1)+𝒦\mathrm{\Psi }_+(z_1).$$
(6.7)
Define the $`\mathrm{NLS}`$ potential $`q_{z_1}^{(1)}`$ as in (2.38) and consider the $`z_1`$-wave function $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)=(\varphi _1^{(1)}(z_1),\varphi _2^{(1)}(z_1))^{}`$ associated with $`q_{z_1}^{(1)}`$ as defined in (4.7),

$$\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)=\text{Im}(z_1)\mathrm{\Psi }(z_1,x)_^2^2𝒦\mathrm{\Psi }(z_1,x),$$
(6.8)
and the $`\overline{z_1}`$-wave function $`𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ associated with $`q_{z_1}^{(1)}`$ as defined in (4.8),

$$𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)=\text{Im}(z_1)\mathrm{\Psi }(z_1,x)_^2^2\mathrm{\Psi }(z_1,x).$$
(6.9)
We recall that according to (4.10) the new $`\mathrm{NLS}_{}`$ potential is then given by

$$q_{z_1}^{(1)}(x)=q(x)+4\varphi _1^{(1)}(z_1,x)\psi _1(z_1,x).$$
(6.10)
Of course, both $`D(q)`$ and $`D\left(q_{z_1}^{(1)}\right)`$ (associated with the differential expressions $`M(q)`$ and $`M\left(q_{z_1}^{(1)}\right)`$, respectively) are $`𝒥`$-self-adjoint by Theorem 3.5 and Corollary 2.9.

In order to motivate the introduction of transformation operators one can argue as follows. Since

$$\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))=(i/2)(zz_1)I_2+\mathrm{\Phi }_{z_1}^{(1)}(z_1)\mathrm{\Psi }(z_1)^{},$$
(6.11)
one computes, for every $`z`$-wave function $`\mathrm{{\rm Y}}(z,)`$ associated with $`q`$,

$`\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)=\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))\mathrm{{\rm Y}}(z,x)`$
$`=(i/2)(zz_1)\mathrm{{\rm Y}}(z,x)+\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\mathrm{\Psi }(z_1,x)^{}\mathrm{{\rm Y}}(z,x)`$
$`=(i/2)(zz_1)\mathrm{{\rm Y}}(z,x)\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)W(\mathrm{\Psi }(z_1,x),\mathrm{{\rm Y}}(z,x))`$
$`=(i/2)(zz_1)\mathrm{{\rm Y}}(z,x)\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)W(\mathrm{\Psi }_{}(z_1,x)+\mathrm{\Psi }_+(z_1,x),\mathrm{{\rm Y}}(z,x))`$
$`=(i/2)(zz_1)\{\mathrm{{\rm Y}}(z,x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$
$`\times [{\displaystyle _a^x}dx^{}\mathrm{\Psi }_{}(z_1,x^{})^{}\sigma _1\mathrm{{\rm Y}}(z,x^{}){\displaystyle _x^a}dx^{}\mathrm{\Psi }_+(z_1,x^{})^{}\sigma _1\mathrm{{\rm Y}}(z,x^{})]\}`$ (6.12)
$`\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)[W(\mathrm{\Psi }_{}(z_1,a),\mathrm{{\rm Y}}(z,a))+W(\mathrm{\Psi }_+(z_1,a),\mathrm{{\rm Y}}(z,a))],a>0.`$
To arrive at (6.12), we used the integrated form of (2.6). Replacing $`\mathrm{{\rm Y}}(z)`$ by $`FL^2()^2`$ in (6.12), noting that

$$\underset{a\mathrm{}}{lim\; inf}|W(\mathrm{\Psi }_\pm (z_1,\pm a),F(\pm a))|=0,FL^2()^2,$$
(6.13)
and repeating the same argument with $`\mathrm{{\rm Y}}(z)`$ replaced by $`𝒦\mathrm{{\rm Y}}(z)`$, then leads to the introduction of the following transformation operators $`T_{z_1}`$ and $`\stackrel{~}{T}_{\overline{z_1}}`$ in $`L^2()^2`$,

$`L^2(`$ $`)^2F(x)(T_{z_1}F)(x)=F(x)+2\mathrm{\Phi }^{(1)}_{z_1}(z_1,x)`$ (6.14)
$`\times \left[{\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Psi }_{}(z_1,x^{})^{}\sigma _1F(x^{}){\displaystyle _x^{\mathrm{}}}𝑑x^{}\mathrm{\Psi }_+(z_1,x^{})^{}\sigma _1F(x^{})\right],`$
$`L^2(`$ $`)^2F(x)(\stackrel{~}{T}_{\overline{z_1}}F)(x)=F(x)+2𝒦\mathrm{\Phi }^{(1)}_{z_1}(z_1,x)`$ (6.15)
$`\times \left[{\displaystyle _{\mathrm{}}^x}𝑑x^{}(𝒦\mathrm{\Psi }_{}(z_1,x^{}))^{}\sigma _1F(x^{}){\displaystyle _x^{\mathrm{}}}𝑑x^{}(𝒦\mathrm{\Psi }_+(z_1,x^{}))^{}\sigma _1F(x^{})\right],`$
$`z_1\rho (D(q)).`$
That $`T_{z_1}`$ and $`\stackrel{~}{T}_{\overline{z_1}}`$ are in fact bounded operators in $`L^2()^2`$ follows from Lemmas 6.2 and 6.3 below.

###### Lemma 6.2 (Talenti , Tomaselli  (see also , ).

Let $`fL^2()`$, $`UL^2((\mathrm{},R])`$, $`VL^2([R,\mathrm{}))`$ for all $`R`$. Then the following assertions $`(i)`$$`(iii)`$ are equivalent:
$`(i)`$ There exists a finite constant $`C>0`$ such that

$$_{}𝑑x\left|U(x)_x^{\mathrm{}}𝑑x^{}V(x^{})f(x^{})\right|^2C_{}𝑑x|f(x)|^2.$$
(6.16)
$`(ii)`$ There exists a finite constant $`D>0`$ such that

$$_{}𝑑x\left|V(x)_{\mathrm{}}^x𝑑x^{}U(x^{})f(x^{})\right|^2D_{}𝑑x|f(x)|^2.$$
(6.17)
$`(iii)`$

$$\underset{r}{sup}\left[\left(_{\mathrm{}}^r𝑑x|U(x)|^2\right)\left(_r^{\mathrm{}}𝑑x|V(x)|^2\right)\right]<\mathrm{}.$$
(6.18)
###### Lemma 6.3.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then the operators

$`L^2()f(x){\displaystyle \frac{1}{\mathrm{\Psi }_\pm (z_1,x)_^2}}{\displaystyle _\pm \mathrm{}^x}𝑑x^{}\mathrm{\Psi }_\pm (z_1,x^{})_^2f(x^{}),`$ (6.19)
$`L^2()f(x)\mathrm{\Psi }_\pm (z_1,x)_^2{\displaystyle _{\mathrm{}}^x}𝑑x^{}{\displaystyle \frac{1}{\mathrm{\Psi }_\pm (z_1,x^{})_^2}}f(x^{})`$ (6.20)
are bounded in $`L^2()`$.

###### Proof.

Using (5.38), (5.39), (5.41), and (5.67) one obtains

$$\underset{r}{sup}\left(_{\mathrm{}}^r𝑑x\mathrm{\Psi }_{}(z_1,x)_^2^2\right)\left(_r^{\mathrm{}}𝑑x\mathrm{\Psi }_{}(z_1,x)_^2^2\right)<\mathrm{}$$
(6.21)
and

$$\underset{r}{sup}\left(_{\mathrm{}}^r𝑑x\mathrm{\Psi }_+(z_1,x)_^2^2\right)\left(_r^{\mathrm{}}𝑑x\mathrm{\Psi }_+(z_1,x)_^2^2\right)<\mathrm{}.$$
(6.22)
By Lemma 6.2, (6.21) is a necessary and sufficient condition for the operators associated with $`\mathrm{\Psi }_{}(z_1,)`$ in (6.19) and (6.20) to be bounded in $`L^2()`$. Similarly, (6.22) is a necessary and sufficient condition for the operators associated with $`\mathrm{\Psi }_+(z_1,)`$ in (6.19) and (6.20) to be bounded in $`L^2()`$. ∎

Thus, (6.19), (4.7), and (4.8) imply the following result.

###### Corollary 6.4.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then the operators $`T_{z_1}`$ and $`\stackrel{~}{T}_{\overline{z_1}}`$ defined in (6.14) and (6.15) are bounded operators in $`L^2()^2`$.

###### Proof.

By (6.8) one obtains $`\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2=|\text{Im}(z_1)|\mathrm{\Psi }(z_1,x)_^2^1`$. Applying (6.5) then yields the existence of constants $`C_\pm >0`$ such that

$`\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2`$ $`=|\text{Im}(z_1)|\mathrm{\Psi }(z_1,x)_^2^1`$
$`|\text{Im}(z_1)|C_\pm \mathrm{\Psi }_\pm (z_1,x)_^2^1,x.`$ (6.23)
At this point an application of Lemma 6.3 proves the boundedness of $`T_{z_1}`$ in $`L^2()^2`$. Since $`𝒦G_^2=G_^2`$ for all $`G^2`$, the same arguments prove boundedness of $`\stackrel{~}{T}_{\overline{z_1}}`$ in $`L^2()^2`$. ∎

In order to motivate the introduction of the inverse transformation operators, one inverts the matrix $`\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))`$ to obtain

$`\mathrm{\Gamma }(z,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))^1`$ $`=c(z,z_1)\left[(i/2)(z\overline{z_1})I_2+𝒦\mathrm{\Psi }(z_1)𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)^{}\right],`$ (6.24)
where

$$c(z,z_1)=4(zz_1)^1(z\overline{z}_1)^1.$$
(6.25)
Thus, for $`z`$-wave functions $`\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)`$ associated with $`q_{z_1}^{(1)}`$,

$`\mathrm{{\rm Y}}(z,x)=\mathrm{\Gamma }(z,x,\mathrm{\Psi }(z_1),𝒦\mathrm{\Psi }(z_1))^1\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)`$
$`=c(z,z_1)\left[(i/2)(z\overline{z_1})\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)+𝒦\mathrm{\Psi }(z_1,x)𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)^{}\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)\right]`$
$`=c(z,z_1)\left[(i/2)(z\overline{z_1})\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)𝒦\mathrm{\Psi }(z_1,x)W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x))\right]`$
$`=c(z,z_1)\{(i/2)(z\overline{z_1})\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)`$
$`[𝒦\mathrm{\Psi }_{}(z_1,x)+𝒦\mathrm{\Psi }_+(z_1,x)]W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x))\}`$
$`=2i(zz_1)^1\{\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x)+2𝒦\mathrm{\Psi }_+(z_1,x){\displaystyle _a^x}dx^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x^{})`$
$`2𝒦\mathrm{\Psi }_{}(z_1,x){\displaystyle _x^a}dx^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1\mathrm{{\rm Y}}_{z_1}^{(1)}(z,x^{})\}`$
$`c(z,z_1)[𝒦\mathrm{\Psi }_{}(z_1,x)W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,a),\mathrm{{\rm Y}}_{z_1}^{(1)}(z,a))`$
$`+𝒦\mathrm{\Psi }_+(z_1,x)W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,a),\mathrm{{\rm Y}}_{z_1}^{(1)}(z,a))],a>0.`$ (6.26)
Replacing $`\mathrm{{\rm Y}}_{z_1}^{(1)}(z)`$ by $`FL^2()^2`$ in (6.26), and repeating the same argument for $`𝒦\mathrm{{\rm Y}}_{z_1}^{(1)}(z)`$ instead of $`\mathrm{{\rm Y}}_{z_1}^{(1)}(z)`$ , then leads to the introduction of the following (inverse) transformation operators $`\widehat{S}_{\overline{z_1}}`$ and $`\stackrel{~}{S}_{z_1}`$ in $`L^2()^2`$,

$`L^2()^2F(x)`$ $`(\widehat{S}_{\overline{z_1}}F)(x)=F(x)`$
$`+2𝒦\mathrm{\Psi }_+(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1F(x^{})`$
$`2𝒦\mathrm{\Psi }_{}(z_1,x){\displaystyle _x^{\mathrm{}}}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1F(x^{}),`$ (6.27)
$`L^2()^2F(x)`$ $`(\stackrel{~}{S}_{z_1}F)(x)=F(x)`$
$`+2\mathrm{\Psi }_+(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})^{}\sigma _1F(x^{})`$ (6.28)
$`2\mathrm{\Psi }_{}(z_1,x){\displaystyle _x^{\mathrm{}}}𝑑x^{}\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})^{}\sigma _1F(x^{}),z_1\rho (D(q)).`$
Equations (6.20), (4.7), and (4.8) then imply the following result.

###### Corollary 6.5.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then the operators $`\widehat{S}_{\overline{z_1}}`$ and $`\stackrel{~}{S}_{z_1}`$ defined in (6.27) and (6.28) are bounded operators in $`L^2()^2`$.

###### Proof.

Using again the estimate (6.23), one can follow the arguments in the proof of Corollary 6.4. ∎

We define two vectors $`F,GL^2()^2`$ to be $`𝒥`$-orthogonal if

$$(F,𝒥G)_{L^2}=0,$$
(6.29)
and we then write

$$F_𝒥G.$$
(6.30)
Since

$`(F(x),𝒥G(x))_^2=(𝒥G(x))^{}F(x)=G(x)^{}\sigma _1F(x),`$ (6.31)
$`F_𝒥G\text{ is equivalent to }(F,𝒥G)_{L^2}={\displaystyle _{}}𝑑xG(x)^{}\sigma _1F(x)=0,F,GL^2()^2.`$
We also introduce the following notation of the $`𝒥`$-orthogonal complement $`𝒱^_𝒥`$ to a subset $`𝒱L^2()^2`$,

$$𝒱^_𝒥=\{FL^2()^2|F_𝒥G\text{ for all }G𝒱\}.$$
(6.32)
In analogy to the orthogonality property of eigenvectors corresponding to different (necessarily real) eigenvalues of a symmetric operator in some complex Hilbert space $``$, one infers the $`𝒥`$-orthogonality of eigenvectors corresponding to different eigenvalues of a $`𝒥`$-symmetric operator $`S`$ in $``$. Indeed, $`Sf_j=z_jf_j`$, $`j=1,2`$, with $`z_1z_2`$ implies

$$\overline{z_2}(𝒥f_1,f_2)_{}=(𝒥f_1,Sf_2)_{}=(𝒥Sf_1,f_2)_{}=(𝒥z_1f_1,f_2)_{}=\overline{z_1}(𝒥f_1,f_2)_{}$$
(6.33)
and hence

$$(z_1z_2)(f_1,𝒥f_2)_{}=0,\text{ implying }(f_1,𝒥f_2)_{}=0.$$
(6.34)
Next, let $`\sigma _0`$ be an isolated subset of $`\sigma \left(D\left(q_{z_1}^{(1)}\right)\right)`$ in the sense that $`\sigma _0`$ can be surrounded by a positively oriented, rectifiable, simple, closed countour $`\gamma _{\sigma _0}\rho \left(D\left(q_{z_1}^{(1)}\right)\right)`$ separating $`\sigma _0`$ from the remaining spectrum $`\sigma \left(D\left(q_{z_1}^{(1)}\right)\right)\backslash \sigma _0`$. Then the Riesz projection onto the spectral subspace corresponding to $`\sigma _0`$ is given by

$$P_{z_1}^{(1)}(\sigma _0)=\frac{1}{2\pi i}_{\gamma _{\sigma _0}}dz(D\left(q_{z_1}^{(1)}\right)zI_2))^1.$$
(6.35)
The spectral subspace $`\mathrm{\Sigma }_{z_1}^{(1)}(\sigma _0)`$ corresponding to $`\sigma _0`$ is then the range of the Riesz projection, $`\mathrm{\Sigma }_{z_1}^{(1)}(\sigma _0)=P_{z_1}^{(1)}(\sigma _0)L^2()^2`$.

We record the following result.

###### Lemma 6.6.

Assume Hypothesis 5.3.
$`(i)`$ Let $`z_0,\stackrel{~}{z}_0\sigma _p\left(D\left(q_{z_1}^{(1)}\right)\right)`$, $`z_0\stackrel{~}{z}_0`$. Then the $`L^2()^2`$-eigenfunctions $`\mathrm{\Phi }_{z_1}^{(1)}(z_0)`$, $`\mathrm{\Phi }_{z_1}^{(1)}(\stackrel{~}{z}_0)`$ corresponding to $`z_0`$ and $`\stackrel{~}{z}_0`$, respectively, are $`𝒥`$-orthogonal,

$$\mathrm{\Phi }_{z_1}^{(1)}(z_0)_𝒥\mathrm{\Phi }_{z_1}^{(1)}(\stackrel{~}{z}_0).$$
(6.36)
$`(ii)`$ Let $`z_0\sigma _p\left(D\left(q_{z_1}^{(1)}\right)\right)`$ and $`\sigma _0`$ an isolated subset of $`\sigma \left(D\left(q_{z_1}^{(1)}\right)\right)`$ which does not contain $`z_0`$. Then the $`L^2()^2`$-eigenfunction $`\mathrm{\Phi }_{z_1}^{(1)}(z_0)`$ corresponding to $`z_0`$ is $`𝒥`$-orthogonal to the spectral subspace $`\mathrm{\Sigma }_{z_1}^{(1)}(\sigma _0)`$ corresponding to $`\sigma _0`$,

$$\mathrm{\Phi }_{z_1}^{(1)}(z_0)_𝒥\mathrm{\Sigma }_{z_1}^{(1)}(\sigma _0).$$
(6.37)
###### Proof.

Assertion $`(i)`$ is clear from (6.33) and (6.34). To prove $`(ii)`$, one chooses a positively oriented, rectifiable, simple, closed contour $`\gamma _{\sigma _0}`$ which separates $`\sigma _0`$ and $`\{z_0\}`$. For $`FL^2()^2`$ one then computes

$`(P_{z_1}^{(1)}(\sigma _0)F,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_0))_{L^2}`$ $`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\gamma _{\sigma _0}}}dz(D\left(q_{z_1}^{(1)}\right)zI_2)^1F,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_0))_{L^2}`$
$`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\gamma _{\sigma _0}}}𝑑z(F,𝒥\left(D\left(q_{z_1}^{(1)}\right)zI_2\right)^1\mathrm{\Phi }_{z_1}^{(1)}(z_0))_{L^2}`$
$`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\gamma _{\sigma _0}}}𝑑z(z_0z)^1(F,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_0))_{L^2}=0.`$
Here we used the fact that since $`D\left(q_{z_1}^{(1)}\right)`$ is $`𝒥`$-self-adjoint, so is $`\left(D\left(q_{z_1}^{(1)}\right)zI_2\right)^1`$. ∎

###### Remark 6.7.

From Lemma 6.6 and Theorem 4.5 one concludes that

$$\mathrm{\Phi }_{z_1}^{(1)}(z_1)_𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)$$
(6.38)
since $`z_1`$ is a nonreal eigenvalue. Thus,

$$\mathrm{\Phi }_{z_1}^{(1)}(z_1)\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥.$$
(6.39)
###### Remark 6.8.

By Corollary 6.5, the operator $`\widehat{S}_{\overline{z_1}}`$, $`z_1\rho (D(q))`$, is well-defined and bounded in $`L^2()^2`$. However, for future considerations it is more appropriate to restrict it to the closed subspace $`\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$. Hence from now on, we will denote by $`S_{\overline{z_1}}`$ the restriction of $`\widehat{S}_{\overline{z_1}}`$ to $`\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$,

$$S_{\overline{z_1}}=\widehat{S}_{\overline{z_1}}|_{\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥},z_1\rho (D(q)).$$
(6.40)
An elementary computation $`(`$based on (6.31)$`)`$ then reveals that

$`(S_{\overline{z_1}}G)(x)=(\widehat{S}_{\overline{z_1}}G)(x)=G(x)+2𝒦\mathrm{\Psi }(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1G(x^{}),`$
$`G\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥.`$ (6.41)
Next, we prove several results leading up to the principal theorems of this section.

###### Lemma 6.9.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then

$`\text{ran}(T_{z_1})\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥,\mathrm{\Phi }_{z_1}^{(1)}(z_1)\mathrm{ker}(S_{\overline{z_1}}),`$ (6.42)
$`(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}=\text{Im}(z_1)(2W(\mathrm{\Psi }_+(z_1),\mathrm{\Psi }_{}(z_1)))^10,`$ (6.43)
$`T_{z_1}S_{\overline{z_1}}G=G{\displaystyle \frac{(G,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}{(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}}\mathrm{\Phi }_{z_1}^{(1)}(z_1),G\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥,`$ (6.44)
$`S_{\overline{z_1}}T_{z_1}F=F,FL^2()^2.`$ (6.45)
###### Proof.

For brevity, we introduce

$`\xi (x;F)={\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Psi }_{}(z_1,x^{})^{}\sigma _1F(x^{}){\displaystyle _x^{\mathrm{}}}𝑑x^{}\mathrm{\Psi }_+(z_1,x^{})^{}\sigma _1F(x^{}),`$ (6.46)
$`FL^2()^2,x,`$
such that

$$(T_{z_1}F)(x)=F(x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;F),FL^2()^2.$$
(6.47)
Using

$$\xi _x(x;F)=\mathrm{\Psi }(z_1,x)^{}\sigma _1F(x)\text{ for a.e. }x,$$
(6.48)
one computes

$`(T_{z_1}F,𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}=(F,𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}+2(\mathrm{\Phi }_{z_1}^{(1)}(z_1)\xi (;F),𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}`$
$`=(F,𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}(\text{Im}(z_1))^1{\displaystyle _{}}𝑑x\left(\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2^2\right)_x\xi (x;F)`$
$`=(F,𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}+(\text{Im}z_1)^1{\displaystyle _{}}𝑑x\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2^2\mathrm{\Psi }(z_1,x)^{}\sigma _1F(x)`$
$`=(F,𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}+\overline{\text{Im}(z_1)}{\displaystyle _{}}𝑑x\mathrm{\Psi }(z_1,x)_{}^2\mathrm{\Psi }(z_1,x)^{}\sigma _1F(x)`$
$`=0,FL^2()^2.`$ (6.49)
To justify the integration by parts step in (6.49) one can argue as follows. By (6.23), the estimate

$`\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2^2|\xi (x;F)|`$
$`|\text{Im}(z_1)|^2\mathrm{\Psi }(z_1,x)_^2^2[{\displaystyle _{\mathrm{}}^x}dx^{}\mathrm{\Psi }_{}(z_1,x^{})_^2F(x^{})_^2`$
$`+{\displaystyle _x^{\mathrm{}}}dx^{}\mathrm{\Psi }_+(z_1,x^{})_^2F(x^{})_^2]`$
$`|\text{Im}(z_1)|^2\mathrm{\Psi }(z_1,x)_^2^1[C_{}\mathrm{\Psi }_{}(z_1,x)_^2^1{\displaystyle _{\mathrm{}}^x}dx^{}\mathrm{\Psi }_{}(z_1,x^{})_^2F(x^{})_^2`$
$`+C_+\mathrm{\Psi }_+(z_1,x)_^2^1{\displaystyle _x^{\mathrm{}}}dx^{}\mathrm{\Psi }_+(z_1,x^{})_^2F(x^{})_^2]`$ (6.50)
yields

$$\mathrm{\Phi }_{z_1}^{(1)}(z_1,)_^2^2|\xi (;F)|L^1(),$$
(6.51)
using (6.3) and (6.19). Thus,

$$\underset{x\pm \mathrm{}}{lim\; inf}\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2^2|\xi (x;F)|=0$$
(6.52)
(actually, $`lim_{x\pm \mathrm{}}|\mathrm{}|=0`$ in (6.52) since all Lebesgue integrals involved in (6.49) are finite), which was to be proven. Hence, one concludes $`𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)_𝒥\text{ran}(T_{z_1})`$.

Next, using (2.6), Lemma 2.2 (iii), (6.8), (6.39), and (6.41), one computes

$`\left(S_{\overline{z_1}}\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right)(x)=\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)+2𝒦\mathrm{\Psi }(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1\mathrm{\Phi }^{(1)}(z_1,x^{})`$
$`=\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)2𝒦\mathrm{\Psi }(z_1,x)(2\text{Im}(z_1))^1W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\mathrm{\Phi }_{z_1}^{(1)}(z_1,x))`$
$`=\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)𝒦\mathrm{\Psi }(z_1,x)(\text{Im}(z_1))^1\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2^2`$
$`=\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\text{Im}(z_1)\mathrm{\Psi }(z_1,x)_^2^2𝒦\mathrm{\Psi }(z_1,x)`$
$`=0`$ (6.53)
and hence $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)\mathrm{ker}(S_{\overline{z_1}})`$.

For the proof of (6.43) we next assume $`G\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$. Using

$$2\text{Im}(z)\mathrm{\Psi }_{}(z_1,x)^{}\sigma _1𝒦\mathrm{\Psi }(z_1,x)=W(\mathrm{\Psi }_{}(z_1,x),𝒦\mathrm{\Psi }(z,x))_x$$
(6.54)
(cf. (2.6)), one then computes

$`(T_{z_1}S_{\overline{z_1}}G)(x)=(S_{\overline{z_1}}G)(x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;S_{\overline{z_1}}G)`$
$`=G(x)+2𝒦\mathrm{\Psi }(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1G(x^{})+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;G)`$
$`+2(\text{Im}(z_1))^1\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$ (6.55)
$`\times [{\displaystyle _{\mathrm{}}^x}dx^{}W(\mathrm{\Psi }_{}(z_1,x^{}),𝒦\mathrm{\Psi }(z_1,x^{}))_x^{}{\displaystyle _{\mathrm{}}^x^{}}dx^{\prime \prime }\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{\prime \prime })\right)^{}\sigma _1G(x^{\prime \prime })`$
$`{\displaystyle _x^{\mathrm{}}}dx^{}W(\mathrm{\Psi }_+(z_1,x^{}),𝒦\mathrm{\Psi }(z_1,x^{}))_x^{}{\displaystyle _{\mathrm{}}^x^{}}dx^{\prime \prime }\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{\prime \prime })\right)^{}\sigma _1G(x^{\prime \prime })].`$
By (6.23) one estimates

$`\left|W(\mathrm{\Psi }_{}(z_1,x),𝒦\mathrm{\Psi }(z_1,x)){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1G(x^{})\right|`$
$`\mathrm{\Psi }_{}(z_1,x)_^2\mathrm{\Psi }(z_1,x)_^2{\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})_^2G(x^{})_^2`$
$`\mathrm{\Psi }_{}(z_1,x)_^2\mathrm{\Psi }(z_1,x)_^2|\text{Im}(z_1)|{\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Psi }(z_1,x^{})_^2^1G(x^{})_^2`$
$`|\text{Im}(z_1)|C_\pm \mathrm{\Psi }_{}(z_1,x)_^2[\mathrm{\Psi }_{}(z_1,x)_^2+\mathrm{\Psi }_+(z_1,x)_^2]`$
$`\times {\displaystyle _{\mathrm{}}^x}dx^{}\mathrm{\Psi }_\pm (z_1,x^{})_^2^1G(x^{})_^2,`$ (6.56)
and hence the left-hand side of (6.56) is in $`L^1((\mathrm{},R])`$ for all $`R`$ by Lemma 6.3. Thus,

$$\underset{x\mathrm{}}{lim\; inf}\left|W(\mathrm{\Psi }_{}(z_1,x),𝒦\mathrm{\Psi }(z_1,x))_{\mathrm{}}^x𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1G(x^{})\right|=0.$$
(6.57)
An integration by parts, using (6.57) and

$$(\text{Im}(z_1))^1\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)W(\mathrm{\Psi }(z_1,x),𝒦\mathrm{\Psi }(z_1,x))=𝒦\mathrm{\Psi }(z_1,x),$$
(6.58)
then yields

$`(T_{z_1}S_{\overline{z_1}}G)(x)=G(x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;G)2(\text{Im}(z_1))^1\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$
$`\times [{\displaystyle _{\mathrm{}}^x}dx^{}W(\mathrm{\Psi }_{}(z_1,x^{}),𝒦\mathrm{\Psi }(z_1,x^{}))\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1G(x^{})`$
$`{\displaystyle _x^{\mathrm{}}}dx^{}W(\mathrm{\Psi }_+(z_1,x^{}),𝒦\mathrm{\Psi }(z_1,x^{}))\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1G(x^{})]`$
$`=G(x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$
$`\times \left[{\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Theta }_{}(z_1,x^{})^{}\sigma _1G(x^{}){\displaystyle _x^{\mathrm{}}}𝑑x^{}\mathrm{\Theta }_+(z_1,x^{})^{}\sigma _1G(x^{})\right].`$ (6.59)
(Again, $`lim_{x\pm \mathrm{}}|\mathrm{}|=0`$ in (6.57) since all Lebesgue integrals involved are finite). Here we introduced the abbreviation

$$\mathrm{\Theta }_\pm (z_1,x)=\mathrm{\Psi }_\pm (z_1,x)+\mathrm{\Psi }(z_1,x)\mathrm{\Psi }(z_1,x)_^2^2W(\mathrm{\Psi }_\pm (z_1,x),𝒦\mathrm{\Psi }(z_1,x)).$$
(6.60)
Actually, using the Jacobi identity

$$AW(B,C)+BW(C,A)+CW(A,B)=0,A,B,C^2,$$
(6.61)
one infers

$$\mathrm{\Psi }_\pm (z_1)W(𝒦\mathrm{\Psi }(z_1),\mathrm{\Psi }(z_1))+\mathrm{\Psi }(z_1)W(\mathrm{\Psi }_\pm (z_1),𝒦\mathrm{\Psi }(z_1))=𝒦\mathrm{\Psi }(z_1)W(\mathrm{\Psi }_\pm (z_1),\mathrm{\Psi }(z_1)),$$
(6.62)
which in turn implies

$$\mathrm{\Theta }_\pm (z_1,x)=(\text{Im}(z_1))^1W(\mathrm{\Psi }_\pm (z_1,x),\mathrm{\Psi }_{}(z_1,x))\mathrm{\Phi }_{z_1}^{(1)}(z_1,x).$$
(6.63)
Combining (6.59) and (6.63) results in

$`(T_{z_1}S_{\overline{z_1}}G)(x)`$ $`=G(x)+2(\text{Im}(z_1))^1W(\mathrm{\Psi }_{}(z_1,x),\mathrm{\Psi }_+(z_1,x))\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)`$
$`\times {\displaystyle _{}}dx^{}\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})^{}\sigma _1G(x^{}).`$ (6.64)
Thus,

$`(T_{z_1}S_{\overline{z_1}}G)(x)=G(x)`$
$`+2(\text{Im}(z_1))^1W(\mathrm{\Psi }_{}(z_1,x),\mathrm{\Psi }_+(z_1,x))(G,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}\mathrm{\Phi }_{z_1}^{(1)}(z_1,x).`$ (6.65)
Applying (6.65) to $`G=\mathrm{\Phi }_{z_1}^{(1)}(z_1)\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$, one obtains the relation

$$0=1+2(\text{Im}(z_1))^1W(\mathrm{\Psi }_{}(z_1,x),\mathrm{\Psi }_+(z_1,x))(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2},$$
(6.66)
which proves (6.43). Insertion of (6.66) into (6.65) proves (6.44).

Finally, let $`FL^2()^2`$. Then $`T_{z_1}F\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$ by (6.42) and hence (6.41) yields

$`(S_{\overline{z_1}}T_{z_1}F)(x)=F(x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;F)`$
$`+2𝒦\mathrm{\Psi }(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1\left[F(x^{})+2\mathrm{\Phi }^{(1)}(z_1,x^{})\xi (x^{};F)\right]`$
$`=F(x)+2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;F)+2𝒦\mathrm{\Psi }(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{})\right)^{}\sigma _1F(x^{})`$
$`2(\text{Im}(z_1))^1𝒦\mathrm{\Psi }(z_1,x){\displaystyle _{\mathrm{}}^x}𝑑x^{}\left(W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x^{}),\mathrm{\Phi }^{(1)}(z_1,x^{}))\right)_x^{}\xi (x^{},F),`$ (6.67)
using

$$2\text{Im}(z_1)\left(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\right)^{}\sigma \mathrm{\Phi }_{z_1}^{(1)}(z_1,x)=W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\mathrm{\Phi }_{z_1}^{(1)}(z_1,x))_x.$$
(6.68)
The estimate

$`𝒦\mathrm{\Psi }(z_1,x)W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\mathrm{\Phi }_{z_1}^{(1)}(z_1,x))\xi (x;F)_^2`$
$`\mathrm{\Psi }(z_1,x)_^22|\text{Im}(z_1)|\mathrm{\Phi }_{z_1}^{(1)}(z_1,x))_^2^2|\xi (x;F)|`$
$`2|\text{Im}(z_1)|^3\mathrm{\Psi }(z_1,x)_^2^1|\xi (x;F)|`$
$`=2|\text{Im}(z_1)|^3\mathrm{\Psi }(z_1,x)_^2^1[{\displaystyle _{\mathrm{}}^x}dx^{}\mathrm{\Psi }_{}(z_1,x^{})_^2F(x^{})_^2`$
$`+{\displaystyle _x^{\mathrm{}}}dx^{}\mathrm{\Psi }_+(z_1,x^{})_^2F(x^{})_^2]`$
$`2|\text{Im}(z_1)|^3[C_{}\mathrm{\Psi }_{}(z_1,x)_^2^1{\displaystyle _{\mathrm{}}^x}dx^{}\mathrm{\Psi }_{}(z_1,x^{})_^2F(x^{})_^2`$
$`+C_+\mathrm{\Psi }_+(z_1,x)_^2^1{\displaystyle _x^{\mathrm{}}}dx^{}\mathrm{\Psi }_+(z_1,x^{})_^2F(x^{})_^2]`$ (6.69)
then proves

$$𝒦\mathrm{\Psi }(z_1)W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1),\mathrm{\Phi }_{z_1}^{(1)}(z_1))\xi (;F)_^2L^2()$$
(6.70)
by (6.19). An integration by parts in the last term of (6.67), using (6.8), (6.9), and

$`\underset{x\mathrm{}}{lim\; inf}𝒦\mathrm{\Psi }(z_1,x)W(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1,x),\mathrm{\Phi }_{z_1}^{(1)}(z_1,x))\xi (x;F)_^2`$
$`|2\text{Im}(z_1)|\underset{x\mathrm{}}{lim\; inf}\mathrm{\Psi }(z_1,x)_^2\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)_^2^2|\xi (x;F)|=0`$ (6.71)
by (6.70) (in fact, $`lim_x\mathrm{}|\mathrm{}|=0`$ in (6.71) since all Lebesgue integrals involved are finite), then proves $`S_{\overline{z_1}}T_{z_1}F=F`$ and hence (6.45). ∎

Next, we further restrict $`S_{\overline{z_1}}`$ and define the operator $`S_{z_1,\overline{z_1}}`$ by

$$S_{z_1,\overline{z_1}}=S_{\overline{z_1}}|_{\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥}=\widehat{S}_{\overline{z_1}}|_{\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥}.$$
(6.72)
###### Lemma 6.10.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then

$`\mathrm{ker}(T_{z_1})=\{0\},\text{ran}(T_{z_1})=\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥,`$ (6.73)
$`\mathrm{ker}(S_{\overline{z_1}})=\mathrm{span}\{\mathrm{\Phi }_{z_1}^{(1)}(z_1)\},\text{ran}(S_{\overline{z_1}})=L^2()^2.`$ (6.74)
Moreover, $`S_{z_1,\overline{z_1}}`$ is the inverse of $`T_{z_1}`$, that is,

$`\mathrm{ker}(S_{z_1,\overline{z_1}})=\{0\},\text{ran}(S_{z_1,\overline{z_1}})=L^2()^2,`$ (6.75)
$`S_{z_1,\overline{z_1}}T_{z_1}=I_2\text{ on }L^2()^2,`$ (6.76)
$`T_{z_1}S_{z_1,\overline{z_1}}=I_2\text{ on }\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥.`$ (6.77)
###### Proof.

Suppose $`T_{z_1}F=0`$ for some $`FL^2()^2`$. Then (6.45) yields $`0=S_{\overline{z_1}}T_{z_1}F=F`$ and hence $`\mathrm{ker}(T_{z_1})=\{0\}`$. The assertion $`\text{ran}(S_{\overline{z_1}})=L^2()^2`$ in (6.74) is also clear from (6.45). Next, assume $`S_{\overline{z_1}}G=0`$ for some $`G\text{dom}(S_{\overline{z_1}})=\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$ (cf. (6.40)). Then (6.44) implies

$$0=T_{z_1}S_{\overline{z_1}}G=G\frac{(G,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}{(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}\mathrm{\Phi }_{z_1}^{(1)}(z_1),G\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥,$$
(6.78)
and hence $`G=c\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ for some $`c`$. This proves (6.75).

Next, suppose $`G\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥`$. Then $`(G,𝒥\mathrm{\Phi }_{z_1}^{(1)})_{L^2}=0`$ and (6.44) imply $`T_{z_1}S_{\overline{z_1}}G=G`$ and hence

$$\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥\text{ran}(T_{z_1})\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥,$$
(6.79)
taking $`\text{ran}(T_{z_1})\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}^_𝒥`$ in (6.42) into account. The computation

$$(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥T_{z_1}S_{\overline{z_1}}G)_{L^2}=(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥G)_{L^2}(G,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}=0$$
(6.80)
then proves $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)_𝒥\text{ran}(T_{z_1})`$ and

$$\text{ran}(T_{z_1})=\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥$$
(6.81)
since $`\text{ran}(S_{\overline{z_1}})=L^2()^2`$.

Finally, (6.76) and (6.77) are clear from (6.44), (6.45), (6.73), and (6.74). ∎

Next we state an auxiliary result.

###### Lemma 6.11.

Assume Hypothesis 3.2 and let $`\xi AC_{\text{loc}}()`$, $`\mathrm{\Phi }=(\varphi _1,\varphi _2)^{}AC_{\text{loc}}()^2`$, $`F=(f_1,f_2)^{}\text{dom}(D(q))`$, and

$`A_{}\left\{GAC_{\text{loc}}()^2\right|G,M(q)GL_{\text{loc}}^2([\mathrm{},\mathrm{}))^2\},`$ (6.82)
$`A_+\left\{GAC_{\text{loc}}()^2\right|G,M(q)GL_{\text{loc}}^2((\mathrm{},\mathrm{}])^2\}.`$ (6.83)
Then,

$$(M(q)\xi \mathrm{\Phi })(x)=i\xi ^{}(x)(\varphi _1(x),\varphi _2(x))^{}+\xi (x)(M(q)\mathrm{\Phi })(x)\text{ for a.e. }x$$
(6.84)
and

$`{\displaystyle _{\mathrm{}}^x}𝑑x^{}A_{}(x^{})^{}\sigma _1(M(q)F)(x^{})`$ $`={\displaystyle _{\mathrm{}}^x}𝑑x^{}(M(q)A_{})(x^{})^{}\sigma _1F(x^{})`$
$`+iA_{}(x)^{}F(x),`$ (6.85)
$`{\displaystyle _x^{\mathrm{}}}𝑑x^{}A_+(x^{})^{}\sigma _1(M(q)F)(x^{})`$ $`={\displaystyle _x^{\mathrm{}}}𝑑x^{}(M(q)A_+)(x^{})^{}\sigma _1F(x^{})`$
$`iA_+(x)^{}F(x)`$ (6.86)
for all $`x`$.

###### Proof.

Assertion (6.84) follows directly from the definition of $`M(q)`$. To prove assertion (6.85) one integrates by parts and obtains

$`{\displaystyle _{\mathrm{}}^x}𝑑x^{}A_{}(x^{})^{}\sigma _1(M(q)F)(x^{})=i[a_{2,}(x)f_1(x)a_{1,}(x)f_2(x)]`$
$`+i{\displaystyle _{\mathrm{}}^x}𝑑x^{}(a_{1,}\overline{q}f_1a_{2,}qf_{2,}+a_{1,}^{}f_2a_{2,}^{}f_1)(x^{})`$
$`={\displaystyle _{\mathrm{}}^x}𝑑x^{}((M(q)A_{})(x^{}))^{}\sigma _1F(x^{})+iA_{}(x)^{}F(x),`$ (6.87)
using $`lim\; inf_x\mathrm{}|A_{}(x)^{}F(x)|=0`$ (actually, $`lim_x\mathrm{}|\mathrm{}|=0`$). Relation (6.86) is proved analogously. ∎

The following result shows that $`T_{z_1}`$ and $`S_{\overline{z_1}}`$ intertwine $`D\left(q_{z_1}^{(1)}\right)`$ and $`D(q)`$.

###### Lemma 6.12.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then,

$`D\left(q_{z_1}^{(1)}\right)T_{z_1}`$ $`=T_{z_1}D(q),`$ (6.88)
$`S_{\overline{z_1}}D\left(q_{z_1}^{(1)}\right)`$ $`=D(q)S_{\overline{z_1}}.`$ (6.89)
###### Proof.

Using formulas (4.10) one infers

$$M\left(q_{z_1}^{(1)}\right)M(q)=4i\left(\begin{array}{cc}0& \varphi _{1,z_1}^{(1)}(z_1)\psi _1(z_1)\\ \varphi _{2,z_1}^{(1)}(z_1)\psi _2(z_1)& 0\end{array}\right).$$
(6.90)
Relation (6.84) applied to $`M(q^{(1)})`$ with $`\mathrm{\Phi }=\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ and (cf. (6.46))

$`\xi (x)=\xi (x;F)={\displaystyle _{\mathrm{}}^x}𝑑x^{}\mathrm{\Psi }_{}(z_1,x^{})^{}\sigma _1F(x^{}){\displaystyle _x^{\mathrm{}}}𝑑x^{}\mathrm{\Psi }_+(z_1,x^{})^{}\sigma _1F(x^{}),`$
$`F\text{dom}(D(q))`$ (6.91)
then yields

$`\left(M\left(q_{z_1}^{(1)}\right)\left(\xi (;F)\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right)\right)(x)`$ $`=i\mathrm{\Psi }(z_1,x)^{}\sigma _1F(x)(\varphi _{1,z_1}^{(1)}(z_1,x),\varphi _{2,z_1}^{(1)}(z_1,x))^{}`$
$`+z_1\mathrm{\Phi }_{z_1}^{(1)}(z_1,x)\xi (x;F)`$ (6.92)
since $`M\left(q_{z_1}^{(1)}\right)\mathrm{\Phi }_{z_1}^{(1)}(z_1)=z_1\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$. By (6.85), with $`A_{}=\mathrm{\Psi }_{}(z_1)`$ and $`A_+=\mathrm{\Psi }_+(z_1)`$, one infers

$`{\displaystyle _\pm \mathrm{}^x}𝑑x^{}\mathrm{\Psi }_\pm (z_1,x^{})^{}\sigma _1(M(q)F)(x^{})=z_1{\displaystyle _\pm \mathrm{}^x}𝑑x^{}\mathrm{\Psi }_\pm (z_1,x^{})^{}\sigma _1F(x^{})`$
$`+i\mathrm{\Psi }_\pm (z_1,x)^{}F(x),F\text{dom}(D(q))`$ (6.93)
since $`(M(q)\mathrm{\Psi }_\pm (z_1))^{}=z_1\mathrm{\Psi }_\pm (z_1)^{}`$. Thus,

$`\left(M\left(q_{z_1}^{(1)}\right)T_{z_1}T_{z_1}M(q)\right)F=\left(M\left(q_{z_1}^{(1)}\right)M(q)\right)F`$
$`+2M\left(q_{z_1}^{(1)}\right)\left(\mathrm{\Phi }^{(1)}(z_1)\xi (;F)\right)2\mathrm{\Phi }_{z_1}^{(1)}(z_1)\xi (;M(q)F)`$
$`=4i(\varphi _{1,z_1}^{(1)}(z_1)\psi _1(z_1)f_2,\varphi _{2,z_1}^{(1)}(z_1)\psi _2(z_1)f_1)^{}`$
$`+2i\left[\mathrm{\Psi }(z_1)^{}\sigma _1F\right](\varphi _1^{(1)}(z_1),\varphi _2^{(1)}(z_1))^{}+2z_1\mathrm{\Phi }_{z_1}^{(1)}(z_1)\xi (;F)`$
$`2z_1\mathrm{\Phi }_{z_1}^{(1)}(z_1)\xi (;F)2i\left[\mathrm{\Psi }(z_1)^{}F\right](\varphi _{1,z_1}^{(1)}(z_1),\varphi _{2,z_1}^{(1)}(z_1))^{}`$
$`=0,F\text{dom}(D(q)).`$ (6.94)
This computation also proves that

$$T_{z_1}\text{dom}(D(q))\text{dom}\left(D(q_{z_1}^{(1)})\right)\text{ and hence }T_{z_1}D(q)D\left(q_{z_1}^{(1)}\right)T_{z_1}.$$
(6.95)
Next, choosing $`G\text{dom}(D(q)S_{\overline{z_1}})`$ (i.e., $`GL^2()^2`$ such that $`S_{\overline{z_1}}G\text{dom}(D(q))`$), (6.95) implies

$`S_{\overline{z_1}}D(q_{z_1}^{(1)})T_{z_1}S_{\overline{z_1}}G=S_{\overline{z_1}}D(q_{z_1}^{(1)})\left[G(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)})_{L^2}^1(G,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}\right]`$
$`=S_{\overline{z_1}}D(q_{z_1}^{(1)})G=S_{\overline{z_1}}T_{z_1}D(q)S_{\overline{z_1}}G=D(q)S_{\overline{z_1}}G,G\text{dom}(D(q)S_{\overline{z_1}}).`$ (6.96)
Here we successively used (6.44), $`S_{\overline{z_1}}\mathrm{\Phi }_{z_1}^{(1)}(z_1)=0`$ (cf. (6.42)), and (6.45). Thus, one concludes

$$\text{dom}\left(D(q_{z_1}^{(1)})\right)\text{dom}(D(q)S_{\overline{z_1}})\text{ and hence }S_{\overline{z_1}}D\left(q_{z_1}^{(1)}\right)D(q)S_{\overline{z_1}}.$$
(6.97)
Hence,

$$\text{dom}\left(D(q_{z_1}^{(1)})T_{z_1}\right)=\left\{FL^2()^2\right|T_{z_1}F\text{dom}\left(D(q_{z_1}^{(1)})\right)\}\text{dom}(D(q))$$
(6.98)
since $`S_{\overline{z_1}}(T_{z_1}F)=F\text{dom}(D(q))`$ for $`F\text{dom}\left(D\left(q_{z_1}^{(1)}\right)T_{z_1}\right)`$ by (6.97). Combining (6.95) and (6.98) then proves (6.88). Equations (6.88), (6.44), and (6.45) in turn imply

$`S_{\overline{z_1}}D(q_{z_1}^{(1)})T_{z_1}S_{\overline{z_1}}=S_{\overline{z_1}}D(q_{z_1}^{(1)})\left[I(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)})_{L^2}^1(,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}\right]`$
$`=S_{\overline{z_1}}D(q_{z_1}^{(1)})=S_{\overline{z_1}}T_{z_1}D(q)S_{\overline{z_1}}=D(q)S_{\overline{z_1}}`$ (6.99)
and hence (6.89). ∎

###### Remark 6.13.

One can prove, similarly to Lemma 6.12, that

$`D\left(q_{z_1}^{(1)}\right)\stackrel{~}{T}_{\overline{z_1}}`$ $`=\stackrel{~}{T}_{\overline{z_1}}D(q)\text{ and }\mathrm{ker}(\stackrel{~}{T}_{\overline{z_1}})=\{0\},`$
$`\stackrel{~}{S}_{z_1}D\left(q_{z_1}^{(1)}\right)`$ $`=D(q)\stackrel{~}{S}_{z_1}\text{ and }\mathrm{ker}(\stackrel{~}{S}_{z_1})=\mathrm{span}\left\{𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\}`$ (6.100)
and that $`\stackrel{~}{T}_{\overline{z_1}}`$ and $`\stackrel{~}{S}_{z_1}|_{\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥}`$ are transformation operators $`(`$inverse to each other $`)`$.

Summarizing the results of Corollaries 6.4 and 6.5 and Lemmas 6.96.12 obtained thus far, we are now in position to state one of the principal results of this section.

###### Theorem 6.14.

Assume Hypothesis 5.3 and $`z_1\rho (D(q))`$. Then $`T_{z_1}`$ and $`S_{\overline{z_1}}`$ are bounded linear operators in $`L^2()^2`$ which intertwine the operators $`D(q)`$ and $`D\left(q_{z_1}^{(1)}\right)`$,

$`D\left(q_{z_1}^{(1)}\right)T_{z_1}`$ $`=T_{z_1}D(q),`$ (6.101)
$`S_{\overline{z_1}}D\left(q_{z_1}^{(1)}\right)`$ $`=D(q)S_{\overline{z_1}}.`$ (6.102)
Moreover,

$`\mathrm{ker}(T_{z_1})=\{0\},\text{ran}(T_{z_1})=\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥,`$ (6.103)
$`\mathrm{ker}(S_{\overline{z_1}})=\mathrm{span}\left\{\mathrm{\Phi }_{z_1}^{(1)}(z_1)\right\},\text{ran}(S_{\overline{z_1}})=L^2()^2,`$ (6.104)
and $`S_{z_1,\overline{z_1}}`$ $`(`$cf. (6.72)$`)`$ is the inverse of $`T_{z_1}`$, that is,

$`S_{z_1,\overline{z_1}}T_{z_1}=I_2\text{ on }L^2()^2,`$ (6.105)
$`T_{z_1}S_{z_1,\overline{z_1}}=I_2\text{ on }\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥.`$ (6.106)
An analogous statement can be formulated when $`z_1`$ is replaced by $`\overline{z_1}`$, that is, for the operators $`T_{\overline{z_1}}`$ and $`\stackrel{~}{S}_{z_1}`$, but we chose not to dwell on it here due to the symmetry of the arguments.

We conclude with the principal spectral theoretic result of this paper.

###### Theorem 6.15.

Assume Hypothesis 5.3 and 222We recall that $`z\rho (D(q))`$ implies $`z\backslash `$ by Corollary 5.5. $`z_1\rho (D(q))`$. Then

$`\sigma (D\left(q_{z_1}^{(1)}\right))`$ $`=\sigma (D(q))\{z_1,\overline{z_1}\},`$ (6.107)
$`\sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)`$ $`=\sigma _\mathrm{p}(D(q))\{z_1,\overline{z_1}\},`$ (6.108)
$`\sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)\right)`$ $`=\sigma _\mathrm{e}(D(q)).`$ (6.109)
In other words, constructing the new $`\mathrm{NLS}_{}`$ potential $`q_{z_1}^{(1)}`$ amounts to inserting a pair of complex conjugate $`(`$nonreal $`)`$ $`L^2()^2`$-eigenvalues, $`z_1`$ and $`\overline{z_1}`$, into the spectrum of the background operator $`D(q)`$, leaving the rest of its spectrum invariant.

###### Proof.

We will prove (6.108) and (6.109) from which (6.107) follows by (5.27). By Theorem 4.5 one has $`z_1,\overline{z_1}\sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)`$. Thus, (6.108) is equivalent to

$$\sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)\backslash \{z_1,\overline{z_1}\}=\sigma _\mathrm{p}(D(q)).$$
(6.110)
Next we denote

$$X^{(1)}=\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥.$$
(6.111)
Since $`D(q_{z_1}^{(1)})`$ is $`𝒥`$-self-adjoint, $`X^{(1)}`$ is a closed, $`D\left(q_{z_1}^{(1)}\right)`$-invariant subspace. In addition, we denote by $`D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}`$ the part of $`D\left(q_{z_1}^{(1)}\right)`$ in $`X^{(1)}`$ with

$$\text{dom}\left(D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}\right)=X^{(1)}\text{dom}\left(D\left(q_{z_1}^{(1)}\right)\right).$$
(6.112)
From (6.101) and Theorem 6.14 it follows that

$$D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}=TD(q)T^1\text{ on }X^{(1)}$$
(6.113)
and

$$D(q)=T^1D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}T\text{ on }L^2()^2,$$
(6.114)
with $`T=T_{z_1}`$ and $`T^1=\widehat{S}_{\overline{z_1}}|_{\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}^_𝒥}`$ (cf. Lemma 6.10). Assuming $`\mu \sigma _\mathrm{p}(D(q))`$ and

$$D(q)F(\mu )=\mu F(\mu ),0F(\mu )\text{dom}(D(q)),$$
(6.115)
then (6.113) implies

$$D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}TF(\mu )=\mu TF(\mu ).$$
(6.116)
Since $`\mathrm{ker}(T)=\{0\}`$ (cf. (6.103)), this implies

$$\sigma _\mathrm{p}(D(q))\sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)\text{ and hence }\sigma _\mathrm{p}(D(q))\sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)\backslash \{z_1,\overline{z_1}\}.$$
(6.117)
Conversely, assuming $`\nu \sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)\backslash \{z_1,\overline{z_1}\}`$ and

$$D(q_{z_1}^{(1)})|_{X^{(1)}}F^{(1)}(\nu )=\nu F^{(1)}(\nu ),0F^{(1)}(\nu )\text{dom}\left(D\left(q_{z_1}^{(1)}\right)\right),$$
(6.118)
one infers from (6.114) that

$$D(q)T^1F^{(1)}(\nu )=\nu T^1F^{(1)}(\nu ).$$
(6.119)
Since $`\mathrm{ker}(T^1)=\{0\}`$ (cf. (6.75)), one concludes $`T^1F^{(1)}(\nu )0`$ and hence

$$\sigma _\mathrm{p}(D(q))\sigma _\mathrm{p}\left(D\left(q_{z_1}^{(1)}\right)\right)\backslash \{z_1,\overline{z_1}\},$$
(6.120)
implying (6.108).

Next, one observes that (6.114) also implies

$$\sigma _\mathrm{e}(D(q))=\sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}\right).$$
(6.121)
To prove (6.109) we note that (6.121) implies

$$\sigma _\mathrm{e}(D(q))=\sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}\right)\sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)\right).$$
(6.122)
Conversely, let $`\lambda \sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)\right)`$ and $`\{G_n\}_n`$ be a singular sequence of $`D\left(q_{z_1}^{(1)}\right)`$ corresponding to $`\lambda `$, that is, a bounded sequence in $`\text{dom}\left(D\left(q_{z_1}^{(1)}\right)\right)`$ without any convergent subsequence such that $`lim_n\mathrm{}\left(D\left(q_{z_1}^{(1)}\right)\lambda I\right)G_n=0`$. Since $`L^2()^2`$ permits the direct sum decomposition (not to be confused with an orthogonal direct sum decomposition)

$$L^2()^2=X^{(1)}\dot{+}\mathrm{span}\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}$$
(6.123)
(here one uses the fact that $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)_𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$, cf. (6.38)), one can write

$$G_n=F_n+\frac{(G_n,𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}{(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}\mathrm{\Phi }_{z_1}^{(1)}(z_1)+\frac{(G_n,𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}{(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}}𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1),$$
(6.124)
where $`F_nX^{(1)}\text{dom}\left(D\left(q_{z_1}^{(1)}\right)\right)`$ is the projection of $`G_n`$ onto the space $`X^{(1)}`$, the projection being parallel to the subspace $`\mathrm{span}\{\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)\}`$. Since the coefficients of $`\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ and $`𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ in (6.124) are bounded with respect to $`n`$, one can assume that they are convergent by restricting to a subsequence. Thus, for some real numbers $`c_1`$ and $`c_2`$, one has

$$\left(D\left(q_{z_1}^{(1)}\right)\lambda I\right)F_n\underset{n\mathrm{}}{}c_1\mathrm{\Phi }_{z_1}^{(1)}(z_1)+c_2𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1).$$
(6.125)
Since $`X^{(1)}`$ is $`D\left(q_{z_1}^{(1)}\right)`$-invariant, $`F_nX^{(1)}`$ implies $`\left(D\left(q_{z_1}^{(1)}\right)\lambda I\right)F_nX^{(1)}`$, and since $`X^{(1)}`$ is closed, the limit $`c_1\mathrm{\Phi }_{z_1}^{(1)}(z_1)+c_2𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1)`$ also belongs to $`X^{(1)}`$. But this implies $`c_1=c_2=0`$, because $`(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}=0`$ (cf. (6.38)) and $`(\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}0`$, $`(𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1),𝒥𝒦\mathrm{\Phi }_{z_1}^{(1)}(z_1))_{L^2}0`$ (cf. (6.43)). Thus, one concludes that $`\{F_n\}_nX^{(1)}`$ is a singular sequence of $`D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}`$ corresponding to $`\lambda `$ since it is bounded and has no convergent subsequence. (Otherwise, by (6.124), $`\{G_n\}_n`$ would have a convergent subsequence, contradicting the assumption that it is a singular sequence). It follows that $`\lambda \sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}\right)=\sigma _\mathrm{e}(D(q))`$ and hence $`\sigma _\mathrm{e}(D(q))=\sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)|_{X^{(1)}}\right)\sigma _\mathrm{e}\left(D\left(q_{z_1}^{(1)}\right)\right)`$, proving (6.109). ∎

Theorems 6.14 and 6.15 are new. We note that they are proven under the optimal assumption $`qL_{\text{loc}}^1()`$ (but they seem to be new under virtually any assumptions on $`q`$).

In the special periodic case where the machinery of Floquet theory can be applied, the issue of isospectral Darboux transformations is briefly mentioned in \[33, Theorem 3\]. This excludes the insertion of eigenvalues as in Theorem 6.15. Inserting eigenvalues into the spectrum of a self-adjoint one-dimensional Dirac operator (not applicable in the present $`\mathrm{NLS}_{}`$ context) was investigated by means of transformation operators (along the lines of ) in .

We conclude this section with a few facts on $`N`$-soliton $`\mathrm{NLS}_{}`$ potentials. As shown in Lemma 4.6, the insertion of pairs of complex conjugate eigenvalues into the spectrum of the background operator $`D(q)`$ can be iterated. To fix the proper notation, we now slightly extend our approach of Section 6 and we consider a more general linear combination $`\mathrm{\Psi }_{\gamma _k}(z,x)`$ of $`\mathrm{\Psi }_\pm (z,x)`$: Assuming $`z_k\backslash `$, $`k=1,\mathrm{},N`$, one defines

$$\mathrm{\Psi }_{\gamma _k}(z_k,x)=\mathrm{\Psi }_{}(z_k,x)+\gamma _k\mathrm{\Psi }_+(z_k,x),\gamma _k\backslash \{0\},k=1\mathrm{},N$$
(6.126)
(as opposed to to our choice $`\gamma =1`$ in (6.6)). In obvious notation one then denotes the corresponding $`N`$th iteration of the construction of $`q_{z_1}^{(1)}(x)`$ presented in Sections 2 and 4 (cf. (2.38), (4.10)), identifying $`\mathrm{\Psi }(z_1,x)`$ and $`\mathrm{\Psi }_{\gamma _1}(z_1,x)`$, by $`q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}(x)`$.

In order to describe a well-known explicit formula for $`q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}(x)`$ (cf., e.g., \[34, Sect. 4.2\], , ) one introduces the quantities

$$\phi _k(x)=\frac{\psi _{2,}(z_k,x)+\gamma _k\psi _{2,+}(z_k,x)}{\psi _{1,}(z_k,x)+\gamma _k\psi _{1,+}(z_k,x)},$$
(6.127)
and the $`2N\times 2N`$ Vandermonde-type matrices

$$V_{2N}(x)=\left(\begin{array}{cccccccc}1& z_1& \mathrm{}& z_1^{N1}& \phi _1& z_1\phi _1& \mathrm{}& z_1^{N1}\phi _1\\ \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}\\ 1& z_N& \mathrm{}& z_N^{N1}& \phi _N& z_N\phi _N& \mathrm{}& z_N^{N1}\phi _N\\ \\ 1& z_{N+1}& \mathrm{}& z_{N+1}^{N1}& \phi _{N+1}& z_{N+1}\phi _{N+1}& \mathrm{}& z_{N+1}^{N1}\phi _{N+1}\\ \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}\\ 1& z_{2N}& \mathrm{}& z_{2N}^{N1}& \phi _{2N}& z_{2N}\phi _{2N}& \mathrm{}& z_{2N}^{N1}\phi _{2N}\end{array}\right)$$
(6.128)
and

$$\stackrel{~}{V}_{2N}(x)=\left(\begin{array}{cccccccc}1& z_1& \mathrm{}& z_1^{N1}& \phi _1& z_1\phi _1& \mathrm{}& z_1^N\\ \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}\\ 1& z_N& \mathrm{}& z_N^{N1}& \phi _N& z_N\phi _N& \mathrm{}& z_N^N\\ \\ 1& z_{N+1}& \mathrm{}& z_{N+1}^{N1}& \phi _{N+1}& z_{N+1}\phi _{N+1}& \mathrm{}& z_{N+1}^N\\ \mathrm{}& \mathrm{}& & \mathrm{}& \mathrm{}& \mathrm{}& & \mathrm{}\\ 1& z_{2N}& \mathrm{}& z_{2N}^{N1}& \phi _{2N}& z_{2N}\phi _{2N}& \mathrm{}& z_{2N}^N\end{array}\right).$$
(6.129)
The $`N`$th iteration $`q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}(x)`$ is then explicitly given by

$$q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}(x)=q(x)2i\frac{det(\stackrel{~}{V}_{2N}(x))}{det(V_{2N}(x))}.$$
(6.130)
Denoting by $`D(q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)})`$ the associated $`𝒥`$-self-adjoint operator in $`L^2()^2`$, repeated application of Theorem 6.15 then yields

$`\sigma (D(q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}))`$ $`=\sigma (D(q))\{z_1,\overline{z_1},\mathrm{},z_N,\overline{z_N}\},`$ (6.131)
$`\sigma _\mathrm{p}(D(q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}))`$ $`=\sigma _\mathrm{p}(D(q))\{z_1,\overline{z_1},\mathrm{},z_N,\overline{z_N}\},`$ (6.132)
$`\sigma _\mathrm{e}(D(q_{z_1,\mathrm{}z_N,\gamma _1,\mathrm{},\gamma _N}^{(N)}))`$ $`=\sigma _\mathrm{e}(D(q)).`$ (6.133)
Acknowledgements. We are indebted to Igor Verbitsky for a crucial discussion on boundedness of transformation operators in connection with Lemma 6.2. We also gratefully acknowledge discussions and a critical reading of our manuscript by Konstantin Makarov and Alexander Motovilov.

F. G. gratefully acknowledges support from Simula Research Laboratory. F. G. and H. H. were supported in part by the Research Council of Norway. Y. L. was partially supported by the Twinning Program of the National Academy of Sciences and National Science Foundation, and by the Research Council and Research Board of the University of Missouri.