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# On Whitham theory for perturbed integrable equations

## 1 Introduction

The theory of perturbations of soliton solutions of integrable equations is well developed and has found many applications to various physical problems (see, e.g. ). On the contrary, perturbations of wave trains did not attract much attention, although there are many problems which should be treated in framework of such perturbational approach. As the most evident applications we can mention the theory of dissipationless shock waves in nonlinear media described by the Korteweg-de Vries (KdV) , nonlinear Schrödinger (NLS) , derivative NLS , Kaup-Boussinesq (KB) , and many other equations. As other examples one can also mention fluxon trains in long Josephson junctions  described by the sine-Gordon equation and soliton trains in Bose-Einstein condensate confined by magnetic traps  and described by the NLS equation with external potential. In all these cases unperturbed nonlinear equations have periodic solutions and typical problems can be often reduced to finding slow evolution of parameters of the nonlinear wave due to its initial modulation and small perturbation terms in the governing wave equations.

The general approach to treatment of such problems was suggested long ago by Whitham  and it is based on two scales of time—fast oscillations of the wave and slow evolution of its parameters. Then equations for slow evolution of the parameters can be averaged over fast oscillations what leads to the system of the first order partial differential equations called Whitham equations. Whitham discovered that in the case of (unperturbed) KdV equation the arising in this way system can be drastically simplified by introduction of proper parameterization of the periodic solution when Whitham equations take the so-called diagonal form for slowly varying parameters called Riemann invariants. Later it was realized  that this property of the KdV equation is connected with its complete integrability by the inverse scattering transform (IST) method and just this method yields in a natural way the periodic solutions of the KdV equation parameterized by the Riemann invariants. In the fundamental paper  Whitham equations were derived for the general case of quasi-periodic solutions of the KdV equation. After that this method was applied to other integrable equations  and used for description of dissipationless shock waves in modulationally stable systems  and formation of soliton trains at sharp fronts of pulses in modulationally unstable systems (see  and references therein).

The Whitham theory approach implies that the process under consideration is considered at asymptotically large periods of time much greater than the period of wave oscillations. However, it is clear that small perturbations neglected in completely integrable approximations can make considerable contribution into long-time evolution. Therefore it is necessary to develop perturbation theory in the Whitham approach and the first step should be development of the method of derivation of perturbed Whitham equations. The method suggested in  for perturbed KdV equation was quite complicated and has not found many applications. Therefore the authors of refs.  used the classical Whitham approach for consideration of influence of weak dissipation on long-time evolution of the KdV wave trains. In a similar way, the Whitham equations for two-phase quasi-periodic solutions of perturbed sine-Gordon equation obtained in  did not have effective enough form and were considered in a very special case only.

The aim of this paper is to develop simple and general enough method of obtaining Whitham equations for modulated wave train solutions of perturbed nonlinear equations. The method can be applied to integrable nonlinear wave equations associated, in framework of the IST method, with second order scalar spectral problem or equivalent to it $`2\times 2`$ matrix problem (Ablowitz-Kaup-Newell-Segur scheme  and its generalizations). The general formulae obtained in the next section are then illustrated by applications to the perturbed KdV equation (where known results are reproduced) and to the NLS equation with weak linear damping. These examples show that our approach is quite effective and applicable to many nonlinear wave equations of physical importance with various types of perturbations.

## 2 Perturbed Whitham equations

Many physically important equations can be solved, in principle, analytically by the IST method in which they are represented as compatibility conditions of two linear systems with spectral parameter (see, e.g. ). We shall confine ourselves to the cases when these two systems can be represented in one of two equivalent forms. The $`2\times 2`$ matrix form is given by

$$\begin{array}{c}\mathrm{\Psi }_x=𝕌\mathrm{\Psi },\mathrm{\Psi }_t=𝕍\mathrm{\Psi },\\ \mathrm{\Psi }=\left(\begin{array}{c}\psi _1\\ \psi _2\end{array}\right),𝕌=\left(\begin{array}{cc}F& G\\ H& F\end{array}\right),𝕍=\left(\begin{array}{cc}A& B\\ C& A\end{array}\right),\end{array}$$
(1)
where the matrix elements depend on as field variables $`u_m(x,t)`$ of the equations under consideration, so the spectral parameter $`\lambda `$. For example, in the case of the NLS equation,

$$\mathrm{i}u_t+u_{xx}\pm 2|u|^2u=0,$$
(2)
these matrix elements correspond to the Zakharov-Shabat spectral problem  and are equal to

$$\begin{array}{c}F=\mathrm{i}\lambda ,G=\mathrm{i}u,H=\pm \mathrm{i}|u|^2;\hfill \\ A=2\mathrm{i}\lambda ^2\pm \mathrm{i}|u|^2,B=2\mathrm{i}u\lambda u_x,C=\pm 2\mathrm{i}u^{}\lambda \pm u_x^{},\hfill \end{array}$$
(3)
and there are two field variables, $`u(x,t)`$ and its complex conjugate $`u^{}(x,t)`$. The compatibility condition $`\mathrm{\Psi }_{xt}=\mathrm{\Psi }_{tx}`$ of the systems (1) yields at once the evolution equations in general form

$$\begin{array}{c}F_tA_x+CGBH=0,\hfill \\ G_tB_x+2(BFAG)=0,\hfill \\ H_tC_x+2(AHCF)=0.\hfill \end{array}$$
(4)
Taking as an example again the NLS equation, it is easy to see that if we substitute (3) into (4) and demand that these equations must fulfil for any value of the spectral parameter $`\lambda `$, then we find the NLS equation and its complex conjugate,

$$u_t=\mathrm{i}u_{xx}2\mathrm{i}|u|^2u,u_t^{}=\mathrm{i}u_{xx}^{}\pm 2\mathrm{i}|u|^2u^{}.$$
(5)
In general case (1) we shall write symbolically the equations in terms of the field variables $`u_m(x,t)`$ as

$$u_{m,t}=K_m(u_n,u_{n,x},\mathrm{}),m,n=1,\mathrm{},N,$$
(6)
Many physically important nonlinear equations are associated with linear systems (1).

Another common form of linear equations associated with nonlinear integrable equations can be written as

$$\psi _{xx}=𝒜\psi ,$$
(7)
$$\psi _t=\frac{1}{2}_x\psi +\psi _x,$$
(8)
where again the coefficients $`𝒜`$ and $``$ depend on the field variables and the spectral parameter $`\lambda `$. For well-known example of the KdV equation

$$u_t+6uu_x+u_{xxx}=0$$
(9)
there is only one field variable $`u(x,t)`$ and

$$𝒜=(u+\lambda ),=4\lambda 2u.$$
(10)
The compatibility condition $`(\psi _{xx})_t=(\psi _t)_{xx}`$ of the equations (7),(8) yields

$$𝒜_t2_x𝒜𝒜_x+\frac{1}{2}_{xxx}=0.$$
(11)
After substitution of (10) this equation yields the KdV equation (9), and in the general case (7),(8) the resulting evolution equations can be represented again in the form (6). Besides the KdV equation, the representation (7),(8) is convenient for treatment of the KB system  and some other equations. As was shown in , the matrix system (1) can be transformed to scalar form (7),(8) by the formulae

$$𝒜=(FG_x/2G)^2+GH+(FG_x/2G)_x,$$
(12)
$$=B/G,$$
(13)
so that equations (4) reduce to (11). Thus, these two forms of linear spectral problems are equivalent to each other and both can be used for treatment of the respective nonlinear equations. The scalar form (7),(8) is more convenient for derivation of perturbed Whitham equations and therefore it will be used in what follows.

We assume that unperturbed wave equations (6) have periodic solutions which can be obtained in framework of the IST method in the following way (see, e.g. ). We take two basis solutions $`\psi ^+`$ and $`\psi ^{}`$ of the second order differential equation (7) and construct from them the so-called ‘squared basis function’

$$g=\psi ^+\psi ^{}.$$
(14)
It is easy to show that it satisfies the equation

$$g_{xxx}2𝒜_xg4𝒜g_x=0,$$
(15)
which upon multiplication by $`g/2`$ can be integrated once to give

$$\frac{1}{2}gg_{xx}\frac{1}{4}g_x^2𝒜g^2=P(\lambda ),$$
(16)
where the integration constant denoted by $`P(\lambda )`$ can depend on the spectral parameter $`\lambda `$. In the finite-gap integration method (see, e.g. ) it is shown that periodic solutions are distinguished by the condition that $`P(\lambda )`$ be a polynomial in $`\lambda `$ . Then $`g`$ as a function of $`\lambda `$ should also be a polynomial in $`\lambda `$ with coefficients expressed in terms of $`u_m(x,t)`$, and, hence, $`u_m(x,t)`$ can be found from equations obtained by equating coefficients of $`\lambda ^s`$ in Eq. (16) (we suppose here that $`𝒜`$ is a rational function of $`\lambda `$ in accordance with majority of applications). The dependence of $`g`$, and hence of its coefficients, on time $`t`$ is obtained from the equation

$$g_t=g_x_xg$$
(17)
which follows from Eqs. (8) and (14). As a result, $`u_m(x,t)`$ are expressed as (quasi)periodic functions of $`x`$ and $`t`$ parameterized by the zeroes $`\lambda _i`$ of the polynomial $`P(\lambda )=_{i=1}^M(\lambda \lambda _i)`$,

$$u_m(x,t)=u_m(x,t;\lambda _1,\mathrm{},\lambda _M),m=1,\mathrm{},N.$$
(18)
In strictly periodic solutions the parameters $`\lambda _i`$ are constant by definition. But we can slightly modulate this periodic wave by making $`\lambda _i`$ slow functions of $`x`$ and $`t`$ which change little in one wavelength and one period. Whitham showed  (for particular case of one-phase periodic solution of the KdV equation when this solution is parameterized by three zeroes $`\lambda _1,\lambda _2,\lambda _3`$) that substitution of

$$u_m(x,t)=u_m(x,t;\lambda _1(x,t),\mathrm{},\lambda _M(x,t)),m=1,\mathrm{},N,$$
(19)
into conservation laws of Eqs. (6) followed by averaging of these conservation laws over fast oscillations of the wave yields for slow variables $`\lambda _i(x,t)`$ the so-called Whitham modulation equations

$$\frac{\lambda _i}{t}+v_i(\lambda _j)\frac{\lambda _i}{x}=0,i,j=1,\mathrm{},M,$$
(20)
which govern slow evolution of modulated periodic solutions of unperturbed equations (6). This approach is well developed and finds a number of applications (see, e.g. ).

Now, we want to take into account perturbations in the wave equations (6),

$$u_{m,t}=K_m(u_n,u_{n,x},\mathrm{})+R_m(x,t,u_n,u_{n,x},\mathrm{}),m,n=1,\mathrm{},N,$$
(21)
where the perturbation terms $`R_m`$ can be slow functions of $`x`$ and $`t`$ and can also depend on the field variables $`u_n`$ and their space derivatives. The perturbation terms can have any nature, e.g., they can arise due to external potentials or small physical effects neglected in derivation of unperturbed equations (6). Obviously, the functions (18) are not the solutions of the perturbed equations (21) anymore, but again, as in the case of slow modulation, we can describe effects of perturbations as slow change of the parameters $`\lambda _i,`$ $`i=1,\mathrm{},M`$. Then after averaging over fast oscillations of the wave we have to obtain additional terms in the Whitham equations (20) which represent effects of perturbations. Our aim is to derive such generalization of the Whitham equations.

As was indicated by Whitham , the most convenient way of obtaining the modulation equations is to average the conservation laws. Completely integrable equations have an infinite sequence of conservation laws and averaging of their generating function yields for periodic solutions of equations (6) associated with the spectral problems (1) or (7),(8) the modulation Whitham equations directly in diagonal Riemann form . Therefore the starting point of our analysis should be the formula for generating function of conservation laws for equations (11) described by the IST scheme (7),(8). As was mentioned above, we suppose that $`𝒜`$ is a rational function of $`\lambda `$. Then it can be chosen so that

$$𝒜|_\lambda \mathrm{}\sigma \lambda ^r,$$
(22)
where $`\sigma =\pm 1`$ and $`r`$ is an integer number. With such a normalization of $`𝒜,`$ we can rewrite Eq. (16) in the form

$$\frac{1}{2}gg_{xx}\frac{1}{4}g_x^2𝒜g^2=\sigma P(\lambda ),$$
(23)
where $`P`$ and $`g`$ are polynomials in $`\lambda `$,

$$P=\underset{i=1}{\overset{M}{}}(\lambda \lambda _i),g=\underset{i=1}{\overset{\mathrm{deg}g}{}}(\lambda \mu _i(x,t)),$$
(24)
such that their degrees are connected by the relation $`M=r+2\mathrm{deg}g`$. If we introduce new function

$$\stackrel{~}{g}=\frac{\lambda ^{r/2}}{\sqrt{P(\lambda )}}g,$$
(25)
then the identity (23) takes the form

$$\frac{1}{2\lambda ^r}\stackrel{~}{g}\stackrel{~}{g}_{xx}\frac{1}{4\lambda ^r}\stackrel{~}{g}_x^2\stackrel{~}{𝒜}\stackrel{~}{g}^2=\sigma ,$$
(26)
where

$$\stackrel{~}{𝒜}=𝒜/\lambda ^r,$$
(27)
and

$$\stackrel{~}{g}|_\lambda \mathrm{}=1.$$
(28)
Thus, we can expand $`\stackrel{~}{g}`$ in inverse powers of $`\lambda `$,

$$\stackrel{~}{g}=\underset{n=0}{\overset{\mathrm{}}{}}\frac{g_n}{\lambda ^n},g_0=1,$$
(29)
and the coefficients $`g_n`$ can be calculated in recurrent way by substitution of (29) into (26). The examples of this procedure will be given below.

Now, from (17) and (25) we find that $`\stackrel{~}{g}`$ satisfies the relation

$$\left(\frac{1}{\stackrel{~}{g}}\right)_t=\left(\frac{}{\stackrel{~}{g}}\right)_x$$
(30)
which can be considered as a generating function of conservation laws. Indeed, the coefficients of the expansion

$$\frac{1}{\stackrel{~}{g}}=\underset{n=0}{\overset{\mathrm{}}{}}\frac{g_n}{\lambda ^n},g_0=1,$$
(31)
can be expressed in terms of the already known coefficients $`g_n`$ with the use of trivial identity $`\stackrel{~}{g}(1/\stackrel{~}{g})=1`$, and then these coefficients $`g_n`$ serve as the densities of the conservation laws and the coefficients of similar expansion of $`/\stackrel{~}{g}`$ in inverse powers of $`\lambda `$ serve as the corresponding fluxes,

$$\left(g_n\right)_t=\left[(/\stackrel{~}{g})_n\right]_x,$$
(32)
where $`(/\stackrel{~}{g})_n`$ denotes the coefficients in the expansion

$$\frac{}{\stackrel{~}{g}}=\underset{n=0}{\overset{\mathrm{}}{}}\frac{(/\stackrel{~}{g})_n}{\lambda ^n}.$$
(33)
The functions $`\stackrel{~}{g}`$ and $`1/\stackrel{~}{g}`$ satisfy important identities

$$\frac{\widehat{\delta }}{\delta u_m}\left(\frac{1}{\stackrel{~}{g}}\right)=\frac{\sigma }{2\lambda ^r}\underset{l=0}{\overset{A_m}{}}(1)^l\frac{^l}{x^l}\left(\frac{𝒜}{u_m^{(l)}}\stackrel{~}{g}\right),m=1,\mathrm{},N,$$
(34)
derived in the Appendix. Here $`\widehat{\delta }/\delta u_m`$ denotes the “Euler derivative”

$$\frac{\widehat{\delta }}{\delta u_m}=\frac{}{u_m}\frac{}{x}\frac{}{u_{m,x}}+\frac{^2}{x^2}\frac{}{u_{m,xx}}\mathrm{}+(1)^{N_{mn}}\frac{^{N_{mn}}}{x^{N_{mn}}}\frac{}{u_m^{(N_{mn})}},$$
(35)
when it is applied to $`g_n`$, $`N_{mn}`$ is the order of the highest derivative $`u_m^{(N_{mn})}`$ in $`g_n`$, and $`A_m`$ is the order of the highest derivative $`u_m^{(A_m)}`$ in $`𝒜`$.

Now let us turn to perturbed equations (21) and calculate the correction to the conservation law (32) with the density

$$g_n=g_n(u_m,u_{m,x},\mathrm{},u_m^{(N_{mn})}).$$
(36)
Evidently, we have

$$\begin{array}{cc}\left(g_n\right)_t\hfill & =_{m,k}g_{n,mk}_tu_m^{(k)}=_{m,k}g_{n,mk}(_x)^k_tu_m\hfill \\ & =_{m,k}g_{n,mk}(_x)^kK_m+_{m,k}g_{n,mk}(_x)^kR_m,\hfill \end{array}$$

where $`g_{n,mk}`$ denotes the derivative of $`g_n`$ with respect to $`u_m^{(k)}`$. The terms with $`K_m`$ must collect into divergence of the flux, $`_x[(/\stackrel{~}{g})_n]`$, so that we obtain

$$\left(g_n\right)_t=\left[(/\stackrel{~}{g})_n\right]_x+\underset{m,k}{}g_{n,mk}(_x)^kR_m.$$
(37)
In what follows we shall average these conservation laws over some interval $`\mathrm{\Lambda }`$ of $`x`$ which is supposed to be much greater than the wavelength $`L`$ and much less than the characteristic interval along which the parameters of the wave change considerably. Therefore we can transform the terms with $`R_m`$ by “integration by parts” and neglect the contribution of boundaries because in the averaged form it is divided by $`\mathrm{\Lambda }`$ and goes to zero in asymptotic limit $`\mathrm{\Lambda }L`$ of very slow modulation. As a result of this transformation we obtain the conservation law in the following equivalent form:

$$\left(g_n\right)_t=\left[\left(\frac{}{\stackrel{~}{g}}\right)_n\right]_x+\underset{m}{}\left(\frac{\widehat{\delta }}{\delta u_m}g_n\right)R_m.$$

After dividing this formula by $`\lambda ^n`$ and summation over $`n`$ we arrive at the generating function of perturbed conservation laws

$$\left(\frac{1}{\stackrel{~}{g}}\right)_t=\left(\frac{}{\stackrel{~}{g}}\right)_x+\underset{m}{}\left(\frac{\widehat{\delta }}{\delta u_m}\frac{1}{\stackrel{~}{g}}\right)R_m.$$
(38)
For further transformation we apply the identity (34) and get

$$\left(\frac{1}{\stackrel{~}{g}}\right)_t\left(\frac{}{\stackrel{~}{g}}\right)_x=\frac{\sigma }{2\lambda ^r}\underset{m,l}{}(1)^l\frac{^l}{x^l}\left(\frac{𝒜}{u_m^{(l)}}\stackrel{~}{g}\right)R_m.$$

Here we again can “integrate by parts” and neglect the boundary terms to obtain

$$\left(\frac{1}{\stackrel{~}{g}}\right)_t\left(\frac{}{\stackrel{~}{g}}\right)_x=\frac{\sigma }{2\lambda ^r}\underset{m,l}{}\frac{𝒜}{u_m^{(l)}}\frac{^lR_m}{x^l}\stackrel{~}{g}.$$
(39)
To average this expression, it is convenient to return to the squared basis function $`g`$ with the help of Eq. (17),

$$\left(\frac{\sqrt{P(\lambda )}}{g}\right)_t\left(\sqrt{P(\lambda )}\frac{}{g}\right)_x=\frac{\sigma }{2}\underset{m,l}{}\frac{𝒜}{u_m^{(l)}}\frac{^lR_m}{x^l}\frac{g}{\sqrt{P(\lambda )}}.$$
(40)
Here the zeroes $`\lambda _i`$ of the polynomial $`P(\lambda )`$ are slow functions of $`x`$ and $`t`$ which have to be differentiated with respect to $`x`$ and $`t`$ in the left hand side of Eq. (40). Then we obtain the terms with

$$\frac{1}{\sqrt{\lambda \lambda _i}}\frac{\lambda _i}{t}\mathrm{and}\frac{1}{\sqrt{\lambda \lambda _i}}\frac{\lambda _i}{x},$$

which are singular at $`\lambda \lambda _i`$, and in the right hand side of Eq. (40) we already have terms with the same singular behaviour. Since the perturbed conservation laws (40) after averaging should be true at any $`\lambda `$ including $`\lambda _i`$, we obtain

$$\frac{\lambda _i}{t}+v_i\frac{\lambda _i}{x}=\frac{\sigma }{21/g_{ji}(\lambda _i\lambda _j)}\underset{m=1}{\overset{N}{}}\underset{l=0}{\overset{A_m}{}}\frac{𝒜}{u_m^{(l)}}\frac{^lR_m}{x^l}g,i=1,\mathrm{},M,$$
(41)
where

$$v_i=\frac{/g}{1/g},i=1,\mathrm{},M,$$
(42)
angle brackets denote averaging over proper interval of $`x`$, and everywhere $`\lambda `$ is put equal to $`\lambda _i`$. Formula (42) gives well-known expressions for characteristic velocities in unperturbed Whitham equations. The right hand side of (41) describes the effects of perturbations. Equations (41) represent the result we wanted to obtain. The averaged values of the expressions in angle brackets can be evaluated with the use of formulae for periodic solutions of particular integrable equations under consideration (see, e.g., ).

Let us illustrate the obtained expressions for perturbed Whitham equations with two examples.

## 3 Examples

We shall consider here simple examples of application of general formulae (41),(42) to one-phase periodic solutions of the KdV and NLS equations.

### 3.1 Korteweg-de Vries equation

In the case of the KdV equation

$$u_t+6uu_x+u_{xxx}=R$$
(43)
we have expressions (10) for $`𝒜`$ and $``$. From (26) we find the expansion

$$\stackrel{~}{g}=1\frac{u/2}{\lambda }+\frac{1}{\lambda ^2}\left(\frac{3}{8}u^2+\frac{1}{8}u_{xx}\right)\frac{1}{\lambda ^3}\left(\frac{5}{16}u^3+\frac{5}{32}u_x^2+\frac{5}{16}uu_{xx}+\frac{1}{32}u^{(IV)}\right)+\mathrm{},$$
(44)
hence

$$\frac{1}{\stackrel{~}{g}}=1+\frac{u/2}{\lambda }\frac{1}{\lambda ^2}\left(\frac{1}{8}u^2+\frac{1}{8}u_{xx}\right)+\frac{1}{\lambda ^3}\left(\frac{1}{16}u^3+\frac{5}{32}u_x^2+\frac{3}{16}uu_{xx}+\frac{1}{32}u^{(IV)}\right)+\mathrm{},$$
(45)
and it is easy to check that these first terms of the expansions satisfy the identity (34), i.e.

$$\frac{\widehat{\delta }}{\delta u}\frac{1}{\stackrel{~}{g}}=\frac{\stackrel{~}{g}}{2\lambda }.$$
(46)
The conservation laws following from Eq. (32) have well-known form (see, e.g. ).

The periodic solution (“cnoidal wave”) of unperturbed KdV equation has the form (see, e.g. )

$$u(x,t)=\lambda _3\lambda _1\lambda _22(\lambda _3\lambda _2)\mathrm{sn}^2(\sqrt{\lambda _3\lambda _1}(xVt),m),$$
(47)
where

$$V=2(\lambda _1+\lambda _2+\lambda _3),m=\frac{\lambda _3\lambda _2}{\lambda _3\lambda _1},$$
(48)
and the parameters $`\lambda _1\lambda _2\lambda _3`$ are the zeroes of the third degree polynomial

$$P(\lambda )=\underset{i=1}{\overset{3}{}}(\lambda \lambda _i)=\lambda ^3s_1\lambda ^2+s_2\lambda s_3$$
(49)
defining the solution according to Eq. (16). Then

$$g(x,t)=\lambda \mu (x,t),$$
(50)
where $`\mu (x,t)`$ is connected with $`u(x,t)`$ by the relation

$$u=2\mu (\lambda _1+\lambda _2+\lambda _3)=2\mu s_1$$
(51)
and depends only on the phase

$$\theta =xVt,\mu _\theta =2\sqrt{P(\mu )},\lambda _2\mu \lambda _3.$$
(52)
The wavelength of the solution (47) is given by the expression

$$L=\frac{1}{2}\frac{\mathrm{d}\mu }{\sqrt{P(\mu )}}=_{\lambda _2}^{\lambda _3}\frac{\mathrm{d}\mu }{\sqrt{P(\mu )}}=\frac{2\mathrm{K}(m)}{\sqrt{\lambda _3\lambda _1}},$$
(53)
$`\mathrm{K}(m)`$ being the complete elliptic integral of the first kind. In this one-phase case we can average over wavelength and the Whitham velocities are easily expressed in terms of $`L`$ by means of the formula

$$\frac{1}{g}_{\lambda =\lambda _i}=\frac{1}{\lambda _i\mu }=\frac{1}{L}_0^L\frac{\mathrm{d}x}{\lambda _i\mu }=\frac{1}{2L}\frac{\mathrm{d}\mu }{(\lambda _i\mu )\sqrt{P(\mu )}}=\frac{2}{L}\frac{L}{\lambda _i},$$
(54)
so that we obtain

$$v_i=2s_1+\frac{2L}{L/\lambda _l}=\left(1\frac{L}{_iL}_i\right)V,_i\frac{}{\lambda _i},i=1,2,3.$$
(55)
Substitution of (53) into this expression yields the well-known formulae obtained by Whitham . In the KdV equation case the sum in the right hand side of Eq. (41) reduces to a single term with $`𝒜/u=1`$. Taking into account that $`\sigma =1`$, $`g=\lambda _i\mu =(2\lambda _is_1u)/2`$, we arrive at

$$\frac{\lambda _i}{t}+v_i\frac{\lambda _i}{x}=\frac{L}{L/\lambda _i}\frac{(2\lambda _is_1u)R}{4_{ji}(\lambda _i\lambda _j)},i=1,2,3.$$
(56)
This is a compact expression for perturbed Whitham equations obtained in .

Further calculation can be done after specification of the perturbation $`R`$. For example, if we take

$$R=\epsilon u_{xx},$$
(57)
($`\epsilon `$ is a small numeric parameter) what corresponds to taking into account small viscosity in hydrodynamic applications of the KdV equation, then we have

$$u_{xx}=2\mu _{xx}=2\frac{\mathrm{d}P}{\mathrm{d}\mu },2\lambda _is_1u=2(\lambda _i\mu ),$$

so that

$$\begin{array}{cc}(2\lambda _is_1u)\epsilon u_{xx}\hfill & =\frac{4\epsilon }{L}\frac{\lambda _i\mu }{\sqrt{P(\mu )}}\frac{\mathrm{d}P}{\mathrm{d}\mu }d\mu =\frac{8\epsilon }{L}\sqrt{P(\mu )}d\mu \hfill \\ & =\frac{16\epsilon }{L}_{\lambda _2}^{\lambda _3}\sqrt{P(\mu )}d\mu ,\hfill \end{array}$$

and standard calculation of this elliptic integral yields

$$\begin{array}{c}\hfill (2\lambda _is_1u)\epsilon u_{xx}=\frac{32\epsilon }{15}\frac{(\lambda _3\lambda _1)^3}{\mathrm{K}(m)}[(1m+m^2)\mathrm{E}(m)\\ \hfill (1m)(1m/2)\mathrm{K}(m)],\end{array}$$
(58)
$`\mathrm{E}(m)`$ being the complete elliptic integral of the second kind. Substitution of (58) into (56) gives the perturbed Whitham equations for the KdV-Burgers equation found first in . Thus, the general formula (41) reproduces quite easily the already known results for the perturbed KdV equation.

### 3.2 Nonlinear Schrödinger equation

As the second example, let us consider the focusing NLS equation with linear damping

$$\mathrm{i}u_t+u_{xx}+2|u|^2u=\mathrm{i}\epsilon u.$$
(59)
(Similar results for the defocusing NLS equation will be presented in the end of this Section.) The unperturbed equation is usually associated in framework of the IST method with the $`2\times 2`$ Zakharov–Shabat spectral problem . However, with the use of Eqs. (12),(13) it can be transformed into scalar form (7,8) with (see )

$$𝒜=\left(\lambda \frac{\mathrm{i}u_x}{2u}\right)^2|u|^2\left(\frac{u_x}{2u}\right)_x,=2\lambda +\frac{\mathrm{i}u_x}{u}.$$
(60)
Expansions of $`\stackrel{~}{g}`$ and $`1/\stackrel{~}{g}`$ are given by

$$\stackrel{~}{g}=1+\frac{1}{\lambda }\frac{\mathrm{i}u_x}{2u}\frac{1}{\lambda ^2}\left(\frac{|u|^2}{2}+\frac{u_{xx}}{4u}\right)\frac{1}{\lambda ^3}\left(\frac{\mathrm{i}u_{xxx}}{8u}\frac{3\mathrm{i}u_xu^{}}{4}\right)+\mathrm{},$$
(61)
$$\begin{array}{c}\hfill \frac{1}{\stackrel{~}{g}}=1\frac{1}{\lambda }\frac{\mathrm{i}u_x}{2u}+\frac{1}{\lambda ^2}\left(\frac{|u|^2}{2}+\frac{u_{xx}}{4u}\frac{u_x^2}{4u^2}\right)\\ \hfill +\frac{1}{\lambda ^3}\left(\frac{\mathrm{i}u_{xxx}}{8u}+\frac{\mathrm{i}u_xu^{}}{4}\frac{\mathrm{i}u_xu_{xx}}{4u^2}+\frac{\mathrm{i}u_x^3}{8u^3}\right)+\mathrm{},\end{array}$$
(62)
and it is easy to check that they satisfy the identities

$$\frac{\widehat{\delta }}{\delta u}\frac{1}{\stackrel{~}{g}}=\frac{1}{2\lambda ^2}\left[\frac{𝒜}{u}\stackrel{~}{g}\frac{}{x}\left(\frac{𝒜}{u_x}\stackrel{~}{g}\right)+\frac{^2}{x^2}\left(\frac{𝒜}{u_{xx}}\stackrel{~}{g}\right)\right],$$
(63)
$$\frac{\widehat{\delta }}{\delta u^{}}\frac{1}{\stackrel{~}{g}}=\frac{u}{2\lambda ^2}\stackrel{~}{g}.$$
(64)
The generating function (30) yields the conservation laws in unusual form

$$\left(\frac{\mathrm{i}u_x}{u}\right)_t=\left(2|u|^2+\frac{u_{xx}}{u}\right)_x,$$
(65)
$$\left(\mathrm{i}|u|^2+\frac{\mathrm{i}u_{xx}}{2u}\frac{\mathrm{i}u_x^2}{2u^2}\right)_t=\left(\frac{u_xu_{xx}}{2u^2}\frac{u_{xxx}}{2u}2u_xu^{}\right)_x,\mathrm{}$$
(66)
The one-phase periodic solution is parameterized by two pairs of complex conjugated zeroes $`\lambda _i`$ of the polynomial (see )

$$P(\lambda )=\underset{i=1}{\overset{4}{}}(\lambda \lambda _i)=\lambda ^4s_1\lambda ^3+s_2\lambda ^2s_3\lambda +s_4,$$
(67)
$$\lambda _1=\alpha +\mathrm{i}\gamma ,\lambda _2=\beta +\mathrm{i}\delta ,\lambda _3=\alpha \mathrm{i}\gamma ,\lambda _4=\beta \mathrm{i}\delta ,$$
(68)
so that the intensity of the wave is given by

$$\begin{array}{c}\hfill \nu =|u(x,t)|^2=\nu _3(\nu _3\nu _2)\mathrm{sn}^2(\sqrt{\nu _3\nu _1}\theta ,m)\\ \hfill =(\gamma +\delta )^24\gamma \delta \mathrm{sn}^2(\sqrt{(\alpha \beta )^2+(\gamma +\delta )^2}\theta ,m),\end{array}$$
(69)
where

$$m=\frac{\nu _3\nu _2}{\nu _3\nu _1}=\frac{(\lambda _1\lambda _3)(\lambda _2\lambda _4)}{(\lambda _1\lambda _4)(\lambda _2\lambda _3)}=\frac{4\gamma \delta }{(\alpha \beta )^2+(\gamma +\delta )^2},$$
(70)
$`\nu _1,\nu _2,\nu _3`$ are the zeroes of the resolvent $`(\nu )`$ of the polynomial $`P(\lambda )`$,

$$\begin{array}{c}\hfill \nu _1=\frac{1}{4}(\lambda _1\lambda _2+\lambda _3\lambda _4)^2=(\alpha \beta )^2,\\ \hfill \nu _2=\frac{1}{4}(\lambda _1\lambda _2\lambda _3+\lambda _4)^2=(\gamma \delta )^2,\\ \hfill \nu _3=\frac{1}{4}(\lambda _1+\lambda _2\lambda _3\lambda _4)^2=(\gamma +\delta )^2,\end{array}$$
(71)
and $`\nu `$ satisfies the equation

$$\nu _\theta =2\sqrt{(\nu )},(\nu )=\underset{i=1}{\overset{3}{}}(\nu \nu _i),\nu _2\nu \nu _3,$$
(72)
$`\theta `$ being the phase of the wave

$$\theta =xVt,V=s_1=\underset{i=1}{\overset{4}{}}\lambda _i.$$
(73)
In this case there are two fields $`u`$ and $`u^{}`$, and the corresponding perturbations are equal to

$$R=\epsilon u,R^{}=\epsilon u^{},$$
(74)
where $`\epsilon `$ is a small constant parameter. Easy calculation gives

$$\frac{𝒜}{u}R+\frac{𝒜}{u_x}\frac{R}{x}+\frac{𝒜}{u_{xx}}\frac{^2R}{x^2}+\frac{𝒜}{u^{}}R^{}=2\epsilon |u|^2=2\epsilon \nu ,$$

so that we have to average the expression $`2\epsilon \nu g`$. Now, $`g(x,t)=\lambda \mu (x,t)`$, where $`\mu `$ satisfies the equation

$$\mu _\theta =2\sqrt{P(\mu )},$$
(75)
and can be expressed as a function of $`\nu `$ (see ),

$$\begin{array}{c}\hfill \mu (\nu )=\frac{s}{4}\frac{q+\mathrm{i}\sqrt{(\nu )}}{2\nu },\nu _2\nu \nu _3,\\ \hfill s=s_1,q=\sqrt{\nu _1\nu _2\nu _3}.\end{array}$$
(76)
Thus, we obtain

$$\begin{array}{c}\hfill 2\epsilon \nu g=\frac{2\epsilon }{L}_0^L\nu (\lambda _i\mu )dx=\frac{\epsilon }{L}\nu \left(\lambda _i\frac{s}{4}+\frac{q+\mathrm{i}\sqrt{(\nu )}}{2\nu }\right)\frac{\mathrm{d}\nu }{\sqrt{(\nu )}}\\ \hfill =\frac{2\epsilon }{L}_{\nu _2}^{\nu _3}\frac{(\lambda _is/4)\nu +q/2}{\sqrt{(\nu _3\nu )(\nu \nu _2)(\nu \nu _1)}}d\nu ,\end{array}$$
(77)
where

$$L=\frac{1}{2}\frac{\mathrm{d}\mu }{\sqrt{P(\mu )}}=_{\nu _2}^{\nu _3}\frac{\mathrm{d}\nu }{\sqrt{(\nu )}}=\frac{2\mathrm{K}(m)}{\sqrt{\nu _3\nu _1}}=\frac{2\mathrm{K}(m)}{\sqrt{(\lambda _1\lambda _4)(\lambda _3\lambda _2)}}.$$
(78)
The integral in (77) reduces to standard elliptic integrals,

$$2\epsilon \nu g=\frac{2\epsilon }{L\sqrt{\nu _3\nu _1}}\left\{\left[(2\lambda _is/2)\nu _1+q\right]\mathrm{K}(m)+(2\lambda _is/2)(\nu _3\nu _1)\mathrm{E}(m)\right\}.$$
(79)
The averaged values $`1/g`$ and $`/g`$ are calculated as in the previous cases of the KdV equation. As a result, we arrive at the perturbed Whitham equations in the form

$$\frac{\lambda _i}{t}+v_i\frac{\lambda _i}{x}=\epsilon \rho _i,i=1,2,3,4,$$
(80)
where Whitham velocities are given by the expression

$$v_i=\frac{/g}{1/g}=s_1+\frac{L}{L/\lambda _l}=\left(1\frac{L}{_iL}_i\right)V,i=1,2,3,4,$$
(81)
which reduces after substitution of (78) to well-known formulae , and functions $`\rho _i`$ in the right hand side of Eq. (80) are equal to

$$\begin{array}{c}\hfill \rho _1=\frac{\left[(2\lambda _1s/2)\nu _1+q\right]\mathrm{K}(m)+(2\lambda _1s/2)(\nu _3\nu _1)\mathrm{E}(m)}{(\lambda _1\lambda _4)[(\lambda _1\lambda _2)\mathrm{K}(m)+(\lambda _2\lambda _3)\mathrm{E}(m)]},\\ \hfill \rho _2=\frac{\left[(2\lambda _2s/2)\nu _1+q\right]\mathrm{K}(m)+(2\lambda _2s/2)(\nu _3\nu _1)\mathrm{E}(m)}{(\lambda _2\lambda _3)[(\lambda _1\lambda _2)\mathrm{K}(m)(\lambda _1\lambda _4)\mathrm{E}(m)]},\\ \hfill \rho _3=\frac{\left[(2\lambda _3s/2)\nu _1+q\right]\mathrm{K}(m)+(2\lambda _3s/2)(\nu _3\nu _1)\mathrm{E}(m)}{(\lambda _2\lambda _3)[(\lambda _3\lambda _4)\mathrm{K}(m)(\lambda _1\lambda _4)\mathrm{E}(m)]},\\ \hfill \rho _4=\frac{\left[(2\lambda _4s/2)\nu _1+q\right]\mathrm{K}(m)+(2\lambda _4s/2)(\nu _3\nu _1)\mathrm{E}(m)}{(\lambda _1\lambda _4)[(\lambda _3\lambda _4)\mathrm{K}(m)+(\lambda _2\lambda _3)\mathrm{E}(m)]}.\end{array}$$
(82)
Equations (81) determine evolution of the Riemann invariants $`\lambda _i,`$ $`i=1,2,3,4,`$ due to combined action of modulation and perturbation effects.

For perturbed defocusing NLS equation

$$\mathrm{i}u_t+u_{xx}+2|u|^2u=\mathrm{i}\epsilon u$$
(83)
calculations are actually the same, so we present here only the final results. The intensity of periodic wave is given by the formula

$$\begin{array}{c}\hfill \nu =|u(x,t)|^2=\overline{\nu }_1+(\overline{\nu }_2\overline{\nu }_1)\mathrm{sn}^2(\sqrt{\overline{\nu }_2\overline{\nu }_1}\theta ,m)\\ \hfill =\frac{1}{4}(\lambda _1\lambda _2\lambda _3+\lambda _4)^2+(\lambda _2\lambda _1)(\lambda _4\lambda _3)\mathrm{sn}^2(\sqrt{(\lambda _3\lambda _1)(\lambda _4\lambda _2)}\theta ,m)\end{array}$$
(84)
where the zeroes $`\lambda _i,`$ $`i=1,2,3,4`$, of the fourth degree polynomial $`P(\lambda )`$ are real Riemann invariants, $`\lambda _1\lambda _2\lambda _3\lambda _4,`$ connected with $`\overline{\nu }_i`$, $`i=1,2,3,`$ by the formulae

$$\begin{array}{c}\hfill \overline{\nu }_1=\frac{1}{4}(\lambda _1\lambda _2\lambda _3+\lambda _4)^2,\overline{\nu }_2=\frac{1}{4}(\lambda _1\lambda _2+\lambda _3\lambda _4)^2,\\ \hfill \overline{\nu }_3=\frac{1}{4}(\lambda _1+\lambda _2\lambda _3\lambda _4)^2,\end{array}$$
(85)
and

$$m=\frac{\overline{\nu }_2\overline{\nu }_1}{\overline{\nu }_3\overline{\nu }_1}=\frac{(\lambda _2\lambda _1)(\lambda _4\lambda _3)}{(\lambda _3\lambda _1)(\lambda _4\lambda _2)},$$
(86)
$$\theta =xVt,V=s_1=\underset{i=1}{\overset{4}{}}\lambda _i.$$
(87)
The wavelength is equal to

$$L=\frac{2\mathrm{K}(m)}{\sqrt{\overline{\nu }_3\overline{\nu }_1}}=\frac{2\mathrm{K}(m)}{\sqrt{(\lambda _4\lambda _2)(\lambda _3\lambda _1)}}.$$
(88)
The perturbed Whitham equations are given by

$$\frac{\lambda _i}{t}+v_i\frac{\lambda _i}{x}=\epsilon \rho _i,i=1,2,3,4,$$
(89)
where, as usual,

$$v_i=\frac{/g}{1/g}=\left(1\frac{L}{_iL}_i\right)V,i=1,2,3,4,$$
(90)
and

$$\begin{array}{c}\hfill \rho _1=\frac{\left[(2\lambda _1s/2)\overline{\nu }_3+q\right]\mathrm{K}(m)+(2\lambda _1s/2)(\overline{\nu }_3\overline{\nu }_1)\mathrm{E}(m)}{(\lambda _3\lambda _1)[(\lambda _4\lambda _1)\mathrm{K}(m)(\lambda _4\lambda _2)\mathrm{E}(m)]},\\ \hfill \rho _2=\frac{\left[(2\lambda _2s/2)\overline{\nu }_3+q\right]\mathrm{K}(m)+(2\lambda _2s/2)(\overline{\nu }_3\overline{\nu }_1)\mathrm{E}(m)}{(\lambda _4\lambda _2)[(\lambda _3\lambda _2)\mathrm{K}(m)(\lambda _3\lambda _1)\mathrm{E}(m)]},\\ \hfill \rho _3=\frac{\left[(2\lambda _3s/2)\overline{\nu }_3+q\right]\mathrm{K}(m)+(2\lambda _3s/2)(\overline{\nu }_3\overline{\nu }_1)\mathrm{E}(m)}{(\lambda _3\lambda _1)[(\lambda _3\lambda _2)\mathrm{K}(m)(\lambda _4\lambda _2)\mathrm{E}(m)]},\\ \hfill \rho _4=\frac{\left[(2\lambda _4s/2)\overline{\nu }_3+q\right]\mathrm{K}(m)+(2\lambda _4s/2)(\overline{\nu }_3\overline{\nu }_1)\mathrm{E}(m)}{(\lambda _4\lambda _2)[(\lambda _4\lambda _1)\mathrm{K}(m)(\lambda _3\lambda _1)\mathrm{E}(m)]}.\end{array}$$
(91)
Thus, we see that linear damping in the NLS equation leads to perturbed Whitham equations in simple enough form suitable for applications.

It is easy to check that more general form of nonlinear damping,

$$\mathrm{i}u_t+u_{xx}\pm 2|u|^2u=\mathrm{i}f(|u|^2)u,$$

(with a polynomial function $`f(\nu )`$) as well as action of external potential $`V(x)`$ slowly depending on $`x`$,

$$\mathrm{i}u_t+u_{xx}\pm 2|u|^2u=V(x)u,$$

can be treated in the same way and arising in this cases integrals can be reduced to standard elliptic ones, though the formulae become more cumbersome and they will be presented elsewhere together with appropriate application of the Whitham equations.

## 4 Conclusion

The examples considered in the preceding section show that the general formulae (41),(42) provide an effective method of derivation of perturbed Whitham equations. They can be applied to a number of physically important equations integrable by the IST method with $`2\times 2`$ matrix or second order scalar spectral problem. For one-phase periodic solutions, the perturbation terms in Whitham equations are expressed in the form of integrals which can be evaluated with the use of known formulae obtained in derivation of the periodic solution under consideration. Thus, the developed here theory permits one to treat effects of perturbations in various physical problems related with modulated nonlinear periodic waves. One such application has been done in the recent paper  to evolution of modulated periodic waves in the Bose-Einstein condensate under slow variation of the nonlinear coupling constant.

## Acknowledgments

I am grateful to F.Kh. Abdullaev and V.V. Konotop for useful discussions and to the staff of Centro de Física da Matéria Condensada, Universidade de Lisboa, for kind hospitality. The work there has been supported by the Senior NATO Fellowship. I thanks also RFBR (Grant 01–01–00696) for partial support.

## Appendix. Derivation of the identity (34)

For simplicity we consider a strictly periodic case when $`u_m(x,t)`$ are periodic functions of $`x`$ with period $`L`$. We start from the statement that Eq. (7) is satisfied by the function

$$\psi ^\pm =\sqrt{\stackrel{~}{g}}\mathrm{exp}\left(\pm \mathrm{i}\sqrt{\sigma }\lambda ^{r/2}^x\frac{\mathrm{d}x}{\stackrel{~}{g}}\right)$$
(A.1)
provided $`\stackrel{~}{g}`$ satisfies Eq. (26) (see, e.g. ). These are Baker-Akhiezer functions which can be considered as generalizations of Bloch function solutions of the Schrödinger-like equation (7) with complex “potential” which is a periodic function of $`x`$ with the period $`L`$. Then we can introduce formally a “quasi-momentum” $`p`$ as follows:

$$\psi ^\pm =\mathrm{exp}(\pm \mathrm{i}px),p=\frac{\sqrt{\sigma }\lambda ^{r/2}}{L}_0^L\frac{\mathrm{d}x}{\stackrel{~}{g}}.$$
(A.2)
The “quasi-momentum” $`p`$ is a functional depending on $`u_m,m=1,\mathrm{},N,`$ and their space derivatives through the coefficients of the expansion (31). If we change $`u_m`$ a little, then $`p`$ will change a little too, what defines the functional derivative

$$\frac{\delta p}{\delta u_m}=\frac{\sqrt{\sigma }\lambda ^{r/2}}{L}\frac{\widehat{\delta }}{\delta u_m}\left(\frac{1}{\stackrel{~}{g}}\right),$$
(A.3)
where $`\widehat{\delta }/\delta u_m`$ is defined by (35).

On the other hand, this functional derivative can be calculated directly in the following way. We take two functions $`u_m^{},u_m^{\prime \prime }`$ with the same period $`L`$ and write equations for corresponding Bloch functions,

$$\psi _{xx}^{}=𝒜(u_m^{})\psi ^{},\psi _{xx}^{\prime \prime }=𝒜(u_m^{\prime \prime })\psi ^{\prime \prime },$$
(A.4)
which give at once

$$\left[\psi _x^{}\psi ^{\prime \prime }\psi ^{}\psi _x^{\prime \prime }\right]_0^L=_0^L\left(𝒜(u_m^{})𝒜(u_m^{\prime \prime })\right)\psi ^{}\psi ^{\prime \prime }dx.$$
(A.5)
Now, from Eq. (A.1) we find

$$\psi _x^\pm =\frac{1}{2\stackrel{~}{g}}\left(\stackrel{~}{g}_x\pm 2\mathrm{i}\sqrt{\sigma }\lambda ^{r/2}\right)\psi ^\pm ,$$
(A.6)
so that if $`\psi ^\pm `$ has the property

$$\psi ^\pm (x+L)=\mathrm{e}^{\pm \mathrm{i}pL}\psi ^\pm (x),$$
(A.7)
then $`\psi _x^\pm `$ has the same property,

$$\psi _x^\pm (x+L)=\mathrm{e}^{\pm \mathrm{i}pL}\psi _x^\pm (x),$$
(A.8)
due to periodicity of $`\stackrel{~}{g}`$. Hence, for $`\psi ^{}=\psi ^{}`$ and $`\psi ^{\prime \prime }=\psi ^{\prime \prime +}`$ we find from (A.5) that

$$\left(\mathrm{e}^{\mathrm{i}(p^{\prime \prime }p^{})L}1\right)\left(\psi _x^{}\psi ^{\prime \prime +}\psi ^{}\psi _x^{\prime \prime +}\right)_{x=0}=_0^L\left(𝒜(u_m^{})𝒜(u_m^{\prime \prime })\right)\psi ^{}\psi ^{\prime \prime +}dx.$$
(A.9)
Taking the difference $`u_m^{\prime \prime }u_m^{}=\delta u_m`$ small, we obtain

$$\psi _x^{}\psi ^{\prime \prime +}\psi ^{}\psi _x^{\prime \prime +}2\mathrm{i}\sqrt{\sigma }\lambda ^{r/2},\mathrm{e}^{\mathrm{i}(p^{\prime \prime }p^{})L}1\mathrm{i}\delta pL,$$

and for the right hand side of Eq. (A.9) we get with the same accuracy

$$_0^L\left(𝒜(u_m^{\prime \prime })𝒜(u_m^{})\right)\stackrel{~}{g}𝑑x_0^L\left[\frac{𝒜}{u_m}\stackrel{~}{g}\frac{}{x}\left(\frac{𝒜}{u_{m,x}}\stackrel{~}{g}\right)+\mathrm{}\right]\delta u_mdx,$$

so that Eq. (A.9) yields

$$\frac{\delta p}{\delta u_m}=\frac{1}{2\sqrt{\sigma }L\lambda ^{r/2}}\underset{l=0}{\overset{A_m}{}}(1)^l\frac{^l}{x^l}\left(\frac{𝒜}{u_m^{(l)}}\stackrel{~}{g}\right),$$
(A.10)
where $`A_m`$ is the order of the highest derivative $`u_m^{(A_m)}`$ in $`𝒜`$. Then comparison of (A.2) and (A.10) yields the desired identity (34).


format: text

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# A generalization of the tan 2Θ Theorem

## 1. Introduction

Given a self-adjoint bounded operator $`𝐀`$ and a closed invariant subspace $`_0`$ of $`𝐀`$ we set $`A_i=𝐀|__i`$, $`i=0,1`$ with $`_1=_0`$. Assuming that the perturbation $`𝐕`$ is off-diagonal with respect to the orthogonal decomposition $`=_0_1`$ consider the $`2\times 2`$ self-adjoint operator matrix

$$𝐁=𝐀+𝐕=\left(\begin{array}{cc}A_0& V\\ V^{}& A_1\end{array}\right),$$

where $`V`$ is a bounded operator from $`_1`$ to $`_0`$.

In the 1970 paper  Davis and Kahan proved that if

(1.1)
$$sup\mathrm{spec}(A_0)<inf\mathrm{spec}(A_1),$$

then the difference of the spectral projections

$$P=𝖤_𝐀\left((\mathrm{},sup\mathrm{spec}(A_0)]\right)\text{and}Q=𝖤_𝐁\left((\mathrm{},sup\mathrm{spec}(A_0)]\right)$$

for the operators $`𝐀`$ and $`𝐁`$, respectively, corresponding to the interval $`(\mathrm{},sup\mathrm{spec}(A_0)]`$ admits the estimate

(1.2)
$$PQ\mathrm{sin}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{d}\right)<\frac{\sqrt{2}}{2},$$

where

$$d=\mathrm{dist}(\mathrm{spec}(A_0),\mathrm{spec}(A_1)).$$

Estimate (1.2) can be equivalently expressed as the $`\mathrm{tan}2\mathrm{\Theta }`$ Theorem:

$$\mathrm{tan}2\mathrm{\Theta }\frac{2V}{d},\mathrm{spec}(\mathrm{\Theta })[0,\pi /4),$$

where $`\mathrm{\Theta }`$ is the operator angle between the subspaces $`\mathrm{Ran}P`$ and $`\mathrm{Ran}Q`$ (see, e.g., ).

By known results on graph subspaces (see, e.g., , , , ) estimate (1.2) in particular implies that the Riccati equation

(1.3)
$$A_1XXA_0XVX+V^{}=0$$

has a contractive solution $`X:_0_1`$ satisfying the norm estimate

(1.4)
$$X=\frac{PQ}{\sqrt{1PQ^2}}\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{d}\right)<1.$$

Moreover, the graph of $`X`$, i.e., the subspace $`𝒢(_0,X):=\{xXx|x_0\}`$, coincides with the spectral subspace $`\mathrm{Ran}𝖤_𝐁\left((\mathrm{},sup\mathrm{spec}(A_0)]\right)`$ of the operator $`𝐁`$.

Independently of the work of Davis and Kahan the existence of a unique contractive solution to the Riccati equation under condition (1.1) has been proven by Adamyan and Langer in , where the operators $`A_0`$ and $`A_1`$ were allowed to be semibounded. In a recent paper by Adamyan, Langer, and Tretter  the existence result has been extended to the case where the spectra of $`A_0`$ and $`A_1`$ intersect at one point $`\lambda `$, that is,

$$sup\mathrm{spec}(A_0)=inf\mathrm{spec}(A_1)=\lambda ,$$

provided that at least one of the following conditions

(1.5)
$$\mathrm{Ker}(A_0\lambda )=\{0\},\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\}$$

or

(1.6)
$$\mathrm{Ker}(A_1\lambda )=\{0\},\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}$$

holds. In this case the Riccati equation (1.3) has been proven to have a unique contractive solution $`X`$, which appears to be a strict contraction. The graph of $`X`$, as above, coincides with the spectral subspace $`\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))`$ of the operator $`𝐁`$.

Conditions (1.5) and (1.6) are rather restrictive. In particular, in this case $`\lambda `$ may be an eigenvalue neither for both $`A_0`$ and $`A_1`$ nor for $`𝐁`$.

The main goal of the present article is to drop conditions (1.5) and (1.6) and to carry out the analysis under the only assumption that

(1.7)
$$sup\mathrm{spec}(A_0)\lambda inf\mathrm{spec}(A_1).$$

Below we will prove (see Theorem 2.4) that under hypothesis (1.7) the $`𝐁`$-invariant subspace

(1.8)
$$𝔔=\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))\left(\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\right)$$

is the graph of a contractive operator $`X:_0_1`$. Moreover, the norm of the operator $`X`$ satisfies the lower bound

$$X\frac{\delta }{V},$$

where

$$\delta =\mathrm{max}\{inf\mathrm{spec}(𝐀)inf\mathrm{spec}(𝐁),sup\mathrm{spec}(𝐁)sup\mathrm{spec}(𝐀)\}0$$

is the maximal shift of the edges of the spectrum of the operator $`𝐀`$ under the perturbation $`𝐕`$. These results can be stated equivalently as the two-sided estimate

(1.9)
$$\frac{\delta }{\sqrt{\delta ^2+V^2}}PQ\frac{\sqrt{2}}{2},$$

where $`P`$ and $`Q`$ are orthogonal projections in $``$ onto the subspaces $`_0`$ and $`𝔔`$, respectively. Notice that the for the subspace $`𝔔`$ to be a spectral subspace of $`𝐁`$ it is necessary and sufficient that

$$\text{either}\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}\text{or}\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\},$$

and then, necessarily,

$$\text{either}𝔔=\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))\text{or}𝔔=\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ]).$$

The fact that the subspace $`𝔔`$ is a graph of a contractive operator $`X`$ means that the Riccati equation (1.3) has a contractive solution. In contrast to the case studied in , the solution $`X`$ is in general (under hypothesis (1.7)) neither necessarily strictly contractive nor unique in the set of all contractive solutions to the Riccati equation. Moreover, if the invariant subspace $`𝔔`$ is not a spectral subspace of the operator $`𝐁`$, then $`X`$ is a non-isolated point (in the operator norm topology) of the set of all solutions of (1.3).

Below we will prove (see Theorem 4.1) that under assumption (1.7) the operator $`X`$ is the unique solution to the Riccati equation (1.3) within the class of bounded linear operators from $`_0`$ to $`_1`$ satisfying the additional requirements that

$$\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\mathrm{Ker}X\text{and}\mathrm{spec}(A_0+VX)(\mathrm{},\lambda ].$$

Furthermore, we formulate and prove necessary and sufficient conditions for a contractive solution to be a unique contractive solution (see Theorem 4.3 or/and Theorem 5.4). The solution $`X`$ satisfying $`𝒢(_0,X)=𝔔`$ is shown to be the unique contractive solution to (1.3) if and only if it is strictly contractive (see Corollary 4.4). Note that in the case where the contractive solution is non-unique but its graph is a spectral subspace for the operator $`𝐁`$, a complete description of the set of all contractive solutions to the Riccati equation can be given by means of Theorem 6.2 in .

The technics developed in the present work to prove that the subspace $`𝔔`$ (1.8) is the graph of a contractive operator (Theorem 2.4), is an extension of the geometric ideas of Davis and Kahan , . The existence and uniqueness results (Theorems 4.1, 4.3, and 5.4) are obtained in the framework of the geometric approach of our recent paper . The previously known results by Davis and Kahan , , Adamyan and Langer , and Adamyan, Langer, and Tretter  appear to be their direct corollaries.

A few words about the notations used throughout the paper. Given a linear operator $`A`$ on a Hilbert space $`𝔎`$, by $`\mathrm{spec}(A)`$ we denote the spectrum of $`A`$. If not explicitly stated otherwise, $`𝔑^{}`$ denotes the orthogonal complement in $`𝔎`$ of a subspace $`𝔑𝔎`$, i.e., $`𝔑^{}=𝔎𝔑`$. The identity operator on $`𝔎`$ is denoted by $`I_𝔎`$. The notation $`(𝔎,𝔏)`$ is used for the set of bounded operators from the Hilbert space $`𝔎`$ to the Hilbert space $`𝔏`$. Finally, we write $`(𝔎)=(𝔎,𝔎)`$.

### Acknowledgments.

V. Kostrykin is grateful to V. Enss, A. Knauf, and R. Schrader for useful discussions. A. K. Motovilov acknowledges the great hospitality and financial support by the Department of Mathematics, University of Missouri–Columbia, MO, USA. He was also supported in part by the Russian Foundation for Basic Research within Project RFBR 01-01-00958.

## 2. Upper Bound

Throughout the whole work we adopt the following hypothesis.

###### Hypothesis 2.1.

Assume that the separable Hilbert space $``$ is decomposed into the orthogonal sum of two subspaces

(2.1)
$$=_0_1.$$

Assume, in addition, that $`𝐁`$ is a self-adjoint operator on $``$ represented with respect to the decomposition (2.1) as a $`2\times 2`$ operator block matrix

$$𝐁=\left(\begin{array}{cc}A_0& V\\ V^{}& A_1\end{array}\right),$$

where $`A_i`$ are bounded self-adjoint operators in $`_i`$, $`i=0,1`$, while $`V`$ is a bounded operator from $`_1`$ to $`_0`$. More explicitly, $`𝐁=𝐀+𝐕`$, where $`𝐀`$ is the bounded diagonal self-adjoint operator,

$$𝐀=\left(\begin{array}{cc}A_0& 0\\ 0& A_1\end{array}\right),$$

and the operator $`𝐕=𝐕^{}`$ is an off-diagonal bounded operator

$$𝐕=\left(\begin{array}{cc}0& V\\ V^{}& 0\end{array}\right).$$

Moreover, assume that

(2.2)
$$sup\mathrm{spec}(A_0)\lambda inf\mathrm{spec}(A_1)$$

for some $`\lambda `$ .

If, under Hypothesis 2.1, $`\lambda `$ is a multiple eigenvalue of the operator $`𝐁`$, then $`𝐁`$ has infinitely many invariant subspaces $`𝔏_𝐁`$ such that

(2.3)
$$\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))𝔏_𝐁\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ])$$

that are necessarily not spectral subspaces.

A criterion for a $`𝐁`$-invariant subspace $`𝔏_𝐁`$ satisfying (2.3) to be a graph subspace associated with the decomposition $`=_0_1`$ is given by the following theorem.

###### Theorem 2.2.

Assume Hypothesis 2.1. Then

(2.4)
$$\mathrm{Ker}(𝐁\lambda )=(\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{})(\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V).$$

Moreover, given a subspace $`𝔑\mathrm{Ker}(𝐁\lambda )`$, the subspace

(2.5)
$$𝔏_𝐁:=\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))𝔑$$

is a graph subspace associated with the subspace $`_0`$ in the decomposition $`=_0_1`$ if and only if $`𝔑`$ is a graph subspace associated with the subspace $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}`$ in the decomposition (2.4).

###### Proof.

Without loss of generality we may set $`\lambda =0`$. The inclusion

(2.6)
$$(\mathrm{Ker}A_0\mathrm{Ker}V^{})(\mathrm{Ker}A_1\mathrm{Ker}V)\mathrm{Ker}𝐁$$

is obvious. In order to prove the opposite inclusion assume that $`\left(\begin{array}{c}x\\ y\end{array}\right)\mathrm{Ker}𝐁`$ with $`x_0`$ and $`y_1`$, i.e.,

(2.7)
$$A_0x+Vy=0\text{ and }V^{}x+A_1y=0.$$

Suppose that $`x\mathrm{Ker}A_0`$. Then $`(x,A_0x)<0`$ and therefore $`(x,Vy)>0`$ using the first equation in (2.7). From the second of equations (2.7) it follows that $`(y,A_1y)<0`$, which is in a contradiction with (2.2). Thus $`x\mathrm{Ker}A_0`$. Similarly one proves that $`y\mathrm{Ker}A_1`$. By using (2.7) it follows that $`x\mathrm{Ker}V^{}`$ and $`y\mathrm{Ker}V`$ which together with (2.6) proves (2.4).

In order to prove the second statement of the theorem notice that by Theorem A.1 in the Appendix the subspace $`𝔑\mathrm{Ker}𝐁`$ is a graph subspace associated with the subspace $`\mathrm{Ker}A_0\mathrm{Ker}V^{}`$ in the decomposition (2.4) (recall that we assumed that $`\lambda =0`$) if and only if

$$(\mathrm{Ker}A_0\mathrm{Ker}V^{})(\mathrm{Ker}𝐁𝔑)=(\mathrm{Ker}A_1\mathrm{Ker}V)𝔑=\{0\}.$$

Again from Theorem A.1 it follows that the subspace $`\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑`$ is a graph subspace associated with the subspace $`_0`$ in the decomposition $`=_0_1`$ if and only if

(2.8)
$$_0\left(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑\right)^{}=_1(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑)=\{0\}.$$

Therefore, to complete the proof it is sufficient to establish the following equalities

(2.9)
$$_0\left(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑\right)^{}=(\mathrm{Ker}A_0\mathrm{Ker}V^{})(\mathrm{Ker}𝐁𝔑)$$

and

(2.10)
$$_1\left(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑\right)=(\mathrm{Ker}A_1\mathrm{Ker}V)𝔑.$$

First, we prove that the left-hand side of (2.9) is a subset of the right-hand side of (2.9), i.e.,

(2.11)
$$_0\left(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑\right)^{}(\mathrm{Ker}A_0\mathrm{Ker}V^{})(\mathrm{Ker}𝐁𝔑).$$

Let $`x_0`$ and $`x\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑`$. Clearly,

$$(x,𝐁x)0\text{ for }x\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑.$$

Moreover,

$$(x,𝐁x)=(x,𝐀x)0\text{ for all }x_0,$$

since the operator matrix $`𝐕`$ is off-diagonal and the subspace $`_0`$ is $`𝐀`$-invariant. Hence,

$$(x,𝐀x)=(x,𝐁x)=0\text{ for }x_0\left(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑\right)^{},$$

which implies $`x\mathrm{Ker}𝐁𝔑`$ by the variational principle. Therefore, the inclusion (2.11) holds.

The opposite inclusion

$$_0\left(\mathrm{Ran}𝖤_𝐁((\mathrm{},0))𝔑\right)^{}(\mathrm{Ker}A_0\mathrm{Ker}V^{})(\mathrm{Ker}𝐁𝔑)$$

is obvious, which proves (2.9).

The equality (2.10) is proven in a similar way. ∎

###### Remark 2.3.

As it follows from (2.4) the closed $`𝐁`$-invariant subspace

(2.12)
$$𝔔=\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))\left(\mathrm{Ran}𝖤_𝐁(\{\lambda \})_0\right).$$

is a spectral subspace for the operator $`𝐁`$ if and only if

$$\text{either}\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}\text{or}\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\}.$$

The following theorem characterizes the subspace $`𝔔`$ as the graph of some contractive operator $`X`$ from $`_0`$ to $`_1`$, that is, $`𝔔=𝒢(_0,X)`$ where

$$𝒢(_0,X)=\{xXx|x_0\}.$$

###### Theorem 2.4.

Assume Hypothesis 2.1. Then:

*(i)* The $`𝐁`$-invariant subspace $`𝔔`$ is a graph subspace $`𝒢(_0,X)`$ associated with the subspace $`_0`$ in decomposition (2.1), where the operator $`X`$ is a contraction, $`X1`$, with the properties

(2.13)
$$\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\mathrm{Ker}X,\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V\mathrm{Ker}X^{}.$$

*(ii)* If either $`\mathrm{Ker}(A_0\lambda )=\{0\}`$ or $`\mathrm{Ker}(A_1\lambda )=\{0\}`$, then $`X`$ is a strict contraction, i.e.,

$$Xf<f,f0.$$

*(iii)* If

(2.14)
$$d=\mathrm{dist}(\mathrm{spec}(A_0),\mathrm{spec}(A_1))>0,$$

then $`X`$ is a uniform contraction satisfying the estimate

(2.15)
$$X\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{d}\right)<1.$$

###### Remark 2.5.

In Section 4 we will establish necessary and sufficient conditions guaranteeing that the operator $`X`$ referred to in Theorem 2.4 is a strict contraction (see Corollary 4.4 below). The claim (ii) of Theorem 2.4 will then appear to be a corollary of this more general result.

###### Proof of Theorem 2.4.

Without loss of generality we assume that $`\lambda =0`$.

(i) Step 1. First we prove the assertion under the additional assumption that $`\mathrm{Ker}𝐁=\{0\}`$.

By Theorem 2.2 the subspace $`𝔔`$ is a graph subspace associated with the decomposition $`=_0_1`$, i.e.,

(2.16)
$$𝔔=𝒢(_0,X),$$

where $`X`$ is a (possibly unbounded) densely defined closed operator from $`_0`$ to $`_1`$. Let $`X=U|X|`$ be the polar decomposition for $`X`$, where $`U:_0_1`$ is a partial isometry with the initial subspace $`(\mathrm{Ker}X)^{}`$ and the final subspace $`\overline{\mathrm{Ran}X}`$ and $`|X|=(X^{}X)^{1/2}`$, the absolute value of $`X`$.

First we show that

(2.17)
$$\mathrm{spec}_{\mathrm{pp}}(|X|)[0,1],$$

where $`\mathrm{spec}_{\mathrm{pp}}(|X|)`$ denotes the set of all eigenvalues of $`|X|`$.

Let $`0\mu \mathrm{spec}_{\mathrm{pp}}(|X|)`$ and $`f`$ be an eigenvector of $`|X|`$ corresponding to the eigenvalue $`\mu `$, i.e.,

(2.18)
$$|X|f=\mu f,0f\mathrm{Dom}(|X|).$$

By (2.16)

(2.19)
$$F=fXf=f\mu Uf𝔔$$

using (2.18). Since $`f\mathrm{Ker}|X|=\mathrm{Ker}X`$, the element $`f`$ belongs to the initial subspace of the isometry $`U`$. Moreover,

$$Uf=\mu ^1U|X|f\mathrm{Ran}X\overline{\mathrm{Ran}X},$$

i.e., the element $`Uf`$ belongs to the final subspace of $`U`$ and hence $`U^{}Uf=f`$, which, in particular, proves that $`Uf\mathrm{Dom}(X^{})`$. Therefore,

(2.20)
$$G=(X^{}Uf)Uf=(\mu f)Uf𝔔^{}.$$

Using (2.19), (2.20), and the hypothesis $`\mathrm{Ker}𝐁=\{0\}`$ one obtains the following two strict inequalities

(2.21) $`0`$ $`>(F,𝐁F)`$ $`=`$ $`(f,A_0f)+2\mu \mathrm{Re}(V^{}f,Uf)+\mu ^2(Uf,A_1Uf),`$
(2.22) $`0`$ $`<(G,𝐁G)`$ $`=`$ $`\mu ^2(f,A_0f)2\mu \mathrm{Re}(V^{}f,Uf)+(Uf,A_1Uf).`$
If $`\mu >0`$ satisfies (2.21) and (2.22), then necessarily $`\mu 1`$. In order to see that we subtract (2.22) from (2.21) getting the inequality

(2.23)
$$(1\mu ^2)\left((Uf,A_1Uf)(f,A_0f)\right)>4\mu \mathrm{Re}(V^{}f,Uf).$$

Since $`A_00`$ and $`A_10`$, equation (2.23) implies $`\mathrm{Re}(V^{}f,Uf)<0`$ for $`\mu >1`$ which contradicts the orthogonality of the elements $`F`$ and $`𝐁G`$:

(2.24)
$$(F,𝐁G)=\mu \left((Uf,A_1Uf)(f,A_0f)\right)+(1\mu ^2)\mathrm{Re}(V^{}f,Uf)=0.$$

Hence, (2.17) is proven.

Our next goal is to prove that the operator $`X`$ is a contraction.

Let $`\{𝒫_n^{(0)}\}_n`$ and $`\{𝒫_n^{(1)}\}_n`$ be two sequences of finite-dimensional orthogonal projections such that $`\mathrm{Ran}𝒫_n^{(0)}_0`$, $`\mathrm{Ran}𝒫_n^{(1)}_1`$, and

(2.25)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝒫_n^{(0)}=P,\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝒫_n^{(1)}=P^{},$$

where $`P`$ is the orthogonal projection from $``$ onto $`_0`$ and

(2.26)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝖤_{𝐀_n}(\{0\})=𝖤_𝐀(\{0\}),$$

(2.27)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝖤_{𝐀_n}((\mathrm{},0))=𝖤_𝐀((\mathrm{},0)),$$

where

$$𝐀_n=\left(\begin{array}{cc}𝒫_n^{(0)}A_0𝒫_n^{(0)}& 0\\ 0& 𝒫_n^{(1)}A_1𝒫_n^{(1)}\end{array}\right)$$

are the corresponding finite-dimensional truncations of the operator $`𝐀`$. The existence of such sequences can easily be shown by splitting off the subspaces $`\mathrm{Ker}A_0`$ and $`\mathrm{Ker}A_1`$.

Introducing the finite rank operators

$$𝐕_n=\left(\begin{array}{cc}0& 𝒫_n^{(0)}V𝒫_n^{(1)}\\ 𝒫_n^{(1)}V^{}𝒫_n^{(0)}& 0\end{array}\right)$$

one concludes (see, e.g., Theorem I.5.2 in ) that

(2.28)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}(𝐀_n+𝐕_n)=𝐁.$$

Since $`\mathrm{Ker}𝐁=\{0\}`$, (2.28) implies (see, e.g., Theorem VIII.24 in )

(2.29)
$$\begin{array}{cc}\hfill \underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝖤_{𝐀_n+𝐕_n}((\mathrm{},0))& =𝖤_𝐁((\mathrm{},0)),\hfill \\ \hfill \underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝖤_{𝐀_n+𝐕_n}((0,\mathrm{}))& =𝖤_𝐁((0,\mathrm{})),\hfill \end{array}$$

and hence

(2.30)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝖤_{𝐀_n+𝐕_n}(\{0\})=𝖤_𝐁(\{0\})=0.$$

Let $`\widehat{𝐀}_n`$ and $`\widehat{𝐕}_n`$ denote the parts of the operators $`𝐀_n`$ and $`𝐕_n`$ associated with their invariant finite dimensional subspace $`\widehat{}^{(n)}=_0^{(n)}_1^{(n)}`$, where $`_0^{(n)}=\mathrm{Ran}𝒫_n^{(0)}`$ and $`_1^{(n)}=\mathrm{Ran}𝒫_n^{(1)}`$. By Theorem 2.2 the subspace (of the finite dimensional Hilbert space $`\widehat{}_n`$)

$$\mathrm{Ran}𝖤_{\widehat{𝐀}_n+\widehat{𝐕}_n}((\mathrm{},0))\left(\mathrm{Ker}(\widehat{𝐀}_n+\widehat{𝐕}_n)_0^{(n)}\right)^{(n)}$$

is a graph subspace

$$𝒢(\mathrm{Ran}𝖤_{\widehat{𝐀}_n}((\mathrm{},0))(\mathrm{Ker}(\widehat{𝐀}_n)_0^{(n)}),X_n)$$

for some $`X_n(_0^{(n)},_1^{(n)})`$, $`n`$. Since $`X_n`$ is of finite rank, $`X_n1`$ by (2.17).

Applying Theorem A.2 in the Appendix one arrives at the inequality

(2.31)
$$𝖤_{\widehat{𝐀}_n+\widehat{𝐕}_n}((\mathrm{},0))\widehat{𝒮}^{(n)}𝖤_{\widehat{𝐀}_n}((\mathrm{},0))\widehat{𝒯}^{(n)}=\frac{X_n}{\sqrt{1+X_n^2}}\frac{\sqrt{2}}{2},$$

where $`\widehat{𝒮}^{(n)}`$ and $`\widehat{𝒯}^{(n)}`$ are the orthogonal projections in $`^{(n)}`$ onto the subspaces $`\mathrm{Ker}(\widehat{𝐀}_n+\widehat{𝐕}_n)_0^{(n)}`$ and $`\mathrm{Ker}(\widehat{𝐀}_n)_0^{(n)}`$, respectively.

The subspaces $`\mathrm{Ran}(\widehat{𝒮}^{(n)})`$ and $`\mathrm{Ran}(\widehat{𝒯}^{(n)})`$ of the space $`^{(n)}`$ are naturally imbedded into the total Hilbert space $``$. Denoting by $`𝒮^{(n)}`$ and $`𝒯^{(n)}`$ the corresponding orthogonal projections in $``$ onto these subspaces (2.31) yields the estimate

(2.32)
$$𝖤_{𝐀_n+𝐕_n}((\mathrm{},0))𝒮^{(n)}𝖤_{𝐀_n}((\mathrm{},0))𝒯^{(n)}\frac{\sqrt{2}}{2}.$$

From (2.26) it follows that

(2.33)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝒯^{(n)}=0.$$

Meanwhile, by (2.30)

(2.34)
$$\underset{n\mathrm{}}{\mathrm{s}\mathrm{lim}}𝒮^{(n)}=0.$$

Combining (2.32) – (2.34) and passing to the limit $`n\mathrm{}`$, by the lower semicontinuity of the spectrum (see, e.g., , Sec. VIII.1.2) one concludes that

$$PQ=\frac{X}{\sqrt{1+X^2}}\frac{\sqrt{2}}{2},$$

where $`Q`$ is the orthogonal projection in $``$ onto the subspace $`𝔔`$ (2.12). This proves that the operator $`X`$ is a contraction. The proof of (i) under the additional assumption that $`\mathrm{Ker}𝐁=\{0\}`$ is complete.

Step 2. Assume now that $`\mathrm{Ker}𝐁`$ is not necessarily trivial. From Theorem 2.2 it follows that the subspace $`\mathrm{Ker}𝐁`$ is $`𝐀`$-invariant. Denote by $`\widehat{𝐀}`$ and $`\widehat{𝐁}`$ the corresponding parts of the operators $`𝐀`$ and $`𝐁`$ associated with the reducing subspace $`\widehat{}=\mathrm{Ran}𝖤_𝐁(\{0\})`$. Clearly, the operator $`\widehat{𝐁}`$ is an off-diagonal perturbation of the diagonal operator matrix $`\widehat{𝐀}`$ with respect to the decomposition $`\widehat{}=\widehat{}_0\widehat{}_1`$, where

$$\begin{array}{cc}\hfill \widehat{}_0& :=_0\left(\mathrm{Ran}𝖤_𝐁(\{0\})_0\right),\hfill \\ \hfill \widehat{}_1& :=_1\left(\mathrm{Ran}𝖤_𝐁(\{0\})_1\right),\hfill \end{array}$$

and $`\mathrm{Ker}\widehat{𝐁}=\{0\}`$. Moreover, Hypothesis 2.1 is satisfied with the replacements $`\widehat{}`$, $`_0\widehat{}_0`$, $`_1\widehat{}_1`$, and $`𝐀\widehat{𝐀}`$, $`𝐁\widehat{𝐁}`$.

By the first part of the proof the subspace $`\mathrm{Ran}𝖤_𝐁\left((\mathrm{},0)\right)`$, naturally imbedded into the Hilbert space $`\widehat{}`$, is the graph of a contraction $`\widehat{X}`$,

(2.35)
$$\widehat{X}:\widehat{}_0\widehat{}_1.$$

Clearly, the $`𝐁`$-invariant subspace

$$\mathrm{Ran}𝖤_𝐁\left((\mathrm{},0)\right)\left(\mathrm{Ran}𝖤_𝐁(\{0\})_0\right)$$

is a graph subspace $`𝒢(_0,X)`$ associated with the subspace $`_0`$ in decomposition (2.1) where the operator $`X`$ is given by

(2.36)
$$Xf=\{\begin{array}{cc}\widehat{X}f\hfill & \text{if}f\mathrm{Ran}𝖤_𝐁((\mathrm{},0))(\text{naturally imbedded into }\widehat{}),\hfill \\ 0\hfill & \text{if}f\mathrm{Ran}𝖤_𝐁(\{0\})_0=\mathrm{Ker}A_0\mathrm{Ker}V^{}.\hfill \end{array}$$

Since $`\widehat{X}`$ is a contraction by hypothesis, the operator $`X`$ is also a contraction satisfying the properties (2.13) (with $`\lambda =0`$):

$$\mathrm{Ker}A_0\mathrm{Ker}V^{}\mathrm{Ker}X\text{ and }\mathrm{Ran}𝖤_𝐁(\{0\})_1=\mathrm{Ker}A_1\mathrm{Ker}V\mathrm{Ker}X^{}$$

using (2.35) and (2.36). The proof of (i) is complete.

(ii) If at least one of the subspaces $`\mathrm{Ker}A_0`$ or $`\mathrm{Ker}A_1`$ is trivial, then (in the notations above) we have that

$$(Uf,A_1Uf)(f,A_0f)>0,$$

and, therefore, equality (2.24) cannot be satisfied for $`\mu =1`$. Hence $`\mu =1`$ is not a singular number of the contraction $`X`$ which proves that the operator $`X`$ is a strict contraction, i.e.,

$$Xf<f,\text{for any}f0.$$

The proof of (ii) is complete.

(iii) Under Hypotheses 2.1 (with $`\lambda =0`$) the fact that the spectra of the operators $`A_0`$ and $`A_1`$ are separated, i.e., $`d=\mathrm{dist}\{\mathrm{spec}(A_0),\mathrm{spec}(A_1)\}>0`$, means that at least one of the subspaces $`\mathrm{Ker}A_0`$ and $`\mathrm{Ker}A_1`$ is trivial. Therefore, the following estimate holds

(2.37)
$$df^2<\left((Uf,A_1Uf)(f,A_0f)\right)$$

and, hence, from (2.24) one derives the inequality

$$d<\frac{\mu ^21}{\mu }\mathrm{Re}(V^{}f,Uf)\frac{1\mu ^2}{\mu }V,$$

which proves that the operator $`X`$ does not have singular values outside the interval $`[0,\nu ]`$, where

$$\nu =\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{d}\right)<1.$$

Using the same strategy as in the proof of (ii) one arrives to the conclusion that $`X`$ is a uniform contraction satisfying the norm estimate

$$X\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{d}\right)<1,$$

which proves the upper bound (2.15). ∎

###### Remark 2.6.

The operator $`X`$ referred to in Theorem 2.4 is a contractive solution to the Riccati equation

(2.38)
$$A_1XXA_0XVX+V^{}=0$$

with the property that

(2.39)
$$\mathrm{spec}(A_0+VX)(\mathrm{},\lambda ],$$

since the operator $`A_0+VX`$ is similar to the part of $`𝐁`$ associated with the subspace $`𝔔`$ (see, e.g., ) and $`sup(\mathrm{spec}(𝐁|_𝔔))\lambda `$ by definition (2.12) of the invariant subspace $`𝔔`$. The similarity of $`A_0+VX`$ and $`𝐁|_𝔔`$ can also be seen directly from the identity

$$(x+Xx,𝐁(x+Xx))=(x,(A_0+X^{}V^{})(I+X^{}X)x)=(x,(I+X^{}X)(A_0+VX)x)$$

valid for any $`x_0`$.

The result of Theorem A.2 in the Appendix shows that Theorem 2.4 admits the following equivalent formulation in terms of the corresponding spectral projections.

###### Theorem 2.7.

Assume Hypothesis 2.1. Denote by $`Q`$ the orthogonal projection in $``$ onto the subspace $`𝔔`$ (2.12) and by $`P`$ the orthogonal projection onto $`_0`$. Then:

*(i)* $`PQ\sqrt{2}/2`$,

*(ii)* If either $`\mathrm{Ker}(A_0\lambda )=\{0\}`$ or $`\mathrm{Ker}(A_1\lambda )=\{0\}`$, then

$$\pm \frac{\sqrt{2}}{2}\mathrm{spec}_{\mathrm{pp}}(PQ).$$

*(iii)* If

(2.40)
$$d=\mathrm{dist}(\mathrm{spec}(A_0),\mathrm{spec}(A_1))>0,$$

then

(2.41)
$$PQ\mathrm{sin}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{d}\right)<\frac{\sqrt{2}}{2}.$$

###### Remark 2.8.

Note that if (2.40) holds, then the interval $`(sup\mathrm{spec}(A_0),inf\mathrm{spec}(A_1))`$ belongs to the resolvent set of the operator $`𝐁`$. Although this fact is well known (see , ) we present a particularly simple and short alternative proof.

Given $`\lambda (sup\mathrm{spec}(A_0),inf\mathrm{spec}(A_1))`$, the subspace $`\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))`$ is a graph subspace $`𝒢(_0,X_\lambda )`$ where $`X_\lambda `$ is a strictly contractive solution to the Riccati equation (2.38). By a uniqueness result (see Corollary 6.4 (i) in ) the solution $`X_\lambda `$ does not depend on

$$\lambda (sup\mathrm{spec}(A_0),inf\mathrm{spec}(A_1)).$$

Therefore, $`𝖤_𝐁\left((sup\mathrm{spec}(A_0),inf\mathrm{spec}(A_1))\right)=0`$ which proves the claim.

As a by-product of our considerations we also get the following important properties of the subspaces $`\mathrm{Ker}(I__0X^{}X)`$ and $`\mathrm{Ker}(I__1XX^{})`$. They will be used in Sections 4 and 5 below.

###### Lemma 2.9.

Let $`X`$ be the operator referred to in Theorem 2.4. Then

(2.42)
$$\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(A_0\lambda ),$$

(2.43)
$$\mathrm{Ran}X|_{\mathrm{Ker}(I__0X^{}X)}\mathrm{Ker}(A_1\lambda ),$$

and

(2.44)
$$\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(XVXV^{}).$$

Moreover, the subspace $`\mathrm{Ker}(I__0X^{}X)`$ reduces both the operators $`VX`$ and $`VV^{}`$.

Similarly,

(2.45)
$$\mathrm{Ker}(I__1XX^{})\mathrm{Ker}(A_1\lambda ),$$

(2.46)
$$\mathrm{Ran}X^{}|_{\mathrm{Ker}(I__1XX^{})}\mathrm{Ker}(A_0\lambda ),$$

(2.47)
$$\mathrm{Ker}(I__1XX^{})\mathrm{Ker}(X^{}V^{}X^{}V),$$

and the subspace $`\mathrm{Ker}(I__1XX^{})`$ reduces both the operators $`X^{}V^{}`$ and $`V^{}V`$.

###### Proof.

Let $`0f\mathrm{Ker}(I__0X^{}X)`$, that is, $`|X|f=f`$, where $`|X|=(X^{}X)^{1/2}`$. Then the elements $`fUf`$ and $`𝐁((f)Uf)`$ are orthogonal, where $`U`$ is the partial isometry from the polar decomposition $`X=U|X|`$ (see the proof of Theorem 2.4 part (i)). This means that

(2.48)
$$(Uf,(A_1\lambda )Uf)=(f,(A_0\lambda )f),$$

which implies (2.42) and (2.43) (under Hypothesis 2.1).

In order to prove (2.44) and that the subspace $`\mathrm{Ker}(I__0X^{}X)`$ is both $`VX`$\- and $`VV^{}`$-invariant we proceed as follows.

By Remark 2.6 the operator $`X`$ solves the Riccati equation

(2.49)
$$A_1XXA_0XVX+V^{}=0$$

and, hence,

(2.50)
$$X^{}A_1A_0X^{}X^{}V^{}X^{}+V=0,$$

which in particular implies that

(2.51)
$$X^{}A_1XA_0X^{}XX^{}V^{}X^{}X+VX=0.$$

For any $`f\mathrm{Ker}(I__0X^{}X)`$ inclusions (2.42) and (2.43) yield

$$(A_1XXA_0)f=(X^{}A_1XA_0)f=(X^{}A_1XA_0X^{}X)f=0.$$

Thus, from (2.49) and (2.51) it follows that

(2.52)
$$V^{}f=XVXf,f\mathrm{Ker}(I__0X^{}X),$$

which proves (2.44) and the representation

(2.53)
$$VXf=X^{}V^{}X^{}Xf=X^{}V^{}f,f\mathrm{Ker}(I__0X^{}X).$$

Combining (2.52) and (2.53) proves that

$$(I__0X^{}X)VXf=VXfX^{}XVXf=VXfX^{}V^{}f=0$$

for any $`f\mathrm{Ker}(I__0X^{}X)`$. That is, the subspace $`\mathrm{Ker}(I__0X^{}X)`$ is $`VX`$-invariant. From (2.53) it follows that $`\mathrm{Ker}(I__0X^{}X)`$ is also $`X^{}V^{}`$-invariant and, hence, $`\mathrm{Ker}(I__0X^{}X)`$ reduces the operator $`VX`$.

Equality (2.52) implies that

(2.54)
$$VV^{}f=VXVXf,f\mathrm{Ker}(I__0X^{}X)$$

which proves that $`\mathrm{Ker}(I__0X^{}X)`$ is $`VV^{}`$-invariant, since $`\mathrm{Ker}(I__0X^{}X)`$ is already proven to be a $`VX`$-invariant subspace. Since $`VV^{}`$ is self-adjoint, the subspace $`\mathrm{Ker}(I__0X^{}X)`$ reduces $`VV^{}`$. The proof of (2.45), (2.46), and (2.47) is similar. ∎

###### Remark 2.10.

It follows from Lemma 2.9 that the multiplicity $`m`$ of the singular value $`\mu =1`$ of the operator $`X`$ satisfies the inequality

(2.55)
$$m\mathrm{min}\{dim\mathrm{Ker}(A_0\lambda ),dim\mathrm{Ker}(A_1\lambda )\}.$$

Equivalently,

(2.56)
$$\begin{array}{cc}\hfill dim\mathrm{Ker}\left(QP\frac{\sqrt{2}}{2}\right)& =dim\mathrm{Ker}\left(QP+\frac{\sqrt{2}}{2}\right)\hfill \\ & \mathrm{min}\{dim\mathrm{Ker}(A_0\lambda ),dim\mathrm{Ker}(A_1\lambda )\},\hfill \end{array}$$

where $`P`$ and $`Q`$ are orthogonal projections in $``$ onto the subspaces $`_0`$ and $`𝔔`$ (2.12), respectively. The subspaces $`\mathrm{Ker}(I__0XX^{})`$ and $`\mathrm{Ker}(I__1X^{}X)`$ will be studied in Section 5 below.

## 3. Lower Bound

In this section we derive the lower bound on the norm of the difference of the orthogonal projections onto the $`𝐀`$-invariant subspace $`_0`$ and the $`𝐁`$-invariant subspace $`𝔔`$ given by (2.12).

###### Theorem 3.1.

Assume Hypothesis 2.1. Let $`\delta _{}`$ ($`\delta _+`$) denote the shift of the bottom (top, respectively) of the spectrum of the operator $`𝐀`$ under the perturbation $`𝐕`$, i.e.,

$$\delta _{}=inf\mathrm{spec}(𝐀)inf\mathrm{spec}(𝐁),\delta _+=sup\mathrm{spec}(𝐁)sup\mathrm{spec}(𝐀).$$

Then the solution $`X`$ to the Riccati equation referred to in Theorem 2.4 satisfies the lower bound

(3.1)
$$X\frac{\delta }{V},$$

where

$$\delta =\mathrm{max}\{\delta _{},\delta _+\}V.$$

Equivalently,

(3.2)
$$QP\frac{\delta }{\sqrt{\delta ^2+V^2}},$$

where $`P`$ and $`Q`$ are orthogonal projections onto the subspace $`_0`$ and $`𝔔`$ (2.12), respectively.

###### Remark 3.2.

From a general perturbation theory for off-diagonal perturbations it follows that $`\delta _{}0`$ and $`\delta _+0`$. For the proof of this fact we refer to .

###### Proof of Theorem 3.1.

From Theorem 2.4 it follows that $`\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))(𝔑_0\mathrm{Ker}V^{})`$ is the graph subspace $`𝒢(_0,X)`$ associated with the subspace $`_0`$ in the decomposition $`=_0_1`$ and by Remark 2.6 the operator $`X`$ solves the Riccati equation (2.38). It is well known (see, e.g., ) that in this case

(3.3)
$$\mathrm{spec}(𝐁)=\mathrm{spec}(A_0+VX)\mathrm{spec}(A_1X^{}V^{})$$

and, hence,

(3.4)
$$inf\mathrm{spec}(𝐁)inf\mathrm{spec}(𝐀)VX$$

and

(3.5)
$$sup\mathrm{spec}(𝐁)sup\mathrm{spec}(𝐀)+VX,$$

which proves the lower bounds (3.1) and (3.2) using Theorem A.2 in the Appendix. ∎

###### Remark 3.3.

Let $`_0=_1=`$, $`A_0`$ and $`A_1`$ are reals with $`A_1>A_0`$, and $`V`$. Then

$$\begin{array}{cc}& \mathrm{spec}\left(\begin{array}{cc}A_0& V\\ V^{}& A_1\end{array}\right)\hfill \\ & =\{A_0V\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{A_1A_0}\right),A_1+V\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{A_1A_0}\right)\},\hfill \end{array}$$

which can easily be seen by solving the characteristic equation

$$(A_0\lambda )(A_1\lambda )V^2=0.$$

The upper bounds (2.15) and (2.41) give the exact value of the norms $`X`$ and $`PQ`$, respectively, and, hence, the bounds (2.15) and (2.41) are sharp. In this case

$$\delta _{}=\delta _+=V\mathrm{tan}\left(\frac{1}{2}\mathrm{arctan}\frac{2V}{A_1A_0}\right)$$

and

$$PQ=\mathrm{sin}(\frac{1}{2}\mathrm{arctan}\frac{2V}{A_1A_0},)$$

which shows that estimates (3.2) and (3.1) are also sharp.

## 4. Riccati Equation: Uniqueness

Under Hypothesis 2.1 Theorem 2.4 and Remark 2.6 guarantee the existence of a contractive solution to the Riccati equation

(4.1)
$$A_1XXA_0XVX+V^{}=0$$

with the properties

(4.2)
$$\begin{array}{cc}& \text{(i)}\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\mathrm{Ker}X,\hfill \\ & \text{(ii)}\mathrm{spec}(A_0+VX)(\mathrm{},\lambda ].\hfill \end{array}$$

If, in addition,

$$d=\mathrm{dist}(\mathrm{spec}(A_0),\mathrm{spec}(A_1))>0,$$

then $`X`$ is a unique contractive solution to the Riccati equation (see Corollary 6.4 (i) in ; cf. ).

The following uniqueness result shows that there is no other solution to the Riccati equation (4.1) with properties (4.2).

###### Theorem 4.1.

Assume Hypothesis 2.1. Then a contractive solution to the Riccati equation (4.1) satisfying the properties (4.2) is unique.

###### Proof.

Exactly the same reasoning as in the proof of Theorem 2.4 (i) allows to conclude that without loss of generality one may assume that $`\mathrm{Ker}(𝐁\lambda )=0`$.

In this case the spectral subspace $`\mathrm{Ran}𝖤_𝐁((\mathrm{},\lambda ))`$ is the graph of a contraction $`X`$ which solves (4.1). Assume that $`Y(_0,_1)`$ is a (not necessarily contractive) solution to (4.1) different from $`X`$. Since the graph of $`X`$ is a spectral subspace of $`𝐁`$, one concludes that the orthogonal projections onto the graphs $`𝒢(_0,X)`$ and $`𝒢(_0,Y)`$ of the operators $`X`$ and $`Y`$ commute.

We claim that $`𝒢(_0,X)^{}𝒢(_0,Y)`$ is nontrivial. To show this we set

$$𝔏:=_0\mathrm{Ran}P|_{𝒢(_0,X)𝒢(_0,Y)},$$

where $`P`$ is the orthogonal projection in $``$ onto the subspace $`_0`$. Any $`z𝒢(_0,X)𝒢(_0,Y)`$ admits the representations

$$\begin{array}{c}\hfill z=xXx\text{for some}x𝔏^{},\\ \hfill z=yYy\text{for some}y𝔏^{},\end{array}$$

where $`𝔏^{}:=_0𝔏`$. Obviously, $`x=y=Pz`$, and, therefore, $`XPz=YPz`$ for any $`z𝒢(_0,X)𝒢(_0,Y)`$. Thus, $`Y|_𝔏^{}=X|_𝔏^{}`$ and

$$𝒢(_0,X)𝒢(_0,Y)=\{x+Xx|x𝔏^{}\}.$$

Hence, $`XY`$ if and only if the subspace $`𝔏`$ is nontrivial.

Note that

$$(x_0Yx_0,xYx)=0,x:=(I__0+Y^{}Y)^1y$$

for any $`x_0𝔏^{}`$ and any $`y𝔏`$. Hence,

(4.3)
$$𝒢(_0,Y)(𝒢(_0,X)𝒢(_0,Y))=\{x+Yx|x=(I__0+Y^{}Y)^1y,y𝔏\}.$$

Since the orthogonal projections onto the graph subspaces $`𝒢(_0,X)`$ and $`𝒢(_0,Y)`$ commute, by (4.3) we conclude that the subspace

$$𝒢(_0,X)^{}𝒢(_0,Y)=𝒢(_0,Y)(𝒢(_0,X)𝒢(_0,Y))$$

is nontrivial.

For any $`z`$, $`z0`$ such that $`z𝒢(_0,Y)`$ and $`z𝒢(_0,X)`$ we have

(4.4)
$$(z,𝐁z)>\lambda .$$

Therefore, for the operator $`A_0+VY`$ the condition (ii) does not hold, since the spectrum of $`A_0+VY`$ coincides with that of the restriction of $`𝐁`$ onto its invariant subspace $`𝒢(_0,Y)`$ and by (4.4) the operator $`𝐁|_{𝒢(_0,Y)}`$ has points of the spectrum to the right of the point $`\lambda `$. The proof is complete. ∎

###### Remark 4.2.

If $`\lambda `$ is a multiple eigenvalue of the operator $`𝐁`$ and both $`\mathrm{Ker}(𝐁\lambda )_0\{0\}`$ and $`\mathrm{Ker}(𝐁\lambda )_1\{0\}`$, it follows from Theorem 2.2 that the Riccati equation (4.1) has uncountably many bounded solutions (even if $``$ is finite-dimensional). This can also be seen directly. Let

$$T:\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V$$

be any bounded operator acting from $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}`$ to $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V`$. The bounded operator $`X(_0,_1)`$ defined by

(4.5)
$$\stackrel{~}{X}f=\{\begin{array}{cc}Tf\hfill & \text{ if }f\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\hfill \\ 0\hfill & \text{ if }f\mathrm{Ker}(A_0\lambda )(\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{})\hfill \end{array}$$

satisfies the equation

(4.6)
$$\left((A_1\lambda I__1)\stackrel{~}{X}\stackrel{~}{X}(A_0\lambda I__0)\stackrel{~}{X}V\stackrel{~}{X}+V^{}\right)f=0\text{for all}f_0,$$

and, thus, it is also a solution to (4.1). If $`dim\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\mathrm{}`$, $`dim\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\mathrm{}`$, and $`T`$ is a closed densely defined unbounded operator from $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}`$ to $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V`$, then the operator $`\stackrel{~}{X}`$ defined by (4.5) is an unbounded solution to the Riccati equation (4.1) in the sense of Definition 4.2 in .

Our next result is the following uniqueness criterion.

###### Theorem 4.3.

Assume Hypothesis 2.1. A contractive solution $`X`$ to the Riccati equation (4.1) is a unique contractive solution if and only if the graph of $`X`$ is a spectral subspace of the operator $`𝐁`$ and $`\mu =1`$ is not an eigenvalue of the operator $`|X|`$, the absolute value of $`X`$. In this case, $`X`$ is a strict contraction and

$$\text{either}𝖤_𝐁((\mathrm{},\lambda ))=𝒢(_0,X)\text{or}𝖤_𝐁((\lambda ,+\mathrm{}))=𝒢(_1,X^{}).$$

###### Proof.

“If Part”. Since $`\mu =1`$ is not an eigenvalue of the contraction $`X`$, it follows that $`X`$ is a strict contraction. Then the claim follows from Corollary 6.4 of

“Only If Part”. Assume that $`X`$ is the unique contractive solution to the Riccati equation. Then $`X`$ coincides with the operator referred to in Theorem 2.4. We need to prove that the graph of $`X`$ is a spectral subspace of $`𝐁`$ and that $`\mathrm{Ker}(I__0X^{}X)=\{0\}.`$

We will prove these statements by reduction to contradiction. If the graph of $`X`$ is not a spectral subspace of $`𝐁`$, then by Remark 2.3 and Theorem 2.4 both $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}`$ and $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V`$ are nontrivial. Let $`T`$ be any contractive operator from $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}`$ to $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V`$ with $`\mathrm{Ker}T\{0\}`$. Then the operator $`\stackrel{~}{X}`$ defined by (4.5) is also a contractive solution to the Riccati equation (see Remark 4.2). Since by Theorem 2.4 $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}\mathrm{Ker}X`$, where $`X`$ is the contractive solution to the Riccati equation referred to in Theorem 2.4, the contractive solution $`\stackrel{~}{X}`$ to the Riccati equation is different from $`X`$ by construction. A contradiction.

Assume now that $`\mu =1`$ is an eigenvalue of $`|X|`$, that is, $`\mathrm{Ker}(I__0X^{}X)`$ is nontrivial. By Lemma 2.9

(4.7)
$$\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}(XVXV^{})$$

and $`\mathrm{Ker}(I__0X^{}X)`$ reduces both $`A_0`$ and $`VX`$. Applying Theorem 6.2 in  we conclude that the Riccati equation (4.1) has a contractive solution $`Y`$ such that $`\mathrm{Ker}(I__0X^{}X)=\mathrm{Ker}(I__0+Y^{}X)`$. This solution necessarily differs from $`X`$ which contradicts the hypothesis that $`X`$ is a unique contractive solution.

From Theorem 2.2 it follows now that the graph of $`X`$ is the spectral subspace of the operator $`𝐁`$ and

$$𝒢(_0,X)=\{\begin{array}{cc}𝖤_𝐁((\mathrm{},\lambda ))\hfill & \text{if}\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}\hfill \\ 𝖤_𝐁((\mathrm{},\lambda ])\hfill & \text{if}\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\}\hfill \end{array},$$

which proves the remaining statement of the theorem. ∎

As an immediate consequence of Theorem 4.3 we get the following results.

###### Corollary 4.4.

Let $`X:_0_1`$ be the solution to the Riccati equation referred to in Theorem 2.4. It is the unique contractive solution if and only if it is strictly contractive.

###### Remark 4.5.

Let $`X`$ be an arbitrary strictly contractive solution to the Riccati equation (4.1). In general this solution has not to be the unique contractive solution or to be isolated point of the set of all solutions (cf. Remark 4.2).

###### Corollary 4.6.

Let $`X:_0_1`$ be the solution to the Riccati equation referred to in Theorem 2.4. It is an isolated point (in the operator norm topology) in the set of all solutions to the Riccati equation (4.1) if and only if either $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}`$ or $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\}`$.

###### Proof.

By Remark 2.3 and Theorem 2.4 the graph $`𝒢(_0,X)`$ is associated with a spectral subspace of the operator $`𝐁`$ if and only if either $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}`$ or $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\}`$. Now the claim follows from Theorem 5.3 in . ∎

###### Remark 4.7.

If either $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}=\{0\}`$ or $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V=\{0\}`$ holds, Theorem 6.2 in  allows to construct *all* contractive solutions to the Riccati equation from that referred to in Theorem 2.4.

## 5. More on the Subspaces $`\mathrm{Ker}(I__0X^{}X)`$ and $`\mathrm{Ker}(I__1XX^{})`$

The main goal of this section is to prove the fact that the subspace $`\mathrm{Ker}(I__0X^{}X)`$ associated with the operator $`X`$ referred to in Theorem 2.4 admits an intrinsic description as the maximal $`VV^{}`$-invariant subspace $`𝔎_0_0`$ with the properties

(5.1)
$$\begin{array}{cc}& 𝔎_0\mathrm{Ker}(A_0\lambda )\overline{\mathrm{Ran}V},\hfill \\ & \mathrm{Ran}V^{}|_{𝔎_0}\mathrm{Ker}(A_1\lambda )\hfill \end{array}$$

(see Theorem 5.3 below). Similarly, the subspace $`\mathrm{Ker}(I__1XX^{})`$ can be characterized as the maximal $`V^{}V`$-invariant subspace with the properties

(5.2)
$$\begin{array}{cc}& 𝔎_1\mathrm{Ker}(A_1\lambda )\overline{\mathrm{Ran}V^{}},\hfill \\ & \mathrm{Ran}V|_{𝔎_1}\mathrm{Ker}(A_0\lambda ).\hfill \end{array}$$

We start with the observation that the maximal subspaces $`𝔎_0`$ and $`𝔎_1`$ with indicated properties do exist and admit a constructive description.

###### Lemma 5.1.

The subspaces

(5.3)
$$\begin{array}{cc}\hfill 𝔎_0:=& \mathrm{closure}\{x\mathrm{Ker}(A_0\lambda )\mathrm{Ran}V|\hfill \\ & V^{}(VV^{})^nx\mathrm{Ker}(A_1\lambda ),(VV^{})^nx\mathrm{Ker}(A_0\lambda )\text{for any}n_0\}\hfill \end{array}$$

and

(5.4)
$$\begin{array}{cc}\hfill 𝔎_1:=& \mathrm{closure}\{x\mathrm{Ker}(A_1\lambda )\mathrm{Ran}V^{}|\hfill \\ & V(V^{}V)^nx\mathrm{Ker}(A_0\lambda ),(V^{}V)^nx\mathrm{Ker}(A_1\lambda )\text{for any}n_0\}\hfill \end{array}$$

reduce the operators $`VV^{}`$ and $`V^{}V`$, respectively. Moreover, the subspaces $`𝔎_0`$ and $`𝔎_1`$ satisfy the properties (5.1) and (5.2), respectively.

The subspace $`𝔎_0`$ is maximal in the sense that if $`_0`$ is any other $`VV^{}`$-invariant subspace with the properties (5.1), then $`𝔏_0𝔎_0`$. Analogously, the subspace $`𝔎_1`$ is maximal in the sense that if $`_1`$ is any other $`V^{}V`$-invariant subspace with the properties (5.2), then $`𝔏_1𝔎_1`$.

###### Proof.

Clearly, the subspace $`𝔎_0`$ is invariant under the operator $`VV^{}`$ and, therefore, $`𝔎_0`$ reduces $`VV^{}`$, since $`VV^{}`$ is self-adjoint. It follows from (5.3) that (5.1) holds.

Now, let $`𝔏_0`$ be an arbitrary closed subspace of $`\mathrm{Ker}(A_0\lambda )\overline{\mathrm{Ran}V}`$ invariant under $`VV^{}`$ such that $`V^{}𝔏\mathrm{Ker}(A_1\lambda )`$. Then $`𝔏𝔎_0`$. Indeed, since $`𝔏`$ is invariant under $`VV^{}`$, we have $`(VV^{})^n𝔏𝔏\mathrm{Ker}(A_0\lambda )`$ for any $`n`$. Hence, $`V^{}(VV^{})^n𝔏V^{}𝔏\mathrm{Ker}(A_1\lambda )`$ for any $`n_0`$ and one concludes that $`𝔏𝔎_0`$.

The maximality of the subspace $`𝔎_1`$ is proven in a similar way. ∎

###### Lemma 5.2.

The subspaces $`𝔎_0`$ and $`𝔎_1`$ satisfy the properties that

(5.5) $`\overline{\mathrm{Ran}V^{}|_{𝔎_0}}=𝔎_1,`$ $`\overline{\mathrm{Ran}V|_{𝔎_1}}=𝔎_0,`$
(5.6) $`\mathrm{Ran}V^{}|_{_0𝔎_0}_1𝔎_1,`$ $`\mathrm{Ran}V|_{_1𝔎_1}_0𝔎_0.`$
###### Proof.

Equations (5.5) follow from the explicit description (5.3) and (5.4) of the subspaces $`𝔎_0`$ and $`𝔎_1`$, respectively.

Let $`x_0𝔎_0`$ be arbitrary. Choose an arbitrary $`y𝔎_1`$ and consider

$$(y,V^{}x)=(Vy,x).$$

Since, by (5.5), $`Vy𝔎_0`$ we have $`(Vy,x)=0`$. Thus, $`V^{}x_1𝔎_1`$ which proves the first inclusion in (5.6). The second inclusion in (5.6) is proven similarly. ∎

###### Theorem 5.3.

Assume Hypothesis 2.1. Let $`X:_0_1`$ be the solution to the Riccati equation (4.1) referred to in Theorem 4.1. Then

(5.7)
$$\mathrm{Ker}(I__0X^{}X)=𝔎_0\text{and}\mathrm{Ker}(I__1XX^{})=𝔎_1.$$

Moreover, $`\overline{\mathrm{Ran}X|_{𝔎_0}}=𝔎_1`$ and

$$X|_{𝔎_0}=\widehat{S},\widehat{S}:𝔎_0𝔎_1,$$

where $`\widehat{S}=S|_{𝔎_0}`$ with $`S:_0_1`$ being the partial isometry with initial space $`\overline{\mathrm{Ran}V}`$ and final space $`\overline{\mathrm{Ran}V^{}}`$ defined by the polar decomposition $`V^{}=S(VV^{})^{1/2}`$. In particular, $`𝔎_1=𝒢(𝔎_0,\widehat{S})`$.

###### Proof.

Without loss of generality we assume that $`\lambda =0`$.

First, we will prove the inclusion

(5.8)
$$\mathrm{Ker}(I__0X^{}X)𝔎_0.$$

It is sufficient to establish that

(a) $`\mathrm{Ker}(I__0X^{}X)`$ reduces $`VV^{}`$,

(b) $`\mathrm{Ker}(I__0X^{}X)\overline{\mathrm{Ran}V^{}}\mathrm{Ker}A_0`$,

(c) $`V^{}\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}A_1`$.

The statement (a) follows from Lemma 2.9.

In order to see that (b) holds note that if $`z\mathrm{Ker}V^{}\mathrm{Ker}A_0`$, then $`Xz=0`$, since $`\mathrm{Ker}V^{}\mathrm{Ker}A_0\mathrm{Ker}X`$ by Theorem 2.4. Therefore, $`\mathrm{Ker}V^{}\mathrm{Ker}A_0\mathrm{Ker}(I__0X^{}X)`$ since

$$(z,x)=(z,X^{}Xx)=(Xz,Xx)=0\text{for any}x\mathrm{Ker}(I__0X^{}X),$$

which proves (b) taking into account that $`\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}A_0`$ (see Lemma 2.9).

To prove (c) we proceed as follows. If $`x\mathrm{Ker}(I__0X^{}X)`$, then $`A_0x=0`$, since $`\mathrm{Ker}(I__0X^{}X)\mathrm{Ker}A_0`$. The same reasoning as in the proof of Lemma 2.9 shows that (see (2.52))

$$V^{}x=XVXx\text{and}VX=X^{}V^{}x.$$

Therefore, $`(I__1XX^{})V^{}x=V^{}xXX^{}V^{}x=V^{}xXVXx=0`$, that is, $`V^{}x\mathrm{Ker}(I__1XX^{})`$. By Lemma 2.9 $`\mathrm{Ker}(I__1XX^{})\mathrm{Ker}A_1`$, which completes the proof of (c).

The inclusion $`\mathrm{Ker}(I__1XX^{})𝔎_1`$ is proven similarly. Hence, we have established that

(5.9)
$$\mathrm{Ker}(I__0X^{}X)𝔎_0\text{and}\mathrm{Ker}(I__1XX^{})𝔎_1.$$

Now we turn to the proof of the opposite inclusions

(5.10)
$$𝔎_0\mathrm{Ker}(I__0X^{}X)\text{and}𝔎_1\mathrm{Ker}(I__1XX^{}).$$

Clearly, the subspaces $`\widehat{}_0=_0𝔎_0`$ and $`\widehat{}_1=_1𝔎_1`$ reduce the operators $`A_0`$ and $`A_1`$, respectively, since $`𝔎_0\mathrm{Ker}A_0`$, $`𝔎_1\mathrm{Ker}A_1`$, and $`A_0`$, $`A_1`$ are self-adjoint. Denote by $`\widehat{A}_0`$ and $`\widehat{A}_1`$ the corresponding parts of the operators $`A_0`$ and $`A_1`$ associated with these subspaces:

$$\widehat{A}_0=A_0|_{\widehat{}_0}\text{and}\widehat{A}_1=A_1|_{\widehat{}_1}.$$

Since by Lemma 5.2 $`\mathrm{Ran}V|_{\widehat{}_1}\widehat{}_0`$, the restriction $`\widehat{V}`$ of the operator $`V`$ onto $`_1`$ is a map from $`\widehat{}_1`$ to $`\widehat{}_0`$. By Theorem 4.1 the Riccati equation

(5.11)
$$\widehat{A}_1\widehat{X}\widehat{X}\widehat{A}_0\widehat{X}\widehat{V}\widehat{X}+\widehat{V}^{}=0$$

has a unique solution $`\widehat{X}`$ satisfying $`\mathrm{Ker}\widehat{A}_0\mathrm{Ker}\widehat{V}^{}\mathrm{Ker}\widehat{X}`$ and $`\mathrm{spec}(\widehat{A}_0+\widehat{V}\widehat{X})(\mathrm{},0]`$.

Let $`S:_0_1`$ be a partial isometry with the initial subspace $`\overline{\mathrm{Ran}V}`$ and final subspace $`\overline{\mathrm{Ran}V^{}}`$ defined by the polar decomposition $`V^{}=S(VV^{})^{1/2}`$. From Lemma 5.2 it follows that $`\mathrm{Ran}S|_{𝔎_0}=𝔎_1`$.

Let $`\widehat{S}:𝔎_0𝔎_1`$ be the restriction of $`S`$ onto $`𝔎_0`$: $`\widehat{S}=S|_{𝔎_0}`$. Define the operator $`Y:_0_1`$ by the following rule

$$Yx=\{\begin{array}{cc}\widehat{X}x,\hfill & x\widehat{}_0\hfill \\ \widehat{S}x,\hfill & x𝔎_0\hfill \end{array}.$$

Since $`\widehat{S}`$ maps $`𝔎_0`$ onto $`𝔎_1`$ isometrically, one immediately concludes that

(5.12)
$$𝔎_0\mathrm{Ker}(IY^{}Y)\text{and}𝔎_1\mathrm{Ker}(IYY^{}).$$

We claim that the operator $`Y`$ solves the Riccati equation

(5.13)
$$A_1YYA_0YVY+V^{}=0.$$

Indeed, if $`x\widehat{}_0`$ then

(5.14)
$$(A_1YYA_0YVY+V^{})x=0$$

as a consequence of (5.11). If $`x𝔎_0`$, then $`A_0x=0`$ (recall that we assumed that $`\lambda =0`$). Moreover, $`\widehat{S}x𝔎_1`$ and hence $`A_1\widehat{S}x=0`$ resulting in

$$(A_1YYA_0YVY+V^{})x=(YVY+V^{})x=(\widehat{S}V\widehat{S}+V^{})x=0,$$

where we have used the fact that $`V\widehat{S}x𝔎_0`$ and the equality

$$\widehat{S}V\widehat{S}x=\widehat{S}(VV^{})^{1/2}\widehat{S}^{}\widehat{S}x=\widehat{S}(VV^{})^{1/2}x=V^{}x.$$

Therefore, $`Y`$ solves the Riccati equation (5.14).

Our next claim is that

(5.15)
$$\mathrm{Ker}A_0\mathrm{Ker}V^{}\mathrm{Ker}Y.$$

Since $`𝔎_0\mathrm{Ker}A_0`$, by Lemma 5.2 one concludes that the subspace $`\mathrm{Ker}\widehat{A}_0\mathrm{Ker}\widehat{V}^{}`$, naturally imbedded into $`_0`$, coincides with $`\mathrm{Ker}A_0\mathrm{Ker}V^{}`$. One also concludes that the subspace $`\mathrm{Ker}\widehat{X}`$ naturally imbedded into $`_0`$ coincides with $`\mathrm{Ker}Y`$ by the definition of the operator $`Y`$. Therefore, (5.15) follows from the inclusion $`\mathrm{Ker}\widehat{A}_0\mathrm{Ker}\widehat{V}^{}\mathrm{Ker}\widehat{X}`$, proving (5.15).

Finally, observe that

$$VS|_{𝔎_0}=(VV^{})^{1/2}S^{}S|_{𝔎_0}=(VV^{})^{1/2}|_{𝔎_0}0$$

and

$$\mathrm{spec}(\widehat{A}_0+\widehat{V}\widehat{X})(\mathrm{},0].$$

Since the operator $`A_0+VY`$ is diagonal with respect to the decomposition $`_0=\widehat{}_0𝔎_0`$,

$$A_0+VY=(\widehat{A}_0+\widehat{V}\widehat{X})(VS|_{𝔎_0}),$$

one infers that

(5.16)
$$\mathrm{spec}(A_0+VY)(\mathrm{},0].$$

Combining (5.13), (5.15), and (5.16) proves that the operator $`Y`$ coincides with $`X`$ using the uniqueness result of Theorem 4.1. Thus, (5.10) follows from (5.12).

Combining (5.10) and (5.9) proves (5.7).

The remaining statement of the theorem follows from the the definition of the operator $`Y`$ and the fact that $`X=Y`$. ∎

By Theorem 5.3 the uniqueness criterion (Theorem 4.3) admits the following equivalent purely geometric formulation.

###### Theorem 5.4.

Assume Hypothesis 2.1 and let $`X`$ be the solution to the Riccati equation

$$A_1XXA_0XVX+V^{}=0$$

referred to in Theorem 2.4. Let $`𝔎_o`$ and $`𝔎_1`$ be the subspaces given by (5.3) and (5.4), respectively. Then $`X`$ is the unique contractive solution if and only if

* either $`\mathrm{Ker}(A_0\lambda )\mathrm{Ker}V^{}`$ or $`\mathrm{Ker}(A_1\lambda )\mathrm{Ker}V`$ are trivial

and

* either $`𝔎_0`$ or $`𝔎_1`$ (and hence both) are trivial.

The solution $`X`$ is strictly contractive.

## Appendix A Two Subspaces

Here we collect some facts about two closed subspaces of a separable Hilbert space which are used in the body of the paper. Their comprehensive presentation with proofs as well as some further results and the history of the problem can be found in .

Let $`(P,Q)`$ be an ordered pair of orthogonal projections in the separable Hilbert space $``$. Denote

$`𝔐_{pq}`$ $`:=\left\{f\right|Pf=pf,Qf=qf\},p,q=0,1,`$
$`𝔐_0^{}`$ $`:=\mathrm{Ran}P(𝔐_{10}𝔐_{11}),`$
$`𝔐_1^{}`$ $`:=\mathrm{Ran}P^{}(𝔐_{00}𝔐_{01}),`$
$`𝔐^{}`$ $`:=𝔐_0^{}𝔐_1^{},`$
$`P^{}`$ $`:=P|_𝔐^{},`$
$`Q^{}`$ $`:=Q|_𝔐^{}.`$
The space $``$ admits the canonical orthogonal decomposition

(A.1)
$$=𝔐_{00}𝔐_{01}𝔐_{10}𝔐_{11}𝔐^{}.$$

The following theorem provides a criterion for the subspace $`\mathrm{Ran}Q`$ to be a graph subspace associated with the subspace $`\mathrm{Ran}P`$.

###### Theorem A.1.

Let $`P`$ and $`Q`$ be orthogonal projections in a Hilbert space $``$. The subspace $`\mathrm{Ran}Q`$ is a graph subspace $`𝒢(\mathrm{Ran}P,X)`$ associated with some closed densely defined (possibly unbounded) operator $`X:\mathrm{Ran}P\mathrm{Ran}P^{}`$ with $`\mathrm{Dom}(X)\mathrm{Ran}P`$ if and only if the subspaces $`𝔐_{01}(P,Q)`$ and $`𝔐_{10}(P,Q)`$ in the canonical decomposition (A.1) of the Hilbert space $``$ are trivial, i.e.,

(A.2)
$$𝔐_{01}(P,Q)=𝔐_{10}(P,Q)=\{0\}.$$

For a given orthogonal projection $`P`$ the correspondence between the closed subspaces $`\mathrm{Ran}Q`$ satisfying (A.2) and closed densely defined operators $`X:\mathrm{Ran}\mathrm{Ran}P^{}`$ is one-to-one.

The subspaces $`𝔐_{11}`$ and $`𝔐_{00}`$ have a simple description in terms of the operator $`X`$: $`𝔐_{11}=\mathrm{Ker}X`$ and $`𝔐_{00}=\mathrm{Ker}X^{}`$.

Note that $`𝔐_{01}(P,Q)=𝔐_{10}(P,Q)=\{0\}`$ if $`PQ<1`$. Moreover, Theorem A.1 has the following corollary.

###### Theorem A.2.

Let $`P`$ and $`Q`$ be orthogonal projections in a Hilbert space $``$. Then the inequality $`PQ<1`$ holds true if and only if $`\mathrm{Ran}Q`$ is a graph subspace associated with the subspace $`\mathrm{Ran}P`$ and some bounded operator $`X(\mathrm{Ran}P,\mathrm{Ran}P^{})`$, that is, $`\mathrm{Ran}Q=𝒢(\mathrm{Ran}P,X)`$. In this case

(A.3)
$$X=\frac{PQ}{\sqrt{1PQ^2}}$$

and

(A.4)
$$PQ=\frac{X}{\sqrt{1+X^2}}.$$