I suspect I am asking a very stupid question.

Suppose you have self-adjoint negative-definite operator $L$ densely defined on a space $L^2(\pi)$, with $Lf = \nabla \cdot ( A(x)\nabla f)$, for some symm. pos. def matrix A. Here assume that differentiation $\nabla = (D_i)_{i=1,..,n}$ is a skew-adjoint operator densely defined on $L^2(\pi)$, that is, $\mathcal{D}(D_i) = \mathcal{D}(D_i^*)$ and $D_i^* = -D_i$, for $i=1,\ldots n$.

Now, I'm trying to make sense of the statement that $f \in \mathcal{D}((-L)^\frac{1}{2})$. This would imply that $((-L)f, f) < \infty$, but I'm not sure if we can ALWAYS write this as:

$$((-L)f, f) = \int_\Omega \nabla f\cdot A(x) \nabla f \space \pi(dx)$$

I'm sorry if this is a stupid question but for some reason I can't convince myself of this fact.

  • 2
    $\begingroup$ Am I right that you want to study this problem in the abstract (i.e. $\pi$ is a measure on some unspecified measurable space etc.)? Then your assumption that the operators $D_i$ are only skew-Hermitian seems too weak to me. A more natural assumption would be that the $D_i$ are skew-adjoint, that is, the domain of the adjoint $D_i^*$ equals that of $D_i$ (in addition to the skew-symmetry). $\endgroup$
    – Florian
    Jun 30, 2011 at 15:11
  • $\begingroup$ Yes, actually I should have mentioned that assumption also. Thanks for pointing this out. $\endgroup$ Jun 30, 2011 at 15:14
  • $\begingroup$ @Florian. Yes I would to know of results where $\pi$ is as general as possible (for example the underlying $\sigma$-algebra$ not necessarily countably generated, etc) $\endgroup$ Jun 30, 2011 at 15:19
  • $\begingroup$ What is the question? I just read it three times, and am not sure what the question is. My best guess is: "What does $f\in D((-L)^(1/2))$ mean?" $\endgroup$
    – Helge
    Jul 7, 2011 at 3:46
  • $\begingroup$ The question is: Given f with the properties specified can I write $(-Lf,f)$ as $\int \nabla f \cdot A(x) \nabla f \pi(dx)$ $\endgroup$ Jul 7, 2011 at 14:13

3 Answers 3


It is possible to make sense of $T^{1/2}$ without some of the particulars mentioned, when $T$ is a positive self-adjoint (densely-defined) operator on a Hilbert space. Namely, Friedrichs' argument (as in Riesz-Nagy, for example) shows that the resolvent $(T-\lambda)^{-1}$ exists and is a bounded operator for $\lambda$ not positive real. In particular, $T^{-1}$ is a bounded operator. It is also positive, so by standard (bounded-operator) spectral calculus admits a positive square root, whose inverse is the desired $T^{1/2}$.

Edit: after seeing some reactions, it is worth clarifying, as follows. Again, the square root of a positive unbounded (densely defined) _truly_self-adjoint_ operator exists without necessarily expressing the square root in terms of differential operators. The domain $D(\sqrt{T})$ is the same as the domains $D(\sqrt{T-\lambda})$ for $\lambda$ not in $[0,\infty)$.

There is the subordinate issue of whether one knows that the operator is genuinely self-adjoint, or only "symmetric". In the latter case, the question of self-adjoint extensions is non-trivial, depending on things abstracting "boundary conditions", tho' there is always the Friedrichs "minimal" extension.

In a similar vein, if we truly know a-priori that the operators $D_i$ are well-behaved in the sense that their domains and their adjoints' domains agree (the skew-adjoint version of self-adjoint), and assuming the domain(s) of the various expressions genuinely agree with that of the original operator, the seemingly formal computations are (by fiat) correct.

In practice, yes, there would be a non-trivial issue of specifying a common domain for the $D_i$ so that they are "genuinely" skew-adjoint, and so that the implied domain of the symmetric second-order operator is equal to that of its adjoint (so it is truly self-adjoint).

G. Grubb's book "Distributions and Operators" discusses many concrete examples of such things.


In short, "yes, probably, but you should be careful about boundary conditions."

The long version:

First a cautionary result. Let the Hilbert space be $L^2(0,1)$ and let $Lf =f''$ on the domain of functions $f\in L^2(0,1)$ with two derivatives in $L^2$ and such that $f(0)=-f'(1)$ and $f(1)=f'(0)$. This is a self-adjoint operator and by integration by parts

$$(f,(-L)f)= 2 \mathrm{Re}(\overline{f(1)}f(0))+ \int_0^1 |f'(x)|^2 dx.$$

However, this counter example is crazy, since it is not possible to interpret $L$ as $- D^\dagger D$ for an operator $D$ which takes one derivative. Also the boundary conditions I used would be very unlikely to arise in practice. Nevertheless it shows that some caution is needed.

So, let me interpret your question as follows:

"Let $L$ be the (unique!) operator defined on the domain $\mathcal{D}(L)\subset > \mathcal{D}(\nabla)$ of functions $f$ such that $A(x)\nabla f \in > \mathcal{D}(\nabla^\dagger)$, with $Lf=-\nabla^\dagger A(x) \nabla f$. Does the identity $$((-L)f,f)=\int \nabla f \cdot A(x)\nabla f d\pi$$ hold for $f\in \mathcal{D}(L)$?"

To begin with it may not be obvious that such an operator exists, or that it is self-adjoint, however this is the case and further more your integration by parts identity always holds. In fact, under the standard construction -- originally due to Friedrichs I think -- the answer is trivially yes since integration by parts is essentially the definition of $L$!

The Friedrichs construction is based on a theorem from functional analysis that says that any closed, positive quadratic form $q$ on a Hilbert space is the quadratic form of a positive self-adjoint operator. (See, for example, Thm. VIII.15 in Reed and Simon Vol. I.) In the present case we would define the quadratic form

$$q(g,f)= \int \overline{\nabla g(x)} \cdot A(x) \nabla f(x) d\pi(x) $$

which is easily shown to be closed and positive so long as $\nabla$ is a closed operator and $A(x)$ is symmetric positive definite as you assume. The proof of the theorem goes by showing that the domain $\mathcal{D}$ of functions $f$ such that $|q(g,f)| \le C \|g\| $ is dense so that it makes sense (by the Riesz thm. on linear functionals) to define an operator $L$ on this domain by the identity

$$q(g,f)= (g,(-L)f).$$

Note that the identity you want is a special case of this defintion!

It is easy to see now that the domain of $L$ consists of all functions $f$ such that $A(x)\nabla f \in \mathcal{D}(\nabla^\dagger)$ and that the quadratic form domain agrees with the domain of $\sqrt{-L}$ so that we have

$$\|\sqrt{-L}f\|^2 =q(f,f).$$

Note that, none of what was done above relied on the derivatives being implemented as anti-self-adjoint operators as you asked for. Returning to the one-dimensional case with Hilbert space $L^2(0,1)$ and $A=1$, first let $\nabla = d/dx$ on the domain of functions in $L^2(0,1)$ with one derivative in $L^2$. The resulting operator $L_N$ is the Neumann second derivative defined on the domain $\mathcal{D}(L_N)$ of twice differentiable functions with derivatives that vanish at $0$ and $1$ and the identity holds, however $\nabla$ is not anti-self-adjoint.

  • $\begingroup$ The BC described at the beginning is not crazy. It represents an operator interpolating between periodic and anti-periodic boundary conditions. $\endgroup$
    – Helge
    Jul 6, 2011 at 18:09

Some comments:

  • Self-adjointness of $L$ imposes a non-trivial condition on the measure $\pi$. I believe it has to be essentially Lebesgue. For example try $A = 1$, $\pi = 1 + x$, and $M = [0,1]$. Then $L$ is not self-adjoint.

  • You should ask if for $f \in \mathcal{D}( (-L)^{\frac{1}{2}})$, one has $$ ( (-L)^{\frac{1}{2}} f, (-L)^{\frac{1}{2}} f) = \int \nabla f \cdot A \nabla f \pi(dx), $$ since $-L f$ is only defined for $f \in \mathcal{D}(L)$.

    Is this an accurate interpretation of your question?

  • The formulation above is non-trivial, since one doesn't have that $$ (-\Delta)^{\frac{1}{2}} = - i \nabla. $$ It is given by multiplication by $|k|$ in the fourier basis. But my best guess is that for the usual cases the formula you stated is still correct... But I am also not completely sure how to check if for non-constant $A$.


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