Kent State University, Stark Campus, 6000 Frank Avenue NW, Canton, OH 44720-7599, USA
Abstract
We establish WKB estimates for 2×2 linear dynamic systems
with a small parameter ε on a time scale unifying continuous and discrete
WKB method. We introduce an adiabatic invariant for 2×2 dynamic system
on a time scale, which is a generalization of adiabatic invariant of Lorentz's
pendulum. As an application we prove that the change of adiabatic invariant
is vanishing as ε approaches zero. This result was known before only for a
continuous time scale. We show that it is true for the discrete scale only for
the appropriate choice of graininess depending on a parameter ε. The proof is
based on the truncation of WKB series and WKB estimates.
1. Adiabatic Invariant of Dynamic Systems on Time Scales
Consider the following system with a small parameter
on a time scale:
(1.1)where
is the delta derivative,
is a
-vector function, and
(1.2)
WKB method [1, 2] is a powerful method of the description of behavior
of solutions of (1.1) by using asymptotic expansions. It was developed by
Carlini (1817), Liouville, Green (1837) and became very useful in the
development of quantum mechanics in 1920 [1, 3]. The discrete WKB approximation was introduced and
developed in [4–8].
The calculus of times scales was initiated by Aulbach and Hilger [9–11] to unify the discrete and continuous analysis.
In this paper, we are developing WKB approximations
for the linear dynamic systems on a time scale to unify the discrete and
continuous WKB theory. Our formulas for WKB series are based on the
representation of fundamental solutions of dynamic system (1.1) given in
[12]. Note that the
WKB estimate (see (2.21) below) has double asymptotical character and it shows
that the error could be made small by either
or 
It is well known [13, 14] that the change of adiabatic invariant of harmonic
oscillator is vanishing with the exponential speed as
approaches zero, if the frequency is an
analytic function.
In this paper, we prove that for the discrete harmonic
oscillator (even for a harmonic oscillator on a time scale) the change of
adiabatic invariant approaches zero with the power speed when the graininess
depends on a parameter
in a special way.
A time scale
is an arbitrary nonempty closed subset of the
real numbers. If
has a left-scattered minimum
,
then
otherwise
Here we consider the time scales with
and 
For
,
we define forward jump operator
(1.3)The forward graininess function
is defined by
(1.4)If
,
we say that
is right scattered. If
and
,
then
is called right dense.
For
and
define the delta (see [10, 11]) derivative
to be the number (provided it exists) with the
property that for given any
there exist a
and a neighborhood
of
such that
(1.5)for all
.
For any positive
define auxilliary “slow" time
scales
(1.6)with forward jump operator and
graininess function
(1.7)Further frequently we are
suppressing dependence on
or
.
To distinguish the differentiation by
or
we show the argument of differentiation in
parenthesizes:
or 
Assuming
(see [10] for the definition of rd-differentiable function),
denote
(1.8)
(1.9)
(1.10)
(1.11) where
are unknown phase functions,
is the Euclidean matrix norm, and
are the exponential functions on a time scale
[10, 11]:
(1.12)
Using the ratio of Wronskians formula proposed in
[15] we introduce a
new definition of adiabatic invariant of system (1.1)
(1.13)
Theorem 1.1.
Assume
and for some positive number
and any natural number
conditions
(1.14)
(1.15)
(1.16)
are satisfied, where the
positive parameter
is so small that
(1.17)
Then for any solution
of (1.1) and for all
,
the estimate
(1.18)
is true for some positive
constant
Checking condition (1.16) of Theorem 1.1 is based on
the construction of asymptotic solutions in the form of WKB
series
(1.19)where
and
(1.20)Here the functions
are defined as
(1.21)where
is defined in (1.8), and
are defined by recurrence
relations
(1.22)
is the Kroneker symbol (
if
,
and
otherwise).
Denote
(1.23)
(1.24)
In the next Theorem 1.2 by truncating series
(1.20):
(1.25)where
are given in (1.21) and (1.22), we deduce
estimate (1.16) from condition (1.26) below given directly in the terms of
matrix 
Theorem 1.2.
Assume that
and conditions (1.14), (1.15), (1.17),
and
(1.26)
are satisfied. Then, estimate
(1.18) is true.
Note that if
,
then formulas (1.21) and (1.22) are simplified:
(1.27)where from (1.8)
(1.28)Taking
in (1.25) and
as in (1.21), we have
(1.29)which means that in (1.20)
and from (1.24)
(1.30)
Example 1.3.
Consider
system (1.1) with
Then for continuous time scale
we have
and by picking
in (1.25) we get by direct calculations
and
(1.31)In view of
(1.32)condition (1.26) under the
assumption
turns to
(1.33)
and from
Theorem 1.2
we have the following
corollary.
Corollary 1.4.
Assume that
and (1.33) is satisfied. Then for
estimate (1.18) with
is true for all solutions
of system (1.1) on continuous time scale
If
,
then (1.33) turns to
(1.34)
and for
it is satisfied for any real
.
If
is an analytic function, then it is known (see
[13]) that the change
of adiabatic invariant approaches zero with exponential speed as
approaches zero.
Example 1.5.
Consider harmonic oscillator on a
discrete time scale
,
(1.35)which could be written in form
(1.1), where
(1.36)
Choosing
from formulas (1.27) and
(1.29) we have
and
(1.37)From (1.13) we
get
(1.38)or
(1.39)
(1.40)If we choose
(1.41)then all conditions of Theorem
1.2 are satisfied (see proof of Example 1.5 in the next section) for any real
numbers
,
and estimate (1.18) with
is true.
Note that
for continuous time scale we have
and (1.39) turns to the formula of adiabatic
invariant for Lorentz's pendulum ([13]):
(1.42)
2. WKB Series and WKB Estimates
Fundamental system of solutions of (1.1) could be
represented in form
(2.1)where
is an approximate fundamental matrix function
and
is an error vector function.
Introduce the matrix function
(2.2)
In [16], the following theory was
proved.
Theorem 2.1.
Assume there exists a matrix
function
such that
the matrix function
is invertible, and the following exponential
function on a time scale is bounded:
(2.3)
Then every solution of (1.1) can
be represented in form (2.1) and the error vector function
can be estimated as
(2.4)
where
is the Euclidean vector (or matrix) norm.
Remark 2.2.
If
,
then from (2.4) we get
(2.5)
Proof.
Indeed if
,
the function
is increasing, so
and from
we get
(2.6)and by
integration
(2.7)or
(2.8)
Note that from the definition
(2.9)Indeed
(2.10) If
,
then the fundamental matrix
in (2.1) is given by (see [12])
(2.11)
Lemma 2.3.
If
conditions (1.14), (1.15) are satisfied, then
(2.12)
where the functions
are defined in (1.9), (1.11).
Proof.
Denote
(2.13)By direct calculations (see
[12]), we get from
(2.11)
(2.14)Using (2.14), we
get
(2.15)and from (1.14)
(2.16)So by using (1.9), we
have
(2.17)
From (2.2),
(2.13), (2.17),
we get (2.12) in view
of
(2.18)
Proof of Theorem 1.1.
From (1.16)
changing variable of integration
we get
(2.19)
So using (2.12), we get
(2.20)From this estimate and (2.5), we
have
(2.21)where
is so small that (1.17) is satisfied. The last
estimate follows from the inequality
Indeed because
is increasing for
we have 
Further from (2.1),
(2.11), we have
(2.22)Solving these equation for
,
we get
(2.23)By multiplication (see (1.12)),
we get
(2.24)and using estimate (2.21), we
have
(2.25)
Proof of Theorem 1.2.
Let us look for solutions of (1.1) in the form
(2.26)where
is given by (2.11), and functions
are given via WKB series (1.20).
Substituting series (1.20) in (1.9), we
get
(2.27) or
(2.28)To make
asymptotically equal zero or
we must solve for
the equations
(2.29)
By direct calculations from the first quadratic
equation
(2.30)and the second
one
(2.31)we get two solutions
given by (1.21) and (1.22). Note
that
(2.32) Furthermore from
th equation
(2.33)we get recurrence relations
(1.22).
In view of Theorem 1.1, to prove Theorem 1.2 it is
enough to deduce condition (1.16) from (1.26). By truncation of series
(1.20)
or by taking
(2.34)we get (1.25). Defining
as in (1.21) and (1.22), we
have
(2.35)Now (1.16) follows from (1.26)
in view of
(2.36)
Note that from (1.13) and the estimates
(2.37)it follows
(2.38)
(2.39)
Proof.
From (1.37),
(1.41), we have
(2.40)and using (2.39), we
get
(2.41)Further for 
(2.42)So if
,
then (1.26) and all other conditions of Theorem 1.2 are satisfied, and
(1.18)
is true with
.
Acknowledgment
The author wants to thank Professor
Ondrej Dosly for his comments that helped improving the original manuscript.
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