Functional determinant: Difference between revisions

Revision as of 12:44, 17 May 2010

Latest revision as of 09:52, 12 November 2024

(47 intermediate revisions by 34 users not shown)

Line 1:

In [[mathematicsfunctional analysis]], ifa ''S''branch of [[mathematics]], it is sometimes possible to generalize the notion of the [[determinant]] of a [[linearsquare operatormatrix]] mappingof finite order (representing a [[functionlinear spacetransformation]] Vfrom toa itself,finite-dimensional it[[vector isspace]] sometimesto possibleitself) to define anthe infinite-dimensional generalizationcase of thea [[determinantlinear operator]]. ''S'' mapping a [[function space]] ''V'' to itself. The corresponding quantity det(''S'') is called the '''functional determinant''' of ''S''.

There are several formulas for the functional determinant. They are all based on the fact that, forthe diagonalizabledeterminant finite-dimensionalof matrices,a thefinite determinant[[Matrix (mathematics)|matrix]] is equal to the product of the eigenvalues[[eigenvalue]]s of the matrix. A mathematically rigorous definition is via the [[zeta function (operator)|zeta function of the operator]],

:<math> \zeta_S(sa) = \operatorname{tr}\, S^{-sa} \,, </math>

where tr stands for the [[trace class|functional trace]]: the determinant is then defined by

:<math> \det S = e^{-\zeta_S'(0)} \,, </math>

where the zeta function in the point ''s'' = 0 is defined by [[analytic continuation]]. Another possible generalization, often used by physicists when using the [[Feynman path integral]] formalism in [[quantum field theory]] (QFT), uses a [[functional integration]]:

:<math> \det S \propto \left( \int_V \mathcal D \phi \; e^{- \langle \phi, S\phi\rangle} \right)^{-2} \,. </math>

This path integral is only well defined up to some divergent multiplicative constant. In order toTo give it a rigorous meaning, it must be divided by another functional determinant, makingthus effectively cancelling the spuriousproblematic 'constants cancel'.

These are now, ostensibly, two different definitions for the functional determinant, one coming from quantum field theory and one coming from [[spectral theory]]. Each involves some kind of [[regularization (physics)|regularization]]: in the definition popular in physics, two determinants can only be compared with one another; in mathematics, the zeta function was used. {{harvtxt|Osgood|Phillips|Sarnak|1988}} have shown that the results obtained by comparing two functional determinants in the QFT formalism agree with the results obtained by the zeta functional determinant.

==Defining formulae==

===Path integral version===

For a positive selfadjoint[[self-adjoint operator]] ''S'' on a finite-dimensional [[Euclidean space]] ''V'', the formula

:<math>\frac{1}{\sqrt{\det S}} = \int_V e^{-\pi\langle x,Sx\rangle}\, dx</math>

holds.

Line 21:

:<math>\int_V e^{-\pi\langle \phi,S\phi\rangle}\, \mathcal D\phi</math>

where ''V'' is the function space and <math>\langle -\cdot,-\cdot\rangle</math> the [[L2 norm|L²]] inner product, and <math>\mathcal D\phi</math> the [[Wiener measure]]. The basic assumption on ''S'' is that it should be selfadjointself-adjoint, and have discrete [[operator spectrum|spectrum]] λ₁, λ₂, λ₃…, ... with a corresponding set of [[eigenfunctions]] ''f''₁, ''f''₂, ''f''₃…, ... which are complete in [[Lp space|L²]] (as would, for example, be the case for the second derivative operator on a compact interval Ω). This roughly means all functions φ can be written as [[linear combination]]s of the functions ''f''_''i'':

:<math> |\phi\rangle = \sum_i c_i |f_i\rangle \quad \text{with } c_i = \langle f_i | \phi \rangle.\, </math>

Hence the inner product in the exponential can be written as

Line 29:

:<math> \langle\phi|S|\phi\rangle = \sum_{i,j} c_i^*c_j \langle f_i|S|f_j\rangle = \sum_{i,j}c_i^*c_j \delta_{ij}\lambda_i = \sum_i |c_i|^2 \lambda_i.</math>

In the basis of the functions ''f''_''i'', the functional integration reduces to an integration over all basisfunctionsbasis functions. Formally, assuming our intuition from the finite dimensional case carries over into the infinite dimensional setting, the measure should then be equal to

:<math> \mathcal D \phi = \prod_i \frac{dc_i}{2\pi}. </math>

Line 42:

where ''N'' is an infinite constant that needs to be dealt with by some regularization procedure. The product of all eigenvalues is equal to the determinant for finite-dimensional spaces, and we formally define this to be the case in our infinite-dimensional case also. This results in the formula

::<math> \int_V \mathcal D \phi \; e^{-\langle\phi|S|\phi\rangle} \propto \frac1frac{1}{\sqrt{\det S}}. </math>

If all quantities converge in an appropriate sense, then the functional determinant can be described as a classical limit (Watson and Whittaker). Otherwise, it is necessary to perform some kind of [[divergent series|regularization]]. The most popular of which for computing functional determinants is the [[zeta function regularization]].<ref>{{harv|Branson|1993}}; {{harv|Osgood|Phillips|Sarnak|1988}}</ref> For instance, this allows for the computation of the determinant of the Laplace and Dirac operators on a [[Riemannian manifold]], using the [[Minakshisundaram-PleijelMinakshisundaram–Pleijel zeta function]]. Otherwise, it is also possible to consider the quotient of two determinants, making the divergent constants cancel.

===Zeta function version===

Let ''S'' be an elliptic [[differential operator]] with smooth coefficients which is positive on functions of [[compact support]]. That is, there exists a constant ''c'' > 0 such that

:<math>\langle\phi,S\phi\rangle \ge c\langle\phi,\phi\rangle</math>

for all compactly supported smooth functions &phi;φ. Then ''S'' has a self-adjoint extension to an operator on ''L''² with lower bound ''c''. The eigenvalues of ''S'' can be arranged in a sequence

:<math>0<\lambda_1\le\lambda_2\le\cdots,\qquad\lambda_n\to\infty.</math>

Then the zeta function of ''S'' is defined by the series:<ref>See {{harvtxt|Osgood|Phillips|Sarnak|1988}}. For a more general definition in terms of the spectral function, see {{harvtxt|Hörmander|1968}} or {{harvtxt|Shubin|1987}}.</ref>

:<math>\zeta_S(s) = \sum_{n=1}^\infty \frac{1}{\lambda_n^s}.</math>

It is known that &zeta;ζ_''S'' has a [[Meromorphic continuation|meromorphic extension]] to the entire plane.<ref>For the case of the generalized Laplacian, as well as regularity at zero, see {{harvtxt|Berline|Getzler|Vergne|2004|loc=Proposition 9.35}}. For the general case of an elliptic pseudodifferential operator, see {{harvtxt|Seeley|1967}}.</ref> Moreover, although one can define the zeta function in more general situations, the zeta function of an elliptic differential operator (or pseudodifferential operator) is [[Mathematical jargon#regular|regular]] at ''{{nowrap|<math>s'' = 0</math>.}}

Formally, differentiating this series term-by-term gives

:<math>\zeta_S'(s) = \sum_{n=1}^\infty \frac{-\logln\lambda_n}{\lambda_n^s},</math>

and so if the functional determinant is well-defined, then it should be given by

:<math>\det S = \exp\left(-\zeta_S'(0)\right).</math>

Since the analytic continuation of the zeta function is regular at zero, this can be rigorously adopted as a definition of the determinant.

This kind of Zeta-regularized functional determinant also appears when evaluating sums of the form {{nowrap|<math display="inline"> \sum_{n=0}^{\infty} \frac{1}{(n+a)} </math>}}. , integrationIntegration over ''a'' gives <math display="inline"> \sum_{n=0}^{\infty}log\ln(n+a) </math> which itcan just can be considered as the logarithm of the determinant for ana [[Harmonic oscillator]]. thisThis last value is just equal to <math> -\partial _{s}_s \zeta_{H}zeta_H(0,a) </math> , where <math> \zeta_{H} zeta_H(s,a) </math> is the [[Hurwitz Zetazeta function]].

==Practical example==

[[Image:Infinite potential well.svg|thumb|The infinteinfinite potential well with ''A'' = 0.]]

===The infinite potential well===

We will compute the determinant of the following operator describing the motion of a [[quantum mechanics|quantum mechanical]] particle in an [[particle in a box|infinite potential well]]:

Line 72 ⟶ 73:

where ''A'' is the depth of the potential and ''L'' is the length of the well. We will compute this determinant by diagonalizing the operator and multiplying the [[eigenvalue]]s. So as not to have to bother with the uninteresting divergent constant, we will compute the quotient between the determinants of the operator with depth ''A'' and the operator with depth ''A'' = 0. The eigenvalues of this potential are equal to

:<math> \lambda_n = \frac{n^2\pi^2}{L^2} + A \qquad (n \in \mathbb N_0N \setminus \{0\}). </math>

This means that

Line 95 ⟶ 96:

:<math> \frac{\det \left(-\frac{d^2}{dx^2} + V_1(x) - m\right)}{\det \left(-\frac{d^2}{dx^2} + V_2(x) - m\right)} </math>

where ''m'' is a [[complex number|complex]] constant. This expression is a [[meromorphic function]] of ''m'', having zeros when ''m'' equals an eigenvalue of the operator with potential ''V''₁(''x'') and a pole when ''m'' is an eigenvalue of the operator with potential ''V''₂(''x''). We now consider the functions ''ψ^{''{{su|p=''m''}_|b=1}} and ''ψ^{''{{su|p=''m''}_|b=2}} with

:<math> \left(-\frac{d^2}{dx^2} + V_i(x) - m\right) \psi_i^m(x) = 0 </math>

Line 107 ⟶ 108:

:<math> \Delta(m) = \frac{\psi_1^m(L)}{\psi_2^m(L)}, </math>

which is also a meromorphic function of ''m'', we see that it has exactly the same poles and zeroes as the quotient of determinants we are trying to compute: if ''m'' is an eigenfunctioneigenvalue of the operator number one, then {{nowrap|''ψ^{''{{su|p=''m''}_|b=1}}(''x'')}} will be an eigenfunction thereof, meaning {{nowrap|1=''ψ^{''{{su|p=''m''}_|b=1}}(''L'') = 0}}; and analogously for the numeratordenominator. By [[Liouville's theorem (complex analysis)|Liouville's theorem]], two meromorphic functions with the same zeros and poles must be proportional to one another. In our case, the proportionality constant turns out to be one, and we get

:<math> \frac{\det \left(-\frac{d^2}{dx^2} + V_1(x) - m\right)}{\det \left(-\frac{d^2}{dx^2} + V_2(x) - m\right)} = \frac{\psi_1^m(L)}{\psi_2^m(L)} </math>

Line 116 ⟶ 117:

===The infinite potential well revisited===

The problem in the previous section can be solved more easily with this formalism. The functions ''ψ⁰_''{{Su|b=''i''|p=0}}(''x'') obey

:<math> \begin{align} & \left(-\frac{d^2}{dx^2} + A\right) \psi_1^0 = 0,\qquad \psi_1^0(0) = 0 \quad,\qquad \frac{d\psi_1^0}{dx}(0) = 1, \\ & -\frac{d^2}{dx^2}\psi_2^0 = 0,\qquad \psi_2^0(0) = 0,\qquad \frac{d\psi_2^0}{dx}(0) = 1, \end{align} </math>

Line 128 ⟶ 129:

:<math> \frac{\det \left(-\frac{d^2}{dx^2} + A\right)}{\det \left(-\frac{d^2}{dx^2}\right)} = \frac{\sinh L\sqrt A}{L\sqrt A}. </math>

==References See also ==

* [[Abstract Wiener space]]

* [[Berezinian]]

* [[Fredholm determinant]]

* [[Fujikawa method]]

* [[Faddeev–Popov ghost]]

==Notes==

<references/>

*{{Citation | last1=Berline | first1=Nicole | last2=Getzler | first2=Ezra | last3=Vergne | first3=Michèle | title=Heat Kernels and Dirac Operators | isbn=978-3-540-20062-8 | year=2004}}

* {{Citation | last1=Branson | first1=Thomas P. | title=Q-curvature, spectral invariants, and representation theory | id={{MathSciNet | id = 2366932}} | year=2007 | journal=SIGMA. Symmetry, Integrability and Geometry. Methods and Applications | issn=1815-0659 | volume=3 | pages=Paper 090, 31}}

* {{Citation | last1=Branson | first1=Thomas P. | title=The functional determinant | publisher=Seoul National University Research Institute of Mathematics Global Analysis Research Center | ___location=Seoul | series=Lecture Notes Series | id={{MathSciNet | id = 1325463}} | year=1993 | volume=4}}

* {{Citation | last1=Hörmander | first1=Lars | author1-link=Lars Hörmander | title=The spectral function of an elliptic operator | id={{MathSciNet | id = 0609014}} | year=1968 | journal=[[Acta Mathematica]] | issn=0001-5962 | volume=121 | pages=193–218 | doi=10.1007/BF02391913}}

* {{Citation | last1=Osgood | first1=B. | last2=Phillips | first2=R. | last3=Sarnak | first3=Peter | authorlink3=Peter Sarnak| title=Extremals of determinants of Laplacians | id={{MathSciNet | id = 960228}} | year=1988 | journal=Journal of Functional Analysis | issn=0022-1236 | volume=80 | issue=1 | pages=148–211 | doi=10.1016/0022-1236(88)90070-5}}

* {{Citation | last1=Ray | first1=D. B. | last2=Singer | first2=I. M. |authorlink2=Isadore Singer| title=''R''-torsion and the Laplacian on Riemannian manifolds. | doi=10.1016/0001-8708(71)90045-4 | id={{MR|0295381}} | year=1971 | journal=Advances in Math. | volume=7 | pages=145–210}}

* {{Citation | last1=Seeley | first1=R. T. | title=Singular Integrals (Proc. Sympos. Pure Math., Chicago, Ill., 1966) | publisher=[[American Mathematical Society]] | ___location=Providence, R.I. | id={{MathSciNet | id = 0237943}} | year=1967 | chapter=Complex powers of an elliptic operator | pages=288–307}}

*{{Citation | last1=Shubin | first1=M. A. | title=Pseudodifferential operators and spectral theory | publisher=[[Springer-Verlag]] | ___location=Berlin, New York | series=Springer Series in Soviet Mathematics | isbn=978-3-540-13621-7 | id={{MathSciNet | id = 883081}} | year=1987}}

==References==

*{{Citation | last1=Berline | first1=Nicole | last2=Getzler | first2=Ezra | last3=Vergne | first3=Michèle | title=Heat Kernels and Dirac Operators | isbn=978-3-540-20062-8 | year=2004| publisher=Springer }}

* {{Citation | last1=Branson | first1=Thomas P. | s2cid=14629173 | title=Q-curvature, spectral invariants, and representation theory | idmr={{MathSciNet | id = 2366932}} | year=2007 | journal=SIGMA. Symmetry, Integrability and Geometry.: Methods and Applications | issn=1815-0659 | volume=3 | pages=Paper 090, 31| arxiv=0709.2471 | doi=10.3842/SIGMA.2007.090 | bibcode=2007SIGMA...3..090B }}

* {{Citation | last1=Branson | first1=Thomas P. | title=The functional determinant | publisher=Seoul National University Research Institute of Mathematics Global Analysis Research Center | ___location=Seoul | series=Lecture Notes Series | idmr={{MathSciNet | id = 1325463}} | year=1993 | volume=4}}

* {{Citation | last1=Hörmander | first1=Lars | author1-link=Lars Hörmander | title=The spectral function of an elliptic operator | idmr={{MathSciNet | id = 0609014}} | year=1968 | journal=[[Acta Mathematica]] | issn=0001-5962 | volume=121 | pages=193–218 | doi=10.1007/BF02391913| doi-access=free }}

* {{Citation | last1=Osgood | first1=B. | last2=Phillips | first2=R. | last3=Sarnak | first3=Peter | authorlink3=Peter Sarnak| title=Extremals of determinants of Laplacians | idmr={{MathSciNet | id = 960228}} | year=1988 | journal=Journal of Functional Analysis | issn=0022-1236 | volume=80 | issue=1 | pages=148–211 | doi=10.1016/0022-1236(88)90070-5| doi-access=free }}

* {{Citation | last1=Ray | first1=D. B. | last2=Singer | first2=I. M. |authorlink2=Isadore Singer| title=''R''-torsion and the Laplacian on Riemannian manifolds. | doi=10.1016/0001-8708(71)90045-4 | idmr={{MR|0295381}} | year=1971 | journal=[[Advances in Math.Mathematics]] | volume=7 | pages=145–210 | issue=2| doi-access= }}

* {{Citation | last1=Seeley | first1=R. T. | title=Singular Integrals (Proc. Sympos. Pure Math., Chicago, Ill., 1966) | publisher=[[American Mathematical Society]] | ___location=Providence, R.I. | idmr={{MathSciNet | id = 0237943}} | year=1967 | chapter=Complex powers of an elliptic operator | pages=288–307}}

*{{Citation | last1=Shubin | first1=M. A. | title=Pseudodifferential operators and spectral theory | publisher=[[Springer-Verlag]] | ___location=Berlin, New York | series=Springer Series in Soviet Mathematics | isbn=978-3-540-13621-7 | idmr={{MathSciNet | id = 883081}} | year=1987}}

[[Category:Determinants]]