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# Bound States and the Szegő Condition for Jacobi Matrices and Schrödinger Operators

## 1. Introduction

This paper focuses on Jacobi matrices, that is, operators $`J`$ on $`\mathrm{}^2(_+)`$, where $`_+=\{1,2,\mathrm{}\}`$, given by $`(b_n`$ real, $`a_n>0`$)

$$(Ju)(n)=a_nu(n+1)+b_nu(n)+a_{n1}u(n1)$$
(1.1)
where the $`a_{n1}u(n1)`$ term is dropped if $`n=1`$. We define $`J_0`$ by $`a_n1`$, $`b_n0`$, and will suppose $`JJ_0`$ is compact, so $`\sigma _{\text{ess}}(J)=[2,2]`$. We are interested especially in the Szegő condition,

$$Z(J)\frac{1}{2\pi }_2^2\mathrm{log}\left(\frac{\sqrt{4E^2}}{2\pi \frac{d\nu _{\text{ac}}}{dE}}\right)\frac{dE}{\sqrt{4E^2}}<\mathrm{}$$
(1.2)
where $`\nu `$ is the spectral measure for $`J`$ and the vector $`\delta _1`$. We will also consider some aspects of Schrödinger operators $`\mathrm{\Delta }+V`$.

In 1979, Nevai  proved a conjecture of Askey that if

$$a_n=1+\frac{(1)^n\alpha }{n}+O(n^2)b_n=\frac{(1)^n\beta }{n}+O(n^2)$$
(1.3)
then the Szegő condition holds. Our goal here is to understand this result from the point of view of sum rules recently used to study the Szegő condition by Killip-Simon  and Simon-Zlatoš , and to consider various extensions and borderline cases, in particular, the following four questions:

* Nevai  allows replacement of $`\frac{(1)^n}{n}`$ by $`\frac{(1)^n}{n^\gamma }`$ with $`\gamma >\frac{1}{2}`$ and still gets (1.2). Is $`\gamma =\frac{1}{2}`$ a borderline or just where Nevai’s method fails? We will see that $`\gamma =\frac{1}{2}`$ is indeed a borderline and that $`a_n=1`$, $`b_n=\frac{(1)^n}{n^\gamma }`$ obeys (1.2) if and only if $`\gamma >\frac{1}{2}`$. This is a subtle issue: one might think the key is that $`b_{n+1}b_n`$ decay faster than $`n^1`$, in which case $`\gamma =\frac{1}{2}`$ is not special but, as is the case in many other situations , $`b_n\mathrm{}_2`$ is critical; see Theorem 2 below.
* What is the condition on the errors $`O(n^2)`$ in (1.3)? Nevai actually shows if those errors, $`e_a(n),e_b(n)`$, obey $`_{n=2}^{\mathrm{}}(\mathrm{log}n)|e_j(n)|<\mathrm{}`$ for $`j\{a,b\}`$, then (1.2) still holds. In line with the advances in , we will only require $`_{n=2}^{\mathrm{}}|e_j(n)|<\mathrm{}`$, for $`j\{a,b\}`$. Indeed, our results are logarithmically better than Nevai’s in the leading term. If $`\frac{(1)^n}{n}`$ in (1.3) is replaced by $`\frac{(1)^n}{n^{1/2}}[\mathrm{log}n]^\gamma `$, then Nevai’s method requires $`\gamma >1`$, while we require only $`\gamma >\frac{1}{2}`$.
* What about other oscillatory potentials like $`\frac{\mathrm{cos}(\eta n)}{n^\gamma }`$ for $`\eta (0,2\pi )`$? (1.3) is the case $`\eta =\pi `$. Although it is possible his methods extend to this case, the conditions in Nevai’s paper require cancellations in $`b_n+b_{n+1}`$ and do not work for $`\eta \pi `$. We will accommodate general $`\eta `$.
* Nevai’s work suggests that $`\frac{(1)^n}{n}`$ is akin to $`n^2`$ potentials, which suggests that for $`|\alpha |+|\beta |`$ small, (1.3) has finitely many eigenvalues outside $`[2,2]`$ while for $`|\alpha |+|\beta |`$ large, it has infinitely many. We will prove the finiteness result below. We note that while he does not discuss this case explicitly, Chihara’s conditions in  imply finitely many bound states if $`a_n=1`$ and $`|\beta |`$ is small.

For Jacobi matrices, our main results are:

###### Theorem 1.

Suppose

$`a_n`$ $`=1+c_n+d_{n+1}d_n`$ (1.4)
$`b_n`$ $`=e_n+f_{n+1}f_n`$ (1.5)
with

$$\underset{n=1}{\overset{\mathrm{}}{}}|c_n|+|e_n|+|d_n|^2+|f_n|^2<\mathrm{}$$
(1.6)
Then $`Z(J)<\mathrm{}`$ and

$$\underset{j,\pm }{}\sqrt{E_j^\pm (J)^24}<\mathrm{}$$
(1.7)
where $`E_j^\pm (J)`$ are the eigenvalues of $`J`$ in $`\pm (2,\mathrm{})`$.

Remarks. 1. In case $`a_n1=\frac{\alpha (1)^n}{n^\gamma }+e_a(n)`$, $`b_n=\frac{\beta (1)^n}{n^\gamma }+e_b(n)`$, we define

$$d_n=\underset{j=n}{\overset{\mathrm{}}{}}\frac{\alpha (1)^n}{n^\gamma }f_n=\underset{j=n}{\overset{\mathrm{}}{}}\frac{\beta (1)^n}{n^\gamma }$$
(1.8)
Since the sums are $`O(n^\gamma )`$, (1.6) is then true if $`|e_a(n)|+|e_b(n)|<\mathrm{}`$ and $`\gamma >\frac{1}{2}`$.

2. If $`b_n`$ is instead $`\frac{\mathrm{cos}(\eta n)}{n}`$, it is still true that $`f_n_{j=n}^{\mathrm{}}\frac{\mathrm{cos}(\eta n)}{n}`$ is $`O(n^1)`$, and so in $`\mathrm{}^2`$, and thus this theorem also includes cases like $`\frac{\mathrm{cos}(\eta n)}{n}`$ where $`b_n+b_{n+1}`$ does not have cancellations.

3. By mimicking the construction of Wigner and von Neumann (see, e.g., \[29, Example 1 in Chapter XIII.13\], one can construct Jacobi matrices $`J`$ with $`a_n1+\frac{(1)^n}{n}`$ and $`b_n\frac{(1)^n}{n}`$ as $`n\mathrm{}`$ which have $`0`$ as an eigenvalue embedded in the essential spectrum.

As a converse to Theorem 1, we note

###### Theorem 2.

Suppose

* $`lim\; sup[_{j=1}^n\mathrm{log}(a_j)]>\mathrm{}`$
* $`_{n=1}^{\mathrm{}}(a_n1)^2+b_n^2=\mathrm{}`$

Then $`Z(J)=\mathrm{}`$.

Remark. If $`a_n=1`$ (or $`a_n=\mathrm{exp}(\frac{\alpha (1)^n}{n^\gamma })`$), $`b_n=\frac{\beta (1)^n}{n^\gamma }`$, and $`\gamma \frac{1}{2}`$, then this implies $`Z(J)=\mathrm{}`$, showing $`\gamma =\frac{1}{2}`$ is the borderline.

###### Proof.

Suppose $`Z(J)<\mathrm{}`$ and (i) holds. Then, by Theorem 1 of Simon-Zlatoš , (1.7) holds. A fortiori, the quasi-Szegő condition, (1.8) of Killip-Simon , and the $`\frac{3}{2}`$ Lieb-Thirring bound hold. So, by Theorem 1 of Killip-Simon , (ii) fails. Thus, (i) $`+`$ $`Z(J)<\mathrm{}`$ not (ii). So (i) $`+`$ (ii) $`Z(J)=\mathrm{}`$. ∎

###### Theorem 3.

Suppose $`a_n=1`$ and (1.5) holds with

$$\underset{n}{lim\; sup}n^2[|e_n|+|f_n|^2+|f_{n+1}|^2]<\frac{1}{8}$$
(1.9)
Then $`J`$ has only finitely many bound states. If (1.4), (1.5) hold and

$`\underset{n}{lim\; sup}n^2[`$ $`|c_n|+|c_{n1}|+24|d_{n1}|^2+48|d_n|^2+24|d_{n+1}|^2`$
$`+|e_n|+6|f_n|^2+6|f_{n+1}|^2]<\frac{1}{8}`$ (1.10)
then $`J`$ has finitely many bound states.

Remark. In particular, if $`a_n=1`$, $`b_n=\frac{\beta (1)^n}{n}`$, and $`|\beta |<\frac{1}{2}`$, then $`J`$ has only finitely many bound states. If $`|\beta |>1`$, it is proven in  that $`J`$ has infinitely many bound states. Also, if $`a_n=1+\frac{\alpha (1)^n}{n}`$ and $`b_n`$ as before, then for $`\beta ^2+8\alpha ^2<\frac{1}{24}`$, $`J`$ has also only finitely many bound states, but this bound seems to be far from optimal.

The techniques we will use are two-fold: First, we will use the result of Simon-Zlatoš  that if $`_{j=1}^{\mathrm{}}\mathrm{log}(a_j)`$ is conditionally convergent, then (1.2) holds if and only if (1.7) holds (by a Case-type sum rule). This means that all the results on finiteness on $`Z(J)`$ which we are discussing are equivalent to suitable bounds on eigenvalues. Second, to bound eigenvalues, we will use ideas developed in the 1970’s to discuss Schrödinger operators with oscillatory potentials . Interestingly, the focus of that work was to handle wild, pathological cases like $`V(r)=(1+r)^2e^{1/r}\mathrm{sin}(e^{1/r})`$ or $`V(r)=(1+r)^2e^r\mathrm{sin}(e^r)`$, which are extremely unbounded near $`r=0`$ or $`r=\mathrm{}`$ but whose oscillators cause $`\mathrm{\Delta }+V`$, defined by quadratic form methods, to be well behaved. In fact, we believe that the most interesting examples are ones like $`r^1\mathrm{sin}(r)`$ which are not unbounded at all, but oscillatory and slowly decaying.

Most of the 1970’s papers discuss scattering or selfadjointness results, although Combescure-Ginibre  and Chadan-Martin  do discuss bounds on the number of bound states. Since they were not as efficient in using operator bounds, we begin in Section 2 with the continuum Schrödinger operator case. In Section 3, we discuss the growth of $`N(\lambda V)`$ as $`\lambda \mathrm{}`$ for long-range oscillatory potentials. We will prove

###### Theorem 4.

Let $`V_\beta (x)=(1+|x|)^\beta \mathrm{sin}(|x|)`$ for $`2>\beta >1`$. On $`^\nu `$, we have

$$a_{}+b_{}\lambda ^{\nu /\beta }N(\lambda V)a_++b_+\lambda ^{\nu /\beta }$$

for suitable ($`\beta `$-dependent) $`a_\pm ,b_\pm >0`$.

We note that if $`\beta >2`$ so $`V_\beta L^{\nu /2}`$, then it is known (see \[29, Theorem XIII.80\]) that

$$\underset{\lambda \mathrm{}}{lim}\lambda ^{\nu /2}N(\lambda V)=\frac{\tau _\nu }{(2\pi )^\nu }_{V_\beta (x)0}(V_\beta (x))^{\nu /2}d^\nu x$$

with $`\tau _\nu `$ the volume of the unit ball in $`^\nu `$.

In Section 4, we discuss the discrete Schrödinger case, that is, Jacobi matrices with $`a_n1`$. In Section 5, we discuss the general Jacobi case. The appendix contains bounds on the $`O(n^2)`$ situation that we will need in the body of the paper. Since these have not been proven in the Jacobi case with optimal constants, it was necessary to include this appendix. In particular, in Theorems A.6 and A.7, we study Jacobi matrices $`J`$ with $`|a_n1|\frac{\gamma _a}{n^2}`$ and $`|b_n|\frac{\gamma _b}{n^2}`$ and discuss finiteness (resp. infinitude) of the discrete spectrum of $`J`$ in $`[2,2]^\mathrm{c}`$, depending on whether $`2\gamma _a+\gamma _b<\frac{1}{4}`$, (resp. $`2\gamma _a+\gamma _b>\frac{1}{4})`$, thereby extending results of Chihara in .

We would like to thank Rowan Killip, Paul Nevai, Mihai Stoiciu, and Andrej Zlatoš for valuable communications.

## 2. The Continuum Schrödinger Case

Let $`W`$ be an $`^\nu `$-valued $`C^1`$ function on $`^\nu `$ or a piecewise $`C^1`$ continuous function on $``$ so that $`W`$ is also bounded. In fact, once one has the bounds below, it is easy to accommodate arbitrary distributions $`W`$ with $`WL^\nu +L^{\mathrm{}}`$ (when $`\nu 3`$) even if $`W`$ is not bounded. For our applications of interest, we make these simplifying assumptions.

###### Proposition 2.1 (Combescure-Ginibre Lemma ).

If $`\phi C_0^{\mathrm{}}`$,

$$|\phi ,W\phi |2W\phi \phi $$
(2.1)
###### Proof.

First, integrate by parts, $`\phi ,W\phi =2\mathrm{Re}W\phi ,\phi `$. Then use the Schwarz inequality. ∎

###### Theorem 2.2.

Let $`H=\mathrm{\Delta }+V_1+W`$ and $`H_1=\mathrm{\Delta }+2V_14W^2`$. Then

$$H\frac{1}{2}H_1$$
(2.2)
In particular, if $`N(V)`$ is the number of negative eigenvalues of $`\mathrm{\Delta }+V`$, then

$$N(V_1+W)N(2V_14W^2)$$
(2.3)
and if $`E_p(V)=\text{Tr}([HE_{(\mathrm{},0]}(H)]^p)`$ for $`H=\mathrm{\Delta }+V`$ is the Lieb-Thirring sum of eigenvalue powers, then

$$E_p(V_1+W)2^pE_p(2V_14W^2)$$
(2.4)
###### Proof.

By (2.1),

$`\phi ,(\mathrm{\Delta }+V_1+W)\phi `$ $`\phi ,(\mathrm{\Delta }+V_1)\phi \epsilon \phi ,\mathrm{\Delta }\phi \epsilon ^1\phi ,W^2\phi `$
$`=\phi ,(1\epsilon )\left(\mathrm{\Delta }+{\displaystyle \frac{1}{1\epsilon }}V_1{\displaystyle \frac{1}{\epsilon (1\epsilon )}}W^2\right)\phi `$
In the absence of a $`V_1`$ term, the optimal choice of $`\epsilon `$ is $`\epsilon =\frac{1}{2}`$ (to minimize $`\frac{1}{\epsilon (1\epsilon )}`$), so we make that choice in general. It yields (2.2), which in turn immediately implies (2.3) and (2.4). ∎

The bound (2.1) and its proof are taken from Combescure-Ginibre . While they use the Schwarz inequality, they do not explicitly note (2.2), which causes them to make extra arguments that can be less efficient than using (2.2). For example, if $`V_1=0`$, $`\nu =3`$, and

$$w^2=(4\pi )^2d^3x𝑑y^3\frac{W^2(x)W^2(y)}{|xy|^2}$$

then (2.3) and the Birman-Schwinger principle immediately imply that

$$N(W)16w^2$$

while Combescure-Ginibre  only claim

$$N(W)16w^2(1+w)^2$$

which is much worse for large $`w`$.

For $`\nu =1`$, $`V_1=0`$, (2.3) is a result of Chadan-Martin  who use Sturm comparison methods rather than the Schwarz inequality and the Combescure-Ginibre lemma. Theorem 2.2 has some immediate consequences:

###### Corollary 2.3.

For $`\nu 3`$,

$$N(V_1+W)c_\nu (V_1_{\nu /2}^{\nu /2}+W_\nu ^\nu )$$
(2.5)
For general $`\nu `$ and $`p\frac{1}{2}`$ if $`\nu =1`$, $`p>0`$ if $`\nu =2`$, and $`p0`$ if $`\nu 3`$,

$$E_p(V_1+W)c_{\nu ,p}(V_1_{p+\nu /2}^{p+\nu /2}+W_{2p+\nu }^{2p+\nu })$$
(2.6)
###### Proof.

(2.5) is just the Cwikel-Lieb-Rozenblum  bound, given (2.3). (2.6) is the Lieb-Thirring bound  when $`p`$ is strictly larger than the minimal value. $`p=0`$ for $`\nu 3`$ is (2.5) while $`p=\frac{1}{2}`$, $`\nu =1`$ is due to Weidl  (see also Hundertmark-Lieb-Thomas ). ∎

If $`\nu 3`$ and $`VL^{\nu /2}`$, we have $`N(\lambda V)c\lambda ^{\nu /2}`$, but (2.5) only implies that

$$N(\lambda (V_1+W))c_1\lambda ^{\nu /2}+c_2\lambda ^\nu $$

In the next section, we see that in some specific cases, $`N(\lambda V)`$ really does grow at rates arbitrarily close to $`\lambda ^\nu `$.

###### Corollary 2.4.

If $`\nu 2`$ and $`4W^22V_1\frac{(\nu 2)^2}{4}|x|^2`$, then $`\mathrm{\Delta }+V_1+W_1`$ has no bound states. If $`4W^2<\frac{(\nu 2)^2}{4}|x|^2`$ and $`V_1L^{\nu /2}`$ (if $`\nu 3`$) or $`(1+|x|)|V_1(x)|𝑑x<\mathrm{}`$ ($`\nu =1`$), then $`\mathrm{\Delta }+V_1+W_1`$ has finitely many bound states.

###### Proof.

The first statement is immediate from (2.3) and Theorem A.3. The second follows from

$$\mathrm{\Delta }+2V_14W^2=(1\epsilon )\mathrm{\Delta }4W^2\epsilon \mathrm{\Delta }+2V_1$$

and the Cwikel-Lieb-Rozenblum estimate if $`\nu 3`$ and Bargmann’s bound if $`\nu =1`$. ∎

###### Example 2.5.

If $`V=\frac{\mathrm{sin}(r)}{r^\alpha }`$, we can write $`V=V_1+W`$ where $`W=\widehat{r}(\frac{\mathrm{cos}(r)}{r^\alpha }\frac{\alpha \mathrm{sin}(r)}{r^{\alpha +1}})f(r)`$ where $`fC^{\mathrm{}}`$ vanishes near $`0`$ and is $`1`$ near $`\mathrm{}`$. This shows that for $`\alpha <1`$, $`\mathrm{\Delta }+\lambda V_0`$ has finitely many bound states for all $`\lambda `$, and when $`\alpha =1`$, it has finitely many bound states if $`|\lambda |`$ is small. An argument similar to that in  shows that if $`\alpha =1`$ and $`\lambda `$ is large, $`\mathrm{\Delta }+\lambda V`$ has an infinity of negative eigenvalues. ∎

## 3. Schrödinger Operators at Large Coupling

Our purpose here is to prove Theorem 4 that $`V_\beta =\frac{\mathrm{sin}(r)}{(1+r)^\beta }`$ (with $`2>\beta >1`$) has $`N(\lambda V_\beta )`$ growing as $`\lambda ^{\nu /\beta }`$ for $`\lambda `$ large. We give the details when $`\nu =1`$ on a half-line and then discuss the case when $`\nu 2`$.

###### Proof of Theorem 4.

Half-line case: We begin with the upper bound. Let $`\phi _R(r)`$ be a $`C^{\mathrm{}}`$ function with $`\phi _R_{\mathrm{}}=1`$, which is $`0`$ if $`r<R`$ and $`1`$ if $`r>R+1`$. By translation, we may assume the derivatives $`\frac{d^\alpha \phi _R}{dx^\alpha }`$ are uniformly bounded in $`x`$ and $`R`$ (for fixed $`\alpha `$). Let $`W_R(r)=_r^{\mathrm{}}\phi _R(s)V_\beta (s)𝑑s`$ and $`V_{1,R}=V_\beta \frac{d}{dr}W_R`$. Define $`V_{2,R}(r)=\mathrm{max}_{sr}|V_{1,R}(s)|`$. Then

$`{\displaystyle \frac{d^2}{dx^2}}+\lambda V_\beta `$ $`=\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dx^2}}+\lambda V_{1,R}\right)+\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dx^2}}+\lambda {\displaystyle \frac{dW_R}{dr}}\right)`$
$`\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dx^2}}\lambda V_{2,R}\right)+{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2}{dx^2}}8\lambda ^2W_R^2\right)`$ (3.1)
Next, note that

$$W_R(r)C(\mathrm{max}(r,R))^\beta $$
(3.2)
We also have

$$|V_{2,R}(r)|r^\beta $$
(3.3)
and is zero if $`r>R+1`$.

Calogero  has proven that if $`V`$ is monotone decreasing and nonnegative, then $`N(V)2\pi ^1_0^{\mathrm{}}|V(s)|^{1/2}𝑑s`$. This bound, (3.1)–(3.3), and the fact that $`dim(E_{(\mathrm{},0)}(A+B))dimE_{(\mathrm{},0)}(A)+dimE_{(\mathrm{},0)}(B)`$ (by the variational principle) imply that for any $`R`$,

$`N(\lambda V_\beta )`$ $`C_1[\lambda ^{1/2}{\displaystyle _0^{R+1}}r^{\beta /2}dr+\lambda {\displaystyle _0^{\mathrm{}}}\mathrm{max}(R,r)^\beta dr]`$
$`=C_2[\lambda ^{1/2}R^{1\beta /2}+\lambda R^{1\beta }]`$
since $`1<\beta <2`$. Pick $`R=\lambda ^{1/\beta }`$ and get

$$N(\lambda V_\beta )2C_2\lambda ^{1/\beta }$$

On the other side, consider the operator $`\stackrel{~}{H}(\lambda )`$, which is $`\frac{d^2}{dx^2}+\lambda V_\beta `$ with Dirichlet boundary conditions added at the points $`(2n+\frac{3}{2})\pi \pm \frac{\pi }{3}`$. Adding such boundary conditions only increases the operator, so $`N(\lambda V_\beta )\mathrm{\#}`$ of negative eigenvalues of $`\stackrel{~}{H}(\lambda )`$. In each interval of the form $`[(\frac{2n+3}{2})\pi \frac{\pi }{3},(\frac{2n+3}{2})\pi +\frac{\pi }{3}]`$, $`\mathrm{sin}(r)`$ is less than $`\frac{1}{2}`$, so $`V_\beta \frac{\lambda }{2[(2n+3)\pi ]^\beta }`$ on the entire interval. The lowest Dirichlet eigenvalue of $`\frac{d^2}{dx^2}`$ on such an interval is $`\frac{9}{4}`$, so each interval with

$$\frac{\lambda }{2[(2n+3)\pi ]^\beta }>\frac{9}{4}$$

contributes an eigenvalue so

$$N(\lambda V_\beta )C_3\lambda ^{1/\beta }$$

This completes the proof of Theorem 4 in the half-line case.

One might think that it would help to use the fact that small $`n`$ intervals provide $`O(\lambda ^{1/2})`$ eigenvalues rather than just the $`1`$ we use, but a detailed analysis shows it improves the constant in front of $`\lambda ^{1/\beta }`$ but not the power.

Higher dimensions: The lower bound is similar to the half-line case. We have $`\mathrm{sin}(r)<\frac{1}{2}`$ on annuli which we can partially cover with suitable disjoint cubes of fixed size, finding cubes where $`V`$ is deep enough when the distance of the cube from the origin is no more than $`C\lambda ^{1/\beta }`$. The number of such cubes is $`O(\lambda ^{\nu /\beta })`$ so we get an $`O(\lambda ^{\nu /\beta })`$ lower bound.

For the upper bound when $`\nu 3`$, we can replace Calogero’s bound with the Cwikel-Lieb-Rozenblum bound. Since $`_0^Rr^{\beta \nu /2}d^\nu r=C_4R^{\nu (1\beta /2)}`$ and $`_R^{\mathrm{}}r^{\beta \nu }d^\nu r=C_5R^{\nu (1\beta )}`$, we find

$$N(\lambda V_\beta )C_6[\lambda ^{\nu /2}R^{\nu (1\beta /2)}+\lambda ^\nu R^{\nu (1\beta )}]$$

so picking $`R=\lambda ^{1/\beta }`$, we get $`N(\lambda V_\beta )C_7\lambda ^{\nu /\beta }`$.

$`\nu =2`$ is messier. We will sketch the idea, but omit the details. One needs to use the spherical symmetry and consider each partial wave separately. By using the analog of (3.1), we see, on functions of angular momentum $`\mathrm{}`$, there is an effective potential which bounds $`\mathrm{\Delta }+\lambda V_\beta `$ from below, viz,

$$V_{\mathrm{},\text{eff}}=\frac{1}{4r^2}+\frac{\mathrm{}^2}{4r^2}\lambda r^\beta \chi _{(0,R+1)}\lambda ^2\mathrm{max}(r,R)^{2\beta }$$

We need to consider three regions:

* $`\mathrm{}C_8\lambda ^{1/\beta }`$: Take $`R=\lambda ^{1/\beta }`$ and find $`V_{\mathrm{},\text{eff}}0`$ so there are no bound states.
* $`1\mathrm{}C_8\lambda ^{1/\beta }`$: We take $`R=\lambda ^{1/\beta }`$, drop the $`\frac{\mathrm{}^24}{4r^2}`$ term, and use Calogero’s bound to get a bound per partial wave of $`C_9\lambda ^{1/\beta }`$ as in the one-dimensional case.
* $`\mathrm{}=0`$: The singularity of $`r^2`$ at both $`0`$ and infinity requires us to place Dirichlet boundary conditions at $`1`$ and a point $`R_2=\lambda ^{2/\beta 1}`$, which for large $`\lambda `$ is much larger than $`R_1=\lambda ^{1/\beta }`$ (since $`\frac{1}{\beta }<1<\frac{1}{\beta 1}<\frac{2}{\beta 1}`$). On $`(R_2,\mathrm{})`$, we can use the fact that $`\lambda V_\beta \frac{1}{4}\frac{1}{r^2\mathrm{log}r}`$ and Theorem A.2 to see the Dirichlet operator has no bound states. On $`(0,1)`$, we can bound the $`\mathrm{}=0`$ states by all states for the Dirichlet Laplacian in $`L^2(\{|x|<1\},d^2x)`$ with Dirichlet boundary conditions with energy below $`c_a\lambda `$ (where $`c=\mathrm{max}_{|r|1}\frac{\mathrm{sin}(r)}{(1+r)^\beta }`$). It is known (by Weyl’s theorem, see \[29, p. 271\]) that this is asymptotically $`c_{10}\lambda `$ since $`\nu =2`$. In $`(1,R_2)`$, we can use Calogero’s bound where now “$`V`$” is $`\frac{1}{4r^2}\lambda V_{2,R}4\lambda ^2W_R^2`$. We get a bound by $`c_{11}_1^{R_2}\frac{dr}{r}+c_{12}\lambda ^{1/\beta }`$. Taking into account the possible two states lost by adding the Dirichlet boundary conditions in the $`\mathrm{}=0`$ space, we get

$$N(\lambda V_\beta )c_{13}\lambda ^{1/\beta }(\lambda ^{1/\beta })+c_{14}(\lambda +\lambda ^{1/\beta }+\mathrm{log}(|\lambda |+1))$$

which is the required large $`\lambda ^{2/\beta }`$ bound.

## 4. Discrete Schrödinger Operators

Our main goal in this section is to extend (2.1) and Theorem 2.2 to the discrete case. It will be convenient to consider operators on all of $``$ and get bounds on Jacobi matrices by restriction. We will also restrict to eigenvalues above energy $`2`$. One can then control energies below $`2`$ by using

$$U_0J(\{a_n\},\{b_n\})U_0^1=J(\{a_n\},\{b_n\})$$
(4.1)
where $`J(\{a_n\},\{b_n\})`$ is the Jacobi matrix (1.1) with parameters $`a_n`$, $`b_n`$, and

$$(U_0u)(n)=(1)^nu(n)$$
(4.2)
On $`\mathrm{}^2()`$, define two operators $`H_0`$ and $`\delta _+`$ as

$`(H_0u)(n)`$ $`=u(n+1)+u(n1)`$ (4.3)
$`(\delta _+u)(n)`$ $`=u(n+1)u(n)`$ (4.4)
Then $`\delta _{}\delta _+^{}`$ is given by

$$(\delta _{}u)(n)=u(n1)u(n)$$

and

$$\delta _+\delta _{}=\delta _{}\delta _+=2H_0$$
(4.5)
(for if $`\delta _+=R1`$ and $`\delta _{}=L1`$, then $`RL=LR=1`$ and $`H_0=L+R`$). Let $`b_n`$ and $`f_n`$ be sequences on $``$ and suppose

$$b_n=f_{n+1}f_n=(\delta _+f)_n$$
(4.6)
Then in $`\mathrm{}^2()`$, for $`u`$ real and of finite support,

$`u,bu`$ $`={\displaystyle \underset{n}{}}b_n|u(n)|^2`$
$`={\displaystyle \underset{n}{}}(f_{n+1}f_n)|u(n)|^2`$
$`={\displaystyle \underset{n}{}}f_n(|u(n1)|^2|u(n)|^2)`$
$`=\delta _{}u,f(1+L)u`$ (4.7)
Since $`\delta _{}u^2=u,\delta _+\delta _{}u=u,(2H_0)u`$ by (4.5), we see that

###### Lemma 4.1.

If $`b`$ is given by (4.6), then

$$|u,bu|u,(2H_0)u^{1/2}[2u,(f^2+\stackrel{~}{f}^2)u]^{1/2}$$
(4.8)
where

$$\stackrel{~}{f}_n=f_{n+1}$$
(4.9)
###### Proof.

In getting (4.8), we used (4.5), (4.7),

$$f(1+L)u^22fu^2+2fLu^2=2fu^2+2\stackrel{~}{f}u^2$$

and the fact that, because of $`||x||y|||xy|`$, we also have

$$|u|,(2H_0)|u|=\frac{1}{2}\underset{n}{}||u(n+1)||u(n)||^2u,(2H_0)u$$

so it suffices to prove the result for real valued sequences $`u`$. ∎

We will later need the following estimate that was proven along the way (we get $`J_0`$ by restricting to $`u`$’s of support on $`_+`$):

$`|u,\delta _+fu|`$ $`2|u,(2H_0)u|^{1/2}|u,\frac{1}{2}(f^2+\stackrel{~}{f}^2)u|^{1/2}`$ (4.10)
$`\epsilon u,(2J_0)u+\epsilon ^1u,\frac{1}{2}(f^2+\stackrel{~}{f}^2)u`$ (4.11)
###### Theorem 4.2.

Let $`b_n`$ be a sequence on $`_+`$ so that $`lim_n\mathrm{}_{j=1}^nb_j`$ exists, and let

$$f_n=\underset{j=n}{\overset{\mathrm{}}{}}b_j$$
(4.12)
Let $`J`$ be the Jacobi matrix with $`a_n1`$ and $`b`$’s given by $`b_n`$. Let $`J^\pm `$ be the Jacobi matrix with $`a_n1`$ and $`b`$’s given by

$$\pm 2(f^2+\stackrel{~}{f}^2)$$
(4.13)
Then

* $$dimE_{(2,\mathrm{})}(J)dimE_{(2,\mathrm{})}(J^+)$$
(4.14)
* $$dimE_{(\mathrm{},2)}(J)dimE_{(\mathrm{},2)}(J^{})$$
(4.15)
* If the eigenvalues $`E`$ of $`J^\pm `$ outside $`[2,2]`$ obey

$$\underset{j}{}(|E_j(J^\pm )|2)^\alpha <\mathrm{}$$
(4.16)
for some $`\alpha `$ and for both $`J^+`$ and $`J^{}`$, then

$$\underset{j}{}(|E_j(J)|2)^\alpha <\mathrm{}$$
(4.17)

###### Proof.

Define

$$b_0=\underset{j=1}{\overset{\mathrm{}}{}}b_j$$

so if $`f`$ is extended to $``$ by setting $`f_k=0`$ for $`k0`$, we have $`b=\stackrel{~}{f}f`$. Thus, by (4.8) as operator on $`\mathrm{}^2()`$,

$$b\frac{1}{2}[(2H_0)2(f^2+\stackrel{~}{f}^2)]$$

so

$$2H_0b\frac{1}{2}[(2H_0)2(f^2+\stackrel{~}{f}^2)]$$

Now restrict to functions supported on $`_+`$ to get

$$2J\frac{1}{2}[2J^+]$$
(4.18)
This yields (4.14) and (4.1) then yields (4.15). The two together imply (4.17). ∎

Example. Let $`b_n=\frac{\beta (1)^n}{n}`$. Then $`f_n\frac{1}{2}\frac{\beta (1)^n}{n}+O(\frac{1}{n^2})`$ and the leading term in $`2n^2(f^2+\stackrel{~}{f}^2)=4(\frac{1}{2}\beta )^2=\beta ^2`$. By Theorem A.6, if $`\beta ^2<\frac{1}{4}`$, $`J(a=1,b)`$ has finitely many eigenvalues, that is, $`|\beta |<\frac{1}{2}`$ produces finitely many eigenvalues.

On the other hand, if $`|\beta |>1`$, it is known  that $`H`$ has an infinite number of bound states. It would be interesting to determine the exact value of the coupling constant, where the shift from finitely many to infinitely many bound states takes place.

###### Proof of the First Assertion in Theorem 3.

By (4.18), if $`b_n`$ has the form (1.4) and $`J^\pm `$ is formed with $`b_n^\pm =2e_n^\pm \pm 2(f_n^2+f_{n+1}^2)`$, then

$$2J\frac{1}{2}[2J^\pm ]$$

If (1.9) holds, then

$$\underset{n}{lim\; sup}n^2[|\stackrel{~}{b}_n^\pm |]<\frac{1}{4}$$

so $`J^\pm `$ have finitely many bound states by Theorem A.6. ∎

## 5. Oscillatory Jacobi Matrices

In this section, we will prove Theorems 1, 2, and 3 by accommodating general values of $`a_n`$ within the bounds of the last section. Recall that $`R`$ acts as $`Ru(n)=u(n+1)`$ and we defined $`\delta _+=R1`$. It will be convenient to write the Jacobi matrix $`J=aR+R^{}a+b`$ in “divergence form,” that is, write it as $`J=\delta _+^{}g\delta _++q`$. Let us first consider the whole-line case: Given sequences $`a,b`$ on $`_+`$, we extend them to sequences on $``$ by setting $`a_n=1`$ and $`b_n=0`$ for $`n0`$. We denote the corresponding operator on $`\mathrm{}^2()`$ by $`K`$. With $`a^{\mathrm{}}=R^{}aR`$, that is, $`a_n^{\mathrm{}}=a_{n1}`$, and $`\delta _+^{}g\delta _+=R^{}gR+gR+R^{}gg`$, we see that $`g=a`$ and $`q=b+a+a^{\mathrm{}}`$. Thus, recalling $`\delta _+^{}\delta _+=2H_0`$,

$`K`$ $`=\delta _+^{}a\delta _++b+a+a^{\mathrm{}}`$
$`=H_0+b+a+a^{\mathrm{}}2\delta _+^{}(a1)\delta _+`$
which shows

$$u,Ku=u,H_0u+u,(b+a+a^{\mathrm{}}2)u\delta _+u,(a1)\delta _+u$$

By restriction to $`u`$’s supported on $`_+`$, we get

$$u,Ju=u,J_0u+u,(b+a+a^{\mathrm{}}2)u\delta _+u,(a1)\delta _+u$$
(5.1)
where one should keep in mind that $`a_1^{\mathrm{}}=1`$.

We first estimate the third term in (5.1). Writing $`a`$ as in (1.4), that is, $`a=1+c+\delta _+d`$, it reads

$$\delta _+u,(a1)\delta _+u=\delta _+u,c\delta _+u+\delta _+u,(\delta _+d)\delta _+u$$
(5.2)
With $`(x)_{}=\mathrm{max}(x,0)`$, the negative part, we have

$`\delta _+u,c\delta _+u`$ $`\delta _+u,c_{}\delta _+u`$
$`={\displaystyle \underset{n}{}}(c_n)_{}\left(|u(n+1)|^2+|u(n)|^22\mathrm{Re}(\overline{u(n+1)}u(n))\right)`$
$`{\displaystyle \underset{n}{}}2(c_n)_{}\left(|u(n+1)|^2+|u(n)|^2\right)`$
$`=2u,(c_{}+c_{}^{\mathrm{}})u`$ (5.3)
where one should keep in mind that $`c_1^{\mathrm{}}=0`$. For the last term in (5.2), we note that by (4.11),

$$\delta _+u,(\delta _+d)\delta _+u\delta _+u,A\delta _+u$$

where

$$A=A_\epsilon =\epsilon (2J_0)+\frac{1}{2\epsilon }(d^2+\stackrel{~}{d}^2)$$

Now since $`A0`$,

$`\delta ^+u,A\delta ^+u`$ $`=A^{1/2}(R1)u^2`$
$`2A^{1/2}Ru^2+2A^{1/2}u^2`$
$`=u,[2(R^{}AR)+2A]u`$
We have $`R^{}J_0R=J_0`$, $`R^{}\stackrel{~}{f}R=f`$, and $`R^{}fR=f^{\mathrm{}}`$. Thus we arrive at

$$\delta _+u,(\delta _+d)\delta _+uu,Bu$$
(5.4)
with

$$B=4\epsilon (2J_0)+\epsilon ^1[(d^{\mathrm{}})^2+2d^2+\stackrel{~}{d}^2]$$

Writing $`b=e+\delta _+f`$, as in (1.5), and putting (5.1), (5.2), (5.3), and (5.4) together, we have

$`u,(2J)u`$ $`(14\epsilon )u,(2J_0)u`$
$`u,(e+|c|+|c^{\mathrm{}}|+\epsilon ^1((d^{\mathrm{}})^2+2d^2+\stackrel{~}{d}^2))u`$
$`u,(\delta _+f+(\delta _+d)^{\mathrm{}}+\delta _+d)u`$ (5.5)
Estimating the last term in (5) again with the help of (4.11) yields

$`u,(2J)u`$ $`(1(\mu +\nu +4\epsilon ))u,(2J_0)u`$
$`u,(e+|c|+|c^{\mathrm{}}|)u{\displaystyle \frac{1}{2\nu }}u,(f^2+\stackrel{~}{f}^2)u`$
$`\left({\displaystyle \frac{1}{\mu }}+{\displaystyle \frac{1}{\epsilon }}\right)u,((d^{\mathrm{}})^2+2d^2+\stackrel{~}{d}^2)u`$ (5.6)
Choosing $`\mu =\nu =\epsilon =\frac{1}{12}`$, we get

$$2J\frac{1}{2}[2J_0W]$$
(5.7)
where

$$W=2e+2|c|+2|c^{\mathrm{}}|+12[(f)^2+(\stackrel{~}{f})^2]+48[(d^{\mathrm{}})^2+2(d)^2+(\stackrel{~}{d})^2]$$
(5.8)
###### Proof of Theorem 1.

(1.6) and (5.8) imply

$$|W_n|<\mathrm{}$$

Thus, by Hundertmark-Simon , (1.7) holds for the eigenvalues of $`J_0\pm W_0`$. By (5.7), (4.1), and the min-max principle, (1.7) holds for $`J`$.

Moreover, by (1.3) and (1.6), $`(a_n1)`$ is conditionally convergent and, by (1.6), $`(a_n1)^2<\mathrm{}`$. It follows that $`\mathrm{log}(a_n)`$ is conditionally convergent. Thus, by Theorem 1 of Simon-Zlatoš , $`Z(J)<\mathrm{}`$. ∎

###### Proof of Theorem 3.

By (5.8) and (Theorem 3), for large $`n`$,

$$|W_n|\frac{1\epsilon }{4n^2}$$

for some $`\epsilon >0`$. It follows, by Theorem A.6, that $`J_0\pm W`$ has only finitely many bound states. Hence, by (4.1), (5.7), and the min-max principle, $`J`$ has finitely many bound states. ∎

## Appendix A Finiteness of the Eigenvalue Spectrum for Potentials of a Definite Sign

We need information on finiteness results for nonoscillatory potentials. For Schrödinger operators, these results are well known, but we include some discussion here for two reasons: Optimal constants for Jacobi matrices are not known. The weak $`L^{\nu /2}`$ results we discuss are new. We begin with a version of Hardy’s inequality with optimal constant:

###### Theorem A.1.

Let $`H_0=\frac{d^2}{dx^2}`$ on $`L^2(0,\mathrm{})`$ with $`u(0)=0`$ boundary conditions. Let $`V`$ be a bounded function on $`[0,\mathrm{})`$ with $`V(x)0`$ at infinity. Then

* If $`V(x)(4x^2)^1`$ for all (resp. all large) $`x`$, then $`H_0+V`$ has no (resp. finitely many) bound states. In particular, for any $`\phi Q(H_0)`$, the form domain of $`H_0`$,

$$\frac{|\phi (x)|^2}{4x^2}𝑑x|\phi (x)|^2𝑑x$$
(A.1)
This is known as Hardy’s inequality.
* If $`V(x)(1+\epsilon )(4x^2)^1`$ for $`x>R_0`$ and some $`R_0,\epsilon >0`$, then $`H_0+V`$ has an infinite number of bound states.

Remark. We only assume $`V`$ bounded to avoid technicalities. In fact, one can use (A.1) to discuss $`V`$’s with $`V(x)\frac{1}{4}x^2c`$.

###### Proof.

Sturm’s theory (see \[29, pp. 90–94\]) says that the number of negative eigenvalues of $`H_0+V`$ is precisely the number of zeros of $`u^{\prime \prime }(x)+V(x)u(x)=0`$, $`u(0)=0`$, and that any other solution of $`w^{\prime \prime }+Vw=0`$ has a zero between any two zeros of $`u`$, and vice-versa. Thus, if some solution, $`w`$, of $`w^{\prime \prime }+Vw=0`$, is positive, $`H_0+V`$ has no eigenvalues, and if it has an infinity of zeros, $`H_0+V`$ has an infinity of eigenvalues.

$`u(x)=x^{1/2}`$ solves $`u^{\prime \prime }\frac{1}{4}x^2u=0`$, showing (i). On the other hand, $`u(x)=x^\alpha `$ with $`\alpha (\alpha 1)=\frac{1}{4}(1+\epsilon )`$ solves $`u^{\prime \prime }\frac{1}{4}(1+\epsilon )x^2u=0`$. If $`\epsilon >0`$, $`\alpha `$ has an imaginary part and $`\mathrm{Re}(x^\alpha )`$ has an infinity of zeros. This plus a comparison theorem implies the results. ∎

Remark. There are two other ways to prove Hardy’s inequality: Let $`a=\frac{d}{dx}\frac{1}{2x}`$. Then $`a^{}a=H_0(4x^2)^1`$; a careful version of this proof requires consideration of boundary conditions at $`x=0`$. Second (Herbst ), (A.1) is equivalent to $`x^1p^2x^14`$. Changing variables from $`x`$ to $`e^u=x`$, using the explicit form $`p^2(x,y)=\mathrm{max}(x,y)`$ for the kernel of $`p^2`$ with Dirichlet boundary conditions at zero, one gets that $`x^1p^2x^1`$ is unitarily equivalent to convolution with $`e^{\frac{1}{2}|u|}`$ on $`L^2()`$. This operator has norm $`_{\mathrm{}}^{\mathrm{}}e^{\frac{1}{2}|u|}𝑑u=4`$. This argument also shows that the operator has continuous spectrum, so if its norm is larger than $`1`$, a Birman-Schwinger-type argument provides an alternate proof of an infinity of bound states.

For reasons that will become clear when we discuss the two-dimensional case, we need more on the borderline $`\frac{1}{4}x^2`$ case.

###### Theorem A.2.

Let

$$X_\gamma (x)=\frac{1}{4x^2}\gamma \chi _{(2,\mathrm{})}(x)\frac{1}{x^2(\mathrm{log}x)^2}$$
(A.2)
Let $`V`$ be a bounded function on $`[0,\mathrm{})`$ with $`V(x)0`$ as $`x\mathrm{}`$. Then

* If $`V(x)X_{\gamma =1/4}(x)`$ for large $`x`$, then $`H_0+V`$ has finitely many bound states.
* If $`V(x)X_\gamma (x)`$ for some $`\gamma >\frac{1}{4}`$ and all large $`x`$, then $`H_0+V`$ has infinitely many bound states.

###### Proof.

Let $`u_\alpha =x^{1/2}(\mathrm{log}x)^\alpha `$ in the region $`x>2`$. Then

$$u^{\prime \prime }+X_{\gamma =\alpha (\alpha 1)}u=0$$

by a direct calculation. The proof is now identical to that of Theorem A.1. ∎

###### Theorem A.3.

Let $`H_0=\mathrm{\Delta }`$ on $`L^2(^\nu )`$. Let $`V`$ be a bounded function on $`^\nu `$ with $`V(x)0`$ as $`|x|\mathrm{}`$. Then

* If $`\nu 3`$ or on $`L^2([0,\mathrm{}))`$ with Dirichlet boundary conditions at $`0`$ and $`V(x)\frac{(\nu 2)^2}{4}|x|^2`$, then $`\mathrm{\Delta }+V`$ has no negative spectrum. If this holds for all $`|x|>R_0`$, then $`\mathrm{\Delta }+V`$ has finite negative spectrum. In any event, one has Hardy’s inequality,

$$\frac{(\nu 2)^2}{4}\frac{|\phi (x)|^2}{|x|^2}d^\nu x|\phi (x)|^2d^\nu x$$
(A.3)
* If $`\nu =2`$ and $`V(x)\frac{1}{4}(|x|\mathrm{log}|x|)^2`$ for all $`|x|R_0`$, then $`\mathrm{\Delta }+V`$ has finite negative spectrum.
* If $`\nu 2`$ and $`V(x)(1+\epsilon )\frac{(\nu 2)^2}{4}|x|^2`$ for $`|x|R_0`$, then $`\mathrm{\Delta }+V`$ has infinite negative spectrum.
* If $`\nu =2`$ and $`V(x)(1+\epsilon )\frac{1}{4}(|x|\mathrm{log}|x|)^2`$ for all $`|x|>R_0`$, then $`\mathrm{\Delta }+V`$ has an infinite negative spectrum.

###### Proof.

By the min-max principle, it suffices to consider the case where $`V`$ is spherically symmetric. In that case, $`\mathrm{\Delta }+V`$ is unitarily equivalent (see \[28, pp. 160–161\]) to a discrete sum $`H_{\mathrm{},m}`$ on $`L^2([0,\mathrm{}),dr)`$ where

$$H_{\mathrm{},m}=\frac{d^2}{dr^2}+\frac{(\nu 1)(\nu 3)}{4}\frac{1}{r^2}+\frac{\kappa _{\mathrm{}}}{r^2}+V$$

where $`\kappa _{\mathrm{}=0}=0`$ and all other $`\kappa `$’s have $`\kappa _{\mathrm{}}>0`$ and $`\kappa _{\mathrm{}}\mathrm{}`$. Since $`\frac{(\nu 1)(\nu 3)}{4}\frac{1}{4}=\frac{(\nu 2)^2}{4}`$, this result follows from the previous two theorems. ∎

The following result seems to be new:

###### Theorem A.4.

Let $`\nu 3`$. Let $`V(x)`$ be a function on $`^\nu `$ so that for any $`\alpha `$, $`m(\alpha )|\{x|V(x)|>\alpha \}|`$ is finite. Suppose

$$\underset{\alpha 0}{lim}\alpha ^{\nu /2}m(\alpha )<\tau _\nu \left(\frac{\nu 2}{2}\right)^\nu $$
(A.4)
where $`\tau _\nu `$ is the volume of the unit ball in $`^\nu `$. Then $`\mathrm{\Delta }+V`$ has a finite number of bound states.

###### Proof.

Let $`V_0=\frac{(\nu 2)^2}{4}\frac{1}{|x|^2}`$. $`m_0(\alpha )|\{xV_0(x)>\alpha \}|=\tau _\nu (\frac{\nu 2}{2})^\nu \alpha ^{\nu /2}`$ so (A.4) implies $`V=V_1+V_2`$ where $`V_1L^{\nu /2}`$ and $`V_2`$ has a spherical rearrangement, $`V_2^{}`$ (see ) with

$$V_2^{}(1\epsilon )V_0^{}$$

for some $`\epsilon >0`$. Now $`\mathrm{\Delta }+V=\epsilon (\mathrm{\Delta })+V_1+(1\epsilon )[\mathrm{\Delta }+(1\epsilon )^1V_2]`$. By the Cwikel-Lieb-Rozenblum  bound, $`\epsilon (\mathrm{\Delta })+V_1`$ has finite negative spectrum. By (A.3),

$$V_0^{1/2}(\mathrm{\Delta })^1V_0^{1/2}1$$

The Brascamp-Lieb-Luttinger inequality  shows

$$|V_2|^{1/2}(\mathrm{\Delta })^1|V_2|^{1/2}V_2^{1/2}(\mathrm{\Delta })V_2^{1/2}$$

It follows that $`\mathrm{\Delta }+(1\epsilon )^1V_2`$ has no negative spectrum. ∎

We note that the main part of this paper has results that extend some of these results to Schrödinger operators with oscillatory potentials; see Theorem 2.2. We now turn to the discrete Jacobi case, beginning with

###### Theorem A.5.

Let $`J_0`$ be the free Jacobi matrix. Then

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{1}{4n^2}|u(n)|^2(u,(2J_0)u)$$
(A.5)
Remarks. 1. We will see below that $`\frac{1}{4}`$ is the optimal constant in this inequality, that is, it is false if $`\frac{1}{4}`$ is replaced by a larger constant.

2. However, $`\frac{1}{4n^2}`$ can be replaced by $`\frac{1}{4n^2}+\frac{5}{32n^4}`$ or, more generally, $`[(1+\frac{1}{n})^{1/2}+(1\frac{1}{n})^{1/2}2]`$.

###### Proof.

There is a Sturm theory in the discrete case . One needs to look at zeros of the linear interpolation of $`u`$. In particular, if $`b_n`$ is such that there is a positive solution $`u_0`$ of

$$(J_0+b)u_0=2u_0$$
(A.6)
then $`(2J_0b)0`$. Let $`u_0(n)=n^{1/2}`$ for $`n0`$. Define for $`n1`$,

$$b_n=\frac{u_0(n+1)+u_0(n1)}{u_0(n)}2=\left(1+\frac{1}{n}\right)^{1/2}+\left(1\frac{1}{n}\right)^{1/2}2$$

Thus (A.6) is obeyed so $`(2J_0b)0`$ or $`b_n|u(n)|^2(u,(2J_0)u)`$ for any $`u`$. Since $`(1x)^{1/2}=1_{n=1}^{\mathrm{}}c_nx^n`$ with $`c_n0`$ and $`c_2=\frac{1}{8}`$, $`b_n\frac{1}{4n^2}`$. ∎

###### Theorem A.6.

Let $`J`$ be a Jacobi matrix with

$$lim\; supn^2|a_n1|=\gamma _a$$
(A.7)
$$lim\; supn^2|b_n|=\gamma _b$$
(A.8)
both finite with

$$2\gamma _a+\gamma _b<\frac{1}{4}$$
(A.9)
Then $`J`$ has finitely many bound states outside $`[2,2]`$.

Remarks. 1. As we will see, the $`\frac{1}{4}`$ in (A.9) cannot be improved.

2. In , Chihara proves $`J`$ has finitely many eigenvalues if

$$lim\; sup\left(n^2[(a_n^21)\pm \frac{1}{2}(b_n+b_{n1})]\right)<\frac{1}{16}$$
(A.10)
(We take his Jacobi matrix and multiply by $`2`$ to get the $`[2,2]`$ rather than $`[1,1]`$ normalization; then his $`c_n`$ and $`\lambda _n`$ are related to ours by $`a_n=\sqrt{4\lambda _{n+1}}`$, $`b_n=2c_n`$.) This leads to $`2\gamma _a+\gamma _b<\frac{1}{16}`$, so our result, which is best possible, is better by a factor of $`4`$.

3. Because having no eigenvalues remains true if the $`a_n`$’s are decreased, (A.7) can be replaced by $`n^2(a_n1)_+`$, although it still must be true that $`a_n1`$ as $`n\mathrm{}`$.

###### Proof.

By (4.1), it suffices to prove the spectrum above $`2`$ is finite. Pick $`\epsilon `$ so that

$$\frac{2\gamma _a+\gamma _b+3\epsilon }{1\epsilon }\frac{1}{4}$$
(A.11)
By changing $`a_n`$ and $`b_n`$ on a finite set (which, because it is a finite rank perturbation of $`J`$, cannot change the finiteness of the number of eigenvalues), we can assume for all $`n`$,

$$|a_{n1}1|+|a_n1|\frac{2(\gamma _a+\epsilon )}{n^2}a_n1\epsilon |b_n|\frac{\gamma _b+\epsilon }{n^2}$$
(A.12)
By (5.1), we then have

$`(u,(2J)u)`$ $`(1\epsilon )(u,(2J_0)u){\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2\gamma _a+\gamma _b+3\epsilon }{n^2}}u_n^2`$
$`(1\epsilon )\left[(u,(2J_0)u)\frac{1}{4}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{u_n^2}{n^2}}\right]0`$
where we first use (A.11) and then (A.5). ∎

In the other direction, we have

###### Theorem A.7.

Let $`J`$ be a Jacobi matrix with

$$lim\; infn^2(a_n1)=\gamma _a$$
(A.13)
$$lim\; infn^2b_n=\gamma _b$$
(A.14)
with $`\gamma _a0`$, $`\gamma _b0`$, and

$$2\gamma _a+\gamma _b>\frac{1}{4}$$
(A.15)
Suppose also that

$$\underset{n\mathrm{}}{lim}|a_n1|+|b_n|=0$$

Then $`J`$ has an infinity of eigenvalues in $`[2,\mathrm{})`$.

Remark. The existence of $`O(\frac{1}{n^2})`$ potentials with an infinity of eigenvalues evoked some interest because Case  claimed that if $`supn^2[|a_n1|+|b_n|]<\mathrm{}`$, there were only finitely many eigenvalues. Chihara  produced a counterexample with $`b_n\frac{1}{2n^2}`$, $`a_n1\frac{3}{8n^2}`$ (after changing to our normalization), so $`2\gamma _a+\gamma _b=\frac{5}{4}`$, larger than the needed $`\frac{1}{4}`$ our theorem allows.

###### Proof.

If there are only finitely many eigenvalues, the solution of $`(J2)u=0`$ with $`u(0)=0`$ has only finitely many zeros so, by restricting to the region beyond the zeros and using Sturm theory, we see there is an $`N_0`$ so

$$u(n)=0,nN_0u,(2J)u0$$
(A.16)
Define $`\stackrel{~}{a}_n=\mathrm{min}(a_n,1+\frac{\gamma _a}{n^2})`$, $`\stackrel{~}{b}_n=\mathrm{min}(b_n,\frac{\gamma _b}{n^2})`$ so

$$lim[n^2(\stackrel{~}{a}_n1)+n^2(\stackrel{~}{a}_{n1}1)+n^2\stackrel{~}{b}_n]=2\gamma _a+\gamma _b>\frac{1}{4}$$
(A.17)
By (5.1) and (A.16) if $`u(n)=0`$ for $`nN_0`$,

$`0`$ $`(u,(2J)u)`$
$`={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}a_n(u(n)u(n+1))^2+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(b_n(a_n1)(a_{n1}1))u(n)^2`$
$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}a_n(u(n)u(n+1))^2+{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}(\stackrel{~}{b}_n(\stackrel{~}{a}_n1)(\stackrel{~}{a}_{n1}1)]u(n)^2`$ (A.18)
since $`b_n\stackrel{~}{b}_n`$, etc.

Given $`\phi C_0^{\mathrm{}}(0,\mathrm{})`$ and $`\mathrm{}=1,2,\mathrm{}`$, pick

$$u_n^{\mathrm{}}=\sqrt{\mathrm{}}\phi \left(\frac{n}{\mathrm{}}\right)$$
(A.19)
Since $`\text{supp}(\phi )`$ is a compact subset of $`(0,\mathrm{})`$, $`u_n^{(\mathrm{})}=0`$ if $`n\epsilon \mathrm{}`$ for some $`\epsilon >0`$, so (A.18) holds for $`\mathrm{}`$ large. Since $`a_n1`$,

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}a_n(u_n^{(\mathrm{})}u_{n+1}^{(\mathrm{})})^2`$ $`={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}a_n\left({\displaystyle \frac{\phi (\frac{n}{\mathrm{}})\phi (\frac{n+1}{\mathrm{}})}{\frac{1}{\mathrm{}}}}\right)^2{\displaystyle \frac{1}{\mathrm{}}}`$
$`{\displaystyle \phi ^{}(x)^2𝑑x}`$
Similarly, by (A.17),

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}[\stackrel{~}{b}_n`$ $`(\stackrel{~}{a}_n1)(\stackrel{~}{a}_{n1}1)]u_n^2`$
$`={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}n^2[\stackrel{~}{b}_n(\stackrel{~}{a}_n1)(\stackrel{~}{a}_{n1}1)]{\displaystyle \frac{\phi (\frac{n}{\mathrm{}})^2}{(\frac{n}{\mathrm{}})^2}}{\displaystyle \frac{1}{\mathrm{}}}`$
$`{\displaystyle \left(\frac{2\gamma _a+\gamma _b}{x^2}\right)\phi (x)^2𝑑x}`$
we thus have that

$$\frac{d^2}{dx^2}\frac{2\gamma _a+\gamma _b}{x^2}0$$

violating Theorem A.1(ii). This contradiction proves that $`J`$ must have infinitely many eigenvalues. ∎


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# The Compton-thick AGN in the GPS radio source OQ+208

## 1 Introduction

GigaHertz Peaked Spectrum radio sources are a class of powerful ($`L_{radio}10^{45}`$ erg s-1) radio sources, defined by a simple convex spectrum peaking near 1 GHz. They represent $``$10% of the 5 GHz selected sources, i.e. a significant fraction of the powerful radio sources in the universe. They are characterized by compact radio cores, most likely not extending beyond the narrow-line regions (NLRs; $``$1 kpc). Some of them exhibit very faint extended radio emission on scales larger than the host galaxy (Baum et al. 1990; Stanghellini et al. 1990; Fanti et al. 2001), but rarely on Mpc scales (Schoenmakers et al. 1999). Their radio morphologies and host galaxies are generally consistent with classical 3CR doubles. Emission-lines optical spectra suggest interaction between the radio source and emission-line gas, as well as dust obscuration. Mid-IR measurements suggest the existence of a powerful hidden active nucleus (Heckman et al. 1994: see, however, de Vries et al. 1998 and Fanti et al. 2000 for a different point of view).

Two scenarios are currently proposed to explain the nature of GPS sources:

1. the young scenario: GPS could be young versions of large scale radio galaxies at an earlier stage of their formation (Carvalho 1985: Mutel & Philips 1988; Fanti et al. 1995; Readhead et al. 1996: O’Dea & Baum 1997). In this scenario, objects which are $``$100 pc in size are about 104 years old, which is consistent with proper motion measurements on about 10 of them (Fanti 2000)
2. the frustrated scenario: GPS may represent ”aborted” classical doubles, which will never reach their full maturity because they are embedded in a dense and turbulent medium, able to confine and trap the radio-emitting region on the scale-length of the NLRs (van Brueghel et al. 1984; O’Dea et al. 1991)

X-ray observations can provide an important contribution to elucidate the nature of this class of objects. In facts:

* measurements of hot gas, through its optically thin emission peaking in the soft X-rays, may provide indication for the presence of hot confining medium (O’Dea et al. 1996) . Constraints on the presence of such a gas phase from other wavelengths are not conclusive (Kameno et al. 2000; Marr et al. 2001)
* measurements of heavy X-ray absorption (in the most extreme case Compton-thick, $`N_H>\sigma _T^110^{24}`$ cm-2) may indicate the presence of cold confining matter, to be compared with hydrodynamical models (De Young 1993; Carvalho 1994, 1998) to identify possible mechanisms responsible for the confinement of the jet
* the detection of large-scale X-ray jets may challenge one or more of our current assumptions on the nature of GPS sources (Siemiginowska et al. 2002)

The properties of the cold and hot phases, that one can derive from the X-ray spectral fitting may therefore provide a test for the ”frustration” scenario.

Unfortunately, GPS sources are X-ray weak: only 3 out of 9 GPS sources observed in the soft X-rays have been detected. Hints that this low rate may be due to absorption were put forward by Elvis et al. (1994) and Zhang & Marscher (1994). O’Dea et al. (1996) report the detection of a luminous ($`L_X2\times 10^{43}`$ erg s-1) and highly absorbed ($`N_H4\times 10^{22}`$ cm-2) hard X-ray source in 1314+125 ($`z=0.122`$). Siemiginowska et al. (2002) recently discovered with Chandra a prominent X-ray jet on scales $`300h_{50}^1`$ in PKS 1127-145 ($`z=1.187`$).

## 2 OQ+208: discovery of the first radio-loud Compton-thick AGN

We present in this paper results of the January 1999 ASCA observation of the GPS radio galaxy OQ+208 (1404+286; $`z=0.077`$). The

inverted X-ray spectrum (see Fig. 1; energy index $`\alpha =0.17\pm _{0.17}^{0.16}`$) and the remarkably strong (Equivalent Width, EW, $`900\pm 400`$ eV) Kα fluorescent neutral iron line ($`E_{centroid}=6.49\pm 0.09`$ keV) are best explained if the X-ray emission is dominated by the Compton-reflection of an otherwise invisible continuum. The column density covering the AGN is likely to be as large as $`10^{24}`$ cm-2. If this explanation is correct, 1404+286 would be the first radio-loud Compton-thick AGN ever observed. The alternative possibility of a Compton-thin absorber (still with $`N_H1.2\times 10^{23}`$ cm-2) is equally viable from the statistical point of view, although in this scenario there is no clear explanation for the extreme intensity of the iron line (Leighly & Creighton 1993). In both cases, a soft excess below 3 keV is present, which can be explained as thermal emission from an optically thin hot gas, whose temperature is, however, loosely constrained ($`T>3.8\times 10^7`$ K; cf. the right panel of Fig. 1). Again, the quality of the ASCA data is not good enough to rule out alternative explanations for the soft X-ray emission, as electron scattering of the primary nuclear emission. The observed fluxes are 0.7 and $`5.5\times 10^{13}`$ erg cm-2 s-1 in the 0.5–2 keV and 2–10 keV bands, respectively. They correspond to rest-frame unabsorbed luminosities of $`1.7\times 10^{42}`$ and $`1.4\times 10^{43}`$ erg s-1 in the same energy bands. However, if the bulk of the hard X-ray emission is indeed due to Compton-reflection, the true intrinsic 2–10 keV luminosity of 1404+286 is likely to be at least one order of magnitude higher (Guainazzi et al. 1999; Awaki et al. 2000).

Although the measurement of the iron line is robust, and points unambiguously to a reflection-dominated spectrum, the overall spectral deconvolution is still ambiguous. Time has been allocated for the XMM-Newton 2 observational cycle (January-September 2003) to reobserve this target. The unprecedented collecting power of XMM-Newton in the hard X-rays (Jansen et al. 2001) will allow us to unambiguously characterize all the spectral components in this intriguing source.

## 3 The XEUS perspective

Only with XEUS one can get spectroscopic information on GPS sources at cosmological redshifts, where most of them are located (cf. Fig. 2).

Simulations have been done, placing at redshift of $`z=1`$ (Fig. 3; upper and central panels) and $`z=3`$ (lower panels) the two GPS sources for which hard X-ray measurements are available (see above). An exposure time of 50 ks has been assumed throughout, and the CIS Superconducting Tunnelling Junctions detectors response matrices employed. In each spectral plot, the lower curve corresponds to the initial configuration, the upper curve corresponds to the final configuration one. The iso-$`\chi ^2`$ contours plots refer to the latter case.


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# Mechanism for the Intermittent Route to Strange Nonchaotic Attractors

thanks: Department of Physics and Department of Electrical and Computing Engineering, University of Maryland, College Park, Maryland 20742

## Abstract

Intermittent strange nonchaotic attractors (SNAs) appear typically in quasiperiodically forced period-doubling systems. As a representative model, we consider the quasiperiodically forced logistic map and investigate the mechanism for the intermittent route to SNAs using rational approximations to the quasiperiodic forcing. It is thus found that a smooth torus is transformed into an intermittent SNA via a phase-dependent saddle-node bifurcation when it collides with a new type of “ring-shaped” unstable set. Besides this intermittent transition, other transitions such as the interior, boundary, and band-merging crises may also occur through collision with the ring-shaped unstable sets. Hence the ring-shaped unstable sets play a central role for such dynamical transitions. Furthermore, these kinds of dynamical transitions seem to be “universal,” in the sense that they occur typically in a large class of quasiperiodically forced period-doubling systems.

Recently much attention has been paid to the study of quasiperiodically forced systems because of the generic appearance of strange nonchaotic attractors (SNAs) PNR . SNAs were first described by Grebogi et al. Greb  and since then have been extensively investigated both numerically MD ; Ka ; HH ; PD ; PD2 ; Kuz ; CGS ; NK ; YL ; PMR ; Witt ; VL ; NPR ; OF  and experimentally Exp . SNAs exhibit some properties of regular as well as chaoic attractors. Like regular attractors, their dynamics is nonchaotic; like typical chaotic attractors, they exhibit fractal phase space structure. Furthermore, SNAs are related to Anderson localization in the Schr$`\ddot{\mathrm{o}}`$dinger equation with a spatially quasiperiodic potential QS , and they may have a practical application in secure communication SC . Therefore, dynamical transitions in quasiperiodically forced systems have become a topic of considerable current interest. However, their mechanisms are still much less understood than those in unforced or periodically forced systems.

Here we are interested in the dynamical transition to SNAs accompanied by intermittent behavior, as reported in PMR . As a parameter passes a threshold value, a smooth torus is abruptly transformed into an intermittent SNA. Near the transition point, the intermittent dynamics on the SNA was characterized in terms of the average interburst time and the Lyapunov exponent. This route to an intermittent SNA is quite general and has been observed in a number of quasiperiodically forced period-doubling maps and flows (e.g., see Witt ; VL ). It has been suggested NPR  that the observed intermittent behavior results through interaction with an unstable orbit. However, in the previous work, such an unstable orbit was not located, and thus the bifurcation mechanism for the intermittent transition still remains unclear.

In this paper, we study the underlying mechanism of the intermittency in the quasiperiodically forced logistic map $`M`$ HH  which is a representative model for the quasiperiodically forced period-doubling systems:

$$M:\{\begin{array}{c}x_{n+1}=(a+\epsilon \mathrm{cos}2\pi \theta _n)x_n(1x_n),\hfill \\ \theta _{n+1}=\theta _n+\omega (\mathrm{mod}\mathrm{\hspace{0.33em}1}),\hfill \end{array}$$
(1)
where $`x[0,1]`$, $`\theta S^1`$, $`a`$ is the nonlinearity parameter of the logistic map, and $`\omega `$ and $`\epsilon `$ represent the frequency and amplitude of the quasiperiodic forcing, respectively. We set the frequency to be the reciprocal of the golden mean, $`\omega =(\sqrt{5}1)/2`$. The intermittent transition is then investigated using the rational approximations (RAs) to the quasiperiodic forcing. For the case of the inverse golden mean, its rational approximants are given by the ratios of the Fibonacci numbers, $`\omega _k=F_{k1}/F_k`$, where the sequence of $`\{F_k\}`$ satisfies $`F_{k+1}=F_k+F_{k1}`$ with $`F_0=0`$ and $`F_1=1`$. Instead of the quasiperiodically forced system, we study an infinite sequence of periodically forced systems with rational driving frequencies $`\omega _k`$. We suppose that the properties of the original system $`M`$ may be obtained by taking the quasiperiodic limit $`k\mathrm{}`$. Using this technique we observe a new type of invariant unstable set, which will be referred to as the “ring-shaped” unstable set in accordance with its geometry. When a smooth torus (corresponding to an ordinary quasiperiodic attractor) collides with this ring-shaped unstable set, a transition to an intermittent SNA is found to occur.

We also note that the quasiperiodically forced logistic map $`M`$ is noninvertible, because its Jacobian determinant becomes zero along the critical curve, $`L_0=\{x=0.5,\theta [0,1)\}`$. Critical curves of rank $`k`$, $`L_k`$ $`(k=1,2,\mathrm{})`$, are then given by the images of $`L_0`$, \[i.e., $`L_k=M^k(L_0)`$\]. Segments of these critical curves can be used to define a bounded trapping region of the phase space, called an “absorbing area,” inside which, upon entering, trajectories are henceforth confined Mira . It is found that the newly-born intermittent SNA fills the absorbing area. Hence the global structure of the SNA is determined by the critical curves.

Figure 1(a) shows a phase diagram in the $`a\epsilon `$ plane. Each phase is characterized by the Lyapunov exponent $`\sigma _x`$ in the $`x`$-direction as well as the phase sensitivity exponent $`\delta `$. The exponent $`\delta `$ measures the sensitivity with respect to the phase of the quasiperiodic forcing and was introduced in PD  to characterize the strangeness of an attractor. A smooth torus that has a negative Lyapunov exponent without phase sensitivity $`(\delta =0)`$ exists in the region denoted by $`T`$ and shown in light gray. Upon crossing the solid line, the smooth torus becomes unstable and bifurcates to a smooth doubled torus in the region denoted by $`2T`$. Chaotic attractors with positive Lyapunov exponents exist in the region shown in black. Between these regular and chaotic regions, SNAs that have negative Lyapunov exponents with high phase sensitivity $`(\delta >0)`$ exist in the regions shown in gray and dark gray. Consistent with their positive phase sensitivity exponent $`\delta `$, these SNAs are observed to have fractal structure PD . Here we restrict our considerations only to the intermittent SNAs that exist in the thin gray region \[e.g., see a magnified part in Fig. 1(a)\]. (In the dark-gray region, nonintermittent SNAs, born through other mechanisms, such as gradual fractalization NK  and torus collision HH , exist.) Note that this phase diagram is typical for quasiperiodically forced period-doubling systems PMR ; Witt ; VL ; NPR ; OF ; Kim , and its main interesting feature is the existence of the “tongue” of quasiperiodic motion that penetrates into the chaotic region and separates it into upper and lower parts. We also note that this tongue lies near the terminal point (denoted by the cross) of the torus doubling bifurcation curve. When crossing the upper boundary of the tongue, a smooth torus is transformed into an intermittent SNA that exists in the thin gray region. Hereafter this intermittent route to SNAs will be referred to as the route $`a`$ \[see Fig. 1(a)\].

As an example, we consider the case $`a=3.38`$. Figure 1(b) shows a smooth torus with $`\sigma _x=0.059`$ for $`\epsilon =\mathrm{0.584\hspace{0.17em}7}`$ inside an absorbing area whose boundary is formed by segments of the critical curves $`L_k`$ $`(k=1,\mathrm{},5)`$ (the dots indicate where these segments connect). We also note that the smooth unstable torus $`x=0`$ and its first preimage $`x=1`$ form the basin boundary of the smooth torus in the $`\theta x`$ plane. However, as $`\epsilon `$ passes a threshold value $`\epsilon ^{}`$ $`(=\mathrm{0.584\hspace{0.17em}726\hspace{0.17em}781})`$, a transition to an intermittent SNA occurs. As shown in Fig. 1(c) for $`\epsilon =\mathrm{0.584\hspace{0.17em}75}`$, the newly-born intermittent SNA with $`\sigma _x=0.012`$ and $`\delta =19.5`$ appears to fill the absorbing area, and its typical trajectory spends most of its time near the former torus with sporadic large bursts away from it. This intermittent transition may be expected to have occurred through collision of the smooth attracting torus with an unstable orbit. However, the smooth unstable torus $`x=0`$ cannot interact with the smooth stable torus, because it lies outside the absorbing area. Hence we search inside the absorbing area for an unstable orbit that might collide with the smooth stable torus.

Using RAs we find a new type of ring-shaped unstable set that causes the intermittent transition through collision with the smooth torus. When passing the dashed curve in Fig. 1(a), such a ring-shaped unstable set appears via a phase-dependent saddle-node bifurcation. This bifurcation has no counterpart in the unforced case. (The dashed line is numerically obtained for the sufficiently large level $`k=10`$ of the RAs.) For each RA of level $`k`$, a periodically forced logistic map with the rational driving frequency $`\omega _k`$ has a periodic or chaotic attractor that depends on the initial phase $`\theta _0`$ of the external force. Then the union of all attractors for different $`\theta _0`$ gives the $`k`$th approximation to the attractor in the quasiperiodically forced system. As an example, consider the RA of low level $`k=6`$. As shown in Fig. 2(a) for $`a=3.246`$ and $`\epsilon =0.446`$, the RA to the smooth torus, consisting of stable orbits with period $`F_6`$ $`(=8)`$, exists inside an absorbing area bounded by segments of the critical curves $`L_k`$ $`(k=1,\mathrm{},4)`$.

Note also that a ring-shaped unstable set, born via a phase-dependent saddle-node bifurcation and composed of 8 small rings, lies inside the absorbing area. At first, each ring consists of the stable (shown in black) and unstable (shown in gray) orbits with the forcing period $`F_6`$ $`(=8)`$ \[see the inset in Fig. 2(a)\]. However, as the parameters increase, a chaotic attractor appears through period doublings of the stable periodic orbit, and then it disappears through collision with the unstable $`F_6`$-periodic orbit (see Fig. 2(b) for $`a=3.26`$ and $`\epsilon =0.46`$). With further increase in the parameters, both the size and shape of the rings change, and for sufficiently large parameters, each ring consists of a large unstable part (shown in gray) and a small attracting part (shown in black), as shown in Fig. 2(c) for $`a=3.326`$ and $`\epsilon =0.526`$. \[Note that the unstable part (plotted in the gray) of each ring consists of only unstable orbits whose period is the same as that of the forcing, i.e., $`F_k`$.\] For the same parameter values as in Fig. 2(c), we increase the level of the RA to $`k=8`$. Then the number of rings $`(=336)`$ increases significantly, and the unstable part \[shown in gray and consisting of unstable orbits with period $`F_8`$ $`(=21)`$\] becomes dominant, because the attached attracting part (shown in black) becomes negligibly small \[see Fig. 2(d)\]. In this way, with increasing the level $`k`$ the ring-shaped unstable set consists of a larger number of rings with smaller attracting part. Hence, in the quasiperiodic limit these ring-shaped unstable sets seem to form a complicated unstable set composed of only unstable orbits.

In what follows we use RAs to explain the mechanism for the intermittent transition occurring in Figs. 1(b) and 1(c) for $`a=3.38`$.

Figures 3(a) and 3(b) show that, inside the absorbing area, the ring-shaped unstable set (shown in gray) lies very close to the smooth torus (shown in black) for $`\epsilon =0.586`$ in the RA of level $`k=8`$. As $`\epsilon `$ passes a threshold value $`\epsilon _8`$ $`(=\mathrm{0.586\hspace{0.17em}366})`$, a phase-dependent saddle-node bifurcation occurs via a collision between the smooth torus and the ring-shaped unstable set, and then “gaps,” where no orbits with period $`F_8`$ $`(=21)`$ exist, are formed. A magnified gap is shown in Fig. 3(c) for $`\epsilon =\mathrm{0.584\hspace{0.17em}6}`$. Note that this gap is filled by intermittent chaotic attractors together with orbits with period higher than $`F_8`$ embedded in very small windows. As shown in Fig. 3(d), the RA to the whole attractor consists of the union of the periodic component and the intermittent chaotic component, where the latter occupies the $`21`$ gaps in $`\theta `$ and is vertically bounded by segments of the critical curves $`L_k`$ $`(k=1,\mathrm{},5)`$. However, the periodic component is dominant: the average Lyapunov exponent $`(<\sigma _x>=0.09)`$ is negative, where $`<\mathrm{}>`$ denotes the average over the whole $`\theta `$. We note that Fig. 3(d) seems to be similar to Fig. 1(c), although the level $`k=8`$ is low. Increasing the level up to $`k=15`$ we find that the threshold value $`\epsilon _k`$ at which the phase-dependent saddle-node bifurcation occurs converges to the quasiperiodic limit $`\epsilon ^{}`$ $`(=\mathrm{0.584\hspace{0.17em}726\hspace{0.17em}781})`$ in an algebraic way, $`|\mathrm{\Delta }\epsilon _k|F_k^\alpha `$, where $`\mathrm{\Delta }\epsilon _k=\epsilon _k\epsilon ^{}`$ and $`\alpha 2.2`$ Kim . Furthermore, in the quasiperiodic limit $`k\mathrm{}`$ the RA to the attractor has a dense set of gaps that are filled by intermittent chaotic attractors and bounded by portions of the critical curves. Thus, an intermittent SNA, containing the ring-shaped unstable set and filling the absorbing area, appears, as shown in Fig. 1(c). In addition, we find that as $`\epsilon `$ passes another threshold value $`\epsilon _c`$ $`(=\mathrm{0.584\hspace{0.17em}8})`$, this SNA is transformed into a chaotic attractor with a positive Lyapunov exponent. Using the RA, this transition to chaos may also be explained. For each RA, its angle averaged Lyapunov exponent $`<\sigma _x>`$ is given by the sum of the “weighted” Lyapunov exponents of the periodic and chaotic components of the RA, $`\mathrm{\Lambda }_p`$ and $`\mathrm{\Lambda }_c`$, (i.e. $`<\sigma _x>=\mathrm{\Lambda }_p+\mathrm{\Lambda }_c)`$, where $`\mathrm{\Lambda }_{p(c)}M_{p(c)}<\sigma _x>_{p(c)}`$, and $`M_{p(c)}`$ and $`<\sigma >_{p(c)}`$ are the Lebesgue measure in $`\theta `$ and average Lyapunov exponent of the periodic (chaotic) component, respectively. After passing a threshold value where the magnitude of $`\mathrm{\Lambda }_p`$ and $`\mathrm{\Lambda }_c`$ are balanced, the chaotic component becomes dominant, and hence a chaotic attractor appears. (More details will be given in Ref. Kim .)

To sum up, using RAs we have found the mechanism for the intermittent route to SNAs in the quasiperiodically forced logistic map. When a smooth torus makes a collision with a new type of ring-shaped unstable set, a transition to an intermittent SNA, bounded by segments of critical curves, occurs via a phase-dependent saddle-node bifurcation. Other typical transitions such as interior \[routes b and c in Fig. 1(a)\] and boundary \[routes d and e in Fig. 1(a)\] crises may also occur near the main tongue through interaction with the ring-shaped unstable set Kim . Furthermore, as $`\epsilon `$ decreases toward zero, similar tongues appear successively near the terminal points of the higher-order torus-doubling bifurcations Kaneko , and band-merging crises may also occur through collision with the ring-shaped unstable set Kim . Consequently ring-shaped unstable sets play a central role for dynamical transitions occurring near the tongues. Finally, we note that these kinds of dynamical transitions seem to be “universal,” in that we observe that they occur in typical quasiperiodically forced period-doubling systems of different nature, such as the quasiperiodically forced Hénon map, ring map, and pendulum Kim .

###### Acknowledgements.

S.Y.K. thanks A. Jalnine for fruitful discussions on dynamical transitions in quasiperiodically forced systems. This work was supported by the Korea Research Foundation (Grant No. KRF-2001-013-D00014) and the National Science Foundation.