Lecture Notes in Functional Analysis
by William L. Paschke
edition 0.9
image/svg+xml
G. Operators and Differential Equations
Consider the differential equation
y function ‴ third derivative + plus p function ( t real number ) times y function ″ second derivative + plus q function ( t real number ) times y function ′ derivative + plus r function ( t real number ) times y function = equals γ function ( t real number )
\[
y''' +p\mathopen{}\left( t\right)\mathclose{}y'' +q\mathopen{}\left( t\right)\mathclose{}y' +r\mathopen{}\left( t\right)\mathclose{}y= γ\mathopen{}\left( t\right)\mathclose{}
\] with
y function = equals y function ( t real number )
\(
y= y\mathopen{}\left( t\right)\mathclose{}
\) .
What is y function \( y \) given that p function \( p \) , q function \( q \) , r function \( r \) , and γ function \( γ \) belong to
C space of continuous functions ( [ interval a real number , b real number ] interval )
\(
\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}
\) ?
You can make the system first-order by passing to a linear system:
( matrix y function y function ′ derivative y function ″ second derivative )
′ derivative = equals ( matrix y function ′ derivative y function ″ second derivative y function ‴ third derivative ) = equals
( matrix 0 zero 0 zero γ function ( t real number ) )
′ derivative + plus
( matrix 0 zero 1 one 0 zero 0 zero 0 zero 1 one − r function ( t real number ) − p function ( t real number ) − q function ( t real number ) )
′ derivative times
( matrix y function y function ′ derivative y function ″ second derivative )
′ derivative
\[
\begin{bmatrix}y \\ y' \\ y'' \end{bmatrix}
' = \begin{bmatrix}y' \\ y'' \\ y''' \end{bmatrix}=
\begin{bmatrix}0 \\ 0 \\ γ\mathopen{}\left( t\right)\mathclose{}\end{bmatrix}
' +
\begin{bmatrix}0 & 1 & 0 \\ 0 & 0 & 1 \\ {-}r\mathopen{}\left( t\right)\mathclose{} & {-}p\mathopen{}\left( t\right)\mathclose{} & {-}q\mathopen{}\left( t\right)\mathclose{}\end{bmatrix}
'
\begin{bmatrix}y \\ y' \\ y'' \end{bmatrix}
'
\] Or, more compactly,
f vector = equals ( matrix y function y function ′ derivative y function ″ second derivative )
\(
\mathbf{f}= \begin{bmatrix}y \\ y' \\ y'' \end{bmatrix}
\)
satisfies
f vector ′ derivative = equals g vector + plus A matrix ( f vector )
\(
\mathbf{f}' = \mathbf{g}+A\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\) . Then
∫ integral a real number t real number
f vector ( x real number )
d x real number = equals f vector ( t real number ) - minus f vector ( a real number ) = equals ∫ integral a real number t real number g function ( x real number ) d x real number + plus ∫ integral a real number t real number
A matrix ( x real number ) times f vector ( x real number )
d x real number
;
\[
\int _{a}^{t}{}
\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x= \mathbf{f}\mathopen{}\left( t\right)\mathclose{}-\mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \int _{a}^{t}{}g\mathopen{}\left( x\right)\mathclose{}\,\mathrm{d}x+\int _{a}^{t}{}
A\mathopen{}\left( x\right)\mathclose{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\text{;}
\] that is,
f vector - minus T linear map ( f vector ) = equals f vector ( a real number ) + plus G vector
\(
\mathbf{f}-T\mathopen{}\left( \mathbf{f}\right)\mathclose{}= \mathbf{f}\mathopen{}\left( a\right)\mathclose{}+\mathbf{G}
\) where
G vector ( t real number ) = equals ∫ integral a real number t real number g function ( x real number ) d x real number
\(
\mathbf{G}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{}g\mathopen{}\left( x\right)\mathclose{}\,\mathrm{d}x
\) and
T linear map ( f vector ) ( t real number ) = equals ∫ integral a real number t real number
A matrix ( x real number ) times f vector ( x real number )
d x real number
\(
T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{}
A\mathopen{}\left( x\right)\mathclose{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\) . So we ought to have
f vector = equals ( 1 one - minus T linear map ) − 1 inverse ( f vector ( a real number ) + plus G group )
\(
\mathbf{f}= {\mathopen{}\left(1-T\right)\mathclose{}}^{-1}\mathopen{}\left( \mathbf{f}\mathopen{}\left( a\right)\mathclose{}+G\right)\mathclose{}
\) .
General setup: Fix
A matrix ∈ element of M n set of n-by-n matrices ( C space of continuous functions ( [ interval a real number , b real number ] interval ) )
\(
A\in \mathrm{M}_n\mathopen{}\left( \mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}\right)\mathclose{}
\)
(i.e.,
A matrix : maps [ interval a real number , b real number ] interval → to
ℒ bounded linear operators ( C complex numbers n integer )
\(
A : \mathopen{}\left[a, b\right]\mathclose{} \to
\mathcal{L}\mathopen{}\left( {\mathbb{C}}^{n}\right)\mathclose{}
\)
is continuous). Let
M real number = equals max maximum
x real number ∈ element of [ interval a real number , b real number ] interval
‖ A matrix ( x real number ) ‖
\(
M= \max_{
x\in \mathopen{}\left[a, b\right]\mathclose{}
}{}\mathopen{}\left\lVert{}A\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}
\) . Define
H Hilbert space = equals L 2 Lebesgue space (
[ interval a real number , b real number ] interval
2 two
) = equals { set f vector = equals ( matrix f function 1 one f function 2 two ⋮ f function n integer ) | such that
f function i integer ∈ element of L 2 Lebesgue space (
[ interval a real number , b real number ] interval
2 two
)
i integer ∈ element of { set 1 one 2 two ⋯ n integer } set
} set
.
\[
H= \mathrm{L}^{\mathrm{2}}\mathopen{}\left( {\mathopen{}\left[a, b\right]\mathclose{}}^{2}\right)\mathclose{}= \mathopen{}\left\{\, \mathbf{f}= \begin{bmatrix}{f}_{1} \\ {f}_{2} \\ \vdots \\ {f}_{n}\end{bmatrix}\,\middle\vert\,
, {f}_{i}\in \mathrm{L}^{\mathrm{2}}\mathopen{}\left( {\mathopen{}\left[a, b\right]\mathclose{}}^{2}\right)\mathclose{},
, i\in \mathopen{}\left\{\, 1, 2, \dotsb, n\,\right\}\mathclose{},
\,\right\}\mathclose{}
\text{.}
\]
This is a Hilbert space with inner product
〈 f vector , g vector 〉 = equals ∑ summation j integer
〈 f function j integer , g function j integer 〉
= equals ∑ summation j integer
∫ integral a real number b real number
f function j integer times g function j integer ¯ complex conjugate
\(
\mathopen{}\left\langle{}\mathbf{f}, \mathbf{g}\right\rangle\mathclose{}= \sum_{j}{}
\mathopen{}\left\langle{}{f}_{j}, {g}_{j}\right\rangle\mathclose{}
= \sum_{j}{}
\int _{a}^{b}{}
{f}_{j}\overline{{g}_{j}}
\) ; or, think
H Hilbert space = equals { set f vector : maps [ interval a real number , b real number ] interval → to C complex numbers n integer | such that
∫ integral a real number b real number
‖ f vector ( x real number ) ‖
2 two
d x real number < less than ∞ infinity
} set
\[
H= \mathopen{}\left\{\, \mathbf{f} : \mathopen{}\left[a, b\right]\mathclose{} \to {\mathbb{C}}^{n}\,\middle\vert\,
, \int _{a}^{b}{}
{\mathopen{}\left\lVert{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}}^{2}
\,\mathrm{d}x\lt \infty,
\,\right\}\mathclose{}
\] with
〈 f vector , g vector 〉 = equals ∫ integral a real number b real number
f vector ( x real number ) · dot product g vector ( x real number )
d x real number
\(
\mathopen{}\left\langle{}\mathbf{f}, \mathbf{g}\right\rangle\mathclose{}= \int _{a}^{b}{}
\mathbf{f}\mathopen{}\left( x\right)\mathclose{}\cdot \mathbf{g}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\)
as inner product where f vector ( x real number ) · dot product g vector ( x real number ) \( \mathbf{f}\mathopen{}\left( x\right)\mathclose{}\cdot \mathbf{g}\mathopen{}\left( x\right)\mathclose{} \) is the pointwise dot product.
Define
T linear map : maps H Hilbert space → to T linear map ( H Hilbert space )
\(
T : H \to T\mathopen{}\left( H\right)\mathclose{}
\)
by
( T linear map ( f vector ) ) ( t real number ) = equals ∫ integral a real number t real number
A matrix ( x real number ) times f vector ( x real number )
d x real number
\(
\mathopen{}\left(T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{}
A\mathopen{}\left( x\right)\mathclose{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\) .
For
t real number 1 one
\(
{t}_{1}
\)
and
t real number 2 two
\(
{t}_{2}
\)
in
[ interval a real number , b real number ] interval
\(
\mathopen{}\left[a, b\right]\mathclose{}
\)
(say
t real number 1 one < less than t real number 2 two
\(
{t}_{1}\lt {t}_{2}
\) ),
‖ T linear map ( f vector ( t real number 2 two ) ) - minus T linear map ( f vector ( t real number 1 one ) ) ‖ = equals ‖ ∫ integral t real number 1 one t real number 2 two
A matrix ( x real number ) times f vector ( x real number )
d x real number ‖ ≤ less than or equal to M real number times ∫ integral t real number 1 one t real number 2 two
‖ f function ( x real number ) ‖
d x real number ≤ less than or equal to M real number times ‖ f vector ‖ times
| modulus t real number 2 two - minus t real number 1 one | modulus
.
\[
\mathopen{}\left\lVert{}T\mathopen{}\left( \mathbf{f}\mathopen{}\left( {t}_{2}\right)\mathclose{}\right)\mathclose{}-T\mathopen{}\left( \mathbf{f}\mathopen{}\left( {t}_{1}\right)\mathclose{}\right)\mathclose{}\right\rVert\mathclose{}= \mathopen{}\left\lVert{}\int _{{t}_{1}}^{{t}_{2}}{}
A\mathopen{}\left( x\right)\mathclose{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x\right\rVert\mathclose{}\leq M\int _{{t}_{1}}^{{t}_{2}}{}
\mathopen{}\left\lVert{}f\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}
\,\mathrm{d}x\leq M\mathopen{}\left\lVert{}\mathbf{f}\right\rVert\mathclose{}\sqrt{
\mathopen{}\left\lvert{}{t}_{2}-{t}_{1}\right\rvert\mathclose{}
}
\text{.}
\] So,
T linear map ∈ element of ℒ bounded linear operators ( H Hilbert space )
\(
T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{}
\) and, furthermore, if
( sequence f vector k function ) sequence
\(
\mathopen{}\left({\mathbf{f}}_{k}\right)\mathclose{}
\)
is a bounded sequence
in H Hilbert space \( H \) , then each of the entries of the vector sequence
( sequence
T linear map ( f vector k function )
) sequence
\(
\mathopen{}\left(
T\mathopen{}\left( {\mathbf{f}}_{k}\right)\mathclose{}
\right)\mathclose{}
\)
is a bounded equicontinuous sequence of
C complex numbers n integer
\(
{\mathbb{C}}^{n}
\) -valued
functions. So, repeated application of Arzela's Theorem shows that
( sequence
T linear map ( f vector k function )
) sequence
\(
\mathopen{}\left(
T\mathopen{}\left( {\mathbf{f}}_{k}\right)\mathclose{}
\right)\mathclose{}
\)
has a uniformly (hence L 2 Lebesgue space \( \mathrm{L}^{\mathrm{2}} \) ) convergent subsequence.
Proposition III.51
T linear map ∈ element of 𝒦 compact linear operators ( H Hilbert space )
\(
T\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{}
\) .
Lemma III.52
If
f vector
\(
\mathbf{f}
\)
is differentiable on
[ interval a real number , b real number ] interval
\(
\mathopen{}\left[a, b\right]\mathclose{}
\)
with
f vector ′ derivative = equals A matrix ( f vector )
\(
\mathbf{f}' = A\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\)
and
f vector ( a real number ) = equals 0 vector
\(
\mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \mathbf{0}
\) ,
then
f vector ≡ equivalent 0 vector
\(
\mathbf{f}\equiv \mathbf{0}
\)
on
[ interval a real number , b real number ] interval
\(
\mathopen{}\left[a, b\right]\mathclose{}
\) .
For
c real number ∈ element of [ interval a real number , b real number ] interval
\(
c\in \mathopen{}\left[a, b\right]\mathclose{}
\) ,
let
R real number c real number = equals max maximum
x real number ∈ element of [ interval a real number , c real number ] interval
‖ f vector ( x real number ) ‖
\(
{R}_{c}= \max_{
x\in \mathopen{}\left[a, c\right]\mathclose{}
}{}
\mathopen{}\left\lVert{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}
\) .
Then for
a real number ≤ less than or equal to t real number ≤ less than or equal to c real number
\(
a\leq t\leq c
\) ,
f vector ( t real number ) = equals ∫ integral a real number t real number
A matrix ( x real number ) times f vector ( x real number )
d x real number
.
\[
\mathbf{f}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{}
A\mathopen{}\left( x\right)\mathclose{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\text{.}
\]
So,
‖ f vector ( t real number ) ‖ ≤ less than or equal to ∫ integral a real number t real number
‖ A matrix ( x real number ) ‖ times ‖ f vector ( x real number ) ‖
d x real number ≤ less than or equal to M real number times R real number c real number times ( t real number - minus a real number ) ≤ less than or equal to M real number times R real number c real number times ( c real number - minus a real number )
\(
\mathopen{}\left\lVert{}\mathbf{f}\mathopen{}\left( t\right)\mathclose{}\right\rVert\mathclose{}\leq \int _{a}^{t}{}
\mathopen{}\left\lVert{}A\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}\mathopen{}\left\lVert{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{}
\,\mathrm{d}x\leq M{R}_{c}\mathopen{}\left(t-a\right)\mathclose{}\leq M{R}_{c}\mathopen{}\left(c-a\right)\mathclose{}
\)
and (max on t real number \( t \) )
R real number c real number ≤ less than or equal to M real number times R real number c real number times ( c real number - minus a real number )
\(
{R}_{c}\leq M{R}_{c}\mathopen{}\left(c-a\right)\mathclose{}
\) .
It follows that if
R real number c real number > greater than 0 zero
\(
{R}_{c}\gt 0
\) ,
then
1 one ≤ less than or equal to M real number times ( c real number - minus a real number )
\(
1\leq M\mathopen{}\left(c-a\right)\mathclose{}
\) .
That is, if
M real number times ( c real number - minus a real number ) < less than 1 one
\(
M\mathopen{}\left(c-a\right)\mathclose{}\lt 1
\) ,
then
R real number c real number = equals 0 zero
\(
{R}_{c}= 0
\) .
So,
c real number ∈ element of ( interval a real number , a real number + plus 1 one M real number ) interval
\(
c\in \mathopen{}\left(a, a+\frac{1}{M}\right)\mathclose{}
\)
implies
R real number c real number = equals 0 zero
\(
{R}_{c}= 0
\) .
Keep going to
2 two M real number
\(
\frac{2}{M}
\) ,
etc.
Proposition III.53
σ ( T linear map ) = equals { set 0 zero } set
\(
\mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}= \mathopen{}\left\{\, 0\,\right\}\mathclose{}
\) .
By Proposition III.51 , it is enough to show T linear map \( T \) has no non-zero eigenvalue. Suppose
λ complex number ∈ element of C complex numbers ∖ set difference { set 0 zero } set
\(
λ\in \mathbb{C}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{}
\)
and
f vector ∈ element of H Hilbert space
\(
\mathbf{f}\in H
\)
satisfy
T linear map ( f vector ) = equals λ complex number times f vector
\(
T\mathopen{}\left( \mathbf{f}\right)\mathclose{}= λ\mathbf{f}
\) ,
that is,
f vector = equals 1 one λ complex number times T linear map ( f vector )
\(
\mathbf{f}= \frac{1}{λ}T\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\) .
Since
T linear map ( H Hilbert space ) ⊆ subset
C space of continuous functions ( [ interval a real number , b real number ] interval )
n integer
\(
T\mathopen{}\left( H\right)\mathclose{}\subseteq {\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}}^{n}
\) ,
it follows that
f vector
\(
\mathbf{f}
\)
is continuous. Then
f vector ( t real number ) = equals 1 one λ complex number times ∫ integral a real number t real number
A matrix ( x real number ) times f vector ( x real number )
d x real number
,
\[
\mathbf{f}\mathopen{}\left( t\right)\mathclose{}= \frac{1}{λ}\int _{a}^{t}{}
A\mathopen{}\left( x\right)\mathclose{}\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\text{,}
\] where
A matrix ( x real number )
\(
A\mathopen{}\left( x\right)\mathclose{}
\)
and
f vector ( x real number )
\(
\mathbf{f}\mathopen{}\left( x\right)\mathclose{}
\)
are continuous functions of x real number \( x \) .
So, the Fundamental Theorem of Calculus gives
f vector ′ derivative = equals 1 one λ complex number times A matrix ( f vector )
\(
\mathbf{f}' = \frac{1}{λ}A\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\) .
Also notice
f vector ( a real number ) = equals 0 vector
\(
\mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \mathbf{0}
\) .
So, by Lemma III.52 ,
f vector ≡ equivalent 0 vector
\(
\mathbf{f}\equiv \mathbf{0}
\) .
Theorem III.54
Given
α vector ∈ element of C complex numbers n integer
\(
\mathbf{α}\in {\mathbb{C}}^{n}
\) ,
g function ∈ element of
C space of continuous functions ( [ interval a real number , b real number ] interval )
n integer
\(
g\in {\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}}^{n}
\)
and
A matrix ∈ element of M real number n integer times C space of continuous functions ( [ interval a real number , b real number ] interval )
\(
A\in {M}_{n}\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}
\) ,
there exists a unique differentiable
f vector : maps
[ interval a real number , b real number ] interval
→ to C complex numbers n integer
\(
\mathbf{f} :
\mathopen{}\left[a, b\right]\mathclose{}
\to {\mathbb{C}}^{n}
\)
such that
f vector = equals g vector + plus A matrix ( f vector )
\(
\mathbf{f}= \mathbf{g}+A\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\) ,
and
f vector ( a real number ) = equals α vector
\(
\mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \mathbf{α}
\) .
Let
G vector
\(
\mathbf{G}
\)
be defined by
G vector ( t real number ) = equals ∫ integral a real number t real number
g vector ( x real number )
d x real number
\(
\mathbf{G}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{}
\mathbf{g}\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\) .
Let
ξ vector ( t real number ) = equals α vector + plus G vector ( t real number )
\(
\mathbf{ξ}\mathopen{}\left( t\right)\mathclose{}= \mathbf{α}+\mathbf{G}\mathopen{}\left( t\right)\mathclose{}
\)
and
f vector = equals ( 1 one - minus T linear map ) − 1 inverse ( ξ vector )
\(
\mathbf{f}= {\mathopen{}\left(1-T\right)\mathclose{}}^{-1}\mathopen{}\left( \mathbf{ξ}\right)\mathclose{}
\)
(we are using
1 one ∉ not an element of σ ( T linear map )
\(
1\notin \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}
\) ).
So
f vector ∈ element of H Hilbert space
\(
\mathbf{f}\in H
\)
and
f vector = equals T linear map ( f vector ) + plus ξ vector
\(
\mathbf{f}= T\mathopen{}\left( \mathbf{f}\right)\mathclose{}+\mathbf{ξ}
\) .
Since both
T linear map ( f vector )
\(
T\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\)
and
g vector
\(
\mathbf{g}
\)
are continuous,
f vector
\(
\mathbf{f}
\)
is continuous. So
T linear map ( f vector )
\(
T\mathopen{}\left( \mathbf{f}\right)\mathclose{}
\)
is differentiable, and
f vector ′ derivative = equals
( T linear map ( f vector ) )
′ derivative + plus ξ vector ′ derivative
\(
\mathbf{f}' =
\mathopen{}\left(T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\right)\mathclose{}
' +\mathbf{ξ}'
\) .
Then
f vector ( t real number ) = equals A matrix ( t real number ) times f vector ( t real number ) + plus g vector ( t real number )
\(
\mathbf{f}\mathopen{}\left( t\right)\mathclose{}= A\mathopen{}\left( t\right)\mathclose{}\mathbf{f}\mathopen{}\left( t\right)\mathclose{}+\mathbf{g}\mathopen{}\left( t\right)\mathclose{}
\)
and
f vector ′ derivative ( a real number ) = equals ( T linear map ( f vector ) ) ( a real number ) + plus ξ vector ( a real number ) = equals 0 vector + plus α vector + plus G vector ( a real number ) = equals α vector
\(
\mathbf{f}' \mathopen{}\left( a\right)\mathclose{}= \mathopen{}\left(T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( a\right)\mathclose{}+\mathbf{ξ}\mathopen{}\left( a\right)\mathclose{}= \mathbf{0}+\mathbf{α}+\mathbf{G}\mathopen{}\left( a\right)\mathclose{}= \mathbf{α}
\) .
We turn now to an extended example illustrating another way that compact operators can arise from ODE problems, in this case boundary value problems rather than initial value problems. The solution operator here will turn out to be a trace-class operator whose trace we can easily calculate. Fix a positive continuous function
r function = equals r function ( x real number )
\(
r= r\mathopen{}\left( x\right)\mathclose{}
\)
on
[ interval 0 zero , 1 one ] interval
\(
\mathopen{}\left[0, 1\right]\mathclose{}
\) .
Let
D set of functions 0 zero = equals { set f function ∈ element of C 2 space of twice continuously differentiable functions ( [ interval 0 zero , 1 one ] interval ) | such that
f function ( 0 zero ) = equals 0 zero = equals f function ( 1 one )
} set
\(
{D}_{0}= \mathopen{}\left\{\, f\in \mathrm{C}^{2}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}\,\middle\vert\,
, f\mathopen{}\left( 0\right)\mathclose{}= 0= f\mathopen{}\left( 1\right)\mathclose{},
\,\right\}\mathclose{}
\) .
Define
L operator : maps D set of functions 0 zero → to
C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
\(
L : {D}_{0} \to
\mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
by
L operator ( f function ) = equals r function − 1 inverse ( f function ″ second derivative )
\(
L\mathopen{}\left( f\right)\mathclose{}= {r}^{-1}\mathopen{}\left( f'' \right)\mathclose{}
\) .
The operator L operator \( L \) is injective because of the boundary conditions. Define
K operator : maps
C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
→ to D set of functions 0 zero
\(
K :
\mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\to {D}_{0}
\)
by
( K operator ( g function ) ) ( x real number ) = equals −
∫ integral 0 zero x real number
∫ integral 0 zero s real number
g function ( t real number ) times r function ( t real number )
d t real number
d s real number
+ plus ( ∫ integral 0 zero 1 one
g function ( t real number ) times ( 1 one - minus t real number ) times r function ( t real number )
d t real number ) times x real number
.
\[
\mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= {-}
\int _{0}^{x}{}
\int _{0}^{s}{}
g\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}t
\,\mathrm{d}s
+\mathopen{}\left(\int _{0}^{1}{}
g\mathopen{}\left( t\right)\mathclose{}\mathopen{}\left(1-t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}t\right)\mathclose{}x
\text{.}
\] The first integral is
−
∫ integral 0 zero x real number
∫ integral t real number x real number
g function ( t real number ) times r function ( t real number )
d s real number
d t real number
\(
{-}
\int _{0}^{x}{}
\int _{t}^{x}{}
g\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}s
\,\mathrm{d}t
\)
by Fubini, giving
( K operator ( g function ) ) ( x real number ) = equals −
∫ integral 0 zero x real number
( x real number - minus t real number ) times g function ( t real number ) times r function ( t real number )
d t real number
+ plus ( ∫ integral 0 zero 1 one
g function ( t real number ) times ( 1 one - minus t real number ) times r function ( t real number )
d t real number ) times x real number
.
\[
\mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= {-}
\int _{0}^{x}{}
\mathopen{}\left(x-t\right)\mathclose{}g\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}t
+\mathopen{}\left(\int _{0}^{1}{}
g\mathopen{}\left( t\right)\mathclose{}\mathopen{}\left(1-t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}t\right)\mathclose{}x
\text{.}
\] From the first equation above, we see that
( K operator ( g function ) ) ″ second derivative = equals − r function times g function
\(
\mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}'' = {-}rg
\) ,
and the second equation gives
( K operator ( g function ) ) ( 0 zero ) = equals 0 zero = equals ( K operator ( g function ) ) ( 1 one )
\(
\mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 0\right)\mathclose{}= 0= \mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 1\right)\mathclose{}
\) ,
so K operator \( K \) does indeed map to
D set of functions 0 zero
\(
{D}_{0}
\) .
Further,
L operator ( K operator ( g function ) ) = equals g function
\(
L\mathopen{}\left( K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}= g
\)
for all
g function ∈ element of C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
\(
g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\) ,
and, because L operator \( L \) is injective,
K operator ( L operator ( f function ) ) = equals f function
\(
K\mathopen{}\left( L\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}= f
\)
for all
f function ∈ element of D set of functions 0 zero
\(
f\in {D}_{0}
\) .
Consider
H Hilbert space = equals L 2 Lebesgue space ( [ interval 0 zero , 1 one ] interval r function d differential x real number )
\(
H= \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}, r \, \mathrm{d}x\right)\mathclose{}
\) ,
using Lebesgue measure weighted by r function \( r \) . The inner product is given by
〈 f function , g function 〉 = equals ∫ integral 0 zero 1 one
f function ( x real number ) times g function ( x real number ) ¯ complex conjugate times r function ( x real number )
d x real number
\(
\mathopen{}\left\langle{}f, g\right\rangle\mathclose{}= \int _{0}^{1}{}
f\mathopen{}\left( x\right)\mathclose{}\overline{g\mathopen{}\left( x\right)\mathclose{}}r\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\) .
Notice that the map
U unitary operator : maps H Hilbert space → to
L 2 Lebesgue space ( [ interval 0 zero , 1 one ] interval )
\(
U : H \to
\mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
defined by
U unitary operator ( f function ) = equals r function 1 one 2 two ( f function )
\(
U\mathopen{}\left( f\right)\mathclose{}= {r}^{\frac{1}{2}}\mathopen{}\left( f\right)\mathclose{}
\)
is a unitary map (that is, an isomorphism of Hilbert spaces) with
U unitary operator * ( h function ) = equals U unitary operator − 1 inverse ( h function ) = equals
r function
− 1 one 2 two
( h function )
\(
U^{*}\mathopen{}\left( h\right)\mathclose{}= {U}^{-1}\mathopen{}\left( h\right)\mathclose{}= {r}^{{-}\frac{1}{2}}\mathopen{}\left( h\right)\mathclose{}
\) .
In this inner product we have
〈 L operator ( f function ) , g function 〉 = equals 〈 f function , L operator ( g function ) 〉
\(
\mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, g\right\rangle\mathclose{}= \mathopen{}\left\langle{}f, L\mathopen{}\left( g\right)\mathclose{}\right\rangle\mathclose{}
\)
and
〈 L operator ( f function ) , f function 〉 = equals 0 zero
\(
\mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, f\right\rangle\mathclose{}= 0
\)
for f function \( f \) and g function \( g \) in
D set of functions 0 zero
\(
{D}_{0}
\) .
Indeed the boundary conditions give
〈 L operator ( f function ) , g function 〉 - minus 〈 f function , L operator ( g function ) 〉 = equals −
∫ integral 0 zero 1 one
f function ″ second derivative times g function ¯ complex conjugate
+ plus ∫ integral 0 zero 1 one
f function times g function ¯ complex conjugate ″ second derivative
= equals ∫ integral 0 zero 1 one ( f function times g function ¯ complex conjugate ″ second derivative - minus f function ″ second derivative times g function ¯ complex conjugate ) = equals ∫ integral 0 zero 1 one
( f function times g function ¯ complex conjugate ′ derivative - minus f function ′ derivative times g function ¯ complex conjugate )
′ derivative
= equals ( evaluation
( f function times g function ¯ complex conjugate ′ derivative - minus f function ′ derivative times g function ¯ complex conjugate )
| evaluation 0 zero 1 one = equals 0 zero
\[
\mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, g\right\rangle\mathclose{}-\mathopen{}\left\langle{}f, L\mathopen{}\left( g\right)\mathclose{}\right\rangle\mathclose{}= {-}
\int _{0}^{1}{}
f'' \overline{g}
+\int _{0}^{1}{}
f\overline{g}''
= \int _{0}^{1}{}\mathopen{}\left(f\overline{g}'' -f'' \overline{g}\right)\mathclose{}= \int _{0}^{1}{}
\mathopen{}\left(f\overline{g}' -f' \overline{g}\right)\mathclose{}
'
= \mathopen{}\left(
\mathopen{}\left(f\overline{g}' -f' \overline{g}\right)\mathclose{}
\right|\mathclose{}_{0}^{1}= 0
\]
and
〈 L operator ( f function ) , f function 〉 = equals −
∫ integral
f function ″ second derivative times f function ¯ complex conjugate
= equals −
∫ integral
(
( f function ′ derivative times f function ¯ complex conjugate )
′ derivative - minus f function ′ derivative times f function ¯ complex conjugate ′ derivative )
= equals ( evaluation
− f function ′ derivative times f function ¯ complex conjugate
| evaluation 0 zero 1 one + plus ∫ integral 0 zero 1 one
| modulus f function ′ derivative | modulus
2 two
= equals ∫ integral 0 zero 1 one
| modulus f function ′ derivative | modulus
2 two
.
\[
\mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, f\right\rangle\mathclose{}= {-}
\int {}
f'' \overline{f}
= {-}
\int {}
\mathopen{}\left(
\mathopen{}\left(f' \overline{f}\right)\mathclose{}
' -f' \overline{f}' \right)\mathclose{}
= \mathopen{}\left(
{-}f' \overline{f}
\right|\mathclose{}_{0}^{1}+\int _{0}^{1}{}
{\mathopen{}\left\lvert{}f' \right\rvert\mathclose{}}^{2}
= \int _{0}^{1}{}
{\mathopen{}\left\lvert{}f' \right\rvert\mathclose{}}^{2}
\text{.}
\]
The operator K operator \( K \) extends to H Hilbert space \( H \) . Namely the extended K operator \( K \) is
− T linear map + plus ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one )
\(
{-}T+{ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}
\) ,
where
ξ function j integer ( x real number ) = equals x real number j integer
\(
{ξ}_{j}\mathopen{}\left( x\right)\mathclose{}= {x}^{j}
\)
and T linear map \( T \) is the integral operator on
L 2 Lebesgue space ( [ interval 0 zero , 1 one ] interval r function d differential x real number )
\(
\mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}, r \, \mathrm{d}x\right)\mathclose{}
\)
with kernel
k function ( x real number t real number ) = equals χ [ interval 0 zero , x real number ] interval ( x real number - minus t real number )
\(
k\mathopen{}\left( x, t\right)\mathclose{}= {χ}_{\mathopen{}\left[0, x\right]\mathclose{}}\mathopen{}\left( x-t\right)\mathclose{}
\) .
Thus
K operator ∈ element of ℋ𝒮 Hilbert-Schmidt operators ( H Hilbert space )
\(
K\in \mathcal{HS}\mathopen{}\left( H\right)\mathclose{}
\) .
Notice that T linear map \( T \) maps H Hilbert space \( H \) to
C 1 space of continuously differentiable functions ( [ interval 0 zero , 1 one ] interval )
\(
\mathrm{C}^{1}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
because
( T linear map ( g function ) ) ( x real number ) = equals ∫ integral 0 zero x real number
∫ integral 0 zero s real number
g function ( t real number ) times r function ( t real number )
d t real number
d s real number
\(
\mathopen{}\left(T\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= \int _{0}^{x}{}
\int _{0}^{s}{}
g\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}t
\,\mathrm{d}s
\)
by Fubini, and the inside integral is a continuous function of s real number \( s \) .
Claim III.54
K operator ≥ greater than or equal to 0 zero
\(
K\geq 0
\) .
For
g function ∈ element of C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
\(
g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\) ,
let
f function = equals K operator ( g function )
\(
f= K\mathopen{}\left( g\right)\mathclose{}
\) ,
so
f function ∈ element of D set of functions 0 zero
\(
f\in {D}_{0}
\)
and
g function = equals K operator ( f function )
\(
g= K\mathopen{}\left( f\right)\mathclose{}
\) .
Then
〈 K operator ( g function ) , g function 〉 = equals 〈 f function , L operator ( f function ) 〉 ≥ greater than or equal to 0 zero
\(
\mathopen{}\left\langle{}K\mathopen{}\left( g\right)\mathclose{}, g\right\rangle\mathclose{}= \mathopen{}\left\langle{}f, L\mathopen{}\left( f\right)\mathclose{}\right\rangle\mathclose{}\geq 0
\) .
This makes
〈 K operator ( h function ) , h function 〉 ≥ greater than or equal to 0 zero
\(
\mathopen{}\left\langle{}K\mathopen{}\left( h\right)\mathclose{}, h\right\rangle\mathclose{}\geq 0
\)
for all
h function ∈ element of H Hilbert space
\(
h\in H
\)
because K operator \( K \) is bounded and
C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
\(
\mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
is dense in H Hilbert space \( H \) .
Claim III.54
For
λ complex number ≠ not equal to 0 zero
\(
λ\neq 0
\) ,
we have that
f function ∈ element of D set of functions 0 zero
\(
f\in {D}_{0}
\)
and
L operator ( f function ) = equals λ complex number times f function
\(
L\mathopen{}\left( f\right)\mathclose{}= λf
\)
if and only if
f function ∈ element of H Hilbert space
\(
f\in H
\)
and
K operator ( f function ) = equals 1 one λ complex number times f function
\(
K\mathopen{}\left( f\right)\mathclose{}= \frac{1}{λ}f
\) .
(⇒)
f function = equals K operator ( L operator ( f function ) ) = equals λ complex number times K operator ( f function )
\(
f= K\mathopen{}\left( L\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}= λK\mathopen{}\left( f\right)\mathclose{}
\) .
(⇐)
Suppose
f function ∈ element of H Hilbert space
\(
f\in H
\)
with
f function = equals λ complex number times K operator ( f function )
\(
f= λK\mathopen{}\left( f\right)\mathclose{}
\) .
Then, as noted above, f function \( f \) is continuously differentiable, with
f function ′ derivative ( x real number ) = equals λ complex number times ( −
∫ integral 0 zero x real number
f function ( t real number ) times r function ( t real number )
d t real number
+ plus 〈 f function , ξ function 0 zero - minus ξ function 1 one 〉 )
.
\[
f' \mathopen{}\left( x\right)\mathclose{}= λ\mathopen{}\left({-}
\int _{0}^{x}{}
f\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}
\,\mathrm{d}t
+\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}\right)\mathclose{}
\text{.}
\]
We know at this point that f function \( f \) is continuous, so the integrand
f function times r function
\(
fr
\)
is continuous. We conclude that
f function ∈ element of C 2 space of twice continuously differentiable functions ( [ interval 0 zero , 1 one ] interval )
\(
f\in \mathrm{C}^{2}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\) ,
with
f function ″ second derivative = equals − λ complex number times r function times f function
\(
f'' = {-}λrf
\) .
Since K operator \( K \) maps
C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
\(
\mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
into
D set of functions 0 zero
\(
{D}_{0}
\) ,
we also have
f function = equals λ complex number times K operator ( f function ) ∈ element of D set of functions 0 zero
\(
f= λK\mathopen{}\left( f\right)\mathclose{}\in {D}_{0}
\) .
We remark that
Ker kernel ( K operator ) = equals { set 0 zero } set
\(
\operatorname{Ker}\mathopen{}\left( K\right)\mathclose{}= \mathopen{}\left\{\, 0\,\right\}\mathclose{}
\) .
(Indeed, if
f function ∈ element of H Hilbert space
\(
f\in H
\)
and
K operator ( f function ) = equals 0 zero
\(
K\mathopen{}\left( f\right)\mathclose{}= 0
\) ,
then
( K operator ( f function ) ) ′ = equals 0 zero
\(
\mathopen{}\left(K\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}'= 0
\) ,
so
∫ integral 0 zero x real number f function ( r function ) = equals 〈 f function , ξ function 0 zero - minus ξ function 1 one 〉
\(
\int _{0}^{x}{}f\mathopen{}\left( r\right)\mathclose{}= \mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}
\)
for all
x real number ∈ element of [ interval 0 zero , 1 one ] interval
\(
x\in \mathopen{}\left[0, 1\right]\mathclose{}
\) ,
which makes
f function = equals 0 zero
\(
f= 0
\)
a.e.) Thus, the eigenvalues of the positive compact operator K operator \( K \) are precisely the reciprocals of the eigenvalues of the differential operator L operator \( L \) .
Thanks to the providential Corollary III.43 , the calculation of
Tr trace ( K operator )
\(
\operatorname{Tr}\mathopen{}\left( K\right)\mathclose{}
\)
as an integral involving r function \( r \) is straightforward.
One checks easily that
U unitary operator times T linear map times U unitary operator * = equals M r function multiplication operator r function times S Volterra operator 2 two times M r function multiplication operator r function
\(
UT U^{*}= \mathrm{M}_{\sqrt{r}}{S}^{2}\mathrm{M}_{\sqrt{r}}
\) ,
where S Volterra operator \( S \) is the Volterra operator on
L 2 Lebesgue space ( [ interval 0 zero , 1 one ] interval )
\(
\mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
and
M r function multiplication operator r function
\(
\mathrm{M}_{\sqrt{r}}
\)
is multiplication by
r function
\(
\sqrt{r}
\) .
We then have
Tr trace ( T linear map ) = equals Tr trace ( M r function multiplication operator r function times S Volterra operator 2 two times M r function multiplication operator r function ) = equals Tr trace ( S Volterra operator 2 two times M r function multiplication operator r function ) = equals 0 zero
\[
\operatorname{Tr}\mathopen{}\left( T\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( \mathrm{M}_{\sqrt{r}}{S}^{2}\mathrm{M}_{\sqrt{r}}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {S}^{2}\mathrm{M}_{r}\right)\mathclose{}= 0
\]
by Proposition III.29 . Since
K operator = equals − T linear map + plus ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one )
\(
K= {-}T+{ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}
\) ,
it follows that
Tr trace ( K operator ) = equals Tr trace ( ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one ) ) = equals 〈 ξ function 1 one , ξ function 0 zero - minus ξ function 1 one 〉 = equals ∫ integral 0 zero 1 one
x real number times ( 1 one - minus x real number ) times r function ( x real number )
d x real number
.
\[
\operatorname{Tr}\mathopen{}\left( K\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}= \mathopen{}\left\langle{}{ξ}_{1}, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}= \int _{0}^{1}{}
x\mathopen{}\left(1-x\right)\mathclose{}r\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\text{.}
\]
We're on a roll—let's find the analogous formula for
Tr trace ( K operator 2 two )
\(
\operatorname{Tr}\mathopen{}\left( {K}^{2}\right)\mathclose{}
\) .
Claim III.54
Tr trace ( T linear map 2 two ) = equals 0 zero
\(
\operatorname{Tr}\mathopen{}\left( {T}^{2}\right)\mathclose{}= 0
\) .
Via the unitary U unitary operator \( U \) we have
Tr trace ( T linear map 2 two ) = equals Tr trace ( U unitary operator times T linear map 2 two times U unitary operator * ) = equals Tr trace (
( U unitary operator times T linear map times U unitary operator * )
2 two
) = equals Tr trace ( M r function multiplication operator r function times S Volterra operator 2 two times M r function multiplication operator r function times S Volterra operator 2 two times M r function multiplication operator r function ) = equals Tr trace (
( S Volterra operator 2 two times M r function multiplication operator r function )
2 two
)
.
\[
\operatorname{Tr}\mathopen{}\left( {T}^{2}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( U{T}^{2} U^{*}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {\mathopen{}\left(UT U^{*}\right)\mathclose{}}^{2}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( \mathrm{M}_{\sqrt{r}}{S}^{2}\mathrm{M}_{r}{S}^{2}\mathrm{M}_{\sqrt{r}}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {\mathopen{}\left({S}^{2}\mathrm{M}_{r}\right)\mathclose{}}^{2}\right)\mathclose{}
\text{.}
\]
Now
S Volterra operator 2 two times M r function multiplication operator r function
\(
{S}^{2}\mathrm{M}_{r}
\)
is an integral operator with continuous kernel
σ function ( x real number t real number ) = equals { cases ( x real number - minus t real number ) times r function ( t real number ) ,
0 zero ≤ less than or equal to t real number ≤ less than or equal to x real number
; 0 zero , else. }
\[
σ\mathopen{}\left( x, t\right)\mathclose{}= \begin{cases}\mathopen{}\left(x-t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{}, &
0\leq t\leq x
; \\ 0, & \text{else.}\end{cases}
\]
It is easily seen that
( S Volterra operator 2 two times M r function multiplication operator r function )
2 two
\(
{\mathopen{}\left({S}^{2}\mathrm{M}_{r}\right)\mathclose{}}^{2}
\)
is another integral operator with kernel
θ function ( x real number t real number ) = equals ∫ integral 0 zero 1 one
σ function ( x real number s real number ) times σ function ( s real number t real number )
d s real number
\(
θ\mathopen{}\left( x, t\right)\mathclose{}= \int _{0}^{1}{}
σ\mathopen{}\left( x, s\right)\mathclose{}σ\mathopen{}\left( s, t\right)\mathclose{}
\,\mathrm{d}s
\) .
By Corollary III.43 ,
Tr trace ( T linear map 2 two ) = equals Tr trace (
( S Volterra operator 2 two times M r function multiplication operator r function )
2 two
) = equals ∫ integral 0 zero 1 one
θ function ( x real number x real number )
d x real number
.
\[
\operatorname{Tr}\mathopen{}\left( {T}^{2}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {\mathopen{}\left({S}^{2}\mathrm{M}_{r}\right)\mathclose{}}^{2}\right)\mathclose{}= \int _{0}^{1}{}
θ\mathopen{}\left( x, x\right)\mathclose{}
\,\mathrm{d}x
\text{.}
\]
However,
θ function ( x real number x real number ) = equals 0 zero
\(
θ\mathopen{}\left( x, x\right)\mathclose{}= 0
\)
for all x real number \( x \) as
σ function ( x real number s real number ) times σ function ( s real number x real number ) = equals 0 zero
\(
σ\mathopen{}\left( x, s\right)\mathclose{}σ\mathopen{}\left( s, x\right)\mathclose{}= 0
\)
for all s real number \( s \) and x real number \( x \) .
Now
K operator 2 two = equals T linear map 2 two - minus T linear map times ( ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one ) ) - minus ( ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one ) ) times T linear map + plus
( ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one ) )
2 two
.
\[
{K}^{2}= {T}^{2}-T\mathopen{}\left({ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}-\mathopen{}\left({ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}T+{\mathopen{}\left({ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}}^{2}
\text{.}
\]
Since
Tr trace (
( ξ function ⊗ ν function )
2 two
) = equals 〈 ξ function , ν function 〉 times Tr trace ( ξ function ⊗ ν function ) = equals
〈 ξ function , ν function 〉
2 two
\(
\operatorname{Tr}\mathopen{}\left( {\mathopen{}\left(ξ\otimes ν\right)\mathclose{}}^{2}\right)\mathclose{}= \mathopen{}\left\langle{}ξ, ν\right\rangle\mathclose{}\operatorname{Tr}\mathopen{}\left( ξ\otimes ν\right)\mathclose{}= {\mathopen{}\left\langle{}ξ, ν\right\rangle\mathclose{}}^{2}
\) ,
we get
Tr trace ( K operator 2 two ) = equals 0 zero - minus 2 two times Tr trace ( T linear map times ξ function 1 one ⊗ ( ξ function 0 zero - minus ξ function 1 one ) ) + plus
〈 ξ function 1 one , ξ function 0 zero - minus ξ function 1 one 〉
2 two
= equals
〈 ξ function 1 one , ξ function 0 zero - minus ξ function 1 one 〉
2 two
- minus 2 two times 〈 T linear map times ξ function 1 one , ξ function 0 zero - minus ξ function 1 one 〉 = equals
( ∫ integral 0 zero 1 one
x real number times ( 1 one - minus x real number ) times r function ( x real number )
d x real number )
2 two
- minus 2 two times ∫ integral 0 zero 1 one
∫ integral 0 zero x real number
( 1 one - minus x real number ) times ( x real number - minus t real number ) times t real number times r function ( t real number ) times r function ( x real number )
d t real number
d x real number
.
\[
\operatorname{Tr}\mathopen{}\left( {K}^{2}\right)\mathclose{}= 0-2\operatorname{Tr}\mathopen{}\left( T{ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}+{\mathopen{}\left\langle{}{ξ}_{1}, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}}^{2}= {\mathopen{}\left\langle{}{ξ}_{1}, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}}^{2}-2\mathopen{}\left\langle{}T{ξ}_{1}, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}= {\mathopen{}\left(\int _{0}^{1}{}
x\mathopen{}\left(1-x\right)\mathclose{}r\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x\right)\mathclose{}}^{2}-2\int _{0}^{1}{}
\int _{0}^{x}{}
\mathopen{}\left(1-x\right)\mathclose{}\mathopen{}\left(x-t\right)\mathclose{}tr\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}t
\,\mathrm{d}x
\text{.}
\]
The final result can be stated entirely in ODE terms.
Proposition III.55
Given
r function ∈ element of C space of continuous functions ( [ interval 0 zero , 1 one ] interval )
\(
r\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}
\)
with
r function > greater than 0 zero
\(
r\gt 0
\) ,
the eigenvalues
λ complex number 1 one
\(
{λ}_{1}
\) ,
λ complex number 2 two
\(
{λ}_{2}
\) ,
…
of
− r function − 1 inverse times
d d x real number derivative with respect to x
2 two
\(
{-}{r}^{-1}{\frac{\mathrm{d}}{\mathrm{d}x}}^{2}
\)
with boundary conditions
y function ( 0 zero ) = equals 0 zero = equals y function ( 1 one )
\(
y\mathopen{}\left( 0\right)\mathclose{}= 0= y\mathopen{}\left( 1\right)\mathclose{}
\)
are all positive. They satisfy
∑ summation n integer 1 one λ complex number n integer = equals ∫ integral 0 zero 1 one
x real number times ( 1 one - minus x real number ) times r function ( x real number )
d x real number
\[
\sum_{n}{}\frac{1}{{λ}_{n}}= \int _{0}^{1}{}
x\mathopen{}\left(1-x\right)\mathclose{}r\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}x
\]
and
∑ summation n integer
1 one
λ complex number n integer 2 two
= equals
( ∑ summation n integer
1 one
λ complex number n integer
)
2 two
- minus 2 two times ∫ integral 0 zero 1 one
∫ integral 0 zero x real number
( 1 one - minus x real number ) times ( x real number - minus t real number ) times t real number times r function ( t real number ) times r function ( x real number )
d t real number
d x real number
.
\[
\sum_{n}{}
\frac{1}{{{λ}_{n}}^{2}}
= {\mathopen{}\left(\sum_{n}{}
\frac{1}{{λ}_{n}}
\right)\mathclose{}}^{2}-2\int _{0}^{1}{}
\int _{0}^{x}{}
\mathopen{}\left(1-x\right)\mathclose{}\mathopen{}\left(x-t\right)\mathclose{}tr\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( x\right)\mathclose{}
\,\mathrm{d}t
\,\mathrm{d}x
\text{.}
\]
In the case
r function ≡ equivalent 1 one
\(
r\equiv 1
\) ,
the (normalized) eigenfunctions form the sine basis, and
λ complex number n integer = equals n integer 2 two times π 2 two
\(
{λ}_{n}= {n}^{2}{π}^{2}
\) .
The formulas specialize to
∑ summation n integer 1 one n integer 2 two = equals π 2 two 6
\[
\sum_{n}{}\frac{1}{{n}^{2}}= \frac{{π}^{2}}{\mathrm{6}}
\] and
∑ summation n integer 1 one n integer 4 four = equals π 4 four times ( 1 one 36 - minus 1 one 60 ) = equals
π 4 four
90
,
\[
\sum_{n}{}\frac{1}{{n}^{4}}= {π}^{4}\mathopen{}\left(\frac{1}{\mathrm{36}}-\frac{1}{\mathrm{60}}\right)\mathclose{}= \frac{{π}^{4}}{\mathrm{90}}
\text{,}
\] as one would hope.
It is highly unlikely that the eigenvalues can be found exactly for general r function \( r \) . They can, however, be approximated for a given r function \( r \) using a numerical ODE solver as follows. For
λ complex number > greater than 0 zero
\(
λ\gt 0
\) ,
denote by
f function λ complex number
\(
{f}_{λ}
\)
the solution of the initial value problem
f function ″ second derivative + plus λ complex number times r function times f function = equals 0 zero
\(
f'' +λrf= 0
\) ,
f function ( 0 zero ) = equals 0 zero
\(
f\mathopen{}\left( 0\right)\mathclose{}= 0
\) ,
f function ′ derivative ( 0 zero ) = equals 1 one
\(
f' \mathopen{}\left( 0\right)\mathclose{}= 1
\)
on
[ interval 0 zero , 1 one ] interval
\(
\mathopen{}\left[0, 1\right]\mathclose{}
\) .
Let
Φ function ( λ complex number ) = equals f function λ complex number ( 1 one )
\(
Φ\mathopen{}\left( λ\right)\mathclose{}= {f}_{λ}\mathopen{}\left( 1\right)\mathclose{}
\) .
Use the ODE solver to calculate
Φ function ( λ complex number )
\(
Φ\mathopen{}\left( λ\right)\mathclose{}
\)
for a great many λ complex number \( λ \) , or for not so many λ complex number \( λ \) and then calculate an interpolating function.
Anyway, you can draw the graph of Φ function \( Φ \) fairly well. As intuition would predict, it oscillates back and forth across 0 zero \( 0 \) with diminishing amplitude and increasing distance between the successive zeros.
These zeros are of course the eigenvalues of L operator \( L \) , which can be searched for and zoomed in on.