Lecture Notes in Functional Analysis

by William L. Paschke

edition 0.9

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Contents

Frontmatter

I. Hilbert Space

II. Bounded Operators

III. Compact Operators

IV. The Spectral Theorem

Index and References

G. Operators and Differential Equations

Consider the differential equation yfunctionthird derivative+pluspfunction(treal number)timesyfunctionsecond derivative+plusqfunction(treal number)timesyfunctionderivative+plusrfunction(treal number)timesyfunction=equalsγfunction(treal 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 yfunction=equalsyfunction(treal number) \( y= y\mathopen{}\left( t\right)\mathclose{} \). What is yfunction\( y \) given that pfunction\( p \), qfunction\( q \), rfunction\( r \), and γfunction\( γ \) belong to Cspace of continuous functions([intervalareal number, breal 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: (matrixyfunctionyfunctionderivativeyfunctionsecond derivative) derivative=equals(matrixyfunctionderivativeyfunctionsecond derivativeyfunctionthird derivative)=equals (matrix0zero0zeroγfunction(treal number)) derivative+plus (matrix0zero1one0zero0zero0zero1onerfunction(treal number)pfunction(treal number)qfunction(treal number)) derivativetimes (matrixyfunctionyfunctionderivativeyfunctionsecond 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, fvector=equals(matrixyfunctionyfunctionderivativeyfunctionsecond derivative) \( \mathbf{f}= \begin{bmatrix}y \\ y' \\ y'' \end{bmatrix} \) satisfies fvectorderivative=equalsgvector+plusAmatrix(fvector) \( \mathbf{f}' = \mathbf{g}+A\mathopen{}\left( \mathbf{f}\right)\mathclose{} \). Then integralareal numbertreal number fvector(xreal number) dxreal number=equalsfvector(treal number)-minusfvector(areal number)=equalsintegralareal numbertreal numbergfunction(xreal number)dxreal number+plusintegralareal numbertreal number Amatrix(xreal number)timesfvector(xreal number) dxreal 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, fvector-minusTlinear map(fvector)=equalsfvector(areal number)+plusGvector \( \mathbf{f}-T\mathopen{}\left( \mathbf{f}\right)\mathclose{}= \mathbf{f}\mathopen{}\left( a\right)\mathclose{}+\mathbf{G} \) where Gvector(treal number)=equalsintegralareal numbertreal numbergfunction(xreal number)dxreal number \( \mathbf{G}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{}g\mathopen{}\left( x\right)\mathclose{}\,\mathrm{d}x \) and Tlinear map(fvector)(treal number)=equalsintegralareal numbertreal number Amatrix(xreal number)timesfvector(xreal number) dxreal 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 fvector=equals(1one-minusTlinear map)1inverse(fvector(areal number)+plusGgroup) \( \mathbf{f}= {\mathopen{}\left(1-T\right)\mathclose{}}^{-1}\mathopen{}\left( \mathbf{f}\mathopen{}\left( a\right)\mathclose{}+G\right)\mathclose{} \).

General setup: Fix Amatrixelement ofMnset of n-by-n matrices(Cspace of continuous functions([intervalareal number, breal 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., Amatrix:maps[intervalareal number, breal number]intervalto bounded linear operators(Ccomplex numbersninteger) \( A : \mathopen{}\left[a, b\right]\mathclose{} \to \mathcal{L}\mathopen{}\left( {\mathbb{C}}^{n}\right)\mathclose{} \) is continuous). Let Mreal number=equalsmaxmaximum xreal numberelement of[intervalareal number, breal number]interval Amatrix(xreal number) \( M= \max_{ x\in \mathopen{}\left[a, b\right]\mathclose{} }{}\mathopen{}\left\lVert{}A\mathopen{}\left( x\right)\mathclose{}\right\rVert\mathclose{} \). Define HHilbert space=equalsL2Lebesgue space( [intervalareal number, breal number]interval 2two )=equals{setfvector=equals(matrixffunction1oneffunction2twoffunctionninteger)|such that ffunctioniintegerelement ofL2Lebesgue space( [intervalareal number, breal number]interval 2two ) iintegerelement of{set1one2twoninteger}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 fvector, gvector=equalssummationjinteger ffunctionjinteger, gfunctionjinteger =equalssummationjinteger integralareal numberbreal number ffunctionjintegertimesgfunctionjinteger¯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 HHilbert space=equals{setfvector:maps[intervalareal number, breal number]intervaltoCcomplex numbersninteger|such that integralareal numberbreal number fvector(xreal number) 2two dxreal number<less thaninfinity }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 fvector, gvector=equalsintegralareal numberbreal number fvector(xreal number)·dot productgvector(xreal number) dxreal 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 fvector(xreal number)·dot productgvector(xreal number)\( \mathbf{f}\mathopen{}\left( x\right)\mathclose{}\cdot \mathbf{g}\mathopen{}\left( x\right)\mathclose{} \) is the pointwise dot product.

Define Tlinear map:mapsHHilbert spacetoTlinear map(HHilbert space) \( T : H \to T\mathopen{}\left( H\right)\mathclose{} \) by (Tlinear map(fvector))(treal number)=equalsintegralareal numbertreal number Amatrix(xreal number)timesfvector(xreal number) dxreal 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 treal number1one \( {t}_{1} \) and treal number2two \( {t}_{2} \) in [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \) (say treal number1one<less thantreal number2two \( {t}_{1}\lt {t}_{2} \)), Tlinear map(fvector(treal number2two))-minusTlinear map(fvector(treal number1one))=equalsintegraltreal number1onetreal number2two Amatrix(xreal number)timesfvector(xreal number) dxreal numberless than or equal toMreal numbertimesintegraltreal number1onetreal number2two ffunction(xreal number) dxreal numberless than or equal toMreal numbertimesfvectortimes |modulustreal number2two-minustreal number1one|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, Tlinear mapelement ofbounded linear operators(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \) and, furthermore, if (sequencefvectorkfunction)sequence \( \mathopen{}\left({\mathbf{f}}_{k}\right)\mathclose{} \) is a bounded sequence in HHilbert space\( H \), then each of the entries of the vector sequence (sequence Tlinear map(fvectorkfunction) )sequence \( \mathopen{}\left( T\mathopen{}\left( {\mathbf{f}}_{k}\right)\mathclose{} \right)\mathclose{} \) is a bounded equicontinuous sequence of Ccomplex numbersninteger \( {\mathbb{C}}^{n} \)-valued functions. So, repeated application of Arzela's Theorem shows that (sequence Tlinear map(fvectorkfunction) )sequence \( \mathopen{}\left( T\mathopen{}\left( {\mathbf{f}}_{k}\right)\mathclose{} \right)\mathclose{} \) has a uniformly (hence L2Lebesgue space\( \mathrm{L}^{\mathrm{2}} \)) convergent subsequence.

Proposition III.51

Tlinear mapelement of𝒦compact linear operators(HHilbert space) \( T\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \).

Lemma III.52

If fvector \( \mathbf{f} \) is differentiable on [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \) with fvectorderivative=equalsAmatrix(fvector) \( \mathbf{f}' = A\mathopen{}\left( \mathbf{f}\right)\mathclose{} \) and fvector(areal number)=equals0vector \( \mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \mathbf{0} \), then fvectorequivalent0vector \( \mathbf{f}\equiv \mathbf{0} \) on [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \).

Proof. For creal numberelement of[intervalareal number, breal number]interval \( c\in \mathopen{}\left[a, b\right]\mathclose{} \), let Rreal numbercreal number=equalsmaxmaximum xreal numberelement of[intervalareal number, creal number]interval fvector(xreal 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 areal numberless than or equal totreal numberless than or equal tocreal number \( a\leq t\leq c \), fvector(treal number)=equalsintegralareal numbertreal number Amatrix(xreal number)timesfvector(xreal number) dxreal 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, fvector(treal number)less than or equal tointegralareal numbertreal number Amatrix(xreal number)timesfvector(xreal number) dxreal numberless than or equal toMreal numbertimesRreal numbercreal numbertimes(treal number-minusareal number)less than or equal toMreal numbertimesRreal numbercreal numbertimes(creal number-minusareal 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 treal number\( t \)) Rreal numbercreal numberless than or equal toMreal numbertimesRreal numbercreal numbertimes(creal number-minusareal number) \( {R}_{c}\leq M{R}_{c}\mathopen{}\left(c-a\right)\mathclose{} \). It follows that if Rreal numbercreal number>greater than0zero \( {R}_{c}\gt 0 \), then 1oneless than or equal toMreal numbertimes(creal number-minusareal number) \( 1\leq M\mathopen{}\left(c-a\right)\mathclose{} \). That is, if Mreal numbertimes(creal number-minusareal number)<less than1one \( M\mathopen{}\left(c-a\right)\mathclose{}\lt 1 \), then Rreal numbercreal number=equals0zero \( {R}_{c}= 0 \). So, creal numberelement of(intervalareal number, areal number+plus1oneMreal number)interval \( c\in \mathopen{}\left(a, a+\frac{1}{M}\right)\mathclose{} \) implies Rreal numbercreal number=equals0zero \( {R}_{c}= 0 \). Keep going to 2twoMreal number \( \frac{2}{M} \), etc.

Proposition III.53

σ(Tlinear map)=equals{set0zero}set \( \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{}= \mathopen{}\left\{\, 0\,\right\}\mathclose{} \).

Proof. By Proposition III.51, it is enough to show Tlinear map\( T \) has no non-zero eigenvalue. Suppose λcomplex numberelement ofCcomplex numbersset difference{set0zero}set \( λ\in \mathbb{C}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{} \) and fvectorelement ofHHilbert space \( \mathbf{f}\in H \) satisfy Tlinear map(fvector)=equalsλcomplex numbertimesfvector \( T\mathopen{}\left( \mathbf{f}\right)\mathclose{}= λ\mathbf{f} \), that is, fvector=equals1oneλcomplex numbertimesTlinear map(fvector) \( \mathbf{f}= \frac{1}{λ}T\mathopen{}\left( \mathbf{f}\right)\mathclose{} \). Since Tlinear map(HHilbert space)subset Cspace of continuous functions([intervalareal number, breal number]interval) ninteger \( T\mathopen{}\left( H\right)\mathclose{}\subseteq {\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}}^{n} \), it follows that fvector \( \mathbf{f} \) is continuous. Then fvector(treal number)=equals1oneλcomplex numbertimesintegralareal numbertreal number Amatrix(xreal number)timesfvector(xreal number) dxreal 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 Amatrix(xreal number) \( A\mathopen{}\left( x\right)\mathclose{} \) and fvector(xreal number) \( \mathbf{f}\mathopen{}\left( x\right)\mathclose{} \) are continuous functions of xreal number\( x \). So, the Fundamental Theorem of Calculus gives fvectorderivative=equals1oneλcomplex numbertimesAmatrix(fvector) \( \mathbf{f}' = \frac{1}{λ}A\mathopen{}\left( \mathbf{f}\right)\mathclose{} \). Also notice fvector(areal number)=equals0vector \( \mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \mathbf{0} \). So, by Lemma III.52, fvectorequivalent0vector \( \mathbf{f}\equiv \mathbf{0} \).

Theorem III.54

Given αvectorelement ofCcomplex numbersninteger \( \mathbf{α}\in {\mathbb{C}}^{n} \), gfunctionelement of Cspace of continuous functions([intervalareal number, breal number]interval) ninteger \( g\in {\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{}}^{n} \) and Amatrixelement ofMreal numbernintegertimesCspace of continuous functions([intervalareal number, breal number]interval) \( A\in {M}_{n}\mathrm{C}\mathopen{}\left( \mathopen{}\left[a, b\right]\mathclose{}\right)\mathclose{} \), there exists a unique differentiable fvector:maps [intervalareal number, breal number]interval toCcomplex numbersninteger \( \mathbf{f} : \mathopen{}\left[a, b\right]\mathclose{} \to {\mathbb{C}}^{n} \) such that fvector=equalsgvector+plusAmatrix(fvector) \( \mathbf{f}= \mathbf{g}+A\mathopen{}\left( \mathbf{f}\right)\mathclose{} \), and fvector(areal number)=equalsαvector \( \mathbf{f}\mathopen{}\left( a\right)\mathclose{}= \mathbf{α} \).

Proof. Let Gvector \( \mathbf{G} \) be defined by Gvector(treal number)=equalsintegralareal numbertreal number gvector(xreal number) dxreal number \( \mathbf{G}\mathopen{}\left( t\right)\mathclose{}= \int _{a}^{t}{} \mathbf{g}\mathopen{}\left( x\right)\mathclose{} \,\mathrm{d}x \). Let ξvector(treal number)=equalsαvector+plusGvector(treal number) \( \mathbf{ξ}\mathopen{}\left( t\right)\mathclose{}= \mathbf{α}+\mathbf{G}\mathopen{}\left( t\right)\mathclose{} \) and fvector=equals(1one-minusTlinear map)1inverse(ξvector) \( \mathbf{f}= {\mathopen{}\left(1-T\right)\mathclose{}}^{-1}\mathopen{}\left( \mathbf{ξ}\right)\mathclose{} \) (we are using 1onenot an element ofσ(Tlinear map) \( 1\notin \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{} \)). So fvectorelement ofHHilbert space \( \mathbf{f}\in H \) and fvector=equalsTlinear map(fvector)+plusξvector \( \mathbf{f}= T\mathopen{}\left( \mathbf{f}\right)\mathclose{}+\mathbf{ξ} \). Since both Tlinear map(fvector) \( T\mathopen{}\left( \mathbf{f}\right)\mathclose{} \) and gvector \( \mathbf{g} \) are continuous, fvector \( \mathbf{f} \) is continuous. So Tlinear map(fvector) \( T\mathopen{}\left( \mathbf{f}\right)\mathclose{} \) is differentiable, and fvectorderivative=equals (Tlinear map(fvector)) derivative+plusξvectorderivative \( \mathbf{f}' = \mathopen{}\left(T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\right)\mathclose{} ' +\mathbf{ξ}' \). Then fvector(treal number)=equalsAmatrix(treal number)timesfvector(treal number)+plusgvector(treal 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 fvectorderivative(areal number)=equals(Tlinear map(fvector))(areal number)+plusξvector(areal number)=equals0vector+plusαvector+plusGvector(areal number)=equalsαvector \( \mathbf{f}' \mathopen{}\left( a\right)\mathclose{}= \mathopen{}\left(T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( a\right)\mathclose{}+\mathbf{ξ}\mathopen{}\left( a\right)\mathclose{}= \mathbf{0}+\mathbf{α}+\mathbf{G}\mathopen{}\left( a\right)\mathclose{}= \mathbf{α} \).

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 rfunction=equalsrfunction(xreal number) \( r= r\mathopen{}\left( x\right)\mathclose{} \) on [interval0zero, 1one]interval \( \mathopen{}\left[0, 1\right]\mathclose{} \). Let Dset of functions0zero=equals{setffunctionelement ofC2space of twice continuously differentiable functions([interval0zero, 1one]interval)|such that ffunction(0zero)=equals0zero=equalsffunction(1one) }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 Loperator:mapsDset of functions0zeroto Cspace of continuous functions([interval0zero, 1one]interval) \( L : {D}_{0} \to \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) by Loperator(ffunction)=equalsrfunction1inverse(ffunctionsecond derivative) \( L\mathopen{}\left( f\right)\mathclose{}= {r}^{-1}\mathopen{}\left( f'' \right)\mathclose{} \). The operator Loperator\( L \) is injective because of the boundary conditions. Define Koperator:maps Cspace of continuous functions([interval0zero, 1one]interval) toDset of functions0zero \( K : \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \to {D}_{0} \) by (Koperator(gfunction))(xreal number)=equals integral0zeroxreal number integral0zerosreal number gfunction(treal number)timesrfunction(treal number) dtreal number dsreal number +plus(integral0zero1one gfunction(treal number)times(1one-minustreal number)timesrfunction(treal number) dtreal number)timesxreal 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 integral0zeroxreal number integraltreal numberxreal number gfunction(treal number)timesrfunction(treal number) dsreal number dtreal 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 (Koperator(gfunction))(xreal number)=equals integral0zeroxreal number (xreal number-minustreal number)timesgfunction(treal number)timesrfunction(treal number) dtreal number +plus(integral0zero1one gfunction(treal number)times(1one-minustreal number)timesrfunction(treal number) dtreal number)timesxreal 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 (Koperator(gfunction))second derivative=equalsrfunctiontimesgfunction \( \mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}'' = {-}rg \), and the second equation gives (Koperator(gfunction))(0zero)=equals0zero=equals(Koperator(gfunction))(1one) \( \mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 0\right)\mathclose{}= 0= \mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 1\right)\mathclose{} \), so Koperator\( K \) does indeed map to Dset of functions0zero \( {D}_{0} \). Further, Loperator(Koperator(gfunction))=equalsgfunction \( L\mathopen{}\left( K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}= g \) for all gfunctionelement ofCspace of continuous functions([interval0zero, 1one]interval) \( g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), and, because Loperator\( L \) is injective, Koperator(Loperator(ffunction))=equalsffunction \( K\mathopen{}\left( L\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}= f \) for all ffunctionelement ofDset of functions0zero \( f\in {D}_{0} \).

Consider HHilbert space=equalsL2Lebesgue space([interval0zero, 1one]intervalrfunctionddifferentialxreal 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 rfunction\( r \). The inner product is given by ffunction, gfunction=equalsintegral0zero1one ffunction(xreal number)timesgfunction(xreal number)¯complex conjugatetimesrfunction(xreal number) dxreal 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 Uunitary operator:mapsHHilbert spaceto L2Lebesgue space([interval0zero, 1one]interval) \( U : H \to \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) defined by Uunitary operator(ffunction)=equalsrfunction1one2two(ffunction) \( U\mathopen{}\left( f\right)\mathclose{}= {r}^{\frac{1}{2}}\mathopen{}\left( f\right)\mathclose{} \) is a unitary map (that is, an isomorphism of Hilbert spaces) with Uunitary operator*(hfunction)=equalsUunitary operator1inverse(hfunction)=equals rfunction 1one2two (hfunction) \( U^{*}\mathopen{}\left( h\right)\mathclose{}= {U}^{-1}\mathopen{}\left( h\right)\mathclose{}= {r}^{{-}\frac{1}{2}}\mathopen{}\left( h\right)\mathclose{} \).

In this inner product we have Loperator(ffunction), gfunction=equalsffunction, Loperator(gfunction) \( \mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, g\right\rangle\mathclose{}= \mathopen{}\left\langle{}f, L\mathopen{}\left( g\right)\mathclose{}\right\rangle\mathclose{} \) and Loperator(ffunction), ffunction=equals0zero \( \mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, f\right\rangle\mathclose{}= 0 \) for ffunction\( f \) and gfunction\( g \) in Dset of functions0zero \( {D}_{0} \). Indeed the boundary conditions give Loperator(ffunction), gfunction-minusffunction, Loperator(gfunction)=equals integral0zero1one ffunctionsecond derivativetimesgfunction¯complex conjugate +plusintegral0zero1one ffunctiontimesgfunction¯complex conjugatesecond derivative =equalsintegral0zero1one(ffunctiontimesgfunction¯complex conjugatesecond derivative-minusffunctionsecond derivativetimesgfunction¯complex conjugate)=equalsintegral0zero1one (ffunctiontimesgfunction¯complex conjugatederivative-minusffunctionderivativetimesgfunction¯complex conjugate) derivative =equals(evaluation (ffunctiontimesgfunction¯complex conjugatederivative-minusffunctionderivativetimesgfunction¯complex conjugate) |evaluation0zero1one=equals0zero \[ \mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, g\right\rangle\mathclose{}-\mathopen{}\left\langle{}f, L\mathopen{}\left( g\right)\mathclose{}\right\rangle\mathclose{}= {-} \int _{0}^{1}{} f'' \overline{g} +\int _{0}^{1}{} f\overline{g}'' = \int _{0}^{1}{}\mathopen{}\left(f\overline{g}'' -f'' \overline{g}\right)\mathclose{}= \int _{0}^{1}{} \mathopen{}\left(f\overline{g}' -f' \overline{g}\right)\mathclose{} ' = \mathopen{}\left( \mathopen{}\left(f\overline{g}' -f' \overline{g}\right)\mathclose{} \right|\mathclose{}_{0}^{1}= 0 \] and Loperator(ffunction), ffunction=equals integral ffunctionsecond derivativetimesffunction¯complex conjugate =equals integral ( (ffunctionderivativetimesffunction¯complex conjugate) derivative-minusffunctionderivativetimesffunction¯complex conjugatederivative) =equals(evaluation ffunctionderivativetimesffunction¯complex conjugate |evaluation0zero1one+plusintegral0zero1one |modulusffunctionderivative|modulus 2two =equalsintegral0zero1one |modulusffunctionderivative|modulus 2two . \[ \mathopen{}\left\langle{}L\mathopen{}\left( f\right)\mathclose{}, f\right\rangle\mathclose{}= {-} \int {} f'' \overline{f} = {-} \int {} \mathopen{}\left( \mathopen{}\left(f' \overline{f}\right)\mathclose{} ' -f' \overline{f}' \right)\mathclose{} = \mathopen{}\left( {-}f' \overline{f} \right|\mathclose{}_{0}^{1}+\int _{0}^{1}{} {\mathopen{}\left\lvert{}f' \right\rvert\mathclose{}}^{2} = \int _{0}^{1}{} {\mathopen{}\left\lvert{}f' \right\rvert\mathclose{}}^{2} \text{.} \] The operator Koperator\( K \) extends to HHilbert space\( H \). Namely the extended Koperator\( K \) is Tlinear map+plusξfunction1one(ξfunction0zero-minusξfunction1one) \( {-}T+{ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{} \), where ξfunctionjinteger(xreal number)=equalsxreal numberjinteger \( {ξ}_{j}\mathopen{}\left( x\right)\mathclose{}= {x}^{j} \) and Tlinear map\( T \) is the integral operator on L2Lebesgue space([interval0zero, 1one]intervalrfunctionddifferentialxreal number) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}, r \, \mathrm{d}x\right)\mathclose{} \) with kernel kfunction(xreal numbertreal number)=equalsχ[interval0zero, xreal number]interval(xreal number-minustreal number) \( k\mathopen{}\left( x, t\right)\mathclose{}= {χ}_{\mathopen{}\left[0, x\right]\mathclose{}}\mathopen{}\left( x-t\right)\mathclose{} \). Thus Koperatorelement ofℋ𝒮Hilbert-Schmidt operators(HHilbert space) \( K\in \mathcal{HS}\mathopen{}\left( H\right)\mathclose{} \). Notice that Tlinear map\( T \) maps HHilbert space\( H \) to C1space of continuously differentiable functions([interval0zero, 1one]interval) \( \mathrm{C}^{1}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) because (Tlinear map(gfunction))(xreal number)=equalsintegral0zeroxreal number integral0zerosreal number gfunction(treal number)timesrfunction(treal number) dtreal number dsreal 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 sreal number\( s \).

Claim III.54

Koperatorgreater than or equal to0zero \( K\geq 0 \).

Proof. For gfunctionelement ofCspace of continuous functions([interval0zero, 1one]interval) \( g\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), let ffunction=equalsKoperator(gfunction) \( f= K\mathopen{}\left( g\right)\mathclose{} \), so ffunctionelement ofDset of functions0zero \( f\in {D}_{0} \) and gfunction=equalsKoperator(ffunction) \( g= K\mathopen{}\left( f\right)\mathclose{} \). Then Koperator(gfunction), gfunction=equalsffunction, Loperator(ffunction)greater than or equal to0zero \( \mathopen{}\left\langle{}K\mathopen{}\left( g\right)\mathclose{}, g\right\rangle\mathclose{}= \mathopen{}\left\langle{}f, L\mathopen{}\left( f\right)\mathclose{}\right\rangle\mathclose{}\geq 0 \). This makes Koperator(hfunction), hfunctiongreater than or equal to0zero \( \mathopen{}\left\langle{}K\mathopen{}\left( h\right)\mathclose{}, h\right\rangle\mathclose{}\geq 0 \) for all hfunctionelement ofHHilbert space \( h\in H \) because Koperator\( K \) is bounded and Cspace of continuous functions([interval0zero, 1one]interval) \( \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) is dense in HHilbert space\( H \).

Claim III.54

For λcomplex numbernot equal to0zero \( λ\neq 0 \), we have that ffunctionelement ofDset of functions0zero \( f\in {D}_{0} \) and Loperator(ffunction)=equalsλcomplex numbertimesffunction \( L\mathopen{}\left( f\right)\mathclose{}= λf \) if and only if ffunctionelement ofHHilbert space \( f\in H \) and Koperator(ffunction)=equals1oneλcomplex numbertimesffunction \( K\mathopen{}\left( f\right)\mathclose{}= \frac{1}{λ}f \).

Proof. (⇒) ffunction=equalsKoperator(Loperator(ffunction))=equalsλcomplex numbertimesKoperator(ffunction) \( f= K\mathopen{}\left( L\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}= λK\mathopen{}\left( f\right)\mathclose{} \).

(⇐) Suppose ffunctionelement ofHHilbert space \( f\in H \) with ffunction=equalsλcomplex numbertimesKoperator(ffunction) \( f= λK\mathopen{}\left( f\right)\mathclose{} \). Then, as noted above, ffunction\( f \) is continuously differentiable, with ffunctionderivative(xreal number)=equalsλcomplex numbertimes( integral0zeroxreal number ffunction(treal number)timesrfunction(treal number) dtreal number +plusffunction, ξfunction0zero-minusξfunction1one) . \[ f' \mathopen{}\left( x\right)\mathclose{}= λ\mathopen{}\left({-} \int _{0}^{x}{} f\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{} \,\mathrm{d}t +\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}\right)\mathclose{} \text{.} \] We know at this point that ffunction\( f \) is continuous, so the integrand ffunctiontimesrfunction \( fr \) is continuous. We conclude that ffunctionelement ofC2space of twice continuously differentiable functions([interval0zero, 1one]interval) \( f\in \mathrm{C}^{2}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), with ffunctionsecond derivative=equalsλcomplex numbertimesrfunctiontimesffunction \( f'' = {-}λrf \). Since Koperator\( K \) maps Cspace of continuous functions([interval0zero, 1one]interval) \( \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) into Dset of functions0zero \( {D}_{0} \), we also have ffunction=equalsλcomplex numbertimesKoperator(ffunction)element ofDset of functions0zero \( f= λK\mathopen{}\left( f\right)\mathclose{}\in {D}_{0} \).

We remark that Kerkernel(Koperator)=equals{set0zero}set \( \operatorname{Ker}\mathopen{}\left( K\right)\mathclose{}= \mathopen{}\left\{\, 0\,\right\}\mathclose{} \). (Indeed, if ffunctionelement ofHHilbert space \( f\in H \) and Koperator(ffunction)=equals0zero \( K\mathopen{}\left( f\right)\mathclose{}= 0 \), then (Koperator(ffunction))=equals0zero \( \mathopen{}\left(K\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}'= 0 \), so integral0zeroxreal numberffunction(rfunction)=equalsffunction, ξfunction0zero-minusξfunction1one \( \int _{0}^{x}{}f\mathopen{}\left( r\right)\mathclose{}= \mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{} \) for all xreal numberelement of[interval0zero, 1one]interval \( x\in \mathopen{}\left[0, 1\right]\mathclose{} \), which makes ffunction=equals0zero \( f= 0 \) a.e.) Thus, the eigenvalues of the positive compact operator Koperator\( K \) are precisely the reciprocals of the eigenvalues of the differential operator Loperator\( L \).

Thanks to the providential Corollary III.43, the calculation of Trtrace(Koperator) \( \operatorname{Tr}\mathopen{}\left( K\right)\mathclose{} \) as an integral involving rfunction\( r \) is straightforward. One checks easily that Uunitary operatortimesTlinear maptimesUunitary operator*=equalsMrfunctionmultiplication operatorrfunctiontimesSVolterra operator2twotimesMrfunctionmultiplication operatorrfunction \( UT U^{*}= \mathrm{M}_{\sqrt{r}}{S}^{2}\mathrm{M}_{\sqrt{r}} \), where SVolterra operator\( S \) is the Volterra operator on L2Lebesgue space([interval0zero, 1one]interval) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) and Mrfunctionmultiplication operatorrfunction \( \mathrm{M}_{\sqrt{r}} \) is multiplication by rfunction \( \sqrt{r} \). We then have Trtrace(Tlinear map)=equalsTrtrace(Mrfunctionmultiplication operatorrfunctiontimesSVolterra operator2twotimesMrfunctionmultiplication operatorrfunction)=equalsTrtrace(SVolterra operator2twotimesMrfunctionmultiplication operatorrfunction)=equals0zero \[ \operatorname{Tr}\mathopen{}\left( T\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( \mathrm{M}_{\sqrt{r}}{S}^{2}\mathrm{M}_{\sqrt{r}}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {S}^{2}\mathrm{M}_{r}\right)\mathclose{}= 0 \] by Proposition III.29. Since Koperator=equalsTlinear map+plusξfunction1one(ξfunction0zero-minusξfunction1one) \( K= {-}T+{ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{} \), it follows that Trtrace(Koperator)=equalsTrtrace(ξfunction1one(ξfunction0zero-minusξfunction1one))=equalsξfunction1one, ξfunction0zero-minusξfunction1one=equalsintegral0zero1one xreal numbertimes(1one-minusxreal number)timesrfunction(xreal number) dxreal 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 Trtrace(Koperator2two) \( \operatorname{Tr}\mathopen{}\left( {K}^{2}\right)\mathclose{} \).

Claim III.54

Trtrace(Tlinear map2two)=equals0zero \( \operatorname{Tr}\mathopen{}\left( {T}^{2}\right)\mathclose{}= 0 \).

Proof. Via the unitary Uunitary operator\( U \) we have Trtrace(Tlinear map2two)=equalsTrtrace(Uunitary operatortimesTlinear map2twotimesUunitary operator*)=equalsTrtrace( (Uunitary operatortimesTlinear maptimesUunitary operator*) 2two )=equalsTrtrace(Mrfunctionmultiplication operatorrfunctiontimesSVolterra operator2twotimesMrfunctionmultiplication operatorrfunctiontimesSVolterra operator2twotimesMrfunctionmultiplication operatorrfunction)=equalsTrtrace( (SVolterra operator2twotimesMrfunctionmultiplication operatorrfunction) 2two ) . \[ \operatorname{Tr}\mathopen{}\left( {T}^{2}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( U{T}^{2} U^{*}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {\mathopen{}\left(UT U^{*}\right)\mathclose{}}^{2}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( \mathrm{M}_{\sqrt{r}}{S}^{2}\mathrm{M}_{r}{S}^{2}\mathrm{M}_{\sqrt{r}}\right)\mathclose{}= \operatorname{Tr}\mathopen{}\left( {\mathopen{}\left({S}^{2}\mathrm{M}_{r}\right)\mathclose{}}^{2}\right)\mathclose{} \text{.} \] Now SVolterra operator2twotimesMrfunctionmultiplication operatorrfunction \( {S}^{2}\mathrm{M}_{r} \) is an integral operator with continuous kernel σfunction(xreal numbertreal number)=equals{cases(xreal number-minustreal number)timesrfunction(treal number), 0zeroless than or equal totreal numberless than or equal toxreal number ; 0zero, 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 (SVolterra operator2twotimesMrfunctionmultiplication operatorrfunction) 2two \( {\mathopen{}\left({S}^{2}\mathrm{M}_{r}\right)\mathclose{}}^{2} \) is another integral operator with kernel θfunction(xreal numbertreal number)=equalsintegral0zero1one σfunction(xreal numbersreal number)timesσfunction(sreal numbertreal number) dsreal 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, Trtrace(Tlinear map2two)=equalsTrtrace( (SVolterra operator2twotimesMrfunctionmultiplication operatorrfunction) 2two )=equalsintegral0zero1one θfunction(xreal numberxreal number) dxreal 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, θfunction(xreal numberxreal number)=equals0zero \( θ\mathopen{}\left( x, x\right)\mathclose{}= 0 \) for all xreal number\( x \) as σfunction(xreal numbersreal number)timesσfunction(sreal numberxreal number)=equals0zero \( σ\mathopen{}\left( x, s\right)\mathclose{}σ\mathopen{}\left( s, x\right)\mathclose{}= 0 \) for all sreal number\( s \) and xreal number\( x \).

Now Koperator2two=equalsTlinear map2two-minusTlinear maptimes(ξfunction1one(ξfunction0zero-minusξfunction1one))-minus(ξfunction1one(ξfunction0zero-minusξfunction1one))timesTlinear map+plus (ξfunction1one(ξfunction0zero-minusξfunction1one)) 2two . \[ {K}^{2}= {T}^{2}-T\mathopen{}\left({ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}-\mathopen{}\left({ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}T+{\mathopen{}\left({ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\right)\mathclose{}}^{2} \text{.} \] Since Trtrace( (ξfunctionνfunction) 2two )=equalsξfunction, νfunctiontimesTrtrace(ξfunctionνfunction)=equals ξfunction, νfunction 2two \( \operatorname{Tr}\mathopen{}\left( {\mathopen{}\left(ξ\otimes ν\right)\mathclose{}}^{2}\right)\mathclose{}= \mathopen{}\left\langle{}ξ, ν\right\rangle\mathclose{}\operatorname{Tr}\mathopen{}\left( ξ\otimes ν\right)\mathclose{}= {\mathopen{}\left\langle{}ξ, ν\right\rangle\mathclose{}}^{2} \), we get Trtrace(Koperator2two)=equals0zero-minus2twotimesTrtrace(Tlinear maptimesξfunction1one(ξfunction0zero-minusξfunction1one))+plus ξfunction1one, ξfunction0zero-minusξfunction1one 2two =equals ξfunction1one, ξfunction0zero-minusξfunction1one 2two -minus2twotimesTlinear maptimesξfunction1one, ξfunction0zero-minusξfunction1one=equals (integral0zero1one xreal numbertimes(1one-minusxreal number)timesrfunction(xreal number) dxreal number) 2two -minus2twotimesintegral0zero1one integral0zeroxreal number (1one-minusxreal number)times(xreal number-minustreal number)timestreal numbertimesrfunction(treal number)timesrfunction(xreal number) dtreal number dxreal 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 rfunctionelement ofCspace of continuous functions([interval0zero, 1one]interval) \( r\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) with rfunction>greater than0zero \( r\gt 0 \), the eigenvalues λcomplex number1one \( {λ}_{1} \), λcomplex number2two \( {λ}_{2} \), … of rfunction1inversetimes ddxreal numberderivative with respect to x 2two \( {-}{r}^{-1}{\frac{\mathrm{d}}{\mathrm{d}x}}^{2} \) with boundary conditions yfunction(0zero)=equals0zero=equalsyfunction(1one) \( y\mathopen{}\left( 0\right)\mathclose{}= 0= y\mathopen{}\left( 1\right)\mathclose{} \) are all positive. They satisfy summationninteger1oneλcomplex numberninteger=equalsintegral0zero1one xreal numbertimes(1one-minusxreal number)timesrfunction(xreal number) dxreal 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 summationninteger 1one λcomplex numberninteger2two =equals (summationninteger 1one λcomplex numberninteger ) 2two -minus2twotimesintegral0zero1one integral0zeroxreal number (1one-minusxreal number)times(xreal number-minustreal number)timestreal numbertimesrfunction(treal number)timesrfunction(xreal number) dtreal number dxreal 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 rfunctionequivalent1one \( r\equiv 1 \), the (normalized) eigenfunctions form the sine basis, and λcomplex numberninteger=equalsninteger2twotimesπ2two \( {λ}_{n}= {n}^{2}{π}^{2} \). The formulas specialize to summationninteger1oneninteger2two=equalsπ2two6 \[ \sum_{n}{}\frac{1}{{n}^{2}}= \frac{{π}^{2}}{\mathrm{6}} \] and summationninteger1oneninteger4four=equalsπ4fourtimes(1one36-minus1one60)=equals π4four 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 rfunction\( r \). They can, however, be approximated for a given rfunction\( r \) using a numerical ODE solver as follows. For λcomplex number>greater than0zero \( λ\gt 0 \), denote by ffunctionλcomplex number \( {f}_{λ} \) the solution of the initial value problem ffunctionsecond derivative+plusλcomplex numbertimesrfunctiontimesffunction=equals0zero \( f'' +λrf= 0 \), ffunction(0zero)=equals0zero \( f\mathopen{}\left( 0\right)\mathclose{}= 0 \), ffunctionderivative(0zero)=equals1one \( f' \mathopen{}\left( 0\right)\mathclose{}= 1 \) on [interval0zero, 1one]interval \( \mathopen{}\left[0, 1\right]\mathclose{} \). Let Φfunction(λcomplex number)=equalsffunctionλcomplex number(1one) \( Φ\mathopen{}\left( λ\right)\mathclose{}= {f}_{λ}\mathopen{}\left( 1\right)\mathclose{} \). Use the ODE solver to calculate Φfunction(λcomplex number) \( Φ\mathopen{}\left( λ\right)\mathclose{} \) for a great many λcomplex number\( λ \), or for not so many λcomplex number\( λ \) and then calculate an interpolating function. Anyway, you can draw the graph of Φfunction\( Φ \) fairly well. As intuition would predict, it oscillates back and forth across 0zero\( 0 \) with diminishing amplitude and increasing distance between the successive zeros. These zeros are of course the eigenvalues of Loperator\( L \), which can be searched for and zoomed in on.


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