Lecture Notes in Functional Analysis

by William L. Paschke

edition 0.9

image/svg+xml

Contents

Frontmatter

I. Hilbert Space

II. Bounded Operators

III. Compact Operators

IV. The Spectral Theorem

Index and References

E. Integral Operators

Let SVolterra operator\( S \) be the Volterra operator on L2Lebesgue space⁡([interval0zero, 1one]interval)=equalsHHilbert space \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{}= H \). Then (SVolterra operator⁡(ffunction))⁡(xreal number)=equals∫integral0zeroxreal numberffunction \( \mathopen{}\left(S\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= \int _{0}^{x}{}f \). We showed SVolterra operator2two \( {S}^{2} \) is trace-class. (SVolterra operator2two⁡(ffunction))⁡(xreal number)=equals∫integral0zeroxreal number (SVolterra operator⁡(ffunction))⁡(sreal number) ⁢dsreal number=equals∫integral0zeroxreal number ∫integral0zerosreal number ffunction⁡(treal number) ⁢dtreal number ⁢dsreal number . \[ \mathopen{}\left({S}^{2}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= \int _{0}^{x}{} \mathopen{}\left(S\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( s\right)\mathclose{} \,\mathrm{d}s= \int _{0}^{x}{} \int _{0}^{s}{} f\mathopen{}\left( t\right)\mathclose{} \,\mathrm{d}t \,\mathrm{d}s \text{.} \] Fubinize to get (SVolterra operator2two⁡(ffunction))⁡(xreal number)=equals∫integral0zeroxreal number ∫integraltreal numberxreal numberffunction⁡(treal number)⁢dsreal number ⁢dtreal number=equals∫integral0zeroxreal number (xreal number-minustreal number)⁢timesffunction⁡(treal number) ⁢dtreal number=equals∫integral0zero1one τfunction⁡(xreal numbertreal number)⁢timesffunction⁡(treal number) ⁢dtreal number \[ \mathopen{}\left({S}^{2}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= \int _{0}^{x}{} \int _{t}^{x}{}f\mathopen{}\left( t\right)\mathclose{}\,\mathrm{d}s \,\mathrm{d}t= \int _{0}^{x}{} \mathopen{}\left(x-t\right)\mathclose{}f\mathopen{}\left( t\right)\mathclose{} \,\mathrm{d}t= \int _{0}^{1}{} τ\mathopen{}\left( x, t\right)\mathclose{}f\mathopen{}\left( t\right)\mathclose{} \,\mathrm{d}t \] where τfunction⁡(xreal numbertreal number)=equals{casesxreal number-minustreal number, 0zero≤less than or equal totreal number≤less than or equal toxreal number; 0zero, else,} \[ τ\mathopen{}\left( x, t\right)\mathclose{}= \begin{cases}x-t, & 0\leq t\leq x; \\ 0, & \text{else,}\end{cases} \] which is continuous on [interval0zero, 1one]interval 2two \( {\mathopen{}\left[0, 1\right]\mathclose{}}^{2} \).

We say that SVolterra operator2two \( {S}^{2} \) is an integral operator with kernel τfunction\( τ \). Our goal in what follows is a formula for the trace of a trace-class operator that can be realized as an integral operator with a continuous kernel. This will need some Fourier series lore, both to furnish a suitable basis for HHilbert space=equalsL2Lebesgue space⁡([interval0zero, 1one]interval) \( H= \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), and to use Fourier expansions to approximate continuous functions uniformly on [interval0zero, 1one]interval \( \mathopen{}\left[0, 1\right]\mathclose{} \). For the basis, let eunit vector0zero=equals1one \( {e}_{0}= 1 \), and then eunit vectorninteger⁡(xreal number)=equals2two⁢timescoscosine⁡(ninteger⁢timesπ⁢timesxreal number) \( {e}_{n}\mathopen{}\left( x\right)\mathclose{}= \sqrt{2}\cos\mathopen{}\left( nπx\right)\mathclose{} \) for ninteger∈element of{set1one2two…}set \( n\in \mathopen{}\left\{\, 1, 2, \dotsc\,\right\}\mathclose{} \). The argument at the end of Chapter 1 for the completeness of the sine basis, crucially modified by extending functions on [interval0zero, 1one]interval \( \mathopen{}\left[0, 1\right]\mathclose{} \) evenly to [interval−⁢1one, 1one]interval \( \mathopen{}\left[{-}1, 1\right]\mathclose{} \) rather than oddly, shows that the sequence {seteunit vector0zeroeunit vector1oneeunit vector2two…}set \( \mathopen{}\left\{\, {e}_{0}, {e}_{1}, {e}_{2}, \dotsc\,\right\}\mathclose{} \) is an orthonormal basis for HHilbert space\( H \). (The main reason to use the cosine basis is that the even extension of any continuous function on [interval0zero, 1one]interval \( \mathopen{}\left[0, 1\right]\mathclose{} \) is continuous on [interval−⁢1one, 1one]interval \( \mathopen{}\left[{-}1, 1\right]\mathclose{} \) with the same value at 1one\( 1 \) as at −⁢1one \( {-}1 \).)

Let Pprojectionninteger \( {P}_{n} \) be the projection on spanspan⁡(eunit vector0zeroeunit vector1one…eunit vectorninteger) \( \operatorname{span}\mathopen{}\left( {e}_{0}, {e}_{1}, \dotsc, {e}_{n}\right)\mathclose{} \). Then Pprojectionninteger⁡(ffunction) \( {P}_{n}\mathopen{}\left( f\right)\mathclose{} \) is the ninteger\( n \)th partial sum of the Fourier cosine series of ffunction\( f \), ∑summationninteger=0zero∞infinity 〈ffunction, eunit vectorninteger〉⁢timeseunit vectorninteger . \[ \sum_{n=0}^{\infty}{} \mathopen{}\left\langle{}f, {e}_{n}\right\rangle\mathclose{}{e}_{n} \text{.} \] Although ‖Pprojectionninteger⁡(ffunction)-minusffunction‖∞infinity \( \mathopen{}\left\lVert{}{P}_{n}\mathopen{}\left( f\right)\mathclose{}-f\right\rVert\mathclose{}_{\infty} \) need not go to zero for continuous ffunction\( f \), we get uniform convergence if we consider the Cesàro means CCesàro meanninteger=equals1oneninteger+plus1one⁢times(Pprojection0zero+plusPprojection1one+plus⋯+plusPprojectionninteger) \( {C}_{n}= \frac{1}{n+1}\mathopen{}\left({P}_{0}+{P}_{1}+\dotsb+{P}_{n}\right)\mathclose{} \) of the series.

Theorem III.41 (Fejer's Theorem)

Let Ffamily of functions\( F \) be a uniformly bounded equicontinuous family of functions on [interval0zero, 1one]interval \( \mathopen{}\left[0, 1\right]\mathclose{} \). Then for all εpositive real number>greater than0zero \( ε\gt 0 \) there exists Ninteger\( N \) such that ‖CCesàro meanninteger⁡(ffunction)-minusffunction‖∞infinity<less thanεpositive real number \( \mathopen{}\left\lVert{}{C}_{n}\mathopen{}\left( f\right)\mathclose{}-f\right\rVert\mathclose{}_{\infty}\lt ε \) for all ninteger>greater thanNinteger \( n\gt N \) and all ffunction∈element ofFfamily of functions \( f\in F \); in particular, CCesàro meanninteger⁡(ffunction)→converges toffunction \( {C}_{n}\mathopen{}\left( f\right)\mathclose{} \to f \) uniformly for all ffunction∈element ofCspace of continuous functions⁡([interval0zero, 1one]interval) \( f\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \).

Proof. See for instance Chapter 5 of Young [12] for the proof in the standard situation of a single 2two⁢timesπ\( 2π \)-periodic function gfunction\( g \) on Rreal numbers\( \mathbb{R} \) and its usual Fourier series, then rescale and specialize to even gfunction\( g \). The extension to bounded, equicontinuous families follows effortlessly from the observation that the upper estimates in the proof depend only on ‖gfunction‖∞infinity \( \mathopen{}\left\lVert{}g\right\rVert\mathclose{}_{\infty} \) and |modulusgfunction⁡(xreal number)-minusgfunction⁡(yreal number)|modulus \( \mathopen{}\left\lvert{}g\mathopen{}\left( x\right)\mathclose{}-g\mathopen{}\left( y\right)\mathclose{}\right\rvert\mathclose{} \) for small |modulusxreal number-minusyreal number|modulus \( \mathopen{}\left\lvert{}x-y\right\rvert\mathclose{} \).

Theorem III.42

Suppose Ttrace-class operator∈element of𝒯trace-class operators⁡(HHilbert space) \( T\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \) has the form Ttrace-class operator⁡(ffunction⁡(xreal number))=equals∫integral0zero1one τcontinuous function⁡(xreal numbertreal number)⁢timesffunction⁡(treal number) ⁢dtreal number \[ T\mathopen{}\left( f\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{}= \int _{0}^{1}{} τ\mathopen{}\left( x, t\right)\mathclose{}f\mathopen{}\left( t\right)\mathclose{} \,\mathrm{d}t \] for some continuous τcontinuous function\( τ \) on [interval0zero, 1one]interval 2two \( {\mathopen{}\left[0, 1\right]\mathclose{}}^{2} \) (i.e. Ttrace-class operator\( T \) is a trace-class integral operator with continuous kernel). Then Trtrace⁡(Ttrace-class operator)=equals∫integral0zero1oneτcontinuous function⁡(xreal numberxreal number)⁢dxreal number \( \operatorname{Tr}\mathopen{}\left( T\right)\mathclose{}= \int _{0}^{1}{}τ\mathopen{}\left( x, x\right)\mathclose{}\,\mathrm{d}x \).

Proof. This proof is taken from Gohberg [3]. With (sequenceeunit vectorninteger)sequenceninteger=0zero∞infinity \( \mathopen{}\left({e}_{n}\right)\mathclose{}_{n=0}^{\infty} \) the cosine basis as above, Trtrace⁡(Ttrace-class operator)=equals∑summationninteger 〈Ttrace-class operator⁡(eunit vectorninteger), eunit vectorninteger〉 \( \operatorname{Tr}\mathopen{}\left( T\right)\mathclose{}= \sum_{n}{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \), which is the limit of the sequence of Cesàro means. Then, with τcontinuous functionxreal number∈element ofCspace of continuous functions⁡([interval0zero, 1one]interval) \( {τ}_{x}\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) defined by τcontinuous functionxreal number⁡(treal number)=equalsτcontinuous function⁡(xreal numbertreal number) \( {τ}_{x}\mathopen{}\left( t\right)\mathclose{}= τ\mathopen{}\left( x, t\right)\mathclose{} \), 〈Ttrace-class operator⁡(eunit vectorninteger), eunit vectorninteger〉=equals∫integral0zero1one (Ttrace-class operator⁡(eunit vectorninteger))⁡(xreal number)⁢timeseunit vectorninteger⁡(xreal number) ⁢dxreal number=equals∫integral0zero1one ∫integral0zero1one τcontinuous function⁡(xreal numbertreal number)⁢timeseunit vectorninteger⁡(treal number)⁢timeseunit vectorninteger⁡(xreal number) ⁢dtreal number ⁢dxreal number=equals∫integral0zero1one (〈τcontinuous functionxreal number, eunit vectorninteger〉⁢timeseunit vectorninteger)⁡(xreal number) ⁢dxreal number . \[ \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{}= \int _{0}^{1}{} \mathopen{}\left(T\mathopen{}\left( {e}_{n}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}{e}_{n}\mathopen{}\left( x\right)\mathclose{} \,\mathrm{d}x= \int _{0}^{1}{} \int _{0}^{1}{} τ\mathopen{}\left( x, t\right)\mathclose{}{e}_{n}\mathopen{}\left( t\right)\mathclose{}{e}_{n}\mathopen{}\left( x\right)\mathclose{} \,\mathrm{d}t \,\mathrm{d}x= \int _{0}^{1}{} \mathopen{}\left(\mathopen{}\left\langle{}{τ}_{x}, {e}_{n}\right\rangle\mathclose{}{e}_{n}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{} \,\mathrm{d}x \text{.} \] Let ACesàro meanninteger \( {A}_{n} \) be the ninteger\( n \)th Cesàro mean of ∑summation 〈Ttrace-class operator⁡(eunit vectorninteger), eunit vectorninteger〉 \( \sum{} \mathopen{}\left\langle{}T\mathopen{}\left( {e}_{n}\right)\mathclose{}, {e}_{n}\right\rangle\mathclose{} \) so that ACesàro meanninteger→converges toTrtrace⁡(Ttrace-class operator) \( {A}_{n} \to \operatorname{Tr}\mathopen{}\left( T\right)\mathclose{} \). Then ACesàro meanninteger=equals∫integral0zero1one (CCesàro meanninteger⁡(τcontinuous functionxreal number))⁡(xreal number) ⁢dxreal number \( {A}_{n}= \int _{0}^{1}{} \mathopen{}\left({C}_{n}\mathopen{}\left( {τ}_{x}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{} \,\mathrm{d}x \) and |modulusACesàro meanninteger-minus∫integral0zero1oneτcontinuous function⁡(xreal numberxreal number)⁢dxreal number|modulus=equals|modulus∫integral0zero1one ((CCesàro meanninteger⁡(τcontinuous functionxreal number))⁡(xreal number)-minusτcontinuous functionxreal number⁡(xreal number)) ⁢dxreal number|modulus≤less than or equal to∫integral0zero1one ‖CCesàro meanninteger⁡(τcontinuous functionxreal number)-minusτcontinuous functionxreal number‖∞infinity ⁢dxreal number≤less than or equal tosupsupremumxreal number ‖CCesàro meanninteger⁡(τcontinuous functionxreal number)-minusτcontinuous functionxreal number‖ →converges to0zero \[ \mathopen{}\left\lvert{}{A}_{n}-\int _{0}^{1}{}τ\mathopen{}\left( x, x\right)\mathclose{}\,\mathrm{d}x\right\rvert\mathclose{}= \mathopen{}\left\lvert{}\int _{0}^{1}{} \mathopen{}\left(\mathopen{}\left({C}_{n}\mathopen{}\left( {τ}_{x}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}-{τ}_{x}\mathopen{}\left( x\right)\mathclose{}\right)\mathclose{} \,\mathrm{d}x\right\rvert\mathclose{}\leq \int _{0}^{1}{} \mathopen{}\left\lVert{}{C}_{n}\mathopen{}\left( {τ}_{x}\right)\mathclose{}-{τ}_{x}\right\rVert\mathclose{}_{\infty} \,\mathrm{d}x\leq \sup_{x}{} \mathopen{}\left\lVert{}{C}_{n}\mathopen{}\left( {τ}_{x}\right)\mathclose{}-{τ}_{x}\right\rVert\mathclose{} \to 0 \] by Fejer for Families because F=equals{setτcontinuous functionxreal number|such that xreal number∈element of[interval0zero, 1one]interval }set \( F= \mathopen{}\left\{\, {τ}_{x}\,\middle\vert\, , x\in \mathopen{}\left[0, 1\right]\mathclose{}, \,\right\}\mathclose{} \) is uniformly bounded, and also equicontinuous because of the uniform continuity of τcontinuous function\( τ \).

In particular, if SVolterra operator\( S \) is the Volterra operator, then Trtrace⁡(SVolterra operator2two)=equals0zero \( \operatorname{Tr}\mathopen{}\left( {S}^{2}\right)\mathclose{}= 0 \).

Corollary III.43

For any rfunction∈element ofCspace of continuous functions⁡([interval0zero, 1one]interval) \( r\in \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), the operator Ttrace-class operator\( T \) defined by (Ttrace-class operator⁡(ffunction))⁡(xreal number)=equals∫integral0zeroxreal number (xreal number-minustreal number)⁢timesffunction⁡(treal number)⁢timesrfunction⁡(treal number) ⁢dtreal number \[ \mathopen{}\left(T\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{}= \int _{0}^{x}{} \mathopen{}\left(x-t\right)\mathclose{}f\mathopen{}\left( t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{} \,\mathrm{d}t \] is trace-class and Trtrace⁡(Ttrace-class operator)=equals0zero \( \operatorname{Tr}\mathopen{}\left( T\right)\mathclose{}= 0 \).

Proof. If SVolterra operator\( S \) is the Volterra operator, and Mrfunctionmultiplication operatorrfunction \( \mathrm{M}_{r} \) denotes multiplication by rfunction\( r \), then Ttrace-class operator=equalsSVolterra operator2two∘compositionMrfunctionmultiplication operatorrfunction∈element of𝒯trace-class operators⁡(HHilbert space) \( T= {S}^{2}\circ \mathrm{M}_{r}\in \mathcal{T}\mathopen{}\left( H\right)\mathclose{} \). The kernel of Ttrace-class operator\( T \) is just τfunction⁡(xreal numbertreal number)⁢timesrfunction⁡(treal number) \( τ\mathopen{}\left( x, t\right)\mathclose{}r\mathopen{}\left( t\right)\mathclose{} \), which is 0zero\( 0 \) on the diagonal.


Previous: Trace-Class/Compact Duality back to top Next: Hilbert-Schmidt Operators