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

A. Tensor Notation

For xvector\( x \) and yvector\( y \) in HHilbert space\( H \), define xvector⊗yvector :mapsHHilbert space→toHHilbert space \( x\otimes y : H \to H \) by (xvector⊗yvector)⁡(ξfunction)=equals〈ξfunction, yvector〉⁢timesxvector \( \mathopen{}\left(x\otimes y\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}= \mathopen{}\left\langle{}ξ, y\right\rangle\mathclose{}x \). Then ‖(xvector⊗yvector)⁡(ξfunction)‖≤less than or equal to‖ξfunction‖⁢times‖yvector‖⁢times‖xvector‖ \( \mathopen{}\left\lVert{}\mathopen{}\left(x\otimes y\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}\right\rVert\mathclose{}\leq \mathopen{}\left\lVert{}ξ\right\rVert\mathclose{}\mathopen{}\left\lVert{}y\right\rVert\mathclose{}\mathopen{}\left\lVert{}x\right\rVert\mathclose{} \) and so ‖(xvector⊗yvector)⁡(yvector)‖=equals‖yvector‖2two⁢times‖xvector‖ \( \mathopen{}\left\lVert{}\mathopen{}\left(x\otimes y\right)\mathclose{}\mathopen{}\left( y\right)\mathclose{}\right\rVert\mathclose{}= {\mathopen{}\left\lVert{}y\right\rVert\mathclose{}}^{2}\mathopen{}\left\lVert{}x\right\rVert\mathclose{} \). Thus xvector⊗yvector∈element ofℒbounded linear operators⁡(HHilbert space) \( x\otimes y\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), and ‖xvector⊗yvector‖=equals‖xvector‖⁢times‖yvector‖ \( \mathopen{}\left\lVert{}x\otimes y\right\rVert\mathclose{}= \mathopen{}\left\lVert{}x\right\rVert\mathclose{}\mathopen{}\left\lVert{}y\right\rVert\mathclose{} \). Finally, 〈(xvector⊗yvector)⁡(ξfunction), ν〉=equals〈〈yvector, ξfunction〉⁢timesxvector, ν〉=equals〈yvector, ξfunction〉⁢times〈xvector, yvector〉 , \[ \mathopen{}\left\langle{}\mathopen{}\left(x\otimes y\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{}, ν\right\rangle\mathclose{}= \mathopen{}\left\langle{}\mathopen{}\left\langle{}y, ξ\right\rangle\mathclose{}x, ν\right\rangle\mathclose{}= \mathopen{}\left\langle{}y, ξ\right\rangle\mathclose{}\mathopen{}\left\langle{}x, y\right\rangle\mathclose{} \text{,} \] and 〈ξfunction, (yvector⊗xvector)⁡(ν)〉=equals〈ξfunction, 〈ν, xvector〉⁢timesyvector〉=equals〈xvector, yvector〉⁢times〈yvector, ξfunction〉 . \[ \mathopen{}\left\langle{}ξ, \mathopen{}\left(y\otimes x\right)\mathclose{}\mathopen{}\left( ν\right)\mathclose{}\right\rangle\mathclose{}= \mathopen{}\left\langle{}ξ, \mathopen{}\left\langle{}ν, x\right\rangle\mathclose{}y\right\rangle\mathclose{}= \mathopen{}\left\langle{}x, y\right\rangle\mathclose{}\mathopen{}\left\langle{}y, ξ\right\rangle\mathclose{} \text{.} \]Thus (xvector⊗yvector)*=equalsyvector⊗xvector \( \mathopen{}\left(x\otimes y\right)\mathclose{}^{*}= y\otimes x \).

For Tlinear map∈element ofℒbounded linear operators⁡(HHilbert space) \( T\in \mathcal{L}\mathopen{}\left( H\right)\mathclose{} \), we have Tlinear map⁢times(xvector⊗yvector)=equalsTlinear map⁡(xvector)⊗yvector \( T\mathopen{}\left(x\otimes y\right)\mathclose{}= T\mathopen{}\left( x\right)\mathclose{}\otimes y \) and ((xvector⊗yvector)⁢timesTlinear map)*=equalsTlinear map*⁡(yvector⊗xvector)=equalsTlinear map*⁡(yvector)⊗xvector=equals(xvector⊗Tlinear map*⁡(yvector))* \( \mathopen{}\left(\mathopen{}\left(x\otimes y\right)\mathclose{}T\right)\mathclose{}^{*}= T^{*}\mathopen{}\left( y\otimes x\right)\mathclose{}= T^{*}\mathopen{}\left( y\right)\mathclose{}\otimes x= \mathopen{}\left(x\otimes T^{*}\mathopen{}\left( y\right)\mathclose{}\right)\mathclose{}^{*} \). So, (xvector⊗yvector)⁡(Tlinear map)=equalsxvector⊗Tlinear map*⁡(yvector) \( \mathopen{}\left(x\otimes y\right)\mathclose{}\mathopen{}\left( T\right)\mathclose{}= x\otimes T^{*}\mathopen{}\left( y\right)\mathclose{} \). In particular, (xvector1one⊗yvector1one)⁡(xvector2two⊗yvector2two)=equals〈xvector2two, yvector1one〉⁢times(xvector1one⊗yvector2two) \( \mathopen{}\left({x}_{1}\otimes {y}_{1}\right)\mathclose{}\mathopen{}\left( {x}_{2}\otimes {y}_{2}\right)\mathclose{}= \mathopen{}\left\langle{}{x}_{2}, {y}_{1}\right\rangle\mathclose{}\mathopen{}\left({x}_{1}\otimes {y}_{2}\right)\mathclose{} \). Notice for yvector≠not equal to0zero \( y\neq 0 \), Ranrange⁡(xvector⊗yvector)=equalsCxvector \( \operatorname{Ran}\mathopen{}\left( x\otimes y\right)\mathclose{}= \mathbb{C}x \).

Every Tlinear map∈element ofℱfinite rank operators⁡(HHilbert space) \( T\in \mathcal{F}\mathopen{}\left( H\right)\mathclose{} \) can be written Tlinear map=equals∑summationiinteger=1oneninteger xvectoriinteger⊗yvectoriinteger \( T= \sum_{i=1}^{n}{} {x}_{i}\otimes {y}_{i} \). Indeed, let {seteunit vector1one…eunit vectorninteger}set \( \mathopen{}\left\{\, {e}_{1}, \dotsc, {e}_{n}\,\right\}\mathclose{} \) be an orthonormal basis for Tlinear map⁡(HHilbert space) \( T\mathopen{}\left( H\right)\mathclose{} \). Then Tlinear map⁡(ξfunction)=equals∑summationiinteger=1oneninteger 〈Tlinear map⁡(ξfunction), eunit vectoriinteger〉⁢timeseunit vectoriinteger =equals∑summationiinteger=1oneninteger 〈ξfunction, Tlinear map*⁡(eunit vectoriinteger)〉⁢timeseunit vectoriinteger =equals∑summationiinteger=1oneninteger (eunit vectoriinteger⊗Tlinear map*⁡(eunit vectoriinteger))⁡(ξfunction) \[ T\mathopen{}\left( ξ\right)\mathclose{}= \sum_{i=1}^{n}{} \mathopen{}\left\langle{}T\mathopen{}\left( ξ\right)\mathclose{}, {e}_{i}\right\rangle\mathclose{}{e}_{i} = \sum_{i=1}^{n}{} \mathopen{}\left\langle{}ξ, T^{*}\mathopen{}\left( {e}_{i}\right)\mathclose{}\right\rangle\mathclose{}{e}_{i} = \sum_{i=1}^{n}{} \mathopen{}\left({e}_{i}\otimes T^{*}\mathopen{}\left( {e}_{i}\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( ξ\right)\mathclose{} \] Easily, then ℱfinite rank operators⁡(HHilbert space)=equalsHHilbert space⊙algebraic tensor productHHilbert space¯conjugate Hilbert space \( \mathcal{F}\mathopen{}\left( H\right)\mathclose{}= H\odot \overline{H} \) where HHilbert space¯conjugate Hilbert space=equalsHHilbert space \( \overline{H}= H \) with conjugate scalar multiplication.

Until further notice, HHilbert space\( H \) is separable and infinite dimensional.

Notice that if {seteunit vector1one…eunit vectorninteger}set \( \mathopen{}\left\{\, {e}_{1}, \dotsc, {e}_{n}\,\right\}\mathclose{} \) is a finite orthonormal set, then P=equals∑summationiinteger=1oneninteger eunit vectoriinteger⊗eunit vectoriinteger \( P= \sum_{i=1}^{n}{} {e}_{i}\otimes {e}_{i} \) is the projection of HHilbert space\( H \) on spanspan⁡(eunit vector1one…eunit vectorninteger) \( \operatorname{span}\mathopen{}\left( {e}_{1}, \dotsc, {e}_{n}\right)\mathclose{} \). In particular, P⁡(ξfunction)=equals∑summationiinteger=1oneninteger 〈ξfunction, eunit vectoriinteger〉⁢timeseunit vectoriinteger \( P\mathopen{}\left( ξ\right)\mathclose{}= \sum_{i=1}^{n}{} \mathopen{}\left\langle{}ξ, {e}_{i}\right\rangle\mathclose{}{e}_{i} \). The spectral theorem for self-adjoint compact operators says if Aself-adjoint operator=equalsAself-adjoint operator*∈element of𝒦compact linear operators⁡(HHilbert space) \( A= A^{*}\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \), then there exist real λcomplex numberninteger \( {λ}_{n} \) with λcomplex numberninteger→converges to0zero \( {λ}_{n} \to 0 \) and an orthonormal basis {seteunit vector1oneeunit vector2two…}set \( \mathopen{}\left\{\, {e}_{1}, {e}_{2}, \dotsc\,\right\}\mathclose{} \) for HHilbert space\( H \) such that Aself-adjoint operator=equals∑summationninteger=1one∞infinity λcomplex number⁢timeseunit vectorninteger⊗eunit vectorninteger \( A= \sum_{n=1}^{\infty}{} λ{e}_{n}\otimes {e}_{n} \) (norm-convergent series). In this case Aself-adjoint operator⁡(eunit vectorjinteger)=equalsλcomplex numberjinteger⁢timeseunit vectorjinteger \( A\mathopen{}\left( {e}_{j}\right)\mathclose{}= {λ}_{j}{e}_{j} \).

Example III.18

Let HHilbert space\( H \) be the space L2Lebesgue space⁡([interval0zero, 1one]interval) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \). Let ξfunction0zero⁡(xvector)=equals1one \( {ξ}_{0}\mathopen{}\left( x\right)\mathclose{}= 1 \) and ξfunction1one⁡(xvector)=equalsxvector \( {ξ}_{1}\mathopen{}\left( x\right)\mathclose{}= x \). Let Tlinear map\( T \) be the Volterra operator, defined by (Tlinear map⁡(ffunction))⁡(treal number)=equals∫integral0zerotreal numberffunction⁡(xvector)⁢dxvector \( \mathopen{}\left(T\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{}= \int _{0}^{t}{}f\mathopen{}\left( x\right)\mathclose{}\,\mathrm{d}x \). Recall (Tlinear map*⁡(ffunction))⁡(treal number)=equals∫integraltreal number1oneffunction⁡(xvector)⁢dxvector \( \mathopen{}\left( T^{*}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{}= \int _{t}^{1}{}f\mathopen{}\left( x\right)\mathclose{}\,\mathrm{d}x \). So ((Tlinear map+plusTlinear map*)⁡(ffunction))⁡(treal number)=equals∫integral0zero1oneffunction⁡(xvector)⁢dxvector=equals〈ffunction, ξfunction0zero〉 \( \mathopen{}\left(\mathopen{}\left(T+ T^{*}\right)\mathclose{}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{}= \int _{0}^{1}{}f\mathopen{}\left( x\right)\mathclose{}\,\mathrm{d}x= \mathopen{}\left\langle{}f, {ξ}_{0}\right\rangle\mathclose{} \). Then (Tlinear map+plusTlinear map*)⁡(ffunction)=equals〈ffunction, ξfunction0zero〉⁢timesξfunction0zero \( \mathopen{}\left(T+ T^{*}\right)\mathclose{}\mathopen{}\left( f\right)\mathclose{}= \mathopen{}\left\langle{}f, {ξ}_{0}\right\rangle\mathclose{}{ξ}_{0} \) and Tlinear map+plusTlinear map*=equalsξfunction0zero⊗ξfunction0zero \( T+ T^{*}= {ξ}_{0}\otimes {ξ}_{0} \). Define Aself-adjoint operator=equals−⁢Tlinear map2two+plusξfunction1one⊗(ξfunction0zero-minusξfunction1one) \( A= {-}{T}^{2}+{ξ}_{1}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{} \), so Aself-adjoint operator∈element of𝒦compact linear operators⁡(HHilbert space) \( A\in \mathcal{K}\mathopen{}\left( H\right)\mathclose{} \). We claim that Aself-adjoint operator=equalsAself-adjoint operator* \( A= A^{*} \). (Tlinear map*)2two=equals (ξfunction0zero⊗ξfunction0zero-minusTlinear map) 2two =equals (ξfunction0zero⊗ξfunction0zero) 2two -minus(ξfunction0zero⊗ξfunction0zero)⁢timesTlinear map-minusTlinear map⁢times(ξfunction0zero⊗ξfunction0zero)+plusTlinear map2two=equalsξfunction0zero⊗ξfunction0zero-minusξfunction0zero⊗Tlinear map*⁡(ξfunction0zero)-minusTlinear map⁡(ξfunction0zero)⊗ξfunction0zero+plusTlinear map2two=equalsξfunction0zero⊗ξfunction0zero-minusξfunction0zero⊗(ξfunction0zero-minusξfunction1one)-minusξfunction1one⊗ξfunction0zero+plusTlinear map2two=equalsTlinear map2two+plusξfunction0zero⊗ξfunction1one-minusξfunction1one⊗ξfunction0zero . \[ {\mathopen{}\left( T^{*}\right)\mathclose{}}^{2}= {\mathopen{}\left({ξ}_{0}\otimes {ξ}_{0}-T\right)\mathclose{}}^{2}= {\mathopen{}\left({ξ}_{0}\otimes {ξ}_{0}\right)\mathclose{}}^{2}-\mathopen{}\left({ξ}_{0}\otimes {ξ}_{0}\right)\mathclose{}T-T\mathopen{}\left({ξ}_{0}\otimes {ξ}_{0}\right)\mathclose{}+{T}^{2}= {ξ}_{0}\otimes {ξ}_{0}-{ξ}_{0}\otimes T^{*}\mathopen{}\left( {ξ}_{0}\right)\mathclose{}-T\mathopen{}\left( {ξ}_{0}\right)\mathclose{}\otimes {ξ}_{0}+{T}^{2}= {ξ}_{0}\otimes {ξ}_{0}-{ξ}_{0}\otimes \mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}-{ξ}_{1}\otimes {ξ}_{0}+{T}^{2}= {T}^{2}+{ξ}_{0}\otimes {ξ}_{1}-{ξ}_{1}\otimes {ξ}_{0} \text{.} \] Thus −⁢Aself-adjoint operator*=equals(Tlinear map*)2two-minus(ξfunction0zero-minusξfunction1one)⊗ξfunction1one=equalsξfunction1one⊗ξfunction1one-minusξfunction1one⊗ξfunction0zero+plusTlinear map2two=equalsξfunction1one⊗(ξfunction1one-minusξfunction0zero)+plusTlinear map2two=equals−⁢Aself-adjoint operator \( {-} A^{*}= {\mathopen{}\left( T^{*}\right)\mathclose{}}^{2}-\mathopen{}\left({ξ}_{0}-{ξ}_{1}\right)\mathclose{}\otimes {ξ}_{1}= {ξ}_{1}\otimes {ξ}_{1}-{ξ}_{1}\otimes {ξ}_{0}+{T}^{2}= {ξ}_{1}\otimes \mathopen{}\left({ξ}_{1}-{ξ}_{0}\right)\mathclose{}+{T}^{2}= {-}A \). Consider eigenvalues λcomplex number∈element ofRreal numbers \( λ\in \mathbb{R} \), Aself-adjoint operator⁡(ffunction)=equalsλcomplex number⁡(ffunction) \( A\mathopen{}\left( f\right)\mathclose{}= λ\mathopen{}\left( f\right)\mathclose{} \), ffunction≠not equal to0zero \( f\neq 0 \). There are three cases.

  1. ( λcomplex number>greater than0zero \( λ\gt 0 \)) Since Tlinear map⁡(HHilbert space)⊆subsetCspace of continuous functions⁡([interval0zero, 1one]interval) \( T\mathopen{}\left( H\right)\mathclose{}\subseteq \mathrm{C}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), the fundamental theorem of calculus makes Tlinear map2two⁡(ffunction)∈element ofC1space of continuously differentiable functions⁡([interval0zero, 1one]interval) \( {T}^{2}\mathopen{}\left( f\right)\mathclose{}\in \mathrm{C}^{1}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) with (Tlinear map2two⁡(ffunction))′derivative=equalsTlinear map⁡(ffunction) \( \mathopen{}\left({T}^{2}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}' = T\mathopen{}\left( f\right)\mathclose{} \). Writing λcomplex number=equals1oneμmeasure2two \( λ= \frac{1}{{μ}^{2}} \), we have ffunction=equalsμmeasure2two⁢timesAself-adjoint operator⁡(ffunction) \( f= {μ}^{2}A\mathopen{}\left( f\right)\mathclose{} \), and thus ffunction∈element ofC1space of continuously differentiable functions⁡([interval0zero, 1one]interval) \( f\in \mathrm{C}^{1}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \). It follows that Tlinear map⁡(ffunction)∈element ofC1space of continuously differentiable functions⁡([interval0zero, 1one]interval) \( T\mathopen{}\left( f\right)\mathclose{}\in \mathrm{C}^{1}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \), with (Tlinear map⁡(ffunction))′derivative=equalsffunction \( \mathopen{}\left(T\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}' = f \). Further ffunction′derivative=equalsμmeasure2two⁢times(Aself-adjoint operator⁡(ffunction))′derivative=equalsμmeasure2two⁢times(−⁢Tlinear map⁡(ffunction)+plus〈ffunction, ξfunction0zero-minusξfunction1one〉) , \[ f' = {μ}^{2}\mathopen{}\left(A\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}' = {μ}^{2}\mathopen{}\left({-}T\mathopen{}\left( f\right)\mathclose{}+\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}\right)\mathclose{} \text{,} \] so ffunction′derivative∈element ofC1space of continuously differentiable functions⁡([interval0zero, 1one]interval) \( f' \in \mathrm{C}^{1}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) and ffunction″second derivative=equalsμmeasure2two⁢times(−⁢ffunction+plus0zero)=equals−⁢μmeasure2two⁢timesffunction . \[ f'' = {μ}^{2}\mathopen{}\left({-}f+0\right)\mathclose{}= {-}{μ}^{2}f \text{.} \] We claim that ffunction⁡(0zero)=equals0zero=equalsffunction⁡(1one) \( f\mathopen{}\left( 0\right)\mathclose{}= 0= f\mathopen{}\left( 1\right)\mathclose{} \), which amounts to showing (Aself-adjoint operator⁡(ffunction))⁡(0zero)=equals0zero=equals(Aself-adjoint operator⁡(ffunction))⁡(1one) \( \mathopen{}\left(A\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 0\right)\mathclose{}= 0= \mathopen{}\left(A\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 1\right)\mathclose{} \). Indeed, from (Aself-adjoint operator⁡(ffunction))⁡(treal number)=equals−⁢ (Tlinear map2two⁡(ffunction))⁡(treal number) +plus〈ffunction, ξfunction0zero-minusξfunction1one〉⁢timestreal number \( \mathopen{}\left(A\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{}= {-} \mathopen{}\left({T}^{2}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( t\right)\mathclose{} +\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}t \), we immediately get (Aself-adjoint operator⁡(ffunction))⁡(0zero)=equals0zero \( \mathopen{}\left(A\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 0\right)\mathclose{}= 0 \), and at the other end Aself-adjoint operator⁡(ffunction⁡(1one))=equals−⁢ (Tlinear map2two⁡(ffunction))⁡(1one) +plus〈ffunction, ξfunction0zero-minusξfunction1one〉=equals−⁢ ∫integral0zero1one (Tlinear map⁡(ffunction))⁡(xvector) ⁢dxvector +plus〈ffunction, ξfunction0zero-minusξfunction1one〉=equals−⁢ 〈Tlinear map⁡(ffunction), ξfunction0zero〉 +plus〈ffunction, ξfunction0zero-minusξfunction1one〉=equals−⁢ 〈ffunction, Tlinear map*⁡(ξfunction0zero)〉 +plus〈ffunction, ξfunction0zero-minusξfunction1one〉=equals0zero . \[ A\mathopen{}\left( f\mathopen{}\left( 1\right)\mathclose{}\right)\mathclose{}= {-} \mathopen{}\left({T}^{2}\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( 1\right)\mathclose{} +\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}= {-} \int _{0}^{1}{} \mathopen{}\left(T\mathopen{}\left( f\right)\mathclose{}\right)\mathclose{}\mathopen{}\left( x\right)\mathclose{} \,\mathrm{d}x +\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}= {-} \mathopen{}\left\langle{}T\mathopen{}\left( f\right)\mathclose{}, {ξ}_{0}\right\rangle\mathclose{} +\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}= {-} \mathopen{}\left\langle{}f, T^{*}\mathopen{}\left( {ξ}_{0}\right)\mathclose{}\right\rangle\mathclose{} +\mathopen{}\left\langle{}f, {ξ}_{0}-{ξ}_{1}\right\rangle\mathclose{}= 0 \text{.} \] The general solution to ffunction″second derivative+plusμmeasure2two⁢timesffunction=equals0zero \( f'' +{μ}^{2}f= 0 \) is ffunction⁡(xvector)=equalsareal number⁢timescoscosine⁡(μmeasure⁢timesxvector)+plusbreal number⁢timessinsine⁡(μmeasure⁢timesxvector) \( f\mathopen{}\left( x\right)\mathclose{}= a\cos\mathopen{}\left( μx\right)\mathclose{}+b\sin\mathopen{}\left( μx\right)\mathclose{} \). The endpoint condition ffunction⁡(0zero)=equals0zero \( f\mathopen{}\left( 0\right)\mathclose{}= 0 \) makes areal number=equals0zero \( a= 0 \) (and thus breal number≠not equal to0zero \( b\neq 0 \)). From ffunction⁡(1one)=equals0zero \( f\mathopen{}\left( 1\right)\mathclose{}= 0 \), we deduce that μmeasure\( μ \) is a nonzero integer multiple of π\( π \). We conclude that the positive eigenvalues of Aself-adjoint operator\( A \) are λcomplex numberninteger=equals 1one ninteger2two⁢timesπ2two \( {λ}_{n}= \frac{1}{{n}^{2}{π}^{2}} \) with normalized eigenfunctions eunit vectorninteger=equalseunit vectorninteger⁡(xvector)=equals2two⁢timessinsine⁡(ninteger⁢timesπ⁢timesxvector) \( {e}_{n}= {e}_{n}\mathopen{}\left( x\right)\mathclose{}= \sqrt{2}\sin\mathopen{}\left( nπx\right)\mathclose{} \), for ninteger\( n \) in {set1one2two…}set \( \mathopen{}\left\{\, 1, 2, \dotsc\,\right\}\mathclose{} \).
  2. ( λcomplex number=equals0zero \( λ= 0 \)) Kerkernel⁡(Aself-adjoint operator)=equals0zero \( \operatorname{Ker}\mathopen{}\left( A\right)\mathclose{}= 0 \) because Aself-adjoint operator⁡(ffunction)=equals0zero \( A\mathopen{}\left( f\right)\mathclose{}= 0 \) implies Tlinear map2two⁡(ffunction)=equalscreal number⁢timesξfunction1one \( {T}^{2}\mathopen{}\left( f\right)\mathclose{}= c{ξ}_{1} \), which gives Tlinear map⁡(ffunction)=equalscreal number⁢timesξfunction0zero \( T\mathopen{}\left( f\right)\mathclose{}= c{ξ}_{0} \). But then Tlinear map⁡(ffunction⁡(0zero))=equals0zero \( T\mathopen{}\left( f\mathopen{}\left( 0\right)\mathclose{}\right)\mathclose{}= 0 \), so creal number=equals0zero \( c= 0 \).
  3. ( λcomplex number<less than0zero \( λ\lt 0 \)) Write λcomplex number=equals−⁢ 1oneμmeasure2two \( λ= {-} \frac{1}{{μ}^{2}} \). Aself-adjoint operator⁡(ffunction)=equals−⁢ 1oneμmeasure2two ⁢timesffunction \( A\mathopen{}\left( f\right)\mathclose{}= {-} \frac{1}{{μ}^{2}} f \) gives ffunction⁡(xvector)=equalsαcomplex number⁢timeseEuler's constantμmeasure⁢timesxvector+plusβcomplex number⁢timeseEuler's constant−⁢μmeasure⁢timesxvector \( f\mathopen{}\left( x\right)\mathclose{}= α{\mathrm{e}}^{μx}+β{\mathrm{e}}^{{-}μx} \) (as before) and ffunction⁡(0zero)=equals0zero=equalsffunction⁡(1one) \( f\mathopen{}\left( 0\right)\mathclose{}= 0= f\mathopen{}\left( 1\right)\mathclose{} \) forces αcomplex number=equals0zero=equalsβcomplex number \( α= 0= β \).
We have diagonalized the operator Aself-adjoint operator\( A \). That is, the eunit vectorninteger \( {e}_{n} \)'s form an orthonormal basis for L2Lebesgue space⁡([interval0zero, 1one]interval) \( \mathrm{L}^{\mathrm{2}}\mathopen{}\left( \mathopen{}\left[0, 1\right]\mathclose{}\right)\mathclose{} \) (a fact we have already demonstrated less gracefully in an earlier example), and Aself-adjoint operator=equals1oneπ2two⁢times∑summationninteger=1one∞infinity 1oneninteger2two⁢timeseunit vectorninteger⊗eunit vectorninteger . \[ A= \frac{1}{{π}^{2}}\sum_{n=1}^{\infty}{} \frac{1}{{n}^{2}}{e}_{n}\otimes {e}_{n} \text{.} \] Notice that this makes ‖Aself-adjoint operator‖=equalsρEuclidean norm⁡(Aself-adjoint operator)=equals1oneπ2two \( \mathopen{}\left\lVert{}A\right\rVert\mathclose{}= ρ\mathopen{}\left( A\right)\mathclose{}= \frac{1}{{π}^{2}} \), which is not obvious from the definition of Aself-adjoint operator\( A \).


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