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 yfunction‴third derivative+pluspfunction⁡(treal number)⁢timesyfunction″second derivative+plusqfunction⁡(treal number)⁢timesyfunction′derivative+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: (matrixyfunctionyfunction′derivativeyfunction″second derivative) ′derivative=equals(matrixyfunction′derivativeyfunction″second derivativeyfunction‴third derivative)=equals (matrix0zero0zeroγfunction⁡(treal number)) ′derivative+plus (matrix0zero1one0zero0zero0zero1one−⁢rfunction⁡(treal number)−⁢pfunction⁡(treal number)−⁢qfunction⁡(treal number)) ′derivative⁢times (matrixyfunctionyfunction′derivativeyfunction″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, fvector=equals(matrixyfunctionyfunction′derivativeyfunction″second derivative) \( \mathbf{f}= \begin{bmatrix}y \\ y' \\ y'' \end{bmatrix} \) satisfies fvector′derivative=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)=equals∫integralareal numbertreal numbergfunction⁡(xreal number)⁢dxreal number+plus∫integralareal 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)=equals∫integralareal 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)=equals∫integralareal 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 Amatrix∈element 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]interval→to ℒbounded 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 number∈element 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(matrixffunction1oneffunction2two⋮ffunctionninteger)|such that ffunctioniinteger∈element ofL2Lebesgue space⁡( [intervalareal number, breal number]interval 2two ) iinteger∈element of{set1one2two⋯ninteger}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〉=equals∑summationjinteger 〈ffunctionjinteger, gfunctionjinteger〉 =equals∑summationjinteger ∫integralareal numberbreal number ffunctionjinteger⁢timesgfunctionjinteger¯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]interval→toCcomplex numbersninteger|such that ∫integralareal numberbreal number ‖fvector⁡(xreal number)‖ 2two ⁢dxreal 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 〈fvector, gvector〉=equals∫integralareal 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 space→toTlinear map⁡(HHilbert space) \( T : H \to T\mathopen{}\left( H\right)\mathclose{} \) by (Tlinear map⁡(fvector))⁡(treal number)=equals∫integralareal 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))‖=equals‖∫integraltreal number1onetreal number2two Amatrix⁡(xreal number)⁢timesfvector⁡(xreal number) ⁢dxreal number‖≤less than or equal toMreal number⁢times∫integraltreal number1onetreal number2two ‖ffunction⁡(xreal number)‖ ⁢dxreal number≤less than or equal toMreal number⁢times‖fvector‖⁢times |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 map∈element ofℒbounded 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 map∈element 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 fvector′derivative=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 fvector≡equivalent0vector \( \mathbf{f}\equiv \mathbf{0} \) on [intervalareal number, breal number]interval \( \mathopen{}\left[a, b\right]\mathclose{} \).

Proof. For creal number∈element of[intervalareal number, breal number]interval \( c\in \mathopen{}\left[a, b\right]\mathclose{} \), let Rreal numbercreal number=equalsmaxmaximum xreal number∈element 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 number≤less than or equal totreal number≤less than or equal tocreal number \( a\leq t\leq c \), fvector⁡(treal number)=equals∫integralareal 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 to∫integralareal numbertreal number ‖Amatrix⁡(xreal number)‖⁢times‖fvector⁡(xreal number)‖ ⁢dxreal number≤less than or equal toMreal number⁢timesRreal numbercreal number⁢times(treal number-minusareal number)≤less than or equal toMreal number⁢timesRreal numbercreal number⁢times(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 number≤less than or equal toMreal number⁢timesRreal numbercreal number⁢times(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 1one≤less than or equal toMreal number⁢times(creal number-minusareal number) \( 1\leq M\mathopen{}\left(c-a\right)\mathclose{} \). That is, if Mreal number⁢times(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 number∈element 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 number∈element ofCcomplex numbers∖set difference{set0zero}set \( λ\in \mathbb{C}\setminus \mathopen{}\left\{\, 0\,\right\}\mathclose{} \) and fvector∈element ofHHilbert space \( \mathbf{f}\in H \) satisfy Tlinear map⁡(fvector)=equalsλcomplex number⁢timesfvector \( T\mathopen{}\left( \mathbf{f}\right)\mathclose{}= λ\mathbf{f} \), that is, fvector=equals1oneλcomplex number⁢timesTlinear 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 number⁢times∫integralareal 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 fvector′derivative=equals1oneλcomplex number⁢timesAmatrix⁡(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, fvector≡equivalent0vector \( \mathbf{f}\equiv \mathbf{0} \).

Theorem III.54

Given αvector∈element ofCcomplex numbersninteger \( \mathbf{α}\in {\mathbb{C}}^{n} \), gfunction∈element 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 Amatrix∈element ofMreal numberninteger⁢timesCspace 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)=equals∫integralareal 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 1one∉not an element ofσ⁡(Tlinear map) \( 1\notin \mathop{\sigma}\mathopen{}\left( T\right)\mathclose{} \)). So fvector∈element 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 fvector′derivative=equals (Tlinear map⁡(fvector)) ′derivative+plusξvector′derivative \( \mathbf{f}' = \mathopen{}\left(T\mathopen{}\left( \mathbf{f}\right)\mathclose{}\right)\mathclose{} ' +\mathbf{ξ}' \). 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 fvector′derivative⁡(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{setffunction∈element 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 functions0zero→to 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)=equalsrfunction−⁢1inverse⁡(ffunction″second 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=equals−⁢rfunction⁢timesgfunction \( \mathopen{}\left(K\mathopen{}\left( g\right)\mathclose{}\right)\mathclose{}'' = {-}rg \), 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 gfunction∈element 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 ffunction∈element ofDset of functions0zero \( f\in {D}_{0} \).

Consider HHilbert space=equalsL2Lebesgue space⁡([interval0zero, 1one]intervalrfunction⁢ ddifferentialxreal 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〉=equals∫integral0zero1one ffunction⁡(xreal number)⁢timesgfunction⁡(xreal number)¯complex conjugate⁢timesrfunction⁡(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 space→to 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 operator−⁢1inverse⁡(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〉=equals〈ffunction, 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〉-minus〈ffunction, Loperator⁡(gfunction)〉=equals−⁢ ∫integral0zero1one ffunction″second derivative⁢timesgfunction¯complex conjugate +plus∫integral0zero1one ffunction⁢timesgfunction¯complex conjugate″second derivative =equals∫integral0zero1one(ffunction⁢timesgfunction¯complex conjugate″second derivative-minusffunction″second derivative⁢timesgfunction¯complex conjugate)=equals∫integral0zero1one (ffunction⁢timesgfunction¯complex conjugate′derivative-minusffunction′derivative⁢timesgfunction¯complex conjugate) ′derivative =equals(evaluation (ffunction⁢timesgfunction¯complex conjugate′derivative-minusffunction′derivative⁢timesgfunction¯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 ffunction″second derivative⁢timesffunction¯complex conjugate =equals−⁢ ∫integral ( (ffunction′derivative⁢timesffunction¯complex conjugate) ′derivative-minusffunction′derivative⁢timesffunction¯complex conjugate′derivative) =equals(evaluation −⁢ffunction′derivative⁢timesffunction¯complex conjugate |evaluation0zero1one+plus∫integral0zero1one |modulusffunction′derivative|modulus 2two =equals∫integral0zero1one |modulusffunction′derivative|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]intervalrfunction⁢ ddifferentialxreal 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 Koperator∈element 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)=equals∫integral0zeroxreal 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

Koperator≥greater than or equal to0zero \( K\geq 0 \).

Proof. For gfunction∈element 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 ffunction∈element ofDset of functions0zero \( f\in {D}_{0} \) and gfunction=equalsKoperator⁡(ffunction) \( g= K\mathopen{}\left( f\right)\mathclose{} \). Then 〈Koperator⁡(gfunction), gfunction〉=equals〈ffunction, 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), hfunction〉≥greater than or equal to0zero \( \mathopen{}\left\langle{}K\mathopen{}\left( h\right)\mathclose{}, h\right\rangle\mathclose{}\geq 0 \) for all hfunction∈element 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 number≠not equal to0zero \( λ\neq 0 \), we have that ffunction∈element ofDset of functions0zero \( f\in {D}_{0} \) and Loperator⁡(ffunction)=equalsλcomplex number⁢timesffunction \( L\mathopen{}\left( f\right)\mathclose{}= λf \) if and only if ffunction∈element ofHHilbert space \( f\in H \) and Koperator⁡(ffunction)=equals1oneλcomplex number⁢timesffunction \( K\mathopen{}\left( f\right)\mathclose{}= \frac{1}{λ}f \).

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

(⇐) Suppose ffunction∈element ofHHilbert space \( f\in H \) with ffunction=equalsλcomplex number⁢timesKoperator⁡(ffunction) \( f= λK\mathopen{}\left( f\right)\mathclose{} \). Then, as noted above, ffunction\( f \) is continuously differentiable, with ffunction′derivative⁡(xreal number)=equalsλcomplex number⁢times(−⁢ ∫integral0zeroxreal number ffunction⁡(treal number)⁢timesrfunction⁡(treal number) ⁢dtreal number +plus〈ffunction, 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 ffunction⁢timesrfunction \( fr \) is continuous. We conclude that ffunction∈element 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 ffunction″second derivative=equals−⁢λcomplex number⁢timesrfunction⁢timesffunction \( f'' = {-}λrf \). 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 number⁢timesKoperator⁡(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 ffunction∈element 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)=equals〈ffunction, 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 number∈element 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 operator⁢timesTlinear map⁢timesUunitary operator*=equalsMrfunctionmultiplication operatorrfunction⁢timesSVolterra operator2two⁢timesMrfunctionmultiplication 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 operatorrfunction⁢timesSVolterra operator2two⁢timesMrfunctionmultiplication operatorrfunction)=equalsTrtrace⁡(SVolterra operator2two⁢timesMrfunctionmultiplication 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=equals−⁢Tlinear 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))=equals〈ξfunction1one, ξfunction0zero-minusξfunction1one〉=equals∫integral0zero1one xreal number⁢times(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 operator⁢timesTlinear map2two⁢timesUunitary operator*)=equalsTrtrace⁡( (Uunitary operator⁢timesTlinear map⁢timesUunitary operator*) 2two )=equalsTrtrace⁡(Mrfunctionmultiplication operatorrfunction⁢timesSVolterra operator2two⁢timesMrfunctionmultiplication operatorrfunction⁢timesSVolterra operator2two⁢timesMrfunctionmultiplication operatorrfunction)=equalsTrtrace⁡( (SVolterra operator2two⁢timesMrfunctionmultiplication 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 operator2two⁢timesMrfunctionmultiplication 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), 0zero≤less than or equal totreal number≤less 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 operator2two⁢timesMrfunctionmultiplication operatorrfunction) 2two \( {\mathopen{}\left({S}^{2}\mathrm{M}_{r}\right)\mathclose{}}^{2} \) is another integral operator with kernel θfunction⁡(xreal numbertreal number)=equals∫integral0zero1one 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 operator2two⁢timesMrfunctionmultiplication operatorrfunction) 2two )=equals∫integral0zero1one 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 map⁢times(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⁡( (ξfunction⊗νfunction) 2two )=equals〈ξfunction, νfunction〉⁢timesTrtrace⁡(ξfunction⊗νfunction)=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-minus2two⁢timesTrtrace⁡(Tlinear map⁢timesξfunction1one⊗(ξfunction0zero-minusξfunction1one))+plus 〈ξfunction1one, ξfunction0zero-minusξfunction1one〉 2two =equals 〈ξfunction1one, ξfunction0zero-minusξfunction1one〉 2two -minus2two⁢times〈Tlinear map⁢timesξfunction1one, ξfunction0zero-minusξfunction1one〉=equals (∫integral0zero1one xreal number⁢times(1one-minusxreal number)⁢timesrfunction⁡(xreal number) ⁢dxreal number) 2two -minus2two⁢times∫integral0zero1one ∫integral0zeroxreal number (1one-minusxreal number)⁢times(xreal number-minustreal number)⁢timestreal number⁢timesrfunction⁡(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 rfunction∈element 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 −⁢rfunction−⁢1inverse⁢times 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=equals∫integral0zero1one xreal number⁢times(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 -minus2two⁢times∫integral0zero1one ∫integral0zeroxreal number (1one-minusxreal number)⁢times(xreal number-minustreal number)⁢timestreal number⁢timesrfunction⁡(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 rfunction≡equivalent1one \( r\equiv 1 \), the (normalized) eigenfunctions form the sine basis, and λcomplex numberninteger=equalsninteger2two⁢timesπ2two \( {λ}_{n}= {n}^{2}{π}^{2} \). The formulas specialize to ∑summationninteger1oneninteger2two=equalsπ2two6 \[ \sum_{n}{}\frac{1}{{n}^{2}}= \frac{{π}^{2}}{\mathrm{6}} \] and ∑summationninteger1oneninteger4four=equalsπ4four⁢times(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 ffunction″second derivative+plusλcomplex number⁢timesrfunction⁢timesffunction=equals0zero \( f'' +λrf= 0 \), ffunction⁡(0zero)=equals0zero \( f\mathopen{}\left( 0\right)\mathclose{}= 0 \), ffunction′derivative⁡(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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