Difference between revisions of "Hilbert-Schmidt integral operator"
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− | + | A bounded linear [[Integral operator|integral operator]] $ T $ | |
+ | acting from the space $ L _ {2} ( X, \mu ) $ | ||
+ | into $ L _ {2} ( x, \mu ) $ | ||
+ | and representable in the form | ||
− | + | $$ | |
+ | ( Tf ) ( x) = \int\limits _ { X } K ( x, y) f ( y) \mu ( dy),\ \ | ||
+ | f \in L _ {2} ( X, \mu ), | ||
+ | $$ | ||
− | + | where $ K ( \cdot , \cdot ) \in L _ {2} ( X \times X, \mu \times \mu ) $ | |
+ | is the kernel of the operator (cf. [[Kernel of an integral operator|Kernel of an integral operator]], [[#References|[1]]]). | ||
− | + | D. Hilbert and E. Schmidt in 1907 were the first to study operators of this kind. A Hilbert–Schmidt integral operator is a [[Completely-continuous operator|completely-continuous operator]] [[#References|[2]]]. Its adjoint is also a Hilbert–Schmidt integral operator, with kernel $ \overline{ {K ( y, x ) }}\; $[[#References|[3]]]. A Hilbert–Schmidt integral operator is a [[Self-adjoint operator|self-adjoint operator]] if and only if $ K ( x, y) = \overline{ {K ( y, x) }}\; $ | |
+ | for almost-all $ ( x, y) \in X \times X $( | ||
+ | with respect to $ ( \mu \times \mu ) $). | ||
+ | For a self-adjoint Hilbert–Schmidt integral operator and for its kernel the following expansions are valid: | ||
− | + | $$ \tag{1 } | |
+ | ( Tf ) ( x) = \ | ||
+ | \sum _ { n } \lambda _ {n} ( f, \phi _ {n} ) \phi _ {n} ,\ \ | ||
+ | f \in L _ {2} ( X, \mu ), | ||
+ | $$ | ||
+ | |||
+ | $$ \tag{2 } | ||
+ | K ( x, y) = \sum _ { n } \lambda _ {n} \phi _ {n} ( x) \phi _ {n} ( y), | ||
+ | $$ | ||
+ | |||
+ | where $ \{ \phi _ {n} \} $ | ||
+ | is the orthonormal system of eigen functions of $ T $ | ||
+ | corresponding to the eigen values $ \lambda _ {n} \neq 0 $. | ||
+ | The series (1) converges with respect to the norm of $ L _ {2} ( X, \mu ) $, | ||
+ | while the series (2) converges with respect to the norm of $ L _ {2} ( X \times X, \mu \times \mu ) $, | ||
+ | [[#References|[4]]]. Under the conditions of the [[Mercer theorem|Mercer theorem]] the series (2) converges absolutely and uniformly [[#References|[5]]]. | ||
If | If | ||
− | + | $$ | |
+ | \int\limits _ { X } | ||
+ | | K ( x, y) | ^ {2} \mu ( dy) \leq C \ \ | ||
+ | \textrm{ for } \textrm{ all } x \in X, | ||
+ | $$ | ||
then the series (1) converges absolutely and uniformly, [[#References|[4]]]. | then the series (1) converges absolutely and uniformly, [[#References|[4]]]. | ||
− | If | + | If $ \mu $ |
+ | is a $ \sigma $- | ||
+ | finite measure, then the linear operator | ||
− | + | $$ | |
+ | T: L _ {2} ( X, \mu ) \rightarrow L _ {2} ( X, \mu ) | ||
+ | $$ | ||
− | is a Hilbert–Schmidt integral operator if and only if there exists a function | + | is a Hilbert–Schmidt integral operator if and only if there exists a function $ M ( \cdot ) \in L _ {2} ( X, \mu ) $ |
+ | such that the inequality | ||
− | + | $$ | |
+ | | ( Tf ) ( x) | \leq M ( x) \| f \| | ||
+ | $$ | ||
− | is valid for almost-all | + | is valid for almost-all $ x \in X $( |
+ | with respect to the measure $ \mu $) | ||
+ | [[#References|[7]]]. Thus, the Hilbert–Schmidt integral operators form a two-sided ideal in the Banach algebra of all bounded linear operators acting from $ L _ {2} ( X, \mu ) $ | ||
+ | into $ L _ {2} ( X, \mu ) $. | ||
Hilbert–Schmidt integral operators play an important role in the theory of integral equations and in the theory of boundary value problems [[#References|[8]]], [[#References|[9]]], because the operators which appear in many problems of mathematical physics are either themselves Hilbert–Schmidt integral operators or else their iteration to a certain order is such an operator. A natural generalization of a Hilbert–Schmidt integral operator is a [[Hilbert–Schmidt operator|Hilbert–Schmidt operator]]. | Hilbert–Schmidt integral operators play an important role in the theory of integral equations and in the theory of boundary value problems [[#References|[8]]], [[#References|[9]]], because the operators which appear in many problems of mathematical physics are either themselves Hilbert–Schmidt integral operators or else their iteration to a certain order is such an operator. A natural generalization of a Hilbert–Schmidt integral operator is a [[Hilbert–Schmidt operator|Hilbert–Schmidt operator]]. | ||
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====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> N. Dunford, J.T. Schwartz, "Linear operators. Spectral theory" , '''2''' , Interscience (1963)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> K. Yosida, "Functional analysis" , Springer (1980) pp. Chapt. 8, §1</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> M.H. Stone, "Linear transformations in Hilbert space and their applications to analysis" , Amer. Math. Soc. (1932)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> F. Riesz, B. Szökefalvi-Nagy, "Functional analysis" , F. Ungar (1955) (Translated from French)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top"> J.A. Dieudonné, "Foundations of modern analysis" , Acad. Press (1961) (Translated from French)</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top"> L.V. Kantorovich, B.Z. Vulikh, A.G. Pinsker, "Functional analysis in semi-ordered spaces" , Moscow-Leningrad (1950) (In Russian)</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top"> J. Weidmann, "Carleman operatoren" ''Manuscripta Math.'' , '''2''' : 1 (1970) pp. 1–38</TD></TR><TR><TD valign="top">[8]</TD> <TD valign="top"> K. Moren, "Methods of Hilbert spaces" , PWN (1967) (Translated from Polish)</TD></TR><TR><TD valign="top">[9]</TD> <TD valign="top"> Yu.M. [Yu.M. Berezanskii] Berezanskiy, "Expansion in eigenfunctions of selfadjoint operators" , Amer. Math. Soc. (1968) (Translated from Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> N. Dunford, J.T. Schwartz, "Linear operators. Spectral theory" , '''2''' , Interscience (1963)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> K. Yosida, "Functional analysis" , Springer (1980) pp. Chapt. 8, §1</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> M.H. Stone, "Linear transformations in Hilbert space and their applications to analysis" , Amer. Math. Soc. (1932)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> F. Riesz, B. Szökefalvi-Nagy, "Functional analysis" , F. Ungar (1955) (Translated from French)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top"> J.A. Dieudonné, "Foundations of modern analysis" , Acad. Press (1961) (Translated from French)</TD></TR><TR><TD valign="top">[6]</TD> <TD valign="top"> L.V. Kantorovich, B.Z. Vulikh, A.G. Pinsker, "Functional analysis in semi-ordered spaces" , Moscow-Leningrad (1950) (In Russian)</TD></TR><TR><TD valign="top">[7]</TD> <TD valign="top"> J. Weidmann, "Carleman operatoren" ''Manuscripta Math.'' , '''2''' : 1 (1970) pp. 1–38</TD></TR><TR><TD valign="top">[8]</TD> <TD valign="top"> K. Moren, "Methods of Hilbert spaces" , PWN (1967) (Translated from Polish)</TD></TR><TR><TD valign="top">[9]</TD> <TD valign="top"> Yu.M. [Yu.M. Berezanskii] Berezanskiy, "Expansion in eigenfunctions of selfadjoint operators" , Amer. Math. Soc. (1968) (Translated from Russian)</TD></TR></table> | ||
− | |||
− | |||
====Comments==== | ====Comments==== | ||
− | |||
====References==== | ====References==== | ||
<table><TR><TD valign="top">[a1]</TD> <TD valign="top"> I.C. Gohberg, S. Goldberg, "Basic operator theory" , Birkhäuser (1977)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , '''1–2''' , Pitman (1981) (Translated from Russian)</TD></TR></table> | <table><TR><TD valign="top">[a1]</TD> <TD valign="top"> I.C. Gohberg, S. Goldberg, "Basic operator theory" , Birkhäuser (1977)</TD></TR><TR><TD valign="top">[a2]</TD> <TD valign="top"> N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , '''1–2''' , Pitman (1981) (Translated from Russian)</TD></TR></table> |
Latest revision as of 22:10, 5 June 2020
A bounded linear integral operator $ T $
acting from the space $ L _ {2} ( X, \mu ) $
into $ L _ {2} ( x, \mu ) $
and representable in the form
$$ ( Tf ) ( x) = \int\limits _ { X } K ( x, y) f ( y) \mu ( dy),\ \ f \in L _ {2} ( X, \mu ), $$
where $ K ( \cdot , \cdot ) \in L _ {2} ( X \times X, \mu \times \mu ) $ is the kernel of the operator (cf. Kernel of an integral operator, [1]).
D. Hilbert and E. Schmidt in 1907 were the first to study operators of this kind. A Hilbert–Schmidt integral operator is a completely-continuous operator [2]. Its adjoint is also a Hilbert–Schmidt integral operator, with kernel $ \overline{ {K ( y, x ) }}\; $[3]. A Hilbert–Schmidt integral operator is a self-adjoint operator if and only if $ K ( x, y) = \overline{ {K ( y, x) }}\; $ for almost-all $ ( x, y) \in X \times X $( with respect to $ ( \mu \times \mu ) $). For a self-adjoint Hilbert–Schmidt integral operator and for its kernel the following expansions are valid:
$$ \tag{1 } ( Tf ) ( x) = \ \sum _ { n } \lambda _ {n} ( f, \phi _ {n} ) \phi _ {n} ,\ \ f \in L _ {2} ( X, \mu ), $$
$$ \tag{2 } K ( x, y) = \sum _ { n } \lambda _ {n} \phi _ {n} ( x) \phi _ {n} ( y), $$
where $ \{ \phi _ {n} \} $ is the orthonormal system of eigen functions of $ T $ corresponding to the eigen values $ \lambda _ {n} \neq 0 $. The series (1) converges with respect to the norm of $ L _ {2} ( X, \mu ) $, while the series (2) converges with respect to the norm of $ L _ {2} ( X \times X, \mu \times \mu ) $, [4]. Under the conditions of the Mercer theorem the series (2) converges absolutely and uniformly [5].
If
$$ \int\limits _ { X } | K ( x, y) | ^ {2} \mu ( dy) \leq C \ \ \textrm{ for } \textrm{ all } x \in X, $$
then the series (1) converges absolutely and uniformly, [4].
If $ \mu $ is a $ \sigma $- finite measure, then the linear operator
$$ T: L _ {2} ( X, \mu ) \rightarrow L _ {2} ( X, \mu ) $$
is a Hilbert–Schmidt integral operator if and only if there exists a function $ M ( \cdot ) \in L _ {2} ( X, \mu ) $ such that the inequality
$$ | ( Tf ) ( x) | \leq M ( x) \| f \| $$
is valid for almost-all $ x \in X $( with respect to the measure $ \mu $) [7]. Thus, the Hilbert–Schmidt integral operators form a two-sided ideal in the Banach algebra of all bounded linear operators acting from $ L _ {2} ( X, \mu ) $ into $ L _ {2} ( X, \mu ) $.
Hilbert–Schmidt integral operators play an important role in the theory of integral equations and in the theory of boundary value problems [8], [9], because the operators which appear in many problems of mathematical physics are either themselves Hilbert–Schmidt integral operators or else their iteration to a certain order is such an operator. A natural generalization of a Hilbert–Schmidt integral operator is a Hilbert–Schmidt operator.
References
[1] | N. Dunford, J.T. Schwartz, "Linear operators. Spectral theory" , 2 , Interscience (1963) |
[2] | K. Yosida, "Functional analysis" , Springer (1980) pp. Chapt. 8, §1 |
[3] | M.H. Stone, "Linear transformations in Hilbert space and their applications to analysis" , Amer. Math. Soc. (1932) |
[4] | F. Riesz, B. Szökefalvi-Nagy, "Functional analysis" , F. Ungar (1955) (Translated from French) |
[5] | J.A. Dieudonné, "Foundations of modern analysis" , Acad. Press (1961) (Translated from French) |
[6] | L.V. Kantorovich, B.Z. Vulikh, A.G. Pinsker, "Functional analysis in semi-ordered spaces" , Moscow-Leningrad (1950) (In Russian) |
[7] | J. Weidmann, "Carleman operatoren" Manuscripta Math. , 2 : 1 (1970) pp. 1–38 |
[8] | K. Moren, "Methods of Hilbert spaces" , PWN (1967) (Translated from Polish) |
[9] | Yu.M. [Yu.M. Berezanskii] Berezanskiy, "Expansion in eigenfunctions of selfadjoint operators" , Amer. Math. Soc. (1968) (Translated from Russian) |
Comments
References
[a1] | I.C. Gohberg, S. Goldberg, "Basic operator theory" , Birkhäuser (1977) |
[a2] | N.I. Akhiezer, I.M. Glazman, "Theory of linear operators in Hilbert space" , 1–2 , Pitman (1981) (Translated from Russian) |
Hilbert-Schmidt integral operator. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Hilbert-Schmidt_integral_operator&oldid=22571