Difference between revisions of "Mutual kernels"
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| − | + | ''reciprocal kernels'' | |
| − | + | Two functions $ K ( x, s) $ | |
| + | and $ K _ {1} ( x, s) $ | ||
| + | of real variables $ x, s $( | ||
| + | or, in general, of points $ P $ | ||
| + | and $ Q $ | ||
| + | of a Euclidean space), defined on the square $ [ a, b] \times [ a, b] $ | ||
| + | and satisfying the condition | ||
| − | + | $$ | |
| + | K _ {1} ( x, s) - K ( x, s) = | ||
| + | $$ | ||
| − | + | $$ | |
| + | = \ | ||
| + | \int\limits _ { a } ^ { b } K ( x, t) K _ {1} ( t, s) dt | ||
| + | = \int\limits _ { a } ^ { b } K _ {1} ( x, t) K ( t, s) dt. | ||
| + | $$ | ||
| + | If a kernel $ K _ {1} ( x, s) $ | ||
| + | reciprocal with $ K ( x, s) $ | ||
| + | exists, then $ K _ {1} ( x, s) $ | ||
| + | is the resolvent kernel of the integral [[Fredholm equation|Fredholm equation]] | ||
| + | $$ \tag{* } | ||
| + | \phi ( x) - \int\limits _ { a } ^ { b } K ( x, s) \phi ( s) ds = f ( x). | ||
| + | $$ | ||
====Comments==== | ====Comments==== | ||
| − | Indeed, when | + | Indeed, when $ K( x, s) $ |
| + | and $ K _ {1} ( x, s) $ | ||
| + | are reciprocal kernels, the solution of equation (*) above is given by | ||
| − | + | $$ | |
| + | \phi ( x) = f( x) + \int\limits _ { a } ^ { b } K _ {1} ( x, t) f( t) dt. | ||
| + | $$ | ||
Consider the Fredholm equation | Consider the Fredholm equation | ||
| − | + | $$ \tag{a1 } | |
| + | \phi ( x) = f( x) + \lambda \int\limits _ { a } ^ { b } K ( x, t) \phi ( t) dt | ||
| + | $$ | ||
| − | and the iterated kernels | + | and the iterated kernels $ K ^ {(} 1) ( x, t) = K ( x, t) $, |
| − | + | $$ | |
| + | K ^ {(} n) ( x, t) = \int\limits _ { a } ^ { b } K ^ {(} n- 1) ( x, s) K( s, t) ds, | ||
| + | \ n = 2, 3 ,\dots. | ||
| + | $$ | ||
Form the [[Neumann series|Neumann series]] | Form the [[Neumann series|Neumann series]] | ||
| − | + | $$ | |
| + | R( x, t; \lambda ) = K ^ {(} 1) ( x, t) + \lambda K ^ {(} 2) ( x, t) + \dots = | ||
| + | $$ | ||
| − | + | $$ | |
| + | = \ | ||
| + | \sum _ {n= 1 } ^ \infty \lambda ^ {n-} 1 K ^ {(} n) ( x, t). | ||
| + | $$ | ||
| − | If | + | If $ K( x, t) $ |
| + | is continuous on $ [ a, b] \times [ a, b] $, | ||
| + | this series is uniformly convergent for $ \lambda $ | ||
| + | small. Then $ R( x, t; \lambda ) $ | ||
| + | satisfies | ||
| − | + | $$ | |
| + | \lambda \int\limits _ { a } ^ { b } R( x, t; \lambda ) K( t, s) dt = R ( x, s; \lambda ) - K( x, s), | ||
| + | $$ | ||
and | and | ||
| − | + | $$ | |
| + | \phi ( x) = f( x) + \lambda \int\limits _ { a } ^ { b } R ( x, t; \lambda ) f ( t) dt | ||
| + | $$ | ||
solves (a1). | solves (a1). | ||
Revision as of 08:02, 6 June 2020
reciprocal kernels
Two functions $ K ( x, s) $ and $ K _ {1} ( x, s) $ of real variables $ x, s $( or, in general, of points $ P $ and $ Q $ of a Euclidean space), defined on the square $ [ a, b] \times [ a, b] $ and satisfying the condition
$$ K _ {1} ( x, s) - K ( x, s) = $$
$$ = \ \int\limits _ { a } ^ { b } K ( x, t) K _ {1} ( t, s) dt = \int\limits _ { a } ^ { b } K _ {1} ( x, t) K ( t, s) dt. $$
If a kernel $ K _ {1} ( x, s) $ reciprocal with $ K ( x, s) $ exists, then $ K _ {1} ( x, s) $ is the resolvent kernel of the integral Fredholm equation
$$ \tag{* } \phi ( x) - \int\limits _ { a } ^ { b } K ( x, s) \phi ( s) ds = f ( x). $$
Comments
Indeed, when $ K( x, s) $ and $ K _ {1} ( x, s) $ are reciprocal kernels, the solution of equation (*) above is given by
$$ \phi ( x) = f( x) + \int\limits _ { a } ^ { b } K _ {1} ( x, t) f( t) dt. $$
Consider the Fredholm equation
$$ \tag{a1 } \phi ( x) = f( x) + \lambda \int\limits _ { a } ^ { b } K ( x, t) \phi ( t) dt $$
and the iterated kernels $ K ^ {(} 1) ( x, t) = K ( x, t) $,
$$ K ^ {(} n) ( x, t) = \int\limits _ { a } ^ { b } K ^ {(} n- 1) ( x, s) K( s, t) ds, \ n = 2, 3 ,\dots. $$
Form the Neumann series
$$ R( x, t; \lambda ) = K ^ {(} 1) ( x, t) + \lambda K ^ {(} 2) ( x, t) + \dots = $$
$$ = \ \sum _ {n= 1 } ^ \infty \lambda ^ {n-} 1 K ^ {(} n) ( x, t). $$
If $ K( x, t) $ is continuous on $ [ a, b] \times [ a, b] $, this series is uniformly convergent for $ \lambda $ small. Then $ R( x, t; \lambda ) $ satisfies
$$ \lambda \int\limits _ { a } ^ { b } R( x, t; \lambda ) K( t, s) dt = R ( x, s; \lambda ) - K( x, s), $$
and
$$ \phi ( x) = f( x) + \lambda \int\limits _ { a } ^ { b } R ( x, t; \lambda ) f ( t) dt $$
solves (a1).
The terminology "mutual kernels" and "reciprocal kernels" is rarely used.
References
| [a1] | V.I. Smirnov, "A course of higher mathematics" , 4 , Addison-Wesley (1964) (Translated from Russian) |
| [a2] | P.P. Zabreiko (ed.) A.I. Koshelev (ed.) M.A. Krasnoselskii (ed.) S.G. Mikhlin (ed.) L.S. Rakovshchik (ed.) V.Ya. Stet'senko (ed.) T.O. Shaposhnikova (ed.) R.S. Anderssen (ed.) , Integral equations - a reference text , Noordhoff (1975) (Translated from Russian) |
| [a3] | B.L. Moiseiwitsch, "Integral equations" , Longman (1977) |
Mutual kernels. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Mutual_kernels&oldid=12529