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). |
Latest revision as of 17:48, 13 January 2024
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