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A bounded linear [[Integral operator|integral operator]] <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473301.png" /> acting from the space <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473302.png" /> into <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473303.png" /> and representable in the form
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<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473304.png" /></td> </tr></table>
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{{TEX|auto}}
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{{TEX|done}}
  
where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473305.png" /> is the kernel of the operator (cf. [[Kernel of an integral operator|Kernel of an integral operator]], [[#References|[1]]]).
+
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
  
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 <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473306.png" /> [[#References|[3]]]. A Hilbert–Schmidt integral operator is a [[Self-adjoint operator|self-adjoint operator]] if and only if <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473307.png" /> for almost-all <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473308.png" /> (with respect to <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h0473309.png" />). For a self-adjoint Hilbert–Schmidt integral operator and for its kernel the following expansions are valid:
+
$$
 +
( Tf  ) ( x)  =  \int\limits _ { X } K ( x, y) f ( y)  \mu ( dy),\ \
 +
f \in L _ {2} ( X, \mu ),
 +
$$
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733010.png" /></td> <td valign="top" style="width:5%;text-align:right;">(1)</td></tr></table>
+
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]]]).
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733011.png" /></td> <td valign="top" style="width:5%;text-align:right;">(2)</td></tr></table>
+
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:
  
where <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733012.png" /> is the orthonormal system of eigen functions of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733013.png" /> corresponding to the eigen values <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733014.png" />. The series (1) converges with respect to the norm of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733015.png" />, while the series (2) converges with respect to the norm of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733016.png" />, [[#References|[4]]]. Under the conditions of the [[Mercer theorem|Mercer theorem]] the series (2) converges absolutely and uniformly [[#References|[5]]].
+
$$ \tag{1 }
 +
( Tf  ) ( x)  = \
 +
\sum _ { n } \lambda _ {n} ( f, \phi _ {n} ) \phi _ {n} ,\ \
 +
f \in L _ {2} ( X, \mu ),
 +
$$
 +
 
 +
$$ \tag{2 }
 +
K ( x, y)  = \sum _ { n } \lambda _ {n} \phi _ {n} ( x) \phi _ {n} ( y),
 +
$$
 +
 
 +
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
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733017.png" /></td> </tr></table>
+
$$
 +
\int\limits _ { X }
 +
| K ( x, y) |  ^ {2}  \mu ( dy)  \leq  C \ \
 +
\textrm{ for }  \textrm{ all }  x \in X,
 +
$$
  
 
then the series (1) converges absolutely and uniformly, [[#References|[4]]].
 
then the series (1) converges absolutely and uniformly, [[#References|[4]]].
  
If <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733018.png" /> is a <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733019.png" />-finite measure, then the linear operator
+
If $  \mu $
 +
is a $  \sigma $-
 +
finite measure, then the linear operator
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733020.png" /></td> </tr></table>
+
$$
 +
T: L _ {2} ( X, \mu )  \rightarrow  L _ {2} ( X, \mu )
 +
$$
  
is a Hilbert–Schmidt integral operator if and only if there exists a function <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733021.png" /> such that the inequality
+
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
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733022.png" /></td> </tr></table>
+
$$
 +
| ( Tf  ) ( x) |  \leq  M ( x)  \| f \|
 +
$$
  
is valid for almost-all <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733023.png" /> (with respect to the measure <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733024.png" />) [[#References|[7]]]. Thus, the Hilbert–Schmidt integral operators form a two-sided ideal in the Banach algebra of all bounded linear operators acting from <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733025.png" /> into <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/h/h047/h047330/h04733026.png" />.
+
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)
How to Cite This Entry:
Hilbert-Schmidt integral operator. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Hilbert-Schmidt_integral_operator&oldid=12345
This article was adapted from an original article by B.M. Bredikhin (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article