THE1{ GRAY LOCK P SI..

IC TIONS

LECTU ES ON THE TIIEOR r

NTEGRAL EQUATIONS

BY

1. G. PET V I t

KHINCH : 'I hree Pearls of 1\ umber 'l'heury rONTRYAGL : Foundation» of Combinutoriol. 'J opology A OVOZHILOV; Foundations of the Nonlinear Thea y

oj Elm;ticity

ALEKSAKDR : Com inatoriai Topolu{JlI, ot. 1

KOLi.\·lOGOROV and F01\lIN: El men.tll of the 'l'heoI'Y of Functions and Functional Analysis, VoL. 1. Metric and Normed Spaces

TnA rs LA L'I .. n FR 0[ T ).' S RCOl: T lU~V 1 ' en (1951) n 'IA - . ITl( K

hy

HYl\fA K.. illL A:::\D H RACE x :.\fi\f

GRAYLOCK

Departm lit of Ii then atics liens: elaer Polytecl nit; Iustitut

ROOHESTER, N. Y.

] 9:-:7

lopyright., 101)7, by GRAYIJOCK PRE S Rochester, T. Y.

All rights reset d. This book, or parts thereof, may not be reproduced in any form, or translated, without permission in writing from the publi hers.

',,,,"l.',, t I" IA 1 ,'i/,I,'I "", I ,,,rt ....

TENT

'hnptcT I

HE Fl EDH L ,If 1IIE E~Vr

Definitio l s. Exampl .

2. Typical pr bl m 1 a ling to integral equa iOI .

3. Analogy L,"\ en lin ar in ear. I quatioru and linear alzebraic

qua i n . Formulation of the Fredholm th orem .

-I. Integral equa ious wi h de nerate k mel .

o. Intezral equations wi h ntinuous kern Is of . ufficiently mall

bs lute bound .

5. nt gral qua i ns with alm t d ne 'ate kernels .

7. nt gra quauons with uniformly continuous ker el .

8. Intczral equations WiL kern Is of the f rrn E(p, C)/PQ(X .

9. Exampl ' f. ingular iut gral equation .

1

G 10

17 24:

21)

'\ H,TEHH.

Chapter II

L E r- TI )l

rra mtearal quationH.................................. 0

L~TF,GRAL BQl~ATl

;'hapter I I I

'\ .rrn R 1\1. : y_{ IJETRIC 'EHNEL

11. G ometric anal gie t r tam r laiior s betw n functions (fun -

ti n pace) .

J "". The proof of the exi '~ence of ig nfunctions for in cgral e ua ion,'

\V i th SyD1Jll tri kern L. 54

13. 'orne properties of cigenfuuc i ns an sigenvalu for integral

equatio . with ymmetri k I'll Is. . . . . . . . . . . . . . . . . . . . . . . . .. 61

l-l. Th Hilbert- hmidt henrem , . .

I;). A theorem on the expansioi of the ker el. . . . . . . . . . . . . . . . . . . .. 72

I (). Classificati n f kern . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. 73

17. ini" th rem and its appli ationa.. .. .. . . . . . . . . . . .. . . . . .. 74

I. l!...· 11 le 77

Pl I, 01'

1.1 I (,dlll·li. II. r tI. '111:ldr:dil' I' o rill I • ':11 01 i(,:tI Iunu IIY IIII Illll'i )f an 111111"'1111111'1111 fUlllltllll1I

R 1 f

20. Theor r of integral equation with symmetric kernel that, are

Lebesgue 'quare integrabl - - - - - - - .

Disl of tI tor 'illS - . - - - . - - •.. - - . - -

Index - - - . - - - - - - .

OJ

95 97

hapier T

II TRO TITE F HE lOll ~

\'1

CO ·Tb ... 'rs

1. Definitions. Examples

ntegral equati 1 ar quati ne tha ont in th unknown function

under the integral sign. In particular the equation

b

a(.r)<,o(.·) + .r(x) = L J(r ~)<,o(~) d~

is int gral qua ion in the Iun ti n <p(t) , wh r a.(x) :r z), K(.·, ~) arc known function and r.p(~) is to e determined. The variables.' a I ~ take on all values of th int rval (a, b).

Tn thi book we shall consider only cq ua t·.l OIl , . which COli tain the unknown Iunction linearl 7 i.eonlj equations of type (1.1). Such equations are called linear 'integral quaiions. If a(x) n vor rani 'he', clivi iou of b th id of ( .1) bv a(x) yield an equation of th form

(1.1)

(1.2)

b

<p(.' = i fj (a, ~)<,o(~) d~ + f(x).

Such equations are called linear integral equations of the second kind or Fredholm. integral quad 1 after the math Ina .: ci n who fir inv tig te them. If !(x) = 0, then equation (1.2) is said to be homogeneous.

If a(x) = 0, equation (1.1) ecome

b

1 K(:', ~)cp(~) d~ = j(x).

Tt i alled a linear integral equation of the first kind.

The function K(x ~) i referred to a he kernel of the integral equation. n the icquel W sha I deal primaril with lin ar ill egral equation of II P. ec nel kind.

One could also consider integral equations in which the unknown IuncIi n is dependent not onlj on one variable hut 011 v rat. ueh, for example, is the equation

ill t.ia unkn wn funet i n tp :I;,!f) wh r ; is u r gi n of the (~, 17)-pl n ,and (.1, II) i. II I IIIf ( r (,t •• II '11 1 II (' Illatioll 111:1.' h ""'iLI II in 1 f' form

2

lXTRO )(;C'I'lON. TI E 1'1 I~DH LII'I ITEORE 0{

[ -'lI.

cp P) = fa K(l, )cp(Q) lQ J(P)

wher PEG 3JLd Q c G. (A C M signifie that tl oint A is con ained iu

th I L 11,f.)

nc could al . u i J'. yst 1118 of integral equal i ns with v ral un-

kn n fun .tion "

REMAI{K. Except or §2 ,\\' hall hays assum j even though this may

not b explicitly t ted, tha h Iun tious 1 the point P 01' (J are defined ill a bound d d-dimcn. ional d m i , and that. they are .ontinuous v r T-

h r in x p p ssibly at a finite number of point " uffi i ntly smooth

CUl' o and surfaces f dimension <d - 1. The f mction: ne d n L b def n 1 on thes e. c ptional points, .urv s, and, urface . Th b un In r. r of the region G i. to n. i of a fini ~ number f piece of nooth «(1 - 1) lim nsional .urface , or, if d - 2, f a finite number of 1)'11) oth arcs.

With the x ptir 11 of §20J a 1 integration arc 1 e under ood in the

ordinar r sen, pro, ided the fun i I1S ar co tinuous in G, If h fun .tions hay \ discon .inuif s t certain point, urves, or uriac ) the integrals are o be tuk n a in: proper. Vol sh II a sume that all funotio . to t conSl r d arc ab olut ly ill' grable.

~2. Typical problems leading to integral equations

COIl ide r au ela tic tring of length l tl a j p rf .tly Jlexible. All incr ase ill. length of f1l r quire,' (Hook 'law) for ual to cf1 ,where i ns nt. Th end of th string are fixed at th points A B on th n 11- negative z-axis, A eoincides with h origin of he horizontal z-axi . If

he tring in rest. po, iti 11, is sul j • id only () oriz I tal . tr tching

force To, th .. strinz will b horizontal, i.e., it will oincide with tl Oxaxi: . To j to b very I· rge in ompan n with all other forces consid '1' 1.

y

Fr .. 1

he p int wi h ab i. a x = ~ n verti 'ai I rc P is ppli d. l der thr- influ nee' of 1) h .tl'ill.g a. sumea th Iorm of tl broken Lin _lOB (Fig, 1 ,~in('t' Pi' 1,0 l,e sn nil in ' I)] uri 'OIl will To, ('rl' = 0 will 1)(' i") nil ill f~fllllplI.riHOII wil h '\(('1 :IIHI ('Ill . 1 c~d dill~ ;r ill c mpnris III wi I I, \\(' III I , I. IIIIU' I hili I hi f'l1 if II ill I h 1'1 rill~ I'f 111:1 ill 1'<111:11 I (l T. 'VI'II III c1('1'

2]

TYPICAL PHO'HLE;\tS

3

th action . th for e P. 1 aking in 0 a .oun he, ertical componon ~ of th t n i fo cos in the string ate and the oree ,again.t1 gl cting I'm in (/, w obtain

Too/~ + 'I'(]o/(l - ~ = P,

whence 0 = P l - ~)U7 oZ. If OIL' d 11 t L~ y(:c) the dBA 'Ion of the s ring at the p fit with a j a.:, th n on h·

(. ) = PG(x, ~),

wh I'

(2.1)

{G(X, ~) = :. l - t)/11Ill for h 111 n al A (0 < x < ~), G(xJ 0 = (l - :c)~/TJ. for the interval Ba < x < l),

• laking 11_ f I. ' , formulae it i.

hat

(x ~) = (~,. .).

We Jl w assume that the nring is U jc L d to a ut inuou ly di -

tribut d • rti £1.1 f rc wi th linear d 11 it,. r p~)' hat the force a ling u the piece b -t.w en ~ and ~ + ~~ is appro .imately p t)~t, Since one may urn the displacements due to th ' forces p(~)6~ ( rinciple of Superposi-

ti 11" , the ·tring a sun the form

1

.~(:r) = r r(,', ~)p(~) d~. .10

\\ shall now .1' 'at he f 11 wing probl m .

1. Find th f 1'(' d nsity di tribution pen und r who!':' influ 11 e the string' sum a. gi . n f rill =!J. .). This lea ~ to an int gral qu tiou of th first kin

(~.~)

l

y(:r) - r. G{.· ~)p(~) d~

.()

r r he functio 1 p(~).

2. t th or densit: di tribution be

p(~) 'ln wi

(w> 0,

whcrt- t j,' the tim . 'I'll .tring is et in motion und r il.s influene . W a,lllll(' that th al c'i~.:'l. of HO TIl \ ing poin i, alt .red and that, the uriug 1111 I('rg I'S l)('rio<iiC' scillnl i II p;j n hy

.'I II (.,.) I'i i II wi.

v . Ii.· I tl1:d .. ,Ill' lilll'III' 11111., cI"IIHi I v or I II· : 1"111' II . fir. 1 III, lIu· Jl IiI j 11"'11 it full 1\ 111111 II I i.II'· , lit" III! ,I lid 1'111'1'1'

I • RODUC'J'f N. THE 'REDHOL,1 THEOREMS

[en. I

- p(~)ll~ d2ylde = p(~)y(~)w~ sin wt llt

as well as the force p(~)ll~ operate on th cction of string etween ~ and

~ + ~. Equation (2,2) n umes h following form:

!

y(x) sin wt = fa G(x, ~)[1)(~) sin wt + w'J P (~) y(~) sin wt] d~.

Dividing through by in wt and making the substi ution

I

L G{x, ~)p(~) d~ = f(· ,),

G(x, t)p(~) = 1(x, ~),

we get

(",.3)

I

y(.') = I fo K (z, ~) y(~) rl~ + Ie i).

If p(~) ie iven and thereby also .f(x), e have a Fredholm integral equa i n for the det rmination of th func ion 1/(X) , From th efinition of the function f(x) :it Ioll ws that,

f( ) = feZ) = o.

If the density p(~) is on tant and f(. ) j a twi e c ntinuou ly differentiable function, then the integral qua ion is ea i y solvable. In fact, if we BU itute the xprcssion (2.1) for G(x, ~) into K(.~, ~)J we ob am

Vex) = w2p L' [(l - :t:)U(Tol)]Y(t) d~

l

w2p L [x(l - ~)/('1 mY(~) d~ + f(:r)

or

wh r

c = pITa.

Differentiating twie vi h r pcet to x ne 0 tains he equati n

(2.1) y"( .) = -w2cy(x) + r(· ').

On the thor hand, OJ ]I ny h w that v rv .oluti n of the differential 'quill iou (:... ~ vhi :11 vn.nisl I'l f 1'.' - ( n.nd v 7 is 1. a s lul ion If the illll' 'r: I ('ql!H1 iOIl ('I.: .'1 C) I.ltiH (lnll w ' mult i pl.' IlIll h i 1(',' of t I", .. Jlml ir II

'( II (

, (; /1 ~ l:

, \1' 'I III I' '1111 ill , \\ ifh 1'1' pI ('I III 1'11111 I) III I cH11 III fltill

~l

T PI A I. PROBLEl1S

5

the equation (2.3) since I

l '1' G(:r, ~)tp" (~) d~ = -tp(l:) i

this relation follows easilv ~ two integra ions by p rt . Ip(x) is required t be an arbi rary wice coutinuou ly differentiabl function vanishing at x = and x = L.

j kn wn from tb theory f rdinary differential equation, he g n ral oluti n of the quation (2.4) .

Y = '1 ill J!.' + C',l co pX + ( /J,L) r:; f" (~) in pc.. - ~) d~,

.10

p. = wc~ ,_ nd 1, C2 are arbitrary con tant . From the equations (2.1) it. Iollo .... ' that IJ( ) = y(l) = ,Dp. crmining the constan 'or int gration from the e conditions we zet

(2.3)

II .r) = -1,'i p.t'I(p. 'in l.tl)llL r (~) Sill p.(l - ~) d~

+ (lIp) E'; t" (~) in p.(.r - ~) d~

if in J,Ll yf .

III ihi: ('H,~e th integral .quati n (2. ) ha a unique, olutiou for an arbitr 1'\ fun t,j n f(x), prided ani tha h latter i twi e .ontinuou 1y dill' r n ia bl and f(O - .f(Z = 0,

It an b h Wll chat th onti uity of J(:c) i . ufficient to insure tho oxi t nc of a s hrtiou 0 2.3) provided in ul ~ . III requirem nt of the existence l+lt, alone th c ntinui :y of th ccond derivative of f(x) is up l'fluou . But th r quirement ha .: pl ~ is ne e sarv ii order that the integral equation hav elution Ior ' ery on inuous Junction or even for ev 1') mffici ntl of en difl'erc itiable function f(:t).

H sin pl = 0, it Iollow that

(~. ) (2.i

• ,1_)

" = brll

r: , ,

- 1. Il'~ W - t\,irl ~ ,

'\ 12 2/t'1

/I "- ,e 1f I C,

\\ II 'I'(' l: is UJl arbitrn I' r iul gel' positiv e, n .gflt.i 'e, or zero. The value of 111 'pnnll11 t I' given hy (:... for k = 1 2,', .. ' arc called the eiqenualu

or tllC' in l '~I':" "ljll:.1iol ·'.:n 111<' ('Ol'J'C'.'T' nding v lue f W Ih i(1 nfre-

(Jill III i",' or I hi' \ ilimf iu ' , 'rill",

II 101111\\ flc III till' .!c,!i\'alll II (I C 1I11111a ~Ji) l hn t Ih' illl' !'HI C'qlllililli

(",:, 1111 II "lid 11111 III C'jl I ill I" Illillcl 't,r hll II I'C 11111111011 1'111111

I 'rROD'CC'I'ION. T .. FREDHOLM 'l'ITEORE~

[en.

d rh ati o, pro ided J(x) sati: fies l

<_. ) In t" (~) sin /J.(l - ~) d~ =

Integrating by parts and making use of the fact hat, sin }J-(l - ~) and f(~) = 0 for ~ = 0 and, = i, one ma~ write the last condition in the £0 In L

(2.1 ) 10 f(~) sin JI.~ d~ = 0

om orsely, one rna a. ily c nV111c oneself .ha co dition (2.10) f r a given p. i als suffi 'i nt for th xi tence of a .olu iou of qua ion 2.3)

prO\ . ded sin }J-l = O.

The condi ion (2.10) is satisfied in P rticular if

f(") ::=; O.

ThB int gral quati n 2.:3) an he differential quation (2.4) are then h mogeneous. 11 oluti ns of the h ttl geneou cliff ren ial equation (2.4) tha vanish f r x = 0 and x = l an on equently all solutions f the

integral equation (2.3) ha re he form

(2.11)

y(x) - ' in /.11;.',

wh re 'is an arbitrary on tan and J.Lk i n f th number: given by (2.G). The f mnula yields the ampli ud of the eigenoscillations f the tring

at the point x:

y = sir }J-kX sin w"t,

, hi h ari: e in the abs c of 1:1 ny e. ternal f r . ~ videntJy such 0 ills ti n cann t bay arbitrary Irequ ncie but nly such as ar given by (2.7) for

k = 1, 2,~, ....

If couditioo (2.9) i not sati ,£1 d, th n f rmula 2.5) sh w tha the am-

plitud '!I(x) of the p riodi , oscillation becomes infini ly 1 rgc a the irequ nc; of os illa ion of the exl.e·na.l free approa hos on f th eia nfr - qu ncie of the strir g. At the oincid nee of these frequ ncies r sonance takes place. III this cas th re do not exist peri die oscillation . in gen ral, that is for ar i rary amplitude of the ext rnal or 'e.

OITe pondingly there xistr in gem~ral PO luti n of the non-homog neon in gral equat.ion (2.~) lor A equal to an eigcnvalu of thi quation.

3. Analogy between linear integral equations and linear algebraic equations. Formulation of the Fredholm theorems

1 •• '1. Wl ('Oil, it! II' It iin 'HI' ill L

1':11 (.qual.inll ) 1.11' Nt'C' 11141 I inrl

'"

II )

I (,/, I/(I) ,1" I r I ,

"

.3J

7

F n [UI.u TI ~ F TH II'n "DI-I ('[ 1-1]1, E.\1

w~e~'e K(x, .~) and f(x) axe kn wn Junctions for a < x < b and a < ~ < b. Divide the interval (c, b) i to n qual parts of length

(b - a)/n = ~x = ~~.

Let us put

K(a + 1)!:l:C, a + q~n = Kp9. (P, q = ],2, "', n),

y(a + p~x) = YlI (p = l , 2 "', n),

lCa , po..) = fII (p = 1, 2 "', n).

\V now replace the integral f~ K(. ) ~)y(~) d~ for :1; = a + ptxx by th urn

P = 1 2 ... n

» ,.

W'T'e then have in pl algebraic equation.

of th integral quation (' .1) th syster of linear

3.2)

P = 1 2 ... n

" ,.

The Fp9. ,.fp I and 6.~ ar known and tb !ip are 0 be found.

The purpo e E the following paragraphs is to carry over the known t~eorernH about liIl~' algebraic ~quatiOJlH to the Fredholm integral equat.~ons of the se .ond kind. D L rmman ar invol d in the ual formulat-l n of th t.~eor ill n linear algebraic equations. While i is possibl to carrv de ~errnllla,nts ov l' 0 int gral e [uation it is inconvenien . Hence w shall tormulat th s theorems without deterrninants. 'V , expre ... 'lH them here recursi vcly.

The co ffi ien

1 - E llLl~ -l: 1~~ -K. 7jLl~
(3.3) =I: 21Ll~ 1 - 1 2~~ -K2"6.~
-Knl!l~ -} nzLl~ 1 - Kn"Ll~ 1 sential for the olu ion of the aystern (3,2). If this determinant is ot zero, i i own that th 'Y' n (: ._.) alwa f) ha a unique solution for < 1'1 itr: ry alu " of 11 , f'.!, ... ) III . In " cas the transpo ed R r tern

1J=1 I n

• • • I ,

Ilhu h:1. 11 !I IIi rW' 1II111iuII f tI' url ilt·IIl.V I/I .

11'1 hI' ".'II'I'mill II Ii IH ~ •• ro, n'.'11 11111 ." h'lII :':' Ie ,: 1101. ill "'111'1'111 I HI. \ (.

" nhdlOll 1111 11111;11 II \ /,1 III Ihitl .'11 .. 1111\\1' t'l I hI' '11I't' POllllill , lInt III

8

IN'! HOD TID. TH It~ FREDIIOL 1 TH It:ORE rs

[CII. I

O'el1~OUS Y tern, i.e. the yst m arising from (3.2) .if all the ~1I are P~lt equal to z ro, always has non-trivial oluti n, that is, a solu ion which do

not con i L f all zeros.

Thus the following altcrnati es hold. Either the. {liven non-homo{J. neou

systern of linear a.lgelfraic equauons (R.2) ha« on and only one olutwn [o: arbitrary fl , f2, ... , f n or the correspondi·ng homog neow~ system has at least o e non-trioial olunon. It» the :first ose the nome holds Jor the lra.nsposed

'''!lslen .

In the secorui case, lhe homoqeneou ysrem

(:1 A)

p = I, ." ,n,

ho. t.he same n ember of linearly 'ind'p nd nt sol1.tlion a its tronspo ·,d ystern

(3.5 ZO'> - L::=11IJpZqb~ = 0, P = 1, .,. ,n.

This n "?nbcr is n - r if tl e rank of the mairi» oJ the d terminan~ (3 .. ) is 1'.

Th a .crtion of the existence . xac ly n - r linearly Independent solution of the homogeneous ystems (3.4) and (3.5) i. valid 1 0 f ~' the fir a if n = L The }.1 re sion "zero linearly independ nt elutions"

ignifles tha there i precisely D . oluti~l1 «onsi ti.ll~ nl~ of Z 1'0 .

e shall now Iind ne ... ary and suffici nt condlbun. for the non-homo-

gen sou y tern ( .2) to have a lutiou in the c .nd ca e. lL. j. ea~~r 0

find a 1) • s ary condition. upposc ~1 Z .. ,··· Z" 18 any iolutiou o~ (D.5).

Mul jply the pth of quations (' .) r 2p and add all th quauou 0

btaiu

I:p 11r;Zp - L:l"~ y lI'lJl(h~~ = 2:11 :f7IZP • n ms y writ the 1 t side i the lorn

Lv y~p - ~!I.g tc V'l'!JpZlJtJ.~ = :EfJ Yl'(Zp - 2:,'1 1 '1J)2q6.~).

. .' t and ne mu t therefore

In '\ ir ue of (R.S) .his XPl'::; '1011 1 equa .n zero,

have

(3. )

Vol n w show tha thi ·ondit.ioll is al 0 , uffieicnt fur h xi nc~ f a solution of the stem (R.2). pr vi ed it is sutisfi Ior ever. s?lutioD . f the system (3.5). Obviou 1 r his ast requil'eJ1lcll~ «m ~c met If (~.~) /' sati f d 'or an. (n - r) linearly indep ndent 01 non ", f th . s': tom (~.;»). Tt is ku \\,11 from 19 1 n U1Ut if tho 1 tcrminaut vunishcs, It 1. suffici nt 1\ 11' 1 lu: ,1. l I ('(' ,J 1, solu t ion )1' j,lw .' -sl em (:.2 1 h( L th rank of H

1I111t'i

§31 FORMULATIO .. OF THE FRED OLM THEOREl{S
1 - J(ll~~ -KlZ6.~ -x;s:
(3.7) -F21b..~ 1 - K2z6J; -K~f1e
- K"ltl~ -J(.2tl~ - [{J\r.6.~ be equal to t.h rank of th m trix f ( . ).

For equali y iL is sufficient that c\ ery (r + 1).·~ order dctormiuuu forme from (.).7) and containing al m nt of th last 'ohunn be equal .0 zer . If such a determinant Dr+1 i developed ac ording to the elem 1 !oJ fk , th n condition (3.6) vill ins r equality to z r . 10 sh w this we hall construct number "1, 22, •.. , z .. a follows to sa isfy th system ( .. :"'):

For an i [01' which J. is in Dr+l choose z, equal to the colac 01' of r iu D,,+l otherwi e set z, = O.

The correctnes of the a ertion may be hown a follows. The numbers 21 , Z2) ..• ,zn 1'0 in ert.ed in the jt.h equa 'ion of system (3.5). If th ,1,ments in th jth column of matrix (it7) arc contained in nr~ 11 hen tlH' r sult of the substitution is zero, since we get a determinant. with two q \1

olumn . If th I ment in the jth column are no con ained in the de or minant Dr+l' it equals zero anyway, ince we have a determinant of 0 -(1 r r + 1 from h m rix which i of ra k r.

Thus he follnwin r hold,': In the second. case there is a soiuiion. of lit' nou-]wrrwg neo'Us system if, end only if, condition (3.6) is saiisfied for' CUI arbilrary olution. (Z1 22,"', z.) of the transposed homogeneous 8yslern.

We remark further that in his ce e th solution f th . tern (3.2) i

not. unique. If one adds to a olution of ( .. ~) an arbitrary olu i n of 1 II.· corre pondin T hornogonoou ::;Y~'LelU, one again ob ains a solution of ( .. 2).

A· Ll~ Lends t.o zero it is natural 0 expe t that I:q F l'qY'lb~ goes ov ,. into h integral f!Ji (x, ~)y(~) d~ and the olution of the y item of fjlW tions (3.2) into he s luti n f th integral equation (3.1). This i in (·d true under certain a ssump ti 011. regarding th k mel K(x, ~). inc: till proof of this theorem is very unwieldy it. will be omitted here, alth u rll for an approximate solution th int gral quation (3.1) i m im s )'(' placed by the y tem (6.2) 1]1. Here it will be shown ly that the th r III formula ed abov f r the yst m (3.2) go 0 er in 0 th f II wing:

Trre REM 1. I iilu» the given 71'11,(>(7,'1' non-homoqenea II. inteY)'(1,[ 7IW(?'011 oj the . eeond kiru! lui« one and onl!J on solution for very.fllncli n (.t' (frolll 8011 Illfie' nay large clas~), or th. corre vpondint; h017Wg n 'Oil.') CIJIWt,i()/t luu 01 lea. t onc ou-lr 'vial otuiion i .. one that ie not ·danticall.l Z(·/'O.

'J J1I·;n!Ul· 1 :l. If ill fir t al; rnati» (}C urs [or til J {jl>cn NJIItI{ '(JII. :.1) I tlun

10

I 'I'I{ODTICTIO, T. TElE FREDHOL.\1 JIEORE

Clio

this also holds for tJ e tron. posed equation

z(x) = L~ ]; (~, . ·)z(~) d~ + f*(x).

POl' either aU rnai 've, the eorreepondinq homogen O1£.8 i7 tegral equation. and its transp'Js have the a,me finite number of linfw,rly indep tul. nl solutions.

If the Iuncti ns Yl(X), y.lx), ... , Yn x) sati fy the homogeneous quation (3. ), then .vidently an arbitrarv linear combination C1./1(.·) + C'lJ/'.!(x) + ... + C"Yll(x) with constant, coeffi 'i nt i i a elution of thi

.quation.

TrrEORI'IM ~. In the second case a neccssaru and uffici nt condition for the

existence of a sotuium. O'f the nO'n-/tmnO'g n 0' lS equation. (3.1) is that

job

a f(x)z(x) ds: = ,

i';) any solulion O'J the tran vposed hom gel ou equation. oJ (D.l ). di ion i satisfied, quation (a.l) has infinitely many solutions asily how, an functi ns of tho Iorm

y(:!.:) + f{>(.')

sat.isfy Lh equation wher .:.t(:c) i any .olution f qua+ion (3.1) and 1p(:r;) i an arbitrary soluti II or he corr ... pOI ding homogeneous equation. II th other ban i i. 1 'ar ha the diff renee of two soh bon' of (3.1) at-is'

Lhe rr ndinz homogen nUH equation,

Th or 1118 1-~ formulated abov ar allcd the Fro lh lm the r ms since Fredholm demon S 'a d them for eq us tion (:3,1) und r uffieientl strong a sump i ns about the fun ti ns Kt», 0 and J(:v). The f'ollowin S' tiom

r d '\ ot d to a proof of .h se theorem for certain ·1 , of oquat.ion .

'or hi purpose the number of indep nd nt variable, i uu ntial. n e

all pre () s wil be carried. out, I r an arbitn.Ll'~ number of ind pend lit. variable s. JUR a t h nel of §l, w shall writ P for :1.: and Q OL'~. Thr '"" proof a d in general, h ma] ri . of oxis nee proofs a 1'0 .. ield me ,h

f l' the approximate olutiom of the integral equation (: .J).

The first lredho III theorem as a tatement of e rclu ive alterna ives i particularly important for appli ation . Instead of ihowing bat. the given integral :) [ua ion (3.1) has a iolufion, it j of n simpler to show that t

rr pon ling hornog n ou equatio 01' i s transj osed equation has only tl'i\ ial soluti DR. And from this iL Iollows according t the fir t rh 'or I that. t h ' TjY('Ji iu! '~m] final ir 11 ;~.1) ha in le d a soluti 11.

'where z( ..

If this

~4. Tnt grnl qua i ns with d g n rat kernels

'I'1i"II'1 lI. ,'IIIH or 1111,· '1':d l'qllnli(1I1 111111, iH I'a ilv ruu. I 1'1'lI'd II lilll'l,.I·

11",,111.111' "'Ilil 111111 '1111' 111'1.,111111111 1111'1111'111. 1111' Ilil'Nt' "qlHII inn ",lI I ...

, 41

EQ"CATIO -, WITII DE ~ -ERATE KliiR_ TELa

11

.irnrn ?iat ly deriv~d from. he theor 1ll.S ou linear alg braic equations formulated ill tho pr cling .ction. '1 his 'las on i t of integral equa ion.' wi h o called degenerate kernels.

We now demonstrate th Frcdh lm th ,or !TIS f r int gral equati n with deg n irate kernels and we this : P «ial (!a, e itl the sequel 1,0 pro c the Fredh 1m theorems for integral quations with arbitrary con iIl1l0U' k rn I,

Al rnel is callo deg n rate if i has the form ~ .

(4.1)

K(P, Q) = L~l a.(P)b,-(Q).

.' H Hb.all assume that a,-(P), h,(Q), yep and f(P) are uniformly continuous l~ a glv~n bounded domain G and th t. th a;(J» a' w ,n a' the b;(Q) form Iincarl 'lild pend '11 ct.

Let u how hat he Ia t as umption au e 0 r riction f generality.

For nipposo hab th re we .. re constant GlJ ... JC?/Ifor,,,hich

Jlai(!J) + ... + t1lameP) = 0,

vith a I "a 't one of Yl, ••• , em not O. I 'uppo '(! Ym ~ be sol d f r am, ielding

am(P) == l*al(P) + ... + Cm-1*a,,-1(P)'

. The eq ua tion an

, ub ituting thi: xpr . ion in th . right i 1 f .1), we obtain ; (P, Q) = L":ll (li(P)b (Q) + L~:-11 ,,;*u.(P)h"I(Q)

= 2::7':1' a·(P) [b·((o!) + '·*b,,,(Q 1 = Li:-l1 n:(P b,*(Q .

r. hus he kernel rna ~7 be writt ,n a ' a sum of f w r than m pro lu ts of fun - tion of P b r fun~. IOns o~ Q. If now the functions a-(P) l' b/~(Q), i = t, . m - " azam are linearly d pendent the number rna, r be reduced again etc.

\. ha already been stated, integral equation' ith 1 gcnorat kernel

1'0 ea il 7 transforrne into lineal' nation and for .he e the r dholm

theorems are easily proved. Suppose the integral equation

(4.~)

yep = i K(P, (Ly(Q c7(J + _f(P),

f l' "hi h l: (P, Q) ha th form ( .J) 11 as a solution. Then
!I /1) I 'i I a I 1»11, )! ( .) rlf) +- . (P)
01'
'.:1 /Ill' I' ) l'l' II 'I ,I) til,) I 1/' 12

INTRO I) OTIO.. a E FHEDI10L.r.':I 'rUEOREf\.rs

[CH. I

Ilcr as ev rywher in the following we omit the ymbol G from th~ integral sign. Th symbol J is to ignify always an integral .. er th domain G.

If we put for brevity

(..' )

J b,,(Q)y(Q) dQ = i,

h n equation (4: ) becomes

(4.1::) yep) = 2:, ,a .. (P) + JO ).

To determin the constants i we put th above expr asian for yep) in ( .4), We obtain

If one at

J bi(Q)f(Q) dQ = [c ,

then one obtain from the Is. t quati 11

i = 1,2, ... I m,

(4.7) T er fore, to every. elution of he in egral equ tion (4.2) ther. cO~'re p<,)uds a solution ( 1, .,. ) Ctll) of tho ystem (4.7) and the s ilution l' umqu.e be .ause of th Iii ear indep udence of he functions a ~P). on er ely, if thi y tom of linea' algebraic quations has any olu ~on ( ,\, . \/1)' and if we insert till.' in the! right side of (4.5), \YC obtain a oluti n of the giv n intearal equation ( .2) b cau very tep leading fro,m (4.~) t(~ (4.7) is rex ersible. Till pro dur l' duce th problem to an mves tigauon f

the y ·tem (4.7).

In the same y the tram po ed equation to ( .2),

(4. )

z(P) = J K(Q, P) ~(Q) dQ + f*(P),

lead '0 b tran pos d ystcm to (4.7),

4.0) (,' ." = L.i~1 s ; /' + .ft*,

~ = ) 2 ... I In.

In 'virtue of th lineal' independence of the fun ion ai(P) an~ bi(Q), to p linearly independent solutions of th homogeneous sY. tem ( ./) or (-. ) there correspond exactly 1) lin arly independent. olu rons of th; h.01UOuor eous equation ( .2) 01' (.1. ) 1'0 pe tiv t ,and onvor ely. ", h. r?) In l,hiR m 11 or on chi "01'1 n, (IH'-tO-)1I :OL'l" I ondene hctw n the, 111- ticllt'l or flip illl'~I':t1 ('qlll1iOIl~ (I.") nil I ·U{ till I III }ll(1 hn rul n nd 111,

S4j

EQUATIO W TH DECE :CRATE Km~NloJL

]3

solution of th linear algebraic equa ion (.7) and (1. ) on he other. ud '1' thi airing h soluti DS of the mutually transpos d l'.( ua jon. (4.2) and (ItS) corr pond respec ivel r to h lu ions of the mutually tra 15- posed qua ion (-1.7) an 1 (4.9).

The first L '0 Fredholm beorems f llow directly from thi. nnco they old Ior the lin ar algebraic ·'y s 1'(~1Il (4.7). ( "erify I)

Let us note the follox ing in ord r 0 prov the third Fredholm heor m. f th econd ca e hol Is for the system (4.7), the conditi n

L~-I f. ,,.* = 0

is necessary d uffici nt f r th existou 'e of a , elution of the ~ t m O.i), where (C1*, ... , C.ll*) is all arbitrary , olu 'ion of the transp 'ed homog 11 - ous y tern. ~Makjng use of equation (4.6) thi. condition may b wri ten in the form

01'

(4,10)

J j(Q) (~ Ci*bi(Q) ) dQ = O.

If (01*, Cm*) i. a, solution of th h m g n ou yste (4.0), th 11 L: C,.*bi(Q) is a solution of the homogeneoi equation ( . ), th tran po e of quation ( .. 2). Ilene (4.10) i quivalent to the condit jon

f j(Q)z(Q) dQ = 0

for every solution z(O) of the homogen ous equation (4.R). The third Fredholm he rem for equation ( .2) now f How Iircctly.

REMARK'. 1. i often the a e that th kernel K(P, Q) and the fun - tion f(P) are complex function of th I' L 1 point, P and Q. Then, in g Hera) th solu ion yep) of he integral equation (4.2) will I e omple c-valued functions of the r al piP. All the .h orem .. proved above remain "ali :1 in this situation. Let us recall that if

ep(P) = epl(P) + i<p~ P),

wh r CPt (P) ariel «J2(P) at' real-v I d functions of t he J'(-l~J! poin L P, t h n by cl finit.i n

I f{ ] ) III

J <PI (I' tiP - i J <pz J» at:

ill'll (1,(/') :lllcJ III t,J tll'I' i'lllwtillll. 01' II "1111111', plll'rlllll'f'1' • '1'11('

.--------- -----

_ ~m.~II"I,I~'""'J'tt'~"'IItIIfI!l'''~JIII----~ . • . ----- . - - - _.--

14

TR DC TIO. _ TIlE FREDTI LM THEOREMS

[CIt, r

dev opme t of thi . ~ ,t.i D show th t h fir to or sp.c~n. Fr holm case h ld for equation (4.2) depending n whcth L' .he oetficl.ent de rminant D(X) of the y tern ( .7) i zer or DOt., where h de orminant

1 - ]< 11 - ,. 12 -K17Jl
(·t11) D(A) - K'l1 1 - ]< 22 -J(2m
-
_ }r1ll1 - K.2• .. 1 -}._ (1$111 with

1(;1 = J biCQ, X)ai(Q, A) dQ.

I t the Iun tion aj(Q, A) nd bt(Q, A) be regular functi D of A ill a

ertain bounded domain of th ' eompl x pia . fa' ry Q ill . I urth

it i . as um d that (lj(Q, A) and bi(Q, A) are unif rmly eontinuou fun' .ion wi h r sp ct, to both . ria le Q and I. h 11 the J( {j and the d orminant

( .11) are al 0 regular Iuncti us A. . ".

That is not hard . h r_ \"e r preseut th \ int gral ~. ~ 1~1 i ~f a • UD"l.

d U h known thcor nu of W i r tras bat, th limit f'uuction f a

an .1 •• 1

uniforml 7 onver (-mL . «quen of regular tun ti ns in a u In ill 1 a ()

r gular in this domain l21. Hen e, the values of A .for \v~i h h d t rminant (4.11) equal Z 1'0 and on quent y th e f .r whi ~ th. e ond ca e holds for (4.~ anuo ha e a finite limit p int ~n h interror of J. , pr vidcd the de rminant 4.11) 0 diff .ent from z ro f r a .le.u::;t one X t ~.

0. Let K •. and f· be regular function of A f r lEA. This 18 the en. e, :11 parti .ular if aJCQ, A and b,( , X) have tho pr~)perti. s ell~ rated in smark 2 and fCC)) i a. unit rmly con+inuou 0 fun 1011 of Q, whi b we shall

( ssum for th sake f implicity. .

A cording to kn wn theorem' Ir III the h r deter~llln n~ I the

coeffi ie ; of th squafi n (4.7) ha re th form of fra~LJ n with d ~

11 minator the FaID etctIDlllant ( .11) for all i and with num. rat. r equal to the d erroinanL D{, which are obtaine from (~.ll) by r p~~,eillg

he ith olumn b the c lumn (jl , h, .. , fm). D velopmg D. by thi last

olumn, we ct

t = I:j lllI,J'iID(A)l,

where the ll1 ij are pol -nomi sis on the K'j • If the ave. xpr ssions for i ar in rted in the right side of (4.5), i will follow, malting use of (406) for

h t., h :

1.1.,

r 'J 111.,1, <il tI,(/' x)r ( tI( 1/)(A)1 + .r I' .

§ ]

EQ ATION WITH DJ-,CEN I,RATE KER -ELS

15

The numerator (for each fixed ']11 of P) nd the denominator are regular fun 'tiOHS r A in the domain .

It. j ften eful 0 write oqu tion (4..1~) in the form

(-1:.13)

yep) = J rep, Q, X)J(Q) dQ + f(P),

with

(4.14)

The function - (P, Q, X) is ind pendent 0 f(P and' repr ntable, a.

hown by (4.14), as a. quo i nt f .w regular fu otion of A in the domain A. rep, '1:, A) can be non-regular in X only for tho' values of A for whi h D(X) = . In ubs tion 2 ab ve it a own that. u .h values of A can h ve no limit point in th interior of J pro -ided D(A) i. not, identically Z 1'0, .. "hi h wa e. pr ly as sum d. It i ea y t 'lOW that v ry u·h valu X = Ab wi 1 D(AO) = j ally a ungular point. for reP, Q, A)'n he Followine s n : f(P, Q, A) is a non-uniforml continuous fUI1C i n f (P Q, X) for A in a uffici ntly small ighborhoocl f AO P, Q ary 0\1 r (T.

In order to h w thi: we upp . th ontrary. Then the Iun tiou yep, A) dcfin d by ( .13) will be uuif rmly continu 11 for P E and A ill a particular n ighborho f Xu. - w ubstitu e the ri lit. side of (4.13), or what is the same thing 4.12) into both sides of (4.2 . Th result, of tb in~p.T't.ioml will be for every uniformly continuou f motion !(Q), uniformly con inuous fun lion of P, A in th 'rune domain. It is known that th e arc equal if A ~ AtJ and I A - Xo Ii lffi ien 1 r small, inee th n D(A) ~ O.

e au f ontinuity the r ults will agr also for A = Ao. ,,0 sequently

the integral equat.ion (4.2) ha a solution at X = An for ev J'_r uuif rmly ·011- tinuous function f(P). Th \ iolution is giv n by (Ll.13) f r X = Au, and r(p, Q, X) is d fined a A =- A I ontinuity. H wev r r thi valu X t he first, but not th s on 1 ca e, . ppli . 0 con quently n{~) ~ O. The for going con id rations may be easily (·a.rried over 10 the case where a;(Q A), lJ,{Q, I), and f(Q) have dis ntinuilies wit re to Q, ind - pendently of A, at . rtain poin , uffi icntly SIn oth curve, r surface of dim ion < (d - », provid d I ao(Q, A) I, I b.(Q i\) I and I f(Q) I d not

r w too rapi 1 r a Q pproa he th points of disc ntim lit.y. Th . solu tiou is n t determined at those poi ts P where (li(P X) and f(P) are not defined.

II ~ ,.

·16

I TR D 'TIO . TIlE FREDIIOI~:\1 THEOREMS

[CE.

''Ih n

If we t
( .1~)
e g t
(Un) :and

1

L rY(~) d~ = C1 ,

vex) = f(.·) - (YIAX - C2AX'1..

If this expression for y is ill 'cried in equation ( .15), it will ollow that

11 ~[f(~) - lA~ - 2Af] d~ = C2,

11 flf(~) - C1A~ - JzA~21 ag = c.

r

whcr

and

" now write cqua ion e 4. 7) in the form

C1>-../3 + :!(J + XI ) = 'It

C (1 + I /) C,.A/5"" b:!.

(~.lR)

he determinan of this iyst m i qual t

1 + A/2 - }":!/24

wi h th two roots

x = ± 1 (){L,) ).

Only for these t"v valu I X d es the courl Fredholm case enter. Her

all the solutions of the homogeneous in+e 'Tal equ Li n

u (~) + x [1 (: .~~ + :l'~Z) 1I(~) d.~ = 0

,0

ar gi en by

!I (.1') f.r - .-. 1:,-1 ./1

§5]

CONTINUOUS KERNELS OF SMALL BOUND

7

where Y i. an ar itrary tan . For the oilier valu s of ).. the integral equation has a uniqu solution given by formula (4.16), where C1• d C1. are uniquely determined by (4.1 ). This solution may be written in he form (4. 3), where

fex, ~, A) = A[(~x/5)A - (J + A/4)fx

- ~x2(1 + )../4) + ~2x2)../3]/(l + ),,/2 - }..2/240). . Determine u(x) from the following q ration :

11}

L 1t(:C) = e'" + I [ • 'l tet) dt.

2. u(x) = I [~ sin z u(t) dt.

3. 7t(:l:) = A lIT cos l: u(t) cu.

4. t('·) = .: + A [1 (.' - t) ~(t) elt.

[2",

5. 1~(~;) = ).. 0 sin r Sill t 'u(t) dt + J(j.;).

§5. Integral equations with continuous kernels of sufficiently small absolute bound

For uch quation the fir t ca always holds, i.e. they alway ha v a uuiqu solution. Thi 'an be ] own by the method I succ iv approximati n. s in h heory of rdinary cliff r ntial equation one demonstrates Lhe exi toneo and uniqueness of the solution of an integr 1 equation that is equivalent to a given differential equation with initial conditions. Thi i e e tially a 1 appli ation f th \ prin iple f ontracti 11 mapping' [3]. Her I an nly how hat it j po sible to apply hi g acral principle. F r thi rea on I h w ow 0 carry ou b tho proof f 01' a given oncrete ca e since one obtains thereby specific Iorrm la that will be useful in he sequel.

"it' w introduce a symbolic notation that, we 'hall OCCH sionally use in the sequel. Let K1(P, Q) and Kz(P, q) b unif rrn Y .ontinu u.s Junction f P and Q for P E and Q E G. Let us set

W . <'}11L the kern 1 K(P, Q) = } ~ Q [(1 the symbolic product [u ually called I,lli' ('IIIII'olllt"oll-'J'rIU .1 or Ill, k ')'11 I,'! r2(p Q) nnd } I(P. Q).

Tilt, vJIlholi.· II lllliplil'Hti .11 or lu-rn ·IH int rndur cl i. :l.IIaIOI-!:OII!"i I th II I dllfllil'ltlllill IIf I" I Illll! I'j 'I"

1

ll\'"TROJ) C'I'l( N, Til}!; • !lDlrOr~M THE nr:MS

[ H. I

Th fun i n ((J1 (P) iH tran 'orrucd i t the fun ction

!p2(P) = fK)(P, Q)~l(Q) s:

by can, of th k ruel J( (P Q), and th fun tion cptCI) into the

June ion (P) = f1 '.!(l\ Q)(,?2(Q) dQ b the kern 1 K.2(P, Q), Then th kern 1 I: i! 0 .f:, 1 ~ i Ids th transf rmation of h Junction ept(P) int th function ((J3(P) , i.c. cpa(P) = f J( 0 1 l)r."l(Q) (ZQ, In ex' Lly th arne Ia-

shion, in m-dim n ional . pa('e, the 8U<'C si e appli ation of two line r tran sforrnatious yield. :1, lin ar transformati n wi h a rna rix th is the proch (.t, of the m tric f thcs Iii ar tran for ion. ne easi! shows a. folio\\' that 1: '2 0 K, it elf i. again a uniform ly continuou function f

P and Q,

I J J{,(P, • J< ,( ,Q,) (/. - J I ,(1'" ~OKJ( Q, d, 1

([).:2 < I J ](2(P] , '0lF'1( \ (.Jt) - K1( , QJ) d~ I

'uppo. th upper bound or the a isolute values of Je(p, Q) and 1 '.l{P, (J do n t xc ed r fOI' lEG and Q E G, Let. D b tho velum of th domain G, cause of the uniform con inui y of f l(1J, Q) and K~(P Q) for every

E > 0 Lher 's an 7J > 0 uch that

I K·API , j ) - K2(P'l J.') I < f/2DM

an

provided the distance b ween tho point PI and P« and between the points Ql and Q2 i less than 1'/. n now iasily s 0 hat 1111 ler toh e condi iOD the loff half of the in qu litv ( .. 2) is h~ s s tha f. LeL u n te tha in g neral 1 2 0 K, ~ 1(1 0 1: 2 . Tf I 3(£', Q) . s als a unif rm I. r- continuous function of

P and Q, it is easy to pro e tha

[(10 (Y1. 0 1 .... 3) = (F'. 0 1(2) 0 1(3.

After the e preliminary remarks w shall how that an integral quati n with a ontinuous kernel of ruff i ntlv rna 1 abo It t \ alue ah a r. possses a unique solution. This will he 11 ed lat r 1,0 d nnonsira, till' Fr clholm th 01'('111:-0: f JI' in grnl qunt ions with arl itrur: -oul.inuous kNIlf'iS.

.( t, tI \ p;i\,1'11 int« II'~d ('(111111 inn 111'

§5]

:-IT! UQl:;- KER)fEL OF 11' LL B UND

19

(5.' )

yep) = X J 1 '(P, Q)M(Q) dQ + j(P),

where «t», Q) and f P) are uniformly continuou: functions for P C G and Q E G and G .i ' u buunded domain. Hero X is a pararnetor. It. is ordinurily ontain d in be equation j the fon of (5.3).

In tead of emphasizing ach Lim the uniform con inuity of he functions in an open r gion Gj ne mav con sider th Iuncti 11 in a bound d cl d region G i .. G ogether with it. boundary) and only require their continuit '. Th n the uniform conf iuuity of 'he 'e Junctions will foil w, 1.[ a uniformly ntinuous fun ti n I{J i given in an op n 'gi n G, n may e. 'end it to the boundar of the rocion b caus of continuity. Onc then hal' a uniformly on inuous Iuncti n in th ·1 ed re i n -;. Th e impl r zions hat we shall on sider (cf. the Remark to §J) have boundarie whos d-dim 11 iionul VOIUIll is zero. Thus, th int gral of the Iun tion

v r th region G agr with th int gral fit xt nsi n over G.

All fur her 011 id rations f this ection hold jually w II whether the Iunction: consid red tak n r al r c mpl x alu . Al 0 th paramet r ). may h compl x. Tt is essential howey r that the point. P and be real, i. . that all th oordiuates of th 'e points b real. OLb rwi it becom s nocc "Ul'y t,( define ,\ ha i 111 ant by an in tcgra of c ral . mpl x variables.

It follows from the dcfini ion of the kernel given before that one should now ('a.ll >J«P, Q) th k mel. Follow ill' the .eneral termi 1010gy we &1;0 all l e Junction K(P, Q) th k m 1 of the integral quation (5.' ). But in

th ' heading of till - iction th J stat Il1 nt out the malluo, or tho kern 1

refer to he value of AK(P, Q).

,7e now seek a solution of the integral equation (5.3) in the form of an infinite pow r s r'l in A:

(5.4)

Upon inserting thi n formally in (5.3) it Ioll w that:

yo(P) + XYI (r) + ...

= A f K(P, Q)[Yo(Q) + "AYl(Q) + ... ] dQ + «n.

If we equate the coefficients of like powers of A, we get

1JO(P) = j(P)

(;:, \)

k - (I I,:"

20

I~TROD ,CTIO, . TllE FREDI:IO :\1 Tll~OH)ljM:

[CII. 1

or

)0 (P) = .f P),

til (?) = J 1\ (P, P1)f(P1) dP1

Y2 (P) = Jf /< (P, I\) K(P, , P'2)f(P2) sr, dP2

• • I ..

....................

Ys; (P) =

(k-fold) J ... J 1 (P, PI) .. , J1 (Pk-1 , Ps;)f(Pk) er,

This last equation may also be written in the following form:

(5.7)

... rlPIr •

(f).S)

Yk(P) = J ]< (~; (P, Q)J(Q) «i,

k = 1,2 s,

where

](/;) (P, Q) -

(,-.9) «l\. - I)-fold) J .,. f yep, P1) •• ·1(1\_1,0) dP1 ••• dPI.-l

lc. = 2 ~, ...

nd

nt 'he kernel K (k)(p, Q)

Ising the symbolic notation we call al 0 repr in he form

(5.10) [{(k)(p, Q) = K 0 K 0 ••• 0 I({k- ime ).

s we shov ed at the beginni g of this I cction all he k rn 1 [«':)(P, Q) are uniiorml r con inuous. The function ](k)(p, Q) i calle? til(: Ii- h l~'ate kernel of [(P, Q), One easily see that all the ?jJ:(P) are likewis uniforrnl

I ntinuous. . . it

We no estimate the kernel ]({/;}(P Q), BEcause of uniform continui Y

th kernel K(P, Q) is ounded. uppose

(5.1]) I [(P, Q) I < ~1,

1 rom this estimate it, follows from (,j.9) that

I F( ')(P, Q) I < MA'//' J (f .1

§5J

21

._ I"]E.RKELS OF S. (ALL B -D

wher D j, the volume of th r gion T. From this it follows because of .~ .8) tha

I YJ:(P) 1 < j}l''"D''P,

whor F is th upper bound of I J(1') I. Therefore the se .ies (5.4) will converge fib lut ly and uniformly for P r: G if

~ ,13)

1 A 1 < l/ftfD.

inco v ry term of the series i~ continuou , the sum of th seri will also b a ntinuous funo ion of P. cause lho scrie (5.4) onverges uniformly we all .arry out term b t I'm the int gration indica d in the above f rr ally writt n equa ion (5. ). Th d Iinitiou f 1/1:(P) hy means I the formulae (5.0) irnpli s tha quation (5.5) r allv h ld , i.c. thaf the fun ,Lion yep) defined by the series (5.4) is a olution of th integral quation (·.3).

'now how that thi .olu ion i .h only one in the In ~ of bounded Iun i n for will h he 'ondi ion (5.16) obtain. Let u suppo e that there are two solution tn , 1/2 f (5.3). Sub tituting the e in 0 (5.: ), w t upon subtraction the equation

(5.1 ) Y2(P) - 'lj](P) = X J st», mr!l2(fJ) - lIlCO)] dQ.

(~,'i .natiug the upper bound of 1 ?/2(P) - Yl(P) 1 by J ,on obtain from (5.H), making use f (.J.11), the in quality

r < I A .I.11D1,

~ rom (5.1 ) it Iollows that

y < cl,

with . < J.

This it po si le only if Y = 0, q. .d.

T is often convenient to r PI' . II th iolution of the in tegral xruation (5.:1) in the Iorrn

(- .15)

yep) = A I r(p Q, X).f(Q) d + J(P),

with

11'1'om the e, timato (; .12) it Iollow: rha th ri (5.10) onv l'g uniforrnl r with r p t, to P Q X if P E: a Q f (i and 11\ < 1/ill D) - E, > . '11)U,' 1'(/' () 1\) i.' n iui 01'11 I. f' nrt.inunu, funr-l.ion ( r P, Q for fixed

A, rll,r1 :t 1'('~lIlal' f'llid ion of X ill IIII' 'i,'jllt' !i. I ;' rIll' I U,.' I (r'. 1[('11('0

22

1 rn D' TION. T1H1 FR.EDl· OJ.M TllEOJ-tJ:t::\1,'

[CH. I

th integral (.5.1.-) exists. IL is easy t tha it inde d yiel th elution of the integral equation ( .1) r pres mted by the ri (5.) if one substi t the ri (~.1O) in pla e of rep, Q, X) ill the right hand sid of C-. 5) and in egrat . t rmwise with 1'0. pect 0 Q.

I'he function (P, Q X) i. called th resoloera of the integral quati n

(5.3).

17e -ompare (5.15) with (4..1;). ,~, 'hall now h w that for the integral

quati n C. ) with a degenerate k mel, for which a.-(P) and bi(P) arc uniformly continuo and have sufficiently small sob olute value, i. i, for any in gnu equatiou that belongs simul II ou ly to th type on id r ,d j 1 §§4 and 5, the quation

reP Q, X) - XT(P, Q A)

holds. ince we are d aling here with the fir case, D{A) ~ O. \V a. urn tha

a a point (Po, Qo , Xo) .• ince the k rnels reP ,Q, AO) and r(Po , Q, A ) are continuou in Q, h r e. ists a neighborh 0 00 f th p fit Qo ir '\ hich

01'

In'! {r(Pa, Q, AI»1 ~ 1m lAo (Po, Q, A)I

everj wh rc, On .hc oth '1' hand

f r(Po , Q A ):(Q) dQ = Xo f r(P!) , Q, Ao)f(Q) (tQ

0111.' hold for an arbitrary unif rrnly cOTl1,imlOUH Iunc j 11 J([» b cause of the uniqu fie of the (1 ution of integral equati n of the type con id r d. Tn particular, thi equation must hold r a Iunc ion f(Q) whi hi' po itive evsrywh 1'0 in .h in srior of th n ighborho Go I the point Qo ar (1 zero outside this neighborh od. This i not po ihl . (" lY?)

sis 'rid nt f 'om 5.16), l'(P, Q, X) is deterrniu d b he kern 1 of the in egl'al equation and i ind pendent If f(P). inc th function y(P) - fined b. (5.15) r presents the onl r so] tion of (D.3 , i follows that the equation (-.3) and (,).15) at' equi alent. If on therefor Lake. the fun 'tion y(P i 1 "he quati n (5.1,1))!l known and f(P) :01,,'-; unknown, hen th only oluti 11 I(1) of thi . Juat.ion ~11 b \ fur ishcd by toll r rruul: (G .. ). 'I h funr-Liun T\ I" Q playA in II is Iorn lila. the role ( r the rcsulv .11 , I'm' I.h' ('qlll~li III (.).1.; with Iw l« nu-l I' I" (J A •

~r.:.1

•• J

. TIN OU tJRNI'.l OF:;m T.L BOU .. 'D

~3

Tf the same consid rations a above are a.pplied to the transposed cquatiou

(;- .17)

z(P) = X" J " (Q, P)z( ) rlQ T f(P)

of equation (5.::l), it follows that (!).17) has a unique elution in the circle 5.13) in the cia s of bounded functions, which will e furnished by the -01'1

Here

zo(P) = f{P) ,

Zk(P) = J K(Q P)ZI:_l(Q) dQ.

If h k I'll 1 K(Q, P) is symbolized by F *(P, Q), it. will follow that

Zl(P) = J " *(P, P1)f(P.) dP1 ,

Zk(P) =

(k-fold) J ... J K*(P, P1) T1 *(P1 P2)··· J * (Ph-l , Pfo)j(PI:) dP1 ••• ar,

or

k = 1,2,

with

[f*{ .} (P, Q) -

«k - 1) -fold) f ... J K*(P, PI) ... J(*(Pk-1 , Q) dP1 ••• dPk-l.

If n 'it.es out the correspon ing integra s, one s that

K*(S;)(P, Q) = } (l( ,P),

}'1'o111 this iL follows that the solution of (5.17) has h form

;.1 » z(P) = A f r*(p, Q, A)J(Q) dQ + J(P),

with

r', () )

. "

I Q, {' A .

lKTROD TI • T I'~ 'FR mHOLM THJ·jORI·:MS

[ IT. I

We have thus shown, in this ViH', tha equation (-.3) and also it ranspose I quation .17) 't rith the agr d upon a", sur ptions on the k mel ha e a unique solu ion in th circl (5.1') for every uniformly . n inuous Iuncti n J(P} i .. it. ha been d m 11 trat d that. h J'e the first Fredholm '1'18' holds.

Tn con ilu ion we point ou the following tw Formulae:

(5.10) 1'(1->, Q, A) = K(P Q) + A J K{P. PI)1'(P1 , Q, X) er. ,

(- .20) r{p Q A) = K(P, Q) + A J l'{P PI, A)l! (PI, Q) st, .

The validit r of these formulae is shown immediat ly if one sub titutes for T' the series 5.16) and compares he co ffi i It 0 ike powers of A, makiuz use of the f rmule C. 0).

For suffi. iently small I A lone rna 7 U' the method f suece ,,;n~ approxirnati ns f r th approximate c mputation of the .olu ion f th integral equa iou [4}.

§6. Integral equations with almost degenerate kernels ousidor the in gral qu ti n

( .1)

y{P := 1\ J ,. (P, Q){)(Q) dQ + J(l ),

where f(P) i a uniformly ntinuou function a d

K(P, Q) = :E'Z:I ai([»ui(Q) + 1 sr, Q) = l(P, Q) + K1(P, Q).

H re a..(P), bi(Q) and K1{P, Q) are uniformly ontinu us and, . lace tbe~r domain of definition is bound d, Lhey are also bounded func ion. I IS again imma erial who 'her the e functions tak n omplex r only l'~a,l valu . In ord l' not to ob cure he e, nee of the matt, ir, we . hull write the in , gral equa i n in ymbo ic form. The q ua Lion

( .2)

1/1(1)) = J sir, Q)1J(Q) dQ

will be wri t 11 ymbolicall t in the f I'm

if; - Kil_

K is thus an operator hat ran Iorms h Iuncti n y(P) into the Iuuction '/I(P) ~ Jl: (P, Q)y Q) dQ. This up rater i UP-fill 'd I y th kern 1 KC?, 0). \ lesi gnat Y 1(* the P .ra OL' dctin d 1 ~r l.he l.ranspo, 1 1 (,1'11 .I J(* J) ()) [\(0,/'). Finully k t, '81 ( 111{ (II rlll.c))' I lin,!. 11'ltlI'.r )1'11, VC'I·.\'

6]

25

funeti n y(P) in 1,0 itself, i.e. By = 'y for ev ry fune i n yep). 'lhc operator E 1 ± ~ :! is dcfin d by th nation (J1 1 ± /1 :JJi = 1 l!! ± K"y. Th oporat r J(1) 2 i d fined by (](lK2)y = 1 1(} w) fran arbitrary Junction yep).

L is as r to e tha h operator K, ± K2 i cfined by the kernel K1(P, Q) ± J('J.(P, Q) and the opera or J1 t1 2 by the kernel 1(1 0 1(2 if K1 and 1(2 . re op r tor of the Iorrn (G.2) with the k rn Is Jj I(.P, Q) and [j _(.P, CJ).

A~ rdingly one rna r IIOW write th quation (G.I) in Llu~ form

{E - AK)y = .f.

B 1'01' we turn 0 th pr of of the "l'edholm th orems for quation (6,]) w fir Iormulat th following 1 mma ';

LEh-D.1A 1. If ~ (P, Q) . (t deqenerat I,' rti land K(P, Q) an al'b£tmr!J

conlimums kern l, then. 0 J; and K 0 1 are also deqenerate k irnels.

LKfM . The traiu pose oj ili« kernel 1(1 0 1(2 i qual to K'1.* 0 11*'

The one n f th a se .tions follows immediately Irom t e con-

id ration f the c rres ponding iutegrals.

N O'V w shall prove hat the hree Frcdholrn he r m: hold f l' quation (G'.I) for I A I < 1/l.11D, where 1.11 i. the upper bound for 11 u, Q) I and 1)] th v lum of G.

1. Tl e fir l Fr dholm II or n . vVe hall show that 1 he non-homogeneous q nation (6.1) ha a soluti on for very fun tiou f{P , pro . ded the corresponding homog neou quation to CG.l) ha only a trivial lution.

R placing 1 b A + KI W • hall r write equation (6.1) in th form

(E - AA - A.A 1),1/ = I,

where 1 an ](1 ar operator \\ ith the kern 1.- A(P, Q) an K1(P, Q) rexpcctively. 111 ,n

(n.: )

f (, u put

i. )

Hi, ' I A I < Ijllf1D, it follows from the formula (5.15) d monstrated in I he I r vi II se tion that

1.5

y = t] + Ar1} = (E + Ar)t],

wl: 'I"( ia an operator corresponding to tho resolvent rep, Q, A) of the I 1'11(11 Ji"J J , () . If thi XPl' sion for yep) is inserted in equation (G.3), 1111(' 01 Lain.

'1 A. I It.' I J" I r

2G

r 'TI. I

Il\TTRODU "I'J 0,'. 'I'HE FREDHOLM TREOR ·;MN

r

(6.6)

IE - A!1 (R + X1')]77 = f.

Th kern 1 A(P, Q) + A 0 xr(p, Q) of thi int gl'a.I equation is degenerat by Lemma 1. In hi way we have h \ n that 0 Y rv 01 tion yep) f quation ('.1) here corre pond b r ()_..j.) a solution t'/(P) of equation n,n) wi h g n srate kernel.

.Ionversely one nu iily proves that oluti n 11 P) of quarion

(6.6) th r c rrespond a Ju ion yep) of equation (6.1) defined by formula (6.5) .

inco by assumpti n he homog ne us equation (G.I) has only a trivial elution, it follows that the homogeneous equation (6.6) al 0 ha only a trivial solution,

But f r equation (6. ) with degenerate kernel he ill' t 141' dholm th or m was dem n rated in §4. H no c> the non-h rnog neou quation «5.6) I se a elution l'f(P) f r v ry Iuncl.ion f(P). And from formula (G. » one obtains a solution '!J(P) for equa . on (6.1) for an arbi rary fun tion f(P). Clearl this is the only, olu i n.

'N ha hu <1 mons rated the first Fr dholmh or D1, 'nee th n n-

homogeneous quation ei h l' ha none or or hall 011 solutioi when ver th homoge equation har a non-trivial solution.

OJ. Til second Fredholm tlieorem, We hall ~how that th uation

(E - AA - AI! l}Y = 0 and it tran po ed equation

(G.7)

(E - AA * - AB l*)Z = 0

have the same number of linearl indcp ndent olutious if I X I < 1/J.11]T>.

Fir \ r mark that th homogeneou, equation (G.l) and 6. ) h \ e same number of linearly ind p ndent lu in) sin to every p linearly indcp nden solutions of one of these equations there corre s pond also p linearly independen solutious of the other, by (6.4) or 6.5).

The transposed h mogen ou e nation 0 (6.G) ha the form

(:).8)

E - A(E T Xr*)A I~ = 0

by Lcmma z. 'iTH:e equation (G.6) has a d g nerate kern 1, th homogeneous equations (6.6) and (6. ) hav tl e arne numb l' of linearly ind p nd n • lu i n by th ' ~ cond Fredholm theorem demon tl'at d ill §4 for quations with d ge era e k mel. t 'I.' show ilia equations (n. ) and (G.7) are quivalent. uppose th: t. rep) is a solution of ( . ). We . hall prov that it. al '0 satisfies (6,7). II we apply th op rater E - A} l:+: to L th id f (G. ) we 01 ain

OJ

EQ .\'I'lOX~ W rrt .\ LMO T Dl!;GEXE .\1'E KI;I _ EI"';

(6.9) (E - XK/") [b' - ACE + A *)t1 "'H-

= [b - Alll'" - X(E - Xi: 1*) (E + xr*) *It = O.

I 'in cit f 11 w from forn ulae (r;.r"',) and (-.1 ) Ll f b

v 1 to' nil ar itrary func-

tion <pep)

(E '».1(1*) (])_ + 1.1'* cp = rp,

w get from iquation ( .9)

(E - ,,1(]* - AA. * t =

If Olle applies, anal gou Iy, the opera .OJ' E + I '" () equation (6.7 and ] oak u e ~f the equation (E x1"*) ( - AJ1r]*) = E, i will follow lJJat ev '1')' solutioi of (G.7) also satisfies (6.8). enc w hav shown that the hon~ g l1eo~' quation ( .1), (6.n , (0. ), and (6.7) have th . am" numb l' of .inearly ind p ndeni soh ions. Thi prove the second Fredholm theorem.

lho. A values ~Ol' which the co~ Fr dholrn CU!'l applies for quation (6.1 we call t e'l(Jen'V~ll.le of quation (J.l) [or f th kern l.E. (P, Q), cf. §_21 a~ld the rr sponding non-trivial solutions f he horuog neou equat.1O~ Ior each l'lt: c~ X the ·iflenfunct·io1 e ueton{jin(j to his eiqeuoalu».

me h fui C.I n rep, <, A) is regular fun .ti n of A in. the circle A I < 'I.M1D_, Lh corresponding det rmi ant ( .11) for the d g ner t ].uaton. (6.6) I. also a r gular fun' ion f X in this circlc] ill thi dct 1'nunam, 1$ 1 for ~ ~ 0, it cannot b idcnti ·a.lt zero, .IOU: q uent ly it.' root .aunot have a limit point in this cir I. '0 we ha B shown that the eiqen- 1)a.~ue~ ~ uf e~uati()n (6.1) cannot luuie a limit point in tll circl I X I < 1/.1lI[1D.

.3. 'lh t~rd.Fr)dlwm 'heorem, "1 all now how fha equation (6.1)

h .' a solution If, and nly if,

J f(P)z(J ) rIP = ,

wh r z(1~) j a.n, iolution of the transposed houiog ne u quation ( .7) or f.(luatioll ('.1).

. 111 t.h proof o~ the first I' dholm th or in J r quation (G.L) we estahlish« I that equation (6.1) has a solution if, and only if, equati n (6.6) with de p:.11 'rut k 1'11 1 a' one. III §4 we showo l that qua i n (O.G) with dr' Y('l1 erat kernel has a lution if and only if

, -,

J f(P)r(p) dl) = 0,

1111 IIl'hi 1'111'.\' plllt ie II of 'ql':I i011 (1. ). I lit IIC'{'(H'dil I-!: I ..

:.8

[r n. I

what wns sh WO :J boy, the t( ality of I h . ' .oluti r J) coiu id wi th f 11 solut.i: II z(P) f quat ion ( .7), dcmonstrnting tho theorem.

:. 7. In egral equations with uniformly continuous kernels

Every uniformly conti U u. kern I 7\'(P Q) can be unif l'l~iy tLPP1' xiruat: db,) fl. de (\11 tat' ker 1 with rbitrar ~ a curacv. 1. t K(P (.2).h a uniforn lv continuou: Iu r-tion of P, (J) define 1 Oll a bounded d ma m G. Acconlu~O' I o the Weierstrass t eorem [,)1 th 1'(> exists Ior ( (:1''' t > 0 t polynomial K; P Q) of suffiricutly hi h )1'(1 rill P and Q ,'U h that the> iueq ality

1 F(P, 0)

ho ds C\'C}'\, here ill G, J is ,I ar tl at om cau represcul ev r, ( rm f the polynomia'J Ao(P, Q) in th f I'm f a produ t, i two 'ac or ,OIl of \\'h.i~h

dep lld only 11 P, th oth I' onl . Oil (J, C'ou» III ntlj 0 may wrrt

K(jJJ Q) = :E'7-1 u ·(P)b .'Q) I- J(l(P, 0),

I ](J(1) ) I < E.

'V sing th th orem PI' ved in th previ 11.:' HH(:tiOII it follows that It t hn c Fredholm th OrE.m8 hold ill the circle

A I < l/ED'

J) i again the y( lump. of G, .urd I w cigcn -alues have no limit. p(~int ill this circle. , ill .c EO lllt V be hos n 1'1 it rari ly small, the (;01'1'(' .tue . , 01 th hr e theor m follows in nrhitrurily large irele: about h midpoint A = l i. " ill th whol x-plau ,

\Ve re apitulat iho 'II'S f th -onsidera tious that ha 1 d = th

proof of tlu, Fredholm thcoroius Ior quations with uuiformly C(~lltJllU . I ken els. . U· 'I. ~-1 tl cs he rem. \V )1'(\ shown for inl ~ra1 us tiom 'VI h deg n .ratc kernels, 11 §f' w 'xl d the,' I he )J'{,11 s to iutogral C iuations with < I ), c1 g 11 fa . kernels. In t hi ' secti II we sh w «l hat ,v rv II 1- Iorruly . ntinuc u k 1'11 1 may ~ . uuif rrnlv approximat d with arbitrary aC'C~lIl':wy by H dq.!pmrul<' kernel. 1"1' 111 hi,' we zainer] :1 proof of the 111' dholn theorems [or inr gral equa ions \\'i r h urbi ~l'Ur.. Ul iiormly ntinu us k 1'11,1'.

Thi 1 thod of p roof f( l' 1 he Fr dh th ren ~ orizinat d 'wit F.,

'hmidt in h xpositi Jl or I h(~se theorems J have m: dp. 1I.'P' or f I.W

lecture noros of I'. L. Sobolev . IL should h\ r101.«l Lh;,t,1 ou 111<,~ ohtuin approximate olutions of illt(,~l'ul ( TlU t.ions wil h ('llll1illlH 1I.' 1\('1'111'1. by upproxinmt iug nIN~f' kr-rn '1.' wil l; til""lll'l'Id,' 1111,·· WJ,

, ]

:S. Integral equations with kernels of the form R(P, Q)/PQQ

1. TOW let lhB points P, ) IJJ 1 tv to a. p ciiic closed and b und d domain a ref. r lH!:lI'ITs n p. HI) and lot 7? P (J b u e ntiuuoui Iu ction f (P, Q). f' j, h \ di 'tan' between P aurl Q, Tlu purpose of ub ecti 1 of this , ction is to prove that .f; r int '(lred quation« cilh. km nels of 1hz', kind for Q < d, uhf'?' d i the dim meion of lit domem G, the three Fredholm, lheorems hold 'n [he u hole A-piau, ana that in {hi' ca se lit cigenmZu e cannot har o fini! ' limi: pint.

A,' preparation we shell ' 0" fir. t the Iollowii g ] mma for the kern 1 li"'l(P, Q) and ]('),(P, (2), continuous with re pc ,t· to (J' Q») if PEa sud Q ( G and P ~ Q,

If

(8.1)

o <a < d,

and

( ,2)

o < fJ < d,

then til e in teqral

nll.'ays exists and is continuou unth. respect. to (P, Q) wl en P i distinc; from Q. Furt ('1',

(8,3)

if a + 13 > d,

and

.4)

I J(s(P, 0) I < . "Jill PQ I + A4 ,

if a

13 = d,

'/eli -re A a and Ao! are constant .L] how o r u + fJ < d, thea tJ 'is inlf'gral alway c: '£8t, arid l' a unif01'mly coniinuou [u: ciion of (P, Q).

Pruo', If P r£ Q, then

~.:i)

III !lIiH (lqwrtioll .r, I .f', I I .'It I i I., ,. d , :.;1:111 I 101' tb(· '01'1'( :-lpOIl Jill' '(I( Iflilllill' III' i lu: 1I011l1~ /',1'1, l.', /) III· dlllllll'l ". Ill' fh,' rlol11<1111 n, i.e.

30

I -'l'HODl::"CTIO .. '!'HI. 'RI~DHOL1\f 'HIE 1 )1:-;

[ n , I

the least upp r boun of he di: ta ccs between tw r its point," and r = {L (Xi(l) - .I: rr.

~ itho 1.... f g n r Li ,r \\' put J'1 = , .. = :Urt -= 0, !jl = P, 112. = .. , = ,Ij, = 0 PQ = p to implify the 01 p rtat ioi and further lot

".(1) = pt .

. \., ., ,

Then one may writ th int !?;r d 1 on the rizht Hili of ( .5) a.

J j' A1A..pel d~l . , . d~tl

I = (d-fold) .. , (d :!)aI2[ :.! d .!lJIl'~ It it .

,. < n ~{ (~l - 1) + ~ ~ p

- :-1 ~=2

Let u n t that. if (2:1=1 ~i~)' > 2, th 11

( ,U) [(~I - 1)' + t E!] > ~ [t. E.'T

From Fig. 2 it i cl ar that PJI -I- OJ! > OJ!. tOP = . JOll.::cquent,ly Pl.1-! > Oill - 1 = z(U.:..1! + ( 11 - ~ ). I ince by assumption OM > 2,

PM. > OM/2.

N w th int gral f j, •. plit ill two parts and he s imat (8.G) u sed.

ALl., J 1 d~L .. , dtd

I < ___2:_.::_ • .. -[ r/. ]rtl'! [ d Jim

- p..-+fl-rl l:e !:!Z<l t; ~l (~1 - 1)2 + ~ F

+ A d~ J f '2J db ... d~~

. .. [d J(c:I.fJ) .. '!.

tNl:I-d "n.

P • :!O:~~.2-SD!!lp2 6 ~(

'I'he integr lover th first. range i c nv re t t a can rtanl, C1 h.ldHpendent of p. To compute the c nd int gral we go over to polar .oordi a :

d" r/-a- {D I P tl--l ·cx-fJ d

T < 1P -a-", + p T T,

. ~

( ,7)

v her 02 i a p itive ions ant.

11 . ex + p > d it. f II ws from the h1,S formula tha

.00

I < C a-a- + d-..-d J -1-0:- dl' =

_ 'JP 2P. r

~

d.-(>-

3P ;

hu he e timat (1.3).

l1J f llows fron ( .7) f( r tx. + (3 = tI l.htLL

I < ('I I ('':,111 f)/'fI),

§ ]

KER EL'" OF HE '()HI\1 l\:(P, Q)/PQ"

. I

which i . (h " s timate ( .. i) for Ka(P, (D. In the equel, the ca. ex {3 = rl

will be avoided 1 y incr asing a and (3.

I however a + fJ < d, then it is cl ar, thaf j{,,(P Q) xi t, for P = Q.

And further it follows fr m the s imate ( .7) tha :

( .) I < C1/-a-p + C'J pd-a p /d. - tx. - m l(D/p)d-«- - 2J t<-It] < c,

for sorue consta t C;: .

,\V ·h II n w 'how t.h t ](a(P, Q) alway dcp nds iontinuousl . on (P, Q , .if j do • 11 t coincide with (J. To hi end we note hat

I [('J(P, Q) - J s»: Q*) I

< 11/'3(P, Q) - [(3(1\ Q*) 1+ 1 K:>,(P, Q*) ~ F a(P*, Q*) I

(8.9)

< J '} l{P, P1) I K'l(P1, ) - } 2(P), Q*) I dP1

+ f I'} 2(P1, Q*) II K1(P, PI) - l:'l(P* 1 1) I er.

1 n w as d tha t. e Junctions K1(P, Q) and 1 2(1', Q) ar defined

for all pain P t111d Q belonging t.o (~(P ~ Q) and are continuou e r r: where where P ~ Q. Hence the functions K1(P, Q) and II 2(P Q) ure uniIormlj ntinuou with r p t t (P, Q in an arbitr l'Y clo ed set of points (P, Q) that con ain 110 point for whi 'h P = Q. Thu, ach cliff r nc under he int gral ign . uniformly 11 all vith r p C 0 Pi if only the point Q and Q*, P and P* lie suffi i ntly cl e to on , aneth r for the whole domain (j of P1 with he exception of certain ueizhborhoods Fl, O2 , (;3 C4 of th point P1 = Q, ['1 = Q>f. P1 = P, PI = P*. \V in ilude in GI r ('. , 0._ , Ci. the points of G which Ii no further from Q Q* P, P" than a small fix 1 di tan r whi ih do not. hang a P approach P* or Q :II pr n, h ·0*. Be au' 01' condition. (8.1) and ( .2) the integral in ( .9) e-xtended ovor (]. - (;1 + 0-). and o - (G;J + G~) will becom a 'bi trari ly HIIIII1I fc I' suffiei int Iy I1(·U.1' • PI roach I th points (P, P*) and (Q Q*. 'I'h: pari of (ho jill (\I-!:I'l I~ (. ,n) which n I'(! I nkcn ()V l' 1.11 11 igh borh d' (/1 • tt.. , n ) (,'1 II ill 111'('01111' 1I1'llit 1':II·j I", HllIrt II fc I' I' r" 0 :11'1 r _, 0 h('('1111J.:· 01 ('()lIdlllllflH (H II II lid (H' •

33

L "ROD crrox. 'I'H G HI·;DH L~l ' neon ,.~,

r '11. I

If h wever a + f3 < d, h int gra (8.9 will b nome arbitraril for suffir-ieu proximi r of the points P, Q) a d P* Q*) vcn if h point: rand Q ( r P* and Q*) • incid , since in hi.' case tit part of th . in e .rals OY r the neighborhood 1, O2, ;T3, Go! t md t z J' a" r ~ 0 uniformly

ith r sp to P, Q).

Indee 1, the Iirs of the integr I,' (H,9) d u t exceed or the e u ighbor-

hoods the sum

"a,eh of the e ill' egra' ~ L stimat d b r taking; into consider: tion th inequality ( .). nc deals analog u ly with tho second f the inr igrals (8. )

e .. rt nde over (Tl, 2, G" , Col .

The COl inui y of the fLU"I ,t,i m Ka(P, (J follow, in its .ntir closed do-

main and h nco also its uniform ontinuitv.

\., c consider 110\ integral cquati in

( .10)

yep) = A I J(P Q y(Q dQ + f(1)),

wh rre K(P, ) ha th form indicated in th c tion heading and a < (1. The fuuc ion f(P is t b couti ru us in the closed dom in and thor Ior also bound d. Further we, 'halJ mmsicler only ontinuoui soluti n . ~T rem rk on tha ne rna, r easily show xactly a.' above th under the 3S. umptions n K P, Q) very bound .solntion of quation (8.10) is n-

inuous if fer) i . COl tinuou .

e sh 11 fi -st how that, thi quation a' , ell a..; its transpose alv ':1. s ha

a unique olu ion in th class of bounded functions for ·uffi i ntly 'mall

A I. "ince, all proof for the Lran 0 ed C Iuation Iollo ex ctly as for the giVJ1 squatior , we confine 011" 1 es to equ tior ( .J 0). The proof f th

exi to( nee and uniquen f the elution of quation ( .10) pr de just

l>J,.."l ill 5. T,Ve ek a sol uti ill be Iorm o[ a ~ ri s

yep) = !Jo(P) + AU1(P) + t.~Y2(P) +

( .11)

in §5 we find tha

yo P) = I(P),

1/11+ 1 (P) = J K (P, Q)y,,( Q) rlQ, k = 0, I, 2, ... .

pplying the le una proved above, i follows that all the y,,(P) ar continuous Iun di n f P. Su pose

l'ER EI

l' J FOR\1 R(P, Q)/PQOI

..

1.' L

a COll tan . Furth J", 1 t M h th last up er bou d of the ill-

fiE (P, Q) 1 dQ

(~1 bvi usly xi. t. ). 11. 110W sees easily 1 hat 1 YI:(P) 1 < . T_JJA'.

It. I llows that for

1 A 1 < (l / ~1) - to t > 0

the " l'ics. (8.11 com-~I'(T~: unil'orn I III t. and ~ ields a regular Iuuct ion of A

and a uniforrnl r t·( ntinuou fun tion f (P A) In th me fa hi ,

• . ,. • 1 n n.' III

§5 )t .WIll n w 1 howu that thi: ri give a elution of th . ll('t,!;l'u I

eql.lat.lOll ( .10) and that no oth r iolution xists in the clas of horuukx] fun tion .

As in S5 we find hat this solution may be repre eute d in the Iorm

!/(P) = A I r P, Q, A f(Q) dQ + .f(P) ,

with

(.12 (P, Q, X) = r(?, Q) + AT< (21(p, Q) + A-](c3)(P, (J) + ' ..

The first term of t his 'erie is

( .13

K(P, (2) = 1?(1 , Q)/P(t'

<II

".here ](P, Q) is a uniformly on inuous fun tion of (P Q). In .ons 'qLI('II('I' t he bound dnc of G, J\ P Q i a.1·0 ound d an 1 HCl .ordu: r t o 1111' lemma demons rated in .h I gi ning f this cti n,

and, i 1 g n ral,

Kt 111) (1) Q) < .,1 "'/ PQ",,,,-(,,'-Jl,l,

if ?Hex. - (lit - 1) i > O. (.' the H('J1l~~)'k on p. : 1 . A ~111 l zl ; l'lhl I fIJI (·oll,'lnnk. :--;iIH'(" a < d, for III Ruffici 1111", large

/fW - (III

I II O.

\ .( .• "dill I 10 til(' 11'11\111:1, /\,,,,.01 I), ') i, III 11 unifurrul I'IHII illllCllll I lillI'

t ion I I I', (\) . \)1 10110\\ III r 1\ 1/,)( l ', (,') :11'(' til, 11111111'01'1111 1'0111 iuu III 1'411

I) 1/1

31

[cu. (

I. THOO - 'l'TO_ t, TITE }'lU;ntWr.. [ TIlE() KEMS

I ]«p+l}(P, Q) I < Iff: (P, P.)J((p)(Pl Q) ([PI I

< llfp J 11 CPt Pl) I riP] < ~~IJJn{, where lJll' is the 1 ' sl. upper bound f I}' (p P, Q) I· Thii vields th J r of of the unif rrn onverg nGC of the eri , ( ,12 in Z' Q, X [for A < (I /lvl) - E] j 1 a for h . '1'1 S (5.1 '). Th ran po ed equation may be treated dialog isly,

11 t.he furmulae de' eloped ill §5 are equall r ali i bel' ,

All ih COl sid rations of :G on int gral quations with kern 1 of th

rorm

[(P, Q) = L:?Ll a,(P bi((J) +}, (P, Q)

ar app ieablc, wh re (J~(J» and bi(Q arc c ntinuou in C an 1 K1(P, Q) 11' s the form ( .1 ). Th PI' £ of the Fredholm theorems f llows in h

circle

I X I < 1/J.11 ,

for 11{1 the larger of th upper bonn 1 f th integrals

J I K)(P, Q) I dP.

no d

n addition it. fo lows that th ig nvalue i\ an av 110 limi poin in thi circle.

" now urn to the proof of the Fredholm h orems for integral .qua-

tion with kern ls a spe ifi d in he sec ion heading, 'Vp, put.

if:1; < (;, i ~; > c.

-

, ,

= c,

Th fun tion

is uniformly continuous ill (P, Q) for ~cry ,For iufficiently large c the i n tegr als

f 11 (P, Q) - IC,(P, 0) I ea

J [K(P Q) - JC(P, Q) I riP

aud

will be arbitrarily mall, uniformly in P r p ,t.jv I,'

. f 'jr 1:)

t din :6, thr uni orrnly .outinuoue 1I1l(:t,10I1 \.,. ,

apt!" ximu.ux] with nrbit rn ry 11 'l'I1l'lH',V ill the ell muin

o. . we alrea ly mfty be Ul1i1'{ rrnly r' by ~1l111H of t hr-

s I

3'::'

I rrn

\\ (~ th J1 have

}, (P, Q =" ,,(P Q) + F(P Q),

where we can make the upp r boun 1 of the valu

f I ;: (P, Q) I dP

smaller than 8 n arbitrarily mall E > O. '1 h proof for all thr Fr dholm theor m. in t.lw entire X-plana Ior gral quati 11. with kern 1 of tb 1'01'11 ( .1:3) follow Irom this. II additi n, oUP, at btuin: th proof tha th igcnvalr es cannot he v a finite limit poin ,

'I he proof f the Fr xlholm th or rn f r k rnels of th:> form (8.1.) carried Qui above p 'ovi s ba ic U 'he PI' of of the: the or ms for bound d uniformly continuous kern 1.'. The proof of th e latter th orem d p 11 oss mtiall ) on the fa .L that certain integrals are . mall. Th r quircme t of small ('!" for th int grand wa up rfluou .. We have u' ed thi fa t in this Hec:ti n.

RBl\L\.nK. L t the kernel rep, Q) be a ourinuou Iunctio f P and Q,

wh '1" P -= G, Q f (J and l' ~ Q atislying th ondition I f{(P Q) I < AI PQ«, 0 < a < d. Furth I', let to > 0 and a + E < d. Th n

1 (P, Q) = [(P, Q P(Y+'/PQ<'< e = J'\(J>, Q)/PQClI ,

,\ h ,I' l\~(P, Q) i, a coutiuuous fun 'cion of 1) and Q. In till' n ann l' \y€ have sh \YU tha all tho L'1' dholni iliHOl'emS al 0 hold for k mel 011'hi yp.

2. l\J any pr bl m f mathemuti .u.l phv sics 1(~,I,d to lit zral quations in whi .h the integr tion i. n t ixt nd lover a rezion 0 d-djm 11 ional Rud.ideun "pace, but; over urves, mrfaecs, r manifold of higher dimensious that are imbedded in a Fu lid n ipa of ufficicn .ly high dim u-

sion. ~~ a ~-climen::;i()l1al, continuousl r di CI' ntiabl manifold J.1{ lying ill an n- lmel1SlO111. I Eu lid all pace En(O < d < n), we und rstand a cl ed bo~nded, and connc ted point ct 1li it En. with the jlroperty I ha t, ever; POl11L .: C ?If has a neighborhood in -hich om n - d c rdinate I th p int of M are .ontinuously difIeren iable Iun .tions f the r maini g J '0 rdina t s.

'1'Le Fre Iholm th r m.s ar also 'aUd for .integral equations of thi rt.

BnllW \\ .• shull sh \\ sing h all id r ti n f ubs rtion 1, I II t the I" r • III lm 111('(11'( ms may" dcniou traled ill ('~!St' i.ho int gr. ion domain IH II I'l()H4·d HIlIOO h HIII't';)(' ill 1.111'" dillll'll. il , al,,,p~1 ", }t' 11' )1.1t " II anir< lis 1.111' PI'4111f p' 11I'1'l'clH illllllclj'·OIIHI .•

IXTltOD 'eTI x. Til t-; FRED Ii() r.xr TIIEOn 1';),("

l H. I

tIL,' eousider th integral qua+ion

wh re ~' is a cloi pd smooth surfa e in till' -dimcnsional spa e. ("r a sum that in a. iffici 'ally ma 11 n ighb rhoo i of an arbitrary poiu A E t son c

on of th ordinal of th poi ts of i a onfinuously differ ntia

fun .tion of ell 0 her \V coordinates). (h:"Q is a sur (' 1 II en 0

:> -= I Q r \ and .f(J> is a given con in~ou, h~n tion ~)ll j • I urb ;:

R(P, Q = 1.\ P1 Q)/P ~ at wher K(1'> Q) I' ont~rnlOu' f r P . Q E: ,'; o < c.~ < ... :,lILJ J>Q i thc eli auc b tween th p int P:m 1 Q In throedim nsional spac . In order t pr ve all th Fredholm theorem 101' uafiou . H) with th h 'lp of the consid uul.ions of sulis ction 1, i is .uough t.. h w th t the Lemma of ubsection 1 I'm in v lid find thai every OllLinu us kernel K1(P, Q) giv lJ on Y may] e approxir at 1 unif rn I) with arbitrurj ac iura 7 by a d g norate kernel. 11 ther considerations I §§.J:, 5 6, 7 and ar carri d v r a tomal ically to the equati u und r . n .. ideration.

The continuous (2) may be n .. id red a a eontinuou: Iun -

t.ion ri\ en ill a. ecru in clos t,2 of . ix-dirn nsi 1101 'p (' (: '" Ut, Zp,

xQ, lIe) 1 ZQ). S;.! i obtained if the pint, l' (:c1' , lip., zP~ ~l,l~(l Q(~~Q !JQ zQ) L'U ind 1 udentl over '. R d no e a cube 1 I six-dim 11 siena pace containing all the point. of the set 1-.2• The COli' lU us function. ~iv. .n on the <:1 • d : t I,; ~ may be extended ntinuou ly to all of R l7 . Ac rding l a theorem of Weir rstra: I a. c ntinuous function 1 fin -d 11 R may be U11;Iormly approximated with arbi rary aecurac r hv a pol ruomial. It ou ' now

on iders thi. pol n mial nl r 011 2 it appe rs u.. a dcg 11 rate k rn 1 tha

approxima . 1(1(1 0 with arbitrar a' Ul' ·Y· .

" e now asst. re 0\1 r 'pl ves of t h 1'1' tno, f t h emma of . II h. cc Li0l1

1 of this section. 10 'how th C n+iuuit r f r3(p, Q) Ior P ¢ Q' is nough o how in anal gy with th Pi' f IT]V n in , ub 'cc ion 1, that th integral

r I. '1.//([[ ",

1.'·(Q,7)

o < a <. "">

tak n V r the par f th ufac S lying in ri, sphere of radiu r . nt red aL (J may e rna arbitr nil,) small uniformly in () for uffici ntly mall r.

Q varier O\'P.f a small neighborho d of 11 certain point QfJ . . . .

SUPPo'c that th surfa 1 ~i ell b 'a ontinu u ly dilfcrcntiu )1(. func-

tion = f(.·, !J) ill th neighborhccd of tho P int flu and Q' ,~llld I rr urc Ih PI' }j('c'1it II, of thr ]lOilllH q ann L' n 111<' pit 114 Z - O. I 1111'4 d. < (' d.I· till, wif It (I :t "011 1:1111. uiu l ill !Iddil inn (J' t " <" j(' it full )\\'1'1 111:1

. I

KEUX~LS F 'TI iI'~ l<·OR.~1 T\ (1 1 Q) I PQIX

37

£ d Y /QU" < r. d:r dy/Q' (/'(1,

• (Q, r) ., '(QI,r)

Th« last inl cgl'al may b mad ar itrarily smal J I' uffici ntly unall 1'.

To show the continuity of Ra(P, Q) for P = Q and a + ,8 < d it i enough to properly e timai ' the i tegrul

1 d ',(l/J> =o ~.

(Q,r)+s(l',t')

P al I Q lie i 1 a uuall neighborhood of the point P* = Q* and r tends 0

zero. \VB U e h inequality .) for this e timatc.

III rd r to prove the C' rre .tn .. of th ill equalities ( .:i m d (8.4), we

sh 'IV the boundedn of rho Iunc ions

Ior a + {3 > d,

and

](a(P Q /(1 III PQ I + 1), for a + (3 = d,

~ zith PC, Q E 1 P rf Q.

1'0 his iud we a ume tha t om a serl.ion is false. Theil ther ar

q II 11 ces f poin l . P 1 j, J> 2 ( ,...; Q 1 C ,Qz fA, ••• . P, ~ Q T for

which

( .1.5)

We rna a, sum . that he f'1 f' 1> c1 Q '

.. quences OIULS t an l' con rge, 1.

Fr m the ?l' :vi01.1s1 demon. trated COil inuity of th fun ,t.i n 1 a(P, Q) for P ¢ Q, It f 11 W,' that ['(I = 00. W. UH,'U1l1e that. th z COOl' inatc )f tho poillt'.of i a continuou ily ill r in i bl Iunr-tion of x and y in a ertam suff riently small n ighb rhood U of th pain' Po, and that, the inequality cIS < C dx dy (C < on .. srant) hol in this 11 ighborhor . Then we have for all ulficiently 1 rge .

1 2 L d u/PJ.ruQ/

.'l-U

+ A1A2max fCt/pJ.r 'rQ/); U E: S - U} 1 d tr , -u

\\'11 '1'[1 01(' priui« cJPl10l . J r)j diClI) 011 (he plnn Z = O. B .(:a\,,' f the

3

l 1]. I

boundedn - of th las! ummand it 1'0110''1'5 from ( .15) tha

( .16

r» a+fj-oI l' d diP' -t a 'Q P

1.1' Xli i' I'

U·

. Tow 'vel' I r all suffici nt1w Iarg i we h~LVC the inequali t r P' .. Q',. > Ci!' .. Q.

[ 1 > (why?)]. Hen{'p', (R.16) implies hat

p' ;Q';-+{J-d r dx dy /P' i tr= , '.it -) 00 JUt

ut for . uffi ie tly larz i the p ints fit, Q' i lie ill the plane neighborh

H' 0 tha .h« L rnma of subsection 1 gives th r ult

/' d d '1'" TI Q T t! t"}' {J < liP' Q' o-fJ-d

rill ..,. I U \~ i r i . i

• tt' v .,

(A on tant). hi, however, contradiots the foregoing. One may ·h w th b undedness of th( fun tion K; 1), Q)/(lll1 PQ + 1) analogou [y.

§9. Examples of singular integral equations

\. ing dar integral [uatiou is one for which eith r th . .edholm theor m: do not h ld or whose eizenvalucs have a finit ' limi . point. Tb uugu- 10.1' integral «quations introduced in thi tion have all infinite iut l' al of integration. But if on put.

~ = tan 7],

;1; = an y,

the int gral equations may be truuslormed into quations with a finite interval of integration.

E.,xA fPLE 1. Th integral equation

so (r) = x L<O siu :t:t ~(~) (l~

p08··PS:(~.s infinitely Hun' li e rly indep nd nf elution for A - ±(2hr)~,

Sill for th ,. valu f I tho fun itiou .

cp(.') = (1I"/2)l -(U ± xl a'l + x2)

sat; fy tho integral equation lor arbi rary a > O. 'XAMl'I,.] ... 2. I'h quation

soC) = x L: e -Ilr-E cp(~) d~

ha .he solution eta,.- Ior A = (1 + ci /'2. Therefor v I', real A > ~ is an

I . ,ur'

eigcnvalu .' I nxidcr (Ill. )':11 value.' of (II .'ill('(\ ol, 1('l"\\,1~ I (' IH Ilot

hOI m<1(.d ill (lw i II Ii II it (' i 111 r-rvul - <.I:

§9)

EXAMP1 ... OF "'I~ G Aft I:{TEGR\I. 1':Ql '!'IONS

here are xarnples of in egral equation for which he other F redholm I heorems do not hold.

Rb:F I RENe "

l. '1' TR~ r, E. J. Prai.:tische .lu.jl6slJng i' Inler(lralglr;ic/tultglm. 1 II, • kand, Mat.

170 (]930 .

f!7;llT die prokt".9che Au,fWs/lo[/ "(1/ Ini rg alglei hUllg tl. (Randw rto tfu(fub n)

'omm ntatione HeLi gi'or, 4- 192'~). ·0. 15j 1-25; 5 (1930), No.6, t 22. '

2. 'I'rrcn [ n If, E. C. The '1 h~ot!J of Eumctun s, O x Iord Univ t'sit., Pre: s, 193 , p. 95.

Kno] n. Y. Theuru n] Function. I Part On I ~ w "ork, Do\' r Hl4.5,). 74.

3. 1\ LM ROV, A. -. 'D F illi., . V. Elements of th Tit 'ory of Functions ((11((

ji'wwlio1ial Anolusis, vol . L: J1Jef.ric and Xurmed ace, Ro h ·t r , 'ray ek ,

1957, §J4.

4. Lovurr, W. \ . Lineal' I nieqra! Boutuione Me ·nlw·Hill, 'c' York, 1924, p. 15 .

5. ot"Jt T.' • . u II1L1UoJH'j', r .• [ llunl« of M othemat icai Phs i 8, uol, 1, :r ew Y ork,

T nterscieuce H)!)~ 11. U.5.

0, J"ow.u."EW I, O. Int rgr(llgl i '}wn(Jcn d sr yter, B diu aut! Leipzig, rno, 1~, 170 rr.

T, LEFSClifJ'l'lI, R. Alq braic Topolo(JY, .'ew York 1942 (Americ: n Mabherns, ical 0- ciebv '011 quium Publica ion. , vol. 27). p. 2 .

* Addi ion I 1"1'[ 1" II 'C'" for 11 L [4-., !HI (61: K"':-<'l' nOVI :11, L. V. xn KRYI. V.

I. Appr<J:rmolc 11l(,tho£is uf Hiqh cr AnalYSis, P. -oortlhotf, 'I' uing r (in preparut.ion).

VOLTEH

Chapter II

INT G A EQ'C

101 S

y

§10. Volterra Integral Equations

olterra integral equations we under t nd equabions of the form

yep) = ~ J } (P, Q)y(Q) dQ + f(P),

that sa tisiy th following conditi ons:

a) Each coordinate of the poin s P aud Q takes on ev ry va ue betw 11

o and a constant a > 0.

b) E (P, Q) = 0 if a lea t one coordinate of he point Q i~ greater ,Lh n the COlT pending coordinat (i.e. that hax ing the same index) of he

poin P. • '

We shall consider only the one-dimon ional case. Then a Volterra m-

tegral equation has th form

(10.1)

y(,.) = X Lr; tc (r ~)y(~) d~ + f(.r).

7\7e how Lha tho first Fr .dholm alt r a ivo hold for hi quati 11 for every A, provid d that]. (x, ~) i .ontinuou for 0 < x < a, 0 < ~ < .',

an d f{ .• ) r 0 < x < a. .

other word , we show that olierra int 'yral equations have no euien-

vall "

Proof. he equation (10.1) belongs 0 th clas of integral quat-ions for

\\ hich ~e have prox d t e Fr dholm theorem, n has, namely,

1((x, ~) = } (.'1:, ~) I .' - ~ I /1 x - ~ ., < f < 1.

Th Iun tiou Rt», ~) defined b

R(x, ~) - I: (:1:, ~) I·' - ~ • R(x, t} = 0

for 0 < ~ < or ~ > X

is uniformly 'on inuou 1 in the quare 0 < x < a, 0 < ~ < a.. ~(}1' this r a. on, a cording to §8, all three Fr dholm theorems hold for th . integral equation (10,1). In ord r t how that the first Fr dholrn alternativ hO.ld' for very X for thi. equation, it i. uough to how that the corre ponding

homogeneous equation

1 .~)

y(,r

t' K(,r, f;)!I(~) dt .10

=1

III

§10]

V LTERRA. DITEGRAL EO ATION'

41

has onl tri j~ L solutions in the class of continuous Iun tion of.' for () < :1; < a and very A. Tn order to show this last assertion we denote by B th largest valu of Iy(. I for 0 < x <a nd b r 111 he largest alue of I Kt», ~) I for U < :r < U, 0 < ~ < .. Vie th n obtain from quati n ( LO.2)

I y(~c) < I X .MB. '.

lub tituting thi. timat in +hc right id of iquation (10.2) we further

ob ain

y ontinuin r this p '0 °8,';'; vv obtain the e timate I y(x) I < I A 1"Jl//.r'IB/k! ::; I A 1",~r':akR/k!,

Ie = 1,2, ....

ut thi Ia t expre ' ion t nd to Z 1'0 a k ~ GC, ~ n equeutly, y( ) = 0

01 th interval (0, 0), which wa (,0 be shown.

\\ Po now r k a solution of cq ration (10,1 . 1 the form of a power series

(10,;

y (:1') = l(x)

. N j, the larg t value of I f(.') I in th int rval (0, a) w \ get I y,,;(,c) I < ]f<,l V/kl < J.li'ak'\'/kl.

From thiH it i ('1 sar that the series (10.:3) is uniformly convergen in X und z, Ior X j an arbitrarily L rg circl and <:r < a.

In order obtain fl, dear picture of why th Volterra quati n ha no

ig 11\ alue we 'Oll 'i I r ( s in §: th f llowing '. tern of linear 19 braic equati us that correspond to I,ll Volterra equation in the interv d 0 < :r < (1

(I .r

III LIt r II wing w C) t11 n taliot intr duced in §3, Th eqi ations

10. J 'all 11(' HlI(·(·p"Hin".v solv d f r arbitrar; f ut fl.' d A provided I ~~ i, sufli 'jc'lllly smu ll, \\ hie'f is II !ial w wi II 10 {, t~lhlil4f1, 111d((1 I, 11(' muy

.2

V 1,1']!.IRR.~ IX:r· GnAL soc.vnoxs

[ II. II

solve th fir t quation [or ljl, inc th '0 ffiei n of l/1 is different from Z 1'0 for 1 a~ I uffi j ntly all. We • ubsti ute this value of ?Jl in all sub equent quat.ions. TOW one can determine Y2 froi th sc .ond equation. N sub titute this value in all tho f llowing cqua ion. Then we d t rrnine Y:I from the thir 1 quation, and 0 on. One ea ilv show that for ~:c ~ 0 the

olutio of the ystem lOA) really' rca hes th , solu 1011 of the jot gral

quation (10.1).

Tb determinant of the system (10.4 is

D = (1 - AKll~~) (1 - ).,,] 2'.!~~)· . ,(1 - A]{Tm~~)

\'\;hel'€ D.. =.6.~ = a/n from which it i \ iden hat

(10.5)

I'he right. hand Hide of this incqualit: 7 j different from zero for ~~ uffi iently small and in 'I' ase Ior deer ing .6.~. 11 l' cxampl ) if Ll~ is halved, 111cn (1 - I, I.lM t.~ in (J 0.,-) 1 chang d to th xpre ,.WIl

1-1)."lilIb.U2)~ = 1 _IAIM~~+A·1I1'1(~~)2/2.

a~ ~ 0 the right, hand sid f (l0.5) t nds to rard

-I .• aM

f, •

Th algehmi rea' 11 for the fad I hat the V olterra 'q ua ion ha no cigor valu is that th dctcn inant of the 'Y ern lOA) is alwa, r liff r nt from zero and does 110(.. end LO zer a ~~ ~ 0,

R .. :.\fARK l . .ompl tel analogou: eon ud ratio . to .hosc by which we have shown that Volterra ·quations with uniformly con inuous k rn I.

bay' no ig uvalu an be applied t(; \ olterra equati is with k .rucl: of

th I'm

o < < 1,

wh .rc K(.', ~) i a uniformly couunuou . fun ,t.ion.

1,1 lARK 2, 'Yv' onsider he Iollowina Vol; rra squution f th first kind

tor he unkn , n function I (x):

(lO.G)

J(O) = O.

We as .ume that 1(.', ~)) } ",(J:, ~)) f(l:) al d f'{x) 0.1' ontinu u ill 0 < X < a aud 0 < ~ < :r. Every continu us lution y(.') of (IO.f» for ° < x < a satisfies the ill egral equa ion

(10.7

FPC.', .r)!) .1')

(.r. KA.I', t II cI - ,r'(x)

.1)

§10J

VOLTERllA I~ ,GHA1. fi:QUA' 01'l

43

obtained from (10.6) by terrnwise di lerentiation with r ispect to a;. ne easily ees hat onvers ly ivcrv coutinuous solution of (10.7) for 0 < x < a satisfic (10.6). If the bsolute value of I: x z) has a po i iv lower bound, equation (10.7) goes over into a Volterra int gral equation of the

cond .kind. I Kt» X) = 0, it often is nece ry 0 differentia e quation (10.7) again, and so on.

REAL

§11]

GEOMETRI ~\_ AL IE (F'CX TI l~ SP CE)

45

hapt rIll INT.EG_ L EQ ATI Y_yl IfETRIC 1 l;.l

The norm defined above of the differen f2(P) - h (P) .ha 'a toriz h

mean square deviation of tho Junction J..l(P) from h(P), Thi separation betwc n the two fun 'ion f2(P) and f,(I') may be characterized in many way, not onlj bv means of the norm defined ab v f the clifIm'p.IH:ei2(P) - fJ(P), The eparation may be specified, o.g. by the number B, the 1 a tupper bound of tho expr ssi n

§11. Geometric analogies to certain relations between functions function space

Let f(P) b uniformly ontinuous iu a giv en bound d dam in 0, e.g. in hound d inter al (a, b), lome ilea of J(P) is provided by the values of he fun Li n on a suffici ntly dell c poin " t P, 1 1'2, .. , , [>'1 . In th n -dim n: ional case 011A can Lake for be 'C point, ,

I fz(P) - fI(I') I,

1£ B is mall, thi ignifie that th iff'erence f.~(P) - fl(P) is uniformly small ill h entir region , ill e the r gion G i bound d, th ma.llness of the norm of the diff rene f~(P) - fI(P) will fall '\ from tho smallness of B. The converse i however false.

If an infini c quen e of function '

fll f(:.!) ,.. j'l t )

) I' l .

lu f(1) - fl' (I') I ~ 0

as k ~ CIJ,

, = a -I- .6.,', a + 2&1:, ,., a (n - 1 ~.', a + nil:,;,

wh r Ilx = (I; - a)jn, Ior 1· uffici tlv lar ,W _, rl mote the value ' of fat th e point by

.f1(P) i2(P) , . , , ,j'k(P) ,

and a function f(P) Ul'B gi ven which in the .11 ire r gi 11 G ' tisfy

, ' . (.[(1) r(2) f(7)))

, e consider the valu a the e mponents of th v Lor \. ,~ ,"',

originating at the origin iu r -dim 1 sional !.uclid all space. Tn this \\'H, f it V o or (f1), .f(2) , .. , .t' ) c rrespond to HIp. Junction .f.

Th 1 ngi.h f this vector or its nann. is 'qual to

one 'uy" that the soqucn of fun rtion .fk(I') tend uniformlv '0 f(P) , If how ver

[(_rl1l)2 + (.fC21)" + ,,' + (f(I1) 21 '

Pa ing to he limi n -+ :1.:, we call tho r sul n number [I a f(p) dP1~

the I ngth or the norm. of th function .f(P).

In the loll wing table we shall introduce on OIl side the fuudam ntal quantitie and rclatioru that at onnect d vith v .tors in n·dimm)::;iona.l

iJl.wlidHun spa e, and D th th l' 'i 1 the corresponding quan i j and r lati n f r fun ti n {ill 'Junction spar '). III hi' sec ion all/unct-ion,'!, cout '11 r d will b 'a umed to be r ial, d ifh "rl1:n a 001.1 nd ,d rr!yio1t ') and, quare integrabl, 1'. emark to I). The ~) III )01 If{P) rtf shall alwav: iignify int gration over th re zion G,

1. Y( ctor .r'" J PZ), ,,' .r»

2. Lei ~th of a vee 01':

one sa '8 tha the qu inc f function fli(r') conoerqee in. th mean [m an sq laTe-Tran ,J 0 .f(P). 'OIlY rgeno in the mean follow from uniform convergen e for it bounded domain, Th following exampl however haws tha; the eonvers of this heorem is fals .

The quence of fun i n

f ('t' = -;;~

t, ," •

II J II = [f lep dP J.

converges in the me IJ1 to f(,;) = 0 a. l: ) co for th pen inter al (0, 1 . Bu this convergence is obviously not uniform.

'Ve give aneth l' xample of a cquence that Call erges in the mean but

converg , nowh re in the ordinary enso. I'his Pl' p rty i po sed by the

equer e of func ions f ·(x), ~ = I, 2) 3, ... , defined in th ~ : osed interval (0, 1) in tho following \V~.1y:

!zl:h x) = 1 for p/2k < " < (p + 1)/2",

.f2k-p(. ') - 0 for x < 1)/2' and.' > (p + 1)/2\

k = 1,:"" .,; 7) - 0 I, ... 'J} - I.

t\ .. i ~ I {I • r OJiH, 1'11111'111'" I C'II<IH I n (I ill (II \ JIII'nI'. Bllt. I hiH ('CjW'II("

1. Fun' ion .f(P).

2, r rm of a function:

u j'il ((i)1

,I ,) - .. I .

~, Norm f the diller me of hy fun .tions f!~(j») - JI j

[I Joo I') .I,(J' "/'

a, Distance between the P in

(f \1) f (01) 1 ()' IJ) r (n».

,. l ••• "Ie IH Z ,... ,t .

II

f',QUATl ~S" TH U I, r\.L -/I'l.\mTRlC I{fl~ R.- LS

[CIT, III

do not .onvorge in he ordinar r sen for a y point of he in rval (0, 1), 81n' 1'01' every x in the inter aJ then: ar arbitrarily large if r whi 'h fi(;r,) = 1 at d al arbitrarily large 'for which f i(X) = O.

EXERCl' i, , how that [ r a uitabl choice of the num ers aT. and 1'1;

the function

onverge in the mean to zero as l' ~ f r the cl icd interval (0, 1), bu

do 110 converge 111 th ordir G l'Y neat any pint,

L "h . 'alar produ t of the ve ,- ~1, "r l.fin .he integral

t (1' (1 j' (n)) "r\ (.r. (I) •• '

01'S • 1 , ..., 1 u.u l!, J

.f.}lll) is d fined by th formula /1(P)h(P) ell'

to b the scala?' product of III junetum. 11 P) and h P), The .. calar product will he denoted b t th 'ymbol j'1, /2), Th xi en 'e of this int gral follows from our a' urnptions and th ill qualit .

I ab I < 2(a~ ..L b2).

vV , shall dot ote h I calar product by the 'Ym hol (f) ,.f2)'

;), The ri ngl inequality (th sum of two ides of a triangle i no' smaller than the third. ide):

[L:)a'i - b,fl + r2:cbi - c.-)-J-

> I L:(a· - c')~l~-

5. Th .riangl i lee 11a1it~

[I (fl(P) - /2 P»" dPJ

+ [I (h(P - f (P))!l (/1-' T

> [J (J,(P) - f (P))' uP J

Both inequaliti say ixa tlv th am thing . .' c cordingly, W shall prove onl ' the fir ·t, Withou re tori lion of er I .ru,lit.y ,,·e may '. all the hi qual

o zero, Squaring both ide: on sees 1.~L our incquality i quival nt 0 th i eq ali y - La,(:' < ['La .2L:c,:!}' inc w take all . quare root ,to h 11011-11 gative. The last inequality f ] 0\\'; imm dint 1,. rom th In-

equality

(11. )

'.11 d th Cauchy inequalit r.

To pr V(' th latter wr- of 1 lu t, for ul I rea 1 (I.., c, n II I,

(I j}o. I ,'. . O.

§ II]

GJI: ~'IETRI :DIAL GIE" (It - - 'TIO_ P u)

47

t.h quadra ti c eq ua t i 011 ill A

A 2 L:.a/ I 2>" L a.c, + LC'~ = 0

does not ha e di tinct real root ' . But thi i only p ssihl if inequality (11.1) hold, .

The in quality

(11.2 [J f(P)~(P) dP J < J lCP) ar, f rp2(p) d(P)

is demonstra ed in exactly th , same way [I] .

6. Tbe co ine of the angle b - 0, We take for Ul(~ eosin of the

tween th ve tor ((1(1), -" , il"» angl b tween the functions h(P)

and U~ OJ, ... , h,'n) ell als and /2(P) h xpres Ion

L:. !. f (ilj co I J

1-1, I :I .fl(P)f2(P) dP /

[2: ~ l(fl' ")Y~J+[L t=1(!2 (i)yl]~.

According to (11,1) tlio absolu l~ valu of hi, expres sio cannot c, - ec d I. \\ all a r 'L r f I ngth 1 a unit '/) ClOT.

Th cosine 01' th angl betw n th unit ve .tors (11(1), ... , fl(n» and

(.r{ll r'Il}) I

1'1. ,"',,2 ,>(tUM

'" t (.)! d) ~·-l.l 2 '

7. The coru ition for orthogonality of he vector (11 (l, ." ) ft'l)) and

(.r tJ) I. (n») •

.1'1. •.. ,2 l~

. Th eOJ1(3i iOI1 or linear de-

p d 1(" ( oplan rit.y) f th ve 'tove], = (f .. :'l) , ... .r,}"), k = 1, ~, • " TIl is that h ". . " ·t constaut .

('I ('',! whkb

Ii!, II t, ull zr-ro, 1'01'

[I f/(P) dP T[J f/(P) dP J,

_ ccordin '1' to (11,2) th absolute valu of this xpression .anno ex-

1. V{ 'all a function f(P) of non 1 uormed .

'1'/. cosine oJ th a7tfJle be ween th norm d fun tious II P) and !~(P) equals

f flP)h.(P dP.

7. The coudi ion for orthogonality of th« JUIld.ions.fl(P) ~Uldf:!(P) 1:-;

J f1(P h(P) riP = 0

(. Linear dep ndcnce f ih Iuuetioi "/1(1) , .. , ,.f",(P) iH IU-l conditiou thn t th re exisf .onstants ('1 , . " (" HoI. all If, ,I' .,' that for :111 poinl« J> tho Pfllmiioll

L/' , ('I, I I») = ()

j 1 ••• 1 II.

I • II lid I' I ill I" 111'1 III It' ,'I III II,. I' "11 'II' I jjjl,j III II", 1'1" III 1 hi ,111'111".

'10 J (.1

I ('A k

48

EQUA'J'lO~' 'WITH .HI~AL SY 1M .'I'ID KERNELS

[CH. III

9. Lc m.normedmutuallyorthog-

onal functions CPl(P), .. " CPm(P)

he gi en. We call

H. Let 7n mutually orthog nal

. C ~l) ('Il)

unit v cto !pic = C(Jk , •• " ¥ill ,

k = 1 2 ... m be given. The pro-

. ' , . ' , m

jection CPk f) of the vector f , ... ,

fen)~ in the direction of the v ctor ('PI: 0>, ... , cp;/") is ziven by

n (i) (.) the Fourier coeifi(;'/:e~ l of f(P) with

<Pl:(f) = Li-l f f/Jk • respect. to the Junction rp .(P).

THJt~OREM. Let f(P) 1)(~ (L square inl gmble function. H e seek ccn:sta~ls

. . . f ""h~'cJl the mean sl"I'uare deviation J of the linear combinaiioti

Cl , ,CIIL or w • ';1,. I • " • tr:

, (P + ... C ,I'> lP) from the junction. .r~P) 1,8 lea t. The Fouriet (',oe.lIG-

CICPl T ",,..m\ , • '

ciei l f,: yield the minimt{'1n value of I tt~ , (Gi ve a geome rrc interpretation

of thi ' rheorem.)

The proof f ] 0'" s:

:f .. : = J J(P)cpk(P) dP

1,1 = J [J(P) - C1CP)(P) - , •• - C711CPm(P)12 dP = J f2(p dP - 22:;::1 Ck J f(P)cpk(P) dP

+ L£'i=l C,Cj J <pjCP)cp,(P) dP

= J /(P) dP - 2L~:"1 Clef" + LZ'-l C,/

= J t(P) dP + L~ ... l (f/.; - C.)2 - L~ 1 t

From Lhe hove it i clear ha 11 as 1D1C it mmnnum

when II, = c«, Ie = 1, 2, ." , m. 10. Fot' very Teet r ti",

f,II)) we have the inequ lity

II "'m (f( '»:'

L~~l (ipk;(f) < L.Jk-l •

10. For c rery function f(I') we have the in quality

In case of equality thi relation cor- (Bessel's inequality.) r pond 0 th Pythagorean

th I" 'n .

n ·.Ii (1'.' i1ll'I/'llIfill/. I " > () il.{ ,'ur'l, t.ru 01' rid iLI'HI'. ('.. [

:11]

EO 1ETRI A ALOGIES (.FUN 'l'I :-J ,p 'I<:)

49

we put = r lor . = 1, 2, . .. m th n

t; = J l(p) riP - L:~I f/,

i.e. J F(P) dP > L:Z~l 1/,

, quence of norrned pairwi orthog nal function toruiononnoi sy ten't)

(J 1.0)

CPt(?), 'P'lP), ... , IPk(I'), ...

i id to be complete if for ve y on inuous and hence also bounded) function .f P) g.iv n in 1 sed bound d r gion G, tho folio vin equation (Pm'seval' equai'ion) holds:

EMAHK. By th th or ill proved ill part \;) of thi ction may replace th efini ion of completeness of a ystem of function ju given 1 y the following squival ut definition: The orthonormal !J teni (Ll.S) i call d c mplfte if [or an arb, 't:ratlJ cotuinuou [unction. .r(P) yiven in a clo ed arid btna d d domain til r exists a linear ombination. .L:t=l C':IP,.,(P of [und un of tlio ,'ljt:! em H hose mean. quare d naiiori Irom .r(P), ' ..

is arbitrarily moll. Suppo C \'C def all orthonormal sy .. tern to LJt. cornplcte if the Parseval quation hold' for verv qual' integrable unction f(P) th t is continuous ever" whor in r: wi .h th( po .. ibl x ph of finitely many point', .urv l) 1l11d surfaces din ell i n up 0 (d - 1) Cd i the dim 11 io of the region on whi h lh« fun tiou. , are d Jill d). Thi definition i al 0 quival n to the ab v .ondition. This is true berause every fu 1 tiOll.f(P of this cla rna, b approximat d i U by a . ntinuous function f*(P) so that t IH~ 10 III of the differ snce f(P) - 1*(1 ) is arJ itrarily . unall. Th proof of the equival nee sing the triangle inequality ( J_ part 5)

lef to th read 1'.

The orthon rmal : y . m (11.;j) i .. id to b clo eel if th 1"0 Joe, not exi: t Iuucr ion of the class eo id red (cf. Remark in :1) ch that th int gral

of it [uar is positive and which i at the 8· me time orthogonal to all f motions (11.:3 . [In Engli h n '01.1 eutionall USBR the word, 10 cd and cnmpl t in this ounection w ith meaning. interchanged from those given II 'I'. hus the f'ollowinz t heor In would read: Eery clo ed orll 01 ormal .'IlP~I( III is ('011'1177 t. Trul1KI

Till' (II I. I. 1'.'1'('''1 rom plr~l <orthtm "1TI(ll. y, t m is do ed,

t rna], "\111 P I~' l ha l I hi' .-oTllplf'l C' .',\'...,1 'Ill 11.:, is 11 t 1'10 .. d i.o. ther I, II flllll'IIOII 1'(1' 11,1' ilJll"I':i1 III' \\hmw 'I"UI'I' iH 1 il ... itivr- lIlIc! whir-h j,

[ell. In

orthogonal to all the functions (11.:1). For such a fun i n all the Fourier eo fficients with resp nt, to the's em ( 1.') arc zero. Consequ ly the Par eval equa .ion doe" not hold for f P).

The couve 'se M.S' rti n is fal '0 for the las of functions every wh I' 011- tinuou wi h the x -op ion of finitel r mau r points, curv s, and surfac 1'3 of dimen ion les than r equal to d - 1. It hol for functions qu r integrable in he 1.; ibe gue sense (d. §20, ub ection ).

11. The normal equation falL Anal gou ly we write in

plane in n-dill1ensi nal pace Iun .tion space

( :1) l2) {1 )

<p ,CP ,"',cp ,

"'11 (i) (il _ P L..,i",l a cp - ,

wher

J a(P)cp(l) dP =' p,

\ here

12. The uation of :1 . irlace of 12. 1 al g usly we write 11l

the second order with cent r at he function pac

origin lH

(J1.4)

with 1 ii = f<. jf •

1 R. 11e of th main +h orem: in the th ory 0 quadra i forms

'" I, TT .) (;)

L..,';.j 1 J..\.ijC{) cp ,

(lJ .n)

l; : j = Ii "1

sa V' hat i i H pos i h o to trun form (11.6 by mean: of a 11 11- ingular traneforma io

,1,(i) = '" II (}) (j)

'Y L.Ji-' CPi cp ,

(11.7)

i = 1,2, ... ,n,

into th

a onical for -I L~:"I (ifJc '»~/A'

(11. )

with rn < fl. T1 t hc s qucl \\' \ Hh:111 lx-int 1'(·~I·<1 (Illy ill qllll<il':dic' 1'111'111.

w ith 1'1'11 c'wl1i ·i,·rll 1\" II Ihi

(11.5) If]< (P,Q)<p(P)'P O)dP rlQ = 1, ,,,it,h]< (P, ) = K(Q, P ,

1 E 0, Q E: G.

] :i. With enough assumption ' on a non-identi 'all' vani rung I' al, s nun ric kern 1

1((1 , Q)[} (1)' Q) = Y(Q P 1

we tall how that th integ 'aJ form

(11.10) If} P, Q)tp(P)'P(Q) dP dQ

cun be n pres II ted in he form of a Iinit r infinite urn

Li=l ifJ fiAt

(we write n upp r limit. I r l' sin

h . urn ill h . Iini or infinite).

TIer •

§ll)

... OM :J'RI A· LOOIES (1" iN TION SPA !..o)

51

case n rna r choose all tho cp/J

b r 1 anti. the A. are likewi r al. There are many lin ar translorn a-

j 11S (11.7 with r I ('0 ffici nt t}mt transform the quadra ic form (Ll.O) into th canonical form (11. ). Am ng th e the orthogonal

r n forma tion , i.o. tho c I r whi h

~,. U1 (j) t

~j-l CPi CPI; = Vil;

play I ial role. Oil: i f r i ~ k a.1l(11 for i = k. 1 is shown ill alg ,bra tha the co ffici nt 0 the ran - formation atisly the equation

(1:) ~ - ('

'P' = Ai L..,j_1lt,:j<P· )

(l1J.I)

i=12··, 'm

, )'

am} the functions tp·(P), i - 1, 2, ... , I rm n 1 - mpty, finite or countably infinit et of rthonormal function

J <p ·(P)tpk(P) ar """ 0 iJ; •

These function cp.(p) corr 'pond 0 the u it \ c tor in the dire .tion of f.hf! bound d principal axes of the surface (11.5). Each of t.}1 functions cp·(P) ti f:j. a homog n OU· integral equa ion

(11.11)

<p·(P)

= Ai J :E (P, Q)CPi(Q) d(~.

( 11'. ~] . §J i intend d f I' the ret de who wi hcs to recall he

th 01" f quadratic form. Thi

theory i: expoi i ed there in a fo 'm particuls rly suitable for the sequel. I . r commended that the reader read his se tion no T.)

Th transformation of th quadrat ir- form (11. ') hy the orthogonal iran d'onuation 11.7) into the 'anouieal form (11.) '1'1' P nds geometri ally to tho ad p Lion a coordinate SYStC111 who ax' ar the prinoip» 1 ax !'l of the surface (11. ). Th \ Lor' (lPi(l) , ... ) <p/'" , i = 1, ... , n , arc uni ,. tOI in

he lirection 0 he bounded principal , e.' of the surfac (11.4). Form < n the surface (11.4) de tenerates into a cylin lrical surf c , h ving n - m unl ouudc 1 axes Hi) WPoII as rn 1)1 1111 drd 011rs. hr- semi-axes 1'I't'iotl (Ill lill~ fo 1 )Hil iv \ X, "1'(' "HII d I ht, nn l ax.·);, IlwHI' ('1)1'1' 'HI" ndiu ~ I. IH' 'II I h,' I I IIII' 111111 "'ll 1'\' .'I f'R.

Th Ai ar all r al. Integral equatio wi h ymm tri ker el always ha c ig nvalu ., indc d r 1 ei ellvalue. (in cont-ra t to V lterra quations).

EQUATI . ':-; wren REAL 't'M.MJ<:'I'lUC I r':RNEl -

l H. III

The problem of finding the unit ve t r (CP1(1) , , .. ) <Pt{) in the it' ction. f the principal semi-a. is of he , urlac ~ COlT sp nding to Xl I the X smallest ab clute valu " i q iivaI nt (ef. :1, ) to the problem of fin Ling th ms ximum if Al > ,or th minimum if Al < 0, of th f rrn

"K til (i)

L..- d({> I/)

'\I hjeot to the , ndition

L:r=l (I/) il)2 = 1.

Tht> I OJ'

in th dire Li n principal

oS nn-axi Ill'I1Ce (11 ,-1) cor-

re .ponrliug to A~ or wha is th samr iolving th y tem

( ') ,,"" 'I 7:.1' (i)

cp - /\2 L.IJ=l A 'if{)

i = 1 2, , .. , n,

ort.hogon,Ll to th olution

1 ('I)

'PI ,"', tpl

is easily reduc d t.o Iindin ' the maximum or the minimum f he f rrn

"" ~ ( T.. (i) (j) I ) ( ,I (j)

L..-;.i- 1:;J - 1,01 I{>l /1 I I{> tp

in the cla 'S of unit tor

( (J) ( l)

I/) ,"',1{> .

nc find nalogously unit vector

in h Iir c iou of t loth ir n l-

uxe. e", §Hl).

11. II one sub ititutes for ",Ul the giy n expres iou in cp( from (11.7, in the id n+itv

.. I ~ t I I

'.I 1 \, 0(' ~

'h (.1.111 ,"

I V' I , •

proof of the

xistencc f least 01 e ei E nvaluc

of the integral equaf io (11. 1) consists ill the foil wing ( f. §12). In th las of fun tions r.p(P) f r wl ich

(J 1.12) J lCP) dP -= 1

w show the xisl 11<: of a fun ·tion that ields a maxirmn or minimum Al, different from zero, for th integral Iorm (11.10). This fun ion I{>l(1)) will satisfy th 1111' igral equa-

i n (n.n) for i = 1. Th pr hh~111

finding the norm d Iunetion in th dir C', i 11 of the priucij al axi of the surface (H,G) 'OlT:P ndiuu t.o ~2 and he der rrninuti n of the corrc 'p 11 ling eig ifunc i 11 of (he integral cqu tion 11.11 iH ea. il) reduc d to finding the maximum l' minimum of I h integral f rm

Jf [K P Q) - qJl P)c,ol(Q)/Ad ep(P)tp( (J) clP dQ

for th .la of norm 1 Iuu t;OI1,-;

se ti,' yinO' ndirion (ll.U). On

Iinds analogously tho normed Iuuct.io s dire Led I \ -artl tl P, 0 h rr , mi-axes r t.11 surface 1J. o), r

what i~ he same thing, the other normod soluti ns f the integr 1

tU tim (11.11) orthoz ual th

pr 'cedi rllT :::01 i 1 s cf.. u bs ti on -l §J:1).

14·. r nder r am a.' .umptious

fori (P ) i will be: ·11 wn in ~1;-

that

, '1,(1')1{' ((!) / .

§llJ

GEOM 'TRI A ~ALOGIES (Fl..~CTION PI':)

53

one ob ains

'" K (~) to = "" K. Ii) (J')

LJa. t ... , I qJ If) L..-,.,"cP I{>

== ",,~, 1 '" til »r: (s) It) (1)/\

L..-.- L..-s.t y-t .,. tp' It> f\;

1 -. n [\14 W hall show hat

eery Iunetion f(?) tha is the image of a quare int grable functio h(Q) by m an. of th k rnel K(P, Q), thu repro cntable in the form

f(P) = J II (P, Q)h(Q) dO,

may b vel oped in a uniformly and absolutely convcrg nt erie of eigenfunctions epi(P} of he k irnel 1 (P, Q) (Hilbel't- chmidt theorem).

= "" ('" til (a) (1)/,,) (.t) (I)

- LJ.,t LJ' .... i qJ' Ai qJ ({> •

Equa ing coefficients in the first and last member of this chain of idcntiti SOle ob ain ,

1 - "'''' ta) (I)

at - L..-i-l tp. ep; /Ai.

1.5. A necessary and sufficient condition tha a ve ctor

U'". ... ,In))

e r sol abl in th dir 'i n of the finite s mi-axes of the surfac (11.4) is that the vector uo), ... ,l7l» be

orthog nal to all in finite semi-axe

. f the surf'a e (11, ), Hut it" ily

follows from qua i 11 (11. ) tha the .omponents ex (1) , '" ) Xl'I» of

vee or in the eli}' cti n of the infini e s mi-nxes of the surfa (11,) rnur t sati fy the equation

~!l J( .. (;) _

(11.13) L..-l 1 '.fX - 0,

i=] .. · l'

1 ,t·.

Th ondition that the vector (f(1) =>, P"))

be orthogonal 0 all vector

vel) (n»

I\.. • :'>, X

satisfying equation (11. a) that

he s r t m of equa ion

" ~1 J(. '}L(J) - j(i)

L..J~l J' - ,

i = 1 ... n

, , ",

fo:.QUATIU:-":" w rm REA I. 'Yl1 IETHI KER~' -

[ClI. III

~ - I .. , 11- hay a, elution for the uukuowns

71.\1) ••• h(ll) (e. :3).

In §§l2-1 w hall a um that all jun. tions con id red belong io the cla Ii -pre . ·,..ib cl 'n tit Remark app J ded to ,"1, and in rulll'it'ion, that all [unction w£!.l be r at- all d a1 d square '1 t.('[/1'().ble in el er!J bounded r gion where lhey

ate de/i.nert.

~12. The proof of the existence of eigenfunctions for integral equations with symmetric kernels

I. /1 troducton) R 11 ark». Th integral

will e. i t if rp(P), I/t(Q)! K(P) (J) are quare integrable ill heir domains of definition' . was a umcd, Indeed,

Therefore

II J(P, Q ((J(P)if;(Q) dP dQ

< ~ Jf J(2(p, Q) dP dQ + ~ I tp2 P) ar. I yi(Q cl(J·

In the equel the symbt 1 f J will d not int .gra i 11 0\ r t utire domain of deflnitio 1 of }< (P Q) i.o. V r he vh Ie 1 main where rEG, - () ( f. §4 where the symb I is anal rr "1, cl fined).

In §12-18 we . hall consider k uuels K(P, Q) that ar 0 b pre, .ribe 1

ill pat 2 0 this ction. For 11 Ki}', Q) 1l mav r gard < II oubl in-

t gmt. of the form

If K(P, O)cp P)y;(Q elP dQ

as repeated ingle in e rals in wl . ch on int grnLc. first 0 r Q and then over P [:..].

We ee

§J 2J

EWE"F . TI •

and

The f n rtion Rf{>(P) i. square integrable in G, for rom the Juuchy-, chwarz in quality

tU1U therefore

J[I K(P, Q)~(Q) dQ J dP < ff[K(P, Q)]2 dP ao f vl«(J) dQ.

r 11 roiuatio« of tne au hu-. chuxice in equality. the integra !:l

am that. the urn f

(12.1)

(B({J, q;) - Jf 1': (P Q)ip(P)({J(Q) dP dQ + c J ,i(F) dP

c a ('0 stant, is poeiii: e definite. This sum, h r for' ,i to e non-uegative for C srv real function ip(P). 'We make the blanket. assumption hut K(P, Q) = lC(Q, P). It then follow f r rbi rary ((J(P) and t/I(P) tha :

(12.2) B({J, t/I)2 < (R<; <p) (R1jt,1/t).

Proo, of til inequality (1.. .. 2 . From th a sum d positiv dofinit 0 :-;,' of the .urn (l~ .. I) i follows f l' erv J' a] J.I. that

If K(P, (J) lcp(J ) + Mift(P)] [tp(Q) + JLt(Q)] dP dQ

+ c f [<pCP) + M~(l»f d,J> n.

Multiplying ut w obtain

If lUP Q)<p(P)I(J(Q) dP dQ + Il If K(P, Q)I(J(P)1/t Q) dP ao

+ J.I. If K{P ()rp(Q)~{P) ir dQ

/ If J{(P (J)I/I P I/t( dP II

I.

5U

BQI ATIO -, Wl'l'H ]{Io;AL ,YM~II.!:'I'lU KER -EU'

n. III

B~ .au of h "nun ry ° K (P, Q) he '(! ond and third in tccral re equal. One ma r then writ the inequality in th form

(Hq;, cp) + 21l(Rtp, ljI) + l(Btf;, ljI > O.

This la: t. inequality holds for rery real u nly if Rr;, ljI)2 < (Bcp, q;) (IJ"" y,),

For K(P, Q) = 0 and, == 1 h ill quality (1...._1) reduces 0 the ;auchychv arz ill quality

2, L ntil §1 imclu iv , we hall consider i1 legral equulion« 'Wah real ymmeiri lc rnels of the [orni

(12,; )

K(P Q = l~(P, ()/PQ",

wit re f (P, Q) is a unif{Wlnly continuous Ju; ction in. (P, Q) Jot P ( G,

Q E To e shall 0::; ume lhe region G i [>0 indol; Th function f (P, Q 'l.

t.l er [ore bounded.

'l'lIEOR.!:!::\t. on id r a family of Junction h(P) [or wh'ieh

J ;,.2([» dP < ~12,

(12.4)

uiher 111 is a. on lant, the 'ante f01' all junctimL h(P). 'Then the Jarn:ily of [unciion« ..p(P) in G defir: d by th quatwn

f(P) = J "} (J> Q)h(Q) ao

i::; 'uni.fonrr,ly b untied and eqnicontimwlts.

W understand by quicontinttity of a family of functions the property that. for ery f > th ro is an '11 > 0 for which P1P2 <71 implies IljI(P2) - ljI(P1) I < f, wher 11 j d pen mt nly Oil E and not all the function of the furuily con id red and likewise not on h pint Pi and P?, in G.

Prooi.

I if;(Pz) - ",(Pl) r = ' J [l ([>~ Q) - } (P1 , Q)1h(Q) dQ t-

< f [K(P2, Q) - } (PIQ)f dQ· J h2(Q) dQ

§12]

.37

Th n ,x t la: ,step follow: 'r m th .auchv-Sch arz inequality, th last from the inequali t,y (12 .. ). 'Ve 11 ow e, timate l.h CI ill tegral on t bright, ide of .hc inequality (12.:}). e split. +h region 0 into two sub '('I'rio 15 R and

'; R to or it f all poi t of G wh ., distanc from PI 01' P2 doe' not xcccd p, S = () - it. From (12.~ und t h b und dne. of t h fun tion R(P, Q) it Joll w tha

IR [1 ir., Q) - 1(Pl , Q)J2 (lQ

will be smaller than an arbitrary posil ivo e prov iderl p i s smaller thau a c u+ in p( e) d pending onl: r 011 E and tending to zero it h f. p( E does 0(, d pend 11. the points PI and ['2, nth h r hand, h cause of the uniform continuitv of 1\.(P, Q), th integral

(12, i)

may e made arbitrarily SID, Ll f r fix d p if tb point PI a d P'!, arc sufli'i ntl cl . The d gl' of smallne of hint gral 1~.6) i dcpcndcn only 011 (he di, ano b tw 11 PI and P2 .

'Ve can easil r show 1 he uniform boundodnoss of the fa mily of funcri on, y, 1') b I man' of the Call .h T_ ' .hwarz ir equality. \V ha re

J K(P, (J)h(Q dQ I ~ [J FZ(P, Q) dQ J[J h"(Q) dQ T .

'I'h fir' integral Oil th rizht i bounded because of l: ) 11 I'

... to ..... , ; l~ Hf'('OIH 1:-1

le than M from (12.4).

.. TrrEOREM. Th inteqro] equation

(12_7)

cp(P = A J K(P, q cp«(J) dQ

I a ' at least on :linit eig n olue, provided the I: rn t i not 7aent-ically 71'1'(1 (/11(1 1(1, lh. prop rti l'isifld at tile beginning of the prcviou gUO eciion, lellel'al1y, \YC sh 1J consider in the following nly k 1'1) ls with til.,: II \'4' properties without specifics 1, T mcnt io iiug t ho f:1(~ t each tim .

Tb idea 01 the pr of present d below is given in h ri rht sid t f )1111 1. of ~ 11_ , ing thi: meth xi h pr f Wtl.' gi\'{ 11 ' lrnost sinrul tlll4'r n, I) and. indej .nd uti I y Hill r(. uud l lolmgreu. r- 11(' gl' au- 'I diffi.·ull" It 'H ill sh )\\"ill~ that (1\('1'(> (lxiRIH:1 l'utu-l ion rp I') ill Ihl' ('In,'s or filii 'Iillll.' r'011 .. icl·I'(,d snti:-lf_ 'in~ ('011 Ii i 11 I J .1:'" ",hi(,1t 11I:lxil"ii'.('~ or rui uimizr-, I II, ill I t rid r. 1'111 I 1.1 I). TIlt' \ alidi I,' .1' II( :l1I:d(1 ~1111 H 'H('I'I i. II 4'4 114"'1'11111 • tll(' I' i, 11'11 '1' fll' II 111:1 ·iIlILlIII III' nuuiuu uu (If I II, qlllldl'Idi4' 1111'111 {11.n 11\ 1'1

II I I,· II

II' C' I HIli' \ 1'(" fll ", ," 1t.11,IWH rlir cot I" 11'0111 \\'I'lf'j I111 I'·,

1114'1111'111111',11'\1 1\' 1'llIlIitlllrlll, 1IIIIfllllili " •• "11111 illl 1'111 III "1111111111111 1111111

58

l II. III

arbitrar '10' d and b unde w '. T us in parti war, the function (11. ) ha no vall tbe sph ro L (~'l»)2 - 1. he proof given here i ue to 1. M.

clfand.

Proof. onsider the set A of Junction ~(P) for whi h

(12. ) J ~2(p) dP =- 1.

Let

l{cp = If K(P, Q)<,?(P)~(Q) dP (to.

If tp(P belongs .0 S, then l(ep) i bound d. For by .ho ;, uchy-S hwarz iuequnlir: ,

II(cp) 12 < If } 2(p, Q) dP sa If ep"!(p)~1}2(Q) riP dQ

;: If [(2(p, Q) dP (iQ' f tp2{p) dl'· J cp~(Q) (ZQ.

Th first of th last hree int gral 1 Iinitc be ause of condition (12.:1 and

the la t 0 ar ach equal 1 by 12.8).

Let }J. '" , JL.IJ be the respc Li 'e low r and upp r bound f the set of values of J cp) n . W C\ hall sb w ha ne a lea t, f the numb r }J. m , J.LM i not sere un 1 r the a urnption hat K(P, Q) i n t idcnticalf zero, tsurning th contrary, J(ep) rill be Z 1'0 for all rune ions cp(P) ill S. 11 P rticular, it will I Z 1'0 r \C r function <p.,t(P) that is zero ev r} wh r xcept In a

mall neighborhood of tJl< point A, wh r cp .... (P > 0, On th oth r hand, sine J.o (P Q) is not identi ally Z 1'0 tb 1'0 i a. poiu (A, B) wh rc 1 (A B) 0;4 0, 'V, maya umc that B 0 not· iueid with A . For if K(P, Q) were zero f r all point. (P, Q) for which P ¢ Q, it would b id nti ally zero beca 1 e of I he assumed uui orm contiuuit 1 in (P, Q) of he function 1?(P, Q) [d. (12.3)]. But

I(<{JA + CPo) = 1 (CPA) + J(<pu + If K(P, Q)'PA(P)~(R dP dQ

If K(P, (J)epA(Q)CPn(P) dP so.

Tb last L wo inteurals are tuk .. n ov r '111 11 11 ighb 1'1 j. of the p intx (A, B) aud (B .1 . Boo u of th assum d iyuuuetry of K(P, (J III s· two iutcgr: I~ coin -idr-; and sin« . 1{(.1 I ¢ ( aiul 11: H -un 'lallt. Hi~1l ill ~I II.i~hhoI'lHl)d If 111(' puilll .1, m, jJlI'S(' ill I"l'al an' 1101. Y.·I'II. TIH ill-

§12]

PR OF l TUb • [t'l'!'R. :1-: • &~IGI'; ~FU. C1' OX

tcgrul [(cp_ ... ) and 1(~o) 1:I,.r:> zero by a ssumptiou, '0 . qucntly I(cpA + ((>lJ) ¢ 0

whi hi' a contradiction, Thus under our assumptions Jlm and Jl.~' cannot imultane Iy vani h. 'Vc uppos JL I r£. 0,

We ow consider au infinite sequ 11 'e f normed f m .tion

'Pl(P), q;z(P), ... , ({Jk(P),

for which

(1..,( )

lin k-;c [«((>k) = }J..l/ '

n ea ily

i po .itivc I fini c iu th 'en of part 1 of thi ction, One rna consider

in quality (12.2 that

Rcp(P) ;: J [- K(P, Q)ho(Q) eo + I-£'.Iep 1').

If we substitut

ep(P) = qJk P), 1{I(J') - B<pJ:(P),

in 0 (12.2 ,W ob ain

]2,10 (B<p,: , Brp,./ < (Bw, cprJ (BB<pk, B<p,J.

B au e of 02.!)),

12.11) lim,_oo (Btp,: ,<Pt:) -= o.

n he other hand, we have

From 12.) it f Haws that he 1irst integral i bound d j from (12. ) the ond equal 1. Hence,

I B<;?k(P) 1 < A + I /-llf I 'Pt·(P [,

wl14'I'(' 1 is n. ('(Illstnlll indcp nd )nt I r !pI • ()lJ(, ohluiu: al f' • ti III a 1 ( for 11111{'\ ill :111 ~ IInl )J,!;OIIH 1111111111'1'. Appli':I, i III (If l lu: ( rlll(·h.\'-~dIWII'iI ill i'llIltllI . I'Illo\\t: 11m 1:11, j, f 1(' ) iH II It'lt ,·t· 1111111111 ,d. II Iltt'll I .1I0w.

6

[<.;H. [J!

EQ r. 1'10' " 'II RE.\L ,'Y}"nfETRIC K ,'R, }]1.

Ironi Lh relation, (12.10) nd (J2.11) th t

]2.12

i 011 win r ub ·tion , th Iamily of Iunctions

i equic ntinu us • nd unif rrnlv h una 0. W may then 1 y .' rzela' thcor n [: 1, cho se R. uuilorml conve gent sub, .<jllence

r. tp~(l)(P), K J.:(2) (P), ... , {{tpk(n} P), ... I

from he 'C:Cj ucne f fun ·ti n K<pI:(P). We' iall ow that

lim", .cc }T cpt(m) P = I{)* P)

is a solu ion of the integral equati n (12.7) for ~ - l/.u,lf. Ind ed,

I EB..CPA'(P) I = -J([{tp. (P) + JLlf} I{)J;(P) I = Iln - /< IPk(P) + JL"fCPk(P)] I = A Bcp.,.(P)

= I J ,. (P, (J)Btp~(Q dQ

( }! ~ )t

< \1 [1 (1 , Q)]2 dQ \! IBcpk(' W dQ J .

It now follow It' ill (12.12) hat

lim ...... r.o BKcpk(II.)(P) = 0,

cause of the uniform convor once of }; IPk(m)(P I this implies tho.

Rq;'" ?) = 0,

whi 'h we wi hed to how. cp*(P) is n identi .ally z 1"0 since th rwise .he sequen JLMCP:('~)(P) woul t nd to zer in the mean for rn ~ co J~ ecause of the relation (12.12). R L this is not possible 'in q f[J.LMIPk(111)(P)]- dP -

JLJ/ > O.

':'\1:\ Itl .... 1. '1 h a J1.m ~ i obtained from the case JLM ¢ 0 b~ chang-

ing he sign of Y(P, Q).

2. '" have shown that the low ~l' (upper) hound of Iho 'a.lues of the integral T (I{) over I,h(! s d of normed function . <p(P)' qual th r eipr al of the value of an igenvaluc r th integral quation (12.7 provide l nly

hat thi .. bound i .. cliff r nt Iroru Z<!L'. '( r l' 1., the I'{ 'ipl'o..al )1' 'neh

ri~ -uvn lilt' A, or rqlll I i~ Il (1:....7 is ,I valu .1' I ho iut« 1'111 J (cp r H' I '('I'ln ill

1'1lIH'li, I) or Ih(, (·11I ~ (I:.. .• , 1lIllpl,d, 1111 vnlur- I)f IIIi illl"'l'Id /("" 1'1)1'

J 3]

PROPEn'I'! I':' 010' UGE);FU ~CTI ,r.

1

cp(P) = <Pi(P), where 'Pi(P) i th 'one ponding norrned eigenfun ti for ~', qual.

J <p,·(P) dP J [((1 , Q) CPl(Q) dQ = 1/~ .. ) f I{)/(P) dP = 1/Ai.

11 may al 0 ay that the upp l' (I weI') bound f l11 .. alues f tl e in-

t gral I ~) for the et of functions satisfying Lh .on ition

J cp2(p) dP < 1

is equal to the reciprocal f the smallei t positiv (gr ate. t n gative) ig nvalue 0 equation (12.7), provided this bound is difl'eren [rom zero. It follow that for 1I fun tioru II' P) atisf TLag condition (J -.13) lh iut gral 1(1{) do not exceed the reciprocal of the smalle t, ab s Ill, value of the eig nvalu s ~ of he int gral equation (12.7 . From the abov ionsidcration .iL is clear tha I; the llPP r (lower) bound of I(((J) over the e uti Iying 12.13) will be attained for it. v, equal to a norrned eigenfunction corresponding to th smallest po itive (greates negative) igenvalue A, provided ths th bound i different from zero.

'XER rss. h w that he e f values J(ep) over th ct 01 cP at.' fying (12.8) consi: .. iI s either of a point a .losed, 01' halt-ole . d inter al. The last will occur if J = 0 is em endp )illt of the in erval, in which ea 'e this will be th omi L d cndpoin . The et of value J(rp) ov r fh et of cp sati fying

(12.13 al W 8 in lude J = 0 and is a point or a closed i torval. '~f ha

cases are possible if the k mel' degenerate?

13. Some properties of eigenfunctions and eigenvalues for integral equations with symmetric kernels

1. THI;;ORhM. Eig nfunciions correspondiru; to di tinct eig nuolu s of q uition (12.7) are ortl oqonol.

Proof. Let,

(13.

l(JI(P) = Xl I K(P, Q)tpl(Q) dQ, ffJ'J(P) = AZ I K(P Q)cp, (Q) dQ,

(13.2)

with x, ~ ~2. Iultiply (13.1) by A21P2(P), (13,2) by A]tpl(P), ub ract term wis and intcgrat the difference with respec to P. One obtains

A2 - 1 J CPl(J)IP':.(P dP - ~'1A:. II K P, )IP~(P)CP1( J) dQ til

I: ,;~

I I

II' /\ I', (_J) (I'lf' ,J) '/(l .u-,

2

[ 'H. I II

EQ"C TIOK WI']' I !:lEA T, ~ 001ETnIC KER4 EL8

If w inter hang th variable of in gr tion in he cond t I'm n the right hand . d w g t,

If 1: P, Q)tpl(P)'P'2(Q) dQ dP = Jf }{(Q, P)¥'2(P)'Pl(Q) dQ (11).

in e 1: (P, Q) = K(Q, P) it follow that. the right ide f (1 .3) i zero.

From the sump ion A1 y! >"2 it now follows that

, hi h demonstrate the rthogonality of the two unctions,

2. TIIEOREM. The eiqenoalu of an iuieqrol equalion '1. ith symmetric kernel are all tal.

'We shall fir t show the following lemma.

II ei(fBlIfu.rwL.ions of'int gmZ equation, of the type 'under onsideroiion are continuo l .

uch functions are to be (' n id 'red a qual' in gra Ie a cording t the r marks a th nd of 1. Th 1 mrna .heu follows from subsection 2 of §12.

Proof oJ lh theor im. uppos th in egral equation 12.7) ha a omple r eigenvalue A = a + ib, ith b ;:e O. Let <pep) b , a COlT 'p nding eigeufuaction. Then

If we enot by ip(l ) the omplex .onjugate June ion to tp(P), w obtain fr m (13.4)

ip(P) = (a - 'ib) J 1 (P, . )ip(Q) dQ.

According to Theor n 1, e mud have

J tp(P)rp(P) dP = 0;

he lemma then impli 'P(P) = O. Thus, a + ib, with b F 0, annot be an eig nvalu .

tEo fA l{ • It follows from the above th orem that the real a ". 11· the imaginary par f a cornpl x eigenfunction i also at! cigonfunction 0)'responding t.o the same eigenv lue.

3. The orllioqonalizoiio of eigenftmdion .. Just U· .ur ar .R or the> "H(~()nd ord r m L have : ral principal ux ',' of the samr- lougl.h, :-;0 limy :III ill I ,gnJ.1 <jta lion wi l h '. lllllwl"il' I \f'll{ I huvr 11101' .. 11:111 JIll' lilll'nl'ly illt!·

§13]

PR , 1';1{'ll 1<,,' OJ- 1<: O.KN'll' -_ en "

G3

pen len eigenfunction corresponding to a g' ven eigen NIue. AI.! iording to the.' icond F redholm theorem, the set of line rly in .peuden ei I'(!UfHIlCtions rr pending to a gi\ n iigcnvalu I is always finit . ,'I1PPO: e the fun I ion. ar

fPl(P), !P2 P , ... 1 'Ptl> P).

From th fac that he corr sp ndinz igenvalu j 1',1 i r ll W." thut \\'0 may c lway take the fuuet ioi S 1 1 real-valued. _\('(;onling to Theor III It .. hcso fun .tious arc all or hogoual to he ei, nfun tion orrespot dine to any other eigenvalue A of th sam int gral "'tlI iati n. AI. '0, it. j . tru tha.t a lin ar combination wi It ')1I~tUl1t .oeffieic-u s of the rllnd.i Il, (J :3.5 j, all eigenfun .tion of the equati 1 1:l.7) J 01 aging to tht; run ugou 'alu . \y shall how th t we .an obtain 11 n nucd, mutually orthogonal and ther _Iore lUWM.r1y iurlcpcndent ei ~ nfunction:

!fl(1'), tP'.!(P), ... ,1/!m(?),

by suitable line r com ination f th fun ti n (1:3.,-). Put 1/11 P) = arp! (P).

Choo ... e a cons ant a ~ 0 .'0 that

J I/I/'(P dP = L.

wi h b ;:e 0 :1lld 111 both constant to be II t rrnined as [0110\\,,': .hoose lh HO th I.

J 1/lt(P)'h.(P dP = b [J 1/!1'P2 rlP + h1 J f/(P) (tPJ = o.

The Iact t.hat; f,pl~(P) dP = 1 J tcrrnine 01 uniquel . Th 0 st It b j hosen to m ke the norm f f~ qual 0 I. This i. po. sible siru:e qJ-).(J ) + b1'lh(P) canno vanish irlcul.ieally beca se of the n. sumed lin at indep ndenre of the Junctions 11.5) .• ~iD· all the . g nfun tions (If (12.7 ar Ul tinu UJ th int g;rat f the squat f 'P2 + b 1/11 .anno , .. 1 i. h. 'Ve further ~('1.

c ~ O.

'1'11( f' 1I.s1 tLII ( ('1 i,"\ !'IlOS 11 ,'0 l 11:1 I

( .

EQl" ,\ I )SS WITIl ] I·:.\L IS' 7t.m.TRl .KER):" 1<:

{('H. n

Sincf'

I '</1.'1 dP - 1,

and

" 1 miquely d term'ued to be

CI = - J !path d.P.

In pxa tlv h same way OlW choo: 'E' 2 an c r= 0 to yield

and

'out.]llUID this pl'oce:' on btnins :/11 P») .. , , lj!m(P)' .

n thi way we lID)' l' .,·irid OUI" lv to. 11 .h linearly iud .pendc t elge~l-

Iuuc ions f th integral ·lluu.ti 11 1Nl . h I 'JU 0 -thouornu 1 ~ y. ems. v' (':111 an rth normu y~l ru (rig 11fl net" ons 0 the iIlkgl'al quarion 111 ximal if ever . eigelli'll11 tion of this illl.ecrl'111 quati n can b urpre,'secl as a linear . rnbina Lion of f nctions of 11 . ys em. In h 1'01 owi g we shal number th eig ui'ul.lc·i.ion, uccor ling to tit' magni Hit- of Lb~ a 'olut valu '..' of th co TeSpOll( In I" iger "aim". (B}T § the to the.' 19 nva )(:.8

lin,' no finite li mit poii l.) \V obtain the p(luen .

(P ,!P2(P), ... , cpo P), ... ,

(I: .7

"\1 "\ ., •• , A' ....

1\ ,1\ .. , ,l ,

-llllc1'lleath ach pjgellfllwlioll <p P) i. li. t d the .Ol'LHP nding eig value

A. rJ It .. soqucnce J :~.(j) and (I" .i) may be tmi e . infinite. .c e<Ju,. :.l~e

l:Li mav r-ontaiu equal Ai, whicl 'will then appear . 'UL1V -'y. I'his

vil I e the ca .. e il qu ti 11 '12.7) ha n ore I all on' linear! iud pe?d~~nt, 'igpufu ictiou bel 1 ging t a uiven ei enva u ~'. ~l. wev L'; a(~('ord1l1g t thc s 'U d Frcdhour theorem a. my 11 Ai hu 111 'a fmlenUll '1' £01' h g-

n:1.1, 'nee Ii arly jmleppuJ nt, cigeufm cti I s. 11 the equ nee 1:.) awl 1: .7) ar infinite, it rill th 11 f ow from this th orcm th t

Jim. 0Ij I A' =- v: ,

1'1 (' . T, nom 13.6) will b maxima i 11 th a b v . nee prov ide all eigou values r the in: gn eqllation appear in the 'eqU('ll('e n3.7~, and he 111~1. imuui IIlll ibcr ol n ut ually nrtho .... ual t'icr nluncti 1),' bel n .. ng l en h

'i~(,Il\':lIHl' :IPPC':lJ' ill 1h(' s .qll -nce (]:~.n· . , ...

1 TIII'( 1111' 1. III" v:'1 l ' 'If tke Ii !('oillflr/ion of flu. 'I1I1(flml c{Jl((1hl II (12.

/lI/Of tllllfllll /III I if I' III (I{III '111f II (HII' "ld"III.'-: [or t] I' III'('/Id

/ i!' C))

/\ I', (,I

PROPERTlE'

the sequl''I"u;p':-; ()' eigPrlfwu;l'iuns and 'iU n olu ., analo oU"' 10 III qun -es

(l:~.() nne] 1. .7) [or lh· bern. l K(P Q) {).11 €I l t-"ng WJ.(J> (ul.d AI,

Proof. ,,~ c hall first 'how at ev 'y .iO'('ni'ullcroH f{J P of the kcr el Fl(1~ Q) corr p ndinz to the eizenvuluc A is an eig(~llr met-ion or K(P )) b 1 ugi 19 to he same eigenvalue. e

f{J(P = x J }. I(P J cp«(J) rlQ.

Th 1L i flow t ha .

J cp(P)cpI P u: - 0

Sill

J cp(P)f{Jl(P, dP = A II rl(p J <p( !PI P) dJ> dO

- J II [K(P, Q) - t/'l(i )CPl{Q l~df{Jl,P)<p Q) elP dQ

= ). If tcir, Q 1,".1 P cp(Q) clP dQ - (}./~l J !Pl(Q I{)(O) rlQ J <p/'(P) dP

B CfI,U, of th rclati (1:3.0) th [nation (1.. mav be wri ten in the

fOl'lll

III thi wa we have shown h 11 q;(p) is ,11 eizouluncti T1 of ill in gnu equat ion (J2.7) I r Lh ., [11 A. W' hall HU\ sl w '( uvcrs ly I hut t'\ ry eig 1 'uu ti 11 f{J' P) from h . 'llU He' (:~. j J (h ueinc to au ('iO' 1 v alue Ai fr In the sequ nee ] ~" i') for i > 1 is :J 1:-;0 an ci?:pnfllJ I . Li n f l' til k I'll J

FJ (P, longing to the: !-:. m .i (T(~1l\'nlu . Ai. L t.

CP.( ) = A. J J{ P, Q)<p~(Q) tlQ,

; > 1.

,'ill(,( (11' ll( W h:18

EQ NI'IO_ H W1Tll HI',AL R MMETRI

!.RNEL

I(II. II

it J llow from equation (1 .10) that

!(J'(P) Ai J rKl(p, Q) + ~1(P)CPJ(Q)/A1J~i(Q) dQ

= A,. f I(l(P, Q)I{J.(Q) so.

Th Iuu tion ~l Q) it. elf is 11 L ~ 11 isenfunc 1011 of equation (UL ) iuce it would til rwis . follow rom conditio 1 (1 ::L9) LhaL f'Pl2(P)dP = 0, which 1 uoL P . siblc.

Our theorem f'ollov 8 a ily from tl e a .. scrtions PI' v J. 5. If "\"C apply Th ororn '1 BU .(: -. iv 1, . the kern ]

l/I(?' Q = K(P, (J) - I{JI(P)((>l((J /AI , J(2(P Q) = "} l(P, ) - 'P~(P)cp-iQ)/A2 ,

...............................................

W I11Hj th: L all eig .llrlll1CtiOnScp·(P from the qu nCR (1 ~.6), belonzin . igenvnlu , A, Irom lh s qu nc ] .,.7) for th k I'll l"} (P Q), are eig 11- f uncti 118 I r the kernels

F mer, Q) = K(P, Q) - I:Z:'l!{J: P)({>k Q)/A,., I • > n,

1 ngillg to he am ig 'UV lu _ Th eig nf'uuctions 'P'(?) , i > Ill:

form a maximal ~ r tom of (~i~ell.fllllr.tiom-l for the int gral quation with k 1'11 l!J m( P Q) in the :-;t:Jl' that very oth I' .igcnfunc ion of 1 hi . k me

can re pre icnt d H..' a lineal' on bin ion 01 the fI',(P) i > m.

Tn thi: wav on J can. o{,la.in the. equ It' (l:·Ui) and :~.7) for a SY?JWt tru:

Ii; rnri K(F, Q) 11Y applY';''JI{j the varia/ion methoi xW'r;essi ely to the k rnels

}, (1), Q, } 1(1" ), Kz(P, Q), . . . . . .

'. Suppose t.h( kernel T\. (P, ) has onlj ~ finite uum l' of lin ' rlv III epen lenf oi mfunct.ions (this j the mt.'(' for d g.n rat k mels . Then for suff ~i ntly lal'g m. the k rnel } ,,(1), Q) las n igenva s. Bu Oil th

ther ha d, the I n ti n ({'I. P) ar continuous hy f.h . Lemma of .ubsection 2 hat th k rnel }; ,,(P Q) has all th« prop I'ti , PI' . ribe for the koruol Ji (P Q in nbsccrion _ or §1:2. Hf'Il('C' b f ub ec+i n : of 12,

K,,,(P Q =

( : .11

yep Q = 2:; l!pi( P)!{J.«(J)/A ..

I I Iollow. from I i rc sult hat every ern 1 f tl typ und r 'on~ idcrati 11 that has OJ t fnutcly manj dg nvalu (01', what is th ,:O;UIll thinz onlv .fin.itel T m lL lin arly independent eigenfunction is d<:g n r tc.

~M \ IlIC L I

ti,

.' 1~ J

PHOPERTI'J OF 'IG' TF rcrio: S

wh r I: (P, Q) i a unitormlv cou inuous function of Pad Q and l~(Q, P) = Jl(P Q). It i easy to oc tbat The r m 1 and z f this section remain alid 1'0[, continuou eizenfunctions of an int gral equation with a. kern 1 of his typo. Usin this result, w , . hall. bow hat an int gral .quation with a kernel of this sort lias a.t. lea t one eigouvalu .

It follox rs from the Lemm of § that ther i· an in eger m for which ~ (~I} P, (J) = (m.·fold) Ks K» ... 0]. i ntinuous. ince f fill) P, Q) iH u.

on .inuou ymmetric k mel, th I'C cxis by §12 a real num er J.i.l and a (~()11 tinuous Junction ~I)l (P lor which

T.~(m)

({>l = 1-'1/\ <PI

[K(JII) stands lor the operator corresponding to the k 1'0 1 J({I/I}(P, Q), f. p. - ]. ~r a rome tha tn. is odd and put. ~1 = Al 1 AI real. Further, let be any primi ivc mth root of' unity. 1 h 11, th equa iou

(li - Al} ) (E - Al 1{) (E - AIl']' . " (E - A1ell' IJ() = (F; _ X/,']((m) holds. The correctness 0 this equation follows from the algebraic identity

(Ulll - bm) = (CL - b) (a - b) (a - e2b) ... (a - "'-lb).

In this W8.y n obtain

(E - A1 mK(m})'Pl = (E - All) (E - Ale]. ) .. ,(E - ~lJet1l-1[()~ ,

Set

(E - AleK) (E - All/f() - .. (E - Alem-1T()~1 = 1/11 • Then wu ha ve

and

i.e. 1/11 i all eigenfun Lion 0 the in gral equation with kernel K(P, Q). In fact, sin c ni is odd, AI, l' i a compl x numl 01' 1'01' 1 < P < 'In - 1. Fur her, (E - AleP]()", ~ 0 for any (() t and 1 < P < m. - ] . ince according . Theor m 2 of this . o ion a 1 equation with syrnmetri kern 1 cannot ha any .ornple eigenvalues, lh refer 1/11 ~ 0, because in the ('0 trar ase we 'would have for om' p, 1 < P < 'I1l. - 1 and f r a nou-identically vani slung function ~(P), (E - Ale1'~ )I{J = O.

This proves the assertion.

E'ER E 1. Show that one may Iiud a second ci genfunction from the [ucnc (V~.6) for the ymmetric k rnel KCP Q) xmsidered ill subsection

~ (f : 12. f 1 pl. f r thi p rpos h vari tion meth d giv en in ub -ect.iOIl :{ f * r:.., wil.h th dilfereno ths tho t drni, siblo Iunetio s mu t now sati fy 1101. (Ill. ('olldilioll I:....H) 11 lj al-o (I: .n .1 He' this 111 ,nlC d lC Iin I th ther

i ~t'lIfllll :1 iOIl-;.

(j

[cu. III

. Q .\TI _. l:TII REAL , "y_fi\lETRI ' FER -ELS

) = -1\ (Q, P) and 121 '0 satisfv th eondition (12.:). h w tha in thi a e, every ige value i pure in aainary and hut he eigenfunction caun t be real. \11 arbitrary 'irreniullction i or-

thogonal to itself and very 0 h r eig n un tion e..XG pt po ihlv n

belonging to the complex conjugate eigenvalue,

§14. The ilbert-Schmidt theorem

Evety [unction. f( P) that cas be repre enied as the image of a sq are i'utp{lrllbLe (unction h{P), 1.: .• a Junction oJ the form

fer»~ = I K(P, )h( ) dQ,

can be expand d in an ob olul. ly U) cl 'I.lU~rOt1nl!l can' rg nl . ri of tli iqenfuncti ns (1: .6) of the ymmet~'ic kern l]1 (P, Q).

REMAHK. bviously, it onl makes sons J Lo speak of the com erg nee of this erie if h. integral qua i n (12.7)]1' an i finite numb r I linearly ind pendent eig nfunction .. Otherwi e the eerie I' du es to a finit • um, In order not to I nzthon th xpo " ion undul w ihall, a in 0 'her analoeous cases, alw y. write infinit ries, which ill the (! so of only finitely many ,igCniullCl.iollS will reduce to finite series whose converz nee need not be demon tr ted.

J)roof. The proof will onsi t in fir t on tru ting a iertain series of cigcnfuneti n (13.6), and then showing that. i .onverg uniformly to th fUD tion f(P).

Assume that the function f(P) is expanded in a seri . of eigenfun .tion (13.6), the e forming an orthonormal 'y t m, Le

(1' .1) f(P) = L:f-l Ci(f"(P),

where the eri son tho right, converges uniformly. To det-e-rmine he 'oeffici 'nL em v e multiply both side of equati n (1 .1) b r '(J.,.(P) and int grate terrnwise 0 l' th whol domain of d finitior f the fun .tion .rep) and <{)f(P). We obtain

em = I f(P)<ptll(P) riP = II [(P, Q)h(Q)f(J"..(P) dP dQ

(14.2) = I h(Q) (I tar, Q)C(>m(P)dP) dQ

= J <p, (Q)h(Q)dQ/A/II == h"JAm •

Here we ha e put

Ii I - I I (J 1('" () dO.

1-+]

'l'JI 1TH.BERT-._IIillDT·X EOREM

em

We ·h LIl II W hox th I the," ri

(14.: )

is uniformly and absolutel r nv rg 11 • Jt' r thi purpoi e w

Jan .h r criterion. : nsidering th sect.ion of the en

apply the

""m 'P J (P) I

LJi-m ~i' . A,' ,

we zc Ir m th uu .hy inc ualit :

(I .·1) [L:7~,!' ,l .. 11 C(>j(p)/Allr < L:~!; h·:?'L'i~: I C{J;(P)/'A {

The fficient hi arc the Fourier ocflicients of the fun ition h(P) with r p - t to the Junction 'Pi(P). It f 1I0w from .~,: l's in qualit r that the • d. s

converges. Thus from the Cau ihy .riterion tho quantity

2:7-;: h}

is smaller than an arbitrary po itivo 1:1, if ni .~ 'ufficien ly Iarg . n th th r hand one JU8,Y r igard the quantities

C{Ji(P)/Aj

as the ~ourip.r coefficients ill the d v lopme t of the kernel B (P Q) (conid r d only a' a function of Q) in a erie of the function C{J,(Q).: ppl 'ing Be sel': incqualit; again, W' find

~ (cpl·(P)/A r < J ~ :l(P, (J) dQ.

ecause of condition (12.3), th last ill ezral xist and is bounded by a constant independent of P. The .. urn

2:",!,!' I cP ·(P /Xi 2

therefore bounded Ior arbitrary '/11, and p. We find then from inequality (14.4 hat f r arbitral' > 0 ther i. an mo ,dependcn only n f. and for m > 1no H.I1(l f01' p > 0 \v hav

L":-,,~ r h,IO.{P)/X, < f.

hu th

(U.3) c 1 verge", ab olu ely nd uniformly according 0 the

)au .liy cri .. ri n.

\V RhaJJ 1I0W tum 1 111 proof tl f' th .. 1'1 (1-:f..~) conv rgc to th

Jun«] ion /(1) .

"'il', t, WI' I'C'lIl:II'I, II al ·,·c III til· Illr'o"4',,1 jll'oyc,d in . uhsocf iou ~ )f *l.... if IlIlIcl\\, l hn l , I' Hilt! 1111 tit. C'I '. Ili'tlllf'flOIl " (I') III'C'lIIliflll'llll 'r' 1111 ill II III .

EQ17ATlO·. WI'IIf HI': \1. Hn.! ncrnro KER 'J::,Li:i

[ 11. lIT

In ad lition we ha hewn above tha the. riel) (J 4.3) is uniformly nvorgcn . H uiffi e, herefore, in ord ')1' to h 'I that thi ('1' converges to f(P), to d ] tr~ tc that the aerie: 'om r r H to .r(P) in the mean, i.e. that

(14.5

prov this Ia a rti n w n to that

f P) - L (h /Ai)tptCP) = J [1 (P, Q) - t tpt(f»tp.(Q)/A.] h(Q) «:

, 1 ~-1

T al br viate W put

J( (P, Q = 1((£>, Q) - L~~l «J;(P)tpi((J)/Ai ,

y",(P) = f(P) - L ~~l (hi/Ai CPi(P).

"\Y llow[hay,

f [rU) - ':1 (hi/Ai)tp·(P) T dP

= If [1< (P, Q) - ~ I",(P)\?,( Q)j~.}( Q) [(P) - t, (It /A ;)(D'(P) ] dP dQ

( 14.f)

= ~ Jf T( .(P O)[h(Q) + gm(Q)l[h(r) + Y~JI(P)l dP dQ

- ~ Jf ](f1~(P, Q)h(Q he?) dP dQ - ~fJ [. m(P Q)!Jm(Q gm(P) dP dQ.

'Ve have mad use f the cqua ion

Jf Km(P, Q)h(P)g",(Q) dP so = If s m P, Q)h(Q)Y.II(P) at: eo,

a c of the symmetry of the cemel K(P, ). B cause f gmZ(p) (lP = f l(p) dP - t (h;!A / < f tel!) dP,

th 1'0 xists a numb r 1.11 indep d nt. of 'In, f r which

f [hep) -l Om(P)]- dP < !If

for

m, I, f Ilows from Rcrnnrk ~ f. nl •. r.lioll:1 If ~I .... un.l l'rum 111-

1~]

TnF. IIH,HEH.'l'- CtDITDT THE REM

"'1

section 5 or ,1 ~ tha the estimate

I f J( m (J:>, (J)if; P)if;( Q) dlJ dO I < 11/ A '1+1 I 1101<1.· 101' function. 1/I(P) satisfying

J if;2(p) elP < ill.

I euce all three iutegrala 011 the right. side of (14.6) t nd to zero it 'In whi h proves the relation (l":!: . .:».

0:'\ Ql;E_ ~CE. Th . Scnmidt I mula fUT th soliuio« of an integral equation with syrnmeb ic kern l.

onsid r he intezral equation

oc,

(l L7

<pep) = A J I«J:>, (J)<P(Q) dQ + f(J:»·

K(P, Q)' U synune+rie kernel or the kind. pecifi d a til b ginning f .ubs tion 2 f 'l~, f(P) a known uniformly continuous function ,,(p) the unknown function, and A a. param t 1'. \., .ordinz to th first Fredholm th rem (s, ), .h int gral q ration (14.7) ha a uuil'orrnl: . ntinuou . lu(.101 tp(P) for racily tho,', A tha are n t igenvalues. According t the Hilber hruidt theorem the function (P - f(P) an b xpand I in an abs lu I) and uniforml c uvcrgont series f the eigenfunctions of h kerf) I K(P, Q). LeL

Hn

(11.8)

~(P '= L:f 1 C -<1'; P) + f(P).

If we sub ti ute th xpres i n 01 the right hand _ ide of equation (1 . ) for rp{P into equation 1":!:.7), we obtain

~ ~

~ eN; ·(P) -I f(P) = A ~ c, f 1 (P, Q)cp{(Q d

(1-1.9) + A J K(P Q)f(Q) ao + f(1')

D!) ::n

= A L C1'({)i(P)/'A· + A L C. i/Ai)CPj(J» + j(P.

-1 i=1

\v (! it: v made us of l11 th or m and replaced

J r I • () f o dO

72

",QU '1'10' i\ TH ltAL MMETRl 1 t:lL~ n.s

[crt. 1T

by the all. lutely and uniforn ly con «rgen s .ri s

00

:E U,j'Aj)I(Ji(P),

i-l

r = J f(P q;·(P) dP.

with

1 i also a. y 0 ee that the fir t series on th right hand side of 14.9) nv rge uni rrnly. ompatiug coeffici nt of (/J.(P on tho wo si 1 I) of

.quatiou (14.9), we !.TcL

II D C

c, = Af./ X· - 'A)

and (!onsequenUy

(14.1 )

cp P) = A 2:~ f,'fP'(P)/(X. - X) + J(P),

wh rc the eri on th right onvorges unilorml and absolut 1·. This

quat.ion i n med af r E. chrnidt.

1 cas X coincides with an eig nvaluc X· , one all obtain the. elution

of equation (14.7) in an analogou mann 1' • .J '" one has f. = 0 f r all i corre pending to h cigellvalu 'A in virtue of the third -r dh In th 01' m. The olution may be wri ten in the! form of seri (14.8), in hich c, = Af /('Af - X) I 1" '1\, ~ A and Cj == a .. f r A; = A, where (Xi i all arbitrary

'on ant.

F.XERCIHE. Pro e th I ilbcr ~ "hmidt the rem for degen rate k rnels

directly from formula. (litH).

§16. A theorem on the expansion of the kernel Ta» R M. '[he kern t ]1- (P Q) con. l:dered in thi. diap! r car. b i'n a seriee

. 'paneled

(13.1)

that conoeroee in the mean. to J (P, (J) WWI, respect to P, i.e. or each Ji.·ed Q:

(15.2) ~,~~ J [rep, Q) - t. ",(P)".(Q)/h;] dJ' = O.

Proof. T con, ider the Iunction

l{z(P, Q) = J '} (P, )K( I Q) (L I

a. d pend TIt only on P, twirling; 0 ri:C' 1. B, I he' nil" 'rt • 'dmlidt 1114 ( rt-n we 111:1.' (',\1 :11I11hiH Iuur i}ll ill II K(·l'i(·~ or the I'i~ IIrwwl,i. II, 1/', t ' ) whir'"

16]

7~

converge. ab olut ly and uniformly ill P. Let K2CI', Q) = L~l i!p CP).

From (14.2) Iollow , tha L

c· = f F(P, Q)cp.(P)/A· dP = (/Ji(Q)/'Al.

Conseq uen ly

(1- .3)

Thi e~'i com.l'g a or ling to th Hilbert- chmid th or m ab olutely and uniformly in P for each fixed . From th R mmetry of the kern 1 follows nox the absolute und uniform co vergence of tho ~t:l'i(!H in Q f r

a ·h fix d P. n ma~ nOL quite .onclud tha the s ries nverges

uniformly in P and Q. We hall prove such eonvergen e ill 17.

Fr m (r.3) foll w

(15.4)

This . ri ' conv rgos bu. we have not ye ,hOWll th.ut. it converge uniformly in Q.

On the other hand

f [z; P, Q) - ~ ~i(P)~1(Q)/X]il dP

= f K(P, Q)K(Q, P) dP - 2 t (~i(Q)/A.) J r(Q, P)~i(P) dP

(1 .5)

t,~

+ L IP/(Q)/'A/

.=1

m t1

= J(·iQ, Q) - 2 L ~P(Q)/A/ + L cp/'CQ)/X:).

l=l i 1

I'

= J(,_(Q Q) - 2: CPi'\Q)/'A/.

i-I

Fr m (15.4) J he la t diff re lee tends to zero a m ----'- H (1- 2)

r+r 00. ence o.

follow) as wa to be hown.

§16. Classification of kernels r c m id r the integral f rm

(J .1)

7-:1:

OIEl'l ic KER. I':I,S

[CLI. III

'Q ATI x WITH REA

wh r x(P is any square inteerable f WI lion. B r means of th Cau. hy-

hW:H~ inc piality 011e may sily box tha the UlL gral. (lG.I) (Xl,.t.

since Y(P, Q) i [uar intezrablc [f. (J t , :1)]. Y h Hilhcrt-S ihmidt th orcm one may xpand th Iuncti n f P

J } (P, Q)x(Q) dQ

1Il a . ries I ig nfuncti n: <.pi P) of he k rn I ]( P, Q) uuilorml ~ e nv Jog n in P. l sing ] 4.2) w obtain

(lG.:2)

OQ

J K(P, Q)x(Q) dQ = 6f (. ;/Aj}<.p·(P)

wi h

,1;. = J X(P)l(>i(P) ar.

AiLeI' we multiply both sid of (16.2-) by x P) and integrate over P, we obtain

(1 '.3)

Til. inlegral. form, and th Ie rtt l }; (P ) ar called po:-~it'i/Je (nega.tit, )

d finile 7J the integral form J'.1) is non-neyul'ive (non-1}() itiv ) f r . 1'/1

quare integrable [unction. x(i ) ( f. § 12, iubse .ti n 1). . . . .

It i h ious from cqua tion (1 (),:1) th t a 'It c ani ads ~tfi·cun l nd~lwn thn.t lite [orm (HLl) b posiii» (negative) de/in 'l8 -i that oli ih A. are poi itu«

('I egat'v ),

We hall all h f I'm (J .1 and the kernel K(P, Q) positi' (n gati e)

qua id finit if all the «igcnval es w j 1.11 the p ssi le xc ption I Iinitely many ~ rr: po i ive (n gativ e).

:17. Dini's theorem and its applications

DL.,r',. 'lITE 1 }<,M. if a monoton sequence of con in ous functt'ons

(17.1)

con 1'(1 s verywhre in (1. closed and bo md d set F to n continuous function

f(P), th n lhe sequetu: con?) roes 11,.1 ijormly. .

P<rDOj. Without 1 ,',' of genenLliL. we can n... im .r(P) =. 0, m suu-

racting .r(P) from each Iunction in th qu n e (17.1) will redur t.h

gen ral c:a'i(} to th sp cinl on . ~Tf' may <1]. flSSUiH thuf. I.Iw ,l'<lll -n .('

(17.1) i· n unot 114' dC(,l'ea,'jnJ!; ~j oarh poiut I (l,h~l IlH'tl1l, /k I~ ,( I l'

1'01' It I~.;· ., . If it i~ 110 , w(' IH'I·d }III.' ·ltallJ1:I' hc HI 'II II '\'C'I,)'

t. fJ).

§17]

1)1 NI', TIl' RE,' 1\~D 1r5 1'PJ,IC '1'101

Th n, let h r be giv 11 a s u n de 'rea i g at each point P, , I ver cut bounded set F. We shall lOW (.lm th we note the following. 101' rer E > one may det rmine an 'YI'l '0 that

o <fm(P) < E.

f continuoui fun ti ns, JllOllOt.UIII-l o zero a ea h point fa '1 ed and onvergen i uniform. 0 lobi end o and every point P of the P

use of the continui 'y of j",.(P)I this inequalit ' will also hold in a neigh-

borhoo 01' of th p lit P .. And ill .e he equen nd r onsideration

I ('1' a, a monotonirallv in Or I it follows that

o <fi;(P < E

for all l: > '11 •

n an, therefore for each E det rmin a neighborho dO p for ever r point P of the ' . F ill whi h the ill quality (17.2) hold,' from me m on. B th eir - or 1 th orern on may S lect finite ot from the family f 1 oighborhoods 01' that will cover F. Let Ar b the maximum of th corre pon lin' m, T f IIO\\', that

t, P) < E

for th i whol set F and. all / .. > 111, which proves the theorem. }'LIC,o\'l 1'\' 0.' Drxr' THEOREM.

1, In §1 ·h w d h t.

1,- .4) 1 z{(J, Q) = L~=l <pi\Q)/At

At tha pen th lue' i 11 of the unif rm ~OJW rge: c I IIH' series in Q. Now t.hi ' qu stion is easily answ -cd us in 11' I ini' th )1'(,111. n.v h emma in ,h fun .tior 1(2(Q, Q) 1S uniformlj C ntinu us ill ). ,OIlSp.qIH:nU we may assur u: I he function continuous in d rain : I'f. r mark on p. §§§). The sequence

L~-l cpl(Q)/A/'

forms for each point Q a moncton equ n e of co tUlUOlJ' Iunct inll~ 'Oil

verging ()}J. con tinuous Junet.ion :1.?n 00. By ini n th I" III Ihc' '011-

verg nee i unijorn in G,

2. ~in tho ri . n the right sid of lr:.·l .or verges uui )1'Ild." ill (,J.

th qu nr 1 ,- .~) ('OJ I'g 8 t ) 7. r unif rml r ill 0 [d. (I!)..") J. '1'1 H' 1"1 ,I 014'

\\' ha ..

;'. 'J II(' IlIifOI'll! '411\ 'I'tc'rll'c' l)f 1111' "l'I'I' (Ir. 11111 ,J ililplic', II., 1111.111111,

nut] 11/11)01'111 ('(1//1', ,'r/' 11('( (~f 1/1(' ""'1." 1 .. :1 til (/1, (,1). '11111'1

• I' I " I I( })

, . \ ,

f ,J I I I

76

~QUA.TIOKS WITH REAL snl METRIC KElt-~ElLS

[err. 11I

18]

77

4. On integration of both sid of 1.5.4) with r spact to Q e find that J } :t(Q Q) dQ - t. 1j'A/,

trary fix d Q there corre ponds to t and Q for which

Ei!.: r.p .2(Q)/ I x, I = L:i ,:: ~l(Q)/A' < (l/2)}fD

ry I: > 0 an mil , d penden only on

inc the fun tions cp,;(Q) at' norm .d. Thus '0 have shown that the enes Qf reciprocal sfJl.I·ar S of the Ai is wnl)ergent.

5. 11ERcER S THE RE.f. if the kern l K(P, Q) is quasidefinite and uniformt.~ continuous in (P, Q), the» til. serie (1 .1) converges to K(P, Q) not only in the mean but ab olutely and uniformly in (P, Q).

Proof. \Ve assume that thr korncl is positive quasidefmite. ~ urther we remark t,hs, /1 m(P, J.» > 0 if the kernel } ,,~(P, ) i· po 'i ive definite and c ntinuou . Indeed if KtII(A, .il) < 0 at a poi t .1, hen tho kern l will be n gativc in a neighborhood in the (P, (J)- pa e of the poin ( ,it) ue 0 continuity. We con tr t, th u, a con inuou rune ion CPA. (P) zero everywhe in with the exception of a. certain small neighborhood G A of he poi n t A, where it is positive. If then G.4 is suffici ntly . all e have

jf m. > mO(1: Q)- Therefore by (17.5), for arbitrary p > 0 and n > 1n(J(C: Q), Lr-:;~' I </,,{P)r.p-(Q)/Ai I <

Llcuce, by he Cauchy rit rion, th series 15.1) '011\ erge uniformly and ab olutcl r in P for fixed Q.

1:3 ' au e of h l' lation (15.2) demonstrated above, Jt follow' tha th . teries {15.1) converees t ]1 P, Q). In partie lar,

(17.6

If ](.,.(P, Q)tp,-t(P)</'A(Q) dP dQ < 0,

~ jute K(P, P).i coutinuom in the closed main G 3 sumpti ll, and

It rune i II </,i(P) 3·1' continuous in th ' same doi lain (of. T .emn in ub ection 2 12), and all Ai ar p sitiv from a rtain i 011 vard, the series on tIL rizht side [(17.6) onvergo uniform) in P ccording to Dini' heorem. Therefore f r every E > 0 her i an 11 u , depend ut only on I:

hat for arbitrary 1) > 0

I:'!'~/~ cp/(l))jA~ < ~ for 'In > m(I(~)'

.From in quality (17.-) it further foll ws that for arbitral" P and Q, p > 0 and the iame 71L und €

which contradicts the assumption of positive definiteness of the k rn I K",(P, Q).

13 au e of the urn d po iti o quasidefinitene of the 1{ ru II (P, Q),

the kern ·1

11 ~(P, Q) = }; (P, Q) - L:/::"1 tpi(P)<p·(Q)/'A,;

will be positive d fini e for m suffi.cien ly large (cf. §16). From the fact hown above for po itive d finite kernels it follow that for all uffi iently large m.

L::;/~' I </,,{P)tpi( i». I < e.

~ ri Lv.l) n rges ab olutelv aurl unif rmly in (P, Q),

which proves our assertion,

J (J ,P) > L:7-1 </'·~(P)/'t--.; -

§18. Example 'on ider the integral iq ration

.om equently h 1'1

( 7.3)

(18.1)

l

<p(:r) = A 1 G(.'I:, ~ tp(~) d~,

o <.r.< i,

converz for all P, and therefore the series (17.-1) L:f-l tp/(Q)/A1

.onv rges for all Q. Since K(P, P) is bound d, he partial um of tho series (17.~) and (17. ) are also bounded for all P and Q. Let ).110 > 0 b a. mmon upper ound [or the ab olu e value of the partial sums.

\' we apply the Cauchy inequality, choosing m () large that r i > u

all hp. Ai > O. btain

wher G(.t,~) i the ir n - fun "t,ion con .t..l"U ·ted in §2. Af! was shown, this Iu 'ion i. ymmctri in i 8 two variabl -s. We IDa I th refore apply the t ntire th I' \" lop din this chapter to the integral equa ion (1 .1), The ( ttl, tiou JULS '~,H we have semi in ::...., infinitoly many igeuf notions and ejg(,11 va 11. all I whi rh can he found H in §2. \Ve norm th eigenfunctions, writ« tIc' (' IIT('SI>( luling j~('llvtllu " Ul 1 r neb c'g nfunclion to obtain I Ill' , (It jll I Wt " .

17 .. ;

10' ,. ~(J) 1\

• '" I{I. 1\.

II, I " "«) 1\

I .. ,.p. (I" I •

(I.' "

jf:.!.ln

"

'i111.1',

(., '/,

7T' HIli ,'.1' •

II' ",,'"ppl\, I I If' ('IIIit'll" ('III"I'jOII .1111., ,t'lil'H (I .1 • w lint! n'HI II' n!lli

, .

I. ",

7

[en. III

EQ TO· W11' fiE- L

T simplify, we have put in equa ion (2.1) l = 'If' and c = p/To = 1. In this case only oue eigenfunction corresponds to ea h ig 11 lue. he ig 1- functions belonging 0 cliff r nt eig nvaluc ar a. il 7 veri fied to be orthogonal t n another in agr em n with the general theorv (f. ub 'ectio I, §13),

pplying t e ilbert-l chmidt theorem, w Iind Lhat every fun tion f(x)

of th form

(1 .3)

o S x < 1,

"here h(~) is a square integrabl function, can be xpand in a eri. of «igenlunctio s (J ,2) f th kernel G(x, n. '\ I a", ume a \\ c have alread r previously done e erywh l" ( f. Remark in §1), that the function. h(g) ha only a finite numb r of discon inuities. Te ifferentiate both sides f equatic (1 .3) twice with r sp ct to x making lise ugain of formula (2.1) as in §2. It then Iollo s that, with he possible xcepti n of 611it 1 many points, the equation

1"(:.) = -h(x)/TG

hoI llV r 'll. ing formula (",.1), one rnav "how that ev [' . function

l(x) continuously dille .entiable in tho 10 ed interval (0 To, vani hing a the endpoints, with a econd de .ivativc .ontinuou with th ix I Lion of fini ly man point and square in grable, -an be r pre I d in th form (1 .3), 'where hex) i ... uare integra l. ne taker =l" x)'l'o for J ('). Tt. th n follo rs from th Hilbert-Schmidt theorem that every function .f(:') continuously dill' rentiable in th 10 ed in 'en a 1 (0, 'If'); ti fying (0) -

f('If')::: ) and having a quare integr ble ocond deriv: tiv c ntinuous

cc pt a fini number of poinL, an be xpand d in an bsolut ,l and

uniformly , nv 1'0' nt ri of he fuuc ions sin kx,

It is known from the theory of trigouomutri se 'ie~ that. it is p . ibl 1.0 obtain HIWh an expansion wi h weaker a", ump ion. n f(x). J i for c: - arnpl , sufficient for fe.· t be . n i uously differ nti ble in the .10. ed int rval (0, 'If') and to hav f(O) = J(1T') = 0[4]. '1'0 hi I st cia, ss of Iuucti n ue an easily ch ose function that dOH~' not satisfy the requirement of the Hilbert- .. elunidt theorem. T i~ .ufficient, e.g., 0 pi k a IuncLion that ha s no econd derix ati anywh reo This shows hat the eonditi ns f the Hilbert-Schmidt theor im for he po sibility of expo. . 19 the function f(.·) in an ab olut 1 and uniformlv conver rent ne in the eigenfunction . not nece ary .

. Ie now show thut he system (1 .2) is . mplet • i .. in 111 val (0, 7r) on m~ y find for c ' I'Y c n inu II,' fun ·I.j( n J(:,.) n line: I' ('OIlLbill •. Li II f t h ' .. ill k» wh l~n meun :iq'" 1'( d \\'in(ioll 1'1'0111/.1" iH nd it n I'll.

18]

EXAMPLE

79

snu 11. To his nd w L' 'mark t hat ill the clo eel iut rval (0, 7T) one can find for e - ry '01 tinuou. fun ~t.iOlI fl.' iun tion fl. ,) with contir uou cond derivative, vani hing tt II, 1.1 " u h that he norm of he differ uc f(') - ft(x) i ar itrarily SDw.H. A.. W~ have shown bov 1 the fun tion flex) can be expanded in a unif rml r ('0 vergen series in sin k '. Thus on can approximat th Iunctiou j' .I;) b" a Iiu ar ' I ibin tion of the Sill k» (nai ely by a partial urn of the H( ri \. in . in kx that c n rg unif rmly to thi fun Lion) for whi .h tho m .an s quare rror i arbitraril uuall. It follow , making u e of th . 'iuuglc i ncr] uali y (cr. subsec ion - I 11), tha th y tern (18.2 is complete.

The 1 ill' of h .v s t III 1 .2') I 11 w from i .. as in sub-

section lO, §11.

ince all th eigenvalu ~ f the kern 1 G(x, ~) are po iti , ... 1 ire r' h orem i applicable. r ob ain

(1f/2)G(x, ~) = sin .1; sii ~/1 + sin 2x in 2~/4 + ." ,

wher h \ cries 011 the righ i .. uniformly and au olutely ionvergent in

(.', ~).

REFERENCES

1. The inequality (11.1 i~ firs found in lnnchy (1821); Oeu res. II, T. III (1~07) t p. 37:3. CILl! b d ri d it f '001 the id ntity

usin ' f.hn H,nt; t.hnt t.he right. side cunuot he ncgntivn. The inequ lity (11.2) Wtl:'l firs t lorn n. trated and ystcmnti sally u I y Bun. -skov ·kil SUT queiquo« it er/ul'ile CAme ·man ( 8 integrales ordinai« ,. 16moir "do I' 'ad. de e. P t. tflbour II) 1 (1850 • -0.01. Tn tho literature this in utility is often nam art r n. A. S shwurz even thougl h fu· r und it in I '5 [Wcrkc 1 (1 DO). p. 251J. Tiu.N LA'! R 'RE\fAR ; loll dug til . ngli h usage, w shal term (11.2) III· " uch '-Sehwarz in quulity.

2. T.\yLOU, \.. 11. J1dlJa,~cerl Calc« (J., J Ginn & C ., 1955 p. 529.

3. OLMOGOROV AND oxn: (see R f. 3 of ,h. I), 17 (Al'7,chl'o thcor m. '0 RA "('HILBEll.'1' (see Ref. 5, "II. 1), p. 59.

4. COUBA~T"HILBERT. p. 70.

§19]

llll:DII("I'l )eT fl. A QUADRATI ORM

81

APP _ DI

existeu of a. Iune i 11 !p(P on the sphere

§19. Reduction of a quadratic form to canonical form by means of an orthogonal transformation

We shall giv h r th proof of th po ibility of iuch a reduction, which corrc 'ponds to he proofs for th thcor of integral form' in. § 12 and l: .

. Fir t we 1 r or ain pr p rti of orthogonal unit v et. irs. L L

I r/(P) dP = 1

1S h wn for, hi h the iu l 11;1' I form

II 1(1'>, Q)cp(P)rp(Q) dP so

wher O:I'JI 0= 0 for 7,; ~ p and opp = 1 hold.

a) D = I cpp{i) I = ±l. Indeed, if one 'am u D2 by the w ll known

rill' a ' a pr duct of w qual d t .minants, on o tains a determinant who. e priu ip 1 diagonal con 1. ts of ne and all ~h r lem nt qual z roo

b) Let. <1>. i) be til colact r of the lement cp;/i) in the determinant D, The! wo have

(19.1) cI>k U) = nqJl; li).

Th qua lOU

a ume its reat 't, alue, provid d hi is different from zero.]

,re UOW co sid r th > values of the form (19.3) at th point of the inter-

'e .tion S~2 of the 11 ro (1 9.-1:) with th h rperpla.llo perpendicular to the vector (~! (l)) ••• , ~I ( end going through the center of h sphere. By he same theorem, ther j at lea t one point in "1_ for WID h the form (19.~) a ume a maximum r ilative to the point of __ 2. Let this value be /-L2 assumed a the point AZ(cp'2(l) ••• , ~2(1I\

vVe consider further LhH values of the form (1 .3) at the point of the et 1H, the int n if.ion of S,,-2 with the hyp rplans perp ndicular to h

v 'or (l{J<J.lH, ." ,~2 (11») and going through the origin. Let he upper bound

of he value of (19.3) ou T"_3 bo fJ3 ) a umod at the point A3(IP3(1\ ..•

(1I» ,

CPa .

If we continue this procedure, wo 'ball obtain n. p rpendi .ular unit

( (1) en») 7

vectors I{>k = ,CPI: , ••• , CPJ; , tc = 1, ... ) 'n. v\ e as ume these to be the

directions of new coordina e ax 0t/!1,"', Ot/! awl obtain

( (l) {Ii»)

rf). - ""k • .• t,"t,

,.,1.: - "f"" ,yrC P

Ii. = 1,

, ,

be n such unit vector, i. " the r 'Iu .ions

1.:, p = 1, ... , n,

~~. (if.. (.:) _ D l i)) (i) = U

.L... ,=1 't' ({>k rpp ,

p -= 1, ... , n,

hold for ar itrary Lince D is not. zero, one obtains the relation (H),1) if one consider the ~l hove equal ions a. a lineal' homogeueou ~ y t m of It

, '1 h ffici t (i)

equatrons WIt 1 L e co icienu .p;,. .

) Multiplying equation (H). I) 1 Y f{Jk () and sumn ing 0 r k, we tam

".. t'> (i) - 0

(10.:") LJ" l ({>k ~k - ij.

2. onsider the value: of tllf-l quadrati form

k = 1 ... n

, ,.

Each of the et sional plan .

'n-k will bo the in crsection of an (n - k + 1 )-climen-

and the pher

(19.' )

"'" " 7.( (') <i)

6 ·.i- I' ';cp f{J J

(19.5)

(19.'1)

'" >I (W)2 - 1

.L...i I :P ,

That the sphcr (1 9 .4) trsn form in to the sph re (19.5) and hence equation (19.5) ]8 satisflcd for all the point: of , Il-~' fall ws from

"'" n (.,.(k»)~ _ ~ n "" (i) 'f) (j) (j)

.L...1I~1 .'1' - .L...1:-1LJ'.j-1 rpk tp tp ~

on the spher

with all he]{'j and '{)(. real.

By Weierstrass b orem the!' xi t at lea t on point in th -losed uud bound d point .. t, th phere (Hl.4), where th COlli inuou . Iun ti n (1, .: assumes it s grt'aLe,'l. value. L t ihi: h.,.'at~.·L vall' he IJI a sumed ut, III p ,in, l dl{'/, ... I t·). [.1(" I {'marl' ~ 1,0 ,'\llt,,( ,., ion :" *, ~ \dll'l'C III

~,. (~n (i) W) co (J)

- LJi.i=l .L...k I ~Ii tpk rp cp

and from (1 .. 2)

0., .

PPE.-m

19)

m:» CTI N F A QUADRA'rW FORM

(19.6)

"\ t· h

Al 1 t e rnullest real I 'em i -axis. The numb rs (- A~-Il) +, , (- Am)! ar

alle the imagi'l ary semi-axes of the surfa e (19. ); the 130 tel' doc' not ill the real ax 01/1 (v 11), ... , O,,/J~).

If m < n tho 0 [uaf ) (19. ) repre nj a c 71i drical surface in the pa~o ({J()), ••. ,<p(m» a well s in th space CtjI (1) , .•• , if/' ) whose geurating plane i,'

In the new coordinat !:l !./I({) th form (19.3) a um . the form

- Lf::l l1i(",(i)y~.

The fad that K*,· = Il' follow ' 1'1' m th fac tJ1 th form assume the value J.Li at th point Ai wb r all the coordinates of'" are zero except ",U), W ibis I. Th asscr .ion ](*)i = K* it = for j > 1 can be proved a' follow'. 'SUln that for a ' rtain j > I, 1< *lj;C .' aIL 1/) ) c. ccpt.I/I(1) and tjI~J qual to Z< 1'0. W th n ha e

F = Ill(I/I(l})2 + :"'K*I)t/tm",u) + J.LlvY»'~.

Le I tjI{i) I be very small in comparison with I'" 1) I and (tjll1) 2 + (I/IW 2 = 1.

'Ve ma then n gl ct th f rder ",<1»2 and btain

H).7) F :-- 111 + 21 *ul/lw,

\V 11 W host e ign of I/Iu so that. 2K*lJfw > O. It then fall WI II' m the relation (1.9.7) hat. tl r i a p in u th 'ph r (1 .f 01', wha is the same thing, on he ph 1'0 (19.4) for" hi h F > III , whi h contradicts th d finition of Ill. le have ther fore shown that. K*J) = 0 for j > 1. The pr of that all her 1< :l:ij ar z r f 1'i ¢ j pro" .ds anal g usly.

W 110W have the s qu in 'C of numb rs

1J.1 > J.L'2 > ... > IJ. •

t is pos iibl th t one of thes num r, i ~ ~ r aud the f llowing ar 1l01l]J itive. By renumbering th JLf and the corr spending if;. w an arr n e o h: vc

'" l = ... -= if/"') = o.

n this .ase we say hat he mi-ax orr spending to the axes 0",('11' 1)

••• 1 0",(11) are infini

In th following subseeti ru W all rver t the previous numbering

of the axe.

; . v-.r 0 sha I no",' hOI' that

(i) _ K (j) 1 2

JLt'P 1'-1 \ ';'Pl , t = , 1"', 1 •

A 'cording to our considerations we mus hav Ior very real {{JtiJ

(1 .9)

F == IlIL ;'.:1 (<p1i»2 - L!:i I R 'j'tp(i)ip(j) > O.

If cp(1) = ip)Ci f r V'1' i, then F' = 0, i.e. it :1.; 'urn " it minimum value. The partia~ derivativ , with r spe t. to ach variab c mil :to vani 1 for l II ':0:(1 valu ' f "li). Thi gives (HL9.

4. In order to fin the axi . 01/1(2), in ad of con idering th 'ulu's of 11m form (1$.).:1 OJI the se tI-2 (th inter.' ction of the sphere (H).-t) and I hi hyp rplane I/Il11 - 0) 011 may, if 1J.2 > 0, invo 'jjgat . the \ all! f I he 1'e 1'111

(19,10)

~!'. 1 (J{ .. - J.L ... Ii: lJ')) (;l (i)

~t ,J= J lffl <PI f(J ({J

PI > ... > Ili > ... > IJ.m; )J..,I J = , .. - Iln = 0 (J.l.i -;e. 0 for 1: < m). If w p

on the whole sphere 19.4). 11 easily show tha the f rm (I! .10)

as ime its :rr<~/:J,test value IJ..* at a. certai 1 oint *(c,o$ (I), ••• ,~* (n ) he 1 )11 ' ing to Sn-2 and th t J.l.* = J.l.2. We hav , in fact"

(1" 1)

11 I") I"

t ., J.l.1 t/I '

Ai = 1/11" then equation (19.0) will ake he form

L~~ -l J(ij<P ilcplil = L:'.-l (.J;<iJ) lAi .

If Al, ... , Xv ar p . tiv and Ap,l) ". , Am negati ve, Al , A'/, ... , X; arc cal] d h real semi-axes of the irface

~=l,"',rn,

'1 heref r ,in I'd r tha th form (l, .10) a, "11m its p;1'p.at R{ vulur :11, 1 II • pain A"'.)T1 the pl r (Hl.4 r IH.f) i i n 'C'('H,':lI' Ihu I lur Ilti,' poiltl all b .1/11 vr nisb wi I h .h xception of lh( '(' i 1'1)1' ,'hj('h J,l.. )J.:' if I~' n, Th . mn l or th l sq u: r 'S of nl('S~ Inlt mus Nll1::11 l , t. II Ii, I oi III \\, 11111 i II

l ill he I)riJ{illal -uumorut i III I f 111t,)J. f II' wliicl:

(19.8)

""' n y,Y l i) Sl ""' I .1. ( i) ):lj"

~i,i=l .n. 'iip <p = ~;'-l 't' 1\ i = 1.

Jl.'

{L _ , ••

1 • "', p;

JJ I lilli'll e'e IIHI''IIIC·III,I.' III' 'qlllil II Il" 'I'lat' I'ui,d

'''''1111111' II I·, '1 'hi. 1111'1 hOI I Jell IIIICIIII' he 'I'e I II 1'1111 1I i i

APPENDIX

20]

LEDE QUE ,JQUA R' I fTEGRABLE s 'M:\LETRIC KER EL

85

if;1 = 1

Vt2 = ... = I/In = O.

§20. heory of integral equations with synunetric kernels that are square integrable in the Lebesgue sense

The t.~eor r of integral equations curried out. above may b easily carried

vel' to ~1 ezral equation whose kern I ar symmetric: and uare in-

teg~ab e m the Lebe gu .. nse, tr ngt.hsning the theory,

'1~e d,e rcJopment. of the new theory agr e in ho main with thaf carried out ill §91~-16 and 15 effected by the 'am plan. \Ve hall, therefore, confine our 'el~res ill the de • lopment Lo t.hose place in the heory that. differ materially from the foregoing thoor .

1. : e ~all a ?ffie t~t, the read 'f. is 3, quaint d with the theory of . he gue mteg~atlOll [I) . ,V note bn ,f} T some propertie of Leb 'gue Integrable function . ( unmahle unction ).

a) .I!'UHI ~' TJ-JR RE f. 'uppo e the function .r(P, Q) i inregrabl over the topologi a1 produ t of two mea uirable s ( s t, 7 and If, where PEG

and Q E H. "hall writ thi in egral in the form

able in the ca e wh n f-l2 < 0, ince hen the form (19.11) as umes zero a it greate t value, e. .. for

In xactly the am ~ way, one an red Lee the ear h f01" the axis 01/la for Jl.3 > 0 t the que ion of where all the spher (19.4) the form

(1 .. 12)

~ II lK (i) .» (., lJ1] (Q U1

.L..J,' ./-1 ij - ILIC(Jl S?t - 1o''l.!pZ cpz I{) C{J

hs s it maximum, et .

If one appli the same consid ra ions as in sub .. .ction : to the form (19.10) one may show tha C{J2{i), i = 1, 2, ... , n, must ati ·fy the equa-

1011

ro ~.. [7. {I) (i)] CJ)

1o'2tp2 - L.Ji-l L~ i.j - JJ..ltpl <PI C{Jz

or

(19.13)

1. = L, .•• ,n,

I = fa ilU , (J) dP dQ.

for JJ..2 > 0 because

Then, the integral

l(Q) = i I(P, Q dP

If we us he form (10.12) and the other analogously nstru l dorms, we can show that the valu s 10'3 > 0, J.l4 > 0, , .. with corresponding 'Pa(i), C{J4{i), .,. al 0 isfy equations of the Iorui (19.9),

owever, if Jl.2 = 0, then the quadra i form

exi t for almost, all points Q in H. Th Iunc i n l(Q) is summabls and

(~O.J

I = L I Q) dQ.

'" n [K { ;) (j)] (i) W < 0

L.Ji,j=l 1j - Mll{>J. <pI cP <P _

for arbi rary c/ 'I, i = 1, 2, ... n, and al 0 vanishes if !p W = tp2 .o for all i. If 'we pu the partial. derivativ of his form e ual 0 zero for cpU) = t.{)2(i), then w btain equa i ns of th form (19.9). he arne eon .iderations can be applied t. he other vectors C(J~,<l1 which corr 'pond to JJ..1; = 0.

1£ 1-'2 < 0 then the numbers 10'2 , ILa, • ,. JI." ar all negative and h car-

r spo ding ve Lor (I{) .U), .,. , CPt (11\ lc - 2, ... , n, are found by looking f r he minimum (instead of maximum) of the form ( 9.1]). The numbers JJ..2, IL~, ... , 10'" and th corresponding vectors are obtain cl in reverse order. One rnay proceed analogously ill cas JJ..3 < O~ etc. In all cases qua-

0) (,.») 'I h lc

tion (13.19) and it analogues lor the oc 01'S (~ )". J IPk' sti l a .

EXERCI E. Based on quations (19.9), (19.13), ... Vi' rk u a nOIl-V riational method uf r du ing th . quad)' tic form t all nieal form using th ~

luti n f t h hurac ri. tic: ('(IIU t.i I

Call versely, if the integral

1*(Q) = i I f(P, Q) I dP

I /, J

ItO I I

o.

ex' t f~r alma t . lL pint' Q E H, if he Iu c i n l*(Q . summablo over I~ and If f(P, Q) IS III a urable on. GIl, thei the int gral I exi t and equat.ion (20.1) holds.

We recall lha he otality of points (P, Q) with P C and E= H is called th topological product OH of he 1.8 G and H. \\ e assum tha the ots a H, and GIl ar subsets of he Eucli lea 1 pa s C. '1 "', 'd, ~~I , ... , !it) and C· '1, : .• I Xci, Yl, ". , !/",). If tlie point P l'P P ti ely Q JS ele till d hy toll oordinat .. (.'1, ... ) .;(1) r pc tiv 1 (Vi ... 'Ij) then ! I.u' III int P, (J~ i.. d I rmin I b.' the coordinat .. (.'J I .v.. :1:: '/1 '.' ,0. , y,,).

I h.· HIC': ,'111'(101 1."( ~t'I.H U, 1/, }'t· P(:C'I i\'I'I,r au is takon 1( b the 11 I ~s~u

IIII';IHIII" ill t II I 11.111 ,h. It'~11I I J IlIr'r'M IJ f liuu-u, It III I, I, J '.'pc .'j h II." II I .

111,,111'1 III "111' r I j t 1.,111 III lilt 1I'IIIIt II, I ,11,."" ,II. 'lid III 1111' 1'. I jill!

APP 'NDIX

20J

LEDF. QUI<! ,'( u:\un (~'!'ECRABL~ ":\ METRIC KI.JH. m.s

87

b) Let the fun ion j'(S) be defined in a d·djmen:sional region C. Suppo further hat th integral of .f(J..) over ev ry d·dimen i nal cub in he interior of (,r \ ith edges parall 1 to the' ordinate axe is zero. Th nf(S) = almost everywh r ill G.

c) Rrn Z-FI 'CH 'R TrrEOREr.. 'upposc

for which

(2 . )

wih

ft(P), h(P)' ... .i (P),

a;; = J f(P)'PI:(P) dP.

1 an infinite sequenc f square in egrabl fun ·tion on a m a urablc et . uppose further that for every !: > 0 ther is number l\ u h hat

(20.2)

W HOW con ud r the equcne of partial urns of the series

(20. ) Lk ak'PI:(P).

For thi equence th Cauchy con ergence criterion is Iullfilled, be 'au e

J [mt ak'P/t(p)]2 dP = IDf a/,

01:-"1+1 k-III 11

if n > Nand m. > N. 'T'hun, there exists in G a fun tion f(P} that. is quare integrable and which satisfi s

(20.:3)

lim f Un - .f)'! dl = O.

r.-+:>O Q

and the infini e eries Lt a/ converges, Ace rding to the Ric iz-Fi cher the rem, there rnu t exist a square ummable function 'P(P) t whi h th serie (20.6) converge' in th mean. It will th 11 follow that the functi n

f(P) - !pCP)

~ . orthogonal to all the functions r,'>k(P) and that h in zral of it square IS equal to th left id of (20.5) and hence is positive. Cons quently th

ystem (20.4) is noL closed. '

e) 'Ve re .ord on more important prop "rty of square iummable functions, that we sha usc later.

Iror very function FC P) that. is square summabl ov r a ill a rurable

. to G, a d for ov ry > there is a on tinuous function f(P) wi h the

propert

The onverso assertion that (20.2 follow rom (20.3) is ol ious.

In the equel w h 11 alwa .. understs ad th cony rgen f a .queuce

of fun tion to be in tho mean. Th . e z- i. ch r theo r m is the analozuc to he ell kn wn ne ary and suffieiei t. Cauchv crit rion of conv rg nee. fun ion spa e in which the auch cri eri u of cony rg nee for .qu 11 es

f Iunctions ho ds is 11 d compl ic. In other W I'd , the epac of quare sun mable function, with oonv rqence nd rsiood to be m an. conuerq nee, is compte; .

d) lor h class of Inn tion. hat More square summable, on n: y arry Oll 11 the c n iderations and pro e all th ~ th 01' rns that were sh: \\'11 in subsections 1-10 of §11 I r unction' that. had disc ntinuitie nl at fin.it 1 r many point, curve' ali k-dirn 11 . nal .urface, (Ii: = ~ 3, ... ) d - 1), and for whi ·h int gration wa, under rood t.o be in he Hiem nn

sen e. In addition 1 may how that, fa' thi: .[ i thc e n p s of compl t nos and closure of an on.honorrnal syst marc quivalent. Th proof given in sub ectio 1 1 , § 1 hat 10 clo urc fays em follow fr m i s

.ompletene s may be arricd over in toto t the class of quarc : mmmable

function Lhat we &1' n idering. ne can show ~H follows that [or this

clas the compleieness oj the 'y, iem [olloio« [rom. its closure.

uppose that. the orthonormal syst m of functions

f [11 (J ) - f(P)}:! dP < t: [2].

2. li Of Lebesgue in egra ion the valu ' of the ill ezrand on a et of mea ure. zero h~ve no i~u nee on th value of th integral. One ma.y ev n leave this Junction und fin d on a e of ill a ure zero. We m y th refore regard all functions hat diller onlv on a. of m a ure zero, on whi h th y ne d no v n be de.fin d, as equi alent, Accordingly we h 11 term a

lution of the integral equation any func ion cp(]» th'a.t it> quar summahle and sati sli s th qua+i n

(2 .4

I(JJ.(P) ,

tp::(P) , ...

!pI: P), ...

20.7)

cp(P)

A [ t: (I', 0)((>( ) ,l(,

• II

worc n t complnt o. Th '11 OWl'( would 111' 1\ fUlldioll.r I) ,.·ljll:II·C' xunuuuhlc.

1'111' rllillo I :111/'

88

PPEl\'D1X

§20]

.J .B • (J n 'Q A tHo] I. TeOR RLE S"i~11\1ETRI KER. ELS

89

Th proof that the in gral qua ion (20.7) with tL real symmetric k J'tH-l1 h san n-trivial solu ion in he cla H of square summa.hle fUILC ion' for a certain A ollows the same plr n as in . ILl. Ilene , we hall only carr ou h part f th PI' of tha ' cliff r mat rially from h corresponding par in • 2. We h 11 ssumc that he integral

junction h (P) each of umich. ~att~fies

(20.9)

111 > o.

(20, )

ff 1('J(1) Q) clP dQ

1\:[ is a con tent, the same for all [unctions 11,(1'), Then the jam'tly ~ oj [uuctions I/I(P) defined by the equation

tJ;(P) = f [(1', Q)h(Q) dQ

extend d vel' the opological pr du t of \\ 0 qual ill a. urab ets I to whi ·h P and Q b long exist. I follows from Fubini's theorem that the int gral

is co-mpact, i.e. from every i7ljin'ite sequence of uch junction. on mal always c. 'tract a sequence [hal converges in iI e mean,

Proof- If K P, Q) for P "= G and Q E G i a uniformly con ill.UOUS function then by the heorem prov d in ub tion 2, §12 th family i ' equic ntinu u.s and uniforrnl T bounded.

By Arzela's theor m the family ~ i compact, i. . from ev ry infinite sequence of functions If(P) one can choose a subsequence that, COIl erges uniformly and hence ill the m an, I. . n IT hi fact, we shall prove the 011)pactness of t e family 1: for an arbitrary kernel K(P, Q) with ummable

quare.

Following e) of subs ction ] of thi cti n, we can onstruct a quence

of continuous functions

cxi ts for almo: all P, and con' QU ntly that the integral

I K(P, Q)rp Q) ao

c rists for almost all I' for v 'Y 'qual' ' mma 1 fun rtion .p(Q , sin c

I K(1 Q)cp(Q) I < HI\,~(P, Q) + fP2(Q)].

II 1'C and in the sequel Iho symbol J J will denote integra i 11 oyer the topolo ical produc of two copies of h m asurabl GOt hich the point. P ai Q belong' h wmbol J will d note integration ()\ r a.

For very function tp(P) with a umn able quare .h integral

I(2(P, Q), ... K, (P, Q), ...

for which

(20.10)

i·

\I 211

j [K(P, Q) - /1 Tl(P, Q)] dP dQ < 1/2 , n. = 1,2,

If 1 (P, Q)cp(P)cp Q) d[> dQ

L (20.11)

h(P),

fn(P), ...

, ,_,IDee

an infinite sequene q u nc of functions

fr m the family 1: obte in d from the

and

Jf <p~(1 )<p~( ) dP dQ = I ip'.!(P) u: J ,/(Q) dQ.

Henceforth, w hall n ly COil. uder . iyrnmetri . k 1'11 1 K (1 Q for which th integral (20. ) exi ts. 1 gen r 1, w hall only ('.on. 'der [unction. 1/,110. (J square i Lebe gv in eqroble () er lh 11:107e domu .. il uf definition T, without stating thir explicit-ly .ach time.

, . Sul» (' inn I, §I~ 1'( f'lInillH r-ut irr-ly 1I1t' ,'all ('. T11:-;I('lld of I,ft' the 01'('111 1>1'0\' dill, IIIii-; 1'litH -. ~I~ 1\'( .111m till' I .1I(mili r. /,1'/ II III''' (1II11il,l/ III'

(20.12)

h2(P), ... , htl(P), ...

of the fa1Uil~ II by means of the equation' If' = Kh, (d. (G.Z) . Since 1(l(P, Q) is con inuous, on may xtra t from the equen e (20.12) an infinit ub equence

(2 .1. ) h1(1)(p),

h-l (1) (P),

h (l)(P) ...

To ,

~tl II

/ I OJ

\ I II •

/' J I)

, I I,. ,'"

'20}

L "B ''''G ].,; :-\( 1 \ I [,: [ "J'EGILU3LE

91

90

converg un ilormly and hen '0 in tb III an. Further I W th se ueuce (20.13) a n iw infinite ibs iqu n e

(20.15) h/21(p) h_{"l) (l'), ... iLn(2l(p), '"

f r whi h he s quen

an xtract rom

,1. Th proof of tha ('. iH(4'III'I' 411' Iinit« eigen alues of the it I., '1'111 , IILIIII i. 11 with ymmetric kernel 1\ /1, (J I luu. i. squ . nimmablc f I' fill 1,1 (,'U, with G bounded, pro dH jll. I II. ill Hub.' tion 3, §12, The dill r 'He 1 ('Oil si 'L::; only ill th f llowin ' .

. ) The fun ·tion !PA.(]» IIILIKI he' l"lill·.I I'll> (hat, it vanishes ev rywherc with he ex eption f ih jlll(·!'.l' 'I,illl' II' I,ltl H('l. i wi a certain ube 1 A whose mid-point is ~ and whr», ~ i Ic'H III' 1 111':111('1 I. l .he ill e. , On thi inter~ se .tion <PA(P is to be qual ( ) I, Tit" n, 111111 1 inn I1I't = J1.M = 0 will then lead to h 'on lu ion tha tho iul "'1'111

1 Jh(2),

1 1 (2)

2(I'n , •• ,

011YCrges in tb man, t.

It i ,R uly cell hat the s qu J1()

(2U.11) hl(l) (P), h-t (1»)

whi .h is a ube u n of ( ..... 0.11) likewise converg riangl inequality (cf. §11, subs ti n -) we hav

11 } hl!'m - Kh~ (r.' II < 1110,;.(;'1) - H .. ph",<m) (20.1 )

in 1 he n eau, B r th

vanishes when taken ov r b illL(~I'~(' 'I i III or au wi] h an arhitrt r rl-dimonsion 1 cub i 1 (P, (J)- pa wit h !-litl(", pnl'1lll(~1 10 th c xe ' :.\1aklllg· \1' of sub c i n 1 b) of thi. .ti 11 if Iollnws I hat 1 (P, ) mu t vani h almo. t. everywhere on the topo1 )g;i .nl pI' ulucl. ) (j wi h it cl (true even if G is n t region).

b) We understand b~ onv 'l'l"lI('P, C nv rg me in the mean and ac-

cordingly hall make u e of th theorcu proved ill the previous iubsectiou f t hi, action in wad of he t h 01'('111 iven ill subsection 2·~ : 2,

e) 'I here re only finitel muu r lineurl ind penden iigo vector to

k h ig nvalue, and the eig .nvalu >. cann t have a finite limit point. This

i, shown fl.H Iollo ·S. A, in § 1, n: true the cqu n 13,6) and (13,7)

for the k mel K P, Q), Vo/e do not. exclud a priori tha], infinite! rnanv I'm

of (l:~, 7) arc equal. .B or 0.11 arbitr ry m. we ha ve '"

on. tructed t.b t th

Kllhn(1I) , ".

(~ ,17)

conv rg in rh all for arbitrary K; (P (2).

vV shal '1 w show that th qu 1 ce of [UD ·ti u l/t(P) . the Iamil L

Kh'l(1) Kt 2 T,¥1 (,,)

.£~ I.!! .£1 In ,

+ T.' 1 "') _ 7." (til II

1 1\ rh, .£~p ~11

It follow' fro condition (:.. .1 ) tba 1) may be chosen 0 I rg that

I Kh. - 1 pit. I b sc m small r than an arbitraril', D'HLII > 0 J01' all function of ·h f uiily H. ne may ea il • convince on 'eli f thi . inr-o, by

the auch r: '<:11\'ar7. in qual ity ,

{J [K( ,Q) - K,(P, Q ]h(Q) dQy

< J [K(P, Q) - 1 p(P1 )12 dQ J h2 Q) d(J,

JJ [A(P, Q) - t. 'Pm",. Q)/~.J dP dQ

- )1 It'(P, Q) dP dQ - t l/AI'!. ~ 0

,=1

Tho conv rg 11 of th ri

nd

II Kh - K). II < H [II ([(P, iJ) - IC,(P, Q))' rlPdQ T < 1{/2".

L:~=t l/Ai follo 8 an h nee lim, oc ",. = 0'.),

REM s \R ' In thi 'Way we have .. hewn that, au integral lua ion wil l: II . rmm tri squ re ummable kernel has 01 ly d um rablc H('L ) ,'i~( II valu ' and linear! v ind .pend 11 j n I n 'cion', his fa 'L is I I~r II Spl" ·in 1 a.RB 0' Ih fad hal, Ull. irl.h normal I"YHt,pm " of i'1l11('t i )11, I!:h'PIl ill :t bow <kd l't'~iol. has n ("Hllll,H!)I(~ (';1,l'dill: 1. 11. 1'1l1!o\\':-; 1'1'0111 W(·iN I r:1,'K' 1,lwol'.m OUIL 10 :til,' f'unr-l inn 1 I' 411.· !lilLy m;"j 'II II III 1,\'11 IlIli:tI "J ill lit 'oUl'dillil,1 r'H wit It IIL.t I 111:11 t'O ·(li"It'1I1 H , I lhut r II· II 11111 trill" Ilil'f,"'4" I.

.r 0{' i: 11111111'1' III: 11 Ill' 1II'I,dntl'il,r IIIPH'lIJI"tI 1,1111.1 ill pJII'I,j"ldtll, II'

Having ch sen p in his , .... ay, we cai th 11 del.errnin a numb r N su '11 that, for n > Nand m > : T,

II J(,}lf/.(I/1) j{ph ,(n) II < E,

since Lh scqn H(" :"'0,17 I' 11 'PI'g(':; ill III mrun. 11H' 1 rt :-;id' 01' ~O,I i~ II'IH" ! " th:IJI; I. It .11 m'. thai ~ i,' ('( mplwt.

- - --- - -- -- - _- -

92

.. 0]

LEB 'S 1-: ,",Qt \ HI'; r . 'E 'RADL ' Y1\IMETRIC KEn 'ELS

3

than 2/2. But th set of uch p lynornial is ountable. Tf S were 1l0L C untable, then one Gould fiud function .. s f ;:C {l for whi .h CPI - cpq. B, r h trianzlo inoqualit. (subsection 5, §ll) lie norm of he diff r n is 1 ·s ths 11 2~. ut ha i n t po sibl lice one C 11 ea ily show that the norm of th cliff renee f t 0 orthog nal norm d fun i n qu I ;

5. The nsi d rati us of &§13-) I' Jain valid here PI' ivided (he 'eL G is bounded. 'Ye 11 ed on I) tuko '011\ erzence i 11 he In an v 1'," h rc In. t ad of uniform iouv rgence. The eries (1 .3), .g., 0 verge in th mean b th Hilbert. Schmidt th rem to any f U ition J(1)) ill the rung of th operator.

6. One an} l'OV U three 'reclholm theorems for an inte frat equation (14.7) with a symme ric kernel K(J> Q) of the t,) pe und r on i rati 11, provi 1 the . rt j . bounded.

For every fun ti 11 f(P) -ith sumrru hle 'qual' appearing 011 Lh rigl , side of equation (B.7) ne can mpu e the FOUl'i r coeffi ients wit 1 rcpe t t h orthonormal sy, ems of cig nfunctions (1 ~.6) of the kern I

f:: (P, Q). Due to the Rp.:-: sol incquali the : un of .h qu re of th '0-

efficient.' conv rge . It follow from th i z-Fis chcr theorem h t th

ri s on the right id of (11.10) GOllV 1''' in the m an to a fun ,t,i n cpo(J), qual' summable for v ry function f(P that is square summablo if X i no qual t an ig nvalue ')\i . 1 he Iun '(,ion IPo(P) satisfies (14.7) almost C\ Hl'y\ here. n or r to convince oursel es f this fact we fir not the following. If th Iunctions F1(P) and F2(P) obtain d re pectively upo

ubstituting f/'o(P) in he lof and right. sid f quation (14.7) wer not

equal almo r rywl ere, th n the int eral of the quare of th ir difference coul n t b qual LO zero. But this is not possible. ub ·ti ute for cp(P) in th left, and right sides of (l(1U tion (1,1.7) tb xpre 'Ion

n th ot h r h no, 'V( ]UlW'

fl.(Il)(P) = )..2 J F(r 2) II [./';((>,(Q)/(t.; - I.)} dQ

+ A I 1 (P, Q)f Q) rlQ + f J»,

I w use the Hilb rt- ' -hmidt th 'or m in its new formulation and the fact that. th function: cp; L re (11, iigcufunctio lS of he kernel f (P, Q), W obtain almost ev rywhera,

1"2(")([» = 2:'=1 ().. -/)..i f,-cp,(P)/(X,. - X) + L~l ()..jt.i ~'i<Pi(P) + f(P)

= A L;~l ficpi(P)/(A~ - X) + f P) + 2:f-1l+1 (X/Ai)f,cp,(P).

.qu uti " one has almost. everywhere

F2( >(P) - F1(IO)(P) = t.2:i~+)rf{Ji(p)/t..

and the ref l' also

Th a urn 'lion hat !po(P) docs not sat.iAy equation )4.7) almost '\'( 1', wher thu leads to a contradie ion.

Tn this wa ' we have shown (he quation (1/1.7) ha a' luti n I l' ~ll'hi

trary f(P), if X is 11 igcnvaluc of thi quation. And hi is :t1,·o Ill'

nly solution. If, nam 1 r, f{JJ(P) and CP2(P) w re two iclutions of \I 1i0l1 (1-1.7 , th n CPl(P) - cp'!.(i) would be a solution of the orr spending h[IIIIO gencous equation and A would be uu igenval I ontrary to •. sumptiou, Thi: prove' the first Fr «Ih lm the rem,

e ause of the ymm ry of he k mel rep, ), th ,P('OIHj (1'I'l,dllll!l11 theorem is an evid at l' qu nc of emark e) to subsc ,ti 11 ,I.

f A oincider with one or the Ai , :t lIet~t' '~m,ry c ndition fc r III(' (' 'iHlc'I1I'1 of a solution of equation (l·t7) is lh, t 1(1) h rthog 11. I 1,0 n 11 flle" 1'1 'C'II functions 'P1 (i) (P) "') cpm (') (P) tha b ,[ ng to this Ai. Jn IIn,-

f ((J(P f{Jk (') P) ell) - I., JI K(P, Q)f{J(Q)l{)k (i) (P) (/1' d - J f IJ 1('/') (I) "/.

I q;()cp/;) Q)d(J t /.r(1) (,0/' f»clP,

I ,:.. .. , , III

Let tL r 'ul of he nib .titution b denoted by F1(n){p) an F./n)(P) r pe tivcly. '1 arly, for n uIlic.i 11 ly large, th 11 I'm (mean quar dcvia-

Lion) of the diff'eren F1 - F1(n) an F2 - F,}'l) which we write as

will be orne arbitrarily small. T will follow from the tri ngl in quality that the relation

I"" If

'I hi, 'ol"lil i011 j. n l: I :·mflic·j('III, 10'01'111 II '4'rif'H I 1.10) "III'I'C' " • pili I111

:ll'hill'lII'\' 11111 Ii (.d 1'111,111111 I'c t' A, III lh, H4' 11'1'111. "ltc'll'l

111111 111'111'1' r. l) \\',. 1111'11 "hcl\\ ill 1111:1111' \ \\ II h lIlt' :11111'" 11111' IIii' 1'111'

'0 IIht;till',J 1'1111 '''I '" III I hi 11111111 IIld,l» II11I III III' (11.,111111111 I" 1'1,

n n 01. hold if

94

PPEi DIX

here. By varying he £Xi I we obtain all oluti ns of equation (H.7) (whicl are given by dding all olu ion f ih hom g ncous quation t an arbitrary elution of thr nou-horuogeneous Hquat,ion). This prov s the third Fn~dholm theorem.

L ST OF THEOREl'vfS

It rnutives theor ms (Ior sv item of algebraic quations) .

Fredho u theorems-sta emeut . . .. .. . .

1 xis ,erlf'e 11 nd uuiqueuess theorem for kernels of small bound. . .

Frcdho m theorems for squations vi h almost de T" 'rut kernel .

Fr dh Im thoor ms rOI' eqnatioru with uniformly ontinuous kernels .

Fredholm theorems t01' equations with kef cls of the form i\. P, Q)/PQa .

Fr id iolm theorem I r the Fredh lm e juati n (T-\ = i(/ PQa D II •. urfnce .

Voll Irtl. eq . tiona 11a ve no eig nvalues . .

III uchy ineq ua li ty .

Cauchy- lchwarz in 'quality .

1'ri ngle inequality .

Fou -ior cocfficicn s yield least mean q HIre error .

B,' 1" inequality , ..

Complete ::!y sterns . r <:10 d . , .

ueruliz U uuchv- .hwur» inequality .

im: g, of II uniformly bound d family i uniformly bound r1. nr! quicon-

I inuou: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . , .. , .

l{ 'F 'RE_ E

1. RURKII,(., J. C. Th L. /)esgll Integral, umbrid 'e Uuiversi . Pre. s {Carob .Idge Tract No. 40), 10-3.

2. TIT lIMARSII (se f. 2, h. I) I p. 397, Exe!'·i c 17.

9-10

1 ! 21 2~

2 34 30

o 46 47 46

4, 4 49 55

56

xi rence of an cigcnvnlu . . 57

Ol'th g nality ig nfun ti n .. .. .. .. .. . 61

n , lity of eige val .. .. . , 62

DE'l I ion III ureiu .....•................ , ,......................... 64

Churaotcrizut icn of deg ners te kernels. . 66

Hill crt- r hmidf t h orem..................... .. 6

The shmi t . ornl\! In. . . . . . . . . . . . . . . . . . . . . .. 71

)'" pf\n. ion of th k rn 1........................................ 72

Dini' theorcm.. . .. . . . .. . 71

nif'orm cuuvergenee of th series Ior K2(Q, Q). ..•............ .. 75

Uniform convergence of the eries Ior 1(2(1 ,Q) ....•...................... 7!S

The serie of reciprocal squnres of Ai converge ., ,........ 76

:[ rcers t.heorem . . . . . . . . . . . . .. 76

Reduction f quadrafi form to lWO ie 1 form. . . . . .. . . . . . . . . . . . . . . . . . . . 80

Fubi i 's theorem.. . . . . . . . . . . . .. . . 85

Riess-Fischer .heor m.. S6

Closure implies complelene , . . . . . . . . . . . . . . . . . . . . . .. 86

The exist nc of an eigenvalue .

The image of u bounded se of function' by t quare integrable kern 1 ia com-

pact .. .. .. .. - 9

An eig nvaluo po e conly finit I' many eigenfunctions (square summable

Cf'\.· }... • • • .,.......... •• •••••. , ••••• ,........................ 91

Flilb "t-,' . III id(. lheor m (, quare SUI mablc case). !)2

Fr dholm th OJ' nn for square summnble kern I.. 92

Alternati e theorem (for a y tom of ulg braie equations},

R . el' i equality, 1

Ull'UY iuequ i lity, 46

auchy- Schwarz inequality, 47 --- en 'r~liz d, 55

I !' d orthonormal sy, terns 49

mplct nes f Iunction ps c , 6 - of or lhouormal : stems, 49 eonver er c in the mean, 45 convolu ion, 17

osine of an 71e between functions, 47

Eig utunctlons Igonv lue , '1.7 equicon in uity , 56

Fourier coefficienl of ~ f'un tion, Fr dholm eq at.ions, 1

- theorems, 9 fro

Image f· function b. kernel, 53 i.nl.e ral equatlons, definit.ion 0 , 1 - - of Lhe Iirst kind, 1

- -, 4 redholm (second kind), 1

- - homo r neOll,', 1

- -, kernel of, 1

- -, linear, 1

- -, resolvent of, 22

- - of the econd kind, 1

- -, ingular, 3

- - i.ransposed , 10

- -, 01 rrn, 40

Kernel, nlrnost degenerate, 24 -, dog n rate, 11

-, ig nvalues of, 27

- of tho integral cquution, 1

-, it rat d, 20

-, positiv n gati 'c) definite H

- posit iv (u gutiv ) qu Aiil finite, 7·1

, . mm tric , flU -, I rnn [l01' of, 2·1

EJ.

Leb suue integral.ion, 5

linear dep n cnce of Iunntions, 7

fanifoltl, 35

maximal orthonormul syst Ill, 61

:r orrn of a function, 44 - of n vee or,

normcd fu ction, 47

rthogonality of rune tioua, 47 orthogonn liznt.ion of eigenfunntiona, :.. orthonormal y tem of function, Hl

- - - -, maximal 64

Par vLLI'S qua tion, 40

posi tiv d fini to fo 'm, iJ[j, 74

positive (negative) definite keru 'IH, I I po i tivo (negative) qunsidt init« (,111,1

and k I'll Is, 74

pri ciple of contractiou rnnppi 1l~1j. 17

Resolveut of an in grnl 'L'llilioll, .,' rt!!WIIIJ.IWe of 11 ·tring, 6

Seal l' product of fun t,ioll ,.11 singular i tegral CJ.lInt.ioll,;I' tring, eige Ireq 1I II 'ie, of, ,j

,eigenosciLlaLioll f 0

=, eigenvalues of, .')

-, re nan o of, G

. ummable f'une l.i on, !j symbolic prod t, J 7

'I'rn,n of till illlf'gl'llt "q'l 111111, III

- of a k irucl, ~'l

- of a R '.sten) of "I coil Jill "lilt II 11,11 ,',

1 opolo 'ir~1I1 prnd'l<'l, (f 111" (" I, H, 101 iJln~1 ill -qunli ty , 11