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7 | 7 | \renewcommand{\labelenumi}{(\alph{enumi})} |
8 | 8 | \item Prove that $T\in \mathscr{B}(L^2(\mu))$ and that |
9 | 9 | \begin{align*} |
10 | | -\| T\, \|^2 \< \int_\Omega\int_\Omega \lvert K (s,t\,)\rvert ^2 d\mu (s\,) d\mu(t\,). |
| 10 | +\| T\, \|^2 \leq \int_\Omega\int_\Omega \lvert K (s,t\,)\rvert ^2 d\mu (s\,) d\mu(t\,). |
11 | 11 | \end{align*} |
12 | | -\item Suppose $a_i$, $b_i$ are members of $L^2(\mu)$, for $1\< i\< n$, put $K_1=\sum a_i(s\,)b_i(t\,)$ and define $T_1$ in terms of $K_1$ a $T$ was defined in terms of $K$. Prove that $\dim \mathscr{R}(T_1)\< n$. |
| 12 | +\item Suppose $a_i$, $b_i$ are members of $L^2(\mu)$, for $1\leq i\leq n$, put $K_1=\sum a_i(s\,)b_i(t\,)$ and define $T_1$ in terms of $K_1$ a $T$ was defined in terms of $K$. Prove that $\dim \mathscr{R}(T_1)\leq n$. |
13 | 13 | \item Deduce that $T$ is a compact operator in $L^2(\mu)$. Hint: Use exercise 13. |
14 | 14 | \item Suppose $\lambda\in \C,\, \lambda\neq 0$. Prove: Either the equation |
15 | 15 | \begin{align*}Tf-\lambda f=g\end{align*} |
|
20 | 20 | %: a |
21 | 21 | \paragraph{PROOF.} Let $X$ (respectively $P\,$) be the Banach space $L^2(\mu)$ (respectively $L^2(\mu\times \mu)\,$). A consequence of the Radon-Nikodym theorem (\cf 6.16 of \cite{Big_Rudin}\,) is that there exists a group isomorphism $\rho:\, X\to \, X^{\,\ast},\, f\mapsto f^{\,\,\ast}$ such that |
22 | 22 | \begin{align} |
23 | | -\langle u ,\, f^{\,\,\ast} \rangle =\int_\Omega u\mdot f \, \d\mu \quad (u\in X,\, f\in X)\quad . |
| 23 | +\langle u ,\, f^{\,\,\ast} \rangle =\int_\Omega u\cdot f \, \d\mu \quad (u\in X,\, f\in X)\quad . |
24 | 24 | \end{align} |
25 | 25 | Define a.e $K_s,\, K_t:\, \Omega\to \C$ by setting |
26 | 26 | \begin{align} |
27 | 27 | K_s(t\,)\Def K_t(s\,)\Def K(s,\, t\,)\, \, \text{ a.e}\quad \left((s,t\,)\in \Omega\right)\quad . |
28 | 28 | \end{align} |
29 | 29 | $T$ is clearly linear. Moreover, |
30 | 30 | \begin{align} |
31 | | -\lvert (T f\,)(s\,) \rvert = \lvert \langle K_s,\, f^{\,\,\ast} \rangle \rvert \< \| K_s\|_X\quad(\|\,f\,\,\|_X < 1) \quad |
| 31 | +\lvert (T f\,)(s\,) \rvert = \lvert \langle K_s,\, f^{\,\,\ast} \rangle \rvert \leq \| K_s\|_X\quad(\|\,f\,\,\|_X < 1) \quad |
32 | 32 | \end{align} |
33 | 33 | (the latter inequality is a Cauchy-Schwarz one). Now apply the Fubini's theorem with $\lvert K\,\rvert^2$ to obtain |
34 | 34 | \begin{align} |
35 | | -\|Tf\,\,\|^2_X \< \int_\Omega \| K_s\|^2_X \, \,\d \mu (s\,) =\| K\,\|_P^2 \,< \infty \quad(\|\,f\,\,\|_X < 1)\quad . |
| 35 | +\|Tf\,\,\|^2_X \leq \int_\Omega \| K_s\|^2_X \, \,\d \mu (s\,) =\| K\,\|_P^2 \,< \infty \quad(\|\,f\,\,\|_X < 1)\quad . |
36 | 36 | \end{align} |
37 | 37 | (a) is then proved. \\ |
38 | 38 | \\ |
39 | 39 | %: b |
40 | 40 | To show (b), remark that |
41 | 41 | \begin{align} |
42 | | -\int_\Omega a_i (s\,) \mdot b_i \mdot f \,\,\d\mu \,\,\in \C\mdot a_i(s\,)\,\,\,\text{a.e}\quad \quad (f\in X, \, s\in \Omega) \quad. |
| 42 | +\int_\Omega a_i (s\,) \cdot b_i \cdot f \,\,\d\mu \,\,\in \C\cdot a_i(s\,)\,\,\,\text{a.e}\quad \quad (f\in X, \, s\in \Omega) \quad. |
43 | 43 | \end{align} |
44 | | -It is now clear that $T$ maps any $f$ of $X$ into $\C \mdot a_1+\dotsb+ \C\mdot a_n$. We so conclude that $\dim R(T_1)\< n $. \\ |
| 44 | +It is now clear that $T$ maps any $f$ of $X$ into $\C \cdot a_1+\dotsb+ \C\cdot a_n$. We so conclude that $\dim R(T_1)\leq n $. \\ |
45 | 45 | \\ |
46 | 46 | %: c |
47 | 47 | We now aim at (c). The current part refers to Exercise 4.13. $X$ is also a Hilbert space and so contains a Hilbert basis $M$. Define a.e |
|
51 | 51 | \end{align} |
52 | 52 | whenever $b$ ranges $M$. Hence, |
53 | 53 | \begin{align} |
54 | | -K_s= \sum_{b\in M} a_b(s\,) \mdot b \, \text{ a.e} \quad (s\in \Omega) \quad. |
| 54 | +K_s= \sum_{b\in M} a_b(s\,) \cdot b \, \text{ a.e} \quad (s\in \Omega) \quad. |
55 | 55 | \end{align} |
56 | | -Provided any positive scalar $\eps$, there so exists a finite subset $S=S(\eps)$ of $M$ such that |
| 56 | +Provided any positive scalar $\epsilon$, there so exists a finite subset $S=S(\epsilon)$ of $M$ such that |
57 | 57 | \begin{align} |
58 | | -\| K_s - \sum_{b\in S} a_b(s\,) \mdot b\,\|_X < \eps \quad (s\in \Omega)\quad . |
| 58 | +\| K_s - \sum_{b\in S} a_b(s\,) \cdot b\,\|_X < \epsilon \quad (s\in \Omega)\quad . |
59 | 59 | \end{align} |
60 | | -Remark that $\underset{b\in S}{\sum} a_b \mdot b$ matches the definition of $K_1$; \cf(b): from now on, |
| 60 | +Remark that $\underset{b\in S}{\sum} a_b \cdot b$ matches the definition of $K_1$; \cf(b): from now on, |
61 | 61 | \begin{align} |
62 | | -K_1\Def \sum_{b\in S} a_b \mdot b\quad . |
| 62 | +K_1\Def \sum_{b\in S} a_b \cdot b\quad . |
63 | 63 | \end{align} |
64 | 64 | It follows from (b) that |
65 | 65 | \begin{align} |
66 | 66 | \dim R(K_1) < \infty \quad. |
67 | 67 | \end{align} |
68 | 68 | Now turn back to (a), with $K-K_1$ playing the role of $K$, and so obtain |
69 | 69 | \begin{align} |
70 | | -\|T-T_1\| < \eps \mu(\Omega)\< \infty \quad . |
| 70 | +\|T-T_1\| < \epsilon \mu(\Omega)\leq \infty \quad . |
71 | 71 | \end{align} |
72 | | -For if $\mu$ is finite, use (a) of Exercise 4.13 to conclude that $T$ is compact. Assume henceforth that $\mu$ is not (necessarily) finite and pick $\delta$ in $\R_+$. The simple functions (with finite measure support\,) form a dense family of an $L^p$ space ($1\< p<\infty$); \cf 3.13 of \cite{Big_Rudin}. It then exists a simple function $K_\delta$ of $L^2(\mu\times \mu)$ such that |
| 72 | +For if $\mu$ is finite, use (a) of Exercise 4.13 to conclude that $T$ is compact. Assume henceforth that $\mu$ is not (necessarily) finite and pick $\delta$ in $\R_+$. The simple functions (with finite measure support\,) form a dense family of an $L^p$ space ($1\leq p<\infty$); \cf 3.13 of \cite{Big_Rudin}. It then exists a simple function $K_\delta$ of $L^2(\mu\times \mu)$ such that |
73 | 73 | \begin{align} |
74 | 74 | (\mu\times\mu)\left(\{K_\delta\neq 0\}\right) <\infty \,, \,\, \| K-K_\delta \|_P <\delta\quad . |
75 | 75 | \end{align} |
|
79 | 79 | \end{align} |
80 | 80 | The key ingredient is that $K_\delta$ can be identified with an element of the finite measure space $L^2(\{K_\delta\neq 0\},\mu\times\mu)\,$. What we have attempted to approximate $T$ by $T_1$ can therefore be reiterated (with $K_\delta$ playing the role of $K$) to achieve an approximation $T_{\delta,1}$ of $T_\delta$ so that |
81 | 81 | \begin{align}\label{4_15_14} |
82 | | -\|T_{\delta}-T_{\delta,1}\| < \eps\quad . |
| 82 | +\|T_{\delta}-T_{\delta,1}\| < \epsilon\quad . |
83 | 83 | \end{align} |
84 | 84 | It now follows from (\ref{4_15_13}) and (\ref{4_15_14}) that |
85 | 85 | \begin{align} |
86 | | -\|T-T_{\delta,1}\|\< \|T-T_{\delta}\| +\|T_{\delta}-T_{\delta,1}\| < \eps+\delta\quad . |
| 86 | +\|T-T_{\delta,1}\|\leq \|T-T_{\delta}\| +\|T_{\delta}-T_{\delta,1}\| < \epsilon+\delta\quad . |
87 | 87 | \end{align} |
88 | | -Since $\eps$ and $\delta$ were arbitrary, the $\sigma$-finite case is proved. We now establish (d).\\ |
| 88 | +Since $\epsilon$ and $\delta$ were arbitrary, the $\sigma$-finite case is proved. We now establish (d).\\ |
89 | 89 | \\ |
90 | 90 | %: d |
91 | 91 | Provided $g$ of $X$, let $E_g$ be the following equation on $X$ |
|
103 | 103 | \\ |
104 | 104 | Our last step is the description of $T^{\,\ast}$. Let $S:\, X\to X$ be such that |
105 | 105 | \begin{align} |
106 | | -(Sf\,)(t\,)\Def \int_\Omega K_t \mdot f \,\,\, \text{a.e}\quad \quad (\,f\in X,\, t\in \Omega) |
| 106 | +(Sf\,)(t\,)\Def \int_\Omega K_t \cdot f \,\,\, \text{a.e}\quad \quad (\,f\in X,\, t\in \Omega) |
107 | 107 | \end{align} |
108 | 108 | Proceed as in (a), with $S$ instead of $T$: $S$ lies in $\mathscr{B}(X)$. Next, we claim that |
109 | 109 | \begin{align} |
110 | 110 | \langle u,\, T^{\,\ast} f^{\,\,\ast} \rangle = &\, \langle Tu,\,f^{\,\,\ast} \rangle\\ |
111 | | -=& \int_{\Omega} (T u ) \mdot f \,\, \,\d\mu \\ |
112 | | -\label{int_Fubini}=& \int_{\Omega^2} K\mdot f \mdot u \,\,\, \d(\mu\times\mu) \\ |
113 | | -=& \int_{\Omega} (S f\, ) \mdot u \,\,\, \d\mu\, \\ |
| 111 | +=& \int_{\Omega} (T u ) \cdot f \,\, \,\d\mu \\ |
| 112 | +\label{int_Fubini}=& \int_{\Omega^2} K\cdot f \cdot u \,\,\, \d(\mu\times\mu) \\ |
| 113 | +=& \int_{\Omega} (S f\, ) \cdot u \,\,\, \d\mu\, \\ |
114 | 114 | =&\, \langle u,\, (S f\, )^\ast \rangle \quad , |
115 | 115 | \end{align} |
116 | 116 | whenever $u$ and $f$ run through the closed unit ball of $X$. Since $\|T\, \|$, $\| T^{\,\ast} \|$ are equal and finite, only exactness of (\ref{int_Fubini}) is possibly in doubt; the below justification dissipates it. In conclusion, |
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124 | 124 | \\ |
125 | 125 | \underline{Justification of (\ref{int_Fubini})}. The current proof shall be complete once we have justified (\ref{int_Fubini}). To do so, keep $u$ and $f$ as above. Let us introduce |
126 | 126 | \begin{align} |
127 | | -A(s\,)\Def \int_\Omega \lvert K_s(t\,) \mdot u (t\,)\rvert \,\, \d\mu(t\,) \, \,\,\text{a.e} \quad (s\in \Omega)\quad , |
| 127 | +A(s\,)\Def \int_\Omega \lvert K_s(t\,) \cdot u (t\,)\rvert \,\, \d\mu(t\,) \, \,\,\text{a.e} \quad (s\in \Omega)\quad , |
128 | 128 | \end{align} |
129 | 129 | to make hold the following Cauchy-Schwarz inequality |
130 | 130 | \begin{align} |
131 | | -A(s\,)\< \| K_s\|_X \quad (s\in \Omega)\quad . |
| 131 | +A(s\,)\leq \| K_s\|_X \quad (s\in \Omega)\quad . |
132 | 132 | \end{align} |
133 | 133 | Thus, |
134 | 134 | \begin{align} |
135 | 135 | \int_{\Omega^2} \lvert K(s,\,t\,) \, u(t\,)\, f\,(s\,) \rvert \,\d\mu(s\,)\d\mu(t\,) |
136 | 136 | = & \int_\Omega \lvert \,f\,(s\,) \rvert \,A(s\,) \, \d\mu(s\,) \\ |
137 | | - \< & \int_\Omega \lvert \,f\,(s\,) \rvert \, \| K_s\|_X\,\d\mu(s\,) \\ |
138 | | - \label{4_15_complement_2} \< & \left[ \int_\Omega \| K_s\|_X^2\,\,\d\mu(s\,) \right]^{\frac{1}{2}} |
| 137 | + \leq & \int_\Omega \lvert \,f\,(s\,) \rvert \, \| K_s\|_X\,\d\mu(s\,) \\ |
| 138 | + \label{4_15_complement_2} \leq & \left[ \int_\Omega \| K_s\|_X^2\,\,\d\mu(s\,) \right]^{\frac{1}{2}} |
139 | 139 | = \| K\,\|_P < \infty \quad . |
140 | 140 | \end{align} |
141 | 141 | The inequality in (\ref{4_15_complement_2}) is a Cauchy-Schwarz one, the following equality follows from the Fubini's theorem. This achieves the proof.\QED |
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