Sen R.-A First Course in Functional Analysis - Theory and Applications-Anthem Press (2013) PDF
Sen R.-A First Course in Functional Analysis - Theory and Applications-Anthem Press (2013) PDF
Sen R.-A First Course in Functional Analysis - Theory and Applications-Anthem Press (2013) PDF
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Preface
This book is the outgrowth of the lectures delivered on functional
analysis and allied topics to the postgraduate classes in the Department
of Applied Mathematics, Calcutta University, India. I feel I owe an
explanation as to why I should write a new book, when a large number of
books on functional analysis at the elementary level are available. Behind
every abstract thought there is a concrete structure. I have tried to unveil
the motivation behind every important development of the subject matter.
I have endeavoured to make the presentation lucid and simple so that the
learner can read without outside help.
The rst chapter, entitled Preliminaries, contains discussions on topics
of which knowledge will be necessary for reading the later chapters. The
rst concepts introduced are those of a set, the cardinal number, the
dierent operations on a set and a partially ordered set respectively.
Important notions like Zorns lemma, Zermelos axiom of choice are stated
next. The concepts of a function and mappings of dierent types are
introduced and exhibited with examples. Next comes the notion of a linear
space and examples of dierent types of linear spaces. The denition of
subspace and the notion of linear dependence or independence of members
of a subspace are introduced. Ideas of partition of a space as a direct
sum of subspaces and quotient space are explained. Metric space as an
abstraction of real line
is introduced. A broad overview of a metric
space including the notions of convergence of a sequence, completeness,
compactness and criterion for compactness in a metric space is provided in
the rst chapter. Examples of a non-metrizable space and an incomplete
metric space are also given. The contraction mapping principle and its
application in solving dierent types of equations are demonstrated. The
concepts of an open set, a closed set and an neighbourhood in a metric
space are also explained in this chapter. The necessity for the introduction
of topology is explained rst. Next, the axioms of a topological space are
stated. It is pointed out that the conclusions of the Heine-Borel theorem
in a real space are taken as the axioms of an abstract topological space.
Next the ideas of openness and closedness of a set, the neighbourhood of
a point in a set, the continuity of a mapping, compactness, criterion for
compactness and separability of a space naturally follow.
Chapter 2 is entitled Normed Linear Space. If a linear space admits a
metric structure it is called a metric linear space. A normed linear space is a
type of metric linear space, and for every element x of the space there exists
a positive number called norm x or x fullling certain axioms. A normed
linear space can always be reduced to a metric space by the choice of a
suitable metric. Ideas of convergence in norm and completeness of a normed
linear space are introduced with examples of several normed linear spaces,
Banach spaces (complete normed linear spaces) and incomplete normed
linear spaces.
vii
open mapping, the open mapping theorem and the bounded inverse theorem
are proved. Application of the open mapping theorem is also provided. The
next chapter bears the title Compact Operators on Normed Linear Spaces.
Compact linear operators are very important in applications. They play a
crucial role in the theory of integral equations and in various problems of
mathematical physics. Starting from the denition of compact operators,
the criterion for compactness of a linear operator with a nite dimensional
domain or range in a normed linear space and other results regarding
compact linear operators are established. The spectral properties of a
compact linear operator are studied. The notion of the Fredholm alternative
is discussed and the relevant theorems are provided. Methods of nding an
approximate solution of certain equations involving compact operators in
a normed linear space are explored. Chapter 9 bears the title Elements of
Spectral Theory on Self-adjoint Operators in Hilbert Spaces. Starting from
the denition of adjoint operators, self-adjoint operators and their various
properties are elaborated upon the context of a Hilbert space. Quadratic
forms and quadratic Hermitian forms are introduced in a Hilbert space and
their bounds are discovered. I dene a unitary operator in a Hilbert space
and the situation when two operators are said to be unitarily equivalent,
is explained. The notion of a projection operator in a Hilbert space is
introduced and its various properties are investigated. Positive operators
and the square root of operators in a Hilbert space are introduced and
their properties are studied. The spectrum of a self-adjoint operator in a
Hilbert space is studied and the point spectrum and continuous spectrum
are explained. The notion of invariant subspaces in a Hilbert space is
also brought within the purview of the discussion. Chapter 10 is entitled
Measure and Integration in Spaces. In this chapter I discuss the theory
of Lebesgue integration and p-integrable functions on . Spaces of these
functions provide very useful examples of many theorems in functional
analysis. It is pointed out that the concept of the Lebesgue measure is
a generalization of the idea of subintervals of given length in
to a class
of subsets in . The ideas of the Lebesgue outer measure of a set E ,
Lebesgue measurable set E and the Lebesgue measure of E are introduced.
The notions of measurable functions and integrable functions in the sense
of Lebesgue are explained. Fundamental theorems of Riemann integration
and Lebesgue integration, Fubini and Tonelis theorem, are stated and
explained. Lp spaces (the space of functions p-integrable on a measure
subset E of ) are introduced, that (E) is complete and related properties
discussed. Fourier series and then Fourier integral for functions are
investigated. In the next chapter, entitled Unbounded Linear Operators,
I rst give some examples of dierential operators that are not bounded.
But these are closed operators, or at least have closed linear extensions. It
is indicated in this chapter that many of the important theorems that hold
for continuous linear operators on a Banach space also hold for closed linear
operators. I dene the dierent states of an operator depending on whether
ix
the range of the operator is the whole of a Banach space or the closure of
the range is the whole space or the closure of the range is not equal to
the space. Next the characterization of states of operators is presented.
Strictly singular operators are then dened and accompanied by examples.
Operators that appear in connection with the study of quantum mechanics
also come within the purview of the discussion. The relationship between
strictly singular and compact operators is explored. Next comes the study
of perturbation theory. The reader is given an operator A, the certain
properties of which need be found out. If A is a complicated operator, we
sometimes express A = T +B where T is a relatively simple operator and
B is related to T in such a manner that knowledge about the properties
of T is sucient to gain information about the corresponding properties
of A. In that case, for knowing the specic properties of A, we can
replace A with T , or in other words we can perturb A by T . Here
we study perturbation by a bounded linear operator and perturbation by
strictly singular operator. Chapter 12 bears the title The Hahn-Banach
Theorem and the Optimization Problems. I rst explain an optimization
problem. I dene a hyperplane and describe what is meant by separating
a set into two parts by a hyperplane. Next the separation theorems for
a convex set are proved with the help of the Hahn-Banach theorem. A
minimum Norm problem is posed and the Hahn-Banach theorem is applied
to the proving of various duality theorems. Said theorem is applied to prove
Chebyshev approximation theorems. The optimal control problem is posed
and the Pontryagins problem is mentioned. Theorems on optimal control of
rockets are proved using the Hahn-Banach theorem. Chapter 13 is entitled
Variational Problems and begins by introducing a variational problem.
The aim is to investigate under which conditions a given functional in a
normed linear space admits of an optimum. Many dierential equations are
often dicult to solve. In such cases a functional is built out of the given
equation and minimized. One needs to show that such a minimum solves
the given equation. To study those problems, a Gateaux derivative and a
Frechet derivative are dened as a prerequisite. The equivalence of solving
a variational problem and solving a variational inequality is established.
I then introduce the Sobolev space to study the solvability of dierential
equations. In Chapter 14, entitled The Wavelet Analysis, I provide a
brief introduction to the origin of wavelet analysis. It is the outcome of
the conuence of mathematics, engineering and computer science. Wavelet
analysis has begun to play a serious role in a broad range of applications
including signal processing, data and image compression, the solving of
partial dierential equations, the modeling of multiscale phenomena and
statistics. Starting from the notion of information, we discuss the scalable
structure of information. Next we discuss the algebra and geometry of
wavelet matrices like Haar matrices and Daubechiess matrices of dierent
ranks. Thereafter come the one-dimensional wavelet systems where the
scaling equation associated with a wavelet matrix, the expansion of a
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Introduction
Functional analysis is an abstract branch of mathematics that grew
out of classical analysis.
It represents one of the most important
branches of the mathematical sciences. Together with abstract algebra and
mathematical analysis, it serves as a foundation of many other branches of
mathematics. Functional analysis is in particular widely used in probability
and random function theory, numerical analysis, mathematical physics and
their numerous applications. It serves as a powerful tool in modern control
and information sciences.
The development of the subject started from the beginning of the
twentieth century, mainly through the initiative of the Russian school
of mathematicians. The impetus came from the developments of linear
algebra, linear ordinary and partial dierential equations, calculus of
variation, approximation theory and, in particular, those of linear integral
equations, the theory of which had the greatest impact on the development
and promotion of modern ideas. Mathematicians observed that problems
from dierent elds often possess related features and properties. This
allowed for an eective unifying approach towards the problems, the
unication being obtained by the omission of inessential details. Hence
the advantage of such an abstract approach is that it concentrates on the
essential facts, so that they become clearly visible.
Since any such abstract system will in general have concrete realisations
(concrete models), we see that the abstract method is quite versatile in
its applications to concrete situations. In the abstract approach, one
usually starts from a set of elements satisfying certain axioms. The nature
of the elements is left unspecied. The theory then consists of logical
consequences, which result from the axioms and are derived as theorems
once and for all. This means that in the axiomatic fashion one obtains a
mathematical structure with a theory that is developed in an abstract way.
For example, in algebra this approach is used in connection with elds,
rings and groups. In functional analysis, we use it in connection with
abstract spaces; these are all of basic importance.
In functional analysis, the concept of space is used in a very wide and
surprisingly general sense. An abstract space will be a set of (unspecied)
elements satisfying certain axioms, and by choosing dierent sets of axioms,
we obtain dierent types of abstract spaces.
The idea of using abstract spaces in a systematic fashion goes back to M.
Frechet (1906) and is justied by its great success. With the introduction
of abstract space in functional analysis, the language of geometry entered
the arena of the problems of analysis. The result is that some problems of
analysis were subjected to geometric interpretations. Furthermore many
conjectures in mechanics and physics were suggested, keeping in mind
the two-dimensional geometry. The geometric methods of proof of many
theorems came into frequent use.
xvii
The generalisation of algebraic concepts took place side by side with that
of geometric concepts. The classical analysis, fortied with geometric and
algebraic concepts, became versatile and ready to cope with new problems
not only of mathematics but also of mathematical physics. Thus functional
analysis should form an indispensable part of the mathematics curricula at
the college level.
xviii
CHAPTER 1
PRELIMINARIES
In this chapter we recapitulate the mathematical preliminaries that will
be relevant to the development of functional analysis in later chapters.
This chapter comprises six sections. We presume that the reader has been
exposed to an elementary course in real analysis and linear algebra.
1.1
Set
The theory of sets is one of the principal tools of mathematics. One type of
study of set theory addresses the realm of logic, philosophy and foundations
of mathematics. The other study goes into the highlands of mathematics,
where set theory is used as a medium of expression for various concepts
in mathematics. We assume that the sets are not too big to avoid any
unnecessary contradiction. In this connection one can recall the famous
Russells Paradox (Russell, 1959). A set is a collection of distinct and
distinguishable objects. The objects that belong to a set are called elements,
members or points of the set. If an object a belongs to a set A, then we
write a A. On the other hand, if a does not belong to A, we write
a
/ A. A set may be described by listing the elements and enclosing them
in braces. For example, the set A formed out of the letters a, a, a, b, b, c can
be expressed as A = {a, b, c}. A set can also be described by some dening
properties. For example, the set of natural numbers can be written as
N = {x : x, a natural number} or {x|x, a natural number}. Next we
discuss set inclusion. If every element of a set A is an element of the set
B, A is said to be a subset of the set B or B is said to be a superset of
A, and this is denoted by A B or B A. Two sets A and B are said
to be equal if every element of A is an element of B and every element of
B is an element of Ain other words if A B and B A. If A is equal
to B, then we write A = B. A set is generally completely determined by
its elements, but there may be a set that has no element in it. Such a set
is called an empty (or void or null) set and the empty set is denoted by
1
(Phi). A; in other words, the null set is included in any set A this
fact is vacuously satised. Furthermore, if A is a subset of B, A = and
A = B, then A is said to be a proper subset of B (or B is said to properly
contain A). The fact that A is a proper subset of B is expressed as A B.
Let A be a set. Then the set of all subsets of A is called the power set
of A and is denoted by P (A). If A has three elements like letters p, q and
r, then the set of all subsets of A has 8(= 23 ) elements. It may be noted
that the null set is also a subset of A. A set is called a nite set if it is
empty or it has n elements for some positive integer n; otherwise it is said
to be innite. It is clear that the empty set and the set A are members of
P (A). A set A is called denumerable or enumerable if it is in one-to-one
correspondence with the set of natural numbers. A set is called countable
if it is either nite or denumerable. A set that is not countable is called
uncountable.
We now state without proof a few results which might be used in
subsequent chapters:
(i) An innite set is equivalent to a subset of itself.
(ii) A subset of a countable set is a countable set.
The following are examples of countable sets: a) the set J of all integers,
b) the set
of all rational numbers, c) the set P of all polynomials with
rational coecients, d) the set all straight lines in a plane each of which
passes through (at least) two dierent points with rational coordinates and
e) the set of all rational points in n .
Examples of uncountable sets are as follows: (i) an open interval ]a, b[, a
closed interval [a, b] where a = b, (ii) the set of all irrational numbers. (iii)
the set of all real numbers. (iv) the family of all subsets of a denumerable
set.
1.1.1
Cardinal numbers
Let all the sets be divided into two families such that two sets fall into
one family if and only if they are equivalent. This is possible because the
relation between the sets is an equivalence relation. To every such family
of sets, we assign some arbitrary symbol and call it the cardinal number of
each set of the given family. If the cardinal number of a set A is , A =
or card A = . The cardinal number of the empty set is dened to be
0 (zero). We designate the number of elements of a nonempty nite set
as the cardinal number of the nite set. We assign 0 to the class of all
denumerable sets and as such 0 is the cardinal number of a denumerable
set. c, the rst letter of the word continuum stands for the cardinal number
of the set [0, 1].
1.1.2
Preliminaries
Let A, B and C be three non-empty sets. Then the following laws hold
true:
1. Commutative laws
A B = B A and A B = B A
2. Associative laws
We have a nite number of sets
A (B C) = (A B) C and (A B) C = A (B C)
3. Distributive laws
A (B C) = (A B) (A C)
(A B) C = (A C) (A B)
4. De Morgans laws
(A B)c = (Ac B c ) and (A B)c = (Ac B c )
Suppose we have a nite class of sets of the form {A1 , A2 , A3 , . . . , An },
then we can form A1 A2 A3 . . . An and A1 A2 A3 . . . An . We
can shorten the above expression by using the index set I = {1, 2, 3, . . . , n}.
The above expressions for union and intersection can be expressed in short
by iI Ai and iI Ai respectively.
1.1.3
Zorns lemma
Let X be a partially ordered set such that every totally ordered subset
of X has an upper bound in X. Then X contains a maximal element.
Although the above statement is called a lemma it is actually an axiom.
1.1.5
Zermelos theorem
1.2
Function, Mapping
Example
Function
Preliminaries
Example
Let X = {a, b, c} and let Y = {d, e}. Consider the following subsets of
X Y:
F = {(a, b), (b, c), (c, d), (a, c)}, G = {(a, d), (b, d), (c, d)},
H = {(a, d), (b, e), (c, e)}, = {(a, c), (b, d)}
The set F is not a function from X to Y because (a, d) and (a, e) are
distinct members of F that have the same rst coordinate. The domain of
both G and H is X and the domain of is (a, b).
1.3
Linear Space
Examples
4 , unitary space C
n
Preliminaries
lp is a sequence x = {i } = {1 , 2 , . . . , n , . . .}, such that
|i |p < ,
i=1
|i +i |p < . Therefore, x+y lp . Similarly, we can show
follows that
i=1
1.3.2
Theorem
Preliminaries
Examples
(ii) n
n
n
Consider the real linear space
where every x
is an
ordered n-tuple of real numbers.
Let e1 = (1, 0, 0, . . . , 0), e2 =
(0, 1, 0, 0, . . . , 0), . . . , en = (0, 0, . . . , 1). We may note that {ei }, i =
1, 2, . . . , n is a linearly independent set and spans the whole space n .
Hence, {e1 , e2 , . . . , en } forms a basis of n . For n = 1, we get 1 and any
singleton set comprising a non-zero element forms a basis for 1 .
4
4
(iii) n
The complex linear space n is a linear space where every x n is
an ordered n-tuple of complex numbers and the space is nite dimensional.
The set {e1 , e2 , . . . , en }, where ei is the ith vector, is a basis for n .
4mn(+mn )
4mn is the space of all matrices of order m n. For i = 1, 2, . . . , n let
Eij be the mn matrix with (i, j)th entry as 1 and all other entries as zero.
Then, {Eij : i = 1, 2, . . . , m; j = 1, 2, . . . , n} is a basis for (4)mn (C mn ).
(v)
1.3.6
Theorem
Let E be a nite dimensional linear space. Then all the bases of E have
the same number of elements.
Let {e1 , e2 , . . . , en } and {f1 , f2 , . . . , fn , fn+1 } be two dierent bases in
E. Then, any element fi can be expressed as a linear combination of
10
e1 , e2 , . . . , en ; i.e., fi =
n
i=1
independent, the matrix [aij ] has rank n. Therefore, we can express fn+1
n
as fn+1 =
an+1j ej . Thus the elements f1 , f2 , . . . , fn+1 are not linearly
j=1
independent. Since {f1 , f2 , . . . , fn+1 } forms a basis for the space it must
contain a number of linearly independent elements, say m( n). On the
other hand, since {fi }, i = 1, 2, . . . , n + 1 forms a basis for E, ei can be
expressed as a linear combination of {fj }, j = 1, 2, . . . , n + 1 such that
n m. Comparing m n and n m we conclude that m = n. Hence the
number of elements of any two bases in a nite dimensional space E is the
same.
The above theorem helps us to dene the dimension of a nite
dimensional space.
1.3.7
Dimension, examples
4 = dim + = 1
(ii) dim 4n = dim +n = n
(i) dim
For an innite dimensional space it can be shown that all bases are
equivalent sets.
1.3.8
Theorem
If E is a linear space all the bases have the same cardinal number.
Let S = {ei } and T = {fi } be two bases. Suppose S is an innite
set and has cardinal number . Let be the cardinal number of T . Every
fi T is a linear combination, with non-zero coecients, of a nite number
of elements e1 , e2 , . . . , en of S and only a nite number of elements of T are
associated in this way with the same set e1 , e2 , . . . , en or some subset of it.
Since the cardinal number of the set of nite subsets of S is the same as
that of S itself, it follows that 0 , . Similarly, we can show that
. Hence, = . Thus the common cardinal number of all bases in
an innite dimensional space E is dened as the dimension of E.
1.3.9
Direct sum
Preliminaries
11
called the decomposition of the element x into the elements of the subspaces
n
X1 , X2 , . . . , Xn . In that case we can write E = X1 X2 Xn =
Xi .
i=1
1.3.10
Quotient spaces
(x + M ) + (y + M )
= (x + y ) + M
y+M
x+y
x+M
y
x+m
1.4
Metric Spaces
12
space let d(x, y) be the distance between them in , i.e., d(x, y) = |x y|.
The concept of distance gives rise to the concept of limit, i.e., {xn } is said
to tend to x as n if d(xn , x) 0 as n . The concept of continuity
can be introduced through the limiting process. We replace the set of real
numbers underlying by an abstract set X of elements (all the attributes of
which are known, but the concrete forms are not spelled out) and introduce
on X a distance function. This will help us in studying dierent classes of
problems within a single umbrella and drawing some conclusions that are
universally valid for such dierent sets of elements.
1.4.1
Examples
(1.1)
Preliminaries
Let,
13
z = (1 , 2 , . . . , n ). Then, 2 (x, z) =
n
(i i )2
j=1
n
n
n
(i i )2 +
(i i )2 + 2
(i i )(i i )
i=1
i=1
i=1
1/2 n
1/2
n
2
2
(i i )(i i )
(i i )
(i i )
i=1
i=1
i=1
(x, y)(y, z)
Thus,
4
4
i=1
complex plane
sup denotes the least upper bound (l.u.b.). l is called a sequence space
because each element of X (each point in X) is a sequence.
(iv) C([a, b])
Let X be the set of all real-valued continuous functions x, y, etc, that
are functions of an independent variable t dened on a given closed interval
J = [a, b].
We choose the metric dened by (x, y) = max |x(t) y(t)| where max
tJ
denotes the maximum. We may note that (x, y) 0 and (x, y) = 0 if and
only if x(t) = y(t). Moreover, (x, y) = (x, y). To verify the triangular
inequality, we note that
|x(t) z(t)| |x(t) y(t)| + |y(t) z(t)|
14
0, if x = y
.
1, if x = y
The above is called a discrete metric and the set X endowed with the
above metric is a discrete metric space.
Let X be a set and let be dened by, (x, y) =
All the metric axioms are fullled with the above metric. The set of real
bounded functions with the above metric is designated as the space M [a, b].
It may be noted that C[a, b] M ([a, b]).
(vii) The space BV ([a, b]) of functions of bounded variation
Let BV ([a, b]) denote the class of all functions of bounded variation on
n
[a, b], i.e., all f for which the total variation V (f ) = sup
|f (xi )f (xi+1 )|
i=1
is nite, where the supremum is taken over all partitions, a = x0 < x1 <
x2 < < xn = b. Let us take (f, g) = V (f g). If f = g, v(f g) = 0.
Else, V (f g) = 0 if and only if f and g dier by a constant.
(f, g) = (g, f ) since V (f g) = V (g f ).
If h is a function of bounded variation,
n
|(f (ti ) h(ti )) (f (ti1 ) h(ti1 ))|
(f, h) = V (f h) = sup
i=1
= sup
n
i=1
n
i=1
Preliminaries
15
+ sup
n
i=1
V (f g) + V (g h) = (f, g) + (g, h)
Thus all the axioms of a metric space are fullled.
If BV ([a, b]) is decomposed into equivalent classes according to the
equivalence relation dened by f
= g, and if f (t) g(t) is constant on
[a, b], then this (f, g) determines a metric on the space BV ([a, b]) of
such equivalent classes in an obvious way. Alternatively we may modify
the denition of so as to obtain a metric on the original class BV ([a, b]).
For example, (f, g) = |f (a) g(a)| + V (f g) is a metric of BV ([a, b]).
The subspace of the metric space, consisting of all f BV ([a, b]) for which
f (a) = 0, can naturally be identied with the space BV ([a, b]).
(viii) The space c of convergent numerical sequences
Let X be the set of convergent numerical sequences x =
{1 , 2 , 3 , . . . , n , . . .}, where lim i = . Let x = {1 , 2 , n , . . .} and
i
n
1
|i i |
i 1 + | |
2
i
i
i=1
where x = {i }
and
y = {i }.
Axioms 1-3 of a metric space are satised. To see that (x, y) also
satises axiom 4 of a metric space, we proceed as follows:
1
t
> 0,
Let
f (t) =
, t R. Since f (t) =
1+t
(1 + t)2
f (t) is monotonically increasing.
Hence |a + b| |a| + |b| f (|a + b|) f (|a|) + f (|b|).
Thus,
|a + b|
|a| + |b|
|a|
|b|
+
.
1 + |a + b|
1 + |a| + |b|
1 + |a| 1 + |b|
16
Let
a = i i , b = i i , where z = {i }.
Thus,
|i i |
|i i |
|i i |
+
1 + |i i |
1 + |i i | 1 + |zetai i |
2. Show that the set of all n-tuples of real numbers becomes a metric
space under the metric (x, y) = max{|x1 y1 |, . . . , |xn yn |} where
x = {xi }, y = {yi }.
3. Let
be the space of real or complex numbers. The distance of
two elements f, g shall be dened as (f, g) = (|f g|) where (x) is
a function dened for x 0, (x) is twice continuously dierentiable
and strictly monotonic increasing (that is, (x) > 0), and (0) = 0.
Then show that (f, g) = 0 if and only if f = g.
4. Let C([B]) be the space of continuous (real or complex) functions f ,
dened on a closed bounded domain B on n . Dene (f, g) = (r)
where r = max |f g|. For (r) we make the same assumptions as
4 is
1.4.3
Theorem (H
olders inequality)
1 1
If p > 1 and q is dened by + = 1
p q
1/p n
1/q
n
n
p
q
|xi yi |
|xi |
|yi |
(H1)
i=1
i=1
i=1
p
q
We have
|xi yi |
|xi |
|yi |
. The inequality is
i=1
i=1
i=1
th
(H3) If x(t) Lp (0, 1) i.e. pth power integrable, y(t) Lq (0, 1) i.e.
power integrable, where p and q are dened as above, then
1
0
|x(t)y(t)|dt
1/p
|x(t) dt
1/q
|y(t) dt
.
q
Preliminaries
17
a b
+ , a 0, b 0.
p q
(1.2)
f (t) = (t1 1)
so that
f (1) = f (1) = 0
f (t) > 0 for 0 < t < 1
and
n
|xi |p
|yi |q
i=1
i=1
for j = 1, 2, . . . n, we get
bj
|xj yj |
aj
1/p
1/q p + q , j = 1, 2, . . . , n.
n
n
|xj |p
|yj |q
j=1
j=1
n
aj
+
j=1
bj
=
1 1
+ = 1.
p q
n
n
n
|xj yj |
|xj |p
|yj |q
j=1
j=1
j=1
(1.3)
18
|xj |p <
[see H2],
|yj |q <
[see H2].
j=1
y q
j=1
|xj |p
|yj |q
Taking aj =
,
b
=
for j = 1, 2, . . .
j
|xi |p
|yi |q
i=1
i=1
we obtain as in above,
|xi |
|xj yj |p
1/p
p
i=1
|yi |q
aj
bj
1/q p + q .
i=1
1/p
1/q
p
q
|xi yi |
|xi |
|yi |
.
i=1
i=1
i=1
Taking
0
1
|x(t)|p
|x(t)|p dt
1
0
|y(t)|q dt <
and b = 1
0
|y(t)|q
|y(t)|q dt
[see H3].
in the inequality
a b
+ , and integrating from 0 to 1, we have
p q
1
|x(t)y(t)|dt
0
1
1
1
( 0 |x(t)|p dt)1/p ( 0 |y(t)q dt)1/q
a1/p b1 p
(1.4)
Preliminaries
1.4.4
19
(M1) If p 1, then
n
1/p
|xi + yi |
n
i=1
1/p
|xi |
i=1
n
1/p
|yi |
i=1
1/p
|xi + yi |
i=1
1/p
|xi |
i=1
1/p
|yi |
i=1
1/p
|x(t) + y(t)p dt
1
0
1/p
|x(t)p dt
+
1/p
|y(t)|p dt
(|xi | + |yi |)
.
i=1
i=1
Moreover, (|xi | + |yi |)p = (xi | + |yi |)p1 |xi | + (|xi | + |yi |)p1 |yi |.
Summing these identities for i = 1, 2, . . . , n,
1/p n
1/q
n
n
p1
p
p1 q
(|xi + yi | )|xi |
|xi |
((|xi | + |yi |) )
i=1
i=1
p
1/p
|xi |
i=1
Similarly we have,
n
(|xi | + |yi |)
i=1
p1
|yi |
n
i=1
i=1
n
(|xi | + |yi |)p
1/q
.
i=1
1/p
|yi |
n
1/q
(|xi | + |yi | )
p
i=1
1/p n
1/p
n
n
i=1
i=1
(1.5)
20
or,
n
1/p
(|xi | + |yi |)
n
i=1
1/q
(|xi | + |yi |)
i=1
1/p
|xi |
i=1
assuming that
n
n
(1.6)
1/p
|yi |
i=1
i=1
|xi |
+
|yi |
i=1
i=1
(1.7)
i=1
We examine
n
i=1
|xi + yi |p .
i=1
|xi + yi |
p
i=1
Assuming
by
i=1
|xi + yi |p
|xi + yi |
i=1
i=1
i=1
i=1
1/q
1/p
1/q
.
|xi + yi |p
|xi |p
+
|yi |q
i=1
1/q
p
i=1
i1
i=1
|xi | +
n
1/q
1/p
1/q
|xi + yi |(p1)q
|xi |p
+
|yi |q
i=1
|xi + yi |
p1
i=1
1/p
|xi + yi |p
i=1
1/p
|xi |p
i=1
1/p
|yi |q
(1.8)
Preliminaries
21
If
z(t) Lp (0, 1)
i.e.
0
0
1
0
1
i.e.
0
|x(t)|p dt <
|y(t)|p dt <
|z(t)|p dt <
(|z(t)|p1 ) p1 dt <
|x(t) + y(t)|p dt
Hence,
2p (|x(t)|p + |y(t)|p )
1
1
p
p
|x(t) + y(t)| dt 2
|x(t)|p dt +
0
Furthermore,
|y(t)| dt
p
+
0
1
0
(p1)/q
|x(t) + y(t)|
+
=
0
1/q
dt
1
0
1/p
|x(t)| dt
p
1/q
|x(t) + y(t)|(p1)q dt
1/q
p
|x(t) + y(t)| dt
1
0
1
0
1/p
|y(t)|p dt
1/p
|x(t)|p dt
+
0
1/p
.
|y(t)| dt
p
22
1/p
|x(t) + y(t)| dt
p
1/p
p
|x(t)| dt
+
1
0
1/p
|y(t)|p dt
(1.9)
Problems
1. Show that the Cauchy-Bunyakovsky-Schwartz inequality implies that
(|1 | + |2 | + + |n |)2 n(|1 |2 + + |n |2 ).
2. In the plane of complex numbers show that the points z on the open
unit disk |z| < 1 form a metric space if the metric is dened as
z1 z2
1+u
1
.
, where u =
(z1 , z2 ) = log
2
1u
1 z 1 z2
1.4.5
(n)
(n)
The spaces lp , l , lp , p 1, l
(n)
(n)
1/p
p
|xi yi |
. Let max |xi yi | = |xk yk |.
We dene p (x, y) =
1in
i=1
Then,
p (x, y) = |xk yk | 1 +
1/p
p
xi yi
xk y k .
n
i=1
i=k
1/p n
1/p n
1/p
n
|xi zi |p
|xi yi |p
+
|yi zi |p
i=1
i=1
i=1
axiom 4 of a metric space is satised. Hence the set X with the metric
(n)
p (x, y) is a metric space and is called l .
Preliminaries
23
|xi |p < (p 1, p xed).
x is said to belong to the space lp if
i=1
1/p
|xi yi |p
. The metric is a natural extension of the
p (x, y) =
i=1
(n)
1/p
p
the Minkowskis inequality (M2) yields (x, y) =
|xi zi |
=
i=1
1/p
|(xi yi ) + (yi zi )|p
i=1
1/2
|xi yi |2
i=1
1i
y = {y1 , y2 , . . . , .}.
1.4.6
24
limits are in the sense of uniform convergence. However, F ([0, 1]) admits
of only pointwise convergence. This means int M = , i.e., M is nowhere
dense, that is therefore a rst category set of functions [sec 1.4.9.]. Thus,
M is the set of real functions and their limits are in the sense of pointwise
convergence. Therefore, M is a set of the second category [sec. 1.4.9] and
the pointwise convergence is non-metrizable.
Problems
1. Find a sequence which converges to 0, but is not in any space lp where
1 p < .
|x y|
is a metric space.
2. Show that the real line with (x, y) =
1 + |x y|
3. If (X, ) is any metric space, show that another metric of X is dened
by
(x, y)
(x, y) =
.
1 + (x, y)
4. Find a sequence {x} which is in lp with p > 1 but x l1 .
5. Show that the set of continuous functions on (, ) with
(x, y) =
1
max[|x(t) y(t)| : |t| n]
is a metric space.
n 1 max[|x(t) y(t)| : |t| n]
2
n=1
1.4.7
Preliminaries
25
1.4.8
26
Figure 1.2(e).
x2
x2
x1
x2
x1
x1
B (0,1)(R 2, )
B (0,1)(R 2, )
B (0,1)(R 2, l )
(a)
(b)
(c)
x2
x2
||f f0||<r
x1
f0 + r
2r
f0
B (0,1)(R 2, l3)
1
(d)
f0r
x1
(e)
Fig. 1.2
Note 1.4.3. It may be noted that the closed sets of a metric space have
the same basic properties as the closed numerical point sets, namely:
(i) M N = M N ;
(ii) M M ;
(iii) M = M = M ;
(iv) The closure of an empty set is empty.
1.4.9
Theorem
In any metric space X, the empty set and the full space X are open.
To show that is open, we must show that each point in is the centre
of an open ball contained in ; but since there are no points in , this
requirement is automatically satised. X is clearly open since every open
ball centered on each of its points is contained in X. This is because X is
the entire space.
Note 1.4.4. It may be noted that an open ball B(0, r) on the real line is
the bounded open interval ] r, r[ with its centre as the origin and a total
length of 2r. We may note that [0,1[ on the real line is not an open set since
the interval being closed on the left, every bounded open interval with the
origin as centre or in other words every open ball B(0, r) contains points
of
not belonging to [0, 1[. On the other hand, if we consider X = [0, 1[
as a space itself, then the set X is open. There is no inconsistency in the
above statement, if we note that when X = [0, 1[ is considered as a space,
Preliminaries
27
there are no points of the space outside [0,1[. However, when X = [0, 1[ is
considered as a subspace of , there are points of outside X. One should
take note of the fact that whether or not a set is open is relevant only with
respect to a specic metric space containing it, but never on its own.
1.4.10
Theorem
28
1.4.12
Theorem
Theorem
Preliminaries
1.4.15
29
Examples
above metric, the space X is a metric space. Let {Pn (t)} be the sequence of
nth degree polynomials converging uniformly to a continuous function that
is not a polynomial. Thus the above sequence of polynomials is a Cauchy
sequence with no limit in the space (X, ). In what follows, we give some
examples of complete metric spaces.
1/2
n
(p)
(q)
(xp , xq ) =
|i i |2
. Now, if {xm } is a Cauchy sequence,
i=1
1/2
n
(p)
(q) 2
(xp , xq ) =
|i i |
<
for p, q > n0 (
).
(1.10)
i=1
(p)
(q)
30
xed t = t0 J = [a, b], |xn (t0 ) xm (t0 )| <
for m, n > n0 (
). Thus,
is complete,
{xn (t0 )} is a convergent sequence of real numbers. Since
{xn (t0 )} x(t0 ) . In this way we can associate with each t J a
unique real number x(t) as limit of the sequence {xn (t)}. This denes a
(pointwise) function x on J and thus x(t) C([a, b]). Thus, it follows from
(6.2), making n , max |xm (t) x(t)| <
for m n0 (
) for every t J.
Therefore, {xm (t)} converges uniformly to x(t) on J. Since xm (t)s are
continuous functions of t, and the convergence is uniform, the limit x(t) is
continuous on J. Hence, x(t) C([a, b]), i.e., C([a, b]), is complete.
Note 1.4.11. We would call C([a, b]) as real C([a, b]) if each member of
C([a, b]) is real-valued. On the other hand, if each member of C([a, b]) is
complex-valued then we call the space as complex ([a, b]).
By arguing analogously as above we can show that complex ([a, b]) is
complete. We next consider the set X of all continuous real-valued functions
on J = [a, b]. Let us dene the metric (x(t), y(t)) for x(t), y(t) X as
b
(x, y) =
|x(t) y(t)|dt.
0
if a t c
1
xn (t) =
nt nc + 1 if c t c
1
if c t b
xm (t ), xn (t )
O
1
c
m
1
c
n
C
t
Fig. 1.3
For n > m
b
a
1
1 1
1
1
1
|xn (t) xm (t)|dt = AOB = 1 c c +
<
+
2
n
m
2 n m
Preliminaries
31
i/p
(n)
(m) p
for n, m n0 (
). Or,
|i i |
<
. It follows that for
(n)
i=1
(m)
i=1
k
(m)
|i
i=1
i |p < p .
(m)
|i
i=1
(m)
(n)
and let
(n)
i |
4? In +? In l1?
In C([0, 1])? In
32
4. Let X be a metric space and B(x, r) the open ball in X with centre x
and radius r. Let A be a subset of X with diameter less than r that
intersects B(x, r). Prove that A B(x, 2r).
5. Show that the closure B(x0 , r) of an open ball B(x0 , r) in a metric
space can dier from the closed ball B(x0 , r).
6. Describe the interior of each of the following subsets of the real line:
the set of all integers; the set of rationals; the set of all irrationals;
]0, 1]; [0, 1]; and [0, 1[{1, 2}.
7. Give an example of an innite class of closed sets, the union of which
is not closed. Give an example of a set that (a) is both open and
closed, (b) is neither open nor closed, (c) contains a point that is not
a limit point of the set, and (d) contains no points that are not limit
points of the set.
8. Describe the closure of each of the following subsets of the real line;
the integers; the rationals; ]0, +[; ] 1, 0[]0, 1[.
9. Show that the set of all real numbers constitutes an incomplete metric
space if we choose (x, y) = | arctan x arctan y|.
10. Show that the set of continuous real-valued functions on J = [0, 1]
do not constitute a complete metric space with the metric (x, y) =
1
|x(t) y(t)|dt.
0
(n)
(n)
(n)
j
= j 2 for
Denition (dense set, everywhere dense set and nowhere dense set)
Given A and B subsets of X, A is said to be dense in B if B A. A is
said to be everywhere dense in X if A = X. A is said to be nowhere dense
C
in X, if A = X or X A = X or A = or intA = . The set of rational
numbers is dense in .
Preliminaries
33
1.4.17
Theorem
Let a nested sequence of closed balls [i.e., each of which contains all that
follows: B 1 B 2 . . . B n . . .] be given in a complete metric space X. If
the radii of the balls tend to zero, then these balls have a unique common
point.
1.4.18
Theorem
*
Then K =
Kn . We shall show that for every n = 1, 2, . . ., (i) Kn is
n=1
closed, and (ii) Kn is everywhere dense in . If (i) and (ii) are both
true, Kn = or Kn = . Since Kn is a closed set, it follows that Kn
is nowhere dense in . Hence K will become nowhere dense in .
34
h
. Since f is continuous, there is an M > N such that for kj > M , we
4
h
h
and |f (kj f ()| <
. Since lim kj = ,
have, |f (+h)f (kj +h)| <
j
4
4
f ( + h) f ()
fkj (kj + h) fkj (kj )
<
+
if kj > M , we have
h
h
f (| + h) f ()
n for all h > 0. Thus f Kn
n +
. It follows that
h
and Kn is closed.
For (ii) Let us suppose that g . Let
> 0 and let us partition [0,
1] into k equal intervals such that if x, x are in the same interval of the
th
partitioning, |g(x) g(x )| <
/2 holds. Let us consider
! i1 "the i !subinterval
"
i1
i
x k and consider the rectangle with sides g k and g ki . For all
k
"
!
! "
2 !y g !k + ""
points!within
the rectangle the ordinates satisfy g i1
k
2.
""
!
i1
,
g
Thus ki , g ki is on the right-hand side of the rectangle and i1
k
k
is on the left-hand side of the rectangle. By joining these two points by a
polygonal graph that remains within the rectangle and the line segments of
which have slopes exceeding n in absolute value, we thus obtain a continuous
function that is within
of g and as because its slope exceeds n, it belongs
to Kn . Thus Kn is dense in . Combining (i) and (ii) we can say
that Kn and hence K is nowhere dense in .
x2
/2
/2
g (x)
x1
i 1
k
Fig. 1.4
Preliminaries
1.4.20
35
Theorem
Theorem
X is dense in X,
and any fundamental sequence of points of
If X X,
Theorem
Theorem
36
5. Using completeness in
4, prove completeness of C.
4.
1.4.25
1.4.26
Theorem
Preliminaries
37
+ + (xn+p1 , xn+p )
( +
n
1
n
n+1
+ +
n+p1
)(x0 , A(x0 ))
n+p
1.4.27
Applications
|
=
max
a
(
)
(y1 2
1
2
ij j
i
i
j
i
i
j
n
max
|aij |(x1 , x2 ). Now if it is assumed that
|aij | < 1, for all i, then
j=1
j=1
38
Theorem
solution x(t) L2 ([a, b]) for every suciently small value of the parameter
.
b
k(t, s)x(s)ds. Let x(t)
Proof: Consider the operator Ax(t) = f (t)+
a
b
x2 (t)dt < . We rst show that for x(t) L2 ([a, b]),
L2 ([a, b]), i.e.,
Ax L2 ([a, b]).
(Ax) dt =
f (t)dt + 2
f (t)
k(t, s)x(s)ds dt
a
2
k(t, s)x(s)ds
Using Fubinis theorem th. 10.5 and the square integrability of k(t, s) we
can show that
b
b b
b
f (t)
k(t, s)x(s)ds dt =
k(t, s)x(s)f (t)dt ds
a
1/2
k (t, s)dt ds
a
1/2
1/2
b
2
f (t)dt
x (s)ds
2
< +
Similarly we have
k(t, s)x(s)ds
a
dt < .
Thus, A(x)
L2 ([a, b]). Therefore, A : L2 ([a, b]) L2 ([a, b]). Using the metric in
L2 ([a, b]), i.e., given x(t), y(y) L2 ([a, b]),
1/2
b
(Ax, Ay) =
a
|Ax Ay|2 dt
dt
Preliminaries
39
= ||
1/2
dt
||
a
2
|k(t, s)|2 dt ds
a
b
= ||
|x(s) y(s)|2 ds
1/2
1/2
|k(t, s)| dt ds
where
1/2
||
|k(t, s)| dt ds
and
<
1 if ||
<
b
a
1/2
holds, proving the existence and uniqueness of the solution of the given
integral equation for values of satisfying the above inequality.
(iii) Existence and uniqueness of solution for ordinary dierential
equations
Denition: Lipschitz condition
Let E be a connected open set in the plane 2 of the form E =
]s0 a, s0 + a[]t0 b, t0 + b[, where a > 0, b > 0, (s0 , t0 ) E. Let f
be a real function dened on E. We shall say that f satises a Lipschitz
condition in t on E, with Lipschitz condition M if for every (s, t1 ) and
(s, t0 ) in E, and s ]s0 a, s0 + a[, we have |f (s, t1 ) f (s, t0 )| M |t1 t0 |.
Let (s0 , t0 ) E. By a local solution passing through (s0 , t0 ) we mean a
function dened on s0 , (s0 ) = t0 , s, (s) E for every s ]s0 a, s0 +a[
and (s) = f (s, (s)) for every s ]s0 a, s0 + a[.
1.4.29
Theorem
above form that (s0 ) = t0 , (s), is dierentiable and (s) = f (s, (s)).
Let E1 E =]s0 a, s0 + a[]t0 a, t0 + b[ a > 0, b > 0 be an
open connected set containing (s0 , t0 ). Let f be bounded on E1 and let
|f (s, t)| A for all (s, t) E1 . Let d > 0 be such that (a) the rectangle
40
B and s J.
sNow (T )(s0) =t0s, T is continuous and for every s J, |T (s)t0 | =
f (t, (t))dt
|f (t, (t))|dt dA. Hence T B. Thus T maps
s0
s0
B into B.
We now show that T is a contraction. Let 1 , 2 B. Then for every
s J,
s
|T 1 (s) T 2 (s)| = (f (t , 1 (t ))) f (t , 2 (t ))dt
s0
dn < . If
Hence (sn+1 , tn+1 ) E1 . Since dn > 0 for all n,
n=1
n
1
n
is smaller than M, dn =
. Since
dn < ,
2
A2 + 1
A2 + 1
n=1
+
1
n = (A2 + 1)
dn < . On the other hand, if M is smaller
2
n=1
n=1
1
n
n
, then dn = M . Since
dn < , lim
than
< . Hence
2
n
2
2M
A +1
n=1
M must be of the order Kn, where K is nite. Now, the Lipschitz constant
1
n
< M and
dn < .
M cannot be arbitrarily large. Hence
2
A2 + 1
n=1
Therefore n 0 as n . Keeping in mind that D is the union of an
Preliminaries
41
Theorem
Quasimetric space
4
4
Example
Firstly, q(x1 , x1 ) = 0. If x3 = (3 , 3 ),
q(x1 , x2 ) = |1 3 | |1 2 | + |2 3 | = q(x1 , x2 ) + q(x3 , x2 )
Hence
42
9. Let X = {x
: x 1}
and let the mapping T : X X be
dened by T x = x/2 + x1 . Show that T is a contraction.
10. Let the mapping T : [a, b] [a, b] satisfy the condition |T x T y|
k|x y|, for all x, y [a, b]. (a) Is T a contraction? (b) If
T is continuously dierentiable, show that T satises a Lipschitz
condition. (c) Does the converse of (b) hold?
11. Apply the Banach xed theorem to prove that the following system
of equations has a unique solution:
21 + 2 + 3 = 4
1 + 22 + 3 = 4
1 + 2 + 23 = 4
12. Show that x = 3x2/3 , x(0) = 0 has innitely many solutions, x, given
by x(t) = 0 if t < c and x(t) = (t c)3 if t c, where c > 0 is
any constant. Does 3x2/3 on the right-hand side satisfy a Lipschitz
condition?
13. Pseudometric: A nite pseudometric on a set X is a function
: XX
satisfying for all x X conditions (1), (3) and
(4) of Section 1.4.1 and 2 (i.e. (x, x) = 0, for all x X).
Preliminaries
43
1.4.33
Separable space
The separability of the space C([0, 1]) In the space C([0, 1]), the set C0 ,
consisting of all polynomials with rational coecients, is countable. Take
any function x(t) C([0, 1]). By the Weierstrass approximation theorem
[Theorem 1.4.34] there is a polynomial p(t) s.t.
max |x(t) p(t)| <
/2,
t
> 0 being any preassigned number. On the other hand, there exists
another polynomial p0 (t) with rational coecients, s.t.,
max |p(t) p0 (t)| <
/2.
t
Hence (x, p0 ) = max |x(t) p0 (t)| <
. Hence C([0, 1]) is separable.
t
1.4.34
44
x
n k
k
x (1 x)nk f
k
n
k=0
p
|k |p < . Next, take an
natural number n0 such that for n > n0
2
k=n+1
[(x, x)] =
|k rk | +
p
k=1
k=n+1
|k rk |p <
k=1
p
. Then,
2
p
p
+
=
p where (x, x0 ) <
.
|k | <
2
2
p
2. Using the separability property of C([a, b]), show that Lp ([a, b]), a < b
(the space of pth power integrable functions) is separable.
1.5
Topological Spaces
Preliminaries
45
46
1.5.2
Example
Example
Examples
Preliminaries
1.5.7
47
Theorem
Denition: neighbourhood
Examples
Theorem
48
(ii) [1, 3]
4 are U -neighbourhoods of 2?
(iii) ]1, 3]
(iv) [1, 3[
Theorem
Let (X, ) be a topological space, and for each p X let up be the family
of -neighbourhoods of p. Then:
(i) If U up then p U .
(ii) If U up and V up , then, by the denition of neighbourhood,
there are -open sets G1 and G2 such that p G1 U and
p G2 V . Now, p G1 G2 where G1 G2 is a -open set. Since
p G1 G2 U V it follows that U V is a -neighbourhoods of
p. Hence U V up .
(iii) If U up , the family of -neighbourhoods of p, an open set G
such that p G U . Therefore, p G U V and V is a
-neighbourhood of p. Hence V up .
(iv) If U up , then there is a -open set V such that p V U .
Since V is a -open set, V is a neighbourhood of each of its points.
Therefore V uq for each q V .
1.5.14
Theorem
Preliminaries
1.5.15
49
Base at a point
Let (X, ) be a topological space and for each x X, let Bx be a
nonempty collection of -neighbourhoods of x. We shall say that Bx is a
base for the -neighbourhood system of x if for each -neighbourhood Nx
of x there is a B Bx such that x Bx Nx .
If Bx is a base for the -neighbourhood system of x, then the members
of Bx will be called basic -neighbourhoods of x.
Base for a topology
Let (X, ) be a topological space and B be a non-empty collection of
subsets of X such that
(i) B
(ii) x X, neighbourhoods Nx of x, Bx B such that
x Bx Nx .
Thus B is called the base of the topology and the sets belonging to B
are called basic open sets.
1.5.16
Examples
4
4
(i) Consider the usual topology U for the set of real numbers . The set
of all open intervals
of lengths 2/n(n = 1, 2, . . ,
.) is a base for ( , U ). The
1
open intervals x : |x x0 | < , (n = 1, 2, . . .) for ( , U ) form a base at
n
x0 .
(ii) In the case of a point in a metric space, an open ball centered on the
point is a neighbourhood of the point, and the class of all such open balls is
a base for the point. In the theorem below we can show a characterization
of openness of a set in terms of members of the base B for a topological
space (X, ).
1.5.17
Theorem
Lindel
of s theorem
50
1.5.20
Example
1. For each p
nd a collection Bp such that Bp is a base for the
D-neighbourhood system of p.
2. Let X = {a, b, c} and let = {X, , X, {a}, {b, c}}. Show that is a
topology for X.
3. For each p X nd a collection Bp of basic -neighbourhoods of p.
4. Prove that open rectangles in the Euclidean plane form an open base.
1.5.21
Let X = and A =]0, 1[. Then nd D(A) for the following cases:
(i) = U , the usual topology on
(ii) = UL , the lower limit topology on
(iii) = U4 , the upper limit topology on .
1.5.22
4
4
Theorem
Denition: -closure
Let (X, ) be the topological space and A be a subset of X. The closure of A denoted by A is the smallest -closed subset of X that contains
A.
Preliminaries
1.5.24
51
Theorem
Example
1
is an interior point of [0, 1],
2
but neither 0 nor 1 is an interior point of [0, 1]. The U -interior of [0, 1] is
]0, 1[. In the UL -topology for , 0 is an interior point of [0, 1] but 1 is not.
The UL -interior of [0, 1] is [0, 1[.
Consider the space ( , U ). The point
1.5.27
Example
Let X = and A be the set of all intervals. Now let D(A) be the derived
set of A. It is clear that D(A) = . Hence A = A D(A) = A = X.
Hence A is everywhere dense in X = . Similarly, the set
of rational
points, which is also a subset of , is everywhere dense in . Again, since
is countable the topological space
is separable.
1.6
Continuity, Compactness
1.6.1
Denition: continuity
52
1.6.2
Denition: homeomorphism
Theorem
Let I1 and I2 be any two open intervals. Then (I1 , U1 ) and (I2 , U2 ) are
homeomorphic, and a homeomorphism exists between the spaces (I1 , UI1 )
and (I2 , UI2 ).
Preliminaries
53
x2
Iu1
x1
Iu2
Fig. 1.5
1.6.7
1.6.9
Theorem
Theorem
54
n
intersection. In other words, if all F s are closed and
Fk = for a
k=1
F = . The converse result
nite subcollection {1 , 2 , . . . , n }, then
is also true, i.e., if every class of closed subsets of (X, ) having the FIP
has non-void intersection, then (X, ) is compact.
1.6.12
Theorem
Example
Preliminaries
55
Theorem
1.6.19
Corollary
p1
n
|xj yj |p .
j=1
4n(+n),
consider p (x, y) =
4 +
4 +
4 +
4 +
Theorem
Theorem
xM
example, consider the set of all functions x(t) such that x(0) = 0, x(1) = 1
1
x2 (t)dt, though
and |x(t)| 1. The continuous functional f (x) =
0
56
indicates that f (x) > 0 for every x = x(t) continuous curve that joins the
points (0,0) and (1,1). The fallacy is that the set of curves considered is
not compact even if the set is closed and bounded in C ([0,1]).
1.6.22
Let (X, ) be a complete metric space. The space of continuous realvalued functions on X with the metric, (x, y) = max[|f (x) g(x)|x X]
is a complete metric space, which we denote by C([X]). A collection F of
functions on a set X is said to be uniformly bounded if there is an M > 0
such that |f (x)| M x X and all f F. For subsets of C([X]),
uniform boundedness agrees with boundedness in a metric space, i.e., a set
F is uniformly bounded if and only if it is contained in a ball.
A collection F of functions dened on a metric space X is called
equicontinuous if for each
> 0, there is a > 0 such that (x, x ) <
|f (x) f (x )| <
for all x, x X and for f F . It may be noted
that the functions belonging to the equicontinuous collection are uniformly
continuous.
1.6.23
Theorem (Arzela-Ascoli)
Theorem
Preliminaries
57
7. Show that the unit ball in C([0, 1]) of points [x : max |x(t)| 1, t
[0, 1]] is not compact.
8. Show that X is compact if and only if for any collection F of closed
n
sets with the property that
Fi = for any nite collection in F,
i=1
it follows that {F , F F} = .
CHAPTER 2
NORMED LINEAR
SPACES
If a linear space is simultaneously a metric space, it is called a metric linear
space. The normed linear spaces form an important class of metric linear
spaces. Furthermore, in each space there is dened a notion of the distance
from an arbitrary element to the null element or origin, that is, the notion
of the size of an arbitrary element. This gives rise to the concept of the
norm of an element x or ||x|| and nally to that of the normed linear space.
2.1
2.1.1
Denition
4 (or +).
4 (or +)
59
Remark 2.1:
1. Properties (b) and (c) property (a).
0 = ||x x|| ||x|| + || x|| = 2||x||
which yields ||x|| 0.
2. If we regard x in a normed linear space E, as a vector, its length is
||x|| and the length ||x y|| of the vector x y is the distance between
the end points of the vectors x and y. Thus in view of (a) and (b)
and the denition 2.1.1, we say all vectors in a normed linear space E
have positive lengths except the zero vector. The property (c) states
that the length of one side of a triangle can never exceed the sum of
the lengths of the other two sides (Fig. 2.1(a)).
x+y
||x + y ||
||y ||
||x||
Fig. 2.1(a)
Fig. 2.1(b)
Examples
and
the unitary
Dene the sum and product of the elements by a scalar as in Sec. 1.4.2,
Ex. 2. The norm of x n is dened by
||x|| =
n
1/2
|i |
i=1
4n and +n are
60
1/p
p
|i |
.
We set for x = {i } lp , ||x|| as ||x|| =
i=1
p
1/p
|i + i |
i=1
p
1/p
|i |
p
i=1
1/p
|i |
<
i=1
1
0
1/p
|x(t)|p dt
for x(t) Lp ([0, 1]).
1
0
1/p
|y(t)|
<
2.1.3
61
Examples
n
1/2
i2
i=1
n
1/2
(m)
|i
i |
0 as m
i=1
p
1/p
|i |
i=1
(n)
62
1/p
|i |
i=1
1/p
|in |p
i=1
1/p
(x)
|i
i |
i=1
(2.1)
4+
4+
4+
4+
(2.2)
||xm x|| m N
xm x C([0, 1]).
63
4. l is a Banach space
Let {xm } be a Cauchy sequence in l and let xm = {im } l . Then
(m)
sup |i
i
(n)
i | , m, n N.
4+
4+
4+
Let m , then
(m)
|i
i | < m N (i = 1, 2, . . .)
(2.3)
(2.5)
In note 1.4.10, we have shown that the metric space (X, ) is not
complete, i.e., given a Cauchy sequence {xm } in (X, ), xm does not
64
1/2
b
2
(x(t)) dt
(2.6)
||x|| =
a
if t 0, 12
0 !
"
.
/
m t 12
xm (t) =
if t 12 , am
1
if t [am , 1]
1
1
where am = + .
2 m
Let us take a = 0 and b = 1 and n > m.
1
Hence, ||xn xm ||2 =
[xn (t) xm (t)]2 dt
0
=
1
1
2+n
1
2
= ABC =
1
1
m n
<
1
1
2+m
1
1
2+n
1
[see gure 2.1(c)].
m
The Cauchy sequence does not converge to a point in (X, || ||). For
every x X,
1
||xn x|| =
|xn (t) x(t)|2 dt
0
1/2
=
0
|x(t)|2 dt +
am
1/2
|1 x(t)|2 dt.
am
65
1/p
|x(t)| dt
.
p
With the help of Lebesgue integrals the space Lp ([0, 1]) can also be
obtained in a direct way by the use of Lebesgue integral and Lebesgue
measurable functions x on [0, 1] such that the Lebesgue integral of |x|p on
[0, 1] exists and is nite. The elements of Lp ([0, 1]) are equivalent classes of
those functions, where x is equivalent to y if the Lebesgue integral of |xy|p
over [0, 1] is zero. We discuss these (Lebesgue measures) in Chapter Ten.
Until then the development will take place without the use of measure
theory.
1
m
1
n
B
xn
xm
am
A
1
t
Fig. 2.1(c)
Fig. 2.1(d)
7. Space s
Every normed linear space can be reduced to a metric space. However,
every metric cannot always be recovered from a norm. Consider the space
with the metric dened by
(x, y) =
1 |i i |
,
2i 1 + |i i |
i=1
66
Proof: We have
(x + a, y + a) = ||x + a (y + a)|| = ||x y|| = (x, y)
(x, y) = ||x y|| = || ||x y|| = ||(x, y).
Problems
1. Show that the norm ||x|| of x is the distance from x to 0.
2. Verify that the usual length of a vector in the plane or in three
dimensional space has properties (a), (b) and (c) of a norm.
3. Show that for any element x of a normed linear space ||x|| 0 follows
from axioms (b) and (c) of a normed linear space.
n
1/2
n
2
4. Given x = {i }
, show that ||x|| =
|i |
denes a norm
on
4n .
i=1
||x|| = max{|1 |, |2 |, |3 |}
6. Show that the norm is continuous on the metric space associated with
a normed linear space.
7. In case 0 < p < 1, show with the help of an example that ||||p does not
p1
n
(n)
|i |p
, x=
dene a norm on lp unless n = 1 where ||x||p(n) =
{i }.
8. Show that each of the following denes a norm on
i=1
42 .
67
|x1 | |x2 |
(i) |x||1 =
+
, (ii) |x||2 =
a
b
,
|x1 | |x2 |
(iii) ||x|| = max
+
a
b
x22
x21
+ 2 ,
a2
b
where a and b are two xed positive real numbers and x = (x1 , x2 )
2
. Draw a closed unit sphere (||x|| = 1) corresponding to each of
these norms.
4 (+ )
Lemma
68
Interchanging x with y,
||y|| ||x|| ||y x||.
Hence | ||x|| ||y|| | ||x y||.
2.1.7
Lemma
4 where E is a Banach
Corollary
4+
4+
4+
Summable sequence
0m
0
0
0
0
0
||sm s|| 0 as m or 0
xn s0 0 as m .
0
0
n=1
n=1
n=1
||xn || < .
69
Theorem
||xn || = M < ,
n=1
K
n=1
0
0 n
n
0
0
0
0
||sn sm || = 0
xk 0
||xk ||
0
0
k=m+1
k=m+1
n=K
In the above, sn =
n
||xk ||.
k=1
1
n, m nk .
2k
70
k
n=0
Thus
||yk || ||y0 || +
k=0
1
, k 1.
2k
1
= ||y0 || + 1 < .
2k
k=1
Since normed linear spaces can be treated as metric spaces, all concepts
introduced in metric spaces (e.g., balls, spheres, bounded set, separability,
compactness, linear dependence of elements, linear subspace, etc.) have
similar meanings in normed linear spaces. Therefore, theorems proved
in metric spaces using such concepts can have parallels in normed linear
spaces.
Denition: ball, sphere
Let (E, || ||) be a normed linear space.
(i) The set {x E : ||x x0 || < r}, denoted by B(x0 , r), is called the
open ball with centre x0 and radius r.
(ii) The set {x E : ||x x0 || r}, denoted by B(x0 , r), is called a
closed ball with centre x0 and radius r.
(iii) The set {x E : ||x x0 || = r}, denoted by S(x0 , r), is called a
sphere with centre x0 and radius r.
Note 2.1.1.
71
3. Given r > 0
1
B(0, r) = {x E : ||x|| < r} = x E
0x0
2
0 0
:0 0<1
r
x
r
= rB(0, 1).
Therefore, in a normed linear space, without any loss of generality, we can
consider B(0, 1), the ball centred at zero with a radius of 1. The ball B(0, 1)
is called the unit open ball in E.
Denition: convex set, segment of a straight line
A set of elements of a linear space E having the form y = tx, x E,
x = 0, < t < is called a real line dened by the given element x and
a set of elements of the form
y = x1 + (1 )x2 , x1 , x2 X, 0 1
is called a segment joining the points x1 and x2 . A set X in E is called a
convex set if
x1 , x2 X x1 + (1 )x2 , x1 , x2 E, 0 1.
2.1.12
72
Note 2.1.2
(i) For any point x = , a ball of radius r > ||x|| with its centre in the
origin, contains the point x.
(ii) Any ball of radius r < ||x|| with centre in the origin does not contain
this point.
(n)
Fig. 2.2
73
2
1
1
1
1
Fig. 2.3
2.2
Since the normed linear space E is a special case of linear space, all
the concepts introduced in a linear space (e.g., linear dependence and
independence of elements, linear subspace, decomposition of E into direct
sums, etc.) have a relevance for E.
Denition: subspace
A set X of a normed linear space E is called a subspace if
(i) X is a linear space with respect to vector addition and scalar
multiplication as dened in E (1.3.2).
(ii) X is equipped with the norm || ||X induced by the norm || || on E
i.e., ||x||X = ||x||, x X.
We may write this subspace (X, || ||X ) simply as X.
74
4 +
4+
75
On the other hand, let X be closed, in which case it contains all of its
limiting points. Hence every Cauchy sequence will converge to some point
in X. Otherwise the subspace X will not be closed.
Examples:
4. Consider the space of sequences
x = (1 , 2 , . . . , n , 0, . . .) in
4(+),
c0 l and
= c0 .
where n = 0 for only nite values of n. Clearly,
2. If n m 0, prove that n ({a, b]) m ([a, b]) and that the space
n
([a, b]) with the norm induced by the norm on m ([a, b]) is not
closed.
76
2.3
Linear
Although innite dimensional normed linear spaces are more general than
nite dimensional normed linear spaces, nite dimensional normed linear
spaces are more useful. This is because in application areas we consider
the nite dimensional spaces as subspaces of innite dimensional spaces.
Quite a number of interesting results can be derived in the case of nite
dimensional spaces.
2.3.1
Theorem
x
x,
4 (+ )
1/2 n
1/2
2
2
=
||ei ||
|i |
i=1
= ||
x|| where =
i=1
!n
i=1
|ei |2
"1/2
77
(2.7)
0
0
0
0
0
0
0
0
0 n
0
0 i ei 0
0
0 ||
f (
x) = ||x|| = ||
x|| 0
x||
0
n
0 i=1
0
0
0
2
i 0
0
0
0
i=1
or in other words
||x y|| ||
x y||.
(2.8)
From (2.7) and (2.8) it follows that the mapping of E onto En is oneto-one.
The mapping from E onto En is one-to-one and onto. Both the mapping
and its inverse are continuous. Thus, the mapping is a homeomorphism.
The homeomorphism between E and En implies that in a nite dimensional
78
(2.9)
Note that
n
(2.10)
|i | = 1.
i=1
Hence it suces to prove the existence of a c > 0 such that (2.10) holds
n
|i | = 1.
for every n-tuples of scalars 1 , 2 , . . . , n with
i=1
Suppose that this is false. Then there exists a sequence {ym } of vector
n
(m)
(m)
(m)
|i | = 1
ym = 1 e1 + + n en ,
i=1
n
(m)
|i |
(m)
= 1 , we have |i
i=1
(m)
(i
(1)
(2)
) = (i , i , . . .)
(m)
79
n
(m)
ei ,
i=1
n
(m)
|i
(m)
| = 1 with scalars i
i as m
i=1
yn,m y =
n
i ei
i=1
where
Theorem (completeness)
(m)
ym = 1 e1 + 2 e2 + + n(m) en
Since {ym } is a Cauchy sequence, for every
> 0, there is an N such
that ||ym yp || <
when m, p > N . From this and the lemma 2.3.2, we
have for some c > 0
0
0
0
0
(m)
0
0
(m)
p
|i ip | for all m, p N
> ||ym yp || = 0 (i i )ei 0 c
0
0
i=1
i=1
80
n
|im ip | <
i=1
for all m, p > N.
c
4+
(m)
0
0 n
n
0
0
0
0
(m)
(m)
||ym y|| = 0 (i i )ei 0
|i i | ||ei ||.
0
0
i=1
i=1
(m)
Theorem (closedness)
Equivalent norms
81
x = 1 e1 + 2 e2 + + n en .
Then by lemma 2.3.2, we can nd a constant c > 0 such that
0
0
n
n
0
0
0
0
||x|| = 0
i ei 0 c
|i |
0
0
i=1
(2.11)
(2.12)
i=1
n
i=1
|i | ||ei ||
(2.13)
82
k1
n
|i |
i=1
(2.14)
||x|| 1 ||x||
1
k2
, k2 = max ||ei ||.
where 1 =
c
Problems
1. Let E1 be a closed subspace and E2 be a nite dimensional subspace
of a normed linear space E. Then show that E1 + E2 is closed in E.
2. Show that equivalent norms on a vector space E induces the same
topology on E.
3. If || || and || || are equivalent norms on a normed linear space E,
show that the Cauchy-sequences in (E, || ||) and (E, || || ) are the
same.
4. Show that a nite dimensional normed linear space is separable. (A
normed linear space is said to be separable if it is separable as a metric
space.)
5. Show that a subset L = {u1 , u2 , . . . , un } of a normed linear space E is
linearly independent if and only if for every x span L, there exists
a unique (1 , 2 , . . . n ) n ( n ) such that x = 1 u1 + 2 u2 +
3 u3 + + n un .
4 +
8. Let
be the vector space generated by the functions
1, sin x, sin2 x, sin3 x, . . . dened on [0, 1]. That is, f
if and only
if there is a nonnegative integer k and real numbers 1 , 2 , 3 , . . . , n
(all depending on f such that f (x) =
n sinn x for each x [0, 1]).
n=0
Show that
is an algebra and
is dense in C([0, 1]) with respect to
the uniform metric (A vector space of real-valued functions is called
an algebra of functions whenever the product of any two functions
in
is in
(Aliprantis and Burkinshaw [1])).
83
4+
||p||1 = |0 | + |1 | + + |n |,
||p|| = max{|0 |, |1 , . . . , |n |}.
Then show that || ||, ||p||1 , ||p||| are norms on E, ||p|| ||p||1 and
||p|| ||p||1 for all p E.
12. Show that equivalent norms on a linear space E induce the same
topology for E.
13. If two norms || || and || ||0 on a linear space are equivalent, show
that (i) ||xn x|| 0 implies (ii) ||xn x||0 0 (and vice versa).
2.3.7
Rieszs lemma
y0
Y
Z
Fig. 2.4
84
Clearly, d > 0 since Y is closed. We now take any (0, 1). By the
denition of an innum there is a y0 Y such that
d ||v y0 ||
(note that
(2.15)
1
.
||v y0 ||
Then ||z|| = 1 and we shall show that ||z y|| for every y Y .
Now,
where y1 = y0 + c1 y.
The form of y1 shows that y1 Y . Hence ||v y1 || d, by the denition
of d. Writing c out and using (2.15), we have
||z y|| = c||v y1 || cd =
d
d
d = .
||v y0 ||
Lemma
and
dist(y n , Zn )
1
.
2
85
Problems
1. Prove that if E is a nite dimensional normed linear space and X
is a proper subspace, there exists a point on the unit ball of E at a
distance from X.
2. Let E be a normed linear space. Show that the Riesz lemma with
= 1 holds if and only if for every closed proper subspace X of E,
there is a x E and y0 X such that ||x y0 || = dist (x, X) > 0.
3. Let E = {x C([0, 1]) : x(0) = 0} with the sup norm and
,
1
X= xE:
x(t)dt = 0 . Then show that X is a proper closed
0
2.4
Quotient Spaces
Theorem
4 by
86
Now x L as L is closed.
Hence x + L = L
Thus ||x + L||q = 0 x + L = L.
Further, for x, y E, we have,
||(x + L) + (y + L)||q = ||(x + y) + L||q
= inf{||(x + y) + m|| : m L}
= inf{||(x + m1 ) + (y + m2 )||, m1 , m2 L}
< inf{||x + m1 || : m1 L}
+ inf{||y + m2 || : m2 L}
= ||x + L||q + ||y + L||q
This proves the triangle inequality.
Now, for x L and
= || inf{||x + m || : m : L}
= || ||x + L||q
Thus we conclude that (E/L, || ||q ) is a normed linear space.
We will next suppose that E is a Banach space. Let (xn + L) be a
Cauchy sequence in E/L.
We next show that {xn + L} contains a convergent subsequence {xnk +
L}. Let the subsequence {xnk + L} be such that
1
2
1
+ L)||q < 2
2
1
2k
87
and
||yk+1 yk || <
1
(k = 1, 2, . . .)
2k
Then for p = 1, 2, . . .
||yk+p yk ||
p
i=1
p
i=1
1
1
= k+p1
2k+i1
2
Hence the Cauchy sequence {xn + L} converges in E/L and thus E/L is
complete.
Problems
1. Let M be a closed subspace of a normed linear space E. Prove that
the quotient mapping x x + M of E onto the quotient space E/M
is continuous and that it maps open subsets of E onto open subsets
of E/M .
2. Let X1 = (X1 , || ||1 ) and X2 = (X2 , || ||2 ) be Banach spaces over the
same scalar eld ( ). Let X = X1 X2 be the Cartesian product
of X1 and X2 . Then show that X is a linear space over ( ). Prove
that the following is a norm on X:
4+
4+
88
2.5
4(+).
89
and E
be two completions of a normed linear
Proof: Let, if possible, E
are complete and both
and E
space E. In particular, we assume that E
and
contain E as a dense subset. We now dene an isometry T between E
For each x
since E is dense in E,
a sequence {xn } of points of
E.
E,
E converging to x
. But we may also consider {xn } as a Cauchy sequence
and E
being complete, it must converge to x
Dene T x
in E
E.
=x
by the construction. In what follows we will show that this construction
is independent of the particular sequence {xn } converging to x
and gives
90
then
and xn x
{xn } x
in E
in E,
||x||E = lim ||xn ||
n
and
||x
||E = lim ||xn ||.
n
Example: The completion of the normed linear space (P[a, b], || || ) where
P[a, b] is the set of all polynomials with real coecients dened on the
closed interval [a, b], is the space (C([a, b]), || || ).
CHAPTER 3
HILBERT SPACE
A Hilbert space is a Banach space endowed with a dot product or scalar
product. A normed linear space has a norm, or the concept of distance,
but does not admit the concept of the angle between two elements or
two vectors. But an inner product space admits both the concepts such
as the concept of distance or norm and the concept of orthogonalityin
other words, the angle between two vectors. Just as a complete normed
linear space is called a Banach space, a complete inner product space is
called a Hilbert space. An inner product space is a generalisation of the
n-dimensional Euclidean space to innite dimensions.
The whole theory was initiated by the work of D. Hilbert (1912)
[24] on integral equations. The currently used geometrical notation and
terminology is analogous to that of Euclidean geometry and was coined by
E. Schmidt (1908) [50]. These spaces have up to now been the most useful
spaces in practical applications of functional analysis.
3.1
3.1.1
92
x = x, x 2 0
(3.1)
x y, x y.
(3.2)
Hence inner product spaces are normed linear spaces, and Hilbert
spaces are Banach spaces.
In (c) the bar denotes complex conjugation. In case,
x = (1 , 2 , . . . n , . . .)
and y = (1 , 2 , . . . n , . . .)
x, y =
i i .
(3.3)
i=1
(c ) x, y + z = x, y + x, z.
3.1.2
Observation
It follows from (a ) that the inner product is linear in the rst argument,
while (b ) shows that the inner product is conjugate linear in the second
argument. Consequently, the inner product is sesquilinear, which means
that 1 12 times linear.
3.1.3
1.
Examples
x, y =
n
i=1
i i
(3.5)
Hilbert Space
93
where x = (i , 2 , . . . n ), and y = (1 , 2 , . . . n )
In fact, from (3.5) it follows
1
2
x = x, x =
n
12
i2
i=1
(x, y) = x y = x y, x y 2 = {(1 1 )2 + + (n n )2 } 2
The completeness was established in 1.4.16.
2. Unitary space n
The unitary space
by
n
i i
(3.6)
i=1
where x = (1 , 2 , . . . n ) and y = (1 , 2 , . . . n ).
From (3.6) we obtain the norm dened by
1
2
x = x, x =
n
12
|i |
i=1
n
12
|i i |
i=1
i i
(3.7)
i=1
where
Since
x = (i , 2 , . . . n , . . .) l2 and y = (1 , 2 , . . . n , . . .) l2 .
x, y l2 ,
|i |2 < and
|i |2 < .
i=1
i=1
94
We have x, y =
i i
i=1
1/2
|i |
i=1
1/2
|i |
<
(3.8)
i=1
12
1
x = x, x 2 =
|i |2 .
i=1
Using the metric induced by the norm, for l2 , we see that all the axioms
3.1.1(a)(d) are fullled.
4. Space L2 ([a, b])
The inner product is dened
x, y =
x(t)y(t)dt
(3.9)
for x(t), y(t) L2 ([a, b]) i.e., x(t), y(t) are Riemann square integrable.
The norm is then
12
b
1
2
x(t) dt
where x(t) L2 ([a, b]).
x = x, x 2 =
a
Using the metric induced by the norm we can show that L2 ([a, b]) is a
Hilbert space.
In the above x(t) is a real-valued function.
In case x(t) and y(t) are complex-valued functions we can dene the
b
inner product x, y as x, y =
x(t)y(t)dt with the norm given by
a
x(t) =
12
|x(t)| dt
3.2
Cauchy-Bunyakovsky-Schwartz
Inequality
3.2.1
Lemma
(CBS)
(Cauchy-Bunyakovsky-Schwartz
(CBS)
inequality)
(3.10)
Hilbert Space
95
y, x
.
x, x
|x, y|2
0 or, |x, y| x|y|.
x, x
3.3
Parallelogram Law
3.3.1
Parallelogram law
The parallelogram law states that the norm induced by a scalar product
satises
x + y2 + x y2 = 2(x2 + y2 )
(3.11)
where x, y are elements of an inner product space.
Proof: x + y2 = x + y, x + y = x, x + x, y + y, x + y, y.
x y2 = x y, x y = x, x x, y y, x + y, y.
Therefore, x + y2 + x y2 = 2(x2 + y2 ).
96
x
Fig. 3.1 Parallelogram with sides x and y in the plane
Space lp
The space C([0, 1]) is not an inner product space and hence not a Hilbert
space.
We show that the norm dened by
x = max |x(t)|
0t1
Hilbert Space
97
Now, in ,
1
1
(x + y2 x y2 ) = [x + y, x + y x y, x y]
4
4
1
= [x,
y + x, y + y, x x,
x y,
y + x, y + y, x].
x + y,
4
= x, y since in , x, y = y, x.
In
1
[(x + y2 x y2 ) + i(x + iy2 x iy2 )]
4
1
= [{x,
x y,
y + x, y + y, x}
x + y,
y + x, y + y, x x,
4
+ i{x,
x iiy,
x + x, iy + iy, x + iiy,
y x,
y + x, iy + iy, x}]
1
[2x, y + 2x, y + 2x, y 2x, y] = x, y.
4
which is the polarization identity.
3.3.4
Theorem
98
1
[(4x2 + 2i(x|2 x2 )]
4
= x2
(3.13)
u + w, v + u w, v = 2u, v
(3.14).
Putting u + w = x
Hilbert Space
Hence
99
9x
:
1
, y = x, y.
n
n
rn x, y x, y
But
rn x, y = rn x, y
and
rn x + y x + y
ix, y =
Lemma
100
Hence,
2
.
x + y 4
2 = 2 2 if = 1 1 4
3.4
Orthogonality
3.4.1
3.4.2
Denition: subspace
Hilbert Space
3.4.3
101
Closed subspace
Example
Consider the Hilbert space l2 and let X be the subset of all nite
sequences in l2 given by
X = {x = {i } l2 : i = 0 for i > N, N is some positive integer}.
X is a proper subspace of l2 , but X is dense in l2 . Hence X = l2 = X.
Hence X is not closed in l2 .
Problems [3.13.4]
1. Let 1 , 2 , . . . n be n strictly positive real numbers. Show that
the function of two variables , : n n , dened by
n
x, y =
i xi yi , is an inner product on n .
i=1
Re (x, y)
, 0 x,y
(x, x)(y, y)
1
[x + y2 x y2 + ix + iy2 ix
4
102
5. [Limaye [33]] Let X be a normed space over . Show that the norm
satises the parallelogram law, if and only if in every plane through
the origin, the set of all elements having norm equal to 1 forms an
ellipse with its centre at the origin.
6. Let {xn } be a sequence in a Hilbert space H and x H such that
lim xn = x, and lim xn , x = x, x. Show that lim xn = x.
n
x+
y
y
x
Fig. 3.2
1
1
x y2 + 2z (x + y)2 .
2
2
Show that this identity can also be obtained from the parallelogram
law.
3.5
(3.15)
(3.16)
Hilbert Space
103
y2
No y
(A unique y )
Fig. 3.3
y1
(infinitely many y s)
Fig. 3.4
Fig. 3.5
3.5.1
(3.17)
x yn , x yn h, x yn x yn , h + h, h d
or,
x yn 2 h, x yn x yn , h + | |2 h2 d,
Let us put =
x yn , h
h2
|x yn , h|2
d,
h2
104
or
or
(3.18)
( dn d + dm d)h
(3.19)
(3.19) yields
+
+
|yn ym , h|
( dn d + dm d)
h
Taking supremum of LHS we obtain,
yn ym ( dn d + dm d)
(3.20)
(3.21)
(3.23)
(3.24)
Lemma
Hilbert Space
Then,
105
y, z1 = 0, y, z2 = 0.
Hence,
z L.
B
Fig. 3.6 Projection of x on L
Theorem
Proof: Let d = inf x0 y2 . Let us choose {yn } in L such that
yL
lim x yn 2 = d
(3.25)
106
or
Since L is convex, ym , yn L
ym + y n
x2 .
2
ym + yn
L
2
ym + yn
x2 d.
2
ym yn 2 2ym x2 + 2yn x2 4d.
Hence
Hence,
Then
Then,
x
0 2
0
Hence
y0 = z0 .
3.5.4
Theorem
and (ii) x y0 L .
Theorem 3.5.3 guarantees the existence of a unique y0 L such that
x y0 = inf x y.
yL
(3.26)
| | y 2 Re { (x y0 ), y}.
(3.27)
2 Imx y0 , y y2
(3.28)
Hilbert Space
3.5.5
107
Lemma
3.6
Direct sum
108
where x H, y L and z L.
x=y+z
(3.30)
inf
yL+L
x y = d > 0
Hilbert Space
109
y M and z M
z M
Consequently, z0 M M .
But M M = {}, because they are each closed subspaces.
Therefore its follows that z0 = , which contradicts the fact that
L + L = is a proper subspace of H.
Hence H = L + L . Since L L = {}, H = L L .
3.6.2
Projection operator
z = x y = x P x = (I P )x.
Thus
PH = L
Now,
P y = y, y L
(I P )H = L
and
P z = 0, z L .
Thus the range of P and its null space are mutually orthogonal. Hence the
projection mapping P is called an orthogonal projection.
3.6.3
Theorem
110
3.6.4
Theorem
xM
42 nd L if
Hilbert Space
111
3.7
Orthogonal System
e1
Example
2inx
{e
}, n = 0, 1, 2, . . . is an example of an orthonormal sequence in
the complex space L2 ([0, 1]).
3.7.3
Theorem (Pythagorean)
112
Proof:,
Since a1 , a2 , . . . ak
ai , aj = ai 2 if i = j
=0
if i = j.
are
mutually
orthogonal
elements,
a1 + a2 + + ak 2 = a1 + a2 + + ak , a1 + a2 + + ak
=
k
k
ai , aj =
i=1 j=1
k
k
ai , ai =
ai 2 .
i=1
i=1
Examples
n
(n dimensional Euclidean space): In n the orthonormal
1.
set is given by e1 = (1, 0 0), e2 = (0, 1, . . . 0), . . . en = (0, 0, . . . 1)
respectively.
2.
l2 space: In l2 space the orthonormal set {en } is given by,
e1 = (1, 0, . . . 0 ), e2 = (0, 1, 0, . . . 0 ), en = (0, 0, 0, . . . 0, 1 . . .)
respectively.
3. C([0, 2]): The inner product space of all continuous real-valued
functions dened on [0, 2] with the inner product given by: u, v =
2
u(t)v(t)dt.
0
We want to show that {un (t)} where un (t) = sin nt is an orthogonal
sequence.
2
2
un (t)um (t)dt =
sin nt sin mt dt
un (t), um (t) =
0
0
0 n = m
=
n = m = 1, 2, . . .
Hilbert Space
113
vn , vm =
cos nt cos mt dt
0
0, m = n
, m = n = 1, 2
=
2, m = n = 0.
2
3.7.6
n
ci ei ,
i=1
explain
the
Gram-Schmidt
ortho-
114
gm = 0
then
We take
Thus
gm+1 e1 , e2 , . . . em .
gm+1 = am+1 is a linear combination of e1 , e2 , . . . em
Hence,
3.7.7
1.
(Orthonormal polynomials) Let L2, ([a, b]) be the space
of square-summable functions with weight functions (t).
Let us
take a linearly independent set 1, t, t2 tn in L2, ([a, b]). If we
orthonormalize the above linearly independent set, we get Chebyshev
system of polynomials, p0 = const., p1 (t), p2 (t), . . . , pn (t), . . . which are
orthonormal with weight (t), i.e.,
b
(t)pi (t)pj (t)dt = ij .
a
(t)
Polynomial
(i) a = 1, b = 1
Legendre polynomials
(ii) a = , b =
t2
Hermite polynomials
Laguerre polynomials
(iii) a = 0, b =
Hilbert Space
115
1
1
dt = 2, i.e., g1 =
2n + 1
1
g1
= =
Pn (t)n=0
g1
2
2
1 dn 2
Pn (t) = n
(t 1)n .
2 n! dtn
a2 , g1
1 1
g2 = a2
g1 = t
t dt = t.
g1
2 1
;
1
3
2
g2
2
2
=
t.
g2 =
t dt = , e2 =
3
g2
2
1
;
2n + 1
e2 =
P2 (t)n=1 .
2
e1 =
where
Take,
Thus
(3.31)
N
j=0
1
2n n!
(1)j
dn 2n n
[t C1 t2n1 + (1)n ]
dtn
applying binomial theorem
(2n 2j)!
tn2j
j)!(n 2j)!
2n j!(n
n
(n 1)
if n is even and N =
if n is odd.
2
2
Next, let us take g3 = a3 a3 , e1 e1 a3 , e2 e2
1
1 1 2
3
1
= t2
t dt t
t3 dt = t2 .
2 1
2 1
3
2
1
1
8
g3 2 =
dt =
t2
.
3
45
1
;
;
5 1 2
2n + 1
(3t 1) =
Pn (t)n=2
e3 =
2 2
2
We next want to show that
;
1
12
2
2
Pn =
Pn (t)dt =
2n
+1
1
(3.32)
where N =
(3.33)
116
= 2(2n)!
vn dt = 2(2n)!
cos2n+1 d
(1 t2 )n dt
(t = sin )
22n+1 (n!)2
=
.
2n + 1
0
0;
0 2n + 1 0
0
0
Pn 0 = 1.
Thus 0
0
0
2
1
1
((t2 1)m )(m) ((t2 1)n )(n) dt
Next, Pm , Pn = m+n
2
m!n! 1
1
1
= m+n
(v m )(m) (v n )(n) dt
2
m!n! 1
where m > n (suppose) and v = t2 1.
+1
1
(v m )(m) (v n )(n1)
= m+n
2
m!n!
1
1
2m
(v m )(m1) (vn )(n+1) dt
(1)n 2m 2(m n)
=
2m+n m!n!
(v m )(mn) dt = 0
m > n.
(3.34)
and (3.32) can also be obtained by applying the power series method to
(3.34).
Hilbert Space
117
y
P0
P1
P2
1
1
Fig. 3.8 Legendre polynomials
Remark 1.
Legendre polynomials nd frequent use in applied
mathematics, especially in quantum mechanics, numerical analysis, theory
of approximations etc.
(ii) Hermite polynomials
Since a = and b = , we consider L2 ([, ]) which is also
a Hilbert space. Since the interval of integration is innite, we need
to introduce a weight function which will make the integral convergent.
t2
We take the weight function w(t) = e 2 so that the Gram-Schmidt
orthonormalization process is to be applied to w, wt, wt2 . . . etc.
a0 2 =
w2 (t)dt =
et dt = 2
et dt =
t2
w
e 2
e0 = 1 = 1
( ) 2
( ) 2
Take
[ w2 tdt]
a1 , g0
g1 = a 1
g0 = wt
g0 2
3t2
te 2 dt
= wt.
= wt
2
2 2
2
g1 =
w t dt =
t2 et dt
3
1
2
z 2 1 ez dz putting z = t2 .
2 0
1
3
=
=
since (n + 1) = n(n).
2
2
<
t2
t2
2te 2
1
g1
e 2 2t
= 1 =
e1 (t) =
g1
21
( ) 2
so that
118
2
1
t2
Hn (t), n 1
e
2n n!
(3.35)
t2
and
e0 (t) =
e 2
1
( ) 2
H0 (t)
dn t2
(e ), n = 1, 2, 3, . . .
dtn
Hn are called Hermite polynomials of order n. H0 (t) = 1.
where
(3.36)
N
(1)j
j=0
2n2j
tn2j
j!(n 2j)!
(3.37)
n
(n 1)
where N = if n is even and N =
if n is odd. The above form
2
2
can also be written as
N
(1)j
n(n 1) (n 2j + 1)(2t)n2j
(3.38)
Hn (t) =
j!
j=0
t2
Thus
e 2
e0 (t) = 1 H0 (t)
( ) 2
<
t2
t2
t2
e 2 (2t)
2te 2
1
e 2 Hn (t)n=1 .
e1 (t) = 1 = 1 =
n
2 n!
( ) 2
(2 ) 2
(3.36) yields explicit expressions for Hn (t) as given below for a few values
of n.
H1 (t) = 2t
H0 (t) = 1
H2 (t) = 4t2 2
M
(1)j
j=0
j!
(n 1)(n 2) (n 2j)(2t)n12j
= 2nHn1 (t)
where N =
(n 2)
(n 1)
if n is even and N =
if N is odd.
2
2
Hilbert Space
119
Hm (t)(u)(n) dt
2m
= Hm (t)(u)(n1)
= 2m
Hm1 (u)n1 dt
Hm1 (u)(n1) dt
H0 (t)(u)(nm) dt
= (1)m 2m m!(u)(nm1)
= (1)m 2m m!
=0
n n
= (1) 2 n! .
2
et Hn2 (t)dt = 2n n! .
Hence
Take
e 2 , te 2 , t2 e 2 .
t
g0 = e 2 , g0 2 =
e0 =
t
g0
= e 2
g0
t
et dt = 1.
g1 = te 2 te 2 , e 2 e 2
120
te
2t
,e
2t
=
tet
te dt =
+
1 0
et dt = 1.
g1 = (t 1)e 2
t
2t
2t
(t 1)2 et dt = 1.
Ln (t), n = 0, 1, 2
(3.39)
L0 (t) = 1, Ln (t) =
i.e.
(3.40)
(3.41)
j=0
L0 (t) = 1,
1
L2 (t) = 1 2t + t2
2
3
1
L3 (t) = 1 3t + t2 t3 .
2
6
2 3
1 4
2
L4 (t) = 1 4t + 3t t + t
3
24
=2
a2 , e0 =
t2 et dt = 2.
2 2t
g2 (t) = t e
t2 et dt = 4.
g2 (t) =
=
0
Hilbert Space
121
=
0
= 4.
"
!
e2 (t) = 1 2t + 12 t2 et .
The orthogonality {Lm (t)} can be proved as before.
3.7.8
Fourier series
i=1
0
02 =
>
n
n
n
0
0
0
0
i ei 0 = x
i e i , x
i e i
Hence 0x
0
0
i=1
i=1
i=1
> = n
> = n
>
= n
n
i ei
i ei , x +
i e i ,
i ei
= x, x x,
i=1
= x|2
n
i=1
i x, ei
i=1
= x2
n
Therefore, x
i=1
i ei , x +
i=1
i di
i=1
n
n
n
n
i=1
i j ei , ej
i=1 j=1
i di +
i=1
n
|i |2 where di = x, ei .
i=1
i ei 2 = x2
n
|di |2 +
i=1
n
|i di |2 .
i=1
i=1
n
i=1
di e i =
di e i .
i=1
i=1
|di |2 = x2 .
(3.44)
i=1
122
Then
y=
i=1
|di |2 = y2 .
i=1
|di |2 x2
(3.46)
i=1
3.8
3.8.1
Examples
Hilbert Space
123
2
sin t, un = 0. But the system 12 , 1 cos t, 1 sin t, 1 cos 2t, . . . is a
complete orthonormal system.
3.8.3
Theorem
Theorem
Theorem
124
i=1
d2i = x 2
(3.47)
holds.
Proof: Let {ei } be a closed orthonormal system. Then the subspace
spanned by {ei } coincides with H.
Let x H be any element. Then the Fourier series (c.f. 3.7.8) WRT
the closed system is given by
x=
di e i
where di = x, ei ,
i=1
d2i where di = x, ei
x2 =
and
ei 2 = 1.
i=1
3.8.7
Corollary
i=1
1
x(t) =
xn eint
2 n=
(3.48)
Hilbert Space
125
One can conclude that the partial sums of 3.48 is the vector un (t) =
n
xk eikt converges to the vector x in the sense of L2 , i.e.,
1
2
k=
Theorem
(n)
C e
e = lim xn = lim
n
(n)
C e .
1
The above relation shows that e is a linear combination of
2
e | ,
=
be a sequence of scalars such that
|i |2 converges then show that
i=1
i=1
N.
126
i.
4. Let {en } be a orthonormal sequence in a Hilbert space H. Prove that
n=1
5. Show that on the unit disk B(|z| < 1) of the complex plane z = x+iy,
the functions
12
k
gk (x) =
z k1 (k = 1, 2, 3)
n=1
x, en 2
n=1
x, y =
x, en en , y
n=1
0}.
holds, where {ei , e2 , . . .} = {e : x, e = 0 and y, e =
7. Let L be a complete orthonormal set in a Hilbert space H.
u, x = v, x for all x L, show that u = v.
8. The Haar system in L2 ([0, 1]) is dened as follows:
(a)
? 1
1, x 0,
1 )
(0)
1 (x) =
1, x
,1
0, x = 1
2
If
Hilbert Space
127
and for m = 1, 2, . . . ;
(K)
m (x) =
K = 1, . . . 2m
K 1 K 12
m
2 , x
,
m
m
2 1 2
K2 K
,
2m , x
2m 2m
K 1 K
,
0,
x [0, 1]
2m 2m
(K)
and at that nite set of points at which m (x) has not yet been
(K)
dened, let m (x) be the average of the left and right limits of
(K)
(K)
m (x) as x approaches the point in question. At 0 and 1, let m (x)
assume the value of the one-sided limit. Show that the Haar system
given by
(0)
(0)
(K)
{0 , 1 m , m = 1, 2, . . . ; K = 1, . . . 2m }
is orthonormal in L2 ([0, 1]).
9. If H has a denumerable orthonormal basis, show that every
orthonormal basis for H is denumerable.
10. Show that the Legendre dierential equation can be written as
[(1 t2 )Pn ] = n(n + 1)Pn .
Multiply the above equation by Pn and the corresponding equation
in Pm by Pn . Then subtracting the two and integrating resulting
equation from 1 to 1, show that {Pn } in an orthogonal sequence in
L2 ([1, 1]).
11. (Generating function) Show that
1
=
Pn (t)w n .
1 2tw + w2 n=0
1
Hn (t)w n .
n!
n=0
128
3.9
Fourier coecients. As shown earlier the series
|ci |2 is convergent
i=1
12
|ci |
= |
xl2
(3.49)
i=1
where the subscripts H and l2 denote the respective spaces whose norms
are taken.
Moreover, it is clear that if x H corresponds to x
l2 , and y H
corresponds to y l2 , then x y corresponds to x
y. It then follows from
(3.49) that
x yl2 .
(3.50)
x yM =
Let us suppose that z = {i } is an arbitrary element in l2 . We next consider
n
in H the elements zn =
i ei , n = 1, 2, . . .
i=1
n
i ei 2 =
i=m+1
Now,
n
|i |2 .
i=m+1
zm zn 0 as n, m .
It therefore follows that the i are Fourier coecients of z w.r.t. the chosen
orthonormal system {ei }. Thus each element z l2 is assigned to some
element z H. In the same manner, corresponding to every z l2
we can nd a z H. Thus a one-to-one correspondence between the
elements of H and l2 is established. The formula (3.50) shows that the
correspondence between H and L2 is an isometric correspondence. Now, if
x H corresponds to x l2 and y H corresponds to y l2 , x y H2
corresponds to x
y l2 . Again x H corresponds to
x l2 for any
Hilbert Space
129
Theorem
CHAPTER 4
LINEAR OPERATORS
There are many operators, such as matrix operator, dierential operator,
integral operator, etc. which we come across in applied mathematics,
physics, engineering, etc. The purpose of this chapter is to bring the
above operators under one umbrella and call them linear operators. The
continuity, boundedness and allied properties are studied. If the range of
the operators is , then they are called functionals. Bounded functionals
and space of bounded linear functionals are studied. The inverse of an
operator is dened and the condition of the existence of an inverse operator
is investigated. The study will facilitate an investigation into whether a
given equation has a solution or not. The setting is always a Banach space.
4.1
We know of a mapping from one space onto another space. In the case of
vector spaces, and in particular, of normed spaces, a mapping is called an
operator.
4.1.1
Given two topological linear spaces (Ex , x ) and (Ey , y ) over the same
scalar eld (real or complex) an operator A is dened on Ex with range in
Ey .
We write y = Ax; x Ex and y Ey .
The operator A is said to be linear if:
(i) it is additive, that is,
A(x1 + x2 ) = Ax1 + Ax2 , forall x1 , x2 Ex
(ii) it is homogeneous, that is,
A(x) = Ax,
130
(4.1)
Linear Operators
131
n
aij j
(i = 1, 2, . . . , n)
j=1
i=1,...,n
j=1,...,n
x = (1 , 2 , . . . , n ) Ex
If x1 = (11 , 21 , . . . , n1 ) and x2 = (12 , 22 , . . . , n2 ) and y 1 =
and y 2 = (12 , 22 , . . . , n2 ) such that
(11 , 21 , . . . , n1 )
Ax1 = y1
n
aij j1 = i1 , i = 1, 2, . . . , n
j=1
2
Ax = y
n
aij j2 = i2 , i = 1, 2, . . . , n
j=1
Then
A(x1 + x2 ) = (
aij (j1 + j2 )) = (
aij j1 ) + (
aij j2 )
= Ax1 + Ax2 = y 1 + y 2 .
The above shows that A is additive.
The fact that A is homogeneous can be proven in a similar manner.
4.1.2a Example
Let k(t, s) be a continuous function of t and s, a t, s b. Consider
the integral equation
b
k(t, s)x(s)ds.
y(t) =
a
132
=
a
b
Moreover, A(x) =
k(t, s)(x(s))ds =
a
Since the sup of (4.2) exists, sup |y(t)| also exists. Moreover the operator
dx
is linear for
A=
dt
A(x1 + x2 ) = Ax1 + Ax2
x1 , x2 C 1 ([a, b])
A(x) = Ax
( )
4+
4.1.4
Continuity
a
(i i )2
ij
i
i
i=1
i=1 j=1
j=1
Linear Operators
(m)
where xm = {i
Since
n
n
133
(m)
}, ym = Axm = {i
}.
(m)
} implies convergence of
i=1 j=1
(m)
{i
4.1.2b Example
Consider Example 4.1.2a.
Let {xn (t)} converge to x(t) in the sense of convergence in C([0, 1]), i.e.,
converges uniformly in C[(0, 1]). Now in the case of uniform convergence
we can take the limit under the integral sign.
b
b
It follows that lim
K(t, s)xm (s)ds =
K(t, s)x(s)ds i.e.
m
4.1.3b Example
We refer to the example 4.1.3a. The operator A, in this case, although
additive and homogeneous, is not continuous. This is because the
derivative of a limit element of a uniformly convergent sequence of functions
need not be equal to the limit of the derivative of these functions, even
though all these derivatives exist and are continuous.
4.1.4 Example
Let A be a continuous linear operator. Then
(i) A() =
(ii) A(z) = Az for any z Ex
Proof: (i) for any x, y, z Ex , put x = y + z and consequently y = x z.
Now,
Ax = A(y + z) = Ay + Az = Az + A(x z)
Hence, A(x z) = Ax Az
(4.3)
Theorem
134
However,
A(xn x + x ) = Axn Ax + Ax ,
or
lim Axn = Ax
Theorem
(4.4)
we have,
Linear Operators
135
Again, lim si = .
i
4+
136
Example
Consider the linear space 2 of all polynomials p(s), with real coecients.
The operator A is dened by
1
dp
= Bp
tsp(s)ds = Ap and y(t) = t
y(t) =
dt
0
1
1
1
2 dp(s)
2
ds = t s p(s) 0 2
ABp =
ts
sp(s)ds
ds
0
0
1
= t p(1) 2
sp(s)ds
d
BAp = t
dt
tsp(s)ds = t
0
sp(s)ds
0
Thus AB = BA.
4.1.10
Function of operator
4.2
Let Ex and Ey be two normed linear spaces. Since a normed linear space
is a particular case of a topological linear space, the denition of a linear
operator mapping a topological linear space Ex into a topological linear
space Ey holds good in case the spaces Ex and Ey reduce to normed linear
spaces. Theorems 4.1.5 and 4.1.6 also remain valid in normed linear spaces.
Linear Operators
4.2.1
137
(m)
(m) 2
(i
) < .
i=1
n
n
(m)
(m)
aij (j j )
y ym = {i i } =
i=1 j=1
|i
or
(m)
i |
1/2
n
n
(m)
=
aij (j j )
a2ij
j=1
j=1
1/2
n
(m)
|j j |2
j=1
Thus
n
1/2
|i
(m)
i |2
1/2
1/2
n
n
n
(m)
a2ij
|j j |2
i=1
Since
n
n
i=1 j=1
j=1
a2ij <
i=1 j=1
||xm x||2 0 =
(m) 2
|i i
| 0
i=1
n
(m) 2
|i i
| 0
i=1
= ||Axm Ax||2 0 as m .
This shows that A is continuous.
138
4.1.2c Example
We consider example 4.1.2a in the normed linear space C([a, b]). Since
x(s) C([a, b]) and K(t, s) is continuous in a t, s b, it follows that
y(t) C([a, b]).
Let xn , x C([a, b]) and ||xn x|| 0 as n , where ||x|| =
max |x(t)|.
atb
= max
atb
asb
or,
Example
aij j where y = {i }
j=1
Let us suppose
|aij |q < , q > 1
K=
(4.5)
i=1 j=1
and
x lp i.e.
|i |p .
i=1
(1)
{i }
(2)
For x1 =
lp , x2 = {i } lp it is easy to show that A is linear.
Then, using Holders inequality (1.4.3)
1/q
1/p q
n
n
p
|i |q
|aij |q
|j |
i=1
i=1 j=1
j=1
= ||x||q
n
|aij |q
i=1 j=1
||x||q
i=1 j=1
|aij |q
Linear Operators
Hence ||y|| =
139
1/q
|i |q
i=1
1/q
1 1
(m)
||Axm Ax||qq =
a
(
)
ij j
j
i=1 j=1
q/p
(m)
|aij |q
|j j |p
i=1 j=1
=K
j=1
q/p
(m)
|j
j |p
j=1
= K||xm x||qp
Hence ||xm x||p 0 = ||Axm Ax||q 0.
Hence A is linear and continuous.
4.2.3
4+
||Ax||Ex K||x||Ex
for all x Ex
Note 4.2.1. The denition 4.2.3 of a bounded linear operator is not the
same as that of an ordinary real or complex function, where a bounded
function is one whose range is a bounded set.
We would next show that a bounded linear operator and a continuous
linear operator are one and the same.
4.2.4
Theorem
(4.6)
140
xn
||xn ||
, i.e., ||n || =
0 as n
n||xn ||
n||xn ||
Therefore, n = as n 0.
On the other hand,
||An || =
1
||Axn || > 1
n||xn ||
(4.7)
Lemma
*
En and at least
x Ex for which ||Ax|| < n||x||. Then Ex is equal to
n=1
*
Hence Ex =
En . Ex , being a Banach space, can be reduced to a
n=1
Linear Operators
141
2
n(r1 + ||x||)
r1
||xk || since
||xk ||.
r1
2
2
n(r1 + 2||x1 ||)
, then ||Axk ||
r1
n
||xk ||, implying that all xk En .
Thus, any element x with norm equal to r1 can approximate
elements
x
in En . Let x be any element in Ex . Then x
= r1 ||x1 || satises
there
is
a
sequence
{
x
}
E
.
||
x|| = r1 . Hence
k
n , which converges to x
||x1 ||
x
k
x, as
Then x
= r1
satises ||
x|| = r1 . Then xk = x
||x1 ||
r1
k .
||x1 ||
||x1 ||
||Axk || =
||A
xk ||
n||
xk || = n||xk ||
r1
r1
Thus xk En . Consequently En is everywhere dense in Ex .
4.2.6
Lemma
(4.9)
142
4.2.8
Lemma
||Ax||Ey
||x||Ex
(4.10)
(4.11)
x1
||Ax||Ey
||A||
||x||Ex
(4.12)
||Ax||Ey
||A||
||x||Ex
(4.13)
||Ax||Ey
= ||A||
||x||Ex
(4.14)
x1
x
||x || ,
then
||A || =
1
1
||Ax || >
(||A||
)||x ||
||x ||
||x ||
||x||1
(4.15)
x1
Examples of operators
Linear Operators
4.2.10
143
Identity operator
Zero operator
Dierential operator
If xn (t) = tn
then ||xn (t)|| = 1 and Axn (t) = xn (t) = ntn1 so that
||Axn || = n
and
||Axn ||/||xn || = n.
Integral operator
b
K(t, s)x(s)ds
||y(t)|| = max |y(t)| = max
atb
atb a
b
max
|K(t, s)|ds max |x(s)| = max
atb
atb
|K(t, s)|ds
atb
asb
(4.16)
144
Since
a
b
b
K(t, s)z0 (s)ds
K(t, s)xn (s)ds
We have
a
a
b
=
En
1
1
=
2M n
n
b
b
1
K(t, s)z0 (s)ds
K(t, s)xn (s)ds +
Thus
n
a
a
1
||A|| ||xn || +
n
for t [a, b], putting t = t0
b
1
|K(t0 , s)|ds ||A|| ||xn || +
n
a
Since ||xn || 1, the preceeding inequality in the limit as n gives
rise to
b
|K(t, s)|ds ||A||,
2 max |K(t, s)|
t,s
i.e., max
t
(4.17)
4.2.14
Theorem
Linear Operators
145
and let x =
2. Let B be a bounded, closed domain in
T
(x1 , x2 , . . . , xn ) . We denote by
the space C([B]) of functions f (x)
which are continuous on B. The function (x) and the n-dimensional
146
vector p(x) are xed members of C([B]). The values of p(x) lie in B
for all x B. Show that T1 and T2 given by T1 f (x) = (x)f (x) and
T2 (f (x)) = f (p(x)) are linear operators.
3. Show that the matrix
a11
a21
A= .
..
a11
a22
an1
an2
||A||1 max
p = 1,
a1n
a2n
ann
n
|aij |
i=1
1/2
|aij |
||A||2 max
j
p = 2,
i=1
j=1
p = ,
||A|| = max
j
n
|aij |
j=1
n
x(tj )j , x E
j=1
Linear Operators
4.3
147
Linear Functionals
Since the range of a linear functional f (x) is the real line , which is
a Banach space, the following theorems which hold for a linear operator
mapping a Banach space into another Banach space are also true for linear
functionals dened on a Banach space.
4.3.2
Theorem
Theorem
Denition
4(+) is
|f (x)| M ||x|| x E.
4.3.5
Theorem
4(+) is linear
x=
|f (x)|
||x||
148
4.3.6
Examples
f (x) = a x =
n
a i xi
i=1
Hence,
|f (x)|
||a|| for x = a, f (a) = a a = ||a||2
||x||
f (a)
= ||a||, i.e., ||f || = ||a||.
||a||
dt = (b a)||x||
a
sup
xC[(a,b)]
|f (x)|
= ||f (x)|| (b a)
xC[(a,b)] ||x||
sup
||f (x)||
= (b a).
||x||
Linear Operators
149
and
F (x)(s) =
a
then |F (x)(s)|
= ||x||
3
|F x(s)|
||F || = sup
sup
||x||
x
s[a,b]
|K(s, t)|dt||x||
a
|K(s0 , t)|dt
4.3.7
4+
f (x) =
2
x(t)dt
x(t)dt
0
[Ans. ||f || = 4]
2. Let f be a bounded linear functional on a complex normed linear
space. Show that f , although bounded, is not linear (the bar denotes
the complex conjugate).
150
3. The space C ([a, b]) is the normed linear space of all continuously
dierentiable functions on J = [a, b] with norm dened by
||x|| = max |x(t)| + max |x (t)|
tJ
tJ
4.4
In what follows we want to show that the set of bounded linear operators
mapping a normed linear space (Ex , || ||Ex ) into another normed linear
space (Ey , || ||Ey ) forms again a normed linear space.
4.4.1
4 (+ )
i.e., if
sup
||x||Ex 1
||x||1
||x||1
||x||1
= ||A|| + ||B||
Thus, the space of bounded linear operators is a normed linear space.
Linear Operators
4.4.2
151
Theorem
= Ax1 + Ax2 ,
(ii)
for x1 , x2 Ex
= Ax1 ,
4 (+ )
as n
152
Theorem
4+
4 (+ )
4.4.4
||(AB)x||Ex
||A|| ||B||
||x||Ex
Example
1. Let A (
norm.
1jn
4n ,
n
j=1
|xj |
j=1
or
|aij |
i=1
m
n
m
n
|
aij xj |
|aij ||xj |
i=1
n
||A|| = sup
x=
max
1jn
i=1 j=1
m
i=1
m
|aij |
|aij | ||x||1
i=1
n
||Ax||1
max
|aij |.
1jn
||x||1
i=1
(4.19)
Linear Operators
153
We have to next show that there exists some x n s.t. the RHS in
the above inequality is attained.
Let k be an index for which the maximum in (4.18) is attained; then
||Aek ||1 =
m
|aik | = max
1jn
i=1
m
|aij |,
i=1
.
.
, i.e. the maximum in (4.18) is attained for the kth
where, ek =
1
..
0
coordinate vector.
Problem
1. Let A (
1im
(ii) ||A||l2 =
n
|aij |
j=1
p,r =
sup
j=1,2,...
1/r
|aij |r
if p = 1, 1 r <
i=1
1/q
1 1
|aij |q
if 1 < p , + = 1, r =
sup
p
q
i=1,2,...
j=1
sup
i,j=1,2,...
|aij | if p = 1, r =
[Note that, 1,1 = 1 = sup
|aij | and , = =
j=1,2,...
i=1
|aij | ].
sup
i=1,2,...
j=1
154
4.5
4.5.1
Lemma
r
r
Lemma
Linear Operators
155
n
x, ei ei
i=1
x, ei ei = x
i=1
Theorem
If the spaces Ex and Ey are complete, then the space of bounded linear
operators is also complete in the sense of pointwise convergence.
Proof: Let {An } of bounded linear operators converge pointwise. Since
{An } is a Cauchy sequence for every x, there exists a limit y = lim An x
n
for every x.
Since Ey is complete y Ey . This asserts the existence of an operator
A such that Ax = y. That A is linear can be shown as follows
for, x1 , x2 Ex ,
A(x1 + x2 ) = lim An (x1 + x2 ) = lim (An x1 + An x2 )
n
4(+),
156
Proof: Let us suppose the contrary. We show that the assumption implies
that the set {||An x||} is not bounded on any closed ball B(x0 ,
).
Any x B(x0 ,
) can be written as
x0 +
for any Ex
||||
In fact, if ||An x|| C for all n and if all x is in some ball B(x0 ,
), then
||An x0 +
|| C
||||
||An || ||An x0 || C
or,
||||
or, ||An ||
C + ||An x0 ||
||||
Since the norm sequence {||An x0 ||} is bounded due to {An x0 } being a
convergent sequence, it follows that
||An || C1 |||| where C1 =
C + ||An x0 ||
.
||An ||
C1
||||
Fig. 4.1
Linear Operators
157
for n n0
||Ax|| M ||x||
Sk
k=1
158
4.5.9
Remark
Examples
n
j=1
n
m
n
|fn (x)| =
xj
|xj |
|xj |, since xi = 0 for i > m.
j=1 j=1
j=1
|fn (x)|
m
|xj | m||x||
j=1
i = n = n||||
|fn ()|
=n
||||
Thus {fn (x)} is bounded but {||fn ||} is not bounded. This is because
Ex = {x = {xj } : only for a nite number of xj s is non-zero} is not a
Banach space.
2. Let Ex be the set of polynomials x = x(t) =
pn tn where pn = 0 for
n=0
n > Nx .
Let ||x|| = max[|pn |, n = 1, 2, . . .]
Linear Operators
Let fn (x) =
159
n1
k=0
4.6
Some Applications
4.6.1
n
(n)
wk (t)f (tnk )
(4.20)
pn (t)
pn (t)(t tnk )
(4.21)
k=1
(n)
where wk (t) =
and
pn (t) =
n
E
(t tnk ).
(4.22)
k=1
4.6.2
Theorem
We are given some points on the segment [0, 1] forming the innite
triangular matrix,
t11
2
t1
3
T =
t1
t22
t32
t33
0
.
(4.23)
160
For a given function, f (t) dened on [0, 1], we construct the Lagrangian
interpolation polynomial Ln f whose partition points are the points of nth
row of (4.23),
n
Ln f =
(n)
wk (t)f (tnk )
k=1
(n)
where wk
pn (t)
,
pn (t)(t tnk )
n
E
pn (t) =
(t tnk ).
k=1
For every choice of the matrix (4.23), there is a continuous function f (t)
s.t. Ln f does not uniformly converge to f (t) as n .
Proof: Let us consider Ln as an operator mapping the function f (t)
C([0, 1]) into the elements of the same space and put
n
n
(n)
n
Now, ||Ln f || = max
wk (t)f (tk )
t
(n)
|wk (t)|
k=1
k=1
max
t
n
(n)
k=1
n
(n)
|wk (t)|
k=1
||Ln f ||
n
||Ln || = sup
f = ||f ||
Since n (t) is a continuous function dened on a closed and bounded
set [0, 1], the supremum is attained.
Hence, ||Ln || = n .
On the other hand, the Bernstein inequality (See Natanson [40]) n >
ln n
holds.
8
Consequently ||Ln || as n .
This proves the said theorem, because if Ln f f uniformly for all
f (t) C([0, 1]), then the norm ||Ln || must be bounded.
4.6.3
Linear Operators
161
taken as
en (t) =
eint
, n = 0, 1, 2, . . .
2
xn en
n=
1
where xn = x, en =
x(t)eint dt
2
1
1
=
x(t) cos ntdt
x(t) sin ntdt
2
2
= cn idn (say)
Then, xn = cn + idn
2cn cos nt 2dn sin nt
+
Thus
xn en = x0 e0 +
2
2
n=
n=1
n=1
(4.24)
1
x(t) =
xn eint
2 n=
(4.25)
(4.26)
Theorem
162
x(t) = x0 +
2cn cos nt 2dn sin nt
+
2
2
n=1
n=1
1
x(t)dt
where x0 =
2
cn =
x(t) cos ntdt
(4.27)
(4.28)
(4.29)
dn =
(4.30)
For x(t) E
||x|| = max |x(t)|
t
(4.31)
It may be noted that, except for the end terms, all other intermediate
terms in the summation vanish in pairs.
Dividing both sides by sin 12 t and adding 1 to both sides, we have
"
!
n
sin n + 12 t
cos mt =
1+2
sin 12 t
m=1
Consequently, the expression for un (x) can be written in the simple
form:
"
!
sin n + 12 t
1
x(t)Dn (t)dt, where Dn (t) =
un (x) =
sin 12 t
2
It should be noted that un (x) is a linear functional in x(t).
Linear Operators
163
We would next show that un is bounded. It follows from (4.29) and the
above integral,
1
|x(t)| |Dn (t)|dt
|un (x)|
2
1
|Dn (t)|dt||x||
2
|un (x)|
1
|Dn (t)|dt
Therefore, ||un || = sup
2
x= ||x||
1
= ||Dn (t)||1
2
where || ||1 denotes L1 -norm.
Actually the equality sign holds, as we shall prove.
Let us write |Dn (t)| = y(t)Dn (t) where y(t) = +1 at every t at which
Dn (t) 0 and y(t) = 1 otherwise y(t) is not continuous, but for any given
> 0 it may be modied to a continuous x of norm 1, such that for this x
we have
1
un (x) 1
|Dn (t)|dt =
(x(t) y(t))Dn (t)dt <
2
2
If follows that
1
||un || =
2
|Dn (t)|dt
We next show that the sequence {||un ||} is unbounded. Since sin u u,
0 u , we note that
3
3
!
"
1
/2
sin(2n + 1)u
sin n + 2 t
dt 4
du
u
sin 12 t
0
(2n+1)
2
=4
0
=4
2n (k+1)
2
k
2
k=0
2n
k=0
| sin v|
dv
v
1
(k + 1) 2
(k+1)
2
k
2
| sin v|dv
2n
1
8
as n
(k + 1)
k=0
| sin v|
dv
v
1
diverges.
k
k=1
164
Hence {||un ||} is unbounded. Since E is complete this implies that there
exists no c > 0 and nite such that ||un (x)|| c holds for all x. Hence
there must be an x E such that {||un (x )||} is unbounded. This implies
that the Fourier series of that x diverges at t = 0.
Problems [4.5 & 4.6]
1. Let Ex be a Banach space and Ey a normed linear space. If {Tn } is
a sequence in (Ex Ey ) such that T x = limn Tn x exists for each
x in Ex , prove that T is a continuous linear operator.
2. Let Ex and Ey be normed linear spaces and A : Ex Ey be a linear
operator with the property that the set {||Axn || : n } is bounded
whenever xn in Ex . Prove that A (Ex Ey ).
4.7
Inverse Operators
Linear Operators
165
Example
2
d
Let A : C 2 ([0, 1]) C[(0, 1)] where Au = f , A = dx
2 , u(0) = u(1) =
0 and f C([0, 1]).
Example
Example
s
k(s, t)x(t)dt where x(t) C([0, 1]), K(s, t) C([0, 1])
Let y(s) =
C([0, 1]).
Example
Let A : R2 R2
A=
N (A) =
4.7.7
2 1
4 2
,
1
x1
x R2 : x1 = x2 , where x =
x2
2
Denition:
operator
166
4.7.8
Lemma
(4.33)
Theorem (Banach)
(4.34)
Linear Operators
167
1
1
||A A1 y|| = ||y||,
m
m
for every y Ey .
4.7.11
Theorem (Banach)
or,
x=
Hence
||ABx||
||A|| ||B||.
||x||
Theorem
Let a bounded linear operator A map E into E and let ||A|| q < 1.
Then the operator I +A has an inverse, which is a bounded linear operator.
Proof: In the space of operators with domain E and range as well in E,
we consider the series
I A + A2 A3 + + (1)n An +
(4.35)
(1 q p )
0 as n , since p > 0, 0 < q < 1.
(1 q)
168
S(I + A) = lim Sn (I + A)
n
= lim (I An+1 ) = I
n
Hence S = (I + A)
y1 + y2 = (I + A)(x1 + x2 )
or,
1
, 0<q<1
||S||
||An ||
qn =
1q
n=0
n=0
(4.36)
Theorem
(1 )
()n
n=0
=
4.7.14
Example
K(s, t)x(t)dt
0
(4.36 )
Linear Operators
169
with continuous kernel K(s, t) which maps the space C([0, 1]) into C([0, 1]).
Let K0 (s, t) be a degenerate kernel close to K(s, t). That is, K0 (s, t) is
n
of the form
ai (s)bi (t). In such a case, the equation
i=1
Ax = x(s)
K0 (s, t)x(t)dt = y
(4.37)
(4.38)
1
r
(4.39)
where r = ||R||, R = (rij ) being the matrix associated with the solution
x0 (s) = Ry of the linear algebraic system generated from equation (4.37).
It follows from (4.38), (4.37) and (4.39)
||C A|| w <
1
r
(4.40)
w
r2
1 wr
Theorem (Banach)
*
k=0
Sk
170
l
l
, ||y2 || ,
22
2
l
l
, ||yk || k1
k
2
2
k
yi .
i=1
Let xk = A1 yk , then
||xk ||Ex = ||A1 yk ||Ex n||yk ||Ey
Expressing sk =
k
nl
2k1
xi
i=1
k+p
||sk+p sk || = ||
xi ||
i=k+1
nl
2k1
1
nl
1 p < k1
2
2
xi =
xi .
Hence, x = lim
k
i=1
i=1
k
Ax = A lim
xi = lim
Axi
k
= lim
k
k
i=1
i=1
yi = y
i=1
k
i=1
xi || lim
k
k
i=1
||xi ||
Linear Operators
171
nl
= 2nl = 2n||y||
2i1
i=1
Examples
u()d.
0
Thus, A is a bounded linear operator mapping C([0, 1]) into C([0, 1]).
A1 given by A1 u =
d
u(t)
dt
(4.41)
d2
dx2
DB = {u : u C 2 ([0, 1]), u(0) = u(1) = 0}
We change the order of integration and use Fubinis theorem [see 10.5].
This leads to
x
x
u(x) =
f (t)dt
ds + C1 x
0
172
x
0
(x t)f (t)dt + C1 x
u(1) = 0 C1 =
1
0
(1 t)f (t)dt
(4.42)
(4.43)
x
1
(4.44)
Hence B
4.7.17
f ||
1
0
|K(x, t)|dt||f ||
1
||f ||
8
is bounded.
or, (A I)x = y
(4.45)
Linear Operators
173
solution x = . Those for which equation (4.45) has a unique solution for
every y and the operator R is bounded, are called regular values.
4.7.20
If the homogeneous equation (4.46) or the equation Ax = x has a nontrivial solution x, then that x is called the eigenvector. The values of
corresponding to the non-trivial solution, the eigenvector, are called the
eigenvalues or characteristic values.
The collection of all non-regular values of is called the spectrum of
the operator A.
4.7.21
Theorem
1
Thus, by theorem 4.7.12 we can say, if ||
||A|| = q < 1, then (I A/)
will have an inverse and the concerned values of will be its regular values.
If in theorem 4.7.13 we take C = A(+)I then if ||C (AI)|| =
|| < ||(A I)1 ||1 then we conclude that C = A ( + )I has an
inverse and ( + ) is also a regular value.
4.7.22
Example
If we denote A by
a
(I A) = f
(4.48)
(x) = f (x) +
m
Km (x, s)f (x)ds (see Mikhlin [37])
(4.49)
m=1
174
Km (x, s) =
(4.50)
where Ap f =
Kp (t, s)f (s)ds is the pth iterate of the kernel K(t, s).
a
1
, we get
||
(x) = f (x) +
R(x, s, )f (s)ds
a
4(+). A : Ex Ey is
x D B(x0 , )
(A + U V T )1 = A1 A1 U (I + V T A1 U )1 V T A1
Hint: Use theorem 4.7.13
Linear Operators
175
1
(I KL)n K
L =
and
||L1 ||
n=0
||K 1 ||
1 ||I KL||
|| < 1
4.8
ri ei with rational coecients ri . Though many
combination of the form
i=1
separable Banach spaces have bases, it is not proved for certain that every
separable Banach space has a basis.
Note 4.8.1.
1. It can be shown that a Banach space E is either nite dimensional
or else it has a Hamel basis which is not denumerable and hence
nonenumerable or uncountable.
2. An innite dimensional separable Banach space has, in fact, a basis
which is in one-to-one correspondence with the set of real numbers.
Note 4.8.1. has exposed a severe limitation of the Hamel basis,
that every element of the Banach space E must be a nite linear
combination of the basic elements and has given rise to the concept
of a new basis known as Schauder basis.
176
4.8.1
4+
x=
i ei .
i=1
4+
x=
n en E.
(4.51)
n=1
fi (ej )ei ,
i=1
if i = j
if i = j
(4.52)
The two sequences {ei } and sequence of functionals {fi } such that,
(4.52) is true, are called biorthogonal sequences.
4.8.3
Lemma
f (ei )fi =
i=1
ci fi ,
i=1
i=1
fi (x)f (ei )
Linear Operators
177
Writing, f (ei ) = ci ,
f (x) =
ci fi (x) or, f =
i=1
ci fi
(4.53)
i=1
(4.54)
x(t) = a0 (1 t) + a1 t +
2
1
k=0 l=0
u
1
u22(t )
a00
a11
a01
a1
a0
1/2
3/4
1/4
Fig. 4.2
1/2
3/4
Fig. 4.3
a0 (1 t) + a1 t +
s1 2
1
k=0 l=0
178
1 if 0 t
2
x2 (t) =
1
1 if < t 1
2
and for n = 1, 2, . . ., j = 1, . . . , 2n
n/2
2 , if (2j 2)/2n+1 t (2j 1)/2n+1
0, otherwise
Show that the Haar system {x1 , x2 , x3 , . . .} is a Schauder basis for
L2 ([0, 1]).
Note each xn is a step function.
}
x1(t )
1
}
x2(t )
n = 1 x (t )
3
j=1
t
x4(t ) n = 1
t j=2
Fig. 4.4
CHAPTER 5
LINEAR
FUNCTIONALS
In this chapter we explore some simple properties of functionals dened on
a normed linear space. We indicate how linear functionals can be extended
from a subspace to the entire normed linear space and this makes the
normed linear space richer by new sets of linear functionals. The stage
is thus set for an adequate theory of conjugate spaces, which is an essential
part of the general theory of normed linear spaces. The Hahn-Banach
extension theorem plays a pivotal role in extending linear functionals from
a subspace to an entire normed linear space. The theorem was discovered by
H. Hahn (1927) [23], rediscovered in its present, more general form (5.2.2)
by S. Banach (1929) [5]. The theorem was further generalized to complex
spaces (5.1.8) by H.F. Bohnenblust and A. Sobezyk (1938) [8].
Besides the Hahn-Banach extension theorem, there is another
important theorem discovered by Hahn-Banach which is known as HahnBanach separation theorem.
While the Hahn-Banach extension
theorem is analytic in nature, the Hahn-Banach separation theorem is
geometric in nature.
5.1
Hahn-Banach Theorem
4.3 introduced linear functionals and 4.4 the space of bounded linear
operators. Next comes the notion of the space of bounded linear
functionals.
5.1.1
179
180
Lemma
xL
xL
xL
xL
(5.1)
4.
(5.2)
Linear Functionals
181
(5.3)
182
Theorem
Linear Functionals
183
Theorem
|t| ||u||
|t| ||u||
=
||u||
||x + tx0 ||
0
||u||
||u||
x0
||u||
0
0
0
0
"0
!
since
x
=
+
=0
0d
0
0
0 x + x0 0
0x 0 x 0
d
t
t
t
1
(5.5)
Thus, ||f0 ||
d
Furthermore, there is a sequence {xn } L s.t.
lim ||xn x0 || = d
(5.6)
184
5.1.6
Geometric interpretation
|f (x)|
sup |f (x)|
||x||
r
(5.7)
4 and x E
(5.8)
Example
|| || is a sublinear functional.
For, ||x + y|| ||x|| + ||y||, x, y E
||x|| = ||x||, 0 in
4 and x E
Linear Functionals
5.1.9
185
Theorem Hahn-Banach
functional)
theorem
(using
sublinear
(5.10)
x D(g1 ),
Theorem
and
xE
186
|F (x1 )|
|f (x1 )|
=
= ||F || ||f ||
||x1 ||
||x1 ||
5.2
5.2.1
Lemma
(5.11)
(5.12)
xE
(5.14)
Proof: (a) Real Vector Space: Let E be real. Then (5.13) yields f (x)
p(x) x L. It follows from theorem 5.1.9 that f can be extended to a
linear functional F from L to E such that
F (x) p(x) x E
(5.15)
Linear Functionals
187
xE
(5.16)
xL
(5.17)
where f1 (x) and f2 (x) are real valued. Let us assume, for the time being, E
and L as real vector spaces and denote them by Er and Lr respectively. We
thus restrict scalars to real numbers. Since f is linear on L and f1 and f2
are real-valued, f1 and f2 are linear functionals on L. Also, f1 (x) |f (x)|
because the real part of a complex quantity cannot exceed the absolute
value of the whole complex quantity.
Hence, by (5.13),
f1 (x) p(x)
x Lr
x Lr
(5.18)
xE
(5.20)
188
4+
5.2.3
4+
Furthermore, p(x + y) = ||f ||L ||x + y|| ||f ||L (||x|| + ||y||)
= p(x) + p(y), x, y E
p(x) = ||f ||L ||x|| = || ||f ||L ||x||)
= ||p(x) x E
Thus conditions (5.11) and (5.12) of theorem 5.2.2 are satised. Hence,
the above theorem can be applied, and we get a linear functional F on E
which is an extension of f and satises.
Linear Functionals
189
|F (x)|
p(x) = ||f ||L
||x||
(5.21)
(5.22)
5.2.5
Denition: Hyperspace
Remark 1
Theorem
4+
x=u+
f (x)
x0 , u N (f )
f (x0 )
4+
4+
4 (+ )
4+
190
Remark
4+
5.2.9
Denition
X2 {x E : Ref (x) }
4 is said to be
Linear Functionals
5.2.13
191
Remark
<
Lemma
(5.23)
192
Thus,
X (x) X (x)
(5.25)
Also,
/ X1 X2 , since X1 X2 = .
Let X = X1 X2 + u0 where u0 = x2 x1 . Then X is an open convex
set with X. Hence, X is an absorbing set as well. Let X be the
Minkowski functional of X.
In order to obtain the required functional, we apply the theorem 5.1.9.
Let E0 = span {u0 }, p = X and the linear functional f0 : E dened
by
f0 (u0 ) = ,
(5.26)
Since X1 X2 = and u0 = x2 x1
/ X, by lemma 5.2.14, we have
X (u0 ) 1 and hence,
f0 (u0 ) = X (u0 ) = X (u0 ),
Linear Functionals
193
(5.27)
4 such that
4.
, |f (x) k | <
||a||
,
f (X1 )
4.
Remark
Geometrically, the above separation theorem says that the set X1 lies
on one side of the real hyperplane {x E : Ref (x) = } and the set X2
lies on the other, since
X1 {x E : Ref (x) < } and
X2 {x E : Ref (x) }
194
4+
4+
4+
|F (x)| ||x|| x
4 (+ )
5.3
Application
to
Bounded
Functionals on C([a, b])
Linear
Linear Functionals
195
n
|w(tj ) w(tj1 )| : P = [t0 , t1 , . . . , tn ]
Var (w) = sup
j=1
)
is a partition of [a, b] (5.29)
The supremum being taken over all partitions 5.28 of the interval [a, b].
If Var (w) < holds, then w is said to be a function of bounded
variation.
All functions of bounded variation on [a, b] form a normed linear space.
A norm on this space is given by
||w|| = |w(a)| + Var (w)
(5.30)
The normed linear space thus dened is denoted by BV ([a, b]), where
BV suggests bounded variation.
We now obtain the concept of a Riemann-Stieljes integral as follows.
Let x C([a, b]) and w BV ([a, b]). Let Pn be any partition of [a, b] given
by (5.28) and denote by (Pn ) the length of a largest interval [tj1 , tj ] that
is,
(Pn ) = max(t1 t0 , t2 t1 , . . . , tn tn1 ).
For every partition Pn of [a, b], we consider the sum,
S(Pn ) =
n
(5.31)
j=1
There exists a number I with the property that for every
> 0 there is
a > 0 such that
(Pn ) < = |I S(Pn )| <
I is called the Riemann-Stieljes integral of x over [a, b] with respect to
w and is denoted by
b
x(t)dw(t)
(5.32)
a
196
Thus, we obtain (5.32) as the limit of the sum (5.31) for a sequence
{Pn } of partitions of [a, b] satisfying (Pn ) 0 as n .
In case w(t) = t, (5.31) reduces to the familiar Riemann integral of x
over [a, b].
Also, if x is continuous on [a, b] and w has a derivative which is integrable
on [a, b] then
b
b
x(t)dw(t) =
x(t)w (t)dt
(5.33)
a
where
p, q
The integral also depends linearly on w BV ([a, b]) because for all
w1 , w2 BV ([a, b]) and scalars r, s
b
b
b
x(t)d(rw1 + sw2 )(t) = r
x(t)dw1 (t) + s
x(t)dw2 (t)
a
5.3.2
Lemma
(5.34)
S(Pn ) =
tj [a,b]
j=1
(5.35)
Linear Functionals
5.3.3
197
(5.37)
Proof: Let M ([a, b]) be the space of functions bounded in the closed
interval [a, b]. By making an appeal to Hahn-Banach theorem 5.1.3. we can
extend the functional f from C([a, b]) to the normed linear space M ([a, b])
that is dened by
||x|| = sup |x(t)|
t[a,b]
3
ut () =
for a t
otherwise
(5.38)
t [a, b]
198
utj () = uj ()
j=1
n
|F (uj ) F (uj1 )|
j=2
n
j [F (uj ) F (uj1 )]
=
1 F (u1 ) +
j=2
n
= F
1 u1 +
j [uj uj1 ]
j=2
0
0
0
0
n
0
0
0
u
+
[u
u
]
||F || 0
j j
j1 0
0 1 1
0
0
j=2
n
(t)
(t)
(5.41)
j=2
n
j=2
= x(t0 )w(t1 ) +
n
j=2
n
j=1
(5.42)
Linear Functionals
199
where the last equality follows from w(t0 ) = w(a) = 0. We now choose any
sequence {Pn } of partitions of [a, b] such that (Pn ) 0 (It is to be kept in
mind that tj depends on the particular partition Pn ). As n the sum
on the right-hand side of (5.42) tends to the integral in (5.26) and (5.26)
follows provided F (zn ) F (x), which equals f (x) since x C([a, b]).
We need to prove that F (zn ) F (x). Keeping in mind the denition
of ut () (g. (5.1)), we note that (5.41) yields zn (a) = x(a) 1 since the sum
in (5.41) is zero at t = a. Hence zn (a) x(a) = 0. Moreover by (5.41) if
tj1 < tj , then we obtain zn (t) = x(tj1 ) 1. It follows that for those
t,
|zn (t) x(t)| = |x(tj1 ) x(t)|
Consequently, if (Pn ) 0, then ||zn x|| 0 because x is continuous
on [a, b], hence uniformly continuous on [a, b], since [a, b] is compact in .
The continuity of F now implies that F (zn ) F (x) and F (x) = f (x) so
that
b
f (x) =
x(t)dw(t)
|f (x)|
Var (w)
||x||
(5.43)
200
5.4
5.4.1
n
where x = {1 , 2 , . . . , n }
i e i
i=1
n
i ei
i=1
n
n
f (ei )
(5.44)
i=1
i fi
where fi = f (ei )
i=1
n
i i
i=1
n
(i + i )i =
i=1
(x) =
n
n
i=1
i i =
i=1
n
i i +
n
i i = (x) + (y)
i=1
i i = (x)
i=1
n
n
n
i i
|i ||i |
|i | ||x||,
|(x)| =
i=1
i=1
i=1
Linear Functionals
201
|(x)|
|i |
||x||
i=1
n
(5.45)
n
sgn i ei
4n, then
i=1
||x0 || = 1 and
(x0 ) =
=
Hence, ||||
n
i=1
n
sgn i i (ei ) =
n
sgn i i
i=1
|i |||x0 ||
i=1
n
|i |
(5.46)
i=1
5.4.2
and
nn = 1
k ek =
k ek
n=1
k=1
holds where x = {i }.
Because f is continuous,
f (x) = lim
m
k f (ek ) =
k=1
k uk
k=1
Since this series must converge for every number sequence {k }, the uk
must be equal to zero from a certain index onwards and consequently
f (x) =
m
k=1
k uk
202
m
k uk
(5.47)
k=1
m
(k + k )uk =
k=1
m
k uk +
k=1
m
Moreover, (x) =
k uk =
k=1
m
k uk = (x) + (y)
k=1
m
k uk = (x).
k=1
i ei
i=1
i f (ei )
i=1
ui i
(5.48)
i=1
(n)
if i n
if i > n
n
(n)
ui i
i=1
n
i=1
n
i=1
|ui |q
(5.49)
Linear Functionals
203
n
|ui |
Thus
n
|ui |q ||f ||
i=1
= ||f ||
p(q1)
n
1/p
(n)
|i |p
i=1
1/p
i=1
n
1/p
|ui |
i=1
1/p
|ui |q
i=1
1 1
Since + = 1
p q
1/q
n
|ui |q
||f ||.
Thus,
i=1
1/q
|ui |q
||f ||
(5.50)
i=1
Thus {ui } lq
Conversely, let us take an arbitrary sequence {vi } lq . Then, for
x = {i } let us write,
vi i
(x) =
i=1
vi (i + i )
(5.51)
(x + y) =
i=1
Since x, y lp , x + y lp , i.e.,
Since {vi } lq , |(x + y)|
1/p
| + i |
i=1
1/q
|vi |
i=1
< .
1/p
|i + v |
i=1
1/q
|vi |
i=1
i=1
|vi |
1/q
q
i=1
1/p
|i |
= M ||x||
< .
204
1/q
|ui |
||x||
i=1
Consequently, ||f ||
1/q
|ui |q
(5.52)
i=1
1/q
|ui |
i=1
5.4.4
Corollary
ui i
i=1
where
||f || =
i=1
5.5
1/2
|ui |
i=1
4+
x
0
1
f (x0 ) = 1
Linear Functionals
205
x1
= u, then
||x1 ||2
x1
||x1 ||2
(5.53)
|f (x)|
||u||
||x||
or
||f || ||u||
(5.54)
Since, on the other hand, f (u) = u, u = ||u||2 , it follows that ||f ||
cannot be smaller than ||u||, hence ||f || = ||u||.
Thus, every linear functional f (x) in a Hilbert space H can be
represented uniquely in the form f (x) = x, u, where the element u is
uniquely dened by the functional f . Moreover, ||f || = ||u||.
Problem
1. If l1 is the space of real elements x = {i } where
|i | < , show
i=1
ck k
k=1
206
5.6
(5.55)
y y
x x for scalar
5.6.1
as
Space
x=
n
i ei , where x = {i }
i=1
i=1
1/2 n
1/2 n
1/2
n
|i |2
|ai |2
=
|ai |2
||x||
|f (x)|
where ||x|| =
i=1
n
i=1
1/2
i=1
|i |2
i=1
|f (x)|
n
1/2
|ai |
(5.56)
i=1
1/2
n
n
f (x) =
|ai |2 =
|ai |2
||x||
i=1
i=1
1/2
n
2
|ai |
||f || =
i=1
This shows that the norm of f is the Euclidean norm and ||f || = ||a||
where a = {ai } .
Linear Functionals
207
Let us take a Schauder basis {ei } for l1 , where ei = (ij ), ij stands for
the Kronecker -symbol.
Thus every x l1 has a unique representation of the form
x=
i ei
(5.57)
i=1
f (x) =
i f (ei ) =
i ai
(5.58)
i=1
i=1
i bi , where x = {i } l1
i=1
If y = {i } l1 , then
(x + y) =
(i + i )(ei ) =
i=1
i=1
i bi +
i bi
i=1
(i )(ei ) =
i=1
i (ei )
i=1
|i bi | sup |bi |
|i | = ||x|| sup |bi |
Moreover, |(x)|
i=1
i=1
208
|(x)|
sup |bi | < since b = {bi } l . Thus
i
x= ||x||
i ai sup |ai |
|i | = ||x|| sup |ai |
|f (x)| =
i
i
Therefore, |||| = sup
i=1
i=1
f (x)
sup |ai |.
i
x= ||x||
It follows from (5.59) and this above inequality,
Hence, ||f || = sup
Space lp theorem
x=
i ei
(5.60)
i=1
lp
lp2
i f (ei ) =
i=1
i ai
(5.61)
i=1
where ai = f (ei ).
1 1
+ = 2.
p q
Let xn = { i } with
3
(n)
Then f (xn ) =
i=1
=
(n)
|ai |q /ai
i ai =
0
n
i=1
if i n and ai = 0
if i > n or ai = 0
|ai |q
(5.62)
Linear Functionals
209
= ||f ||
= ||f ||
n
Hence, f (xn ) =
|ai | ||f ||
q
(n) p
i=1
n
1/p
|ai |
p(q1)
i=1
n
1/p
|ai |q
i=1
n
i=1
1/p
1/p
|ai |
i=1
1p1 n
1/q
n
q
q
|ai |
=
|ai |
= ||f ||
i=1
(5.63)
i=1
1 bi
(5.64)
i=1
For y = {i } lp , we have,
(x + y) =
(i + i )bi =
i=1
i bi +
i=1
i bi
i=1
1/p
1/p
= (x) + (y)
|i |p
+
|i |p
i=1
i=1
1/q
|bi |
i=1
Also, (x) =
(i )bi =
i=1
i=1
Hence is linear.
To prove that is bounded, we note that,
1/p
1/q
p
q
|(x)| =
i bi
|i |
|bi |
i=1
i=1
i=1
<
210
1/q
|bi |
||x||
i=1
1/p
1/q
p
q
i ai
|i |
|ai |
|f (x)| =
i=1
= ||x||
i=1
i=1
1/q
|ai |q
i=1
|f (x)|
1/p
|ai |
(5.65)
i=1
1/q
q
||f || =
|ai |
= ||a||q
(5.66)
i=1
Reexive space
f (x) =
x(t)dg(t)
0
Then we have two cases: namely (i) g(t) is xed and x(t) varying or
(ii) x(t) is xed and g(t) varies. Now, since f (x) , f (x) can be treated
Linear Functionals
211
Theorem
Fx (f ) = f (x) f E
(5.67)
(5.68)
4+
f1 , f2 E and , ( )
Hence Fx is linear.
Also Fx is bounded, since
|Fx (f )| = |f (x)| ||f || ||x||, f E .
Consequently, Fx E . If Fx
F1x (f ) = F2x (f ) or (F1x F2x )f = 0.
f is arbitrary F1x = F2x , showing that
Thus to every x E, a unique Fx
a function : E E given by
(x) = Fx .
(i) We show that is linear.
For, x, y E and ,
4(+),
(5.69)
,
|Fx (f )|
= sup
:f E
||f ||
f =
212
|f (x)|
|g(x)|
= ||x||
||f ||
||g||
subspace E((E))
of E.
5.6.6
Denition
4+
x
E
E*
Fx
E**
Fig. 5.2
5.6.7
Linear Functionals
5.6.8
213
5.6.9
Examples
n
4 4
(4n ) = (4n ) = (4n ) = 4n
Hence, n is reexive.
Note 5.6.3 Every nite dimensional normed linear space is reexive. We
know that in a nite dimensional normed linear space E, every linear
functional on E is bounded, so that the reexivity of E follows.
2. The space lp (p > 1)
1 1
In 5.6.3, we have seen that lp = lq , + = 1
p q
Theorem
Theorem
214
For each n
and
|fn (x)|
1
||fn ||
2
g(xn ) = 0, n
Thus 1
||fn || |fn (xn )| = |(fn g)(xn )| ||fn g||
2
Therefore, ||g|| ||fn g|| + ||fn || 3||fn g|| n
But since S = E , it follows that g = 0, which contradicts the
assumption that X = E. Hence, X = E and thus E is separable.
5.6.12
Theorem
Let E be a separable normed linear space. If the dual E is nonseparable then E is non-reexive.
Proof: Let E be reexive if possible. Then, E is isometrically isomorphic
to E under the natural embedding. Given E is separable, E will be
separable. But, by theorem 5.6.11, E is separable, which contradicts our
assumption. Hence, E is non reexive.
5.6.13
Example
Adjoint operator
We have, so far, talked about bounded linear operators and studied their
properties. We also have discussed bounded linear functionals. Associated
with linear operators are adjoint linear operators. Adjoint linear operators
nd much use in the solution of equations involving operators. Such
equations arise in Physics, Applied Mathematics and in other areas.
Let A be a bounded linear operator mapping a Banach space Ex into a
Banach space Ey , and let us consider the equation Ax = y, x Ex , y Ey .
If g : Ey be a linear functional, then
(5.70)
f (x) is a functional on Ex .
We can see that f is linear. Let x1 , x2 Ex and y1 , y2 Ey , such that
y1 = Ax1 ,
y2 = Ax2
Linear Functionals
215
(5.71)
Ex
Ey
f = A*g
(
Fig. 5.3
5.6.16
Examples
n
aij j
j=1
n
Consider a functional f
(=
n
fi i .
f = (f1 , f2 , . . . , fn ), f (x) =
4n )
since
4n
is self-conjugate;
i=1
Hence, f (Ax) =
n
fi i =
i=1
n
n
n
j=1
fi
i=1
aij fi j =
i=1 j=1
n
j j
n
aij j
j=1
n
n
j=1
aij fi
i=1
(5.72)
216
where j =
n
aij fi
(5.73)
i=1
=
0
where, T v(s) =
= T v, f .
K(t, s)v(t)dt
0
Thus, in the given case, the adjoint operator is also an integral operator,
the kernel K(t, s) which is obtained by interchanging the arguments of
K(s, t). K(t, s) is called the transpose of the kernel K(s, t).
5.6.17
Theorem
Linear Functionals
217
Now,
or
f1 + f2 = A (g1 + g2 )
or A g1 + A g2 = A (g1 + g2 )
or,
x=
|A g(x)|
||g|| ||A||
||x||
Hence,
||A g||
||A||
||g||
||A g||
||A||
||g||
(5.74)
or,
x=
||Ax0 ||
||A || [since ||g0 || = 1]
||x0 ||
(5.75)
218
i ei
i=1
y = Ax =
i Aei
i=1
pki ek
Aei =
k=1
Thus, y =
n
i=1
k ek
i Aei = lim
n
n
i=1
pki ek
(5.78)
k=1
(5.79)
k=1
where, k =
pki i
(5.80)
i=1
Linear Functionals
3
j (ek ) =
219
if j = k
if j = k
(5.81)
lim
n
3
= lim m
i=1
n
n
i=1
= lim
n
pki ek
k=1
i=1
= lim
pki ek
k=1
n
pki m (ek )
k=1
pmi i
(5.82)
i=1
Let A denote the operator adjoint to A and A map E into itself. Let
f = A g, i.e., g(y) = g(Ax) = f (x) for every x E.
ci fi and f =
di f i
Furthermore, let g =
i=1
i=1
3
3 n
3
= g lim
Then g(Ax) = g A
i ei
pki i ek
3
= lim
= lim
i=1
k=1
n
k=1
pki i
i=1
n
k=1
g(ek )
pki i
i=1
ck = lim
i=1
i=1
pki ck
k=1
i fi (x) =
i=1
Consequently,
i=1
di i = lim
i=1
k=1
di i
i=1
pki ck
(5.83)
220
n
pkm ck =
pkm ck
dm = lim
n
k=1
k=1
+n is +n.
Prove that the dual space of (+n , || || ) is the space (+n , || ||1 ).
CHAPTER 6
SPACE OF BOUNDED
LINEAR
FUNCTIONALS
In the previous chapter, the notion of functionals and their extensions
was introduced. We have also talked about the space of functionals or
conjugate space and adjoint operator dened on the conjugate space. In
this chapter, the notion of the conjugate of a normed linear space and
its adjoints has been revisited. The null space and the range space of a
bounded linear operator and its transpose (adjoint) are related. Weaker
concept of convergence in a normed linear space and its dual (conjugate)
are considered. The connection of the notion of reexivity with weak
convergence and with the geometry of the normed linear spaces is explored.
6.1
Conjugates
(Adjoints)
(Duals)
and
Transposes
In 5.6 we have seen that the conjugate (dual) space E of a Banach space
E, as the space of bounded linear functionals mapping the Banach space
E . Thus, if f E ,
||f || = sup
x=
|f (x)|
, x E.
||x||
222
|f (x)|
, x E.
||f ||
Theorem
Theorem
1 1
+ = 1. For a xed y lq , let
p q
i=1
fy (lp )
The map f : lq
i yi
where x = {i } lp .
and
||fy || = ||y||q
lp
dened by
F (y) = fy y lq
is a linear isometry from lq into (lp ) .
If 1 p < . Then F is surjective (onto).
In fact, if f lp and y = (f (e1 ), f (e2 ) . . .) then y lq and f = F (y).
Proof: Let y lq . For x lp , we have
i=1
|i yi | ||x||p ||y||q .
223
f (x ) =
n
xi f (ei ) =
i=1
n
xi yi = fyn (x).
i=1
|yj |q = lim ||y n ||q lim sup ||fyn ||
so that
n
j=1
n
xi ei . Hence, by
i=1
xi ei =
xi f (ei ) =
xi yi = fy (x).
f (x) = lim f
n
i=1
i=1
i=1
Corollary
1 1
+ =1
p q
4 +
4 +
224
(ii) The dual of c00 with the norm || ||p is linearly isometric to lq .
(iii) The dual of c0 with the norm || || is linearly isometric to l1 .
i=1
n
i yi
i=1
fy (x) =
xj yj , x c00 .
j=1
|yj | = ||y||1 and that the map F : l1 (c00 ) given
show that ||fy || =
j=1
n
xnj yj =
j=1
n
|yj |, n = 1, 2, . . .
j=1
n
xi e i
i=1
i=1
6.1.5
225
Theorem
4(+).Then (A + B) = A + B ,
Ex (x)
Ex
E(y) (y)A.
Schematically,
Ex(x)
E x**
Ey
Ey(y)
A**
Fig. 6.1
E y**
226
6.1.6
Example
Theorem
227
4+
4(+).
228
6.2
The problem of nding the conjugate (dual) of Lp ([a, b]) is deferred until
Chapter 10.
6.2.1
x(t)dw(t)
f (x) =
(6.1)
4+
Note 6.2.1. Let BV ([a, b)] denote the linear space of ( )-valued
functions of bounded variation on [a, b]. For w BV ([a, b]) consider
||w|| = |w(a)| + Var(w).
Thus || || is a norm on BV ([a, b]). For a xed w BV ([a, b]), let us dene
fw : C[a, b] ( ) by
4+
fw (x) =
a
Then fw C ([a, b]) and ||fw || ||w||. However, ||fw || may not be equal
to ||w||. For example, if z = w + 1, then fz = fw , but ||z|| = ||w|| + 1, so
that either ||fw || =
||w|| or ||fz || = ||z||.
This shows that distinct functions of bounded variation can give rise to
the same linear functional on C([a, b]). In order to overcome this diculty
a new concept is introduced.
6.2.2
229
Lemma
Let w BV ([a, b]). Then there is a unique y N BV ([a, b]) such that
b
b
xdw =
xdy
a
if t = a
0,
w(t+ ) w(a), if t ]a, b[ .
y(t) =
w(b) w(a),
if t = b
Moreover, Var(y) Var(w).
Proof: Let y : [a, b] ( ) be dened as above. Note that the right
limit w(t+ ) exists for every t ]a, b[, because Rew, and Imw are real valued
functions of bounded variation and hence each of them is a dierence of
two monotonically increasing functions. This also shows that w has only a
countable number of discontinuities in [a, b].
Let
> 0. We show that Var(y) Var(w) +
. Consider a partition
a = t0 < t1 < t2 < tn1 < tn = b.
4+
s0
a = t0
sn
t1
s1
t2
s2
t3
tn = b
Fig. 6.2
n
j=1
|w(sj ) w(sj1 )| + .
230
Since the above is true for every partition Pn of [a, b], Var(y)
Var(w) +
. As
> 0 is arbitrary, Var(y) Var(w). In particular, y is
of bounded variation on [a, b]. Hence y N BV [a, b].
Next, let x C([a, b]). Apart from the subtraction of the constant w(a),
the function y agrees with the function w, except possibly at the points of
discontinuities of w. Since these points are countable, they can be avoided
while calculating the Riemann-Stieljes sum
n
j=1
which approximates
a
xdy. Hence
a
x(tj )[y(tj )
j=1
n
xdw =
a
xdy.
a
y(a) y0 (a) = 0 0 = 0.
Also, since z(b) = z(b) z(a) =
dy
dz =
a
dy0 = 0.
a
if a t
1
t
x(t) =
if < t + h
1
0
if + h < t b.
Then
Since
a
+h
t
1
dz
dz +
=
h
a
+h
t
dz =
we have z() =
1
dz.
h
a
6.2.4
231
Theorem
g(x) =
x(t)dw(t)
and
Var(w) = ||g||.
and
||g|| Var(y).
and
g = Ty
Also
Therefore, ||g|| = Var(y). Since by lemma 6.2.3 there is just one normalized
function, corresponding to the functional g a one-to-one correspondence
exists between the set of all linear functionals of C ([a, b]) and the set of
all elements of N BV ([a, b]).
It is evident that the sum of functions y1 , y2 N BV ([a, b]) corresponds
to the sum of functionals g1 , g2 C ([a, b]) and the function y corresponds
to the functional g, in case the functionals g1 , g2 correspond to the
functions y1 , y2 N BV ([a, b]). It therefore follows that the association
between C ([a, b]) and the space of normalized functions of bounded
variation (N BV ([a, b]) is an isomorphism. Furthermore, since
||g|| = Var(y) = ||y||
the correspondence is isometric too.
Thus, the dual of a space of continuous functions is a space of normalized
functions of bounded variation.
6.2.5
4+
(6.4)
232
4+
(n) =
tn dz(t), n = 0, 1, 2,
(6.5)
0
x<a
xa
, axb
F (x) =
ba
L
x>b
the frequency density function is given by the following step function [g.
6.3]
1
b a
Fig. 6.3
we see that
1
1
1
n
(n) =
, n = 0, 1, 2 . . .
t dz(t) =
tn+1 dt =
n
+
0
0
Similarly, if 0 < r 1, then (r n ), n = 0, 1, 2, . . . is a moment sequence since
if z is the characteristic functions of [r, 1] [see Chapter 10], then
0
tn dz(t) = rn , n = 0, 1, 2, . . .
233
(6.6)
(6.7)
Let P([0, 1]) denote the linear space of all scalar-valued polynomials on
[0,1]. For m = 0, 1, 2, . . . let
pm (t) = tm , t [0, 1].
We next prove the Weierstrass approximations theorem.
6.2.8
234
In order to prove the above we need to show that for every continuous
function f C([0, 1]) and
> 0 there is a polynomial p P([0, 1]) such
that
max {|f (x) p(x)| <
}.
x[0,1]
n!
n
where n is a positive integer
,
In what follows, we denote by
k!(n k)!
k
and k an integer such that 0 < k n. The polynomial Bn (f )(x) dened
by
n
n k
k
nk
Bn (f )(x) =
x (1 x)
(6.8)
f
k
n
k=0
(6.11)
k=0
(6.12)
k=0
(6.13)
(6.14)
235
k
> 0 and M s.t. x <
n
f (x) f k <
n 2
(6.15)
and
Let us partition
two parts, denoted
the sum on the RHS of (6.13) into
and
.
stands for the sum for which x nk < (x is xed
by
but arbitrary, and is the sum of the remaining terms.
n
k
xk (1 x)nk f (x) f
Thus,
=
k
n
k
|x nx |<
n
n k
<
x (1 x)nk = .
2
2
k
(6.16)
k=0
We next show that if n is suciently large then
can be made less
than 2 independently of x. Since f is bounded using (6.15),
n
we get
xk (1 x)nk where the sum is taken for all
2M
k
k
k s.t., x
n
x(1 x)
(6.12) yields 2
n
1
1
2 since max x(1 x) = for x [0, 1]
or
4 n
4
n
=
xk (1 x)nk ,
where
k
k
k,|x n |>
2M 2
= .
2
4M
2
n
k
n k
nk
x (1 x)
Hence, |f (x) Bn (f )(x)|
f (x) f
k
n
k=0
< + =
.
2 2
M
,
2
<
taking
n>
6.2.9
Denition: P(m)
236
Bn (f )(x) =
n
n k
k
x (1 x)nk , x [0, 1], n = 0, 1, 2
f
k
n
k=0
6.2.11
237
Lemma
4+
4+
dene a linear functional h on P([0, 1]) such that h(pn ) = (n), for
n = 0, 1, 2, . . .. By lemma 6.2.11,
n
(1)nk nk ()(k)
dn,k =
k
n
h(fk,nk ) for n = 0, 1, 2, . . .
=
k
238
k=0
and
||p||
n
|dn,k | d||p|| .
k=0
239
k=0
1
0
Bn (1)dz =
dz = (0).
0
(iii) (ii) Since P([0, 1]) is dense in C([0, 1]) with the sup norm || || ,
there is some F C ([0, 1]) with F |P([0,1]) = h and ||F || = ||h||.
By Riesz representations theorem for C([0, 1]) there is some z
N BV ([0, 1]) such that
f dz,
F (f ) =
0
f C([0, 1]).
In particular, for n = 0, 1, 2, . . .
(n) = h(pn ) = F (pn ) =
tn dz(t),
By Riesz representation theorem for C([0, 1]), we can say that there is a
non-decreasing function z such that F = Fz . In particular (n) is the nth
moment of a non-decreasing function z.
Thus, if ((n)) is a moment sequence, then there exists a unique
y N BV ([0, 1]) such that (n) is the nth moment of y. This follows
from lemma 6.2.3 by noting that P([0, 1]) is dense in C([0, 1]) with the sup
norm || || .
Problems
1. For a xed x [a, b], let Fx C ([a, b]) be dened by Fx (f ) =
f (x), f C([a, b]).
Let yx be the function in N BV ([a, b]) which represents Fx as in
theorem 5.3.3. If x = a, then yx is the characteristic function
of [a, b], and if a < x b, then yx is the characteristic function of
[x, b].
240
f C([a, b]),
f dg =
a
and
1
0
tn dy(t), for n = 0, 1, 2, . . .
n
n
k=0
|nk ()(k)|; n = 0, 1, 2, . . .}
6.3
6.3.1
6.3.2
241
Theorem
Theorem
.
2
Hence,
fn (x) f (x) x Ex ,
242
i.e.,
weakly
f.
n
Application to the theory of quadrature formula
fn
6.3.4
x(t)dt
f (x) =
(6.17)
(6.18)
k=1
(n)
Ck
(n)
(n)
a t1
(n)
tkn1 tkn
Let Ck be so chosen in (6.18), such that f (x) and fn (x) coincide for
all polynomials of a degree less then equal to n, i.e.,
f (x)
fn (x)
if x(t) =
n
an tp
(6.19)
p=0
The relation f (x) fn (x) which becomes an equality for all polynomials
of degree less then equal to n, is called a quadrature formula. For example,
(n)
in the case of Gaussian quadrature: t1 = a and the last element = b.
(n)
tk , (k = 1, 2, . . . n) are the n roots of Pn (t) = 2n1n! (t2 1)n = 0.
Consider the sequence of quadrature formula:
f (x)
fn (x), n = 1, 2, 3, . . .
The problem that arises is whether the sequence {fn (x)} converges to the
value of f (x) as n for any x(t) C([0, 1]). The theorem below answers
this question.
6.3.6
Theorem
k=1
kn
k=1
(n)
|Ck | K = const,
243
(6.20)
km
(m)
Ck
(m)
x(tk ).
(6.21)
k=1
km
m
(n)
(m)
(n)
Consequently, |fm (x)|
|Ck x(tk )|
|Ck | ||x||.
k=1
k=1
km
(m)
|Ck
|,
(6.22)
k=1
i.e., ||fm || cannot exceed the right-hand side of (6.22) and equality holds if
we take an x0 C([0, 1]) s.t. |x0 (t)| < 1 on J and
3
(n)
1 if Ck 0
(n)
(n)
.
x0 (tk ) = sgnCk =
(n)
1 if Ck < 0
Since then ||x0 || = 1 and
fn (x0 ) =
kn
k=0
(n)
(n)
Ck sgnCk
kn
(n)
|Ck |.
k=0
Hence, by theorem 6.3.3, fn (x) f (x) for every continuous function x(t).
6.3.7
Theorem
(n)
244
Hence,
kn
k=1
(n)
|Ck |
kn
(n)
Ck
=
0
k=1
d = (1) (0).
6.3.9
Lemma
||xn xn ||2 =
=
0
245
Theorem
(n)
(n)
(0)
(0)
(n)
xn = 1 e1 + 2 e2 + + m em .
(0)
x0 = 1 e1 + 2 e2 + + m em .
Now, consider the functionals fi such that
fi (ei ) = 1, fi (ej ) = 0 i = j.
Then
(n)
(0)
fi (xn ) = i , fi (x0 ) = i .
||xp xq || = 0 (i i )ei 0
0
0 i=j
0 i=1
0 as p, q , showing that in a nite dimensional normed linear
space, weak convergence of {xp } strong convergence or {xp }.
6.3.14
Remark
There also exist innite dimensional spaces in which strong and weak
convergence of elements are equivalent.
Let E = l1 of sequences {1 , 2 , . . . n . . .}
|i | converges.
s.t. the series
i=1
246
6.3.15
Theorem
Let
(n)
(n)
(0)
(0)
xn = 1 e1 + + i ei +
x0 = 1 e1 + + i ei +
w
where xn x0 as n .
Let us consider the functionals fi E such that
fi (ei ) = 1, fi (ej ) = 0 i = j.
(n)
Now
fi (xn ) = i
Since
fi (xn ) fi (x0 ) as n ,
(n)
and
(0)
fi (x0 ) = i
(0)
i , i = 1, 2, 3, . . .
If
||xn || ||x0 || as n
0
0
0
0
0
0
0
0
0
0
(n) 0
(0) 0
i ei 0 0
i ei 0
0
0
0
0
0
as
n .
i=1
i=1
Since
(6.23)
||xn x0 || 0
||xn x0 ||1 ||xn x0 ||.
Again, since {||xn ||1 } is convergent and hence bounded, ||xn ||1 M
(say).
||xn x0 || (1 M )1 ||xn x0 ||1
Thus, ||xn x0 ||1 ||xn x0 ||(1 M )1 ||xn x0 ||1
Thus || ||1 and || || are equivalent norms.
M
(6.23) yields that ||xn ||
= L (say).
1M
0
0
0
0
0
(n) 0
i ei 0 L (say).
Hence 0
0
0
i=1
Let
Sm =
m
(n)
i ei
and
i=1
S=
247
(n)
i ei
i=1
(n)
(0)
(i i )ei
Now, xn x0 =
i=1
Let
then
for
and for
> 0, n n0 (
), m m0 (
)
=
2L
(m)
(0)
(n)
(0)
2L =
|i i | ||ei || <
2L =
(i i )ei
m
2L
n
n n0 (
), m m0 (
).
Theorem
to
If the sequence {xn } of a normed linear space E 3converges weakly
kn
(n)
x0 , then there is a sequence of linear combinations
Ck xk which
k=1
converges strongly to x0 .
In other words, x0 belongs to a closed linear subspace L, spanned by
the elements x1 , x2 , . . . xn , . . . .
Proof: Let us assume that the theorem is not true, i.e., x0 does not
belong to the closed subspace L. Then, by theorem 5.1.5, there is a linear
functional f E , such that f (x0 ) = 1 and f (xn ) = 0, n = 1, 2, . . ..
But this means that f (xn ) does not converge to f (x0 ), contradicting the
w
hypothesis that xn x0 .
6.3.17
Theorem
Theorem
248
xn (f ) converges to x0 (f ) for all f E . But by the theorem 4.5.7 (BanachSteinhaus theorem) the norm {||xn ||} is bounded, this completes the proof.
6.3.19
Remark
and
Thus, lim ||xn || = 1. On the other hand, for every linear functional f ,
n
1
f (xn ) = 2
g(t) sin ntdt = 2cn ,
0
6.3.20
Theorem
6.3.21
249
Theorem
(n)
(n)
(0)
Lemma
However, if xn x, yn y, then
xn , yn x, y, provided ||yn || is totally bounded.
Let P = sup ||yn ||. Then
|xn , yn x, y| |xn x, yn + x, yn y|
250
pn
|Cn,m |.
m=1
251
{xn } converges weakly to x. Show that the space C([a, b]) is not
weakly sequentially complete.
w
0
if a t t0 , t0 + t b
2
if t0 t t0 + ,
n(t t0 )
xn (t) =
n
2
4
4
n
if t0 + t t0 + ,
t + t0
n
n
n
w
252
6.4
Reexivity
Theorem
Then
(x a)
k
-
N (fj ). If
j=1
then
k
-
N (fj ) N (fk+1 ),
j=1
a0
fk+1 (a0 )
fj (ek+1 ) = fj
=
253
fj (a0 )
=0
fk+1 (a0 )
fk+1 (ek+1 ) = 1.
Hence
fj (ei ) = ij , i, j = 1, 2, . . . k + 1
6.4.2
j j
j j0
0
j=1
0j=1
0
4 +
4 +
( ).
for all h1 , h2 , . . . , hm in
(b) Let S be a nite dimensional subspace of E and Fx E . If
> 0,
then there is some x E such that
F S = (x )S and ||x || < ||Fx || +
.
Proof: (a) Suppose that for every
> 0, there is some x E such that
fj (x ) = kj for each j = 1, . . . , m and ||x || < +
. Let us x h1 , h2 , . . . , hm
in
( ). Then
m
m
m
=
h
k
h
f
(x
)
h
f
)
=
(x
j j
j j
j j
j=1
j=1
j=1
0
0
0
0
0m
0
0
0
0
0m
0
0
0
0
0
0
h
f
||
<
(
+
)
h
f
||x
j j0
j j 0.
0
0
0j=1
0 j=1
0
0
4 +
j j
j j 0.
0
j=1
0 j=1
0
m
( ),
hj kj
j=1
4 +
0
0
0
0
0
0m
0
h
f
0
j j 0. It may be noted thats {f1 , f2 , . . . , fm } can be assumed to be
0
0
0j=1
a linearly independent set. If that is not so, let f1 , f2 , . . . , fn with n m
254
4 +
Hence,
But,
h
f
f
j j
j j 0 = 0,
0 l
0
0
j=1
j=1
4 +
r
.
||a||
4+
4m (+m).
4 +
4 +
4 +
4m (+m) such
4m(+m ). Hence,
255
0
0m
0
m
0
0
0
hj fj (x) : x U = ( +
) 0
h j fj 0
sup
0
0 j=1
0
j=1
0
0
0m
0
m
0
0
0
m
0
0
0
0
0
Hence, ( +
) 0
hj fj 0 Re
hj kj
hj kj 0
hj fj 0
0j=1
0
j=1
j=1
This contradiction shows that there must be some x U with F(x ) =
(k1 , k2 , . . . , km ) as wanted.
(b) Let {f1 , f2 , . . . , fm } be a basis for the nite dimensional subspace S
of E and let kj = Fx (fj ), j = 1, 2, . . . , m. Then for all h1 , h2 , . . . , hm in
m
( m ), we have
0
0
0m
m
0
m
m
0
0
0
0
F
=
h
k
h
F
(f
)
h
f
||
h
f
=
||F
j j
j x j
j j
x 0
j j 0.
x
0 j=1
j=1
0
j=1
j=1
4 +
Let = ||Fx || in (a) above, we see that for every
> 0, there is some
x E such that
||x || ||Fx || +
for j = 1, 2, . . . , m
(x )(fj ) = fj (x ) = kj = Fx (fj ),
i.e., (x )S = Fx S as desired.
6.4.3
Remark
Uniform convexity
256
Denition
Lemma
Lemma
m
j=1
j=1
257
Remark
Remark
It is noted that the normed spaces l1 , l , C([a, b]) are not strictly convex.
It was proved by Clarkson [12] that the normed spaces lp and Lp ([a, b]) with
1 < p < are uniformly convex.
6.4.11
Lemma
n,m
258
.
2
1
for all n nk .
k
.
2
1
since m2 > m0 n2 . Thus we can nd a
2
subsequence {xmk } of {xm } such that for k = 1, 2, . . .,
||xmk+1 xmk ||
and
||xmk || 1 +
1
.
k
Thus,
i.e.,
259
From theorem 4.4.2, we can conclude that the space of bounded linear
functionals dened on a normed linear space E is complete and hence a
Banach space. Thus the dual E and in turn the second dual E of
the normed linear space E are Banach spaces. Since E is reexive, E
is isometrically isomorphic to E and hence E is a Banach space. Also, in
any equivalent norm on E, the dual E and the second dual E remains
unchanged, so that E remains reexive.
Hence, we can assume without loss of generality that E is a uniformly
convex Banach space in the given norm || || on E.
Let Fx E . Without loss of generality we assume that ||Fx || = 1.
To show that there is some x E with (x) = Fx : E E being
a canonical embedding. First, we nd a sequence {fn } in E such that
||fn || = 1 and |Fx (fn )| > 1 n1 for n = 1, 2, . . ..
For a xed n, let Sn = span {f1 , f1 , . . . , fn }.
1
We put
n = in Helleys theorem (6.4.2) and nd xn
E such that
n
1
Fxn S = (xn )S
and ||xn || < 1 + .
n
n
n
Then for n = 1, 2, . . . and m = 1, 2, . . . , n.
F (fm ) = (xn )(fm ) = fm (xn )
1
1
so that 1 < |F (fn )| = |fn (xn )| ||xn || < 1 +
n
n
2
and
2 < |2F (fn )| = |fn (xn ) + fn (xm )|
n
1
1
||xm + xn || 2 + + .
n m
Then we have,
lim ||xn || = 1
and
lim ||xn + xm || = 2.
n,m
F (fm ) = fm (z).
2
,
m
260
Remark
4+
i=1
4+
i=1
|fn (x)|2
2n
n=1
12
261
(c) Show that l1 is strictly convex but not reexive in some norm
which is equivalent to the norm || ||1 .
4. Let E be a uniformly convex normed linear space, x E, and {xn }
be a sequence in E.
(a) If ||x|| = 1, ||xn || 1 and ||xn + x|| 2 then show that
||xn x|| 0.
w
6.5
Lemma
n
i2 increases indenitely, then (1 , 2 , . . . , n ) = ||x 1 x1
If
i=1
2 x2 n xn || .
Proof: We have
(1 , 2 , . . . , n ) ||1 x1 + + n xn || ||x||.
The continuous function
(1 , 2 , . . . , n ) = ||1 x1 + 2 x2 + + n xn ||
of the parameters 1 , 2 , . . . , n assumes its minimum m on a unit ball
3
n
S = 1 , 2 , . . . , n En :
i2 = 1
i=1
m > 0.
262
i=1 i
i=1
n
i2 m ||x||,
i=1
,
1
2
n
2 , 2 , , 2 lie on a unit ball.
i i
i i
i i
n
2
> 1 (K + ||x||), (1 , 2 , . . . n ) > K
i
m
i=1
since
Thus if
Theorem
(0)
(0)
(0)
6.5.3
263
Remark
n
(0)
i=1
Theorem
n
i=1
where
then
i=1
i xi such that
0 0
0
0
n
n
0 0
0
0
0 0
0
0
i xi 0 = 0x
i xi 0 = d,
0x
0 0
0
0
i=1
i=1
0
0
n
0
0
0
0
ri xi 0 > 0,
d = min 0x
ri 0
0
i=1
0
0
0
0
0
0
n
n
n
0
0 10
0
i + i 0
10
0
0
0
0
0
0
x i 0 0x
i x i 0 + 0x
i xi 0
0x
0
0
0
0 20
0
2
2
i=1
i=1
i=1
1
1
= d + d = d.
2
2
0
0
n
0
0
i + i 0
0
and since 0x
xi 0 d,
0
0
2
i=1
0
0
n
0
i + i 0
0
0
we have 0x
xi 0 = d,
0
0
2
i=1
0
0 0
0
n
n
0
0
0
i + i 0
0
0 01
0
x
1 xi 0
xi 0 = 0
Consequently, 0x
0
0 02
0
2
i=1
i=1
0
0
n
0
01
0
0
x
i xi 0.
+0
0
02
i=0
264
i=1
Hence we get
Remark
Lemma
6.5.8
265
Minimization of functionals
(6.25)
4 +
4 +
266
CHAPTER 7
CLOSED GRAPH
THEOREM AND ITS
CONSEQUENCES
7.1
Denition: graph
(7.1)
267
(7.2)
268
(x, y) = (x, y)
where is a scalar and the norm on Ex Ey is dened by
||(x, y)|| = ||x|| + ||y||.
(7.3)
(7.4)
n, m N (
).
Hence, {xn } and {yn } are Cauchy sequences in Ex and Ey respectively.
Ex being complete,
xn x (say) Ex as n .
Similarly, Ey being complete, yn y (say) Ey .
Hence,
{zn } z = (x, y) Ex Ey , as n .
Hence, Ex Ey is complete.
By assumption, G(T ) is closed in Ex Ey and D(T ) is closed in Ex .
Hence, D(T ) and G(T ) are complete.
We now consider the mapping P : G(T ) D(T ).
(x, T x) x
We see that P is linear, because
P [(x1 , T x1 ) + (x2 , T x2 )] = P [(x1 + x2 , T (x1 + x2 ))]
= x1 + x2 = P (x1 , T x1 ) + P (x2 , T x2 ),
where
x1 , x2 Ex .
P is bounded, because
||P [(x, T x)]|| = ||x|| ||x|| + ||T x|| = ||(x, T x)||.
P is bijective, the inverse mapping
P 1 : D(T ) G(T ) i.e. x (x, T x).
Since G(T ) and D(T ) are complete, we can apply the bounded inverse
269
theorem (theorem 7.3) and see that P 1 is bounded, say ||(x, T x)|| b||x||,
for some b and all x D(T ).
Therefore, ||x|| + ||T x|| b||x||
Hence,
Remark
Remark
7.1.7
and
Axn = xn y.
270
y( )d =
0
i.e.,
lim
0 n
t
xn ( )d
= lim
y( )d .
x(t) = x(0) +
0
This shows that x D(A) and x = y. The theorem 7.1.5 now implies
that A is closed.
Note 7.1.1. Here, D(A) is not closed in Ex = C([0, 1]), for otherwise A
would be bounded by the closed graph theorem.
7.1.8
Theorem
7.1.10
271
Projection mapping
We next discuss the partition of a Banach space into two subspaces and
the related question of the existence of operators, which are projections
onto subspaces. These ideas help very much in the analysis of the structure
of a linear transformation. We provide here an illustration of the use of
closed graph theorem.
7.1.11
(7.6)
with y M and z N .
Thus, if E = M N then M N = {}.
7.1.12
Denition: projection
(I P )2 = (I P )(I P ) = I P + P 2 P
= I P + P P = I P.
Moreover, P (I P ) = P P 2 = P P = 0.
7.1.13
Lemma
272
Theorem
Remark
7.2
7.2.1
7.2.2
273
(7.7)
A + g = {x Ex : x = a + g, a A, g Ex }
(7.8)
A+g
A
a
a +g
Fig. 7.1(a) Illustration of formula (7.7)
1
Ex .
2
Any xed x Ex is in kB1 with real k suciently large (k > 2||x||).
*
Hence, Ex =
kB1 .
We consider the open ball B1 = B 0,
k=1
*
*
*
kB1 =
kT (B1 ) =
kT (B1 ).
Ey = T (Ex ) = T
k=1
k=1
k=1
(7.9)
274
k=1
*
kT (B1 ) cannot be expressed as the
(theorem 1.4.20). Hence Ey =
k=1
countable union of nowhere dense sets. Hence, at least one ball kT (B1 )
must contain an open ball. This means that T (B1 ) must contain an open
ball B = B(y0 ,
) T (B1 ). It therefore follows from (7.8) that
B y0 = B(0,
) T (B1 ) y0 .
(7.10)
(7.11)
vn y0 .
1
2,
Hence
wn zn B(0, 1).
Now,
T (wn zn ) = T wn T zn y.
Thus,
we obtain ||wn zn ||
Let Bn = B(0, 2
(7.12)
n
T (B(0, 1)).
275
.
4
Now, v T (B1 ) implies that there is a x1 B1 such that v = T x1 .
Hence ||y T x1 || < .
4
From the above and (7.13), putting n = 2, we see that
||v y|| <
y T x1 V2 = T (B2 ).
We can again nd a x2 B2 such that
||(y T x1 ) T x2 || < .
8
Hence y T x1 T x2 V3 T (B3 ) and so on.
Proceeding in the above manner we get at the nth stage, an xn Bn
such that0
0
n
0
0
0
0
T xk 0 < n+1 , (n = 1, 2, . . .)
(7.14)
0y
0
0 2
k=1
1
||xk || <
= 1.
(7.15)
2k
k=1
k=1
276
7.3
Remark
Theorem
Let
277
0
0
0
0
rx
0
0 < 1 , i.e., ||x|| < (1 +
) ||x||.
then 0
(1 +
)||x|| 0
r
1
Since
> 0 is arbitrary, ||x|| ||x||.
r
1
or
||x|| ||x|| with = .
r
Conversely, let ||x|| ||x|| for all x E.
Let {xn } be a sequence in E such that ||xn x|| 0.
Since ||xn x|| ||xn x|| 0.
Hence, the || || is stronger than the norm || || .
7.3.4
Two-norm theorem
Let E be a Banach space in the norm || ||. Then a norm || || of the
linear space E is equivalent to the norm || || if and only if, E is also a
Banach space in the norm || || and the norm || || is comparable to the
norm || ||.
Proof: If the norms || || and || || are equivalent, then clearly they are
comparable.
Therefore, 1 ||x|| ||x|| 2 ||x||, 1 , 2 0 for all x E. Let {xn }
be a Cauchy sequence in the Banach space E with norm || ||.
Then, if xn x in E with norm || ||,
||xn x|| 2 ||xn x||
and hence {xn } x in the norm || || .
Therefore, E is a Banach space with respect to the norm || || .
Conversely, let us suppose that E is a Banach space in the norm || ||
and that the norm || || is comparable to the norm || ||.
Let us suppose without loss of generality that || || is stronger than || || .
Then, by theorem 7.3.3, we can nd a > 0 such that ||x|| ||x||, for all
x E. Let E denote the linear space with the norm |||| and let us consider
the identity map I : E E. Clearly I is bijective, linear and continuous.
By the bounded inverse theorem 7.3, I 1 : E E is also continuous, that
is, ||x|| ||x|| for all x E and some > 0.
1
Letting = we have,
Remark
(i) The result above shows that two comparable complete norms on a
normed linear space are equivalent.
278
279
T
1
1
1 , 2 , 3 , . . .
2
3
280
7.4
Applications
Theorem
of
the
Open
Mapping
1 , 2 , . . . n in
( ) such that x =
i ei .
4 +
i=1
n en E.
dene functionals fn : E ( ) by fn (x) = n (x) for x =
4+
n=1
Theorem
n
0
0
0
0
n en converges in E. The norm ||y|| = sup 0
i ei 0 converts
which
0
0
n
n=1
i=1
(m)
||n
(p)
n ||
y = (1 , 2 , . . . , n , . . .) E
(m)
(m)
(m)
Now, ym = {1 , 2 , . . . n
and
lim yn = y.
. . .} E .
i=1
E such that Py =
n en E. If z = (1 , 2 , . . .) E such that
n=1
Pz =
n en E, then P (y + z) =
n=1
281
(n + n )en = P y + P z showing
n=1
E is representable in the form
rn en where (r1 , r, . . . rn . . .) E . Hence
n=1
i=1
i=1
1
i=1
1
x|| 2||P
i=1
|| ||x||.
CHAPTER 8
COMPACT
OPERATORS ON
NORMED LINEAR
SPACES
This chapter focusses on a natural and useful generalisation of bounded
linear operators having a nite dimensional range. The concept of a
compact linear operator is introduced in section 8.1. Compact linear
operators often appear in applications. They play a crucial role in the
theory of integral equations and in various problems of mathematical
physics. The relation of compactness with weak convergence and reexivity
is highlighted. The spectral properties of a compact linear operator are
studied in section 8.2. The notion of the Fredholm alternative and the
relevant theorems are provided in section 8.3. Section 8.4 shows how to
construct a nite rank approximations of a compact operator. A reduction
of the nite rank problem to a nite dimensional problem is also given.
8.1
8.1.1
Remark
(i) A linear map A from a normed linear space Ex into a normed linear
space Ey is continuous if and only if it sends the open unit ball B(0, 1) in
282
283
Ex to a bounded subset of Ey .
(ii) A compact linear operator A is stronger than a bounded linear
operator in the sense that A(B(0, 1)) is a compact subset of Ey given B(0, 1)
an open unit ball.
(iii) A compact linear operator is also known as a completely
continuous operator in view of a result we shall prove in 8.1.14(a).
8.1.3
Remark
Lemma
Examples
|y(t)|
1
0
|K(t, s)|x(s)ds L,
284
< =
wherever |t2 t1 | <
Lemma
8.1.7
Theorem
8.1.8
285
Theorem
Theorem
Example
K(t, s)x(s)ds
0
286
|y(t)| =
1
0
K(t, s)x(s)ds
12
K (t, s)ds
12
x (s)ds
12
12
x (s)ds
<
Set
An x =
1
0
Kn (t, s)x(s)ds.
Then,
3
||Ax An x|| =
1
0
=
0
0
K(t, s)x(s)ds
2
Kn (t, s)x(s)dx
dt
, 12
12
, 12
x (s)ds dt
0
||x||
Hence,
||Ax An x||
||A An || = sup
||x||
x=0
1
0
1
0
, 12
[K(t, s) Kn (t, s)] dtds
2
8.1.11
287
Remark
i ei .
i=1
Let Sn x =
n
i=1
space.
Let us consider the unit ball B(0, 1) = {x : x E, ||x|| 1}.
Then Sn (B(0, 1)) is closed and bounded in the n-dimensional space En
and hence compact.
Thus, Sn is compact.
w
w
As n , Sn x x or Sn I, where the identity operator I is
not compact.
8.1.12
288
Theorem
Remark
8.1.15
289
Theorem
Remark
Theorem
*
countable everywhere dense set in K n . Since K =
Kn is the range of
A, L =
*
n=1
n=1
290
8.2
4 +
8.2.1
Theorem
4+
8.2.2
Remark
Lemma
Ep+1 = Ep
and
291
E q+1 = E q .
1
.
2
(b) Let us suppose now that Ep+1 is a proper closed subspace of Ep for
each p = 0, 1, 2. By (a) above we can nd an yp Ep , such that ||yp || = 1
and for all y Ep+1 ,
||Ayp Ayp+1 ||
|k|
, p = 0, 1, 2, . . . .
2
2
, p, r = 0, 1, with p = r.
2
The above shows that {Ayp } cannot have a convergent subsequence. But
this contradicts the fact that A is compact. Hence there is some nonnegative
integer p such that Ep = Ep+1 .
It can similarly be proved that there is some nonnegative integer q such
that E q+1 = E q .
8.2.4
4+
4+
4 +
4 +
292
Theorem
4+
293
If we replace A with Pn (A) and with n and follow the arguments put
forward above, we conclude that R(Pn (A) n I) = En is a closed subspace
of Ex .
Since En+1 En and En+1 = (A I)(En ) and part (b) of lemma
8.2.3 shows that that there is a non-negative integer p with Ep+1 = Ep . If
p = 0 then E1 = E0 . If p > 0, we want to show that Ep = Ep1 .
Let y Ep1 , that is, y = (A I)p1 x for some x Ex . Then
(A I)y = (A I)p x Ep = Ep+1 , so that there is some x Ex
with (A I)y = (A I)p+1 x. Since (A I)(y (A I)p x) =
and since (A I) is one-to-one, it follows that y (A I)p x = , i.e.,
y = (A I)p x Ep . Thus, Ep = Ep1 . Proceeding as in above, if
p > 1, we see that Ep+1 = Ep = Ep1 = Ep2 = = E1 = E0 . But
E1 = R(A I) and E0 = Ex . Hence A I is one-to-one.
Being bounded below and onto, (A I) has an inverse. Hence, every
non-zero spectral value of A is an eigenvalue of A. Since e (A) (A)
always, the proof (a) is complete.
(b) Let Ex be innite dimensional. Let us consider an innite linearly
independent set {e1 , e2 , . . .} of Ex and let E n = span {e1 , e2 , . . . en }, n =
1, 2, . . .. Then E n is a proper subspace of E n+1 . E n is of nite dimension
and is closed by theorem 2.3.4. By the Riesz lemma (theorem 2.3.7), there
is some element an+1 E n+1 such that ||an+1 || = 1, dist (an+1 , E n ) 12 .
Let us assume that A is bounded below i.e., ||Ax|| m||x|| for all x Ex
and some m > 0. Then for all p, q = 1, 2, . . ., and p = q, we have,
m
||Aap Aaq || m||ap aq || ,
2
so that {Aap } cannot have a convergent subsequence, which contradicts the
fact that A is compact.
Hence, A is not bounded below. Hence 0 a (A).
(c) If Ex is nite dimensional and D(A) = Ex , then the operator A
can be represented by a matrix, (aij ); then A I is also represented by a
matrix and (A) is composed of those scalars which are the roots of the
equation
a11 a12
a1n
= 0 [see Taylor, [55]]
a
a
a
n1
Hence
n2
nn
a (A) = (A).
Lemma
4+
294
n
i Axi = 1 1 x1 + 2 2 x2 + + n n xn .
i=1
Theorem
295
*
is a nite set for > 0. Since e (A) =
L1/n it follows that e (A)
n=1
is a countable set and that e (A) has no limit points except possibly the
number 0.
( ) since || ||A|| for
Furthermore, e (A) is a bounded subset of
every e (A). If {1 , 2 , . . .} is an innite subset of e (A), then it must
have a limit point by the Bolzano-Weierstrass theorem for ( ) (theorem
1.6.19). As the only possible limit point is 0, we see that n 0 as n .
(b) Let 0 = e (A). Suppose that the set of eigenvectors
corresponding to an eigenvalue forms an innite set {x1 , x2 , . . .}. Let
take the values 1 , 2 , . . . corresponding to the eigenvectors x1 , x2 , . . ..
Then, by Bolzano-Weierstrass theorem (th. 1.6.19) the set of eigenvalues
( ). As the only possible limit point
{1 , 2 , . . .} have a limit point in
is zero, we see that n 0 as n . But this is impossible since
e (A) # = 0.
Thus the eigenspace of A corresponding to is nite dimensional.
We next consider the spectrum of the transpose of a compact operator.
4 +
4 +
4 +
8.2.8
Theorem
Then
(A) = a (A) e (A ) = (A ).
4+
296
Theorem
4+
r
fi (x)yi , x Ex .
i=1
297
r
fi (x)yi
i=1
=0
=
r
fi (x)j (yi ).
i=1
fi (x)
0
if 1 j r
.
if j = r + 1
4 +
0 = fj (x) = fj (1 e1 + 2 e2 + + r er ) = j , j = 1, 2, . . . , r
so that x = 0 e1 + 0 e2 + + 0 er = .
Thus A B I is one-to-one because
(A B I)x = x = .
Next we assert that yr+1 R(A B I). For if yr+1 = (A B I)x
for some x Ex , then
1 = r+1 (yr+1 ) = r+1 ((A B I)x) = 0,
as we have noted above. Hence (A B I) is not onto.
Thus a linearly independent subset of N (A I) can have at most r
elements, i.e., s r.
To obtain r s we proceed as follows. Let t denote the dimension
of N (A I). Considering the compact operator A in place of A, we
nd that t s. If Ex denotes the canonical embedding of Ex into Ex
considered in sec. 5.6.6, then by theorem 6.1.5. A Ex = Ex A. Hence
Ex (N (A I)) N (A I), so that r t. Thus r t s. Hence
r = s.
(b) Let 0 = ( ). Part (a) shows that N (A I) = {} if and
only if N (A I) = {}, that is, e (A) if and only if e (A ).
(c) Since A and A are compact operators, we have by theorem 8.2.5
4+
{ : (A), = 0} = { : e (A), = 0}
{ : (A ), = 0} = { : e (A ), = 0}
It follows from (b) above that
{ : (A ), = 0} = { : (A), = 0}
298
Examples
Let Ex = lp , 1 p and Ax =
1.
1 2 3
, ,
1 2 3
,
where
x = {1 , 2 , 3 , . . .} lp .
,
1 1
1
Let An =
, , , , 0 0 . Since An is nite, An is a linear
1 2
n
compact operator [see theorem 8.1.13].
1
Furthermore, ||(A An )x||pp =
|i |p =
| |p
p i
i
i=n+1
i=n+1
Hence
1
||x||p
p
|
|
, p > 1.
i
(n + 1)p i=n+1
(n + 1)p
1
||(A An )x||
, p > 1.
||x||
n+1
i.e.,
0 0 1
0 0 0
0 0 0
0
1
3
1
4
x1
x2
x3
x4
..
.
x3
x34
= x5
4
..
.
1 1
+ = 1, so that
p q
0
0
B= 1
0
..
.
0
0
0
1
3
..
.
0
0
0
0
1
4
299
T
x2 x3
Hence Bx = 0, 0, x1 , ,
for x = (x1 , x2 , x3 , . . .) lq .
3 4
1
1
0
0
Since A . = 0 . we see that 0 is an eigenvalue of A. But
..
..
0
0
since B is one-to-one, 0 is not an eigenvalue of B. Also since B = A, we
see that not only the compact operator B does not have an eigenvalue 0,
its adjoint B does not have an eigenvalue 0 too.
(c) Let Ex = C([0, 1]), 1 p . For x Ex , let
1
s
tx(t)dx(t) + s
(1 t)x(t)dx(t), s [0, 1] (8.1)
Ax(s) = (1 s)
0
Let x Ex and 0 =
Ax = x.
Then for all s [a, b]
x(s) = (1 s)
tx(t)dx(t) + s
0
(1 t)x(t)dx(t).
(8.3)
300
x (s) = (1 s)sx(s)
=
s
0
(1 t)x(t)dx(t)
tx(t)dx(t) +
0
(1 t)x(t)dx(t).
4+
8.2.11
1. Show that the zero operator on any normed linear space is compact.
2. If A1 and A2 are two compact linear operators mapping a normed
linear space Ex into a normed linear space Ey , show that A1 + A2 is
a compact linear operator.
3. If Ex is nite dimensional and A is linear mapping Ex into Ey , then
show that A is compact.
4. If A (Ex Ey ) and Ey is nite dimensional, then show that A is
compact.
5. If A, B (Ex Ex ) and A is compact, then show that AB and BA
are compact.
6. Let Ex be a Banach space and P (Ex Ex ) be a projection. Then
show that P is a compact linear operator if and only if P is of nite
rank.
7. Given Ex is an innite dimensional normed linear space and A a
compact linear operator mapping Ex into Ex , show that I A is
not a compact operator where is a non-zero scalar.
301
4+
aij xj , show that in the
x lp and Ax lr where Ax =
j=1
|aij | 0 as i
j=1
|aij |r < .
i=1
j=1
R C
j=1
n
x(tj,n )wj,n
j=1
x C([a, b]). Then show that (i) ||Ax An x|| 0 for every
x C([a, b]). (ii) ||(An A)A|| 0 and ||(An A)An || 0 as
n .
For quadrature formula see 6.3.5. In order to solve the integral
equation numerically Ax = y, x, y C([a, b]) the given equation
is approximately reduced to a system of algebraic equations by using
quadrature.
(Hint: (i) Show that for each u C([a, b]), {(An u(s))} converges
to (Au(s)). {An u : n
} is equicontinuous, and hence (ii).
Use the result in (i) and the fact that {Au : ||u|| 1} and
{An u : ||u|| 1, n } are equicontiuous.)
8.3
Fredholm Alternative
302
or,
Au u = v
(8.4)
Pu = v
(8.5)
(8.6)
P f =g
(8.7)
Lemma
Remark
Lemma
(8.8)
(8.9)
303
(8.10)
The sequence {||u0 + wn ||} has a limit and is hence bounded. However, the
sequence {||wn ||} is also bounded, since,
||wn || = ||(u0 + wn ) u0 || ||u0 + wn || + ||u0 ||
Thus {wn } is a bounded sequence in a nite-dimensional space N and hence,
by Bolzano-Weierstrass theorem (theorem 1.6.19) has a convergent
subsequence. Hence, we can nd a subsequence {wnp } such that
wnp w0 . Then F (wnp ) F (w0 ).
(8.11)
(8.12)
However, since u
n = A
un vn ,
o
u
n u
since vn .
and consequently,
A
un A
u0
(8.13)
304
Thus ||
u||/||v|| is bounded and if m = inf {||v||/||
u||}, the inequality (8.8)
is proved.
Now, suppose we are given a sequence vn L convergent to v0 . We can
assume that for some subsequence
||vnp +1 vnp || <
1
2np +1
1
.
2np
1
.
2np
p=1
series, then
Pu
=P
lim
k
k
unp
p=0
= lim P un0 +
k
k
= lim
k
k
P unp
p=0
(vnp+1 vnp )
p=1
= lim vnk+1 = v0 .
k
Theorem
(8.14)
8.3.6
305
Remark
Corollary
Theorem
(8.15)
(8.16)
306
or (A f f )u = g(u).
Corollary
Theorem
(8.4)
1
.
2
Thus a contradiction arises from the assumption that equation (8.4) has
in the presence of a trivial solution of the equation T u = , a nontrivial
307
solution. This proves the necessary part. Next to show that the condition
is sucient.
Suppose that the equation T u = has only a trivial solution. Then, by
corollary 8.3.9, the equation
A f f = g
(8.6)
is solvable for any right side. Since A is also a compact operator and E a
Banach space, we can apply the necessary part of the theorem just proved
to equation (8.6). Hence the equation
A f f =
(8.14)
Theorem
Au u =
(8.15)
A f f =
(8.14)
n
i=1
i (u)wi .
308
n
i (u0 )wi = 0
Then
fk (V u0 u0 ) = 0, or, fk Au0 u0 +
i=1
or,
or,
A fk u0 fk u0 +
(A fk fk )u0 +
n
i=1
n
i=1
Since {fi } and {wi } are biorthogonal to each other, we have from the
above equation,
(A fk fk )u0 + k (u0 ) = 0.
Since fk is a basis of the subspace of solutions of equation (8.14),
A fk fk = .
Hence,
k (u0 ) = 0, k = 1, 2, . . . (n < m).
Hence we have V u0 = Au0
or, Au0 u0 = V u0 u0 = .
However, j (u0 ) =
n
i j (ui ) = j .
i=1
Since
j (u0 ) = 0, j = 1, 2, . . . , n, j = 0.
Hence,
u0 = .
n
i (u ) (wi )
fn+1 (wn+1 ) = fn+1 Au u +
i=1
n
i=1
V f = A f +
m
f (wi )i .
309
(8.16)
i=1
= f (Auk uk ) + f (wk )
= f (wk )
(8.17)
since {uk } is one of the bases of the subspace of solutions of (8.15). Thus,
if f0 is a solution of the the equation V f f = then from (8.17) it
follows that f0 (wk ) = 0, k = 1, 2, . . . , m.
Hence (8.16) yields V f0 = A f0 .
0 = V f 0 f 0 = A f 0 f 0 ,
Hence
i.e., f0 is a solution of A f f = 0.
m
m
However, f0 =
i fi =
f0 (wi )fi = ,
i=1
i=1
f0 (wi ) = 0, i = 1, 2, 3, . . ..
since
= f (Aum+1 um+1 ) = 0.
On the other hand, we have by construction m+1 (um+1 ) = 1.
The contradiction obtained proves the inequality m < n to be impossible.
Thus m = n.
310
8.3.12
Theorem
(8.4)
A f f =g
(8.5)
(8.13)
A f f =
(8.14)
have only a trivial solution or the homogeneous equations have the same
nite number of linearly independent solutions u1 , u2 , . . . , un ; f1 , f2 , . . . , fn .
In that case equation (8.4) will have a solution, if and only if,
fi (v) = 0 (g(ui ) = 0), i = 1, 2, . . . , n
The general solution of equation (8.4), then, takes the form,
u = u0 +
n
a i ui ,
i=1
n
bi fi ,
i=1
(8.18)
8.3.13
311
Theorem
k
ci ui
(8.19)
i=1
then we have
k+1 uk+1 = Auk+1 =
k
ci Aui =
i=1
k
i ci ui
(8.20)
i=1
i
k+1
= 0
8.4
Approximate Solutions
In the last section we have seen that, given A, a linear compact operator
mapping a Banach space E into itself and that if the homogeneous equation
312
Theorem
and
||u u0 ||
||[(I A) (I A)](I
A)1 || =
< 1,
is invertible and
it follows from theorem 4.7.12 that (I A)
1
1
1 ||
||(I A) || .
1 || ||(I A) || , ||(I A)1 (I A)
||(I A)
1
1
and
0 = v0 .
u0 Au
1 v0
u u0 = (I A)1 v (I A)
1 ]v + (I A)
1 (v v0 ).
= [(I A)1 (I A)
Hence, ||u u0 ||
||(I A)1 ||
||(I A)1 ||
||v|| +
||v v0 ||.
1
1
313
Theorem
Let A be an operator of nite rank on a normed linear space E over
( ) given by
4+
= f1 (u)u1 + + fm (u)um , u E
Au
where u1 , u2 , . . . , um are in E, and f1 , f2 , . . . , fm are linear functionals on
E.
f1 (u1 ) f1 (um )
..
Let
M =
fm (u1 )
fm (um )
0 = v0
u0 Au
and
u
= (f1 (u0 ), . . . , fm (u0 ))T ,
if and only if u
Mu
= v
and
u0 = v0 + u
1 u1 + u
2 u2 + + u
m um
where u
i , i = 1, . . . , m is the i-th component of u.
4+
if and only if is
(b) Let 0 = ( ). Them is an eigenvalue of A
an eigenvalue of M .
Furthermore, if u
(resp., u0 ) is an eigenvector of M (resp., A)
corresponding to , then
u0 = u
1 u1 + u
2 u2 + + u
m um .
(resp., M )
(resp., u
= (f1 (u0 ), . . . , fm (u0 ))T is an eigenvector of A
corresponding to ,
0 = v0 and u
Proof: Let u0 Au
= (f1 (u0 ), . . . , fm (u0 ))T
Then for i = 1, 2, . . . , m,
(M u
)(i) = fi (u1 )f1 (u0 ) + + fi (um )fm (u0 )
= fi (f1 (u0 )u1 + + fm (u0 )um )
0 ) = fi (u0 v0 ) = fi (u0 ) fi (v0 )
= fi (Au
=u
(i) v(i) .
Hence u
Mu
= v.
314
Also,
1 u1 + + u
m um .
Conversely, let u
Mu
= v and u0 = v0 + u
0 = f1 (u0 )u1 + + fm (u0 )um
Then, Au
m
m
= f1 (v0 ) +
u
j f1 (uj ) u1 + + fm (v0 ) +
u
j fm (uj ) um
j=1
1
j=1
= [
v + (M u
) ]u1 + + [
v + (M u
) ]um
m
=u
1 u1 + + u
m um = u0 v0 .
Also for i = 1, 2, . . . , m
u
(i) = v(i) + (M u
)(i) = v(i) + fi (u1 )
u(1) + fi (u2 )
u(2)
+ + fi (um )
u(m)
= v(i) + fi (
u(1) u1 + u
(2) u2 + + u
(m) um )
= v(i) + fi (u0 v0 ) = fi (u0 ),
i.e.,
u
= (f1 (u0 ), . . . , fm (u0 ))T .
1
.
and
by A
and letting v0 = in
Replacing A
u0 = u
(1) u1 + + u
(m) um .
4 +
8.4.3
315
Theorem
||AG
n A|| = ||Pn APn Pn A + Pn A A||
||Pn (APn A)|| + ||Pn A A||
||Pn || ||ASn A|| + ||AP
n A||.
Remark
S
G
Denitions AP
n , An , An
(i) AP
n is called the projection of A on the n-dimensional subspace and
is expressed as AP
n = Pn A.
316
(ii) ASn = APn is called the Sloan projection in the name of the
mathematician Sloan.
(iii) AG
n = Pn APn is called the Galerkin projection in the name of the
mathematician Galerkin.
8.4.5
Example of projections
Now each fk E and hence each Pn (E E). Now, Pn2 = Pn and each
Pn is of nite rank.
The very denition of the Schauder basis implies that Pn u u in E
for every u E. Hence ||A AP
n || 0 if A is a compact operator mapping
E E.
2. Projection of an element in a Hilbert space
Let H be a separable Hilbert space and {u1 , u2 , . . .} be an orthonormal
basis for H [see 3.8.8]. Then for n = 1, 2, . . .,
Pn u =
n
< u, uk > uk , u H,
k=1
where < > is the inner product on H. Note that each Pn is obtained by
truncating the Fourier expansion of u H [see 3.8.6]. Since H can be
identied with H (Note 5.6.1) and Pn can be identied with Pn we obtain
P
||AASn || 0 and ||AAG
n || 0, in addition to ||AAn || 0 as n .
Piece-wise linear interpolations
Let E = C([a, b]) with the sup norm. For n = 1, 2, . . ., consider n nodes
(n) (n)
(n)
(n)
(n)
(n)
t1 , t2 tn in [a, b]: i.e., a = t0 tn1 < < tn tn+1 = b.
(n)
For j = 1, 2, . . . , n, let uj
(n) (n)
(i) uj (ti ) = ij , i = 1, . . . n
(n)
(n)
(ii) u1 (a) = 1, uj (a) = 0 for j = 2, . . . , n
(n)
(n)
un (b) = 1, uj (b) = 0 for j = 1, 2, . . . , n 1,
(n)
is linear on each of the subintervals
(iii) uj
0, 1, 2, . . . , n.
(n)
(n)
[tk , tk+1 ], k =
(n)
(n)
317
(n)
(n)
(n)
(n)
(n)
(n)
(n)
n
(n)
(n)
x(tj )uj .
j=1
(n)
(n)
(n)
|tj
n
(n)
(n)
j=1
n
(n)
uj (t) = .
j=1
(8.22)
Thus the kernel can be expressed as the sum of the products of functions,
one depending exclusively on t and the other depending exclusively on s. ai
and bi belong to E, i = 1, 2, . . . , m.
318
Hence,
m
a i=1
3
ai (t)
bi (s)x(s)ds
a
i=1
We write Ax(t)
=
3
m
i=1
(E E). Also A
is of nite rank because R(A)
We note that A
span {a1 (t), . . . , am (t)}.
8.4.6
Theorem
Let E = C([a, b]) (resp. L2 ([a, b]) and K(t, s) C([a, b] [a, b]). Let
(kn ( , )) be a sequence of degenerate kernels in C([a, b][a, b]) (respectively,
L2 ([a, b] [a, b]) such that ||k kn || 0. (resp. ||k kn ||2 0). If A
and AD
n are the Fredholm integral operators with kernels k(, ) and kn (, )
respectively, then ||A An || 0, where || || denotes the operator norm in
(E E).
Proof: Let E = C([a, b]).
Then
||(A AD
n )x||
0
0
0 b
0
0
0
= 0 (k kn )(t, s)x(s)ds0
0 a
0
||(A AD
n )|| (b a)||k kn || 0 as n .
0
0
0 b
0
0
0
(k kn )(t, s)x(s)ds0
||(A AD
n )x||2 = 0
0 a
0
2
12
b
2
12
2
x (s)ds
a
||A AD
n ||2 ||k kn ||2 0 as n .
319
where
i,j=1
b
Examples
ai,j xj = 0, i = 1, 2, . . . .
(8.23)
xi
j=1
4 (+ )
where
|ai,j |2 < .
i,j=1
y1
x1
y2
x2
..
..
Let
X = . l2 , Y = .
l2 .
yn
xn
..
..
.
.
(8.24)
(8.25)
where
Xn An Xn = Yn
a11 a12
..
An = .
an1
an2
a1n
ann
x1
..
X n = . .
xn
(8.26)
320
Yn =
y1
y2
..
.
yn
Since the homogeneous equation (8.23) has the only solution as zero,
(i)
the equation (8.25) has a unique solution. If we let Xn = 0, for
i = n+1, . . . then, the sequence {Xn } converges in l2 to the unique solution
x
1
x
.2
.
X= .
of the denumerable system given by
x
n
..
.
xi
aij xj = yi , i = 1, 2, . . . .
(8.27)
j=1
||(I A)1 ||
(
n ||Y ||2 + ||Y Yn ||2 )
1
n
1
,
provided
n = ||A An || <
||(I A)1 ||
aij xj , X l2 , i = 1, 2, . . . , n, . . . ,
where
AX =
In fact,
||X Xn ||
j=1
n
aij xj
An X = j=1
if i = 1, 2, . . . , n
if i > n
These results follow from theorem 8.4.1 and theorem 8.4.3 if we note
that A is a compact operator and if
Pn X = (x1 , . . . , xn , 0, . . . , 0)T , X E,
then An = Pn APn . Since Pn is obtained by truncating the Fourier series
of X l2 , we see that Pn X X for every X in l2 and Pn X T X T for
every X T in (l2 ) . Hence ||A AG
n ||2 0.
We note that (x1 , . . . xn )T is a solution of the system (8.26) if and only
if (x1 , . . . xn , 0 . . . 0)T is a solution of the system
X An X = (y1 , . . . , yn , 0, 0, . . .)T , X l2 .
Problems [8.3 and 8.4]
1. Let Ex = C([0, 1]) and dene A : Ex Ex by Ax(t) = u(t)x(t)
where u(t) Ex is xed. Find (A) and show that it is closed (Hint:
321
1 < f, uj >
1
f+
j
+ g,
j
j=
n=1
d2 u
,
dx2
322
T
v
1 1
6
0,j
u0 = v0 +
1, , ,
6 2 j=1 j
2 3
T
1
1
u
0,j
Hint: P0 u0 =
1, , ,
for u0 l2
j
2 3
j=1
9. Let Ex = C([0, 1]), k(, ) C([0, 1] [0, 1]) and P be the Fredholm
integral operator with kernel k ( , ).
(a) If || < 1/||k|| , then for every v C([0, 1]), show that there is a
unique u C([0, 1]) such that u P u = v. Further, let
un (s) = v(s) +
n
j=1
j
0
k (j) (s, t)v(t)d(t) , s [0, 1],
||n+1 ||k||n+1
1 || ||k||
||j ||k||
||un u|| ||v||
.
j!
j=n+1
CHAPTER 9
ELEMENTS OF
SPECTRAL THEORY
OF SELF-ADJOINT
OPERATORS IN
HILBERT SPACES
A Hilbert space has some special properties: it is self-conjugate as well
as an inner product space. Besides adjoint operators, this has given rise
to self-adjoint operators which have immense applications in analysis and
theoretical physics. This chapter is devoted to a study of self-adjoint
bounded linear operators.
9.1
Adjoint Operators
(9.1)
324
(9.2)
Lemma
Lemma
In H, A = A.
Proof: The operator adjoint ot A is denoted by A .
We have
9.1.3
325
Remark
= A .
(i) A
(ii) For A and B linear operators (A + B) = A + B .
(iii) (A) = A ,
(iv) (AB) = B A .
(v) If A has an inverse A1 then A has an inverse and (A )1 = (A1 ) .
or,
, Again A (A
Thus
A (A
(9.3)
1
) x, y = (A
) x, Ay = x, A
) = I.
(9.4)
1
9.2
Self-Adjoint Operators
9.2.1
Self-adjoint operators
= (A
) .
326
Examples
Remark
9.2.4
327
Lemma
(9.5)
Proof: The rst part follows from the denition in 9.2.4. Let us
consider the bilinear hermitian form given by (9.5). Let us keep y xed
in A(x, y) and obtain a linear functional of x. Consequently, A(x, y) =
x, y , y is a uniquely dened element. Thus we get an operator A,
dened by Ay = y , and such that x, Ay = A(x, y).
Now x, A(y1 + y2 ) = A(x, y1 + y2 ) = A(x, y1 ) + A(x, y2 ) = x, Ay1 +
x, Ay2
Thus A is linear. Moreover, |x, Ay| = |A(x, y)| CA ||x|| ||y||.
Putting x = Ay, we get from the above, |Ay, Ay| CA ||Ay||
||y|| or ||Ay|| CA ||y||.
Hence ||A|| CA , showing that A is bounded. To prove self-adjointness
of A, we note that for x, y H, we have, x, Ay = A(y, x) = (y, Ax) =
Ax, y, implying that A = A and A(x, y) = Ax, y.
9.3
Quadratic Form
9.3.1
328
Lemma
||x||=1
Proof: Let m = inf Ax, x and M = sup Ax, x. The numbers m and
||x||=1
||x||=1
M are called the greatest lower bound and the least upper bounds
respectively of the self-adjoint operator A.
Let ||x|| = 1. Then,
|Ax, x| ||Ax|| ||x|| ||A||||x||2 = ||A||
and, consequently, CA = sup |Ax, x| ||A||.
(9.6)
||x||=1
Hence,
||Az||
CA = sup (Ax, x)
||z||
||x||=1
(9.7)
329
9.4
Example 1
42 (+2 )
and x = (x1 , x2 )T
x1 x2
x 1 + x2
Ax =
, A x=
.
x1 + x 2
x1 + x2
2x1
A Ax =
= AA x.
2x2
Let H =
Example 2
cos sin
Let
A=
sin
cos
cos sin
Then
A =
sin cos
1 0
.
Therefore, AA = A A =
0 1
Thus A is unitary.
9.4.4
Remark
Remark
330
For
Example
0
0
0
1
0
0
, C =
where C =
1
0
0
1
Thus
9.4.7
C C = I
0 1
..
. 0 1
0 0
0
..
.
1
but CC = I.
Denition
Projection Operator
Theorem
4+
Hence P is linear.
Since y z, we have ||x||2 = ||y + z||2 = y + z, y + z
= y, y + z, y + y, z + z, z
= ||y||2 + ||z||2
Thus, ||y||2 = ||P x||2 ||x||2 , i.e. ||P x|| ||x|| for every x.
Hence, ||P || 1.
331
Theorem
4+
9.4.11
Remark
332
Theorem
Lemma
The necessary and sucient condition that the sum of two projection
operators PL1 and PL2 be a projection operator is that PL1 and PL2 must
be mutually orthogonal. In this case PL1 + PL2 = PL1 +L2 .
Proof: Let PL1 + PL2 be a projection operator P .
Then
PL1
1
PL1 PL2 , L1 is L2
(9.8)
PL1 x2 = 0
and
PL2 x1 = 0.
(9.9)
333
Hence P is a projection.
9.4.14
Lemma
The necessary and sucient condition for the product of two projections
PL1 and PL2 to be a projection is that the projection operator i.e. PL1 PL2 =
PL2 PL1 . In this case PL1 PL2 = PL1 L2 .
Proof: Since P = PL1 PL2 is self-adjoint, we have
PL1 PL2 = (PL1 PL2 ) = PL2 PL1 = PL2 PL1 ,
taking note that PL1 and PL2 are self-adjoint.
Hence PL1 commutes with PL2 .
Conversely, if PL1 PL2 = PL2 PL1 , then
P = (PL1 PL2 ) = PL2 PL1 = PL2 PL1 = PL1 PL2 = P .
Thus P is self-adjoint.
Furthermore, (PL1 PL2 )2 = PL1 PL2 PL1 PL2 = PL1 PL1 PL2 PL2
= PL21 PL22 = PL1 PL2 .
Hence P = PL1 PL2 is a projection.
Let x H be arbitrary. Then, P x = PL1 PL2 x = PL2 PL1 x.
Thus P x belongs to L1 and L2 , that is to L1 L2 .
Now, let y L1 L2 . Then P y = PL1 (PL2 y) = PL1 y = y.
Thus P is a projection on L1 L2 . This proves the lemma.
9.4.15
Denition
Remark
(i) P1 P2 = P2 (P1 P2 ) = P2 P2 P1 = P2 .
(ii) PL2 is a part of PL1 if and only if L2 is a subspace of L1 .
9.4.17
Theorem
(9.10)
334
we have
Theorem
9.5
9.5.1
4+
4+
9.5.2
Remark
335
(iv) A B, C D A + C B + D.
(v) For any A, AA and A A are non-negative.
For x H, AA x, x = A x, A x = ||A x||2 0
A Ax, x = Ax, Ax = ||Ax||2 0.
(vi) If A 0 and A1 exists, then A1 > 0. A 0 Ax, x 0.
Now, A1 exists Ax = x = .
Hence, A1 x, x = 0 x = , for if x is non-null, A1 x is non-null
and < A1 x, x > 0. Thus, A1 x, x > 0 for non-null x.
(vii) If A and B are positive operators and the composition AB exists, then
AB may not be a positive operator. For example, let H = 2 ( 2 ), and
4 +
4 4 (+ + )
Example
Bu, v =
d2 x
v(x)dx =
dx2
1
0
d2 v
u(x)dx = Bv, u
dx2
Theorem
336
The above is true for n = 1. Let us suppose that (9.11) is true for n = k.
Then A2k (I Ak )x, x = (I Ak )Ak x, Ak x 0 since (I Ak ) is a
positive operator. Hence A2k (I Ak ) 0.
Analogously Ak (I Ak )2 0.
Hence,
Ak+1 = A2k (I Ak ) + Ak (I Ak )2 0
and
I Ak+1 = (I Ak ) + A2k 0.
whence
that is,
n
k=1
n
k=1
k=1
n
A2k
x = A1 x An+1 x A1 x as n
(9.12)
k=1
= ||A|| lim
n
n
BA2k x, x
k=1
BAk x, Ak x 0
k=1
Theorem
If {An } is a monotone increasing sequence of mutually commuting selfadjoint operators, bounded above by a self-adjoint operator B commuting
337
(9.13)
+Cn2 x, x 0 as n, m .
Thus, the sequence {Cn x} and thereby also {An x} converges to some limit
Ax for arbitrary x, that is Ax = lim An x. Hence A is a self-adjoint
n
operator, satisfying A B.
9.5.7
Remark
9.5.9
Theorem
(9.14)
338
Now,
and
Now,
1
Bn+1 x, x = [Bn + (A Bn2 )]x, x
2
1
1
= Bn x, x + Ax, x (Bn2 x, x)
2
2
1
1
= x, Bn x + x, Ax x, Bn2 x
2
2
= x, Bn+1 x.
1
Bn+1 x, x = Bn x, x + (A Bn2 )x, x
2
1
1
2
(I Bn+1 ) = (I Bn ) + (I A)
2
2
1
Bn+1 Bn = [(I Bn1 ) + (I Bn )](Bn Bn1 )
2
1
B0 = 0, B1 = A I. Also B1 > 0.
2
(9.15)
(9.16)
(9.17)
9.5.11
339
Example
Ax, x =
tx(t)x(t)dt =
tx (t)dt =
340
d2 u
b(x) 2
dx
+ ku = f (x), k > 0, 0 < x < L.
du
= 0 at x = 0 and x = L
dx
2 d
du
2 d
du
sin us
x(s)d(s) [see ch. 10]
s
1 cos us
x(s)d(s)
s
341
Show that
(i) U1 (x)u and U2 (x)u are well-dened for almost all u [0, )
(ii) U1 (x), U2 (x) L2 [0, [
(iii) The mappings U1 and U2 are bounded operators on L2 [0, [,
which are self-adjoint and unitary.
9. Let A (H H) be self-adjoint. Then show that
(i) A2 0 and A ||A||I.
(ii) if A2 A then 0 A I.
9.6
Lemma
4+
Ax = x.
(9.18)
(9.19)
Lemma
4+
342
Then we have
Ax1 = 1 x1 ,
(9.20)
Ax2 = x2
(9.21)
1 = 2 , x1 x2 = 0 i.e. x1 x2 .
Theorem
(9.22)
4(+).
(9.23)
343
||x0 || (1/C)||Ax0 x0 || = 0.
Next, let {yn } L, yn = A xn and {yn } y0 .
1
1
By (9.22) ||xn xm ||
||A xn A xm || =
||yn ym ||.
C
C
{yn } is a Cauchy sequence and hence ||yn ym || 0 as n, m .
However, then ||xn xm || 0 as n, m . Since H is a complete space,
there exists a limit for {xn } : x = lim xn . Moreover,
r
1
.
C
Corollary
(9.24)
(9.25)
Theorem
||x||=1
|Ax, x|
||Ax|| ||x||
||A||
2
||x||
||x||2
Then,
On the other hand, for every y H it follows from Lemma 9.3.2 that
Ay, y CA ||y||2 .
344
Let
m = inf
i.e.,
x=
Ax, x
Ax, x
, M = sup
2
||x||2
x= ||x||
(9.26)
Ax, x
M
||x||2
2||| ||x||2 = |x, y y, x| |x, y| + |y, x| 2||x|| ||y||
(9.27)
On the other hand, |A x, x| ||A x|| ||x||. Thus ||A x|| k||x||
showing that is regular. Similar arguments can be put forward if m.
9.6.6
Theorem
Hence,
||Axn M xn || =
345
2M n .
Examples
1 for t [, +
]
x (t) =
0 for t [, +
]
Since
0
Hence,
x2 (t)dt
+
1
dt = 1.
9.7
Invariant Subspaces
9.7.1
346
9.7.2
Example
Remark
Lemma
then
Consequently, G N . If y G and y G ,
then
Consequently, G N .
Now, let
Lemma
347
Lemma
9.8
Remark
348
9.8.4
Spectral radius
Remark
Theorem
A I = (A I)p(A) = p(A)(A I)
n
(A) n (An ).
(9.28)
Hence,
(9.29)
Hence, r (A) ||A||. Also R (A) is analytic at every point (A). Let
x Ex and f Ex . Then the function
g() = f (R (A)x) = 1
n=0
f (n An x).
349
is analytic for || > r (A). Hence the singularitics of the function g all be
f (n An x) forms
in the disc { : || r (A)}. Therefore, the series
n=1
(9.30)
9.8.7
Remark
9.8.9
Theorem
(9.31)
cn en
(9.32)
n=1
(9.33)
(9.34)
350
x = Ix =
n
Pn x or in the form I =
Pn
(9.35)
We know Pn Pm = 0, m = n
cn Aen =
n Pn x
By (9.31) and (9.35) Ax =
n
Thus,
Ax, x =
(9.37)
(9.36)
n cn en ,
cm em =
n c2n
(9.38)
(9.39)
n Pn x, x
(9.40)
(n )Pn A1
Pn x.
x=
n
Hence
Since
Since
Pm x = (m )Pm A1
x.
1
R x = A1
Pn x.
x=
n
n
cn
Pn x = cn en , R x =
en
n
n
cn cn
n d ,
12
1 2
||x||
1
||R x||
cn
=
or ||R || .
d
d
d
n
(9.41)
(9.42)
n
1
Pn .
n
(9.43)
9.8.10
351
Remark
f, n
n .
n
n=1
j =
i=1
|ai,j |2
and i =
|ai,j |2 ,
j=1
4(+).
4(+) and
352
+.
12
+
2|m|2 + 1 + 4|m|2 + 1
while (A) =
Then show that ||A|| =
2
{m}, so that r (A) = |m| < ||A||.
353
CHAPTER 10
MEASURE AND
INTEGRATION IN Lp
SPACES
In this chapter we discuss the theory of Lebesgue measure and p-integrable
functions on . Spaces of these functions provide some of the most concrete
and useful examples of many theorems in functional analysis. This theory
will be utilized to study some elements of Fourier series and Fourier
integrals. Before we introduce the Lebesgue theory in a proper fashion,
we point out some of the lacuna of the Riemann theory which prompted a
new line of thinking.
10.1
Examples
(X, ) is a metric space. But it is not complete [see example in note 1.4.11].
0
if a t c
1
Let xn (t) =
nt nc + 1 if c t c
1
if c t b
354
355
(10.2)
k
, k = 0, 1, 2, . . . , n!
n!
= 0 otherwise
Thus, fn (t) = 1 if t =
Dene, (fn , fm ) =
Now, for any value of n, some common point at which the functional
values of fn , fm take the value 1 and hence their dierence is zero. On
the other hand, at the remaining points {(n! + 1) (m! + 1)} the value
fn (t) fm (t) is equal to 1 or 1. But the number of such types of functions
is nite and hence fn fm = 0 only for a nite number of points. Thus
(fn , fm ) = 0.
Hence, {fn } is a Cauchy sequence. Hence, {fn (t)} tends to a function
f (t) s.t.
f (t) = 1, at all rational points in 0 t 1
(10.3)
= 0, irrational points in (0, 1)
Therefore,
1 if we consider the integration in the Riemann sense, the
|f (t)|dt does not exist. Hence the space is not complete. We
integral
0
would show later that if the integration is taken in the Lebesgue sense, then
the integral exists.
3. Let us dene a sequence {n } of sets as follows:
0 = [0, 1]
1 = 0 with middle open interval of length
1
4
removed.
356
n1
i=0
1 i 1
1
2 = + n+1 .
4i+1
2 2
(10.4)
(10.5)
= m(n ) m(m )
=
1
1
m+1
2n+1
2
We shall show that {xn } does not converge to any Riemann integrable
function. Let us suppose that there exists a Riemann integrable function x
and that
1
|x(t) xn (t)|dt = 0.
lim
(10.6)
Jl
l=1
1
0
xn (t)dt >
1
2
10.1.2
357
Remark
[0,1]M
f (t)dt = 1
f (t)dt
0
denotes the integration in the Lebesgue sense. The above discussion may
be treated as a prelude to a more formal treatment ahead.
10.1.3
*
l(In ) : E
In ,
m (E) = g l b
n=1
n=1
358
10.1.4
Simple results
(i) m () = 0
(ii) m (A) 0 for all A
(iv) m
An
m (An ) for all subsets A1 , A2 , . . . , An . . .
n=1
n=1
*
An =
m (An ).
m
n=1
10.1.5
4, we
n=1
A set S
Remark
Lemma
m (A) m (A S) + m (A S C ).
Hence S is measurable.
10.1.8
359
Lemma
10.1.9
Remark
(i) and
Lemma
n
*
=
m A
Si
m (A Si )
i=1
i=1
n
*
A
Si Sn = A Sn
(10.7)
i=1
n
*
i=1
Si
SnC
=A
n1
*
(10.8)
Si
i=1
*
*
m A
=m A
Si
Si Sn
i=1
i=1
+m
n
*
i=1
Si
SnC
360
n1
*
*
= m (A Sn ) + m A
m A
Si
Si
i=1
i=1
= m (A Sn ) +
n1
m (A Si )
(10.9)
i=1
*
m
Sn =
m (Sn ).
n=1
n=1
10.2
10.2.1
10.2.2
Denition:
function
complex-valued
Lebesgue
measurable
Lemma
361
-
x : f (x) >
n=1
1
n
{x : f (x) n}
n=1
Remark
362
10.2.5
Lemma
1
[(f1 + f2 )2 f12 f22 ].
2
Given f1 , f2 measurable functions, (f1 +f2 )2 , f12 and f22 are respectively
measurable functions.
Hence, f1 f2 is a measurable function.
10.2.6
Remark
Theorem
n kn
n kn
*
q(x) > } =
{x : fn (x) > }. Since fi for each i is measurable, g is
n=1
measurable.
363
Remark
(x)
10.2.9
f (x)
f (x)dx = 0.
R
0
(x) =
n
ai Ei (x)
(10.10)
i=1
4 : (x) = ai}
364
10.2.11
Remark
Example
if
2n
n (x) =
(i1)
2n
f (x) <
i
2n
for i = 1, 2, . . . , n2n
if f (x) n
4
4
10.2.13
(x)dm(x) =
n
ai (Ei )
(10.11)
i=1
n
ai Ei .
i=1
10.2.14
Lemma
n
ai Ei , with Ei Ej = for i = j. Suppose each set Ei is a
Let =
i=1
*
ai =a
Ei
Hence am(Aa ) =
365
ai =a
(x)dm(x) =
a m(Aa ) =
n
ai m(Ei ).
i=1
10.2.15
Theorem
dm
dm.
Proof: Let {Ei } and {Ei } be the set occurring in canonical representations
of and . Let E0 and E0 be the sets where and are zero. Then the
set Fk obtained by taking the intersections of Ei Ei are members of a
nite disjoint collection of measurable sets and we may write
=
n
ai Fi
i=1
and so + =
n
bi Fi
i=1
(ai + bi )Fi
(10.12)
inf
f
366
and
sup
f
(10.13)
f (x)dx =
R
0
10.2.18
f (x)dm.
0
Denition
Ref dm and
whenever
10.2.19
Denition
If f is a measurable function on
4 and
integrable function on .
In what follows we state without proof some important convergence
theorems.
10.2.20
Theorem
367
and
fn (x)dm
E
f (x)dm
(10.16)
Proof: The above result is true where f1 and f2 are simple measurable
functions dened on E [see theorem 10.2.15]. We write f1 = f1+ f1 , where
f1+ = max{f1 , 0} and f1 = min{f1 , 0}. Similarly we take f2 = f2+ f2 ,
f2+ and f2 will have similar meanings as those of f1+ , f1 . It may be noted
that f1+ , f1 , f2+ , f2 are nonnegative functions.
We now approximate f1+ , f1 , f2+ , f2 by non-decreasing sequence
of simple measurable functions and applying the monotone convergence
theorem (10.2.20(a)).
10.3
where Mi =
i=1
sup
f (x), mi =
i1 <xi
inf
i1 <xi
f (x).
(10.17)
with the inmum taken over all possible subdivisions of [a, b]. Similarly, we
dene the lower integral
b
f (x)dx = sup s
(10.18)
a
368
The upper integral is always at least at large as the lower integral and
if the two are equal we say f is Riemann integrable and call the common
value, the Riemann integral of f . We shall denote it by
f (x)dx
(10.19)
Remark
4+
10.4
4+
F (x) = F (a) +
f (s)ds
axb
for some continuous function f on [a, b]. In that case F (x) = f (x) for all
x [a, b]. For a proof see Rudin [48].
10.4.1
4+
i=1
n
(xi yi ) < .
i=1
10.4.2
Remark
10.5
A
369
f dm
F (x) = F (a) +
axb
for some (Lebesgue) integrable function; f on [a, b]. In that case F (x) =
f (x) for almost all x [a, b] [see Royden [47]].
10.5.1
Remark
10.5.3
2
and k(, )
Let m m denote the Lebesgue measure on
be
a
(
)-valued
measurable
function
on
[a,
b]
[c,
d].
If either
4+
370
The functions dened by these integrals are integrable on [a, b] and [c, d]
respectively.
Moreover,
K(s, t)d(m m)(s, t)
[a,b][c,d]
?
?
=
a
c
b
=
c
)
K(s, t)dm(t) dm(s)
)
K(s, t)dm(s) dm(t).
10.6
Theorem (H
olders inequality) [see 1.4.3]
i=1
i=1
|xi yi |
i=1
|xi |
1/p n
i=1
1/q
|yi |
i=1
|f (x)g(x)|dx
a
1/p
1/q
|f (x)| dx
|g(x)| dx
(M 1) If p 1, then
n
i=1
1/p
|xi + yi |
n
i=1
1/p
|xi |
n
i=1
1/p
|yi |
371
1/p
|xi + yi |
i=1
1/p
|xi |
i=1
1/p
|yi |
i=1
1
0
1/p
|f (x) + g(x)| dx
1/p
|f (x)|
+
0
1/p
|g(x)|
Theorem
4.
(a) H
olders inequality Let 1 < p < and
1
p
1
q
= 1. Then
1/p
1/q
q
|f | dm
|g| dm
|f g|dm
|f |p dm
+
|g|p dm
Then
E
1/p
|f | dm
p
a=
E
and
1/p
|g| dm
p
b=
E
372
f + g is p-integrable i.e.
E
|f h|p dm
+
|h g|p dm
E
n at x = 1 , n = 1, 2, . . . .
n
is essentially
Let us consider f (x) =
x otherwise 0 < x 1.
bounded and essupE |f | = 1.
373
1
, n = 1, 2, . . .
2n
n
and
g(x) =
i=0
1/p
|gn | dm
i=0
By Minkowskis inequality
p
n
|fi+1 fi |
i=0
n
i=0
p
1/p
1/p
|fi+1 fi |p
E
n
p (fi+1 , fi )
i=0
n
1
= p (f1 , f0 ) +
i
2
i=1
i=0
i=0
374
n1
i=0
and
|fn (x)|
n
i=1
i=1
375
0
0
n
0
0
0
0
||f || 0
i [uti () usi ()]0
0
0
i=1
= ||f ||
||f ||
p
1/p
n
i [uti () usi ()] d
i=1
n
1/p
= ||f ||
i=1
n
1/p
m(i )
i=1
Now h(0) = f [u0 ()] = 0, since u0 () 0 is the null element of Lp [0, 1].
We have,
t
h(t) =
(s)ds
0
1
0
If vn (s) =
u k (s)(s)ds
n
=
n
u k1 (s)(s)ds
n
)
?
u k (s) u k1 (s) (s)ds
n
Ck [u k (s) u k1 (s)], then f (vn ) =
n
k=1
vn (s)(s)ds.
vm (t)(t)dt =
lim vm (t)(t)dt =
0 m
x(t)(t)dt
0
376
Since, on the other hand, vm (t) x(t) a.e. and vm (t) is uniformly
bounded, it follows that
||vm x||p =
1/p
|vm (t) x(t)| dt
0 as m
f (x) =
x(t)(t)dt
0
|f (xn )| = f (xn ) =
=
0
1
Hence,
0
|xn (t)| q1 dt
|xn (t)|p dt
1
0
|xn (t)| dt
|xn (t)||(t)|dt
Therefore,
1/p
p
1/q
|xn (t)|p dt
||f ||
|xn (t)| dt
p1
(10.21)
or,
0
(qp)p
|xn (t)|
q1
dt
1/q
|(t)|q
377
|(t)|
(q1)p
q1
dt ||f || as n
(10.22)
1
Now, let x(t) be any function in Lp [0, 1]. Then there exists 0 x(t)(t)dt.
Furthermore, there exists a sequence {xm (t)} of bounded functions, such
that
1
|x(t) xm (t)|p dt 0 as m
0
Therefore,
xm (t)(t)dt
1
0
1
0
x(t)(t)dt
1/p
|(xm (t) x(t)| dt
1
0
1q
|(t)| dt
q
Using the fact that xm (t) x(t) Lp [0, 1] and (t) Lq ([0, 1]), the
above inequality is obtained by making an appeal to Holders inequality.
Since the sequence {xm (t)} are bounded and measurable functions, in
Lp ([0, 1]) and (t) Lq ([0, 1]),
1
xm (t)(t)dt = f (xm )
0
Hence, f (xm )
1
0
x(t)(t)dt as m
(10.23)
Lp ([0, 1]).
If g(x1 ) =
1
0
g(x1 + x2 ) =
1
0
x2 (t)(t)dt then
1
0
=
0
x1 (t)(t)dt +
378
Moreover, ||g(x)||p
1/p
|x(t)| dt
1/q
|(t)| dt
< ,
q
1
0
x(t)(t)dt
1
0
1/p
|x(t)| dt
1/q
|(t)| dt
q
||x||p ||||q
Hence ||f || ||||q
(10.24)
10.7
ci ei
(10.25)
i=0
where ci = x, ei , i = 0, 1, 2, . . .
i.e., the series (10.25) converges.
ci given by (10.26) are called Fourier Coecients.
In particular, if H = L2 ([, ]) and
int ,
e
, n = 0, 1, 2
en (t) =
2
(10.26)
(10.27)
2cn cos nt 2dn sin nt
+
2
2
n=1
n=0
x(t) cos ntdt
(c0 id0 ) +
1
where cn =
2
1
dn =
2
(10.28)
(10.29)
(10.30)
379
1
cn eint
2 n=
(10.32)
n
ck eikt , t [, ]
k=n
10.7.1
Remark
Theorem
n
i=1
380
or,
xn (t)dt
x(t)dt,
0
Remark
Therefore, if sn (t) Lp ([0, 1]) and fulls the conditions of the theorem
10.7.2, then
w
{sn (t)} s(t) as n .
CHAPTER 11
UNBOUNDED LINEAR
OPERATORS
382
11.1
Denition:
Operator
An
Unbounded
11.1.1
Linear
(11.1)
Theorem
11.2
11.2.1
383
Theorem
Remark
C = {x : x Ex , Fx (f ) = 0 f C}
(11.3)
Remarks
K = K and C = C.
11.2.5
Theorem
If L is a subspace of Ex , then (L ) = L.
Proof: Let {xn } L be convergent and lim xn = x L. Let {fm } L
n
384
Now,
Now,
Since
Thus,
fm (xn ) f (x) = 0 as m, n .
Hence, x (L ). Thus
(L) L.
Thus
11.2.6
(L) = L.
Theorem
M = {x0 : x Ex , Fx (f ) = 0 f M }
or
Remark
Denition: domain of A
Domain of A is dened as
D(A ) = { : Ey , A is continuous on D(A)}.
For D(A ), let A be the operator which takes D(A ) to A,
where A is the unique continuous linear extension of A to all of Ex .
11.2.9
Remark
11.2.10
385
Theorem
Therefore if R(A) , N (A ).
Hence, R(A) N (A ).
(11.4)
Ey ,
A = 0},
A = 0,
(11.5)
(R(A) ) = R(A).
N (A ) = (R(A) ) = R(A).
Theorem
386
11.3
Example
Theorem
387
= d(z m, N )
Since z m = 0,
0
0
0 z m 0 d(z m, N )
zm
0
0
1=0
=
=d
,N .
z m0
z m
z m
This contradicts (11.6).
Hence M is nite-dimensional. Therefore, B does not have an inverse
on an innite dimensional subspace.
11.3.4
Theorem
388
Hence, by induction, we can construct sequences {xk } and {fk } having the
following properties :
, 1k<
3k
xk k1
i=1 N (fi ) or equivalently, fi (xk ) = 0 1 i <
i = k
xk = fk = fk (xk ) = 1, Axk <
(11.7)
(11.8)
1kl
(11.9)
j
i=1
j
|i | |fj+1 (xi )|
i=1
x +
j
i=1
Ax
l
i=1
Hence, Ax .
|i |Axi
l
i=1
(11.10)
389
n
|i | Axi
i=1
n
2i1 3i x.
i=1
Thus AL
n is bounded and nite dimensional.
Hence, AL
n is precompact.
|i | Axi
x
2i1 3i 0 as
Since, AL x AL
n x
i=n+1
i=n+1
n , it follows that AL
n converges to AL in (L Ey ). Hence, AL is
precompact [see 8.1.9].
11.4
Relationship between
Compact Operators
Singular
and
The following theorem reveals the connection between the class of strictly
singular and the class of compact operators.
11.4.1
Theorem
390
would have a bounded inverse at the same time. This violates the conclusion
of theorem 11.3.3. Hence by applying theorem 11.3.4 to BL (c) follows.
Finally, we show that (c) (a). It follows from (c) that BL
, i.e.,
BL x
x for an arbitrary small
> 0, i.e., BL x >mx, m > 0
and nite, for all x belonging to an innite dimensional subspace M L.
Hence, BL does not have a bounded inverse on M L. Thus B is strictly
singular.
11.5
and
p = .
Examples
391
Au = u(n) , u(n) stands for the n-th derivative of u in [a, b]. It may
be recalled that an absolutely continuous function is dierentiable almost
everywhere (10.5). Here, N (A) is the space of polynomials of degree at
most (n 1). Hence, (A) = n, (A) = 0.
2. Let Ex = Ey = lp , 1 p . Let { } be a bounded sequence of
numbers and A be dened on all of Ex by A({x }) = { x }.
(A) are the members of k which are 0. (A) = 0 if {1/ } is a
bounded sequence. (A) = if innitely many of the are 0.
11.5.3
Lemma
Let L and M be subspace of Ex with dim L > dim M (thus dim M <
). Then, there exists a l = 0 in L such that
l = dist (l, M ).
Note 11.5.1 This lemma does not hold if dim L = dim M < .
For example, if Ex = 2 and L and M are two lines through the origin
which are not perpendicular to each other.
If Ex is a Hilbert space, the lemma has the following easy proof.
.
Let x, y M . We consider
the
mapping
x
x
+
M
in
H/M
"
!
inf
xD(A)
11.5.5
Ax
d(x, N (A))
(11.11)
Denition
392
where the coset [x] denotes the set of elements equivalent to x and
belongs to D(A)/N (A).
A is one-to-one and linear with same range as that of A. We next state
without proof the following theorem.
11.5.6
Let N (A) be closed and let D(A) be dense in Ex . If (A) > 0, then
(A) = (A ) and A has a closed range.
11.5.7
Theorem
If
Thus, W g is in R(A + V1 )
with
W g g
Since
(11.12)
Thus,
393
g V g
(11.13)
(11.14)
11.6
Perturbation
Operators
by
11.6.1
Strictly
Singular
Theorem
394
AEx is closed. But this contradicts the hypothesis that R(A) is not closed.
Therefore, A does not have a bounded inverse on U . Hence there exists
an L = L(
) with the properties described in theorem 11.3.4. Since Ey is
complete and A is closed and bounded on L, it follows that L is contained
in D(A). Moreover, AL
and ABL = AB L , where BL and BL are
unit balls in L and L respectively and AL is the restriction of A to L.
The precompactness of A and the completeness of Ey imply that AB L is
compact. Thus, AL is compact.
11.6.3
Theorem
Theorem
Theorem
395
and
(A + V ) > p2 .
Proof: (a) Since (A) < , i.e., the null space of A is nite dimensional
i.e., closed, there exists a closed subspace L of Ex such that Ex = LN (A).
Let AL be the operator A restricted to L D(A). Then A being closed, AL
is closed with R(AL ) = R(A). Let us suppose that A + V does not have a
closed range. Now A + V is an extension of AL + V . Then it follows from
theorem 11.6.3(b) that AL + V does not have a closed range. Moreover,
11.6.3(a) yields that AL + V is closed since AL is closed. Thus, AL + V is a
closed operator but its range is not closed. It follows from theorem 11.6.2
that there exists a closed innitedimensional subspace L0 contained in
D(AL ) = D(AL + V ) such that
(AL + V )x <
(AL )
x, x L0
2
(11.15)
(11.17)
396
(11.19)
(11.20)
11.7
(11.21)
(11.22)
397
Perturbation
(11.23)
(11.24)
|u|2A2
11.7.5
Theorem
= A2 v, v 2 v, v =
2 v2A2 v
HA2
(11.25)
(11.26)
(11.27)
Lemma
(11.28)
398
(11.29)
(11.30)
(11.31)
(11.33)
Formulas (11.32) and (11.33) solve the problem (11.23) approximately with
an estimation of the error involved.
11.7.7
Example
399
both the form K(x, x) and the unit form E(x, x) are altered. Perturbation
theory is applied in this case. See Courant and Hilbert [15].
3. In what follows, we consider a dierential equation where perturbation
method is used. We consider the dierential equation
d2 y
+ (1 + x2 )y + 1 = 0, y(1) = 0
dx2
(11.34)
(11.35)
d2 y0
For
= 0, the equation
+ y0 + 1 = 0, y0 (1) = 0 has the solution
dx2
cos x
y0 =
1.
sin x
Let y(x,
) be the solution of the equation (11.33) and we expand y(x,
)
in terms of
(11.36)
y(x1
) = y0 (x) +
y1 (x) +
2 y2 (x)
Substituting the power series (11.36) for y in the dierential equation,
we obtain,
n (yn + yn ) +
n x2 yn1 + 1 = 0
n=0
n=1
(11.37)
(11.38)
CHAPTER 12
THE HAHN-BANACH
THEOREM AND
OPTIMIZATION
PROBLEMS
It was mentioned at the outset that we put emphasis both on the theory and
on its application. In this chapter, we outline some of the applications of
the Hahn-Banach theorem on optimization problems. The Hahn-Banach
theorem is the most important theorem about the structure of linear
continuous functionals on normed linear spaces. In terms of geometry, the
Hahn-Banach theorem guarantees the separation of convex sets in normed
linear spaces by hyperplanes. This separation theorem is crucial to the
investigation into the existence of an optimum of an optimization problem.
12.1
4.
n
12.1.2
401
Theorem (intersection)
r+1
*
= P
Xj
j=1
Therefore, the union of the sets X1 , X2 , . . . , Xr is convex. Also, the
intersection of any (r 1) of X1 , X2 , . . . , Xr meets X and Xr+1 and hence
meets P . Therefore, the intersection of any (r 1) of X1 , X2 , . . . , Xr is
not empty.
But by hypothesis jr=1 Xj = X P = contradicting the fact that P
is a hyperplane which separates X and Xr+1 strictly.
It follows that X Xr+1 = and so the result holds for m = r + 1.
12.1.3
Theorem
402
Observation
4
4
4
12.2
Minimum Norm
Duality Theory
Problem
and
the
12.2.1
403
To nd u0 X s.t.
inf ||u0 u|| = , u X
u
12.2.2
(12.1)
To nd
f X , ||f || 1
(12.2)
s.t.
sup f (u0 ) =
(12.3)
where
12.2.3
= {f E : f (u) = 0 u X}
(12.4)
Lemma
If dim X < , then the primal problem (12.1) always has a solution.
Let v X and X with |||| 1. Therefore, (i) we obtain the two
sided error estimate for the minimum value :
||v u0 || (u0 ).
Proof of theorem: (i) and (ii) Since is the inmum in (12.1), for each
> 0, there is a point u X such that,
||u u0 || +
.
Thus, for all f X with ||f || 1,
f (u0 ) = f (u0 u) ||f ||||u0 u|| +
.
Hence +
, for all
> 0, that is, . Let > 0. Now theorem
5.1.4 yields that there is a functional f X with ||f|| = 1 such that
f(u0 ) =
(12.6)
404
uX0
(12.7)
where the set X0 = {u X : ||u|| ||u0 ||} is compact. By the BolzanoWeierstrass theorem (1.6.19) this problem has a solution.
12.2.5
(12.8)
(12.9)
u
||u||=1
Theorem
sup f0 (u) =
||u||1,
uX
(12.10)
405
4 to X.
||u||1
uX
||
g f0 || = ||F || = ||fr || = , g X ,
we get = . Hence, (12.8) has a solution.
(ii) This follows from = with f(u) = 0.
12.2.7
Denition: x
Let < a x b < . Set x (u) : = u(x) for all u C([a, b]).
Obviously, x C([a, b]) and ||C || = 1.
12.2.8
Lemma
and
Var(h) = ||f||,
where Var(h) stands for the total variation of h on the interval [a, b]. We
assume that h(a) = 0. For simplicity, we take N = 1, u(x1 ) = ||u|| and
a < x1 < b.
Let J = [a, b] [x1
, x1 +
] for xed
> 0, and let VarJ (h) denote
the total variation of h on J. Then
VarJ (h) + |h(x1 +
) h(x1
)| Var(h)
(12.11)
Case I Let VarJ (h) = 0 for all
> 0. Then, by (12.11), h is a step function
of the following form,
3
0
if a x < x1
h(x) =
Var(h) if x1 < x b
406
f(u) =
f (u) =
u(x)dh(x) +
u(x)dh(x)
x1
12.3
Application
Approximation
to
Chebyshev
Theorem
written as
(12.12)
407
Since, dim X < , i.e., nite, the problem (12.12) has a solution by 12.2.4.
If u0 2, then (12.12) is immediately true. Let us assume that u0 2.
Let p be a solution of (12.12). Then, since u0 2 and p 2 we have
||u0 p|| > 0. By the duality theory from theorem 12.2.3 there exists a
functional f C([a, b]) such that
(12.13)
f (
p) = 0 p X
(12.14)
Let us suppose that |u0 (x) p(x)| achieves its maximum on [a, b] at
precisely the points x1 , x2 , . . . , xM where 1 M < N + 2. It follows
from (12.13) and lemma 12.2.6 that there are real numbers a1 , a2 , . . . , aM
with |a1 | + + |aM | = 1, such that
u = a1 u(x1 ) + a2 u(x2 ) + + aM u(xM )
where u(x) C([a, b]).
Assume that aM = 0. Let us choose a real polynomial p(x) of degree
N , such that
p(x1 ) = p(x2 ) = = p(xM 2 ) = 0 and p(xM ) = 0.
This is possible since M 1 N . Then, p X and f (p) = 0 contradicting
(12.14).
12.4
Application
Problems
to
Optimal
Control
(12.16)
408
Let us measure the minimal fuel expenditure during the time interval
T
[0, T ] through the integral 0 |u(t)|dt over the rocket thrust. Let T > 0
be xed. Then the minimal fuel expenditure (T ) during the time interval
[0, T ] is given by a solution of the following minimum problem
T
|u(t)|dt = (T )
(12.17)
min
u
4. Integrating
Integrating further,
t t
1
dt
u(s)ds gt2
x(t) =
2
0
0
t
1
=
(t s)u(s)ds gt2 [see 4.7.16 Ex. 2]
2
0
T
1
(T s)u(s)ds gT 2 .
Thus, h =
2
0
(12.18)
Thus for given h > 0, we have to determine the optimal thrust u() and the
nal time T as a solution of (12.17).
This formulation has the following shortcoming. If we consider only
classical force functions u, then an impulse at time t of the form u = t is
excluded.
However, such types of thrusts are of importance. Therefore, we
consider the generalized problem for functionals:
(a) For a xed altitude h and xed nal time T > 0, we are looking for
a solution U of the following minimum problem:
min ||U || = (T ), U C([0, T ])
(12.19)
T2
2
(12.20)
(12.21)
|u(t)|dt
(12.22)
Then,
409
U (w) =
0
and
(12.23)
n
n
|h(tj ) h(tj1 )|
j=1
tj
|u(t)|dt =
tj1
j=1
|u(t)|dt.
T
Hence, Var(h) 0 |u(t)|dt.
By the mean value theorem,
=
n
j=1
T
0
|u(t)|dt as n
and hence
Var(h) =
0
|u(t)|dt.
(12.24)
T
0
|u(t)|dt.
and
T = (2h) 2
CHAPTER 13
VARIATIONAL
PROBLEMS
13.1
Minimization of Functionals in a
Normed Linear Space
1
a(u, u) L(u)
2
(13.1)
(13.2)
uU
13.2
G
ateaux Derivative
Variational Problems
411
= 0 a direction in E1 .
13.2.1
Denition
13.2.2
Remark
t0
P (u + t) P (u)
Remark
if (x1 , x2 ) = (0, 0)
0
x51
f (x1 , x2 ) =
if (x1 , x2 ) = (0, 0)
((x1 x2 )2 + x41 )
If u = (0, 0)
0 if h1 = h2
f (u, ) = f ((0, 0), (h1 , h2 )) =
h if h1 = h2
412
|f (u)| dx K
q
(p1)q
|u|
dx = K
|u|p dx <
g() = f (u + t).
dierentiable in ]0, 1[ and g(1) g(0) =
1
1 Then g is continuously
g ()d = t(x)
f (u + t)d ( = (x), |(x)| 1), so that
0
1
(J(u + t) J(u))
=
(x)
f (u(x) + t(x))ddx
t
0
Now,
(x)f (u(x + t(x))dx K
|(x)||u(x + t(x))|p1 dx
1/p
|(x)|p dx
|u(x + t(x)|(p1)q dx
1/q
<
(13.5)
Variational Problems
413
13.2.4
Denition
P (u, , ) = lim
13.2.5
Gradient
(13.6)
(13.7)
t g(t) = J(u + t)
Let J (u + t, ) exist. Then
J(u + ( + t)) J(u + t)
g(t + ) g(t)
= lim
= g (t)
0
0
Thus, g (t) = J (u + t, )
(13.8)
(13.9)
414
13.2.8
Lemma
(13.10)
The classical mean
(13.11)
Using the denition of g(t) and (13.8), (13.10) follows from (13.11).
13.2.9
Lemma
1 2
1 g (t0 )
2!
(13.13)
Using the denition of g(t), (13.8) and (13.9), (13.12) follows from
(13.13).
13.2.10
Lemma
(13.14)
4 be set as
(13.15)
where h : U E1 .
Then g (t) exists in ]0, 1[ and
g(t + t ) g(t)
h(P (u + (t + t )) h(P (u + t))
=
Lt
t 0
t 0
t
t
g (t) = Lt
Variational Problems
13.2.11
415
Theorem
(13.16)
Convexity and G
ateaux dierentiability
Denition
A functional J : U E1
is said to be convex if
(13.17)
Theorem
If a functional J : U E1
on a convex set is G-dierentiable
everywhere in U in all directions then
(i) J is convex if and only if,
J(v) J(u) + J (u, v u) for all u, v U
(13.18)
(13.19)
416
(13.20)
(13.21)
(13.22)
(13.23)
13.2.16
Theorem
(13.24)
Variational Problems
417
13.2.17
Theorem
If a functional J : U E
on the open convex set of a normed
linear space, E is twice G-dierentiable everywhere in U in all directions,
and if the form (, ) J (u, , ) is non-negative, i.e., if J (u, , ) 0
for all u U and E with = 0, then J is convex.
If the form (, ) J (u, , ) is positive, i.e., if J (u, , ) > 0 for
all u U and E with = 0, then J is strictly convex.
Proof: Since U is convex, the set [u + (v u), [0, 1]] is contained in
U whenever u, v U . Then, by Taylors theorem [see Cea [11]], we have,
with = v u,
1
J(v) = J(u) + J (u, v u) + J (u + 0 (v u), v u, v u)
2
(13.25)
Theorem
If a functional J : E
all directions and satises
13.3
Fr
echet Derivative
418
13.3.1
Denition: Fr
echet derivative
(13.26)
echet
Clearly, P (u), if it exists, is unique and is called the Fr
derivative of P at u.
13.3.2
Examples
Let
f
(u)
0
0 u1 1 + u
2
2
= lim
= 0.
||||
||||0
f f
.
f (u) = grad f T =
,
u1 u2
Therefore, lim
Hence,
1
a(v, v) L(v) for H, = .
2
1
J(v + ) J(v) = a(v + , v + ) L(v + )
2
J(v) =
1
a(v, v) + L(v)
2
1
1
1
a(v, ) + a(, v) + a(, ) L()
2
2
2
1
= a(v, ) L() + a(, ).
2
Variational Problems
419
(13.27)
Remark
420
13.3.4
Remark
13.4
13.4.1
Denition
(13.28)
Denition
Theorem
Suppose E, U and J : U
vU
Variational Problems
421
for all v E.
13.4.4
Theorem
If E, U and J satisfy the conditions (1), (2), (4) and J satisfy the
condition (5)
lim J(v) = +,
v
Theorem
Let J : E
be a functional on E, U a subset of E satisfying the
following conditions:
1. E is a reexive Banach space,
2. J has a gradient G(u) E everywhere in U ,
3. J is twice G-dierentiable in all directions , E and satises the
condition
J (u, , ) ||||E(||||) for all E
where E(t) is a function on [t
E(t) 0 and
4; t 0] such that
lim E(t) = +.
422
(13.30)
(13.32)
(13.33)
Variational Problems
13.4.6
423
Theorem
(13.33)
(13.34)
424
13.4.8
Theorem
Theorem (Stampacchia)
13.5
Distributions
13.5.1
Denition: Support
13.5.2
13.5.3
4n
is
Variational Problems
13.5.6
425
Denition: distribution
13.6
Sobolev Space
where u and v along with their derivatives upto m, are square integrable
in the Lebesgue sense [see chapter 10].
|D u|2 dm < for all || p.
v
are taken in the sense of distributions,
Dj v =
xj
Dj vdx =
vDj dx for all D()
(13.39)
426
where D() denotes the space of all C -functions with compact support
on . H 1 () is provided with the inner product
n
u, v = u, vL2 () +
Dj u, Dj vL2 ()
(13.40)
j=1
=
uv +
n
(Dj u)(Dj v)
j=1
dx
(13.41)
Remark
D() C 1 () H 1 ().
We introduce the space
H01 () = the closure of D() in H 1 (),
(13.42)
Theorem of density
Theorem of trace
=
nj (x)D j
n j=1
n
(13.43)
Variational Problems
427
D u, D vL2 () =
j
j=1
i.e.,
n
(u)vdx +
((D ) u)vdx +
D j u, Dj v =
j 2
j=1
j=1
13.6.5
n
u
vd,
n
u
vd
n
(13.44)
(13.45)
Remark
(i) u H 2 () = u L2 ()
(ii) Since D j u H 1 () by trace theorem (13.6.3) (Dj u) exists and
belongs to L2 () so that
u
nj (Dj u) L2 ().
=
n j=1
n
Hence, by using the density and trace theorems (13.6.2 and 13.6.3),
the formula (13.4.3) is valid.
13.6.6
(13.46)
(13.48)
428
(13.49)
(13.50)
Theorem 13.4.8 asserts that these two equivalent problems have unique
solutions.
The problem (PIV) is the Weak (or Variational) formulation of the
(i) Dirichlet problem (if 2 = )
(ii) Newmann problem (if 1 = )
(iii) Mixed boundary problem in the general case.
13.6.7
Suppose, u C 2 () E and v C 1 () E.
Using Greens formula (13.45),
u
f vdx
a(u, v) = u, v = (u + u)vdx +
vd =
u
i.e.,
(u + u f )vdx +
vd = 0
(13.51)
n
(13.52)
u
= 0 on in some generalised sense. In fact by trace
which means that n
1
1
u
theorem |v H 2 () and hence n
= 0 in H 2 () [ee Liones and Magenes
Variational Problems
429
[34]]. Thus, if the problem (IV) has a regular solution then it is the solution
of the classical problem
u + u f = 0 on
u=0
on 1
(13.53)
=0
on 2
n
13.6.8
Remark
CHAPTER 14
THE WAVELET
ANALYSIS
14.1
The concept of Wavelet was rst introduced around 1980. It came out
as a synthesis of ideas borrowed from disciplines including mathematics
(Calderon Zygmund operators and Littlewood-Paley theory), physics
(coherent states formalism in quantum mechanism and renormalizing
group) and engineering (quadratic mirror lters, sidebend coding in signal
processing and pyramidal algorithms in image processing) (Debnath [17]).
Wavelet analysis provides a systematic new way to represent and analyze
multiscale structures. The special feature of Wavelet analysis is to
generalize and expand the representations of functions by orthogonal
basis to innite domains. For this purpose, compactly supported
[see 13.5] basis functions are used and this linear combination represents
the function. These are the kinds of functions that are realized by physical
devices.
There are many areas in which wavelets play an important role, for
example
431
14.2
14.2.1
Good approximations
Compact support
432
14.2.4
Orthogonality
The terms in a wavelet series are orthogonal to one another, just like
the terms in a Fourier series. This means that the information carried by
one term is independent of the information carried by any other.
14.2.5
Multiresolution representation
f (x) = cos x, x
where
denotes the continuum of real numbers. For each x , we
have a denite value for cos x. Since cos x is periodic, all of its values are
determined by its values on [0, 2[. The question arises as to how best we
can represent the value of the function cos x at any point x [0, 2[. There
is an uncountable number of points in [0, 2[ and an uncountable number
of values of cos x, as x varies. If we represent
cos x =
(1)n
n=0
for any x
x2n
2n!
(14.1)
1
1
1
, 0, , 0, , 0, . . . ,
2!
4!
6!
which is countable, along with the sequence of power functions
1, 0,
(14.2)
x0 = 1, x, x2 , x3 , . . . , xn
is sucient information to determine cos x at any point x. Thus we
represent the uncountable number of values of cos x in terms of the
countable discrete sequence (14.2), which are the coecient of a power
series representation for cos x. This is the basic technique in representing a
function or a class of functions in terms of more elementary or more easily
computed functions.
14.2.7
433
(14.4)
f (x)e2ix dx
f () =
(14.5)
(14.6)
14.3
Algebra and
Matrices
Geometry
of
Wavelet
434
a01
a00
a01
a02
a11
a10
a11
a12
(14.7)
am1
a1m1 am1
am1
1
0
2
In the above, asr is an element of . + and m 2. We call such an array
A as a matrix even though the number of columns (rows) may not be nite.
Dene submatrices Ap of A of size m m in the following manner,
Ap = (as pm + q), q = 0, 1, . . . , m 1, s = 0, 1, . . . , m 1
(14.8)
Ap =
a0p
..
.
a0p+1
a0p+m1
am1
p
am1
p+1
m1
ap+m1
Ap z p .
(14.10)
p=
a0mj z j
..
A(z) =
.
j
am1
mj z
j
a0mj+1 z j
j
a0mj+m1 z j
j
am1
mj+1 z
m1
amj+m1
zj
(14.11)
14.3.1
435
n2
Ap z p
(14.12)
p=n1
where we assume that An1 and An2 are both non-zero matrices.
g = n2 n 1 + 1
(14.13)
i.e., the number of terms in the series (14.12) is called the genus of the
Laurent series A(z) and the matrix A.
14.3.2
Let,
A(z) = A (z 1 )
=
Ap z p
(14.14)
(2)
asj = m s,0 0 s m 1.
(14.16)
j=
436
14.3.5
.)
Remark
Examples
1+ 3 3+ 3
3 3 1 3
1
D2 =
4
1 + 3 3 3 3 3 1 + 3
(14.18)
437
D2 D2T = 2I.
Sum of the elements of the rst row = 2 = rank of D2 .
Sum of the elements of other wavelet vectors = 0.
14.3.8
by
(14.19)
Theorem
1 0
0 U
(14.20)
(m 1)
..
0=
..
.
0
1
m1
1
m1
..
.
0
m
s2 +s
m
s2 +s
+m
2
1
1
m1
m
s2 +s
+m
(14.21)
where s = (m j) and j = 0, 1, . . . , (m + 1) are the row numbers of the
matrix.
In the above, U(m 1) is the group of (m 2) (m 1) complex
matrices U , such that U T U = 1.
Before we prove the theorem, we prove the following lemma.
14.3.11
Lemma
(14.22)
438
m1
hj hj = m and
j=0
It follows that
m1
m1
hj = m.
j=0
hj = m.
j=0
Now,
m1
|hj 1|2 =
j=0
m1
(hj hj hj hj + 1)
j=0
m1
j=0
hj hj
m1
hj
j=0
m1
hj +
j=0
m1
j=0
=mmm+m
=0
which implies that hj = 1 for j = 0, . . . , m 1.
Proof of the theorem 14.3.9
We have seen that the elements of the rst row of a Haar matrix are all
equal to 1.
1 0
For the remaining m 1 rows, we proceed as follows.
H is a
0 U
Haar matrix whenever H is a Haar matrix and U U(m 1). Hence the
operation of U can be employed to develop a canonical form for H. The
rst step rotates the last row of H so that its rst (m 2) entries are zero.
Since
the rows of a Haar matrix are pairwise orthogonal and of length equal
to m, the orthogonality of the rst and last rows implies that the last row
can be normalized to have the form
;
;
m
m
0, 0, 0, . . . ,
,
2
2
Using the same argument for the proceeding rows the result can be
obtained.
14.3.12
Remarks
4, then A is a Haar
(14.23)
439
14.4
0 is the canonical
14.4.1
440
;
m
m
i.e., =
, = 2
6
6
Hence, the last but one row is
;
;
;
m
m
m
0, 0, . . . , 0, 2
.
,
,
6
6
6
Similarly, let the rotation yield for the (m s)-th row all the rst
(m s 1) elements as zeroes and the last (s + 1) elements as non-zeroes.
Let these be 1 , 2 , . . . , s , s+1 .
Then
i = 0,
i2 = m.
i
Taking
2 = 3 = = s = s+1
we have
1 = s2
i2 = m
;
or,
s2 22
s22
=m
or, 2 =
m
.
s2 + s
0 [see 14.21].
mg1
asj (mx j)
(14.25)
j=0
14.4.4
Theorem
14.4.5
441
Examples
1 1
is the canonical Haar wavelet
1 1
matrix of rank 2, then the scaling function satises the equation
1. The Haar functions If
0=
(14.26)
0.5
0
0.5
1
1.5
0.5
0.5
1.5
0.5
0
0.5
1
1.5
0.5
0.5
1.5
442
3 3 1 3
1+ 3 3+ 3
1
Let D2 =
4
1 + 3 3 3 3 3 1 + 3
This is a wavelet matrix of rank 2 and genus 2 and discovered by
Deubechies. For graphs of the corresponding scaling and wavelet functions,
see Resniko and Wells [46]. The common support of and is [0.3].
We end by stating a theorem due to Lawton, (Lawton [46]).
14.4.6
Theorem
+
4
f (x) =
cj j (x) +
m1
s
dsij ij
(x)
(14.27)
s=1 i=0 j=
j=
(14.28)
dsij =
s
f (x)ij
dx.
(14.29)
Remark
CHAPTER 15
DYNAMICAL SYSTEMS
15.1
Fig. 15.1
444
4 (group
Dynamical Systems
15.1.2
445
(15.3)
4
4
(15.4)
4 4
(15.5)
(15.5)
4
4 4
4
4
(x, 0) = (0, x) = x
((x, t1 ), t2 ) = (t2 , (t1 , x)) = (t1 + t2 , x)
= (x, t1 + t2 )
Moreover, (x, t) is continuous in its arguments. Thus all the axioms
(i), (ii) and (iii) of 15.1.1 are fullled. Hence (x, t) is a phase map.
Example 2: ordinary autonomous dierential systems
Let us consider the system
dx
= x = F (x)
dt
(15.6)
where F : D
is a continuous function on an open set D n and
for each x D (15.6) has a unique solution (t, x), (0, x) = x dened on
446
a maximal interval (a(x), b(x)), a(x) < 0 < b(x) +. For each
x D, dene + (x) = {(t, x) : 0 t < b(x)} and (x) = {(t, x) :
a(x) t 0}, + (x) and (x) are respectively called the positive and
the negative trajectories respectively through the point x D.
We will show that to each system (15.6), there corresponds a system
dx
= x = F (x), x
dt
4n
(15.7)
dx
F (x)
= x(t)
= F1 (x) =
dt
1 + ||F (x)||
where || || is the Euclidean norm. If D =
D = and is closed.
We next consider the system
(15.8)
F (x)
dx
(x, D)
= x(t)
= F1 (x) =
dt
1 + ||F (x)|| 1 + (x, D)
(15.9)
Dynamical Systems
447
15.2
Homeomorphism,
Dieomorphism,
Riemannian Manifold
15.2.1
Denition: homeomorphism
See 1.6.5.
15.2.2
Denition: manifold
15.2.3
Remark
yi = Fi (x1 , x2 , . . . , xn ), i = 1, 2, . . . , m
(15.10)
15.2.5
Denition: dieomorphism
F : U n
following conditions:
4m
448
15.2.6
Remark
15.2.7
We note that in a Dynamical system the state changes with time {t}.
The two types of dynamical system encountered in practices are as follows:
(i) xt+1 = G(xt ), t Z or N
(15.11)
Such a system is called a discrete system.
(ii) When t is continuous, the dynamics are usually described by a
dierential equation,
dx
= x = F (x)
(15.12)
dt
In (15.11), x represents the state of the system and takes values in the
state space or phase space X [see 15.1.1]. Sometimes the phase space is the
Euclidean space or a subspace of it. But it can also be a non-Euclidean
structure such as a circle, sphere, a torus or some other dierential
manifold.
15.2.8
Dynamical Systems
449
The pair (U, h) is called a chart and we can use it to give dierentiability
on Nx . Let us assume that G : Nx Nx then G induces a mapping
= h G h1 : U U [see gure 15.3]. We say G is a C k -map on Nx if
G
is a C k -map on U .
G
z
z
Nx
h1
Nx
h
Fig. 15.3
15.3
Stable Points,
Critical Points
Example 1
450
(15.13)
Remark
15.3.6
Remark
Example
Dynamical Systems
451
Fig. 15.4
15.4
15.4.1
Then, for x0 U , the initial value problem has a solution x(t) on some
time interval about t = 0 and the solution is unique. (Strogatz [54])
15.4.2
Remark
452
15.5
4
4
4
4
Fig. 15.5
For < 0, the equation (15.14) yields x < 0 for all x . When = 0
there is a non-hyperbolic xed point at x = 0, but x < 0 for all x = 0
(Arrowsmith and Place [3]). For > 0, x2 = 0 x = 1/2 for
x > 1/2 , x < 0 and for x < 1/2 , x > 0. Hence, x = 1/2 is a stable xed
point. On the other hand, x = 1/2 is an unstable xed point.
Example 2. F (, x) = x x2
(15.15)
If > 0, x = is stable and x = 0 is unstable. The stabilities are
reversed when < 0. At = 0, there is one singularity at x = 0 and x < 0
Dynamical Systems
453
for all x = 0. This leads to a bifurcation as depicted below [see gure 15.6].
Fig. 15.6
List of Symbols
(phi)
Null set
Belongs to
AB
A is a subset of B
BA
B is a superset of A
P (A)
Power set of A
N = {1, 2, . . . , n, . . .}
]a, b[
[a, b]
4
+
AB
A+B
AB
AB
AB
Ac
g.l.b (inmum)
l.u.b (supremum)
X Y
(x, y)
mn
A = {aij }
A, a matrix
Sequence space
C([a, b])
lp
l2
Lp ([a, b])
List of Symbols
455
Pn ([a, b])
X 1 X2
X/Y
Codimension
(codim) of Y in X
Dimension of Y in X
(x, y)
(X, )
M ([a, b])
Set inclusion
D(A)
Diameter of a set A
D(A, B)
D(x, A)
B(x0 , r)
B(x0 , r)
S(x0 , r)
Nx0
Neighbourhood of x0
S([a, b])
Bx
Basic F-neighbourhood of x
D(A)
Derived set of A
Int A
n
Fi
Interior of A
Intersection of all sets for i = 1, 2, . . . n
i=1
Inf
Inmum
Sup
Supremum
Norm
456
xm x
{xm } tends to x
lim sup
Limit supremum
lim inf
Limit inmum
1
l1 norm
2
l2 norm
l norm
xn
Summation of xn for n = 1, . . .
xn
n=1
m
n=1
(n)
lp
X0
c0
x + Lq
Quotient norm of x + L
Span L
a (A)
r (A)
Transpose of a matrix A
D(A)
Domain of an operator A
R(A)
Range of an operator A
N (A)
BV ([a, b])
N BV ([a, b])
xn x
x, y
xy
x is orthogonal to y
EF
E is orthogonal to F
A0
A is a non-negative operator
w(A)
List of Symbols
m(E)
x dm
457
Var (x)
essupE |x|
L (E)
Span L
Set orthogonal to M
Set orthogonal to M
(Ex Ey )
Hilbert space
Inverse of an operator A
Adjoint of an operator A
A
A
Closure of A
A
Norm of A
A(x, x)
A(x, y)
C ([0, 1])
Ex
Ex
Conjugate (dual) of Ex
Ex (x)
ij
Kronecker delta
sgn z
Signum of z
{e1 , e2 , . . .}
4n or +n or lp , 1
Gr(F )
Graph of a map F
Identity operator
(A)
(A)
Spectrum of an operator A
458
e (A)
Eigenspectrum of an operator A
Abbreviations
BVP
LHS
ODE
RHS
s.t.
Such that
WRT
With regards to
a.e.
Almost everywhere
Bibliography
[1] Aliprantis, C.D. and Burkinshaw, O. (2000) : Principles of Real
Analysis, Harcourt Asia Pte Ltd, Englewood Clis, N.J.
[2] Anselone, P.M. (1971) :
Collectively
Approximation Theory, Prentice-Hall.
Compact
Operator
460
and
Numerical
Bibliography
461
Litton
462
Vollstetige Funktionalo-
Index
linear functional 147
A
absolutely continuous function 368
absorbing set 190
acute 100
almost everywhere (a.e.) 363
approximate eigenspectrum 291
approximate eigenvalue 291
approximate solutions 311
asymptotically stable 450
B
ball
closed 25
open 25
Banach and Steinhaus theorem 155
base at a point 49
base of a topology 49
Bases for a topology 48
basis
Hamel 8
Schauder 176
Bernstein Polynomial 234
Bessel inequality 122
best approximation 261
bifurcation point 452
bilinear hermitian form 327
biorthogonal sequence 176
Bolzano-Weirstrass theorem 55
boundary 51
bounded below 4
bounded convergence theorem 367
bounded inverse theorem 276
bounded linear operators 150
bounded variation 195, 369
bounded
C
canonical or natural embedding 212
cardinal numbers 2
cartesian product 4
category
rst 33
second 33
Cauchy sequence 28
Cauchy-Bunyakovsky-Schwartz
inequality 18
characteristic function of a set E 363
characteristic function 197
characteristic value 173
Chebyshev approximation 406
closed complement 272
closed graph theorem 268
closed orthonormal system 123
closure 25, 50
-closure 50
compact support 424
compact
metric space 54
compactness 51
comparable norm 276
complete orthonormal system 122
completeness of
C([a, b]) 29
lp 31
n
29
n
29
completeness 27
conjugate (dual)
C([a, b]) 228
continuity 51
+
4
463
464
in a metric space 52
of a linear operator
mapping Ex into Ey 137
on topological spaces 52
continuous Fourier transform 433
contraction mapping principle 36
convergence in norm 61
convergence 27
strong 244
weak 240, 244
weak 240
covering 53
D
deciency index of A 390
denite integral 148
dense set 32
everywhere 32
nowhere 32
dieomorphism 447
dierence of two sets 3
n-dimensional manifold 447
direct sum 12, 107
discrete Fourier transform 433
distance between sets 24
distance of a point from a set 24
distribution 424
dot product 148
dual problem 403
dual space of l1 207
dual
algebraic 213
conjugate 213
topological 213
dynamical system 443
E
eigenvalue 172
eigenvector 172
eigenspectrum 291
energy product 351
equation
homogeneous 172
linear integral 317
equicontinuous 56
equivalent norms 80
essential supremum 372
essentially bounded 372
everywhere dense 47
exterior 51
F
nite basis 9
nite deciency 387
nite intersection property 53
xed point 449
Fourier coecients 248
Fourier series 121
Fredholm alternative 301
Frechet derivative 417
Fubinis theorem 369
function 5
bijective 6
domain 5
range 5
G
G-dierentiable 411
general form of linear functionals
in a Hilbert space 204
generalized derivative 424
generalized function 425
genus of the Laurent series 435
gradient 413
Gram-Schmidt orthonormalization
process 113
graph 267
greatest lower bound (g.l.b.) 4
Greens formula for Sobolev spaces
426
Gateaux derivative 410
H
Haar wavelet matrices 437
Hahn-Banach separation theorem
190
Hahn-Banach theorem
Index
465
M
mappings
into 5
onto (surjective) 5
one-to-one (injective) 5
bijective 5
continuous 52
homeomorphism 52
projection 271
C r -,C 0 -maps 447
metric completion 35
Minkowski functional 190
Minkowskis inequality 19
moment problem of Hausdor 231
multiresolution representation 432
N
L
Lagranges interpolation polynomial
159
Laguerre polynomials 117
Lebesgue integral 364
Lebesgue measurable function 360
Lebesgue measurable set 358
Lebesgue measure 359
Lebesgue outer measure 357
Legendre polynomials 116
Lindel
ofs theorem 49
linear combination of vectors 9
466
partition 195
periodic points 449
piecewise linear interpolations 317
plane of support 402
point
contact 50
interior 25
isolated 50
limit 25, 50
pointwise convergence 154
polarization identity 97, 99
polynomials
Hermite 117
Laguerre 119
Legendre 115
primal problem 403
product
inner 92
scalar 92
projection of nite rank 315
Q
quadratic form 327
quadrature formula 242
quotient spaces 85
R
relatively compact 54
restriction of a mapping 222
Riemann-Stieljes integral 195
Rieszs lemma 83
Riemannian manifold 447
S
scaling equation 439
Schauder theorem 287
second G-derivative 413
self-conjugate space 210
sequence space 7
sequence
strongly convergent 284
weakly convergent 284
sequentially compact 54
Index
set
closed 25
countable 2
denumerable 2
derived 50
diameter 24
empty (or void or null) 2
enumerable 2
nite 2
inclusion 1
open 25
power 2
resolvent 291
uncountable 2
universal 3
simple function 363
smooth function 424
Sobolev space 425
space
l2 7
lp 7
Lp [a, b] 7
n dimensional Euclidean 92
Banach 61
compact topological 53
conjugate (or dual) 179, 206,
221
discrete metric 16
Euclidean 7
Hilbert 91
inner product 91
linear 6
metric 13
normed linear 91
null 165
quasimetric 41
reexive 210
separable 47, 51
sequence 15, 17
unitary 7, 93
spaces
complete 23
isometric 35
non-metrizable 23
topological 44
467
468