Math 2.0

Integral equations Definition

Characteristic value of a kernel

Builds on Square-integrable kernelHomogeneous integral equationEigenfunction of an integral operator

Definition

Let a<ba < b and let K∈L2([a,b]×[a,b])K \in L^2([a, b] \times [a, b]) be a square-integrable kernel. A number λ∈ℂ\lambda \in \C is a characteristic value of KK if the homogeneous equation φ(x)=λ∫abK(x,y) φ(y) dy\varphi(x) = \lambda \int_a^b K(x, y) \, \varphi(y) \, dy has a solution φ∈L2[a,b]\varphi \in L^2[a, b] that is not 00 almost everywhere.

Remarks

A characteristic value is never 00, since for λ=0\lambda = 0 the equation forces φ=0\varphi = 0. So λ\lambda is a characteristic value exactly when 1/λ1/\lambda is an eigenvalue of the integral operator TKT_K, and the nonzero solutions φ\varphi are the eigenfunctions for 1/λ1/\lambda.

Example: for K(x,y)=xyK(x, y) = xy on [0,1][0, 1], the number λ=3\lambda = 3 is a characteristic value with solution φ(x)=x\varphi(x) = x, since 3∫01xy⋅y dy=3⋅x/3=x3 \int_0^1 x y \cdot y \, dy = 3 \cdot x/3 = x.

Non-example: for the same kernel, λ=1\lambda = 1 is not a characteristic value. Every solution has the form φ(x)=cx\varphi(x) = c x with c=∫01yφ(y) dy=c/3c = \int_0^1 y \varphi(y) \, dy = c/3, so c=0c = 0 and φ=0\varphi = 0.

Many classical texts call λ\lambda an eigenvalue of the kernel; the name characteristic value avoids confusion with the eigenvalue 1/λ1/\lambda of the operator. A kernel may have no characteristic value at all: the Volterra kernel, equal to 11 for y≤xy \le x and 00 otherwise, is an example.

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  1. Eigenfunction of an integral operator concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Eigenvalues_and_eigenvectors
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