Math 2.0

Integral equations Definition

Degenerate kernel

Builds on Kernel of an integral equationLinear independence

Definition

Let a<ba < b. A degenerate kernel on [a,b][a, b] is a kernel K ⁣:[a,b]×[a,b]→ℂK \colon [a, b] \times [a, b] \to \C for which there are an integer n≥1n \ge 1 and functions a1,…,an,b1,…,bn ⁣:[a,b]→ℂa_1, \ldots, a_n, b_1, \ldots, b_n \colon [a, b] \to \C such that K(x,s)=∑i=1nai(x) bi(s)for all x,s∈[a,b].K(x, s) = \sum_{i=1}^{n} a_i(x) \, b_i(s) \quad \text{for all } x, s \in [a, b].

Remarks

Example: K(x,s)=cos⁡(x−s)=cos⁡xcos⁡s+sin⁡xsin⁡sK(x, s) = \cos(x - s) = \cos x \cos s + \sin x \sin s, with n=2n = 2, a1=b1=cos⁡a_1 = b_1 = \cos and a2=b2=sin⁡a_2 = b_2 = \sin.

Non-example: K(x,s)=exsK(x, s) = e^{x s} on [0,1][0, 1]. If exs=∑i=1nai(x)bi(s)e^{x s} = \sum_{i=1}^{n} a_i(x) b_i(s), then each function x↦exsx \mapsto e^{x s} would lie in the span of a1,…,ana_1, \ldots, a_n. But the functions es1x,…,esn+1xe^{s_1 x}, \ldots, e^{s_{n+1} x} for distinct sjs_j are linearly independent, which gives n+1n + 1 independent functions in a space of dimension at most nn.

The names separable kernel and kernel of finite rank are also used. One usually asks that aia_i and bib_i be continuous, or square-integrable, and one may take a1,…,ana_1, \ldots, a_n and b1,…,bnb_1, \ldots, b_n linearly independent. For φ(x)=f(x)+λ∫abK(x,s)φ(s) ds\varphi(x) = f(x) + \lambda \int_a^b K(x, s) \varphi(s) \, ds with a degenerate KK, every solution has the form φ=f+λ∑iciai\varphi = f + \lambda \sum_i c_i a_i with ci=∫abbiφ dsc_i = \int_a^b b_i \varphi \, ds, and the cic_i solve an n×nn \times n linear system.

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Further reading

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