Math 2.0

Integral equations Singular integral equations Theorem

Noether theorems for singular integral equations

Builds on Singular integral equationIndex of a singular integral operatorHölder continuityFredholm index

Statement

Let Γ\Gamma be a smooth simple closed curve in ℂ\C, oriented counterclockwise. Let aa and bb be Hölder continuous functions on Γ\Gamma with a(t)2−b(t)2≠0a(t)^2 - b(t)^2 \ne 0 for all t∈Γt \in \Gamma, and let kk be Hölder continuous on Γ×Γ\Gamma \times \Gamma. Let KK be the operator of the singular integral equation Kφ(t)=a(t) φ(t)+b(t)πi p.v.∫Γφ(τ)τ−t dτ+∫Γk(t,τ) φ(τ) dτ,K \varphi(t) = a(t) \, \varphi(t) + \frac{b(t)}{\pi i} \, \mathrm{p.v.} \int_\Gamma \frac{\varphi(\tau)}{\tau - t} \, d\tau + \int_\Gamma k(t, \tau) \, \varphi(\tau) \, d\tau, and let K′K' be its adjoint operator K′ψ(t)=a(t) ψ(t)−1πi p.v.∫Γb(τ) ψ(τ)τ−t dτ+∫Γk(τ,t) ψ(τ) dτ.K' \psi(t) = a(t) \, \psi(t) - \frac{1}{\pi i} \, \mathrm{p.v.} \int_\Gamma \frac{b(\tau) \, \psi(\tau)}{\tau - t} \, d\tau + \int_\Gamma k(\tau, t) \, \psi(\tau) \, d\tau. All functions below are Hölder continuous on Γ\Gamma. Let κ\kappa be the index of KK. Then:

  1. The homogeneous equations Kφ=0K \varphi = 0 and K′ψ=0K' \psi = 0 each have a finite number of linearly independent solutions; call these numbers ℓ\ell and ℓ′\ell'.
  2. For Hölder continuous ff, the equation Kφ=fK \varphi = f has a solution if and only if ∫Γf(t) ψ(t) dt=0\int_\Gamma f(t) \, \psi(t) \, dt = 0 for every solution ψ\psi of K′ψ=0K' \psi = 0.
  3. ℓ−ℓ′=κ\ell - \ell' = \kappa.

Remarks

The adjoint is taken for the bilinear pairing ∫Γu(t) v(t) dt\int_\Gamma u(t) \, v(t) \, dt; exchanging the order of integration in ∫Γ(Kφ)ψ dt\int_\Gamma (K \varphi) \psi \, dt gives ∫Γφ (K′ψ) dt\int_\Gamma \varphi \, (K' \psi) \, dt. Proof idea: the dominant operator K0=a+bSK^0 = a + b S, with Sφ=1πip.v.∫Γφ(τ)τ−t dτS \varphi = \frac{1}{\pi i} \mathrm{p.v.} \int_\Gamma \frac{\varphi(\tau)}{\tau - t} \, d\tau, is solved explicitly through the Sokhotski–Plemelj formulae and a Riemann–Hilbert problem, which shows that ℓ−ℓ′=κ\ell - \ell' = \kappa for K0K^0. One then builds a regularizer MM with MK=I+TM K = I + T for a compact operator TT, and the Fredholm theory of I+TI + T transfers the results to KK. The term with kk is compact, so it changes neither the finiteness nor the index.

Example: on the unit circle, take a(t)=(t+1)/2a(t) = (t + 1)/2, b(t)=(t−1)/2b(t) = (t - 1)/2 and k=0k = 0, so κ=−1\kappa = -1. With P=12(I+S)P = \frac12 (I + S) and Q=12(I−S)Q = \frac12 (I - S), one has K=a+bS=tP+QK = a + bS = t P + Q. On φ=∑ncntn\varphi = \sum_n c_n t^n, PP keeps the terms with n≥0n \ge 0 and QQ the terms with n<0n < 0, so Kφ=∑n≥0cntn+1+∑n<0cntnK \varphi = \sum_{n \ge 0} c_n t^{n+1} + \sum_{n < 0} c_n t^n. So Kφ=0K \varphi = 0 forces φ=0\varphi = 0, and Kφ=fK \varphi = f is solvable only if the constant Fourier coefficient of ff vanishes: ℓ=0\ell = 0, ℓ′=1\ell' = 1, and ℓ−ℓ′=−1=κ\ell - \ell' = -1 = \kappa.

The normal type condition a2−b2≠0a^2 - b^2 \ne 0 is needed: without it, the homogeneous equation may have infinitely many independent solutions or the range may fail to be closed. When κ=0\kappa = 0, the three statements give the classical Fredholm alternative, but in general ℓ≠ℓ′\ell \ne \ell', unlike for Fredholm equations of the second kind.

Going deeper

For a student

These are the singular analogues of Fredholm's theorems. They were proved by Fritz Noether, and the singular integral operators of normal type are classical examples of Fredholm operators with nonzero Fredholm index. The index formula ℓ−ℓ′=κ\ell - \ell' = \kappa is an early case of an index theorem, which expresses an analytic quantity through a topological one, here a winding number. In the Hölder setting the theorems are presented in Muskhelishvili's book on singular integral equations; the same results hold for operators on Lp(Γ)L^p(\Gamma), 1<p<∞1 < p < \infty, with continuous coefficients.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Fredholm index concept
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  4. Singular integral equation concept
  5. Noether theorems for singular integral equations statement

Further reading

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