Math 2.0

Integral equations Definition

Positive solutions of integral equations

Builds on Integral equationPositive conePositive operator

Definition

Let (Ω,μ)(\Omega, \mu) be a measure space. Let XX be a space of real-valued functions on Ω\Omega, such as C(Ω)C(\Omega) for compact Ω\Omega or Lp(Ω,μ)L^p(\Omega, \mu). Its positive cone is X+={φ∈X:φ≥0}X_+ = \set{\varphi \in X : \varphi \ge 0}, with the inequality almost everywhere in the case of LpL^p. Consider an integral equation φ=Tφ\varphi = T\varphi on XX, for example Tφ=f+∫Ωk(⋅,y)φ(y) dμ(y)T\varphi = f + \int_\Omega k(\cdot, y) \varphi(y) \, d\mu(y), or a nonlinear one such as a Hammerstein equation Tφ=∫Ωk(⋅,y) g(y,φ(y)) dμ(y)T\varphi = \int_\Omega k(\cdot, y) \, g(y, \varphi(y)) \, d\mu(y).

  1. A positive solution is a solution φ∈X+\varphi \in X_+ with φ≠0\varphi \ne 0.
  2. A strictly positive solution is a solution with φ(x)>0\varphi(x) > 0 for all x∈Ωx \in \Omega (for almost all xx, in the case of LpL^p).

Remarks

Example: on X=C[0,1]X = C[0, 1] take φ(x)=1+12∫01φ(t) dt\varphi(x) = 1 + \frac12 \int_0^1 \varphi(t) \, dt. The right side is constant, so φ=c\varphi = c with c=1+c2c = 1 + \frac{c}{2}, that is c=2c = 2, a strictly positive solution. More generally, if k≥0k \ge 0, f≥0f \ge 0, and the integral operator KK has spectral radius r(K)<1r(K) < 1, the Liouville–Neumann series φ=∑n≥0Knf\varphi = \sum_{n \ge 0} K^n f is a sum of nonnegative terms, so the solution is nonnegative.

Non-example: φ(x)=1+2∫01φ(t) dt\varphi(x) = 1 + 2 \int_0^1 \varphi(t) \, dt on [0,1][0, 1] gives c=1+2cc = 1 + 2c, so its only solution is φ=−1\varphi = -1, which is not in X+X_+. Here r(K)=2>1r(K) = 2 > 1, and the Neumann series argument fails.

For the homogeneous eigenvalue problem λφ=Kφ\lambda\varphi = K\varphi, the Krein–Rutman theorem and Jentzsch's theorem give a positive eigenfunction for the eigenvalue r(K)r(K) when KK is compact with nonnegative kernel and r(K)>0r(K) > 0.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Krein%E2%80%93Rutman_theorem
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