infinitely many linear equations in infinitely many variables - MathOverflow

infinitely many linear equations in infinitely many variables

2010-08-22T02:00:19Z

Let $(a_{mn})_{m,n\in\mathbb{N}}$ and $(b_m)$ be sequences of complex numbers.We say that $(a_{mn})$ and $(b_m)$ constitute an infinite system of linear equations in infinitely many variables if we seek a sequence $(x_n)$ of complex numbers such that $\forall m\in\mathbb{N}:$ $\sum_{n=1}^{\infty}a_{mn}x_n=b_m$. Note that in general the order of summation matters.

I am sort of a undergraduate student with focus on number theory and have some background in functional analysis (2 semesters functional analysis, 1 semester non-linear functional analysis, 1 semester operator algebras, 2 semesters PDEs), so I am sort of a becoming number-theorist with bias for functional analysis :-) That is also why I am fascinated by the above defined object as a sort of natural extension of a practical problem from linear algebra.

We have never dealt with this type of objects and I wasn´t able to find much on google that I could start something with, maybe partly because I have searched in the wrong way. That is why I have a request if you could recommend some introductory literature focused on such infinite systems of linear equations in infinitely many unknowns over $\mathbb{C}$.

Thanks in advance!

Answer by Aleksey Pichugin for infinitely many linear equations in infinitely many variables

2010-08-23T23:40:09Z

The systems of this kind are fairly common in applications. For example, they naturally appear when solving boundary value problems for linear partial differential equations using the method of separation of variables.

Predictably, the problem is not meaningful for any sequences {$a_{nm}$}, {$b_m$}, but only for sufficiently well-behaved ones. If, for example, you were to consider systems of the form $$ x_n+\sum_{m=1}^{\infty}a_{nm}x_m=b_n,\quad\mbox{such that}\quad \sum_n\sum_m a_{nm}^2<\infty \quad\mbox{ and }\quad \sum_nb_n^2<\infty, $$ then this system possesses a unique solution in the Hilbert space $l_2$ such that $\sum_n x_n^2<\infty$ (assuming that the problem is not singular, i.e. that $\det(I+A)\ne0$). These requirements are too restrictive for some applications, hence there is a body of literature concerned with various kinds of regularity conditions involving {$a_{nm}$} and {$b_m$}, weaker than above, which ensure the well-posedness of the problem and enable numerical solution of such systems (which is usually done by truncation; see the appropriate accuracy estimates in F. Ursell (1996) "Infinite systems of equations: the effect of truncation", Quarterly Journal of Mechanics and Applied Mathematics, 49(2), 217--233).

One good old book that discusses these systems in some detail was written by By L. V. Kantorovich and V. I. Krylov and is called "Approximate methods of higher analysis" (New York: Interscience Publishers, 1958).

Answer by Jonas Meyer for infinitely many linear equations in infinitely many variables

2010-08-25T06:41:17Z

Take a look at Section 6 of Chapter III of Banach's book, which gives a result in the theory of $F$-spaces. The title of the section in the English translation is "Systems of linear equations in infinitely many unknowns".

(By coincidence I was reading this recently, and I admit that that is part of the reason I voted to reopen.)

Answer by Maximiliano Valle for infinitely many linear equations in infinitely many variables

2010-10-21T01:39:17Z

I would recommend taking a look at Hardy's "Divergent Series" it has quite a lot of nice ideas, in particular, I recall seeing exactly that example of a system of infinite equations in infinite unknowns related to fourier series.