Questions tagged [integral-kernel]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
2
votes
1answer
87 views

Gradient condition implies Hörmander condition

We have tempered distribution $K$ in $\mathbb{R}^n$ which coincides with a locally integrable function in $\mathbb{R}^n\setminus \{0\}$. We call the condition $$\int_{|x|>2|y|}|K(x-y)-K(x)|dx\leq ...
1
vote
0answers
73 views

Is this a positive definite kernel?

Under which conditions on the function : \begin{array}{l|rcl} K : & \mathbb R^+ & \longrightarrow & (0, 1)\\ &t & \longmapsto & K(t) \end{array} is the symmetric ...
1
vote
0answers
43 views

How does the constant bound on Hormander's $L^2$ estimate for non-degenerate phase depend on the cut-off function?

A classical estimate, due to Hormander, assets that the integral operator $$Tu = \int_{\mathbb{R}^{d}} e^{i\varphi(x,y)/h} a(x,y) u(x) dx, \ \ a \in \mathcal{C}_{c}(\mathbb{R}^{2d}), \ \ \varphi \in \...
0
votes
1answer
120 views

Injectivity of an integral operator

Consider the operator $$K:L^2(0,1)\rightarrow L^2(0,1) \\ u\rightarrow\int_0^1k(s,x)u(s)ds.$$ with $k\in L^2((0,1)\times(0,1)).$ I want to know under what assumption the kernel is reduced to zero. i....
0
votes
0answers
85 views

What kernel function yields power law eigenfunctions

Suppose I have a kernel function $K(x, y)$. I can then define an integral transform as follows: $$K[f] = \int_0^\infty K(x, y) f(x) dx$$. Is there any kernel function where the eigenfunctions $f(x) =...
0
votes
0answers
47 views

References for recent books, self-contained papers or downloadable notes that compares spectra of kernel integral operators and kernel matrices

Let $\{x_1,...x_n\}:\Omega \to \mathbb{R}^p$ be $n$ number of iid random vectors, with common probability law $P$, we can assume $dP(x)=f(x)dx$ for nice cases. I'm trying to find some books/lecture ...
5
votes
1answer
244 views

Boundedness of integral operators on spaces of continuous functions

Consider a standard integral operator $T$ formally defined by $$ Tf(x):=\int_{K} k(x,y)f(y)dy,\qquad x\in K, $$ where $K$ is a locally compact metric measure space. It is immediate to see that the ...
3
votes
0answers
90 views

Generalizing the heat kernel approach

I notice a way of solving equations that goes roughly like this: Want to solve $Tu=v$, i.e. hoping to find "$T^{-1}(v)$". $T^{-1}$ might not exist "on the nose", so instead we consider $\int_0^\infty ...
1
vote
0answers
36 views

Existence of continuous integral kernel

Let $(X_i,\mathcal{F}_i,\mu_i)$, $i\in \{1,2\}$, be a $\sigma$-finite measure space and $E_i$ an ideal of measurable functions on $X_i$ with full carrier (for example $E_i=L^p(X_i,\mu_i)$). A ...
3
votes
1answer
311 views

Eigenfunctions and eigenvalues of an operator defined by a certain integral

Let $k :[0,1]^2 \rightarrow \bf{R} $ be a kernel function definded by $ k(x,y)= (1- max(x,y))^2 .$ Now, let $ L $ be a linear operator defined on $ L^2 [0,1] $ by $$ Lf(x):=\int_0^1 k(x,y)f(y)dy$$. ...
1
vote
0answers
55 views

Angle between Fleming-Viot type 3-particle system

Consider $(X^1,X^2,X^3)\in (0,\infty)^3$ with each particle starting at $1$ and moving independently according to Brownian motion until random time $\tau_1:=\min \lbrace t>0: X_{t-}^1\wedge X_{t-}^...
2
votes
0answers
133 views

Convolution and approximate heat kernel

I have the following question: Let $A, B\in C^\infty((0,\infty)\times M\times M)$, where $M$ is a compact manifold. Define \begin{align} (A*B)(t,x,y) = \int_0^t\int_M A(t-s,x,z)B(s,z,y)dzds \end{align}...
2
votes
0answers
64 views

Solving Fredholm integral equation in Lp

I have a very simple integral equation $$ f(x) - \lambda \int_a^be^{x-y}f(y)dy=1 $$ which is Fredholm of the 2nd kind, with separable kernel. It is needed to find the values of $\lambda\in\mathbb R$, ...
3
votes
1answer
153 views

Trace-class properties of integral operator

Let $k$ be a smooth, compactly supported function defined on $\mathbb{R}^{2}$ and let $Op(k)$ denote the integral operator on $L^{2}(\mathbb{R})$ defined as $$Op(k)f(\cdot)=\int_{\mathbb{R}}k(y,\cdot)...
0
votes
0answers
58 views

Looking for example of integral transformations that preserve number of zeros

Let $f:\mathbb{R} \to \mathbb{R} $ have $n<\infty$ zeros. I am looking for non-trivial examples of integral transformation \begin{align} g(x)= \int f(t) h(t,x) dt \end{align} such that $f$ and $g$...
2
votes
0answers
43 views

Integral equation with kernel defined in a rectangle

Let us consider $$f(x) + \lambda \int_0^4 {K(s,x)f(s)ds=0} ,{\text{ x}} \in {\text{(0}}{\text{,1)}}$$ Observe that the kernel is not defined on a square. My question: Can I apply the classical ...
2
votes
0answers
40 views

A special integral equation of Volterra type

Let $a,f \in L^2(0,t)$ (where $t \leqslant 1$), and consider the following integral equation: $$ f(t)\int_0^t a(s)\,ds + \int_0^t a(t - s) f(s) \, ds = 0 $$ My question is : under what condition ...
4
votes
1answer
229 views

integral kernel function for the SU(N) group

It is well know that the Haar probability measure for the $U(N)$ group, given by $$ \begin{align} dX_{U(N)} & = \frac{1}{N!(2\pi)^N} \begin{vmatrix} 1 & 1 ...
3
votes
1answer
139 views

Which utility functions are linearly transformed by normal perturbations?

I'll ask this question as pure economics, as pure math, and showing the translation. Economics (micro): Which utilities have the property that whenever $EU(X)>EU(Y)$, the same is true after ...
6
votes
1answer
258 views

Injectivity of a Fredholm operator

While doing my study on the boundary-crossing time of a stochastic process, I happened to deal with the following question which is somehow related to Fredholm theory. Question : Suppose $K$ is ...
5
votes
2answers
377 views

Composition of a smoothing operator with an $L^2$-bounded operator, non-compact Riemannian manifold

I'm trying to close in on a definitive answer to my own question BVPs for elliptic PDOs: When do Green functions ($L^2$ inverses) define pseudo-differential operators in the interior?, and think I ...
1
vote
0answers
101 views

Existence theorems Volterra Equation of second kind on unbounded domains

The general Volterra Equation of the second kind in convolution form can be described by: $$ \phi(x) = \int_a^x K(x-t)\phi(t)\, \mathrm{d}t + f(x), \text{ for } x\geq a $$ Suppose we wish to ...
1
vote
0answers
59 views

Outer product $\sum_i |k_{x_{i}}(\cdot)\rangle\langle k_{x_{i}}(\cdot)|$ of reproducing kernel functions as identity operator in RKHS?

In a separable Hilbert space $\mathcal{H}$, given a complete orthonormal basis $\{|e_i\rangle\}$, the identity operator can be written as $\mathbb{1} = \sum_i |e_i\rangle\langle e_i|$. Now if this ...
4
votes
0answers
199 views

Is there any orthogonal basis set that satisfies an integral equation appearing in physics?

I am considering the following integral equation $$ f(x) = \int_{-W}^W \frac{\exp(-x y)}{\cosh(y)} g(y) dy, $$ where $-1 \le x \le 1$, $f(x)$ and $g(y)$ are real functions. This integral equation ...
3
votes
1answer
319 views

When does an inverse PDE operator have a kernel (i.e. a fundamental solution?)

Let $L$ be an elliptic linear operator on $\mathbb R^n, n\geq3$. For simplicity, let's stick to the following Schrodinger operator $$ Lu:=-\Delta u+V(x)u $$ where $V\geq0$ is the electric potential, ...
1
vote
0answers
59 views

basis representation of a special sinc kernel

I have a functional map from $(x,y) \in \mathbb{R}^2$ to another function $f_{x,y}(z,w) \in \mathbb{C}$. (Variables $z,w $ range from $-\infty$ to $\infty$.) That is, for any pair $x,y$, I get a ...
2
votes
1answer
365 views

Gaussian bounds on Dirichlet heat kernel

Let $(M, g)$ be a compact Riemannian manifold and let $p(t, x , y)$ be the heat kernel of $M$. Then there exist constants $c, C > 0 $ such that $$\frac{c}{t^{n/2}} e^{-\frac{1}{4t}d(x, y)^2} \leq ...
1
vote
1answer
90 views

Well-definedness for a singular integral

Let $T_\alpha$ be a singular integral operator defined by $$ T_{\alpha}[f](t):=\int_{0}^{t}\frac{f(t)-f(s)}{(t-s)^{\alpha+1}}ds $$ for continuous functions $f$ on $[0,\infty)$ and $0<\alpha<1$. ...
2
votes
0answers
225 views

Jacobi's Elliptic functions - Kernel

I have an integral equation with a kernel expressed in terms of Jacobi's elliptic functions. In particular I want to solve the following equation: $$\lambda \begin{pmatrix} X_1(u) \\ X_2(u) \end{...
3
votes
0answers
147 views

Karhunen-Loeve expansion convergence rate for Gaussian Proccess

Consider A Gaussian Procces $X(t):\mathbb{R}\times \Omega \to \mathbb{R}$ with $\Omega$ a probability space and $\mathbb{E} \left[ X_t \right] = 0$ for all $t\in \mathbb{R}$. Consider also its KL ...
1
vote
1answer
130 views

Is there a way to solve this integral equation?

I have ran into the following integral equation as part of my phd research project, trying to enforce a boundary condition of a parabolic pde problem. For $\xi = (\alpha\theta)^{1/\alpha}$ and for ...
1
vote
1answer
194 views

Various limits of the Christoffel Darboux Kernel

In a different thread, we stumbled upon the following question: Given a continuous finite measure $w(x)dx$ on some interval $(a,b)$, $-\infty \leq a <b \leq \infty$, and the set of respective ...
5
votes
2answers
280 views

Error estimate in the spectral theorem of compact operators on a Hilbert space

Given a compact self-adjoint operator $K$ mapping $L^2(\mathbb{R}^d) \rightarrow L^2(\mathbb{R}^d)$ as $f \rightarrow \int K(x,y) f(y) d\mu(y)$, let us define its eigenvalues $\lambda_i$ and eigen-...
5
votes
1answer
480 views

Every self-adjoint trace class operator on $L^2$ has integral kernel

I have asked this question on MSE but did not receive an answer. I thought I could try it here. Let $T$ be a self-adjoint trace-class operator on $L^2(\mathbb{R})$. Is is true that it can be ...
0
votes
0answers
107 views

Kernel for projection operators onto the spaces of piecewise linear loops

For every $m\in\mathbb{N}_+$, $k=0,\dots,m-1$, denote $I_{m,k}:=(\frac{k}{m},\frac{k+1}{m})$. Denote $W = H^1(S^1,\mathbb R^{2n})$ = The Hilbert space of $C^1$ maps maps $v(t)$ from the circle to $\...
0
votes
0answers
96 views

Convergence of the solution of Volterra integral equation with convergent kernel (reposted, need help!)

Consider the following Volterra integral equation $g(t)=∫_0^tK_n(t,s)w_n(s)ds$ where $g(t)$ and $K_n(t,s)$ are continuous and $K_n(t,s)≥K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ converges to ...
1
vote
0answers
118 views

Transformation of kernel

I have the following problem at hand. Define the kernel $$K(x_1,x_2) = \int_{-1}^1\int_{-1}^1 \exp(-2\pi\jmath x_1 y_1)R(y_1,y_2)\exp(2\pi\jmath x_2 y_2)\mathrm{d}y_1\mathrm{d_2}.$$ Now, if $R(y_1,...
5
votes
1answer
384 views

Hardy-Littlewood-Sobolev inequality using fractional sobolev norm on the RHS

Using Hardy-Littlewood-Sobolev inequality, we can prove that: $$\left| \int_0^1\int_0^1 |x-y|^{-\frac{1}{2}} f(x)f(y) \mathrm{d}x \mathrm{d}y \right| \leq C \left\| f \right\|_{L^{4/3}(0,1)}^2 \leq C \...
1
vote
1answer
120 views

Fredholm integral with functions constrained to [0;1]

I am trying to feed information about the solution when solving an inverse problem given by a Fredholm integral of the form $$ g(t)=\int_{a}^{b}K(t,s)f(s)ds. $$ Say I know $g(t)$ and $K(t,s)$, and ...
0
votes
1answer
355 views

Integral Transform with associated Legendre Function of second kind as kernel

In my research the following equation appeared: $$\frac{1}{4\pi}\int_{0}^{1}\frac{t^{s-1}(1-t)^{s-1}}{(\rho-t)^s}dt=\int_0^{\infty} f(a) Q^{i\sqrt{a}}_{s-1}(2\rho-1) da,$$ where $\rho,s>1$, $Q^{\...
1
vote
0answers
138 views

Solution of non-linear Fredholm (Hammerstein) equation with non-degenerate kernel and reciprocal non-linearity

I have asked this question at MSE but got no response. I have rephrased it so that anyone who knows operator theory and integral equations could help me out... I faced a problem in physics which is a ...
4
votes
1answer
223 views

Nuclearity properties of Integral operators with Schwartz type kernels

Consider an integral operator $$T:L^2({\mathbb R}^n)\to L^2({\mathbb R}^n),\qquad (Tf)(x)=\int_{\mathbb R^n} dy\,K(x,y)f(y),$$ with Schwartz type kernel $K\in{\mathscr S}({\mathbb R}^{2n})$ (smooth ...
3
votes
0answers
838 views

What is the inverse kernel of this integral transform?

I am looking for the associated inverse kernel to the integral transform $T$ defined by $(Tf)(u) = \int_{-\infty}^{+\infty} K(u,t)f(t) \ dt,\ \ u \in \mathbb{R^+}$ whose kernel is $K(u,t) = \frac{...
1
vote
2answers
544 views

Improper integral $\int^\infty_0 e^{-a x^2} \cosh (b\sqrt{1+x^2})$

In my research, I ran into following types of improper integral $\int^\infty_0 e^{-a x^2} \cosh (b\sqrt{1+x^2})$ with real parameters $a>0,b>0$. Mathematica cannot evaluate them. It also ...
4
votes
0answers
256 views

Convergence of Schwartz Kernels

I read this question, and I would like to ask the opposite: Assume that I have a sequence of smoothing operators $(P_n)$ with (hence smooth) kernels $(p_n)$ converging strongly to some smoothing ...
3
votes
3answers
162 views

tranforms that lowers the number of variables of a function

Is there any linear map that lowers the number of variables of functions, namely a map that maps a function of several variables to functions of one variable and at the same time the original ...
0
votes
2answers
166 views

Analyticity of Logarithmic Integrals

Assume $f\in L^2[0,1]$ and let $g(x)=\int_0^1f(y)\ln|x-y|dy$. Is it true that $g\in C^\infty(0,1)$? Is it true that $g$ is analytic in $(0,1)$? Can you refer me to a right reference to look up such ...
4
votes
0answers
243 views

Solving a Fredholm equation with a piecewise kernel : Karhunen-Loeve of a stopped Brownian motion

Is there a way to solve analytically the Fredholm integral equation of the second kind $$ \int_0^{100} K(s, t) f(s) ds = \lambda f(t) $$ where the kernel has the piecewise 'linear' form \begin{align} ...
8
votes
0answers
208 views

Density of odd and even eigenstates of an integral operator

Consider an integral operator $(Kf)(x)=\int_{-1}^{1}K(x-y)f(y)dy$, where the kernel $K(-x)=K(x)$ is an even function. Let $\lambda_n$ be the ordered eigenvalues of $K$ and $f_n(x)$ the ...
0
votes
2answers
504 views

Poisson inequality for subharmonic functions

This is probably a very basic matter, but I am looking for a proof of the Poisson inequality for subharmonic functions, which reads $$\varphi(r \mathrm{e}^{\mathrm{i} \theta})\leq\frac{1}{2\pi} \...