Questions tagged [integral-operators]

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3
votes
0answers
67 views

Schatten norm estimate of spatially truncated resolvent of Laplacian

Consider the operator $-\Delta$ on $L^2(\mathbb R^d)$. In my studies I stumbled upon operators of the form $$1_{\Gamma_n} (-\Delta -z)^{-1} 1_{\Gamma_m},$$ where $1_{\Gamma_m}$ denotes multiplication ...
0
votes
0answers
53 views

Lower-bound for $\inf_{f \in H} \|\nabla f\|_{L^2(\tau_d)}/\|f\|_H$ for an RKHS $H$ induced by exponential kernel on sphere

Let $S_{d-1}$ be the unit-sphere in $\mathbb R^d$ and let $\tau_d$ be the uniform probability measure thereupon. Let $H_K \subseteq L^2(\tau_d)$ be an RKHS of square $\tau_d$-integrable functions, ...
2
votes
0answers
104 views

Optimization of functionals with constraints

I have a minimization problem as follows: $\min\left( \int_0^1\int_0^1\beta(t)\beta(s)G_1(t, s)dtds\right)^{1/2}+\left( \int_0^1\int_0^1\beta(t)\beta(s)G_2(t, s)dtds\right)^{1/2} $ $\texttt{s.t.}\;\;\;...
4
votes
1answer
132 views

Calculation of an inverse Mellin transform

Let $z \in C$ and consider the following integral equation: $$-\frac{\Gamma(a)}{\Gamma(b)}\frac{1}{ z \dfrac{\mathrm{d}}{\mathrm{d}z} {_{1}F_{1}}(b,b-a;z)}= \int_{0}^{+ \infty}x^{z-1}K(x) \mathrm{d}x$$...
1
vote
1answer
65 views

Unique solution for 2$\times$2 Fredholm integral equations system

Consider the following system of Fredholm integral equations with constant kernel matrix $$ f(x)=K(x)\int_{0}^{1}f(s)ds $$ where $K(x)\in C([0,1];M_{2\times 2}(% %TCIMACRO{\U{211d} }% %BeginExpansion \...
-1
votes
1answer
44 views

Seek help to formalize an argument to positiveness of function defined inductively by integral [closed]

I have on domain $[0,\infty)$ a known and positive function $f(x)$ and two unknown functions $g(x), h(x)$ that start positive when $x=0$. I also know that if $h(x)$ is positive, then $g(x)$ is also ...
2
votes
0answers
108 views

Asking for results on critical points and similar properties of solutions of nonlinear Volterra integral equations - Physically coherent solutions

I have a system of nonlinear Volterra integral equations of form $$x(t)=x_0+\int_0^t K(t,s)F(x(s))ds$$ and I am interested on the critical points of $x(t)$, I mean maximum, minimum, increasing and ...
0
votes
1answer
79 views

Solution set of integral equation/ Kernel of linear operator

I am interested in understanding the solutions $\phi$ of the following integral equation: $$0=\int_0^1 \int_0^1 \phi(x,y)(x-y)\thinspace dx\thinspace dy.$$ Equivalently, I am interested in ...
4
votes
1answer
122 views

Nonlinear system of integral equations

I have encountered a system of nonlinear integral equations in my work. They take the form $$\int_{0}^{1} \frac{1}{g(y)}e^{f(x)/g(y)}(x+f(x)/g(y)-f(x))dy=0$$ $$\int_{0}^{1}\frac{f(x)}{g(y)^2} e^{f(x)/...
2
votes
1answer
178 views

General strategy for studying the decay of eigenvalues of kernel integral operators

Disclaimer. Please, be patient, I'm here to learn functional analysis... Let $X$ be the unit sphere in $\mathbb R^n$ and let $\sigma$ be the uniform measure on $X$. Consider a positive definite ...
4
votes
1answer
91 views

Boundedness of Riesz potential on Hardy space

I encounter the following claim in one paper: If $(-\Delta)^{\frac14}u\in L^{2,\infty}(\mathbb{R})$, then $u\in BMO(\mathbb{R})$. Equivalently in its dual version, if $u\in \mathcal{H}^1(\mathbb{R})$,...
3
votes
0answers
54 views

Boundedness of Calderon-Zygmund type operator

I am trying to prove the following fact. Suppose $\varphi\in C_c^\infty(\mathbb{R}^1)$. Define $$T(u)(x):=P.V.\int_{\mathbb{R}^1}\frac{\varphi(x)-\varphi(y)}{|x-y|^{\frac32}}u(y)dy$$ where P.V. means ...
2
votes
0answers
38 views

Unique continuation for integral operator

I accidentally met such question. Let's start from easy ones. Let $\Omega$ be an open convex domain in $\mathbb{R}^2$ and $u(x)$ satisfies that $$u(x) = \int_{\partial\Omega} \nabla_y G(|x-y|)\cdot ...
2
votes
2answers
143 views

Conditions for continuity of an integral functional

Let $X$ be a metric space, $\nu,\mu$ be Borel measures on $X$, $f:X\times \mathbb{R}\rightarrow [0,\infty)$ be a measurable function. Under what conditions is the integral functional $F_f$, defined ...
1
vote
0answers
87 views

A Fredholm equation with non-separable kernel [closed]

I'm trying to solve this form of Fredholm equation: $$ g(v)=f_1(v)+\int\limits_{0}^{v_\mathrm{th}} g(v_s)\frac{e^{-\tfrac{\big[(v-v_\mathrm{init})-(1-v_\mathrm{leak})(v_s-v_\mathrm{init})\big]^2}{2v_\...
1
vote
0answers
49 views

Convolution Integral Equation on a compact subset of the real line

I am dealing with the following equation: $$ f(x) = g(x) + \intop_{X} dt K(x-t)f(t) \;,\qquad \left\lbrace \begin{array}{c}f(x)>0\;,\;x\in X \\ f(x)<0\;,\;x\notin X \end{array}\right.$$ where $X$...
2
votes
0answers
85 views

Modified variational formulation of heat equation

The heat kernel $u:\mathbb{R}^n\times (0,\infty)$ is defined as the solution to $$ u_t = \Delta u, $$ subject to certain boundary conditions and can alternatively be described, in variational form, as ...
1
vote
0answers
130 views

Bifurcation points in parametric Hammerstein Integral equation

I am a theoretical physicist working on integrable systems, hence I preemptively ask forgiveness for the eventual lack of mathematical rigor. My question concerns the properties of a particular ...
1
vote
0answers
51 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
210 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....
1
vote
0answers
89 views

Polar decomposition of the Volterra integral operator

Repost of this Math.SE question due to a lack of answers (No one was able to help me find the closed form of $U_T$ and $|T|$ after two bounties). I also searched extensively online but couldn't find ...
0
votes
1answer
125 views

Eigenvalues of an integral operator

Let $K\in L^2((0,1)\times(0,1))$ and consider the operator defined in $L^2(0,1)$ by $$Lu(x):=u(x)-\int_0^1K(s,x)u(s)ds.$$ What kind of assumption might I impose on $K$ such that $\lambda=1$ will be ...
2
votes
1answer
163 views

A numerical calculation for an integral

I am interested in the numerical calculation of $$ F(\eta)=\frac{2}{π}\int_0^{+\infty}\sin(t\eta-t^3)\frac{dt}{t}\quad\text{for $\eta\ge 0$}. $$ I believe that the function $F$ is bounded, but I do ...
2
votes
0answers
164 views

When the square root of integral operator becomes also integral operator (with continuous kernel)?

Let $X$ be a compact metric space and $\mu$ be strictly positive Borel measure on $X$. Let $T:L^2(X,\mu)\rightarrow L^2(X,\mu)$ be a self-adjoint, compact, and positive operator on the Hilbert space $...
1
vote
0answers
59 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 ...
2
votes
0answers
136 views

Run-away Volterra operator

For a continuous function $k:[0,1]^2\to \mathbb{R}$, let $A$ be the generalized Volterra integral operator on $C([0,1],\mathbb{R})$ defined by $$ A(f)(t)\triangleq \int_0^t k(s,t)f(s) ds, \quad t \in [...
3
votes
1answer
380 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 $$ Lf(x):=\int_0^1 k(x,y)f(y)dy$$. ...
2
votes
0answers
118 views

Limit involving singular kernel: $\lim_{s\to 1}(1-s)\int_{\Omega}\frac{(u(x)-u(y))}{|x-y|^{d+2s}} d y. $

Let $\Omega\subset \Bbb R^d$ be a bounded $C^1$ domain. Let $u:\Bbb R^d\to \Bbb R$ be a function in $C^2_b(\Bbb R^d)$. I would like to compute the following limit: for $x\in \partial \Omega$ $$L= \...
1
vote
0answers
58 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-}^...
-1
votes
1answer
92 views

Compactness of a special kind of Integral operators

Let $(S(t))_{t>0}$ be a continuous operator from $L^2(0,1)$ to its self and Let $K$ be the operator $$\eqalign{ & K:{L^2}(0,1) \to {L^2}(0,1) \cr & f: \to (Kf)(x) = \int\limits_0^1 {k(...
2
votes
2answers
168 views

A Fredholm equation with a particular kernel

How to solve this kind of Fredholm’s equation? $$ x(t)+\lambda \int\limits_{0}^{1}\! \big[ts - \min\{t,s\}\big]x(s)ds=t $$ Thanks for any help.
3
votes
1answer
98 views

Coupled partial differential and integro-differential equation

I have derived two equations of the following type $$ \dfrac{\partial A}{\partial x}=a\dfrac{\partial B}{\partial t}-b\dfrac{\partial^3 B}{\partial x^2 \partial t}$$ and $$ \dfrac{\partial B}{\partial ...
2
votes
0answers
73 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 $\lambda\in\mathbb R$, ...
2
votes
1answer
186 views

Numerical methods for IDE [closed]

I would like to read a popular literature on the topic "Numerical methods for integro-differential equations". Could you recommend me any articles or book with a brief overview of some methods (maybe ...
3
votes
1answer
238 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)...
1
vote
2answers
100 views

Delta-distribution composed with a function from the Fourier representation

A well known representation of Dirac's delta-distribution is via the Fourier transform of distributions: \begin{equation} \delta[f]:=f(0)=\int_{\mathbb{R}}\int_{\mathbb{R}} e^{\mathrm{i}xk}f(k)\mathrm{...
2
votes
0answers
45 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 ...
1
vote
0answers
83 views

Uniqueness of solution of Volterra Integral Equation with deviating argument

In the context of a physics problem, I am looking at a linear integral equation 2nd kind Volterra equation with deviating (centrosymmetric) argument in the unknown $u(t) \in L^2[a,b]$: \begin{equation}...
2
votes
0answers
42 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 ...
9
votes
1answer
284 views

Cauchy path integral as a linear operator: kernel and image?

Let $\mathcal O(\Omega)$ be the algebra of functions holomorphic on the open set $\Omega\subset\mathbb C$. For $\gamma$ a simple compact curve in $\mathbb C$ consider the linear operator given by path-...
5
votes
1answer
394 views

What is the trace of the integral operator $(\mathcal{L}f)(x)=\int_0^\infty (x \wedge y)f(y) \, d \pi(y)$?

Let $\pi$ denote a probability measure on $[0,+\infty)$ and let us assume that $$m:=\int_0^\infty x \, \mathrm{d} \, \pi(x)<+\infty.$$ Let us consider the integral operator $\mathcal{L}$ on $L_2(\...
0
votes
1answer
47 views

Does $K^{1/2} (t,s)$ inherit the continuity of $K(t,s)$?

Assume that $K(t,s)$ is a (1) symmetric, (2) continuous, and (3) positive definite kernel on $[0,1] \times [0,1]$. The spectral decomposition of $K(t,s)$ is: $$ K (t,s) = \sum_{i=1}^\infty \lambda_i \...
3
votes
0answers
122 views

Lower semi-continuity of integration

I've found many papers characterizing the weak lower semi-continuity of $$ \Phi(u)\triangleq \int_{x \in \Omega} f(x,u(x))\,dx, $$ on $L^2(\Omega)$ where $\Omega$ is a bounded subset of $\mathbb{R}^d$....
3
votes
1answer
153 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 ...
1
vote
0answers
94 views

Reference for Existence and uniqueness of an Integro-Differential Equation

I have an Integro-Differential Equation (IDE) of the following form: $$ x'(t) = f(t,x(t)) + \int_0^t K(t-s, x(s), x(t)) ds, $$ I have found this classical reference, but the IDEs considered therein ...
6
votes
1answer
289 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 ...
1
vote
0answers
79 views

Characterisation of functions for which the Fourier transform commutes with a particular operator

Defining the operator $\phi$ by: $\phi(f(x))=\frac{1}{|x|} f(\frac{1}{x})$, and noting $\mathcal{F}$ the Fourier transform on the real line, can we characterize all the functions (with real variable ...
2
votes
0answers
77 views

Functional equation involving integrals and exponential

Can we find on $\mathbb{R}^+$ a real positive function $f(x)$ (in $C^{\infty}$) such that: $$\int_0^{\infty} f(x) e^{\lambda \int_1^{x} f(t)^2 dt} dx=0$$ where $\lambda$ is a complex number (with $0&...
1
vote
3answers
276 views

BVPs for elliptic PDOs: When do Green functions ($L^2$ inverses) define pseudo-differential operators in the interior?

I asked the following question on math.SE (https://math.stackexchange.com/questions/2420298/bvps-for-elliptic-pdos-when-do-green-functions-l2-inverses-define-pseudo-d) just over two months ago, and it ...
4
votes
1answer
305 views

Calderon-Zygmund theorem for the kernel of spherical harmonics

I don't want to write precisely the formulation of the Calderon-Zygmund theorem for singular integrals. The details are not so important here. So I consider the operator $T$ given by the following ...