# Questions tagged [integral-operators]

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83
questions

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### 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 ...

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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 \...

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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....

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52 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 ...

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59 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 ...

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**1**answer

149 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 ...

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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) =...

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83 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 $...

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31 views

### Integral operator on the unit disk

Assume that $a\ge 0$ and let U be the unit disk on the complex plane. Let $K(z,w) = 1/|1-z \bar w|^{2+a}$ be the kernel of integral operator T defined on the unit disk. For which $p\ge 1$and $a$ this ...

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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 ...

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130 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 [...

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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 $$ Lf(x):=\int_0^1 k(x,y)f(y)dy$$. ...

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111 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= \...

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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-}^...

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88 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(...

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163 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.

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92 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 ...

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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 $\lambda\in\mathbb R$, ...

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165 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 ...

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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)...

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92 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{...

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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 ...

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69 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}...

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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 ...

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237 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-...

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287 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(\...

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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 \...

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107 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 $\mathbb{R}^d$....

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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 ...

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85 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 ...

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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 ...

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67 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 ...

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76 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&...

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237 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 ...

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273 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 ...

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129 views

### Interpretation of Smoothing Operators as $\Psi$DO's

In most of the computations I've seen involving pseudodifferential operators (referred to as $\Psi$DO's from now on) we do not have true equality. Instead we often only have equivalence of operators, ...

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106 views

### Asymptotic form of the eigenvalues / eigenfunctions of a Fredholm equation

Consider the kernel:
$$k(x,y,\xi) = \sqrt{\frac{1}{\pi} \frac{1}{y+a}} \exp \left(-\frac{\xi^2}{y+a }\right)$$
I am trying to find the asymptotic form of the solutions to the following homogeneous ...

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76 views

### One-dimensional integral equation uniquely solvable?

I recently met a question similar to this one and I would like to post it here, because I basically found nothing:
We define the (possibly unbounded) integral operator $T:D(T) \subset C_0(\mathbb{R}) ...

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**1**answer

158 views

### Linear operator has one-dimensional kernel

Let $S_{\lambda}$ be a family of linear bounded operator on $L^2(\mathbb{R}^n)$ depending on some parameter $\lambda$, I have recently encountered several problems that dealt with the question whether ...

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82 views

### Formal way to prove existence and continuity in an integral equation

In the paper "A Boundary Value Problem Associated with the Second Painlevé Transcendent and the Korteweg-de-Vries Equation" by Hastings and McLeod, the authors study the ODE
$$\frac{\mathrm{d}^2 y}{\...

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242 views

### No kernel of the form $\lvert x - y\rvert^{-1}$ on tempered distributions?

Does there exist a continuous bilinear form $\mathcal{B}$ on $\mathcal{S}(\mathbb{R})\times \mathcal{S}(\mathbb{R})$ such that
\begin{equation}
\mathcal{B}(\varphi_1, \varphi_2) =\int_{\mathbb{R}\...

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53 views

### Reference request: Explicit solution of Fredholm integral equations of the second kind

I am looking for explicit solutions of the following Fredholm integral equation of the second kind
$$
\phi(t) = 1 + \int_0^1 G(|t-s|) \phi(s) ds, \qquad t \in [0,1],
$$
for specific kernels $G$, e.g. ...

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418 views

### expectation of an exponential function over a unit sphere

Let $v=(v_1,\dotsc,v_n)$ be a vector with length in $\mathbb{R}^{n-1}$, uniformly distributed over a unit sphere. I want to show
$E[\exp(\alpha_n v_1)] \sim \exp (\alpha_n^2/n)$
as $n->\infty.$
If ...

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**1**answer

494 views

### Fourier transform with cubic exponential

Please give references for the integral transform of the next kind:
$$
F_3(f(x))(t)=\int_{-\infty}^{\infty} \exp(Q_3(x,t)) f(t)\,dt ,
$$
with $Q_3(x,t)$ - a cubic polynomial of its arguments. Special ...

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57 views

### Smoothing property of integral operators

Consider an integral operator $J$ with kernel $k(x,y)$ (assuming its properties are nice), can we describe the operator $J$ in
$$Jf(x) := \int_0^1 k(x,y) f(y) dy$$
as an isomorphism(i.e. $J$ has a ...

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**1**answer

204 views

### Integral kernel smooth

Assume that $Tf(x):=\int_{\mathbb{R}^n} K(x,y)f(y) dy$ is an operator such that $T \in L( H^{-k}, H^k)$ is continuous for any $k$, where $H^k$ is the $k-th$ order Sobolev space on $\mathbb{R}^n$.
...

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**1**answer

154 views

### Regularity of solutions to certain integral equation

The so-called Symm's integral equation on an interval $[a,b]$ is defined by
$$\int_a^bu(y)\log|x-y|dy=f(x),\,\,x\in[a,b],$$ and $f$ is a given function.
In the introduction of a paper by I. H. Sloan ...

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54 views

### $L^{\infty}$ norm of Integral-Differntial equation's solution

Let $\phi(t,z)\in C^{1,2}$ is a function taking values in $\mathbb{R}^D$
, $\rho_{i,j}$ and $\mu_i$ be vector-valued functions and consider the non-linear PDE
$$
\partial_t\Phi(t,z) - \phi(0,z) - \...

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**2**answers

358 views

### Infinite dimensional version of a simple fact on certain singular matrices

We consider the following simple fact about matrices. Then we try to generalize it in the context of smooth manifolds;
Let $L$ be the collection of all $n \times n$ real matrices $A=(a_{ij})$ with ...

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**1**answer

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 $0<\alpha<1$.
...