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Questions tagged [integral-operators]

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36 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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0answers
37 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
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1answer
149 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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1answer
42 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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26 views

Volterra equation of the first kind with an exponential kernel

I am interested in an approximation $\hat{f}$ as well as the error estimate $\|\hat{f} - f\|_{L^2}$ for $f\in L^2([0,T];\mathbb{R})$ in the following Volterra equation $$Af(t) = \int_0^t e^{-\lambda (...
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0answers
93 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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1answer
125 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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61 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
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1answer
185 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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0answers
51 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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72 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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53 views

Integral inequality for distance between decreasing functions

Question Let for any $x \in (0,1), D_x$ denote the set of functions $F: [0,\infty) \rightarrow [0,x]$ which satisfy: $F(0) = x$ $\lim_{x\rightarrow \infty} F(x) = 0$ $F$ is descending $F$ is cadlag (...
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3answers
196 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
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1answer
179 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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0answers
86 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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97 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 ...
2
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0answers
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}) ...
0
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1answer
121 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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79 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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3answers
227 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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0answers
44 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. ...
5
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1answer
249 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 ...
0
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1answer
248 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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0answers
43 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 ...
1
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1answer
158 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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47 views

Integral equation related to a homogeneous Fredholm equation of the second type

I have this integral equation: $f(x) = \int_{0}^{\infty} \Psi(x,y)f(t(y)) d y$. The assumption is that the functions $\Psi$ and $t$ are known, $t$ is invertible and strictly monotonic and that $\...
2
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1answer
148 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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50 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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2answers
328 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 ...
1
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1answer
83 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 $0<\alpha<1$. ...
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77 views

Eigenvalues of approximations to product-convolution operators

Consider an operator $T: L^2 \mapsto L^2$ of the form $TA = g (h \ast A)$ where $g$ is and $h$ are bounded $C^\infty$ functions. This operator $T$ can be shown to be Hilbert-Schmidt, hence compact. ...
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87 views

“increasing” the logarithmic energy of certain measures

Let $0<a<b<1$ and $f\in L^2[0,a]$ be a real-valued function with $\int_0^af^2=1.$ Define its logarithmic energy by $$\mathcal{E}_a(f)=\int_0^a\int_0^af(x)f(y)\log\frac{1}{|x-y|}dxdy$$ Q. ...
5
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1answer
259 views

Estimate of incomplete binomial integral

Let $0\le k \le n$. Prove that $$ n\binom{n}{k}\int_{0}^{\frac{k}{n+1}}t^k(1-t)^{n-k}\,dt \le 1/2. $$ As far as I know 1) it is proved for $\frac{k}{n+1}\le 1/2$ and 2) not proved for $1/2 <\frac{...
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1answer
216 views

Orbital integral for matrix coefficients

I am currently aiming at estimating orbital integrals. Maybe surprizingly, I hope for some help in the compact case (ramified places), in proving the usual formula $$O_\gamma(f) = \int_G f(x^{-1}\...
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0answers
88 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 $\...
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2answers
484 views

Convergence of an oscillatory integral

Given $f\in H^1(\mathbb{R}^3)$ and $t>0$, consider the following integral: $$I_f(t):=\int_{\mathbb{R}^3}\int_0^{+\infty}e^{-s+i\frac{(s+|x|)^2}{t}}f(x)dsdx$$ I need to show that $I_f(t)$ is finite, ...
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0answers
344 views

Solving Fredholm Integral Equations of the first kind

I am looking to solve a Fredholm Integral Equation of 1st kind of the form: $\int_{a}^b h(u-u')g(u')du' = f(u)$ where $h$ is a general function. I know from the Hilbert-Schmidt theorem that all I ...
3
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1answer
103 views

Post composition of integral

Setup: If $\langle \Omega, \mathfrak{F},\mu \rangle$ is a measure space, $f:\Omega \rightarrow E$ is a weakly-measurable function to a Banach space $E$, $g: E \rightarrow E'$ is a diffeomorphism and ...
2
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1answer
451 views

Minimizing a convex integral function

Consider the following constrained optimization with the integral objective function $$ \min_{x_i\in D} \int_{t_1}^{t_2} \frac 1 {t - \sum\limits_{i = 1}^N x_i f_i (t)} \, dt $$ where $t - \sum\...
5
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1answer
640 views

Fredholm operators in $K$-theory?

Do Fredholm operators show up in K-theory? Why or why not? The idea of infinite Grassmannians classifying vector bundles is pretty straightforward, but why would adding in additive inverses and what ...
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89 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 ...
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0answers
68 views

Regarding a result of I.Vekua on integral equations of first kind

Suppose $k\in L^2([0,1]\times[0,1])$ is a symmetric kernel. Presumably the following is true(under the assumption that $k$ is weakly singular): Either $$\displaystyle\int_0^1f(y)k(x,y)dy=0$$or $$\...
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1answer
653 views

solution uniqueness of non-linear Fredholm equations

the equation is $F(x)=G\left(\int k(x,y)f(y)dy\right)$ $(*)$ where $f(x)=\frac{dF(x)}{dx}$ is unknown and it's required to be non-negative. With integration by parts we'll have the form of a non-...
2
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1answer
308 views

Interpolation between weighted $L^p$ spaces

Let $K:\mathbb{R}^3\backslash\{0\}\times\mathbb{R}^3\backslash\{0\}\rightarrow\mathbb{C}$, such that $K(x,y)=K(y,x)$ and $K(x,y)=|x|^{-1}|y|^{-1}H(x,y)$, with $H$ locally bounded. Let $T$ be the (...
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0answers
58 views

A source for integral operators in the context of Arthur-Selberg trace formula

Could you suggest a textbook for integral operators (in the context of Arthur-Selberg trace formula)?
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1answer
327 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 \...
3
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1answer
289 views

Kernel of the Radon transform

Consider the following generalized version of the Radon transform. Let $X,Y,Z$ be compact smooth manifolds. Let $p\colon Z\to X$, $q\colon Z\to Y$ be smooth maps. Let $m$ be a fixed smooth density (...
3
votes
1answer
196 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 ...
1
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0answers
112 views

Convergence of solutions of the volterra integral equation with convergent kernels

Consider the following Volterra integral equation $$ g(t) = \int_0^t K_n(t,s)w_n(s) ds $$ where g(t) and K_n(t,s) are continuous and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, $K_n(t,s)$ ...
5
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0answers
171 views

Estimating singular values of integral operators

I would like to estimate the singular values of certain trace class integral operators. For the sake of concreteness, consider on $L^2({\mathbb R},dx)$ the integral operator $$(Tf)(x)=\int_{\mathbb R}...