Volterra operator

Last updated

In mathematics, in the area of functional analysis and operator theory, the Volterra operator, named after Vito Volterra, is a bounded linear operator on the space L2[0,1] of complex-valued square-integrable functions on the interval [0,1]. On the subspace C[0,1] of continuous functions it represents indefinite integration. It is the operator corresponding to the Volterra integral equations.

Contents

Definition

The Volterra operator, V, may be defined for a function f  L2[0,1] and a value t  [0,1], as [1]

Properties

See also

Related Research Articles

<span class="mw-page-title-main">Functional analysis</span> Area of mathematics

Functional analysis is a branch of mathematical analysis, the core of which is formed by the study of vector spaces endowed with some kind of limit-related structure and the linear functions defined on these spaces and suitably respecting these structures. The historical roots of functional analysis lie in the study of spaces of functions and the formulation of properties of transformations of functions such as the Fourier transform as transformations defining, for example, continuous or unitary operators between function spaces. This point of view turned out to be particularly useful for the study of differential and integral equations.

In mathematics, particularly linear algebra and functional analysis, a spectral theorem is a result about when a linear operator or matrix can be diagonalized. This is extremely useful because computations involving a diagonalizable matrix can often be reduced to much simpler computations involving the corresponding diagonal matrix. The concept of diagonalization is relatively straightforward for operators on finite-dimensional vector spaces but requires some modification for operators on infinite-dimensional spaces. In general, the spectral theorem identifies a class of linear operators that can be modeled by multiplication operators, which are as simple as one can hope to find. In more abstract language, the spectral theorem is a statement about commutative C*-algebras. See also spectral theory for a historical perspective.

In mathematics, a self-adjoint operator on a complex vector space V with inner product is a linear map A that is its own adjoint. If V is finite-dimensional with a given orthonormal basis, this is equivalent to the condition that the matrix of A is a Hermitian matrix, i.e., equal to its conjugate transpose A. By the finite-dimensional spectral theorem, V has an orthonormal basis such that the matrix of A relative to this basis is a diagonal matrix with entries in the real numbers. This article deals with applying generalizations of this concept to operators on Hilbert spaces of arbitrary dimension.

In mathematics, specifically functional analysis, Mercer's theorem is a representation of a symmetric positive-definite function on a square as a sum of a convergent sequence of product functions. This theorem, presented in, is one of the most notable results of the work of James Mercer (1883–1932). It is an important theoretical tool in the theory of integral equations; it is used in the Hilbert space theory of stochastic processes, for example the Karhunen–Loève theorem; and it is also used in the reproducing kernel Hilbert space theory where it characterizes a symmetric positive-definite kernel as a reproducing kernel.

In mathematics, the Fredholm integral equation is an integral equation whose solution gives rise to Fredholm theory, the study of Fredholm kernels and Fredholm operators. The integral equation was studied by Ivar Fredholm. A useful method to solve such equations, the Adomian decomposition method, is due to George Adomian.

In mathematics, integral equations are equations in which an unknown function appears under an integral sign. In mathematical notation, integral equations may thus be expressed as being of the form:

In mathematics and its applications, a Sturm–Liouville problem is a second-order linear ordinary differential equation of the form:

In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix to a much broader theory of the structure of operators in a variety of mathematical spaces. It is a result of studies of linear algebra and the solutions of systems of linear equations and their generalizations. The theory is connected to that of analytic functions because the spectral properties of an operator are related to analytic functions of the spectral parameter.

In functional analysis, a branch of mathematics, a compact operator is a linear operator , where are normed vector spaces, with the property that maps bounded subsets of to relatively compact subsets of . Such an operator is necessarily a bounded operator, and so continuous. Some authors require that are Banach, but the definition can be extended to more general spaces.

In operator theory, a bounded operator T on a Banach space is said to be nilpotent if Tn = 0 for some positive integer n. It is said to be quasinilpotent or topologically nilpotent if its spectrum σ(T) = {0}.

In mathematics, operator theory is the study of linear operators on function spaces, beginning with differential operators and integral operators. The operators may be presented abstractly by their characteristics, such as bounded linear operators or closed operators, and consideration may be given to nonlinear operators. The study, which depends heavily on the topology of function spaces, is a branch of functional analysis.

The spectrum of a linear operator that operates on a Banach space is a fundamental concept of functional analysis. The spectrum consists of all scalars such that the operator does not have a bounded inverse on . The spectrum has a standard decomposition into three parts:

In mathematics, the Fredholm alternative, named after Ivar Fredholm, is one of Fredholm's theorems and is a result in Fredholm theory. It may be expressed in several ways, as a theorem of linear algebra, a theorem of integral equations, or as a theorem on Fredholm operators. Part of the result states that a non-zero complex number in the spectrum of a compact operator is an eigenvalue.

In mathematics, the resolvent formalism is a technique for applying concepts from complex analysis to the study of the spectrum of operators on Banach spaces and more general spaces. Formal justification for the manipulations can be found in the framework of holomorphic functional calculus.

In mathematics, Fredholm theory is a theory of integral equations. In the narrowest sense, Fredholm theory concerns itself with the solution of the Fredholm integral equation. In a broader sense, the abstract structure of Fredholm's theory is given in terms of the spectral theory of Fredholm operators and Fredholm kernels on Hilbert space. The theory is named in honour of Erik Ivar Fredholm.

In the mathematical discipline of functional analysis, the concept of a compact operator on Hilbert space is an extension of the concept of a matrix acting on a finite-dimensional vector space; in Hilbert space, compact operators are precisely the closure of finite-rank operators in the topology induced by the operator norm. As such, results from matrix theory can sometimes be extended to compact operators using similar arguments. By contrast, the study of general operators on infinite-dimensional spaces often requires a genuinely different approach.

In mathematics, a Hilbert–Schmidt integral operator is a type of integral transform. Specifically, given a domain Ω in n-dimensional Euclidean space Rn, then the square-integrable function k : Ω × Ω → C belonging to L2(Ω×Ω) such that

In mathematics, the spectral theory of ordinary differential equations is the part of spectral theory concerned with the determination of the spectrum and eigenfunction expansion associated with a linear ordinary differential equation. In his dissertation, Hermann Weyl generalized the classical Sturm–Liouville theory on a finite closed interval to second order differential operators with singularities at the endpoints of the interval, possibly semi-infinite or infinite. Unlike the classical case, the spectrum may no longer consist of just a countable set of eigenvalues, but may also contain a continuous part. In this case the eigenfunction expansion involves an integral over the continuous part with respect to a spectral measure, given by the Titchmarsh–Kodaira formula. The theory was put in its final simplified form for singular differential equations of even degree by Kodaira and others, using von Neumann's spectral theorem. It has had important applications in quantum mechanics, operator theory and harmonic analysis on semisimple Lie groups.

<span class="mw-page-title-main">Hilbert space</span> Type of topological vector space

In mathematics, Hilbert spaces allow the methods of linear algebra and calculus to be generalized from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that induces a distance function for which the space is a complete metric space.

In mathematics, a singular trace is a trace on a space of linear operators of a separable Hilbert space that vanishes on operators of finite rank. Singular traces are a feature of infinite-dimensional Hilbert spaces such as the space of square-summable sequences and spaces of square-integrable functions. Linear operators on a finite-dimensional Hilbert space have only the zero functional as a singular trace since all operators have finite rank. For example, matrix algebras have no non-trivial singular traces and the matrix trace is the unique trace up to scaling.

References

  1. Rynne, Bryan P.; Youngson, Martin A. (2008). "Integral and Differential Equations 8.2. Volterra Integral Equations". Linear Functional Analysis. Springer. p. 245.
  2. 1 2 3 "Spectrum of Indefinite Integral Operators". Stack Exchange . May 30, 2012.
  3. "Volterra Operator is compact but has no eigenvalue". Stack Exchange .

Further reading