Compact PDF
Compact PDF
Compact PDF
Therefore minx kz KN xk < 3 , which shows K(U ) is 3 bounded for all > 0,
K(U ) is totally bounded and hence precompact.
Second Proof. Suppose {xn }n=1 is a bounded sequence
1 in H. By compactness,
1
there is a subsequence xn n=1 of {xn } n=1 such that K 1 n n=1 is convergent in
x
B. Working inductively, we may construct subsequences
{xn }n=1 x1n n=1 x2n n=1 {xmn }n=1 . . .
such that {Km xmn }n=1 is convergent in B for each m. By the usual Cantors diago-
nalization procedure, let yn := xnn , then {yn }
n=1 is a subsequence of {xn }n=1 such
that {Km yn }n=1 is convergent for all m. Since
kKyn Kyl k k(K Km ) yn k + kKm (yn yl )k + k(Km K) yl )k
2 kK Km k + kKm (yn yl )k ,
P P
(1) n=1 kKen k2 = 2
m=1 kK um k allowing for the possibility that the sums
are infinite. In particular the Hilbert Schmidt norm of K,
X
2 2
kKkHS := kKen k ,
n=1
This proves kKkHS is well defined independent of basis and that kKkHS =
kK kHS . For x H \ {0} , x/ kxk may be taken to be the first element in an
orthonormal basis for H and hence
K x kKk .
kxk HS
Multiplying this inequality by kxk shows kKxk kKkHS kxk and hence kKkop
kKkHS .
Item 3. For K1 , K2 L(H, B),
v
u
uX
kK1 + K2 kHS = t kK1 en + K2 en k2
n=1
v
u
uX
t [kK1 en k + kK2 en k]2 = k{kK1 en k + kK2 en k}
n=1 k 2
n=1
k{kK1 en k}
n=1 k 2 + k{kK2 en k}n=1 k 2
= kK1 kHS + kK2 kHS .
582 BRUCE K. DRIVER
From this triangle inequality and the homogeneity properties of kkHS , we now eas-
ily see that HS(H, B) is a subspace of K(H, B) and kkHS is a norm on HS(H, B).
Since
X
X
|(K1 en , K2 en )| kK1 en k kK2 en k
n=1 n=1
v v
u u
uX uX
t kK1 en k2 t kK2 en k2 = kK1 kHS kK2 kHS ,
n=1 n=1
the sum in Eq. (35.1) is well defined and is easily checked to define an inner product
2
on HS(H, B) such that kKkHS = (K1 , K2 )HS . To see that HS(H, B) is complete
in this inner product suppose {Km }m=1 is a kkHS Cauchy sequence in HS(H, B).
Because L(H, B) is complete, there exists K L(H, B) such that kKm Kkop 0
as m . Since
N
X N
X
k(K Km ) en k2 = lim k(Kl Km ) en k2 lim sup kKl Km kHS ,
l l
n=1 n=1
X N
X
kKm Kk2HS = k(K Km ) en k2 = lim k(K Km ) en k2
N
n=1 n=1
lim sup kKl Km kHS 0 as m .
l
Remark 35.10. The separability assumptions made in Proposition 35.9 are unnec-
essary. In general, we define
X
kKk2HS = kKek2
e
Exercise 35.1. Suppose that (X, ) is a finite measure space such that H =
L2 (X, ) is separable and k : X X R is a measurable function, such that
Z
kkk2L2 (XX,) |k(x, y)|2 d(x)d(y) < .
XX
Define, for f H, Z
Kf (x) = k(x, y)f (y)d(y),
X
when the integral makes sense. Show:
(1) Kf (x) is defined for a.e. x in X.
(2) The resulting function Kf is in H and K : H H is linear.
(3) kKkHS = kkkL2 (XX,) < . (This implies K HS(H, H).)
35.1. Since
Z Z 2 Z Z Z
2 2
d(x) |k(x, y)f (y)| d(y) d(x) |k(x, y)| d(y) |f (y)| d(y)
X X X X X
2 2
(35.2) kkk2 kf k2 < ,
we learn Kf is almost everywhere defined and that Kf H. The linearity of K is
a consequence of the linearity of the Lebesgue integral. Now suppose {n }
n=1 is
an orthonormal basis for H. From the estimate in Eq. (35.2), k(x, ) H for
a.e. x X and therefore
X Z Z 2
kKk2HS = d(x) k(x, y)n (y)d(y)
n=1 X X
X Z Z
X
= ))2 =
d(x) (n , k(x, d(x) ))2
(n , k(x,
n=1 X X n=1
Z Z Z
2
= d(x) k(x, )H = d(x) d(y) |k(x, y)|2 = kkk22 .
X X X
Example 35.11. Suppose that Rn is a bounded set, < n, then the operator
K : L2 (, m) L2 (, m) defined by
Z
1
Kf (x) := f (y)dy
|x y|
is compact.
Proof. For 0, let
Z
1
K f (x) := f (y)dy = [g (1 f )] (x)
|x y| +
1
where g (x) = |x| + 1C (x) with C Rn a suciently large ball such that
C. Since < n, it follows that
g g0 = || 1C L1 (Rn , m).
Hence it follows by Proposition 11.12 ?? that
k(K K ) f kL2 () k(g0 g ) (1 f )kL2 (Rn )
k(g0 g )kL1 (Rn ) k1 f kL2 (Rn ) = k(g0 g )kL1 (Rn ) kf kL2 ( )
584 BRUCE K. DRIVER
which implies
(35.3) Z
1
kK K kB(L2 ()) kg0 g kL1 (Rn ) = 1 dx 0 as 0
|x|
C |x| +
If g H \{0} and kT k = |(T g, g)|/kgk2 then, using the Cauchy Schwarz inequal-
ity,
|(T g, g)| kT gk
(35.4) kT k = kT k.
kgk2 kgk
This implies |(T g, g)| = kT gkkgk and forces equality in the Cauchy Schwarz in-
equality. So by Theorem 12.2, T g and g are linearly dependent, i.e. T g = g
for some C. Substituting this into (35.4) shows that || = kT k. Since T is
self-adjoint,
g),
kgk2 = (g, g) = (T g, g) = (g, T g) = (g, g) = (g,
which implies that R and therefore, {kT k}.
Theorem 35.15. Let T be a S.A.C.O., then either = kT k or = kT k is an
eigenvalue of T.
Proof. Without loss of generality we may assume that T is non-zero since
otherwise the result is trivial. By Theorem 35.14, there exists fn H such that
kfn k = 1 and
|(fn , T fn )|
(35.5) = |(fn , T fn )| kT k as n .
kfn k2
By passing to a subsequence if necessary, we may assume that := limn (fn , T fn )
exists and {kT k}. By passing to a further subsequence if necessary, we may
assume, using the compactness of T, that T fn is convergent as well. We now com-
pute:
0 kT fn fn k2 = kT fn k2 2(T fn , fn ) + 2
2 2(T fn , fn ) + 2 2 22 + 2 = 0 as n .
Hence
(35.6) T fn fn 0 as n
and therefore
1
f lim fn = lim T fn
n n
586 BRUCE K. DRIVER
N
X
T = n (, n )n for all H.
n=1
If N = then limi |i | = 0 for if not there would exist > 0 such that
|i | > 0 for all i. In this case {i /i }
i=1 is sequence in H bounded by
1
.
By compactness of T, there exists a subsequence ik such that ik = T ik /ik is
convergent. But this is impossible since {ik } is an orthonormal set. Hence we
must have that = 0.
ANALYSIS TOOLS W ITH APPLICATIONS 587
and
N
X N
X
T = T P0 + T (, i )i = i (, i )i .
i=1 i=1
Since {n } (T ) and (T ) is closed, it follows that 0 (T ) and hence {n }
n=1
{0} (T ). Suppose that z / {n }
n=1 {0} and let d be the distance between
z and {n }n=1 {0}. Notice that d > 0 because limn n = 0. A few simple
computations show that:
N
X
(T zI) = (, i )(i z)i zP0 ,
i=1
1
(T z) exists,
N
X
(T zI)1 = (, i )(i z)1 i z 1 P0 ,
i=1
and
N
X 1 1
k(T zI)1 k2 = |(, i )|2 2
+ 2 kP0 k2
i=1
|i z| |z|
2 XN
!
1 1
|(, i )|2 + kP0 k2 = kk2 .
d i=1
d2
We have thus shown that (T zI)1 exists, k(T zI)1 k d1 < and hence
z
/ (T ).
Let n := n and K K K(H) be defined by
N
X
K Kf = n (f, n )n for all f H.
n=1
1/2
Define U L(H, B) so that U =K (K K) , or more precisely by
N
X
(35.8) Uf = 1
n (f, n )Kn .
n=1
where {n }N
n=1 is the orthonormal sequence in B defined by
n := U n = 1
n Kn .
where n K n .
(2) Item 2. is a simple computation left to the reader.
(3) Since Nul(I + K) = {x H | x = Kx} Ran(K) it is finite dimensional.
(4) Since x = (I + K)x Ran(I + K)for x Nul(K), Nul(K) Ran(I + K).
Since {1 , 2 , . . . , k } Nul(K), H = Nul(K) + span ({1 , 2 , . . . , k })
and thus codim (Nul(K)) < . From these comments and Lemma 35.19,
Ran(I + K) is closed and codim (Ran(I + K)) codim (Nul(K)) < .
The assertion that Ran(I + K) = Nul(I + K ) is a consequence of Lemma
35.12 below.
590 BRUCE K. DRIVER
Proof. If F is Fredholm, set H1 = Nul(F ) , H2 = Nul(F ), B1 = Ran(F ),
F11 0
and B2 = Ran(F ) . Then F = , where F11 F |H1 : H1 B 1 is
0 0
invertible. 1
F11 0
For the converse, assume that F is given as in Eq. (35.13). Let A
0 0
then
1 1
I F11 F12 I 0 0 F11 F12
AF = = + ,
0 0 0 I 0 I
so that AF I is finite rank. Similarly one shows that F A I is finite rank, which
shows that F is Fredholm.
x1
Now to compute the index of F, notice that Nul(F ) i
x2
F11 x1 + F12 x2 = 0
F21 x1 + F22 x2 = 0
1 1
which happens i x1 = F11 F12 x2 and (F21 F11 F12 + F22 )x2 = 0. Let D
1
(F22 F21 F11 F12 ) : H2 B2 , then the mapping
1
F11 F12 x2
x2 Nul(D) Nul(F )
x2
is a linear isomorphism of vector spaces so that Nul(F )
= Nul(D). Since
B1 H1
F11 F21
F = ,
F12 F22
B2 H2
similar reasoning implies Nul(F )
= Nul(D ). This shows that index(F ) =
index(D). But we have already seen in Example 35.24 that index(D) = dim H2
dim B2 .
Proposition 35.28. Let F be a Fredholm operator and K be a compact operator
from H B. Further assume T : B X (where X is another Hilbert space) is
also Fredholm. Then
(1) the Fredholm operators form an open subset of the bounded operators. More-
over if E : H B is a bounded operator with kEk suciently small we have
index(F ) =index(F + E).
(2) F + K is Fredholm and index(F ) = index(F + K).
(3) T F is Fredholm and index(T F ) = index(T ) + index(F )
Proof.
(1) We know F may be written in the block form given in Eq. (35.13) with
F11 : H1 B1 being a bounded invertible operator. Decompose E into the
block form as
E11 E12
E=
E21 E22
and choose kEk suciently small such that kE11 k is suciently small to
guarantee that F11 + E11 is still invertible. (Recall that the
invertible op-
F11 + E11
erators form an open set.) Thus F + E = has the block
ANALYSIS TOOLS W ITH APPLICATIONS 593
Therefore,
index(T F ) index(T ) index(F ) = index(TF ) index(T).
Since F is invertible, Ran(T) = Ran(TF ) and Nul(T)
= Nul(TF ). Thus
index(TF ) index(T) = 0 and the theorem is proved.
35.6. Tensor Product Spaces . References for this section are Reed and Simon
[?] (Volume 1, Chapter VI.5), Simon [?], and Schatten [?]. See also Reed and Simon
[?] (Volume 2 IX.4 and XIII.17).
Let H and K be separable Hilbert spaces and H K will denote the usual
Hilbert completion of the algebraic tensors H f K. Recall that the inner product
on H K is determined by (hk, h0 k0 ) = (h, h0 )(k, k0 ). The following proposition
is well known.
Proposition 35.29 (Structure of H K). There is a bounded linear map T :
H K B(K, H) determined by
T (h k)k 0 (k, k 0 )h for all k, k 0 K and h H.
Moreover T (H K) = HS(K, H) the Hilbert Schmidt operators from K to H.
The map T : H K HS(K, H) is unitary equivalence of Hilbert spaces. Finally,
any A H K may be expressed as
X
(35.14) A= n hn kn ,
n=1
Qkn = n hn , so that hn = 1
n Qkn .
We will now reverse the above argument. Let Q HS(K, H). Then Q Q is a self-
adjoint compact operator on K. Therefore there is an orthonormal basis {kn }
n=1
ANALYSIS TOOLS W ITH APPLICATIONS 595
Therefore we have shown if An I for all n and An A in norm then An A
in norm.
For the general case where An 0, we find that for all > 0
p
(35.17) lim An + = A + .
n
54
By the spectral theorem
k A + Ak max | x + x| max | x + x| 0 as 0.
x(A) 0xkAk
Since the above estimates are uniform in A 0 such that kAk is bounded, it is now
an easy matter to conclude that Eq. (35.17) holds even when = 0.
Now suppose that An A in B(H) and An and A are general operators. Then
An An A A in B(H). So by what we have already proved,
p
|An | An An |A| A A in B(H) as n .
Notation 35.31. In the future we will identify A H K with T (A) HS(K, H)
and drop T from the notation. So that with this notation we have (h k)k 0 =
(k, k 0 )h.
p
Let A H H, we set kAk1 tr A A tr T (A) T (A) and we let
H 1 H {A H H : kAk1 < }.
54 It is possible to give a more elementary proof here. Indeed, assume further that kAk < 1,
P
then for (0, 1 ), k A + Ak i i
i=1 ci k(A + ) A k. But
Xi Xi
i k ik i k
k(A + )i Ai k kA k kAkik = (kAk + )i kAki ,
k=1
k k=1
k
p p
so that k A + Ak kAk + kAk 0 as 0 uniformly in A 0 such that
kAk < 1.
ANALYSIS TOOLS W ITH APPLICATIONS 597
P
Proof. Let A P H 1 H be given as in Eq. (35.14) with P n=1 |n | = kAk1 < .
Then define CA n=1 n (hn , k n ) and notice that |CA| |n | = kAk1 , which
shows that C is a contraction on H 1 H. (Using the universal property of H f H
it is easily seen that C is well defined.) Also notice that for M Z+ that
M
X X
X M
(35.20) (em em , A) = (em em , n hn kn , ),
m=1 n=1 m=1
X
(35.21) = n (PM hn , kn ),
n=1
P
Proof. Let A = n=1 n hnP
is
kn H 1 K as in Eq. (35.14). Clearly, if B
to exist we must have B(A) n=1 n B(hn , kn ). Notice that
X
X
|n ||B(hn , kn )| |n |kBk = kAk1 kBk.
n=1 n=1
This shows that B(A) op kBk.
is well defined and that kBk The opposite inequality
follows from the trivial computation:
kBk = sup{|B(h, k)| : khkkkk = 1} = sup{|B(h k)| : kh 1 kk1 = 1} kBk
op .