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Spectral Theorem for compact self-adjoint operators

Philippe Jaming

Universit ´e de Bordeaux

http://www.u-bordeaux.fr/˜ pjaming/enseignement/M1.html

Master Math ´ematiques et Applications

M1 Math ´ematiques fondamentales & M1 Analyse, EDP, probabilit ´es Lecture : Introduction to spectral analysis

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 1 / 14

(2)

Preliminary warning

This video is a complement to the lecture notes available at

http://www.u-bordeaux.fr/˜ pjaming/enseignement/M1.html

1. Statement of the Spectral Theorem 2. An example

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 2 / 14

(3)

Preliminary warning

This video is a complement to the lecture notes available at

http://www.u-bordeaux.fr/˜ pjaming/enseignement/M1.html

1. Statement of the Spectral Theorem 2. An example

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 2 / 14

(4)

Preliminary warning

This video is a complement to the lecture notes available at

http://www.u-bordeaux.fr/˜ pjaming/enseignement/M1.html

1. Statement of the Spectral Theorem 2. An example

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 2 / 14

(5)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space.T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(6)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(7)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(8)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(9)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(10)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(11)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(12)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(13)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(14)

Spectral Theorem for compact self-adjoint operators

Aim : give an example which illustrates the spectral theorem Theorem (Spectral Theorem)

H separable, infinite dimnesional, Hilbert space. T :H →Hcompact, self-adjointoperator.

∃(ek)k∈Northonormal basis of H ;

∃(λk)k∈Nreal,λk →0;

Tx =X

k∈N

λkhx,ekiek.

Difficulty : no characteristic polynomial to find eigenvectors

Necessary to develop strategies which will depend on the (family of) operators considered.

Here : convolutions onL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 3 / 14

(15)

The operator

Hilbert space :H =L2(T)

={f :R→C, f 1-periodic,kfk22=R1

0 |f(t)|2dt <+∞}.

Operator :T :L2→L2,Tf(x) =H∗f(x) = Z 1

0

f(t)H(x−t)dtwith

H(t) =





0 sit∈(−1/2,0) 1 sit∈(0,1/2) 1/2 ift =0 ort=1/2

.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 4 / 14

(16)

The operator

Hilbert space :H =L2(T)

={f :R→C, f 1-periodic,kfk22=R1

0 |f(t)|2dt <+∞}.

Operator :T :L2→L2,Tf(x) =H∗f(x) = Z 1

0

f(t)H(x−t)dtwith

H(t) =





0 sit∈(−1/2,0) 1 sit∈(0,1/2) 1/2 ift =0 ort=1/2

.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 4 / 14

(17)

The operator

Hilbert space :H =L2(T)

={f :R→C, f 1-periodic,kfk22=R1

0 |f(t)|2dt <+∞}.

Operator :T :L2→L2,Tf(x) =H∗f(x) = Z 1

0

f(t)H(x−t)dtwith

H(t) =





0 sit∈(−1/2,0) 1 sit∈(0,1/2) 1/2 ift =0 ort=1/2

.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 4 / 14

(18)

The operator

Hilbert space :H =L2(T)

={f :R→C, f 1-periodic,kfk22=R1

0 |f(t)|2dt <+∞}.

Operator :T :L2→L2,Tf(x) =H∗f(x)= Z 1

0

f(t)H(x−t)dtwith

H(t) =





0 sit∈(−1/2,0) 1 sit∈(0,1/2) 1/2 ift =0 ort=1/2

.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 4 / 14

(19)

The operator

Hilbert space :H =L2(T)

={f :R→C, f 1-periodic,kfk22=R1

0 |f(t)|2dt <+∞}.

Operator :T :L2→L2,Tf(x) =H∗f(x) = Z 1

0

f(t)H(x−t)dtwith

H(t) =





0 sit∈(−1/2,0) 1 sit∈(0,1/2) 1/2 ift =0 ort=1/2

.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 4 / 14

(20)

The operator

Hilbert space :H =L2(T)

={f :R→C, f 1-periodic,kfk22=R1

0 |f(t)|2dt <+∞}.

Operator :T :L2→L2,Tf(x) =H∗f(x) = Z 1

0

f(t)H(x−t)dtwith

H(t) =





0 sit∈(−1/2,0) 1 sit∈(0,1/2) 1/2 ift =0 ort=1/2

.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 4 / 14

(21)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(22)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(23)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(24)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(25)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(26)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(27)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(28)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(29)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(30)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(31)

T is self-adjoint

hTf,gi= Z 1

0

Tf(x)g(x)dx = Z 1

0

Z 1 0

f(t)H(x−t)dtg(x)dx Fubini

= Z 1

0

Z 1 0

f(t)H(x−t)g(x)dxdt= Z 1

0

f(t) Z 1

0

H(x−t)g(x)dx

! dt

= Z 1

0

f(t) Z 1

0

H(x −t)g(x)dx

! dt=

Z 1 0

f(t)H∗g(t)dt=hf,Tgi.

We are allowed to use Fubini :Cauchy-Schwarz Z 1

0

Z 1 0

|f(t)H(x−t)g(x)|dxdt≤

Z 1 0

|f(t)|

Z 1 0

|H(x−t)|2dt

!1/2

kgk2dt≤R1

0 |f(t)|kHk2kgk2dt<+∞.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 5 / 14

(32)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidt thuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(33)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidt thuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(34)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidt thuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(35)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidt thuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(36)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidt thuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(37)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidtthuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(38)

T is compact - Method 1

Tf(x) = Z 1

0

K(x,t)f(t)dt withK(x,t) =H(x −t).

Z 1 0

Z 1 0

|K(x,t)|2dxdt = Z 1

0

Z 1 0

|H(x −t)|2dxdt= Z 1

0

kHk22dt

=kHk22<+∞.

T is Hilbert-Schmidt thuscompact.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 6 / 14

(39)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(40)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(41)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(42)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(43)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(44)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(45)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(46)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(47)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(48)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(49)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(50)

T is compact - Method 2 : Ascoli-Arzela

Theorem (Arz ´ela-Ascoli)

K compact metric and X ⊂ C(K)is compact⇔

1 X is pointwise bounded :∀x ∈K ,∃Mx >0s.t.∀f ∈X ,|f(x)| ≤Mx.

2 X is equi-continuous :∀ε >0, x ∈K ,∃ηx s.t. d(x,y)< ηx

∀f ∈X ,|f(x)−f(y)|< ε.

3 X is closed.

K ⊂ C(T)(continuous 1-periodic) compact⇒K ⊂L2(T)andK compact inL2(T):

(fn)n⊂K extract(fnk)k uniformly convergent sequence⇒(fnk)k convergent inL2(T).

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 7 / 14

(51)

T is compact - Method 2 : Ascoli-Arzela

f,H ∈L2(T)thusf∗H ∈ C([0,1]).

–[0,1]is compact ;

– ifkfk2≤1 then (Cauchy-Schwarz)|H∗f(x)|=

R1

0 H(x −t)f(t)dt ≤ R1

0 |H(x −t)|2dt 1/2

kfk2≤ kHk2(Cauchy-Schwarz) ; T(B)ispointwise bounded;

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 8 / 14

(52)

T is compact - Method 2 : Ascoli-Arzela

f,H ∈L2(T)thusf∗H ∈ C([0,1]).

–[0,1]is compact ;

– ifkfk2≤1 then (Cauchy-Schwarz)|H∗f(x)|=

R1

0 H(x −t)f(t)dt ≤ R1

0 |H(x −t)|2dt 1/2

kfk2≤ kHk2(Cauchy-Schwarz) ; T(B)ispointwise bounded;

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 8 / 14

(53)

T is compact - Method 2 : Ascoli-Arzela

f,H ∈L2(T)thusf∗H ∈ C([0,1]).

–[0,1]is compact ;

– ifkfk2≤1 then (Cauchy-Schwarz)|H∗f(x)|=

R1

0 H(x −t)f(t)dt ≤ R1

0 |H(x −t)|2dt 1/2

kfk2≤ kHk2(Cauchy-Schwarz) ; T(B)ispointwise bounded;

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 8 / 14

(54)

T is compact - Method 2 : Ascoli-Arzela

f,H ∈L2(T)thusf∗H ∈ C([0,1]).

–[0,1]is compact ;

– ifkfk2≤1 then (Cauchy-Schwarz)|H∗f(x)|=

R1

0 H(x −t)f(t)dt ≤ R1

0 |H(x −t)|2dt 1/2

kfk2≤ kHk2(Cauchy-Schwarz) ; T(B)ispointwise bounded;

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 8 / 14

(55)

T is compact - Method 2 : Ascoli-Arzela

f,H ∈L2(T)thusf∗H ∈ C([0,1]).

–[0,1]is compact ;

– ifkfk2≤1 then (Cauchy-Schwarz)|H∗f(x)|=

R1

0 H(x −t)f(t)dt ≤ R1

0 |H(x −t)|2dt 1/2

kfk2≤ kHk2(Cauchy-Schwarz) ; T(B)ispointwise bounded;

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 8 / 14

(56)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(57)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(58)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(59)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(60)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(61)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(62)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(63)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(64)

T is compact - Method 2 : Ascoli-Arzela

– ifkfk2≤1 thenH∗f(x) =R1

0 τxH(t)f(t)ˇ dt whereHˇ(s) =H(−s)τxϕ(s) =ϕ(s−x).

|H∗f(x)−H∗f(y)|=

Z 1 0

τxH(t)ˇ −τyH(t)ˇ f(t)dt

τxHˇ −τy2kfk2

with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤

τxHˇ −τy

2→0 when x →y,

T(B)isequicontinuous.

Arzela-Ascoli⇒T(B)is compact inC([0,1])

⇒T(B)is compact inL2(T)

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 9 / 14

(65)

T is compact - Method 3 : Kolmogorov-Riesz

Theorem (Kolmogorov-Riesz) X ⊂L2(R)is compact⇔

i X is closed ;

ii X is bounded :∃M>0∀f ∈X ,kfk2≤M ;

iii X is equi-integrable :∀ε >0∃R >0,∀f ∈X ,R

|x|≥R|f(x)|2dx ≤ε.

iv Translations are equi-continuous on X :∀ε >0,∃ρ >0s.t.|y|< ρ

⇒ ∀f ∈X ,

f−τyf 2≤ε.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 10 / 14

(66)

T is compact - Method 3 : Kolmogorov-Riesz

Theorem (Kolmogorov-Riesz) X ⊂L2(R)is compact⇔

i X is closed ;

ii X is bounded :∃M>0∀f ∈X ,kfk2≤M ;

iii X is equi-integrable :∀ε >0∃R >0,∀f ∈X ,R

|x|≥R|f(x)|2dx ≤ε.

iv Translations are equi-continuous on X :∀ε >0,∃ρ >0s.t.|y|< ρ

⇒ ∀f ∈X ,

f−τyf 2≤ε.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 10 / 14

(67)

T is compact - Method 3 : Kolmogorov-Riesz

Theorem (Kolmogorov-Riesz) X ⊂L2(R)is compact⇔

i X is closed ;

ii X is bounded :∃M>0∀f ∈X ,kfk2≤M ;

iii X is equi-integrable :∀ε >0∃R >0,∀f ∈X ,R

|x|≥R|f(x)|2dx ≤ε.

iv Translations are equi-continuous on X :∀ε >0,∃ρ >0s.t.|y|< ρ

⇒ ∀f ∈X ,

f−τyf 2≤ε.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 10 / 14

(68)

T is compact - Method 3 : Kolmogorov-Riesz

Theorem (Kolmogorov-Riesz) X ⊂L2(R)is compact⇔

i X is closed ;

ii X is bounded :∃M>0∀f ∈X ,kfk2≤M ;

iii X is equi-integrable :∀ε >0∃R >0,∀f ∈X ,R

|x|≥R|f(x)|2dx ≤ε.

iv Translations are equi-continuous on X :∀ε >0,∃ρ >0s.t.|y|< ρ

⇒ ∀f ∈X ,

f−τyf 2≤ε.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 10 / 14

(69)

T is compact - Method 3 : Kolmogorov-Riesz

Theorem (Kolmogorov-Riesz) X ⊂L2(R)is compact⇔

i X is closed ;

ii X is bounded :∃M>0∀f ∈X ,kfk2≤M ;

iii X is equi-integrable :∀ε >0∃R >0,∀f ∈X ,R

|x|≥R|f(x)|2dx ≤ε.

iv Translations are equi-continuous on X :∀ε >0,∃ρ >0s.t.|y|< ρ

⇒ ∀f ∈X ,

f−τyf 2≤ε.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 10 / 14

(70)

T is compact - Method 3 : Kolmogorov-Riesz

Theorem (Kolmogorov-Riesz) X ⊂L2(R)is compact⇔

i X is closed ;

ii X is bounded :∃M>0∀f ∈X ,kfk2≤M ;

iii X is equi-integrable :∀ε >0∃R >0,∀f ∈X ,R

|x|≥R|f(x)|2dx ≤ε.

iv Translations are equi-continuous on X :∀ε >0,∃ρ >0s.t.|y|< ρ

⇒ ∀f ∈X ,

f−τyf 2≤ε.

Philippe Jaming (Universit ´e de Bordeaux) Spectral Theorem 2 Master Math & Applications 10 / 14

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