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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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 −τyHˇ 2kfk2
with Cauchy-Schwarz.|Tf(x)−Tf(y)| ≤
τxHˇ −τyHˇ
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
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
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
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
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
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
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