Section 11.1

Linear Operators

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Problem 11.1.1

Prove Proposition 11.1.10.

Proposition 11.1.10: Let X,YX, Y be normed linear spaces. The operator norm on L(X,Y)\mathcal{L}(X, Y) is a norm.

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Problem 11.1.2

Prove Proposition 11.1.11.

Proposition 11.1.11: Let X,YX, Y be normed linear spaces and let T∈L(X,Y)T \in \mathcal{L}(X, Y). Then (a) ∥T∥=sup⁡{∥Tx∥:∥x∥≤1}=sup⁡{∥Tx∥:∥x∥=1}\left\| T\right\| = \sup \left\{ \left\| Tx\right\| : \left\| x\right\| \leq 1\right\} = \sup \left\{ \left\| Tx\right\| : \left\| x\right\| = 1\right\}. (b) ∥Tx∥≤∥T∥∥x∥\left\| Tx\right\| \leq \left\| T\right\| \left\| x\right\|, for all x∈Xx \in X.

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Problem 11.1.3

Let X,YX, Y be normed linear spaces and T∈L(X,Y)T \in \mathcal{L}(X, Y). Suppose that M>0M>0 and ∥T∥≤M\left\| T\right\| \leq M.

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(a)

Prove that if there is a vector xx such that ∥Tx∥=M∥x∥\left\| T x\right\| =M\left\| x\right\| then ∥T∥=M\left\| T\right\| = M;

(b)

Prove that ∥T∥=M\left\| T\right\| =M if and only if there exists a sequence {xn}n=1∞⊂X\left\{ x_{n}\right\}_{n=1}^{\infty } \subset X such that ∥xn∥=1\left\| x_{n}\right\| =1 for all n∈Nn \in \mathbb {N} and lim⁡n∥Txn∥=M\lim_{n}\left\| T x_{n}\right\| =M;

(c)

Prove that ∥T∥=M\left\| T\right\| =M if and only if for every ε>0\varepsilon >0 there exists x∈Xx \in X sich that ∥x∥=1\left\| x\right\| =1 and ∥Tx∥>∥T∥−ε\left\| T x\right\| >\left\| T\right\| -\varepsilon.

(d)

Give an example to show that the converse of (a) need not be true.

Problem 11.1.4

Let X,YX, Y be normed linear spaces, and let T:X→YT: X \rightarrow Y be a linear operator. Prove that TT is bounded if and only if it maps bounded sets to bounded sets.

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Problem 11.1.5

Let XX be a normed linear space and x0∈Xx_{0} \in X. Prove that a linear operator on a normed space is continuous if and only if it is continuous at x0x_{0}.

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Problem 11.1.6

Let XX be a normed linear space and let T,S∈L(X,X)T, S \in \mathcal{L}(X, X). Prove that the composition STS T belongs to L(X,X)\mathcal{L}(X, X) and that ∥ST∥≤∥S∥∥T∥\left\| S T\right\| \leq \left\| S\right\| \left\| T\right\|. (We write STS T for S∘TS \circ T just like when SS and TT are matrices.)

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Problem 11.1.7

Let XX be a Banach space and F\mathcal{F} a family of bounded linear operators from XX to a normed linear space YY. Prove that F\mathcal{F} is equicontinuous if and only if it is uniformly bounded.

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Problem 11.1.8

Let H\mathcal{H} be Hilbert space and T∈L(H)T \in \mathcal{L}(\mathcal{H}). Prove that

∥T∥=sup⁡{∣⟨Tx,y⟩∣:∥x∥=∥y∥=1}. \left\| T\right\| =\sup \left\{ \left| \left\langle T x, y \right\rangle \right|:\left\| x\right\| =\left\| y\right\| =1\right\} .
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Problem 11.1.9

Let X,YX, Y be normed linear spaces and T:X→YT: X \rightarrow Y a linear map such that {Txn}\left\{ T x_{n}\right\} is bounded in YY whenever the sequence {xn}\left\{ x_{n}\right\} converges to 0 in XX. Prove that T∈L(X,Y)T \in \mathcal{L}(X, Y).

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Problem 11.1.10

Let X,YX, Y be normed linear spaces, and let T:X→YT: X \rightarrow Y be a linear operator. Prove that TT is bounded if and only if it maps every Cauchy sequence in XX to a Cauchy sequence in YY.

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Problem 11.1.11

Prove that the set of all linear transformations from a vector space XX to a vector space YY is a vector space.

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Problem 11.1.12

Let ZZ be a subspace of a normed linear space XX, let YY be a Banach space, and let A:Z→YA: Z \rightarrow Y be a continuous linear operator. Prove that there exists a unique continuous linear operator Aˉ:Zˉ→Y\bar{A}: \bar{Z} \rightarrow Y such that Aˉ∣Z=A\bar{A} \mid Z=A and ∥Aˉ∥=∥A∥\left\| \bar{A}\right\| =\left\| A\right\|.

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Problem 11.1.13

Let X,YX, Y be normed spaces, let T∈L(X,Y)T \in \mathcal{L}(X, Y), and let T~:X/ker⁡T→Y\tilde{T}: X / \operatorname {ker} T \rightarrow Y be defined by T~([x])=Tx\tilde{T}([x])=T x (see Exercise 10.1.13). Prove that T~\tilde{T} is a welldefined, injective, bounded, linear operator for which ∥T~∥=∥T∥\left\| \tilde{T}\right\| =\left\| T\right\|.

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Problem 11.1.14

Let XX be a normed space and VV a closed subspace of XX (see Exercise 10.1.13). Prove that:

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(a)

The projection π(x):=[x]\pi (x):=[x] from XX to X/VX / V has norm 1 .

(b)

If YY is a normed linear space, T∈L(X,Y)T \in \mathcal{L}(X, Y), and VV is a closed subspace of ker⁡T\operatorname {ker} T then there is a unique S∈L(X/V,Y)S \in \mathcal{L}(X / V, Y) such that T=S∘πT=S \circ \pi and that ∥S∥=∥T∥\left\| S\right\| =\left\| T\right\|.

Problem 11.1.15

Let H\mathcal{H} be Hilbert space and let T∈L(H)T \in \mathcal{L}(\mathcal{H}). Prove that T=0T=0 if and only if ⟨Tx,y⟩=0\left\langle T x, y \right\rangle =0 for all x,y∈Hx, y \in \mathcal{H}.

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Problem 11.1.16

Let XX be a Banach space and T∈L(X,X)T \in \mathcal{L}(X, X) with ∥T∥<1\left\| T\right\| <1. Define T0=Id⁡T^{0}=\operatorname {Id}. Prove that ∑n=0∞Tn\sum_{n=0}^{\infty } T^{n} converges in L(X,X)\mathcal{L}(X, X).

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Problem 11.1.17

Let X,YX, Y be normed linear spaces, let {Tn}\left\{ T_{n}\right\} converge to TT in L(X,Y)\mathcal{L}(X, Y), and let {xn}\left\{ x_{n}\right\} converge to xx in XX. Prove that {Tnxn}\left\{ T_{n} x_{n}\right\} converges to TxT x in YY.

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Problem 11.1.18

Let X,YX, Y be normed linear spaces and {Tn},T∈L(X,Y)\left\{ T_{n}\right\} , T \in \mathcal{L}(X, Y). Prove that lim⁡nTn=T\lim_{n} T_{n}=T if and only if {Tnx}\left\{ T_{n} x\right\} converges to TxT x uniformly on the unit ball of XX.

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Problem 11.1.19

Let gg be a continuous function on [0,1][0,1] and let T:Lp([0,1])→Lp([0,1])T: L^{p}\left({[0,1]}\right) \rightarrow L^{p}\left({[0,1]}\right) be defined by T(f)=gfT(f)=g f. Prove that TT is a bounded operator and ∥T∥=∥g∥max⁡\left\| T\right\| =\left\| g\right\|_{\max }.

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Problem 11.1.20

Let p,qp, q be real numbers such that q>1q>1 and 1/p+1/q=11 / p+1 / q=1, and let (aij)\left(a_{i j}\right) be an infinite matrix of real numbers such that

∑j=1∞∑i=1∞∣aij∣q<+∞ \sum _{j=1}^{\infty } \sum _{i=1}^{\infty }\left|a_{i j}\right|^{q}<+\infty

Prove that

yj=∑i=1∞aijxi,j=1,2,… y_{j}=\sum _{i=1}^{\infty } a_{i j} x_{i}, \quad j=1,2, \ldots

defines a bounded linear operator

y=Tx,x={xn},y={yn} y=T x, \quad x=\left\{ x_{n}\right\} , \quad y=\left\{ y_{n}\right\}

from ℓp\ell^{p} to ℓq\ell^{q}.

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Problem 11.1.21

Let K:[0,1]×[0,1]→RK:[0,1] \times [0,1] \rightarrow \mathbb {R} be a measurable function such that

∫01∣K(s,t)∣dt≤M for all s∈[0,1] \int _{0}^{1}\left|K(s, t)\right| d t \leq M \quad \text{ for all } s \in [0,1]

Prove that

y(s)=∫01K(s,t)x(t)dt y(s)=\int _{0}^{1} K(s, t) x(t) d t

defines an operator in L(L∞)\mathcal{L}\left(L^{\infty }\right),

y=Ax,x=x(t),y=y(t). y=A x, \quad x=x(t), \quad y=y(t) .
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Problem 11.1.22

Let K:[0,1]×[0,1]→RK:[0,1] \times [0,1] \rightarrow \mathbb {R} be a continuous function. Prove that

y(x)=∫01K(s,t)x(t)dt y(x)=\int _{0}^{1} K(s, t) x(t) d t

defines an operator in L(C[0,1])\mathcal{L}(C[0,1]),

y=Ax,x=x(t),y=y(t). y=A x, \quad x=x(t), \quad y=y(t) .
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Problem 11.1.23

Let K:[0,1]×[0,1]→RK:[0,1] \times [0,1] \rightarrow \mathbb {R} be a measurable function such that

∫01∥K(s,t)∥t,∞ds<+∞ \int _{0}^{1}\left\| K(s, t)\right\| _{t, \infty } d s<+\infty

where ∥K(s,t)∥t,∞\left\| K(s, t)\right\|_{t, \infty } means the L∞L^{\infty } norm of KK as a function of tt for a fixed ss. Prove that

y(s)=∫01K(s,t)x(t)dt y(s)=\int _{0}^{1} K(s, t) x(t) d t

defines an operator in L(L1([0,1]))\mathcal{L}\left(L^{1}\left({[0,1]}\right)\right),

y=Ax,x=x(t),y=y(t) y=A x, \quad x=x(t), \quad y=y(t)
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Problem 11.1.24

Let q>1q>1 and let K:[0,1]×[0,1]→RK:[0,1] \times [0,1] \rightarrow \mathbb {R} be a measurable function such that

∫01∫01∣K(s,t)∣qdsdt<+∞ \int _{0}^{1} \int _{0}^{1}\left|K(s, t)\right|^{q} d s d t<+\infty

Prove that

y(s)=∫01K(s,t)x(t)dt y(s)=\int _{0}^{1} K(s, t) x(t) d t

defines an operator in L(Lp([0,1]),Lq([0,1])),(1/p+1/q=1)\mathcal{L}\left(L^{p}\left({[0,1]}\right), L^{q}\left({[0,1]}\right)\right),(1 / p+1 / q=1)

y=Ax,x=x(t),y=y(t) y=A x, \quad x=x(t), \quad y=y(t)
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Problem 11.1.25

Let K:[0,1]×[0,1]→RK:[0,1] \times [0,1] \rightarrow \mathbb {R} be a measurable function such that

∫01∫01∣K(s,t)∣2dsdt<+∞ \int _{0}^{1} \int _{0}^{1}\left|K(s, t)\right|^{2} d s d t<+\infty

Prove that

y(s)=x(s)−∫01K(s,t)x(t)dt y(s)=x(s)-\int _{0}^{1} K(s, t) x(t) d t

defines an operator in L(L2([0,1]))\mathcal{L}\left(L^{2}\left({[0,1]}\right)\right).

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Problem 11.1.26

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space, let hh be a bounded measurable function on XX, and let TT be the operator on Lp(X,μ)L^{p}\left(X, \mu \right) defined by Tf=hfT f=h f. Prove that:

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(a)

TT is bounded and ∥T∥≤∥h∥∞\left\| T\right\| \leq \left\| h\right\|_{\infty }.

(b)

∥T∥=∥h∥∞\left\| T\right\| =\left\| h\right\|_{\infty } if and only if each measurable set EE of infinite measure contains a measurable subset AA of finite positive measure, i.e., 0<μ(A)<∞0<\mu (A)< \infty.

Problem 11.1.27

Let ( X,M,μX, \mathfrak {M}, \mu ) be a finite measure space and let p≥qp \geq q. Find the norm of the identity operator Id⁡:Lp(X,μ)→Lq(X,μ)\operatorname {Id}: L^{p}\left(X, \mu \right) \rightarrow L^{q}\left(X, \mu \right).

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Problem 11.1.28

Let 1≤p≤q<∞1 \leq p \leq q<\infty. Determine for what functions hh on [0,1][0,1] is the multiplication by hh a bounded operator from Lp[0,1]L^{p}[0,1] to Lq[0,1]L^{q}[0,1].

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Problem 11.1.29

Let T:C[0,1]→C[0,1]T: C[0,1] \rightarrow C[0,1] be defined by Tf(x)=x3f(x)T f(x)=x^{3} f(x), for all f∈C[0,1]f \in C[0,1] and each x∈[0,1]x \in [0,1].

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(a)

Prove that TT is a bounded linear operator.

(b)

Let Id⁡:C[0,1]→C[0,1]\operatorname {Id}: C[0,1] \rightarrow C[0,1] denote the identity operator, i.e., Id⁡(f)=f\operatorname {Id}(f)=f for each f∈C[0,1]f \in C[0,1]. Prove that ∥Id⁡+T∥=1+∥T∥\left\| \operatorname {Id}+T\right\| =1+\left\| T\right\|.

Problem 11.1.30

Let T:C[0,1]→C[0,1]T: C[0,1] \rightarrow C[0,1] be defined by Tf(x)=∫0xf(t)dtT f(x)=\int_{0}^{x} f(t) d t, for all f∈C[0,1]f \in C[0,1] and each x∈[0,1]x \in [0,1]. Prove that TT is a bounded linear operator and find its norm.

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Problem 11.1.31

Let T:L1[0,1]→L1[0,1]T: L^{1}[0,1] \rightarrow L^{1}[0,1] be defined by Tf(x)=f(x)T f(x)=f(\sqrt{x}), for all f∈C[0,1]f \in C[0,1] and each x∈[0,1]x \in [0,1]. Prove that TT is a bounded linear operator and find its norm.

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Problem 11.1.32

For f∈L1[0,1]f \in L^{1}[0,1] let xn=∫01f(t)tndtx_{n}=\int_{0}^{1} f(t) t^{n} d t, and let T(f)={xn}T(f)=\left\{ x_{n}\right\}. Prove that the operator TT is a bounded linear operator mapping L1[0,1]L^{1}[0,1] to c0c_{0} and determine its norm. (See Exercise 10.1.15.)

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Problem 11.1.33

Let ( X,M,μX, \mathfrak {M}, \mu ) and ( Y,N,νY, \mathfrak {N}, \nu ) be σ\sigma-finite measure spaces, let KK be an M⊗N\mathfrak {M} \otimes \mathfrak {N} measurable function on X×YX \times Y and let C>0C>0. Suppose that

∫X∣K(x,y)∣dμ(x)≤C for a.e. y∈Y, and ∫Y∣K(x,y)∣dν(y)≤C for a.e. x∈X \begin{gathered} \int _{X}\left|K(x, y)\right| d \mu (x) \leq C \text{ for a.e. } y \in Y, \text{ and } \\ \int _{Y}\left|K(x, y)\right| d \nu (y) \leq C \text{ for a.e. } x \in X \end{gathered}

Prove that the operator TT defined on Lp(X,μ)L^{p}\left(X, \mu \right) by

Tf(x)=∫YK(x,y)f(y)dν(y) T f(x)=\int _{Y} K(x, y) f(y) d \nu (y)

is a bounded operator and that ∥Tf∥p≤C∥f∥p\left\| T f\right\|_{p} \leq C\left\| f\right\|_{p}.

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Problem 11.1.34

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and let 1≤p<r≤∞1 \leq p<r \leq \infty. Prove that:

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(a)

Lp(X,μ)∩Lr(X,μ)L^{p}\left(X, \mu \right) \cap L^{r}\left(X, \mu \right) is a Banach space with norm ∥f∥:=∥f∥p+∥f∥r\left\| f\right\| :=\left\| f\right\|_{p}+\left\| f\right\|_{r}.

(b)

If p<q<rp<q<r the inclusion map Lp(X,μ)∩Lr(X,μ)→Lq(X,μ)L^{p}\left(X, \mu \right) \cap L^{r}\left(X, \mu \right) \rightarrow L^{q}\left(X, \mu \right) is continuous.

Problem 11.1.35

Let ( X,M,μX, \mathfrak {M}, \mu ) be a measure space and let 1≤p<r≤∞1 \leq p<r \leq \infty. Prove that:

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(a)

Lp(X,μ)+Lr(X,μ)L^{p}\left(X, \mu \right)+L^{r}\left(X, \mu \right) is a Banach space with norm ∥f∥:=inf⁡{∥g∥p+∥h∥r:f=g+h}\left\| f\right\| :=\inf \left\{ \left\| g\right\|_{p}+\left\| h\right\|_{r}: f=g+h\right\}.

(b)

If p<q<rp<q<r the inclusion map Lq(X,μ)→Lp(X,μ)+Lr(X,μ)L^{q}\left(X, \mu \right) \rightarrow L^{p}\left(X, \mu \right)+L^{r}\left(X, \mu \right) is continuous.