Green's operator of the Dirichlet Laplacian on [0, 1]

AbbreviationThe space \(L^2((0, 1))\)#✓fully proved

\(L^2([0, 1])\) is the real Hilbert space of square-integrable real-valued functions on the unit interval, up to equality almost everywhere, with Lebesgue measure restricted to \([0, 1]\).

noncomputable abbrev L2UnitInterval :=
  Lp ℝ 2 (volume.restrict (Set.Icc (0 : ℝ) 1))
Used by 7

DefinitionEigenvalues of the Dirichlet Green's operator#✓fully proved

For a positive integer \(k\), the \(k\)-th eigenvalue of the Green's operator of \(-\frac{d^2}{dx^2}\) on \([0, 1]\) with Dirichlet boundary conditions \(u(0) = u(1) = 0\) is \(\lambda_k = \frac{1}{k^2 \pi^2}\).

noncomputable def greensEigenvalue (k : ℕ+) : ℝ := 1 / ((k : ℝ) ^ 2 * Real.pi ^ 2)
Used by 9

DefinitionSquare roots of the Green's operator eigenvalues#✓fully proved

For a positive integer \(k\), set \(\mu_k = \frac{1}{k\pi}\). This is the square root of the \(k\)-th eigenvalue \(\frac{1}{k^2\pi^2}\) of the Green's operator of \(-\frac{d^2}{dx^2}\) on \([0, 1]\) with Dirichlet boundary conditions.

noncomputable def greensEigenvalueSqrt (k : ℕ+) : ℝ := 1 / ((k : ℝ) * Real.pi)
Used by 3

DefinitionSquare root of the Dirichlet Green's operator#✓fully proved

Let \(L^2([0, 1])\) be the real Hilbert space of square-integrable functions on \([0, 1]\), and let \((b_k)_{k \ge 1}\) be a Hilbert basis of \(L^2([0, 1])\) indexed by the positive integers with \(b_k(x) = \sqrt{2} \sin(k\pi x)\) for almost every \(x \in [0, 1]\). Define \(A^{1/2} : L^2([0, 1]) \to L^2([0, 1])\) by

\[A^{1/2} f = \sum_{k \ge 1} \frac{1}{k\pi} \langle b_k, f \rangle\, b_k.\]

Since the Green's operator acts on \(b_k\) as multiplication by \(\frac{1}{k^2\pi^2}\), this is its square root.

noncomputable def greensOperatorSqrt (b : HilbertBasis ℕ+ ℝ L2UnitInterval)
    (_hb : ∀ k : ℕ+, (b k : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (sineBasisFun k : ℝ → ℝ)) :
    L2UnitInterval → L2UnitInterval :=
  fun f => ∑' (k : ℕ+), (greensEigenvalueSqrt k * inner (𝕜 := ℝ) (b k) f) • b k
Uses 3 · Used by 2

DefinitionGreen's kernel of the Dirichlet Laplacian on \((0, 1)\)#✓fully proved

For real numbers \(x\) and \(t\), set \(G(x, t) = \min(x, t)\,(1 - \max(x, t))\).

On \([0, 1]\) this is the Green's kernel of \(-\frac{d^2}{dx^2}\) with boundary conditions \(u(0) = u(1) = 0\): the operator \(f \mapsto \int_0^1 G(\cdot, t) f(t)\, dt\) inverts \(-\frac{d^2}{dx^2}\) under these conditions.

noncomputable def greensKernel (x t : ℝ) : ℝ :=
  min x t * (1 - max x t)
Used by 6

LemmaGreen's kernel eigenfunction identity for sines#✓fully proved

Let \(k\) be a positive integer, let \(G(x, t) = \min(x, t)\,(1 - \max(x, t))\) be the Green's kernel, and let \(u_k(x) = \sqrt{2} \sin(k\pi x)\) and \(\lambda_k = \frac{1}{k^2\pi^2}\). Then for every \(x \in [0, 1]\),

\[\int_0^1 G(x, t)\, u_k(t)\, dt = \lambda_k\, u_k(x).\]
lemma greens_kernel_integral_sine_eq (k : ℕ+) (x : ℝ) (hx0 : 0 ≤ x) (hx1 : x ≤ 1) :
    ∫ t in (0 : ℝ)..1, (greensKernel x t) * (sineBasisFun k t) =
      greensEigenvalue k * sineBasisFun k x
Uses 3 · Used by 1

TheoremSpectral decomposition of the Dirichlet Green's operator#✓fully proved

Write \(L^2([0, 1])\) for the real Hilbert space of square-integrable functions on \([0, 1]\) with Lebesgue measure, let \(G(x, t) = \min(x, t)\,(1 - \max(x, t))\) be the Green's kernel, and for each positive integer \(k\) let \(u_k(x) = \sqrt{2} \sin(k\pi x)\) and \(\lambda_k = \frac{1}{k^2\pi^2}\). Let \(A\) be a linear map from \(L^2([0, 1])\) to itself that is symmetric, \(\langle Af, g \rangle = \langle f, Ag \rangle\) for all \(f, g\), and is given by the Green's kernel, \((Af)(x) = \int_{[0, 1]} G(x, t) f(t)\, dt\) for almost every \(x \in [0, 1]\) and every \(f\). Let \((b_k)_{k \ge 1}\) be a Hilbert basis of \(L^2([0, 1])\) indexed by the positive integers with \(b_k = u_k\) almost everywhere on \([0, 1]\). Then \(A\) is injective, each \(b_k\) is an eigenvector of \(A\) with eigenvalue \(\lambda_k\), and every \(f \in L^2([0, 1])\) satisfies \(Af = \sum_{k \ge 1} \lambda_k \langle b_k, f \rangle\, b_k\).

theorem greens_operator_eigendecomposition
    (A : Module.End ℝ L2UnitInterval)
    (b : HilbertBasis ℕ+ ℝ L2UnitInterval)
    (hA_sa : ∀ f g : L2UnitInterval,
      inner (𝕜 := ℝ) (A f) g = inner (𝕜 := ℝ) f (A g))
    (hb : ∀ k : ℕ+, (b k : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (sineBasisFun k : ℝ → ℝ))
    (hA_greens : ∀ f : L2UnitInterval,
      (A f : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (fun x => ∫ t in Set.Icc (0 : ℝ) 1, greensKernel x t * (f : ℝ → ℝ) t)) :
    LinearMap.ker A = ⊥ ∧
    (∀ k : ℕ+, A.HasEigenvector (greensEigenvalue k) (b k)) ∧
    ∀ f : L2UnitInterval,
      A f = ∑' k : ℕ+, (greensEigenvalue k * @inner ℝ _ _ (b k) f) • (b k)
Uses 5 · Used by 2

LemmaOrthonormality of the sine basis on the unit interval#✓fully proved

The canonical sine basis is orthonormal on the unit interval, in product-integral form.

lemma sine_product_integral (k j : ℕ+) :
    (∫ x in (0 : ℝ)..1, sineBasisFun k x * sineBasisFun j x) =
      if k = j then 1 else 0
Uses 1 · Used by 2

DefinitionThe sine Hilbert basis of \(L^2((0, 1))\)#✓fully proved

The sine Hilbert basis is a Hilbert basis \((b_k)_{k \ge 1}\) of the real Hilbert space \(L^2([0, 1])\), indexed by the positive integers, with \(b_k(x) = \sqrt{2} \sin(k\pi x)\) for almost every \(x \in [0, 1]\). Such a basis exists, and since an element of \(L^2([0, 1])\) is determined by its values almost everywhere, it is unique.

noncomputable def sineHilbertBasis : HilbertBasis ℕ+ ℝ L2UnitInterval :=
  Classical.choose (p := fun b : HilbertBasis ℕ+ ℝ L2UnitInterval =>
    ∀ k : ℕ+, (b k : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (sineBasisFun k : ℝ → ℝ)) (by exact exists_sineHilbertBasis)
Uses 3 · Used by 2

LemmaThe sine Hilbert basis consists of sine functions#✓fully proved

For every positive integer \(k\), the \(k\)-th element \(b_k\) of the sine Hilbert basis of \(L^2([0, 1])\) satisfies \(b_k(x) = \sqrt{2} \sin(k\pi x)\) for almost every \(x \in [0, 1]\).

lemma sineHilbertBasis_coe (k : ℕ+) :
    (sineHilbertBasis k : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (sineBasisFun k : ℝ → ℝ)
Uses 4 · Used by 1

DefinitionDirichlet eigenvalues of the Laplacian on the unit interval#✓fully proved

The k-th Dirichlet eigenvalue: λ_k = (kπ)², the eigenvalue of -d²/dx² for the eigenfunction sineBasisFun k.

noncomputable def dirichletLaplacianEigenvalue (k : ℕ+) : ℝ :=
  ((k : ℝ) * Real.pi) ^ 2
Used by 2

TheoremPointwise derivative of a Dirichlet sine eigenfunction#✓fully proved

First derivative of the k-th sine eigenfunction.

theorem dirichletSine_hasDerivAt (k : ℕ+) (x : ℝ) :
    HasDerivAt (sineBasisFun k)
      (Real.sqrt 2 * ((k : ℝ) * Real.pi) * Real.cos ((k : ℝ) * Real.pi * x)) x
Uses 1 · Used by 1

TheoremDerivative function of a Dirichlet sine eigenfunction#✓fully proved

The derivative of the k-th sine eigenfunction, as a function.

theorem dirichletSine_deriv (k : ℕ+) (x : ℝ) :
    deriv (sineBasisFun k) x =
      Real.sqrt 2 * ((k : ℝ) * Real.pi) * Real.cos ((k : ℝ) * Real.pi * x)
Uses 2 · Used by 1

TheoremSecond derivative of a Dirichlet sine eigenfunction#✓fully proved

Second-derivative (eigenvalue) equation for the k-th sine eigenfunction: u_k'' = -(kπ)² u_k.

theorem dirichletSine_iteratedDeriv_two (k : ℕ+) (x : ℝ) :
    iteratedDeriv 2 (sineBasisFun k) x =
      -dirichletLaplacianEigenvalue k * sineBasisFun k x
Uses 3 · Used by 1

TheoremDirichlet eigenvalue equation in Sturm-Liouville form#✓fully proved

The Dirichlet eigenvalue equation in Sturm-Liouville form: -u_k'' = λ_k u_k with λ_k = (kπ)².

theorem neg_iteratedDeriv_two_eq (k : ℕ+) (x : ℝ) :
    -iteratedDeriv 2 (sineBasisFun k) x =
      dirichletLaplacianEigenvalue k * sineBasisFun k x
Uses 3

TheoremSine eigenfunctions vanish at the left endpoint#✓fully proved

Left Dirichlet boundary value: u_k(0) = 0.

theorem dirichletSine_zero (k : ℕ+) : sineBasisFun k 0 = 0
Uses 1

TheoremSine eigenfunctions vanish at the right endpoint#✓fully proved

Right Dirichlet boundary value: u_k(1) = 0.

theorem dirichletSine_one (k : ℕ+) : sineBasisFun k 1 = 0
Uses 1

TheoremSmoothness of the Dirichlet sine eigenfunctions#✓fully proved

The sine eigenfunctions are smooth.

theorem dirichletSine_contDiff (k : ℕ+) : ContDiff ℝ ⊤ (sineBasisFun k)
Uses 1

TheoremDirichlet sine eigenfunctions are nonzero#✓fully proved

The sine eigenfunctions are nonzero (so they are genuine eigenfunctions, not the trivial solution). The witness point is x = 1 / (2k), where u_k = √2.

theorem dirichletSine_ne_zero (k : ℕ+) : sineBasisFun k ≠ 0
Uses 1

TheoremThe square root of the Green's operator is a diagonal operator#✓fully proved

Let \((b_k)_{k \ge 1}\) be a Hilbert basis of \(L^2([0, 1])\) indexed by the positive integers with \(b_k(x) = \sqrt{2} \sin(k\pi x)\) for almost every \(x \in [0, 1]\), let \(\mu_k = \frac{1}{k\pi}\), and let \(C\) be a real number with \(|\mu_k| \le C\) for every \(k\). Then for every \(f \in L^2([0, 1])\), the square root \(A^{1/2} f\) of the Green's operator defined from \((b_k)\) equals \(D f\), where \(D\) is the bounded diagonal operator with coefficients \((\mu_k)\) in the basis \((b_k)\) and coefficient bound \(C\).

theorem greensOperatorSqrt_eq_diagonal
    (b : HilbertBasis ℕ+ ℝ L2UnitInterval)
    (hb : ∀ k : ℕ+, (b k : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (sineBasisFun k : ℝ → ℝ)) {C : ℝ}
    (hC : ∀ k : ℕ+, ‖greensEigenvalueSqrt k‖ ≤ C) (f : L2UnitInterval) :
    greensOperatorSqrt b hb f = diagonalOperator b greensEigenvalueSqrt
      hC f
Uses 6 · Used by 1

TheoremThe square root of the Green's operator squares to the Green's operator#✓fully proved

Let \(G(x, t) = \min(x, t)\,(1 - \max(x, t))\) be the Green's kernel and let \(A\) be a linear map from \(L^2([0, 1])\) to itself that is symmetric, \(\langle Af, g \rangle = \langle f, Ag \rangle\) for all \(f, g\), and is given by the Green's kernel, \((Af)(x) = \int_{[0, 1]} G(x, t) f(t)\, dt\) for almost every \(x \in [0, 1]\) and every \(f\). Let \((b_k)_{k \ge 1}\) be a Hilbert basis of \(L^2([0, 1])\) indexed by the positive integers with \(b_k(x) = \sqrt{2} \sin(k\pi x)\) for almost every \(x \in [0, 1]\), and let \(A^{1/2}\) be the square root of the Green's operator defined from \((b_k)\). Then \(A^{1/2}(A^{1/2} f) = Af\) for every \(f \in L^2([0, 1])\).

theorem greensOperatorSqrt_sq
    (A : Module.End ℝ L2UnitInterval)
    (b : HilbertBasis ℕ+ ℝ L2UnitInterval)
    (hA_sa : ∀ f g : L2UnitInterval,
      inner (𝕜 := ℝ) (A f) g = inner (𝕜 := ℝ) f (A g))
    (hb : ∀ k : ℕ+, (b k : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (sineBasisFun k : ℝ → ℝ))
    (hA_greens : ∀ f : L2UnitInterval,
      (A f : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (fun x => ∫ t in Set.Icc (0 : ℝ) 1, greensKernel x t * (f : ℝ → ℝ) t))
    (f : L2UnitInterval) :
    greensOperatorSqrt b hb (greensOperatorSqrt b hb f) = A f
Uses 11

TheoremThe Green's eigenvalues are summable#✓fully proved

The Green's eigenvalues \(\lambda_k = 1/(k^2\pi^2)\), indexed by the positive integers \(k\), form a summable family of real numbers.

theorem summable_greensEigenvalues : Summable greensEigenvalue
Uses 1 · Used by 1

TheoremThe Green's eigenvalues tend to zero#✓fully proved

The Green's eigenvalues \(\lambda_k = 1/(k^2\pi^2)\) tend to \(0\) along the cofinite filter on the positive integers, that is, \(\lambda_k \to 0\) as \(k \to \infty\).

theorem tendsto_cofinite_greensEigenvalues :
    Filter.Tendsto greensEigenvalue Filter.cofinite (nhds 0)
Uses 2

TheoremSum of the Green's eigenvalues#✓fully proved

For the Green's eigenvalues \(\lambda_k = 1/(k^2\pi^2)\), indexed by the positive integers \(k\), we have \(\sum_{k \ge 1} \lambda_k = 1/6\).

theorem tsum_greensEigenvalues : (∑' k : ℕ+, greensEigenvalue k) = 1 / 6
Uses 1 · Used by 1

TheoremSum of the squared Green's eigenvalues#✓fully proved

For the Green's eigenvalues \(\lambda_k = 1/(k^2\pi^2)\), indexed by the positive integers \(k\), we have \(\sum_{k \ge 1} \lambda_k^2 = 1/90\).

theorem tsum_greensEigenvalues_sq :
    (∑' k : ℕ+, (greensEigenvalue k) ^ 2) = 1 / 90
Uses 1

TheoremDiagonal integral of the Green's kernel#✓fully proved

The Green's kernel \(G\) on \([0, 1]\) satisfies \(\int_0^1 G(x, x)\,dx = 1/6\), since \(G(x, x) = x(1 - x)\).

theorem integral_greensKernel_diag :
    ∫ x in (0 : ℝ)..1, greensKernel x x = 1 / 6
Uses 1 · Used by 1

TheoremThe Green's eigenvalues sum to the diagonal integral of the kernel#✓fully proved

The sum of the Green's eigenvalues \(\lambda_k = 1/(k^2\pi^2)\) over the positive integers \(k\) equals the integral of the Green's kernel \(G\) along the diagonal: \(\sum_{k \ge 1} \lambda_k = \int_0^1 G(x, x)\,dx\).

theorem greens_eigenvalue_sum_eq_kernel_diagonal_integral :
    (∑' k : ℕ+, greensEigenvalue k) =
      ∫ x in (0 : ℝ)..1, greensKernel x x
Uses 4

TheoremSquared Hilbert–Schmidt norm of the Green's operator#✓fully proved

Let \(G(x, t) = \min(x, t)\,(1 - \max(x, t))\) be the Green's kernel and let \(A\) be a continuous linear operator on \(L^2([0, 1])\) that is symmetric, \(\langle Af, g \rangle = \langle f, Ag \rangle\) for all \(f, g\), and is given by the Green's kernel, \((Af)(x) = \int_{[0, 1]} G(x, t) f(t)\, dt\) for almost every \(x \in [0, 1]\) and every \(f\). Let \((b_k)_{k \ge 1}\) be the sine Hilbert basis of \(L^2([0, 1])\). Then the squared Hilbert–Schmidt norm of \(A\) in the family \((b_{n+1})_{n \ge 0}\) equals \(1/90\), that is, \(\sum_{n \ge 0} \|A b_{n+1}\|^2 = 1/90\), the sum being taken in \([0, \infty]\).

theorem hsNormSq_greensOperator
    (A : L2UnitInterval →L[ℝ] L2UnitInterval)
    (hA_sa : ∀ f g : L2UnitInterval,
      inner (𝕜 := ℝ) (A f) g = inner (𝕜 := ℝ) f (A g))
    (hA_greens : ∀ f : L2UnitInterval,
      (A f : L2UnitInterval) =ᵐ[volume.restrict (Set.Icc (0 : ℝ) 1)]
      (fun x => ∫ t in Set.Icc (0 : ℝ) 1, greensKernel x t * (f : ℝ → ℝ) t)) :
    hsNormSq A (fun n : ℕ => sineHilbertBasis ⟨n + 1, Nat.succ_pos n⟩) =
      ENNReal.ofReal (1 / 90 : ℝ)
Uses 7
29 fully proved

The dependency explorer needs JavaScript and its graph data.

Download the complete graph data.