Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Some topics in Hilbert Spaces and Heat

Equations

Vishiv Raj Singh

School of Sciences
Cluster University of Jammu

January 24, 2024

Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

1 Introduction

2 Hilbert Spaces

3 Compact Operator on Hilbert Space

4 Heat Equation
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

INTRODUCTION

Let X be a vector space over the field K, K may be the field of

real numbers R or the field of complex numbers C. A norm on X
is a map x 7→ ∥x∥ from X into R with following properties:
For every x ∈ X ,∥x∥ ≥ 0, and ∥x∥ = 0 if and only if x = 0.
For every x ∈ X and λ ∈ K one has ∥λx∥ = |λ|∥x∥.
For every x, y ∈ X ,∥x + y ∥ ≤ ∥x∥ +∥y ∥.

Normed space
A vector space X with a norm ∥·∥ satisfying above is called a
normed space. A norm determines distance between elements of
X.
Let ∥·∥ be a norm over vector space X . Then d(x, y ) := ∥x − y ∥
defines a distance between points of X .
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Continuous
Given two normed spaces X and Y , we say that the map
f : X 7→ Y is continuous if, for every x ∈ X and ϵ > 0, there exist
δ > 0 such that:

f (x ′ ) − f (x) < ϵ whenever x ′ ∈ X , x ′ − x < δ.

A sequence (xn )n≥1 is Cauchy sequence if, for every ϵ > 0, one
can find integer N large enough so that,
∥xm − xn ∥ ≤ ϵ whenever m, n ≥ N.
Banch Space
A normed space X is complete if every Cauchy sequence
converges to some limit point x ∈ X . A complete normed space is
called Banach space.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Linear Transformation

A mapping T : X 7→ Y is a linear transformation if, for all vectors

x, y ∈ X and scalars α ∈ K, it satisfies the following properties:
Additivity: T (x + y ) = T (x) + T (y ).
Scalar Multiplication Preservation: T (αx) = αT (x).

Bounded linear transformation

Let X and Y be the Normed linear spaces. A linear transformation
T : X 7→ Y is said to be bounded if there exists M > 0 such that,

∥Tx∥ ≤ M∥x∥ .

If there does not exists such M satisfying above then T is called

unbounded linear transformation.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Continuous linear transformation

Let X and Y be the Normed linear spaces, A linear transformation
T : X 7→ Y is said to be continuous if for xn → x in X then
Txn → Tx in Y . In other words we say T is continuous at x0 ∈ X
if for every ϵ > 0, there exists δ > 0 such that

∥Tx − Tx0 ∥ < ϵ ∀x ∈ X .

Proposition
Let X and Y are normed linear spaces and T : X 7→ Y is a linear
transformation then, T is bounded if and only if T is continuous.
Idea of Proof: Start the proof by assuming that T is bounded and
let xn → x in X as x → ∞ now, using the definition of
boundedness we proved that T (xn − x) → 0 as n → ∞ which
implies that Txn → Tx in Y and use a similar idea to prove
conversely.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Adjoint operator
Let T be a bounded linear operator, T : X 7→ Y where X and Y
are normed spaces. Let X ∗ and Y ∗ be the dual spaces of X and Y
respectively. Then the Adjoint operator T ∗ : Y ∗ 7→ X ∗ is defined
by,
f (x) = (T ∗ g )(x) = g (Tx),
where g and f are bounded linear functionals in Y ∗ and X ∗
respectively

Comapct Operator
Let X ,Y be Banach spaces. A bounded linear operator T : X 7→ Y
is compact if, for every bounded sequence (xn )n≥1 of points in X ,
there exists a subsequence (xnj )j≥1 such that Txnj converges.
Equivalently, T is compact if and only if, for any bounded set
U ⊂ X , the image T (U) ⊂ Y has compact closure.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Hilbert Space
Spaces with Inner Product
Let H be a vector space over the field K of real and complex
numbers. An inner product on H is a map ⟨·, ·⟩ that, to each
couple of elements x, y ∈ H, associates a number (x, y ) ∈ K with
the following properties. For every x, y , z ∈ H and α ∈ K one has,
⟨x, y ⟩ = ⟨y , x⟩, where the bar denotes the complex conjugate;
⟨x + y , z⟩ = ⟨x, z⟩ + ⟨y , z⟩;
⟨αx, z⟩ = α⟨x, z⟩;
⟨x, x⟩ ≥ 0, and ⟨x, x⟩ = 0 if and only if x = 0.

Hilbert Space

p product ⟨·, ·⟩, which is complete

A vector space H with an inner
with respect to norm ∥x∥ := ⟨x, x⟩, is called a Hilbert space.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Some Important Inequalities

Let H be a vector space with inner product ⟨·, ·⟩. Then:

Cauchy-Schwarz Inequality:

|⟨x, y ⟩| ≤ ∥x∥∥y ∥ , ∀x, y ∈ H.

Minkowski Inequality:

∥x + y ∥ ≤ ∥x∥ +∥y ∥ ∀x, y ∈ H.

Parallelogram Law:

∥x + y ∥2 +∥x − y ∥2 = 2(∥x∥2 +∥y ∥2 ).

Polarization Identity:
1
⟨x, y ⟩ = ∥x + y ∥2 −∥x − y ∥2 + i∥x + iy ∥2 − i∥x − iy ∥2 .
4
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Orthogonal
Two elements x, y in a Hilbert space H are said to be Orthogonal
if ⟨x, y ⟩ = 0.
Let S ⊆ H, then orthogonal subspace is defined as,

S ⊥ := {y ∈ H ; ⟨y , x⟩ = 0 ∀x ∈ S}.

Proposition
S ⊥ is always a closed subspace of H.

Idea of Proof: First S ⊥ is a subspace of H, by showing that

0 ∈ S ⊥ i.e., Zero Vector, if y ∈ S ⊥ then αy ∈ S ⊥ i.e., Closure
under Multiplication and if y1 , y2 ∈ S ⊥ then y1 + y2 ∈ S ⊥ i.e.,
Closure under Addition. Conversely, Let {yn } be a sequence of
S ⊥ such that yn → y as n → ∞. We need to show that y ∈ S ⊥
i.e., S ⊥ is closed.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Orthonormal sets
If e1 , e2 , . . . , en is an orthonormal basis of Rn , then every vector
x ∈ R2 can be uniquely written as a linear combination,
n
X
x= ⟨x, ek ⟩ek .
k=1

where each term ⟨x, ek ⟩ek represents the perpendicular projection

of the vector x into the one-dimensional subspace spanned by ek .
The above sum is replaced by an infinite series in the case of
infinite dimensional Hilbert space H. We now examine in which
cases the corresponding series converges, and we have the equality
X
x= ⟨x, ek ⟩ek .
k≥1
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Positive definite operators

Let H be a Hilbert space over the reals. We say that a bounded
linear operator A : H 7→ H is positive definite if there exists β > 0
such that
⟨Au, u⟩ ≥ β∥u∥2 for all u ∈ H.

Inverse of a positive definite operator

Let H be a Hilbert space over the reals. Let A : H 7→ H be a
bounded linear operator which is positive definite. Then, for every
f ∈ H, there exists a unique u := A−1 f ∈ H such that Au = f .
The inverse operator A−1 satisfies
1
A−1 ≤ .
β
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Weak Convergence
Let H be a Hilbert space. We say that a sequence of points xn ∈ H
converges weakly to a point x ∈ H, and write xn ⇀ x, if

lim ⟨y , xn ⟩ = ⟨y , x⟩ for every y ∈ H.

n→∞

If a weak limit exists, then it is necessarily unique. Assume that

xn ⇀ x and xn ⇀ x̃. Choose y = x − x̃ ,we get

0 = lim ⟨x−x̃, xn ⟩− lim ⟨x−x̃, xn ⟩ = ⟨x−x̃, x⟩−⟨x−x̃, x̃⟩ = ∥x − x̃∥2 .

n→∞ n→∞

Hence x = x̃.
Weakly convergent sequences
Let H be a Hilbert space. Every weakly convergent sequence is
bounded.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Fredholm Theory
Fredholm
Let H be a Hilbert space over the reals and let K : H 7→ H be a
compact linear operator. Then

Ker (I − K ) is finite dimensional,

Range(I − K ) is closed,
Range(I − K ) = Ker (I − K ∗ )⊥
Ker (I − K ) = 0 if and only if Range(I − K ) = H,
Ker (I − K ) and Ker (I − K ∗ ) have the same dimension.
Compact
Let H be a Hilbert space. We see that the bounded linear operator
K : H 7→ H is Compact if for every bounded sequence of points
un ∈ H we can extract a subsequence (unj )j≥1 such that the
images converges Kunj → v for some v ∈ H.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Spectrum of a compact operator.

Let H be a Hilbert space over the reals, and let T : H 7→ H be a
bounded linear operator.
The resolvent set of T , denoted as ρ(T ), is the set of
numbers η ∈ R such that (ηI − T ) is one-to-one and onto.
Notice that in this case, by the open mapping theorem, the
inverse operator (ηI − T )−1 is continuous.

The complement of the resolvent set: σ(K ) := R\ρ(T ) is

called the spectrum of T .
The point spectrum of T , denoted as σρ (T ), is the set of
numbers η ∈ R such that ηI − T is not one-to-one.
Equivalently, η ∈ σρ (T ) if there exists a non-zero vector
w ∈ H such that
Tw = ηw .
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

(Continued...)
In this case, η is called an eigenvalue of T and w is an
associated eigenvector.
The essential spectrum of T , denoted as
σe (T ) = σ(T )\σρ (T ), is the set of numbers η ∈ R such that
ηI − T is one-to-one but not onto.

Theorem
Let H be an infinite dimensional Hilbert space, and let K : H 7→ H
be a compact linear operator. Then:
(i) 0 ∈ σ(K ).
(ii) σ(K ) = σρ (K ) ∪ {0}.
(iii) Either σρ is finite, or else σρ (K ) = {λk ; k ≥ 1} with
lim λk = 0.
k→∞
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Heat Equation

The partial differential equation of the form

ut − ∆u = 0
and ut − ∆u = f

are called homogeneous and non-homogeneous heat equations

respectively.
Here t > 0, x ∈ U, where U ⊆ Rn is open and u is unknown
function defined as u : U × [0, ∞) → R, u = u(x, t), and the
Laplacian ∆ is taken with respect to the spatial variables
n
X
x = (x1 , · · · , xn ) : ∆u = ∆x u = uxi xi . The function
i=1
f : U × [0, ∞) → R is a known function.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Physical Interpretation

The Heat equation is also known as the Diffusion equation and u is

the density of some quantity such as heat, chemical concentration,
etc. the rate of change of the total quantity within V is equal to
the negative of net flux through ∂V :
ˆ ˆ
d
u dx = − F⃗ · υ dS, (4.1)
dt V dV

F⃗ being the flux density which is equal to the total quantity or

heat going from V . In many application

F⃗ ∝ −∇u,

negative sign indicates that the points are taken in opposite

directions.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Fundamental Solution of Heat Equation

The function

|x|2
1
e− if x ∈ Rn , t > 0

4t
 n
Φ(x, t) := (4πt) 2
0
 if x ∈ Rn , t < 0

is called the fundamental solution of the heat equation.

Notice that Φ(x, t) is singular at point (0, 0).We will sometimes

write Φ(x, t) = Φ(|x|, t).
Lemma
For t > 0, ˆ
Φ(x, t) dx = 1
Rn
where Φ(x, t) is fundamental solution of heat equation.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Initial Value Problem

We now consider initial-value(or Cauchy) problem:

(
ut − ∆u = 0 in Rn × (0, ∞)
u=g on Rn × {t = 0}.

Solution of initial-value problem

Assume g ∈ C (Rn ) ∩ L∞ (Rn ) and define u as above. Then
u ∈ C ∞ (Rn × (0, ∞)),
ut (x, t) − ∆u(x, t) = 0 where x ∈ Rn , t > 0,
lim u(x, t) = g (x 0 ) for each point x 0 ∈ Rn
(x,t)→(x 0 ,0)
x∈Rn ,t>0
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Nonhomogeneous Problem

The non-homogeneous initial value problem

(
ut − ∆u = f in Rn × (0, ∞)
u=0 on Rn × {t = 0}.

(Solution to nohomogeneous problem).

Let f ∈ C12 (Rn × [0, ∞)) and define u as above. Then
u ∈ C12 (Rn × (0, ∞)),
ut (x, t) − ∆u(x, t) = f (x, t) where x ∈ Rn , t > 0,
lim u(x, t) = 0 for each point x 0 ∈ Rn
(x,t)→(x 0 ,0)
x∈Rn ,t>0
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Energy Methods

Uniqueness
Let us investigate again the initial/boundary value problem.
(
ut − ∆u = f in UT
u=g on ΓT ,

where g ∈ C (ΓT ) , f ∈ C (UT ) .

We assume as usual that U ⊂ Rn is open, bounded and that ∂U is

C 1 . The terminal time T > 0 is given.
Backwards uniqueness
Assume that u and ũ are both smooth solutions of heat equation
in UT , with the same boundary condition on ∂U :
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Backwards uniqueness(contd.)
(
ut − ∆u = 0 in UT
u = g on ∂U × [0, T ],
(
ũt − ∆ũ = 0 in UT
ũ = g on ∂U × [0, T ],

for some function g . Note that we are not supposing u = ũ at

time t = 0.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Conclusion
Moving forward, our research could pivot towards a more explicit
integration of Hilbert spaces into the framework of the heat
equation. This could involve a more comprehensive exploration of
the spectral theory of self-adjoint operators on Hilbert spaces,
allowing us to uncover deeper connections between the inherent
properties of Hilbert spaces and the behavior of solutions to the
heat equation.
The inclusion of Hilbert spaces promises to be a transformative
avenue for future investigations. Hilbert spaces, with their inherent
structure and completeness, offer a natural habitat for the analysis
of function spaces and study in the context of the heat equation.
By embracing the abstract framework of Hilbert spaces, we
anticipate gaining a deeper understanding of the underlying
mathematical structures and potentially uncovering more general
and elegant solutions to the heat equation.
Introduction Hilbert Spaces Compact Operator on Hilbert Space Heat Equation

Bibliography
[1] T. Amaranath, Elementary Course in Partial Differential Equations
Alpha Science International, 2003.
[2] Alberto Bressan, Lecture Notes on Functional Analysis: With
Applications to Linear Partial Differential Equations. Graduate
Studies in Mathematics. American Mathematical Society, 2021
[3] L.C. Evans Partial Differential Equations. Graduate studies in
mathematics. American Mathematical Society, 2010.
[4] S. Kesavan Functional Analysis: Second Edition. Texts and
Readings in Mathematics. Springer Nature Singapore, 2023.
[5] Erwin Kreyszig, Introductory Functional Analysis with
Applications. Wiley classics library. Wiley India Pvt. Limited, 2007.
[6] W. Rudin, Functional Analysis. International series in pure and
applied mathematics. McGraw-Hill, 1991
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