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I have just been reading a little bit about compact operators and the Fredholm alternative, and I'm trying to solve the following problem:

Let $K \in C[0,1]^2$. Show that for every $g \in C[0,1]$ the equation $$f(t) = g(t) + \int_0^t K(t,s) f(s) ds$$ has a unique solution $f \in C[0,1]$.

My strategy is as follows:

  1. Show that the linear operator $T: C[0,1] \to C[0,1]$ given by $(Tf)(t) = \int_0^t K(t,s) f(s) ds$ is compact.
  2. Show that $(I-T)f=0$ has only the trivial solution.
  3. Use the Fredholm alternative to conclude that $I-T$ is a bijection.

I have managed to show that $T$ is compact with the help of the Ascoli-Arzela theorem, but I am having trouble with step 2; i.e., showing that $$f(t) = \int_0^t K(t,s) f(s) ds$$ has only the trivial solution. Any advice?

ummg
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    Hint: Use the FTC – cmk Apr 27 '25 at 00:48
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    Suppose that there exists a positive number $M$ such that $|K(x, y)| \leq M$ for every $(x, y) \in [0, 1]^2$. Show that $|f(t)| \leq M \int_{0}^{t} |f(s)| ,\mathrm{d}s$. Define $h$: $[0, 1] \to \mathbb{R}$ by $h(t) = \int_{0}^{t} |f(s)| ,\mathrm{d}s$. Show that $h'(t) \leq M h(t)$. Define $\ell$: $[0, 1] \to \mathbb{R}$ by $\ell (t) = h(t) \exp {(-M t)}$. Show that $\ell (t) \geq 0$, that $\ell (0) = 0$, and that $\ell$ is decreasing. – Juliamisto Apr 27 '25 at 00:58
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    Another variation of a hint: show by induction that for all $n\geq 1$, and $t\in [0,1]$, $|f(t)|\leq |f|{\infty}\cdot \frac{(|K|{\infty}t)^n}{n!}$. Volterra integral equations are very amenable to such inductive arguments. – peek-a-boo Apr 27 '25 at 01:00
  • Big thanks! I thought about using the FTC, but did not see how to apply it since the integrand depends on $t$; but with the hint from Juliamisto I see that it can be done. The hint from peek-a-boo is very nice in its simplicity; I think I will go with that solution. – ummg Apr 27 '25 at 12:11
  • Feel free to write answers if you want the points; otherwise I will likely delete this question later today. – ummg Apr 27 '25 at 12:13
  • @ummg I can briefly summarise the answers above. Actually, I was thinking this question would have already been answered on this website, but am surprised to see that it appears not to be the case. That may have been why some people were reluctant to answer this question earlier. – Dean Miller Apr 27 '25 at 16:31
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    btw, here we discussed a much simpler integral equation (with $K=1$) and you don’t need to appeal to Fredholm theory to show the existence of a unique solution, just Banach’s fixed point theorem. I didn’t do the calculation, but I’m 99.999999% sure the computations go through almost verbatim (especially since the above induction argument holds). – peek-a-boo Apr 27 '25 at 18:04

1 Answers1

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Here are the details for the solutions hinted at in the comments. From the general theory about the Fredholm alternative as mentioned in the question, it is sufficient to show that if $f\in C[0,1]$ satisfies \begin{equation} f(t) = \int_{0}^{t} K(t,s) f(s) \, ds \tag{1} \end{equation} for all $t\in [0,1]$, then $f = 0$.

Solution 1.

Define $M := \sup\{|K(s,t)| : s,t\in [0,1]\}$ and $h\colon [0,1] \to \mathbb{R}$ by $h(t) := \int_{0}^{t} |f(s)| \, ds$. Note that $M < \infty$ because $K$ is continuous on the compact set $[0,1]\times [0,1]$. Also $h$ is continuously differentiable with $h'(t) = |f(t)|$ for every $t\in [0,1]$. Moreover, we also have \begin{equation} h'(t) = |f(t)| = \Big| \int_{0}^{t} K(t,s) f(s) \, ds \Big| \leq M \int_{0}^{t} |f(s)| \, ds = M h(t) \tag{2} \end{equation} for each $t\in [0,1]$. Define $\ell \colon [0,1] \to \mathbb{R}$ by $\ell (t) = h(t) \exp (-Mt)$. Clearly $\ell (t) \geq 0$ for all $t\in [0,1]$. In addition, note that $\ell$ is continuously differentiable with \begin{equation} \ell ' (t) = (h'(t)- M h(t)) \exp (-Mt) \leq 0 \cdot \exp (-Mt) = 0 \end{equation} for each $t\in [0,1]$, where $(2)$ was used. Hence $\ell$ is decreasing on $[0,1]$ with $\ell (0) = 0$, so it follows that $\ell (t) \leq 0$ for all $t\in [0,1]$. Consequently, we have $\ell (t) = 0$ for all $t\in [0,1]$, which implies $h(t) = 0$ for all $t\in [0,1]$, which implies $|f(t)| = h'(t) = 0$ for all $t\in [0,1]$. Therefore $f = 0$ as desired.

Solution 2.

We show by induction that if $f\in C[0,1]$ satisfies $(1)$, then for every $n\in\mathbb{N}$ we have \begin{equation} |f(t)| \leq \frac{(\|K\|_{\infty}t)^{n}}{n!} \|f\|_{\infty} \text{ for all $t\in [0,1]$} , \tag{3} \end{equation} where $\|K\|_{\infty} = \sup\{|K(s,t)| : s,t\in [0,1]\}$. Then as \begin{equation} \lim_{n\to\infty} \frac{\|K\|_{\infty}^{n}}{n!} = 0 \end{equation} by this result, it follows from $(3)$ that $f = 0$.

We now show $(3)$. Let $t\in [0,1]$. We have \begin{equation} |\Phi (f)(t)| \leq \int_{0}^{t} |K(t,s)| |f(s)| \, ds \leq t \|K\|_{\infty} \|f\|_{\infty} . \end{equation} Hence $(3)$ holds with $n=1$. Now suppose $(3)$ holds for some $n\in\mathbb{N}$. Let $t\in [0,1]$. We have \begin{align*} |f(t)| = \Big| \int_{0}^{t} K(t,s) f(s) \, ds \Big| &\leq \int_{0}^{t} |K(t,s)| |f(s)| \, ds \\ &\leq \frac{\|K\|_{\infty}^{n}}{n!} \int_{0}^{t} \|K\|_{\infty} s^{n} \, ds = \frac{(\|K\|_{\infty} t)^{n+1} }{(n+1)!} . \end{align*} Hence $(3)$ holds for $n+1$. This completes the induction.

Dean Miller
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    Oh and regarding solution 1, the second half of the ideas are pretty much repeating the proof of Gronwall’s lemma. This is a very frequent lemma in ODEs/linear integral equations, so it’s good for OP to recognize it when it appears (i.e from the differential inequality on $h$ (and $h(0)=0$), it follows that $h=0$). – peek-a-boo Apr 27 '25 at 17:59
  • @peek-a-boo Thanks for mentioning this result. I will try to add something about it tomorrow. I am not familiar with it, but it looks like a nice result. – Dean Miller Apr 27 '25 at 18:14