Text
                    Lecture Notes in
Mathematics
Edited by A. Dold, B. Eckmann and FTakens
1461
Rudolf Gorenflo
Sergio Vessella
Abel Integral Equations
Analysis and Applications
Springer-Verlag
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Authors Rudolf Gorenflo Fachbereich Mathematik Freie Universitat Berlin Arnimallee 2-6 1000 Berlin 33, Federal Republic of Germany Sergio Vessella Facolta di Ingegneria Universita di Salerno 84100 Salerno, Italy Mathematics Subject Classification A980): 45E10, 45D05, 44A15, 65R20 ISBN 3-540-53668-X Springer-Verlag Berlin Heidelberg New York ISBN 0-387-53668-X Springer-Verlag New York Berlin Heidelberg This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, re-use of illustrations, recitation, broadcasting, reproduction on microfilms or in other ways, and storage in data banks. Duplication of this publication or parts thereof is only permitted under the provisions of the German Copyright Law of September 9, 1965, in its current version, and a copyright fee must always be paid. Violations fall under the prosecution act of the German Copyright Law. © Springer-Verlag Berlin Heidelberg 1991 Printed in Germany Printing and binding: Druckhaus Beltz, Hemsbach/Bergstr. 2146/3140-543210- Printed on acid-free paper
Preface Abel's integral equation, one of the very first integral equations seriously studied, and the corresponding integral operator (investigated by Niels Henrik Abel in 1823 and by Liouville in 1832 as a fractional power of the operator of anti-derivation) have never ceased to inspire mathematicians to investigate and to generalize them. Abel was led to his equation by a problem of mechanics, the tautochrone problem. However, his equation and slight or not so slight variants of it have in the meantime found applications in such diverse fields (let us mention a few from outside of mathematics, arisen in our century) as inversion of seismic travel times, stereology of spherical particles, spectroscopy of gas discharges (more generally: " tomography" of cylindrically or spherically symmetric objects like e.g. globular clusters of stars), and determination of the refractive index of optical fibres. More pertinent to mathematics think of particular (inverse) problems in partial differential equations (e.g. heat conduction, Tricomi's equation, potential theory, theory of elasticity - we recommend here the books of Bitsadze and of Sneddon) and of special problems in the theory of Brownian motion. Of course, these variants of Abel's original equation comprise linear and nonlinear equations, equations of first and of second kind, systems of equations, and the widest generalizations consist in simply retaining in the kernel of the integral equation its integrability in the sense that this kernel is "weakly singular". There are several good books on fractional integration and differentiation (investigating the Abel operator and its inverse) on different theoretical levels and on Volterra integral equations of which Abel equations are a particular type. Let us just cite those of Oldham and Spanier, McBride, Linz, Nishimoto, and the monograph of Samko, Kilbas and Mari- chev. In addition, there is an ever-growing literature of research results, on applications and on numerical methods. See, e.g., the book of Craig and Brown on Inverse Problems in Astronomy that devotes many sections to applications of Abel integral equations and their numerical treatment, and the recent conference report edited by Nishimoto. We neither try to be exhaustive nor to give a balanced presentation of the various questions involved. We also do not compete with the quoted books, but rather strive for contrast. So, what are our intentions ? And what types of readers do we have in mind ? We want to stimulate the flow of information between at least three sorts of people. (i) Theoretical mathematicians also interested in applications and in application-relevant questions. (ii) Mathematicians working in applications and in numerical analysis. (iii) Scientists and engineers working outside of mathematics but applying mathematical methods for modelling and evaluation. In the past there often has been an astonishing lack of this flow of information. This lack becomes conspicuous when one studies basic papers on stereology written independently from each other by biologists, chemists, metallurgists, physicists, geologists, and by
IV authors unaware of research publications of other disciplines whose methods they could have used instead of re-inventing them. We treat the elementary theory and describe in detail many applications in the first part, and present the harder topics, such as ill-posedness and the behaviour of Abel integral operators in various function spaces, on a higher level of theory later (thereby trying to exhibit the relevance of the results, in particular of the stability estimates, for the applications). In two aspects we have deliberately limited our scope. One is the theory of generalized Abel equations (they are particularly well treated in the book of Meister), the other one concerns discretization methods for numerical treatment. For the latter we recommend the recent comprehensive monograph of Brunner and van der Houwen. We have restricted ourselves to a survey on discretization schemes, stressing, however, the point (in the literature too rarely given due observance) that, in numerical evaluation of error-contaminated measurements, because of ill-posedness it is often better to use a crude low-accuracy method, thereby taking account of available extra information on the shape of the solution. What are the prerequisites to read the book ? The first three chapters should be accessible to every student of mathematics, physics or engineering after two years of study at university, and also to mathematically inclined students of other natural sciences. For the rest we suppose some familiarity with basic functional analysis (like theory of integration, If and Sobolev spaces, linear operators, and Fourier transforms). How is the book organized ? Subdivision is into Chapters, paragraphs and sections. Thus, by 6.4.3 we mean the third section of the fourth paragraph of Chapter 6. The theorems, lemmas and formulas are numbered within each paragraph (ignoring subdivision of paragraphs into sections that, by the way, not always is made). Theorem 6.4.3 is the third theorem of the fourth paragraph of Chapter 6, and F.4.3) is the third enumerated formula of the same paragraph. Some topics that we did not want to treat comprehensively have been delegated to Appendices to Chapters marked with capital letters, an appendix standing on the same structural level as a paragraph. References to the literature are made in a self-explanatory way by giving a shortened form of the names of authors and the year of appearance. We are indebted to the Italian Centro Nazionale delle Ricerche and to the Freie Uni- versitat Berlin for making possible several mutual visits of the authors for work on this book, and we highly appreciate the readiness of many individuals for discussions, correspondence and for critically reading parts of the manuscript. In particular we mention Prof. Carlo Pucci who also offered us excellent working conditions in the Lstituto di Ana- lisi Globale e Applicazioni of CNR in Florence, Italy, Prof. Robert S. Anderssen, Prof.
V Dang Dinh Ang, Prof. Gottfried Anger, Prof. Mario Bertero, Prof. S. Campi, Dr. Paul Eggermont, Prof. Marco Longinetti, Dr. Rolando Magnanini, Prof. Erhard Meister and Prof. Giorgio Talenti. For the tedious work of typing the manuscripts our thanks are due to Mrs. Silvia Heider-Kruse and Mrs. Monika Schmidt, for typing preliminary versions to Mrs. Ange- lika Hinzmann and Mrs. Ursula Schulze. And for the important work of carefully proof reading the whole manuscript, checking many of the calculations, and drawing figures we are indebted to cand.math. Vera Lenz, Dipl.-Math. Andreas Pfeiffer and cand. math. Uwe Schrader. Rudolf Gorenflo and Sergio Vessella
roduction Chapter 1 Basic Theory and Representation Formulas 1.1 The Abel Integral Operator 1.2 Solution Formulas l.A Appendix: Existence and Uniqueness in L1 l.B Appendix: List of Solution Formulas Chapter 2 Applications of Abel's Original Integral Equation: Determination of Potentials 2.1 General Considerations 2.2 Abel's Mechanical Problem 2.3 Throwing a Stone 2.4 The Oscillating Pendulum 2.5 The Inverse Scattering Problem for a Repelling Potential Chapter 3 Applications of a Transformed Abel Integral Equation 3.1 Spectroscopy of Cylindrical Gas Discharges 3.1.1 Modelling by an Abel Integral Equation 3.1.2 Complications Arising in Practice 3.2 Stereology of Spherical Particles 3.2.1 The Problem 3.2.2 Formal Solutions 3.2.3 Is the Formal Solution Correct ? 3.2.4 Calculation of Moments 3.2.5 Final Remarks 3.3 Inversion of Seismic Travel Times 3.3.1 General Considerations 3.3.2 The Flat Earth Model 3.4 Refractive Index of Optical Fibres 3.A Appendix: Linear Generalized Abel Integral Equations Chapter 4 Smoothing Properties of the Abel Operators 4.1 Continuity Properties of the Abel Operator in U Spaces 4.2 Continuity Properties of the Abel Operator in Some Spac Fractional Order 4.2.1 Holder Continuous Spaces 4.2.2 Sobolev Fractional Spaces 4.3 Compactness of Abel Operators 4.A Appendix: Proof of a Lemma Chapter 5 Existence and Uniqueness Theorems 5.1 The Linear Case 5.2 A Nonlinear Abel Integral Equation
VII Chapter 6 Relations between the Abel Transform and Other Integral Transforms 95 6.1 Relations of Abel Operators with Abel Operators 95 6.2 A Brief Account on Generalizations of Abel Operators 98 6.3 Relations between Abel Operators and the Fourier Transform 100 6.4 Relations between the Abel Operator and the Mellin Transform 107 6.5 Some Relations between Abel Operators and Hankel Transforms 113 6.6 Some Relations between the Abel Operator and the Plane Radon Transform 115 6.A Appendix: Generalized Abel Equations: Survey of Literature 121 6.B Appendix: A modified Abel Transform 123 Chapter 7 Nonlinear Abel Integral Equations of Second Kind 129 7.1 Introductory Remarks 129 7.2 Linear Abel Integral Equations of Second Kind 129 7.3 Analysis-Motivated Investigations 132 7.4 Applications-Motivated Investigations: Problem Formulations, Newton's Law of Cooling 139 7.5 Applications-Motivated Investigations: Survey of Literature 146 7.6 A Very Brief Survey of Literature on Numerical Methods 152 Chapter 8 Illposedness and Stabilization of Linear Abel Integral Equations of First Kind 154 8.1 General Topics in Ill-Posed Problems 154 8.2 Preliminary Discussion of the Stability of Abel's Equation 158 8.2.1 Mechanical Problem 158 8.2.2 Inversion of Seismic Travel-Times 164 8.2.3 Other Examples and Instability Properties 165 8.3 Stability Estimates for Solutions of Abel-type Integral Equations 168 8.3.1 Auxiliary Lemmas 168 8.3.2 //-bounded First Derivative of the .Solution 171 8.3.3 Lp-bounded Second Derivative of the Solution 176 8.3.4 Discrete Data 179 Chapter 9 On Numerical Treatment of First Kind Abel Integral Equations 182 9.1 General Considerations 182 9.2 Quadrature Methods 184 9.3 Evaluation of Measurements 185 9.4 A Numerical Case Study 191 References 195 Subject Index 210
Introduction In 1823 N.H. Abel considered the following problem of mechanics: In the vertical (x,y)-plane (see Eig. 1) find a curve C that is the graph of an increasing function x = <j> (y) , y £ [o,H], along which under constant downward acceleration g a particle must be constrained to fall, in order that its falling time equals a prescribed function t(y) of the initial height y. ^- x Fig. 1 In absence of friction the problem is reduced to that of solving the equation A) ■1/2 J (y - z) "" u(z)dz = /2g t(y), y £ [o,H] where u(z) = /l + <j)'2(z) . Abel solved this equation in [Ab, 1823] and in [Ab, 1826 ] .Infact,he treated a more general equation, replacing
2 (y - z) 1/2 by (y - z)a 1, 0 < a < 1. For these reasons an equation of the form B) Jau : = — J (x - t)a~1 u(t)dt = f(x), 0 < a < 1, r (a) 0 where r is the Euler gamma function, is called an Abel integral equation. equation B) is one of the first integral equations ever treated (for a history of integral equations the reader may consult [Di, 1981, p. 91 - 96], [La, 1977], [Wo, 1965]). In honour of V. Volterra (towards the end of the 19th century) equations of type B) or of the more general type C) (Au) (x) := J K<x't} u(t), dt = £(x) r 0<a < 1, a 0 (x - t) are often called "iingulal Volttina tquatloni, o& {,ll6t kind". We refer to an equation of type C) as an A6a£ inte.gia.1 equation and, more generally, integral equations having a kernel with a singularity of the type (x - t) a or (t - x) a , where 0 < a < 1 , are also called Abel integral equations. Such a singularity is often called a we.ak &A.n,gula>iA.£y. The Interest for Abel operators u -» A u and Abel equations is essentially motivated by the following five questions: (A) Physical problems that lead to an Abel integral equation. (B) Relations of Abel operators, in particular of the operators J , to other integral operators. (C) Properties of continuity and compactness of A on certain special functiohB spaces (Lp, C°, Ca, Wk,p,...). (D) Questions of uniqueness and existence. (E) Ill-posedness, in the sense of Hadamard, and numerical treatment of the equations. (A) Abel integral equations (not only of type C) but also more general ones, linear or nonlinear,of first kind or second kind) have applications in many fields of physics and experimental sciences: problems in mechanics, scattering theory, spectroscopy, stereology, seismology, elasticity theory, plasma physics often lead to such equations. We discuss some of these in Chapters 2,3 and 7. We divide these applications into four groups. The first group (mechanics, scattering) contains problems leading to equations of type A) and is treated in Chapter 2. The second group (spectroscopy, stereology, seismology, plasma physics) consists of problems leading
3 to equations of the type R k ... D) J £ u(t) dt = f(x), k = o or k = 1, x /72 /t - x 2 and is treated in Chapter 3. In the third group (the radiation-diffusion problem) there are the problems leading to a nonlinear Abel equation (of second kind). We consider these in §§s 4 and 5 of Chapter 7. The fourth group comprises problems that can be formulated via "ge.ne.Kalize.cL Abel eqaatloni", e.g. problems in elasticity theory and in partial differential equations (Tricomi equation). We briefly consider these in Appendix 3.A of Chapter 3. For every problem we indicate its physical (sometimes also its historical) origin, and illustrate the applications of physical laws. We describe the mathematical approximations used and the main hypotheses on the data and the solutions required in the formulation of the equations . (B) The Abel operator J of B) is a simple and useful example of a fractional power of an operator : in particular, if a=1, then J =J is the operator of integration, x given by Ju(x) = / u(t)dt. The reader can easily verify (see o also § 1.1) that after replacement of a £ @,1) by a positive integer J u is nothing but the a-fold repeated integral of u. These and other precise properties justify the term fractional integral operator used for J if a £ @,1), and fractional derivative operator for the inverse of J : E) Dau(x) = -A. J1"au (x) . Many authors have worked out the idea of fractional integrals and derivatives and have considered operators of type J and D and ex * ex d ex * of similar types (e.g. (J ) , the adjoint of J , -5— (J ) etc.) . We recall Abel(l826), Liouville A832), Riemann, Weyl A917), Hardy and Littlewood A928), Love and Young A958), Bosanquet A930, 1969), Tamar- kin A930), Tonelli A928), Erdelyi A940, 1965, 1972), Kober A940), Osier A970), Gelfand and Shilov A964). We refer the interested reader to the books [01-Sp, 1974], [Ro, 1974], [McB 1979] for an extensive literature on the subject. One of our principal interests is a study of the relations between operators Ja , J , u and D , for example dV = Da+B or DajB = JB"a .
4 Such properties can be considered as relations of the set of operators J with itself. We treat them in § 1 of Chapter 6. Other remarkable and useful relations can be found between Abel, Fourier, Mellin, Hankel and Radon transforms (see §3, §4, §5, §6, respectively, of Chapter 6). In particular the relations of the Abel operator with the Fourier and the Mellin transforms permit us to find some existence 2 results and stability estimates in L for the equations Fi) y—- J (x - tH-1 u(t)dt = f (x) , x e m , Fii) r|—r { (X - t)a_1 u(t)dt = f(x), x > 0 , ^ ' 0 -a x Fiii) |~-j- J (x - t)a 1 u(t)dt = f(x), x > 0. In particular the equation Fii) is a simple example of a Wiener-Hopf equation (see [Wi-Ho, 1937] and [Ta, 1973]). Furthermore, the operator in Fiii) is a particular example of a fractional integral operator studied by Erdelyi (see [Er, 1940], [Ko, 1940]). In our study of relations with the Hankel transform we only consider the operators G1) A.u(X) = -^- J ^M^L. , x > 0, 1 /7 0 /x2 - t2 + oo Gii) A0u(x) = J- J ^M±= , x > 0. 2 r& Concerning the relations between Abel and Radon transforms, we restrict our attention to the plane Radon transform. We only discuss papers of Cormack A963, 1964, 1982) who discovered and applied them. In appendix A of Chapter 6 we briefly indicate some approaches to a solution of the generalized Abel equation (8) -fg} j <x - t)a~1 U(t)dt + Pf^- ; <t - x)a_1 U(t)dt = f<x) 0 < x < a, where a £ @,1), and ¢,^, f are known. In these approaches some relations with other integral transforms are involved, in particular with the Hilbert transform (see [Pe, 1968], [Pe, 1969] and [Sa 1, 1967]. (C) The Abel operators J and A have several continuity and compactness properties on important function spaces. We call them "imootk-ing pn.oplKt-in&" . In fact, in a naive language we can say that a transformed function J u or A u is 'Smoother" than u in terms of the a
5 order p of summability (if we work in L^-spaces) , the order of fractional differentiability in fractional Sobolev spaces iv '^ or the order of Holder continuity in C spaces. The compactness of J and A (with respect to appropriate function spaces) is a consequence of these smoothing properties. Many authors have contributed to the discovery of smoothing properties. We mention in particular Hardy and Littlewood who proved, for the first time, the inequality (see Theorem 4.1.3. of § 1 of Chapter 4). (9) ||Jau||_j_ < c(a,p)||u|| L1-ap (Q/a) Lp @,a) 1 valid for 0 < a < +«> and 1 < p < —, with c(a,p) being a constant. Many generalizations and different proofs are known for (9), see the references in § 1 of Chapter 4. Hardy and Littlewood have also found many other inequalities and smoothing properties in spaces of Holder continuous functions (see § 2.1 in Chapter 4). Many of these anticipate similar properties of Riesz potentials (see [St, 1970]). Smoothing properties of another type are proved for spaces w '^@,a), 0 < k < 1, 1 < p < +«>. These are also considered in more recent papers; we recall [Kb, 1974], [Bi, 1983], [Bi, 1984]. We restrict our attention to the case p = 1 not considered in the aforementioned papers and use the results in the proof of existence of J u = f in L @,a) (see below). (D) In his papers of 1823 and 1826 Abel proved that the equation J u = f is solved by A0) u(x) = Daf(x) := ^- J1 f(x). In essence he found A0) for analytic functions by applying the definition and certain simple properties of Euler's r-function (see § 1 of Chapter 1). In reality the representation formula A0) is valid fora class of functions considerably larger than that considered by Abel. For example if f is absolutely continuous then u is in L (see [To, 1928] or Theorem 1.2.1). It is rather simple to prove A0) , and ,as a consequence, uniqueness and existence theorems for J u = f in many function spaces, using the smoothing properties proved in Chapter 4. We shall consider problems of uniqueness and existence for Abel equations in many places (Chapters 1,5,6,7), however the most systematic treatment is to be founa in Chapters 5 and 7. In Chapter 5 we study mainly the linear cases J u = f, A u = f and the nonlinear equation
6 (in —L_ ? K(x't'u(t)) dt = f(x) . A1) r(a) iQ ^ _ tI_a f(x) For the equation A u = f we substantially refine the results of G. Ko- walewski A930). In §§ 2 and 3 of Chapter 7 we study the nonlinear Abel integral equation of second kind A2) u(x) = g(x) + T^-y J (x - t )a~1 f(x,t,u(t))dt. o We discuss the existence and uniqueness results of Reinermann and Stall- bohm A971) who used in their long proof a fixed point theorem of Edel- stein A962) . (E) The problem of inverting the Abel operator in Lp@,1) spaces, 1 < p < +oo, is an ill-posed problem. In fact the Abel operator J : Lp(o,a) -> l.P @,a) is a compact operator (§ 3 of Chapter 4) , hence (J ) cannot be continuous. A very important consequence is that in physical applications of Abel equations a small error in the measured data implies an incontrollable error in the solution. In other words, the formal representation formulas are of dubious value in the computation of the solution from data contaminated by noise. Indeed, for this computation some a priori informations are required. For general introduction to problems of ill-posedness we recommend [La, 1967], [La-Ro-Si, 1986], [Ti-Ar, 1977], [Ta, 1978]. Here we want to concentrate our interest to the inversion of the Abel operator. Abel's integral equation often occurs in applications and is a simple example of an ill-posed problem. A crucial point in the study of an ill-posed problem consists in finding itab-Lt-ity e,&£-lma£e,& with respect to the data when an a priori bound on the solution is known. These estimates allow one to control the error of the solution in terms of the error in the da'ta . In the case of Abel's equation J u = f in [ 0, 1 ] we obtain a stability estimate of the form a a 1 Hull p < C(a,p) f E1+a + ||f || 1;a } !|f|| 1+a LP @,1) LP@,1) LP@,1) where E is an upper bound of || u'|j p, ., c is a constant and 1 < p < +o° (compare Theorem 8. 3 . 1 .) . We study the ill-posedness of Abel equations (only in the linear case) in §§ 3 and 4 in Appendix B of Chapter 6 and, systematically, in
7 Chapter 8. In Chapter 8 we also illustrate the physical meaning of the a priori bound A3) || u'|lLP@f1) < E . We show that in many problems this bound is an appropriate and natural condition on the solution. Other estimates with weaker or stronger -a priori"assumptions on the solution are presented in Chapter 8. Among these we consider the case in which J u(x) is known, with error, only on a finite set of points and u satisfies an a priori bound on one of its derivatives. In Chapter 9 we survey numerical methods for first kind Abel integral equations Au = f,thereby stressing the importance of considering the quality of the data f with respect to their precision. The recent monograph of Brunner and van der Houwen A986) contains detailed descriptions of discretization methods and many references for the case of smooth right-hand side f. Thus we need not dwell on high accuracy mernoas. On the other hand, we concentrate on heuristically motivated data fitting schemes for the case of perturbed right-hand side f. These schemes use optimization methods for incorporating shape constraints (like nonnegativity, monotonicity, convexity) the solution u is a priori known to satisfy, and they exhibit a rather good performance even in case of severely perturbed data (given e.g. by a measuring device). Let us mention the papers of Larkin A969), Eckhardt A974) and [Go, 1979 ] . The chapter concludes with the presentation of a numerical case study carried out by W. Zikoll A981). As a guide for the reader,we indicate below the principal connection between the chapters of the book. 9
Chapter 1: Basic Theory and Representation Formulas 1.1. The Abel Integral Operator The aim of this chapter is to acquaint ttie reader with Abel operators and Abel integral equations. We shall also give basic formulas that we shall frequently use later. The Abel transform of a sufficiently well behaved function u is defined as A.1.1) j-Arr J(x-t)a~1 u(t)dt, a<x<b , a where -«><a<b<«>, at @,1), and r is Euler' s gamma function , A.1.2) r(x) = J tx-1e-tdt, x>0 . 0 Remarks: Note that A.1.1) is actually defined for all real a >0 in spite of the fact, that our principal interest is for CXa<1. If a or b is finite, the symbols < in A.1.1) can often, by continuity, ge replaced by < . We shall denote the Abel transform A.1.1) by Ja u(x), omitting a tilt; subscript when there is no ambiguity, in particular if a = 0. The operator J is called a. ^lactJional i.nte.qKa.1 ope.la.tol , the terminology being motivated ay the following consideration. Replace a by a positive integer n times is the n-fold repeated integral, where x J v(x) = J v(t)dt, a<x<b . a a Example 1.1.1: We calculate the Abe.1 tian&fiolm o& a polynomial for the particular case a = 0. Let n V p(x) = Z awx k=0 By the linearity of J we have
9 n a x ..k,, k=0 X la) o (x-t) a Z ,¾. J Ux)k k=0 F(a) J0 (x-AxI"a x dA z ^ xk+a } ^ dX k=0 F(a) " J0 A-AI"a Now, by the well-known formula (see [Abramowitz-Stegun, p. 258, formula 6.2.1]) A.1.3) 1 AB J —*- 0 A-A) — dX - TT{,l + ])Tla) for 8 > - 1 1-a T(8+1+a) It follows that A.1.4) n a, r k+1 ,a . , ^ k k+a J p(x) = Z ttt;—; x k=0 T(k+1+a) In the particular case a = 1 we obtain the polynomial \ . n a,x' j'p(x) = Z ^ k=0 *+l k+1 a primitive of p. Observe that if a * -oo the Abel operator A.1.1' yields n (k) , > ,a , . _ d (a) . ,k+a J P x = z f ».,„, i x-a k=0 T(k+a+1) Example 1.1.2: We calculate the A6e£ tuani^oum of, a ckaiactci^At-Lc function. Let [c,d] be an interval of IR and let Xr_ ji be the characteristic function of [c,d], = 1 f or x £ [c ,d] ,0 elsswherav If [c ,d]<=[a ,b] a simple calculation yields (see fig. 1.1.1) J X 1 [c,d](x) rA+a) (x~c) X[Cfb](x)-(x-d) X[dfb] (x)
10 Fig. 1.1.1 We here have an example of a discontinuous function transformed via A.1.1) into a continuous one. The converse, as we shall see later (Theorem 4.1.4) is impossible. Of course, there exist discontinuous functions whose Abel transforms are also discontinuous. Example 1.1.3: Consider, for -1<A<-a the function u given by u(x) = 0 for 0 < x < x , u(x) = (x - x ) for x < x < 1 -> Fig. 1.1.2
11 We have ~0, 0 < x < x -- o Jau(x) r A4-A) , _ ,A+a rA+A+a) (X XoJ ' x < x < 1. o Remark concerning formula A.1.3): This formula is a particular case of the general formula 1 /A-A)r AS_1 dA = r<^(s) = B(r/S)/ r>0, s>0 , 0 l ' for Euler's beta function. By easy changes of variables we obtain two formulas that Will be freely used in the sequel. J (x-t)r~1 ts~1 dt = xr + s-1 B(r,s), r>0, s > 0, x>0 , J (q-t)r 1(t-p) r dt = / A-A)r 1 A r dA = r(r)rA-r),r>0,-»<p<q<«. 1.2. Solution Formulas We are going to derive some representation formulas for solutions of Abel integral equations arising in problems of physics. Although we find these formulas by formal, arguments, they are valid for a large class of functions. In Chapters 4 and 5 questions of uniqueness and existence will be discussed on a higher theoretical level and in more detail. Consider, for a£ @, 1) , -«> < a < b < «> the classical Abel equation x A.2.1) jT-J / (x-t)a 1 u(t)dt = f(x), a<x<b Remark: We remind the reader that in the domain a < x < b of validity in case of a or b being finite,the corresponding sign < sometimes may, by continuity, be replaced by < . . _ . -a In order to solve A.2.1) we multiply both sides by r t T-a\~ where a<x<y<b. Integration over (a,y) yields
12 r(a)rci-a) 1 |(y_x) a / (x-t)a 1 u(t)dt| dx = rci-a) f (y-x) °'f(x)dx- a a d. Interchanging the order of integration on the left gives (a)r1A_a) /{/ (y-x)"a(x-t)a 1 dx} u(t)dt = rA1_a) J (y-x) a f(x)dx. Now by substituting x = t + AA-t) and usingA .1.3) we get y 1 A.2.2) J(y-x)~a(x-t)a~1 dx = / \~a A-A)a" dX . t 0 Using this formula we have y y A.2.3) J u(t)dt = ,] J (y-x)"af(x)dx . a a If the right-hand side of A.2.3) is differentiable we obtain the formula 1 H x A.2.4) u(x) = ' ^ J (x-t) a f(t)dt, a<x<b . a At this point the following questions arise: i-i) In what clcU6U of funct-ioni -ii the. equat-ion A.2.1) un-iquely solvable ? l-i-i) Undei what hypotheiei on f and -in what t,enbe do ei A.2.4) hold ? In othen. won.di,:li, the iolut-ion of (/.2./) neally g-iven by (/.2.4) ? An answer to these questions can be found in the paper of Tonelli [ 1923] . He proved Theorem 1.2.1: Suppoie a,b £ IR . Then theie ex-iiti at mo&t one iolu- t-ion of equ.at-ion A.2.1) -in L (a,b). Hotieovei, -if the fu.nctt.on f -ii ab- iolutely cont-inaoai on [a,b] then equat-ion A.2.1) hai a iolut-ion -in 1 L (a,b) , graven by foK.mu.la A.2.4). As an application of Theorem 1.2.1 and formula A.2.4) we solve the mechanical problem (see formula A) of the Introduction) for two particular choices of the function t(y), namely (a) for t(y) = const, the -iioch>ione pnoblem, (b) t(y) = -/ly/q,falling time as in ^nee {,0.11.
13 (a): The. ca&e. t(y) s c = const. Recall that in the mechanical problem the equation is A.2.5) J /l+*'2(g) d? = t(y) . 0 /2g(y-C) In the isochrone problem,t(y) = c = constant. Now by formula A.2.4) we have Z ,2 . , 1 d Y( /2g c n dy dt , ip@) = 0 , that is A.2.6) 0 /y-t i+ip'2(y) = -^- 1 , cp(o) = o . It is well known that the graph of the solution x = ip(y) of A.2.6) is an are of a cycloid that has the parametric representation 2 2 y = 2£_ (i-cos t), x = 2£_ (T + sin T), o < t < n , or, in explicit form, <P(y) = —p arccos ( 1- gc ' 2gc 2 -X~2 y-y 2gc o<y < -^- Fig. 1.2.1
14 (b) : The. cai>n t(y) = /2y/g . By A.2.4) we have Y /w2(y) = | £ / -^= d? , <p Formula A.1.3) then yields /l+ip'2(y) = 1, ip(O) = 0 , @) that is cp ■ 0, as to be expected (see Fig. 1.2.2) A H ■ i Pig. 1.2.2 In analogy with the fractional integral operator, the operator x u 1 ; "(t)dt = d jl-a = a -1U dx r A - a) J , ,a dx a a ix tj is called a fractional derivative operator and is denoted by -r— J (J°) , D - We omit the subscript a when there is no ambiguity. As an example,we calculate the fractional derivative of a polynomial p(x) = Z ak.x for the special case a = 0. We have, see A.1.1), d 1-a , . _ d dx J plxJ dx ^ r(k+2-a n ^r(k+i) k+1_a £ Trn—^ . . x " \r<k+1> k-a k=0 r(k+1-a)
15 Therefore n a T(k+1) °P(X) " * HkTT^T* ■ k=o We observe that if we formally pose a = 1 in the last formula we do not generally have D p(x) = -=— p(x) . In fact, the first term a TA) o -a , . . c r ,. _—r- x has no meaning if a = 1 . The formula A.2.4) can be written in different forms. In fact, an integration by parts gives (we suppose a £ IR ) J (x-t)"a f(t)dt = Jll*)(x-aI-a+ _L ) (X_tI-af.(t)dt . a a Therefore the solution u of A.2.1) can be written as A.2.7) u(x) = r(i_a) {f(a)(x-a)"a + J (x-t)"a f'(t)dtj . This formula suggests writing u alternatively as a Stieltjes integral (see appendix 1-A) . If -co <a and f is extended by putting f(x) = 0 for x<a we have A.2.8) u(x) = rHl , J (x-t)~a df(t) . K ' a-0 If a = -co and Ixl f (x) -»0 as x -> - <» we have A.2.9) u(x) = T,]-a) / (x-t)~a f (t)dt - r(T_a) J (x-t)~adf(t) —oo —oo From the representation formulas for the solution of A.2.1) we can find,by an easy change of variables, the solution of several other types of Abel integral equations. Consider the Abel equation b A.2.10) YTT / (t-x)a u(t)dt = f (x) , a <x < b . x Substituting £ = b + a - t we get b+a-x , A.2.11.) jrj^j J (b+a-C-x)a u(b+a-C)d? = f (x) , a a < x < b .
16 A second substitution X = b+a-x, U(£) = u(a+b-£) yields the equation A.2.12) yr]—j- J (X-Qa~1 U(C)d? = f(b + a-X) , a<X<b , which can be solved by the representation formula A.2.4). By inverting the substitution we find 1 a b A.2.13) u(x) = T{\_a) ^ J (t-x) af(t)dt, a<x<b. In many physical applications (see Chapters 2 and 3) there arise Abel equations in even more general forms: A.2.14) 1 ? r„, , .,^,0.-1 r ^- J [h(x)-h(t)]u u(t)dt = f(x), a<x<b , 1 b -1 A.2.15) J— J [h(t)-h(x)]a u(t)dt = f(x), a<x<b . X where h is a strictly increasing differentiable function in (a,b). Espe- 2 1 cially important are h(x) = x , a = 0, a = -^, see Chapter 3 . We treat the equation A.2.14) by the substitutions £ = h(x), t = h(t), a1 = h(a), b' = h(b) and then put v(t) = u(h"\(T)) , g(C) = f(h-1(e)). h'(h (t)) We obtain A.2.16) 1 J v(T)dT - g(g), a'<g<b- , vaj a' (£-t) hence with the representation formula A.2.4) and by resubstitutions , x A.2.17) u(x) = ^ r(i-a) J [h(x)-h(t)]a h'(t)f(t)dt, a<x<b . Analogously we obtain for A.2.1s) _J 'A-a) , b A.2.18) u(x) = - ■— rA.a) J [h(t)-h(x) ] a h' (t)f (t)dt, a < x < b. Another method for solving A.2.14) (and analogously A.2.15)) was given by [Srivastava, 1963] (see also [Burlak, 1964] and [Sneddon,1966])
17 Consider the equation A.2.14). Multiplying both sides by 1 h' (x) r A-a) r, . , ,, , -.a [h(y)-h(x)] with y£ [x,b] fixed, we obtain, in analogy to A.2.1), the equation 1 X f X r(a)rA-a) a *■ t [h(y)-h( ' (x) dx I x)]a[h(x)-h(t)]1-a J / u(t) J 2-i£i S* __ dt = Y( h' (x)f (x) dx a [h(y)-h(x)]a The inner integral on the left hand side of this formula is, by A.1.3), equal to r (a) r A -a). Hence A.2.17) is valid. 1 Appendix 1.A : Existence and Uniqueness in L Here we prove Theorem 1.2.1 in the following more general form. Theorem 1 .A. 1 : Suppoie a,beiR, a<b. Then theie exlhtt, at mo&t one solution o$ equation A.2.1) -in L (a,b). Hoieovei, If the function f li of bounded va/ilatlon and contlnuoui fnom the light then equa- tlon A.2.1) hai a solution In L (a,b) , given by A.A.1) u(x) =-1 J ^L rA"a) a-0 (x-t)a wheie the Integral It, In the Lebeigue-$tl€&tjei ienie. Proof: (a) for uniqueness, (b) for existence . 1 (a) Let u£L (a,b) be a solution of A.A.2) _L_ x u(t)dt _ a<x<b Ha) J ~ ~T^ ~ ° ' a<x<b . a (x-t) Consider, for a fixed y£ (a,b), the function u(t) A.A.3) (x,t) « (x-t) (y-x)
18 defined in the triangle T = { (x , t) | a < t < x < y} A -> x Fig. 1.A.1 1 The function A.A.3) is in L (T ) , since by Tonelli's theorem (see [Royden, 1968]) we have // u(t) T ' (x-tI a(y-x)a Yr Y dt dx = ; iu(t)i ; a ^ dx t (y-x) (x-t) dt = r(a)r A-a) J u(t) | dt < + «. . a Now by Fubini's theorem (see [Royden, 1968]) and A.A.2) we have, for every y £ (a,b) , / u(t)dt = ; {u(t) r(a);A_a) / dx t (y-x) (x-t) dt Yr \_\ 7 "(t)dt 1 dx = ' ]T(a) J . M1-a J rM ., , a a l o (x-t) ' TA-a)(y-x) = 0 Therefore u (y) = 0 for a < y < b (b) Let f be as assumed. Then there exist two functions i.,£-, increasing, of bounded variation, continuous from the right, such that
19 f = f. - f_ and hence df = df. - df., . Therefore if u is given by A.A.1), that is 1 ( x df 1 (t) x df (t) -, <1-A-4) U<X) = ^T^T { I 7^ - S-~—-a \ ■ La-0 (x-t) a-0 (x-t) ' we have 1 x df^t) x df2(t) l^(t) I < mr^- J ——— + J ——— . a-0 (x-t) a-0 (x-t) To show that u£L (a,b) it suffices to prove that „ ^ j dtp(t) a-0 (x-t)a is in L (a,b) for any function ip increasing, bounded, continuous from the right on [a,b], and extended by 0 on the left of a. we have j j M^dt = J ;^_^dip(C)= i j (b-o1"^^?) a-0 a-0 (t-C)a a-0 £ (t-?H a-0 ., . 1 -a b ,, ,1-a (b-a) f , . ... (b-a) ,, , < i_n J dip(C) < ' ' ip(b) < + «. . u a-0 " ' a Hence u[L (a ,b) . Now the function (t,C) ~ — (x-t) (t-C) is in L (T ,dt 8 dtp(g)) for a<x<b and any ip having the aforementioned properties. In fact, by Tonelli's theorem, ]_ X ( dt 1 ) dtp(g) 1 F(a) a WtI~a rA-a) a-0 (t-C)a J = r(a)rA-a) J dtp(S) J t-a = tp(x) ' i va;i u a; a_Q ? (x_fc) i a(t_?)a Now use A.A.4) to conclude the proof. Observe that if f is absolutely continuous in [a,b] then df(x) = (f(a) 5 (xTa)+ f'(x)) dx , where S is Dirac's "delta function". There-
20 fore Theorem 1.2.1 and formula A.2.7) are consequences of Theorem 1.A.1 and formula A.A.1). It is useful to observe that the formula A.2.4) is more general than formulas A.2.7) and A.A.1). In fact, consider the function 0 , 0 < x < x f(x) = ' r A + A) , ,\+a .. '- (x-x ) , x < x < 1 , rA+A+a) where x c @,1) and -1 <A< -a . This function is not of bounded variation in [0,1], hence formula A.A.1) cannot be used, but, as we have seen in Example 1.1.3 the function u(x) , 0 < x < xQ (x-x ) , x < x < 1 o o is solution of A A 5) ^- f u(t)dt = f(x) 1 Ha) J . „.1-a t(x) Furthermore u is in L @,1) and is therefore the unique L -solution of A.A.5). We also observe that . 0<x<x J x £(t)dt ' TA-a) 0 (x-t)a (x-x )A+1 o' X < X < 1 1+\ ' o Hence x v* _ ,._—r- / —-—' is absolutely continuous and U a> 0 (x-t)a J 1 jiitidt =u(x). dx rA"a) 6 (x-t)a The true reason for the difference between the formulasA.2.4) and A.A.1) or A.2.3) lies in the fact that the set of functions of bounded variation in [a,b] is a proper subset of Ja(L1 (a,b)) for any a e @,1)which should be clear from Theorem 1.A.1 and Example 1.1.3. In Chapters 4 and 5 we shall give a more precise characterization of J (L (a,b)). At present we conclude our considerations with the proof of the following theorem.
21 Theorem 1.A.2 . Let - °° < a < b < + °° . Then theie exliti a ^unct-lon u C L (a,b) iuch that A.A.6) 1 ( u(t)dt T^T a (x-tI'0 = f (x) , a < x < b , -CE and only -ifa f £ L (a,b) and .the function A.A.7) r1-a J f(x' = rTwo J 1 f f(t)dt (■1-a) J / t,o a (x-t) 1-a, , a < x < b , ■Li abiolu.te.ly cont-Lnuoui with J f(a) = 0. Proof: If there exists u€L (a,b) satisfying A.A.6) then b x ,.. ,. , , ,^. , b , b b J I a ¢/ ^^ 1 r ^ r lu(t)|dt 1 f f. ,,.,, f dx \ ,. f (x) idx _< ^ ; ax ; --^ = ^ j |iu(t) i j —-^ } dt 1 ? (b-t)a (b-a) a b r(a) { a |u(t) Idt < rn + 'a) J lu(t) Idt , - T 1 hence f cL (a,b). Furthermore 1 J f (t)dt 1 dt x (• x rA"a> a (x-tH' " TTT^aTTW ^ 1U(S) { 7x-t)«(t-C) YT^m = / u(?)d? We have proved the "only if" part. To prove the "if" part assume that the function in A.A.7) vanishes at x = a and define u(x) 1 _d_ *j £(t)dt rA-a) dx ' . ..a a (x-t) Then u £ L (a,b) and x A.A.3) J u(S)dS -^if^ a a (£-t) C=x f (t)dt Now rA-a) ' . ., a C=a a (x-t) X ,f. ,f 1 x dt / 1 ) u(g)dg \ / u(?)d? = , J I p-^y J i_a j . a l { ' a) a (x-t)a \ * (a) a (t-C) a '
22 Therefore, by A.A.8), _j x ;_l_ J ^(g)dg f (t)i at = Fd-a) a tr(a) J (t_?I-a f(t)j (x_fc)a , f iL1(a,b) and ^-J—r- J u(g)d^_ £L1(a,b) (by the proof of the "only if" part), therefore by the uniqueness part of Theorem 1-A.1 we have: __L_ * ^(g)dg f(x) = 0 r(a) J , e,1-a lxJ U • a (x-C) Appendix 1.B: List of Solution Formulas. For the reader1s convenience we list the equations we have considered and their solution formulas. Unless otherwise stated, we have —=> < a < b < => . (I) The equation 1 x n-1 A.B.1) YJ^J I <x-t) u(t)dt = f(x) , a<x<b , is solved by A.B.11) u(x) = rA-a) S I (x-t)"a f(t)dt, a<x<b . a If a and f(a) are finite, then CI.B.Ui) u(x) = r(]_a) { f (a) (x-a)"a + J (x-t)"a f' (t)dtj ,a <x <b. If a is finite and f is extended by 0 to the left of a we have 1 x d.B.Uii) u(x) = '_ J (x-t)"a df(t) , a<x<b . ( ' a-0 If a = - => and lim Ixl f (x) = 0 we have: x -» -oo 1 x d.B.Uv) u(x) = rA-a) J (x-t) a f'(t)dt, - °=<x<b, —oo 1 x d.B.lv) u(x) = rA-a) ^ (x-t)~a df(t) , -o=<x<b .
23 (II) The equation A.B.2) is solved by A.B.2i) u(x) iq-r- J (t-x)a 1 u(t)dt = f(x), a<x<b, ' X 1 rA-a) dx d J (t-x) af(t)dt( a<x<b. If b and f(b) are finite then 1 A.B.2ii) u(x) TA-a) -- 1 f(b)(b-x) a - / (t-x) a f'(t)dt[ , a<x<b. x ' If b is finite and f is extended by 0 to the right of b we have: A.B.2iii) u(x) 1 TA-a) b+0 J (t-x) a df (t) , a <x < b 1-a If b = t » and lim |x| f(x) = o we have X->+ oo A-B.2iv) u(x) 1 rA-a) dx d j (t-x)~a f' (t)dt , a < x < A-B.2v) u(x) 1 rA-a) dx d J (t-x) a df (t) , a < x < + =° (III) The equation (here h is differentiate and strictly increasing) x A.B.3) is solved by T(a) 5I,,, "!!!??-„ = £<«> • a<x<b • a [h(x)-h(t)] (....31, „.,.'£ ,_>■(«»»« , a<x<„ If a and f(a) are finite then A.B.3ii) u(x) r( 1-a) { a [h(x)-h(t) V h'(a)f(a) . X h'( / (t)£(t)dt }, a<x (x)-h(t) ]a > < b. [h(x)-h(a) ]" a [h(> If a is finite and f is extended by 0 to the left of a we have (....3ii» .w-nb^) ;;;';";;;.. .<.<- a-0 [h(x) -h(t) ]
24 (IV) The equation (here h is differentiable and strictly increasing) A.B.4) TTWT i UU) dt i_. = £<x> < a<x<b x [h(t)-h(x)] is solved by A.8.41, u(x) --^jlj hMt)£(t)dt >a<x<b . 1 A a) dx x [h(t)_h(x)]01 If b and f(b) are finite then d.B.4ii) u(x) = 1 { h'<b>£'b> „ - J h'(t)£(t)dta 1 n °° L [h(b)-h(x)]a x [h(t)-h(x)]a If b is finite and f is extended by 0 to the right of b we obtain A.B.4iii) uixl^-^T ^<t)f(t)^ f a<x<b . 1 A a) x [h(x)-h(t)]a (V) Other particular cases (with a = 0) The equation A.B.5) J U(t)dt = f (x) , 0 <x<b , 0 /2.2 yx -t is solved by A.B.51) u(x)=2dX tf(t)dt ,0<x<b , n dx 0 n 2 Vx -t x f' (t)dt \ n x | !—' >, 0 < x A.B.5ii) u(x) = | \f@) + x J ^ v w^ ^ o <x<b 0 v/x-t A.B.5iii) u(x) = — J d£(t) , 0 <x <b •0 / 2 Ji. Vx -t The equation A.B.6) J U(t)dt = f(x) , 0<x<b x /~2 2 yt -x is solved by A.B.61) u(x) = - 1 A J tf(t)dt Q<x<b , n dx x rs—2 Vt -x
25 (x) = 2x ( f(b) _ ) f (t)dt 1 Q<x<b (x) = - ix bJ° df(t) _ n x /T~2 yt -x
Chapter 2: Applications of Abel's Original Integral Equation: Determination of Potentials 2.1. General Considerations This chapter is dedicated to direct applications of the integral equation 1 x _ B.a) yj^j J (x-t)a u(t)dt = f(x), 0 Here 0 < t < x < b, a £@,1), b e JR U {«} . From Chapter 1 we know that its solution is (formally) t B.b) u(t) = r(i_a) ^ J (t-x) a f(x)dx 0 = 17½ {^l + J(t-x,-f.(x,dx} t 0 for 0 < t < b < «> or 0 < t < b = «> Usually a = 1/2, this exponent already arising in the very first application, namely Abel's mechanical problem. An important problem in particle physics and physical chemistry is that of determining potentials from scattering experiments. Particles are shot against a target (e.g. an atomic nucleus), and from the amount of deflection (often measured as an angle) one wants to gain information on the potential of the attracting or repelling field of the target. This potential depends on a radial coordinate r only. Of course, many particles are shot against many targets, so one has to think about methods of data collection etc.. But we leave these details to the experimenter and restrict ourselves to the nicer mathematical aspects. In 2.5 the classical approach assuming Newton's mechanics as valid will be described, based on considerations of [La-Li, 1966][Ke-Ka-Sh,1956], and the lucidly written expository paper of J.B. Keller, [Ke,1976]. See also [Br ,1976/77 ] . To readers interested in the quantum-theoretical approach-, we recommend [Bu,1974], [Mil, 1969] , [3a1, 1972] , [ Sa2, 1973].
27 Before going into the general theory with radial dependence of the potential,we shall present three simple model problems. The first one is Abel's famous mechanical problem (see Introduction );the second one is the problem of determining, by throwing a stone, a potential depending only on one cartesian coordinate; the third problem is that of reconstructing a potential from measurements of the duration of oscillations of a pendulum. Whereas in Abel's mechanical problem and in the pendulum problem the measured quantities are durations (of times) depending on (initial) kinetic energy, they are distances depending on (initial) kinetic energy in the case of throwing a stone, and they are angles (of deflection) depending on a so-called "impact parameter" (which is a distance) in the problem of determining an attracting or repelling potential of a point .source. 2.2. A Recent Formulation of Abel's Mechanical Problem We present the problem investigated by [Ab,18 23J, [Ab,,18 26] , in a picturesque formulation due to [Ke,1976], who called it "determination of the shape of a hill from travel time". The situation is sketched in Fig. 2.2.1 . A The shape y = y(x) with y@) = 0 is to be determined by throwing at time t = 0 a particle of mass m>0 gliding without friction hill- upwards and measuring the time at which it reaches tile ground level y=0 again. The function y = y(x) is assumed to be differentiable and strictly increasing for 0 < x < °° . With v as initial velocity (x=0, o j > » y=0, t=0) the particle's initial kinetic energy is E = § vl an(j with 2 o g as acceleration of gravity, its potential energy at the point (x,y) i s v = mgy. y Fig. 2.2,1 Shape of a hill
28 Parametrizing the profile of the hill by x=x(s), y=y(s) with s as arclength, x@) = y@) = 0, we see that on the hill, V = V(s) is strictly increasing, V@) = 0. Thus the inverse function s = s(V) does exist and is strictly increasing, s@) = 0. Intuitively we expect the particle to glide upwards, until it reaches at t = T(E)/2 a maximal altitude y = y(E), and then to glide downwards again (if T(E)/2 is finite) returning to the origin at t = T(E). So we have to look for an expression giving T(E) from V(s). From the differential equation m s"(t) = - dV(s)/ds , s@) = 0, s'@) = v >0 , governing the movement of the particle, s = s(t) being its position at A time t, we obtain by multiplication with s'(t) and subsequent integration the conitancy of, e.ne.igy, namely B.2.1) -j(s'(t)) + V(s(t)) = E = 2 v0 ' hence B.2.2) t = (m/2I/2 J (E-V(a))/2 da 0 as long as V(s) < E . If V(s) <E for all 0 < s < «> the hill is of finite height getting flatter and flatter as one goes upwards, and t -»«> as s -»«>. In this case the particle remains moving upwards forever and never returns. Remember that we have introduced the function s = s(V) inverse to V = V(s). If s(E) exists (and then is finite), we have s (El B.2.3) T(E)/2 = (m/2I/2 J (E-V(a))~1/2 da . 0 This value is finite if V'(s(E)) >0, but infinite if V'(s(E)) = 0 and V"(s(E)) exists. In the latter case also the particle never returns, but V(s) being strictly increasing, there are values E>E with V'(s(E)) >0 whence T(E)/2 finite. A A A Assuming E < E (where E is so chosen that for V < E the inverse function s = s(V) exists) we get from B.2.3) s t F) B.2.4) T(E) = BmI/2 J (E-V@))/2 da . 0 3y a change of variables, we get the classical Abel equation.
29 With s = s(V) we obtain (equivalent to B.2.4)) B.2.5) J (E-V),/2 s'(V)dV = T(E)//Zm, for 0<E<E . 0 Solving for s' (V), using B.b) and subsequent integration yield B.2.6) s(V) = — J (V-E),/2 T(E)dE for 0<V<E , n/2m 0 A A and inverting again we get V = V(s) , 0 < s < s = s(E) . 2 2 From V(s) = m g y(s) and (x'(s)) +(y'(s)) = 1 , the following parametric representation of the shape x(s), y(s) is obtained: B.2.7) x(s) = J /l- (y' (a)J da , y(s) = ^T • 0 g Remark: In nature there are many hills whose profile cannot be described by a strictly monotonic function y = y(x). For the peculiar difficulties facing our method of attack, we refer the reader to [Ke,1976]. 2.3. Throwing a Stone A potential in the upper half-plane y>0 of a Cartesian (x,y)-plane is assumed to depend on y only: V = V(y) with V@) = 0. We assume V(y) to be strictly increasing and differentiable. Throw a stone from x = 0, y = 0 with initial velocity components a>0 (horizontal), b>0 (vertical) at time t = 0. Vary b, but keep a fixed. The stone either escapes to infinity (if b is large enough) or rises to a maximum height y* and then falls down again until it reaches the ground level y=0 at the horizontal coordinate position x = C . From measuring the values of £ corresponding to various values b, we can determine the potential V from an Abel equation. By the law of conservation of energy, we have m, ■ 2 -2. TT/* m, 2 .2. j=„ ^ ^ p-(x +y ) + V(y) = ^(a +t> ) f°r t>° • Since V does not depend on x,we have x(t) = a, and with the notation 8 = ^ b t we obtiain that the stone rises until V(y) = 8, at maximal height y = y* with V(y*) = 8 (if B <sup{v(y) |y > 0} < «. ). The falling time being equal to the time of rising, we obtain for the stone's total flying time B.3.1) t(8) = 2/mJT. J (8-V(y))/2 dy . y=0
30 Now invert V = V(y) to y = y(V), take into account £(B) = a t(8) to obtain the integral equation B.3.2) J (B-V)~1/2 y'(V)dV = £(B)/(a /2m) for 0<8<8 , V=0 where 8 should be in the range of the potential function V. Using B.fc>) we obtain y'(V) and then by integration B.3.3) y(V) = | (V-8)/2 C(B)d8, 0<V<8 tt a /2m 0 A Now invert again to get V = V(y) for 0 <y <y 2.4. The Oscillating Pendulum We consider a particle with mass m>0 oscillating in a symmetric potential well, i.e. in a potential V(x) with V(-x) = V(x), V@) =0,V(x) strictly increasing for x>0. For convenience,let V be everywhere diffe- rentiable. Denoting by x = x(V) the nonnegative solution of the equation A V = V(x) (for 0<V< sup{V(x) I x e IR } = V) a particle with total energy B.4.1) E=^x2+V(x) ,0<E<V, oscillates forever between x = - x(E) and x = x(E), the period of one oscillation being T(E) = 4 T* where T* is the time that the particle needs to travel from x = 0 to x = x(E). From B.4.1) we obtain x(E) , t* = /ST? ; dx hence 0 /E-V(x) x(E) B.4.2) T(E) = /3m J dx - , 0<E<V, if T(E) < «° . o /E-V(x) Inserting the inverse function x = x(V),we again get the Abel integral equation, namely 1/0 A B.4.3) J (E-V)" ' x'(V)dV = T(E)//3m , 0<E<V , 0 from which, by A.b) x'(V) and by integration, x(V) can be obtained:
31 B.4.4) x(V) = - -~ J (V-E) 1/2 T(E)dE, 0<V<V . n \/8m 0 By inverting ,we get V == V(x) = V(-x). Dropping the assumption of symmetry , we obtain the general problem of a potential decreasing in x <0 and increasing in x >0. In this case, there are two inverse functions, x^ and X2 with x-| (V) iO and X2<V) >0. The reader can verify ([Ke,1976], [La-Li,1966]) that in this case it is possible to obtain x2(V)-x1(V) by solving an Abel equation; Tiaowever it is not possible to get these functions individually. 2.5. The Inverse Scattering Problem for a Repelling Potential Consider a repelling center with a potential V = V(r) where r is the distance from the center. We assume V(r) to be strictly decreasing for r>0 and dif f erentiable, and for def initeness ,let V (°°) = 0. At r = 0 the potential may be infinite. The movement of any particle with mass m > 0 in the field of this repelling center is constrained to a plane in which we introduce polar coordinates (see Fig. 2.5.1) r,tp . Fig. 2.5.1 Particle trajectory in a repelling field We consider a particle coming from infinity and having total energy E = j v^ (at infinity the total energy is the kinetic energy because V(«°) = 0). The shape of the particle's trajectory is then determined
32 by its "impact parameter" b, which is equal to the closest distance to the center if the particle would fly in a straight line, i.e. if the potential were everywhere equal to zero. We assume that b>0. In the presence of the repelling field, however, the particle's trajectory is not a straight line. The particle, as time t proceeds, comes nearer and nearer to the center until it reaches a nearest point with r = r , and then its distance gets larger and larger without bound. Actually, the trajectory is a hyperbola-like curve with two asymptotes, corresponding to t -» - => and to t -» + => , respectively, and the particle is deflected by an angle 9 (see Fig. 2.5.1), the angle caused by these asymptotes. Denoting by r = r(t), ip = tp(t) the position of the particle, by 2 . M = m r ip its angular momentum (which is like E, an invariant of the movement) we have (compare, e.g., [La-Li,1966]) 2 B.5.1) | r2 + -2L-2 + V(r) = E . 2mr Looking at the far-away particle, we see that M = -bmv , and using E = ^r v we can eliminate M to get B.5.2) m r2 + b2 E r~2 + V(r) = E . We further see that B.5.3) ip = —y = - —-—? < 0 for all t , mr v'm r so ip is steadily decreasing (an important qualitative property of the trajectory). From B.5.2) we find B.5.4) r(t) = ± /^~(E-b2 Er-2 - V(r)I/2 , m the " - " f or - co < t < t , the" + " fort <t<«>, with r(t)=r o o o o The value r is characterized by o J B.5.5) E - b2E r~2 - V(r )=0 . From B.5.1) we deduce dt = \fmf2 (E-b2E r - V(r))/2 I dr I , and then from B.5.3)
33 , W2E ,. -2,,-2 -2 ,,-1,-2,,, ,,-1/2,, , dtp = - __ •) dt = - r (b - r - E b V(r)) ' I dr I , v'mr so that we obtain B.5.6) 9 = 9(b) = it - 2 J — r 2 .,-2 -2 -1,-2,,, ,,1/2 0 r (b -r -E b V(r)) ' where r solves B.5.5) (by monotonicity r exists and is uniquely determined). We here write 9=0(b) because our aim is to derive an integral equation which allows us , knowing the dependence of the deflection angle 0 on the impact parameter b>0,to calculate the unknown poten- tial-V(r) for r >0. The energy E is kept fixed while, b is varied. Following Keller, Kay and Shmoys, see [Ke-Ka-Shm,1956] we introduce new variables B.5.7) x = b~2, u = r~1 , 9(b) = 9(x), V(r) = V(u) , B.5.8) 8(x) = 1 (tv - 9(x)) , and see that with u = 1/r the equation B.5.6) is equivalent to u 0 , B.5.9) J — = 8(x) . U=0 (xA-V(u)E-1)-u2I/2 This is not yet Abel's equation. To proceed further,we make still another substitution B.5.10) v(u) = 1 - V(u)/E, w = u2v, g(w) = v/2 ^ . Note: V(r) is decreasing, V(u) increasing, v(u) decreasing but always > 0, w(u) increasing, 0<w<x = ~ (if we restrict measurements b , min to b > b , > 0) . - min Using B.5.10) we immediately arrive at an Abel integral equation B.5.11) J g(w)dw = 8(x), 0<x<x w=0 , ,1/2 (x-w)
34 where the square root in the denominator being zero for x = w gives us that u = u corresponds to w = x . From B.5,10) we obtain, using B.b), /->ri-,* /* 1 d r 6 (x) dx B.5.12) g(w) =-^/ l ' y2 ■ x=0 (w-x) How to calculate V(r) from g(w)? B.5.10) gives u = \/vw, whence 1 -1 1/2 dv 1 -1/2 g(w) = 1 v w _ + _ w / . From this differential relation, we obtain the dependence of v on w: w ---1/0--1- B.5.13) v = v(w) = exp JBg(w)w ' - w )dw. 0 Here we have used the facts that u = 0 implies w = 0 and that V@) = V(°°) =0 implies v@) = 1. What have we obtained ? A parametric representation of the dependence of V on r, namely (see again B.5.9), B.5.10) and use r = 1/u) B.5.14) Remark: It should be noted that if the repelling field is very strong near r=0, then even ' when varying the impact parameter b in the whole range from 0 to » for a fixed energy E > 0, there may be a minimal distance r* >0 such that the method gives no information on V(r) for r<r*, but only for r > r* . The reason is that r* = inf{r b > 0} may be positive. To obtain information for still smaller values of r,one must then take a greater value of the energy E in order to come nearer to the source of the field. We shall not discuss in detail these and related problems. We refer to the specialized physical literature for the problem of identifying the dependence of the deflection angle 8 on the impact parameter b if very many particles are in a parallel beam shot against many repelling centers.
Chapter 3: Applications of a Transformed Abel Integral Equation We consider here several problems leading to Abel's integral equation in the form C.a) J u(t)dt = f(x) . x /~2 2 Vt -x Here 0<x<t<b<«> . Appropriate solution formulas are ,-,,, ,., 2 d r x f (x) dx C.b) u(t) =--^/ J^? t ./72 ^2 b f ' (x)dx C.c) u(t) = 2t (_f(bI_ ; " lv^V fc v£^2 t The applications described have all come up in the twentieth century, and we cannot be complete in listing all such applications. We do not adhere to chronological order, but we begin with that case where the modelling process is most direct. 3.1. Spectroscopy of Cylindrical Gas Discharges 3.1.1. Modelling by an Abel Integral Equation Consider a gas discharge in a cylindrical tube (with circular cross- sections) of radius R emitting radiation whose intensity g(r) is assumed to depend only on the distance r from the central axis (see Fig. 3.1.1). One wants to determine g(r) for 0<r<R by measurements from outside.
36 5> x line of measurement Fig. 3.1.1 Discharge tube cross section Hormann, see [Ho,1935], seems to have been the first to use Abel's integral equation for modelling the configuration of "side-on" measurements, and in recent decades through the growing importance of plasma physics many research papers have been devoted to this topic ; most of these deal with various numerical (computer) procedures and their performance. For reviews see [Go,1979] and [Br ,1932] and Chapter 9. It is of interest to note that exactly the same modelling is suitable for investigating radially symmetric objects in the sky, e.g. globular clusters of stars with respect to their smeared-out density (see[Bra,1956]) and[Cra-Br,1936]). Returning to our problem of finding the intensity g(r) for 0<r<R, we imagine a detector moving outside the plasma parallel to the x-axis (see Figure 3.1.1) which measures the integral y(x) C.1.1) G(x) = J _ g(r)dy, 0<x<R , y=-y(x) of the intensity g along parallels to the y-axis in a plane perpendicular to the axis of the cylinder. Taking account of J = J and of r = x + y , -7 0 x2 + (y(x)J
37 (Pythagoras' theorem) we obtain the IntlQial equation C.1.2) 2 J 9(r) r dr = G(x) , 0 <x < r < R , r=x /*2 2 yr -x for determining the unknown function g(r) from the known function G(x) . By C.b) the solution is C.1.3) g(r) = - -L * / G(x_)x.dx nr dr *- yC 2-r2 Remark: Under the natural assumption that in a vicinity of the boundary r = R the intensity g(r) is bounded, lg(r) I < K< °°, we deduce from C.1.2) that IG(x) I < 2 K /r2-x2 in a vicinity of x = R and in particular G(R) = 0 . By the alternative solution formula C.c) we find R C.1.4) g(r) = -1/ G' (x)dx I r x = r dG (x) ./2 2 /~2 2 \/x -r vx -l at least if G is differentiable or if the Stieltjes integral makes sense. 3.1.2. Complications Arising in Practice Up to now everything looks nice, and an especially neat aspect is that we obtained Abel's equation by a very easy geometrical argument. Physical reality, however, presents additional difficulties, some of which will be described below. At first,the model should be critically evaluated. There may be internal absorption within the cylinder, and this absorption may even depend on the intensity g(r). One then arrives at a nonlinear integral equation. For the-sake of simplicity,let us adhere to the linear model. There are no serious problems if the data function g is available with, high accuracy at sufficiently irany equidistant points. There is a large arsenal of effective discretization methods from which to choose an appropriate scheme. But often G is contaminated by noise ( inaccurate measurements or even noise in the physical experiment itself, e.g. perturbation of symmetry) so that (at best) we have not G itself but a function C.1.5) G(x) = G(x) + p(x), 0<x<R .
38 On the structure of the perturbation p , the noise, various assumptions can be made. In any case, noise is amplified by using one of the inversion formulas C.1.2) or C.1.3) or a discrete analog , because Abel's integral equation is ill-posed in customary function spaces: solving it corresponds to differentiation of order a, and here we have a = 1/2. We do not recommend here the classical Tikhonov regularization (see, [Ti-Ar,1977]) which is based on the idea that the true solution is rather smooth and should therefore be estimated by minimizing a suitable quadratic functional containing the discrepancy and a regularization term. We prefer to exploit extra qualitative information ong , expressed via inequalities (compare [Go-Ko,1966], [La,1969], [Go,1979]). That is, we look for a function g, hopefully near g, whose transform G via C.1.2), in a sense to be specified ,best fits the (noisy) data ,thereby respecting the extra information available. Often one or more of the following types of extra information are at hand (for 0 < r < R) . (a) g(r) > 0. (b) 0 < g(r) < c . A (c) g (r) increasing (g' (r) > 0 or even 0 < g' (r) < c) . (d) g(r) convex. (e) g(r) unimodal, at first increasing, then decreasing, with an unknown argument r such that g(r )= max g(r). max max n „ 0<r<R g may even have a sharp peak whose location r is of interest. R (f) 2n J g(r) r dr is given (total luminosity). 0 A quite natural assumption is g'@) = O.In physical space I 2 2 A g(r) = g(yx +y ), and the graph of g(x,y) = g(r) is smooth at x = y = r = 0 only if g'@) = 0 . As a final remark, we say that the general theory (the pure analysis as well as the approximation schemes) should include the case of the solution g being a special type of generalized function, namely a measure. If the luminosity is concentrated in a narrow vicinity of one or a few values of r, then g may appropriately be modelled by a linear combination of 5-functions. See [Go,1937].
39 3.2. Stereology of Spherical Particles 3.2.1. The problem The general problem is to determine the probability density of the sizes of particles in a solid opaque medium from that of the sizes of their intersections with a random plane cut. Applications are, among others, the study of corpuscles embedded in the (solidified) tissue of a biological organ ([Wi,1925], [wi, I926]),in sedimentary petrography [Kr,1935], in crystallography [Sc,1931], in investigation of carbide particles in steel ([An,1930], [An-Ja,1974], [An-Ja,1975 and 1975 ]) , concerning metallography see also [Fu,1953] . we especially recommend the lucidly written paper [Re,1955] . For simplicity and in order to arrive at the classical Abel equations, we assume the particles to be A pke.1-leal. However, ellipsoidal particles have already been considered by [Wi,1926], cylindrical ones by [Fu,1953] . For the general theory of convex particles, we refer the reader to [Sa,1955], [Sa,1976]. See also [ Bad,1932]for a treatment of more general stereological problems. In the sequel,we draw from the highly readable original paper of [Wi,1925] and on the description given in the book by Kendall and [ Ke-Mo, 19.6 3] , but with a change of notations (taking the independent variables r a.nd x to be radii of spheres and circles, respectively, instead of diameter, and denoting probability density functions by small letters) which does not change the form of the integral equation. Assume the following model: Spherical particles (called "spheres") 3 are randomly distributed in IR , more precisely: their centers are assumed to be distributed according to a Poisson field with unknown spatial density C.2.1) A = mean number of centers in a volume of size 1 . The radii r of these spheres obey an unknown probability density f(r) where 0 < r < R < °° or 0 < r < R = °° and R is an upper bound on the possible size of a radius. Note that we do not allow spheres with radius zero. We should have R f(r) > 0 and J f(r)dr = 1 . 0 We want to itieii, however, that regardless of our way of speaking of f as a density,we may consider f as a ge.ne.ial-ize.d fiunct-Lon in the sense of Gelfand and Shilov A964) . If, e.g., f is a linear combination of so- called 5-functions we have the discrete probability case for r, meaning
40 that r can assume only a discrete set of possible values (with probability 1). In this more general case the reader may replace f(r)dr by dF(r) in the following formulas if he does not want to abuse the integral sign. The model described amounts to neglecting the possibility of spheres overlapping each other and is, roughly speaking justified if the mean distance between centers is much larger than the mean radius R C.2.2) rQ = J r f(r)dr which we always assume positive but finite. Fig. 3.2.1 View along cutting plane Let now E be a random plane. With probability 1 this plane does intersect some of the spheres. Denote by r the radius of a hit sphere and by x the radius of its circle of intersection with E (see Fig. 3.2.1) . We call r the "actual radius", x the "apparent radius". The random variable x will be distributed according to a probability density g(x), 0 < x < R < °o or 0 < x < R = °°, with g(x) >0 and j g(x)dx = 1 . 0 There should be no misunderstanding if in the sequel we always write < R, even in the case R = °o.
41 By counting,a statistician can estimate the density g, and assuming he has done this job well, we find ourselves faced with the problem of calculating the unknown probability density f of the actual radius r from the known one, g , of the apparent radius x. We often need a few mean values, namely the average spatial density A (see C.2.1)) of spheres, their mean actual radius r = M.. (see C.2.2)) their mean surface 4 tt M~ , and their mean volume -=- M., C.2.3) Here we use the notation M. = J r3f(r)dr, D 0 = J x^g(x)dx for the moments of the densities f and g, the index j running through the integers 0,1,2,3,..., in addition to the value -1 for m. (this special case will be needed later). we shall see that in those instances where one is interested only in these global quantities the calculation of f may be circumvented by direct determination of the moments M. from the moments m. which fortunately can be done in a very easy way. The meaning of the moments M? and M, should be clear: M~ may be proportional to the chemical or physical activity of the spheres, M3 is proportional to their mean mass if they all consist of the same homogeneous material. 3 . 2 . 2 . Formal Solutions To solve the problem, we are now going to show that for f assumed as given, g can be obtained by an Abel-type integral transform, i.e. we will establish an Abel-type integral equation for the determinaticnof an unknown density f from a known one, g . We will proceed by differential arguments. unit area A of E Pig. 3.2.2 Sketch for geometric probability
42 The expected number of spheres with (actual) radius in (r,r+dr] which intersect E so that the center of the cutting circle lies within an area A of size 1 is (see Fig. 3.2.2) C.2.4) A • 2r - f(r)dr. Thus the probability density f* (r) for a sphere intersecting E having (actual) radius r is proportional to r f(r), hence for scaling reasons R (J f*(r)dr = 1 should be fulfilled) 0 C.2.5) f*(r) - r £(r) r o Now take a sphere with radius r and let y£ [0,r]. Then under the condition that this sphere is cut by E,the probability density of its center having a distance y from E is piecewise constant, namely C.2.6) i for y£ [0,r], 0 else. /~2 2 By Pythagoras (with x as apparent radius) y = vr -x for 0 < x < r, so, given r, y is decreasing in x and - -s~- - x ax /~2 2 Vr -x Hence (see 3.2.6) the event that a sphere of actual radius r, cutting E, has an apparent radius x, obeys the probability density C.2.7) -!<&=! *_ , o<x<r . r dx r P~ vr -x 2 Multiplying by f*(r) and integrating over x<r<R (those values of r contributing to a value x of the apparent radius) we obtain /-,-,o\ x r f(r)dr ,. _ _ C.2.8) — J —^—3 = g(x), 0<x<R . o r=x /~2 2 Vr -x We check that g actually is a probability density. Trivially, g(x) > 0 for 0<x<R. Furthermore
43 R J g(x)dx = 0 - J rX / f(r)dr x=0 o r=x / 2 2 yr -x 1 R = —■ J f(r)r dr = 1 ° 0 dx = -L J f(r) J X-^L_ dr o r=0 x=0 /~2 2 Vr -x The inverse problem now is the following. Given the probability R density g(x), 0<x<R, where g(x) >0 and J g(x)dx = 1 , determine the o probability density f(r), 0 < r < R, and the mean radius r (see C.2.2)) from the integral equation C.2.8) and the scaling condition R C.2.9) J f(r)dr = 1 . o To solve this problem we observe that C.2.8) is an Abel integral equation of type C.a) for the determination of an unknown function f(r) = f(r)/r from a known function g(x)/x. By formula C.b) we get C.2.10) lU) = - f £ J ^^ , 0<r<R , n ar r /2 „2 -r and then set ,R -1 C.2.11) ro=f/?(r)drj , f(r) =rQ¥(r), to fulfil the scaling condition C.2.9) . We shall postpone checking fulfilment of C.2.2) to the next section 3.2.3 . The mean spatial density of (centers of) spheres can now be obtained by integrating C.2.4) over 0 <r <R. This yields A•2r as the mean number in a unit area A of E of circle- centers arising from intersecting spheres and can be estimated by a statistical counting method, r being given by C.2.11),we get an estimate for A . 3.2.3. Is the Formal Solution Correct ? We first remark that from g being a probability density it does not follow that r'(r) >0 everywhere. An easy calculation shows, e.g., that if g(x) = 5(x-1) in case R> 1, 8 being Dirac's delta-function, then f(r) is not everywhere > 0. Thus our solution procedure may produce a function f which is not a probability density, and in actual practice
44 this may happen if the data function g is contaminated by noise or is not estimated with sufficient accuracy. We should take into account the smoothing properties of the transformation C.2.8), applied to a probability density f. This smoothing has the property of half order integration and thus, certainly, not every probability density qualifies as g. One necessary condition g must satisfy is g(x) >0 in a positive vicinity of 0. There is R a positive number p such that J f(r)dr>0, and C.2.8) now implies for 0 < x < p the inequality p g(x) > & 2 VR -p J f(r)dr > 0 P Let us now check that C.2.2) is satisfied ; but this follows from C.2.11) if C.2.12) R J r i"(r) dr = 1 0 By C.2.10) we have R r i i \ j 2 r d r g (x) dx , J r f(r)dr=-_ J r -=— J -^-5—- dr 11 r-0 dr x=r v£7-2 r j g (x) dx /~2 2 Vx -r R r=0 r J J g(x)dx drl =0 x=r /~2 2 J Vx -r and if the conditions C.2.13) lim r J SJjOdx = Q ^ r-+R x=r Al 2 2 -r C.2.14) g(x) dx < °o are satisfied we can conclude that J r f (r)dr = £ J g(x) J dr 0 v^-r2 dx 9 - / g(x) 5 dx = 1 So, at least under the extra conditions C.2.13) and C.2.14) we have C.2.2) (even if the calculated function f is not everywhere positive, i.e. is not a probability density).
45 What is the relevance of these extra conditions ? We shall show that C.2.14) is necessary for g to stem from a probability density with 0<r < <x>; and that C.2.13) is necessary under the additional condition R < °o . Assume g related to a probability density f according to C.2.E From we find tt/2 = J (r -x 0 2 2,-1/2 dx jMl f(r)dr = ; ; o r=0 x=0 dx n.—j Vr -x f (r)dr R R , , . , R r g(x)dx = ; ; f_(r)dr dx = ; o^ ^ x=0 r=x Jp—2 0 R . . the last " = " being implied by C.2.8) . Thus ^ = r0 / 2-^- dx , 0 R C.2.15) J g(x) dx = 2r So we see that C.2.14) is valid. Furthermore C.2.10) and C.2.11) imply 1 = r J ?(r)dr - - 1 r J 2i2Li^ O J y TT o J . 2 2 v£ R r=0 » 2 r { J SLi*i dx _ lim j 2iil_^ I n ° I 0 x r-+R r A2~T J £ and using C.2.15) we conclude that R C.2.16) l ;m r g(x)dx _ ., lim J '■ = 0 , r->R r / 2 Vx -r hence that C.2.13) must be satisfied under the additional assumption R < ». In the case R = ^ the condition C.2.13) is fulfilled if g(x) -+0 — R sufficiently fast as x-+°°. Assume, e.g., that g(x) < Ax with A > 0, 8 > 1, for x > x*. For r > x* we then have
46 oo oo oo — K r j g(x)dx = j r g (rt)dt < Ar+1 j t dt r ^7 1 v^T" ~ 1 ^7 In applications two kinds of -Lll-po6e.d-ne.66 are to be considered. (a) The sensitivity of f to inaccurate data g. (b) The measured function g, which should lie near g, may not lie in the range of the transformation C.2.8) applied to admissible f. Not only must g be so that everywhere f(r) >0 but also conditions like C.2.14) and C.2.13) or even C.2.16), the latter in the case of finite R, should be met. In the development of numerical methods, these conditions should be taken into account for regularization if the data are seriously contaminated by noise. See e.g. [Vi-Go,1933] for an algorithm taking account of the nonnegativity of f. There may be additional shape information on f available which can be used for regularizing purposes. 3.2.4. Calculation of Moments Statisticians like to describe a probability distribution by its moments, defined in C.2.3) R C.2.17) M = J rJf(r)dr, j = 0,1,2,..., 0 R C.2.18) m = J xDg(x)dx, j = -1,0,1,2 3 0 As already said ,the moments M.,M?,M, have simple geometric meanings, the most important in our formal considerations being C.2.19) M1=r = mean actual radius . It will be very convenient also to have available the moment m_... In section 3.2.3 we have seen that m is finite for a density g arising from an admitted probability density f, and C.2.15) can now be translated into C.2.20) 2m_1 M1 = 2m_1 rQ = tt . For n> 2 we have, using C.2.8),
47 nn , - f J xn J fi£^£ dx = f J J 5^^- f (r)dr ° 0 x v/r2-x2 ° 0 0 /r2_x2 Substituting t = x/r and then t = cos u we get r n^ „1 ^,, tt/2 r x dx n r t dt n , . . n , n J ——^^2 = r J —zm: = r J (cos u) du =: I r , 0 \/r2-x2 0 /^ 2 0 n hence, taking account of C.2.20) , I R 2m , m . = — f rnf (r)dr = I m n-1 r ' rt n n o o C.2.21) M = -^- I„1 ni . for n>2 n ^m_i n n-1 As is well known, C.2.22) *.-{ n 2 1 ■ 1 2 2 3 3 4 4 ' 5 ' • n-1 n n-1 n if n is even if n is odd. Together with C.2.20) which can be transcribed into C.2.23) Ml = ^ the moments M. of the unknown density f can,by C.2.21) and C.2.23) ,be very-easily calculated from those of the experimentally determined density g. Note, however, that the M's are very sensitive to the variations of R , \ m = J <Li*l dx . -1 J x 0 So special care has to be taken in determining the density g near zero. We remark that C.2.23) is a special case of C.2.21), namely for n = 1 (I1 = 1, mQ = 1) . More generally (compare [An,1978]) consider a linear functional ip, defined on the admissible densities f, and having a bounded and differen- tiable representer which we, for convenience, denote by the same letter ip» R C.2.24) <tp,f> = / ip(r)f(r)dr . 0
48 Then in view of B.2.10), B.2.11), an integration by parts and a change of the order of integration give C.2.25) <ip,f> = —2 |(p(o)m , + // ^ (r)dr g(x)dx[ n v ' x=0 r = 0 /~2 2 J- yx -r This formula allows us to compute linear functionals acting on f by computing corresponding linear functionals acting on g (at least if ip is bounded and dif- ferentiable). 3.2.5. Final Remarks There is a special class of probability densities that are the same for the actual and for the apparent radius. For 2 f(r) = —=• exp(- -^-p) with a > 0, R = °°, a 2a 2 2 we find r = o\/tt/2 ; and in view of B.2.3), using the substitution 2t=r -x and the definition of the gamma function , we get 2 g(x) = -% exp (- ^) = f (x) . a 2a Interesting aspects are also discussed by [Reid,1955]. He arrives immediately at Abel's classical equation by considering appar- 2 2 . ent areas a = nx and actual central cross-sectional areas A = nr instead of apparent radii and actual radii. He furthermore shows that the density of the apparent radii is given by an Abel equation involving the density of the length of half-chords cut out by a random line. He finds that by combination one can determine the density of the actual radii from that of half-chords by applying twice in succession a half-order differentiation process; hence by an ordinary differentiation process. A nice generalization of spherical stereology is treated in papers of [Ba,1959], [Ba,1965], [Go,1967] , namely the ■'tomato salad problem".
49 Pig. 3.2.3 Tomato salad A random slice bounded by parallel planes with thickness 2s > 0 is cut out from the solid opaque medium . The parts of spheres cut out by the slice are projected orthogonally on another plane (parallel to the slice) where they give rise to observable radii. The slice is assumed so thin that overlapping of "shadows" can be neglected. If now the probability density of the oberserved radius x is denoted by g(x), then the probability density of the actual radius r is uniquely given via an Abel integral equation of the second kind: C.2.2( sf (x) (s+rQ)g(x) - x / f(r)dr 0 < x < R x ,L2 2 vr -x Goldsmith A967)gives an explicit solution formula for this equation. The "tomato salad problem" is well posed, because it leads to an Abel integral equation of the second kind. Note, that for s-+0 equation C.2.26) tends to equation C.2.8). As an exercise,we propose to the reader to consider the case of a discrete probability distribution of the actual radius in the problem
50 treated in 3.2.1 to 3.2.4: Let the r, e @,R) be distinct for j £ S,where S is a countable (= finite or countably infinite) set of indices. Let all a. > 0 and J - I a. = 1, f(r) = I a. 6(r-r.). Then r = Z a. r. jes => jes 3 3 ° jes 3 : Show that formula C.2.8) yields a . g(x) = f- T J o j I r.>x /2 2 1 vr.-x and that the g(r.) can be so defined that g is left-continuous. R Furthermore show that J g(x)dx = 1 and that f can be recovered from g 0 by the method described in 3.2.2 Finally the reader is advised to imagine the case where there are also spheres of radius 0 (mass-points embedded in the opaque solid medium). Looking at C.2.4),he should convince himself that only with probability 0 are they hit by a random plane. Indeed: J A • 2r 6(r)dr = 0 for any e > 0. [0,e) This amounts to the fact that they cannot be detected, and we have been wise to ignore them. In practice, however, it means that f(r) cannot be determined very accurately from experimentally estimated g(x) if r is very small. The tomato salad problem, however, can be modified so as to treat effectively this excluded case of zero radius. 3.3. Inversion of Seismic Travel Times 3.3.1. General Considerations In the first decennium of this century ,Benndorf A906), EerglotzA9Q7) and Wiechert [Wi-Zoe,1907] developed a model for investigating the earth's interior by measuring the time seismic waves, generated by an earthquake or an artificial explosion, need to travel underground from one surface point to others. One wants to obtain information on the elastic characteristics of the sub-surface medium, and these being related to the local velocities v and v of pressure waves (these are longitudinal) and shear waves (these are transversal),respec-
51 tively, one is interested in a method of determining these characteristics by suitable measurements on the terrestrial surface. According e.g. to [Bu,1963] we have v = \/( X + 2y) /p , vs = vWp where p denotes density, and X and y are the Lame parameters. Considering one type of velocity, calling it v, Benndorf, Herglotz and Wiechert assumed the laws of geometric optics (the Snellius refraction law) to hold and the earth to be radially symmetric (i.e. all properties to depend solely on the distance r from the earth's center). They further assumed that v = v(r) strictly increases as r decreases. By suitable manipulations and transformations of variables,they obtained an Abel integral equation of type C.a) whose solution allows toi£ to compute v(r). For highly readable accounts of the problem and its treatment see, e.g., the books [Bu,1963] and [Ga,1971]. The model often is realistic if one does not want to get information on very great depths and if the region investigated is not too large. More complicated models must be used if radial symmetry cannot be assumed or if there are "low velocity zones" below the surface, zones where v(r) (as r decreases) is decreasing instead of increasing. The general problem may be called the problem of "tomography of the earth's interior". In recent decades much has been published on these problems, especially on their computational treatment. The literature on the subject is impressive; we refer the reader to the papers of Garmany, Orcutt, Parker, Mackenzie and McClain, written between 1976 and 1980, Keilis-Borok A972) ,Johnson and Gilbert A972) ,Bessanova, Fishman, Ryaboyi and Sitnikova A974) and S. Campi A98C),to name but a few. Here we shall not describe the spherical earth model but the "flat earth model" thereby avoiding some purely geometric problems hiding the essential ideas. The flat earth model is appropriate for studying the sub-surface structure within not too great depths and below a not too large surface. This flat earth model is treated in several of the above mentioned papers, and [Ke-Bo,1972] shows how by a transformation of coordinates and functions the "round earth model" can be reduced to it. 3.3.2, The Flat Earth Model We assume the surface of the earth as a plane and denote by z the magnitude of depth below this surface. We further assume that the sea-
52 lar velocity v of a seismic ray does only depend on z, and that this velocity v(z) is strictly increasing and continuously differentiable for 0 < z < z , where z is the maximal depth to be investigated. - max max ^ ^ Since we just want to give an introduction (the reader interested in all the complications that can arise in practical situations should study geophysical literature) we treat only the case where C.3.1) v' ( z) > 0 for 0 < z < z A seismic ray, emanating from adefinite surface point (x=0 in Fig. 3.3.1)penetrates along a curve (by refraction according to geometric optics) into the subsurface medium, and if it is sufficiently strongly bent it reaches a x=0 x=X/2 x=X > x Pig. 3.3.1 A ray trajectory lowest point z = z from which on it turns upwards again reaching the surface at a distance x=X from its source. Knowing the moment of its emanation from x=0 (this moment is precisely known in the case of an artificial explosion) the moments at which rays come up again at various surface points can be measured,thus yielding a travel time T = T(X). A Knowing this function T(X) for 0<X <X, one wants to determine v=v(z) A A for 0 < z < z, where, of course, also the value of z is not known a priori. To analyze this problem, we first take as granted the existence of a velocity v(z) for 0 < z < z with the properties described and then de- 2 -- max * * rive, a relation between the functions v(z) and T(X), in fact an Abel integral equation. We must investigate the properties of the trajectories of rays.
53 Consider a definite ray and its trajectory x = x(t) , z = z(t), 0<t<T, x@) = z@) = 0, where t measures time, T being the finite travel time if the ray reaches the surface again (otherwise T = °° and 0 < t < T) . At any point (x,z) of the trajectory let i = i(x,z) be its angle of incidence with the vertical line through this point (tacitly assuming the trajectory to have a tangent). The basis of our consideration now is the Snellius law of refraction. Along the trajectory of a ray (sin i(x,z))/v(z) is constant: C.3.2) sin i(x(t) , z(t) v(z(t)) where p, the "ray parameter", depends only on the ray chosen. We note that in particular C.3.3) sin i @,0) _ sln 1o v@) i = i@,0) being the ray's initial incidence angle (on the surface) and v = v@) the velocity on the surface. From C.3.1) and C.3.2) we can draw important conclusions. >x Pig. 3.3.2 Configuration at surface We have 0 < p < 1/v , in particular p = 0 for the vertical ray (this ray is not bent, its trajectory is the straight line perpendicular to the surface),p = 1/v for the horizontal ray (likewise a straight line). -] For a ray with parameter p in the open interval @, —) C.3.2) vo tells us that as long as the ray travels deeper (z increasing) sin i=pv increases from sin i on upwards, and hence also i increases from i on 0 r • o upwards. If after a finite time t has elapsed, the ray reaches a point P
54 (x , z ) with i(x , z ) = Ti/2,then it turns upwards again, and for reasons of symmetry it reaches the surface at X = 2x at the moment T = 2t , p p and T is its travel time. The second half of the trajectory is obtained as mirror image of the first half with respect to the vertical line x = x . In any case, the r p trajectory of a ray can be written as a function z = z(x), and this function is concave by the aforementioned property of increasing incidence angle i. We observe, looking again at C.3.2), that our ray with parameter pE @,1/v ) cannot have a horizontal tangent (sin i = 1) if v <v(z) <1/p, hence after leaving its origin at x=0, z=0 it must penetrate deeper and deeper (z must increase) as long as v(z) < 1/p. If there is a value z with v(z ) = 1/p, i.e. if v(z) reaches this value, and if there exist finite values t and x such that x(t ) = x , z(t ) = z , then the tra- p p P P P P jectory reaches a deepest point, the tangent in this point is horizontal, the ray turns upwards again, and we have finite values X = 2x and T = 2t , belonging to our value p. We shall now show that such finite values t and x indeed exist P P (provided 1/p is a value taken on by the velocity v for a value z=z ). For the trajectory x = x(t), z = z(t) of the ray with parameter p we have the system of differential equations dx d z C.3.4) ^- = v(z)sin i(x,z), -^ = v(z)cos i(x,z) with initial condition x@) = z@) = 0 and, by C.3.2),sin i(x,z)=pv(z) . It follows that, as long as 0 < z < z , dx _ pv(z) dt _ 1 dz ~ , j ' dz ~ I 2 /l-(pv(z)r v(z)/l-(pv(z))z We have to show the finiteness of both values z z fP pv(z)dz . _ ? dz C.3.5) x = J *"**'"* , t = f p J p J o vV(PV(z)r u v(z)v/i-(pv(z)r To this purpose we use the assumption C.3.1). In particular we have v1(z )> 0 and v(z ) = 1/p, and we find
55 1-(pv(z)J= A-pv(z))A+pv(z)) = (pv'(z )(z-z )+a(z-z ))A+pv(z)). So both improper integrals are convergent, x and t are finite. For further treatment,it is convenient to substitute C.3.6) u = 1/v . Note that u = u(z) decreases from u = 1/v downwards, remaining positive, and that u'(z) =- v (z)—^ < 0 for all z>0 . (v(z)r With this new variable we can state as result Theorem 3.3.1 I fi tkeie -ii, a value, z {,oi wklck u(z ) = p (wkeie 0<p<u ) then tke lay w-itk paiametei p leacku tke itDi^ace aga-in at x = X w-itk fa-in-ite tnavel time T, and z z ? C.3.7) X = 2 /P P dz , T = 2 f (U(Z)) dZ ■ . 0 v/(u(z)J-p2 ° \/(u(z)J-p2 We thus have X = X(p), T = T(p) as functions of p, however, these functions need not be monotonic. See, e.g., the discussion in [Ga,1971], It may happen that as p begins to decrease from 1/v = u downwards, X or T first increasesthen begins to decrease for rays penetrating deeper. However, we can introduce the so-called delay-time function C.3.8) T(p) = T(p) - p X(p) z 2 J /(u(z)J-p2 dz which is monotonic. Indeed, assuming sufficient smoothness, z p P i'(p) =-2/ V - dz = - X(p). 0 /(uf—2 -2 i(z)) -p' From this and from C.3.7) we find, formally, ,., dT dx „. . T (P> = dp" " P dp" " X(P> dT dX ,., d? " p dp" + T (p> ' hence locally
56 C.3.9) p = g, so that p can be determined as the slope of the travel-time curve. Introducing now the function z = z(u) inverse to u = u(z) and using the integral representation in C.3.7) we get —4—- du and, integrating by parts, T(p) T(p) = 2 ; u o u o = 2 ; p / 2 2 vu -p u z (u) / 2 2 vu -p C.3.10) T(p) = 2 J u ^vu' du . P P- 2 VU -p The inverse problem is the following. Given sufficiently many pairs of measurements (X,T), we have to determine for each pair its parameter p (this cannot be measured directly) from C.3.8). This yields the functions X(p), T(p), hence by C.3.7) r (p) . If we now have x (p) for u > p >p*, we can solve the Abel integral equation u r u z(u) , 1 ,, J -—= du = ? x(p) P vC2 2 P for z = z(u), where u >u>p*, and obtain u(z) as function inverse to z = z (u) . Noting now that at the deepest point z = z of a ray we have i=n/2, hence by C.3. 2) u = — = p, we see, using the monotonicity of the functions u = u(z) and z = z(u), that we can obtain u(z) and hence v(z) = 1/u(z) for 0< z< z* where C.3.11) u (z*) = p* . 3.4. Refractive Index of Optical Fibres In recent years,optical fibres (or glass fibres) have become more and more important as a means of transmission of signals, and this trend will certainly continue. In the manufacture of such fibres non-destructive methods are needed for measuring their optical quantities, i.e. the refractive index n as function of the radius r (the distance from the central axis, the fibre being assumed as a long circular cylinder produced by deposition of successive layers of doped silica within a rotating silica tube).
57 We describe in some detail a method to determine the refractive index under the assumption that this index varies only il-igktly within the fibre (compare Marcuse A979)). A more complicated method (under less restrictive assumptions) gives more information and is treated and discussed by Shibata et alii A979), see also Anderssen and Calligaro A981). This "Japanese method" uses the photoelastic effect by illuminating by laser light the fibre which by elastic stress is optically anisotropic. The phase difference (retardation) of the two orthogonal splits of the laser ray is measured, and again one arrives at Abel type equations for the refractive index. The restrictions are much less severe than in Marcuse's method, the mathematics is much more tricky; however even discontinuous refraction indices can be determined (for example step functions, which are often relevant in practical situations). However, we refer the reader to the quoted papers for this intricate method,and are now going to describe Marcuse's simple model. He puts the fibre into a homogeneous liquid whose refraction index n matches that of the fibre surface so that there is no jump of the index n at the fibre boundary. He assumes that within the fibre,the refraction index n(r) varies only slightly (depending on r) and as already said n = n(a). Thus a ray is bent only by a small angle, after leaving the fibre incident parallel klight with constant intensity Fig. 3.4.1 >x E= plane of observation
58 the ray is again straight. There is a plane of observation orthogonal to the direction of emission of light rays on which for each ray emanat- A ing at height t,its height y(t) of incidence can be determined from the fact that on the plane of observation the total power received between A y = 0 and y = y(t) is equal to -that between y = 0 and y = t to the left of the fibre (see Fig. 3.4.1 ). The latter is a known linear function of t. Of course, it is assumed that the plane E of observation is not too far off from the fibre. E should be so near the fibre that different rays do not cross each other before reaching E and that different rays hit E at different points. However, L should be so large that a << L, where a is the radius of the fibre, L the distance of E from the center of the fibre. Since n(r), 0<r<a, varies only slightly, any ray trajectory y = y(x) within the fibre can be described by the paraxial ray equation (consult text-books on geometrical optics) in good approximation C.4.1) 4=1 r dx2 nc ^ Outside the fibre,the ray is straight with slope 0 to the left of the fibre, with a slope equal to that of its exit point to the right of the fibre. A typical ray trajectory, namely one starting at a height t with 0 < t < a (thus meeting the fibre; for symmetry reason we can restrict our attention to nonnegative values of t) consists of three parts 1.,1-,1-. T1 : y(x) = t for x < - Va2-t2 = x*(t) 1j : y(x) obeying C.4.1) in x*(t) < x < x(t) with entry conditions y(x*(t)) = t, y'(x*(t))= 0 and x(t) as abscissa of exit point . T : y = y(x(t)) + y'(x(t))(x-x(t)) for x(t) < x < L 3 We can calculate the exit slope of the ray by help of C.4.1) as y«(x(t„ .lj gdx =1 J n'(r) |f dx c T_ 1 c T_ J J_ J n.(r)Z.£_dr = ! ; y_ n L r x n ' y x c T2 c T2
59 = ^ J n' (r) y dr . nc t0 n.—2 2 yr -y Denoting by r the closest distance of T^ to the origin, the inte- ° 2 /2 2~~ gral can be split into two parts (with r = r(x,y(x)) = vx +(y(x)) )) . r o a J =-/ n' (r) y dr + J n' (r) y dr , T- a /~2 2 r /~2 2 2 vr -y o vr -y the first part, with dr< 0, coming from the ray before reaching its closest point to the origin, the second part, with dr>0, coming from the ray after having traversed its closest point. Hence, by symmetry, 9 a C.4.2) y'(x(t)) = -f- J n'(r) y dr . c r /~2 2 o \Jr -y At this place flarcuse drastically simplifies things by exploiting the stated smallness assumptions. With n(r),and hence y(x) , varying only slightly within the fibre,he feels justified to replace C.4.2) by C.4.3) y' (x(t)) = —■ \ n' (r4 dr using y«t. A The height y(t) of the point of incidence of the ray on the plane E of observation is y(t) = y(x(t)) + (L-x(t)ly1(x(t)) . Using a<<L,and accordingly x(t) <<L, and C.4.3), Marcuse replaees this by y(t) = t + L £ ; ^i£l^ , which is equivalent to the Abel equation a n'(r)dr = y(t)-t n t v^2^2 2 L t C The solution formula A.B.6i) gives «'^ -£ -hi -7=^ '
60 hence we have, considering n(a) = n , n(r) = n U + ± ) ^-^ jdt . This formula gives us the refraction index n(r) as an Abel type transformation of the measured function y(t). It is important to note here that this problem is wnll-po&nd. Determining n'(r) is -M-po6e.d, corresponding to half-order differentiation by solving Abel's equation, but. to 9et n(r)i a further integration is to be carried out. So, to determine n(r) from given y(t) corres- 3 ponds to an integration of order -^ and thus has a good smoothing effect on possible noise inherent in the values y.
61 Appendix 3As Linear Generalized Abel Integral Equations We here give a glimpse into the topic of geneia£-t'zed Abe.1 e.qua- t-ioni. The two main types are x b C.A.1) Mu(x) := fj|j- j (x-t)"-1 u(t)dt + fj^j- / (t-x)" u(t)dt = f (x) , a x x b C.A.1i) M*u(x):= jr^j- / (x-t)™" (u<j>) (t) +r^y / (t-x) a_1 (u<j>) (t) dt = f (x). Here a < x < b, the functions ¢,^, f are known, 0 < a < 1, and u is the unknown function. We suppose that | <)>(x) I + I,ip(x) j * 0 for a < x < b . Generalized Abel equations or systens of such equations arise in neny problems of mathematical physics, elasticity theory, see [Lo-Wa,1979] , [Li,1967], [Wa,l965], hydrodynamics, [Ch-Lu,l959] and partial differential equations, see [Wo, 1965] .For a numerical treartment, see [Li-No, 1 971 ] . In elasticity theory, for example, one considers the problem of determining the stresses in an elastic half-space L under the influence of a normal pressure applied by a rigid punch of circular cross-section. Knowing the contact radius a, the total penetration 6, the total applied load (see Fig. 3.A.1), the deformation u (r,0) of L in the direction z and the radial deformation u (r,0), we want to find the normal stress p(r) and the tangential stress q(r).
62 ^ j-» Fig. 3.A.1 We obtain the following system of generalized Abel equations: C.A.2) C. J r(r2-x2)_1/2p(r)dr-C9[/ q(r)dr-x J (x2-r2)~1/2q(r)dr]=u (x), x 0 0 C.A.2i) J (x' •1/2 2 2,-1/2 rpfrJdr+CjX / (r -x ) ' q(r)dr = u2(x) , where C. and C? are two constants depending on a and 5, u1 and u~ are two known functions, determined oy uz and ur . The methods used for solving this system ([Gi-We 1976], [Lo-Wa,1979],[Li ,1967], [Wa,1979]) are similar to those used for solving the equations C.A.1) and C.A.1i). We shall discuss them in Appendix 6.A . Generalized Abel equations arise also in the study of mixed problems for Tricomi equations, see [Wo,1965], We consider, as an example, the half-space boundary value problem to find solutions u of C.A.3) y u (x,y) + u (x,y) 2 xx J yy o, <x<+ °°, y>o, C.A.3i) C.A.3ii) C.A.3iii) u(x,0) = t(x) u (x,0) = 0 u(x,y) 0 < x < 1 , x < 0, x > 1 , I (x,y) I -» «°
63 By using the Laplace transform we can prove, see [Ch-Lu,1959], that a solution of the equation C.A.3) with the condition C.A.3iii), considering u (x,0) as data, is given by +°° -2fi C.A.4) u(x,y) = C6 J Iz-CI u (CO)dC , where z = x + iY, X =^ y U+2) /2 , _ d-*gJB rn+6) 2(m+2)' ^6 " 26/t r(I+6> Now, frcmC.A. 4) and C.A.3i),it is clear that for solving the complete problem we should find V(x) = u (x,0) in [0,1]. In fact, by C.A.3i) u (x,0) is known in (-00,0) U A,+°°) , and if we take account of u (x,0) in [0,1] we can use formula C.A.4) for finding u. By C.A.4), C.A.3i), C.A.3ii) we obtain for v the integral equation 1 6 C.A.5) t(x) = CR / |x-Cl 26 v(C)dC 0 This is an equation of type C.A.1) with <j> 3 i(j = C„ - Carleman was the first to study equation C.A.5), see [Ca,1922]. He did this by transforming it to a Hilbert-Riemann boundary value problem [Ga,1966]. His method was used by Sakaljuk, in 1960, for solving the equation C.A.1) with if and ty non-constant. We briefly discuss this technique and other solution methods in the Appendix A to Chapter 6. Remark: Whereas in all previous applications the exponent of the jlarity has been a = 1/2,we new have exponent 7 ral is different from 1/2 (equal to 1/2 only if m singularity has been a = 1/2,we new have exponent 28 = ——y which in gene-
Chapter 4 ; Smoothing Properties of the Abel Operators This chapter is dedicated to the description of trie more important smoothing properties of the Abel operator (Jau)(x) = YTZ) / (x-t)a~1u(t)dt, 0 < x < a . o The case 0 <a < + «> is treated in detail. However, many properties hold also if a = t » . The basic smoothing properties, presented in paragraphs 1 and 2,have been found in [Ha-Li, 1928], We study J as an operator acting in LMO,a) in 4.1 , as an operator acting in spaces of Holder continuous functions in 4.2 , and we give a short account of smoothing properties of J in other spaces of fractional order; in particular we consider Sobolev spaces of fractional order. In 4.3 we give some compactness results for the operator J and also for more general operators. 4.1. Continuity Properties of the Abel Operator in L^ Spaces For functions f and g defined on IR we denote by f * g the integral D.1.1) (f *g)(x) = J f(x-y)g(y)dy . IR If it is well-defined we call f *g the convolution of f and g - see [Ru,1974;Ch VI], [Ti,l937], [Bra,1978]. The Abel operator J acts on a function f by effecting a convolution of it with a power. In fact D.1.2) Jau = x * u in @,a) where a-1 f'p-7—r f°r x > 0 r (a) Xa(x) -{ V. 0 for x < 0 and 'u(x) = u (x) for 0 < x < a, 0 for x < 0 and x > a .
65 Theorem 4 .1 .1 : I (j u£Lp@,a), 0 < a < «., l<p<1/a, and s = p/A-p(a-£)) with £>0 then D.1.3) II Jau|| < =^- A+ ll") II u|| Ls@,a) ' l0" £ LP@,a) Proof: The inequality D.1.3) is an immediate consequence of Young's inequality for convolutions, as stated in the following theorem. Theorem 4.1.2 {Voung'i inequality): let f £Lq(IR), g£LP(IR), wkeie 1<q< + <», 1 <p< «>, — + — >1 . Tken D.1.4) || f *g|| < || f II II g II IT(IR) IZMIR) LP(IR) wheie D.1.5) 1 = 1 +1 r p q For the proof of this theorem,see the book [Ti,l937; Ch IV] - [Ha-Li,l928] have proved that if p = 1 or p = — , £ cannot be omitted in D.1.3). We shall show this in Remark 4.1.1 . Hence J is not contin- 1 uous as an operator from L @,a) to L @,a) or from L @,a) to oo 1 L @,a). For 1 <p<— the inequality D.1.3) can be improved. In fact the following theorem holds. Theorem 4.1.3: I<5 0<a < + °° and 1 <p<— , the. following Inequality koldi, D.1.6) II Jau II p < C(a,p) Hull L1-ap@,a) L @'a) wkeie C(a,p) It, a constant depending on a and p. We omit the proof of this theorem. The interested reader can consult £Ha-Li,1928] for a direct proof. It is not so straightforward as Theorem 4.1.1, and some technical arguments are needed to prove it. Another proof can be found by using the Marc inkiewicz-Zygmund interpolation theorem, see [St,1970]. For completeness we quote [ON,1963] who exhibits D.1.6) as a simple consequence of a more general theory on convolution operators, ( see also [Ha-Ma-Se,1984] for further consideration about inequalities of type 4.1.6) .
66 Remark 4.1.1: Ja is not continuous as an operator from L @,a) to L ' ~a' @,a), even if a is finite. The following function u is a counter-example. 1 (log 1) ~6 for 0 <x <i D.1 .7) We have u£L @,1) if 6>1, infact 1 ,, ., , 1-B , 1 for x > -j ; u(x)dx = ii^i 0 But 1 Ja u <t L1 a @,1) if 1<B<2-a . Indeed, for x < 1/2 we have 1 1 o-1 ■,, Ta -, . 1 r x dA J u(x) = jrj-v- J r(a) i xA-XI-°(log-yB xa-1(log 1) > —— (S-DIMa) Hence 1 -1- 1 -2=1 J Ua G(x) I 1"a dx > 1 J 1 (log 1) 1"a dx , 0 ' F-1)r(a) 0 x x and this is equal to «> for 6 £ A,2-a). In fact -^- < 1 for these values of 6 . Remark 4.1.2: Ja is not a continuous operator from L ' @,1) to L°°@,1). We prove that there exists a function v£L ' @,1) such that Jav € L°°@,1 ) . Assume the contrary, namely Ja u eL°°@,1) for every u £ L ' a @, 1) .BiBn. fori every tp £ L @, 1) we should have 1 D.1.8) Jju-ipdx<+«>. ' 0 From this inequality and from 1 a 1 1 1 a-1 J J u tpdx = — J (u(t) J ip(x) (x-t)u dx)dt 0 T(a) 0 t we conclude that for every ip e L @,1) and for every u£L @,1) we have
67 D.1.9) _J T(a) 1 1 a-1 J (u(t) J tp(x)(x-t)u dx)dt < + c= '0 t which implies (see [Ro,1968; Ch. VII] D.1.10 1 1 J <p(x) (x-t)a 1 dx £ L 1 a @,1] T(a for every ipfL @,1). However for ip(x) = uA-x), with u as in D.1.7), the inclusion D . 1 . 10) ( see Remark 4 .1 . 1 ) does not hold,and we have arrived at a contradiction. 1 a~ ~ Theorem 4.1.4: I <j p>- , u£Lp@,a), then Jau £ C P [0,a] and u — — u — D.1.11) || Jau IIro + a P [Jau ] 1 < a p C(a,p) II u|| LP@,a) wheie C(a,p) -it, a constant tkat depend*, on a and p and the iem-tnoim [u] -ii de^-ined ^on. 0 <-y < 1 by tu] - sup '"'^-"'y'1 Y x,y£[0,a] |x_y|Y Proof: Young's inequality for convolutions yields 1 D.1.12) II J0 u|| < r(a)f-2Erl) p 1 l|U II r> 1 -4 Lp@,a) Now for y>x we have (using Holder's inequality with - + -, = 1 after the second sign < ) , -,a , , ,a , > , 1 , |u(t)|dt IJ u(y) - J u(x) I < r^T J T^- x(y-t) r(o0 J o '(y-tI-a (x-tI-a |u(t) Idt L_ ( ] dt (a) I x (y-t)A-a)p' 1/P' II u || LP@,a)
68 1 r(a) J ( ] 1 0 V (x-tI"a (y-tI'0 P' dt 1/P' II u II LP@,a) Using the inequality (b-a)q < b^-a^, valid for b>a>0,q>1 we get P' (( ] ] 0\ (x-tI-° (y-tI dt x < J oMx-tI1"^' (y-t)A-a)p' dt 1-A-a)p' 1-A-a)p' . ,1-A-a)p' x y + (y~x) 1 - A-a)p' Furthermore Y J x (y-t dt A-a)p' 1/P' a- (y-x) 1 - ap-l\ P-1/ — P 1 P Theorems 4.1.3 and 4.1.4 can be extended to the more general operator A defined by D.1.14) (Aau) (x) frit J K(x,t)u(t) r(a> 0 (x-tI dt @ < x < a) where K is a function on the triangle 2 T = { (x, t) £ m : 0 < t < x < a} . The next two theorems generalize Theorem 4.1.3 Theorem 4.1.5: Let be K£L°°(T) -in the fioimula {4.1.14) define the opeia- toK A . Then -ii. 1 <p<— .the oaeiatoi A -ii cont-inuoui Anom a ° ^ a ' a u LP@,a) to Lq@,a) with q = j^~ , and D.1.15) || A u|| < C (a,p) II Kll II ull Lq@,a) L (T) ] wheie C.(a,p) -it, the iame comtant at, -in Theoiem 3.1.3
69 Theorem 4,1 .6: A -Li, a contA.nu.oui, opmatoi ^lom L @,a) to _J L ~a @,b) and ^lom L1'a@,a) to Lr@,b) &oi e.ve.iy e£ @,y^],r>1, b£[0,a], (b<+«> xl<5 a = +°°) . fu.itke.imo ie. D.1.16 1) II A u II _J < C,(a,b,e) IIKII II u|| a T1-a £@,b) " L°°(T) L'@,a) wke.ie. C9(a,b,e) a.& ike. iame. constant at, In D.1.3), and D.1.16" ii) II A u II < C,(a,b,r) II KM Mull , 0 Lr@,b) ^ L°°(T) L ' @,a) , 1 /r 1 mknne. C2(a,b,r) = yj—y [1 + A-a)r] 1~a+r . The proof of this theorem follows immediately by Theorem 4.1.3 . For p>l/a,the following theorem generalizes Theorem 4.1.4 . Theorem 4.1.7 I<J K £ CX (T) , thin A u £Cy([0,a]) ^01 u£LP@,a) who.10. y = min {a- — , X] and p>1/a . Faitke.imoie. fioi X > 0-the. following HiitX-mate. holdi: 1 a- — , D.1.17) MA u|| + ay[A u] <C(a,p)a P (IIKII + aA [K] )|| u II , Otoo OtjJ- °° A p «fce*e C(a,P) - -^ (_El}) 1 ~ P . We leave the proofs of the last three theorems to the reader as exercises. 4.2..Continuity Properties of the Abel Operator in some Spaces of Fractional Order 4.2.1. Holder Continuous Spaces In this paragraph we give some results about the continuity of the Abel operator acting in spaces of fractional order, for example in the Holder spaces ca[0,a], 0< a <1 . The following theorem and many other properties of the Abel operator in Holder continuous spaces have been found by [Ha-Li,1928] .
70 Theorem 4.2.1 Suppoie D.2.1 i) 0<a<1,0<B<1-a, D.2.1ii) uec6[0,a] , u @) = 0 . Than Jau £ Ca +B[0,a] and D.2.2) [Jau]a+6 < C(a,6)[u]& wkeie C(a,8) -it, a comtant de.pe.ndj.ng only on a and 6 . Proof: For 0 < h < x < a we estimate the difference D.2.3) Jau(x) - Jau(x-h) . Using / u(x) (t-y)a-1dt = ^J*! (x-y)a for y=0 and y=h and y a x h x splitting /=/+/ • we find 0 0 h x -1 x -1 r(a) [jau(x)-Jau(x-h)] = / u(x-t)ta dt - / u (x-t) (t-h)a dt 0 h = Hi20 [xa _ (x-hH] _ ; [u(x)-u(x-t)] ta_1 dt x / h - / [u(x)-u(x-t)] [ta 1 - (t-h)a 1]dt We now denote by A,B,C the absolute values of the three terms of the last sum and give upper estimates for each of them: I u(x) r a . ,.an I 8 8 r a , K\ai A = a [x - (x-h) ] < —— x [x -(x-h) ] The concavity of the function x -» x for x>0, 0<y<1 (for 0 < r < s we have sT - rT < (s-r)T) yields x [x -(x-h) ] = [x -(x-h) ][x -(x-h) ] + (x-h) [x -(x-h) ] < . a + 8 , , .B, a . . . a, < h + (x-h) [x -(x-h) ] . We distinguish the two cases x < 2h and x > 2h . In the first case we have (x-h) [x -(x-h) ] < h , in the second case we find (using the fact that the first derivative of x is decreasing) (x-h) [x - (x-h) ] < a (x-h) h<a h
71 In either case (x-h) [x -(x-h) ] < h therefore 2[u] A < &- ha + 6 h B = / [u(x)-u(x-t)]ta dt < 1 0 ' r , *? .a+B-1 ,,. [u]6 ,a + B * [u]6 I t dt = ^1- h C = I J [u(x)-u(x-t)] [ta_1 - (t-h)a-1] dt [ < 1 h l x h < [u]R h J s Is - (s-1) Ids < 1 < [u]R ha + 6 J t6| ta'1 - (t-i )«-"" | dt . 1 Now from a + B-2<- 1 and a - 1 < 1, we conclude that c (a,6) = J tB|ta_1 - (t-1)a_1Idt <+ ». 1 Therefore we have C < c, (a,6)[u]6 ha + 6 . Collecting the estimates for A,B,C, we obtain |jau(x) - Jau(x-h)| < c(a,6)[u]6 ha+6 with c(a,8) = r^yi| + ^ + cl(a,6)} . Theorem 4.2.1 illustrates some analogies and differences between integral operators of fractional and of entire order. Indeed, it is known that u£C [0,a], 0<6<1, implies that the primitive x 1+8 function Ju(x) = J u(t)dt belongs to C [0,a]and the repeated integral 0 J u, for n £ M belongs to C [0,a]. Analogously if u satisfies the condition u@) = 0 and is in C [0,a], 0<6<1-a, then Jau £ ca+ [0,a] .
72 However, in contrast to the case of applying the operator J = J (or one of the operators J with n £ W ) we require the additional assumption u @) = 0 for 0<a < 1, if we want Jau to be "more regular" than u. a In fact for the function u s 1 we obtain (J u) (x) = r /X + 1* and we thus have a simple example of a function u £C°°[0,a] transformed into a function that is notevenin C1 [0,a]but only in Ca[0,a]. So, if u@) 4=0 there is a loss of regularity. We remark that theorem 4.2.1 is not true if a+B =1. See [Ha-Li,l928] for an illuminating counter-example. 4.2.2. Sobolev Fractional Spaces In this section we shall give some continuity results for the operator J in Sobolev spaces w"' @,a) of fractional order. To this pur- 0 P pose we recall the definition of W ' @,a) for 1 < p < +°° , 0 < 0 < 1 . For more details the reader may consult the monography of Adams A97 5) and [Ku-al., 1977]. Definition 4.2.1-. Tot o < 0 < 1 and 1 < p < + °° we denote, by w" @,a) the iabipace. o<5 faunct-Loni A.n L @,a) w-ith 1/p D 2 4) lul = A 1 lu(x)-u(_t)_|f d d ' <4-2) lul0,P,(O,a) [iQiQ |x_t|1+P0 We nqulp thlb 6pacz with thu no/im || II n , . glvnn by <4-2> "ull0,p,(o,a) = MuMLP@,a) + lul9,P,@,a) " The space W'p@,a) is the completion of C [o,a] with respect to the norm II II a ,_ ,, hence a Banach space. y r P,( u, a) Remark: For 0 a nonnegative integer we take as W the set of functions u defined on @,a) which, together with all their derivatives up to order 0, are in Lp@,a) . For simplicity of notation we shall often write II u II _ instead u, p U|I0,P,( ambiguity). of Null n ... . and I u I n ^ instead of I u I n ,,. . (when there is no 0, PA 0, a) t),p o,p, (u, a) Lemma 4.2.1: Let u £ W9'1 ( 0, a) , 0 < 0 < 1 . Then <joH evely q e [1 , j^q) we have
73 [ -1-A-0) 1-1 D.2.6) Hull n < c@,q) a q I u I „ 1 + aq ||u II . Lq@,a) L 0'n Ln@,a) whe>ie c@,p) ■ih an app/iopi-tate. comtant. For the proof see Appendix 4.A . Theorem 4.2.2 I <J u e W0,1 @,a) , with. 0 £ [0,1-a] (tfo* 0 = o we take. W°'1@,a) = L1@,a)) then D.2.7) |jau|_ < c(a,0,e)ae(lul1 „ + a-0 Null ) u + a e, i i,a Li @;a) whefie. c(a,0,e) -ca a corci-tarc-t that depending only on a,0 and £ . Proof: (i) We first treat the case 0=0. Noting that i«pie t = M dy J i«Pty)^x)i dx 0,1 o o (y-xI u for any function ip £ L @,a) and that v x ■n / > I ,0 / > Td , , , f I U (t) | dt , ( r 1 r(a) U u(y) - J u(x) | < J J— ' + J { x (y-t) ' " 0 (x-tI a (y-t) 1 } |u(t)|dt for y > x,we get for 0<a'<a - £ <a, the estimate r(a) Uau| , < 2A + 2B CX t I where 0 0 (y-x) a x (y-t) B = J dy J ^^ J |u(t) I ( ^ - 1 -,.„) dt . 0 0 (y-x)' a 0 Mx-t) ' a (y-t)' a/ We treat A and B separately : (a <**-<■ lu(t) I dx a = ; dy ; dt ; — ' ^^ 0 0 0 (y-tI a(y-x)' a
74 Since i, J dy jf lu(t>' [ya: - <y-t)a'J dt a 0 o (y-tI-a ya (y-tH' < A J dy ; i»(t)idt - a 0 0 (y-tI-a+a J dy J -Lu(t)'dt , = J |u(t) Idt J ^ r 0 0 (y-tI-a+a 0 t (y-tI-a+a a-a' L @,a) we obtain a-a' A < — II u II a' (a-a') L @,a) ay y B = J dy J |u(t)|dt J dx 0 0 t v (x-t) (y-t) (y-x) = r 1-x dx . r dv r lu(t) ldt j 1+ai aA ■ j ay j i-a+a' 0 a1 aA-X)' a 0 0 (y-t)' a a - a-a' < 2A +-L) ^ ||u II a-a' L @,a) Hence we have ■,a . 10a n n a E' ' (a-e)er(a) l'(o,a) Now we prove D.2.7) for 0£ @,1-a]. Observe first that T" / \ I T01 , > T01 , > > r (U(t)-U(x)) ,. T(a) (J u(y)-J u(x)) = J -5—— \_ dt x (y-t) ' a x y + \ (u(t)-u(x))[(y-t)a-1 - (x-t)a-1]dt+u(x)J ta_1dt 0 x for x<y. We shall use the following notations: A(x,y) . ) l(u(t)-u(x)lldt t x (y-tI %
75 x B(x,y) = J |u(t)-u(x)I[(y-t)a - (x-t)a n]dt , y n-1 C(x,y) = lu(x)I J ta ' dt x 0' = 0 + a - e . Then we see that D.2.8) r(a)|JaulQ, 1 < J dy J A(*^>, dx + J dy J ^¾^ 0 -1 o o (y-xI+0 o o (y-xI ° and Now /dy/ CU'y\%, O O (y-x) ' u lA(x,y) I < J l"<y>-"(*>■ dt + |u(y)-u(x) I ^-^ x (y-t) Jdyjf dX1+0- J IU(y)-^)! dt- Jdyf dt ■"(yl-ujtH } dx 0 (y-x),TU x (y-t)' " 0 0 (y-t)' " 0 (y-xI+0' = J_ ? dv y( l"(y)-u(t) I (y0'-(y-t)9') . 0 0 (y-t) (y-t) y < JL t dy T l"(y>-"(t)l < af |u| - 0' 0 Y 0 (y-tI-a+0' S 0' 0'1 • Furthermore 0 0 (y-x) 0 0 (y-x) e * IT |U|0,1 Therefore D.2.9) J dy J A(x'y'^, < ae@'-1 + a'1) |u|Q o o (y-x) '
76 Now J ^ J BU'y\%, < J dy J ^ J |u(y)-u(t) I ( (x-t)a-1-(y-t)a-1)dt 0 (y-x) 0 (y-x) + J dy J l»(y)-»(x)ldx ; ((x-t)«-1_(y_t)«-1)dt o o (y-x) o a-1 ay y < J dy J |u(y)-u(t)Idt J ((x-t)u '-(y-t) 0 0 t a-1, dx (y-x 1+0' 1/dyf i»<y>-»(x)i dx a 0 0 (y-xI+0 -a 1 < a£lu| (-1 + J (Xa-1-1) A-X)-1-0'dX) ,u Q J (Xa-1-1) A-m-0' 1-a,,a-1 1/2 1 dX = ( J +/) (A-X1 ")AU ' A-X) 0 1/2 -1-0' idX c(a,9) ; dy ) B(x,y)dx| 0 (y-x) l+U < ^ c(a,0)lul1fQ . Therefore a y D.2.10) 0 Now consider the last term of sum D.2.8). We have y n<„ ,,^ 1 a y 0 0 MyfS^, <i?dyf <l»tx)-u<yil + lu<y) 0 0 (y-x) ' ° a 0 0 (y-x) ' ° / a a, , (y -x ) dx 0 0 (y-x) 0 0 (y-x) y a_ a 1 1-Xa a ii . 1 r I u (y) i , , i -a ,, Tluli,e + «i >TdY /T7T,i+0' dX - 0 y^ 0 A-X) 0 y
77 By Holder's inequality a |u(y)Idy J o_r i o y 0-e 9-e a o-£ J Y ° 2 dy Lo 0-4 1 J lu(y) I 0 1+|-0 1+f-0 ay 20 2 < — a - £ a 1+-|-0 J lu(y)I ^ dy 1+ 4-0 and Lemma 4.2.1 yields 1 a 1+4-0 J |u(y)I z dy 1+|-0 < C@,£) £ 1-0 2 2 a |u| + a Null 0,1 L'(o,a) Therefore D.2.11) J dy J c<x'y) dx < c(a,0,£) 0 0 (y-x) ' B a£|u|Q . + a£ 9 Hull . a'' L'(o,a) Finally,by D.2.9)-D.2.11) and D.2.8), |J u| , < c(a,0,£)a a 9 Null L1@,a) + lu| 0,1 Theorem 4.2.3 I<J u£W0,1(O,a) {,on 0£ A-a,1) then Jaud W1,1@,a) and D.2.12) d ,a -b— J u dx 0+a-1 < c(a,0)a |u|Q . + a Mull _ -0,, He.nn c(a,0) de.pe.ndi only on a and 0. Proof: In order to demonstrate that Jau £W ' @,a) we show (see [Ku-Jo- Fu,1977]), that there exists a sequence (v )cW ' @,a) such that(v )is a Cauchy sequence in W ' @,a) and v -»Jau in L @,a). 1 0 1 Let (u ) be a sequence in C [0,a] such that u -»u in W ' @,a) and consider v = J u . We have n n d 1 ( Un(x) X Un(x)-Un(t) d - '--* - 1 ' n + A-a) J — ^r-r dt v„(x) dx nVA' r(a) V 1-a 0 (x-t 2-a Now, by Lemma 4.2.1 we have (with £ = 0 - A-a) fv dx n . < a£ ( lul. + a 0||uJ| 1 \ L1@,a) " V n 1,0 ^L1@,a);
78 1 1 and therefore (by Theorem 4.1.1) v £W ' @,a). For n we obtain ,,.(x, = _J ^u(x) ,, > ? u(x)-u(t) , *(x) T(a) V 1-a ( °° I , 4.,2-a dt xx 0 (x-t) II v'-iJjII , < c(a,0)aE(lu -ul. o+a~0 II un-u II . n L'@,a) n l,W L'@,a)' ' II v -Jaul| < c(a)aa|| u -u 11 . L'@,a) L @,a) Furthermore -r— J u = 4> and dx II g| Jaull 1 < c(a,0,e)ae(|u| + a-0 II u II 1 ) . L @,a) ' L @,a) Before .closing this paragraph we remind the reader that there exists a large literature on the properties of Abel operators in spaces of fractional order. In [Ha-Li, 1928] the Abel operator is also studied for functions u satisfying the "integrated Lipschitz conditions" a , D.2.13) / |u(x)-u(x-h> |pdx = 0(hpK) 0 where 1<p<«>, 0<k<i . For these functions they show that if 0 < a < 1 - k then D.2.14) J I(Jau)(x) - (Jau)(x-h)|pdx = 0(hp(k+a)) 0 (in D.2.13) and D.2.14) the righthand side can be replaced by 0). In [K6,1974] inclusions of the type ja(W0,P(O,a) ) cW0 + a_e'P(O,a) for 1 < p < + «. ,0 < 0 < 1 are found. Other results and references can be found in [Bi,l983], [Bi,1984]. 4.3. Compactness of Abel Operators In this paragraph we present a few compactness properties of Abel operators acting in spaces of Holder continuous functions and in L . We first list some well known prerequisites from functional analysis. For more details we refer to [Ru,1985], [Sm,1964], [Ta-La,1980].
79 A linear operator T : X~>Y, where X and Y are Banach spaces, is called "compact" (or "completely continuous") if for the ball B = {u £ X II ull < R} the image T(B) is relatively compact in Y, i.e. the closure T(B) is compact in Y. We shall use the important subsequence property of the notion of compactness: -in a Banack ipacQ V a iubiQt U -ii HQlat-ivQly compact -i^ QVQfiy iQquQncQ 0(J QlQmQnti (un) In U conta-ini a iubiQquo.n<^e. that convQUQQi -in V. We shall use the following Theorem 4.3.1 (Arzela-Ascoli): LQt J be a iubiQt o& C [a,b] , with - «> < a < b < + oo. Th.Qn J -ii HQlat-ivQly compact Jin C [a,b] -i^ and only -i^ all ^unct-ioni -in J alQ Qqu-iboundQd and Qqu-icont-inuoui . By saying "all functions in J are equicontinuous and equibounded" we mean that there exists a real number M such that II u|| „Or , , < M , for every u £ J (equibounded) , and that for every £ > 0 there exists a 6 > 0, depending on £ only, such that Ix-y| <6 implies |u(x)-u(y)l<£ , for every u £ J(equicontinuity) . The following lemma gives a useful example of a compact set in C X [0,a] , 0 < X < 1 . Lemma 4.3.1: LQt J be a iubiQt o $ Cy[o,a], wfie-te 0 < y < 1 . I <5 all ^anct-iom ■in J aHQ Qqu-iboundQd and D.3.1) [u] < L < + oo $01 QVQiy u£J th.Qn th.Q iQt J -ii IQlat-ivQly compact -in C [0,a] ^oK QVQly X £ @,y) . Proof: Let (u ) be a sequence in J. From the equiboundeness of J and n n ^ ^ from condition D.3.1), assuring the equicontinuity, we conclude that there exists a subsequence (u ), of (u ) and a function u £C [0,a] ^ n ' k n n such that (u ) converges to u in C°[0,a]; by D.3.1) u£Cy[0,a] . Now, to prove that J is relatively compact in C [0,a] we show that Cv[0,a]c=c [0,a] for 0<X<y and that (u ) converges to u in C [0,a]. nk For v £ Cy[o,a] and 6 > 0 we have [v] &V~X for |x-yl < 6 y D.3.2) lv(x)-v(y)l < !x-y|X -X 2II v II 6 for I x-y I > C°[0,a] Minimizing the right hand side with respect to 6 gives
80 1 -A 1 -A K D.3.3) [v], < 2 y II vll y ([v] )y . X ' C°[0,a] y By D.3.3) CX[0,a] =>Cy[0,a] , hence u £ CX [0 ,a] and X^ ,, A^ [u - u], < 2 Ly Mu, - u II y nk X ~ nk C°[0,a] Therefore since (u ), converges to u in C [0,a],*the sequence (u ), nk k nk k converges to u in C [0,a]. Now we present some compactness theorems for the Abel operator x a l0" 0 (x-t) a Theorem 4.3.2: Let be K£C (T) w^-Cfe 0<X<1 and p>— . Tfien -the ope^ta^o-t Aa : LP@,a) - Cy'([0,a]) -ih compact fion. cvciy y'£[o,y), wfie-te y = min {a - -,U . Proof: Let be X £ @,1) and BR = {u £ LP(o,a) | II ull< R}. To prove that A (Bn) is relatively compact in Cy ([ ,a]) for every y" <y , CX K we use Lemma 4.3.1. If u £B_ we have, by Theorem 4.1.7 K a-1 II A ull + ay[A u] < C(a,p)a P (II KII + aA[K],)R . CX oo cx y — °° A y ' Therefore by Lemma 4.3.1, the set A (B_) is relatively compact in C ([0,a]; for every y' < y . Let be X = 0. By some manipulations similar to those made in the proof of Theorem 4.1.3 we get for every u £ B_ D.3.4) I (Aau) (y)-(Aau) (x) I < j^j (J2^1) ( II K 11^ (y-x) + sup|K(y,t)-K(x,t)I.aa_1/p)R. t Since K £C°(T)f D.3.4) gives the equicontinuity of{A u}, u in C ([0,a]). The proof is completed. Now remember T = {(x,t)| 0<t<x<a} . Theorem 4.3.3: Let be K £ C° (T) and 1 <p<—. Thin A ii, compact at, an _ r - a a ' ope.ia.toi fiiom Lp@,a) to Lq@,a) (Jet eveiy q£ [ 1 , -,^.-)
81 The proof of this theorem (which we omit) is essentially analogous to that of Theorem 4.3.2, ©xe&pt for some technical arguments . The interested readers is referred to [Kr-al, 1976 ; ch.2,§3,Th .8 .1 ] , see also [Mi,1970] . Remark 4.3.1: Theorem 4.3.3 is not valid for q = " even if 1 1 I,—) (for p = 1 and p = — , we have ing Theorem 4.1.3),that the inclusion p£ A,-) (for p = 1 and p = — , we have seen (see the Remarks follow- J (L^) cL " is not valid). We show this by an example due to [Kr-al,1976]. Let n p for 0 < x < — Un(x) .' , for — < x < 1 n - where p£ A,-). We have J u (x) n n1/P xa , n 1 1/P [xa-(x --)a] for I < x < 1 . rA+a) L v n Therefore l|unN p = 1 ' n LP(Q,D and --a D.3.5) I|jau-Jaul| D > A-°P)P [1-(^I/P] n m -^2— rA+a) L1-aP@,1) for m>n. We see that (J u ) cannot contain a convergent subsequence . P n n in L1-°P @,1). Appendix 4A; proof of a Lemma In this appendix we prove Lemma 4.2.1. We recall a lemma of [Jo-Ni,196l] (see also [Ku-Jo-Fu,1977;p.2351 ) . Lemma 4 .A. 1 : Let u£L (C,a) and iuppoie that the. following condition -L& iat-L&fa-led ai - i P K (u): = sup Z (a.-a^.,)' P(J |u(x) ~ _a— J u(y)dyldx) < + °° 1=1 a.^ i i-1 a.^ wheie p > 1 and the. iuptemam li, ovel all iabdlvliloni
82 0 = a <a1<a?<...<a = 1 o ( [0,a] ,n Kunn-ing thfiougk all poiA.tA.ve -in- te.ge.16. Then 1 a u(x) -^/ u(y)dy G L@,a) a 0 faon. eveiy g£ [1,p) and 1 1 , a J. _ J. 1/p II u - j- J u(y)dy|| < c(p,g)aq p K (u) a 0 Lq@,a) P 0 1 Proof of Lemma 4.2.1: For ufS @,a) we have a. a. 1 n -■> 1 1 T^0 K 1 (u) < sup I (ai-ai_1) ((ai-ai_1) J J I u (x) -u (y) I dy dx) T=Q 1=l ai-1 ai-1 1 n i i i < > < > ij 1-Q *- / r j r u (x) -u (y) dy. < sup Z (J dx J -—^-^— 'jl' —-) 1=1 ai-1 ai-1 lx-y! a. a. _1_ _J_ < sup ( Z J" dx J" |u(x'^y" dyI-0<|u| 1-8 - 1=1 ai-1 ai-1 lx_y! Therefore 1-0 K_i_ (u) < |u|1,0 ' 1-0 and Lemma 4.A1 yields D.2.6).
Chapter 5: Existence and Uniqueness Theorems In this chapter we shall prove some theorems on existence and u- niqueness for general linear and nonlinear Abel equations. We treat the linear equation 1 X K(x,t)u(t) ,. ,,. J i-„ dt = f(x) , 0 < x < a , r@) 0 (x-tI"a in 5.1, the nonlinear equation J K(x't'"lt)) dt = f(x) 0<x<a r(a) 0 (x-tI-a in 5.2. We mainly use classical arguments, such as the successive approximation method. In short, we refine well known existence and uniqueness results for Abel equations, see [At,1974] , [Ko,1930] , [Me,1976] , [Ta,1930] , [Tr,1957] , [To,1923] . 5.1. The Linear Case In the following theorems we use the notations C*[0,a] = {u £C6[0,a]|u@) = 0} for 0<6<1 , D«f = _i <L x f(t)dt for 0 < a < 1 . r<1-a) dx J, (x_t)a Theorem 5.1.1: The. equation E.1.1) 1 x u(t)dt *, i „ rT^T * 1-a = £(x)' °<x^a ' l0" 0 (x-t) ' a kai, a unique solution u£C*[0,a] ui-Lth. 0<8<1-a -i^ and only 1(, f JC°+ [0,a] . fun.tko.nmofin u £ Daf and E.1.2) II u II 6 < C(a,6) A+a6) [f] . C [0,a] wkeie C(a,8) -it, a constant that de.pe.ndt, on a and 8 only . We give only a sketch of the proof. The uniqueness of the solution follows directly from the equation, see also [To,1928],
84 In fact, posing f =0 in E.1.1) we have x 1 _ J u(t)dt = J Jau(x) = 0, that is usO in [0,a] . 0 Furthermore if there exists a solution u£C*[0,a] of E.1.1), we have by Theorem 4.2.1 , f = Aecf6 [0,a] . Extending feC* [0,a] by setting f(x) = 0 for -°° <x<0 we have u = D f with E.1.3) Daf(x) = rA°a) J (f(x) - f(t))(x-t)_a-1 dt . —oo To convince yourself of E.1.3) you may accept the following formal argument (in which integration by parts is used) naf = A 1 X f(t)dt = 1 x f'(t)dt dx T(i-a) J . ...a TA-a) J , .-a -oo (x-t) -oo (x-t) = ] "r A. (f(t)-f(x)) dt = —2 *( f(x)-f(t) dt TA-a) J dt um r(x" , ,.,a rA-a) J , .-1+a at ' -oo (X-t) -oo (X-t) For a non-formal proof see [Ha-Li,1928,Th.19]. Inequality E.1.2) can be proved by an argument analogous to that used in the proof of Theorem 4.2.1 . By using results of [Ha-Li,1928],similar theorems of existence and uniqueness with estimates of type E.1.2) in subspaces of L^ satisfying the "integrated Lipschitz conditions" (we have defined this space in 4.2) can be obtained. For example, Hardy and Littlewood prove that if 1<p<+oo,a<8<1 and a . E.1.4) J If(x)-f(x-h)|pdx = 0(hp ) 0 then the solution u = D f of the equation J u - f exists, u £LM0,a) and J |u(x)-u(x-h)|pdx = 0(hpF-a)) . 0 Many authors have studied the question of existence of solutions for the Abel equation when the data function f lies in Sobolev spaces W0,p of fractional order, see for example [Bi,1984], [Ko,1974]. Their results are direct consequences of the smoothing properties of the Abel . ,a . „0,p operator J in W r .
85 For example recalling Theorem 4.2.3, we have the following result. Theorem 5.1.2: I <J few"' @,a) jot 0£(a,1) then theie ex.-ii.ti, a iolut-ion u {that -it, unique, i>ee Theoiem 1.2.1) -in L @,a) o<5 the Abel -integral equat-ion J u = f, and we have II u|| < c(a,0)a0-a(|f I , + a_9|| f II L @,a) U' L'@,a) Because a function absolutely continuous in [0,a] 'is in W ' this Theorem generalizes Tonelli's Theorem 1.2.1 . Theorem 5.1.2: Let be g-iven a Banach i>pace X and a bounded l-ineal opeiato/i A : X->X. Xititume the iet-iei, f Anf to be notm-conveigent -in n=o X fioi eveiy f ex. Then, jo-t any g-iven gex, the equat-ion E.1.5) (I-A)u = g , wheie I -ii, the -ident-ity opeiaton. ,-ii un-iquety iolvable -in X, the iolut-ion be-ing g-iven by 00 E.1 .6) u = Z Ang . n=0 Proof: (a) Uniqueness: Assume E.1.5) to have two solutions u.,u,. For u = u^-u1 we have u = Au, hence u = A u for every n £ M . From the oo convergence of the series Z A u we now conclude that lim A u = 0, n=0 hence u = 0 and u. = u~ . oo (b) Existence: u = Z Ang solves E.1.5) because n=0 N (I-A)u = lim (I-A) Z Ang = lim (g-AN+1g) = g . N-»= n=0 N-»= Remark 5.1.1: Observe that if the series Z An converges n=0 in the operator norm, then oo E.1.7) || u||Y < || Z An|| . ,Y. • ||f II . X - n=Q MX) X By using the previous theorem we can prove an existence and uniqueness result for the equation A u = f where
86 i c -, q * it, <. i > 1 r K(x,t)v(t)dt E.1.8) (A v) (x) = rw- J ' ' , o<x<a . a l Va' 0 (x-t) a We consider this equation under the following conditions on K: E.1.9 i) KEC°(T), whefie T = { (x,t) SIR2|0<t<x<a} , E.1.9 ii) K(x,x) = 1 $01 eveiy x£ [0,a], E.1 .9 iii) |^ £ L°°(T) . dx Theorem 5.1.3: I <J K £ C° (T) iatli^lei, E.1.9 i) , E.1.9 ii) , E.1.9 iii) and f -ii a fiuyLct-Lon m-ith E.1.10) Daf £ LP@,a) then the equation E.1.11) 1 ^ «<*'*>"<*> dt = f(x), 0<x<a, 1 l0" 0 (x-t) ' a hai, a un-Lque iolut-Lon u£L @,a). Th-ii iolut-ion iat-ii^-iet, E.1.12) Hull < C(Ma,p) II Daf II LP@,a) LP@,a) I 3K I wheie M = sup tt- and C(Ma,p) -it, a constant depending iolely on the. ij, I ox I ■indicated an.gume.nti. Proof: Assume K to satisfy E.1.9 ii). Then E.1.13) Aa = Ja(I-Ba) where I is the identity operator in LP@,a) and B is defined by E.1.14) (Bv)(x) = - ^-^ ;{v(t) | 3 (H(g,t) \ _d^} dt a ^ o t dt> MC-t) ' a/ (x-C)a with H(x,t) = K(x,t) - K(t,t) . Formula E.1.13) is a consequence of the following calculation. /» w i 1 Xr u(t)dt 1 x H(x,t) ,4.1.,4. (Aau) (x) = TM I 1-a TT^Y ' 1=a" u^dt a M0" 0 (x-t) ' a l (a' 0 (x-t) ' a Ta , 1 r H (x, t) ... ,. = J u + rT^T ' 1-a u(t>dt ■ 1 l0" 0 (x-t) ' a Applying the operator D we obtain, after a change of the order of inte-
87 gration, ,^°^ <. i <. i > , sin na r , ... r 3 / H(C,t) \ d? ■, ,. (D A )u(x) = u(x) + — \ {u(t) \ ^ '-' _a — } dt , a n 0 t 3S V (C-tI a / (x-C)a hence E.1.13). Now we see that E.1.11) is equivalent to the equation E.1.15) (I-B )u = Daf . Putting E.1.16) L(x,t) = - SAlLJia ; 3 f"^'^ ) —^ n t di= MC-t) ' a/ (x-C , 0( we can use Theorem 5.1.2 for solving equation E.1.15). we must analyze the convergence of the series E.1.17) u = Z u n=0 n where u = D f and u = Bn u for n 7 IN . o n a o Noting the recursion E.1.18) u = B u , for n £ IN n a n-1 and considering E.1.16) we first give an estimate for |L(x,t)|. From x -1 L(x,t) = - S1" na J" (x-C) a(C-t)a n{(a-1)(C-t) 'H(Ct) t + H?(?,t)} d? and i(a-1)(C-t) 1H(C,t) + H?U,t)| < 2 M which follows from D.1.9 iii), we get x , |L(x,t) I < 2 M Sln TTa J" (x-C) a(C-t)a ' d? = 2 M, t the integral here representing the beta function which already appeared in Chapter 1 (see also [Ab-St,1972]). Thus from E.1.16) and x (B v) (x) = \ L(x,t)v(t)dt we obtain 0 x E.1.19) I(B v)(x)| < 2 M / lv(t)| dt for v£LP@,a) . 0 The convergence of series E.1.17) and, therefore, the validity of Theorem 5.1.3, now, is an immediate consequence of the following lemma. Lemma 5.1.1: Von 0<x<a and n £ IN we. have.
88 E.1.20) HuJI™ < c (p) B Mx)n llu II n LP@,x) n °LP@,x) with c (p) = p-n/p(n!)-1/p a.£ 1 < p < + oc , c («>) = 1/n! . 11 1 Proof: With — + — = 1 (in particular — = 0 and q = 1 if p ==°) we obtain for v£Lp@,a) and 0<t<x<a, by E.1.19) and the H51der inequality, 1 1-- E.1.21) I (B v) (t) I < 2 M II vll t p . 0 LP(Ort) Insertion of v = u yields, Hull < 2 M II u || p-1/p x for 1<p<« LP@,x) LP@,x) II u. II < 2 M II u l| - x for p = oc . 1 L°°@,x) " ° L°°@,x) These inequalities exhibit E.1.20) as valid for n = 1. Assuming validity for an index n = m> 1 we obtain by E.1 .21) 1 1-- |u (t) | < 2 M Null t p for 0 < t < x < a , m+' m LP@,t) llu +1|l < BM)m+1 c (p) II u II - II w 11 m+1 LP@,x) " m ° LP@,x) LP@,x) 1-1 with w(t) = tm t p and m+1 II w 11 = T-j— in the case 1 < p < o=> . LP@,x) (p(m+1))I/P In the case p = » we use E.1.19) with v(t) < II v II 1 ' L°°@,t) We obtain, considering the definition of the c (p) the desired result II u || < B Mx) m+1 c, (p) II u^ll m+1 LP@,x) " m+1 ° LP@rx) The Lemma being proved, we see that the unique solution of E.1.11) is given by E.1.17) and we can identify the constant C(Ma,p) in formula E.1.12) of Theorem 5.1.3 . Formula E.1.20) allows us to take C(Ma,p) = Z c (p) B Ma)n . n=0 In particular we have C(Ma,o=>) = exp B Ma) .
89 The proof of Theorem 5.1.3 is completed. The condition E.1.4) implies Daf £Lp@,a) for 1 < p < + «>. On the other hand, if p = + «° , f @) = 0 and f £Lr@,a), r > j^ , then Daf £L°°@,a) . In fact, an integration by parts yields naf - 1 "r £' (fc)dt - t1-0 f- r A-a) ' oT ~ ' u a' 0 (x-t)a 1 and from Theorem 5.1.4 we find Daf £ C r [0,a] , hence D f £L°°@,a) . Existence and uniqueness results can be proved also in spaces C [0,1], The proof of the following theorem is analogous to that of Theorem 5.1.3, therefore we only sketch it. Theorem 5.1 .4: Let he K £ Cm+ [0,a] w-ith T a.6 -in E.1.9 i) and aaume E.1.22) K(x,x) = 1 ion. eveiy x e [0,a]. let f be a function defined on [0ra] w-ith E.1.23) Daf £Cm([Ora]). Then the equation i \ 1 r K(x,t)u(t) ,. c , . _ Aau(x) = TT^rr -f 1-a dt = f(x)' °<x<a' a l l°" 0 (x-t) ' a hat, a unique iolut-ion u -in C [0,a] and E.1 .24) Null < C(M ^.,3) II Daf II m Cm([3,a]) " m+1 Cm([0,a]) whete M - = II KII , and C(M , ,a) -it a constant depending m+1 Cm+1[0,a] m+1 on M . and a . m+1 Sketch of the proof: Uniqueness is guaranteed by Theorem 5.1.3. For m = 0 the theorem follows from the fact that C [0,a] is a closed subspace of L°°@,a) and from the validity of u = BnDaf £C°[0,a] for every n £ ]N . For m > 1 we can observe that II u II v, < C(M ,a) II u .. II . . for 1 <h <n n Ch[0,a] ~ m+1 n-1 Ch-1[0,a] ~ ~ where the constant C(M ,.,a) depends on M . and a only. m+1 c m+1 Therefore E.1.25) II u II < OH,, .,a) Hu„ II for n > m n „mr_ i - m+1 n-m „or^ i "~ C [0,a] C [0,a]
90 and E.1.26) Hull m < C(M ^.,a) l|Daf|l f or 0 < n < m . n Cm[0,a] " m+1 Cm[0,a] " " Furthermore, applying the inequalities E.1.20) and E.1.24), we obtain, for n > m, n-m BM.a| E.1.27) II u || < C(M .,a) -. L—; 1| Daf|| n n Cm[Ora] " m+1 (n~m)! C°[Ora] In view of E.1.26) and E.1.27) we conclude that the series E.1.28) Z u n=0 converges in C [0,a] , its sum u solves the equation A u = f, and II u || m < CW ,,a) II Daf II m „mr_ , - m+1 ^™r- ■, C [0,a] C [0,a] We end the consideration of the linear case by reporting another existence and uniqueness result which can be useful for explaining the relation between the asymptotic behaviour of the data function f and the solution u in the origin. The proof (we omit it) can be carried out with the technique already used in the proof of Theorems 5.1.2 and 5.1.4 (compare [At,1974]) . In the theorem we are going to formulate there occurs the space C[0,a] = U {xYip(x) I ip£C°[0,a]} Y>-1 Theorem 5.1.5: iil^tk ? £ Cm+ [0ra] (Jo-t an -integen. m>0 let the jane- tlon f be Of) the faoum f(x) = x f(x), 0<x<a, and aaume y>0, 0<a<1, yA-a) + 6 > 0, K£Cm+2(T) , K(x,x) = 1 for 0<x<a . Thin the -Integral equat-ion —L ; «<*'*>"<*> dt=f(x), 0<x<a, F(a) 6 (xu-tV~a ha.i a unique bolut-lon u£C[0,a] and th-it, iolut-ion can be wi-itten -en tke {elm . . yA-a)+6-1 ~, . u (x) = xH u(x) wheie u(x) = b+xg(x) with g£Cm[0,a] and a conitant b .
91 We have. b=0 l{> and only l£ ?@) = 0. With a iultable constant c, independent Of) ?, the estimate Hull < ell f II m4, Cm[0,a] " Cm+1[0,a] -tA valid. 5.2. A Nonlinear Abel Integral Equation For reasons of completeness, we now investigate a nonlinear Abel equation for existence and uniqueness of its solution. This equation is of the general type (see also [Bra,1978] , [Me,1976\]) E.2.1) 1 jf K(x,t u(t)) dt = f(x)> 0<x<a, 1 l0" 0 (x-t) ' a where K : T x IR -> IR and f : [0ra] -» IR are given functions and u : [0ra] -+ IR is unknown. The reader should recall the definition of T, namely T = { (x, t) I 0 < t < x < a} . as usual, 0<a<1 . In the following theorem we shall need three hypotheses on the function K(x,t,w), namely E.2.2 i) K £ C1 (Tx IR ) . E.2.2 ii) Theie exlbtb a conitant M < + °° tuch that 11^ (x,t,w) - -1^ (x,t,w)l < Mlw-wl ^on. eveny dX oX — (x,t) fT and eveny w,w£IR. E.2.2 iii) j- (x,x,w) > c > 0 (on. (x,w)e[0,a]xiR with a. constant c. Theorem 5.2.1 : Aiiume E.2.2 i) , E.2.2 ii) , E.2.2 iii) (ul(llled and let f &atl&(y the condition E.2.3) J1~af £C1[0,a] , J1_af@) = 0 . Then the equation E.2.1) hai, a. unique continuous solution. Tunthenmone, Id (£.2.3) li iatli(led with f = f. and i ipondlng iolutloni o ( E.2.1) the estimate l( (£.2.3) It, hatlh(led with t - t and f = f2 and u. ,u2 ale the conne E.2.4) || u..-u,l| < C. (a)exp{C0(a)Ma} II Daf1-Daf0ll 1 2 L°°@,a) ~ 1 2 1 2 L°°@,a) holdi with conitanti C. (a) ,C? (a) not depending on t.,Z-. .
92 Proof: Applying to E.2.1) the operator J we obtain the equivalent equation x E.2.5) \ H(x,t,u(t))dt = J af(x) 0 where E.2.6) H(x,t,w) = ^-Z° ; K(y,t,w)dy , for (x,t) e T, w £ IR . n t (x-y)a(y-t)' a This function has the following three properties. E.2.7 i) H e C1 (T x ir) . E.2.7 ii) tt- -Li L-ipich-itz-cont-Lnuoui w-lth fie.ipe.ct to w dX w-ith the. iame L-ipich-itz conitant a.i tt— -in E.2.2 ii). dX E.2.7 iii) T7- (x,x,w) > c(a) >0 wkene. c(a) -ii a conitant depending d W "~ iolely on a . E.2.7 i) and E.2.7 iii) can easily be proved by standard analytic methods from the parametric integral representation 1 1 E.2.8) H(x,t,C) = sin na J" -^-^ - K(X(x-t) +t,t,?)dX . n OX1 aA-X)a Differentiation of both sides of E.2.5) yields the integral equation (with H = |^ for short) X dX E.2.9) H(x,x,u(x)) + j H (x,t,u(t))dt = Daf(x) 0 X which is equivalent to equation E.2.5). If u is a continuous solution of E.2.5) we obtain E.2.9) by differentiation. Conversely if u is a continuous solution of E.2.9) we get by integration J H(x,t,u(t))dt - J1-af(x) = 0 , 0 1 -a using the continuity of H and the assumption J f@) = 0 . Now Dini's theorems on implicit functions yields the existence of a function ip with the following three properties E.2.10 i) ip£C1([0,a]xi), where I is the image of [0,a] x m under the function H(x,x,w). E.2.10 ii) For every x £ [0,a] and z £ I we have H(x,x,g) = z if and only if £ = ip(x,z).
93 E.2.10 iii) 0 < ip (x, z) < —-.—r- for every x £ [0,a] , z e I. We prove only E.2.10 iii). By E.2.10 ii) we have H(x,x,tp(x,z)) = and by differentiation we obtain Hw(x,x,ip(x,z) ) tpz(x,z) = 1 from which, using E.2.7 iii), we get E.2.10 iii). We see that equation E.2.9) is equivalent to x E.2.11) u(x) = (p(x,Daf(x) - J" H (x,t,u(t))dt) . 0 x and this equation can happily be solved by the method of successive approximations according to uQ(x) = 0 , x un(x) = tp(x,Daf(x)-J Hx(x,t,un_1 (t) )dt) for n E I . We show that this sequence of functions converges to a continuous function u solving E.2.11). For n> 1 we have x u ,.. (x) - u (x) I < —I—r If (H (x,t,u (t) )-H (x,t,u . (t) ) )dt| < n+1 n - c(a) ' x ' ' n x n-1 0 x < —A- I |u (t) - u , (t) |dt - c(a) i nv n-1 ' where M is the Lipschitz constant of H (x,t,w) which is the same as that of K . Therefore by recursion n E.2.12) |un+1(x) - un(x)l < jjL (^¾.) ||U1II Li (O, a) for every n> 0, and we recognize the convergence of the sequence (u ) to a continuous function u. The continuity properties of ip and H qualify u as a solution of the integral equation. To obtain uniqueness and the estimate E.2.4) we consider functions f1 and f5 satisfying E.2.3) and solutions u1 and u? of E.2.1) for f = f. and f = f„ respectively. Then |Ul(x) - u2(x)| < ^y {|Daf1(x) - Daf2(x)| x + M / |u.(t)-u,(t)Idt} , 0 ' therefore IV*)-u2(x)l ^ til Daf1-Daf2ll + Li \U r 3.)
94 x + M \ |u (t)-u,(t)Idt} . 0 ' By Gronwall's inequality (see Remark 5.2.1) we obtain the estimate Daf1-Daf0i| 1 2 L~@,a) which implies uniqueness and E.2.4). Remark 5.2.1: In the preceding proof we have applied the integral form of Gronwall' s lemma: Let u and v be cont-inuoui non-negative ftUnctloni on [0,a] and let c be a nan-negative neal nambei. Aaume ^on. 0<x<a, the -inequality x v(x) < c + \ u(t)v(t)dt . 0 Then we have the estimate x v(x) < c exp (/ u(t)dt) ^on. 0<x<a. 0 MX c(a) |u1(x) -u2(x) I c(a) For a proof of this Lemma see [Mi,1970].
Chapter 6: Relations between Abel Transform and other Integral Transforms In this chapter we study the relations between Abel and Fourier, Mellin, Hankel and Radon transforms. We cannot achieve completeness, but we indicate the most relevant and common relations. Sometimes, e.g. for the Fourier and Mellin transforms, we study in more detail the relations and we give also applications in the study of questions of existence, uniqueness and stability, we begin with some relevant relations in the set of Abel operators J (the fractional integral operators). 6.1, Relations of Abel Operators with Abel Operators From basic real analysis we know that for a given positive number c there is exactly one continuous and monotonic function ip : IR -» IR obeying F.1.1 i) ip(a + 6)= ip(a) - ¢F) , F. 1 . 1 ii) ¢A) = c . This function is called the exponent-Lai fcunct-Lon with base c. We write ip(a) = c because ip is the natural extension to real numbers as exponent of the power c with an integer n. Analogously, if A is a linear operator in a normed vector space X o one defines the powers A for natural numbers n recursively as A = I, A = AA , and is then confronted with the question: Is it possible to define a family of linear operators (A ) extending in a natural fash- 2 ^ ' a>o ion the powers: A ? In other words: Does there exist a family (Aa) of linear operators with the following three properties [on. all a,6 > 0, F. F. F. .1.2 .1.2 .1.2 i) ii) iii) „a+6 a 6 A = A A A1 = A , the map a -» the map a-> A -ii aontintiou.& In a benhe to be ipec-l^-led. tors A that satisfy these three p are called fractional powers of A with exponent a The operators A0 that satisfy these three properties (if they exist)
96 Evidently these considerations are still very different from a precise definition and, as we can imagine, a precise characterization of fractional powers of an operator is not as simple as the definition of the exponential function.The reader interested in this type of questions should see [Ba,1960]r [Fa,1983], [Yo,1965]. We briefly discuss the properties F.1.2 i) , F.1.2 ii) , F.1.2 iii) for the Abel operator J acting in spaces of functions defined in [0,a], especially in the space L [0,al. For more general and complete results see [Bo,1930], [Ge-Sh,1964], [McB,1979] , [Ro,1975], [Ta,1930]. Consider the operator J for an arbitrary positive number a. We formally define D by F.1.3) Dau := Dn Jn-au for a > 0, n - 1 < a<n, which is meaningful if Jn f has an n-th derivative, we use this definition in Theorem 6 .1 . ~l . Here n is a natural number. Clearly J = J, the ordinary integration operator. In the following theorem (see [Ta,1930]) essential properties of Ja in C [0,a] are established. Theorem 6.1.1: Van. u £ C [0,a] we have. F.1.4) lim Jau(x) = u(x) ^on all xe @,a] a-»0 + and F.1.5) J6 Jau = Ja + 6u ^on. all x? @,a]. Remark 6.1.1: The statement lim Jau@) = u@) a->0+ is true only if u@) = 0. If, e.g., u ■ 1 then Jau(x) = „ .1 ., xa -» 1 for all x > 0, but -»0 for x = 0 . r(a+1) Proof of the theorem: Fixing x>0 and integrating the expression x a-? x / t ^ \ u(x)dx dt 0 x-t by parts, we obtain Jau(x) = yj^j J" (x-t)a~1u(t)dt = pt-T {x°i u(t)dt + A-a) J" (ta-2 \ u(T)dT)dt} va' 0 0 x-t
97 and from lim V (a) = <*> we deduce a-»0 + xa x lim ^7777 J" u(t)dt = 0 . a_,0+ K ' 0 1 x Defining £ (t) = -r \ u(-r)dx for 0<t<x, X x-t £x@) = U(X), £x(t) = Ex(t)-U(x) , we see that \1 (t) | < 2 Hull for all t e [0rx] X C°[0,a] and that for every fixed positive r\ there exists a positive number 6 such that | £x(t) I < n for 0 < t < 6 . By splitting we find 1 —a ,- ,.a~2 r , ., . .. 1-a , . a Yj- J (t J u(T)di)dt = u(x)x 1 va' 0 x-t rA+a) 'A+a) 6 x 1-a r .a-1 - ... ,. 1-a f - ... .a-1 ,. + r-j—x J t £ (t)dt + vi—r J £ (t)t dt . r (a) JQ x r (a) ^ x We have lim -=-Ti r u(x)x = u(x) , and the above bounds for £„(t) a_0+ l A+a) x imply and llrfr J £ (t)ta 1dt| < Trj^-y 2|| u|| (xa-6a) -+0 for a - 0- i (a) 6 x l ( i+a) c°[Ora] ,1-a r .a-1 - ... ,., A-aN , _ Ir^y ; t £x(t)dt| < ^-^f— n-n f or a - o+ hence lim |J u(x)-u (x) I < n a-»0 + Since n is an arbitrary positive number we have proved F.1.4). To prove F.1.5) we recall the formula (see AB-ST [1970], p. 258, formula 6.2.2) ! a-1 ,a-i, _ r(a)r(B) 0( X) " r(a+fi) • We have
98 x t J6(jau)(X) = r(a)r(BT /((x-tN \ (t-TH-1 U(T)dT)dt = r(a)r(B) J [U(T) ^ (x-tN_1(t-T)a-1dt]dT } A-XN-1Xa-1dX o ^,1/¾ a + 8-1 , _.a + 6 . , = r(a)r (fi) J u(t)(x-t) dx = J u(x) , by substituting t = t+(x-t)A in the inner integral. Remark 6.1.2: An analog of Theorem 6.1.1 holds for u£L @,a), see[Ta,1930], but then the convergence expressed in F.1.4) can only be stated for almost every x e [0,a]. Furthermore the following continuity property holds: if u eL @,a) then a F.1.6) lim Jau = J ° u in L @,a) . a->a o This can be directly proved by application of convergence theorems for the integral. Therefore the Abel operator J satisfies the properties F.1.2 i) , F.1.2 ii), F.1.2 iii) required for being a fractional operator in L @,a). For completeness we report the following theorem. We recall that ex ex D is the inverse operator of J . Here we have a generalization of this property . Theorem 6.1.2: I <j u e L1 @,a) thin ir 1 -,< 1^0,8 T8-a c „ F.1.7) D J u = J u for B >a. The fractional operators ja and D have many other operational properties in common with the operators J and D (where n is a nonnegative integer). Let us cite,e.g., the fractional integration by parts, see [Lo-Yo,1938] the fractional derivative of a composite function [Os,1970] and the fractional derivative of a product of functions (Leibniz rule). [Os,197Q], [Ro,1975] and [McB,1979] contain many references. It is also important to know that it is possible to define fractional operators in spaces of generalized functions, [Ge-Sh , 1964] , [McB,1979], [Ro,1975], [Ex,1972] and their bibliographies. 6 . 2 . a BxjiaiT Account on Generalizations of Abel Operators In Chapter 1 and 2 when discussing physical applications we have met two different types of Abel integral equations. Whereas for determination
99 1/2 of potentials the operator used is J ' according to F.2.1) (J1/2u)(x) =^/ (x-t)-1/2 u(t)dt , \/tt 0 an operator occuring in seismology, stereology, spectroscopic measurements and in other fields is defined by R k //-->-,* f t u(t)dt , _ , F.2.2) u -» J '— , k = 0 or k = 1 V^x1 Still other operators of fractional type, operators similar to F.2.1), F.2.2), are used in other applications. We must resist the temptation to study in detail every possible generalization, but to a few of them, interesting for the purpose we have in mind, we should draw the reader's attention . Our Abel operators are often given different names in the literature. For example, the operator J is sometimes called RA.e.mann-LA.ou.VA.lle. (J-tac- t-ional ope.la.tol o <J olde.1 a, see [Bo,1969], [Li,1832], [McB,1979]. The operator K defined by F.2.3) (Kau) (x) =^1-/ (t-x)a~1 u(t)dt X is called We.yl ^ia.ctlona.1 ope.ia.toi o (J oldei a, see [Bo,1969], [We,1917]. Among the generalizations of these operators we mention the Erdelyi- Kober fractional operators and the generalized Erdelyi-Kober fractional operators, see [Er,1940], [Ko,1940], [McB,1979]. The Erdelyi-Kober operators are defined by F.2.4) J^a u = *J^ / (x-t)* t%(t)dt , ri oo F.2.5) K^ u = fj^- / (t-x)a n t n a u(t)dt , -n-a oo _ F.2.6) J u = ^y-t-t \ (t-x)a tnu(t)dt , J + K , a ,a u u = T(a) xn : r(a) , F.2.7) K^a u = T^T J" (x-t)a 1 t n a u(t)dt . A generalized Erdelyi-Kober operator, see [Er,1965] is defined by .-n-a . - x _1 F.2.8) J* u = 4 r7IXJ- J" (<J)(x)-$(t))a <j,'(t)<j>n(t)u(t)dt Operators J , K K , are defined analogously . n.ra,<J>,n.,a,<J>,n.ra,<J>
100 Evidently the Erdelyi-Kober operators generalize the operators J , K of Abel and Weyl type. In fact, J u=x' J(t'u);K u = x K (t ' u), and so on. The operators of Erdelyi-Kober type are interesting for their relations with integral transforms, in particular with those of Mellin and Hankel (see [Er,1940], [Ko,1940]). We observe that the operator F.2.2) for R = +oo and k = 1 is a generalized Erdelyi-Kober operator. In fact, 2 1 posing <j> (x) = x , a = -~, n = 0 in J a ' we identify the operator F.2.2) as -^ x(J~ ). The Erdelyi-Kober operators are fractional operators. They satisfy the relations F.1.2 i) , F.1.2 ii) , F.1.2 iii) with respect to the exponent a, see [McB,1979]. Many of their properties are similar or analogous to those of the simpler operators J (see [McB,1979]). 6.3 . Relations between Abel Operators and the Fourier Transform In this paragraph we study in a formal way the relations between Abel operators and the Fourier transform. For a general orientation on the properties of the Fourier transform see the books [Bra,1978], [Ru,1974], [Ru,1985], [Sn,1972], [Ti,1937], [Ka,1976]. Here we list the most important formulas for the reader's convenience. (a) Definition: We denote, the VouKleH tiani&oim o<j a ^anat-ion, defined on IR , bu v(C) = J" v(x)e lx^ dx (jet -«><£< + «> . Remark 6.3.1: There are several other definitions in use, but the corresponding properties and formulas are trivially related to each other. 1 A E.g. sometimes v is called the Fourier transform of v, sometimes A A A A v(-£) instead of v(£) or even vBn£) instead of v(?). The most important properties we shall use are A A A * w) = v ■ w wheie v*w meani convolution. A A A (b) (v * w) = v ■ w 2 2 (c) The Voun-ien. tia.nA&o>im li, a blject-lon o<j L (IR) onto L (IR) and II 0 II , = s/THw vll , l/(IR) L (IR)
101 (d) The. Vounlnn. -inveu-ion ^oimuta +00 v(x) = J- J" elx? vE)d5 At first we consider the Abel operator J_ defined by F.3.1) (J^u) (x) = jr^Iy / (x-t)a-1u(t)dt, 0<x<+». The corresponding Abel transform of a function u can be written as a convolution: F.3.2) (Jau) (x) = (xa*u) (x) where ( a-1 x c _ for x > 0 F.3.3) Xa(x) for x < 0 . ex ex To study the operator J_ and the related equation J_ u = f the Fourier transform is very useful because of its algebraizing power (a convolution is transformed into a multiplication). We obtain F.3.4) (J^uM?) = (xa*u) E) = (H)-0 uE) where, for definiteness, we agree upon (i?) = I SI exp(-ia £ sgn?)• The Fourier transform of J can illustrate some fundamental proper- —00 ties of the fractional operators J . In fact, we have 0A A F.3.5) (J-«>u) <?> = u(?> ' F.3.6) (jl u)(?) = (i?)~1 uE) = F(/ udt) , (here F is Fourier transform), F.3.7) (J^J^uJX?) = (i5)-(a + 6)u(?) = (Ja:3'Vu)(?) . Furthermore the equation J_ u = f can be easily solved by using the Fourier transform. By J u = f we obtain -a A A A5) uE) = fE) , hence A a F.3.8) uE) = A5)° fE) = (Daf)E)
102 where D"f(x) = ^ T-f ; HMdt , r<1-«) dx -i (x-t)a As an immediate consequence of formula F.3.8) we get an existence theorem. Theorem 6.3.1 : A ne.ce.66a.tiy and iu^-cc-cen-C condtt-Con fion. the exX.6t- 2 ence oft a 6otmt-ion u -in L (IR) oft the equation F.3.9) Ja u = f 16 that l?|a|f(?)l £L2(IR) an, equlvalently, that F.3.10) i<2-rr ;fi;a"-axdt<t- . -oo -oo Ix-tl F.3.11) II ull , = If I . l/(lR) a'1 a A 2 For the equivalence between 151 |f(?)l £L (IR) and If I 2 < + °° see [Ru,1985]. Theorerr. 6.3.1 implies that the problem of solving the Abel equa- 2 tion F.3.9) is ill-posed in L (IR) . To show that this is so , we 2 shall prove that in L (IR) the following statement is valid . For every f for which F.3.9) has a solution u there exists a sequence (f ) _ .„, and a sequence (u ) - ._T such that ^ nnsiN ^- n n £ IN J u =f,f-»f = j u, but u 4 u. In othel wo>id6: In spite of -oo n n n -oo ' n c II f -fII , being arbitrarily small for large n, this will not be IT(IR) the case for II u -ull „ . Our sequence (u ) ,. will even have n L (IR) niU the property II u -ull ~ -» oo for n -»oo . n ITCIR) Because J_ is a linear operator it suffices to verify this statement for f = 0, u = 0. Then for -1 1 -1/4 a 2 + n -x f = n ' x e for x > 0, = 0 for x < 0, n £ IN , the equation J u = f has a solution u £ L (IR) , and both f and u are in L (IR) . -oo n n n n n We have II f II , n = n 1/4 2 1/2 /rBa +h -+0 for n - <*> , L (IR )
103 I n - a t I5I a + 2 1 1 2 2 d. 1 + — n and via the Fourier transform 1 unE) = n-1/4 T(a +1 + 1) (i5)aA + i5) 2 11 un =i ~ 'V?>|2 d? 2: ^7T <r(a+^ + l)J j -oo I 5 I >1 - TH (r(a +I + n)J 2"a Vn-oo, hence II u II -» oo for n -» oo . n The practical sign±fjJcance of this situation is as follows. Even if we 2 have in L -norm arbitrarily small error in the data f, the error of the corresponding perturbed solution may be arbitrarily large (also in the 2 L -norm). Now we consider the equation with an a priori bound on the first derivative of the solution. More precisely we study the equation F.3.9) under the assumption that the solution u satisfies the a priori bound F.3.12) II u' II 2 < E L (-00,+00) where E is a positive number. 2 Theorem 6.3.2: Let f be a g-iven function, 0 £ L (IR) , and let u and u be the 60Zu.tA.on6 of equation F.3.9) w-ith data ne6pect-ively equal to f and f + a. I ft u and u 6at-i6&y the a pn.-ion.-i bound F.3.12) we have a 1 F.3.12') II u-u II , < BE) 1+a II all ,1+a l/(IR) L (IR) Proof: By F.3.8) and the Fourier inversion formula we have 1 r .. r. aA , <- - ix 5 u(x)-ua(x) = -± J" (U)aaE)elxs= d? Therefore, by Parseval's relation, +00 \ I (u-u ) 'I2 dx = J- \ |?|2A+a) |aE) I2 d5 2n +00 / lu-u r dx = J- / I5I IaE)I d? o 2tt — CD The Holder inequality now yields
104 01 1 r i i2 j f 1 r in2 A+a) , A,r, , 2,r\ 1+a I 1 r ,A,r,,2 ,r\ 1+a J lu-ual dx <!^jj J l?l laE) I d£) I jr J I a (?) I d? J hence a 1 lu-u^l 2 < BE) 1+a .. I, 1 +a a\ 2 , L (IR) L (-oo. +00) Remark 6.3.3: A stability result for equation J_ u = f analogous to F.3.121) can be found with an a priori bound on u weaker than F.3.12) In fact, assuming |ule < El where lulQ = [^- \ I5l29luE)l2 d0 1/2 9 V2n m we have 2^ ^ II u-u II , < BEl)a + 9 II all ,9 + a l (m) l (m) The proof is analogous to that of F.3.121). We now give an approach to the.' Abel equation F.3.13) (Jau)(x) .=-1./ (x-t)a-1u(t)dt = f(x) for x>0 K ' 0 by aid of the Fourier transform F.3.13) is equivalent to the problem (X *u)(x) = f(x), x e IR , supp f <= [0,+° F.3.14) ' supp U (= [0, +«>) . Here u and f are considered as functions defined on the whole real line, vanishing on (-=,0). The difference between F.3.14) and equation F.3.9) is the condition supp u (= [0,+0=) . It is just this condition that inspires us to use oneedS: the Paley-Wiener theorems for solving F.3.14) by the Fourier transform technique. For this theorems see below (and [Ru,1985], [Ta,1973], [Ka,1976]). We remark that F.3.13) is a simple example of a Wiener-Hopf equation, see [Wi-Ho,1931] and [Ta,1973] for many references -
105 2 We need the Hardy class H (for general theory see [Du,1970]). 2 2 plane {¢£¢: Im c, < 0} -Ci -in the clan H (IR-) l& theie exlhth a constant Definition: A function ¢(¢), holomoiphlc -in the lowei complex hal£- t U £C: C iuch that +°° 2 F.3.15) \ |$(£ + in) I d£ < C ^on eveiy n < 0. — oo 2 2 2 I<J $£H (IRJ we dt{,int ai tuace o<J $ *fie junction $_£ L (IR) inch (i) ¢.E) = lim ¢E + in) almost eveiywheie. n-»o~ +°° 2 (ii) .lim_ / I $E+ in) - $-E) I d? = 0 . n->o -c° Without proof we state the well-known Paley-Wiener theorem. 2 2 Theorem 6.3.3: (I) Suppose that $£H (IR- ) and define a faunct-ton 2 A f £L (-00,+00) ai, Invelie Tounlen. tuanb^oim o<j fE) = ¢-E) , wheie $—04 tfie tKa.ce. o<5 $ on .the -tea£ axxli. Then supp f<= [0,+00), 2 (II) Ifj f £L (-00,+00) and supp f<= [0,+00) then theie ex-ihth a unique function $£H (IR_) iuch that $_ = f . As an immediate application of this theorem we have Theorem 6.3.4: Equation F.3.14) hat, a unique solution In L2(IR) li and only l{> (ic)af(i;! £H2(IR2). Take the Sobolev space hS(-oo,+oo), s £ IR as the space of temperate distributions v (see [Ge-Sh,1964]) such that ■) + °° ? <5 * ? II vll ^ =/A+ 5 ) lvE) I d5 < H (-00,+00) -00 (k) s 1 Then for example 6 £H (-00,+00) for s < —j - k . 0 (k) k -lxo In fact, from 6 = (i5) e we conclude 0 Il6xk) II I = J" A +52)s 52k d5 <+» 0 H (-00,+00) -00 for s <- ^ - k . Theorem 6.3.5: Let f £ HS (--00,+00) , s £ IR , supp f <z [0,+00) . Then the unique solution u o<J F.3.14) In the ipace o<J tempeiate dlhtn.1- butloni li In the Sobolev ipace H (-00,+00) and
106 F.3.17) II u|| < || f || H IK) HS(IR) To prove this theorem we use a generalization of the Paley-Wiener theorem (see [Ta,1973; Th. 1.3.3, Le. 1.3.4]), namely Lemma 6.3.1: Let f SHs(-»,+»|, seJR.Tke.yi the two pKppobltlont, [I] and {-i-i} ale equivalent. (i) supp f <= [0, +«>) . (ii) Theie exliti a unique function ¢(£) with x.he following ^aun. piopei- t-iei (a) ?-»A +ic)s ¢(¢) -ii « H2(m?) , A (b.p f(?) Ii, the tiace o<j ¢(¢) , +°° ? d a -> (b2) \ A + 5 ) If (?) I d£ < + » , (b3) lim_ J" A + 5 ) 10E + in)-f E) r d5 = o . r]->o -oo Remark: By IR- we denote the lower half-plane {?l Im ? <0}, and generally ? = 5 + in with 5 £ IR , n € IR . proof of theorem 6.3.5: By Fourier transformation we see that the equation Ja u = f is equivalent to (i£)" a uE) = tE). Thus we obtain A n A c uniqueness and uE) = (i?) fE). Now f £H (-00,+00) and supp f a [0,00) . Hence f(£) satisfies (ii). Furthermore we observe that (a) is equivalent to the statement "The function <j>E) of which f(£) is the trace is holo- morphic in the lower half-plane {Im 5 <0} and +r°° 2 2 s A 2 F.3.18) / A+?+n)lf(S)ld?<C for n <0." —00 In F.3.18) we have written f(?) instead of ¢E), and we shall, for simplicity , do so on other occasions. Remember, furthermore, C = 5 + in . s-a A 2 2 We see that the function C-» A +i?) u(C) is in H (IR_) . In fact, A A u(?) can be holomorphically extended as u(C) to the lower half-plane. For every ri < 0 we then have F.3.19) \ (i+s2+n2)s-alu(?)|2d5 < \ d+c2+n2)If (?) I2 d5 < c .
107 Hence (a) of Lemma 6.3.1 is satisfied if we pose s-a instead of s, u instead of f and <j>. The properties (b..) and (b.,) are immediately seen as valid. To show (b_) we prove +00 F.3.20) lim J" A+5K-° I (i?)a f E)-A5)° fE) I2 d? = 0 r)->0- -00 as follows. First we estimate T d+52)s"ai(i?)a r(?)-(i?)a f(ai2 aeN V2 / +00 < (/ d+52+n2)slf (c)-f E) I2 de) 1/2 / A+5 )S~al (i?)a -(i5)a| lfE)!2 d?> 1/2 Then for n£ (-1,0) we observe that +r°° 22sA A 2 T°° 2sA A 2 \ d+r+n ) if <?)-f E) r < 2 / (i+rrif(c)-fE)i d? . —00 —00 From this (since f EH (-00,+00) and supp f c [0,+00) imply (b..) with $(C) = f(?) ) follows T 2 2 s A A 2 lim / A+5 +n ) If(?)-fE)I d? = 0 . n->0_-oo Finally, by applying the dominated convergence theorem to the integral +00 J" A+?2)S-a |(i?)a_ (i?)a||f(?)|2 d? , we obtain F.3.20). ~oo Conclusion: u satisfies (ii) of Lemma 6.3.1, therefore u£Hs-a(IR) , supp u c [0,+00) and, see F.3.19), Hull s_a < II fH s H (IR) H (m) 6.4. Relations between the Abel Operator and the Mellin Transform To study the relations between the Abel operator and the Mellin transform we use the Abel transform as modified by Erdelyi-Kober (see § 6.2) -a x , F.4.1) (J+0@u) (x) = fjS) / (x-t)a u(t)dt, x>o .
108 This relation can be also written in "multiplicative convolution" form; +00 F.4.2) 0 where (J0,au)(x) - I Ga(!)u(t)£F =: Ga8 u F.4.3) GaE) = ' r(aMaE-D1 a for ? > 1 for ? < 1 . The Mellin transform ( M v) (s) of a function v, defined on [0,+=°) is given by s-1 F.4.4) ( M v) (s) = J v(x)x& dx , s 6C , 0 see [Bra,1978], [Ti,1937], [Sn,1972], wherever this integral converges. For abbreviation we often write v*(s) instead of ( Mv)(s). For the reader's convenience we list the most important formulas of Mellin theory. For operating with the Mellin transform we need a strip a. < Re s < a? viiere ( M v) (s) is a holomorphic function of s. If, e.g., v is continuous in [0,=) and v(x) = oA/x) for x->» we can take the strip 0 <Re s<1. This condition can, of course, be considerably relaxed. In the sequel we shall at several places tacitly use the Mellin inversion formula (see [Sn,1972], [Ti,1937].) c + i«> _ . +0° _ , .., (a) v(x) = --U f v*(s)x s ds = 4~ \ v*(c+it)x lc+lt'dt C—loo —00 where the real number cE @.,0.,). We shall take c = 1/2 shall use (b) M(/ u(£)v(tJi;s) = (Mu)(s) (Mv)(s) , 0 ^ Likewise we (c) M( xv'(x) -s( Mv)(s) ? 1 +°° 1 ? (d) / I v (x) T dx = y- / I v* (y + it) r dt . 2n We may call property (d) the Parseval equality. We obtain (J* u)*(s) = G*(s)u*(s) . u , ex ex Now by using the beta function we have _ rA-s) GS(S> r (a + 1-s)
109 therefore F.4.5) (J0,au> (s) = rd-s) r (a+1-s) u*(s) Using this formula and the properties of the r-function we find suffi- 2 cient and necessary conditions for solvability in L @,+=°) of the equation F.4.6) J^a u = f . Theorem 6.4.1 ([Ko,1940]) :A neczAiaAy and Au£&i.cU.ent condition fcoK the 2 2 equation F.4.6) to have, a iolwtlon u£L @,+«) am that w£L (JO, uhexe F.4.7) w(t) = A+|t|)a( Mf) (± + it) Now Proof: Let u£L @,+=°) solve F.4.6). By F.4.5) we have u*(s) = Ii«llls-)f*(s) U lS' TA-s) r ls' • +°° ? +°° , J u^(x)dx = 2¼ J luMj+it)! dt , hence by F.4.5 F.4.8) 2 1 \ u (x)dx = -=^ \ 0 2n r(a+^- it) 2 r(^ - it) I ( Mf) (i + it) |2 dt To proceed further in our proof we need a lemma. Lemma 6.4.1: Thete ex-Lit two poiAlt-Lve. conhtanth c. = c. (a) and c~ = c?(a) iixah that F.4.9) c1 A + |t|)u < r(a +j - it) r(^- it) < c2d + iti; Proof of the lemma: We recall that for every positive number a and real number t n i j- i 1 (i) lim | r(a+it)Ie |t| |t|-w> \/2ti (see [Ab-St,1970; p. 257, for. 6.1 . 45]), (ii) |T(a+it)I < T(a) (see [Ab-St,1970, p. 256, for.6.1.26]).
110 Furthermore we have: 2 2 (iii) I r (a + it) I > I r (a) I exp {- -^- (-L +-IL.) } . a To see that (iii) is valid vve use formula 6.1.25 p.256 of [Ab-St, 1970] 2 I T (a + it) I ' IT(a) I' n L n=0 i+JL (a+n)' and we obtain log I log A+- IT(a + it) I _ I :: (a) \2 n=0 (a+n)' y t2 . +2,1 y 1 , n=o (a+n) a n=1 n J. . 1 TT -t (— +T- a hence (iii). The inequality F.4.9) is a consequence of (i), (ii) , (iii) We now continue the proof of the Theorem 6.4.1 . By F.4.9) and F.4.8),we get / |w(ti T dt < =j- \ u^(x)dx < +oc , -oo C 0 2 hence w £ L (IR) . 2 Conversely let w£L (IR) where w is given by F.4.7). Take F.4.10) . +°° r (a + ^ - it) U(x) = i ; 2 r(^-it) f* (-j + it)x — -~-it dt and from and r (a +-1-it) u* A + it) = — - f * {± + it) r(^ - it) / u^(xldx = ± / 0 2n r (a +-1- it) 2 f-i f*(l + it r(^-it) dt 2n / |w(t) T dt < conclude that u£L @,+oo)
111 From F.4.10) and F.4.5) we deduce (J0,a u-f)*(-J+it) - 0 . Now u e L @,+=) and f £L @,+=) imply J* u-f € L @,+=) and the inverts , ex sion theorem J u = f, i.e. F.4.6). The proof is completed. The Mellin transform can be used for obtaining a stability estimate for the equation F.4.6) under the assumption of an a priori bound F.4.11) || xu" II 2 <E and lim u (x) = 0 L @,+=) x->+= where E' is a positive number. Theorem 6.4.2; I iatli^lei the e&t-lmate 2 Theorem 6.4.2; I j$ f £ L @,+=) the iolutlon u o j$ the equation F.4.6) a 1 F.4.12) Hull 2 < C(a) llxu'll 1+a ||f||l+a L @,+=) L @,+=) L @,+=) wheie C(a) It, a constant depending only on a. The estimate F.4.12) gives a measure of the stability of the equation F.4.6) when the solution u satisfies the a priori bound F.4.11). In fact,if u.,u2 are the solutions of F.4.6) corresponding to data f. and f2 and satisfying the a priori bound F.4.11) we have a 1 llu1-u2ll < C(a)BEI+a II f1-f2ll 1+a L2@,+=) L2@,+=) Furthermore we have the following stability estimate for Abel's equation F.4.13) Jau = f . Corollary 6.4.1; If, the solution u oj$ F.4.13) bat-Lbi-ieb the a pi-ioi-L bound II xu' II < E 1/@,+=) we have a 1 += F.4.14) II u|| - < C(a)E1+a(/ Ix a f(x) |2dxJA+a) L @,+=) 0
112 Proof of Theorem 6.4.2: Since F.4.15) (J* u)*(s) = FA S) u*(s) U,a r(a + 1-s) and F.4.6) imply F.4.16) u*(s) = Ha + l-s) f*(s) rd-s) we have ■) 1 + F.4.17) J u (x)dx = y- J 2n r (a +-J - it) T(\- it) f*(-l + it) I2 dt . Furthermore (xu') *(s) = -su*(s) , hence F.4.18) J (xu'J dx = 2^ J (t+j] o -°° T (a+-~ - it) T(\- it) If* (-^ + it) I2 dt . Now by Lemma 6.4.1 we have F.4.19) c1 (a) A + Itl)" < r(a +-J - it) r(l- it) By F.4.17) and Holder's inequality we obtain < c2(a)A + Itl J u (x)dx < ^2n J (.1 + Itl) ^ I (M f) (^ + it) r dt 0 —oo + 00 < c2(aMlL ; A + |t|J(a + 1)lMf4 + it)i2 dt)a + 1.H with h = (J- ; i <m f) <i + it) i2 dt 1 +a l2n hence by the left-hand inequality of F.4.19) A + itiJ(a+1' < -j r (a +^-- it) .2 9 1 -r-^r:—I (t +t' c^(a) ' T(^- it) and, recalling F.4.18), j u2(x)dx < C2(a) (J (xu'JdxI+a (J f2dxI+a 0 0 0
113 a where C2(a) =0^ (a) (-^ ) 1+a e1 (a) 6•5. Some Relations between Abel Operators and Hankel Transforms We now study the relations between Abel tnayn faonmi oj$ one oj$ the fallowing typu: x F.5.1 i) Au(x, =_L j tu(t)dt ^ x>0 f F.5.1 ii) A2u(x) = 4: 7 fc U(t)dt , x>0 , ^n x /t2-x2 and the Hankel tnanifaonm oj$ olden, zeno. The function u is here assumed as continuous. For more general definitions and properties,we refer the reader to [Sn,1972], [Ti,1937], [Bra,1978]. The Hankel transform of order zero, H , is defined by F.5.2) HQu(x) = J 5 u!£)J0Ex) d?, x>0 , where J denotes the Bessel function of first kind and order zero o (see [Co-Hi,1953, Ch. VII] and [Wa,1944]). We begin by recalling the following formulas (see [Sn,19 72; p. 518]) F.5.3 i) J aOS ^ dt = 1 ti J (x?) , x >0, ? >0 , 0 JF~^ t +oo F.5.3 ii) J Sln gt dt = -1 t J (x5), x > 0, ? > 0 , X t J (t5) ., F.5.3 iii) / — dt=-sinx£,x>0, ? > 0 , 0 v^U1 =° t J(t?) F.5.3 iv) J — dt = - cos xt , x > 0, ? > 0 . We also need the definition of the VounZen h-ine and coilne tn.aniion.mi. +°° A F.5.4 i) F (u) = / u(t)sint£ dt = -2i u_(£) , 0 T A F.5.4 ii) F (u) = / u(t)cost£ dt = 2 u (?) C 0 where u is the odd extension of u:
114 u (x) = < u (x) x > 0 -u(-x) x < 0 and u is the even extension of u rU (x) X > 0 u+(x) = Lu(-x) x < 0 . The operators F , F , A,, A~ and H are connected as follows, r s c 1 2 o F.5.5 i) F^ = f Ho , F.5.5 ii) FcA2 = f Ho . To see that F.5.5 i) holds observe that by F.5.3 ii) +=° , t (F A.u) (x) = J A.u(t)sin t x dt = / — J gu(g)dg sin tx dt 0 ' 0 Vn 0 /t2_r2 L J {?u(?) J sintxdt^ dc = Vj- ; ?u(?)Jo(x?)d? ^n 0 ? v^ " ° = ^r (HQu) (x) , x >0 . Analogously F.5.5 ii) can be shown to be true. Many other relations between Hankel, Fourier and Abel transform can be found by direct use of formulas F,5.5 i), F.5,5 ii)and the properties of Hankel, Fourier and Abel transforms, we do not present a comprehensive list of all possible relations. The interested reader is advised to find many other relations by looking into large integral tables, e.g.,-, those of [Gr-Ry, 1980 ] , [Ab-St ,1972] . From the well-known relations (see[Sn,19 72]) and the four formulas F.5.3) Fs = 1 Id ' Fc - 1 Id ' Ho - Id we find:
115 F.5.6 i) Fg HQ = \/n A1 F.5.6 ii) F HQ = |/n A2 F.5.6 iii) HQ Fg A = ^- Id, F.5.6 iv) H F A0 = ^- Id . o c 2 2 As a simple exercise the reader should prove F.5.6 i) and F.5.6ii) by using F.5.3 iii) and F.5.3 iv) . 6.6. Some Relations between the Plane Radon Transform and the Abel Transform In this paragraph we briefly discuss a few formal relations between the plane Radon transform and the Abel transform. We explain some ideas of two papers of Cormack A963,1964) (see also the paper of Cormack in [I.E.E.E. 1982, pp. 35-42]). First we recall the definition of the Radon transform of a function of two real variables. We refer the interested reader to the literature, in particular,to [He,1980] and [Lu,1966] for a theoretical treatment of the subject and [I.E.E.E. Proc. 1982], [Lo-Na,1983], [Na,1986] for the mathematical and numerical problems related to the inversion of the Radon transform. 2 Let f be a function defined in the plane IR . Take L „ as the ^ p,0 2 straight line {(x,y) £ IR : x cos 0+y sin 0=p} where 0£[O,2n), p is a positive number (see Fig. 6.6.1) . The Radon tiani&olm of f is defined by F.6.1) (R f)(P/Q) = J f(x,y)ds L0,p where ds is the element of length. Let the support of f be contained in the unit circle D = {(x,y): x2 + y2 < 1 }. If we interpret (p,9) as polar coordinates in a plane, then it is obvious that also the support of R£ is contained in the unit circle.
116 > x Fig. 6.6.1 Writing f(r,ip) instead of f(r cos ic, r sin ip) we have the Fourier expansion F.6.2) f(r,u>) X f (r)eimp , 0 < r < 1, 0 < id < 2tt , n=-°° with F.6.3) fn(r) = jy / f (r,<p)e imf> dtp . Observe that the equality F.6.2) holds in the sense of uniform convergence if f is continuous and F.6.4) id f I u 3tP ' This can be proved by a simple modification of the proof of uniform convergence of Fourier series (see [Ka, 1976; Ch.I,Tl]). Now, to calculate the integral / f(x,y) ds in the polar coordinate Lp,0 system (r,tp), use (see fig. 6.6.2)
11 7 > X Fig. 6.6.2
118 = v^1 (i) s = \/r -p r dr (ii) ds ri 2 Vr -p (iii) ^ = cos{0-tp) and conclude J f(x,y)ds = J f(r,tp) r dr + J f(r,tp) r dr LP0 MP1 JrW P2M J*W By the Fourier expansion of f and the relation (iii) we have +=° 1 , • p. F.6.5) J f ds = 2 X J f (r)cosln(ip-0)) Q e nu L „ -oo p /~2 2 p0 r Vr -p Now the definition of Chebyshev polynomials of first kind ([Gr-Ry,1980; p.1032]) implies that the integrals at the: right hand side are equal to 1 T (£)r dr F.6.6) J f ( n r P ir 2 2 With g(p,0) = Rf(p,0) we obtain by F.6.5) and F.6.6) the equations 1 t <R\ r F.6.7) g (p) = 2 f f (r) nlr' r , .^ yn r J n dr , n££ , p n-^i vr -p for g (p) = J g(p,0)e in°d0 . 0 We observe that F.6.7) is an Abel equation different from the usual form studied in this book. But also in this case it is possible to find an explicit expression for the solution. In fact, if we multiply equation F.6.7) by T (p/z)(z/p) and integrate from p = z, to p = 1, HZ 2 vp -z interchanging the order of integration on the right hand side, we obtain 1 z T (p/z)g (p) 1 r r z T (p/z)T (p/r) F.6.8) J n n dp = 2 J f (r)dr J —5— —2— dp . z /1 2 z n z /1 2 /~2 2 p vp -z p vr -p VP -z
119 Now (see Lemma 6.6.1 below) r Tn(p/z)Tn(p/r ) 2 r z / ———-————- dp = n , z /~2 2 ri 2~ pyx -p vp -z therefore 1 r g (p)T (p/r) F.6.9) f (r) =-1 #- f 2 2 dp . n ti dr J /-^ =- ^ r / 2 2 P VP -r p Lemma 6.6.1: For nonnegative integers n we have r T (p/z)T (p/r) F.6.10) rz \ —n dp = ^ . z /~2 2 ^1 2 pyr -p vp -z Proof: In the integral which we denote by I we substitute cos <j> = p/r and note 0<<)><tt/2. Because p/z > 1 there exists a value 0>O with cosh 0 = p/z. we have cosh 0 = (r/z) cos <j) . In the calculation of I we write, to simplify the notations, 0,()),p as independent variables. Recalling T (cos x) = cos nx and cos (ix) = cosh x we see, by analytic continuation, that T (cosh 0) = cosh n© . Therefore and F.6.11) I n dp_ P C cosh n0 cos n<j) z sinh n0 sin n<j) _sin <j) ,, _ sinh 0 cos <j) * cosh 0 .d£ P d0 Now r t t f cosh (n + 1H-cos(n + 1) ()) -cosh (n-1) 0-cos (n-1) $ dp z sinh 0 • sin()) The trigonometric and hyperbolic addition formulas yield cosh(n + 1H-cos(n + 1) § - cosh(n-1H-cos(n-1) § = 2 (-cosh n0 •• cosh0 • sin n<j) sin <$> + sinh n0 sinh 0 • cos n ()) cos ()) ) Therefore  A i-1 _i) = / /'sinh n 0 cos n <p cos $_ cosh n 0 cosh 0 sin n (f\ dp n+l n ' z V sTn~$ sinh 0 ^ p
120 Now sinh n0 cos ni> cos cosh n0 cosh 0 sin n $ \ dp sinh 0 / P (sinh n0 cos n<j) d0 + cosh n0 sin n<J) d<J) d (sinh n0 sin nd)) . Finally •2<In+1 - In_1) = sinh n0 sin nd p = z, 0 = 0 p = r, That is F.6.12) 1,,=1 , for every n > n+1 n-1 J
121 Now we calculate I and I. . With the help of formulas 3.198 and 3.191-3 o 1 r of [Gr-Ry,1980] we obtain I r c zr dp J z / 2 2 / 2 2 p yr -p Vp -z - -j J 0 rz dt tt O _ ,-^--^ r^-^ , 2 2 2 [z +t(r -z ) ]\/1-t \/t r f z P dp / 2 2/2 2 \/r -p VP -z 1 ] dt 2 0 \/t VT=T tt 2 Hence *1 I = -=r for every n n 2 -1 We observe by F.6.7) that the inversion of the Radon transform is an ill-posed problem. In fact if f and g are radial symmetric functions, then the inversion of the Radon transform is reduced to an Abel equation g(p) - 2 } JdlLL. dr and, as we shall treat in detail in Chapter 8, the Abel operator,, when acting from L to L , does not possess a continuous inverse. Here we do not study the problem of stably inverting the Radon transform. We only observe that by Fourier expansion F.6.2) and by the infinite sequence of Abel equations F.6.7) it is "in principle" possible to find some stability results for the equation Rf = g, assuming an appropriate a priori bound on one of the derivatives of f. These results could be obtained by arguments similar to those used in Chapter 8. However, this method doesn't seem very convenient (see also [Lo-Na,1983; VII-C]) and more general techniques can give optimal results (see [Lo-Na,1983;th.6.2]). Appendix 6-A. Generalized Abel Equations: Survey of Literature We briefly consider here a few aspects of generalized Abel equations introduced in Appendix 3.A. In essence we give a brief survey of published results with comments.To the readers interested in studying in depth the arguments we recommend [Ca,1922], [Ga,1966], [Me,1978], [Sa,1960] , [Wa,1979] the papers of Peters A969), Samko (several publications), the book of Meister A983) and the dissertation of Penzel A986). Remember the form (see C.A.1)) F.A.1) Mu(x) = ♦(x)(j"u)(x) + i|i(x)(k"u)(x) = f(x), a<x<b , of the ci JD —
122 0(, Ot 01 generalized Abel equation. Where K, = (J ) (the adjoint of J with b b a a respect to the scalar product (u,v) = J uvdx) and a £ @,1) . a The function <)>,i|j and f are known, the function u is unknown. Furthermore l<J>(x) I + |t|j(x) I > 0 for all x £ [a,b]. Sakalyuk in [Sa, 1960] assumed that the functions <)> and i)j , in F.A.1) are H61der-continuous and that with a positive e and a function f* that is ,together with its derivative ?', Hc-lder-contimious, the function f has the form F.A.2) f(x) = [ (x - a) (b - x)]£ f(x), a < x < b. He looked for solutions of the form F.A.3) u(x) = ^^ [(x-a) (b-x)] a a where a > 0 and u is Holder-continuous. If u is of this form,the function F.A.4) *(z) = [(z -a) (b-z)]"a/2 J u(t>dt z£C, a . . , 1-a (t-z) with the powers suitably defined, is analytic in C--[a,b], and the functions $(x + i0) = lim $ (x + iy) , are locally H61der-continuous on [a,b], y->0+ Now the integrals F.A.5) ^ u(t)dt b u(t)dt a (x-t) x (t-x) can be written interims of 4>(x+i0) and $(x-iO). Hence it is possible to reduce F.A.1) to the equivalent equation F.A.6) $(x + iO) = A(x) $ (x - iO) + B(x) , where A and B are known functions depending on $ ,i> and f. F.A.6) is a boundary value problem of Hilbert-Riemann type . ([Ga,1966]) . Other authors, for example Samko A967 - 1969) and Peters A968, 1969), investigated the equations F.A.1) in a different way, namely by using integral formulas of the type (see [Sa,1, 1967]) F. A. 7) Kab u = cos(aTT) Jau + i sin (cm) (b - x)a Sab[ (b - xfa Jau] , where (the integral being taken as Cauchy principal value) F.A.8) S .u(x) =4- J V(t)?f • abv/ TTi'x-t) a Using the transformation F.A.7)they reduce the equation F.A.1) to a
123 singular Cauchy-type integral equation of second kind, in the unknown J u . In a similar way it is possible to study the equations: b F.A.9) Mu(x) + J T(x,t)u(t)dt = f(x) , (a < x < b), a b M*u(x) + J T(x,t)u(t)dt = f(x) , (a < x < b), a where M is defined by F.A.1), M* is the adjoint of M, and T has a singularity of order strictly less than 1 -a (see [Sa.2, 1967], [Sa, 1968]). In [Sa, 1969] Samko studies the equation F.A.1) with a = -co, b = +«>. He further finds some interesting relations between the equation F.A.1) with a = -oo, b =+o= and other integral equations of convolution type. Concerning systems of generalized Abel equations, we quote the works of Lowengrub-Walton, 1979 and Walton, 1979 • they consider systemsof the form: F.A.10) fr (X) 1U(t6)dt6 + ^(x) J ^t = f (x), (a<x<b), a (x - t ) x (x - t ) F.A.10i) 4, (x) J Hiil^t + „, (x) h{l)dts = f2(x), (a < x < b), a (x - t ) x (x - t ) where 0 < a < 1, 5 > 1 , <j) , <j> , tjj , tjj , f , f., are known functions with properties similar to those of the known function of equations F.A.1), u and v are the unknown functions. Appendix 6.B. A Modified Abel Transform In this appendix we study, in more detail , the modified Abe.1 tK&nb- ^o Km F.B.1) I1/2u(x) := (J+n 1 u) (x) = —J U(t)dt 0 < x < +°° , U'2 /ir o /x(x - t) and the related equation F.B.2) I1/2u(x) = f(x). By formulas F.4.1) and F.4.2) we see that F.B.3) I1/2u = G1/2 « u where © is the multiplicative convolution and 1 F.B.4) Gi/2(?) =^ VttU?-1) for 5> 1 0 for 5 < 1
124 We have, see F.4.5), F.B.5) (M I1/2u)(s) TA-s) r(f-s) Mu(s) 1/2 2 2 Theorem 6.B. 1 : I ' : L @,+«>) -»L @,+«>) i.4 cont-Lnuoui and F.B.6) II I1/2H2 = V'n 2 Proof: For any function u £ L (IR) , we have F.B.7) II I1/2ull^ = 4- i tghjLLl ( Mu) (i+ it) I2 dt . In fact, by Parseval's equality (see(d) ,Chap.6.4) and F.B.5), we have, with || || = || || IT(IR) 1/2, ,,2 _ 1 II I " ull 2tt I 1/2 1 I 2 J ( M I 'u) D- + it) dt +- r (,-it) ,2 4- f — M u D + it) dt . 2n r(i - it) Now (see [Ab-St,1970; formulas 6.1.23, 6.1.29, 6.1.31]) H-j- it) r(i - it) T(-l - it)T(-l + it) r d-it)r(i+it) tgh n t t Hence F .B.7) . From d tcjh_z_ _ _ 2( h z) 2 J sinh t dz z • o we deduce that tgh z/z is increasing in (-=,0) and decreasing in @,+ hence assumes its maximum 1 at z = 0. By (C.B.7) and property (d) of the Mellin transform we have hence m -rV2 I, 2 1 .tgh tt t, ( II I u 11 2 < j max ( * t—) J IR n -<* II I1/2ull2 < ^tTII ull2 . (M u) (-J+ it) dt = nil In this estimate v'tt cannot be replaced by a smaller constant. To this consider the sequence (u ) defined by
125 ,,-1/2 un(x) = -JUmi sin A in x) , n e M , v'x In x and calculate V'2 - 1 ' II I1/2u ||2 = n ^11 t2hn_t_ dt ^ „ . ^ 0 2 Lemma 6 .B. 1 : I <j lim u(x) = 0 and xu' £L @,+=) we fiave x->+=° F.B.8) llxu'll2, =4-/ (t2+i) | ( Mu) A + it) I2 dt l/@, + =°) ZTT -co ' z ' 2 — Proof: Since xu' EL @,+=°) we have lim v'x u(x) = 0 ; furthermore x->0 from u (x) -» 0 as x -»<=/ I u' (t) I = — |tu'(t)l and the Schwar z inequality we have . _ +=° +=° ., 9 7 V'xlu(x) I < v'x / |u'(t)|dt < (/ t u' (t)dt) ->0 for x -> + =° . Hence lim Vxlu(x)I = 0 and x->+=° F.B.9) M(xu')(s) = -s Mu(s) if Re s = j . F.B.8) follows from Parseval's equality and F.B.9). 2 Lemma 6.B.2: I & xu' £ L @,+=°) and lim u(x) = 0 then x->+=° F.B.10) || uli < 2 II xu' II 2 L @,+=°) L @,+=°) tht constant 2 -In the -Inequality F.B.10) be-Lng beit-poa-Lble. Proof: Integrating by parts, using v'x u(x) ~> 0 for x -»0 and for x->=°, and applying the Schwarz inequality, we obtain 1 1 +=° ., +=° +=° ., -j +=° -, -x F.B.11) / u (x)dx =-2/ xu'udx < 2(/ (xu') dx) (/ u^dx) 0 0 0 0 hence F.B.10). In order to see that here 2 is the best-possible constant let
126 u (x) n 1 v'nx In x sin (— In x ) for n£ B, Each function u satisfies the hypotheses of Lemma 6.B.1, furthermore (M un) (-2 + it) =« 1 for |t| < 0 for |t| > - v - n Hence F.B.12) +°° o +oo _ 2 +oo ? J u^dx = J- J I ( M u ) (-^ + it) I ^dt = -^2— J (xu; ) ^dx 0 -oo 3n +4 0 F.B.11) and F.B.12) imply sup - 2 1 (J u dx)z J2 +~ 2 1 (/ (xu'rdxr 2 . Theorem 6.B.2; Let u be -Cfce 4o£u-C-coia of the equation F.B.2) and let £ be a function iuch that u(x) -» 0 as x-»°°. Then the e&tlmate F.B.13) llull2 < (l+AI/6 || fii^3 ||xu'll21/3 holdi,. Proof: The function F.B.14) (X) = X(l--jJ tgh(n(l-lJ) , 0< X <4, is increasing and convex on @,4). By Jensen's inequality [Ru,1974] J_ J I ( Mu) (^-+ it) r dt 2n -«> we obtain II xu' II2 1 ? 1 I 1 I ^ 2^ / (t +^) | ( Mu) (^+ it) | dt iW $( 2 1} (t +V ( Mu) (^ + it) p dt -oo t + 2 Hu II? H£ll2 2n ; <t2+l) (Mu)(-i + it> dt llxu' Il2 llxu' ll2
127 Therefore F.B.15) Hull 2 < llxu' III * 1 f\\ fii: Vll xu' II2 ( 1 1 Putting y = tt i y - -j\2 , we get the following chain of inequalities. i(X) =iAtghu = TTAf1 _2 e"K + 1 ttX 2ttX 3/2 U + 1 ir/T^X + 2/ X Now, the identity max (/4 - X tt + 2/X) = 2 /4 + tt implies [0,4] 1 ()) (X) > TT (TT2 + 4J X3/2 therefore F.B.16) for 0 < X < 4, 1/3 a-1 , i f 4 ... 1V'"" 2/3 * (U - V —2 ' From F.B.15), F.B.16) we conclude llull2< TT + 1 1/« llfll2/3 11 xia' 11 2 / 3 ■ Remark 6.B.1 : The estimate F.B.15) cannot be improved. To see this we show that F.B.17) sup | Null2, : 11 xu" II2 = 1, II I1/2 ull2 < e } = <|> 1 (e) if 0 < e < 4tt (we put this bound one since, by Lemma 6.B.1 2 2 Hull 2 < 4tt llxu' II 2 , and 4¾ = f D) = max{()) (X ) |0 < X < 4}) . If llxu'll2 = 1 and II I1 /2 u II 2 < e then F.B.18) II u II2 < <)> 1 (e) Furthermore, let where X = F.B.19 i) un(x) (e) = ( y2n ,n+Xy 1 o ■ 2 + , 3 2tti n 3n 1 2 J 1, . -s x ds Y+iy 2 1 1.2 We get II unll2 - $ 1 (e) , F.B.19 ii) II xu' II, = 1, n <i F.B.19 iii) II Iu II2 < e . n 2. -
128 To see F.B.19 iii) consider II lV2u II? = f 1— ) n /+n SLEt dt nA + ,„2 < — tgh ny = $ (A) = t The equality F.B.17) follows by F.B.19 i), F.B.19 ii) and F.B.19 iii)
Chapter 7: Nonlinear Abel Integral Equations of Second Kind 7.1. Introductory Remarks A survey will be given of the evolution during the last 35 years of the analysis, applications and numerical methods in the field of izcond k-ind nonlZne.a.1 Abe.l-type. -lnte.gtia.1 tquatloni. Nonlinear Abel integral equations of first kind have been treated in 5.2 with regard to existence and uniqueness of solutions. The main analytical tool for second kind Abel equations is, quite naturally, the Picard iteration procedure (or a corresponding fixed point principle, either of Banach or of Edelstein type. .To develop the basic ideas in the simplest setting we first treat, in 7.2, Unw/i Abel equations of second kind. In the literature one can roughly discern two directions of research on nonlinear Abel integral equations of second kind: (i) analy&^&-motivated LnvehtLgatLonh, (ii) applLcatLoni,-motivated Znvlitigation 6. For (i) see [Di,1958], [Re-St,1971], for (ii) see the pioneering papers of [Ma-Wp,1951], [Ro-Ma,1951], [Pa,1958], [Le,1960], [Ol-Ha,1976]. The applications-motivated investigations, however, are also highly analytically minded in the way they are carried out. They are mainly motivated by bounda/iy dlHuilon-radiation psioblemi. And (iii) there are many papers on Au.men.lcal me.th.odi, some of which are inspired by the works of Mann, Wolf and Roberts mentioned earlier.See [Gr,1982], [Gr,1985] and also [Ke,1982], [Li,1967], [Li,1985], [Mi,1971], [Mi-Fe, 1971 ] , [Ri,1982], [Ha-Lu-Sc,1986], [Ha-Lu, 1980] , several papers of Lubich, 1983-1986, and the surveys [Bak,1982 ] and [Bru,1982]. These works also contain results of analytical interest. In some sense, a strict separation between analysis, applications and methods of computation is pointless. 7.2. Linear 'Vfcel Integral Equations of Second Kind We consider, in the space C[0,a] of real or complex functions, continuous in the compact interval [0,a] @<a<«>), integral equations of the form
130 , x , G.2.1) u(x) = g(x) + jj-y J (x-t)a u(t)dt, 0<x<a , ( ' 0 and ask for ex-L&tence and ixnA.que.ne.ii of a solution u£C[0,a]. Theorem 7.2.1: Awume 0.<a <■», A £ IR , g £ C[0,a] . Then the -Lntegial equation G.2.1) hat, exactly one iolut-ion u£C[0,a] In the proof of this theorem,the following lemma will be helpful (see [Ab-St,1972, p. 258]). Lemma 7.2.1: Von. x > 0, a>0, B > 0 we have i-i o n, X , 4-.a-1 J ,. a + 6 D,0 .. . a + 6 r(B+1)T(a) G.2.2) J (x-t) t dt = x BF+1,a) = x —■■— — -•- 0 r(a+6+1) Heie B denotes the Beta-function. Proof of Theorem 7.2.1: Introducing the operator A = XJ : C[0,a] -» C[0,a], explicitly given by \ x -1 G.2.3) (Au) (x) = j^-p- J (x-t)a u(t)dt, 0<x<a , 11 0 we can write G.2.1) as G.2.4) (I-A) u = g . Considering Theorem 5.1.2 we now see that it suffices to show that for oo every f £C[0,a] the series I Anf converges in C[0,a]. n=0 The unique solution u of G.2.4) then is given as oo G.2.5) u = I Ang . n = 0 By induction we shall obtain, for any f £C[0,a] and 0 <x <a, the estimate G.2.6) I (Anf) (x) I < II f llro \X\n r(na + 1) ^° • G.2.6) is trivially true for n = 0. Assuming it proved for n=m >0 we find, using Lemma 7.2.1, I (Am+1f) (x) I < 14£f J (x-fc) a_1 I ^f> «fc) ldt 1 ' 0 II £ IIJMm x * rfeff r(ma + D I (x-fc) fc dt l|£|lo° IXI (m+1)a r(ma+1)r(a) r(a)r(ma + 1) r((m+1)a + 1 ] hence G.2.6) for n = m+1.
131 From G.2.6) we conclude oo and with the convergence of ^ c , the proof of the theorem is completed. Theorem 7.2.2: Aiiume 0 < a < 1 , 0<a<°°, X e IR , g£L°°[0,a]. Then the Internal equation G.2.1) hai, exactly one solution In L [0,a]. Proof: It is sufficient to introduce some minor changes in the proof of Theorem 7.2.1 . It is illuminating to solve explicitly, by the method described earlier, the "te.it equation" (compare [Ke,1982]) , x _. G.2.8) u(x) =1 + jq-y J (x-t)a u(t)dt , 1 ' 0 that is G.2.1) with g(x) =1 for 0<x<a . From (I-XJa)u = 1 we find u = I A J 1 , where n=0 ,n,7na . . . X r . na-1 , ,,_ X (J 1)(x) = r,, J (x-t) 1 dt , n .n na X na X x x na T(na) T(na+1] hence °° . n na G.2.9) u(x) - z ^^TT - E<Xxa), 0<x<a , n=0 with the Mittag-Leffler function oo n G.2.10) Ea(z) = ^ n^TTy for zee . For the theory and properties of the functions E see [Bi,1945] Exercise: Show that for g£C[0,a] the solution u of G.2.1) can be written as
132 G.2.11) u(x) =^- J Ea(X(x- t)a)g(t)dt. Hint: Carry out the differentiation and compare with u(x) = X Xn(jnag)(x) = g(x) + I — J (x - t)na n g(t)dt. n = 0 n=1 T(na) 0 The change of summation and integration is here permitted. Comment: G.2.11) generalizes Duhamel's principle. If g £ C [0,a] the initial value problem G.2.12) u' (x) =g' (x) + Xu(x) , 0 < x < a, u@) = g@) , is equivalent to F.2.1) with a = 1 and has the solution u(x) = g@)eXx + J eX(x~ t)g' (t)dt 0 which, after integration by parts, can be written as d x G.2.13) u(x) = — \ E (A(x- t))g(t)dt. ax Q i Let us close with a reference to [Er-Ma-Ob-Tri, 1955] and [Fri, 1963] (for a detailed discussion of asymptotic properties of Mittag-Leffler functions) and [Bra-Ni-Ri, 1965] for treatment of the integral equation G.2.1) in the particular case of rational exponent a. 7.3., Analysis-Motivated Investigations In 1958 Dinghas gave a sufficient Nagumo-type condition for existence and uniqueness of a continuous solution to the nonlinear integral equation G.3.1) y(x) = T7777T ? (x - s)a~1 f(s,y(s))ds, 0 < x < a, («; 0 where 0 < a < 1 (note: a = 1 is admitted). His paper contains a wealth of results and ideas and is highly recommended to the reader. Reinermann and Stallbohm, 1971, thirteen years later,generalized Dinghas' main result and made the proof more transparent by an explicit use of Edelstein's fixed point theorem published 1962, i.e. after the appearance of Dinghas' paper. Nevertheless, Dinghas used a compactness argument, of the same type as the one used by Edelstein. Our presentation here will be inspired by that of Reinermann and Stallbohm. Theorem 7.3.1 (Edelstein's fixed point theorem): Let Y be a non-empty methic ipa.ce. with distance function p and let T : Y -> Y be a i> elf-mapping of Y with ph.opeh.ti.eh (i) and (ii) . (i) p(Tu,Tv) < p(u,v) foh all u,v e Y with, u 4= v. (ii) Voh evehy yQ £ Y zke sequence (T y ) ^
133 con.ta.Zni a convergent iubie.que.nce.. Then the itatementi (a) and (b) a.ie true. (a) There, exiiti exactly one y £ Y withTy = y. yQ = y &oti every yQ (b) lim T y = y &or every y £ y. For the proof we refer to [Ed,1962] or [Re-St,1971],the latter paper containing a proof different from Edelstein's original proof. Reinermann and Stallbohm consider the integral equation. G.3.2) y(x) = g(x) + -^- J" (x-s)a_1 f (x, s,y (s) ) ds , la' 0 assuming f,g,y to take values in IR" , f and g given, y unknown. Theorem 7.3.2 (Reinermann and Stallbohm): kiiumptioni and notationi: Let N be a natural number, II • II a norm in TR , a', b, M poiitive numben, ae @,1]. Tor any poiitive number c let C([0,c], IR ) be the ipace of, continuoui functioni from [0,c] Into IR . Define the triangle A = {(x,s) |0<s<x<c} . let g c C ([0,a'], IRN ) , take R ai the itt of, vzcton y e IR for which thtre exiiti an s £ [0,a'] with || y-g(s) || < b and take ft = A , x R, a = min {a',(T(a+1)b/M1/a} . a Turthermore, let f: R -» IR be a continuoui function with propertiei (I) and (II). (I) sup { II f (z) II I z e R} < M . A (II) Tor (x,s,y ), (x,s,y?) ;R the generalized Nagumo condition holdi: sall f (x,s,yi)-f (x,s,y2) II < r(a + D II y 1 -y 2 11 . Statement: Then (A) and (B) below are true. (A) There ii exaxtly one function y e C( [0,a] , IRN ) with II y(x)-g(x) II < ^-Apj-j- xa j5o^.0<x<a iatiifying the integral equation G.3.2) for 0<x<a . (B) If yQ e C([0,a], irn ) ii iuch that yQ@) = 0 and sup { II y (x)-g (x) II I 0<x<a} < b
134 the PX.ca.Jid -iteJiat-Lon (faoJi nEE] G.3.3) yn(x) = g(x) + jj^y \ (x-s)a~1 f (x,s,yn_1 (s))ds conve.Jige.6 anl^oJunly on [0,a] to the. function y o {<, (A). Comment; Notice that the domain [0,a] of definition of the solution y may be smaller than the domain [0,a'] of definition of the function g. Before carryingoout the details of the proof, we outline its structure under (a), F), (y), E), (e), E), (n). Subsequent details will be labeled (a*), F*), etc. (a) Define a subset ZcC([0,a], IR ) so that with G.3.4) (Tw) (x) = g(x) + j^r-p- \ (x-s) a_1 f (x, s, w (s) )ds, 0 <x <a , 1 ' 0 we have T: Z -»Z. The number a has so been chosen in the "Assumptions" of our Theorem 7.3.2 that the triple (x,s,(Tw)(s)) does never fall outside the domain of definitic Banach space with norm the domain of definition of the function f. Consider C([0,a], IR ) as a N III will = max{ II w(x) II I 0 < x < a} for w e C( [0,a] , IRN) . F) Then we set Y = TZ and show G.3.5) u,v£Y=*l|u(x)-v(x)ll x_a -» 0 as x-» 0. We observe TYcY, T maps Y into itself. (y) Ill-Ill induces a metric in Y because Y c; z c; c ( [0,a] , IR However, we introduce a second metric in Y by G.3.6) p(u,v) = sup{ II u (x)-v(x) II x_a I 0<x<a} and show that condition (i) of Theorem 7.3.1 is satisfied: G.3.7) p(Tu,Tv) < p(u,v) for all u,v £ Y with u * v. E) We show that with respect to the norm II • 11 in IR the set {Tw wEZ} of functions is eguicontinuous and eguibounded. Hence, by Arzela and Ascoli, for any y £Y the sequence(T y ) c _, nk contains a III • HI convergent subsequence (T y ) , the sequence ° k £ IN (n, ), c of natural numbers being strictly increasing. Now, denote by ~ "" nk y the III-III -limit of the sequence (T y ) and observe that y£Z. ° kCl
135 (e) We show that condition (ii) of Theorem G.3.1) is fulfilled: G.3.8) p (T y ,Ty) -> 0 as k-»<= , i.e. for any y = Ty £ Y the nA sequence (T y ) , contains a p-convergent subsequence with limit Ty£ Y . Note that up to now,y and Ty may depend on the chosen initial point y £ Z. o (C) Now apply Theorem 7.3.1 to deduce existence and uniqueness of solution of the integral equation, that is (A). (n) We show G.3.9) u,v£Y =* |||u-v||| < aa p(u,v) and conclude that from p-convergence follows III • III -convergence, that is(B). Details of the proof. (a*) Put z = {w | wec([o,a], irn ), w(o) = g@), lllw-glll < b}. Then w £ Z implies (for 0 < x < a) II (Tw) (x)-g(x) II < yj^j J" (x-s)a~1 ds = r("+1) xa , in particular (Tw)@) = g@) and the estimate II y(x)-g(x) II < r<"+1) xa for any solution y of G.3.2) in 0<x<a . Furthermore III Tw-cj Ml < r(q+1) aa < b . Hence also Tw £Z,i.e. T maps Z into Z. F*) To prove G.3.5),we introduce fif : [0,°°) -> ]R , the modulus of continuity of the function f, by defining fi, E) as the supremum of II f (x , s ,y )-f (x?, s? ,y?) || under the conditions A (x.,s.,y.) £ R for j = 1 and j = 2, max{ Ix^x.^, I s1 -s2 I , II y1 -y2 II } <6, and observe the following properties: fif is continuous at 5 = 0 because f is uniformly continuous on the compact 1 A set R, and nf@) = 0 . Furthermore, Q^(S) is a nodecreasing function of S . For functions u,v£Y there are functions u,v £ Z such that u = Tu , v = T v . Using the properties of fi, , we conclude
136 II u(x)-v(x) II < jrrK- \ (x-s)a 1 || f (x,s,u(s))-f (x,s,v(s)) II ds 1 ' 0 a ^ . < r ,X+1 > nf (max {||u;s)-v(s)|| 0 < s < x}) , hence || u(x)-v(x) II x a -» 0 as x -» 0. (Y*) As an exercise the reader should prove that p as defined by G.3.6) is a distance function in Y. Now let u,v£Y, u * v. We must show that G.3.7) is true. Define ku v : [0,a] - ]R by 0 for x = 0 k (x) U , V x II u (x)-v (x) || for 0<x<a , observe that k is continuous and conclude u, v p (u , v) = max {k (x) I 0 < x < a} . u, v - - Now either p(Tu,Tv) = 0 in which case G.3.7) is trivially true, or p(Tu,Tv) >0. In the latter case there exists a number C£@,a] such that p(Tu,Tv) = ra|l (Tu)(?) - (Tv) E) || , hence by the generalized Nagumo condition (II) p(Tu,Tv) 5 yj^j \ (C-sH || f (S,s,u(s))-f U,s,v(s)) II ds r _ r-a r(a+1) f ,,. ,a-1 -a,, ,- , - ,, , < ? pj-y J (fc,-s) s || u(s)-v(s) II ds < ra a \ E-3H-1 kn (s)ds 0 u,v < a Ca p(u,v) J E-s)a~1 ds = p(u,v), 0 so G.3.7) is true. E*)We shall check theeguicontinuity and eguiboundedness of the functions Tw for w e Z. Let w £ Z and 0 < x < x_ < a . Then II (Tw) (x2)-(Tw) (x^ II < Iq t i + i2 + i3 wiLh (see (I)) lQ = II g(x2)-g(x ) II ,
137 '1 r(a) J i \o-1 , ,0-1 (x2-s) - (x -s) llf (x,,s,w(s) ) II ds a , a a. r( ^TTT {|x2-xl' " (x2 " X1)} ' I2 = YT^Y J" (^^5H1 1 llf (x2,s,w(s))-f (Xl,s,w(s)) || ds o,£ (ix -Xp i; r(a+i) A1 ' I3 = rbo J" (x2"sH( 1 " f (x2,s,w(s)) II ds x1 M r(a+l) VA2 A1 (x0-x,) Putting together these estimates we obtain G.3.10) II (Tw) (x2)-(Tw) (Xl) II < < II g(x,)-g(x.) II + 2' yiAi' " T r(a + 1) L"A2 Ai {2|x0-x,Ia + lx"-x?|} 2A1n r(a + l) fVl 2 Ai fif ( lx0-x. I ) which is, by symmetry, valid for all x ,x? £ [0,a] regardless whether or not x_ > x , and gives the desired equicontinuity. Equiboundedness follows (see(a)) from II (Tw) (x) II < II (Tw) (x)-g(x) II + II g(x) II < b + III g III . (e*) We shall prove G.3.8). Let y £Y and T y-»yCZask-»<= in the norm III • HI . See E) . Then for 0 < x < a and k e 3N we have -a nk+1 x a||(T K yQ) (x) - (Ty) (x) II < — x~a \ (x-s)a 1 II f (x,s, (T y) (s))-f (x,s,y(s)) II ds r(a) 0 X a-1 < j^y X'" J" (X-S)a ' dS • fif (INT Kyo-?lll) and from E) and the properties of fi, we deduce
138 nk-M n p(T y0-T?» <- f^ttt nf (II|T y0-?m» -» 0 as k -» oo f that is G.3.8). (£*) The conditions of Theorem 7.3.1 satisfied, we conclude that in Y there exists exactly one y with Ty = y and for any starting point y c Y the sequence (T y ) r ._T converges to y in the metric defined by the distance function p. Because TwZ Y for any w £Z we can even take y EZ and have the same convergence property. (n*) To demonstrate G.3.9) deduce the chain of equalities and inequalities III u-v III = max II u (x) -v (x) II = sup ||u(x)-v(x)ll < 0<x<a 0<x<a < sup x II u (x) -v (x) II a = a p(u,v). 0<x<a The long proof of Theorem 7.3.2 is thus completed. We close this paragraph with the presentation of Dinghas1 counter-example exhibiting r (a +1] as the optimal constant in the generalized Nagumo condition (II). To this end^consider the function u(x) for x > 1 and calculate uA) = 1 and u'A\ T(a+x) r(a+1)T(x) r1 (a + 1) _ I" A) r(a + i) rd) The strict logarithmic convexity of the gamma function for positive argument implies u'A) >0, and we see that for sufficiently small positive e there exists a positive solution 8 = 6(e) of the equation uA+8) = 1 + e with the property B(e) -»0 as e -» 0. Now define, with 8 = 8(e), the function rr(a + 1) (l+e)s"ay for 0<y<sa + 6 f(s,y)=J„, ,. , „ ,8 , a+8 11 ' J T(a + 1)(l+e)s for y>s 0 for y < 0 . Then for any c£ @,1] the function y(x) = c x , x>0, solves the integral equation G.3.1), namely
139 G.3.11) y(x) = YT^Y $ <x-s>a 1 f<s'y (s))ds, x>0, 0 which thus has infinitely many solutions. In fact, writing G.3.12) z(x) = y\^) Kx-S)a 1 f(s,y(s))ds , we find x /l 0 z(x) = -p-f-^y J (x-s) f (s,cs )ds . 0 r(a) that Since c sa+6 < sa + 6, it follows (use Lemma 7.2.1) x „ z(x) = aA+e) \ (x-s)a 1 c s ds = 0 = caA+e)xa^ HB+nna) , cA+£)x«+B r(a + l)r(B + i) ^ r(a + 6 + D T(a + 6 + i) But u A+6) = 1 + e means at |f —=y = 1 + e, and we see that z(x) = y(x). Looking back at G.3.12) shows that G.3.11) has infinitely many solutions. 7.4. Applications-Motivated Investigations: Problem Formulations, Newton's Law of Cooling In 1951 Mann and Wolf published their pioneering paper treating heat conduction on a half-line x > 0 with initial condition given at time t = 0 and a nonlinear radiation condition at the boundary x = 0, t>0. They reduced this problem to a nonlinear Abel integral equation on the boundary x = 0, t > 0. Their results were later generalized in various ways (see [Ro-Ma,1951], [Pa, 1958], [Le,1960], [Ke-01,1972] , [Ol-Ha, 1 976 ] , we shall give a review of tnese works in the next paraqraph). Furthermore,numerical methods have been developed for approximation of solutions (see [Ba,1982], [Bru,1982], [Gr,1982], [Gr,l985], [Ha-Lu,1986], [Ke,1982], [Li,1985], [Li,1969], [Lu,1983], [Lu1,1985], [Lu2,1985], [Lu1,1986], [Lu2,1986]). For a general orientation and a treatment of specific questions, we refer to [Mi ,1971], [Mi-Fe, 1971] , [01-Sp,19 74], [Ca,1984]. In order to have at hand a general theorem on existence and uniqueness of solution of the Neumann initial-boundary value problem (N) for the heat equation in the quarter plane x>0,t>0, we condense Theorems 5.2.1 and 5.2.2 of Cannon's book [Ca,1984] into our Theorem 7.4.1 .
140 (N) Determine u(x,t) « x>0, t>0 i,o that ut = uxx ^ofl x > °' fc >0' ux@,t) = g(t) ion t >0, u(x,0) = f(x) ion x > 0. I i f acid g a/te continuous, toe /teqa-i/te lim u (x,t) = g(t) (Jo-I t>0, x-0 x lim u(x,t) = f(x) hoK x>0. t->0 We shall use the kernel functions (Green's functions) 2 G.4.1) K(x,t) = — exp (- f-r), xEI, t>0, \/4TTt G.4.2) N(x,5,t) = K(x-5,t) + K(x + 5,t), x, £ e IR , t>0 . Theorem 7.4.1 Le-t -tfie (,unctioni g(t) (Jo/i. t>0 a fid f (x) (Jo/i. x>0 be continuous* and tut f w-t-C/i Au.A.£a.bte. conhtanti, C ,C.£[0,°°) and a £[0,1] Aatii&y a gtiowth condition If(x)| < C1 exp(C2 x1+a) . Then the function o° t G.4.3) u(x,t) = \ N(x,5,t)fE)d5 - 2 J" K(x,t-i)g(t)dx 0 0 ^oa. x > 0, t>0 ii, iolution o{, the Neumann problem (N) . This, hotution it, unique within the ttaht, of, hotutioni, v iatii^ying with nonnegative conitanti C-. and C. a gfioujth condition Iv(x,t)I < C3 exp(C4x"). One now arrives at an Abel equation of second kind if at the boundary x = 0, t>0 instead of the values g(t) of u @,t) a radiation condition G.4.4) u @,t) = F(t,u @,t) ) , t>0, is prescribed, connecting the outward flux u @,t) (or the inward flux -u @,t)) with the boundary temperature u@,t). Remark: We imagine here the following situation to be modelled: u(x,t) denotes density of heat (which is energy) and simultaneously (by proper choice of units and zero-temperature point) temperature.
141 However, we could also imagine u (x, t)as the density of a diffusing material substance. Putting G.4.5) ip(t) = u@,t) , t > 0, G.4.6) g(t) = F(t,ip(t) ), t > 0, and inserting into formula G.4.3) of Theorem 7.4.1,we obtain o° t ip(t) = J" N@,5,t)f E)d5 - 2 J" K@,t-T)F(T,ip(T))dT 0 0 which with x = 0 in G.4.1) and G.4.2) reveals itself as an Abel integral equation o& second kind oo ? t G.4.7) vit) = -i- \ exp(- |l)f ((-)d? - -±- \ Ull^llU. dT Vwt 0 \/tt 0 \/t-T for the determination of the unknown function ip (t) = u@,t) whose insertion via G.4.6) into G.4.3) gives us u(x,t) in the whole quarter-plane x>0, t>0 if tp(t) is continuous in t>0. Remark: G.,4.7) it, a nonlinear integral equation H, F(t,y) de.pe.ndi nonlineafily on y. Otherwise G.4.7) is a linear integral equation. Alternatively for the determination of u(x,t), the solution formula for the Dirichlet problem (D) may be used. (D) Determine u(x,t) i» x>0, t>0 io that ut = u loh. x > 0, t > 0, t xx u u @, t) = ip(t) iofi t > 0, u(x,0) = f(x) ^01 x > 0 . 1M f and ip are continuous vie require lim u(x,t) = tp(t) faoK t>0 x->0 lim u(x,t) = f (x) {<,or x>0 t-»0 The solution formula is (see Chapter 4 of Cannon's book for the details and conditions of validity)
142 G.4.8) u(x,t) =-2/|^ (x,t-x)ip(T)dT 0 dx oo + \ G(x,£,t)fU)d£ 0 with G(x,5,t) = K(x-5,t)-K(x+5,t) . Let us now treat in detail the problems of Newtonian heating. The more customary problem of Ne.wton.ian coot-ing can be treated analogously: at appropriate places signs have to be inverted. The problem of heating has also briefly been discussed in [Ma-Wo,1951]. Consider a semi-infinite rod (x > 0) in which heat conduction is taking place-, to the left of which there is constant temperature 1. Newton assumes radiation at the boundary x = 0, t>0 to be proportional to the difference of outside temperature 1 and inside boundary temperature u@,t), that is - u @,t) = cA-u@,t)) with a nonnegative constant c. For simplicity we assume, following Mann and Wolf, the initial temperature u(x,0) to vanish. Hence we are faced with the following problem. (NH) Vetetimlne u(x,t) a x>0, t>0 io that ut = uxx ^ofl x >0' fc > °' - u @,t) = c(l-u@,t)) io-i t>0 with a given con&tant c>0, u (x,0) = 0 ^OK x > 0 , and ^uKthefimofie lim u(x,t) = 0 ^oh. x>0, t->0 lim u(x,t) exi-hth and i.i> contlnuoui ^ofi t>0 . x->0 Inserting F(t,z) = -c(i-z) and fE) = 0 into G.4.7), we arrive at the JLineati iecond kind Abet Lntegftat equation o t ( \ G.4.9) tp(t) = i£ \/t - -0- / ^-111 dT , t>0 Vtt \Jt\ 0 Vt-T If (NH) is a good model for the (Newtonian) process of heating from outside by inward radiation proportional to the difference of temperatures , the solution of G.4.9) should reflect properties of the physical process
143 which can be observed and which one expects intuitively. Namely: tp(t), the inside temperature at the boundary x = 0, should be a continuous function strictly increasing from ip@) = 0 towards lim tp(t) = 1 t-*» if c>0. In the trivial case c = 0 we should have tp(t) = 0 for all t > 0. In order to show that ip does indeed behave in this way,we explicitly solve the integral equation G.4.9) using the Laplace transform method. D.etails are left to the reader whom we assume to be familiar with this technique. The result is (see[Ab-St,1S72]) G.4.10) ip(t) = ^ Vt - c2 J exp(c2s)erfc (cv's)ds \/tt 0 where 2 °° 2 G.4.11) erfc (r) = -j- \ exp(-s")ds, r e IR , \/tt r is the compZe.me.nta.fLy ennoi &unc£J.on. Obviously tp(t) is continuous for t > 0, ip@) = 0, and in the trivial case c = 0 we have tp(t) = 0 for all t>0 . But if c > 0, which we henceforth will assume, the global behaviour of ip cannot be seen immediately. We can simplify by getting rid of the constant c. Substituting r = c\/s, we get ? _ c\/t ? tp(t) = ^- Vt - 2 J" r exp (r ") erf c (r) dr, \/tt 0 and by a second substitution s = c\/t, we find ' ip(t) G.4.12) < <Ms) for t>0 or s>0, respectively. For an investigation of the growth properties of ty, we differentiate 2 2 ty' (s) = -^- - 2 s exp(s )erfc(s) = -^ A -2s exp(s") \ exp(-r')dr). Vtt s = *(c\/t) 2 s 2 = -^ s - 2 \ r exp(r ")erfc(r)dr \/tt 0
144 By the inequality G.1.13) of [Ab-St,l972] we have 2 °° 2 1 exp(s") \ exp(-r")dr < —=^_ for s>0 , /24 + vs + — IT hence ty' (s) > — A- 2 s V% /TT s + vs +— G.4.13) ip'(s)>0 for s > 0. It follows that ty[s) and tp(t) are strictly increasing for s>0 and t>0 respectively . Therefore tp(t) tends to a limit y £ @,°°]. To show that y = 1 we assume the contrary. There are two cases; (i) 1 < y < + °° , (ii) 0 < y < 1 In case (i) there exist numbers be A,°°) and t £ @,°°) such that t>to=»ip(t) >b. Let t>t and deduce from the the integral equation G.4.3) (taking account of tp(t) >0 for t > 0) , t ip(t) < ^ Vt - 4: \ —— dT VV \JTi t Vt-T 2c , /- (\/t - b \/t-t ) -» - °° as t->°° ,— o VTT which is not compatible with (i). In case (ii) we have 0 < ip (t) < y < 1 for all t>0, and G.4.9) implies ip(t) > i£ Vt - -% / —— dT \/tt \/tt 0 Vt-T = ^- A-y) v't -» °° as t-»°°, which again contradicts the assumption. We now derive by the infinite series technique described in § 7.2 another representation of the solution ip of G.4.9), namely a rapidly converging infinite series which is, in some sense, complementary to the integral representation G.4.10).
145 By formula G.2.11) and G.2.10) we have ip(t) = A J" E. ., (-c(t-sI/2) % Vi ds aC 0 '' \/tt n j t °° . „.n n . .n/2 ._ = 2£ d ; z (-1) c (t-s) s1/2 ds V% 0 n = 0 r E + 1 ) 2c d ™ (-1)ncn r /4- *n/2 1/2 , = — -3-r I ! J (t-s) ' s ' ds . \/tt n=0 rB + 1) o Convergence is so fast that summation and integration can be interchanged. Now application of Lemma 7.2.1 yields *{t) =2£ A " (^)nf r<3/2) J+^ . v/¥ dt n=o r (§ + |) Thanks to fast convergence we can interchange summation and differentiation, and using \/tt = FM/2) we obtain n 1 G.4.14) ip(t) = X J—L> 2 t n=0 r(|+|) = 1-E1,2 (-c \Zt) for t>0 and correspondingly, with s = c \/t > 0 , G.4.15) i|i(s) = X ' '' sn + 1 n=0 r(£+|) = 1 -E1/2 (-s) . We collect the results as a theorem. Theorem 7.4.2; The integral equation G.4.9) hat, at, notation the boundary value u@,ti = tp(t) o<5 the heating, pfioblem (NH) , and we have tp(t) = ^°- \j1 - c'" \ exp (c"s) erfc (c \/s) ds \/tt 0 = 1 - E1 /2 (-c\/t) ioK t > 0. Tfie (Juiac-C-toia tp(t) it, continuous and bth.lc.tly lncfieat>i.nQ {^ofi t>0, and
146 — ?c ip@) = 0, ip(t)/\/t -» ^ a* t-»0, ip(t) -» 1 ai t-»<= . Remarks: The partial sums G.4.16) <a(t) = z i_Ii_°_ t- , kEI , K _ „ ,n J. o n=0 r <2 + 2* of the infinite series in G.4.14) for ip(t) can be obtained by a Picard iteration applied to G.4.9) according to tPQ(t) = 0 G.4.17) J , , ipk (t) = — Vt - -0- / K ' — dT , ken. \At \/TI 0 Vt-T Again Lemma 7.2.1 x:an be used fcdjaaiculate the integral on the right- hand side. This iteration method has been generalized and successfully applied to the nonlinear problem by [Ma-Wo,1951]. The limit relation ip (t) /\/t -» 2c/\/tv as t -» 0 can also be seen from the series representation G.4.14). 7.5. Applications - Motivated Investigations; Survey of Literature We shall give an overview of important contributions with selected results published since 195 1 on the Kadlatlon~dl((u(,lon pKobtem described in § 7.4 where we have treated the linear case. For the reader's convenience,we reformulate the problem. (RD) VeteKmine u(x,t) (oK x>0, t>0 io that ut = uxx &ofl x > °' t > °' u(x,0) = f(x) (ok x > 0 , ux@,t) = F(t , u@,t)) (OK t>0 . 1( f and F a.Ke. conti-nuouA, we. Ke.qui.Ki that lim u (x,t) = F(t,u@,t)) (ok t>0 , x-0 X lim u(x,t) = f(x) (ok x>0 . t-»0
147 To have a correct visualization of what is happening,consider u(x,t)as the densityof an extensive quantity (of a substance or of energy, for example) distributed along the positive halfline and having at x = 0 inward flux -u @,t) at time t. From Theorem 7.4.1 we can deduce that the x problem has a solution u(x,t) given by formula G.4.8) if the conditions (i) , (ii) and (iii) Jbelow are met. (i) F li a contlnuoui function on [0,°°) x ]R , (ii) the aaoclated Integral equation G.4.7) na.me.ty o° 2 G.5.1) ip(t) = -4= \ exp(- 4r)f(£)d£ V-rrt 0 _ _L ; f(t^t)) d.[r t>0 f \/TT 0 Vt-T hai a unique contlnuoui iotutlon, (iii) f iatli^lei the gtiowth condition o {, TkeoKem 7.4.1 . This solution is unique within the class of solutions v satisfying the growth condition Iv (x,t) | < C3 exp (C4x"). In the cases to be listed below we , we simply have to specify the functions f and F or describe their assumed general properties. In 1951 Mann and Wolf assumed f(x) = 0 for 0 <x < °° and F(t,y)=-G(y) for y e IR . They further assumed | u (x, t) | <M for 0 < x < °°, 0 < t < °°, an assumption which we know can be considerably relaxed (see § 7.4). First they discussed (not in such detail as we did in § 7.4) the linear problem of outside density (in their context temperature) s 1 and Newton's linear radiation condition leading to G(y) = cA-y) with a positive constant c. Then by abstraction to a more general radiation condition, still assuming outside density = 1 for all times t, they formulated their essential hypotheses (A),(B),(C). (A) G(y) li continuous f^oK. - °° < y < °° . (B) GA) = 0 . *) (C) G(y) li itfilctly decKeahlng In y. They arrive at the integral equation G.5.2) ,p(t) = 4; ; GiiilU dT \/TT 0 \/t-T *) They say "monotone decreasing" but by the way they draw conclusions one sees that they mean "strictly decreasing".
148 and show, using Schauder's fixed point theorem, that under the assumptions (A) , (B) , (C) for any bounded interval 0<t<T there exists at least one continuous solution <p(t) of G.5.2) satisfying tp(O) = 0 and G.5.3) 0<tp(t)<1 for 0<t<T . Under the additional assumption that G(y) satisfies a Lipschitz condition in 0<y< 1 they show that the mapping B : C[0,T] -» C[0,T] defined by (Bv)(t) =-L ; g*(v(t)) dT n/tt 0 \/t-T where G*(y) = G(y) if y<1, = 0 if y>1, generates from ip = 0 a sequence of iterates ip = Btp with all ip @) = 0 and for t>0 having the alternating monotonicity property tPQ(t) < tp2 (t) < tp4 (t)< < tp5 (t) < tp3 (t) < ip1 (t) . They also show the existence of a continuous limit function ip(t) = lim ip (t) ,the convergence being uniform on any bounded interval [0,T], n-*» which is a solution to the integral equation G.5.2) with the property 0 < ip(t) < 1 for t > 0. Introducing more assumptions on the function G they deduce further (intuitively expected) properties of ip. We suggest that the reader look into Mann and Wolf's excellent exposition and content ourselves with reporting two other important results. If, in addition to (A) , (B) , (C) , the function G is LZpic.hi.tz-contln- uoui on [0,1 + e] fioA. a. po&itive. e, then ip(t) is non-decreasing for t>0, and 0 < ip(t) < 1 for all t>0, tp(t) -> 1 for t -»=°. -1/2 In the same year 195 1 Roberts and Mann replaced (t-t) in the integral equation G.5.2) by a function K(t-i) reflecting the essential -1/2 properties of (t-i) . They thus could extend the theory to more general integral equations. In 1958 Padmavally investigated the problem (RD) and the integral equation G.5.1) with f(x) = 0 for 0 < x < °°, F(t,y) = -g (y, <j> (t) ) . She denoted the outside density (or temperature) by § (t) and postulated the following natural properties for the flux g .
149 (a) g(u,v) continuous. In both u and v. (8) g(u,v) ittiictly dectieaiing In u f,oti fiixed v, ittiictly inctieaiing .in v faofi {iixe.d u. (y) g(u,u) =0 ^oK all u. To understand the significance of these properties,take into account that u corresponds to the density (or temperature) at the endpoint x=0 of the half-line x>0 , and v to the outside density (or temperature) just to the left of x = 0. The data of Padmavally's problem consist of the functions g and ¢. She furthermore assumes that the discontinuities of <j>(t) in t>0 form a discrete set and ¢ (t) is bounded in any finite interval 0 < t <T. Her integral equation is G.5.4) <p(t) = 4; ; g(tp(T^(T)) dT , \Jt\ 0 \Jt-x and by a lot of hard analysis she obtains the following results (intuitively expected). (a) !{<, <)> (t) < <)>?(t) iofi 0<t<T and u (x,t), u2(x,t) atie the cotitieiponding iolutioni o{. the. tia.dia.tJLan di&&u&ion ptioblem (RD) with f(x) = 0 and F(t,u@,t)) = -g(u@,t), cf> (t) ) ushene $ = ^, $ - <)>.,, tie.ipe.ctive.jty, then u (x,t) < u?(x,t) faoti x>o, t>0. (b) I;; m<0, M>0 a.tie. conitanti iuch .that m<<J>(t) <M f^oti 0<t<T, then m<u(x,t) <M {-on 0<t<T, x>0 . (c) 1E ¢@) > 0 and <)>(t) ii non- dectieaiing then ip(t) = u@,t) i& alio non-dlctieaiing, 0< tp(t) < $ (t) faoh. all t>0 , ip(t) <<ji(t) ioti thoie t ioti which <))(t) >0. (d) 1E X = lim <)> (t) exiiti and ii finite, then tp(t) -» X ai t -»°° . t-*» In 1960 Levinson, motivated by a problem of superfluidity theory, took problem (RD) with f(x) = 0 for x > 0, F(t,y) = .My-f'tt) ) , t>0, -oo<y<oo. The data are the functions $ and f, assumed to be continuous. It is further assumed that <t> is strictly increasing and ¢@) = 0. This is a
150 special case of Padmavally's problem. Levinson is interested in the particular situation where f"(t), the outside density (or temperature), is peAiodic. His integral equation is G.5.5) ,p(t) =-4;/ <H<p(t)j-?(t)) dT > t>0 . \/tt 0 \/t-T With ip = ip - ? it is equivalent to G.5.6) 5(t) + ?(t) =-4/ 1»(ip_m) dT . \/TT 0 Vt-T One may expect that as t grows and grows the solution tp(t)becomes closer and closer to a periodic function. Levinson proves two theorems. (A) Let f"(t) be continuous (,oa 0 < t < °° and t>atit>(y a uni(,oAm Holde.fi condition*} o {j oA.de.fi R > 0 on any finite inteAval . LeX<J>(y) be ttfuxXZy incAeating, ¢@) = 0, and &oa any y >0 let theAe exitt a constant K(yQ) tuch that l<My2)-<My.,) I < K(yQ) 172-7-,1 iofl lY-,1 < YQ> I y _ i < y . Then G.5.5) poi>i>ei>i>ei> a unique continuous, solution tp(t) (,oa 0 < t < °o. (B) In addition to the hypothetet, o & (A) at>t>ume that f"(t) hat, peAiod u and that with M = max | f" (t) | theAe it, a positive ttAictly incAeaiing function k(u) (on u>0 iuch that <$> (y2 ) -<t> (Y1) > k(y2~y ) (on y2-y1>0 and ly^ < 2M, |y2l < 2M . Then theAe it, a continuous peAiodic function tp*(t) o^ peAiod u Aucfi -Cfia-C |ip(t)-ip* (t) I -» 0 a-6 t -»<= . Moneoven |ip(t)| < max|f"(t)| (oa t>0 . Starting from 1972 , Keller, Olmstead and Handelsman published a series of papers in the following years of which we quote [Ke-Ol,1972] and[01-Ha,1976]. In [Ke-01,1972] problem (RD) is taken up with f(x) = 0 for x>0 and F(t,y) = a yn-f"(t) for t>0 where a>0 is a constant. The data are the function f" (the outside density or temperature), the constant a and the exponent n, the latter assumed to be positive. In [Ol-Ha,1976] f need not be the zero-function and, more generally than in [Ke-Ol,197 2] , F(t,y) - G(y) - f (t) , t >0, y£l, *) Levinson uses the words "Lipschitz condition"
151 The data are the functions f,G,f" . In [Ke-01,1972] as well as in [Ol-Ha,1976] it is assumed that u(x,t)-»0 as x -»°°, a condition which can be considerably relaxed (see the beginning of this paragraph and the quotations from Cannon's book in the preceding § 7.4) . The main interest of Keller, Handelsman and Olmstead is the asymptotic behaviour as t -»oo or t-» 0 in the dependence on the exponent n or on the asymptotic behaviour of the function G . We do not reproduce the extensive tables they have calculated. In [Ol-Ha, 1 976 ] a proof is given for the existence and uniqueness of a non- negative solution ip(t) under the hypotheses ('), ("), ('") • (') G(y) li contlnu.ou.Aty dl^eKentlable iofi y>0 and kai a well-defined ~ 1 ln.ve.Jiie. function G (Y) . (") G@) = 0, 0<G'(y) < y &oK 0 < y < yQ , whefie y >0 may depend on y ('" ) Tke function g(t) = f(t) + - \ f(?) ? exp(- fr)dC , t>0 , 2v/nt3/2 ° li locally intestable and 0<g(t) <M , with a conitant M. A sufficient condition for (''') to hold is that f(t)/t and f(t) are non-negative, bounded and locally Integfiable. The proof is done by applying compactness arguments to a sequence of Picard iterates. Another topic dealt with is the asymptotics (as t-»«>) of t E(t) = \ (g.(s)-G(ip(s)))ds , 0 which in the particular case f(x) s o is the net inward flux across the boundary x = 0 . Final remark: The applications-motivated investigations reported here are, in the way they are carried out, completely independent from the analysis-oriented ones described in 7.3. The conditions concerning the nonlinearities are very distinct from each other.
152 7.6, A Very Brief Survey of Literature on Numerical Methods In 1982 and 1985,Groetsch treated numerically the problem, posed in 1951 by Mann andlWolf, He analyzed and tested an equidistant piece- wise linear ansatz for an aoproxiir.ation to the solution tp(t). He showed that if ip£C"[0,T] where T > 0 is arbitrary (but fixed) and G (see 7.5) satisfies a Lipschitz condition with constant L< 1/\/ttT then the approximate soluticasconverge uniformly to the exact solution in each interval [T ,T] provided T > 0. Convergence is of the order of the steplength h. His bound 1/\/ttT for the Lipschitz constant is very restrictive and further investigations whether this restriction can be removed or relaxed are desirable. In 1969 Linz analyzed product integration methods for integral equations of the form ^ x u(x) = g(x) + J" p(x,t)K(x,t,u (t) )dt , 0 under the essential condition that K is continuous and in particular Lipschitz continuous with respect to its third argument u. -1/2 7 7 -1/7 Typical forms of p(x,t) are (x-t) and t(x'-t') In 1982 Kershaw treated by the product trapezoidal rule integral equations u(x) = a(x) + ^- if K(x't'u(t)) dt u(x) g(x) r(a) j ^^^^ dt, where 0< a < 1 and K satisfies certain conditions. He also gives a theorem on the existence of a solution by applying Banach's fixed point principle. J.J. te Riele in 1982 described a imating solutions of equations of type X —1/2 u(x) = g(x) + \ K(t,u(t))(x-t) /- dt 0 1 / 2 where u (x) = x(x) + x il) (x) with smooth functions x an^ i>• He thus took specific consideration of possible non-differentiability of the solution u(x) at the origin x = 0. Linz, Kershaw and te Riele considered their integral equations in a finite interval 0 < x < a . In very recent years several contributions to the treatment of linear and nonlinear Abel integral equations by multistep methods and by methods of Runge-Kutta type have been given by Hairer, Lubich and Schlichte. See [Ha-Lu , 1 986 ] , [Lu,1983], [Lu1,1985] , 2 1 2 [Lu",1985], [Lu ,1986], [Lu",1986]. They have succeededin generalizing
153 the Dahlguist theory of the special Volterra integral equation. x u(x) = u@) + J f(t,u(t))dt, 0 corresponding to the limiting case a = 1 of Abel's integral equation. A-stability and related concepts are studied by Lubich in particular for the linear test equation , t u(t) = f(t) + jj^y J" (t-s)a u(s)ds, t>0, where 0 < a < 1 . The reader interested in numerical methods should consult the monograph of Brunner and van der Houwen A986) .
Chapter 8: Illposedness and Stabilization of Linear Abel Integral Equations of First Kind 8.1. General Topics in Ill-Posed Problems In Chapter 6 we observed that the problem of inverting the Abel operator is ill^-posed. The inverse of the operator exists, but is not con- tinuous in L"-norm. Here , we develop a more general notion of illposedness and discuss other examples. For our aims,it is less important to give a formal definition; for these, we refer to the bibliography. We reformulate Hadawrd's definition of well-posedness in the context of linear mappings between normed linear spaces. Let X and Y be two linear normed spaces and let A: X -» Y be a linear operator. We say that the problem of solving the equation ( 8.1.1) Au = f where f £ Y is given and u £ x is unknown,is well-posed if the following three conditions hold. (i) The equation (8.1.1) has at least one solution for general data f (that is the operator A is surjective). (ii) The equation (8.1.1) has at most one solution (that is A is in- jective). (iii) The solution u of (8.1.1) depends continuously on the right-hand side f (that is A : Y -» X is a continuous operator). We say that the problem (8.1.1) is ill-posed if it is not well-posed. There are many physical problems that,in mathematical formulation, are ill-posed. When condition (i) is not satisfied,the space Y is "too large", in other words, the data of the problem are incompatible. This is the case, for example, for the simple linear system f X1 + x2 = 1 (8.1.2) < x1 - x2 = 0 ,2x1 + x2 = 3 2 3 2 3 that has no solution. Here X = IR" , Y = IR , and A : IR" -* IR is defined by
155 A(x ,x2) In some sense,there are "too many data" for having existence, i.e., Y is too large. When condition (ii) is not satisfied there are, often, too few data for the unique determination of the solution. Consider, for example, the linear system x + x? + x. = 1 x - x2 + x3 Here X IR~ IR" and A: ST IR" is defined by A (x , x« , x~) 1 1 1 -1 and the system does not have a unique solution. The space Y is too small. When condition (iii) is not satisfied,we have, generally, a more pathological situation. Then it may happen that, when the data are known up to a small error,the solution can be determined only with a very large error. It is impossible to treat a physical problem if its formulation doesn't satisfy (iii). In fact, in a practical problem,the data are never known accurately,therefore we cannot extract any useful information about the solution. The problem of inverting the Abel operator in Lp@,1) spaces doesn't fulfil the condition (iii). Tc prove this we use the compactness results proved in 4.3. The Abel operator Ja: LP@,1) -» LP@,1) is,by the formula io •, ?\ -ra i \ 1 r u(t)dt (8.1.3) Ju(x)= r ,„, J ' Ha) 0 (x-t) 1-a a compact operator, therefore (J •1 cannot be continuous. If it were continuous then Id = (J ) (J ) would be compact (see [Ta-La, 1968; theorem 7.2, p.298]),that is the unit sphere in Lp@,1) would be compact. But this cannot be the case because Lp@,1) is not of finite dimension (see[Ta- La, 1968; th. 3.6, pag. 65]). A direct proof of the non-continuity of the inverse (J by the following example. ■1 is given Example 8.1.1: With sin irnx fn(x) Un) a 0 < x < 1 ,
156 we have and rrnx un(x) = ,jV fn(xj = r^ I cos(—"g) d? II f II -» 0 as n -» °° , n L~@,1) lim Mull > - . n-w n l'(o,D ~ ^ It follows that (Ja) is not continuous from l"@,1) to Lp@,1). In fact, by an application of Holder's inequality lim II (J0)-1 f || > limll (J0)-1 f II . n-«*> Lp@,1) n-«> l'@,1) = lim ||u || > 1 . n-«» "' l1 @,1) n In the study of an ill-posed problem a very important question arises: How to restore stability (i.e. continuous dependence on the data) in a problem not satisfying the condition (iii)? When (8.1.1) is the mathematical formulation of a physical problem, we must be careful to use all informations that the physical situation can suggest us. For example the sign of solutions, see [Pu,1959], the boundedness of energy, [Pa,1975] or of some derivatives of the solution, the monotonlclty or convexity properties of the solution, and so on. These types of a priori informations are generally available directly from the physical problem and, in some sense, they are "more true" than the equation of the problem (see Pucci [1959,§ 3]). In many cases, the a priori informations on the solutions guarantee that the set of possible solutions becomes a compact subset of the space X. This is a happy situation, in particular, when A: X -» Y is an invertible and continuous operator. In fact in this case, by a theorem of general topology (see Tlkhonov- Arsenin [1977]) , the inverse of A|„ , where K is a compact set in X, is a continuous map from A(K) to K. In any case, even if A is a continuous invertible operator and K is a compact set in X, it is very important to give a precise evaluation of the modulus of continuity of the operator _ 1 (Al ) , i.e. to find as good as possible stability estimates for the solution (we illustrate this in an example below) The final step, crucial for the applications, consists in finding a constructive method to approximate the solutions of the problem. We consider this question in Chapter 9.
157 Example 8.1.2; Let X = C°([0,1]), Y = {u £ C1([0,1]), u@) = 0}. X and Y are normed linear spaces with the sup-norm. Let A be defined by x (Au)(x) = \ u(t)dt , 0 < x < 1 . 0 Consider the problem of finding u £ X from (8.1.4) Au = f . This problem is ill-posed because condition (iii) is not satisfied: in j= o_ c c i ■, sin irnx fact for f (x) = we have /¥n max I f I -» 0 as n -» «> , [0,1] n max I u I = /ttH -» «> as n -» «> . [0,1] n Let us suppose that we try solutions of (8.1.4) that are bounded together with their first derivative, that is (8.1.5) max lul < 1 , max lu'l < 1 . [0,1] " [0,1] Denote by K the set of functions u £ X satisfying (8.1.5). K is by the Ascoli-Arzela theorem a compact subset of X (see [Ta-La,1968; P- 295]). A being a continuous operator condition (8.1.5) guarantees that the inverse of Al„ is continuous. But by a direct calculation, we can find ' -1 an estimate of the modulus of continuity of (A|R) By (8.1.4) we have u = f'. For every x £ [0,1] and every £ £ [0,1] there exists an n between x and E, such that fE) = f(x) + (?-x)f'(x) + f"(n) (x~ 5) hence u(x) = f(x) - fE) + U,(T1) UzSL , x - e; 2 |U(X)| < 2max .If I + lx_^X " Ix- ?l 2 where max If| is over [0,1]. Now, supposing max If I < 1/16 and choosing 5 = x + 2 (max If I) 1/2 for x£ [0,^] , 5 = x - 2 (max|f|I/2 for x£(|,l], we obtain |u(x) I < 2 (maxlfI) 1/2 .
158 Therefore (8.1.6) || (Al)  f || < 2 || f II 1/2 (for small II fll ). We observe that to find this estimate,we only use the second inequality of (8.1.5). The choice of our particular values of E, is motivated as follows: 2F d Put max|f| = F, |x~CI = d, and take d so as to maximize ^- + y ■ 8.2 . Preliminary Discussion of the Stability of Abel's Equation In this paragraph,we discuss in more detail the ill-posedness of some physical problems leading to Abel equations. We refer to Chapters 2 and 3 for the descriptions of the problems discussed here. We shall find a priori bounds on the solutions that have a clear physical meaning and, as we shall prove in 8.3, guarantee the continuous dependence of the solution on the data. 8.2.1. Abel's Mechanical Problem As stated in Chapter 1 and as can be reformulated from 2.2 , Abel's mechanical problem leads to the equation x I 2 (8.2.1) J" XlJ±llL£i. d? = f (X), o<x<1 . 0 Vx-5 We recall that this equation formalizes the problem of finding a curve C in the vertical plane that is the graph of an increasing function x = ¢E) such that the falling time of a body (fixed to this curve and f (x) falling under the influence of nravity) is a known function —33 of the \/2g height x from which it falls. We suppose $@) = 0. A suitable space where to Iook for a solution is th<= space of functions with piecewise continuous derivative in [0,1].
159 ^5 Fig. 8.2.1 (A) We inunedlately observe that the problem itself suggests a first a priori bound of the solution: <j> should be an increasing function, that is <J)'(x) > 0 for every x€ [0, 1 ] . without this itionotonlcity condition the solution is not unique (if we allow isolated discontinuities of $'). In fact, for f(x) = \JSx every function <j> continuous and piecewise linear of type x+c or -x+c solves (8.2.1). See Fig. 8.2.2 . > x Fig. 8.2.2
160 There may also be non-uniqueness of a continuously differentiable solution. If iaoth functions f(x) = /(x-C)72 A+A-252)I72 d5 (x) = x(i-x) for 0<x<1 , ,(x) EcA -x) for 0 < x < 1/2 'j + (x--l) 2 for 1/2 < x < 1 are continuously differentiable in [0,1] and solve (8.2.1 ) . (B) The problem of solving equation (8.2.1) is not well-posed even if we suppose that <)>' > 0. In fact our next example will display a sequence (g ) of admissible data such that lim sup lg -gl = 0 n-«> [0,1] where g is also admissible, but <|>n -f" <t> in the norms of L [0,1] and L @,1). v«e even have n l/[0,l] l'[o,i] Here <j) and <$> are the solutions of (8.2.1) with f = gn or f = g, respectively . Example 8.2.1: Let h(x) = 2x, x£ [0,1] and let hn be defined as k r k , k 2k +1 x + - , for - < x < „ n n - 2n hn(x) -\ , k+1 , 2k+1 k+1 3x - __, for -^- < x < -^ for k = 0,1,2, See Fig. 8.2.3
161 ^X We have hence (8.2.2) Furthermore h' (x) = «J Fig. 8.2.3 |h (x)-h(x)l < 1/2 n for 0<x<1 , lim suplh -h| = 0 n n-K=° c k 2k+i 1 for — < x < - xi - n -, c 2k+1 k + 1 3 for —=— < x < 2n - n
162 and (8.2.3) 1 < h'(x) < 3 for x e [0,1]. Now we use a result which will later be proved as Theorem 8.3.3 Theorem: Let u iolve. the equation 1 r u (t) dt c , , _ — J -^37- =f(x) , 0 < x < 1 , \/n 0 \/x-t and iuppoie f@) = 0. Then [with II II on, no Km In L @,1) me nave. (8.2.4) nun < — (\\ f n 1/2+ n fii 1/2 Vn f w]]1 . OO — v^ Let g ,g be defined as solutions of x g (t)dt J ZZZ~ = V^fr h (x) , 0 < x < 1 , 0 \/x-t ; cMj^t = ^-h(x) ^ 0<x<1 . 0 \/x-t We have |h'-h'| = 1 and therefore by (8.2.2) and (8.2.4) n lim sup |g -gI = 0 . n-«> [0,1] n Here we have applied (8.2.4) with f = h -h and u = 9~9 • Now let us consider the integral equations x /l+<t>'2(?) \ =^ d? = g (x) , 0 Vx-5 ; vA+^m d? = g(x) o Vx-5 Their solutions are £„(x) = J" \/h'2(T)-1 dx , 0 <j>(x) = \/3 x . This can be seen most simply by working formally with the operators J 1 /2 and D . We have 1/2
163 1/2 - J17 g = v/nh, \A nJ1/2 /l+<j>'2 = g, A .,2 1 „1/2 \/TT -L D1/2 (^ D1/2h) V'n Dh Analogously for d> , g , h 3 J n 3n n It follows that (x) "ky/2 n - k 2k+1 for — < x < —~— n - 2n kv^2 js ( 2k + i\ , 2k + i k + 1 -1— + \/8 I x - —.—- for —~—- < x < ■ n \ 2n I 2n - n Fig. 8.2.4 Posing § (x) = \fl x , we obtain sup l<J>n-<(>l \/2 2n Therefore ji -»J in L -norm. But <(> * 0 as n -» oo. it . Furthermore II <t>nH , = / <j>(x)dx - ^| = J $(x)dx = II ?ll * II <HI . 1 0 0 '
164 The inverse of the operator in the left-hand side of (8.2.1) is continuous in the L°°-norm at f with f (x) - 2 \fx (we leave this as an exercise). We remark that the condition m < <j>' < M also does not lead to-a well- posed problem. (C) Since the natural a priori bound <)>' > 0 cannot restore the stability in the solution of the problem (8.2.1), we need some alternative a priori informations about the solution <)> . These could be of various type. We only discuss some of them. One natural a priori information could be that the slope of the graph of $ have not too big variations and be neither too small nor too large. Let us assume (a) and (b) satisfied. (a) Idx >" (x) < M for x £ [0,1], (b) ml * >" (x) < m? for x £ [0,1]. These two conditions imply (8.2.6) dx /l+<j>'2 < -^- for x £ [0,1] . 1 They have a clear physical meaning. In fact, if the slope ,,,, of the graph of <j) rapidly changes, or is too big, it seems very unlikely that the particle gliding on its profile could remain bound to the curve. On the other hand, if the slope is too small the friction could stop the body . (D) Another type of conditions is based on convexity for the graph of ¢, that is (c) <)>" > 0 for x £ [0,1 ] (d) < 0 for x e [0,1]. We observe that the conditions (c) or (d) together with the following condition 1 1 (f) give (8.2.7) 1 \ 0 >' A) ' <t>" @) A^P (x) > m > 0 dx < -, I 2 2</1 + m 8.2.2. Inversion of Seismic Travel Times For a first approach to the problem of inversion of seismic travel times we refer to the plane model (see 5.2.3) . We recall that the unknown
165 in this problem is the velocity v of seismic waves in the earth's interior. The data are the travel times and the exit points of the waves. The model assumption is that the velocity of a seismic ray depends only on the depth below the surface, of which it is an increasing function. If we pose 1 1 (8.2.8) w = — , z(w) = inverse of w(z), w the equation is w r WZ (w) •, 1 , - J ——±Zz dw = 2 T (p) p & -2 /w -p where x depends on the ray parameter p. With the new variables x = 1 - (-f/ , t = 1 - (-2-/ w o we obtain the classical Abel equation x z (w vM-t) (8.2.9) w f -—§-— dt = t(w vT^x) , 0 < x < 1 ° 6 yS=t Now by the hypothesis that v is increasing and in view of (8.2.8),we obtain (8.2.10) A z(Wq ^--£) > o . Furthermore (8.2.11) z(wQ s/l^t) |t=Q = 0 . Now, recalling that in our model the depths considered are not too large (in any case smaller than the diameter of the earth !) we can suppose that (8.2.12) 0 < z (wQ \/1-t) < E where E is a known positive number, 8 . 2 . 3 . Other Examples and Instability Properties For a discussion on the problem of spectroscopy measurements we refer to 3.1 where we have stressed the usefulness of certain a priori bounds on the solutions, which are similar to those in 8.2.1 and 8.2.2 . To conclude this paragraph we assert that in many physical problems (in the mechanical problem we pose u = y1+ <)>' 2 ) we can assume,on the solution u of the Abel equation,some a priori bounds of the type
166 (i) |u(x) I, |u' (x) I < M (condition 8.2.6 for the mechanical problem). (ii) c < u < c_ and u' with constant sign for the mechanical problem, or the seismological problem , or in spectroscopic measurements). It is very simple to verify that if I is a compact real interval the set of functions u fulfilling (i) is contained in a compact subset of C (I). Furthermore the set of functions u fulfilling (ii) is contained in a compact subset of L (I). In fact if u verifies (ii) we have \ (|uI + Iu' I )dx < E I where E is a constant. The set A = {u £ L1 (I) : \ (|u| + |u' I)dx < E} I 1 is compact in L (I). Now since the Abel operator J -- is continuous from L (I) to L (I) (see Chapter 4) a theorem of general topology (see [Ti-Ar,1977] and 8.1) gives t1/2 IA u of J1/2 u = f depends continuously on f in the aforementioned function spaces. We shall find explicit stability estimates in 8.3 . Now we want to illustrate the instability of the Abel equation for some a priori bounds different from (i) and (ii). Many of these are similar to the extra informations we have in the case of spectroscopic measurements. More precisely we prove that if the solution u of the equation (8.2.13) _j x u(t)dt satisfies only one of the following "extra conditions" there isn't stability in L^-spaces. The extra conditions are the following ones: (j) u(x) > 0 . CD) C-, < u <x) < c2 • (jjj) u' (x) > 0 or u' (x) < 0 (jv) u" (x) > 0 or u"(x) < 0 . Example 8.2.2; For f (x) = <n+1)' xn + a , 0<x<1, n> 1 n r(a+n+1) ' the solution u of the equation
167 J U = f n n is (use Euler's beta integral, see also Example 1.1.1] We have un(x) = (n+1)xn . u >0, u'>0, u">0 n - n - n - and for n -» «> 1-a-l ii f j, = <n±UJ ^2 L @'1) r(a+n+D[p(n+a)+1]1/p P by Stirling's formula. Furthermore (for all 1 < q < «>) II u || = n , , . n 1,9@,1) (nq+1I/cf Now II f II -+0 for n -»oo if 1 < p < -^- , but II u II 7*0 for n LP@,1) 1 a n Lq@,1) n->«>. Therefore, none of the a priori bounds (j), (j j j) , (jv) yields stability for the Abel equation (for u'< 0 or u" <0 we can consider -fn and -un). To show that condition (jj) cannot assure stability in Lp-spaces we can use example 8.1.1 with a few small changes. Example 8.2.3: Let ? a f (x) = r(^ + li for 0 <x < 1 , f (X) = LJLT^aL sin nnx + f or 0 < x < 1 , C (nn)a " " where C = sup / 5° e 1K d5 . [0,+oc) ' 0 Then the solution u of equation (8.2.13) is u (x) = 2 for 0 < x < 1 . The solutions u with f instead of f being n n
168 , nnx u = l ; cos(nnx-g) ds + 2 n C 0 ?° we have and but I 1 un(x) - 3 II f -f II -» 0 for n->«° , 11 L~@,1) lim II u -u||i > -^ . n-x» L @, 1) It follows that condition (jj) doesn't assure continuous dependence of the solution of (8.2.13) on the data. 8.3. Stability Estimates for Solutions of Abel-type Integral Equations 8.3.1. Auxiliary Lemmas In this paragraph we shall prove stability results for the general linear Abel integral equation of first kind (8.3.1) 1 ; *(*,t)u(t) dt = f(x), 0<x<1 , l0" 0 (x-t) ' a supposing that in LP-norm A <p<°°) the first derivative (in subparagraph 8.3.2) or the second derivative (in subparagraph 8.3.3) of u is bounded. Among other things,we prove Theorem 8.3.3 that we have already used in Example 8.2.1. In subparagraph 8.3.4,we shall apply our stability estimates to the case of discrete data. First we give some lemmas that will be useful in the sequel. Lemma 8.3.1: Le-t 0 < h < ■=■ and . x+h /8.3. 1) uh(x) = ^ \ u(t)dt ion 0<x<l-h . Tke.n tke. following two e.&t£mate.& kotd. (8.3.2) || u-u II < ^ llu'N LP@,1-h) z LP@,1) (8.3.3) || ull < 2h || u' II + || u|| LPA-h,1) LP@,1) LP@,1-h) Proof; Young's inequality for convolutions (Theorem 4.1.2 with g = u', f(x) = (*- +DXr0 hn (x) , q = 1, hence r = 1) gives (8.3.2). Concerning (8.3.3) we only treat the case 1 < p < °°, the case p = °° being analogous. Triangle and Young's inequality yield
169 1 _ 1/P 1 D 1/P Hull < ( / |u(x)-u(x-h) |pdx) + ( \ |u(x-h)|pdx) LpA-h,1) 1-h 1-h 1 x 11—h .(/ (/ lu' (?) |d?)PdxI/p +(/(/ lu' (?) |d?)Pdx) 1/p - 1-h 1-h 1-h x-h 1-h , +(/ |u(x)|Pdx)l/p 0 < 2h l| u' || + || ull LP@,1) LP@,1-h) Lemma 8.3.2: let uh be defined by (8.3.2). Vol O<0<1,1<p<+°°, 0<h<-2, we then have. the. following ebtlmatet,. (8.3.5) || u-u || < hG|ulfl , n LP@,1-h) °'p (8.3.6) || ull ^ < 2|u|., hG + || ull LPA-h,1) U,P LP@,1-h) Remark : For the definition of I u I . see 4.2.2. 0,p Proof of (8.3.5). If x e [0,1-h] and -+-, = 1 then P P 1 x+h 0—, x+h , . ._ . . | lu(x)-uh(x)| <1 / |u(x)-u(t) Idt = h p / '"'q^/p "dt x x h .«»e^ "h 1°11%1¾1«<- -e<x* "■'•■^ia1"',/p ■ X Ix-tI r x Ix-tI r the latter inequality < following from Holder's inequality. Therefore „ 1-h x+h . . , ... ,p 1/p „ nu-uhn _<h0(/ (/ 'u<*>;u+ff'pdt)dx) <_h0iui0 Lp@,1-h) 0 x | x-tI ' p ,p Proof of (8.3.6). By the triangle inequality, we have 1 II u|| < ( / |u(x)-u(x-h) |pdx) 1/P + II ull LpA-h,1) 1-h LpA-h,1) 1 x < ( / |u(x)- 1 / u(t)dt|p dxI/P + 1-h x-h
170 1 x , + ( \ lu(x-h) -1 J" u(t)dtlp dxI/p + Null 1-h n x-h Lp@,1-h) 1 X = ( / I c \ (u(x)-u(t))dt|p dxI/P 1-h1 x-h ' 1-h . x-h |p , + (/ N- / (u(x)-u(t))dtr dx)'/p + Null 1-2h' x-2h ' Lp@,1-h) <2|ulnhG+||ull °'P LP@,1-h) Lemma 8.3.3; let he @,1/4] and f £ C°[0,1 ] With f' £ L°°@, 1) . Let u iolve. ike. equation (8.3.7) J1/2u(x) = -L ; u'^ = f(x) \]v 0 \/x-t w-c-Cfe f @) = 0 . Then the. following e.it-imate.6 kotd. (8.3.8) || u-u II < _1 || f ■ || . hl/2 L°°@,1-h) \/n L @,1) (8.3.9) II u || ^ < J_ || f ■ || ^ hl/2 + || U|| L°°A-h,1) \/tt L°°@,1) L°°@,1-h) Remark: u, is the function defined in (8.3.2) Proof: We have . x+h uh(x) -u(x) = ^ \ [u(t)-u(x)]dt for 0 < x < 1-h . x Since ,, 1 x f ■ (t)dt u (x) = — J —r==- \/tt 0 \/x-t we have ^ / [u(t)-u(x)]dt = -f- / \/X+h-T • f ' (T)dT V \/TTh *- V + / ( V^X+h-T - V/X^T ) f ' (T)dT } . Denote the first of these integrals by I , the second by I_. Then II. I < II f II • h3/2 . 1 " L~@,1)
171 Furthermore, by the concavity of the function t->\/t, we have h 2v^f-T (i/x+h-x - \/x-t) > 0 , (\/x+h-T - \/x-T ) < 2\/x+h-T Therefore I I?l 5 / ( (\/x+h-T - \/X-T ) } If (T) IdT 0 L2\^? J u x 1 1 )} If (T) IdT /X-T \/x+h-T Using Young's inequality for convolutions,we obtain H2I < II f II 3/2 L @,1) Putting together these estimates we obtain (8.3.8). To prove (8.3.9),we observe that |u(x) | < |u(x)-u(x-h) I + || u|| _ L @,1-h) Now 1 u (x) -u (x-h) = — \ f (T)dT \/tt x-h \/x-t x-h /TT n ^ \/v —T \/v—Vl — T-1 (T)dT . \/ti 0 L \/x-T \/x-h-TJ Ubiny the same arguments as for !_, we obtain lu(x)-u(x-h)| < 4|| f II L°°@,1) , h1/2 This proves (8.3.9). 8.3.2. L^-bounded First Derivative of the Solution Theorem 8.3.1: I <5 a £ @, 1) , pE[1,+»], u £ LF@,1) , u' £ LF@,1 ] and (8.3.10) we. have. J U = f
172 (8.3.11) II u||p < C1 (a) ill u' ||p1+a + II f II p 1+a | II f||p1+a . I<5 ^utitkenmotie u £ W ,p@,1) (, ox a value. 0£ @,1) and a value p £ [1,+°°) then (8.3.12) || u||p < C2(a,0) {|u|0G;pa + || f||p0 + a } || f llp0 + a . The comtanti C (a) and c2(a,0) atie computable and depend on the Indicated arguments, only. II f II TjC c j_i> iu^lclently bmall, (8.3.11) can be blmpllhled to llu'llp (8.3.11 ') II u|l < C, (a) II u' II 1+a II f M 1+a a _1 -,,-, ,, - ,, ,+a II fll 1 1 ' "p p q n Concerning W ,Fand I -l^ see 4.2.2 . 0,P — Proof: Equation J u = f is equivalent to Ju = J f (remember: x Ju (x) = \ u(t)dt for 0 < x < 1) . Now for 0 < h < 1/2 and 0 . x+h (8.3.13) uv,<x) =i I u(t)dt, 0<x<1-h , h x we obtain (8.3.14) uh(x) = 1 |j1 a f (x+h)-J1 a f(x)| , Ml-a) 1 J whence x+h uh<x) = hr;,.., -i \ (x+h-t) a f (t)dt ; | (x+h-t) a -<x-t) a| f(t)dtj Young's inequality for convolutions(Theorem 4.1.2 and [Ha-Li-Po,1978] ' gives 5, -a (8.3.15) II u II < -^ II f|| Lp@,1-h) TB-a) Lp@,1) Now, by the triangle inequality, and lemma 8.3.1 we have II u II < II u|| + II u|| Lp@,1) Lp@,1-h) LpA-h,1)
173 < 2|| u || + 2h II u * II LP@,1 -h) LP@,1) < 2|| u -u II + 2llu II + 2h||u' II LP@,1-h) nLP@,1-h) LP@,1) < 5h II u * II + 2II u || , LP@,1) n LP@,1 -h) Using (8.3.15) we obtain Hull < ±5 || f || + 3h llu' II LP @,1) rB-a) LP@,1) LP@,1) By minimizing the right-hand side of this inequality for he [0,1/2] we obtain the estimate (8.3.11). The estimate (8.3.12) can be found in an analogous way using Lemma 8.3.2 . Remark 8.3.1 : ["'e shall show by an example that the exponent 1/A+a) is the best possible HSlder exponent for II f || in the stability estimate (8.3.11) . P Let K = {u e LP@,1) : llu'll = 1} LP@,1) where 1 < p < +<». Clearly inequality (8.3.11) is equivalent to a 1 llu ||p < C1 (a) {1 + IHau ||p1 +a } IUau|lp1 +a for u e TK . Now we prove that there exists a sequence (u ) in K such that (i) II Jaunllp - 0 , "Vp (ii) iim ,fi/(i + otr = const > ° • n-><» 11 J u 11 n p We consider only the case 1 < p < + °° , leaving to the reader the treatment of p = + ». Take (x) . [P(n-1)+1]1/pxn for n=1,2,3,... . n Then all u e K and n 1/P j«u (x) = £' [p(n-D +1] xn + a n r (a) nT (a + n + 1 ) We obtain Mu i, = i r p(n-nti t1/p n. 1 n p n pn + 1
174 IUau II n! n p nr (a)T (a +n + 1; n! p(n - 1)+ 1 because, by Stirling's formula, p(n + a)+ 1 1 1/P 1 T (a)n 1 + a r (a + n + 1 ) n From these asymptotic relationships,we get lim — n-w IIJ "u n -E. 1 1/A +a) (Ha)) 1 + a n p The importance of Theorem 8.3.1 consists in restoring the stability in many physical problems formulated as an Abel equation with an a priori bound (see 8.2) i|u,|IlP(o,d 2 E (8.3.16) for some p £ [ 1 , +«>] . By the a priori bound and the estimate (8.3.11) the stability is restored. Let us consider for example the mechanical problem with the conditions (a) and (b) (see 8.2.1 - C). We have J. /1 +r2 dx M Now if we put u. = v1 + <ji'. , ¢. being a solution corresponding to the data f., i = 1,2, then by estimate C.3.11) we have M1/3 1/3 2/3 u.-u-ll < C { -—^=- + ||f - f || ' }||f-f2lloo 1 Z L°° @,1) " m//3 1 Z L°°@,1) L @,1) Now by condition (b) of 8.2.1, we have i i m9 II ¢, - ¢,, II < -- II u. -u-ll 1 Z L°°@,1) - ml 1 l L~@,1 Therefore, since ¢..@) - ¢,@) = 0 , II * -4. II „ + II *\ -^ H „ 1 L @,1) l Z L @,1) M 1/3 1/3 2/3 2m9 5^-1^73 * "'l - '2 "t. ,„,„1 ' -'»',-„,„ Theorem 8.3.2: Le.£ u £ LF@,1) , u' £ LF@,1) and x . u(xK-= —■— a (8.3.17) A u(x):=a_L_ / K(x,t)u(t) dt = f(x) f x £ [QJ] r (a) 0 (x - t) ! a
175 wke/ie a £ @,1], p £ [1,+ =] , and i, atli, {>lei> (i) k, H e c°(t), wfee^e t = {(x,t) em2:0<t<x<l} , d t _ _ _ (ii) k(x,x) = 1 ion. x e [0,1 ] . Then a a 1+a 1 1+a (8.3.1: II u II. < C1 (a,p,M){ II u'll + llf lip } Nf I wkene C. (a,p,M) -ii a compa-tab£e corci-tarc-t that depends on a, p and M = sup 3K only. ,T6'P 1M u -ii known to lie In w ,p@,1) ^o-t a value 6 £ @,1) and a ua£ae p £ [ 1 ,+ °° ), then a 6+a a 6 + a e+a |p < C2(a,p,6,M){|ul6^p + llfllp } llfllp (8.3.19) II u wke/ie C„(a,p,6,M) li> a computable constant depending on the Indicated an.a,umentt, only. Proof: We observe that with I as identity in Lp@,1) and B define by Bav(x) = _2±!Lje° ; {v(?) ; — fH(x,t)-,_^ dt „ > ^5 r wu) / ^ "^--i -^-. D ? 3t (x - t) ' a/ (t - ?r where H(x,t) = K(x,t) -K(x,x),the operator (8.3.20) (I - B ) J a is from Lp@,1) to Lp@,1). For every v £ Lp@,1) we have (8.3.21) N v II < C(M,p) || (I -Ba)vll C(M,p) =- X C (p) BM) n=0 exp BM) for 1 < p < +c for p = + <*> (see proof of Theorem 5.1.3 and Lenuna 5.1.1) where C (p) =p n/p(n!) /p By (8.3.20) and (8.3.21) we have IUau|l < C(M,p) || Aqu II and the estimate (8.3.11) says that (8.3.19) Mull < C1 (a){ II u* l|1+a+ II Jaul|1+a} IUauM1+a . Combining these two estimates we obtain (8.3.18). In an analogous way we can find (8.3.19).
176 Remark 8.3.2: If me Heptane the hypotheili (i) of Theorem 8.3.2 by (l) K, || e C°(T) the estimate* (8.3.18) and (8.3.19) atie a till valid but with constant* C, and C, depending on a,'6,p and sup l-s— j (see [Ve,1983]). 1 2 ' D ' 'r rpt" I gxl Now we present a stability result for the original Abel equation (8.3.22) jV2 u(x):=_i_ f Hiiidt = f(x) f o < x < 1 , /~tT 6 /x - t that we have used in Example 8.2.1. Theorem 8.3.3: let u iolve the equation (8.3.22) and iuppo£t that f(O) = 0 . Then (8.3.23) II ull < — I II f II 1/2 L @,1) /F - L @,1 + l|f||1/2 )||f H1/2 I L"@,1)' L @,1] Proof: For u, as defined by (8.3.2) we get, using (8.3.22), h rX+h (x) ._!_ (xf iltidt + ? rj___ _ jl_\ f(t)dtl h/ir l x /x+h-t 0 v/x+h-t /x-t7 J Therefore by Young's inequality lluv.ll 4l|f|lL~@,1) h t°° //-. -i v.\ ~ a-,1/2 L @,1-h) /tt h and by the triangle inequality and Lemma 8.3.3 Mull < II u -u, II + llivll L°° @,1) " h l" @,1-h) ^ L~ @,1-h) + II ull 32 h L A-h,1) 1/2 llf'll + L°° @,1) 8l|fllL"@,1] /TT h 1/2 1 Minimizing the right-hand side with respect to h £ [0,-j] we get (8.3.23) 8 .3 . 3 . IjP-Dounded Second Derivative of the Solution Theorem 8.3.4: I (J a £ [0,1], p £ [1,+ =°] , u £ LP@,1), u" £ Lp@,1) and J u = f then (8.3..24) a 2+a a a+2 lullp < C(a) jllu1'!! + II fllp ]H flp 2 a+2
177 wheie C(a) -Lit a computable, constant that depends on a only. Proof: Let h £ @,1/6] and 1 x+h . /X+2h x+h \ (8.3.25) u (x) = ± / u(t)dt ~ 4r{ I u(t)dt - / u(t)dt), x x+h x ' 0 < x < 1 - 2h. By the triangle inequality and Lemma 8.3.4 we obtain II ull < II u - u II + llu II + II ull LP@,1) n L'P@,1-2h) nLP@,1-2h) LPA,1-2h) < 23hZ llu"ll + — || f || Lp@,1) TB-a) Lp@,1) By minimizing the last expression with respect to h £ @,1/6] we obtain the estimate (8.3.24). Lemma 8.3.4: Le.t u and f be ai, -in Tfieo-tem 8.3.4. lit ube defined by (8.3.25). Then the following eitlmatti hold. 7V,2 (8.3.26) II u -u, II < -^- II u"ll n Lp@,1 - 2h) " b LP@,1) (8.3.27) llu, II n < - h"a II f II n Lp @,1-2h) rB - a) Lp @,1) (8.3.28) Hull < 20h2 l|u"ll + II ull LPA-2h,1) LP @,1) LP @,1-2h) + _ih___ ||f || r B -a) Lp @,1) . x Proof: For U(x) = f u(t) dt, we have, by Taylor's formula, 6 ,2 1 x+h y U(x + h) =U(x) + U' (x)h + U" (x) ^r + i f (x + h - t) U'" (t) dt 2 6 x that and (8.3. is , x+h E ' X .29) 1 \ u(t)dt = u(x) + § u'(x) + —~ j" (x+h - tJ u" (t) dt ^ 2 bh r i /X+2h x+h \-| u (x) -u(x) = § ^u'(x) + -~ \ u(t)dt - f u(t)dt n z l h Nx+h x /J x+h - 4-/ (x + h - t)z u" (t)dt.
178 Now 1 /X+2h x+h \ . x+h t+h x u' (x) ~-~ ( \ u(t)dt - / u(t)dtj = -~ / dt / dx \ u" (?)d? x+h / x x+h t+h • J h*1 x t x Therefore (8.3.30) Furthermore (8.3.31) ,x+2h x+h u' (X) r u(t)dt - r u(t)dt h '-x+h /J|lL-p@,1- 2h) < h'll u"ll Lp@,1-2h) 1 x+h ? I! h2 4- / (x + h-tr u" (tjdt <-rllu"Mn 6h x !,LP @,1-2h) b LP@,1) (8.3.30), (8.3.31) and (8.3.29) give (8.3.26). The proof of the estimate (8.3.27) is analogous to that of estiirate for II u, II in the proof of Theorem 8.5.1 (formula (8.3.15)). h Lp @,1-h) In order to prove (8.3.28) we observe that for 0 < h < 1/6 and 1 - 2h < x < 1 we have (8.3.32) 2h ^x-2h I 1 / x *~m \I lu(x) I < u(x) - u(x- 2h) -— / u(t)dt - \ u(t)dt " I ^n '-x-2h x-4h /! I / x x-2h \| + j— ( \ u(t)dt - \ u(t)dt) + !u(x- 2h) I . From 1 , x x-2h v . x t t u(x) -u(x-2h) -4- \ u(t)dt - \ u(t)dt =— J dt J d? /u"(n)dn m Vx-2h x-4h ' ^x-2h t-2h 5 we obtain (8.3.33) u (x) - u (x - 2h) 2h x x-2h f u(t)dt- f u(t)dt x-2h x-4h ]LF @,1-2h) Furthermore (8.3.34) < 20h^ II u"ll . a x-2h ~ \ u(t)dt - / u(t)dt 2h x-2h x-4h LF@,1] LF@,1-2h) A 1 ^ _ih l| f || r<2-a) LP(o,i: By (8.3.32), (8.3.33), (8.3.34) we finally get (8.3.28).
179 8.3.4.Discrete Data In this subparagraph,we briefly consider the following type of problem: Let x^ = 0 < x. < . . . •£ x < 1 = x , , f. £ IR, 1=0, ...n+1, 0 1 n n+1' l ' and let e and E be given positive numbers. We want to estimate the diameter of the set H = {u £ LP@,1) : iJ^ufx.) - f, I < e , || u|| . ^ < E } P'k lip- Wk'p@,1) " where p £ [1, + «>] , I | is the discretized Lp norm; that is n . lip I = ( I lip.lp(x . - x )) /p, E is a positive number, k £ IR . p i=o 1 We consider in detail only the case p=1, k £ A -a,1). As we can observe by studying the proof of the next theorem, the estimate of diam H , can be found by a combined use of smoothing estimates (Chapter 4), stability estimates and simple methods of numerical integration. This method is very general, but we don't apply it to every possible case. Theorem 8.3.5: I (J k £ A - a , 1 ) than —— a k (8.3.35) diam H., < 2c2 (a ,k) c (a ,k) JEk+a +■ (EA + e) k+aj (EA + e) a+k wke.ne. c_(a,k) li, the. constant o & <Li,ti.maX<L (8.3.4), c(a,k) li, the. constant o<) mtlmaXl D.2.12) In wh-ick Q = k and A = max (x. i-xi'- Proof: Let u. ,u2 £ H. , and w = u. -u?. Then n (8.3.36) 21 [Jaw(x ) | (x. - x ) < 2e, 1=0,1,...n+1 , 1=0 (8.3.37) II wll < 2E. W ' @,1) With J w = g we have, by (8.3.37) and Theorem 4.2.3, (8.3.38) II g' II < 2c(a,6)E L1@,1) where c(a,6) is the constant of inequality D.2.12). Now, posing A = max{x. 1 - x.}, we have 1 n xi+1 II g II ., = / |g(x) Idx < Z / |g(x) - g(x.) I dx + 2e L @,1) 0 i=0 x. x x 1 n i+1 x < T / I [ I g' (t)Idt)dx + 2e 1=0 x. x.
180 n xi+1 xi+1 = X / lg' (t) I / dx dt+ 2e < A llg' II . + 2e i=0 x. t L @,1) Therefore (8.3.39) II gll . < 2(c(a,k) EA + e) . L @,1) Now, in view of(8.3.12) we find a a II wll < c,(a,k) { BE)k+a + [2(c(a,K)EA + e) ]k+a} L'@,1) ^ k ' {2(c(a,k)EA + e)} k+a , which is the estimate (8.3.35). Corollary 8.3.1: Von. the pan.tic.ulan. ca&e k = p=1 we have. the. e.i - timate. , a a.„ t {8.3.40) diam H < 2&1(a)c(a){E1+a+ (EA +eI+a}(EA + eI+a whe.ne. C. (a) li, the. constant o & Inequality (8.3.11) and C(a) li, the. con- it ant C(a,k) o i e.i> timate. D.2.12) $01 k = =j- . Proof: With the same notation as in the proof of Theorem 8.3.5 we observe that we have the estimate (8.3.41) II wll , < -— II wll w-''@,1) kA-k) w'' @,1) In fact (by Theorem 4.1.1) ,w, = 2] (J '"(*>-w(t)l_dt) dx k'' 0 0 lx-t|1+k < 2 \ dX J" -^ T-r- J" |U' (?) IdS 0 0 (x- t)'+K t 1 x 5 , = 2 \ dx J lu' E) Id? / 0 0 0 (x-tI+k { } dx J lu'(g)l dg + } dx X |u,(?)|d?} 1 0 0 (x - 5) 0x0 < _J— II u. II kA - k) L @,1) By (8.3.40) we have (take k = ~-^ in (8.3.39) and (8.3.41! II gll 1 < 2 (c (a)EA + e) . l'@,1)
181 Therefore, by (8.3.11), we obtain (8.3.40). Remark: To undenstand a possible usefaul application ofa the estimate ofa diam H, , we should conslden the pnactlcal and numenlcal pnoblems that K , p ane nelated to Abel'is equation. In faact, In pn.actls.al situations, the data f ofa the. pnoblem J u(x) = f(x) can be measuned only at a finite set 0E points x.,x5,...,x , and they ane contaminated by an ennon ofa maximal value, e. Wow, numerical methods [see Chapten 9) a££ow us to fclnd pan.tlcul.an solutions ofa the pnoblem |Jau(x.)-f.| < e, but, as me have shown In. many examples (see examples 8.1.1, 8.2.2), It Is not possible to evaluate the distance oft the numenlcal solution to the exact [on anothen) solution without an appn.opn.late a pnlonl bound on the Solution. The estimates ofa type C.3.35) and (8.3.40) penmlt to estimate the distance between a pantlculan solution and the exact {on anothen) solution In tenms ofa: ennon on the data, an a pnlonl bound, and the dlstnl- butlon ofa the. points x ,...,x
Chapter 9 • On Numerical Treatment of First Kind Abel Integral Equations 9.1. General Considerations We briefly describe some methods for treating first kind Abel integral equations and give a report on a numerical experiment. When choosing a numerical method,one should consider the points (a), (b) and (c) which are intimately connected with the origin of the problem. (a) the type, ofj equation to be tn.ea.ted, (b) the istKuctu/ie and pneclitlon oft the data, (c) the coni>tn.aLnth the iolut-lon should Aatlifiy. The nicest Situation is the purely mathematical problem involving an operator equation Au = f,where the function f is given by a formula and the function u is unknown. In this case, one may use as an approximation for u any problem formulation equivalent to Au = f and discretize the most appropriate one amenable to a particular numerical method. The attainable accuracy of the approximation then depends on the smoothness of f (provided f is in the range of A). In real life applications, however, there usually is a most natural form of the equation, and intuition advises ones to directly discretize this form,taking into account the natural structure of the data . The most important forms of Abel integral equations are the following ones (we omit trivial modifications) where a is a positive real number or «> and 0 < a < 1 1 x -1 (9.1.1) yrj-y \ (x-t)a u(t)dt = f(x), 0<x<a. K ' 0 1 X a-1 (9.1.2) -p4—r \ K(x,t)(x-t)a u(t)dt = f(x), 0<x<a . K ' 0 1 x -1 (9.1.3) yrj-y \ K(x,t,u(t) ) (x-t)a dt = f(x), 0<x<a . K ' 0 a ? -1/2 (9.1.4) / (t -y. ) u(t)dt = f(x), 0<x<a .
183 a -1/2 (9.1.5) 2 \ (t -x^) t u(t)dt = f(x), 0<x<a. x Let us comment en these various forms. The most important case in applications is the one corresponding to a = 1/2, as in Abel's mechanical problem (see [Ad,1823]). By obvious substitutions, (9.1.4) and (9.1.5) can be transformed into equations of type (9.1.1) vvith a = 1/2. Other values of a arise in Sjjecial prcolems for Tricomi's partial differential equation (see, e.g., [Ge-Wo,1986], [Bi,1964]). Equation (9.1.1) with a = 1/2 occurs in several problems of determination of potentials (see [Ke,1976]). For an application of (9.1.2) with a = 1/2 see Anderssen et al. [An-Ho-We,1973].Equation (9.1.5) is used in the spectroscopy of cylindrical gas discharges. Equation (9.1.4) occurs in the Herglotz-Wiechert spherical earth model of seismic travel time inversion (see [He,1907] and [Wi-Zoe,1907]), in optical fibres [Ma,1979] and in spherical stereology (see [Wi,1925] and [Re,1955]). To the possible objection that the forms (9.1.4) and (9.1.5) are not really different (in (9.1.5),one might consider 2t u(t) as the unknown function) the answer is that in applications the behaviour of the solution u at the origin may be important. Although for (9.1.1) , (9.1.4) and (9.1.5) inversion formulas are available numerical methods are needed either because the integrals involved do not exist as elementary functions or because the function f is only approximately given as a finite set of measured values. It is also worthwhile to take these equations as model equations for more general situations. In applications, there are often given only approximate values of a finite set of linear functionals of f, in the simplest case values of f at a discrete set of points. When they are given by a measuring instrument,one appreciates if these points are equidistant. Thus standard methods of (equidistant) discretization are called for, these methods being particularly good and rigorously analyzable for their error if the data function f is assumed (very) smooth. There are such methods for any arbitrary order of accuracy. Regularization methods are required if the data are (seriously) contaminated by noise as,e.g. , in the case of spectroscopic measurements or in stereology. If smoothness of the approximate solution is the dominant requirement,one may use Tikhonov-like regularization schemes (see e.g. [Ge-wo,1986 ] ) .However, as hinted at Chapter 3 qualitative information like nonnegativity or monotonicity or convexity is often more important, and such extra information should be incorporated into a numerical approximation scheme.
184 A particular problem is the approximation of nonsmooth solutions (or even distributions) which,in some instances ,better model the real solution than smooth ones ([Go,1986 and 1987]). 9.2. Quadrature Methods We shall sketch some methods for equations of type (9.1.2) under the assumptions that there is a nonnegative integer m such that K € Cm+1 {(x) | 0<t<x<a , K(x,x) = 1 for 0<x<a} and Daf £ Cm [0,a]. Under these assumptions (9.1.2) has a unique continuous solution u£Cm[0,a]. See Theorem 5.1.4 . Physicists have for a long tine applied simple inter- polatory quadrature methods which lead to triangular systems of linear equations. There exists a vast literature on this subject, in particular for equations of type (9.1.5). For such methods applied to equations (9.1.2) a rigorous theory of convergence has recently been worked out by P.P.B. Eggermont 1979,1981 and R.F. Cameron and S. McKee, 1985 . We give a brief description of the midpoint product integration method and of the trapezoidal product integration method, assuming the upper limit a in A.2) as finite. Let h = a/N, x± = ih, f± = f(x±) . For the midpoint method replace the product K(x,t)u(t) by K(x,t)u(t) where K(x,t) = K(x,x .), u(t) = u . for x. .<t<x. . Then collocate (9.1.2) at the points x. by the formula x. 1 1 -1 jj^y \ K(xi,t)u(t) (x^tH ' dt = f. for i=1,2,...,N. With K .= K(x.,x ) we arrive at the triangular linear system i,J+2 1 3+2 , a i-1 / n r(a + i) Z K 1 (i_j) ~ ^-3-1)° u 1 = fi ' i = 1,2,...,N , j=0 i, j +^x J + 2
185 for the determination of the unknown values u for j = 0, 1 , 2 , . . . ,N-1 3 +1 One hopes that |u - ulx U is small if h is small. 3 +1 K 3 +I More precisely we have the following convergence result [Eg, 1979]. I<5 the iiOlut-ion Of) (9.1.2) hai, a LZpAchA.tz contA.nu.oua> de.tiA.vatA.ve. A.n [0,a] convergence o<5 the approximate Aolu.tA.on to the exact solution A.i> 0E onden. h , mole ptiecA.Aely-. thene It, a constant M Mich that lu - u(x ,11 < Mh1+a ion. j = 0,1,...,N-1 . 3+? 3 + 2 For the trapezoidal method replace, for x=x.,x.<t<x. ., r ^ ' 1J--3+1 the expression K(x.,t)u(t) by a linear interpolation ansatz (x. ,.-t)K. .u . + (t-x.)K. . . u . . /h :+1 1,: : :' 1,:+1 :+1/ ' where K. . = K(x.,x.) and collocate (9.1.2) at the points x. for 1,:1: 1 i = 1,2,...,N . Again a triangular system of linear equations results for the unknown values u. which hopefully approximate the values u (x .) . Eggermont,1981, has shown that the differences |u(x.)-u.| are uni- 2 3 3 formly 0(h ) if the kernel K and the solution u of (9.1.2) have Lipschitz continuous second derivatives. Arbitrarily1 high order of convergence (measured as a power of h) in the discrete maximum norm can be obtained by fractional linear multistep methods. These are based on discrete multistep formulas for approximation of the fractional integral operator, and their theory has been worked out mainly by Lubich,1987.( See also the comprehensive book of Brunner and van der Houwen,1986) . There is a strong temptation to go into this fas-, cinating theory, but we must resist it and refer the reader,to the bibliography. Branca,1976,analyzes a piecewise linear interpolation method for the nonlinear equation (9.1.3) in the special case a = 1/2 and shows it to be 2 0(h (-convergent in the discrete maximum norm under appropriate smoothness assumptions. By a piecewise quadratic interpolation technique,he 3 obtains an 0(h (-convergent method for this equation. 9.3. Evaluation of Measurements The methods of the preceding paragraph, in particular the ones of high order accuracy, are very useful if f or u is srauyth enough ana f is known very
186 accurately (e.g. given by an explicit formula). If, however, f is only incompletely or inaccurately given by measurements, there is unavoidable noise. This noise is amplified by the methods of 9.2, as the computational grid is taken finer and finer. Even worse, shape properties (for example non-negativity) which for physical reasons the exact solution has are often not reproduced by numerical calculations. Some kind of regular- ization is required. To be sufficiently general,we write any of the linear integral equations (9.1.1), (9.1.2), (9.1.4), (9.1.5) in the form (9.3.1) Au = f with an appropriate linear operator A. As a model of the measuring device, let us assume linear functionals a. for j = 1,2,...,J acting on f but perturbed by unknown random errors p. . As available information, we have the values (9.3.2) aj = <oyf> + Pj, j = 1,2,...,J . In the simplest case we have point evalutions (9.3.3) <a./f> = f(x.), 0<x.<x9<...<x.<a, In a more realistic model, functionals of the form a (9.3.4) <a,,f> = { w.(x)f(x)dx with wi > 0 are to be considered. We want the approximate solution u to share one or more of the important properties the exact solution u is known to have,e.g. smoothness, non-negativity, monotonicity, convexity, unimodality. With linearly independent functions u for n = 1,2,...,N and functions f = A un(because A is injective these are linearly independent as well) take (9.3.4) u = I c u^ , , n n ' n=1 with the coefficients c to be determined. Correspondingly N (9.3.5) ? = I c f n n n=1 We wish, of course, u«u, ? sa f . Our problem can now be formulated as one of optA.mA.zatA.on-. to &A.t ? to ike. data In Auck a way that the. extna condA.tA.oni u AatA.A^A.e.A ane.
187 I approximately) ^ul^llled {,on u, the fitting being achieved by minimizing an appn.opn.late mea&une 0(J deviation. The unconstrained GauAA Leakt AquaneA fill consists in minimizing the quadratic form (9.3.6) Q(c) = I y (a - J I j-1 <a.,f > ) , c tffi where the positive weights y. are prescribed (all = 1 in the simplest -* J case). Here c denotes the column vector with components c.,c_,...,c„. The integer number N may be smaller or larger than or equal to J, the particular case N = J meaning interpolation (Q(c) = 0) . The quadratic function Q(c) has a unique minimizer c if and only if its second degree part is strictly positive definite. To find a necessary and sufficient condition for positive-definiteness we write Q(c) in matrix vector notation with / \ aj/ as data vector, c as vector of coefficients, <a1,f.> <a1,f?> <a2,f.> <a?,f?> «VfN> <a2,fN> ^J'V <aj'f2> <ajrfN> as Gram-matrix, and the diagonal matrices r = diag(y.,y2, as weight matrix, /Y- ,1/2 _ liag(\Zy1 , \ff^, > ^J> We denote transposes of vectors and matrices by the superscript T. Note that all quantities are assumed to be real. With these notations a straightforward calculation using (9.3.5) and changes in orders of summation, yields (9.3.7) Q(c) = (T1/2 M c)T (T1/2 M c) (Ta)T M c + (Ta)T a The second-degree term (r1/2 Mc-)T<r1/2 mS)
188 is nositive definite if and only if the matrix M has rank N. We also see that this necessary and sufficient condition can be met only if J>N, i.e. if there are no less data values then there are coefficients to be determined. And furthermore we see that if the a .'s are point evaluation functionals (<a,,f> = f(x .)) then for equations (9.1.1), (9.1.2) none of the x. should be equal to 0, whereas for (9.1.4) and (9.1.5) none of them should be equal to a. Otherwise for the corresponding index j we would have f (x.) = (A u )(x.) = 0 for n = 1,2,...,N, hence a line of zeroes in the matrix M. To apply this method a good choice of basis functions u or f is essential. It should be made in such a way as to yield a Gram matrix M of rank N. Gorenflo and Kovetz, 1966,and Minerbo and Levy, 1969,take for the spectroscopy equation (9.1.5) polynomials multiplied by a suitable function and N small, thus achieving "smoothness" (in a colloquial sense: oscillations suppressed). Disadvantages: low accuracy, choice of larger values N leads to unwanted oscillations. In the problem treated by Gorenflo and Kovetz the exact solution u was known to be everywhere non-negative. By forcing u(x) >0 at a (large) finite set of points (this leads to a quadratic optimization problem) they obtain u "approximately" non- negative. Today it is well-known that piecewise polynomials ("splines" in the general sense of the word) are better. We recommend a very robust kind of approximation, namely approximation of u by continuous piece- wise linear ansatz. This means taking the functions u as hat functions (or roof functions): With 0 = t- < t, < t- < tN = a take (9.3.8) u (t) n u (t) n u (t) n 0 for t-t , n-1 t -t . n n-1 t .-t n+1 t .-t n+1 n t < t n-1 and t > t n+1 for for t . < t < t n-1 -- n t < t < t . n - - n+1 if n e {2,3,...,N-1 } and omit in these definitions everything outside [0,a] in cases n = 1 and n = N 0,1, k * n . [t.,tj+1], j Every u is linear in each subinterval J n , N-1, and all u (tn) = 1, whereas un(tk> = 0 for
189 0=t Fig. 9-3.1 Because of measurement errors ,we cannot expect a high order of accuracy for the approximate solution. So, why should we use higher degree splines ? Numerical experience shows that these splines of degree 1 are good enough. However, the main advantage-, of using the hat functions as basis functions u is the ease they offer in incorporating customary shape conditions as constraints in form of linear inequalities for the coefficientsc which now coincide with the values u(t We now have : N0ny1e.gat-Lvj.ty 0(J u N I n=1 c u n n -ii equivalent to (9.3.9) cn - ° ^0K n = 1'2'---'N Monoton-ic -lnc>ieat>e o<5 u .ii equivalent to (9.3.10) 'n+1 c > 0 n - \ofi n 1,2,...,N-1 Convexity 0& u Lis equivalent to (9.3.11; c _-c n+2 n+1 xn+2-xn+1 c , -c n+1 n x , -x n+1 n > 0 ioi n = 1,2, . . . ,N-2 The use of such inequality constraints has some regularizing effect as may be seen in 9.4. Another possibility is a discrete Tikhonov regula- rization. It consists in minimizing the quadratic function (we describe it for hat functions as basis functions u )
190 N-1 (9.3.12) Qx(c) = Q(c) + X X n=1 (with or without additional inequality constraints) with a suitable poi-it-ive. parameter X. For any X>0 the function Qi(c) is positive definite. Still another method is the "tizguZcuUzcutlon by diicmtizcuLLon". This means that the coarseness of discretization itself has a regularizing effect, that is, there is an optimal value of N which in this case acts as a kind of regularization parameter. Compare Natterer, 1977. In 9.4 we shall present results of a numerical case study in which these basis functions have been used. We conclude this paragraph by giving a short account of two interesting variants for treating the spectroscopic equation (9.1.5) in case of known non-negativity of the exact solution. These variants have been proposed by F.M. Larkin, 1969 and,by numerical tests,shown to work well. The first variant is as follows: In an appropriate function space U (representing the set of candidates for the exact solution) he determines an element by a maximum Z-Lke.Z£kood m>£A.ma£A.on technique. In his study the values <a,,f> are of the form x . . \ f(x)dx where 0 = x <x. < ... < x„ - a . x , : After deriving conditions for the measured values to be compatible with a non-negative solution u (if they are not they must be modified by a special preprocessing technique and replaced by compatible values, the modified data vector being as near as possible to the original one), he arrives at the problem of minimizing a J" u(t) log u(t) t dt under the restriction that u should 0 produce the values a. (or the modified ones, respectively). ~ 2 As a second method,Larkin proposes an ansatz u(t) = (h(t)) so that definitely u(t) > 0 for 0<t<a . To obtain solutions smoother than the ones usually found by his first method, he now minimizes the expression a ■> \ (h'(t))^ t dt 0 c , -c n+1 n t ,-t
191 under the restrictions that u produces the values a. and the (physically motivated) boundary conditions h' @) = hA) = 0 . The Euler-Lagrange technique leads to a nonlinear generalized eigenvalue problem for which he gives an iterative method of computation. 9-4. A Numerical Case Study W. Zikoll in his diploma thesis has carried out numerical case studies using the quadratic optimization method of the preceding paragraph. Without going into :the details of computation (let us just mention that he used optimization algorithms of Cryer, 1971, and of Eckhardt, 1974 ),we will display a few typical results obtained for the spectroscopic equation (9.1.5) with a = 1, namely (9.4.1) 2 J" u(t) tdt = f(x), 0<x<1 , with (9.4.2) f(x) = jg A-x2J . The exact solution 3/2 (9.4.3) u(t) =-1 A-t2) , 0<t<1 , is strictly nonotonically decreasing from 1/2 to 0 as t runs from 0 to 1 , concave for 0<t<1/\/2, convex for 1/\/2 < t < 1 . As basis functions ,the hat functions (9.3.8) have been taken, the nodes being the N equidistant points t = n/(N-1) for n = 0,1,2,...,N-1 , the functionals a . are point evaluation functionals <aj,f> = f((j-1)/J) for j = 1,2,...,J . Actually the value J = 11 was taken. To investigate the influence of inexact measurements of f at the points j/J,noise was simulated by superimposing a high frequency oscillation on f, meaning that the functionals a . have not been available on f but rather of f + ip where (9.4.4) cp(x) = jL sinA11-111 x ) .
192 This amounts to using (compare (9.3.2)) the values (9.4.5) aj " IT A-x?) + <P(Xj) with x, = (j-D/J , j = 1,2,...,J . We show two figures. The first one illustrates the effect of regu- larization by dicretization, i.e. the effect of varying N, the dimension of the space in which we are looking for an approximate solution u, the number J - 11 of data points being kept fixed. Nonnegativity was also used as a constraint, but the figureclearly makes visible that this constraint alone does not have a sufficient regularizing effect. The second figure illustrates the effect of regularization by extra information on the shape of the solution, in one of the cases displayed also combined with discrete Tikhonov regularization according to (9 . 3 . 1 2) . In both series of computations, the weight factors of (9.3.6) have all been taken as equal to 1.
193 Fig. 9.4.1: Regularization by the number of nodes (by discretization and nonnegativity constraint ) exact solution u approximate solution u with perturbed data, N = 5 approximate solution u with perturbed data, N = 7 "--- "approximate" solution u with perturbed data, N = 11. In all cases J = 11 and perturbation 1 ip(x) 10 sinA11-111 x
194 Fig. 9.4.2: Regularization by shape constraints exact solution u approximate solution u with perturbed data, constraints: u(t) nonnegative and decreasing for 0<t< 1, concave for 0<t<0.7, convex for 0.7<t<1. In addition: Tikhonov regularization, i.e. minimization of Qx(c) with X = 0,002 (see (9.3.12)). approximate solution u with perturbed data. Constraint as above. "approximate" solution u with perturbed data, constraint: nonnegativity. In all cases N = J = 11 and perturbation cp(x) 1 To sinA11-111 x
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Subject Index l A Abel Abel's mechanical problem Adams Anderssen a priori bounds Arsenin Arzela-Ascoli theorem B Banach Banach space Benndorf Bessanova Bessel function of first kind Borok Bosanquet Branca Brunner C Calligaro Cameron Campi Cannon Carleman Cauchy principal value Chebyshev polynomials of first kind compact operator compactness of Abel operator convolution Cormack Cryer crystallography D Dahlquist Dirac's delta-function Dirichlet problem discrete probability 1 26 72 57 103 156 79 129 72 50 51 113 51 3 185 7 57 184 51 139 63 122 118 6 78 64 4 191 39 153 43 141 39 *we mention "Abel" the first time that this name appears.
211 E Eckhardt 7 Edelstein 6 Edelstein's fixed point theorem 132 Eggermont 184 elasticity theory 2 Erdelyi 3 Erdelyi-Kober fractional operator 99 Euler beta function 11 Euler gamma function 2 evaluation of measurements 185-191 F Fishman 51 flat earth model 51-56 Fourier transform 4 fractional derivative operator 3 fractional derivative of a composite function 98 fractional derivative of a product of functions 98 fractional integral operator 3 fractional integration by parts 98 fractional power of an operator 3 Fubini 18 G Garmany 51 Gauss least squares fit 187 Gelfand 3 generalized Abel equations 3 generalized functions 39 geometric optics 51 Gilbert 51 Goldsmith 49 Gorenflo 188 Gram-matrix 187 Groetsh 152 Gronwall's inequality 94
212 H Hadamard Hairer Han dels man Hankel transform Hardy Hardy class Herglotz Hilbert-Riemann boundary value problem Hilbert transform Holder continuous spaces Holder's inequality Hormann Houwen hydrodynamics I ill-posed problem integrated Lipschitz conditions interpolating quadrature methods inverse scattering problem for a repelling potential inversion of seismic travel times isochrone problem L Lame parameters Laplace transform Lark in Lebesgue Levinson Levy Linz Liouville Littlewood Love Lowengrub Lubich luminosity 2 152 150 4 3 105 50 63 4 69-72 67 36 185 61 6 78 184 31 50-56 12 51 63 7 17 149 188 152 3 3 3 123 149 38
213 M Mackenzie Mann Marcuse Marcinkiewicz-Zygmund interpolation theorem McClain McKee mechanics Meister Mellin transform metallography Minerbo Mittag-Leffler function moments Mo ran multiplicative convolution N Nagumo-type condition Natterer Neumann initial-boundary value problem Newton Newtonian cooling Newtonian heating Newton's law of cooling 0 Olmstead optical fibres Orcutt oscillating pendulum Osier P Padmavally Paley-Wiener theorem paraxial ray equation Parker Parseval's relation partial differential equations Penzel Peters 51 129 57 65 51 184 2 121 4 39 188 131 41 39 108 132 190 139 142 142 142 139 150 56 51 30 3 148 104 58 51 103 61 121 121
214 photoelastic effect 57 Picard 129 plasma physics 2 pressure waves 50 probability density 39 probability distribution 46 Q quadrature methods R Radon transform refractive index of optical fibres ray parameters regularization by discretization Reinermann Riele Riemann Riemann-Liouville fractional operator Riesz potentials Roberts Runge-Kutta methods Ryaboyi S Sakaljuk Samko scattering experiments Schauder's fixed point theorem Schlichte Schwarz inequality seismic travel times seismic waves seismology shear waves Shibata Shilov Shmoys Sitnikova Snellius refraction law Sobolev spaces solution formulas spectroscopy 184-185 4 56-60 53 190 6 152 3 99 5 129 152 51 63 121 26 148 152 125 50 50 2 50 57 3 33 51 51 5 22 2
215 stability estimates 6 stability results for the general linear Abel integral equation 168 Stallbohm 6 stereology 2 stereology of spherical particles 39-49 Stieltjes integral 25 Stirling formula 167 successive approximation method 83 T Tamark in 3 theory of elasticity 2 theory of scattering 2 Tikhonov 156 Tikhonov regularization 38 tomato salad problem 48 tomography of the earth 51 Tonelli 3 trapezoidal product integration method 184 travel time curve 56 Tricomi's equation 62 V van der Houwen 7 Volterra 2 Volterra integral equations 2 W Walton 173 weak singularity 2 well-posed 49 Weyl 3 Weyl fractional operator 99 Wiechert 50 Wiener-Hopf equation 4 Wolf 139 Y Young 3 Young's inequality 65 Z Zikoll 7
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