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Lecture Notes in Functional Analysis

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LECTURE 1
Banach spaces

1.1. Introducton to Banach Spaces


Definition 1.1. Let X be a K–vector space. A functional p ∶ X → [0, +∞) is called a
seminorm, if
(a) p(λx) = ∣λ∣p(x), ∀λ ∈ K, x ∈ X,
(b) p(x + y) ≤ p(x) + p(y), ∀x, y ∈ X.
Definition 1.2. Let p be a seminorm such that p(x) = 0 ⇒ x = 0. Then, p is a norm
(denoted by ∥ ⋅ ∥).
Definition 1.3. A pair (X, ∥ ⋅ ∥) is called a normed linear space.
Lemma 1.4. Each normed space (X, ∥ ⋅ ∥) is a metric space (X, d) with a metric given by
d(x, y) = ∥x − y∥.
Definition 1.5. A sequence {xn }n∈N in a normed space (X, ∥ ⋅ ∥) is called a Cauchy se-
quence, if
∀ε > 0 ∃N (ε) ∈ N ∀n, m ≥ N (ε) ⇒ ∥xn − xm ∥ ≤ ε.
Definition 1.6. A sequence {xn }n∈N converges to x (which is denoted by limn→+∞ xn = x),
if
∀ε > 0 ∃N (ε) ∈ N ∀n ≥ N (ε) ⇒ ∥xn − x∥ < ε.
Definition 1.7. If every Cauchy sequence {xn }n∈N converges in X, then (X, ∥ ⋅ ∥) is called
a complete space.
Definition 1.8. A normed linear space (X, ∥ ⋅ ∥) which is complete is called a Banach
space.
1
2 LECTURE NOTES, FUNCTIONAL ANALYSIS

Lemma 1.9. Let (X, ∥ ⋅ ∥) be a Banach space and U be a closed linear subspace of X.
Then, (U, ∥ ⋅ ∥) is a Banach space as well.

1.2. Examples of Banach spaces


Example 1. Let B(T ) be a space consisting of all bounded maps x ∶ T Ð→ K. For each
x ∈ B(T ) we set
∥x∥∞ = sup ∣x(t)∣.
t∈T
Then, (B(T ), ∥ ⋅ ∥∞ ) is a Banach space. To prove the assertion we need to show that
(a) ∥ ⋅ ∥∞ is a norm,
(b) each Cauchy sequence converges to an element from B(T ).
Concerning claim (a), let λ ∈ K and x ∈ B(T ). Then,
(1.10) ∥λx∥∞ = sup ∣λ ⋅ x(t)∣ = ∣λ∣ ⋅ sup ∣x(t)∣ = λ∥x∥∞ .
t∈T t∈T

Let to ∈ T and x, y ∈ B(T ). Then,


∣x(to ) + y(to )∣ ≤ ∣x(to )∣ + ∣y(to )∣ ≤ sup ∣x(t)∣ + sup ∣y(t)∣ = ∥x∥∞ + ∥y∥∞ .
t∈T t∈T

The right hand side of the inequality above is independent on t. Therefore, taking supre-
mum of both sides of the inequality over t ∈ T yields
(1.11) ∥x + y∥∞ ≤ ∥x∥∞ + ∥y∥∞ .
Finally, let x be such that ∥x∥∞ = 0, which is equivalent to supt∈T ∣x(t)∣ = 0. This implies
that ∣x(t)∣ = 0 for each t. Thus, x = 0.

Now, we shall prove the statement (b). Let {xn } be a Cauchy sequence. Then, for every
ε > 0 there exists N = N (ε) such that for all n, m ≥ N it holds that ∥xn − xm ∥∞ < ε. In
particular,
∣xn (t) − xm (t)∣ < ε, ∀t ∈ T.
Thus, for any t ∈ T the sequence {xn (t)}n∈N converges to some x(t), due to the completeness
of K (real and complex numbers are complete spaces). Define a candidate for a limit of
the sequence {xn }n∈N , that is, x ∶ T Ð→ K as
x(t) = lim xn (t).
n→+∞

If follows from the statement above that there exists No = No (ε, t) such that
(1.12) ∣xn (t) − x(t)∣ < ε, ∀n ≥ No .
Without loss of generality we can assume that No (ε, t) ≥ N (ε) for each t ∈ T . Then, for
n ≥ N it holds that
∣xn (t) − x(t)∣ ≤ ∣xn (t) − xNo (ε,t) (t)∣ + ∣xNo (ε,t) (t) − x(t)∣
≤ ∥xn − xNo (ε,t) ∥∞ + ε < 2ε,
LECTURE 1. BANACH SPACES 3

where we used the fact that {xn }n∈N is a Cauchy sequence and (1.12). Moreover, for each
t ∈ T and N = N (ε) we have
∣x(t)∣ ≤ ∣xN (t)∣ + ∣xN (t) − x(t)∣ ≤ ∥xN ∥∞ + 2ε,
which implies ∥x∥∞ ≤ ∥xN ∥∞ + 2ε and so forth x ∈ B(T ).
Example 2. Let T be a metric space and Cb (T ) be a space of bounded continuous func-
tions on T . Then, (Cb , ∥ ⋅ ∥∞ ) is a Banach space.

To prove the assertion, it is sufficient to show that Cb (T ) is a closed subspace of B(T )


(due to the Lemma 1.9), that is, to show that every sequence in Cb (T ) which converges in
B(T ) converges to a point from Cb (T ). Let {xn }n∈N be a sequence of bounded, continuous
functions convergent to x ∈ B(T ). We need to show that x is a continuous function. For
any ε > 0 there exists N = N (ε) ∈ N, such that ∥xN − x∥∞ < ε/3, since the sequence is
convergent. Now, let to ∈ T . By the continuity of xN , there exists δ = δ(ε, to ) > 0 such that
d(t, to ) < δ Ô⇒ ∣xN (t) − xN (to )∣ < ε/3.
Therefore, for all t such that d(t, to ) < δ it holds that
∣x(t) − x(to )∣ ≤ ∣x(t) − xN (t)∣ + ∣xN (t) − xN (to )∣ + ∣xN (to ) − x(to )∣
≤ 2∥x − xN ∥∞ + ∣xN (t) − xN (to )∣ ≤ 2 ⋅ ε/3 + ε/3 = ε,
which ends the proof.
Example 3. A space of continuous functions vanishing at infinity
Co (Rn ) = {f ∈ Cb (Rn ) ∶ lim ∣f (t)∣ = 0}
∣t∣→+∞

with a ∥ ⋅ ∥∞ norm is a Banach space.


Example 4. The following spaces
co = {{tn }n∈N ∶ tn ∈ K, lim tn = 0} ,
n→+∞

c = {{tn }n∈N ∶ tn ∈ K, lim tn exists}


n→+∞
with a ∥ ⋅ ∥∞ norm are Banach spaces.
Remark 1. B(N) is often denoted by l∞ .

1.3. lp spaces
Definition 1.13. Let 1 ≤ p < +∞. We define
¿
+∞ Á +∞
lp = {x ∈ l∞ ∶ ∑ ∣xn ∣ < +∞} and ∥x∥p = Á
À
p p
∑ ∣xn ∣ .
p

n=1 n=1

Lemma 1.14. (Hölder inequality for sequences). Let 1 ≤ p, q ≤ +∞ be such that 1


p + 1q = 1.
Then, for x ∈ lp and y ∈ lq it holds that
4 LECTURE NOTES, FUNCTIONAL ANALYSIS

(a) x ⋅ y ∈ l1 ,
(b) ∥x ⋅ y∥1 ≤ ∥x∥p ⋅ ∥y∥q .
Lemma 1.15. (Minkowski inequality for sequences). Let 1 ≤ p ≤ +∞ and x, y ∈ lp . Then
∥x + y∥p ≤ ∥x∥p + ∥y∥p .

Example 5. Spaces (lp , ∥ ⋅ ∥p ) are Banach spaces for 1 ≤ p ≤ +∞.

Space (l∞ , ∥ ⋅ ∥∞ ) coincides with (B(N), ∥ ⋅ ∥∞ ), therefore we assume that p < +∞. Similarly
as in the Example 1, to prove the assertion we need to show that
(a) ∥ ⋅ ∥p is a norm,
(b) each Cauchy sequence converges to an element from lp .
Claim (a) is straightforward, when one uses the Minkowski inequality for the proof of the
triangle inequality. For the proof of completness, consider a Cauchy sequence {xn }n∈N .
Each element xn ∈ lp is a sequence given by xn = (xn1 , xn2 , . . . ). Note that lp ⊂ l∞ , what
holds due to the following estimate
¿
Á +∞ √
∥x∥ = ÁÀ p p
p
p
∑ k∣x ∣ ≥ p sup ∣x ∣ = sup ∣x ∣ = ∥x∥ ,
k k ∞
k=1 k∈N k∈N

for x = (x1 , x2 , . . . ). Thus, if we consider the sequence {xn }n∈N as a sequence of elements of
l∞ space, we conclude that there exists exactly one x ∈ l∞ such that limn→+∞ ∥xn − x∥∞ = 0
(this follows from the completeness of (l∞ , ∥ ⋅ ∥∞ )). In particular,
(1.16) lim xnk = xk , for each k ∈ N.
n→+∞

We shall show that x = {xk }k∈N is an element of lp space and that {xn }n∈N converges to x
in lp . For any ε > 0 there exists N = N (ε), such that for all n, m ≥ N it holds that
∥xn − xm ∥p < ε.
In particular, for every K ∈ N
¿
Á K
Á
À ∑ ∣xnk − xm
p
k ∣ ≤ ∥x − x ∥p < ε.
p n m

k=1

Using (1.16) and passing to the limit with xm


k we obtain
¿
Á K
Á
Àp p
∑ ∣xn − x ∣ < ε.
k k
k=1

Since the estimate is valid for all K and the right hand side of the inequality is independent
on K, it holds also that
¿
Á +∞
Á
Àp p
∑ ∣xnk − xk ∣ < ε.
k=1
LECTURE 1. BANACH SPACES 5

Therefore ∥xn − x∥p < ε, which proves that x is a limit of the sequence in lp . Moreover,
∥x∥p ≤ ∥x − xN ∥p + ∥xN ∥p ≤ ε + ∥xN ∥p < +∞.

1.4. Minkowski functional


Definition 1.17. Set A is called an absorbing set if for each x ∈ X there exists t ∈ K, such
that t ⋅ x ∈ A.
Definition 1.18. Set A is called a balanced set if x ∈ A ⇒ −x ∈ A.
Definition 1.19. Let A be a convex, absorbing and balanced set. A functional µA ∶ X Ð→
[0, +∞) defined by
x
(1.20) µA (x) = inf {t ∈ (0, +∞) ∶ ∈ A}
t
is called Minkowski functional.
Lemma 1.21. Minkowski functional generates a seminorm on X. If additionally A is
bounded in each direction, that is, for each x ∈ X a set (A ∩ lin{x}) is a bounded set, then
it is a norm.
Proof. We shall concentrate on the essential part of the proof, that is, showing that µA
fulfills the triangle inequality. Fix ε > 0 and let t = µA (x) + ε, s = µA (y) + ε. Then,
t−1 x, s−1 y ∈ A, what follows from the definition of the Minkowski functional. Set A is
convex, therefore
t x s y x+y
⋅ + ⋅ = ∈ A,
t+s t t+s s t+s
which implies that
x+y
µA (x + y) = inf {z ∈ (0, +∞) ∶ ∈ A} ≤ t + s = µA (x) + µA (y) + 2ε.
z
Due to a freedom in the choice of ε the assertion is proved. 

1.4.1. Examples of normed spaces with a norm introduced by the Minkowski


functional
Let F = F (Ω) be a space of real valued, Lebesgue measurable functions on Ω.
Example 6. Orlicz spaces LM (Ω).
Let M be a non-negative convex function on [0, +∞), such that
M (0) = 0 and lim M ′ (t) = +∞.
t→+∞
Define a set
(1.22) A = {f ∈ F ∶ ∫ M (∣f (x)∣) dx ≤ 1} .

Orlicz space LM (Ω) is the smallest linear space containing A. It can be checked that
Minkowski functional µA defines a norm on LM (Ω).
6 LECTURE NOTES, FUNCTIONAL ANALYSIS

Example 7. Lebesgue spaces


p
Lp (Ω) = {f ∈ F ∶ ∫ ∣f (x)∣ dx < +∞} .

The most important class of Orlicz spaces arises when we set M (x) = xp , where 1 < p < +∞.
In this case we obtain Lebesgue spaces Lp (Ω). Analogously as in the example above,
p
A = {f ∈ F ∶ ∫ ∣f (x)∣ dx ≤ 1} .

It turns out that Minkowski functional µA is given by the following formula



p
µA (f ) = p ∫ ∣f (x)∣ dx.

Note that A is a convex, absorbing and balanced set, therefore µA is a seminorm on Lp (Ω).
p
Moreover, if µA (f ) = 0, then ∫Ω ∣f (x)∣ dx = 0, which implies f = 0 a.e. Thus, µA defines a
norm on Lp (Ω).
Example 8. Generalized Lebesgue spaces
p(x)
Lp(⋅) (Ω) = {f ∈ F ∶ ∫ ∣f (x)∣ dx < +∞} .

The next important class of Orlicz spaces is created when one sets M (x) = xp(x) , where
p(x) fulfills 1 < p1 ≤ p(x) ≤ p2 < +∞ for some p1 , p2 . In this case we obtain generalized
Lebesgue spaces Lp(⋅) (Ω). Similarly as before,
p(x)
A = {f ∈ F ∶ ∫ ∣f (x)∣ dx ≤ 1} .

1.5. Lp spaces.
Definition 1.23. Let 1 ≤ p < +∞. The space Lp (Ω) consists of equivalence classes of
Lebesgue measurable functions f ∶ Ω → R such that

∫Ω ∣f (x)∣dx < +∞,


where two measurable functions are equivalent if they are equal a.e. The Lp norm of
f ∈ Lp (Ω) is defined by

∥ ⋅ ∥Lp = p ∫ ∣f (x)∣dx.

For p = +∞ the definition is slightly different. We say that a function f is essentially
bounded, if
essup∣f ∣ = inf sup ∣f (x)∣ < +∞.
N ∶ ∣N ∣=0 (Ω/N )

The space L∞ (Ω) consists of equivalence classes (two functions are equivalent if they are
equal a.e.) of measurable, essentially bounded functions f ∶ Ω → R with a norm
∥ ⋅ ∥L∞ = essup∣f ∣.
LECTURE 1. BANACH SPACES 7

Remark 2. The reason to regard functions that are equal a.e. as equivalent is so that
∥f ∥Lp = 0 implies that f = 0 and thus ∥ ⋅ ∥Lp is a norm. For example, the characteristic
function of the rational numbers Q is equivalent to 0 in Lp (R), for 1 ≤ p ≤ +∞.
Lemma 1.24. (Hölder inequality for integrals). Let 1 ≤ p ≤ +∞ and 1
p + 1
g = 1. Let
f ∈ Lp (Ω), g ∈ Lq (Ω). Then, f ⋅ g ∈ L1 (Ω) and
∥f ⋅ g∥L1 ≤ ∥f ∥Lp ⋅ ∥g∥Lq .
Theorem 1.25. Orlicz spaces LM (Ω), Lebesgue spaces Lp (Ω) and generalized Lebesgue
spaces Lp(⋅) (Ω) are Banach spaces.
We prove the theorem only for the Lebesgue spaces. In the proof we shall use the following
lemma.
Lemma 1.26. For any normed space (X, ∥ ⋅ ∥) the following conditions are equivalent
(a) (X, ∥ ⋅ ∥) is a complete space.
(b) If {xn }n∈N is a sequence in X, such that ∑+∞
n=1 ∥xn ∥ < +∞, then there exists x ∈ X
such that
N
lim ∥ ∑ xn − x∥ = 0.
N →+∞ n=1

The condition (b) simply states that any absolutely convergent series is convergent.
Proof of Lemma 1.26.
(a) ⇒ (b). The implication follows from the fact that SN = ∑N
n=1 xn is a Cauchy sequence.
(b) ⇒ (a). Let {xn }n∈N be a Cauchy sequence. For each k ∈ N there exists Nk , such that
∥xm − xn ∥ < 2−k , ∀n, m ≥ Nk .
We choose a subsequence {xnk }k∈N such that
∥xnk+1 − xnk ∥ < 2−k , ∀k ∈ N
and denote y1 = xn1 , yk = (xnk+1 − xnk ) for k > 1. Therefore ∑+∞
i=1 ∥yi ∥ < +∞. From
assumptions it follows that there exists y ∈ X, such that
N
lim ∥ ∑ yn − y∥ = lim ∥xnN +1 − y∥ = 0.
N →+∞ n=1 N →+∞

Therefore, the subsequence {xnk }k∈N converges in X. A Cauchy sequence, which has a
convergent subsequence, converges as well, which ends the proof. ◻

Proof of Theorem 1.25 for the Lebesgue spaces, p < +∞.


Checking that ∥ ⋅ ∥Lp is a norm, when one uses Minkowski inequality, is straightforward.
Note that we have proved the assertion in an alternative way for 1 < p < +∞ in the Example
7. For the proof of completeness we shall use claim (b) from Lemma 1.9. Let {fn }n∈N be
8 LECTURE NOTES, FUNCTIONAL ANALYSIS

a sequence in Lp (Ω) such that M = ∑+∞ n=1 ∥fn ∥Lp < +∞. We need to construct a function
f ∈ L (Ω), such that limN →+∞ ∥ ∑n=1 fn − f ∥Lp = 0. Define ĝn , ĝ ∶ Ω → R as following
p N

n +∞
ĝn (x) = ∑ ∣fi (x)∣ and ĝ(x) = ∑ ∣fn (x)∣.
i=1 n=1
From Minkowski inequality we obtain
n n +∞
∥ĝn ∥Lp = ∥ ∑ ∣fi ∣ ∥Lp ≤ ∑ ∥fi ∥Lp ≤ ∑ ∥fn ∥Lp = M < +∞,
i=1 i=1 n=1
By construction, ĝn converges monotonically to ĝ. Therefore, from the monotone conver-
gence theorem and the inequality above it follows that
p p p
∫Ω (ĝ(x)) dx = ∫Ω n→+∞
lim (ĝn (x)) dx = lim ∫ (ĝn (x)) dx < M p .
n→+∞ Ω

which implies that ĝ ∈ Lp (Ω) and in particular ĝ is finite a.e. From the latter fact we
conclude that +∞
f (x) ∶= ∑ fn (x)
n=1
is finite a.e. and f ∈ Lp (Ω) with ∥f ∥Lp ≤ ∥ĝ∥Lp . Note that
n p +∞ p p

p
0 ≤ ∣f (x) − ∑ fi (x)∣ = ∣ ∑ fi (x)∣ ≤ ( ∑ ∣fi (x)∣) ≤ (ĝ(x)) < M p .
i=1 i=n+1 i=n+1
Thus, by the Lebesgue dominated convergence theorem
n p
lim ∫ ∣f (x) − ∑ fi (x)∣ dx = 0,
n→+∞ Ω i=1
which ends the proof due to the Lemma 1.26. ◻
LECTURE 2
Linear Operators

Definition 2.1. Let (E, ∥ ⋅ ∥E ) and (F, ∥ ⋅ ∥F ) be normed spaces. A space consisting of
linear, bounded operators A ∶ E → F is denoted as α(E, F ). A bounded operator is
understood here as the operator, which maps bounded sets onto bounded sets.

Remark 3. α(E, F ) is a normed space with a norm given by

∥A(x)∥F
∥A∥α(E,F ) = sup .
x∈E,x≠0 ∥x∥E

Remark 4. For any A ∈ α(E, F ) the following equalities hold

(2.2) ∥A∥α(E,F ) = sup ∥A(x)∥F = sup ∥A(x)∥F .


x ∶ ∥x∥E ≤1 x ∶ ∥x∥E =1

Theorem 2.3. Let (E, ∥ ⋅ ∥E ) and (F, ∥ ⋅ ∥F ) be normed spaces and T ∶ E → F be a linear
operator. Then, the following conditions are equivalent:
(a) T is continuous,
(b) T is continuous at 0,
(c) there exists M such that for each x ∈ E it holds that ∥T x∥F ≤ M ∥x∥E ,
(d) T is uniformly continuous.

Proof of Theorem 2.3.


(c) ⇒ (d). Condition (c) implies that T is Lipschitz continuous and thus, also uniformly
continuous.
(d) ⇒ (a) ⇒ (b). The proof is trivial.
(b) ⇒ (c). We shall prove this implication by contradiction. Assume that T is continuous
at 0 and (c) does not hold, which implies that there exists a sequence {xn }n∈N such that

∥T xn ∥F > n∥xn ∥E .
9
10 LECTURE NOTES, FUNCTIONAL ANALYSIS
xn
Define yn = . Then, ∥yn ∥E = 1/n and limn→+∞ ∥yn − 0∥E = 0. Moreover,
n∥xn ∥E

∥T xn ∥F
∥T yn ∥F = > 1.
n∥xn ∥E

Therefore, limn→+∞ ∥yn − 0∥E = 0 and ∥T yn − T (0)∥F > 1, which is a contradiction due to
the fact that T is continuous. ◻

Lemma 2.4. In an infinite dimensional Banach space there exist unbounded operators,
which are defined everywhere.

Lemma 2.5. Let D ⊂ E be a dense subset of a normed space (E, ∥ ⋅ ∥E ) and (F, ∥ ⋅ ∥F ) be
a Banach space. Then, for each T ∈ α(D, F ) there exists a unique T̂ such that

T̂ ∶ E Ð→ F, T̂ ∣D = T, and ∥T̂ ∥α(E,F ) = ∥T ∥α(D,F ) .

Proof of Lemma 2.5. For each x ∈ E there exists a sequence {xn }n∈N ⊂ D, such that
limn→+∞ ∥xn − x∥E = 0. Define an operator

T̂ x = lim T xn .
n→+∞

The operator T̂ is well defined, since {T xn }n∈N is a Cauchy sequence and F is a Banach
space, thus the limit exists. Note that T̂ is unique (it does not depend on the choice of the
sequence {xn }n∈N ). Indeed, if there exist sequences {xn }n∈N and {x′n }n∈N such that

lim xn = lim x′k = x,


n→+∞ k→+∞

then limn,k→+∞ ∥xn − x′k ∥E = 0 and from the boundedness of T ,

lim ∥T xn − T x′k ∥F ≤ M lim ∥xn − x′k ∥E = 0.


n,k→+∞ n,k→+∞

Moreover, T̂ is bounded since

∥T̂ x∥F = lim ∥T xn ∥F ≤ lim M ∥xn ∥E ≤ sup M ∥xn ∥E < C.


n→+∞ n→+∞ n∈N

It also holds that

∥T̂ (x)∥F ∥T̂ (x)∥F ∥T (x)∥F


∥T̂ ∥α(E,F ) = sup = sup = sup = ∥T ∥α(D,F ) .
x∈E, x≠0 ∥x∥E x∈D,x≠0 ∥x∥D x∈D,x≠0 ∥x∥D

LECTURE 2. LINEAR OPERATORS 11

Theorem 2.6. Let (F, ∥ ⋅ ∥F ) be a Banach space. Then, (α(E, F ), ∥ ⋅ ∥α(E,F ) ) is a Banach
space as well.

Proof of Theorem 2.6. We need to prove that a normed space (α(E, F ), ∥ ⋅ ∥α(E,F ) ) is
complete. Let {An }n∈N be a Cauchy sequence in α(E, F ), that is,

∥An x − Am x∥F
(2.7) ∀ε > 0 ∃N = N (ε) ∀n, m ≥ N ∥An − Am ∥α(E,F ) = sup < ε,
x∈E, x≠0 ∥x∥E

which implies that {An x}n∈N is a Cauchy sequence in F for each fixed x ∈ E as well. Since
F is a Banach space, this sequence is convergent. Thus, an operator A ∶ E → F given by

Ax = lim An x
n→+∞

is well defined. It is also linear and bounded. The latter claim holds due to the following
∥Ax∥F ∥An x∥F ∥An x∥F
= lim ≤ sup < +∞.
∥x∥E n→+∞ ∥x∥
E n∈N ∥x∥E

Now, we want to prove that limn→+∞ ∥An − A∥α(E,F ) = 0. Let x be such that ∥x∥E = 1.
Condition (2.7) implies then

∀ε > 0 ∃N = N (ε) ∀n, m > N ∥An x − Am x∥F < ε.

If we let m → +∞, then ∥An x − Ax∥F < ε. This holds for each x such that ∥x∥E = 1, therefore

sup ∥An x − Ax∥F < ε,


x ∶ ∥x∥E =1

which ends the proof due to the equality (2.2). ◻

Lemma 2.8. Let X, Y, Z be normed spaces and S ∈ α(X, Y ), T ∈ α(Y, Z). Then,

∥T ○ S∥α(X,Z) ≤ ∥T ∥α(Y,Z) ⋅ ∥S∥α(X,Y ) .

Proof of Lemma 2.8. Let x ∈ X and x ≠ 0. Then,

∥(T ○ S)(x)∥Z = ∥T (Sx)∥Z ≤ ∥T ∥α(Y,Z) ⋅ ∥Sx∥Y ≤ ∥T ∥α(Y,Z) ⋅ ∥S∥α(X,Y ) ⋅ ∥x∥X .

Thus,
∥(T ○ S)(x)∥Z
≤ ∥T ∥α(Y,Z) ⋅ ∥S∥α(X,Y ) .
∥x∥X
Taking supremum over x ∈ X ends the proof. ◻
12 LECTURE NOTES, FUNCTIONAL ANALYSIS

Example 9. Examples of linear operators T ∶ X → Y :


(a) Identity : X = Y , T = Id. The norm ∥T ∥α(X,Y ) of T is equal to 1.
(b) A linear map between finite dimensional spaces : X = Rm , Y = Rn and A ∈ Rn × Rm
is a matrix A = {aij }, 1 ≤ i ≤ n, 1 ≤ j ≤ m,
T (x) = A ⋅ x.
(c) Differentiation : X = C1 ([0, 1]), Y = C([0, 1]),
T (f ) = f ′ .
(d) Let g ∈ Lq ([0, 1], µ) and p, q be such that 1
p + 1
q = 1. X = Lp ([0, 1], µ), Y =
L1 ([0, 1], µ),
1
Tg (f ) = ∫ f g dµ.
0
(e) Fredholm integral operator : X = Y = C([0, 1]),
1
(T (f ))(y) = ∫ k(x, y)f (x)dx,
0

where k ∈ C([0, 1] × [0, 1]).


(f) An operator defined analogously as in the example (e), but with X = Y = L2 ([0, 1], µ)
and k ∈ L2 ([0, 1] × [0, 1], µ).
Remark 5. (to example (e)) Note that continuity of T (f ) follows directly from the uniform
continuity of k. Indeed, from a definition of uniform continuity

∀ε > 0 ∃δ > 0 such that (∣y − y ′ ∣ < δ ⇒ sup ∣k(x, y) − k(x, y ′ )∣ < ε) .
x∈[0,1]

Therefore, it also holds that


1
∣(T (f ))(y) − (T (f ))(y ′ )∣ ≤ ∫ ∣k(x, y) − k(x, y ′ )∣ ⋅ ∣f (x)∣ dx ≤ ε ∥f ∥∞ .
0

Note that
1
∥T f ∥∞ = sup ∣∫ k(x, y)f (x)dx∣ ≤ ∥f ∥∞ ⋅ sup ∥k(⋅, y)∥∞ ≤ ∥f ∥∞ ∥k∥∞ .
0
y∈[0,1] y∈[0,1]

Definition 2.9. An operator T ∈ α(X, Y ) is called an isomorphism, if there exists an


inverse operator T −1 ∈ α(Y, X). Moreover, if
∥T ∥α(X,Y ) = ∥T −1 ∥α(X,Y ) = 1,
then T is called an isometry and X, Y are said to be isometrically isomorphic.
Two isometrically isomorphic normed spaces share the same structure, so they are usually
identified with each other.
LECTURE 2. LINEAR OPERATORS 13

Theorem 2.10. Let (X, ∥ ⋅ ∥X ) be a normed space and T ∈ α(X, X) =∶ α(X). Then, the
following implication holds
+∞ +∞
∑ T n converges in α(X) ⇒ (Id − T )−1 exists and (Id − T )−1 = ∑ T n ,
n=0 n=0
where T =
n T ○ ⋅⋅⋅ ○ T.
´¹¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹¸¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¹ ¶
n times

n=0 T . Then, (Id − T )Sm = Sm (Id − T ) and


Proof of Theorem 2.10. Define Sm = ∑m n

m m+1
(Id − T )Sm = Id ○ Sm − T ○ Sm = ∑ T n − ∑ T n = Id − T m+1 .
n=0 n=1
+∞
Since converges in α(X), we have that limn→+∞ T n x = 0 for each x ∈ X. Therefore,
∑n=0 T n
passing to the limit in the equalities above yields
+∞
Id(x) = lim (Id − T m+1 )x = lim (Id − T )Sm x = (Id − T ) lim Sm x = (Id − T )( ∑ T n )x.
m→+∞ m→+∞ m→+∞
n=0

Similar argument proves that Id(x) = (∑+∞


n=0 T )(Id − T )x.
n Therefore,
+∞
−1
(Id − T ) x = ∑ T x,
n
∀x ∈ X.
n=0

Remark 6. If (X, ∥ ⋅ ∥)X is a Banach space it is sufficient to assume that ∥T ∥α(X) < 1. In
this case
1
(2.11) ∥(Id − T )−1 ∥α(X) ≤ .
1 − ∥T ∥ α(X)
Indeed, note that
+∞ +∞
n
∑ ∥T n ∥α(X) ≤ ∑ ∥T ∥α(X) < +∞,
n=0 n=0
since ∥T ∥α(X) < 1. Since X is a Banach space, then the convergence of the series ∑+∞
n=0 T
n

follows from Lemma 1.26. The inequality (2.11) follows from a formula on a sum of a
geometric series.
Exercise 1. Find a solution x ∈ C([0, 1]) to the following equation
1
x(s) − ∫ k(s, t)x(t) dt = y(s),
0
where k ∈ C([0, 1] × [0, 1]) and y ∈ C([0, 1]) are given.
LECTURE 3
Dual Spaces

Definition 3.1. Let (X, ∥ ⋅ ∥X ) be a normed space. Space α(X, K) consisting of linear,
bounded functionals on X is called a dual space to X. It is denoted by X ′ or X ∗ .
Remark 7. Dual space X ′ is a Banach space even if X is not a Banach space.
Theorem 3.2. Let 1 ≤ p, q < +∞ be such that 1
p + 1q = 1. Then, an operator
+∞
T ∶ lq → (lp )′ , (T x)(y) = ∑ xn yn ,
n=1

where x = (x1 , x2 , . . . ) ∈ l , y = (y1 , y2 , . . . ) ∈ l , is an isometric isomorphism.


q p

Proof of Theorem 3.2. Linearity of T is straightforward. T is bounded, which follows


from Hölder inequality
(3.3) ∣(T x)(y)∣ ≤ ∥x∥q ⋅ ∥y∥p ⇒ ∥T x∥(lp )′ ≤ ∥x∥q .
To show that T is an isomorphism we need to prove that it is injective and surjective.
Indeed,
T x = 0 ⇒ xn = (T x)(en ) = 0, ∀n ∈ N,
where en = (0, . . . , 0, 1, 0, . . . ), that is, the n-th coordinate is the only non-zero element of
en . Thus, ker(T ) = {0}, which proves that T is an injection. For the proof of surjectivity
we have to show that
∀y ′ ∈ (lp )′ ∃x ∈ lq such that T (x) = y ′ , i.e., T (x)(y) = y ′ (y) ∀y ∈ lp .
It is sufficient to prove that the equality holds for y = en , n ∈ N. Indeed, assume that
T (x)(en ) = y ′ (en ) for each n ∈ N. Since T (x) and y ′ are linear, then the equality holds
for all y ∈ {lin{en } ∶ n ∈ N}. However, the operators are also continuous and therefore the
equality holds for
∣∣⋅∣∣p
{lin{en } ∶ n ∈ N} = lp
15
16 LECTURE NOTES, FUNCTIONAL ANALYSIS

as well. Now, fix y ′ ∈ (lp )′ and define sn = y ′ (en ), x = {sn }n∈N . We prove that x ∈ lq . To
this end, let {tn }n∈N be a sequence given by
∣sn ∣q
for sn ≠ 0,
tn = { sn
0 for sn = 0.
Therefore, for each N ∈ N it holds that
N N N
p p(q−1) q
∑ ∣tn ∣ = ∑ ∣sn ∣ = ∑ ∣sn ∣
n=1 n=1 n=1
and
N N N N
= ∑ tn sn = ∑ tn y ′ (en ) = y ′ ( ∑ tn en )
q
∑ ∣sn ∣
n=1 n=1 n=1 n=1
1 1
N p N p

≤ ∥y ′ ∥(lp )′ ⋅ ( ∑ ∣tn ∣ ) = ∥y ′ ∥(lp )′ ⋅ ( ∑ ∣sn ∣ ) .


p q

n=1 n=1
Therefore,
1
N q

( ∑ ∣sn ∣ ) ≤ ∥y ′ ∥(lp )′ ⇒ ∥x∥q ≤ ∥y ′ ∥(lp )′


q
⇒ x ∈ lq ,
n=1
since the first inequality holds for all N ∈ N. It is straightforward now, that
T (x)(en ) = sn = y ′ (en ).
The fact that ∥x∥q ≤ ∥y ′ ∥(lp )′ together with (3.3) imply that T is an isometry. ◻

Theorem 3.4. Let 1 ≤ p < +∞ and q be such that 1


p + 1
q = 1 and (Ω, Σ, µ) be a measure
space, where µ is a σ-finite measure. Then,

T ∶ Lq (Ω, µ) → (Lp (Ω, µ)) , (T g)(f ) = ∫ f g dµ

is an isometric isomorphism.
Proof of Theorem 3.4. T is clearly a linear operator. It follows from Hölder inequality
that
∣T (g)(f )∣ ≤ ∥f g∥L1 ≤ ∥f ∥Lp ⋅ ∥g∥Lq ⇒ ∥T g∥(Lp )′ ≤ ∥g∥Lq .
Thus, the norm of the operator T is at most 1. In particular, the function f defined as
below q
ḡ ∣g∣ p
f= ( ) , for 1 < p < +∞,
∣g∣ ∥g∥Lq
(where ḡ is a complex conjugate of g) is such that ∥f ∥Lp = 1 and
(T g)(f ) = ∫ f g dµ = ∥g∥Lq ,

which implies that ∥T g∥(Lp )′ ≥ ∥g∥Lq and thus T is an isometry. For p = 1 we set f = ḡ
∣g∣
and use similar arguments.
LECTURE 3. DUAL SPACES 17

Injectivity of T is straightforward. Indeed, assume that T (g) = 0, which implies that

∫Ω f g dµ = 0, ∀f ∈ Lp (Ω, µ).

Thus, g = 0 µ − a.e. and g = 0 in Lq (Ω, µ). Now, we need to show that the operator is
surjective, that is,

∀y ′ ∈ (Lp )′ ∃g ∈ Lq such that T (g) = y ′ , i.e., (T g)(f ) = ∫ f g dµ = y ′ (f ), ∀f ∈ Lp .


Assume that µ(Ω) < +∞ and define


ν ∶ Σ → K, ν(E) = y ′ (χE ).
Since µ is finite, χE ∈ Lp (Ω, µ) and thus ν is well defined. It is clear that ν is additive and
in the case p < +∞ it is also σ-additive (why?). Thus, ν is a signed (or complex) measure.
From the construction it follows that ν is absolutely continuous with respect to µ. Indeed,
µ(E) = 0 ⇒ χE = 0 µ − a.e. ⇒ χE ∈ Lp (Ω, µ).
Since χE = 0 in Lp (Ω, µ), it holds that
ν(E) = y ′ (χE ) = y ′ (0) = 0.
By Radon-Nikodym theorem, there exists g ∈ L1 (Ω, µ) such that

y ′ (χE ) = ν(E) = ∫ g dµ = ∫ χE g dµ, ∀E ∈ Σ.


E Ω

Characteristic functions are dense in (L∞ , ∥ ⋅ ∥L∞ ) (and in (Lp , ∥ ⋅ ∥Lp ) ), which implies that

(3.5) y ′ (f ) = ∫ f g dµ ∀f ∈ L∞ (Ω, µ).


Now, it remains to prove that g ∈ Lq (Ω, µ).


Cases for q < +∞ and q = +∞ are considered
separately. Assume that q < +∞ and define a µ-measurable function
∣g(x)∣q
if g(x) ≠ 0,
f (x) = { g(x)
0 if g(x) = 0.
q p
Then, ∣g(x)∣ = (f g)(x) = ∣f (x)∣ . Define a µ-measurable set
En = {x ∶ ∣g(x)∣ ≤ n} .
Then, χEn f ∈ L∞ (Ω, µ) and thus we can plug it into (3.5).
′ ′
∫Ω (χEn f )g dµ = y (χEn f ) ≤ ∥y ∥(Lp )′ ⋅ ∥χEn f ∥Lp
1 1
p p
′ p ′ q
= ∥y ∥(Lp )′ (∫ ∣f ∣ dµ) = ∥y ∥(Lp )′ (∫ ∣g∣ dµ) ,
En En

On the other hand


q
∫Ω (χEn f )g dµ = ∫E ∣g∣ dµ.
n
18 LECTURE NOTES, FUNCTIONAL ANALYSIS

Combining the both expressions we obtain


1
q
∣g∣ dµ) ≤ ∥y ′ ∥(Lp )′ .
q
(∫
En

The inequality above holds also when the integral is taken over the whole Ω. Indeed,
q q q
sup ∫ ∣g∣ dµ = lim ∫ ∣g∣ dµ = ∫ ∣g∣ dµ,
n∈N En n→N E Ω n

due to the monotone convergence theorem. Thus,


1
q
(∫ ∣g∣ dµ) = ∥g∥Lq ≤ ∥y ′ ∥(Lp )′ .
q

Now, consider the case q = +∞. Define


∣g(x)∣
E = {x ∶ g(x) > ∥y ′ ∥(L1 )′ } and f (x) = χE (x) .
g(x)
It is clear that f ∈ L∞ (Ω, µ) and ∥f ∥L1 = µ(E). If µ(E) > 0, then

µ(E)∥y ′ ∥(L1 )′ < ∫ ∣g∣ dµ = ∫ f g dµ = y ′ (f ) ≤ ∥y ′ ∥(L1 )′ ⋅ ∥f ∥L1


E Ω

and µ(E) < ∥f ∥L1 , which is a contradiction. ◻

Definition 3.6. Let Σ be a σ-algebra of subsets of Ω and K = {N, C}. ν ∶ Σ → K is called


a signed (or complex) finite measure, if
(a) ν(∅) = 0,
+∞
(b) ν (⋃+∞
i=1 Ai ) = ∑i=1 ν(Ai ), if Ai ∩ Aj = ∅ for i ≠ j.

Theorem 3.7. Let Σ be a σ-algebra of subsets of Ω, µ be a finite measure and ν be a


signed (or complex) measure on Σ. Moreover, let ν be absolutely continuous with respect
to µ, that is,
µ(E) = 0 ⇒ ν(E) = 0.
Then, there exists g ∈ L1 (Ω, µ) such that

ν(E) = ∫ g dµ, ∀E ∈ Σ.
E

3.1. Extensions of functionals


Definition 3.8. Let X be a vector space. Functional p ∶ X → R is called sublinear, if
(a) p(λx) = λp(x), ∀λ ≥ 0, x ∈ X,
(b) p(x + y) ≤ p(x) + p(y), ∀x, y ∈ X.
Remark 8. Any seminorm is a sublinear functional.
LECTURE 3. DUAL SPACES 19

Theorem 3.9. (Hahn-Banach) Let X be a vector space and U be its subspace. If


p ∶ X → R is a sublinear functional,
l ∶ U → R is a linear functional such that l(x) ≤ p(x), ∀x ∈ U,
then there exists an extension L ∶ X → R, such that
L∣U = l and L(x) ≤ p(x), ∀x ∈ X.
In the proof we shall use the following lemma.
Lemma 3.10. (Zorn lemma) Let (A, ≤) be a non-empty partially ordered set, such that
every non-empty totally ordered subset has an upper bound in A. Then, the set A contains
at least one maximal element.
A totally ordered set is the set with partial order under which every pair of elements is
comparable.
Proof of Theorem 3.9. Assume that dim(X/U ) = 1. With this assumption our task is
to extend the functional l to X = U ⊕ Rxo , where xo ∈ X/U . Note, that in this case any
x ∈ X can be written as x = u + λxo , where u ∈ U and λ ∈ R. Define
(3.11) Lr (x) = l(u) + λr.
We claim that Lr is a linear extension of l, such that Lr (x) ≤ p(x). If λ = 0, we have
that Lr (x) = l(u) + λr = l(u) ≤ p(u). Hence, we can assume that λ ≠ 0. Let λ > 0. Then,
inequality Lr (x) ≤ p(x) is equivalent to the following
λr ≤ p(u + λxo ) − l(u)
u u
r ≤ p ( + xo ) − l ( )
λ λ
r ≤ inf (p(v + xo ) − l(v)).
v∈U

Similarly, for λ < 0 we obtain


λr ≤ p(u + λxo ) − l(u)
u u
−r ≤ p ( − xo ) − l ( )
−λ −λ
r ≥ sup(l(w) − p(w − xo )).
w∈U

Therefore, there exists r ∈ R such that Lr ≤ p, if


l(w) − p(w − xo ) ≤ p(v + xo ) − l(v),
which is equivalent to
l(v) + l(w) ≤ p(v + xo ) + p(w − xo ), ∀v, w ∈ U.
But l(v)+l(w) = l(v +w) ≤ p(v +w) ≤ p(v +xo )+p(w −xo ), since v +w ∈ U and p is sublinear.
20 LECTURE NOTES, FUNCTIONAL ANALYSIS

Now, consider the collection


A = {(V, L) ∶ V ⊂ X is a linear subspace, L ∶ V → R is a linear extension of l
such that L(x) ≤ p(x), ∀x ∈ V } .
We define a partial order on A by setting
(V1 , L1 ) ≤ (V2 , L2 ) ⇔ V1 ⊂ V2 and V2 ∣Z1 = V1 .
Now, we check that every chain (i.e., totally ordered set)
{(Vi , Li ) ∶ i ∈ I}
in A has an upper bound. Let V̄ = ⋃i∈I Vi . Thus, V̄ is a subset of X and V̄ contains each
Vi . Let define L̄ ∶ V̄ → R in the following way. If x ∈ V̄ , then there exists i ∈ I such that
x ∈ Vi and we set L̄(x) = Vi (x). The definition does not depend on the choice of i because
of the chain definition. Moreover, it implies that L̄ is linear and (Vi , Li ) ≤ (V̄ , L̄) for every
i ∈ I. In other words this is an upper bound for the chain. Zorn’s lemma guarantees the
existence of a maximal element (V, L) ∈ A. If V ≠ X, then it follows from the first part of
the proof, that we can extend the functional and thus, it is a contradiction due to the fact
that (V, L) is maximal. ◻

Theorem 3.12. Let X be a C-vector space. Then,


(a) If l ∶ X → R is a R-linear functional, that is,
l(λ1 x1 + λ2 x2 ) = λ1 l(x1 ) + λ2 (x2 ), ∀λ1 , λ2 ∈ R, x ∈ X,
then,
h(x) = l(x) − il(ix)
is a C-linear functional such that Re h = l.
(b) If h ∶ X → C is a C-linear functional, then l = Re h is a R-linear functional.
(c) If p is a seminorm and h ∶ X → C is a C-linear functional, then for all x ∈ X the
following equivalence holds
∣h(x)∣ ≤ p(x) ⇔ ∣Re h(x)∣ ≤ p(x).
(d) If (X, ∥ ⋅ ∥X ) is a normed space and h ∶ X → C is a C-linear continuous functional,
then
∥h∥α(X,C) = ∥Re h∥α(X,R) .
Theorem 3.13. (Hahn-Banach theorem for C) Let X be a C-vector space and U be its
subspace. If
p ∶ X → R is a sublinear functional,
l ∶ U → C is a linear functional such that Re l(x) ≤ p(x), ∀x ∈ U,
then there exists an extension L ∶ X → C, such that
L∣U = l and Re L(x) ≤ p(x), ∀x ∈ X.
LECTURE 3. DUAL SPACES 21

Theorem 3.14. Let (X, ∥ ⋅ ∥X ) be a normed space and U be its subspace. Then, for every
continuous linear functional u′ ∶ U → K there exists a continuous linear funtional x′ ∶ X →
K, such that
x′ ∣U = u′ and ∥x′ ∥α(X,K) = ∥u′ ∥α(U,K) .

Proof of Theorem 3.14. (only for K = R) Define p ∶ X → R as following


p(x) = ∥u′ ∥α(U,K) ⋅ ∥x∥X .
It is clear that p is a sublinear functional and u′ (x) ≤ ∥u′ ∥α(U,K) ⋅ ∥x∥X , for all x ∈ U . Thus,
by Hahn-Banach theorem there exists x′ ∶ X → R, such that
x′ ∣ U = u ′ and x′ (x) ≤ p(x), ∀x ∈ X.
Note that x′ (−x) ≤ p(−x) = p(x), which implies that
∣x′ (x)∣ ≤ ∥u′ ∥α(U,K) ⋅ ∥x∥X , ∀x ∈ X,
which implies that x′ is continuous and ∥x′ ∥α(X,K) ≤ ∥u′ ∥α(U,K) . For the proof of the inverse
inequality notice that
∥u′ ∥α(U,K) = sup ∣u′ (u)∣ = sup ∣x′ (u)∣ ≤ sup ∣x′ (x)∣ = ∥x′ ∥α(X,K) ,
u ∈Bu u ∈Bu x ∈Bx

where
Bu = {u ∈ U ∶ ∥u∥X ≤ 1} and Bx = {x ∈ X ∶ ∥x∥X ≤ 1}.

Remark 9. Let X be a normed space. Then, for every xo ∈ X, xo ≠ 0 there exists x′ ∈ X ′


such that
∥x′ ∥α(X,K) = 1 and x′ (xo ) = ∥xo ∥X .
Indeed, let M = Kxo . Define x′ ∶ M → R by
x′ (λxo ) = λ∥xo ∥X , ∀λ ∈ K.
One can easily check that
∥x′ ∥α(M,R) = 1 and x′ (xo ) = ∥xo ∥X .
The existence of the extension x′ ∶ X → K follows from the Hahn-Banach theorem.
Remark 10. Let X be a normed space. Then, for every x1 , x2 ∈ X such that x1 ≠ x2 there
exists x′ ∈ X ′ such that x′ (x1 ) ≠ x′ (x2 ). This is the immediate conequence of the previous
remark.
Remark 11. For any normed space (X, ∥ ⋅ ∥X ) it holds that
∥x∥X = sup ∣x′ (x)∣, ∀x ∈ X.
x′ ∈Bx′

Indeed, since x′ ∈ Bx′ = {x′ ∈ X ′ ∶ ∥x′ ∥ ≤ 1} we have that


∣x′ (x)∣ ≤ ∥x′ ∥ ⋅ ∥x∥X ≤ ∥x∥X , ∀x′ ∈ Bx′ .
22 LECTURE NOTES, FUNCTIONAL ANALYSIS

On the other hand, it follows from the previous remark that there exists x′ such that
∥x′ ∥ = 1 (and thus x′ ∈ Bx′ ) and
∥x∥X = x′ (x) ≤ ∣x′ (x)∣ ≤ sup ∣x′ (x)∣.
x′ ∈Bx′

Lemma 3.15. Let (X, ∥ ⋅ ∥X ) be a normed space and V ⊂ X be its convex and open subset
such that 0 ∉ V . Then, there exists x′ ∈ X ′ such that Re x′ (x) < 0, for each x ∈ V .

Proof of Lemma 3.15. (only for K = R) Define sets A + B and A − B as following


A ± B = {a ± b ∶ a ∈ A, b ∈ B} .
Moreover, for xo ∈ V define
yo = −xo and U = V − {xo }.
Set U is convex, open and yo ∉ U , 0 ∈ U . For the set U define a Minkowski functional pU .
Note that pU is sublinear and pU (yo ) ≥ 1. Now, consider a linear functional
y ′ ∶ lin{yo } → R, y ′ (t ⋅ yo ) = t ⋅ pU (yo ).
It holds that y ′ (y) ≤ pU (y), for each y ∈ Y . Indeed,
y ′ (t ⋅ yo ) ≤ 0 ≤ pU (t ⋅ yo ), for t ≤ 0,
y ′ (t ⋅ yo ) = pU (t ⋅ yo ), for t > 0.
Let x′ be an extension of y ′ such that x′ ≤ pU . There exists ε > 0 such that B(0, ε) ⊂ U
such that
1
∣x′ (x)∣ = max{x′ (x), x′ (−x)} ≤ max{pU (x), pU (−x)} ≤ ∥x∥X .
ε
It is straightforward that x (yo ) = pU (xo ) ≥ 1 and for each x = (u − yo ) ∈ V , where u ∈ U it

holds that
x′ (x) = x′ (u) − x′ (yo ) ≤ pU (u) − 1 < 0.

Theorem 3.16. (Hahn-Banach theorem) Let X be a normed space, V1 , V2 ⊂ X be convex


and V1 be open. If V1 ∩ V2 = ∅, then there exists x′ ∈ X ′ such that
Re x′ (v1 ) < Re x′ (v2 ) ∀v1 ∈ V1 , v2 ∈ V2 .

Proof of Theorem 3.16. Let define V = V1 − V2 = (V1 + (−V2 )), which is in fact given by
V = ⋃ (V1 − {x}).
x∈V2

Note that V is open and since V1 ∩ V2 = ∅ it holds that 0 ∉ V . Therefore, by Lemma (3.15)
there exists a functional x′ such that
Re x′ (v1 − v2 ) < 0
for all v1 ∈ V1 and v2 ∈ V2 and thus, Re x′ (v1 ) < Re x′ (v2 ). ◻
LECTURE 3. DUAL SPACES 23

Theorem 3.17. (Hahn-Banach theorem) Let X be a normed space, V ⊂ X be a closed and


convex set and x ∉ V . Then, there exists a functional x ∈ X ′ such that
Re x′ (x) < inf{Re x′ (v) ∶ v ∈ V },
that is, there exists ε > 0 such that
Re x′ (x) < Re x′ (x) − ε ≤ Re x′ (v).
Proof of Theorem 3.17. Since V is closed, there exists an open ball with radius r,
such that
B(x, r) ∩ V ≤ ∅.
From Theorem 3.16 if follows that
Re x′ (x + u) < Re x′ (v), ∀u ∈ B(0, r), v ∈ V.
Therefore,
Re x′ (x) + Re x′ (u) < Re x′ (v)
and
Re x′ (x) + ∥Re x′ ∥X ′ ⋅ r ≤ Re x′ (v)
Re x′ (x) + ∥Re x′ ∥X ′ ⋅ r ≤ inf{Re x′ (v) ∶ v ∈ V }.

LECTURE 4
Weak convergence and reflexivity
Let (X, ∥ ⋅ ∥X ) be a normed space. X ′′ is defined as a space of linear functionals
i(x) ∶ X ′ → K
given by
(4.1) (i(x))(x′ ) = x′ (x).
Remark 12. Operator i is a linear isometry (in general not surjective). Indeed,
∣(i(x))(x′ )∣ = ∣x′ (x)∣ ≤ ∥x′ ∥ ⋅ ∥x∥X ⇒ ∥i(x)∥ ≤ ∥x∥X .
According to Remark 9, for every x ∈ X, x ≠ 0, there exists a functional x′ such that
x′ (x) = ∥x∥X and ∥x′ ∥ = 1. Thus,
∥x∥X = ∣x′ (x)∣ = ∣i(x)(x′ )∣ ≤ ∥i(x)∥.
Definition 4.2. A Banach space X is called reflexive if i defined as in (4.1) is surjective.
We write then X ≅ X ′′ .

Example 10.
(a) Finite dimensional spaces are reflexive,
(b) Banach spaces lp and Lp for 1 < p < +∞ are reflexive,
(c) Banach spaces L1 , L∞ , (C(K), ∥ ⋅ ∥∞ ) are not reflexive.
Definition 4.3. Let {xn }n∈N be a sequence in a space X. We say that {xn }n∈N converges
weakly to some x and denote it as xn ⇀ x, if
lim x′ (xn ) = x(x) in K, ∀x′ ∈ X ′ .
n→+∞

Definition 4.4. Let {yn }n∈N be a sequence in a space Y ≅ X ′ . We say that {yn }n∈N

converges weakly∗ to some x and denote it as xn ⇀ x, if
lim yn (x) = y(x) in K, ∀x ∈ X.
n→+∞

25
26 LECTURE NOTES, FUNCTIONAL ANALYSIS

Theorem 4.5. (Sequential version of Banach-Alaoglu theorem) Let (X, ∥ ⋅ ∥X ) be a sepa-


rable normed space and Y ≅ X ′ . If {yn }n∈N is a sequence such that supn∈N ∥yn ∥Y ≤ 1, then
there exists a subsequence {ynk }k∈N and an element y ∈ Y such that

ynk ⇀ y.
Proof of Theorem 4.5. If X is separable, then there exists a set L = {xj }l∈N ⊂ X
which is linearly independent and linearly dense in X. Since ∣yn (x1 )∣ is uniformly bounded
with respect to n, then there exists a subsequence n1k such that yn1k (x1 ) converges to some
element y 1 ∈ Y . Similarly, ∣yn1k (x2 )∣ is bounded and thus, there exists a subsequence n2k
such that yn2k (x2 ) converges to some y 2 ∈ Y . Iterating this procedure we obtain sequences
ynm
k
⊂ ynm−1
k
⊂ ⋅ ⋅ ⋅ ⊂ yn1k ⊂ yn .
By a diagonal argument (setting ynk = ynkk ) we chose a subsequence {ynk }k∈N such that
lim ynk (xl ) = y l , ∀l ∈ N.
k→+∞
To complete the proof we need to show that ynk converges for all x ∈ X. To this end, fix
ε > 0. Since L is linearly dense, there exist N = N (ε) and a sequence {(λli , xli )}i∈N , λli ∈ K,
xli ∈ L, such that
X
X
X N (ε) X
X
X
X
X
X − X
X
Xx ∑ λ li xli X
X < ε.
X
X
X X
X
X
X i=1 XX
Define a linear functional y ∶ lin{xl ∶ xl ∈ L} → K as
N (ε) N (ε)
y( ∑ λli xli ) = ∑ λli y li .
i=1 i=1
Since the assumptions of Hahn-Banach theorem are fulfilled, we can extend y on X pre-
serving ∥y∥Y ≤ 1. Note that for each ε > 0 it holds that
RRR N (ε) N (ε) RRR
lim ∣ynk (x) − y(x)∣ ≤ 2ε + lim RRRynk ( ∑ λli xli ) − y( ∑ λli xli )RRRRR = 2ε.
R
R
k→+∞ R RRR
k→+∞
RR i=1 i=1

Remark 13. If X is reflexive, then weak and weak∗ convergence are equivalent. In such
a case, Theorem 4.5 can be formulated in terms of the weak convergence as well.
Remark 14. For a general predual space X there is a topological version of Theorem 4.5,
which states that the unit ball in X ′ is compact in the weak∗ topology.
Definition 4.6.
(a) A subset M of a metric space X is nowhere dense, if int(M̄ ) = ∅,
(b) A set M is of the 1-st category, if M = ⋃n∈N Mn , where Mn are nowhere dense sets.
Theorem 4.7. (Baire category) A non-empty, complete metric space is not of the 1-st
category.
LECTURE 4. WEAK CONVERGENCE AND REFLEXIVITY 27

Theorem 4.8. Let X be a Banach space and Y be a normed space. Let Ti ∈ α(X, Y ),
where i ∈ I. If for each x ∈ X
sup ∥Ti x∥Y < +∞,
i∈I
then
sup ∥Ti ∥α(X,Y ) < +∞.
i∈I

Proof of Theorem 4.8. Let n ∈ N and define


En = {x ∈ X ∶ sup ∥Ti x∥Y ≤ n} = ⋂ {x ∈ X ∶ ∥Ti x∥ ≤ n} .
i∈I i∈I
From the assumptions it follows that sets En are closed and X = ⋃n∈N En . Therefore, by
Theorem 4.7 at least one of the sets En has a non-empty interior. Let no ∈ N be such that
intEno ≠ ∅. Then, for each xo ∈ intEno there exists ε > 0 such that B(xo , ε) ⊂ Eno . Let
x ∈ X be such that ∥x∥X ≤ 1. Then,
εx + xo ∈ B(xo , ε) ⊂ Eno .
If so, then
∥Ti (εx + xo )∥Y ≤ no , ∀i ∈ I.
Therefore, for any x ∈ X such that ∥x∥X ≤ 1 it holds that
1 1 1
∥Ti x∥Y = ∥Ti (εx)∥Y = ∥Ti (εx + xo ) − Ti xo ∥Y ≤ (no + ∥Ti xo ∥Y ) .
ε ε ε
Since the right hand side of the inequality above does not depend on the choice of x, it
also holds that
1
∥Ti ∥α(X,Y ) ≤ (no + ∥Ti xo ∥Y ) .
ε
Taking supremum over i ∈ I yields
1
sup ∥Ti ∥α(X,Y ) ≤ (no + sup ∥Ti xo ∥Y ) < +∞.
i∈I ε i∈I

LECTURE 5
Open mapping and closed graph theorems
Definition 5.1. We say that T ∶ X → Y is open, if for any open set U ⊂ X a set T (U ) ⊂ Y
is open.
Lemma 5.2. Let (X, ∥ ⋅ ∥X ), (Y, ∥ ⋅ ∥Y ) be normed spaces and T ∶ X → Y be a linear
operator. Then, the following conditions are equivalent.
(a) T is open,
(b) ∀r > 0 ∃ε > 0, such that BY (0, ε) ⊂ T (BX (0, r)),
(c) ∃ε > 0, such that BY (0, ε) ⊂ T (BX (0, 1)).

Proof of Lemma 5.2. i) ⇒ ii) and ii) ⇔ iii) are trivial. We shall prove ii) ⇒ i). Let
U ⊂ X be an open set and x ∈ U . It means that
∃r > 0, such that x + BX (0, r) ⊂ U
Moreover, T x ∈ T (U ) and due to the linearity of T
T x + T (BX (0, r)) = T (x + BX (0, 1)) ⊂ T (U ).
From the assumption we have that there exists ε > 0 such that BY (0, ε) ⊂ T (BX (0, r)).
Therefore it holds that T x + BY (0, ε) ⊂ T (U ) and thus T (U ) is open. ◻

Theorem 5.3. Let (X, ∥ ⋅ ∥X ), (Y, ∥ ⋅ ∥Y ) be Banach spaces and T ∈ α(X, Y ) be a surjective
operator. Then, T is open.
To prove the theorem we need the following lemma.
Lemma 5.4. Let (X, ∥ ⋅ ∥X ), (Y, ∥ ⋅ ∥Y ) be Banach spaces and T ∈ α(X, Y ) be a surjective
operator. Then, there exists ε > 0 such that
BY (0, ε) ⊂ T (BX (0, 1)).

Proof of Lemma 5.4. Since T is surjective it holds that Y = ⋃n∈N T (BX (0, n)). From
linearity of T it follows that
Y = ⋃ n ⋅ T (BX (0, 1)).
n∈N
29
30 LECTURE NOTES, FUNCTIONAL ANALYSIS

Theorefore, int (T (BX (0, 1))) ≠ ∅ due to Theorem 4.7 (Baire theorem). Thus, there exists
yo ∈ Y and ε > 0 such that
BY (yo , ε) ⊂ T (BX (0, 1)).
Since T is surjective, there exists xo such that T xo = yo and
BY (0, ε) = BY (yo , ε) − yo ⊂ T (BX (0, 1)) − T xo ⊂ T (BX (0, 1)) − T (BX (0, ∥xo ∥X ))
= T (BX (0, 1)) + T (BX (0, ∥xo ∥X )) = T (BX (0, 1 + ∥xo ∥X )).

Thus, form linearity of T it follows that BY (0, (1+∥xεo ∥ ) ) ⊂ T (BX (0, 1)). ◻
X

Proof of Theorem 5.3. Due to Lemma 5.4 there exists εo > 0 such that
BY (0, εo ) ⊂ T (BX (0, 1)).
Let y ∈ BY (0, εo ). Then, there exists ε > 0 such that
∥y∥Y < ε < εo .
Define ȳ = (εo /ε)y. Then, ∥ȳ∥Y < εo and ȳ ∈ T (BX (0, 1)). There also exists yo such that
yo = T xo ∈ T (BX (0, 1)), ∥ȳ − yo ∥ < αεo , where 0 < α < 1
and α fulfills
ε 1
⋅ < 1.
εo 1 − α
Note that
ȳ − yo
∈ BY (0, εo ).
α
By the same argument we can find y1 = T x1 ∈ T (BX (0, 1)) such that
ȳ − yo
∥ − y1 ∥ < αεo .
α Y

Therefore,
∥y − (yo + αy1 )∥Y < α2 εo .
Iterating the procedure we obtain
n
∥ȳ − ∑ αi yi ∥Y ≤ αn+1 εo
i=0

which is equivalent to
n
∥ȳ − T (∑ αii )∥Y < αn+1 εo .
i=0
Note that {xi }i∈N ⊂ BX (0, 1) and 0 < α < 1, hence ∑ni=0 αi xi converges. Since X is a Banach
space we set
+∞
x̄ = ∑ αi xi ∈ X
i=0
LECTURE 5. OPEN MAPPING AND CLOSED GRAPH THEOREMS 31

and by the continuity of T we obtain ȳ = T x̄. Denote x = (ε/εo )x̄. Then, y = T x and
ε ε +∞ ε +∞ ε 1
∥x∥X = ∥x̄∥X ≤ ∑ αi ∥xi ∥X < ∑ αi = ⋅ < 1.
εo εo i=0 εo i=0 εo 1 − α

Remark 15. Let X, Y be Banach spaces and T ∈ α(X, Y ) be bijective. Then, T −1 is


continuous.
Remark 16. If (X, ∥ ⋅ ∥1 ) and (X, ∥ ⋅ ∥2 ) are Banach spaces and norms ∥ ⋅ ∥1 , ∥ ⋅ ∥2 are such
that
∥x∥1 ≤ M ∥x∥2 , ∀x ∈ X,
then ∥ ⋅ ∥1 and ∥ ⋅ ∥2 are equivalent.
Definition 5.5. Let X, Y be normed spaces, D be a subspace of X and T ∶ D → Y be
a linear functional. Then, T is closed if for every sequence {xn }n∈N ⊂ D such that xn → x
and {T xn }n∈N ⊂ Y , T xn → y, it holds that x ∈ D and T x = y.
(If T is continuous, then it is also closed?)
Definition 5.6. For a linear functional T ∶ D → Y we define its graph as following
graph(T ) = {(x, T x) ∶ x ∈ D} ⊂ X × Y.
Lemma 5.7. Let X, Y, D, T, graph(T) be defined as above. Then,
(a) graph(T ) is a linear subspace of X × Y ,
(b) T is closed if and only if graph(T ) is closed in X ⊕ Y .
Lemma 5.8. Let X, Y be Banach spaces and D ⊂ X be a linear subspace. If T ∶ D → Y is
closed, then
(a) D with a norm ∥x∥ = ∥x∥X + ∥T x∥Y is a Banach space,
(b) T is continuous as a mapping from (D, ∥ ⋅ ∥) to Y .
Proof of Lemma 5.8. a) Since T is closed, we know that for every sequences
{xn }n∈N ⊂ D such that xn → x ∈ X
and
{T xn }n∈N ⊂ Y such that T xn → y
it holds that x ∈ D and T x = y. {xn }n∈N ⊂ D is a Cauchy sequence with respect to the ∥ ⋅ ∥
norm, since {xn }n∈N is a Cauchy sequence in X and {T xn }n∈N is a Cauchy sequence in Y .
Moreover, its limit in X is an element from the subspace D. Thus,
∥xn − x∥ = ∥xn − x∥X + ∥T (xn − x)∥Y → 0,
which implies that (D, ∥ ⋅ ∥) is complete.
b) T is bounded, which holds due to the following inequality
∥T x∥Y ≤ ∥x∥X + ∥T x∥Y = ∥x∥.
Thus, T is also continuous. ◻
32 LECTURE NOTES, FUNCTIONAL ANALYSIS

Theorem 5.9. Let X, Y be Banach spaces and T ∶ X → Y be a linear and closed. Then,
T is continuous.
Proof of Theorem 5.9. T is continuous with respect to the ∥ ⋅ ∥ norm defined in the
previous lemma. Note that if we set D = X in the previous lemma, then X is a Banach
space with norms ∥ ⋅ ∥X and ∥ ⋅ ∥. Moreover, ∥x∥X ≤ ∥x∥ for all x ∈ X. Then, according to
Remark 16 the norm ∥ ⋅ ∥X is equivalent to ∥ ⋅ ∥. Therefore, T is continuous with respect to
the norm ∥ ⋅ ∥X as well. ◻

5.1. Application of Banach -Steinhaus Theorem


Lemma 5.10. For a subset M of a normed space (X, ∥ ⋅ ∥X ), the following conditions are
equivalent:
(a) M is bounded,
(b) for every x′ ∈ X ′ , x′ (M ) ⊂ K is bounded.
Proof of Lemma 5.10. The implication i) ⇒ ii) is trivial. To show ii) ⇒ i) consider
i ∶ X → X ′′ ,
such that i(x) is given by (4.1) for all x ∈ X. Note that
sup ∣x′ (x)∣ = sup ∣i(x)(x′ )∣ < +∞, ∀x ∈ X.
x∈M x∈M
By Banach-Steinhaus theorem we have
sup ∥x∥ = sup ∥i(x)∥ < +∞.
x∈M x∈M

Remark 17. Any weakly convergent sequence is bounded.


Lemma 5.11. Let X be a Banach space, Y be a normed space and Tn ∈ α(X, Y ) for all
n ∈ N. If for all x ∈ X there exists T x = limn→+∞ Tn x, then T ∈ α(X, Y ).
LECTURE 6
Adjoint Operator

Definition 6.1. Let (X, ∥ ⋅ ∥X ), (Y, ∥ ⋅ ∥Y ) be normed spaces and T ∈ α(X, Y ). Then,
T ′ ∶ Y ′ → X ′ is defined by
(T ′ y ′ )(x) = y ′ (T x).
One can check that T ′ ∈ α(Y ′ , X ′ ).
Theorem 6.2. Let X, Y be Banach spaces and T ∈ α(X, Y ). Then, the following condi-
tions are equivalent
(a) Im(T ) is closed,
(b) Im(T ) = ker(T ′ )⊥ ,
(c) Im(T′ ) is closed,
(d) Im(T ′ ) = ker(T )⊥ ,
where
U ⊥ ∶= {x′ ∈ X ′ ∶ x′ (x) = 0, ∀x ∈ U } , V⊥ ∶= {x ∈ X ∶ x′ (x) = 0, ∀x′ ∈ V } .
Lemma 6.3. Let X, Y be Banach spaces and T ∈ α(X, Y ) have a closed image. Then,
there exists K ≥ 0 such that
∀y ∈ Im(Y ) ∃x ∈ X s.t. T x = y and ∥x∥X ≤ K∥y∥Y .

Proof of Lemma 6.3. Define a canonical factorization T̂ (what is precisely a canonical


factorization?)
T̂ ∶ X/ker(T ) → Im(T ).
Note that X/ker(T ) and Im(T ) are Banach spaces and T̂ is bijective. Then, according to
Remark 15 there exists
T̂ −1 ∈ α(Im(T ), X/ker(T ))
and K ≥ 0 such that ∥T̂ −1 ∥ ≤ K. ◻

33
34 LECTURE NOTES, FUNCTIONAL ANALYSIS

Lemma 6.4. Let (X, ∥ ⋅ ∥X ),(Y, ∥ ⋅ ∥Y ) be Banach spaces and T ∈ α(X, Y ). If there exists
a constant C such that for all y ′ ∈ Y ′
C∥y ′ ∥α(Y,K) ≤ ∥T ′ y ′ ∥α(X ′ ,K) ,
then T is surjective and open.

Proof of Lemma 6.3. In order to prove that T is open we need to show that BY (0, C) ⊂
T (BX (0, 1)) (according to Lemma 5.2, claim (a)). In fact it is enough to prove
BY (0, C) ⊂ T (BX (0, 1)) =∶ D.
Let yo ∈ BY (0, C) and assume that yo ∉ D (note that D is a convex set). According to
Hahn-Banach theorem, there exists y ′ ∈ Y ′ , α ∈ R such that for each y ∈ D
Re y ′ (y) ≤ α < Re y ′ (yo ) ≤ ∣y ′ (yo )∣.
Note that 0 ∈ D, which implies Re y ′ (0) = 0 ≤ α. We can assume that α > 0. Define
ỹ ′ = y ′ /α. Then
Re ỹ ′ (y) = Re (y ′ (y)/α) ≤ 1 < Re (y ′ (yo )/α) = Re ỹ ′ (yo ), ∀y ∈ D.
Thus,
∣ỹ ′ (y)∣ ≤ 1 < ∣ỹ ′ (yo )∣, ∀y ∈ D
(note that y ∈ D ⇒ λy ∈ D, ∀λ such that ∣λ∣ > 1). Moreover, for all x such that ∥x∥X < 1,
T x = y ∈ D and from the definition of T ′
∣T ′ ỹ ′ (x)∣ = ∣ỹ ′ (T x)∣ ≤ 1,
which implies that ∥T ′ ỹ ′ ∥α(X,K) ≤ 1, but
∣ỹ ′ (yo )∣ ≤ ∥ỹ ′ ∥α(Y,K) ⋅ ∥yo ∥Y < C∥ỹ ′ ∥α(Y,K)
and 1 < C∥ỹ ′ ∥α(Y,K) , which leads to the contradiction. ◻

Lemma 6.5.
Im(T ) = (ker(T ′ ))⊥ .

Proof of Lemma 6.5.


” ⊂ ”. Let y ∈ Im(T ), which means that there exists x ∈ X such that y = T x. If y ′ ∈ ker(T ′ ),
then T ′ y ′ is a zero functional on X ′ and thus
0 = (T ′ y ′ )(x) = y ′ (T x) = y ′ (y).
Therefore, for each y ∈ Im(T ) it holds that y ′ (y) = 0, if y ′ ∈ ker(T ′ ). Since
(ker(T ′ ))⊥ = {y ∈ Y ∶ y ′ (y) = 0, ∀y ′ ∈ ker(T ′ )} ,
we conclude that Im(T ) ⊂ (ker(T ′ ))⊥ .
” ⊃ ”. Let U = Im(T ). Thus, U is a closed subspace of Y . We will show that
y∉U ⇒ y ∉ (ker(T ′ ))⊥ .
LECTURE 6. ADJOINT OPERATOR 35

By Hahn-Banach theorem there exists y ′ ∈ Y such that


y ′ ∣U = 0 and y ′ (y) ≠ 0.
In particular 0 = y ′ (T x) = (T ′ y ′ )(x) for all x ∈ X, that is, T ′ y ′ is a zero functional on
X and thus y ′ ∈ ker(T ′ ). This proves that y ∉ (ker(T ′ ))⊥ , since the opposire claim would
imply that y ′ (y) = 0. ◻

Proof of Theorem 6.2.


(b) ⇒ (a) is straightforward.
(b) ⇐ (a) follows from Lemma 6.5.
Now, we shall prove (a) ⇒ (d). Clearly Im(T ′ ) ⊂ (ker(T ))⊥ (for this we do not need (a))
and T ′ y ′ (x) = y ′ (T x) = 0 for x ∈ ker(T ). Let x′ ∈ (ker(T ))⊥ and define a linear functional
z ′ ∶ Im(T ) → K, z ′ (y) = x′ (x), for y = T x.
Note that z is continuous. Indeed, using one of the previous lemmas and the open mapping
theorem we have that
∀y ∈ Im(T ) ∃x ∈ X s. t. y = T x, and

∣z ′ (y)∣ = ∣x′ (x)∣ ≤ ∥x′ ∥α(X,K) ⋅ ∥x∥X ≤ ∥x′ ∥α(X,K) ⋅ K∥y∥Y .


By Hahn-Banach theorem we can define y ′ ∈ Y ′ , which is an extension of z ′ . Then,
x′ (x) = z ′ (T x) = y ′ (T x) = (T ′ y ′ )(x), ∀x ∈ X,
that is, x′ = T ′ y ′ . This finishes the proof, since we assumed that x′ ∈ (ker(T ))⊥ .
(d) ⇒ (c) is straightforward.
(d) ⇒ (a). Let Z = Im(T ) ⊂ Y and define S ∈ α(X, Z) by setting Sx = T x. For y ′ ∈ Y and
x ∈ X we have
(T ′ y ′ )(x) = y ′ (T x) = y ′ ∣Z (Sx) = (S ′ (y ′ ∣Z ))(x), ∀x ∈ X.
Then, T ′ y ′ = S ′ (y ′ ∣Z ). Therefore Im(T ′ ) ⊂ Im(S ′ ). To prove the opposite inclusion assume
that S ′ z ′ ∈ Im(S ′ ) for some z ′ ∈ Z ′ and consider any extension y ′ of z ′ (by Hahn-Banach
theorem such extension exists). Then,
S ′z′ = T ′y′ ⇒ Im(T ′ ) = Im(S ′ ).

Then, by the assumption we have Im(S ′ ) = Im(S ′ ). Moreover, Im(S) is dense in Z and
thus S ′ is injective (?). S ′ is then a continuous bijection between Z ′ and Im(S ′ ). In fact
it is an in isomorphism, in particular
C∥z ′ ∥α(Z,K) ≤ ∥S ′ z ′ ∥α(X,K) , ∀z ′ ∈ Z ′ .
Then, by one of the Lemma above, S is surjective (and open). Thus, Im(S) = Z = Im(T )
(?) and Im(T ) = Im(T ). ◻
36 LECTURE NOTES, FUNCTIONAL ANALYSIS

Lemma 6.6. Let P be a continuous projection on a normed space X (P is a projection if


P 2 = P ). Then,
(a) P = 0 or ∥P ∥ ≥ 1,
(b) ker(P ) and Im(P ) are closed,
(c) X = ker(P ) ⊕ Im(P ).
Proof of Lemma 7.11.
2
(a) ∥P ∥ = ∥P 2 ∥ ≤ ∥P ∥ , which implies P = 0 or ∥P ∥ ≥ 1.
(b) ker(P ) = P −1 ({0}) is closed (since P is continuous), Id − P is a continuous projection
and Im(P ) = ker(Id − P ) is closed.
(c) ∀x ∈ X it holds that x = (Id − P )x + P x. ◻
LECTURE 7
Hilbert Spaces
Definition 7.1. Let X be a K- linear space. A mapping
< ⋅, ⋅ > X × X → K
is called a scalar product if
(a) < x1 + x2 , y > = < x1 , y > + < x2 , y >, ∀x1 , x2 , y ∈ X,
(b) < λx, y > = λ < x, y >, ∀x, y ∈ X, λ ∈ K,
(c) < x, y > = < y, x >, ∀x, y ∈ X,
(d) < x, x > ≥ 0, ∀x ∈ X,
(e) < x, x > = 0 ⇔ x = 0.
Lemma 7.2. (Cauchy - Schwarz inequality). Let X be a K-linear space with a scalar
product. Then,
2
∣< x, y >∣ ≤ < x, x > ⋅ < y, y >, ∀x, y ∈ X.
The equality holds if and only if x = λy for λ ∈ K.
Lemma 7.3. Define a mapping ∥ ⋅ ∥ ∶ X × X → R by

∥x∥ = < x, x >.
Then, ∥ ⋅ ∥ is a norm. In particular, it holds that
∣< x, y >∣ ≤ ∥x∥ ⋅ ∥y∥, ∀x, y, ∈ X.
Definition 7.4. A normed space (X, ∥ ⋅ ∥X ) is called a prehilbert space, if there exists a
scalar product < ⋅, ⋅ > such that

∥x∥X = < x, x >, ∀x ∈ X.
Complete prehilbert space is called a Hilbert space.
Lemma 7.5. Let (X, ∥ ⋅ ∥) be a prehilbert space and U be its dense linear subspace. If for
all u ∈ U it holds that < x, u >= 0, then x = 0.
37
38 LECTURE NOTES, FUNCTIONAL ANALYSIS

Proof of Lemma 7.5. Define a set


Y = {y ∈ X ∶ < x, y >= 0}.
Y is closed since the map y → < x, y > is continuous. It also contains a dense subspace U .
2
This implies that Y = X. In particular, x ∈ Y and thus ∥x∥ = < x, x > = 0. ◻
If (X, ∥ ⋅ ∥X ) is a normed space, we can introduce a scalar product by the norm ∥ ⋅ ∥X . More
precisely, we set
1 2 2
< x, y > = (∥x + y∥X − ∥x − y∥X ) , for K = R
4
and
1 2 2 2 2
< x, y > = (∥x + y∥X − ∥x − y∥X + i∥x + iy∥X − i∥x − iy∥X ) , for K = C.
4
Lemma 7.6. Scalar product < ⋅, ⋅ > ∶ X × X → K is a continuous mapping.

Proof of Lemma 7.6. Let x1 , x2 , y1 , y2 ∈ X. Then,


∣< x1 , y1 > − < x2 , y2 >∣ = ∣< x1 − x2 , y1 > + < x2 , y1 − y2 >∣
≤ ∥x1 − x2 ∥ ⋅ ∥y1 ∥ + ∥y1 − y2 ∥ ⋅ ∥x2 ∥.

Theorem 7.7. (Parallelogram equality) A normed space (X, ∥ ⋅ ∥X ) is a prehilbert space if


and only if, for all x, y ∈ X the following inequality holds
2 2 2 2
∥x + y∥X + ∥x − y∥X = 2∥x∥X + 2∥y∥X .

Proof of Theorem 7.7. (for K = R). We introduce a scalar product as following


1 2 2
< x, y > = (∥x + y∥X − ∥x − y∥X ) .
4
Clearly, it holds that ∥x∥X = < x, x > . We need to prove the properties of a scalar product
2

form the Definition 7.1.


(a) Let x1 , x2 ∈ X and define
2 2 2 2
α ∶= ∥x1 + x2 + y∥X = 2∥x1 + y∥X + 2∥x2 ∥X − ∥x1 − x2 + y∥X ,
2 2 2 2
β ∶= ∥x1 + x2 + y∥X = 2∥x2 + y∥X + 2∥x1 ∥X − ∥ − x1 + x2 + y∥X .
Therefore,
2 α+β
∥x1 + x2 + y∥ =
2
2 2 2 2 1
= ∥x1 + y∥ + ∥x1 ∥ + ∥x2 + y∥ + ∥x2 ∥ − (∥x1 − x2 + y∥2 + ∥ − x1 + x2 + y∥2 ) .
2
Similarly one gets
2 2 2 2 2 1
∥x1 + x2 − y∥ = ∥x1 − y∥ + ∥x1 ∥ + ∥x2 − y∥ + ∥x2 ∥ − (∥x1 − x2 − y∥2 + ∥ − x1 + x2 − y∥2 ) .
2
LECTURE 7. HILBERT SPACES 39

Finally,
1
< x1 + x 2 , y > = (∥x1 + x2 + y∥2X − ∥x1 + x2 − y∥2X )
4
1
= (∥x1 + y∥2X + ∥x2 + y∥2X − ∥x1 − y∥2X − ∥x2 − y∥2X )
4
= < x1 , y > + < x2 , y > .
Claim (b) follows from (a) for λ ∈ N. Form the construction of < ⋅, ⋅ > we also have the
property (b) fulfilled for λ = 0, λ = −1 and thus for all λ ∈ Z. Let λ = mn ∈ Q. Then,
x
n < λx, y > = n < m , y > = m < x, y > = nλ < x, y > .
n
By the continuiuty of ∥ ⋅ ∥ ∶ X → K we can extend this result for λ ∈ R.
Claims (c), (d) and (e) are straightforward. ◻

Remark 18. The following claims hold:


(a) A normed space is prehilbert if and only if all its 2-dimensional subspaces are
prehilbert.
(b) Any subspace of a prehilbert space is prehilbert.
(c) Closure of a prehilbert space is a Hilbert space.
Example 11. Examples of Hilbert spaces.
(a) Rn and Cn with < si , ti > = ∑ni=1 si t̄i ,
(b) l2 with < si , ti > = ∑+∞
i=1 si t̄i ,
(c) L2 (Ω, µ) with < f, g > = ∫Ω f ⋅ ḡ dµ.
Definition 7.8. Let X be a prehilbert space. We say that x and y are orthogonal and
write x ⊥ y, if < x, y >= 0. Sets A and B are orthogonal, if < x, y > = 0 for all x ∈ A and
y ∈ B. The set
A⊥ = {y ∈ X ∶ x ⊥ y, ∀x ∈ A}
is called the orthogonal complement of A.
Remark 19. For a Hilbert space X the following claims hold:
2 2 2
(a) x ⊥ y ⇒ ∥x∥ + ∥y∥ = ∥x + y∥ ,
(b) A⊥ is a closed subspace of X,
(c) A ⊂ (A⊥ )⊥ ,
(d) A⊥ = (lin{A})⊥ .
Theorem 7.9. Let (H, ∥ ⋅ ∥) be a Hilbert space and K be its convex and closed subset. Let
xo ∈ H. Then, there exists a unique x ∈ K such that
∥x − xo ∥ = inf ∥y − xo ∥.
y∈K

This statement still holds, if H is a uniformly convex space.


40 LECTURE NOTES, FUNCTIONAL ANALYSIS

Proof of Theorem 7.9. It is trivial if xo ∈ K (we set x = xo ). Let xo ∉ K. Without loss


of generality we can assume that xo = 0. In this case we define
d = inf ∥y∥.
y∈K

There exists {yn }n∈N ⊂ K and limn→+∞ ∥yn ∥ = d. We will prove that {yn }n∈N is a Cauchy
sequence. This is sufficient to show, since (K, ∥ ⋅ ∥) is a Banach space. By Parallelogram
equality we have
1 2 2
∥(yn + ym )/2∥ + ∥(yn − ym )/2∥ = (∥yn ∥ + ∥ym ∥ ) , ∀m, n ∈ N.
2
2
By convexity of K we have that 21 (yn + ym ) ∈ K and thus ∥ 21 (yn + ym )∥ ≥ d2 . Therefore,
1 2 2
d2 + ∥(yn − ym )/2∥ ≤ (∥yn ∥ + ∥ym ∥ ) , ∀m, n ∈ N.
2
Since the right hand side of the inequality converges to d2 , we have that ∥yn − ym ∥ converges
to zero as n, m tend to infinity. By the comleteness of K, there exists x ∈ K such that
x = lim yn and ∥x∥ = d.
n→+∞
Now, we shall show that the element is unique. Let x, x̄ ∈ K be such that
∥x∥ = ∥x̄∥ = d.
Then, by Parallelogram equality
2 2
∥(x − x̄)/2∥ = d2 − ∥(x + x̄)/2∥ .
2
Note that (x + x̄)/2 ∈ K, ∥(x + x̄)/2∥ ≥ d2 , which implies ∥x − x̄∥ = 0 and thus x = x̄. ◻

Lemma 7.10. Let K be a closed convex subset of a Hilbert space (H, ∥ ⋅ ∥) and xo ∈ H.
The, the following conditions are equivalent
(a) ∥xo − x∥ = inf y∈K ∥xo − y∥,
(b) Re ⟨xo − x, y − x⟩ ≤ 0, ∀y ∈ K.
Proof of Lemma 7.10.
(b) ⇒ (a)
2 2
∥xo − y∥ = ∥(xo − x) + (x − y)∥
2 2 2
= ∥xo − x∥ + 2Re ⟨xo − x, x − y⟩ + ∥x − y∥ ≥ ∥xo − x∥ .
(a) ⇒ (b). Let t ∈ [0, 1], y ∈ K and define yt = (1 − t)x + ty ∈ K. Then,
2 2
∥xo − x∥ ≤ ∥xo − yt ∥ = ⟨xo − x + t(x − y), xo − x + t(x − y)⟩
2 2
= ∥xo − x∥ + 2Re ⟨xo − x, t(x − y)⟩ + t2 ∥x − y∥ .
Finally,
t 2
Re ⟨xo − x, t(y − x)⟩ ≤ ∥x − y∥ , ∀t ∈ [0, 1].
2

LECTURE 7. HILBERT SPACES 41

Theorem 7.11. Let U ≠ {0} be a closed subspace of a Hilbert space (H, ∥ ⋅ ∥). Then, there
exists a linear projection
PU ∶ H → U, s. t. ∥Pu ∥ = 1, ker(PU ) = U ⊥ .
Moreover, Id − PU is a projection such that
(Id − PU ) ∶ H → U ⊥ , s. t. ∥Id − PU ∥ = 1, (if U ≠ H).
It also holds that H = U ⊕ U ⊥ .

Proof of Theorem 7.11. Define


PU ∶ H → U, PU (xo ) = x,
2 2
where xo ∈ H and x ∈ U is such that ∥xo − x∥ = inf y∈U ∥xo − y∥ . It is straightforward that
PU is a projection. By the previous lemma
Re ⟨xo − PU (xo ), y − PU (xo )⟩ ≤ 0, ∀y ∈ U.

Note that y − PU (xo ) ∈ U and thus

Re ⟨xo − PU (xo ), y⟩ ≤ 0, ∀y ∈ U.
Using −y and iy in the expression above we obtain
⟨xo − PU (xo ), y⟩ = 0, ∀y ∈ D and xo − PU (xo ) = xo − x ∈ U ⊥ .
Since U ⊥ is a linear subspace, it holds that for all x1 , x2 ∈ H, λ1 , λ2 ∈ K
(λ1 x1 − λ1 PU (x1 )) + (λ2 x2 − λ2 PU (x2 )) ∈ U ⊥ .
Therefore, λ1 x1 + λ2 x2 = z ∈ H and PU (z) is such that z − PU (z) ∈ U ⊥ . Thus,
PU (λ1 x1 + λ2 x2 ) = PU (z) = λ1 PU (x1 ) + λ2 PU (x2 ),
which proves that PU is linear. From the construction of PU it follows that Im(PU ) = U
and we have that ker(PU ) = U ⊥ . Therefore,
PU (xo ) = 0 ⇔ xo ∈ U ⊥ .
We claim that Id − PU is a projection with Im(Id − PU ) = U ⊥ and ker(Id − PU ) = U . By
Pythagoras theorem
2 2 2 2
∥xo ∥ = ∥PU (xo ) + xo − PU (xo )∥ = ∥PU (xo )∥ + ∥(Id − PU )(xo )∥
and PU (xo ) ∈ U , xo − PU (xo ) ∈ U ⊥ . Finally, we get H = U ⊕ U ⊥ . Moreover, ∥PU ∥ ≤ 1 and
∥Id − PU ∥ ≤ 1 (in fact equal to 1, if U ≠ {0} and U ≠ H). ◻
42 LECTURE NOTES, FUNCTIONAL ANALYSIS

Remark 20. Let H be a Hilbert space and U be its linear subspace. Then,
U = (U ⊥ )⊥ .
Indeed, for a closed set V it holds that Id − PV = PV ⊥ . Consider V = U . It is clear that
U⊥ = V ⊥ and Id − PV ⊥ = PV ⊥⊥ .
Thus, PV = PV ⊥⊥ and thus U = U ⊥⊥ .
Theorem 7.12. (Riesz theorem) Let H be a Hilbert space. Then, mapping
Φ ∶ H → H ′, H(y) = ⟨⋅, y⟩
is bijective, isometric and conjugate linear (i.e., Φ(λy) = λ̄Φ(y)). It means that
∀x′ ∈ H ′ ∃!y ∈ H, s. t. x′ (x) = ⟨x, y⟩, ∀x ∈ H and ∥x′ ∥ = ∥y∥.

Proof of Theorem 7.12. Clearly Φ is conjugate linear. It follows from the Cauchy-
Schwarz inequality that
∥Φ(y)∥ ≤ ∥y∥
and for x = y/∥y∥ we obtain
⟨y, y⟩
Φ(y)(x) = = ∥y∥,
∥y∥
which implies that Φ is an isometric and thus, it is injective. Let x′ ∈ H ′ (without loss
of generality we can assume that ∥x′ ∥ = 1) and U = ker(x′ ). By the previous theorem
H = U ⊕ U ⊥ , where dim(U ⊥ ) = 1. Thus, there exists y ∈ H such that x′ (y) = 1 and
U ⊥ = lin(y). For x = u + λy ∈ (U ⊕ U ⊥ )
x′ (x) = λx′ (y) = λ and ⟨x, y⟩ = λ∥y∥ .
2

Therefore,
Φ(y/∥y∥ ) = x′
2
and Φ is surjective.
Finally, ∥y∥ = 1 and ∥x′ ∥ = 1. ◻

Remark 21. Each Hilbert space is reflexive.

7.1. Orthonormal basis


Definition 7.13. Let H be a Hilbert space. A subset S ⊂ H is an orthonormal system if
and only if for all e, f ∈ S it holds that
∥e∥ = ∥f ∥ = 1 and ⟨e, f ⟩ = 0.
A subset S ⊂ H is called an orthonormal basis if
S ⊂ T, T − orthonormal system ⇒ T = S.
Example 12. Examples of orthonormal systems:
LECTURE 7. HILBERT SPACES 43

(a) H = L2 ([0, 2π], R),


1 1 1
S={ χ[0,2π] } ∪ { √ cos(n), n ∈ N} ∪ { √ sin(n), n ∈ N} .
2π π π
(b) H = L2 ([0, 2π], C),
1
S = { √ ein , n ∈ Z} .

Theorem 7.14. (Gram - Schmidt theorem) Let H be a Hilbert space and {xn ∶ n ∈ N}
be a linearly independent set in H. Then, there exists an orthogonal system S such that
linS = lin{xn ∶ n ∈ N}.
Example 13. Let H = L2 ([−1, 1], R) and xn (t) = tn , for n ∈ N. Then,
⎧ √ ⎫

⎪ 1 ⎪
⎪ 1 d n 2
S = ⎨ n + ⋅ Pn (t), n ∈ N⎬ , where Pn (t) = n ( ) (t − 1)n .

⎪ 2 ⎪
⎪ 2 n! dt
⎩ ⎭
Theorem 7.15. (Bessel inequality) Let H be a Hilbert space. If S = {en ∶ n ∈ N} ⊂ H is
an orthonormal system and x ∈ H, then
+∞
2 2
∑ ∣⟨x, en ⟩∣ ≤ ∥x∥ .
n=1

Proof of Theorem 7.15. Let N ∈ N. Define


N
xN = x − ∑ ⟨x, en ⟩en
n=1
such that xN ⊥ ek , for k = 1, . . . , N . By Pythagoras theorem
N 2 N N
2 2 2 2 2
∥x∥ = ∥xN ∥ + ∥ ∑ ⟨x, en ⟩en ∥ = ∥xN ∥ + ∑ ∣⟨x, en ⟩∣ ≥ ∑ ∣⟨x, en ⟩∣ .
n=1 n=1 n=1
This estimate holds for all N ∈ N, therefore taking the limit N → +∞ ends the proof. ◻

Lemma 7.16. Let H be a Hilbert space, S ⊂ H be an orthonormal system and x ∈ H.


Then, the set
Sx = {e ∈ S ∶ ⟨x, r⟩ ≠ 0}
is countable.
Proof of Lemma 7.16. From Bessel inequality it holds that
Sx,n = {e ∈ S ∶ ⟨x, r⟩ ≥ 1/n}
is finite and thus Sx = ⋃n∈N Sx,n is at most countable. ◻
LECTURE 8
Fourier Transform

Definition 8.1. Let f ∈ L1 (Rn ). Define


1
(Ff )(ξ) = f (x)e−ixξ dx, ∀ξ ∈ Rn .
(2π)n/2 ∫Rn
F is called a Fourier transform.
Theorem 8.2. F ∶ (L1 (Rn ), ∥ ⋅ ∥L1 ) → (Co (Rn ), ∥ ⋅ ∥∞ ) is a continuous linear mapping
such that
∥F∥ ≤ (2π)−n/2 .
Here, Co (Rn ) denotes a space of continuous functions vanishing at infinity.

Proof of Theorem 8.2. A linearity of F is obvious. Note that ∣e−ixξ ∣ = 1. Therefore,


∥Ff ∥∞ ≤ (2π)−n/2 ∥f ∥L1 ⇒ ∥F∥ ≤ (2π)−n/2 .
Now, we want to prove
(a) limξk →ξ ∣(Ff )(ξ k ) − (Ff )(ξ)∣ = 0,
(b) lim∣ξk ∣→+∞ ∣(Ff )(ξ k )∣ = 0.
(a) Let {ξ k }k∈N be such that limk→+∞ ξ k = ξ. Then, for a fixed x we have
lim ∣e−ixξ − e−ixξ ∣ = 0.
k

k→+∞
By Lebesgue dominated convergence theorem it holds that
1
∣f (x)∣ ⋅ lim ∣e−ixξ − e−ixξ ∣dx = 0,
k
lim ∣(Ff )(ξ k ) − (Ff )(ξ)∣ ≤ ∫
k→+∞ (2π) n/2 Rn k→+∞

where we used the latter theorem due to the fact that the function under the integral can
be estimated by 2 ∣f ∣ ∈ L1 (Rn ).
(b) Note that the smooth functions with compact support are dense in L1 , that is,
L1 (Rn )
c (R )
C∞ = L1 (Rn ).
n

45
46 LECTURE NOTES, FUNCTIONAL ANALYSIS

Thus, it is enough to show that for all f ∈ C∞ c (R ) it holds that lim∣ξ k ∣→+∞ (Ff )(ξ ) = 0.
n k

Let f be such a function and j be such that ∣ξj ∣ = max{∣ξi ∣ ∶ i = 1, . . . , n}, where ξjk are
k k

coordinates of ξ k . Then, ∣ξjk ∣ ≥ ∣ξ k ∣/ n. We apply the formula for integration by parts and
as a result obtain
−1 ∂ 1 −ixξk
∣(Ff )(ξ k )∣ = ∣ ∫ f (x) e dx∣
(2π)n/2 Rn ∂xj −iξj

1 ∂ n k→+∞
≤ ⋅∥ f ∥ ⋅ k Ð→ 0.
(2π) n/2 ∂xj L1 ∣ξ ∣

Definition 8.3. We say that f ∶ Rn → C is vanishing faster than polynomial, if


lim xα f (x) = 0, ∀α ∈ Nn ,
∣x∣→+∞

where α = (α1 , . . . , αn ) and xα = xα1 1 ⋅ ⋅ ⋅ ⋅ ⋅ xαnn . A space

S(Rn ) = {f ∈ C∞ (Rn ) ∶ Dβ f vanishes faster that polynomial, ∀β ∈ Nn }


is called Schwarz space.
Remark 22. Schwarz space consists of smooth functions, which vanish faster than poly-
nomial together with all its derivatives. However, one has to note that
C∞
c (R ) ⊊ S(R ).
n n

Remark 23. If f ∈ S(Rn ), then


xα f, Dα f ∈ S(Rn ), ∀n ∈ N.
Lemma 8.4. Let f ∈ S(Rn ). Then,
(a) Ff ∈ C∞ (Rn ) and Dα (Ff ) = (−i)∣α∣ F(xα f ),
(b) F(Dα f ) = i∣α∣ ⋅ ξ α F(f ).

Proof of Lemma 8.4.


(a) Formal calculations leads to
∂α 1 −ixξ 1 ∂ α −ixξ
Dα (Ff ) = ⋅ (x)e = (x) ⋅
∂ξ α (2π)n/2 ∫Rn (2π)n/2 ∫Rn
f dx f e dx
∂ξ α
1
= (−i)∣α∣ f (x)xα e−ixξ dx = (−i)∣α∣ F(xα f )(ξ).
(2π)n/2 ∫Rn
In the second equality we have passed with differentiation under the integral sign. Since
xα f ∈ S(Rn ) ⊂ L1 (Rn ) this is justified by Lebesgue dominated convergence theorem.
LECTURE 8. FOURIER TRANSFORM 47

(b) If follows from the formula for integration by parts that


1
F(Dα f ) = (Dα f )(x)e−ixξ dx
(2π)n/2 ∫Rn
(−1)∣α∣ ∂ α −ixξ
= ∫ f (x) ⋅ e dx = (−1)∣α∣ (−i)∣α∣ ξ α F(f ).
(2π) n/2 Rn ∂x α

Since xβ f ∈ S(Rn ) boundary terms vanished in the calculation above. ◻

Lemma 8.5. If f ∈ S(Rn ), then also Ff ∈ S(Rn ).

Proof of Lemma 8.5. In Lemma 8.4 we proved that Ff ∈ C∞ (Rn ). We need to show
that Ff and all its derivatives vanish faster than polynomial, that is,
ξ α Dβ (Ff )(ξ) → 0 for ∣ξ∣ → +∞.
From Lemma 8.4 we know that
ξ α Dβ (Ff ) = (−i)∣β∣ (−i)∣α∣ F(Dα (xβ f ))
which implies that Dα (xβ f ) ∈ S(Rn ) and thus in L1 (Rn ). Fourier transform of a function
from L1 (Rn ) is a continuous function vanishing at infinity, which ends the proof. ◻

Let us consider a function


γ(x) = e−x
2 /2
γ ∶ Rn → R, .
It is a well known fact that
1
γ(x)dx = 1.
(2π)n/2 ∫Rn
We also denote γa (x) = γ(ax), for a > 0.
Lemma 8.6. For γ and γa defined as above it holds that
1 ξ
(Fγ)(ξ) = e−ξ
2 /2
and (Fγa )(ξ) = n
(Fγ) ( ) .
a a
Proof of Lemma 8.6. The second statement is straightforward. To prove the first claim
let n = 1. Note that γ fulfills the following differential equation
(8.7) y ′ + xy = 0, y(0) = 1.
By Lemma 8.4

1
0 = F(γ ′ + xγ) = iξ(Fγ) + ( (Fγ)) ⇒ (Fγ)′ + ξ(Fγ) = 0,
−i
which means that Fγ fulfills equation (8.7) with the same initial condition, since
1
e−x /2 dx = 1.
2
(Fγ)(0) = ∫
(2π) 1/2 R
48 LECTURE NOTES, FUNCTIONAL ANALYSIS

Since the solution to (8.7) is unique we obtain γ = Fγ. The case n > 1 leads in fact to the
previous case, since
1
. . . ∫ Πnk=1 e−xk /2 e−ixk ξk dx1 . . . dxn = Πnk=1 e−ξk /2 .
2 2
(Fγ)(ξ) = ∫
(2π) n/2 R R

Lemma 8.8. For f ∈ S(Rn ) it holds that


(FFf )(x) = f (−x), ∀x ∈ Rn .

Proof of Lemma 8.8. We proved that Ff ∈ S(Rn ) and thus F(Ff ) is well defined.
Let f, g ∈ S(Rn ). Since a function
(x, ξ) → f (ξ)g(x)e−ixξ
is integrable, Fubini theorem yields

(8.9) ∫Rn (Ff )(x)g(x)dx = ∫Rn f (x)(Fg)(x)dx.

This implies that for g(x) = e−ixξo γ(ax), where ξo ∈ Rn and a > 0 are fixed, that
1
(Fg)(ξ) = e−ixξo γ(ax)e−ixξ dx = (Fγa )(ξ + ξo ).
(2π)n/2 ∫Rn
We use Lemma 8.6 and the following change of variables u = x+ξo
a , which leads to
1 −ixξo 1 1 x + ξo
∫ (Ff )(x)e γ(ax)dx = ∫ f (x) (Fγ) ( ) dx
(2π)n/2 R (2π)n/2 R an a
1
= f (au − ξo )γ(u)du.
(2π)n/2 ∫R
Now we want to pass to the limit with a → 0. Since x → (Ff )(x)e−ixξo γ(ax) is bounded
by ∣Ff ∣ ∈ L1 and x → f (x) a1n (Fγ) ( x+ξ
a
o
) is bounded by ∥f ∥∞ , application of Lebesque
convergence theorem ends the proof (the limit of the left hand side is equal to (FFf )ξo
and the limit on the right hand side is equal to f (−ξo )). ◻

Theorem 8.10. The Fourier transform is a bijection on S(Rn ). The inverse operator F −1
is defined by
1
(F −1 f )(x) = f (ξ)eixξ dξ, ∀x ∈ Rn .
(2π)n/2 ∫Rn
(8.11)

Moreover, for all f, g ∈ S(Rn ) it holds that


⟨Ff, Fg⟩L2 = ⟨f, g⟩L2 .
LECTURE 8. FOURIER TRANSFORM 49

Proof of Theorem 8.10. From the previous lemma we know that F 4 = Id. Thus, F is
bijective and F −1 = F 3 is bijective as well. It also holds
(F −1 f )(x) = (F 2 (Ff ))(x) = (Ff )(−x),
which proves that (8.11) holds. From (8.9) we have that

∫Rn (Ff )(ξ)(Fg)(ξ)dξ = ∫Rn f (x)(F(Fg))(x)dx.


For transparency purposes let denote h = Fg. Then,
1 1
(F h̄)(x) = ∫ h(ξ)e−ixξ dξ = h(ξ)eixξ dξ = F −1 h(x) = g(x)
(2π) n/2 Rn (2π)n/2 ∫Rn
and thus
⟨Ff, Fg⟩L2 = ∫ f (x)g(x)dx = ⟨f, g⟩L2 .
Rn

As a consequence, for all f ∈ S(Rn )
it holds that ∥Ff ∥L2 = ∥f ∥L2 . The operator F is thus
continuous as a mapping from S(R ) to L2 (Rn ), bijective and ∥ ⋅ ∥L2 -isometric.
n

Remark 24. For f ∈ L2 (Rn ) we define


1
gR (ξ) = f (x)e−ixξ dx and (F2 f )(ξ) = lim gR (ξ),
(2π)n/2 ∫B(0,R) R→+∞

where a limit in the definition above is the limit in L2 (Rn ).


Theorem 8.12. (Hausdorff-Young inequality) Let 1 ≤ p ≤ 2 and p1 + 1q = 1. For f ∈ S(Rn )
it holds that Ff ∈ Lq (Rn ) and
1
∥Ff ∥Lq ≤ ⋅ ∥f ∥Lp .
(2π)n/p−n/2

There exists an extension of F to a continuous operator F ∶ Lp (Rn ) → Lq (Rn ), which is


defined by
(Ff )(ξ) = lim gR (ξ),
R→+∞
where a limit in the definition above is the limit in Lq (Rn ).
Proof of Theorem 8.12. For (p, q) = (1, +∞) and (p, q) = (2, 2)wehave
∥F ∶ L1 → L∞ ∥ ≤ (2π)−n/2 ,
∥F ∶ L2 → L2 ∥ ≤ 1.
For other case the proof follows from the Riesz interpolation theorem. One takes θ = 2 − p2 ,
so that 1q = 1−θ
+∞ + 2 .
θ

LECTURE 9
Adjoint operators on Hilbert spaces

Definition 9.1. Let T be a linear bounded operator T ∈ α(H, H). We say that T ∗ ∶ H → H
is an adjoint operator to T , if
⟨T x, y⟩ = ⟨x, T ∗ y⟩, ∀x, y ∈ H.
Lemma 9.2. For each y, element T ∗ y is unique and ∥T ∗ y∥ ≤ ∥T ∥ ⋅ ∥x∥. Thus, T ∗ is well
defined and its norm is bounded.

Proof of Lemma 9.2. Fix y ∈ H. Note that x → ⟨T x, y⟩ is a linear bounded functional.


From Riesz representation theorem
∀y ∈ H ∃zy ∈ H s. t. ⟨T x, y⟩ = ⟨x, zz ⟩, ∀x ∈ H.
We set T ∗ y = zy . Then, it also holds that ∥zy ∥ ≤ ∥T ∥ ⋅ ∥x∥. ◻

Lemma 9.3. It holds that


(a) (T + S)∗ = T ∗ + S ∗ ,
(b) (αT )∗ = ᾱT ∗ ,
(c) (ST )∗ = T ∗ S ∗ ,
(d) T ∗∗ = T .
Definition 9.4. Let T ∈ α(H, H). Then,
(a) T is normal if T T ∗ = T ∗ T ,
(b) T is self adjoint if T = T ∗ ,
(c) T is unitary if T ∗ T = Id = T T ∗ .
Theorem 9.5. If T ∈ α(H, H), then T is normal if and only if,
∥T x∥ = ∥T ∗ x∥, ∀x ∈ H.

Proof of Theorem 9.5. ” ⇒ ” It holds that


∥T x∥ = ⟨T x, T x⟩ = ⟨T ∗ T x, x⟩ = ⟨T T ∗ x, x⟩ = ∥T ∗ x∥ .
2 2

51
52 LECTURE NOTES, FUNCTIONAL ANALYSIS

” ⇐ ” Before we prove this implication we shall show the following claim. Let T ∈ α(H, H)
be such that
⟨T x, x⟩ = 0, ∀x ∈ H.
Then, T = 0. Indeed,
⟨T (x + y), T (x + y)⟩ = 0 ⇒ ⟨T x, y⟩ + ⟨T y, x⟩ = 0,
⟨T (x + iy), T (x + iy)⟩ = 0 ⇒ −⟨T x, y⟩ + ⟨T y, x⟩ = 0,
and thus ⟨T y, x⟩ = 0, for all x, y ∈ H, which implies T = 0. Now we can proceed with the
proof. We have that
0 = ∥T x∥ − ∥T ∗ x∥ = ⟨(T ∗ T − T T ∗ )x, x⟩.
2 2

Thus, T ∗ T − T T ∗ = 0 due to the claim. ◻

Definition 9.6. For an operator T we define its spectrum as


σ(T ) = {λ ∈ C ∶ (T − λId) is not invertible}.
The condition which states that (T − λId) is not invertible is equivalent to:
(a) Im(T − λId) ≠ H,
(b) ker(T − λId) ≠ {0}.
Remark 25. If λ ∉ σ(T ), then (T − λId)−1 is a linear bounded functional (due to open
mapping theorem).
Lemma 9.7. If T ∶ H → H is a bounded linear functional, then
σ(T ) ⊂ B(0, ∥T ∥).
Proof of Lemma 9.7. Assume that ∣λ∣ > ∥T ∥. Then,
+∞
−1 T n
(Id − T /λ) = ∑( )
n=0 λ
is a convergent series and thus the operator (Id−T /λ) is invertible, which is a contradiction.

Definition 9.8. Operator T ∈ α(H, H) is a compact operator, if a closure of an image of


the unit ball is compact, that is,
T (BX (0, 1)) is compact.
Lemma 9.9. If T is self adjoint, then σ(T ) ⊂ R.
Proof of Lemma 9.10. We know that T = T ∗ . Let λ = α − iβ ∈ σ(T ). Then,
2
∥(T − λId)x∥ = ⟨T x − αx + iβx, T x − αx + iβx⟩
= ⟨T x − αx, T x − αx⟩ + ⟨T x − αx, iβx⟩ + ⟨iβx, T x − αx⟩ + ⟨iβx, iβx⟩
2 2
= ∥T x − αx∥ + β 2 ⋅ ∥x∥ .
LECTURE 9. ADJOINT OPERATORS ON HILBERT SPACES 53
2 2
Thus, ∥(T − λId)x∥ ≥ β 2 ⋅ ∥x∥ , which implies β = 0. ◻

Theorem 9.10. Let T ∈ α(H, H) be a self adjoint operator. Then,


∥T ∥ = sup ∣⟨T x, x⟩∣.
x∶∥x∥=1

Proof of Theorem 9.10. It is clear that


sup ∣⟨T x, x⟩∣ ≤ sup ∥T x∥ ⋅ ∥x∥ ≤ sup ∥T x∥ = ∥T ∥.
x∶∥x∥≤1 x∶∥x∥≤1 x∶∥x∥≤1

To prove the opposite inequality define M = supx∶∥x∥≤1 ∣⟨T x, x⟩∣. Then,


⟨T (x + y), x + y⟩ − ⟨T (x − y), x − y⟩ = 2⟨T x, y⟩ + 2⟨T y, x⟩
= 2⟨T x, y⟩ + 2⟨x, T y⟩ = 2⟨T x, y⟩ + 2⟨T y, x⟩
= 2⟨T x, y⟩ + 2⟨T x, y⟩ = 4Re ⟨T x, y⟩.
In the calculation above some terms vanish due to the fact that T is self adjoint. By
parallelogram equality we have
2 2 2 2
4Re ⟨T x, y⟩ ≤ M (∥x + y∥ + ∥x − y∥ ) = 2M (∥x∥ + ∥y∥ )
Re ⟨T x, y⟩ ≤ M, ∀x, y ∶ ∥x∥, ∥y∥ = 1
Multiplication by λ such that ∣λ∣ = 1 gives
∣⟨T x, y⟩∣ ≤ M ∀x, y ∶ ∥x∥, ∥y∥ = 1,
which proves that ∥T ∥ = M . ◻

Lemma 9.11. Let T ∈ α(H, H) be a self adjoint and compact operator. Then, ∥T ∥ or
−∥T ∥ is an eigenvalue of T .

Proof of Lemma 9.11. There exists a sequence {xn }n∈N (∥xn ∥ ≤ 1) such that
∣⟨T xn , xn ⟩∣ → ∥T ∥.
This holds due to the definition of a norm of T . Since the T is compact one can chose a
subsequence xnk which converges. For transparency purposes we omit the lower index k
and denote this subsequence as {xn }n∈N . Denote
λ = lim ⟨T xn , xn ⟩.
n→+∞
By compactness of T there exists y such that
y = lim T xn ≤ ∥T ∥
n→+∞
Therefore,
2
∥T xn − λxn ∥ = ⟨T xn − λxn , T xn − λxn ⟩
2 2
= ∥T xn ∥ − 2λ⟨T xn , xn ⟩ + λ2 ∥xn ∥ ≤ λ2 + ∥T xn ∥ − 2λ⟨T xn , xn ⟩.
54 LECTURE NOTES, FUNCTIONAL ANALYSIS
2
A term ∥T xn ∥ converges to λ2 and ⟨T xn , xn ⟩ converges to λ. Thus,
2
∥T xn − λxn ∥ → 0
and y = limn→+∞ λxn . Since T is continuous and the sequence {xn }n∈N converges strongly,
it holds that
T y = lim T λxn = lim λT xn = λy.
n→+∞ n→+∞
Thus, λ ∈ σ(T ). Note that since the spectrum of T is contained in R, the only possibility
for a value of λ is ∥T ∥ or −∥T ∥. ◻

Theorem 9.12. (Spectral theorem for compact self adjoint operator)


Let T ∈ α(H, H) be a self adjoint and compact operator. Then, there exists an orthonormal
system S = {ek ∶ k ∈ N} and a sequence {λi }i∈N ⊂ R converging to zero as i tends to infty,
such that
(9.13) H = ker(T ) ⊕L2 lin(S)
and +∞
T x = ∑ λk ⟨x, ek ⟩ek , ∀x ∈ H,
i=1
where sup ∣λk ∣ = ∥T ∥.
Proof of Theorem 9.12. We claim that
dim(ker(λi Id − T )) < +∞.
Indeed, if there were infinitely many v such that v ∈ ker(λi Id − T ) (which is equivalent to
T v = λi v), then a dimension of the (scaled) unit ball would be infinite. However, in an
infinite dimensional space the unit ball is not compact, which is a contradiction to the fact
that T is compact. In each space ker(λi Id−T ) one can choose an orthonormal basis. Then,
for k ≠ j we have T ek = λk ek and T ej = λj ej . Since ek ⊥ ej ,
ker(λk Id − T ) ⊥ ker(λj Id − T ).
Set λ1 to be equal to ∥T ∥ or −∥T ∥. The corresponding space would be H1 = ker(λ1 Id − T ).
We make a decomposition
H = H1 ⊕L2 (H1 )⊥
and restrict the operator to the subspace (H1 )⊥ . A norm of the restricted operator is not
bigger that ∥T ∥. Iteration of this procedure leads to the decomposition given by (9.13).
Now, the only fact which needs to be clarified is that the sequence {λi }i∈N converges to
0. However, if {λi }i∈N stabilized on some level, then it would be a contradiction with
compactness of T (argument similar to the one used for proving that a kernel of λi Id − T
is finite dimensional). ◻
LECTURE 10
Locally convex spaces

Definition 10.1. We define


(a) Set A is called a disc set if
{λ ∶ ∣λ∣ ≤ 1} ⋅ A ⊂ A,
(b) Set A is called an absolutely convex set if it is convex and (a) holds.
It can be shown that A is absolutely convex, if
∀x1 , x2 ∈ A, ∣λ1 ∣ + ∣λ2 ∣ ≤ 1 ⇒ λ1 x1 + λ2 x2 ∈ A.
Remark 26. In case K = R a set A has the disc property, if it is balanced. Thus, it is
sufficient to check if −1 ⋅ A ⊂ A.
Remark 27. If a set A is absolutely convex and absorbing, then
pA (x) = inf{λ > 0 ∶ x ∈ λA}
is a seminorm.
Remark 28. If p is a seminorm, then
A = {x ∈ X ∶ p(x) ≤ 1}
is absolutely convex.
Definition 10.2. A topological linear space (X, τ ) is a linear space X over a field K,
which is endowed in a topology τ , such that vector addition and scalar multiplication are
continuous (in the sense that a preimage of each open set is open).
Definition 10.3. Let P be a family of seminorms on a linear space X and τ be generated
by sets
UF,ε = {x ∶ p(x) ≤ ε, ∀p ∈ F },
where F is finite and F ⊂ P . Then (X, τ ) is called a locally convex space. Sets UF,ε form
a basis of neighborhoods of 0.
55
56 LECTURE NOTES, FUNCTIONAL ANALYSIS

Theorem 10.4. A topological linear space (X, τ ) is locally convex, if there exists a basis
of neighborhoods of 0, which consists of absolutely convex and absorbing sets.
Lemma 10.5. Let P be a family of seminorms which generates a locally convex topology
τ on X. Then, the following conditions are equivalent
(a) (X, τ ) is a Hausdorff space,
(b) ∀x ∈ X, x ≠ 0 there exists p ∈ P such that p(x) ≠ 0,
(c) There exists a family U of open sets such that ⋂U ∈U U = {0}.
Proof of Lemma 10.5. (a) ⇒ (b) Assume that (X, τ ) is a Hausdorff space and let
x ≠ 0. Then, there exist neighborhoods of zero U, V such that (x + U ) ∩ V = ∅. Without
loss of generality we can assume that
V = UF,ε = {u ∶ p(u) ≤ ε, ∀p ∈ F }.
Since x ∉ V , there exists p such that p(x) > ε ⇒ p(x) ≠ 0.
(b) ⇒ (c) Let
x ∈ ⋂ UF,ε = ⋂{x ∶ p(x) ≤ ε, ∀p ∈ F }.
F,ε F,ε
Then, for all p ∈ P it holds that p(x) = 0, which implies (c).
(c) ⇒ (a) Assume that x ≠ y. Then, there exists an open set U (which is an element of
the basis of neighborhoods of 0, see Definition 10.3) such that x − y ∉ U . Addition (and
subtraction) is a continuous operation. Thus, the preimage of U is open and we can find
two open sets W, V such that W − V ⊂ U , which implies (x + V ) ∩ (y + W ) = ∅. ◻

Example 14. Below we give some examples of families of seminorms.


(a) X = Cb (Rn ), P = {pt , t ∈ Rn }, where pt (f ) = ∣f (t)∣ (topology of pointwise conver-
gence).
(b) X - normed space, P = X ′ , px′ (x) = ∣x′ (x)∣ (denoted as σ(X, X ′ )).
(c) X - normed space, P = X ′ , px (x′ ) = ∣x′ (x)∣ (denoted as σ(X ′ , X)).
Lemma 10.6. Let (X, τ ) be a locally convex space and P be a family of seminorms, which
generates a topology τ on X. Then,
(a) For a seminorm q ∶ X → [0, +∞) the following conditions are equivalent
(a.1) q is continuous,
(a.2) q is continuous in 0,
(a.3) {x ∶ q(x) < 1} is an open neighborhood of 0.
(b) All p ∈ P are continuous.
(c) The seminorm q is continuous, if and only if, there exists a finite family F ⊂ P
and a constant M > 0 such that
q(x) ≤ M max p(x) ∀x ∈ X.
p∈F

Proof of Lemma 10.6. Implications (a.1) ⇒ (a.2) ⇒ (a.3) are straightforward. Assume
that (a.3) holds. Then, for x ∈ X and ε > 0 we define
U = ε ⋅ {y ∶ q(y) < 1} = {y ∶ q(y) < ε},
LECTURE 10. LOCALLY CONVEX SPACES 57

which is an open set. Using the triangle inequality we obtain


q(x + y) − q(x) ≤ q((x + y) − x) + q(x) − q(x) = q((x + y) − x),
q(x + y) − q(x) ≥ q(x + y) − q(x + y) − q((x + y) − x) = −q((x + y) − x),
which is equivalent to
∣q(x + y) − q(x)∣ ≤ q((x + y) − x).
Therefore,
q(x + U ) ⊂ {a ∈ R ∶ ∣a − q(x)∣ < ε},
which is in fact a definition of continuity.
(b) According to the definition of τ , sets {x ∶ p(x) < 1} are open and thus, all p are
continuous (which follows from the claim (a)).
(c) According to the claim (a), q is continuous, if and only if, there exists a finite set F ⊂ P
such that UF,ε ⊂ {x ∶ q(x) ≤ 1} holds, which means that
q(x) ≤ (1/ε) sup p(x) ∀x ∈ X.
p∈F

Remark 29. Let P and Q be families of seminorms such that P ⊂ Q ⊂ {q ∶ q is continuous}.


Then, topologies τP and τQ are equivalent.
Definition 10.7. A space consisting of all linear and continuous functionals on a locally
convex space (X, τ ) is called a dual space (X, τ )′ (we shall also use a notation (Xτ )′ ).
Theorem 10.8. Let (X, τp ) and (Y, τq ) be locally convex spaces and T ∶ X → Y be a linear
operator. Then, the following conditions are equivalent
(a) T is continuous (in the sense that T −1 (U ) is open for every open set U ),
(b) T is continuous at 0,
(c) If q is a continuous seminorm, then q ○ T is a continuous seminorm,
(d) For every q ∈ Q there exists a finite family F ⊂ P and M > 0 such that
q(T x) ≤ M max p(x).
p∈F

The proof is similar to the proof of the previous theorem.


Remark 30. Let (X, τp ) be a locally convex space and l ∶ X → L be a linear operator.
Then, l is continuous if and only if, there exist a finite subset {p1 , . . . , pn } ∈ P and a
constant M > 0 such that
l(x) ≤ M max pi (x) ∀x ∈ X.
i=1,...,n

If τp1 ⊂ τp2 , then we say that τp2 is stronger. In particular, it has more open sets, closed
sets, continuous operators, but less convergent sequences (since it is harder to prove that
limn→+∞ p(un − u) = 0 for each seminorm p).
58 LECTURE NOTES, FUNCTIONAL ANALYSIS

Example 15. Let X = Cb (T ) and consider a topology τP generated by a family of semi-


norms
pt (x) = ∣x(t)∣ ∀t ∈ T.
On the other side consider a topology τ∞ generated by a norm ∥ ⋅ ∥∞ . One can easily show
that
pt (x) ≤ ∥x∥∞ ∀pt ∈ P,
and thus the topology τ∞ is stronger.
Remark 31. Consider a norm topology on X and a weak topology σ(X, X ′ ) (or a weak∗
topology σ(X ′ , X)). We recall that σ(X, X ′ ) (respectively σ(X ′ , X)) is generated by a
family of seminorms defined by linear functionals. One can show that the unit ball in the
norm topology is not an open set in σ(X, X ′ ) (or σ(X ′ , X)).
Example 16. In the following example we shall show that if x is in a closure of a set A,
it does not imply that there exists a sequence of elements converging to x. Let (X, τ ) be
a locally convex space, where X = l2 (N) and τ = σ(X, X ′ ) = σ(X ′ , X). Let
A = {em + men ∶ 1 ≤ m < n}.
σ(X,X ′ )
Then, 0 ∈ A , but there is no sequence {xn }n∈N ⊂ A such that xn converges to 0 in
σ(X, X ′ ).
Proof: Let U be any neighborhood of zero. If we prove that U ∩ A ≠ ∅, then 0 is in the
closure of A indeed. Without loss of generality we can assume that
U = {x ∈ l2 (N) ∶ ∣⟨x, yi ⟩∣ ≤ ε} i = 1, . . . , r and yi ∈ l2 (N).
Let m be such that
∣yi (m)∣ < ε/2, for i = 1, . . . , r
and choose n > m such that
m ⋅ ∣yi (n)∣ ≤ ε/2 for i = 1, . . . , r.
Then,
∣⟨em + men , yi ⟩∣ ≤ ∣yi (m)∣ + m ⋅ ∣yi (n)∣ ≤ ε
and therefore em + men ∈ U .
On the contrary, let {emk + mk enk }k∈N be a sequence in A. If the sequence converged to
zero in σ(X, X ′ ), it would imply mk , nk → +∞. The norm of each element emk + mk enk
should be bounded (uniformly with respect to k), since each weakly convergent sequence
is bounded. But,
⟨em + men , em + men ⟩ = 1 + m2 ,
which is unbounded.
Theorem 10.9. (Hahn-Banach theorem) Let X be a locally convex space and U be its
subspace. Assume that l ∈ U ′ . Then, there exists an extension L ∈ X ′ .

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