Lecture 1

OPERATOR EQUATIONS

A common mathematical equation, arising in science and technology, is the

general operator equation; that is,

L(u) = f, (1)

where L is an operator, f is known data, and u is the unknown state to be found.

If f is identically vanishing, then (1) is said to be homogeneous, otherwise, it
is called nonhomogeneous. Problem (1) is well-stated, if

(i) the exact mathematical form of the operator L is known,

(ii) the domain D of the operator L is determined,

(iii) the target set T of the operator L is determined, and

(iv) the operator L is well-defined; that is, L : D → T maps every u ∈ D

to a unique element L(u) ∈ T.

If statement (iv) is true and L is surjective (onto), existence of solutions to

problem (1) is guaranteed for all f ∈ T, since T equals the range L(D); that
is, for all f ∈ T, there exists u ∈ D, such that L(u) = f . In addition, if L is
injective (one-to-one), uniqueness of the solution is ensured; recall that L is
injective if for all u1 , u2 ∈ D, L(u1 ) = L(u2 ) implies u1 = u2 . If an operator L
is surjective and injective, it is said to be bijective and we can define the inverse
operator L−1 : T → D. Existence of the inverse operator enables us to write

L−1 (L(u)) = L−1 (f ) ⇔ u = L−1 (f ), (2)

meaning that u is computed by acting L−1 on the known data f .

Other than existence and uniqueness, a significant property of the solution
to problem (1) is stability, best-known to mathematicians as continuous de-
pendence on the data f . We say that the solution u depends continuously on
the data f , if small changes ∆f in the data result in small changes ∆u in the
solution, with respect to appropriate norms. Norms are used to quantify the
notion of small by providing a way to compute the distance between elements
in vector spaces. As it will become evident in later lecture, stability requires
continuity of the inverse operator L−1 .
If a problem has exactly one, stable solution, it is called well-posed, oth-
erwise it is said to be ill-posed. It is worth mentioning that researchers have
made determined efforts to deal with ill-posed problems, such as many inverse
problems. As a result of these efforts, the so-called regularization methods
aim to construct well-posed problems in the vicinity of the original ill-posed
problem, given some notion of proximity.
To clarify the ideas presented in this lecture, we discus certain instances of
problem (1), common in science and technology, that fit to the abstract frame-
work.

EXAMPLE 1. Let L : Rn×1 → Rn×1 be the operator with values L(x) = Ax,
where A ∈ Rn×n . Given data f = b ∈ Rn×1 , equation (1) is written

Ax = b. (3)

If the rows of A are linearly independent, we say that A has full-rank and
we write rank (A) = n. Recall that the rank of A is the dimension of the image
of L and that the determinant of a full-rank matrix is nonzero. When this is
the case, the inverse matrix A−1 exists and is defined by AA−1 = In , where In
is the identity matrix of size n. Hence, the solution x is uniquely determined
by
x = A−1 b. (4)

If rank (A) < n, A is called rank-deficient and det (A) = 0. In this case,
A is said to be singular, meaning that it is not invertible, and there are two
possible scenarios; either b ∈ L(Rn×1 ) and (3) has infinitely many solutions,
or b ∈/ L(Rn×1 ) and (3) has no solutions.

EXAMPLE 2. Let L : Rn×1 → Cn×1 be the operator with values L(x) = (A −

αIn )x, where A ∈ Rn×n and α ∈ C. The homogeneous problem L(x) = 0 is

2 LECTURES IN APPLIED MATHEMATICS

written
Ax = αx (5)
and is known as the eigenvalue problem of A; the scalars α satisfying (5) are
the eigenvalues of A and they are associated with the so-called eigenvectors
x ̸= 0. Note that if the matrix A − αIn is invertible, then (5) has only the
trivial solution x = 0; hence, we consider the singular case by assuming that

ϕA (α) = det (A − αIn ) = 0. (6)

The polynomial ϕA is said to be the characteristic polynomial of A and its roots

are the eigenvalues of A. The set of the eigenvalues of A is called the spectrum
of A and is denoted σ(A); that is,

σ(A) = {α ∈ C | ϕA (α) = 0}. (7)

If x is an eigenvector of A, then so is βx for all β ∈ C r {0}, which means

that (5) lacks the uniqueness property; thus, (5) is ill-possed.

EXAMPLE 3. Let Ω ⊂ Rn be an open, bounded, and connected region with

sufficiently smooth boundary ∂Ω and let C 2 (Ω) be the class of functions on Ω
whose derivatives up to order two exist and are continuous on Ω. The differ-
ential operator ∆ : C 2 (Ω) → C 0 (Ω) is called the Laplace operator; given n
Cartesian coordinates (xi ), the Laplace operator is written

∑n
∂2
∆= 2
. (8)
i=1
∂x i

Substituting ∆ for L in (1), results in the partial differential equation

∆u = f, (9)

where f ∈ C 0 (Ω) and Ω = Ω ∪ ∂Ω. Equation (9) is an elliptic partial dif-

ferential equation known as the Poisson equation, while its homogeneous
version ∆u = 0 is called the Laplace equation. Typically, elliptic equations
describe equilibrium states and their solution minimizes some notion of the
energy of the system. Uniqueness of solutions to (9) requires specification of
the values of u at the boundary ∂Ω of Ω, such as u = g, where g ∈ C 0 (∂Ω);

OPERATOR EQUATIONS 3
such conditions are called Dirichlet boundary conditions and make sense if
u ∈ C 2 (Ω) ∩ C 0 (Ω), meaning that u is twice continously differentiable in Ω
and can be extended continuously up to the boundary ∂Ω.
We prove uniqueness of the solution to the boundary value problem

∆u = f in Ω; u=g at ∂Ω (10)

using argument by contradiction and Green’s identity

∫ ∫ ∫
∂u
v∆u + ∇v · ∇u = v , (11)
Ω Ω ∂Ω ∂n

where ∂u/∂n is the normal derivative of u in the outward pointing normal

direction n. Let u1 ̸= u2 , where both u1 and u2 satisfy problem (10); that is,

∆u1 = f in Ω; u1 = g at ∂Ω, (12)

∆u2 = f in Ω; u2 = g at ∂Ω. (13)

Hence, the difference w = u1 − u2 satisfies the homogeneous problem

∆w = 0 in Ω; w=0 at ∂Ω. (14)

Substituting w for v and u in (11), results in

∫ ∫ ∫
∂w
w∆w + ∇w · ∇w = w , (15)
Ω Ω ∂Ω ∂n

where the first and last terms vanish, since ∆w = 0 in Ω and w = 0 at ∂Ω,
respectively. Thus, we are left with
∫
∇w · ∇w = 0 ⇔ ∇w = 0, (16)
Ω

meaning that w is constant throughout Ω, and since it is continuous up to the

boundary, where w = 0, we get w = u1 − u2 = 0 in Ω. We conclude that
the solution to problem (10) is unique, since otherwise it must be u1 = u2 , in
contrast to our hypothesis u1 ̸= u2 .

4 LECTURES IN APPLIED MATHEMATICS

COMPUTATIONAL LAB
Let Ω = (0, 1) and consider the boundary value problem

u′′ (x) = −1, in Ω; u(0) = u(1) = 0. (17)

The exact solution of (17) is

1
u(x) = x(1 − x). (18)
2
We define a finite set of n equidistant points xi ∈ Ω, where i = 1, 2, . . . , n;
that is,
0 = x1 < x2 < · · · < xn−1 < xn = 1, (19)
where xi = xi−1 +h, i = 2, . . . , n, and 0 < h ≪ 1 provides a fineness measure
of the resulting partition. Given the function values ui at xi , Taylor’s theorem
provides the approximations
h2 ′′ h2 ′′
ui−1 ≈ ui − hu′i + u , ui+1 ≈ ui + hu′i + u . (20)
2! i 2! i
Combining equations (20), results in
 
( ) ui−1
ui−1 − 2ui + ui+1 1  
u′′i ≈ = 2 1 −2 1  ui  . (21)
h2 h
ui+1
This last formula holds for points xi ∈ Ω, which means that the valid index
values are i = 2, . . . , n − 1; the cases i = 1, i = n need some extra attention,
since the boundary conditions u1 = un = 0 must be considered. For that
purpose, we use the equations

1 · u1 + 0 · u2 + · · · + 0 · un−1 + 0 · un = 0, (22)

0 · u1 + 0 · u2 + · · · + 0 · un−1 + 1 · un = 0. (23)
Equations (21), (22), and (23) can be written as
    
1 0 0 0 ··· 0 u1 f1
    
 1 −2 1 0 · · · 0   u2   f2 
    
1  0 1 −2 1 · · · 0   u3

 
  f3 

 . . . . . .  . = .. , (24)
h 2  . . . . . . . . . 
.  .   
 . .  .   . 
 0 0 0 1 −2 1     f 
   un−1   n−1 
0 0 0 0 0 1 un fn

OPERATOR EQUATIONS 5
where fi = f (xi ) = −1 when i = 2, 3, . . . , n − 1 and f1 = fn = 0; the
first and last rows of the coefficient matrix ensure that the Dirichlet conditions
u(0) = u(1) = 0 are satisfied by the computed solution.
There are two ways to generate the points xi , either by choosing the number
n of these points, or by choosing the step h. Recall that

xn = x1 + (n − 1)h; (25)

hence, in Matlab, we can obtain the vector x with components xi with the
following code snippet;

h = 0.001;
n = 1/h + 1;
x = linspace(0, 1, n);

The function linspace guarantees that the boundary points x1 = 0, xn = 1

are components of x and thus, it is preferred over the colon vector construction
0:h:1. Now that we have a discrete version of Ω, we can build the vector f
with components f (xi ) = fi . In our example, fi = −1 for i = 2, 3, . . . , n − 1,
whereas f1 = fn = 0;

f = -ones(n, 1);
f(1) = 0; f(n) = 0;

To construct the coefficient matrix A of the linear system (24), we note that A
is a Toeplitz matrix with modified first and last rows, so that the boundary con-
ditions are satisfied, and it is dominated by zeros. Matrices dominated by zeros
are called sparse and Matlab stores them by squeezing out the zero elements,
when the sparse function is used;

A = sparse(toeplitz([-2,1,zeros(1, n-2)])) / h^2;

A(1,1) = 1; A(1,2) = 0; % impose B.C. at x(1)
A(n,n) = 1; A(n,n-1) = 0; % impose B.C. at x(n)

Given A and f, the approximated solution is computed as the solution to the

linear system (24) by typing

u = mldivide(A, f); % u = A\f

6 LECTURES IN APPLIED MATHEMATICS

and the result is shown in the figure below.

0.15
Exact
Numerical

0.1
u(x)

0.05

0
0 0.2 0.4 0.6 0.8 1
x

Let us now consider the two-dimensional boundary value problem

∂ 2 u(x, y) ∂ 2 u(x, y)
+ = −1, in Ω; u=0 at ∂Ω. (26)
∂x2 ∂y 2
Using an indexed grid, as the one shown in the figure below, and the approxi-
mations (20) for each one of the independent variables of u we get
∂ 2u ∂ 2u ui−n − 2ui + ui+n ui−1 − 2ui + ui+1
+ ≈ + (27)
∂x2 ∂y 2 h2 h2

11 22 33 44 55 66 77 88 99 110 121
1
10 21 32 43 54 65 76 87 98 109 120

9 20 31 42 53 64 75 86 97 108 119
0.8
8 19 30 41 52 63 74 85 96 107 118

7 18 29 40 51 62 73 84 95 106 117
0.6
6 17 28 39 50 61 72 83 94 105 116
y

5 16 27 38 49 60 71 82 93 104 115
0.4
4 15 26 37 48 59 70 81 92 103 114

3 14 25 36 47 58 69 80 91 102 113
0.2
2 13 24 35 46 57 68 79 90 101 112

1 12 23 34 45 56 67 78 89 100 111
0
0 0.2 0.4 0.6 0.8 1
x

OPERATOR EQUATIONS 7
and hence,
ui−n + ui−1 − 4ui + ui+1 + ui+n
∆u ≈ . (28)
h2
To impose the boundary conditions, we first label the boundaries at x = 0, y =
1, x = 1, y = 0 as W, N, E, S, respectively, and we identify the corresponding
indices’ vectors
iW = 1, 2, . . . , n, (29)
iN = 2n, 3n, . . . , (n − 1)n, (30)
iE = (n − 1)n + 1, (n − 1)n + 2, . . . , n2 , (31)
iS = n + 1, 2n + 1, . . . , (n − 2)n + 1, (32)
where the corner points are included only at iW and iE . Combining iW , iN ,
iE , iS in one vector iB.C. , denoted in Matlab ibc, the following code snippet
constructs the right-hand-side vector f and the coefficient matrix A.
f = -ones(n^2, 1);
f(ibc) = 0;
A = (1/h^2)*sparse(toeplitz([-4, 1, zeros(1, n-2),1,...
zeros(1, (n-1)*n-1)]));
A(ibc,:) = 0;
A(ibc,ibc) = speye(4*(n-1));
After solving the resulting system by typing u=A\f, the vector u is reshaped
and then plotted using the contour function.

0.8

0.6
y

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1
x

8 LECTURES IN APPLIED MATHEMATICS