How statement and proof provenance work
The first chip identifies the source of the statement or construction; the second identifies the source of its local proof or verification.
- Literature-sourced: the exact statement appears in a cited source; only wording and notation differ.
- AI-adapted: a semantically identical restatement of literature-sourced material, modulo indexing, notation, and boundary cases adopted by the library.
- AI-generated: a genuinely novel statement formulated by AI, with no source for the claim itself.
These labels describe origin, not correctness: citations and verification chips remain separate evidence.
Nystrom product integration and fredholm error
1 · Prerequisites
- Approximation and Compactness in C(K)
- Banach Valued Integration and the Radon Nikodym Property
- Binary Operations, Monoids, Groups and Subgroups
- Bounded Linear Operators and Quotient Spaces
- Bounded Variation and the Riemann–Stieltjes Integral
- Compact Operators and Riesz Schauder Theory
- Compactness
- Compactness in Metric Spaces
- Completeness, Completion, and Uniform Continuity
- Complex Norms and Realification
- Complex Subspace Realification
- Complexification, Realification and Real Structures
- Composite quadrature rules
- Construction of the Natural Numbers
- Construction of the Real Numbers via Cauchy Sequences
- Construction of the Real Numbers via Dedekind Cuts
- Continuity, IVT, EVT, and Uniform Continuity
- Cosets, Index and Lagrange's Theorem
- Countability and Uncountability
- Darboux, L'Hôpital, and Taylor's Theorem
- Divisibility, Euclidean Domains, Principal Ideal Domains and Unique Factorisation
- Dual Spaces Adjoint Operators and Annihilators
- Dual Spaces, Bilinear and Quadratic Forms, and Sylvester's Law of Inertia
- Filters and Ultrafilters
- Finite Counting, Factorials and Binomial Coefficients
- Finite Dimensional Normed Spaces and Riesz Lemma
- Foundations of the Real Numbers for Analysis
- Geometric Hahn Banach and Convex Separation
- Ideals, Quotient Rings and the Isomorphism Theorems for Rings
- Laplace approximation and deterministic quadrature
- Limits of Real Functions
- limsup, liminf, and Subsequential Limits
- Linear Independence, Bases and Dimension
- Linear Transformations, Rank-Nullity and Quotient Spaces
- Matrices, the Matrix of a Linear Map, and Change of Basis
- Metric Spaces
- Monotone Functions, Discontinuities, and Continuity Sets
- Monotone Sequences, Bolzano-Weierstrass, and Cauchy Completeness
- Normal Subgroups and Quotient Groups
- Normed and Banach Spaces
- Order, Zorn's Lemma, and the Axiom of Choice
- Polynomial Rings, the Division Algorithm and Roots
- Properties of the Integral and the Working FTC
- Relations, Functions, and Quotients
- Rings, Subrings, Integral Domains and Fields
- Rⁿ as a Normed Space; Vector-Valued Functions
- Roots, Rational Powers, and Classical Inequalities
- Sequences and Limits
- Sequences and Series of Functions; Uniform Convergence
- Series: Convergence and the Nonnegative Tests
- Simple Field Extensions and the Construction of the Complex Numbers
- Subspaces, Products, and Quotients
- Suprema and Infima
- The Analytic Hahn Banach Theorem
- The Baire Principles of Functional Analysis
- The Derivative and the Mean Value Theorems
- The Fundamental Theorems of Calculus
- The Riemann Integral in Rᵐ and Jordan Content
- The Riemann Integral: Definition and Integrability
- The ZFC Axioms and the Basic Set Constructions
- Topological Spaces and Continuity
- Topology of ℝ
- Triangularisation, Generalised Eigenspaces and Jordan Canonical Form
- Vector Spaces, Linear Subspaces, Span and Direct Sums
2 · Summary
This page sets up finite-rank Nyström operators and proves their equivalence with the sampled grid equations. It treats two stability routes separately: an operator-norm perturbation estimate and an AC-dependent collectively compact Fredholm argument. For composite midpoint sampling, it proves pointwise consistency, the solution error bound under smoothness of the actual integrand, and the limitation of operator-norm convergence on the full space of continuous functions. A second section develops piecewise-linear product integration for the kernel , including the improper weights, their exact closed forms, the kernel's improper L1 translation modulus, collective compactness, consistency, and a Fredholm error bound. The page keeps the choice assumptions explicit and makes no operator-norm convergence claim for point sampling on .
Affine normalization to a general interval
The item formulas below use as a normalized coordinate. They give the approved results on every nondegenerate compact interval as follows. Put and define the isometry Its inverse is . Here and denote real continuous functions. The intervals and are nonempty compact metric spaces by Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line. Pointwise addition and real scalar multiplication preserve continuity, and the absolute-value triangle inequality, homogeneity and separation give the supremum norm on each space (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Their induced supremum metrics are complete by is complete in the supremum metric for every nonempty compact metric space , so both spaces are Banach (Banach space). The affine coordinate map is a bijection, and pointwise evaluation makes linear; for every , so is an isometry for these norms. For a continuous kernel , set For the affine integral substitution used here, a tagged partition of maps to the partition of obtained by ; its mesh is multiplied by , and each corresponding Riemann-sum term is multiplied by . Taking the defining limits therefore gives for continuous . For the half-order improper integrals the same identity holds first on each truncated interval, and then in the limit as the cutoff tends to zero. Thus, for every , where is the unit-interval integral operator with kernel . More generally, if a finite quadrature on has nodes and weights , write and . Then the conjugated Nyström operator is exactly Thus the transformed finite grid matrix is the same matrix, the right-hand sides and solution errors have the same supremum norms, and operator norms, inverse norms, compactness, collective compactness, injectivity, and invertibility are preserved by : the operator-norm equality follows since maps the unit ball onto the unit ball isometrically, and compact closures are preserved by this isometric bijection. The operator-norm perturbation route and the collectively compact route therefore apply on with exactly their stated hypotheses after this normalization. For the composite midpoint rule, the physical panel width is and its normalized width is ; if has the stated uniform second-derivative bound , the midpoint residual from Composite midpoint error bound for a twice continuously differentiable function becomes Equivalently, the transformed integrand has second derivative bounded by , and .
For the half-order kernel the transformed regular factor is , because and . The physical product weights use the hats on nodes and satisfy The improper singular functional has Consequently the product weights are nonnegative and their exact sum and stability bound are the closed forms in Closed forms for the half-order piecewise-linear product weights apply in normalized coordinates and are multiplied by . The half-order kernel translation modulus scales as , by the same change of variables, so it still tends to zero as . Suppose each extends to a function on a neighborhood of and put In normalized coordinates the regular factor is , so and the normalized panel width is . Applying the unit-interval interpolation bound from Pointwise linear interpolation error from a second-derivative bound and the collective compact solution estimate gives the physical product-interpolation residual and Fredholm solution bound with the same uniform inverse bound as for the conjugated unit-interval problem. Setting recovers every formula in the assigned items; the unit-interval examples are the canonical normalized cases.
3 · Logical flowchart
4 · Definitions, theorems and proofs
Nyström quadrature operators and their reconstructed equations
Definition
Let be the real continuous functions on (The space of continuous real-valued functions on a nonempty compact metric space) with the supremum norm . The interval is a nonempty compact metric space by Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space). Fix a continuous real kernel . The integral below is the ordinary Riemann integral, equivalently the Riemann–Stieltjes integral with integrator (Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral). For , define The integrand is continuous in , so this integral exists by A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion.
A finite quadrature rule on consists of an integer , nodes , and real weights . It acts on a function defined at the nodes by Its Nyström operator is the finite-sum rule In particular, for the composite midpoint rule with panels, , for , and , the operator is denoted . The nodes and weights are those of Composite midpoint rule on a uniform grid.
For a right-hand side , the Nyström equation is This definition asserts neither consistency nor convergence of to .
Finite-node Nyström equations are equivalent to their reconstructed equations
Statement
Let (The space of continuous real-valued functions on a nonempty compact metric space), let , let , and let . Define the finite-rank linear map and, for , define the square matrix and vector Then the solutions of are in bijection with the solutions of , via The nullspaces of and are linearly isomorphic by . In particular, is bijective if and only if is nonsingular.
Facts & Assumptions
Given: The space , nodes , continuous coefficient functions , and as in the Statement.
The space of continuous real-valued functions on a nonempty compact metric space: members of are continuous real-valued functions on , so finite linear combinations of the and lie in .
Rank-nullity: : a linear map on the finite-dimensional space is injective if and only if it is surjective, hence a square matrix is nonsingular exactly when its kernel is zero.
Proof
Given: The data in the Statement, the operator , the matrix , and the vector .
If solves , put . Evaluating at gives for every , which is exactly .
Conversely, if , define . By [F1] this lies in . The matrix equation gives for each , so and it solves . These constructions are inverse because each reconstructed function has the prescribed grid values.
If and , set . The homogeneous matrix equations imply ; hence and . Thus a nonzero matrix kernel gives a nonzero kernel of . Conversely, if and , then satisfies ; if , the formula would give , a contradiction. Therefore the two kernels are simultaneously trivial. By [F2] this is equivalent to being nonsingular; [step 2.1] then gives bijective solvability of the reconstructed equation exactly when the matrix is nonsingular.
A continuous kernel defines a compact integral operator on C of an interval
Statement
Assume Countable Choice and Dependent Choice. Let with (The space of continuous real-valued functions on a nonempty compact metric space, is complete in the supremum metric for every nonempty compact metric space ) and let be continuous. The map uses the ordinary Riemann integral of Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral and defines a bounded linear operator , and it is compact (Compact linear operator).
Facts & Assumptions
Given: Countable Choice, Dependent Choice, , and a continuous kernel on the compact square .
The Axiom of Countable Choice () and The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain: these are the two explicit choice hypotheses in the real Arzelà–Ascoli theorem used below.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: every continuous real-valued function on a compact interval is Riemann integrable.
Integrable functions on form a set closed under sums and scalar multiples, and : finite sums and scalar multiples of Riemann-integrable functions are integrable and their integrals are the corresponding finite sums and scalar multiples.
Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error: if two integrable functions differ everywhere by at most , then their integrals on an interval of length differ by at most .
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: a continuous function on a compact metric space is uniformly continuous.
Arzelà--Ascoli for real under Countable Choice and Dependent Choice: compact closure iff equicontinuous and pointwise bounded: under Countable Choice and Dependent Choice, an equicontinuous pointwise bounded family in on a compact metric space has compact closure in the supremum metric.
is complete in the supremum metric for every nonempty compact metric space : every continuous real-valued function on a compact metric space is bounded, so is finite.
Compact linear operator: a bounded linear operator is compact when the image of its closed unit ball has compact closure.
The interval and square with their Euclidean metrics are nonempty compact metric spaces (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
On the nonempty compact interval (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), let with its supremum norm. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space).
A linear map between normed spaces is bounded when its values satisfy a uniform norm bound (A bounded linear operator between normed spaces).
Proof
Given: The data in the Statement, , and the modulus .
By [F8], the domain of is a compact metric space, so [F6] makes finite. For each and , the function is continuous, so its Riemann integral exists by [F1]. Linearity [F2] makes linear. Since , [F3] applied against the zero function gives , so [F10] makes bounded.
For , [F3] applied to the two continuous integrands gives By [F4] on the compact square from [F8], as , so is continuous and maps into .
For every in the closed unit ball, step 1.1 gives , while step 2.1 gives the common equicontinuity modulus . Thus the image of the unit ball is pointwise bounded and equicontinuous.
By [A1] and [F5], applied on the compact interval from [F8], the image of the unit ball has compact closure in the supremum metric. [F9] supplies the Banach norm structure on with this same metric, so [F7] makes compact.
Collective compactness gives eventual Fredholm invertibility and solution error bounds
Statement
Assume the Axiom of Choice. Let be a Banach space (Banach space), let be compact, and let be bounded linear operators such that is compact for the closed unit ball and in norm for every . Suppose is injective. Then there are and such that is boundedly invertible for every and For any , if and solve and , then for , The theorem does not assert that .
Facts & Assumptions
Given: AC, the Banach space , compact , bounded linear , compact closure of the union of their unit-ball images, pointwise norm convergence , and injectivity of .
The Axiom of Choice and AC supplies the countable and dependent choices used in Banach integration: AC supplies Countable Choice and Dependent Choice, including the prescribed countable selections used below.
Fredholm alternative for identity minus compact: under AC, for a compact operator on a Banach space, injectivity of implies surjectivity and a bounded inverse.
For a metric space, compact, countably compact, limit point compact, sequentially compact, and complete together with totally bounded are all equivalent, given countable choice and dependent choice: under Countable Choice and Dependent Choice, a compact metric space is sequentially compact.
A compact subset of a metric space is closed and bounded: a compact subset of a normed space is bounded and closed.
Compact linear operator: compactness means that every bounded set has image with compact closure; in particular each is compact when its unit-ball image has compact closure.
The operator norm as the least bound and as the unit-sphere or unit-ball supremum: for a bounded linear operator, its norm is the supremum of the norms of its image on the closed unit ball.
Proof
Given: The data in the Statement.
Since is compact and is injective, [F1] gives a bounded inverse .
We claim there are and such that for all and . Otherwise, for each integer , failure of the bound for all gives an index and a unit vector with ; [A1] permits choosing such a sequence. Then The sequence lies in the compact closure of the union in the Statement, so [F2] gives a convergent subsequence, say . The displayed identity and imply , hence .
By [F3], choose bounding the norms of all vectors in the compact union closure. Every maps the unit ball into this closure, so [F5] gives for all . Along the subsequence in step 1.2, while pointwise convergence for the fixed vector gives . Therefore the same sequence converges to both and , so . This contradicts injectivity of because .
The contradiction in step 2.1 establishes the eventual lower bound claimed in step 1.2, so each is injective for . Its unit-ball image is contained in the compact closure from the Statement, so is compact by [F4]; applying [F1] to each makes surjective with bounded inverse. For , the same lower bound gives , hence the inverse norms are uniformly at most .
Subtracting the equations gives Applying the inverse from step 3.1 and the triangle inequality yields the stated error estimate.
The half-order diagonal singularity defines a bounded improper integral
Statement
For , , and , let where the integral is the sum of the ordinary Riemann integrals on the at most two remaining closed intervals, and an empty interval contributes zero. The limit exists. The map is linear and positive, and its operator norm (The operator norm as the least bound and as the unit-sphere or unit-ball supremum) is
Facts & Assumptions
Given: , , and the truncated Riemann integrals from the Statement.
Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral: denotes the ordinary Riemann integral, realized as the Riemann–Stieltjes integral with the identity integrator.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: a continuous real-valued function on each remaining closed interval has an ordinary Riemann integral.
If on and both are integrable then ; and : pointwise inequalities between integrable functions on an interval pass to their integrals.
The two FTC forms for a Riemann–Stieltjes integral with a integrator: for the identity integrator, an antiderivative evaluates the integral; since on , for .
The reals are complete: every Cauchy sequence of real numbers converges.
Integrable functions on form a set closed under sums and scalar multiples, and : finite Riemann integrals are linear in their integrands.
is complete in the supremum metric for every nonempty compact metric space : every continuous real-valued function on is bounded, so is finite.
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary : integrals over disjoint intervals add when an interval is split at its endpoints.
The interval with its usual metric is a nonempty compact metric space (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
On the nonempty compact interval (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), let with its supremum norm. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space).
The operator norm of a bounded linear map is the supremum of its values on the closed unit ball (The operator norm as the least bound and as the unit-sphere or unit-ball supremum).
Proof
Given: The data in the Statement, , and .
By [F9], [F7] applies and is finite. The integrand is continuous on each closed interval in , because that set stays away from . Thus the truncated integrals are finite and defined by [F1].
For , put . By [F8], the difference integrates only over the two annuli between the cutoffs and . On each annulus, ; by [F2] and [F3], its absolute integral is bounded by . Adding at most two sides gives , so is Cauchy and has a limit by [F5]. For any , choose with ; comparing the two cutoffs gives . Letting along such choices yields , so as .
For every , comparison on the left and right of with the positive function gives Taking the limit from step 1.2 proves the same bound for . For , the truncated integrals increase to the sum of the two endpoint integrals by [F8], so . Since , we have , and therefore . Thus .
Each truncated functional is linear and nonnegative on nonnegative ; limits preserve those equalities and inequalities, so is linear and positive. By [F10] it is a linear functional on a normed space. Step 2.1 gives , and the input attains equality; [F11] therefore gives .
Translations of the half-order kernel are continuous in the improper L1 norm
Statement
Put for . For , define as an improper Riemann integral split at the distinct points among and ; an endpoint value at a singular point is omitted. If , set . These improper integrals exist and are finite. The modulus is finite and satisfies as .
Facts & Assumptions
Given: , the singular function for , and the improper Riemann integral convention in the Statement.
Riemann–Stieltjes sums, upper and lower sums, and the Riemann–Stieltjes integral defines the ordinary integrals on nonsingular closed intervals, with the identity as integrator. Here an improper integral means the limit of the truncated integrals, by the convention in the Statement; existence of that limit is proved below.
The reals are complete: every Cauchy sequence of real numbers has a real limit.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: a continuous function on a closed interval has an ordinary Riemann integral.
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary and If on and both are integrable then ; and : truncated interval integrals add, and pointwise bounds between integrable functions give the corresponding integral bounds.
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: a continuous function on the compact interval is uniformly continuous.
The Cauchy-sequence reals have the least-upper-bound property: every nonempty bounded set of reals has a finite supremum.
The interval with its usual metric is a nonempty compact metric space (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
Proof
Given: The data in the Statement, , and .
If , then the integrand is zero away from the omitted singular point and . Suppose . Split at and . On the interior of each resulting interval the integrand is continuous by [F4]. Near a singular endpoint , take a cutoff . The other singular term is bounded there by , while the term singular at has tail integral at most by [F2] after the lower cutoff tends to zero. Thus each omitted endpoint tail is at most , which tends to zero. Taking cutoffs for integers gives a Cauchy sequence of truncated sums by additivity and comparison [F5]; [F3] gives a finite limit. The same tail bound compares any sufficiently small cutoff with this cofinal sequence, so the improper limit exists. The argument also applies when a singular point is 0 or 1, with only one adjacent interval.
For , define when and . This is continuous. Direct integration using [F2] gives The two translated tails on are each bounded by this full tail.
For every outside the finitely many singular points, the triangle inequality gives Integrating truncated intervals and taking the limits from step 1.1, the first and third terms each contribute at most by step 1.2. The middle term is at most , since the interval has length one. Thus By [F8], the domain is compact, so [F6] gives as for fixed ; also , so the preceding bound bounds every . The set in the definition of is nonempty because it contains , so [F7] gives its finite supremum. Given , first choose with , then choose with . For every , the same bound gives , proving .
The operator-norm Nyström perturbation bound
Statement
Use , , and the finite quadrature Nyström operator from Nyström quadrature operators and their reconstructed equations. Suppose has a bounded inverse, put , and let as an operator on . If , then has a bounded inverse and For , let and solve and . Then When is point sampling on all of , this theorem is conditional: its hypothesis is an actual operator-norm bound, not merely convergence of the quadrature on each fixed continuous integrand.
Facts & Assumptions
Given: The Nyström operators in the Statement, a bounded inverse , and .
Nyström quadrature operators and their reconstructed equations: is the finite-sum map , with continuous coefficient functions .
Finite-node Nyström equations are equivalent to their reconstructed equations: the finite system is nonsingular exactly when the reconstructed operator is bijective.
Neumann series and small perturbations of bounded inverses: if , then is invertible with inverse norm at most ; if and are bounded and is bounded with , then is invertible.
The operator norm as the least bound and as the unit-sphere or unit-ball supremum: is defined for a bounded linear operator by its supremum on the unit ball.
Composition satisfies |ST|\le|S|,|T|: for bounded linear operators , .
A bounded linear operator between normed spaces: a linear map is bounded when one constant bounds its output norm by that constant times the input norm.
The square is compact (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), so is bounded by is complete in the supremum metric for every nonempty compact metric space . If , the integral formula and Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error give , and Integrable functions on form a set closed under sums and scalar multiples, and makes linear. The finite-sum formula and Triangle inequality for finite sums, Finite sums and finite products, by recursion, Laws of finite sums and finite products give and make linear. Hence and ; thus , , , and are bounded linear maps in the sense of [F6].
Proof
Given: The operators and right-hand sides in the Statement, , and .
By [F7] and [F6], is bounded, so its norm is defined by [F4]. Put ; then and by [F5]. Applying both parts of [F3], with , gives invertibility and The coefficient functions are continuous because is continuous, so [F2] applies and the associated finite system has the same unique solvability.
Subtracting from in the form and applying the inverse from step 1.1 yields the stated error estimate by the triangle inequality.
The two displayed conclusions are exactly the inverse and solution bounds obtained in steps 1.1 and 2.1. This proof uses the norm hypothesis itself and asserts no norm convergence of the point-sampling operators.
Composite midpoint Nyström operators are collectively compact and consistent
Statement
Assume AC. Let be continuous and let be its integral operator from Nyström quadrature operators and their reconstructed equations. For each , let use the composite midpoint rule with . Then each is a bounded linear map , is compact, the family is collectively compact (the union of the images of the unit ball has compact closure in ), and
Facts & Assumptions
Given: AC, the continuous kernel , its integral operator , and the composite midpoint operators on .
The Axiom of Choice and AC supplies the countable and dependent choices used in Banach integration: AC supplies both Countable Choice and Dependent Choice, as required by the local compactness and Arzelà–Ascoli suppliers.
A continuous kernel defines a compact integral operator on C of an interval: under Countable Choice and Dependent Choice, the continuous-kernel integral operator is bounded and compact.
Composite midpoint rule on a uniform grid: the midpoint rule on uniform panels uses , one midpoint per panel, and weight .
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: the kernel and, for each fixed , the function are uniformly continuous on the compact square.
Arzelà--Ascoli for real under Countable Choice and Dependent Choice: compact closure iff equicontinuous and pointwise bounded: under Countable Choice and Dependent Choice, a pointwise bounded equicontinuous family in has compact closure.
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary , If on and both are integrable then ; and , and Uniformly close integrable functions have integrals differing by at most the interval length times their uniform error: midpoint panel integrals add, and a uniformly bounded continuous panel error has integral bounded by panel length times its supremum.
is complete in the supremum metric for every nonempty compact metric space : the continuous kernel is bounded on the compact square, so .
The interval and square with their Euclidean metrics are nonempty compact metric spaces (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
On the nonempty compact interval (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), let with its supremum norm. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space).
A linear map between normed spaces is bounded when one constant bounds its output norm by that constant times the input norm (A bounded linear operator between normed spaces).
Additivity and scalar homogeneity of finite sums make the midpoint finite-sum formula linear in (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
Proof
Given: AC, , , , and the operators in the Statement.
Compactness of is [F2], whose Countable Choice and Dependent Choice hypotheses follow from [A1].
By [F8], the square is compact, so [F7] makes finite. Each finite sum in [F1] is continuous in , so . The formula is linear in by [F11], and for arbitrary it gives , so is bounded in the Banach norm of [F9] by [F10]. For , [F1] and [F3] give for every . For they also give Uniform continuity of on the square makes the right side a common modulus tending to zero as . Thus the union of all unit-ball images is pointwise bounded and equicontinuous.
By [F5] on the compact interval supplied by [F8] and [A1], the closure of that union is compact, so is collectively compact. The Banach space is normed by [F9], and its metric is the supremum metric used here.
Fix and put . By [F4] on the compact square from [F8], its uniform modulus in the variable, , tends to zero as . On each midpoint panel with midpoint , [F6] gives Adding the panel bounds and using yields .
Piecewise-linear product integration for a half-order diagonal singularity
Definition
Let and let be continuous. Use from The half-order diagonal singularity defines a bounded improper integral to define For an integer , set and for . Define the nonnegative piecewise-linear hat functions by and, for , Their piecewise-linear interpolant is The product weights and product-integration operator are The kernel factor is integrated in the weights; the smooth factor is interpolated. This item defines the pointwise formulas; the subsequent results on this page establish their mapping properties, stability, and error estimates.
Closed forms for the half-order piecewise-linear product weights
Statement
Use the nodes, hats, and weights of Piecewise-linear product integration for a half-order diagonal singularity. For , , and , put and, for , define Write and set Then this is the exact improper Riemann integral with the integral split at if . In particular, for and , and The formulas include at a panel endpoint and the one-panel case .
Facts & Assumptions
Given: , , , and the hat functions and weights from the product-integration definition.
Piecewise-linear product integration for a half-order diagonal singularity: each hat is affine on each adjacent panel, the product weight is , and the hat formulas are specified at both endpoints.
The half-order diagonal singularity defines a bounded improper integral: for every continuous on , exists as the improper Riemann integral of .
Existence and uniqueness of -th roots: a unique with : for , is the unique nonnegative real whose square is (the case ).
Sums, scalar multiples, products and quotients: , , , and when : sums, scalar multiples, and products of differentiable functions obey their usual derivative formulas.
The two FTC forms for a Riemann–Stieltjes integral with a integrator: a continuous integrand with an antiderivative on a closed interval has integral equal to the endpoint difference; the identity integrator gives the ordinary Riemann integral.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: a continuous function on a closed interval has an ordinary Riemann integral.
For : is integrable on if and only if it is integrable on and on , and then ; with the oriented form for arbitrary : splitting a closed interval at an interior point adds the two ordinary Riemann integrals.
The chain rule, in one line from Carathéodory: if is differentiable at and is differentiable at , then is differentiable at with : differentiating a composition differentiable on the relevant open interval multiplies the outer derivative by the inner derivative.
Proof
Given: The data in the Statement, , and the functions and .
Fix and put , which is positive by [F3] because . For , rationalizing gives , so as . For the difference quotient is , and , so . By the product rule [F4], and . Since , [F8] makes an antiderivative of for . Since , [F8] makes an antiderivative of for .
By [F3], for every , implies ; hence and both and tend to zero as . If , evaluate the left integral on for sufficiently small using [F6], [F5], and step 1.1. As , its value tends to . If , the left contribution and this expression are zero. Likewise, if , evaluate the right integral on for sufficiently small ; its limit is . If , the right contribution and this expression are zero. Thus both one-sided integrals exist and have the displayed values. Splitting truncated intervals by [F7] and passing to their finite limits gives exactly .
On , ; for an interior index , its left and right affine pieces are and ; on , . Substituting these coefficients into the integral formula of step 2.1 gives the three displayed formulas for . The endpoint cases use positive parts in , so a singularity at a split point contributes a zero primitive value, and when the interior-index range is empty while both endpoint formulas remain valid.
Smooth-solution error bound for composite midpoint Nyström discretization
Statement
Assume AC. Let be continuous, its integral operator, and its composite midpoint Nyström operator with panel width . Suppose is injective and solves . Assume that is twice continuously differentiable in for every , with the uniform bound Then there are and such that for every the Nyström matrix is nonsingular, its reconstruction solving exists for each , and In the standard Nyström method . The regularity assumption is on the actual function , not on every function in the unit ball of .
Facts & Assumptions
Given: AC, , , , , , , and as in the Statement.
Nyström quadrature operators and their reconstructed equations: the Nyström equation is .
Finite-node Nyström equations are equivalent to their reconstructed equations: nonsingularity of the finite grid matrix is equivalent to bijective solvability of the reconstructed equation.
A continuous kernel defines a compact integral operator on C of an interval: the continuous-kernel operator is compact; AC supplies its Countable Choice and Dependent Choice hypotheses by AC supplies the countable and dependent choices used in Banach integration.
Composite midpoint Nyström operators are collectively compact and consistent: each composite midpoint operator is bounded linear, the family is collectively compact, and in norm for every .
Collective compactness gives eventual Fredholm invertibility and solution error bounds: under AC, compactness of , collective compactness and pointwise convergence of , and injectivity of give eventual bounded inverses with a uniform bound and the residual solution estimate.
Composite midpoint error bound for a twice continuously differentiable function: for a real integrand on , the composite midpoint rule satisfies .
On the nonempty compact interval (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), let with its supremum norm. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space).
The constant function belongs to and is nonzero by the definition of continuous real-valued functions (The space of continuous real-valued functions on a nonempty compact metric space), so .
Proof
Given: AC, the continuous kernel and exact solution in the Statement, and .
By [F7] and [F8], the space satisfies the Banach and nonzero hypotheses of [F5]. By [F3], is compact; [F4] gives bounded linear with the required collective compactness and pointwise convergence; the Statement assumes injective. Thus [F5] supplies and a common bound for for all .
For each fixed , apply [F6] to the function . The common derivative bound gives for every , hence .
The function-equation inverse from step 1.1 and [F2] make the finite matrix nonsingular and define its unique reconstruction . Subtracting the exact and discrete equations gives Applying the inverse bound from step 1.1, then the triangle inequality and step 1.2, proves the stated estimate.
Stability, collective compactness, and consistency of half-order product integration
Statement
Assume AC and let be continuous. For and from Piecewise-linear product integration for a half-order diagonal singularity, put and . Then both operators are bounded linear maps from to itself, is compact, and is collectively compact and converges pointwise in norm to . Their product weights satisfy for every . If each extends to a function on a neighborhood of and , then
Facts & Assumptions
Given: AC, continuous , the scalar functionals , hat functions , and operators defined in the preceding item.
The Axiom of Choice and AC supplies the countable and dependent choices used in Banach integration: AC supplies the two choice hypotheses of real Arzelà–Ascoli.
The half-order diagonal singularity defines a bounded improper integral: is positive, linear, and ; it is integration against in the improper-Riemann sense.
Translations of the half-order kernel are continuous in the improper L1 norm: the finite modulus tends to zero as .
Heine-Cantor: a continuous map from a compact metric space to any metric space is uniformly continuous: continuous and on the compact square are uniformly continuous.
Arzelà--Ascoli for real under Countable Choice and Dependent Choice: compact closure iff equicontinuous and pointwise bounded: under Countable Choice and Dependent Choice, an equicontinuous pointwise bounded family on has compact closure in .
Higher derivatives and the classes and and Pointwise linear interpolation error from a second-derivative bound: for on a neighborhood of a panel of width , the linear interpolant error is at most .
is complete in the supremum metric for every nonempty compact metric space : every continuous on the compact square is bounded, so .
The interval and square with their Euclidean metrics are nonempty compact metric spaces (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line).
On the nonempty compact interval (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), let with its supremum norm. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space).
A linear map between normed spaces is bounded when a constant bounds its output norm by that constant times the input norm (A bounded linear operator between normed spaces).
Additivity and scalar homogeneity of finite sums make the finite-sum interpolation formula linear in its input (Finite sums and finite products, by recursion, Laws of finite sums and finite products).
A bounded linear operator is compact if the image of its closed unit ball has compact closure (Compact linear operator).
Proof
Given: AC, the definitions in [F1], , , and for .
By [F8], the square is compact, so [F7] makes finite. In the Banach normed space [F9], the hat functions in [F1] are nonnegative and on each panel the two adjacent hats add to , while all other hats vanish. Hence pointwise. Positivity and linearity in [F2] give and For every , the same bound shows .
For , [F3] gives an upper bound for the improper kernel translation integral, with as .
For fixed , [F4] makes uniformly continuous. By step 1.1 the hats are nonnegative and sum to , so on a panel , is a convex combination of the two endpoint values. Hence uniformly in , and the operator bound in [F2] yields .
Write . The identities in [F1], the translation bound in [F3], and the operator bound in [F2] show where is the translation bound from step 1.2 and by [F4] on the compact square from [F8]. Replacing by gives the same bound for : by step 1.1 the interpolant is a convex combination of nodal values, so and . Thus and all map into and have a common equicontinuity modulus. The formula [F1] and linearity of in [F2] make linear; its operator bound follows from [F2]. Each is linear by [F11], and step 1.1 bounds it. By [F9] and [F10], both are bounded linear maps. Their images of the unit ball are uniformly bounded and equicontinuous. By [F5] and [A1], is compact by [F12], and is collectively compact.
For each fixed , take and in the preceding continuity argument; then , so each weight function is continuous. Consequently the coefficient functions in the finite-node representation are continuous.
Under the extension hypothesis, [F6] bounds uniformly in . Applying [F2] gives .
Fredholm error bound for half-order product integration
Statement
Assume AC. Let be continuous, let be the half-order product-integration operators of Piecewise-linear product integration for a half-order diagonal singularity, and suppose is injective. Let solve , and assume each extends to a function on a neighborhood of , with Then there are and such that for every , the finite Nyström grid matrix is nonsingular, its reconstructed solution exists, and whenever . In particular, for the exact right-hand side , the solution error is under the stated smoothness of the regular factor times the exact solution.
Facts & Assumptions
Given: AC, the continuous , the operators , an exact solution , and the uniform second-derivative bound in the Statement.
The Axiom of Choice and AC supplies the countable and dependent choices used in Banach integration: AC supplies the Countable Choice and Dependent Choice needed by the local Arzelà–Ascoli result.
Piecewise-linear product integration for a half-order diagonal singularity: and are the improper-integral and weighted-hat interpolation operators, and has the finite-node form with coefficient functions .
Stability, collective compactness, and consistency of half-order product integration: and each are bounded linear maps, is compact, is collectively compact and pointwise norm convergent to , each coefficient function is continuous, and .
Collective compactness gives eventual Fredholm invertibility and solution error bounds: under AC and injectivity of , the operators are boundedly invertible for all sufficiently large with one uniform inverse bound, and their solution errors satisfy the residual estimate.
Finite-node Nyström equations are equivalent to their reconstructed equations: bijective solvability of the reconstructed equation is equivalent to nonsingularity of its finite grid matrix.
On the nonempty compact interval (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line), let with its supremum norm. Pointwise addition and real scalar multiplication preserve continuity. The supremum is finite by is complete in the supremum metric for every nonempty compact metric space ; the pointwise absolute-value inequalities give and , and holds exactly when . Thus this is a real norm (A norm on a real vector space, the induced metric, and the dictionary with the metric axioms). Its induced metric is the complete supremum metric of is complete in the supremum metric for every nonempty compact metric space , so is Banach (Banach space). The constant function is a nonzero member of because the interval is nonempty (The space of continuous real-valued functions on a nonempty compact metric space).
Proof
Given: The hypotheses in the Statement and .
By [F5], is a nonzero Banach space. By [F2], is compact and consists of bounded linear maps that are collectively compact and pointwise norm convergent to . With AC and the assumed injectivity of , [F3] gives and such that is invertible and for all .
The inverse in step 1.1 gives a unique solution to . By [F2] each coefficient function in [F1] is continuous, so [F4] applies: the finite grid matrix is nonsingular and its solution reconstructs exactly this .
Subtracting from gives Apply the inverse bound in [F3] and then the consistency bound in [F2]: This is the claimed error estimate.
5 · Examples, counterexamples and false statements
None yet.
Sources
- Andreas Neubauer and Ronny Ramlau, Lecture Notes: Integral Equations and Boundary Value Problems, §3.3
- Habib Ammari, Brian Fitzpatrick, and Sanghyeon Yu, Mathematical and Computational Methods in Photonics: Tutorial Notes, §1.4.1
- Andreas Neubauer and Ronny Ramlau, Lecture Notes: Integral Equations and Boundary Value Problems, §2.2
- Habib Ammari, Brian Fitzpatrick, and Sanghyeon Yu, Mathematical and Computational Methods in Photonics: Tutorial Notes, §1.3
- Jiri Lebl, Basic Analysis I, §5.5 Improper Integrals, Definition 5.5.1 and Proposition 5.5.2
- Jiri Lebl, Basic Analysis I, §5.5 Improper Integrals
- Habib Ammari, Brian Fitzpatrick, and Sanghyeon Yu, Mathematical and Computational Methods in Photonics: Tutorial Notes, §1.4
- Habib Ammari, Brian Fitzpatrick, and Sanghyeon Yu, Mathematical and Computational Methods in Photonics: Tutorial Notes, §§1.3–1.4
- Andreas Neubauer and Ronny Ramlau, Lecture Notes: Integral Equations and Boundary Value Problems
- MATH 373 Lecture Notes, §8 Approximation of Integrals