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A coercive Hilbert-complex estimate solves the closed equation

Statement

Assume the Axiom of Choice (AC). Let H0,H1,H2 be complex Hilbert spaces and let T:H0⊇D(T)→H1 and S:H1⊇D(S)→H2 be closed densely defined linear operators with T(D(T))⊆ker⁡S, so that S∘T=0 on D(T). Suppose there is a constant C>0 with ∥T∗x∥2+∥Sx∥2≥C∥x∥2for all x∈D(T∗)∩D(S), where T∗ is the Hilbert adjoint of T. Then for every f∈ker⁡S:

(i) there exists u∈D(T) with Tu=f; (ii) among all such u there is exactly one of least norm, and it lies in (ker⁡T)⊥; (iii) that least-norm solution u0 satisfies ∥u0∥≤C−1/2∥f∥.

Independently of the constant C, the following A-weighted form of the argument holds.

(iv) Suppose A∈B(H1) is a bounded self-adjoint operator with ⟨Ax,x⟩≥0 for every x∈H1, that ⟨Ax,x⟩≤∥T∗x∥2+∥Sx∥2for all x∈D(T∗)∩D(S), and that f∈ker⁡S has the form f=Ag for some g∈H1. Then there exists u∈D(T) with Tu=f, and the least-norm such u0 satisfies ∥u0∥2≤⟨f,g⟩.

No closedness of the range of T and no surjectivity of S is assumed.

Facts & Assumptions

Given: The Axiom of Choice; complex Hilbert spaces H0,H1,H2; closed densely defined linear operators T:H0⊇D(T)→H1 and S:H1⊇D(S)→H2 with T(D(T))⊆ker⁡S; a constant C>0 with ∥T∗x∥2+∥Sx∥2≥C∥x∥2 for every x∈D(T∗)∩D(S); and an element f∈ker⁡S. For the independent part (iv) assume in addition a bounded self-adjoint operator A∈B(H1) with ⟨Ax,x⟩≥0 for every x∈H1 and ⟨Ax,x⟩≤∥T∗x∥2+∥Sx∥2 for every x∈D(T∗)∩D(S), together with an element g∈H1 satisfying f=Ag.

[F1]

For the operator T:D(T)⊆H0→H1, define D(T∗) to be the set of y∈H1 for which x↦⟨Tx,y⟩ is bounded in the H0 norm. Density of D(T), [F5] and [F4] give a unique T∗y∈H0 with ⟨Tx,y⟩=⟨x,T∗y⟩ for every x∈D(T). The graph identities needed below are proved in step 1.3.

[F2]

For a linear subspace M of a Hilbert space, M⊥⊥=M‾ (The double orthogonal complement of a subspace is its closure).

[F3]

If M is a closed linear subspace of a real or complex Hilbert space H, then every x∈H has a unique decomposition x=m+n with m∈M and n∈M⊥ (Orthogonal decomposition by a closed subspace).

[F4]

For a bounded linear functional on a complex Hilbert space there is a unique representing vector of the same norm (Riesz representation for Hilbert spaces).

[F5]

A bounded functional on a dense linear subspace extends uniquely by limits to the ambient Hilbert space: boundedness makes values on a convergent approximating sequence Cauchy and makes the limit independent of the sequence. The resulting functional has a Riesz vector by [F4].

[F6]

An operator is densely defined when its domain is dense, and closed when its graph Γ(T) is a closed subset of H⊕H (Densely defined, closed and closable operators, and cores).

[F7]

In a real or complex inner-product space ∣⟨x,y⟩∣≤∥x∥ ∥y∥ for all vectors x,y (Cauchy–Schwarz: ∣⟨x,y⟩∣≤∥x∥ ∥y∥, with equality exactly for dependent pairs).

[F8]

A complex Hilbert space is a complex inner-product space whose induced norm is complete (Hilbert space).

[F9]

AC states that every family of nonempty sets has a choice function (The Axiom of Choice), and it supplies its countable instance (The Axiom of Countable Choice (ACω)).

[F10]

A bounded self-adjoint operator A∈B(H1) satisfies ⟨Ax,y⟩=⟨x,Ay⟩ for all x,y∈H1, so in particular ⟨Ax,x⟩∈R (The Hilbert-space adjoint of a bounded operator, Self-adjoint, positive, unitary and normal operators, The spaces (\mathcal B(X,Y)) and (\mathcal B(X)) of bounded linear operators).

Choice use. AC is used only through the countable instance consumed by the operator, decomposition and representation facts [F1], [F2], [F3] and [F4]. The adjoint graph argument, functional extension, minimal-norm projection and the A-weighted variant select nothing further.

Proof

technique · direct
1.1F6givenalgebra

Since S is closed, its kernel is closed: if xk∈ker⁡S and xk→x in H1 then (xk,Sxk)=(xk,0)→(x,0) lies in the closed graph of S, so x∈D(S) and Sx=0; the same argument shows that ker⁡T is a closed subspace of H0, and T(D(T))⊆ker⁡S says exactly that the composition S∘T is zero on D(T).

1.2F10givenalgebra

Semidefinite Cauchy–Schwarz. For all x,y∈H1 one has ∣⟨Ax,y⟩∣≤⟨Ax,x⟩1/2⟨Ay,y⟩1/2: fix x,y and note that for every real t, using [F10] and ⟨Ax,x⟩≥0, 0≤⟨A(x+ty),x+ty⟩=⟨Ax,x⟩+2tRe⁡⟨Ax,y⟩+t2⟨Ay,y⟩; if ⟨Ay,y⟩>0 the discriminant of this nonnegative quadratic is ≤0, so (Re⁡⟨Ax,y⟩)2≤⟨Ax,x⟩⟨Ay,y⟩, while if ⟨Ay,y⟩=0 the same quadratic forces Re⁡⟨Ax,y⟩=0 and the inequality holds trivially; choosing λ with ∣λ∣=1 and λ⟨Ax,y⟩=∣⟨Ax,y⟩∣ and applying the real-part inequality to the pair (λx,y), whose quadratic values are unchanged because A is linear and ⟨A(λx),λx⟩=⟨Ax,x⟩, gives the stated modulus bound.

1.3F1F2F4F6given

The adjoint defined in [F1] has a linear domain. Directly from its defining identity, (ran⁡T)⊥=ker⁡T∗: vanishing of ⟨Tx,y⟩ for every x∈D(T) is equivalent to T∗y=0. More precisely, in H0⊕H1 one has Γ(T)⊥={(−T∗y,y):y∈D(T∗)}, because (a,y) is orthogonal to every (x,Tx) exactly when ⟨Tx,y⟩=⟨x,−a⟩ for every x∈D(T). Since T is closed, [F2] gives Γ(T)=Γ(T)⊥⊥.

2.1F3step 1.1step 1.3givenalgebra

For x∈D(T∗) decompose x=x′+x′′ with x′∈ker⁡S and x′′∈(ker⁡S)⊥ by [F3] applied to the closed subspace ker⁡S of step 1.1; since T(D(T))⊆ker⁡S, taking orthogonal complements gives (ker⁡S)⊥⊆(ran⁡T)⊥=ker⁡T∗ by step 1.3, so x′′∈ker⁡T∗⊆D(T∗), hence x′=x−x′′∈D(T∗) as well, with T∗x′=T∗x−T∗x′′=T∗x; moreover ⟨x,f⟩=⟨x′,f⟩+⟨x′′,f⟩=⟨x′,f⟩ because x′′⊥ker⁡S∋f.

3.1F7step 2.1givenalgebra

For every x∈D(T∗) the vector x′ of step 2.1 lies in D(T∗)∩D(S) and Sx′=0, so the hypothesis and step 2.1 give ∥x′∥2≤C−1(∥T∗x′∥2+∥Sx′∥2)=C−1∥T∗x∥2, and [F7] together with step 2.1 gives ∣⟨x,f⟩∣2=∣⟨x′,f⟩∣2≤∥x′∥2∥f∥2≤C−1∥f∥2∥T∗x∥2.

4.1F8F9step 3.1givenalgebra

Define ℓ on the subspace V0:=T∗(D(T∗))⊆H0 by ℓ(T∗x):=⟨x,f⟩; if T∗x=0 then step 3.1 gives ∣⟨x,f⟩∣≤C−1/2∥f∥⋅0=0, so ℓ is well defined, and step 3.1 says ∣ℓ(w)∣≤C−1/2∥f∥ ∥w∥ for every w∈V0, so ℓ is linear and bounded on V0; let V:=V0‾⊆H0 and define ℓ~(y):=lim⁡kℓ(wk) for y∈V and any sequence wk∈V0 with wk→y: the sequence (ℓ(wk)) is Cauchy because ∣ℓ(wk)−ℓ(wl)∣≤C−1/2∥f∥ ∥wk−wl∥, and the limit exists by [F8]; the countable instance of [F9] is the choice principle consumed by [F1], [F3], [F4] and [F8] here, and the construction selects nothing further; it is independent of the sequence because two sequences for the same y have difference tending to 0, and passing to limits of the defining inequalities preserves linearity (limits of sums and scalar multiples) and gives ∣ℓ~(y)∣≤C−1/2∥f∥ ∥y∥.

4.2F10step 2.1step 3.1step 1.2givenalgebra

A-weighted estimate. For every x∈D(T∗), with x=x′+x′′ as in step 2.1, the vector x′ lies in D(T∗)∩D(S) with Sx′=0 and T∗x′=T∗x (step 3.1 for the first two, step 2.1 for the third), so by step 1.2 applied to the pair (x′,g), by [F10], by f=Ag and by the domination hypothesis for (iv) on x′: ∣⟨x,f⟩∣=∣⟨x′,f⟩∣=∣⟨x′,Ag⟩∣=∣⟨Ax′,g⟩∣≤⟨Ax′,x′⟩1/2⟨Ag,g⟩1/2≤(∥T∗x′∥2+∥Sx′∥2)1/2⟨f,g⟩1/2=∥T∗x∥ ⟨f,g⟩1/2, where ⟨Ag,g⟩=⟨f,g⟩ and ⟨f,g⟩≥0 by positivity of A.

5.1F3F4step 4.1givenalgebra

Let P:H0→V be the orthogonal projection onto the closed subspace V, defined for y∈H0 by the unique decomposition y=Py+(y−Py) with y−Py∈V⊥ of [F3], and put Λ:=ℓ~∘P; then Λ is linear and ∣Λ(y)∣≤C−1/2∥f∥ ∥y∥ for all y∈H0, so by [F4] there is a unique u∈H0 with Λ(y)=⟨y,u⟩ for all y∈H0 and ∥u∥=∥Λ∥≤C−1/2∥f∥.

6.1F2step 1.3step 4.1step 5.1

For every x∈D(T∗), steps 4.1 and 5.1 give ⟨T∗x,u⟩=⟨x,f⟩. Therefore (u,f) is orthogonal to every (−T∗x,x)∈Γ(T)⊥ by step 1.3 (take complex conjugates of the displayed identity). Since T is closed, (u,f)∈Γ(T)⊥⊥=Γ(T); hence u∈D(T) and Tu=f, proving (i).

6.2F3F4F8F9step 4.1step 4.2givenalgebra

Define ℓ on V0:=T∗(D(T∗)) by ℓ(T∗x):=⟨x,f⟩ for x∈D(T∗) and put β:=⟨f,g⟩1/2: step 4.2 with T∗x=0 shows ℓ is well defined, and it shows ∣ℓ(w)∣≤β∥w∥ for every w∈V0, so ℓ is linear and bounded; the extension ℓ~ of ℓ to V:=V0‾ by limits along sequences in V0, its independence of the chosen sequence, its linearity and its bound ∣ℓ~(y)∣≤β∥y∥ are verified by the same computation as in step 4.1 with β in place of C−1/2∥f∥, with the Cauchy property supplied by [F8] and the same countable instance of [F9]; letting P be the orthogonal projection of [F3] onto V as in step 5.1, the functional Λ:=ℓ~∘P is linear with ∣Λ(y)∣≤β∥y∥ on H0, so [F4] gives a unique u∈H0 with Λ(y)=⟨y,u⟩ for all y∈H0 and ∥u∥=∥Λ∥≤β=⟨f,g⟩1/2.

7.1F3step 1.1step 5.1step 6.1givenalgebra

By step 1.1 the subspace ker⁡T is closed, so [F3] decomposes the solution u of step 6.1 as u=u1+u2 with u1∈ker⁡T and u2∈(ker⁡T)⊥; then Tu2=Tu−Tu1=f, so u2 is a solution lying in (ker⁡T)⊥, every solution has the form u2+k with k∈ker⁡T, and since k⊥u2 the Pythagorean identity gives ∥u2+k∥2=∥u2∥2+∥k∥2≥∥u2∥2 with equality only for k=0; thus u2 is the unique least-norm solution and ∥u2∥≤∥u∥≤C−1/2∥f∥ by step 5.1, proving (ii) and (iii).

7.2F2step 1.3step 6.1step 6.2

For every x∈D(T∗), step 6.2 gives ⟨T∗x,u⟩=⟨x,f⟩. As in step 6.1, the graph identity of step 1.3 and closedness of T yield (u,f)∈Γ(T), so u∈D(T) and Tu=f. This proves existence in (iv).

8.1F3step 1.1step 7.1step 6.2step 7.2givenalgebra∎

By step 1.1 the subspace ker⁡T is closed, so [F3] decomposes the solution u of step 7.2 as u=u1+u0 with u1∈ker⁡T and u0∈(ker⁡T)⊥; then Tu0=Tu−Tu1=f and the argument of step 7.1 shows that u0 is the unique least-norm solution, with ∥u0∥≤∥u∥≤⟨f,g⟩1/2 by step 6.2, hence ∥u0∥2≤⟨f,g⟩, which proves (iv); moreover with A:=C id and g:=f/C the hypotheses of (iv) hold by the coercivity assumption, and its conclusion specializes to ∥u0∥2≤⟨f,f/C⟩=C−1∥f∥2, in agreement with (iii).

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