Open Journal of Mathematical Analysis

On hyper-singular integrals

Alexander G. Ramm
Department of Mathematics, Kansas State University, Manhattan, KS 66506, USA.; ramm@math.ksu.edu

Abstract

The integrals \(\int_{-\infty}^\infty t_+^{\lambda-1} \phi(t)dt\) and \(\int_0^t(t-s)^{\lambda -1}b(s)ds\) are considered, \(\lambda\neq 0,-1,-2…\), where \(\phi\in C^\infty_0(\mathbb{R})\) and \(0\le b(s)\in L^2_{loc}(\mathbb{R})\). These integrals are defined in this paper for \(\lambda\le 0\), \(\lambda\neq 0,-1,-2,…\), although they diverge classically for \(\lambda\le 0\). Integral equations and inequalities are considered with the kernel \((t-s)^{\lambda -1}_+\).

Keywords:

Hyper-singular integrals.

1. Introduction

In [1] the following integral equation is of interest;

\begin{equation} \label{e1} b(t)=b_0(t)+\int_0^t (t-s)^{\lambda -1}b(s)ds, \end{equation}
(1)
where \(b_0\) is a smooth functions rapidly decaying with all its derivatives as \(t\to \infty\), \(b_0(t)=0\) if \(t< 0\). We are especially interested in the value \(\lambda=-\frac 1 4\), because of its importance for the Navier-Stokes theory, [1], Chapter 5, [2,3]. The integral in (1) diverges in the classical sense for \(\lambda\le 0\). Our aim is to define this hyper-singular integral. There is a regularization method to define singular integrals \(J:=\int_{\mathbb{R}}t_+^{\lambda}\phi(t)dt\), \(\lambda< -1\), in distribution theory, [4]. However, the integral in (1) is a convolution, which is defined in [4], p.135, as a direct product of two distributions. This definition is not suitable for our purposes because although \(t_+^{\lambda-1}\) for \(\lambda\le 0\), \(\lambda\neq 0,-1,-2,...\) is a distribution on the space \(C^\infty_0(\mathbb{R}_+)\) of the test functions, but it is not a distribution in the space \(K=C^\infty_0(\mathbb{R})\) of the test functions used in [4]. Indeed, one can find \(\phi\in K\) such that \(\lim_{n\to \infty}\phi_n=\phi\) in \(K\), but \(\lim_{n\to \infty}\int_{\mathbb{R}} t_+^{\lambda-1} \phi(t)dt=\infty\) for \(\lambda\le 0\), so that \(t_+^{\lambda-1}\) is not a linear bounded functional in \(K\), i.e., not a distribution. On the other hand, one can check that \(t_+^{\lambda-1}\) for \(\lambda\in R\) is a distribution (a bounded linear functional) in the space \(\mathcal{K}=C^\infty_0(\mathbb{R}_+)\) with the convergence \(\phi_n\to \phi\) in \(\mathcal{K}\) defined by the requirements: a) the supports of all \(\phi_n\) belong to an interval \([a,b]\), \(0< a\le b< \infty\), b) \(\phi_n^{(j)}\to \phi^{(j)}\) in \(C([a,b])\) for all \(j=0,1,2,....\). Indeed, the functional \(\int_0^\infty t_+^\lambda\phi(t)dt\) is linear and bounded in \(\mathcal{K}\): \[ \left|\int_0^\infty t_+^\lambda\phi_n(t)dt\right|\le (a^\lambda+b^\lambda) \int_a^b |\phi_n(t)|dt. \] A similar estimate holds for the derivatives of \(\phi_n\). Although \(t_+^{-\frac 5 4}\) is a distribution in \(\mathcal{K}\), the convolution
\begin{equation} \label{e2} h:=\int_0^t(t-s)^{-\frac 5 4}b(s)ds:= t_+^{-\frac 5 4}\star b \end{equation}
(2)
cannot be defined similarly to the definition in [4] because the function \(\int_0^\infty \phi(u+s) b(s)ds\) does not, in general, belong to \(\mathcal{K}\) even if \(\phi\in \mathcal{K}\).

Let us define the convolution \(h\) using the Laplace transform

\[L(b):=\int_0^\infty e^{-pt}b(t)dt, \quad Re p>0.\] Laplace transform for distributions is studied in [5]. One has \(L(t_+^{-\frac 5 4}\star b)=L(t_+^{-\frac 5 4})L(b)\). To define \(L(t^{\lambda-1})\) for \(\lambda\le 0\), note that for Re\(\lambda>0\) the classical definition
\begin{equation} \label{e3} \int_0^\infty e^{-pt}t^{\lambda-1}dt= \frac{\Gamma(\lambda)}{p^\lambda} \end{equation}
(3)
holds. The right-side of (3) admits analytic continuation to the complex plane of \(\lambda\), \(\lambda\neq 0,-1,-2,....\). This allows one to define integral (3) for any \(\lambda\neq 0,-1,-2,...\). Recall that the gamma function \(\Gamma(\lambda)\) has its only singular points, the simple poles, at \(\lambda=-n\), \(n=0,1,2,...\) with the residue at \(\lambda=-n\) equal to \(\frac{(-1)^n}{n!}\). It is known that \(\Gamma(z+1)=z\Gamma(z)\), so
\begin{equation} \label{e3a} \Gamma(-\frac 1 4)=-4\Gamma(3/4):=-c_1, \quad c_1>0. \end{equation}
(4)
Therefore, we define \(h\) by defining \(L(h)\) as follows:
\begin{equation} \label{e4} L(h)=-c_1p^{\frac 1 4}L(b), \quad \lambda=-\frac 1 4, \end{equation}
(5)
and assume that \(L(b)\) can be defined. That \(L(b)\) is well defined in the Navier-Stokes theory follows from the a priori estimates proved in [1], Chapter 5. From (5) one gets
\begin{equation} \label{e4a} L(b)=-c_1^{-1}p^{-\frac 1 4} L(h). \end{equation}
(6)

2. Convolution of special functions

Define \(\Phi_\lambda=\frac {t_+^{\lambda-1}}{\Gamma(\lambda)}\).

Lemma 1. For any \(\lambda, \mu \in \mathbb{R}\) the following formulas hold;

\begin{equation} \label{e5} \Phi_\lambda\star \Phi_\mu=\Phi_{\lambda+\mu}, \quad \Phi_{\lambda +0}\star \Phi_{-\lambda}=\delta(t). \end{equation}
(7)

Proof. For Re\(\lambda>0\), Re\(\mu>0\) one has

\begin{equation} \label{e6} \Phi_\lambda\star \Phi_\mu= \frac 1 {\Gamma(\lambda)\Gamma(\mu)} \int_0^t(t-s)^{\lambda -1}s^{\mu -1}ds =\frac{t_+^{\lambda+\mu-1}}{\Gamma(\lambda)\Gamma(\mu)}\int_0^1 (1-u)^{\lambda-1}u^{\mu -1}du=\frac{t_+^{\lambda+\mu -1}}{\Gamma(\lambda+\mu)}, \end{equation}
(8)
where we used the known formula for beta function: \[B(\lambda, \mu):=\int_0^1u^{\lambda -1}(1-u)^{\mu -1}du= \frac{\Gamma(\lambda)\Gamma(\mu)} {\Gamma(\lambda+\mu)}. \] Analytic properties of beta function follow from these of Gamma function. The function \(\frac 1 {\Gamma(z)}\) is entire function of \(z\).

Let us now prove the second formula (7). We have \(\Gamma(\epsilon)\sim \epsilon\) as \(\epsilon \to 0\). Therefore

\begin{equation} \label{e6'} \frac {t_+^{\lambda+\epsilon -\lambda -1}}{\Gamma(\epsilon)}\sim \epsilon t_+^{\epsilon-1}. \end{equation}
(9)
If \(f\) is any continuous rapidly decaying function then
\begin{equation} \label{e6a} \lim_{\epsilon\to 0}\epsilon\int_0^\infty t^{\epsilon-1}f(t)dt=f(0). \end{equation}
(10)
Indeed, fix a small \(\delta>0\), such that \(f(t)\sim f(0)\) for \(t\in [0,\delta]\) as \(\delta\to 0\). Then, as \(\epsilon \to 0\), one has
\begin{equation} \label{e6b} \lim_{\epsilon\to +0}\epsilon\int_0^\delta t^{\epsilon-1}f(t)dt=\lim_{\epsilon\to +0} \epsilon f(0)\frac {t^\epsilon}{\epsilon}|_0^\delta=f(0)\lim_{\epsilon\to +0}\delta^\epsilon=f(0). \end{equation}
(11)
Note that
\begin{equation} \label{e6c} \lim_{\epsilon\to 0} \epsilon\int_\delta^\infty t^{\epsilon-1}f(t)dt=0, \quad \delta>0, \end{equation}
(12)
because \(|\int_\delta^\infty t^{\epsilon-1}f(t)dt|\le c\) and \(\epsilon\to 0\). From (11) and (12) one obtains (10). So, the second formula (7) is proved. Lemma 1 is proved.

Remark 1. The first formula (7) of Lemma 1 is proved in [4], pp.150-151. Our proof of the second formula (7) differs from the proof in [4] considerably.

Remark 2. A different proof of Lemma 1 can be given: \(L(\Phi_{\lambda}\star\Phi_{\mu})=\frac 1 {p^{\lambda+\mu}}\) by formula (3), and \(L^{-1}(\frac 1 {p^{\lambda+\mu}})=\Phi_{\lambda+\mu}(t)\). If \(\lambda=-\mu\), then \( \frac 1 {p^{\lambda+\mu}}=1\) and \(L^{-1}(1)=\delta(t)\).

3. Integral equation and inequality

Consider equation (1) and the following inequality:
\begin{equation} \label{e7} q(t)\le b_0(t)+t_+^{\lambda-1}\star q, \quad q\ge 0. \end{equation}
(13)

Theorem 1. Equation (1) has a unique solution. This solution can be obtained by iterations by solving the Volterra equation

\begin{equation} \label{e8} b_{n+1}=-c_1^{-1}\Phi_{1/4}\star b_{n} +c_1^{-1}\Phi_{1/4}\star b_0, \quad b_{n=0}= c_1^{-1}\Phi_{1/4}\star b_0, \quad b=\lim_{n\to \infty}b_n. \end{equation}
(14)

Proof. Applying to (1) the operator \(\Phi_{1/4}\star\) and using the second equation (7) one gets a Volterra equation \[\Phi_{1/4}\star b=\Phi_{1/4}\star b_0-c_1b,\quad c_1=|\Gamma(-\frac 1 4)|,\] or

\begin{equation} \label{e9} b=-c_1^{-1}\Phi_{1/4}\star b +c_1^{-1}\Phi_{1/4} \star b_0, \quad c_1=4\Gamma(3/4). \end{equation}
(15)
The operator \(\Phi_\lambda\) with \(\lambda>0\) is a Volterra-type equation which can be solved by iterations, see [1], p.53, Lemmas 5.10, 5.11. If \(b_0\ge 0\) then the solution to (1) is non-negative, \(b\ge 0\). Theorem 1 is proved.

For convenience of the reader let us prove the results mentioned above.

Lemma 2. The operator \(Af:=\int_0^t(t-s)^pf(s)ds\) in the space \(X:=C(0,T)\) for any fixed \(T\in [0,\infty)\) and \(p>-1\) has spectral radius \(r(A)\) equal to zero, \(r(A)=0\). The equation \(f=Af+g\) is uniquely solvable in \(X\). Its solution can be obtained by iterations

\begin{equation} \label{e9a} f_{n+1}=Af_n+g, \quad f_0=g; \quad \lim_{n\to \infty}f_n=f, \end{equation}
(16)
for any \(g\in X\) and the convergence holds in \(X\).

Proof. The spectral radius of a linear operator \(A\) is defined by the formula \(r(A)=\lim_{n\to \infty}\|A^n\|^{1/n}\). By induction one proves that

\begin{equation} \label{e9b} |A^nf|\le t^{n(p+1)}\frac{\Gamma^n(p+1)}{\Gamma(n(p+1)+1)}\|f\|_X, \quad n\ge 1. \end{equation}
(17)
From this formula and the known asymptotic of the gamma function the conclusion \(r(A)=0\) follows. The convergence result (16) is analogous to the well known statement for the assumption \(\|A\|< 1\). Lemma 2 is proved.

If \(q\ge 0\) then inequality (13) implies

\begin{equation} \label{e9c} q\le -c_1^{-1}\Phi_{1/4}\star q +c_1^{-1}\Phi_{1/4}\star b_0. \end{equation}
(18)
Inequality (18) can be solved by iterations with the initial term \(c_1^{-1}\Phi_{1/4}\star b_0\). This yields
\begin{equation} \label{e11} q\le b, \end{equation}
(19)
where \(b\) solves (1). See also [6,7].

Conflict of Interests

The author declares no conflict of interest.

References

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