How to find the eigenvalues of an integral operator $Fu(x) = \int_0^x u(y)dy$

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Let $F: C[0,L] \to C[0,L]$ be a linear operator defined as $Fu(x) = \int_0^x u(y)dy$. We wish to show this operator is continuous, one-to-one, find it's norm, and find it's eigenvalues.

I've already proved the first three properties, but I have never found the eigenvalues of functions before, only matrices.

I've set up the problem as $$Fu(x) = \lambda u(x)$$

$$\int_0^x u(y)dy = \lambda u(x)$$

however I don't feel confident when I try to touch this any further.

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You have to distinguish between two cases. First, assume that $\lambda \neq 0$. Then the equation

$$ (Fu)(x) = \int_0^x u(t) \, dt = \lambda u(x) $$

together with the fact that $f$ is continuous and the fundamental theorem of calculus implies that if $u$ is an eigenvector (often called eigenfunction, for obvious reasons) of $F$ then $u$ must be continuously differentiable. Thus, we can differentiate both sides and obtain the differential equation

$$ u(x) = \lambda u'(x) $$

whose solutions are given by $u(x) = Ae^{\frac{x}{\lambda}}$ for $A \in \mathbb{R}$. By plugging in $x = 0$ into the original equation, we see that we must have $\lambda u(0) = \int_0^0 u(t) \, dt = 0$ so $u(0) = 0$ which implies that $A = 0$ and so $u \equiv 0$. Hence, there are no eigenfunctions for $\lambda \neq 0$.

Now, assume that $\lambda = 0$. By looking at the equation above, we can again differentiate both sides and obtain $u(x) \equiv 0$ which shows that there are no eigenfunctions for $\lambda = 0$.

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Since $ u $ is continuous , $Fu $ is differentiable and $(Fu)^{'}=u $.

Hence you have the equation $u= \lambda u'$

your turn!