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Proof of The Doubling Form on the Product of a Real Hilbert Space with Itself

lemmalem:doubling-form-product-hilbert-2026a
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Β· 3,721 chars Β· 10 deps Β· depth 21 Reason: Proof that the doubling form is a bounded symmetric bilinear form of norm at most two with the stated representing operator, and the resulting second-order calculus.

Bilinearity and symmetry are inherited from the inner product; the bound uses Cauchy-Schwarz together with the estimate of the norm of a difference of coordinates by the norm of the pair, and the second claim applies the known differentiation of a quadratic form to the multiple of the doubling form.

Proof

Write z=(x1,x2)z=(x_{1},x_{2}) and w=(y1,y2)w=(y_{1},y_{2}) for elements of HΓ—HH\times H, and recall from the definition of the product that the operations are componentwise and that ⟨z,w⟩=⟨x1,y1⟩+⟨x2,y2⟩\langle z,w\rangle=\langle x_{1},y_{1}\rangle+\langle x_{2},y_{2}\rangle.

Claim 1. The map (x1,x2)↦x1βˆ’x2(x_{1},x_{2})\mapsto x_{1}-x_{2} from HΓ—HH\times H to HH is linear, by the componentwise operations and the vector space axioms of HH. Hence bb is additive and homogeneous in its first argument by conditions (b) and (c) of Real Inner Product Space Β§inner-product, and in its second argument by Elementary Identities in a Real Inner Product Space Β§bilinear; and b(z,w)=b(w,z)b(z,w)=b(w,z) by condition (a), the symmetry of βŸ¨β‹…,β‹…βŸ©\langle\cdot,\cdot\rangle.

For the bound, note first that

∣x1βˆ’x2βˆ£β‰€βˆ£x1∣+∣x2∣|x_{1}-x_{2}|\le|x_{1}|+|x_{2}|

by The Norm Metric of a Real Inner Product Space: Triangle Inequalities, Limits and Continuity Β§triangle together with βˆ£βˆ’x2∣=∣x2∣|-x_{2}|=|x_{2}|, which holds by Elementary Identities in a Real Inner Product Space Β§homogeneity. Writing p=∣x1∣p=|x_{1}| and q=∣x2∣q=|x_{2}|, we have 0≀(pβˆ’q)2=p2βˆ’pqβˆ’pq+q20\le(p-q)^{2}=p^{2}-pq-pq+q^{2}, hence pq+pq≀p2+q2pq+pq\le p^{2}+q^{2} and therefore

(p+q)2=p2+pq+pq+q2≀p2+q2+p2+q2=2β€‰βˆ£z∣2,(p+q)^{2}=p^{2}+pq+pq+q^{2}\le p^{2}+q^{2}+p^{2}+q^{2}=2\,|z|^{2},

using claim 2 of Properties of the Product of Two Real Inner Product Spaces in the last step. As ∣x1βˆ’x2∣|x_{1}-x_{2}| and p+qp+q are nonnegative, claim 2 of Monotonicity of Squaring on the Nonnegative Elements of an Ordered Field gives ∣x1βˆ’x2∣2≀(p+q)2≀2∣z∣2|x_{1}-x_{2}|^{2}\le(p+q)^{2}\le2|z|^{2}, and likewise ∣y1βˆ’y2∣2≀2∣w∣2|y_{1}-y_{2}|^{2}\le2|w|^{2}. By The Cauchy-Schwarz Inequality in a Real Inner Product Space,

∣b(z,w)∣2≀(∣x1βˆ’x2βˆ£β€‰βˆ£y1βˆ’y2∣)2=∣x1βˆ’x2∣2β€‰βˆ£y1βˆ’y2∣2≀4β€‰βˆ£z∣2∣w∣2=(2β€‰βˆ£zβˆ£β€‰βˆ£w∣)2,|b(z,w)|^{2}\le\bigl(|x_{1}-x_{2}|\,|y_{1}-y_{2}|\bigr)^{2}=|x_{1}-x_{2}|^{2}\,|y_{1}-y_{2}|^{2}\le4\,|z|^{2}|w|^{2}=(2\,|z|\,|w|)^{2},

and since ∣b(z,w)∣|b(z,w)| and 2∣z∣∣w∣2|z||w| are nonnegative, ∣b(z,w)βˆ£β‰€2β€‰βˆ£zβˆ£β€‰βˆ£w∣|b(z,w)|\le2\,|z|\,|w|. Hence bb is a bounded symmetric bilinear form on HΓ—HH\times H, and βˆ₯bβˆ₯≀2\lVert b\rVert\le2 because βˆ₯bβˆ₯\lVert b\rVert is the least constant with this property, by the definition of the norm of a form.

For the representing operator, expand using Elementary Identities in a Real Inner Product Space Β§bilinear:

b(z,w)=⟨x1βˆ’x2,y1βˆ’y2⟩=⟨x1βˆ’x2,y1⟩+⟨x2βˆ’x1,y2⟩=⟨(x1βˆ’x2, x2βˆ’x1), w⟩,b(z,w)=\langle x_{1}-x_{2},y_{1}-y_{2}\rangle=\langle x_{1}-x_{2},y_{1}\rangle+\langle x_{2}-x_{1},y_{2}\rangle=\bigl\langle(x_{1}-x_{2},\,x_{2}-x_{1}),\,w\bigr\rangle,

the last equality by the definition of the product pairing. Since TbT_{b} is the unique map with b(z,w)=⟨Tbz,w⟩b(z,w)=\langle T_{b}z,w\rangle for all z,wz,w, by The Bounded Symmetric Operator Represented by a Bounded Symmetric Bilinear Form on a Real Hilbert Space Β§representation, we conclude Tbz=(x1βˆ’x2,x2βˆ’x1)T_{b}z=(x_{1}-x_{2},x_{2}-x_{1}). Finally, taking w=zw=z gives b(z,z)=⟨x1βˆ’x2,x1βˆ’x2⟩=∣x1βˆ’x2∣2b(z,z)=\langle x_{1}-x_{2},x_{1}-x_{2}\rangle=|x_{1}-x_{2}|^{2} by the definition of the norm.

Claim 2. The form Ξ±b\alpha b belongs to Sym(HΓ—H)\mathrm{Sym}(H\times H) by the scalar multiples of forms, and by claim 1,

12(Ξ±b)(z,z)=Ξ±2 b(z,z)=Ξ±2β€‰βˆ£x1βˆ’x2∣2=q(z).\tfrac{1}{2}(\alpha b)(z,z)=\tfrac{\alpha}{2}\,b(z,z)=\tfrac{\alpha}{2}\,|x_{1}-x_{2}|^{2}=q(z).

The space HΓ—HH\times H is a real Hilbert space by Properties of the Product of Two Real Inner Product Spaces Β§hilbert, so claim 2 of Affine and Quadratic Functions on a Real Hilbert Space are of Class C2C^2, applied to it and to the form Ξ±b\alpha b, gives q∈C2(HΓ—H)q\in C^{2}(H\times H) with Dq(z)=TΞ±bzDq(z)=T_{\alpha b}z and D2q(z)=Ξ±bD^{2}q(z)=\alpha b for every zz. By claim 4 of The Bounded Symmetric Operator Represented by a Bounded Symmetric Bilinear Form on a Real Hilbert Space, TΞ±b=Ξ±TbT_{\alpha b}=\alpha T_{b}, so

Dq(z)=α Tbz=α (x1βˆ’x2, x2βˆ’x1).Dq(z)=\alpha\,T_{b}z=\alpha\,(x_{1}-x_{2},\,x_{2}-x_{1}).

Claim 3. This is claim 4 of Affine and Quadratic Functions on a Real Hilbert Space are of Class C2C^2, applied to the real Hilbert space HΓ—HH\times H, to the form Ξ±b\alpha b and to the open subset WW.

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