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# Information weights of nucleotides in DNA sequences

## I Introduction

Since the famous paper by Crick et al.l\_Crick  it is generally accepted that there exists, in all living organisms, a code that makes possible information transfer from the sequences of four nucleotides in DNA to the sequences of 20 amino acids in proteins. Namely, the protein sequence is coded by codons which are the triplets of nucleotides - each corresponding to one amino acid in a protein sequence. There are 64 possible triplets and only 20 amino acids. Hence, the genetic code is degenerated. Crick et al.l\_Crick  proved, that codons are always read from the start, codon after codon, they do not overlap, there are no commas between them. Therefore, each strand of the coding region of a DNA molecule could be read in three different reading frames and all the statistical analyses of the coding properties of the DNA sequences should be done in a specific reference system consistent with the triplet nature of the genetic code l\_Dujon0 ; l\_cebrat3 ; l\_Dujon3 . Any other analysis basying only on a single sequence of nucleotides averages the coding information of the sequence and the coding structure cannot be observed clearly. Crick l\_Crick2 , formulated the Central Dogma of molecular biology, stating that genetic information first has to be transferred from DNA to RNA and next from RNA to protein. The wide discussion of the Central Dogma problem can be found in papers by Yockey l\_Yockey1 -l\_Yockey2 . The genetic code is universal in the sense that it is used by all living organisms and there is no found a counterexample until now. Thus, there should be the same simple rule in using the genetic code, does not matter how complex the organism is.

The coding sequence in DNA molecules can be thought as a message necessary to be transferred from source to receiver through a noisy information channel, e.g. l\_Oliver , l\_Yockey2 . Hence, the four letter alphabet (A,T,G,C) in DNA should be translated into a 20 letter alphabet of amino acids in protein. Shannon l\_Shannon  considered the generation of a message to be a Markov process, subject to a noise, and he introduced an expression for the measure of information in a message

$$H=k\underset{i}{}p_i\mathrm{log}p_i,$$
(1)
known as information entropy, where $`i`$ denotes letters of the alphabet under consideration, $`p_i`$ represents the probability of the symbol $`i`$, and the coefficient $`k`$ is for the purpose of a unit of measure. In the case of binary alphabet, one usually chooses logarithm base 2 in the above expression. Then, the amount of information in a message is measured with the help of an average number of bits necessary to code for all possible messages in optimal way. For example, the field, SEX, in a database needs only one bit to code for male and female, e.g. $`0=`$ female and $`1=`$ male. The question rises, how many bits are necessary to measure the amount of information carried by A,T,G,C in DNA coding sequences? If there is no additional information about the frequency of the occurrence of the nucleotides, then two bits are necessary for each nucleotide. On the other hand, the codons, coding for amino acids, need six bits of information for each codon, whereas the amino acids need on average only four bits. The additional information about the nucleotides, e.g., the compositional bias of DNA leading strand and lagging strand, makes possible to optimize the code in the way that the most frequent nucleotides can be represented by the smaller number of bits than the less frequent ones. However, there is an essential problem of the stability of such code with respect to noise (e.g., during translation process). This is the case if the one-bit code representing the field SEX in databases had been accidentally substituted by its counterpart in the process of reading this database. Thus, the amount of information representing the code under consideration cannot be too small and it should depend on the level of noise. The sense of the Shannon’s channel capacity theorem is that if one wants to send a message from source to receiver, with as few errors as possible, then the code of the message should posses some redundancy. The problem is how to find the suitable units measuring the genetic code? Yockey l\_Yockey2 , showed that codon cannot transfer 1.7915 bits of its six-bit alphabet to the protein sequence even if there are no errors (noise). This is almost $`30`$% of the total information carried out by codons. We showed, that in the case of the B.burgorferi genome the lower bound of the fraction of nucleotides, which is not subject to mutations could represent even about $`36`$% of the nucleotide occurrence in the genes. Thus, the number of bits, which cannot be transferred, could be much larger.

The necessity of the suitable weight given to nucleotides, in such a way that they be consistent with the amino acid structure, is notified also in papers dealing with DNA symmetry consideration in terms of group theory l\_Duplij . In the following, we suggested an example of the information weights given to nucleotides, which is sufficient for statistical analyses in the scale of whole genome. In particular, we showed that only one requirement on the capacity of the information channel, that the number of bits transferred through the channel in a message ($`3k`$-oligomer) cannot exceed a suitable threshold value, is sufficient to reproduce the nucleotide composition in each codon of the $`3k`$-oligomers.

The problem discussed by us is closely related with designing DNA codes, which is important for biotechnology applications, e.g. in storing and retrieving information in synthetic DNA strands or as molecular bar codes in chemical libraries. This has been discussed recently by Marathe et al.l\_dnacode  (see also very rich literature within).

## II Information weights of nucleotides

In papers l\_linear1 ,l\_linear2 ,l\_linear3 , we concluded that in natural genome the frequency of occurrence $`f_j`$ of the nucleotides ($`j`$=A, T, G, C), in the third position in codons, is linearly related to the respective mean survival time $`\tau _j`$,

$$f_j=m_0\tau _j+c_0,$$
(2)
with the same coefficients, $`m_0`$ and $`c_0`$, for each nucleotide. The coefficient $`m_0`$ is proportional to mutation rate $`u`$, experienced by the genome under consideration. This means, that in natural genome, with balanced mutation pressure and selectional pressure, the nucleotide occurrences are highly correlated. This observation does not contradict to the Kimura’s neutral theory l\_neutral  of evolution, which assumes the constancy of the evolution rate, where the mutations are random events, much the same as the random decay events of the radioactive decay. Actually, the mutations are random but they are correlated with the DNA composition. Thus, the frequency $`f_j`$ contains information specific for genome and therefore it seems to be a natural candidate to model information weight for nucleotides. In this case, the entropy (Eq. 1) of a message consisting of symbols A, T, G, C reads as

$$H=\underset{j=A,T,G,C}{}f_j\mathrm{log}_2(\frac{1}{f_j})=<\mathrm{log}_2(\frac{1}{f_j})>,$$
(3)
where $`\mathrm{log}_2(\frac{1}{f_j})`$ represents the number of bits necessary to code nucleotide $`j`$ in optimal way, and the brackets in the last expression denote an expectation value of the number.

The question rises, whether we could estimate a fraction $`\stackrel{~}{f_j}`$ in the frequency $`f_j`$, which is not influenced by nucleotide substitutions. To answer the question, we considered the probability, that nucleotide $`j`$ becomes non-mutated, which is equal to

$$P_j=1u\underset{ij}{}W_i,$$
(4)
where $`W_i`$ is the relative mutation probability,

$$W_j=\underset{ij}{}W_{ij},$$
(5)
being a sum of the relative probabilities that nucleotide $`j`$ will mutate to the nucleotide $`i`$, and $`W_A+W_T+W_G+W_C=1`$. The parameter $`u`$ represents mutation rate. In the case of the B.burgdorferi genome, we have found (l\_linear1 ,l\_linear2 ,l\_linear3 ) an empirical mutation table, applying for genes of leading DNA strand, where the values of $`W_{ij}`$ are the following:

$$\begin{array}{c}W_{GA}=0.0667W_{GT}=0.0347W_{GC}=0.0470\hfill \\ W_{AG}=0.1637W_{AT}=0.0655W_{AC}=0.0702\hfill \\ W_{TG}=0.1157W_{TA}=0.1027W_{TC}=0.2613\hfill \\ W_{CG}=0.0147W_{CA}=0.0228W_{CT}=0.0350\hfill \end{array}$$
(6)
The probability $`W_j`$ is related to the mean survival time in Eq. 2 as follows (derivation can be found in l\_linear1 ):

$$\tau _j=\frac{1}{ln(1uW_j)}\frac{1}{uW_j}.$$
(7)
In the extreme case of $`u=1`$, we can obtain the lower bound for the probability $`P_j`$ (Eq. 4) that nucleotide $`j`$ becomes unchanged by mutation at some instant of time $`t`$. We used these values to construct information weights for nucleotides without the contribution of the substitutions. To this aim, we normalized the probabilities, $`P_j`$, and each nucleotide has been assigned a value

$$B_j=\mathrm{log}_2(1/P_j),$$
(8)
being an average number of bits necessary to code this nucleotide in optimal way. We have got the following values for the information capacity of the particular nucleotides,

$$B_A=1.79457,B_T=1.89278,B_G=2.27122,B_C=2.08743.$$
(9)
In Fig. 2 there is presented, what is the fraction $`\stackrel{~}{f_j}`$ in the frequency $`f_j`$ of non-mutated nucleotides when $`u=1`$. This fraction has been obtained with the help of the normalized probabilities $`P_j`$:

$$\stackrel{~}{f_j}=P_jf_j.$$
(10)
In the other extreme case when $`u=0`$ (no substitutions) the slope of the corresponding line in Fig. 1 would be equal to $`\pi /4`$. Hence, the lower bound on the fraction of nucleotides, which is not subject to mutations represents about $`36`$% of the nucleotide occurrence in the genes. The observed, in Fig. 1, linear relation between the fraction $`f_j`$ of nucleotide in coding sequences and the fraction $`\stackrel{~}{f_j}`$ of non-mutated nucleotides in the fraction is implicated by the linear law in Eq. 2.

The numbers in Eq. 9 can be compared to the corresponding values originating from nucleotide occurrence $`f_j`$ in the position ($`3`$) in codons of genes. They are the following:

$$B_A=1.7123,B_T=1.0356,B_G=2.8439,B_C=3.8841.$$
(11)
Notice, that both series of information weights share the same order of appearance.

## III Information weights of amino acids

Recentlyl\_submit , we showed that the mean survival time of amino acids depends on their frequency of occurrence in proteins according to a power law,

$$\tau _jF_j^\alpha ,$$
(12)
where $`j`$ denotes 20 amino acids. The exponent has a negative value in the case of both selection pressure and mutation pressure, and a positive value in the case of pure mutation pressure. There is no selectional data for single genome but there is available a table of amino acid substitutions published by Jones et al. l\_Jones , which results from statistical analysis of 16130 protein sequences from few species. The table represents so called PAM1 matrix, corresponding to 1 percent of substitutions between two compared sequences. We found l\_submit  that $`\alpha 1.3`$ for the table. In the case of the B.burgdorferi genome, we succeeded to generate a table of substitutions representing a pure mutational pressure applied onto genes from leading DNA strand, and we have got $`\alpha 0.3`$ l\_submit . The exponent concerning pure mutational pressure is species specific.

The power law relation in Eq. 12 confirms that the occurrence of amino acids in protein sequences is highly correlated. Therefore, for each amino acid we calculated the probability that it is unchanged, in the same way as in Eq. 4. Next, we calculated the respective information weights. They take the values presented in Table 1.

## IV Model of information flow through a channel

In our case, the counterpart of the Shannon’s message in a channel is a $`3k`$-oligomer of nucleotides and the sequence is translated into corresponding $`k`$ amino acids. We analyzed the case of $`k=3,4,\mathrm{},10`$. The first step, we have done, was the partitioning of all the genes under consideration into non-overlapping $`3k`$-oligomers. Next, each nucleotide has been assigned information weight $`B_j`$ (Eqs. 8 and 9) according to the description in the previous section.

We analyzed all possible $`3k`$-oligomers, for each gene, and we found the lower bound and the upper bound of the information capacity

$$b_k=\underset{i=1}{\overset{k}{}}B_{j_i}$$
(13)
of $`k`$-nucleotides separately in the position ($`1`$), ($`2`$), and ($`3`$) in codons. It is known that the three subsequences of nucleotides, in the three positions in codons, are highly correlated and their composition is strongly asymmetric (e.g., l\_Cebrat2 ,l\_Cebrat4 ). The triplets of nucleotides (codons) have been translated into amino acids and the lower and upper bounds have been found also for amino acids. The results for $`k=6`$ ($`18`$-oligomers have been considered) are presented in Table 2, where the weights $`\{B_j\}`$ which have been used are defined as in Eq. 9. Notice, that the range of the differences among the numbers of bits representing oligonucleotides specific for each position in codons of the examined $`18`$-oligomers is of the order of maximum $`3`$ bits whereas the corresponding range for the amino acids is about four times larger. We would like to underline that if we had measured the nucleotides with the values of $`B_j`$ introduced in Eq. 11, the ones originating from the nucleotide occurrences $`f_j`$, then the range of the corresponding differences would be almost four times larger. This is trivial: the increase in the amount of the carried information implies larger flexibility of information packing and it increases its stability with respect to substitutions. It is worth to add that contrary to the information weights for nucleotides there is almost no difference in the amount of information carried by amino acids between the case of the weights derived from the PAM1 matrix and the case of weights derived from the frequency of occurrence of the particular amino acids. The result suggests that only a fraction of the coding sequence in DNA molecule is considered to be important for the synthesis of proteins and the fraction could have very small packing flexibility. The tight packing of the nucleotide information would be consistent with our earlier observation that three subsequences of nucleotides, representing nucleotides in position 1, 2, and 3 of codons, have strongly asymmetric composition (e.g., l\_Cebrat2 ,l\_Cebrat4 ).

One of our main results, is that in the case of suitably chosen information weights $`B_j`$ for nucleotides, the only one requirement, that the number of bits in $`3k`$-oligomer cannot exceed some threshold value, is sufficient to reproduce the nucleotide composition in each codon of the $`3k`$-oligomers. The premise of the property could be seen in Fig. 2, where an overlap parameter is plotted between the classes of the $`6`$-nucleotides used in the third position in codons of genes of the B.burgdorferi and these $`6`$-oligonucleotides from among all $`4096`$ $`6`$-oligomers (there are $`4^k`$ $`k`$-tuples in the four letter alphabet), which fulfill the condition that the total number of bits cannot exceed an assumed threshold value (information channel capacity). The overlap parameter has been defined as follows:

$$q=\frac{x}{x+y+z}$$
(14)
where $`x`$ denotes the number of generated classes of the sequences, $`k`$ nucleotides long, which are exactly the same $`k`$-sequences as in natural genome, $`y`$ denotes the number of generated classes of sequences, which are different from those in natural genome, and $`z`$ denotes the number of classes of sequences in natural genome which have not been selected by the condition that the total number of transferred bits cannot exceed some assumed value. In Fig. 2, we can notice that the overlap parameter can take maximum value if the average number of bits representing nucleotides is suitably chosen. There is no recognition of the compared $`k`$-oligonucleotides in the case of the loss of information when all nucleotides have assigned the same weight $`B_j=1`$. In the case when all nucleotides have assigned a weight equal to two bits there is only a signal that below same threshold value of assumed channel capacity there is no coincidence between natural and artificial sequences. There are, in the figure, two curves with the largest value of maximum value of $`q`$, which are corresponding to two different sets $`\{B_j\}`$ of information weights associated with nucleotides. The left curve represents information capacity calculated with the help of the empirical substitution table of nucleotides l\_linear1 ,l\_linear2 ,l\_linear3  (Eq. 6), whereas the right one is related with the frequency of occurrence of nucleotides in genome. In general, one could find more representations $`\{B_j\}`$ of information weight leading to the same result (the same maximum value). The trivial ones are those representations which correspond to other values of mutation rate $`u`$. We expect that the optimum representation should be that which requires less amount of redundant bits. Hence, the left curve in Fig. 2 could represent the case with the minimal information weights for nucleotides necessary to be transferred to proteins. The results for $`k`$-oligonucleotides with another value of $`k`$ can be found in Fig. 3 in the case of when the information weights have been chosen as in Eq. 9.

## V Discussion of the results

The presence of the lower and upper bound for information packing both in DNA sequences and protein sequences imposes natural boundaries in the model of Shannon’s channel. Therefore we generated with the help of computer random number generator as many of $`3k`$-oligomers as there are in genes of natural genome and all the oligomers were fulfilling the following three conditions:

* the frequency of occurrence of nucleotides was the same as in coding sequences of natural genome, separately in position ($`1`$), ($`2`$) and ($`3`$) in codons,
* each nucleotide is assigned a value $`B_j`$ (Eqs. 9,11),
* the lower bound and the upper bound for the selected $`k`$-nucleotides in each position in codons of $`3k`$-oligomers could not exceed the values of the lower and upper bound for genes in natural genome as well as the triplets of nucleotides from $`3k`$-oligomers could not exceed the lower and the upper bound for amino acids after translation of the considered sequence of nucleotides into a sequence of amino acids.

We found, that the distributions of the generated by computer $`k`$-nucleotides in all nucleotide positions in codons coincide up to the noise introduced by the over-represented and under-representated oligonucleotides with the corresponding distributions in natural genome. This could be seen in the Figs. 4-6, where we placed all generated oligomers and natural ones in a space \[A,T,G,C\] with the help of IFS (Iterated Function System) transformation l\_Barnsley . In the case of $`k=6`$, the points of the space \[A,T,G,C\] represent all possible $`4096`$ classes of $`k`$-tuples of nucleotides and the hills represent the numbers of the same sequences in the class. The detailed construction of the \[A,T,G,C\] space can be found in our paper l\_konfer . The representation is similar to the chaos game representation of DNA sequences in the form of fractal images first developed by Jeffrey l\_jeffrey  and followed by others, e.g., l\_Hao . The size of the hills is closely related to the mutation pressure and selection. The particular case of the statistical properties of short oligonucleotides have been discussed recently by Buldyrev et al. l\_buldyrev2 . In particular, they showed that the number of dimeric tandem repeats in coding DNA sequences is exponential, whereas in non-coding sequences it is more often described by a power law. Other analysis of the $`k`$-oligomers, like Zipf analysis, can be found elsewhere, e.g., l\_stan3 ,l\_ausloos1 .

In the Figs. 4-6, the best result with respect to comparison of the natural sequences with the reconstructed oligomers we have got for the third position in codons, whereas the worst one we have got for the second position in codons. However, the reconstruction of the second position in codons and the first one also shares many features common with the natural genome. The choice of another set of $`\{B_j\}`$, the one originating from the nucleotide occurrence $`f_j`$ (Eq. 11), leads to very similar results. We showed this in Fig. 7 for position ($`2`$) in codons. In the figure, all $`k`$-oligonucleotides have been assigned a rank with respect to their occurrence and there is plotted their number in each number $`4096`$ classes versus the rank. The three cases are plotted in the figure: the number of $`k`$-nucleotides in natural genome (continuous line), the number of $`k`$-nucleotides in generated sequences, where the information weights have been defined in Eq. 9 (dots), and where the information weights have been defined in Eq. 11 (crosses). As we can see, even in the case of the weakest reconstruction of DNA oligomers for the position ($`2`$) in codons, the number of representants of each of the $`4096`$ classes well approximates the corresponding number in natural genome. Much better approximation we have got for the first position in codons and the third one. It seems, that suggested by us information weights $`B_j`$, in Eq. 9, basying on the mutation table for nucleotides, estimate information carried out by nucleotides better because they correspond to the smaller size of the information channel. This could be as in the example, given by Yockey l\_Yockey2 , of bar code attached to packages items in stores that permits the cashier to record the price of the item. Namely, the amount of information estimated by us with the help of mutation table for nucleotides represents the sense code whereas the remaining part of it represents the redundant bits. Hence, the frequency of occurrence of nucleotides in natural genome represents two types of information being compromise between selection and mutation pressure. It is worth to add, that analogous information redundancy in protein sequences is very small.

The obtained by us reconstruction of DNA sequences with the help of only one rule, that the number of transferred bits cannot exceed some threshold value, suggests that the width of information channel is the basic mechanism of the information packing in DNA coding sequences. This is consistent with the statement, that if the genetic code is universal, i.e. concerning all living organisms, then it must follow the same simple rules of coding.

There is different research done in the field of combinatorial DNA words design by Marathe et al. l\_dnacode , in which they discuss some constrains imposed on constructed code, like Hamming constraint, free energy constraint etc. Their paper is one of the papers dealing with the study of biotechnological applications of DNA information. Our result, basying on the usage of the table of substitution rates for nucleotides and amino acids, could be also used as a new possibility of the designing the code of synthetic DNA for biotechnology purposes.

## VI Conclusions

Our results suggest that genetic code imposes very tight packing of the nucleotide information in DNA sequences. There is a fraction in the frequency of occurrence of nucleotide in coding sequences which represents the minimum inherited information whereas the remaining part concerns redundant information, ensuring that the DNA code is stable against mutations. This observation is not contradictory with the Kimura’s neutral theory l\_neutral  of evolution. The mutations are random events but they are correlated with the DNA composition.

There is possible that our method of the construction of the suitable information weights of nucleotides could be used to discriminate genes in DNA sequences.

There is also possibility to use our method in some biotechnological applications dealing with designing synthetic DNA code.


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# Analytical solution of a new class of integral equations

## 1 Introduction

In monograph  (see also ) estimation theory for random fields and processes is constructed. The estimation problem for a random process is as follows. Let $`u(x)=s(x)+n(x)`$ be a random process observed on the interval $`(0,L)`$, $`s(x)`$ is a useful signal and $`n(x)`$ is noise. Without loss of generality we assume that $`\overline{s(x)}=\overline{n(x)}=0`$, where the overbar stands for the mean value, $`\overline{u^{}(x)u(y)}:=R(x,y)`$, $`R(x,y)=\overline{R(y,x)}`$, $`\overline{u^{}(x)s(y)}:=f(x,y)`$, and the star here stands for complex conjugate. The covariance functions $`R(x,y)`$ and $`f(x,y)`$ are assumed known. One wants to estimate $`s(x)`$ optimally in the sense of minimum of the variance of the estimation error. More precisely, one seeks a linear estimate

$$Tu=_0^Lh(x,y)u(y)𝑑y,$$
(1.1)
such that

$$\overline{\left|(Tu)(x)s(x)\right|^2}=\text{ min.}$$
(1.2)
This is a filtering problem. Similarly one can formulate the problem of optimal estimation of $`(As)(x)`$, where $`A`$ is a known operator acting on $`s(x)`$. If $`A=I`$, where $`I`$ is the identity operator, then one has the filtering problem, if $`A`$ is the differentiation operator, then one has the problem of optimal estimation of the derivative of $`s`$, if $`As=s(x+x_0)`$, then one has an extrapolation problem, etc. The kernel $`h(x,y)`$ is, in general, a distribution. As in , one derives a necessary condition for $`h`$ to satisfy (1.2):

$$_0^LR(x,y)h(y,z)𝑑y=f(x,z),0x,zL.$$
(1.3)
Since $`z`$ enters as a parameter in (1.3), the basic equation of estimation theory is:

$$Rh:=_0^LR(x,y)h(y)𝑑y=f(x),0xL.$$
(1.4)
The operator in $`L^2(0,L)`$ defined by (1.4) is symmetric. In  it is assumed that the kernel

$$R(x,y)=_{\mathrm{}}^{\mathrm{}}\frac{P(\lambda )}{Q(\lambda )}\mathrm{\Phi }(x,y,\lambda )𝑑\rho (\lambda ),$$
(1.5)
where $`P(\lambda )`$ and $`Q(\lambda )`$ are positive polynomials, $`\mathrm{\Phi }(x,y,\lambda )`$ and $`d\rho (\lambda )`$ are spectral kernel and, respectively, spectral measure of a selfadjoint ordinary differential operator $`\mathrm{}`$ in $`L^2()`$, $`\mathrm{deg}Q(\lambda )=q`$, $`\mathrm{deg}P(\lambda )=p<n`$, $`p0`$, $`\text{ ord }\mathrm{}:=\sigma >0`$. Actually in  the multidimensional case, when $`x,y^r`$, $`r>1`$, and $`\mathrm{}`$ is a selfadjoint elliptic operator in $`L^2(^r)`$ is also considered.

It is proved in  that the operator $`R:\dot{H}^\alpha (0,L)H^\alpha (0,L)`$, $`\alpha :=\frac{nm}{2}\sigma `$ is an isomorphism. By $`H^\alpha (0,L)`$ the Sobolev space $`W^{\alpha ,2}(0,L)`$ is denoted, and $`\dot{H}^\alpha (0,L)`$ is the dual space to $`H^\alpha (0,L)`$ with respect to $`L^2(0,L):=H^0(0,L)`$ inner product. Namely, $`\dot{H}^\alpha (0,L)`$ is the space of distributions $`h`$ which are linear bounded functionals on $`H^\alpha (0,L)`$. The norm of $`h\dot{H}^\alpha (0,L)`$ is given by the formula

$$h_{\dot{H}^\alpha (0,L)}=\underset{gH^\alpha (0,L)}{sup}\frac{|(h,g)|}{g_{H^\alpha (0,L)}},$$
(1.6)
where $`(h,g)`$ is the $`L^2(0,L)`$ inner product if $`h`$ and $`g`$ belong to $`L^2(0,L)`$.

One can also define $`\dot{H}^\alpha (0,L)`$ as the subset of the elements of $`H^\alpha ()`$ with support in $`[0,L]`$.

In this paper we generalize the class of kernels $`R(x,y)`$ defined in (1.5): we do not use the spectral theory, do not assume $`\mathrm{}`$ to be selfadjoint, and do not assume that the operators $`Q`$ and $`P`$ commute.

We assume that

$$QR=P\delta (xy),$$
(1.7)
where $`Q`$ and $`P`$ are formal differential operators of orders $`n`$ and $`m`$ respectively, $`n>m0`$, $`n`$ and $`m`$ are even integers, $`\delta (x)`$ is the delta-function,

$$Qu:=\underset{j=0}{\overset{n}{}}q_j(x)u^{(j)},q_n(x)c>0,Ph:=h^{(m)}+\underset{j=0}{\overset{m1}{}}p_j(x)h^{(j)},$$
(1.8)
where $`q_j`$ and $`p_j`$ are smooth functions defined on $``$. We also assume that the equation $`Qu=0`$ has $`\frac{n}{2}`$ linearly independent solutions $`u_j^{}L^2(\mathrm{},0)`$ and $`\frac{n}{2}`$ linearly independent solutions $`u_j^+L^2(0,\mathrm{})`$. In particular, this implies that if $`Qh=0`$, $`hH^\alpha ()`$, $`\alpha >0`$, then $`h=0`$, and the same conclusion holds for $`hH^\beta ()`$ for any fixed real number $`\beta `$, including negative $`\beta `$, because any solution to the equation $`Qh=0`$ is smooth: it is a linear combination of $`n`$ linearly independent solution to this equation, each of which is smooth and none belongs to $`L^2()`$.

Let us assume that $`R(x,y)`$ is a selfadjoint kernel such that

$$c_1\phi _{}^2(R\phi ,\phi )c_2\phi _{}^2,c_1=\text{ const }>0,\phi C_0^{\mathrm{}}(),$$
(1.9)
where $`(,)`$ is the $`L^2()`$ inner product, $`\phi _{}:=\phi _{H^\alpha ()}:=\phi _\alpha `$, $`\alpha :=\frac{nm}{2}`$, $`\phi _\beta :=\phi _{H^\beta ()},`$ and we use below the notation $`\phi _+:=\phi _{H^\alpha (0,L)}:=\phi _{H^+}`$. The spaces $`H^\alpha (0,L)`$ and $`\dot{H}^\alpha (0,L)`$ are dual of each other with respect to the $`L^2(0,L)`$ inner product, as was mentioned above. If $`\phi \dot{H}^\alpha (0,L)`$, then $`\phi H^\alpha (),`$ and the inequality (1.9) holds for such $`\phi `$. By this reason we also use (for example, in the proof of Theorem 1.1 in Section 2) the notation $`H^{}`$ for the space $`\dot{H}^\alpha (0,L)`$.

Assumption (1.9) holds, for example, if the following inequalities (1.10) and (1.11) hold:

$$c_3\phi _{\alpha +n}Q^{}\phi _\alpha c_4\phi _{\alpha +n},c_3,c_4=\text{ const }>0,\phi C_0^{\mathrm{}}(),$$
(1.10)
$$c_5\phi _{\frac{n+m}{2}}^2(PQ^{}\phi ,\phi )c_6\phi _{\frac{n+m}{2}}^2,\phi C_0^{\mathrm{}}(),$$
(1.11)
where $`Q^{}`$ is a formally adjoint to $`Q`$ differential expression, and $`c_5`$ and $`c_6`$ are positive constants independent of $`\phi C_0^{\mathrm{}}()`$. The right inequality (1.11) is obvious because $`\text{ ord }PQ^{}=n+m`$, and the right inequality (1.10) is obvious because $`\text{ ord }Q^{}=n.`$

Let us formulate basic results of this paper.

###### Theorem 1.1.

If (1.9) holds, then the operator $`R`$, defined in (1.5), is an isomorphism of $`\dot{H}^\alpha (0,L)`$ onto $`H^\alpha (0,L)`$, $`\alpha =\frac{nm}{2}`$.

###### Theorem 1.2.

If (1.7), (1.10) and (1.11) hold, then (1.9) holds and $`R:\dot{H}^\alpha (0,L)H^\alpha (0,L)`$ is an isomorphism.

###### Theorem 1.3.

If (1.7), (1.10) and (1.11) hold, and $`fH^n(0,L)`$, then the solution to (1.4) in $`\dot{H}^\alpha (0,L)`$ does exist, is unique, and can be calculated analytically by the following formula:

$$h=_0^xG(x,y)Qf𝑑y+\underset{j=0}{\overset{n\alpha 1}{}}\left[a_j^{}(1)^jG_y^{(j)}(x,0)+a_j^+(1)^jG_y^{(j)}(x,L)\right],$$
(1.12)
where $`a_j^\pm `$ are some constants and $`G(x,y)`$ is the unique solution to the problem

$$PG=\delta (xy),G(x,y)=0\text{for}x<y.$$
(1.13)
The constants $`a_j^\pm `$ are uniquely determined from the condition $`h(x)=0`$ for $`x>L`$.

###### Remark 1.4.

The solution $`h\dot{H}^\alpha (0,L)`$ is the solution to equation (1.4) of minimal order of singularity (see ).

###### Remark 1.5.

If $`P=1`$ in (1.7) then the solution $`h`$ to (1.4) of minimal order of singularity, $`h\dot{H}^{\frac{n}{2}}(0,L),`$ can be calculated by the formula $`h=QF`$, where $`F`$ is given by (2.9) (see below) and $`u_+`$ and $`u_{}`$ are the unique solutions of the problems $`Qu_+=0`$ if $`x>L`$, $`u_+^{(j)}(L)=f^{(j)}(L)`$, $`0j\frac{n}{2}1`$, $`u_+(\mathrm{})=0`$, and $`Qu_{}=0`$ if $`x<0`$, $`u_{}^{(j)}(0)=f^{(j)}(0)`$, $`0j\frac{n}{2}1`$, $`u_{}(\mathrm{})=0`$.

## 2 Proofs

###### Proof of Theorem 1.1..

The set $`C_0^{\mathrm{}}(0,L)`$ is dense in $`\dot{H}^\alpha (0,L)`$ (in the norm of $`H^\alpha ()`$). Using the right inequality (1.9), one gets:

$$R_{H^{}H^+}=\underset{hH^{}}{sup}\frac{(Rh,h)}{h_{}^2}c_2,$$
(2.1)
by the symmetry of $`R`$ in $`L^2(0,L)`$ (cf \[1, p.40\]). This implies $`R_{H^{}H^+}c_2`$. Using the left inequality (1.9), one gets: $`c_1h_{}^2Rh_+h_{}`$, so

$$c_1h_{}Rh_+.$$
(2.2)
Therefore

$$R^1_{H^+H^{}}\frac{1}{c_1}.$$
(2.3)
Consequently, the range $`Ran(R)`$ of $`R`$ is a closed subspace of $`H^+.`$ In fact, $`Ran(R)=H^+`$. Indeed, if $`Ran(R)H^+`$, then there exists a $`gH^{}`$ such that $`0=(R\psi ,g)`$ $`\psi H^{}`$. Taking $`\psi =g`$ and using the left inequality (1.9) one gets $`g_{}=0`$, so $`g=0`$. Thus $`Ran(R)=H^+`$.

Theorem 1.1 is proved. $`\mathrm{}`$

###### Proof of Theorem 1.2..

From (1.7) and (1.8) it follows that the kernel $`R(x,y)`$ defines a pseudodifferential operator of order $`2\alpha =mn`$. In particular, this implies the right inequality (1.9). In this argument inequalities (1.10) and (1.11) were not used.

Let us prove that (1.10) and (1.11) imply the left inequality (1.9).

One has

$$Q^{}\phi _\alpha C\phi _{n\alpha },\phi C_0^{\mathrm{}}(),$$
(2.4)
because $`\text{ ord }Q^{}=n`$. Inequality (1.10) reads:

$$c_3\phi _{\alpha +n}Q^{}\phi _\alpha c_4\phi _{\alpha +n},\phi C_0^{\mathrm{}}(),$$
(2.5)
where $`c_3`$ and $`c_4`$ are positive constants. If (2.5) holds, then $`Q^{}:H^{\alpha +n}()H^\alpha ()`$ is an isomorphism of $`H^{\alpha +n}()`$ onto $`H^\alpha ()`$ provided that $`N(Q):=\{w:Qw=0,wH^\alpha ()\}=\{0\}`$. Indeed, if the range of $`Q^{}`$ is not all of $`H^\alpha ()`$, then there exists an $`w0`$, $`wH^\alpha ()`$ such that $`(Q^{}\phi ,w)=0`$ $`\phi C_0^{\mathrm{}}()`$, so $`Qw=0.`$ If $`Qw=0`$ and $`wH^\alpha ()`$, then, as was mentioned below formula (1.8), it follows that $`w=0`$. This proves that $`Ran(Q^{})=H^\alpha ()`$.

Inequality (1.11) is necessary for the left inequality (1.9) to hold. Indeed, let $`\psi =Q^{}\phi `$, $`\phi C_0^{\mathrm{}}()`$, then (1.9) implies

$$c_5\phi _{\alpha +n}^2cQ^{}\phi _\alpha ^2(RQ^{}\phi ,Q^{}\phi )=(QRQ^{}\phi ,\phi )=(PQ^{}\phi ,\phi ),$$
(2.6)
where $`c>0`$ here (and elsewhere in this paper) stands for various estimation constants. Because $`\alpha +n=\frac{n+m}{2}`$, inequality (2.6) is the left inequality (1.11). The right inequality (1.11) is obvious because the order of the operator $`PQ^{}`$ equals to $`n+m`$.

Let us prove now that inequalities (1.11) and (1.10) are sufficient for the left inequality (1.9) to hold.

Using the right inequality (1.10) and the left inequality (1.11), one gets:

$$c\psi _\alpha ^2c_5\phi _{\frac{n+m}{2}}^2(PQ^{}\phi ,\phi )=(R\psi ,\psi ),\psi =Q^{}\phi ,\phi C_0^{\mathrm{}}().$$
(2.7)
Let us prove that the set $`\{\psi \}=\{Q^{}\phi \}_{\phi C_0^{\mathrm{}}()}`$ is dense in $`\dot{H}^\alpha (0,L)`$. Assume the contrary. Then there is an $`h\dot{H}^\alpha (0,L)`$, $`h0`$, such that $`(Q^{}\phi ,h)=0`$ for all $`\phi C_0^{\mathrm{}}()`$. Thus, $`(\phi ,Qh)=0`$ for all $`\phi C_0^{\mathrm{}}()`$. Therefore $`Qh=0`$, and, by the argument given below formula (1.8), it follows that $`h=0`$. This contradiction proves that the set $`\{Q^{}\phi \}_{\phi C_0^{\mathrm{}}()}`$ is dense in $`\dot{H}^\alpha (0,L)`$.

Consequently, (2.7) implies the left inequality (1.9). The right inequality (1.9) is an immediate consequence of the observation we made earlier: (1.7) and (1.8) imply that $`R`$ is a pseudodifferential operator of order $`2\alpha =(n+m)`$.

Theorem 1.2 is proved. $`\mathrm{}`$

###### Proof of Theorem 1.3..

Equations (1.4) and (1.7) imply

$$Ph=g:=QF.$$
(2.8)
Here

$$F:=\{\begin{array}{cc}u_{},\hfill & x<0,\hfill \\ f,\hfill & 0xL,\hfill \\ u_+,\hfill & x>L,\hfill \end{array}$$
(2.9)
where

$$Qu_{}=0,x<0,$$
(2.10)
$$Qu_+=0,x>L,$$
(2.11)
and $`u_{}`$ and $`u_+`$ are chosen so that $`FH^\alpha ()`$. This choice is equivalent to the conditions:

$$u_{}^{(j)}(0)=f^{(j)}(0),0j\alpha 1,$$
(2.12)
$$u_+^{(j)}(L)=f^{(j)}(L),0j\alpha 1.$$
(2.13)
If $`FH^\alpha ()`$, then $`g:=QFH^{\alpha n}()=H^{\frac{n+m}{2}}()`$, and, by (2.9), one gets:

$$g=Qf+\underset{j=0}{\overset{n\alpha 1}{}}\left[a_j^{}\delta ^{(j)}(x)+a_j^+\delta ^{(j)}(xL)\right],$$
(2.14)
where $`a_j^\pm `$ are some constants. There are $`n\alpha =\frac{n+m}{2}`$ constants $`a_j^+`$ and the same number of constants $`a_j^{}`$.

Let $`G(x,y)`$ be the fundamental solution of the equation

$$PG=\delta (xy)\text{ in },$$
(2.15)
which vanishes for $`x<y`$:

$$G(x,y)=0\text{ for }x<y.$$
(2.16)
###### Claim.

Such $`G(x,y)`$ exists and is unique. It solves the following Cauchy problem:

$$PG=0,x>y,G_x^{(j)}(x,y)|_{x=y+0}=\delta _{j,m1},0jm1,$$
(2.17)
satisfies condition (2.16), and can be written as

$$G(x,y)=\underset{j=1}{\overset{m}{}}c_j(y)\phi _j(x),x>y,$$
(2.18)
where $`\phi _j(x)`$, $`1jm`$, is a linearly independent system of solutions to the equation:

$$P\phi =0.$$
(2.19)
###### Proof of the claim..

The coefficients $`c_j(y)`$ are defined by conditions (2.17):

$$\underset{j=1}{\overset{m}{}}c_j(y)\phi _j^{(k)}(y)=\delta _{k,m1},0km1.$$
(2.20)
The determinant of linear system (2.20) is the Wronskian $`W(\phi _1,\mathrm{},\phi _m)0`$, so that $`c_j(y)`$ are uniquely determined from (2.20).

The fact that the solution to (2.17), which satisfies (2.16), equals to the solution to (2.15) – (2.16) follows from the uniqueness of the solution to (2.15) – (2.16) and (2.17) – (2.16), and from the observation that the solution to (2.15) – (2.16) solves (2.17) – (2.16). The uniqueness of the solution to (2.17) – (2.16) is a well-known result.

Let us prove uniqueness of the solution to (2.15) – (2.16). If there were two solutions, $`G_1`$ and $`G_2`$, to (2.15) – (2.16), then their difference $`G:=G_1G_2`$, would solve the problem:

$$PG=0\text{ in },G=0\text{ for }x<y.$$
(2.21)
By the uniqueness of the solution to the Cauchy problem, it follows that $`G0`$. Note that this conclusion holds in the space of distributions as well, because equation (2.21) has only the classical solutions, as follows from the ellipticity of $`P`$. Thus the claim is proved. $`\mathrm{}`$

From (2.8) and (2.14) – (2.16) one gets:

$`h=`$ $`{\displaystyle _0^x}G(x,y)Qf𝑑y+{\displaystyle _0^x}G(x,y){\displaystyle \underset{j=0}{\overset{n\alpha 1}{}}}\left[a_j^{}\delta ^{(j)}(y)+a_j^+\delta ^{(j)}(yL)\right]dy`$
$`=`$ $`{\displaystyle _0^x}G(x,y)Qf𝑑y+{\displaystyle \underset{j=0}{\overset{n\alpha 1}{}}}(1)^j\left[G_y^{(j)}(x,y)|_{y=0}a_j^{}+G_y^{(j)}(x,y)|_{y=L}a_j^+\right]`$
$`:=`$ $`{\displaystyle _0^x}G(x,y)Qf𝑑y+H(x).`$ (2.22)
It follows from (2.22) that $`hH^\alpha ()`$ and

$$h=0\text{ for }x<0,$$
(2.23)
that is, $`(h,\phi )=0`$ $`\phi C_0^{\mathrm{}}()`$ such that $`\text{ supp }\phi (\mathrm{},0)`$. In order to guarantee that $`h\dot{H}^\alpha (0,L)`$ one has to satisfy the condition

$$h=0\text{ for }x>L.$$
(2.24)
Conditions (2.23) and (2.24) together are equivalent to $`\text{ supp }h[0,L]`$. Note that although $`Qf\dot{H}^{\frac{n+m}{2}}(0,L)`$, so that $`Qf`$ is a distribution, the integral $`_0^xG(x,y)Qf𝑑y=_{\mathrm{}}^{\mathrm{}}G(x,y)Qf𝑑y`$ is well defined as the unique solution to the problem $`Pw=Qf`$, $`w=0`$ for $`x<0`$.

Let us prove that conditions (2.23) and (2.24) determine the constants $`a_j^\pm `$, $`0j\frac{n+m}{2}1`$, uniquely.

If this is proved, then Theorem 1.3 is proved, and formula (2.22) gives an analytical solution to equation (1.4) in $`\dot{H}^\alpha (0,L)`$ provided that an algorithm for finding $`a_j^\pm `$ is given. Indeed, an algorithm for finding $`G(x,y)`$ consists of solving (2.16) – (2.17). Solving (2.16) – (2.17) is accomplished analytically by solving the linear algebraic system (2.20) and then using formula (2.18). We assume that $`m`$ linearly independent solutions $`\phi _j(x)`$ to (2.19) are known.

Let us derive an algorithm for calculation of the constants $`a_j^\pm `$, $`0j\frac{n+m}{2}1`$, from conditions (2.23) – (2.24).

Because of (2.16), condition (2.23) is satisfied automatically by $`h`$ defined in (2.22).

To satisfy (2.24) it is necessary and sufficient to have

$$_0^LG(x,y)Qf𝑑y+H(x)0\text{ for }x>L.$$
(2.25)
By (2.18), and because the system $`\{\phi _j\}_{1jm}`$ is linearly independent, equation (2.25) is equivalent to the following set of equations:

$$_0^Lc_k(y)Qf𝑑y+\underset{j=0}{\overset{\frac{n+m}{2}1}{}}(1)^j\left[c_k^{(j)}(0)a_j^{}+c_k^{(j)}(L)a_j^+\right]=0,1km.$$
(2.26)
Let us check that there are exactly $`m`$ independent constants $`a_j^\pm `$ and that all the constants $`a_j^\pm `$ are uniquely determined by linear system (2.26).

If there are $`m`$ independent constants $`a_j^\pm `$ and other constants can be linearly represented through these, then linear algebraic system (2.26) is uniquely solvable for these constants provided that the corresponding homogeneous system has only the trivial solution. If $`f=0`$, then $`h=0`$, as follows from Theorem 1.1, and $`g=0`$ in (2.14). Therefore $`a_j^\pm =0`$ $`j`$, and system (2.26) determines the constants $`a_j^\pm `$ $`j`$ uniquely.

Finally, let us prove that there are exactly $`m`$ independent constants $`a_j^\pm `$. Indeed, in formula (2.8) there are $`\frac{n}{2}`$ linearly independent solutions $`u_j^{}L^2(\mathrm{},0)`$, so

$$u_{}=\underset{j=1}{\overset{\frac{n}{2}}{}}b_j^{}u_j^{},$$
(2.27)
and, similarly, $`u_+`$ in (2.8) is of the form

$$u_+=\underset{j=1}{\overset{\frac{n}{2}}{}}b_ju_j^+,$$
(2.28)
where $`u_j^+L^2(0,\mathrm{})`$. Condition $`FH^\alpha ()`$ implies

$$\underset{j=1}{\overset{\frac{n}{2}}{}}b_j^{}(u_j^{})^{(k)}=f^{(k)}\text{ at }x=0,0k\alpha 1=\frac{nm}{2}1,$$
(2.29)
and

$$\underset{j=1}{\overset{\frac{n}{2}}{}}b_j^+(u_j^+)^{(k)}=f^{(k)}\text{ at }x=L,0k\frac{nm}{2}1.$$
(2.30)
Equations (2.29) and (2.30) imply that there are $`\frac{n}{2}\frac{nm}{2}=\frac{m}{2}`$ independent constants $`b_j^{}`$ and $`\frac{m}{2}`$ independent constants $`b_j^+`$, and the remaining $`nm`$ constants $`b_j^{}`$ and $`b_j^+`$ can be represented through these $`m`$ constants by solving linear systems (2.29) and (2.30) with respect to, say, first $`\frac{nm}{2}`$ constants, for example, for system (2.29), for the constants $`b_j^{}`$, $`1j\frac{nm}{2}`$. This can be done uniquely because the matrices of the linear systems (2.29) and (2.30) are nonsingular: they are Wronskians of linearly independent solutions $`\{u_j^{}\}_{1j\frac{nm}{2}}`$ and $`\{u_j^+\}_{1j\frac{nm}{2}}.`$

The constants $`a_j^\pm `$ can be expressed in terms of $`b_j^\pm `$ and $`f`$ by linear relations. Thus, there are exactly $`m`$ independent constants $`a_j^\pm `$. This completes the proof of Theorem 1.3. $`\mathrm{}`$

###### Remark 2.1.

In \[2, pp. 317-337\] a theory of singular perturbations for the equations of the form

$$\epsilon h_\epsilon +Rh_\epsilon =f$$
(2.31)
is developed for a class of integral operators with a convolution kernels $`R(x,y)=R(xy)`$. This theory can be generalized to the class of kernels $`R(x,y)`$ studied in the present paper. The basic interesting problem is: for any $`\epsilon >0`$ equation (2.31) has a unique solution $`h_\epsilon L^2(0,L)`$; how can one find the asymptotic behavior of $`h_\epsilon `$ as $`\epsilon 0`$? The limit $`h`$ of $`h_\epsilon `$ as $`\epsilon 0`$ should solve equation $`Rh=f`$ and, in general, $`h`$ is a distribution, $`h\dot{H}^\alpha (0,L)`$. The theory presented in \[2, pp. 317-337\] allows one to solve the above problem for the class of kernels studied in the present paper.

###### Remark 2.2.

Theorems 1.1 and 1.2 and their proofs remain valid in the case when equation (1.4) is replaced by the

$$Rh:=_DR(x,y)h(y)𝑑y=f,x\overline{D}.$$
(2.32)
Here $`D^r,r>1,`$ is a bounded domain with a smooth boundary $`S`$, $`\overline{D}`$ is the closure of $`D`$, $`R(x,y)`$ solves (1.7), where $`P`$ and $`Q`$ are uniformly elliptic differential operators with smooth coefficients, $`ordP=m0`$, $`ordQ=n>m`$, equation $`Qh=0`$ has only the trivial solution in $`H^\beta (^r)`$ for any fixed real number $`\beta `$. Under the above assumptions, one can prove that the operator defined by the kernel $`R(x,y)`$ is a pseudodifferential elliptic operator of order $`2\alpha `$, where $`\alpha :=\frac{nm}{2}`$. We do not assume that $`P`$ and/or $`Q`$ are selfadjoint or that $`P`$ and $`Q`$ commute. Therefore Theorems 1.1 and 1.2 for equation (2.32) generalize the results from . An analog of Remark 2.1 holds for the multidimensional equation (2.31) as well. Equation (2.32) is the basic integral equation of random fields estimation theory .

In the short announcement by L.Piterbarg, Differentsialnye Uravneniya, 17, (1981), 2278-2279, (in Russian), some results concerning equation (2.32) are announced, but the author is not aware of the published proofs of these results.

## 3 Acknowledgement

The author thanks Dr. K.Yagdjian for a discussion.