Mathematics Stack Exchange
Mathematics Stack Exchange

Questions tagged [integral-equations]

This tag is about questions regarding the integral equations. An integral equation is an equation in which the unknown function appears under the integral sign. There is no universal method for solving integral equations. Solution methods and even the existence of a solution depend on the particular form of the integral equation.

An Integral Equation is an equation in which the unknown function appears under the integral sign. There is no universal method for solving integral equations. Solution methods and even the existence of a solution depend on the particular form of the integral equation.

A general integral equation for an unknown function $y(x)$ can be written as $$f(x) = a(x)y(x) +\int^b_a k(x,t)y(t)dt$$ where $~f(x),a(x)~$ and $~k(x,t)~$ are given functions (the function $~f(x)~$ corresponds to an external force).

The function $k(x,t)$ is called the kernel.

Classification : There are different types of integral equations. We can classify a given equation in the following three ways.

  • The equation is said to be of the Integral Equations of First kind if the unknown function only appears under the integral sign, i.e. if $a(x) ≡ 0$, and otherwise of the Integral Equations of Second kind.

  • The equation is said to be a Fredholm Integral Equations if the integration limits $~a~$ and $~b~$ are constants, and a Volterra Integral Equations if $~a~$ and $~b~$ are functions of $x$.

  • The equation are said to be Homogeneous Integral Equations if $f(x) ≡ 0$ otherwise Inhomogeneous Integral Equations.

Applications: Integral equations arise in many scientific and engineering problems. A large class of initial and boundary value problems can be converted to Volterra or Fredholm integral equations. The potential theory contributed more than any field to give rise to integral equations. Mathematical physics models, such as diffraction problems, scattering in quantum mechanics, conformal mapping, and water waves also contributed to the creation of integral equations.

References:

"Handbook of Mathematics" by I.N. Bronshtein · K.A. Semendyayev · G.Musiol · H.Muehlig

"https://en.wikipedia.org/wiki/Integral_equation"

"Integral Equations" by Francesco Tricomi

970 questions
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if $f(x)-a\int_x^{x+1}f(t)~dt$ is constant, then $f(x)$ is constant or $f(x)=Ae^{bx}+B$

Question: let $a\in(0,1)$, and such $f(x)\geq0$, $x\in R$ is continuous on $R$, if $$f(x)-a\int_x^{x+1}f(t)dt,\forall x\in R $$ is constant, show that $f(x)$ is constant; or $$f(x)=Ae^{bx}+B$$ where $A\ge 0,|B|\le A$ and $A,B$ are constant, and…
math110
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If $\int^x_0 f (t) dt =x+ \int^1_x t f (t) dt$, find value of $f(1)$

If $\int^x_0 f (t) dt =x+ \int^1_x t f (t) dt$, find value of $f(1)$ solution:- $\int^x_0 f (t) dt =x+ \int^1_x t f (t) dt$ $\int^x_0 f (t) dt =x+ \int^0_x t f (t) dt$ + $\int^1_0 t f (t) dt$ $\int^x_0 f (t) dt =x- \int^x_0 t f (t)…
rst
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Solving a homogeneous Fredholm equation of the 2nd kind whose kernel has simple poles in the domain of interest

Consider the Fredholm equation of the 2nd kind $$ f(s) = \lambda \int_{-\infty}^{\infty} f(s') \Big(\sum_{n=1}^{N} g_n(s) h_n(s') \Big) ds' , $$ with $f(s)$ an unknown function, $\lambda$ a constant, {$h_1(s') , . . . , h_N(s')$} and {$g_1(s) , . .…
Kevin Driscoll
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Integral equation with a constraint

I am stuck on the following problem: given the following Volterra integral inhomogeneous equation: $$\phi(x)=\exp(-x)+\lambda\int_0^x\frac{1}{x^2+t^2}\phi(t)dt$$ is it possible to solve it given the…
Riccardo.Alestra
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Volterra integral equation of second type solve using resolvent kernel

Solve the integral equation $$ y(t)= f(t) + \lambda \int_{0}^{t} (t-s) y(s) ds $$ where $f$ is continuous using the method of finding the resolvent kernel and Newmann series. Here it is what I did: $ K_1 (t,s) \equiv K(t,s) =t-s$ $ K_2 (t,s) =…
passenger
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Anomalous integral equation

I'm trying to solve the following equation: $$\int_0^{f(x)}f(t)dt=g(x)$$ Differentiating under integral I obtain: $$f[f(x)]\frac{d}{dx}f(x)=\frac{d}{dx}g(x)$$ I know the function $g(x)$. Is there a simple way to find the function $f(x)$? Is it…
Riccardo.Alestra
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Homogeneous Integral Equations

In Arfken (3rd ed) ex. 16.5.1 he derives the integral equation for a one dimensional linear oscillator that includes the Green function (eq. 16.148). This equation is a homogeneous integral equation. I know how to solve analytically the differential…
user3564465
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Let $\phi$ satisfy $\phi(x)=f(x)+\int_0^x\sin(x-t)\phi(t)\,dt$. Then $\phi$ is given by?

Let $\phi$ satisfy, $$\phi(x)=f(x)+\int_0^x\sin(x-t)\phi(t)\,dt$$ Then $\phi$ is given…
Gopinath
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How to solve this integral equation with the Dirichlet kernel?

It is $$ S (t) = 1 - i g \int_0^t d \tau \left( \sum_{n=-M}^M e^{-i n (t- \tau )} \right) S(\tau) . $$ The kernel is the Dirichlet kernel. Numerical result is shown in the figure. The $M\rightarrow \infty $ limit is easy (because the kernel…
S. Kohn
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Fourier-like integral equation

(This question inspired by question A specific 1st order PDE which looks almost like a linear PDE.) Solve integral equation $$ g(x)=\int\limits_{-\infty}^\infty \rho(\omega)\left[e^{i\omega x} - \frac{1}{1 + k i\omega…
Michael Galuza
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Need solution to Volerra integro-diff equation

I need to solve a system of Volterra integro-diff equation of form $$ y(t) = x(t) - \int_{0}^{t} k(t-\tau) y'(\tau) \;\mathrm{d}\tau $$ where kernel is of form $$ k(t-\tau) = P(t)Q(\tau) $$ Is it possible to find solution without Laplace…
Joshua Gordis
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Uniqueness of homogeneous Fredholm equation of the first kind

Suppose $K(x,t)$ is known and $$ \int f(x)K(x,t)dx=0 $$ Are there some known sufficient and \ or necessary conditions on $K(x,t)$ such that the only solution is $f(x)=0$ a.s.? ($f$ can be in a space of your choice but to keep things concrete say $f…
user103828
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Solving the following Volterra Integral Equation?

How do I solve the following Volterra, non-homogeneous, $1st$ kind Integral Equation : $$ \dfrac{x^2}{2}=\int_0^x (1-x^2+t^2)u(t) dt$$ I know I cannot apply Laplace Transform because the kernel is not a "difference kernel". I tried method of…
creative
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Integral equation $f(x) - \int_0^x f(t)dt = 0$

I'd like to know the solution (if solvable) to the following integral equation $$f(x) - \int_0^x f(t)dt = 0$$ Also I'd like to know what is the required mathematical background to be able to find a solution to this kind of equations by myself, I'm…
Rodney Velis
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integral equation

Given the integral equation $$\exp(x)-1=\int_0^{\infty} \frac{\mathrm dt}{t}\operatorname{frac}\left(\frac{ \sqrt x}{\sqrt t}\right) f(t)\;,$$ where $\operatorname{frac}$ denotes the fractional part of a number, $ \operatorname{frac}(x)= x-\lfloor…
Jose Garcia
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