1
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0answers
30 views

numerical solution of integral equation

Consider the basic type of integral equation. In particular, a volterra integral equation of the first kind. That is, we have the following integral equation $$\int_a^xf(s)g(s,x)~ds=h(x)$$ where $h$ ...
0
votes
0answers
24 views

Solving an integral equation in general

I have an integral equation such that $$\int_t^Tf(s)g(s,t)~ds=h(t)$$ where $g$ and $h$ is given. we want to know function $f$ explicitly. As I know, this type of question is about the integral ...
1
vote
2answers
72 views

Integral equation/ODE

I have to find all the functions $f(x)$ such that $$f(x)=xe^{(1-x^{2})/2}-xe^{-x^{2}/2}\int_{1}^{x}t^{-2}e^{t^{2}/2}dt$$ which satisfies $$f(x)=1-x\int_{1}^{x}f(t)dt$$ I tried to equal both, but when ...
1
vote
4answers
50 views

Solve $y = 2 + \int^x_2 [t - ty(t) \,\, dt]$

While working on some differential equation problems, I got one of the following problems: $$y = 2 + \int^x_2 [t - ty(t) \,\, dt]$$ I have no idea what an integral equation is however, the hint ...
1
vote
0answers
18 views

A solid rocket model: a differential equations set with ending time unknown

I am modelling a rocket model. Consider a solid rocket motor, (let us for sake of simplicity assume that the propellant is distributed in the case with a cylindrical shape: see shape in fig.1 of the ...
3
votes
1answer
90 views

Showing that a sequence of Picard iterates converges

I have a sequence of functions: $$y_{n}(x) = 1 + \int \limits_0^x 1 + t^2 + y_{n-1}^2(t)\,\mathrm dt$$ With $y_0 = 1$. I'm trying to show that this converges in a box $-1 \le x \le 1$ and $-10 \le ...
1
vote
1answer
117 views

Solving Volterra integral equation of first kind with a Gaussian diffusive evolution kernel

I am trying to solve following Voltera integral equation for $P(t|t')$ numerically: $$ \rho(1,t|0,t') = \int_{t'}^{t} dt'' \rho(1,t|1,t'') P(t''|t') $$ where $$ \rho(x,t|x',t') = ...
6
votes
1answer
67 views

Tricky Integral equation - where to start?

How would you go about solving this? $$p(x,t)=C\exp\left[-x+\int_0^t\int_0^\infty y\,p(y,\tau)\,\mathrm{d}y\,\mathrm{d}\tau\right]$$ Here $p(x,t)$ is the time-dependent probability distribution of a ...
1
vote
1answer
36 views

Laplace transform of integral equation

Use Laplace transforms to solve the integral equation $$y(t)-\frac{1}{2}\int_0^ty(t-v)~dv=1$$ First find the Laplace transform $Y(s)$ of $y(t)$
25
votes
2answers
2k views

Why are mathematician so interested to find theory for solving partial differential equations but not for integral equation?

Why are mathematician so interested to find theory for solving partial differential equations (for example Navier-Stokes equation) but not for integral equations?
1
vote
2answers
31 views

Reading Speed for Constant Time to Finish

You open a very long new book on your e-reader and read a few pages. It helpfully informs you that based on your reading speed you have 16 hours of reading left until you are done. You read the rest ...
0
votes
1answer
76 views

Prove existence and uniqueness of differential/integral equation

This is a homework question, so I'm essentially asking for hints and not answers due to academic honesty concerns. The course is in real analysis (baby rudin) and it is essentially chapter 9 which ...
1
vote
0answers
42 views

Are there methods to solve coupled integral and integro-differential equations?

I have one fredholm integral equation $$ y(x)=f(x)+\int_0^1 K_1(x,g(x),t)y(x(t))dt$$ and an integro-differential equation $$ \frac{dg(x)}{dx}=h(x)+\int_0^1 K_2(x,y(x),t)g(x(t))dt$$. Are there any ...
1
vote
1answer
54 views

Integral equation question

If f(x) and f(t) both have the same domain and range, is there a general way to find $\int_{0}^{x^2} f(t) dt = f(x)$ given t? The actual problem tells that t = 9 and f(x) = $5 e \exp{x cos ...
3
votes
2answers
66 views

Find all functions such that $f'(t) = f(t) + \int_0^1 f(\tau)\,d\tau.$

From Spivak Find all functions such that $f'(t) = f(t) + \int_0^1 f(\tau)\,d\tau.$ My approach: differentiate both sides to get $f''(t) = f'(t)$, giving $f'(t) = Ce^t$, implying $f(t) = Ce^t + ...
2
votes
2answers
54 views

Uniform convergence of matrix integral sequence

I was given recursively defined: $M_k=I+\int_{t_0}^tA(s)M_{k-1}(s)~ds$ and $M_0=I$ and that $A(t)$ is a matrix with entries that are continuous functions on $t_0\leq t\leq t_1$. By induction we can ...
1
vote
0answers
46 views

Definite Integral of Periodic Function Multiplied by another Function

For one part of a problem I am working on, I am trying to show that $y'(t) \geq 1$ for all $t \geq 0$ when $y'= 1- \int^t_0 g(s)y(s) ds$ When $g(t)$ is periodic, $g(t) <0$ for all $t$, and ...
1
vote
0answers
36 views

Can we get a general solution to the following system of equations?

A system of equations $$\frac{df}{dt}(t)=-txg(t)-x, \frac{dg}{dt}(t)=(1-t)xf(t)+x$$ which was constructured from the integral equation $$ F_t (t,x)= x \int_0^{1-t} (1-s)F(s,x) ds + (1-t)x, $$ This ...
1
vote
1answer
91 views

Differential equations, integral equations

Is there an analytical way of proving that if $\phi$ is a solution to \begin{equation} y(t)=e^{it}+a\int_{t}^{\infty}\sin (t-s)y(s)s^{-2}ds, \end{equation} then $\phi$ would be a solution to the ...
0
votes
1answer
151 views

Convert an integral equation in an initial value problem of an ODE of degree 2

The following exercise is a part of a bigger exercise. Therefore I first give you the setting of the whole exercise and then (in the grey box below) the part of the exercise which I mean here. ...
1
vote
0answers
26 views

An integro differential equation involving $f$,$f_h$ and second derivative of $f$.

Let $f_h$ be the Hilbert transform of the real function $f$. I need some help solving this integro differential equation : $$\alpha f_h(x) + \beta f''(x) = f(x)$$ A simple sinusoid doesn't seem to ...
0
votes
0answers
63 views

Numerically solving delay differential equations

I understand that the Dickman Function can be solved numerically by converting it to a delay differential equation. The Mathworld link above describes how this may be achieved for $$\rm ...
2
votes
1answer
90 views

Integral equation corresponding to initial value problem

Question is to : Form an integral equation corresponding to the initial value problem $$\frac{d^2y}{dx^2}+y=0 ~; ~ x>0$$ with initial conditions $y(0)=1$ and $y'(0)=0$ What i have tried so far is ...
2
votes
1answer
126 views

Integral Equation without solution?

working on a physical problem I arrived at the following equation $$ y(x) + A \int_{0}^{x} e^{\lambda (t-x)} y(t) \mathrm{d}t = 0$$ and after some struggling (not that easy to apply the basic Laplace ...
0
votes
2answers
85 views

Differential Equation with Integral

Determine the unique solution of: $$y'+4y+5\int_0^x y\,dx = e^{-x},$$ given that $y(0)=0$. [Hint: Take the derivative of both side of the given equation before you start solving.] Please I need ...
1
vote
1answer
90 views

Integral Equation-Volterra 2nd kind

Given $$ f(x) = \sqrt{x} + \lambda\int_0^x\sqrt{xy}f(y)dy. $$ I found the derivative of $f$ to be $$ f'(x) = \frac{1}{2\sqrt{x}} + \lambda\left(xf(x) + ...
12
votes
4answers
351 views

Find a continuous function $f$ that satisfies…

Find a continuous function $f$ that satisfies $$ f(x) = 1 + \frac{1}{x}\int_1^x f(t) \ dt $$ Note: I tried differentiating with respect to $x$ to get an ODE but you get one that contains integrals - ...
4
votes
3answers
100 views

Find $f(x)=?$ functional equation

I would appreciate if somebody could help me with the following problem: Q: Find $f(x)$ ($f'(x)$: conti-function , $x \in\mathbb{R}$) $$f(x)=\sin ^2x+\int_{0}^{x}tf(t)dt$$
0
votes
1answer
76 views

Reducing an integral equation to a differential one

In my course about differential equations I have the following problem: Find all the functions $f:\mathbb{R} \longrightarrow \mathbb{R}^+$ such that the area below the graphic of the function in an ...
-2
votes
2answers
121 views

Integral equation that's cant solve… Need a hand [closed]

Help me solve this integral equation, I'm having some troubles... I need to use the Fredholm method for second kind integral equations. $$\phi(x)= \sin(x)+ \lambda \int_{0}^{\pi}\cos(2x+y)\phi ...
3
votes
1answer
2k views

How to solve partial integro-differential equation?

Suppose the following partial integro-differential equation for a function $u(x,t)$ with $t\geq0$, $x \in [0,L]$: $\partial_t u = \partial_{xx} u + f(u,\lambda)$ $\lambda = B\left(u_0 - \int_{x=0}^L ...
2
votes
2answers
175 views

Uniqueness of solution to an integral equation on the half line

The equation in question is $$f(x)=\int_0^\infty f(y)(x+y)e^{-x^2/2-xy}\text{d}y$$ where $f: [0,\infty)\rightarrow[0,\infty)$. It is not hard to see $f(x)=Ce^{-x^2/2}$ solves the equation. However, ...
1
vote
3answers
87 views

Solve $y'-\int_0^xy(t)dt=2$

I have not idea how to approach this differential equation. $$y'-\int_0^xy(t)dt=2$$. Basically, I did, $$F''(t)-F(x)+F(0)=2 \;\;\;\;\;\;\; F'=y$$ I am stuck. Thank You.
1
vote
1answer
452 views

Writing equivalent first order differential equation and initial condition

I have another homework question that I'm struggling a bit to understand exactly what I'm asked to do. I understand what an initial condition is, but I'm not quite sure how I specify such a ...
1
vote
1answer
425 views

Linear birth death process, probability of extinction by time t

I have a linear birth death process with birth rates $\lambda n$ and death rates $\mu n$ . Let r(t) be the probability of extinction by time t. If there is 1 individual alive at time 0 explain why ...
1
vote
1answer
148 views

Solve the integral equation

$$y(x) = 2 + \int_8^x (t-ty(t))dt$$ I am having a very hard time doing this problem. (i) Solve the separable differential equation $$y'(x) = x − xy(x)$$ to get $$y(x) = 1 + c \cdot e^{−x^2/2}$$ (ii) ...
5
votes
1answer
71 views

How to solve following differential equation?

$$ \int \limits_{0}^{\infty}\sqrt{1 + y'^{2}(x)}dx = 2 \sqrt{x} + y \qquad (.1) $$ The solution is $$ 3y = x\sqrt{x} - 3\sqrt{x} . $$ I don't know how to solve this type of equations. Also I don't ...
6
votes
2answers
163 views

If $f(x)+f'(x)-\frac{1}{x+1}\int_{0}^{x}f(t)dt=0$ and $f(0)=0$, then what is $f'(x)$?

$f\in C^{1}[0,\infty)$, $f(0)=0$ and $$ f(x)+f'(x)-\frac{1}{x+1}\int_{0}^{x}f(t)dt=0 $$ then $f'(x)=$ ? I'v tried in the following ways. First, let $F(x)=\int_{0}^{x}f(t)dt$, then we are left to ...
2
votes
1answer
171 views

Numerical solution of fractional integro-diffrential equ. using collocation method?

problem comes from "Numerical solution of fractional integro-differential , equations by collocation method , E.A. Rawashdeh, Department of Mathematics, Yarmouk University, Irbid 21110, Jordan" ...
1
vote
4answers
312 views

Finding all functions $f$ satisfying $f'(t)=f(t)+\int_a^bf(t)dt$

I am trying to find all functions f satisfying $f'(t)=f(t)+\int_a^bf(t)dt$. This is a problem from Spivak's Calculus and it is the chapter about Logarithms and Exponential functions. I gave up ...