2
votes
2answers
70 views

solution of an integral equation in measurable functions

Let $\phi(t)$ be a positive continuous function on $[0,\infty)$ and $f(t,x)$ be a continuous function of two variables such that $$ |f(t,x)|\leq \phi(t)|x|. $$ Suppose ...
0
votes
1answer
28 views

Analyticity of Logarithmic Integrals

Assume $f\in L^2[0,1]$ and let $g(x)=\int_0^1f(y)\ln|x-y|dy$. Is it true that $g\in C^\infty(0,1)$? Is it true that $g$ is analytic in $(0,1)$? Can you refer me to a right reference to look up such ...
0
votes
1answer
81 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 ...
0
votes
1answer
73 views

How to prove $\int_a^b f(x)\varphi(x)dx=0\Rightarrow f(x)=0$

I am doing some reading on the calculus of variations and one of the first examples uses the following theorem: Let $f\in C[a,b]$. If $\int_a^b f(x)\varphi(x)dx=0$ for all $\varphi\in C[a,b]$, then ...
4
votes
3answers
198 views

A convolution like integral equation

I would like to solve the following integral equation for $g(z)$. $$\int_z^\infty g(\zeta)(\zeta-z)^{\alpha-1} d\zeta = e^{-bz}, \tag{1}$$ where $\alpha$ and $b$ are constants. I would also like to ...
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 ...
2
votes
1answer
99 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 ...
0
votes
0answers
56 views

Integral Equations $\phi(x), K(x,y)$

Suppose that $K(x,y)=g(x)h(y)$ and that $\int_a^b g(x)h(x)dx=0$. Let $\phi_0(x)=f(x))$. Show that all iterates equal the first iterate and find a simple formula for the solution. Basically, I ...
2
votes
1answer
125 views

the solution of Fredholm´s integral equation

Be $\lambda \in \mathbb{R}$ such that $\left | \lambda \right |> \left \| \kappa \right \|_{\infty }(b-a)$. Prove that the solution $f^*$ of the integral equation of Fredholm $$\lambda f ...
4
votes
1answer
126 views

Integral equation $u(t)=f(t)+a\int_0^t u(s)ds\quad t\geq 0$

Let $a\in\mathbb R$ and $f\colon [0,1]\to\mathbb R$ a continuous function. Solve the integral equation $$u(t)=f(t)+a\int_0^t u(s)\mathrm ds,\quad t\geq 0$$ and find an explicit formula for the ...
3
votes
0answers
72 views

does f(x) have unique fixed point?

Let $g$ be a probability density function. We can assume about $g$, whatever we like (Only important thing, we know about random variable Y,which has $g$ as p.d.f is $P(Y<0)>0$.) Next, let ...
3
votes
2answers
71 views

A function/distribution which satisfies an integral equation. (sounds bizzare)

I think I need a function, $f(x)$ such that $\large{\int_{x_1}^{x_2}f(x)\,d{x} = \frac{1}{(x_2-x_1)}}$ $\forall x_2>x_1>0$. Wonder such a function been used or studied by someone, or is it just ...
5
votes
3answers
431 views

Prove there is a unique continuous function satisfying this integral equation

This is a question from an old real analysis qual: Prove that there is a unique continuous function $f:[0,1] \to \mathbb{R}$ such that $$f(x) = \cos x + \int_0^x f(y)e^{-y}dy$$ for $x \in [0,1]$ I ...
0
votes
2answers
87 views

$f\colon \mathbb R \rightarrow \mathbb R$ is a continuous function and $f(x)=\int_0^xf(y)~dy.$

I faced the problem that says: If $f\colon \mathbb R \rightarrow \mathbb R$ is a continuous function and $f(x)=\int_0^xf(y)~dy.$ Then which of the following option is correct? $1.f(x)=e^x$ ...
2
votes
1answer
283 views

Difficult integral equation with function

Suppose $f(x)\in C^1([0,1])$ and $f(0)=0$. Let $$\phi(x)= \begin{cases} \int_0^x\frac{f(t)}{\sqrt{x-t}}dt &\quad\text{if}\quad x\in(0,1]\\ 0&\quad\text{if}\quad x=0 \end{cases} $$ (a) Prove ...
6
votes
1answer
159 views

Existence and Uniqueness of a solution

I'm stuck with this problem so hopefully somebody will help me :) Here you are: Let $K\in C([0,2])$ be positive, decreasing and such that $K(0)=1$. Prove that for every $h\in C([0,1])$ there exists a ...
5
votes
1answer
349 views

Integral equation solution (Fredholm, second type)

There is an equation $$ w(x) = g(x)+\int\limits_0^M w(y)f(x-y)\,dy $$ where $f\geq 0$, $f\in C^\infty(\mathbb R\setminus\{c\})$ for some point $c$ and $\int\limits_{-\infty}^\infty f(t)\,dt\leq 1$. ...
3
votes
2answers
207 views

Can we bound from above sub-solutions of Volterra integral equations?

Let us review Gronwall's lemma. If $v \in C^0([\tau, T])$ is such that $$v(t) \le c + \int_{\tau}^t u(s)v(s)\, ds,\qquad t \in [\tau, T]$$ where $c$ is a real constant and $u \in C^0([\tau, T])$ is ...