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. (Handbook of Mathematics - ...

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Show this integral operator is compact for various values of $\alpha$

I am having some problems evaluating a multivariable integral. This question is features in Stakgold's book Green's functions and boundary value problems. page 359. Consider the kernel for $a\leq ...
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42 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 $h$ ...
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2answers
51 views

Prove that some function is the solution of some equation

Show that $$x(t)=\sum_{n=0}^{\infty}\frac{(-1)^n(t/2)^{2n}}{(n!)^2}$$ is the solution of $$x*x=\int_{0}^t x(u)x(t-u)du=\sin t$$ My approach: I suppose that I have to use the Laplace transform. I ...
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0answers
44 views

What functions satisfy $\int_{-\infty}^{\infty} f(x,y)dx=\int_{-\infty}^{\infty} g(x,y)dx$?

What functions satisfy $\int_{-\infty}^{\infty} f(x,y)dx=\int_{-\infty}^{\infty} g(x,y)dx$ for all $y\in \mathbb{R}$? Under what conditions would this imply that $f(x,y)=g(x,y)$?
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97 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 ...
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30 views

Fredholm Integral in Bayesian Appliation

Let $X = x_1, x_2, \ldots, x_n$ be a sequence of Bernoulli random variables with $k$ successes. Suppose that, given $X$, the posterior predictive probability of $x_{n+1} = x$ is known to be $g(x)$ ...
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25 views

Solving a nonlinear volterra integral equation with two integrals each with a non separable kernel

I am trying to solve the nonlinear volterra integral equation ...
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4answers
75 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 ...
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3answers
44 views

Solving integral equation using Laplace transform

$x(t)+\int_0^t(t-\tau)x(\tau)=t^2$ Is $x(\tau)$ the equivalent of $d\tau$? How do I solve this particular equation?
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35 views

Writing $y'' + P(x)y' + Q(x)y = g(x) $ as a Fredholm Integral Equation

Is it possible to convert a general linear second order boundary value ode $$y'' + P(x)y' + Q(x)y = g(x), y(a) = y_a, y(b) = y_b$$ to a Fredholm integral equation, explicitly determining the Kernel ...
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66 views

Finding the integral of $\cos\theta \cdot dt$ in terms of the integral of $\sin\theta \cdot dt$

I have an integral as follows: $$\int_0^T \cos\theta\cdot dt = xT$$ where $\theta$ is a function of $t$ I also have, $$\int_0^T \sin\theta\cdot dt = y$$ I want to solve for $T$. If the ...
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44 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 ...
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0answers
25 views

asymptotics of the solution of an integral equation

Suppose we are given the integral equation $$ u(x;a) =v(x)+\int_0^a K(x,y)\,u(y;a)\,dy, $$ where $K(x,y)$ and $v(x)$ are known functions, and $a>0$ is a constant. What I am interested in is the ...
2
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2answers
73 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 ...
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1answer
78 views

How can i solve the integral equation

How can i solve the integral equation $$z(t) =\int_0^t z(q)(1-(t-q))\,dq+C?$$ Solving for the function $z$. I have access to Mathematica.
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1answer
65 views

Integral equation $f(x) = e^{-cx} + \lambda\int_0^xce^{-cy}f(x-y)dy$

I'm trying to solve the following equation $$f(x) = e^{-cx} + \lambda\int_0^xce^{-cy}f(x-y)dy,\quad x>0 $$ where $c$ and $\lambda$ are constants and $f$ is a continuous bounded function on ...
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4answers
58 views

A little doubt with integral equation

I have the next equation: $$\int_{0}^{t}h(\tau)e^{-(t-\tau)}\mathrm{d}\tau=10e^{-t}\cos(4t) \tag{1}$$ Derivating both sides, I get: $$h(t)e^{-(t-t)}=h(t)=10[(-1)e^{-t}\cos(4t)+e^{-t}(-4)\sin(4t)] ...
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0answers
49 views

Integral equation solution in power series

Given the integral equation $$ g(x)= \int_{-\infty}^{\infty}K(x-y)f(y) \, dy$$ for a known function $ g(x) $ and kernel $ K(x)$. Of course I know this is a Wieener-Hopf integral equation but I ...
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0answers
34 views

Does this integral equation have a name, and is there a reference that deals with it?

The equation is $$S(z,t)=\int_a^b \int_c^d f(z,u) g(t,s) S(u,s) \, du \, ds$$ where $S$ is the unknown function and $f,\ g$ are fixed from the outset. I can approximate solutions in some special ...
3
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1answer
101 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 ...
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1answer
145 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') = ...
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0answers
13 views

inequality for compact operator

Let $K(x)$, $x\ge0$ be a nonnegative-valued continuous function with support $(0,\infty)$ and such that $\int_0^\infty K(x)\,dx=1$. Let $\mathcal{K}$ be an integral operator given by $$ ...
2
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2answers
65 views

Solving an integral using Laplace transform and inverse Laplace transform

I want to solve this integral equation using Laplace: $$ Y(t) + 3{\int\limits_0^t Y(t)}\operatorname d\!t = 2cos(2t)$$ if $$ \mathcal{L}\{Y(t)\} = f(s)$$ then, $$ f(s) + 3 \frac{f(s)}{s} = ...
2
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1answer
56 views

An integral equation $x(t)=a-\left(1-x(0)\right)e^{-\int_{t_1=0}^tx(t_1)dt_1}$

Consider ${\rm x}\left(0\right)$ is a fix positive real number, and we have following equation: $$ {\rm x}\left(t\right) =a - \left[1 - {\rm x}\left(0\right)\right]\exp\left(-\int_{0}^{t}{\rm ...
6
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1answer
70 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 ...
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0answers
43 views

Solution for a Fredholm integral equation

I have an integral equation: $\int_0^T( t^\alpha + s^\alpha -|t-s|^\alpha) \phi(s)ds=\lambda\phi(t)$ for $\alpha\in(0,2)$. I think this is a Fredholm equation but I am not sure how to solve it. ...
2
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1answer
29 views

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. ...
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36 views

eigenvalues of homogeneous integral equation of second kind, with singular kernel

There is a homogeneous integral equation of second kind with a singular kernel(non-symmetric). The equation has the form: $\int_{a}^{b} k(x,t)Γ(t)dt =λΓ(x).$ It's 2-norm is infinity, $||k(x,t)||_2 ...
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3answers
202 views

Solving a non-linear integro-differential equation

I am trying to solve the following equation $$ f^2(x) - g^2(x) = \alpha\int_0^x f(u) (x-u)du $$ For $\alpha=0$ we get $f=g$. I would like to see how the solution moves away from $g$ when I increase ...
2
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1answer
37 views

Solving $g(x)=\int_{3}^{x} g(t) dt$

The question is what set of continuous functions solves the problem $g(x)=\int_{3}^{x} g(t) dt$. My answer so far: g(3)=0, g'(x)=g(x)-g(3) therefore g(x)=g'(x)=$ce^x$. Obviously $ce^x=ce^x-ce^3$ ...
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2answers
47 views

Integral equation involving Binomial distribution

I am trying to find the form of a function $u^{(n)}(p)$ which satisfies $\forall k \in [0,n] \int_0^1 dp\, u^{(n)}(p) \binom{n}{k} p^k(1-p)^{n-k} = \frac{1}{n+1}$. This is a private case of a more ...
1
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1answer
45 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 $y(t)$
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1answer
32 views

Do stochastic processes form a Banach space?

I'm interested in solving a particular integral equation: $$g(X) = \int_0^1 K(X,p)f(p) \ dp$$ where $f(p)\in L^1([0,1])$ and $X$ is a stochastic process of finite length; i.e. a collection of random ...
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1answer
20 views

Simple integral equation

There is a simple integral equation: $$\int_0^\infty p(s) ds = 1- \frac{1}{\lambda}p(0).$$ Do you know how to solve it for $p(0)$ given we know $p(s)$ for $s>0$? Or maybe some references to methods ...
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0answers
33 views

Smoothness of solutions to Fredholm integral equation

Let $K(x,y)=k(|x-y|)$ where $k$ is continuous on $(0,1]$, and assume function $f\in L^2[0,1]$ satisfies $f(x)=\int_0^1 f(y)K(x,y)dy$. Is $f$ necessarily $C^\infty $ ? under what condition on kernel ...
4
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146 views

Is this Neumann series solution unique?

I have a Fredholm integral equation of the second kind given as $$f(x)=g(x)+\lambda\int_{-\infty}^\infty K(x,y)f(y)dy, $$ where $\lambda\in(0,1)$, the kernel $K(x,y)=\phi(x-y)$ is a Gaussian ...
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1answer
29 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 ...
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1answer
31 views

Is it true that $\displaystyle (Tf)(x)=g(x)+\int_{a}^b k(x, y)f(y)\ dy$ is a contraction in $(C^0([a, b]), d_\infty)$?

In $C^0([a, b])=\{f:[a, b]\longrightarrow \mathbb R: f\ \textrm{continuous}\}$ consider the metric $$d_\infty(f, g)=\sup_{x\in [a, b]}|f(x)-g(x)|.$$Let $T:C^0([a, b])\longrightarrow C^0([a, b])$ given ...
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0answers
94 views

Multidimensional (Fredholm) integral equation (of first kind)

Suppose, \begin{align*} g(t_1,t_2)=\int f(s) \left[K_1(t_1,t_2,s)h(t_1) + K_2(t_1,t_2,s)\right]ds %\\ %g(t_1,t_2)=\int f(s) \left[K_1(t_1,t_2,s) + K_2(t_1,s)h(t_2)\right]ds \end{align*} The problem is ...
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37 views

Differentiabilty of certain convolution

Let $\Gamma$ be a smooth closed curve. Suppose $f\in L^2(\Gamma,ds)$ and $g$ is defined everywhere on $\mathbb{C}$ with compact support. Moreover $\frac{dg}{dz}$ exists everywhere but point $z=0$. ...
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173 views

solve a non-linear integral equation by python

I need to solve an integral equation by python 3.2 in win7. I want to find an initial guess solution first and then use "fsolve()" to solve it in python. This is the code: ...
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46 views

How to solve an integral equation?

Consider the following integral equation: $$\log f(x)+\frac{\displaystyle 1}{\displaystyle 2\,\pi}\displaystyle\int_{\mathbb{R}^2} f(y)\log|x-y| dy+f(x)=0\tag{*}$$ How to prove the existence of ...
2
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1answer
52 views

Existence and uniqueness of an integral equation

Does this equation $$f(u)=1+\frac{1}{\pi}\int_{-\infty}^{\infty} \frac{1}{(u-v)^2+1}f(v)dv$$ has a bounded continuous solution? Is this solution unique? Here $f$ is defined over $\mathbb{R}$ and ...
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0answers
34 views

Regulairty of eigenfunctions of singular integral equations

Can you provide a proof or a reference, to study from, for the following problem: Let $\Gamma$ be a real analytic rectifiable closed curve in the plane, $ds$ is the arc-length , and kernel $K(z,w)$ ...
0
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1answer
159 views

Computation Method to solving Homogeneous Fredholm Integral Equation of Second Kind with Symmetric Kernel

I am attempting to write a program that will be able to numerically solve a homogeneous Fredholm Integral Equation of Second Kind, with a Symmetric Kernel. I have been looking through textbooks and ...
0
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0answers
41 views

Resolution of numerical solution of first-kind Volterra integral equation

This is a Volterra integral equation of the first-kind with a convolution-type kernel $k(t-t')$: $f(t) = \int_a^t k(t-t')\,x(t')\,dt' \qquad t\in [0,\infty]$ It is well known and expected that when ...
2
votes
2answers
87 views

To solve non-linear Integro-differential equation

I am just begin to study integral equations, in which i come with following problem regarding second kind Volterra non-linear integro-differential equation, $$u'(x)=-1+\int_{0}^{x}u^{2}(t)dt$$ with ...
14
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2answers
430 views

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 ...
26
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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?
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0answers
80 views

Solution of Volterra convolution-type integral equation

The convolution-type Volterra integral equation of the first kind $f(t) = \int_a^t k(t-t')\,x(t')\,dt' \qquad t\in [0,\infty]$ can be solved (at least formally) by applying the Laplace ...