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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Derivation of an integral equation

I have the following system $$\frac{d}{dx}\left(a(x)\frac{du}{dx}\right)=f, \text{ for } x \in (0,1)$$ with boundary conditions $u_x(0)=0$ and $u(1)=0$. For $a(x)>0$, and $b(x)=\frac{1}{a(x)}$, I ...
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20 views

Integral equation: existence

Let $H$ and $h$ be smooth functions of one and two variables respectively. Consider equation $$ H(x) = \int_\Bbb Rh(x,y)f(y)\mathrm dy \qquad \forall x\in \Bbb R. $$ When does it have a solution, ...
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1answer
28 views

Solve this integral equation using Laplace transform

Solve this integral equation using Laplace transform $$f(x)=x^2 + \int_{0}^{x}f^{\prime}(x-t) e^{-at} dt ,f(0)=0 $$ Please Help see mu answer below Thank you for your participation
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2answers
20 views

Find the Laplace transform for this function

Find the Laplace transform for this function $$f(x)=(1+2ax)x^{-\frac{1}{2}}e^{ax}$$ Please, help me see my answer below Thank you for your participation
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1answer
22 views

Solve this integral equation using Fourier transform

Solve this integral equation using Fourier transform $$\int_{-\infty}^{\infty} \frac{f(t)}{(x-t^2)+a^2} dt= \frac{\sqrt{2} \pi}{x^2 + b^2}$$ for $b> a > 0 $ Please Help see my answer ...
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61 views

Integral equation: averaging

Let $X, Y, Z$ be Borel spaces, for simplicity we can assume that they are $\Bbb R$. Consider an equation $$ \int_{X\times Y}f(x,y,z) \kappa(x,\mathrm dy)\mu(\mathrm dx) = \int_{X\times Y}f(x,y,z) ...
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1answer
48 views

Solve the integral equation with symmetric kernel

I have the following integral equation with symmetric kernel $$g(x)=\cos \pi x +\lambda \int_{0}^{1} k(x,t)g(t)\,dt $$ where $k(x,t)$ is a symmetric kernel given by $$k(x,t)= \begin{cases} (x+1)t, ...
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0answers
35 views

Solving a Fredholm equation using Neumann series technique

It is a very simple kind of Fredholm equation: $$f(x)=x+\int_0^1(1+xt)f(t)\,dt.$$ I solved it and I know that the answer is $f(x)=-2$. But how can i solve this equation by the Neumann series ...
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0answers
18 views

A homogeneous double integral equation

I've happened to stumble upon an interesting double integral equation: $$ 0=\int_0^\ell\int_0^\ell f(s,t)\mu(t)\mu^\prime(s)\,ds\,dt $$ Here $f$ and $\mu$ are at least continuous (if you want higher ...
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1answer
25 views

Optimal Control of Integral Equations of the first kind

I have managed to find a couple of papers which deal with the optimal control of systems governed by integral equations of the second kind (e.g. here: ...
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20 views

Solving a weighed integral equation

I am struggling in solving a specific type of equation which simply pops out when we're dealing with weighed functions. I think the general context is worth mentioning. Let's say we have a discrete ...
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51 views

Optimization Problem Involving an Integral Equation

I have an integral equation for a probability current $j(t)$ given by: $$ \large\frac{1}{\sqrt{t}} e^{-\frac{\bar{x}(t)^2}{4 t}} = \int_0^t \frac{j(t')}{\sqrt{t-t'}} ...
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59 views

How to solve a homogeneous Fredholm integral equation of the second kind with a symmetric non-seperable kernel?

I have the equation \begin{eqnarray} \lambda L(p)=\int dq\,K(p,q)L(q) \end{eqnarray} Where $L$ is an unknown function, $\lambda$ is some constant, and $K$ is a known function. This is a homogeneous ...
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4answers
113 views

What is the function that satisfies $\int_0^x f(t) dt=constant$ [closed]

$$\int_0^x f(t) dt=constant$$ What is the function that satisfies this condition ? Thank you!
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47 views

The resolvent kernel

Good morning. How can we prove that $$ \Gamma (s,t, \Lambda ) - \Gamma (s,t, M ) = \Lambda - M \times \int { \Gamma(s,t, \Lambda ) \times \Gamma (s,t,M) \, dx }$$ I tried to use the formula of ...
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0answers
21 views

Integral parameter equation

How to solve the following equation, $$\int_{-i\infty}^{+i\infty} e^{st}\frac{\Sigma_{k=0}^{m}b_ks^k}{\Sigma_{k=0}^{n}a_ks^k} ds=0$$ to obtain $t$ where, $m\le n$ and $a_i$, $b_i$ are the given ...
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1answer
86 views

How to find the characteristic number of a given integral equation?

How to find the characteristic number of the following integral equation? $$y(x)= \lambda \int_{0}^{1} (3x-2)ty(t)dt$$
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3answers
84 views

Solution of the integral equation $y(x)+\int_{0}^{x}(x-s)y(s)ds=x^3/6$

So the question is to solve the integral equation to find out $y(x)$. $$y(x)+\int_{0}^{x}(x-s)y(s)ds=\dfrac{x^3}{6}$$ So I find out the Resolvent kernel for $(x-s)$ and got $\sin{(x-s)}$, so I ...
2
votes
2answers
86 views

derivative over nested integrals

I have the following problem. First an example for two-variable functions Let $A=A(t,\tau)$ and $B=B(t,\tau)$ If I want to compute the following $\frac{\mathrm{d}}{\mathrm{d}t} \int_0^t ...
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0answers
31 views

Function equation with sth like self-convolution

I would like to get the solution of $\int_{x}^{y}f(t,y)f(x,t)dt=af(x,y)$ for all $\{y>x>0\}$, satisfying $\int _{0}^{x}f(t,x)dt=1$. Or a more simple question may be if we assume ...
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2answers
65 views

Check whether a functional has an extremal or NOT

Find the extremal of the functional $$J(y)=\int_a^b F(x,y,y')\,dx$$where , $F(x,y,y')=y'+y$ , for admissible functions $y$. From Euler-Lagrange equation , $\displaystyle ...
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1answer
56 views

Which method solves this integral equation? $\int_{-1}^{1}w(x)\,e^{tx}\,dx=6\left(\frac{\cosh(t)}{t^2}-\frac{\sinh(t)}{t^3}\right)$

Today I encountered this integral equation wrt. $w(x)$: $$\int_{-1}^1 w(x)\ e^{t x}dx = 6\left(\frac{\cosh(t)}{t^2}-\frac{\sinh(t)}{t^3}\right)$$ I never solved such equations, and when I tried to ...
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40 views

Second kind Volterra integral equation with weakly singular.

Consider the second kind Volterra integral equation. $$ f(t)=g(t)+\int_0^t f(t) K(t,s)ds $$ where $g(t)$ is continuous and $K(t,s)$ is a weakly singular kernel, i.e. $$ K(t,s)\leq ...
2
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3answers
52 views

Integrate $\int\frac{x+1}{x^{4}+6x^{2}+4x}dx$

This gives a cubic polynomial in denominator and nonfactorisable It looks so simple but i just am not able to solve it
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1answer
25 views

Checking whether the function $u(x)=e^x$ solves the integral equation $u(x) + \lambda \int_0^1sin(xt) u(t) dt=1$

The function being $u(x)=e^x$ and the integral equation is $$u(x) + \lambda \int_0^1sin(xt) u(t) dt=1$$ I can't do the integration and I'm confused about how to deal with the parameter $\lambda$ ...
2
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1answer
40 views

Solving a Volterra Integral Equation of the 2nd Kind

Can anyone help me in finding a closed-form solution to the integral equation $$x\left(t\right)=1-\lambda \int _{0}^{t}e^{-\alpha \left(t-\tau \right)} \cos ^{2} \left(k\tau \right) x\left(\tau ...
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0answers
13 views

when the solution of a volterra integral equation is a probability distribution?

I have a Volterra integral equation looking like this $$F(t) = \int_0^t \lambda(s)ds - \int_0^t{F(s)\lambda(t-s)ds}$$ is there any condition I can ask on $\lambda$ for the solution $F$ to be upper ...
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37 views

Love's equation $f(x)+\frac{1}{\pi} \int_{-1}^{1} \frac{f(t)}{1+(x-t)^2}dt=1, \ \ (|x|\geq 1)$

Let us consider Love's equation: $$f(x)+\frac{1}{\pi} \int_{-1}^{1} \frac{f(t)}{1+(x-t)^2}dt=1, \ \ (|x|\geq 1)$$ Is $f(x)$ a two times differentiable function?
2
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0answers
56 views

Cosine Fourier series solution of semi-major axis nonlinear integral equaton

Consider an integral equation $$ \frac{1}{z(t)}=f(t)+\alpha\int_0 ^\infty \cos(ts)z(s)\,ds $$ I am required to solve for $z(t)$. I approached this problem by considering the integral on right hand ...
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1answer
52 views

How to find exact solution of this volterra equation?

I was working on numerical solution of this equation (by block pulse). $$x(t)=1+\int_{0}^{t}s^2x(s)ds+\int_{0}^{t}sx(s)dB(s)\\t \in[0,\frac{1}{2}]$$B(t) is standard brownian motion. Author of the ...
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0answers
27 views

How to solve this special case of Fredholm Integral Equation of the First Kind

General form of 'Fredholm Integral Equation of the First Kind' $f(x) = \int_a^b{K(x,t)\phi(t)} dt$ Where $\phi(t)$ is the unkown My special case is $1 = \int_a^b{k(t)\phi(t)} dt$ A trivial ...
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2answers
74 views

How can I solve this integral equation by converting it to a differential equation

Let we have the following integral equation :$$y(x)=e^{-x}cos(x)-\int_{0}^{x}e^{-x+t}cos(x)y(t)dt$$ How can I solve this integral equation by converting it to a differential equation
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2answers
93 views

Solve integral equation by converting to differential equation

One has the following integral equation: $$y(x)=\frac{1}{1+x^2}+\int_{0}^{x}\sin(x-t)y(t)dt$$ How can I solve this integral equation by converting it to a differential equation?
2
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2answers
69 views

prove $ \int_0^1 (1-x^p)^\frac{1}{q} \,dx = \int_0^1 (1-x^q)^\frac{1}{p} \,dx$

prove that for every $ p,q \gt 0$ $$ \int_0^1 (1-x^p)^\frac{1}{q} \,dx = \int_0^1 (1-x^q)^\frac{1}{p} \,dx$$ I tried to start from one side and change variables to get something similiar to the ...
2
votes
0answers
27 views

A Gronwall type inequality for Fredholm operators

I am interested in finding out the result of Gronwall type inequality for Fredholm operators. What will be the form? How one can show such inequality for fredholm operators.
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0answers
59 views

Differential equation with shifited term

I have a differential equation (Or integral equation) of the form: $$ f(x) = a e^{-x} + b \int_0^x f(cz+dx) e^{-z} dz$$ $a,b,c,d$ are constants. I am considering whether the above equation has a ...
4
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3answers
65 views

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} - ...
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0answers
43 views

Numerical Solutions of Fredholm Integral Equations of the First Kind

Can anyone recommend me some papers about numerical solutions of Fredholm integral equations of the first kind? Thanks in advance
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37 views

Existence and uniqueness of a pde solution

I have the PDE system: $\frac{\delta}{\delta t}u(t,r)=-\int_0^1 H(|r-r'|)v(t,r')dr'u(t,r)$ $\frac{\delta}{\delta t}v(t,r)=\int_0^1 H(|r-r'|)v(t,r')dr'u(t,r)-v(t,r)$ $x(0,r)=\rho(r), ...
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1answer
41 views

Maximize $J[f] = \int_\mathbb{R} f(x)\log f(x)\,dx$ over smooth surjections $f : \mathbb{R}\to (0, \alpha)$ subject to $\int_\mathbb{R} f(x)\,dx = 1$.

Maximize $J[f] = \int_\mathbb{R} f(x)\log f(x)\,dx$ over smooth surjections $f : \mathbb{R}\to (0, \alpha)$, where $\alpha$ is a real number, subject to $\int_\mathbb{R} f(x)\,dx = 1$. I have no idea ...
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1answer
261 views

Numerically solving a system of partial integro-differential equations in Matlab [closed]

Given the following system of partial integro-differential equations - $\frac{dS(t)}{dt}=\Lambda-\mu S(t)-\beta S(t)F(t),\\ \frac{\partial I(t,\omega)}{\partial t}+\frac{\partial ...
4
votes
1answer
77 views

Explicit solution for equation

The claim is that this equation has an explicit solution. $$\frac{\partial}{\partial t}c(x,t)=\frac{a}{\pi}\int_{\mathbb{R}}\frac{c(y,t)-c(x,t)}{(y-x)^2}dy.$$ What can one do to find this solution? ...
2
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0answers
45 views

Contraction principle for Fredholm integral equation of the first kind

A Fredholm integral equation of the first kind has the following shape: $$ \int a(x,y)f(y)\mathrm dy = b(x)\tag{1} $$ where $f$ is an unknown function. I wonder whether contraction principle can be ...
3
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1answer
71 views

transform integral to differential equations

I found a similar system of integral equations in a paper. It says that it can be solved by differentiating and then using standard techniques. My question is, how can I differentiate such a system in ...
0
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1answer
30 views

Singular Integral Equation

I need to find an approximate solution $u(z)$ of the following equation: $\int_{-H}^0 q(s,z)\,u(s)\,ds = -2\,\rm{i}\,\xi_0(z)$ where $q(s,z) = ...
0
votes
1answer
69 views

Solving for a function inside an integral

Is there a way to solve for $f(x)$ when $$ g(x)=\int_0^x dx' W(x,x') f(x') $$ If it weren't for the x-dependence in $W(x,x')$, I could write for example, $$ f(x)=\frac{1}{W(x)}\frac{\partial ...
1
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1answer
95 views

Integral Equation Unknown Limits

What is the name of an equation, where the unknown is one of the limits of integration? Is there a theory that studies such equations, standard methods of solution? The simplest example is the ...
1
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0answers
45 views

Numerically finding eigenvalues of a Volterra operator of first kind

I'm looking for a solution to the following problem - $\int_{-\infty}^{\infty} K(x-y) f(y) = \lambda f(x)$ Consider $K(x-y) = \left\{ \begin{array}{lr} e^{-(x-y)} & : x > y \\ 0 & : x ...
0
votes
0answers
33 views

which kernel has finite rank?

in integral equations $$x(s)=y(s)+\lambda\int_a^b k(s,t)x(t) dt\\k \in L^2[a,b]$$ which one of listed kernels has finite rank ? how to show (or proof)? ...
4
votes
2answers
40 views

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 ...