Tagged Questions

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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3
votes
1answer
98 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
138 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') = ...
0
votes
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
votes
2answers
63 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
votes
1answer
55 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
votes
1answer
69 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
0answers
40 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
votes
1answer
25 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. ...
1
vote
0answers
29 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 ...
1
vote
3answers
168 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
votes
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 $ce^x=ce^x-ce^3$ ...
0
votes
2answers
46 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
vote
1answer
43 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 $y(t)$
1
vote
1answer
30 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 ...
-1
votes
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 ...
1
vote
0answers
28 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
votes
0answers
109 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 ...
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
30 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 ...
1
vote
0answers
89 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 ...
1
vote
0answers
35 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 $z=0$. ...
1
vote
0answers
137 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: ...
0
votes
0answers
45 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 ...
1
vote
0answers
42 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 ...
0
votes
0answers
33 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
votes
1answer
128 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
votes
0answers
39 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
78 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 ...
12
votes
2answers
419 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 ...
24
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
0answers
68 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 ...
0
votes
0answers
42 views

An integral equation of the first kind with variable limits

How should one solve the following integral equation to find $F(\tau)$: $$ \int_{\tau -T}^{\tau}F(t)X(\tau -t)dt=e^{-(\frac{\tau}{T})^2} $$
0
votes
0answers
58 views

Integral equation problem

I has worked on this problem for a while and still stucked on it. Hopefully someone give me a hint. Consider the following integral equation, find the function $g(r)$: $$\int_0^\infty {K(s,r)g(r)dr} ...
1
vote
2answers
33 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 ...
2
votes
1answer
85 views

Solve: $\int_{0}^{2\pi}g \psi e^{i n \theta}\,\text{d}\theta = n/(n-i\alpha) \int_{0}^{2\pi}\psi e^{i n \theta}\,\text{d}\theta$

For $\alpha>0$, I want to find a $g(\alpha, \theta)$ such that $$ \int_{0}^{2\pi}g(\alpha, \theta)\psi(\theta)e^{i n \theta}\,\text{d}\theta = \frac{n}{n-i\alpha} \int_{0}^{2\pi}\psi(\theta)e^{i n ...
0
votes
0answers
31 views

integral equation with beta kernel

Is there any way to solve the integral equation $$ z(a,b;x) = 1+\dfrac{(1+x)^{b}}{B(a,b)}\int_0^c\dfrac{y^{a-1}}{(1+x+y)^{a+b}}z(a,b;y)\,dy,\;\;x\ge0, $$ where $a,b,c>0$ are parameters, and ...
0
votes
1answer
89 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
49 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
57 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 ...
6
votes
2answers
104 views

Does this condition on the sum of a function and its integral imply that the function goes to 0?

Consider a bounded real-valued function $S:\mathbf{R}\to\mathbf{R}$ so that $$\lim_{x\to\infty} \left( S(x) + \int_1^x \frac{S(t)}{t}dt\right)$$ exists and is finite. Can one say that ...
1
vote
0answers
32 views

Are there methods to solve a system of coupled integral equations?

I was wondering if there were methods to solve a system of coupled integral equations. The example case I am thinking about is $$f(x)=g(x)+\int_a^xf(x^\prime)h(x^\prime) dx^\prime$$ ...
5
votes
1answer
193 views

Find all continuous functions such that $f(x)^2 = \int_0^x f(\xi)\frac{\xi}{1+\xi^2}d\xi.$

From Spivak Find all continuous functions such that $$f(x)^2 = \int_0^x f(\xi)\frac{\xi}{1+\xi^2}d\xi.$$ $f(x)^2$ is clearly differentiable. I'd like to write $\dfrac{d}{dx}f(x)^2=2f(x)f'(x).$ ...
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
3answers
82 views

Uniform convergence of matrix integral sequence

I was given recursively defined: $$ M_k(t)=I+\int_{t_0}^tA(s)M_{k-1}(s)~ds $$ 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 ...
3
votes
4answers
194 views

how to find the equation of one curve in XY plan which satisfies such functions?

I want to find the equation of one curve in $X-Y$ plan which satisfies the functions as follows: 1) $A(x_1,y_1)$, $B(x_2,y_2)$ are two known points and $f(x,y)$ (or $y(x)$) is the equation of the ...
0
votes
2answers
36 views

Integral equation and constant rules

I have an integral equation of the form: $$f(x)=3+4\int_a^bf(t)~dt$$ How can I put the constants inside the integral to get something where I can apply the fundamental theorem of calculus?
0
votes
0answers
68 views

Series solution for coupled PDEs

So I have this system for $f(z, v, t)$ and $\Psi(z, t)$, $$ \frac{\partial f}{\partial t} + v \frac{\partial f}{\partial z} - g(v) \frac{\partial \Psi}{\partial z} = 0 \tag{1} $$ $$ \frac{\partial^2 ...
0
votes
1answer
76 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 ...
1
vote
0answers
50 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 ...
0
votes
2answers
76 views

Question about integral is equal to zero

Suppose we have the following equation $$ \int_0^\infty {f(x,r)g(x)dx} = 0 \quad {\rm for \, all}\, r\in \mathbb{R} $$ where the function $g(x)$ does not depend on $r$, while $f(x,r)$ is function of ...