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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76 views

Power series function expansion as solution for integral equation

I'm facing an integral equation whose unknown is a function $f(x)$: The equation is of the kind: $$ K = \int_{-l}^{l} G(x,s)f(s)ds $$ So it's a Fredholm integral equation that is rewritten in this ...
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53 views

Setting up Kernel to Numerically Solve Fredholm Equation of Second Kind

I am looking to confirm if what I am doing is the proper procedure. I writing a program to discretely solve a Homogeneous Fredholm Equation of Second Kind that is set up as follows: $ \int ...
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0answers
67 views

Reciprocal Non-linear Hammerstein integral equation

I came across a problem that looks like a non-linear Hammerstein equation: $$ \displaystyle y(t)= v(t)+\int_{0}^{\infty} \frac{e^{\iota ts}}{y(s)}\mathrm{d}s $$ I tried solving it by collocation ...
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1answer
94 views

Existence of integral equation solution

I am trying to prove a differentiable solution in some open interval about the origin for the equation: $$u(x) + u(x)^2 + \int_0^x (1+\cos(x+u(y))) dy = 0$$ I have been trying to prove it as a ...
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2answers
114 views

A Matrix Integral Equation

We have an integral equation on matrix. ${\Im(t)}=\Im(0)+\int_{0}^{t} \Im(s)[K(s)]_{ \times }ds \tag 1$ $[\hspace{.2cm} ]_{\times}$ is skew symmetric matrix with diagonals zero and is non ...
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25 views

Solution sets/ existence and uniqueness of solutions to $Ku-\lambda u=\int^1_0 \frac{x^2}{1+y^3}u(y)dy-\lambda u(x)=f(x)$

Given $$ Ku-\lambda u=\int^1_0 \frac{x^2}{1+y^3}u(y)dy-\lambda u(x)=f(x) $$ A) For what values of $\lambda$ does there exist a unique solution for all $f\in L^2(0,1)$? B) Find the solution set ...
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51 views

Condition of existence and uniqueness of solution for abel integral equation

It is well known that Abel integral equation has a unique continuous solution. For example, $$ f(t)=\int_0^t\frac{g(s)}{(s-t)^{\alpha}}ds , 0<\alpha<1 $$ where $f(t)$ is known. Specifically, ...
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0answers
81 views

Verification of Fourier transformation of Io-sinh function

I try to match, but it could not match $I_o-\sinh$ Practical Fourier Transform pair developed by Ben Logan, transform pair also published in The Practical Application of the Fourier Integral ...
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2answers
43 views

Spectrum of $Tu=\int^1_0 (x+y)u(y)dy$

Given the operator $$Tu(x)=\int^1_0 (x+y)u(y)dy$$ on $L^2(0,1)$, find the spectrum of $T$. For all eigenvalues, find their multiplicities and the eigenfunctions. The kernel is Hilbert Schmidt ...
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49 views

An integral equation of second type.

Let $A,B$ be real numbers smaller in absolute value than $1000$. Consider the integral equation $$ f ( x ) = A + B\int_1 ^{\sqrt x} f \left( \frac{x-1}{t} \right) \,\mathrm{d} t $$ where the ...
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1answer
44 views

Taking Fourier transform of integral-differential equation

If $u$ is a solution of the equation $$\frac{\partial}{\partial t} u(x,t) + \int_{-\infty}^{\infty} \text{sinc}(x-y) \cdot \frac{\partial^{2}}{\partial y^{2}} u(y,t) \ dy = 0,$$ with initial condition ...
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0answers
93 views

existence and uniqueness of volterra integral equation of the first kind [duplicate]

$$ \int_0^t k(s,t)f(s)ds=g(t) $$ To know the existence and uniquness of solution of volterra integral equation(VIE) of the first kind, we differentiate it and convert to the VIE of the second kind. ...
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69 views

Contraction mapping principle application

I'm to prove that the following equation has a unique solution: $$f(x) = \int_0^1 e^{-sx} \cos(\alpha f(s)) ds.$$ (Here, $\alpha \in (0,1)$.) The form of the exercise screams to apply the ...
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1answer
47 views

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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0answers
56 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
61 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
45 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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2answers
108 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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58 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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43 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
92 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
49 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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48 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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0answers
74 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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54 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
26 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 ...
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2answers
80 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
87 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
82 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
61 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
61 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
36 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
111 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
162 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') = ...
2
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2answers
87 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
65 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
75 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
58 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
31 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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45 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
322 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
39 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
56 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 ...
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1answer
56 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
34 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
25 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
40 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 ...
5
votes
0answers
181 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
33 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
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1answer
33 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 ...