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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173 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} = ...
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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
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1answer
78 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
63 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
32 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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0answers
48 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
357 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 ...
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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
57 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
59 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
29 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 ...
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0answers
201 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
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 ...
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1answer
34 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
125 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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40 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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229 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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1answer
67 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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1answer
283 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 ...
2
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2answers
102 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
votes
2answers
440 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 ...
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2answers
3k 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
137 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 ...
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2answers
39 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 ...
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1answer
96 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 ...
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1answer
121 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 ...
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0answers
77 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 ...
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1answer
61 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
108 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 ...
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0answers
56 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
255 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 $\dfrac{d}{dx}f(x)^2=2f(x)f'(x).$ ...
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2answers
76 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 + ...
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3answers
134 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 ...
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4answers
267 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 ...
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2answers
41 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?
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1answer
97 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 ...
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0answers
78 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 ...
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2answers
90 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 ...
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0answers
41 views

Can we get a general solution to the following system of equations?

A system of equations $$\frac{df}{dt}(t)=-txg(t)-x, \frac{dg}{dt}(t)=(1-t)xf(t)+x$$ which was constructured from the integral equation $$ F_t (t,x)= x \int_0^{1-t} (1-s)F(s,x) ds + (1-t)x, $$ This ...
3
votes
1answer
56 views

Characterization of a particular integrable function

Let $f$ be a strictly positive function such that $\int_{0}^{\infty}f(x)dx=\int_{0}^{\infty}xf(x)=1$ (i.e., a probability density function with expectation one). Let also $g$ be a nonnegative ...
3
votes
1answer
325 views

Differentiating a convolution integral

I'm trying to turn the integro-differential equation $\phi'(t) + \phi(t) = \int_0^t \sin{(t - \xi)} \, \phi(\xi) \, \mathrm{d} {\xi}$ into the differential equation $\phi'''(t) + \phi''(t) + ...
2
votes
1answer
313 views

How to differentiate this equation involving an integral expression?

I want to differentiate the Volterra integral equation $\phi(t) + \int_0^t (t - \xi) \, \phi(\xi) \, \mathrm{d}{\xi} = \sin{2t}$. Am I right in thinking that the integral can just be removed like so? ...
0
votes
1answer
74 views

Solving a Fourier sine transform equation

Suppose we have the following Fourier sine transform equation $$\int_0^\infty f(x;p)\sin(\lambda x)dx \equiv 0,$$ where $f(x;p)$ has some parameters $p\in\mathbb{R}$ we can choose freely. Does this ...
1
vote
1answer
127 views

Differential equations, integral equations

Is there an analytical way of proving that if $\phi$ is a solution to \begin{equation} y(t)=e^{it}+a\int_{t}^{\infty}\sin (t-s)y(s)s^{-2}ds, \end{equation} then $\phi$ would be a solution to the ...
0
votes
1answer
587 views

Convert an integral equation in an initial value problem of an ODE of degree 2

The following exercise is a part of a bigger exercise. Therefore I first give you the setting of the whole exercise and then (in the grey box below) the part of the exercise which I mean here. ...
4
votes
3answers
230 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 ...
0
votes
1answer
30 views

Clarification of intergal equations.

I feel like asking a question that show how long I have to go. Clarification. In differential equations, I start with a rate of change and find the indefinite integral to find the function. In ...