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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1answer
57 views

Understanding solution to first-order differential equation written in integral form, $y(x)=\int_0^xy(t)dt + x + 1$

I have a differential equation and I'm trying to understand the solution printed in the back of the book. I will specify what part I'm struggling to understand: Problem statement: Solve the following ...
3
votes
0answers
195 views

Solving an integral equation.

Let $K(x,y)=(x+y)e^{-y^2/2-xy}$. I need a constructive way (not simply verifying it is a solution) to show that $f(x)=e^{-x^2/2}$ is the solution to the integral equation: ...
2
votes
0answers
46 views

Analytic continuation of an integral equation

Consider the (possibly singular or hypersingular) integral equation $$Z\int_{-\infty}^\infty B(x,x^\prime) \ A(x^\prime) dx^\prime = A(x)$$ where $Z$ indicates the finite part of the integral should ...
1
vote
1answer
46 views

The trace of an integral equation?

I am reading a paper about spectroanalysis and encountered the following integral equation: $$\int_{-1}^{1}\frac{\sin A(x-x')}{\pi(x-x')}\psi(x')dx'=\lambda\psi(x)$$ Then the paper gives without proof ...
0
votes
0answers
101 views

What does this notation regarding integral equation kernels and norms mean?

I am attempting to understand what types of kernels the standard theory of Fredholm Type-2 integral equations applies to, but I've never taken a course in analysis. Basically, given a kernel, ...
2
votes
1answer
99 views

Solving integral equation

Solve the following integral equation: $${u(x)}={x}+{e^{x}}+\int_{0}^{1}\left({5}{x}^{2}{t}^{2} -{3}{t}^{2}+{t}\right) {u(t)}dt. $$
2
votes
1answer
169 views

Question about integral equations

Consider the equation $$g(t) = \int_a^b K(t,s)f(s) ds $$ where $g$ and the kernel $K$ are known and $f$ is to be determined. Suppose that the equation has a solution. Under what conditions on the ...
4
votes
1answer
129 views

Integral equation $u(t)=f(t)+a\int_0^t u(s)ds\quad t\geq 0$

Let $a\in\mathbb R$ and $f\colon [0,1]\to\mathbb R$ a continuous function. Solve the integral equation $$u(t)=f(t)+a\int_0^t u(s)\mathrm ds,\quad t\geq 0$$ and find an explicit formula for the ...
2
votes
0answers
89 views

Unicity of solution to an integral equation

Suppose we have the following integral equation $$f(x)=\int_0^\infty f(y)(x+y)e^{-x^2/2-xy}\text{d}y$$ where $f: [0,\infty)\rightarrow[0,\infty)$. The function $f(x)=Ce^{-x^2/2}$ solves the equation. ...
3
votes
0answers
80 views

does f(x) have unique fixed point?

Let $g$ be a probability density function. We can assume about $g$, whatever we like (Only important thing, we know about random variable Y,which has $g$ as p.d.f is $P(Y<0)>0$.) Next, let ...
2
votes
1answer
257 views

The integral equation $y(x)=x-\int_1^x xy(t)dt$ [closed]

The integral equation $$ y(x)=x-\int_1^x xy(t)dt \tag{$y\in C^1[1,\infty)$}$$ has the solution $y=x(1-\log x)$ $y=xe^{\left(x-\frac{1}{2}\right)}(x-1)+x$ $y=xe^{1-x^2}+x$ $y=x-x \cdot e^{x^2}+ex$ ...
1
vote
0answers
70 views

A question on convergence of solution of an integral equation.

In Pipkin's "A Course on Integral Equations", on page 24 problem 2, he asks us to find out whether or not iteration will converge uniformly for an integral equation of the second kind, i.e $u=f+Ku$ on ...
3
votes
2answers
73 views

A function/distribution which satisfies an integral equation. (sounds bizzare)

I think I need a function, $f(x)$ such that $\large{\int_{x_1}^{x_2}f(x)\,d{x} = \frac{1}{(x_2-x_1)}}$ $\forall x_2>x_1>0$. Wonder such a function been used or studied by someone, or is it just ...
0
votes
1answer
46 views

Unicity (or not) of the solution of an integral equation

Given the integral equation: $$\int_0^a f(x)\left[ \frac{d^2}{dx^2}f(x) \right]dx=a$$ with the condition: $$\lim_{x\to\infty}f(x)=0$$ how can I find its solution? Is the solution (if any) the only one ...
13
votes
4answers
391 views

Find a continuous function $f$ that satisfies…

Find a continuous function $f$ that satisfies $$ f(x) = 1 + \frac{1}{x}\int_1^x f(t) \ dt $$ Note: I tried differentiating with respect to $x$ to get an ODE but you get one that contains integrals - ...
0
votes
4answers
89 views

Find $f(x)$ such that $2 \int_0^x f(t) \,\mathrm dt = x(f(x)+2000)$

Let $f: \Bbb R \to \Bbb R$ be such that $$2 \int_0^x f(t) \,\mathrm dt = x(f(x)+2000)$$ for every $x$. Find $f(x)$.
0
votes
2answers
55 views

Different formulations for multiple integral equation

On several papers, I found the following model for a multiple integral equation: $$g(s)=\int\limits_{\Omega} h(s,t)f(t)\,\mathrm{d}t$$ where $s,t \in \mathbb{R}^3$, and $\Omega \subseteq ...
6
votes
3answers
530 views

Prove there is a unique continuous function satisfying this integral equation

This is a question from an old real analysis qual: Prove that there is a unique continuous function $f:[0,1] \to \mathbb{R}$ such that $$f(x) = \cos x + \int_0^x f(y)e^{-y}dy$$ for $x \in [0,1]$ I ...
3
votes
1answer
170 views

If $\int^x_0 f (t) dt =x+ \int^1_x t f (t) dt$, find value of $f(1)$

If $\int^x_0 f (t) dt =x+ \int^1_x t f (t) dt$, find value of $f(1)$ solution:- $\int^x_0 f (t) dt =x+ \int^1_x t f (t) dt$ $\int^x_0 f (t) dt =x+ \int^0_x t f (t) dt$ + ...
3
votes
1answer
271 views

Volterra integral equation with variable boundaries

$$\phi (x)=x+\lambda \int_{a}^{x}(x-y)\phi (y)dy$$ I'm also Trying to solve this integral equation like she does Solving an integral equation with a separable kernel. and I also have some doubts ...
4
votes
3answers
102 views

Find $f(x)=?$ functional equation

I would appreciate if somebody could help me with the following problem: Q: Find $f(x)$ ($f'(x)$: conti-function , $x \in\mathbb{R}$) $$f(x)=\sin ^2x+\int_{0}^{x}tf(t)dt$$
2
votes
0answers
87 views

applications integrals

I have the following problem to solve: $\int_{0}^{1}K(x,y)\phi(y)dy$ where: $K(x,y)=x(1-y), 0\leq x\leq y\leq 1$ and $K(x,y)=y(1-x), 0\leq y\leq x\leq 1$ already tried using the methods suggested ...
0
votes
1answer
81 views

Reducing an integral equation to a differential one

In my course about differential equations I have the following problem: Find all the functions $f:\mathbb{R} \longrightarrow \mathbb{R}^+$ such that the area below the graphic of the function in an ...
-2
votes
2answers
125 views

Integral equation that's cant solve… Need a hand [closed]

Help me solve this integral equation, I'm having some troubles... I need to use the Fredholm method for second kind integral equations. $$\phi(x)= \sin(x)+ \lambda \int_{0}^{\pi}\cos(2x+y)\phi ...
7
votes
1answer
221 views

Fredholm Equations

I have the following problem to solve $$\phi (x)=\lambda \int_{o}^{\pi }\cos(2x+y)\phi (y) dy+ \sin x$$ following the instructions from the following link early to conclude that: $$\phi (x)=\lambda ...
-4
votes
2answers
320 views

Integral eigenvectors and eigenvalues

I need to find the eigenvalues e eigenvectors of this integral. a) $$\int_{0}^{2\pi}(\cos^2(x+y)+1/2)\phi (y)dy$$ b)- Solved thanks $$\int_{0}^{1}(x^2y^2-2/45)\phi (y)dy$$
1
vote
1answer
631 views

Find the eigenvalues and eigenvectors of an integral operator

I need to find the eigenvalues e eigenvectors of this integral. $$\int_{0}^{1} K(x,y)\phi (y)dy,$$ where $K(x,y)=x(1-y),\; 0 \le x\le y \le 1$ and $K(x,y)=y(1-x),$ $0\le y\le x \le 1$ I ...
3
votes
2answers
186 views

Solve integral equation of second kind using Fredholm method

I need to solve this integral equation $$\phi (x)=(x^2-x^4)+ \lambda \int_{-1}^{1}(x^4+5x^3y)\phi (y)dy$$ Using the Fredholm theory of the intergalactic equations of second kind. I really don't ...
2
votes
0answers
83 views

What is the meaning of the definition below? Taken from a 1909 book on Integral Equations.

Definition: We say that the discontinuities of a function of $(x, y)$ are regularly distributed in $S$ or in $T$ if they all lie on a finite number of curves with continuously turning tangents, no one ...
2
votes
1answer
157 views

A problem related to an integral equation

I am stuck on the following problem that is as follows: The integral equation $\quad \varphi(x)-\lambda \displaystyle\int_{-1}^{1}\cos[\pi(x-t)]\varphi(t) dt= g(x)$ has 1.a unique ...
3
votes
2answers
539 views

What is a hypersingular integral kernel?

While reading literature about boundary element and finite element methods I have repeatedly seen that some integral kernels are singular and others are hypersingular. Could you explain what is the ...
3
votes
1answer
199 views

Multiple Integral Equation

$$f(x) = 2a \int_{0}^{x}{f(t)\;dt} - \left(\frac{b^2}{2}\right)\int_{0}^{1}{|x-t|f(t)\;dt}$$ where $0<a<b$ My task is to solve for $f(x)$. I'm having difficulty solving this integral equation. ...
3
votes
1answer
3k views

How to solve partial integro-differential equation?

Suppose the following partial integro-differential equation for a function $u(x,t)$ with $t\geq0$, $x \in [0,L]$: $\partial_t u = \partial_{xx} u + f(u,\lambda)$ $\lambda = B\left(u_0 - \int_{x=0}^L ...
1
vote
2answers
934 views

Solving an integral equation using the Fourier transform

I have to solve the equation $\int_0^{\infty} f(x) \cos{(\alpha x)}\, dx=\frac{\sin{\alpha }}{\alpha}$ Using fourier transform. I know this is half of the usual fourier cosine transform, and so ...
3
votes
3answers
228 views

Let $f(x)=\sin(x)-\int_{0}^{x}{(x-u)f(u)du}$ where $f(x)$ is continuous. Find $f(x)$.

Let $$f(x)=\sin(x)-\int_{0}^{x}{(x-u)f(u)du}$$ where $f(x)$ is continuous. Find $f(x)$. Initially, I use FTC and obtain $f(x)=\sin(x)$ but in the question didn't mention $f$ is differentiable. Then ...
3
votes
0answers
83 views

Using the integral equation, find the eigenvalues and eigenfucntions

The integral equation: $$ \int_{-\frac{T}{2}}^{\frac{T}{2}}dt' \phi (t')e^{\Gamma\left | t-t' \right |} =\lambda \phi(t) $$ for $(-\frac{1}{2}T< t < \frac{1}{2}T)$ is useful in photon ...
1
vote
2answers
168 views

solve the following integration equation (integral equation/variation of calculus)

I'm still rusty on integral equations. I need to solve the following $$ f(x) = e^{-{\left | x \right |}} + \lambda \int_{-\infty}^{\infty} e^{-{\left | x - y \right |}} f(y)dy $$ where $f(x)$ is ...
2
votes
1answer
95 views

Need help solving an Integral Equation

Need help solving: $$ f(x) = x + \lambda \int_{0}^{1}y(x+y)f(y)dy $$ keeping terms through $\lambda^{2}$, (a) by using the Fredholm method (b) by using the Neumann method
4
votes
2answers
86 views

Integration solving problem

A integration is given $$x-x_0 = \pm \int_{0}^{\phi(x)}\frac{d\Phi}{\sqrt\frac{\lambda}{2}(\Phi^2-\frac{m^2}{\lambda})} \tag{1}$$ The author said that, equation (2) can be written from equation (1) by ...
0
votes
1answer
41 views

a problem on integral equation having no eigen value

show that the integral equation $$\phi(x)- \lambda\int^{\pi}_0 \sin x \sin 2t\phi(t)\,dt=0 , 0 \leq x \leq \pi$$ has no eigenvalue. can anyone help how can I able to solve this problem ...
1
vote
2answers
341 views

Solution of an integral equation $\phi(x)+\int^1_0 xt(x+t)\phi(t)\,dt=x $ , $0 \le x \le 1 $

Solve the following integral equation: $\phi(x)+\displaystyle \int^1_0 xt(x+t)\phi(t)\,dt=x $ , $0 \le x \le 1 $ I need to solve the integral equation above. Can anyone help me please?
2
votes
0answers
49 views

What kind of numerical methods are best applicable to this?

I'm wondering: what would be the best numerical method for solving a nonlinear integral equation of the form $$f(x) = a(x) + \int_{-A}^{A} K(x, t, f(t)) dt$$ where $f$ is the unknown function, a ...
5
votes
1answer
239 views

Solving a homogeneous Fredholm equation of the 2nd kind whose kernel has simple poles in the domain of interest

Consider the Fredholm equation of the 2nd kind $$ f(s) = \lambda \int_{-\infty}^{\infty} f(s') \Big(\sum_{n=1}^{N} g_n(s) h_n(s') \Big) ds' , $$ with $f(s)$ an unknown function, $\lambda$ a constant, ...
2
votes
2answers
178 views

Uniqueness of solution to an integral equation on the half line

The equation in question is $$f(x)=\int_0^\infty f(y)(x+y)e^{-x^2/2-xy}\text{d}y$$ where $f: [0,\infty)\rightarrow[0,\infty)$. It is not hard to see $f(x)=Ce^{-x^2/2}$ solves the equation. However, ...
2
votes
1answer
452 views

Fourier transform using the convolution theorem

The function $f(t)$ satisfies the integral equation $f(t)+2\int_{-\infty}^{\infty}H(s)e^{-s}f(t-s)ds=H(t)e^{-t}$ and decays as t $\rightarrow_{-\infty}^{\infty}$ By taking the Fourier transform of ...
1
vote
3answers
89 views

Solve $y'-\int_0^xy(t)dt=2$

I have not idea how to approach this differential equation. $$y'-\int_0^xy(t)dt=2$$. Basically, I did, $$F''(t)-F(x)+F(0)=2 \;\;\;\;\;\;\; F'=y$$ I am stuck. Thank You.
1
vote
1answer
668 views

Writing equivalent first order differential equation and initial condition

I have another homework question that I'm struggling a bit to understand exactly what I'm asked to do. I understand what an initial condition is, but I'm not quite sure how I specify such a ...
1
vote
1answer
503 views

Linear birth death process, probability of extinction by time t

I have a linear birth death process with birth rates $\lambda n$ and death rates $\mu n$ . Let r(t) be the probability of extinction by time t. If there is 1 individual alive at time 0 explain why ...
2
votes
1answer
47 views

Trying to show that equation has a single solution using Banach space Theorems

How do I show that $f(x) = \int_0^1 e^{-sx}\cos(\alpha f(s))~ds, $ $0\leq x\leq1$, $0\le\alpha\le1$ has a single solution. Using Banach space Theorems like Contraction mapping theorem? Thanks for ...
2
votes
0answers
124 views

Fredholm integral equation of the first kind

Can we solve the following specific integral equation: $$ \int_0^1v^n(1-v)^{x-1}K(v)dv=f(x) ,x\in[0,1) $$ If it is solvable, I wonder whether its solution can be represented in a closed form.