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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10
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1k views

Eigenvalues and eigenfunctions for the Fredholm integral operator $K(g) = \int_0^1 e^{x t} g(t) dt$.

I would like to compute the eigenvalues and eigenfunctions for the Fredholm integral operator $$K(g) = \int_0^1 e^{xt} g(t) dt.$$ The sources I've checked* seem to say that the process is fairly ...
8
votes
0answers
223 views

Is there a closed form solution of $f(x)^2+(g*f)(x)+h(x)=0$ for $f(x)$?

When $g(x)$ and $h(x)$ are given functions, can $f(x)^2+(g*f)(x)+h(x)=0$ be solved for $f(x)$ in closed form (at least with some restrictions to $g,h$)? (The $*$ is not a typo, it really means ...
7
votes
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141 views

How to solve this integral equation?

Solve this integral equation: $$ {{\rm e}^{{\rm i}k\,\sqrt{\vphantom{\Large A}\,r^{2} + z^{2}\,}\,} \over \sqrt{\vphantom{\large A}r^{2} + z^{2}\,}} = \int_0^{\infty}{\rm K}_{0}\left(\lambda r\right) ...
5
votes
0answers
83 views

Convergence of the solution of Volterra integral equation with convergent kernel.

Consider the following Volterra integral equation $$ g(t) = \int_0^t K_n(t,s)w_n(s) ds $$ where $g(t)$ and $K_n(t,s)$ are known(continuous) and $K_n(t,s)\geq K_{n+1}(t,s)$ for all $t,s$. Moreover, ...
5
votes
0answers
195 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 ...
4
votes
0answers
142 views

Finding a series of functions orthogonal to all $x^{2n}$ but one

We need to find a series of functions $f_m$ verifying the property $$\int_{-\infty}^{+\infty}\! x^{2n} f_m\!(x) \;{\text d}x=\delta_{nm}.$$ We already have found $$f_0(x) = ...
3
votes
0answers
36 views

Solvability of an integral equation

Is the following integral equation solvable ? $$ F(x)-\int^{1}_{-1} K(x,y)F(y)dy=f(x) $$ Where $$K(x,y)=\frac{\sin \gamma(x-y)}{\pi(x-y)}$$ and $$f(x)=e^{i\gamma x}$$ and $\gamma$ is a parameter.
3
votes
0answers
73 views

Voltera equation

Consider the Voltera integral equation: $$ψ(x)=e^{-x}\cos(x)-\int_{0}^{x}e^{-(x-t)}\cos(x)ψ(t)dt$$ How can I solve this equation by converting it to a differential equation? The solution is ...
3
votes
0answers
66 views

Integral equation $f(x) - \int_0^x f(t)dt = 0$

I'd like to know the solution (if solvable) to the following integral equation $$f(x) - \int_0^x f(t)dt = 0$$ Also I'd like to know what is the required mathematical background to be able to find a ...
3
votes
0answers
100 views

Holder regularity for the heat potentials

First I apologize for my bad English and for any error: this is my first question. I need some regularity results for the simple and double layer heat potentials. If $\Gamma(t,x)$ is the fundamental ...
3
votes
0answers
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 ...
3
votes
0answers
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 $g(x)$ ...
3
votes
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 ...
3
votes
0answers
53 views

Uniqueness of solution to integral equation for operator valued functions

Let $X$ be a Banach space. Suppose I have a 2 parameter family of bounded operators on $X$: $V(t,s)$, $0\leq s\leq t \leq T$, such that $V(t,s)x=U(t,s)x+\int_s^t V(t,r)H(r)U(r,s)x\,dr$ and ...
3
votes
0answers
202 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: ...
3
votes
0answers
86 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 ...
3
votes
0answers
95 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 ...
3
votes
0answers
120 views

show that the function satisfies condition of the lemma

Let $(f_n)_{n\geq 0}$ be an eigenfunctions of the compact integral operator $F$, defined on $L^2([-1,1])$ by $$ F(f)(x)=\int_{-1}^1\frac{\sin a(x-y)}{x-y}\,\psi(y)\,\mathrm{d}y, \quad \mbox{here ...
3
votes
0answers
106 views

integral equation solution for two functions $ f(x) $ and $ g(x) $ and see if they are related

given two functios $ f(x) $ and $ g(x) $ related by $$\frac{ \Gamma(s-1/2)}{\Gamma(s) \sqrt{ \pi}}\int_{0}^{\infty}dx \frac{g(x)dx}{(x+y)^{s-1/2}}=\int_{0}^{\infty}dx \frac{f(x)dx}{(x+y)^{s}}$$ what ...
2
votes
0answers
44 views

Solution of Abel type integral equation

I would like to know when (for what functions $f$) and how I can find integrable solution of equation \begin{align} f(x)=\int_x^{\infty}\frac{u(y)}{\sqrt{y-x}} \ dy, \end{align} where $u$ is unknown ...
2
votes
0answers
63 views

Solution of non-linear Fredholm(Hammerstein) equation with non-degenerate kernel and reciprocal non-linearity

I have asked this question but got no response. I rephrase it so that anyone who knows operator theory and integral equations would help me out.....I faced a problem in physics which is a non-linear ...
2
votes
0answers
42 views

How to solve $\int_{x}^{x+a} f_X(u) du=e^{-2\lambda_1 x} \int_{x-a}^{x} f_X(u) du$

How to solve equation of the type \begin{align*} \int_{x}^{x+a} f(u) du=e^{-\lambda x} \int_{x-a}^{x} f(u) du \end{align*} we want to solve for $f(x)$ where $\lambda,a$ are some constants. Things I ...
2
votes
0answers
212 views

Solve integral(convolution) equation

I have been trying to find a solution to the following convolution equation: \begin{align*} e^{-ax^2/2}*\ln \left(f(x)*e^{-ax^2/2}\right)+e^{-bx^2/2}*\ln \left(f(x)*e^{-bx^2/2}\right)=cx^2 ...
2
votes
0answers
47 views

finding solution to a partial integro differential equation

I want to find a function (or a set of functions) such that $u(x,t)$ satisfies the following partial integro-differential equation with singular kernel \begin{eqnarray} &&u_x(0,t) = \int_0^t ...
2
votes
0answers
55 views

FM signals and non-trivial solutions to a homogeneous Fredholm integral equation of the first kind

I am looking for any non-trivial solution to the following integral equation. That is, find any function $q(\theta)\neq 0$ which satisfies the following equation: $$\int_0^a ...
2
votes
0answers
68 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 ...
2
votes
0answers
76 views

reference request: a graduate level textbook on viscosity solutions of IPDEs

I am particularly interested in IPDE which arises from optimal stopping/control problems so I would like some references on integral-partial differential equations, which are related this area. I have ...
2
votes
0answers
56 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 ...
2
votes
0answers
100 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. ...
2
votes
0answers
91 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 ...
2
votes
0answers
87 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
0answers
54 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 ...
2
votes
0answers
142 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.
2
votes
0answers
414 views

Homogeneous Fredholm Equation of Second Kind

I'm trying to show that the eigenvalues of the following integral equation \begin{align*} \lambda \phi(t) = \int_{-T/2}^{T/2} dx \phi(x)e^{-\Gamma|t-x|} \end{align*} are given by \begin{align*} ...
1
vote
0answers
16 views

solve the integral equation using Resolvent kernel (plz help)

show that solution of the integral equation $y(x) + \int_0^x (x-s)y(s)ds={x^3/6}$ is $y(x) = \int_0^x s. sin(x-s)ds$ I'm only a beginner on this topic...Using Resolvent kernel I've got ...
1
vote
0answers
24 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 ...
1
vote
0answers
21 views

Solve integral equation that involves hyperbolic cosine

I'm trying to find a weight function w(x) that makes this integral 0 $\int_0^1 w(x) \cosh((\alpha_n+i\omega_n)x) \cosh((\alpha_n-i\omega_n)x)=0$, where where $\omega_n=(2n+1)\frac{\pi}{2}$ and ...
1
vote
0answers
21 views

Integro-differential eigenvalue problem

In my research I encounter an eigenvalue integro-differential equation of the form: $$f_n(x,y)=\lambda_n\iint_D\frac{\nabla'\cdot\big\lbrace ...
1
vote
0answers
22 views

Is there a solution to this integral equation?

Consider the following equation $$ H(y) = \int_{0}^{\infty} G\left(\frac{y-\phi_2(v)}{\phi_1(v)} \right) \exp(-v) ~\mathrm{d}v $$ where $\phi_i$ are well-behaved differentiable functions on the ...
1
vote
0answers
45 views

Integral Identity

A question from a multivariable calculus exam: I have tried lots of methods like integrating the RHS by parts. Any help would be appreciated. Find $w(y)$ such that the identity $$ ...
1
vote
0answers
42 views

Find all solutions to integral equation

Let $f:\mathbb{R^2}\rightarrow \mathbb{R}$ and $F:\mathbb{R}\rightarrow \mathbb{R}$ be given functions such that $\int_\mathbb{R} F(x) dx = 0$. Find all $h:\mathbb{R^2}\rightarrow \mathbb{R}$ ...
1
vote
0answers
15 views

How to numerically solve an integral equation with a Cauchy principle kernel?

Consider such a Fredholm equation of $f(x)$: $$ f(x) = g(x) + \lim_{\epsilon \rightarrow 0^+ }\int_{-\infty}^{+\infty} \frac{d y V(x-y)}{a^2+ i \epsilon - y^2} f(y) .$$ Here $V(y)$ is a nice ...
1
vote
0answers
62 views

numerical analysis of partial integro-differential equation

I have to numerically solve a nonlinear partial integro-differential equation. This is my equation, $$\frac{\partial y(x,t)}{\partial t}=\int_{-\infty}^\infty K_0(|x-u|) \frac{\partial^2 ...
1
vote
0answers
74 views

Association of PDE's with Integral Equations?

We know the following associations : Volterra Integral Equations $\leftrightarrow$ Initial Value Problems Fredholm Integral Equations $\leftrightarrow$ Boundary Value Problems My questions are : ...
1
vote
0answers
34 views

Solution of a partial integro-differential equation

I want to find a solution for the following equation $$ \partial_y u(x,y) + \partial_x u(x,y) + \int_{0}^{x} r(x-x') u(x',y) dx' $$ $$ u(x,0)=0 \quad u(0,y)=\delta(y) $$ in $(x,y) \in ...
1
vote
0answers
41 views

Can my wrong derivation of the Gamma function be fixed?

I found the following simple but wrong derivation of the Gamma function: We start from the definition of the exponential function $$ e^x = \sum_{k=0}^{\infty}\frac{x^k}{k!} \\ \Rightarrow 1 = ...
1
vote
0answers
46 views

Properties of solutions of system of integral equation.

Assume $g:[0,\infty) \to \mathbb R$ to be continuous and $$\int_{0}^{\infty} s|g(s)| \,\mathbb ds< \infty .$$ I want to find $\alpha>0$ such that the system of integral equations ...
1
vote
0answers
56 views

How would I find this constant?

I have this equation, and I'm not sure how to solve for the constant $\nu$, since everything else is known: $$\begin{equation} a + \sqrt{a_i + 4 b_i \nu} + \sum^N_{j=1} (\sqrt{a_j + 4 b_j \nu}) ...
1
vote
0answers
43 views

Does the system of equations always have a nontrivial solution?

$f:[0,1]^2\to R_+$ is a continuous conditional density function. For $g,h\in C$ on $\{(x,y)\in [0,1]^2|x\geq y\}$, the system of equations is given by$$ \frac{\partial g}{\partial x}\leq ...
1
vote
0answers
145 views

Solving an integral (or series) equations system

Peace be upon you, In the question A late-diverging "approximating solution" for a system of functional equations, I have asked for an approximating solution for a system of functional ...