Integ Equ Phys571 T131
Integ Equ Phys571 T131
Integ Equ Phys571 T131
Nasser
Phys571 (T-131)
Integ_Equ_Phys571_T131
Classification
Let g(x) be a given function, K(x, t) be a given function of two variables, and F(x) be an unknown function. The Volterra equation of the first kind reads
Phys571 (T-131)
Integ_Equ_Phys571_T131
1- Introduction (Classifications)
The most general type of integral equation is written in the form,
h ( x )u ( x ) = f ( x ) +
b (x )
K ( x , y ) u ( y ) dy .
(1)
We are given functions h(x), u(x), K(x, y), and wish to determine f(x). The quantity is a parameter (eigenvalue), which may be complex in general. The function K ( x , y ) is called the kernel of the integral equation. We shall assume that h(x) and u(x) are defined and continuous on the interval a x b(x), and that the kernel is defined and continuous on a x b and a y b. Here we will concentrate on the problem for real variables x and y. The functions may be complex-valued, although we will sometimes simplify the discussion by considering real functions. However, many of the results can be generalized in fairly obvious ways, such as relaxation to piecewise continuous functions, and generalization to multiple dimensions. If the limits of integration are fixed, we call the equation a Fredholm equation; if one limit is variable, it is a Volterra equation. If the unknown function appears only under the integral sign, we label it first kind. If it appears both inside and outside the integral, it is labeled second kind. The Volterra integral equation, is derived when the general equation (1) has the property b ( x ) = x . When h ( x ) = 0 we incur a Volterra equation of the first kind, shown as the following,
(2)
(3)
The Fredholm integral equation is derived from the general equation (1) when b ( x ) = b , (where
b is a constant). When h ( x ) = 0 , and h ( x ) = 1 , Fredholm equations of the first and second kind are obtained as follows,
f ( x ) = K ( x , y ) u ( y ) dy
a
(4)
and u ( x ) = f ( x ) + K ( x , y ) u ( y ) dy
a b
(5)
Both the Volterra integral equation and the Fredholm integral equation are very similar in the way that they are presented. The only difference that distinguishes these integral equations is the fact that the limits of integration are different, as mentioned above.
Phys571 (T-131)
Integ_Equ_Phys571_T131
2- Integral Transforms
If h ( x ) = 0 , we can take = 1 without loss of generality and obtain the integral equation:
g (x ) = K (x , y )f ( y )dy .
a
(2)
This is called a Fredholm equation of the first kind or an integral transform. Particularly important examples of integral transforms include the Fourier transform and the Laplace transform.