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Lesson 1

This integral equation is of Fredholm type with separable kernel, linear, homogeneous, of the second kind. The second integral equation is of Volterra type with non-separable kernel, nonlinear, non-homogeneous, of the second kind. The third integral equation is not fully defined so its classification cannot be determined.

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Rexford Amponsah
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84 views

Lesson 1

This integral equation is of Fredholm type with separable kernel, linear, homogeneous, of the second kind. The second integral equation is of Volterra type with non-separable kernel, nonlinear, non-homogeneous, of the second kind. The third integral equation is not fully defined so its classification cannot be determined.

Uploaded by

Rexford Amponsah
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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INTEGRAL EQUATIONS

MATH 463 – Lecture I

Introduction to Integral Equations

Prof. Isaac K. Dontwi

Kwame Nkrumah University of Science and Technology


Department of Mathematics

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 1 / 19


Outline

1 Learning Objectives

2 Integral Equations

3 Classification

4 Solution of Integral Equations

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 2 / 19


Lesson I: Introduction to Integral Equations
Abstract

This lesson is designed to introduce students to the concept of


Integral Equations, discuss all forms of classification and properties of
related concepts.

Objectives

By the end of the lesson participants should be able to:

1 understand various classifications of Integral Equations.

2 understand solutions to Integral Equations.

3 understand real life phenomena begin formulated as Integral


Equations.
Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 3 / 19
Introduction to Integral Equations

Definition: Integral Equation

An Integral Equation (IE) is an equation in which an unknown


function appears under one or more signs of integrations.

This concept of integral equation was introduced by du


Bois-Reymond in 1888.

A classical example is the Laplace equation in 1782 which used the


integral
Z ∞
f (x) = e −xu φ(u)du (1)
0

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 4 / 19


General Form
Integral Equations can generally be represented by
Z b
y (x) = k(x, t)y (t)dt + f (x) (2)
a
Unknown Function, y (x): The solution we seek to determine
Kernel, k(x, t): known and continuous
Free/Forcing term, f (x): free or forcing term in the equation. It is
also known and continuous.
Limits, a, b: These may be functions or constants
Investigative parameter, λ: introduced to determine variations of
the problem/solution as λ is allowed to vary.
Example:
Z 1
1
y (x) = x 3 + xty (t)dt (0 ≤ x ≤ 1) (3)
2 0
Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 5 / 19
Kernel
The kernel is a known continuous function defined in the square
R : a ≤ x ≤ b, a ≤ t ≤ b of the (x, t)-plane.
Separable and Symmetric kernels possess useful properties

Figure 1: (x, t)-plane

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 6 / 19


Separable and Symmetric Kernels
Separable

These are kernels which can be represented in the form


k(x, t) = g (x)h(t) (4)

Symmetric Kernels

These represent kernels with the property


k(x, t) = k(t, x) (5)

1 For every k(x, t) = k(t, x) there exists at least one eigenvalue


2 All eigenvalues of symmetric kernels are Real
3 Eigen functions φ(x) and µ(x) of a symmetric kernel corresponding to
distinct eigenvalues λ1 and λ2 (λ1 6= λ2 ) are orthogonal in the
fundamental interval (a, b) that is
Z b
Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 7 / 19
Classification of Integral Equations

1 Structure: Fredholm’s Integral Equations and Volterra’s Integral


Equations

2 Linearity Property: Linear and Nonlinear Integral Equations

3 Integral Equations of the First Kind and Second Kind

4 Homogeneity Property: Integral Equations of the Homogeneous


Form and Non-homogeneous Form

5 Singular Integral Equations

6 Other forms of classification: Integro-differential Equations

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 8 / 19


Integral Equations of the First and Second

An Integral equation is of the First kind if the unknown occurs only


under the integral sign

Otherwise if the unknown functions occurs under the integral sign and
elsewhere then it is termed as of the Second Kind

Z b
f (x) = λ k(x, t)y (t)dt − First Kind (7)
a
Z b
y (x) = f (x) + λ k(x, t)y (t)dt − Second Kind (8)
a

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 9 / 19


Fredholm’s Integral Equations

Once the limits b and a are constants, then the IE is called a


Fredholm Integral Equation.

Equations (9) and (10) are Fredholm’s IEs of the first and second
kinds respectively.

Z b
f (x) = λ k(x, t)y (t)dt (9)
a
Z b
y (x) = f (x) + λ k(x, t)y (t)dt (10)
a

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 10 / 19


Volterra’s Integral Equations

If in Fredholm’s IE, the constant b is changed to the variable x, then


we have a corresponding Volterra’s IE.

Volterra’s IE of the first kind is given as


Z x
k(x, t)y (t)dt = f (x) (11)
a

Volterra’s IE of the second kind is given as


Z x
y (x) = k(x, t)y (t)dt + f (x) (a ≤ t ≤ x ≤ b) (12)
a

If the kernel k(x, t) and the free term f (x) are continuously
differentiable functions and k(x, t) 6= 0 for a ≤ x ≤ b, then the
Volterra’s IE of the first kind becomes Volterra’s IE of the second
kind.
Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 11 / 19
Linearity Property

Linear Integral Equations are defined in terms of the linearity of the


unknown function y (x)

An example of a linear integral equation


Z 1
tan x = λ e xt y (t)dt (13)
0

A integral equation which is not linear is nonlinear


Z b
1
y (x)2 = f (x) + k(x, t)y (t)dt (14)
2 a

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 12 / 19


Homogeneity Property

If the free term f (x) = 0, we have a homogeneous equation which


always has the trivial(zero) solution y (x) = 0.

Otherwise the equation is Non-homogeneous

The value of λ for which the homogeneous equation has a


non-trivial(non-zero) solution y (x) 6= 0 is called the eigenvalue (or
eigen number) of the kernel, k(x, t) of the corresponding
homogeneous equation

The solution y (x) is the eigen function

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 13 / 19


Singular Integral Equations

An integral equation is called singular if the lower limit, the upper


limit or both limits of the integration are infinite.

Z b(x)
y (x) = λ k(x, t)y (t)dt + f (x) (15)
a(x)

If b = ∞, a = ∞ or a = b = ∞

Also if the kernel k(x, t) becomes infinite at one or more points in the
domain of integration, the integral equation is considered as singular.

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 14 / 19


Integro-Differential Equations

These are equations in which the unknown function y (x) occurs in


one side as an ordinary derivative and appears on the other side
under the integral sign

There are several phenomenas in physics, biology and other fields


which give rise to these type of equations
Z x
00
y (x) = −x + (x − t)y (t)dt y (0) = 0, y 0 (0) = 1, (16)
0
Volterra’s Integro-Differential Equation and
Z x
0 1
y (x) = 1 − x + xty (t)dt, y (0) = 1 (17)
3 0

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 15 / 19


Classify the following Integral Equations

1. Z π
2
u(x) = cos(x) + cos(x)u(t)dt
0
2. Z x
u(x) = t 2 u 2 (t)dt
0
3.
x
x2
Z
u 00 (x) = − (x − t)u 2 (t)dt
2 0

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 16 / 19


Solution of Integral Equations

A Solution to an Integral Equation is a function u(x) that registers


an identity when substituted in place of the unknown function, y (x)
in the equation
Z b
y (x) = λ k(x, t)y (t)dt + f (x) (18)
a

A solution of an Integral Equation can be verified by direct


substitution

Example: Investigate if u(x) = x is a solution to the integral equation


Z 1
5 1 1
y (x) = x − + (x + t)y (t)dt (19)
6 9 3 0

Direct substitution shows ...

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 17 / 19


Verify that the given function is a solution of the corresponding
integral equation:
Z x
(x − t)2 u(t)dt = x 3 , u(x) = 3
0

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 18 / 19


Up Next ...

In the next lecture, we discuss the link between integral equation and
differential equations

Also we begin with some solution methods for integral equations

Prof. Isaac K. Dontwi (KNUST) MATH 463 – Lecture I 19 / 19

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