Chapter 2 Methods of Solving Integral Equations Dr.

Hussain Ali Mohamad

Chapter 2
Volterra Integral Equations
2.0 Introduction
It was stated in Chapter 1 that Volterra integral equations For the first kind
Volterra integral equations, the unknown function u(x) occurs only under the
integral sign in the form:
𝑥
𝑓(𝑥) = ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡. (2.1)
0
However, Volterra integral equations of the second kind, the unknown function
𝑢(𝑥) occurs inside and outside the integral sign. The second kind is represented in
the form:
𝑥
𝑢(𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡. (2.2)
0
2.1. The Successive Approximations Method
The successive approximations method, also called the Picard iteration method
provides a scheme that can be used for solving initial value problems or integral
equations. This method solves any problem by finding successive approximations
to the solution by starting with an initial guess, called the zeroth approximation. As
will be seen, the zeroth approximation is any selective real-valued function that
will be used in a recurrence relation to determine the other approximations. Given
the linear Volterra integral equation of the second kind
𝑥
𝑢(𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡 , (2.3)
0
where 𝑢(𝑥) is the unknown function to be determined, 𝐾(𝑥, 𝑡) is the kernel, and 𝜆
is a parameter. The successive approximations method introduces the recurrence
relation
𝑥
𝑢𝑛 (𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢𝑛−1 (𝑡)𝑑𝑡 , (2.4)
0
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

where the zeroth approximation 𝑢0 (𝑥) can be any selective real valued function.
We always start with an initial guess for 𝑢0 (𝑥), will be determined as
𝑥
𝑢1 (𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢0 (𝑡)𝑑𝑡 ,
0
𝑥
𝑢2 (𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢1 (𝑡)𝑑𝑡 ,
0
𝑥
𝑢3 (𝑥) = 𝑓(𝑥) + ∫ 𝐾(𝑥, 𝑡)𝑢2 (𝑡)𝑑𝑡 , ⋯
0
⋯ ⋯
𝑥
𝑢𝑛 (𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢𝑛−1 (𝑡)𝑑𝑡 , (2.5)
0
The question of convergence of 𝑢𝑛 (𝑥) is justified by noting the following theorem.
Theorem 3.1 If 𝑓(𝑥) in (2.5) is continuous for the interval 0 ≤ 𝑥 ≤ 𝑎, and the
kernel 𝐾(𝑥, 𝑡) is also continuous in the triangle 0 ≤ 𝑥 ≤ 𝑎, 0 ≤ 𝑡 ≤ 𝑥, the
sequence of successive approximations 𝑢𝑛 (𝑥), 𝑛 ≥ 0, converges to the solution
𝑢(𝑥) of the integral equation under discussion.
The successive approximations method, or the Picard iteration method will be
illustrated by the following examples.
Example 2.1 Solve the Volterra integral equation by using the successive
approximations method
𝑥
𝑢(𝑥) = 1 − ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡.
0
For the zeroth approximation 𝑢0 (𝑥), we can select 𝑢0 (𝑥) = 1. The method of
successive approximations admits the use of the iteration formula obtain
𝑥
𝑥2
𝑢1 (𝑥) = 1 − ∫ (𝑥 − 𝑡)𝑢0 (𝑡)𝑑𝑡 = 1 − ,
0 2
𝑥
𝑥2 𝑥4
𝑢2 (𝑥) = 1 − ∫ (𝑥 − 𝑡)𝑢1 (𝑡)𝑑𝑡 = 1 − + ,
0 2 4!
𝑥
𝑥2 𝑥4 𝑥6
𝑢3 (𝑥) = 1 − ∫ (𝑥 − 𝑡)𝑢2 (𝑡)𝑑𝑡 = 1 − + − ,
0 2 4! 6!
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

⋯ ⋯ ⋯
𝑥
𝑥2 𝑥4 𝑛
𝑥𝑛
𝑢𝑛 (𝑥) = 1 − ∫ (𝑥 − 𝑡)𝑢𝑛−1 (𝑡)𝑑𝑡 = 1 − + − ⋯ + (−1) +⋯,
0 2 4! 𝑛!
Consequently, the solution u(x) is 𝑢(𝑥) = lim 𝑢𝑛 (𝑥) = cos 𝑥.
𝑛→∞
Example 2.2 Solve the Volterra integral equation by using the successive
approximations method
1 2 1 𝑥
𝑢(𝑥) = 𝑥 + 𝑥 + ∫ (𝑥 − 𝑡)2 𝑢(𝑡)𝑑𝑡.
2 2 0
For the zeroth approximation 𝑢0 (𝑥), we can select 𝑢0 (𝑥 ) = 0. The method of
successive approximations admits the use of the iteration formula
1 2 1 𝑥 1
𝑢1 (𝑥) = 𝑥 + 𝑥 + ∫ (𝑥 − 𝑡)2 𝑢0 (𝑡)𝑑𝑡 = 𝑥 + 𝑥 2 ,
2 2 0 2
1 2 1 𝑥 2
𝑥2 𝑥4 𝑥5
𝑢2 (𝑥) = 𝑥 + 𝑥 + ∫ (𝑥 − 𝑡) 𝑢1 (𝑡)𝑑𝑡 = 𝑥 + + + ,
2 2 0 2 4! 5!
1 1 𝑥 𝑥2 𝑥4 𝑥5 𝑥6 𝑥7
𝑢3 (𝑥) = 𝑥 + 𝑥 2 + ∫ (𝑥 − 𝑡)2 𝑢2 (𝑡)𝑑𝑡 = 𝑥 + + + + + ,
2 2 0 2 4! 5! 6! 7!
⋯ ⋯ ⋯
𝑥2 𝑥4 𝑥5 𝑥6 𝑥7 𝑥𝑛
𝑢𝑛 (𝑥) = 𝑥 + + + + + + ⋯ + +⋯,
2 4! 5! 6! 7! 𝑛!
𝑥2 𝑥3 𝑥4 𝑥5 𝑥6 𝑥7 𝑥𝑛 𝑥3
= 1 + 𝑥 + + + + + + + ⋯+ + ⋯− 1 −
2 3! 4! 5! 6! 7! 𝑛! 3!
𝑥
𝑥3
𝑢(𝑥) = lim 𝑢𝑛 (𝑥) = 𝑒 − 1 − .
𝑛→∞ 3!

Example 2.3 Solve the Volterra integral equation by using the successive
approximations method
𝑥
𝑢(𝑥) = 1 − 𝑥 sin 𝑥 + 𝑥 cos 𝑥 + ∫ 𝑡𝑢(𝑡)𝑑𝑡.
0
For the zeroth approximation 𝑢0 (𝑥), we may select 𝑢0 (𝑥) = 𝑥. Then by using the
iteration formula
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥3
𝑢1 (𝑥) = 1 + − 𝑥 sin 𝑥 + 𝑥 cos 𝑥,
3
𝑥2 𝑥3
𝑢2 (𝑥) = 3 + + − sin 𝑥 − (2 − 3𝑥 − 𝑥 2 ) cos 𝑥,
2 15
𝑥2 𝑥3 𝑥4 𝑥5 𝑥6 𝑥7
𝑢𝑛 (𝑥) = 1 + 𝑥 − − + + − − + ⋯,
2! 3! 4! 5! 6! 7!
Notice that we used the Taylor expansion for sin x and cos x to determine the
approximations 𝑢3 (𝑥), 𝑢4 (𝑥).The solution 𝑢(𝑥) is given by
𝑢(𝑥) = lim 𝑢𝑛 (𝑥) = sin 𝑥 + cos 𝑥.
𝑛→∞
Exercises 2.5
𝑥
1. 𝑢(𝑥) = 𝑥 + ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
0
1 𝑥
2. 𝑢(𝑥) = 𝑥 3 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
6
𝑥
1 3
3. 𝑢(𝑥) = 𝑥 + ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
6 0
𝑥
4. 𝑢(𝑥) = 1 + 𝑥 − ∫ (𝑥 − 𝑡 + 1)2 𝑢(𝑡)𝑑𝑡
2
0
1 2 1 𝑥
5. 𝑢(𝑥) = 1 − 𝑥 + ∫ (𝑥 − 𝑡)3 𝑢(𝑡)𝑑𝑡
2 6 0
2.2 The Adomian Decomposition Method
The Adomian decomposition method consists of decomposing the unknown
function 𝑢(𝑥) of any equation into a sum of an infinite number of components
defined by the decomposition series
∞
𝑢(𝑥) = ∑ 𝑢𝑛 (𝑥), (2.6)
𝑛=0
or equivalently
𝑢(𝑥) = 𝑢0 (𝑥) + 𝑢1 (𝑥) + 𝑢2 (𝑥) + ··· ,
where the components 𝑢𝑛 , 𝑛 ≥ 0 are to be determined in a recursive manner. The
decomposition method concerns itself with finding the components 3.2 Volterra
Integral Equations of the Second Kind 67 u0, u1, u2,... individually. As will be
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

seen through the text, the determination of these components can be achieved in an
easy way through a recurrence relation that usually involves simple integrals that
can be easily evaluated. To establish the recurrence relation, we substitute (3.4)
into the Volterra integral equation (3.3) to obtain
∞ 𝑥 ∞
∑ 𝑢𝑛 (𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡) (∑ 𝑢𝑛 (𝑡))𝑑𝑡, (2.7)
𝑛=0 0 𝑛=0

or equivalently
𝑥
𝑢0 (𝑥) + 𝑢1 (𝑥) + ···= 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡) (𝑢0 (𝑡) + 𝑢1 (𝑡) + 𝑢2 (𝑡) + ···)𝑑𝑡
0
The zeroth component 𝑢0 (𝑥) is identified by all terms that are not included
Example 2.4 Solve the following Volterra integral equation:
𝑥
𝑢(𝑥) = 1 − ∫ 𝑢(𝑡)𝑑𝑡.
0
We notice that 𝑓(𝑥) = 1, 𝜆 = −1, 𝐾(𝑥, 𝑡) = 1. Recall that the solution 𝑢(𝑥) is
assumed to have a series form given in (2.7). Substituting the decomposition series
(2.7) into both sides of example gives
∞ 𝑥 ∞
∑ 𝑢𝑛 (𝑥) = 1 − ∫ ∑ 𝑢𝑛 (𝑡) 𝑑𝑡,
𝑛=0 0 𝑛=0

or equivalently
𝑥
𝑢0 (𝑥) + 𝑢1 (𝑥) + 𝑢2 (𝑥) + ··· = 1 − ∫ [𝑢0 (𝑡) + 𝑢1 (𝑡) + 𝑢2 (𝑡) + ··· ] 𝑑𝑡.
0
We identify the zeroth component by all terms that are not included under the
integral sign. Therefore, we obtain the following recurrence relation:
𝑥
𝑢0 (𝑥) = 1, 𝑢𝑘+1 (𝑥) = − ∫ 𝑢𝑘 (𝑡)𝑑𝑡 ,
0
so that
𝑥 𝑥
𝑢0 (𝑥) = 1, 𝑢1 (𝑥) = − ∫0 𝑢0 (𝑡)𝑑𝑡 = − ∫0 𝑑𝑡 = −𝑥,
𝑥 𝑥
𝑥2
𝑢2 (𝑥) = − ∫ 𝑢1 (𝑡)𝑑𝑡 = − ∫ −𝑡𝑑𝑡 = ,
0 0 2!
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥 𝑥 2
𝑡 𝑥3
𝑢3 (𝑥) = − ∫ 𝑢2 (𝑡)𝑑𝑡 = − ∫ 𝑑𝑡 = − ,
0 0 2! 3!
𝑥 𝑥
𝑡3 𝑡4
𝑢4 (𝑥) = − ∫ 𝑢3 (𝑡)𝑑𝑡 = − ∫ − 𝑑𝑡 = ,
0 0 3! 4!
and so on. Using (3.4) gives the series solution:
𝑥2 𝑥3 𝑥4
𝑢(𝑥) = 1 − 𝑥 + − + + ··· ,
2! 3! 4!
that converges to the closed form solution: 𝑢(𝑥) = 𝑒 −𝑥 .
Example 2.5 Solve the following Volterra integral equation:
𝑥
𝑢(𝑥) = 1 + ∫ (𝑡 − 𝑥)𝑢(𝑡)𝑑𝑡.
0
We notice that 𝑓(𝑥) = 1, 𝜆 = 1, 𝐾(𝑥, 𝑡) = 𝑡 − 𝑥. Substituting the decomposition
series into both sides to gives
𝑥
𝑢0 (𝑥) + 𝑢1 (𝑥) + 𝑢2 (𝑥) + ··· = 1 + ∫0 (𝑡 − 𝑥) [𝑢0 (𝑡) + 𝑢1 (𝑡) + 𝑢2 (𝑡) + ··· ] 𝑑𝑡
Proceeding as before we set the following recurrence relation:
𝑥 𝑥
𝑥2
𝑢0 (𝑥) = 1, 𝑢1 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢0 (𝑡)𝑑𝑡 = − ∫ (𝑡 − 𝑥)𝑑𝑡 = − ,
0 0 2!
𝑥
1 𝑥 2
𝑥4
𝑢2 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢1 (𝑡)𝑑𝑡 = ∫ (𝑡 − 𝑥)𝑡 𝑑𝑡 = ,
0 2! 0 4!
𝑥
1 𝑥 4
𝑥6
𝑢3 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢2 (𝑡)𝑑𝑡 = − (𝑡
∫ − 𝑥)𝑡 𝑑𝑡 = − ,
0 4! 0 6!
𝑥
1 𝑥 6
𝑥8
𝑢4 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢3 (𝑡)𝑑𝑡 = ∫ (𝑡 − 𝑥)𝑡 𝑑𝑡 = − ,
0 6! 0 8!
and so on. The solution in a series form is given by
𝑥2 𝑥4 𝑥6
𝑢(𝑥) = 1 − + − + ··· ,
2! 4! 6!
and in a closed form by 𝑢(𝑥) = cos 𝑥, obtained upon using the Taylor expansion
for cos x.
Example 2.7 Solve the following Volterra integral equation:
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
𝑥2
𝑢(𝑥) = 1 − 𝑥 − − ∫ (𝑡 − 𝑥)𝑢(𝑡)𝑑𝑡.
2! 0
𝑥2
Notice that 𝑓(𝑥) = 1 − 𝑥 − , 𝜆 = −1, 𝐾(𝑥, 𝑡) = 𝑡 − 𝑥. Substituting the
2!
decomposition series into both sides to gives or equivalently. This allows us to set
the following recurrence relation that gives
𝑥2
𝑢0 (𝑥) = 1 − 𝑥 − ,
2!
𝑥 𝑥
𝑡2 𝑥2 𝑥3 𝑥4
𝑢1 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢0 (𝑡)𝑑𝑡 = − ∫ (𝑡 − 𝑥) (1 − 𝑡 − ) 𝑑𝑡 = − − ,
0 0 2! 2! 3! 4!
𝑥 𝑥
𝑡2 𝑡3 𝑡4 𝑥4 𝑥5 𝑥6
𝑢2 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢1 (𝑡)𝑑𝑡 = ∫ (𝑡 − 𝑥)( − − )𝑑𝑡 = − − ,
0 0 2! 3! 4! 4! 5! 6!
𝑥 𝑥
𝑡4 𝑡5 𝑡6 𝑥6 𝑥7 𝑥8
𝑢3 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢2 (𝑡)𝑑𝑡 = ∫ (𝑡 − 𝑥)( − − )𝑑𝑡 = − − ,
0 0 4! 5! 6! 6! 7! 8!
𝑥 𝑥
𝑡6 𝑡7 𝑡8 𝑥 8 𝑥 9 𝑥 10
𝑢4 (𝑥) = − ∫ (𝑡 − 𝑥)𝑢3 (𝑡)𝑑𝑡 = ∫ (𝑡 − 𝑥)( − − )𝑑𝑡 = − − ,
0 0 6! 7! 8! 8! 9! 10!
and so on. The solution in a series form is given by
1 1 1
𝑢(𝑥) = 1 − (𝑥 + 𝑥 3 + 𝑥 5 + 𝑥 7 + ···),
3! 5! 7!
and in a closed form by 𝑢(𝑥) = 1 − sinh 𝑥, obtained upon using the Taylor
expansion for sinh x.
Example 2.8 We now consider the Volterra integral equation:
𝑥
1 2 1 5
4
𝑢(𝑥) = 𝑥 + 𝑥 + 𝑥 + 𝑥 − ∫ 𝑢(𝑡)𝑑𝑡.
2 5 0
Identifying the zeroth component u0(x) by the first four terms that are not included
under the integral sign, and using the ADM we set the recurrence relation as
𝑥2 𝑥5 4
𝑢0 (𝑥) = 𝑥 + 𝑥 + + ,
2 5
𝑥 𝑥
4
1 2 1 5 𝑥2 𝑥5 𝑥3 𝑥6
𝑢1 (𝑥) = − ∫ 𝑢0 (𝑡)𝑑𝑡 = − ∫ (𝑡 + 𝑡 + 𝑡 + 𝑡 ) 𝑑𝑡 = − − − − ,
0 0 2 5 2 5 6 30
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥 𝑥
𝑡2 𝑡5 𝑡3 𝑡6 𝑥3 𝑥6 𝑥4 𝑥7
𝑢2 (𝑥) = − ∫ 𝑢1 (𝑡)𝑑𝑡 = − ∫ (− − − − ) 𝑑𝑡 = + + +
0 0 2 5 6 30 6 30 24 210
𝑥 𝑥
𝑡3 𝑡6 𝑡4 𝑡7
𝑢3 (𝑥) = − ∫ 𝑢2 (𝑡)𝑑𝑡 = − ∫ ( + + + )𝑑𝑡
0 0 6 30 24 210
𝑥4 𝑥7 𝑥5 𝑥8
=− − − − ,
24 210 120 1680
We can easily notice the appearance of identical terms with opposite signs. This
phenomenon of such terms is called noise terms phenomenon that will be
presented later. Canceling the identical terms with opposite terms gives the exact
solution 𝑢(𝑥) = 𝑥 + 𝑥 4 .
Example 3.6 We finally solve the Volterra integral equation:
1 𝑥 3
𝑢(𝑥) = 2 + ∫ 𝑥𝑡 𝑢(𝑡)𝑑𝑡.
3 0
Proceeding as before we set the recurrence relation
𝑢0 (𝑥) = 2,
1 𝑥 3 2 𝑥 3 𝑥5
𝑢1 (𝑥) = ∫ 𝑥𝑡 𝑢0 (𝑡)𝑑𝑡 = ∫ 𝑥𝑡 𝑑𝑡 = ,
3 0 3 0 6
1 𝑥 3 1 𝑥 8 𝑥 10
𝑢2 (𝑥) = ∫ 𝑥𝑡 𝑢1 (𝑡)𝑑𝑡 = ∫ 𝑥𝑡 𝑑𝑡 = ,
3 0 18 0 162
1 𝑥 3 1 𝑥
13
𝑥 15
𝑢3 (𝑥) = ∫ 𝑥𝑡 𝑢2 (𝑡)𝑑𝑡 = ∫ 𝑥𝑡 𝑑𝑡 = ,
3 0 486 0 6804
1 𝑥 3 1 𝑥
18
𝑥 20
𝑢4 (𝑥) = ∫ 𝑥𝑡 𝑢3 (𝑡)𝑑𝑡 = ∫ 𝑥𝑡 𝑑𝑡 = ,
3 0 20412 0 387828
and so on. The solution in a series form is given by
𝑥5 𝑥 10 𝑥 15 𝑥 20
𝑢(𝑥) = 2 + + 3
+ + + ··· . It seems that an exact solution is not
6 6.3 6.34 .14 6.35 .19
obtainable. The obtained series solution can be used for numerical purposes. The
more components that we determine the higher accuracy level that we can achieve.
Exercises 3.2.1
𝑥
1. 𝑢(𝑥) = 6𝑥 − 𝑥 3 + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

2 𝑥
2. 𝑢(𝑥) = 𝑥 − 𝑥 3 − 2 ∫0 𝑢(𝑡)𝑑𝑡
3
𝑥
3. 𝑢(𝑥) = 1 − 𝑥 + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
4. 𝑢(𝑥) = 𝑥 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
2.3 The Modified Decomposition Method
we can set 𝑓(𝑥) = 𝑓1 (𝑥) + 𝑓2 (𝑥). we introduce a qualitative change in the
formation of the recurrence relation. To minimize the size of calculations, we
identify the zeroth component 𝑢0 (𝑥) by one part of 𝑓(𝑥), namely 𝑓1 (𝑥) or 𝑓2 (𝑥).
The other part of 𝑓(𝑥) can be added to the component 𝑢1 (𝑥) among other terms. In
other words, the modified decomposition method introduces the modified
recurrence relation:
𝑥
𝑢0 (𝑥) = 𝑓1 (𝑥), 𝑢1 (𝑥) = 𝑓2 (𝑥) + 𝜆 ∫0 𝐾(𝑥, 𝑡)𝑢0 (𝑡)𝑑𝑡,
𝑥
𝑢𝑘+1 (𝑥) = 𝜆 ∫0 𝐾(𝑥, 𝑡)𝑢𝑘(𝑡)𝑑𝑡, 𝑘 ≥ 1.
This shows that the difference between the standard recurrence relation and the
modified recurrence relation rests only in the formation of the first two
components 𝑢0 (𝑥) and 𝑢1 (𝑥) only. The other components
Example 3.7 Solve the Volterra integral equation by using the modified
decomposition method:
𝑥
cos 𝑥
𝑢(𝑥) = sin 𝑥 + (𝑒 − 𝑒 ) − ∫ 𝑒 cos 𝑡 𝑢(𝑡)𝑑𝑡.
0
We first split 𝑓(𝑥) given by 𝑓(𝑥) = sin 𝑥 + (𝑒 − 𝑒 cos 𝑥 ), into two parts, namely
𝑓1 (𝑥) = sin 𝑥 , 𝑓2 (𝑥) = 𝑒 − 𝑒 cos 𝑥 .
We next use the modified recurrence formula to obtain
𝑢0 (𝑥) = 𝑓1 (𝑥) = 𝑠𝑖𝑛 𝑥,
𝑥
cos 𝑥
𝑢1 (𝑥) = (𝑒 − 𝑒 ) − ∫ 𝑒 cos 𝑡 𝑢0(𝑡)𝑑𝑡 = 0,
0
𝑥
𝑢2 (𝑥) = − ∫ 𝑒 cos 𝑡 𝑢1 (𝑡)𝑑𝑡 = 0, 𝑘 ≥ 1.
0
0 = 𝑢2 (𝑥) = 𝑢3 (𝑥) = 𝑢4 (𝑥) ⋯
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

∞
𝑢(𝑥) = ∑ 𝑢𝑛 (𝑥) = 𝑢0 (𝑥) + 𝑢1 (𝑥) + 𝑢2 (𝑥) + ···
𝑛=0
It is obvious that each component of 𝑢𝑗 , 𝑗 ≥ 1 is zero. This in turn gives the exact
solution by 𝑢(𝑥) = sin 𝑥.
Example 3.8 Solve the Volterra integral equation by using the modified
decomposition method:
𝑥
sec 𝑥
𝜋
𝑢(𝑥) = sec 𝑥 tan 𝑥 + (𝑒 − 𝑒) − ∫ 𝑒 sec 𝑡 𝑢(𝑡)𝑑𝑡, 𝑥< .
0 2
Proceeding as before we split 𝑓(𝑥) into two parts
𝑢0 (𝑥) = 𝑓1 (𝑥) = sec 𝑥 tan 𝑥 , 𝑓2 (𝑥) = 𝑒 sec 𝑥 − 𝑒 .
We next use the modified recurrence formula to obtain
uk+1(x) = − x 0 K(x, t)uk(t)dt = 0, k 1. (3.57) It is obvious that each component of
uj , j 1 is zero. This in turn gives the exact solution by 76 3 Volterra Integral
Equation
Exercises 3.2.2
1. 𝑢(𝑥) = 2𝑥 = 3𝑥2 + (𝑒𝑥2 + 𝑥3 − 1) − 𝑥 0 𝑒𝑡2 + 𝑡3 𝑢(𝑡)𝑑𝑡
2. 𝑢(𝑥) = 2𝑥 − (1 − 𝑒 − 𝑥2 ) + 𝑥 0 𝑒 − 𝑥2 + 𝑡2 𝑢(𝑡)𝑑𝑡
3. 𝑢(𝑥) = 𝑒 − 𝑥2 − 𝑥 2 (1 − 𝑒 − 𝑥2 ) − 𝑥 0 𝑥𝑡𝑢(𝑡)𝑑𝑡
4. 𝑢(𝑥) = cosh 𝑥 + 𝑥 sinh 𝑥 − 𝑥 0 𝑥𝑢(𝑡)𝑑𝑡
5. 𝑢(𝑥) = 1 + sin 𝑥 + 𝑥 + 𝑥2 − 𝑥 cos 𝑥 − 𝑥 0 𝑥𝑢(𝑡)𝑑𝑡
6. 𝑢(𝑥) = 1 + 𝑥 + 𝑥2 + 1 2 𝑥3 + cosh 𝑥 + 𝑥 sinh 𝑥 − 𝑥 0 𝑥𝑢(𝑡)𝑑𝑡
7. 𝑢(𝑥) = sec 𝑥2 − 1 − 𝑒𝑡𝑎𝑛 𝑥 𝑥 − 𝑥 𝑥 0 𝑒𝑡𝑎𝑛 𝑡𝑢(𝑡)𝑑𝑡
8. 𝑢(𝑥) = cosh 𝑥 + 𝑥 2 1 − 𝑒𝑠𝑖𝑛ℎ 𝑥 + 𝑥 2 𝑥 0 𝑒𝑠𝑖𝑛ℎ 𝑡𝑢(𝑡)𝑑𝑡
9. 𝑢(𝑥) = 𝑥3 − 𝑥5 + 5 1 10 𝑥 0 𝑡𝑢(𝑡)𝑑𝑡
2.4 The Laplace Transform Method
The Laplace transform method is a powerful technique that can be used for solving
initial value problems and integral equations as well. In the convolution theorem
for the Laplace transform, it was stated that if the kernel K(x, t) of the integral
equation:
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
𝑢(𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡,
0
depends on the difference 𝑥 − 𝑡, then it is called a difference kernel. Examples of
the difference kernel are 𝑒 𝑥−𝑡 , 𝑐𝑜𝑠(𝑥 − 𝑡), and 𝑥 − 𝑡. The integral equation can
thus be expressed as
𝑥
𝑢(𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡,
0
Consider two functions 𝑓1 (𝑥) and 𝑓2 (𝑥) that possess the conditions needed for the
existence of Laplace transform for each. Let the Laplace transforms for the
functions 𝑓1 (𝑥) and 𝑓2 (𝑥) be given by
ℒ{𝑓1 (𝑥)} = 𝐹1 (𝑠), ℒ{𝑓2 (𝑥)} = 𝐹2 (𝑠).
The Laplace convolution product of these two functions is defined by
𝑥
(𝑓1 ∗ 𝑓2 )(𝑥) = ∫ 𝑓1 (𝑥 − 𝑡)𝑓2 (𝑡)𝑑𝑡 = (𝑓2 ∗ 𝑓1 )(𝑥)
0
𝑥
= ∫ 𝑓2 (𝑥 − 𝑡)𝑓1 (𝑡)𝑑𝑡 . (2.12)
0
the convolution product (𝑓1 ∗ 𝑓2 )(𝑥) is given by
𝑥
ℒ{(𝑓1 ∗ 𝑓2 )(𝑥)} = ℒ {∫ 𝑓1 (𝑥 − 𝑡)𝑓2 (𝑡)𝑑𝑡} = 𝐹1 (𝑠)𝐹2 (𝑠). (2.13)
0
we find
𝑈(𝑠) = 𝐹(𝑠) + 𝜆𝑉(𝑠)𝑈(𝑠), (∗)
where
𝑈(𝑠) = ℒ{𝑢(𝑥)}, 𝑉(𝑠) = ℒ{𝐾(𝑥)}, 𝐹(𝑠) = ℒ{𝑓(𝑥)}. (2.14)
Solving (3.213) for 𝑈(𝑠) gives
𝐹(𝑠)
𝑈(𝑠) = , 𝜆𝑉(𝑠) ≠ 1. (2.15)
1 − 𝜆𝑉(𝑠)
The solution u(x) is obtained by taking the inverse Laplace transform of both sides
of (3.215) where we find
𝐹(𝑠)
𝑢(𝑥) = ℒ −1 { } . (2.16)
1 − 𝜆𝑉(𝑠)
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

Recall that the right side of (3.216) can be evaluated by using Table 1.1 in Section
1.5. The Laplace transform method for solving Volterra integral equations will be
illustrated by studying the following examples.
Example 3.23 Solve the VIE by using the Laplace transform method
𝑥
𝑢(𝑥) = 1 + ∫ 𝑢(𝑡)𝑑𝑡.
0
Notice that the kernel 𝐾(𝑥 − 𝑡) = 1, 𝜆 = 1. Taking Laplace transform of both
sides gives
ℒ{𝑢(𝑥)} = ℒ{1} + ℒ{1 ∗ 𝑢(𝑥)},
1 1 1
so that ℒ{𝑢(𝑥)} = + ℒ{𝑢(𝑥)}, or equivalently ℒ{𝑢(𝑥)} = − 1 . By taking the
𝑠 𝑠 𝑠
inverse Laplace transform of both sides 𝑢(𝑥) = 𝑒 𝑥 .
Example 3.24 Solve the Volterra integral equation by using the Laplace transform
𝑥
method 𝑢(𝑥) = 1 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡 .
Notice that the kernel 𝐾(𝑥 − 𝑡) = (𝑥 − 𝑡), 𝜆 = −1. Taking Laplace transform of
both sides gives
ℒ{𝑢(𝑥)} = ℒ{1} − ℒ{(𝑥 − 𝑡) ∗ 𝑢(𝑥)},
1 1 𝑠
so that 𝑈(𝑠) = − 𝑈(𝑠), or equivalently 𝑈(𝑠) = . By taking the inverse
𝑠 𝑠2 𝑠 2 +1
Laplace transform of both sides, the exact solution 𝑢(𝑥) = cos 𝑥, is readily
obtained.
Example 3.25 Solve the Volterra integral equation by using the Laplace transform
1 𝑥
method 𝑢(𝑥) = 𝑥 3 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡. Taking Laplace transform of both sides
3!
1
gives ℒ{𝑢(𝑥)} = ℒ{𝑥 3 } − ℒ{(𝑥) ∗ 𝑢(𝑥)}. This gives
3!
1 3! 1
ℒ{𝑢(𝑥)} = × 4
− ℒ{𝑢(𝑥)}, so that
3! 𝑠 𝑠2
1 1 1
ℒ{𝑢(𝑥)} = = − . Taking the inverse Laplace transform of both sides
𝑠 2 (𝑠 2 +1) 𝑠2 𝑠 2 +1

of gives the exact solution 𝑢(𝑥) = 𝑥 − sin 𝑥.

Example 3.26 Solve the VIE by using the Laplace transform method
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
𝑢(𝑥) = sin 𝑥 + cos 𝑥 + 2 ∫ sin(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡
0
Recall that we should use the linear property of the Laplace transforms. Taking
Laplace transform of both sides gives
ℒ{𝑢(𝑥)} = ℒ{sin 𝑥 + cos 𝑥} + 2ℒ{sin(𝑥 − 𝑡) ∗ 𝑢(𝑥)},
1 𝑠 2 1
so that 𝑈(𝑠) = + +1+ 𝑈(𝑠), (3.234) or equivalently 𝑈(𝑠) = .
𝑠 2 +1 𝑠 2 +1 𝑠 2 +1 𝑠−1
Taking the inverse Laplace transform of both sides gives the exact solution
𝑢(𝑥) = 𝑒 𝑥 .
Exercises 3.2.6 Use the Laplace transform method to solve the VIE:
𝑥
1. 𝑢(𝑥) = 𝑥 + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
2. 𝑢(𝑥) = 1 − 𝑥 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
1 1 𝑥
3. 𝑢(𝑥) = 1 − 𝑥 2 + ∫0 (𝑥 − 𝑡)3 𝑢(𝑡)𝑑𝑡
2 6
𝑥
4. 𝑢(𝑥) = 1 + 3 ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
5. 𝑢(𝑥) = cos 𝑥 − sin 𝑥 + 2 ∫0 cos(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡
2.5 The Series Solution Method
A real function 𝑢(𝑥) is called analytic if it has derivatives of all orders such that
the Taylor series at any point b in its domain can be written as
∞
𝑢(𝑥) = ∑ 𝑎𝑛 𝑥 𝑛 . (2.17)
𝑛=0
We will assume that the solution u(x) of the Volterra integral equation
𝑥
𝑢(𝑥) = 𝑓(𝑥) + 𝜆 ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡 , (2.18)
0
Substituting (2.17) into both sides of (2.18) gives
∞ 𝑥 ∞
𝑛
∑ 𝑎𝑛 𝑥 = 𝑇(𝑓(𝑥)) + 𝜆 ∫ 𝐾(𝑥, 𝑡) (∑ 𝑎𝑛 𝑡 𝑛 ) , (2.19)
𝑛=0 0 𝑛=0

or for simplicity we use

𝑥
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ··· = 𝑇(𝑓(𝑥)) + 𝜆 ∫0 𝐾(𝑥, 𝑡) (𝑎0 + 𝑎1 𝑡 + 𝑎2 𝑡 2 + ··· 𝑑𝑡),
(2.20) where 𝑇(𝑓(𝑥)) is the Taylor series for 𝑓(𝑥). like powers of 𝑥 in both sides
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

of the resulting equation to obtain a recurrence relation in 𝑎𝑗 , 𝑗 ≥ 0. Solving the

recurrence relation will lead to a complete determination of the coefficients 𝑎𝑗 , 𝑗 ≥
0 by using the series solution method, If an exact solution is not obtainable, then
the obtained series can be used for numerical purposes.
Example 3.27 Solve the Volterra IE by using the series solution method
𝑥
𝑢(𝑥) = 1 + ∫ 𝑢(𝑡)𝑑𝑡.
0
∞
∑𝑛=0 𝑎𝑛 𝑥 𝑛
Substituting 𝑢(𝑥) by the series 𝑢(𝑥) = into both sides of Eq. leads to
∞ 𝑥 ∞ ∞ 𝑥
𝑛 𝑛
∑ 𝑎𝑛 𝑥 = 1 + ∫ ∑ 𝑎𝑛 𝑡 𝑑𝑡 = 1 + ∑ 𝑎𝑛 ∫ 𝑡 𝑛 𝑑𝑡.
𝑛=0 0 𝑛=0 𝑛=0 0
Evaluating the integral at the right side gives
∞
𝑛
𝑎𝑛 𝑥 𝑛+1 ∞
∑ 𝑎𝑛 𝑥 = 1 + ∑ ,
𝑛=0 𝑛=0 𝑛 + 1
that can be rewritten as
∞
𝑛
𝑎𝑛−1 𝑥 𝑛 ∞
𝑎0 + ∑ 𝑎𝑛 𝑥 = 1 + ∑ ,
𝑛=1 𝑛=1 𝑛
or equivalently
1 1
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ··· = 1 + 𝑎0 𝑥 + 𝑎1 𝑥 2 + 𝑎2 𝑥 3 + ···
2 3
By comparing both sides gives the recurrence relation
1 1 1 1 1 1
𝑎0 = 1, 𝑎1 = 1, 𝑎2 = 𝑎1 = , 𝑎3 = 𝑎2 = , ⋯ 𝑎𝑛 = 𝑎𝑛−1 = .
2 2 3 3! 𝑛 𝑛!
Substituting this result into (2.17) gives the series solution:
∞ 𝑥𝑛
𝑢(𝑥) = ∑ = 𝑒𝑥
0 𝑛!
,
Example 3.28 Solve the Volterra integral equation by using the series solution
method
𝑥
𝑢(𝑥) = 𝑥 + ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡 .
0
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

Substituting u(x) by the series ∑∞ 𝑛

𝑛=0 𝑎𝑛 𝑥 into both sides of Eq. leads to
∞ 𝑥 ∞
𝑛
∑ 𝑎𝑛 𝑥 = 𝑥 + ∫ (𝑥 − 𝑡) ∑ 𝑎𝑛 𝑡 𝑛 𝑑𝑡.
𝑛=0 0 𝑛=0
∞ ∞ 𝑥 ∞ 𝑥
𝑛 𝑛
∑ 𝑎𝑛 𝑥 = 𝑥 + 𝑥 ∑ 𝑎𝑛 ∫ 𝑡 𝑑𝑡 − ∑ 𝑎𝑛 ∫ 𝑡 𝑛+1 𝑑𝑡.
𝑛=0 𝑛=0 0 𝑛=0 0
∞ 𝑎 𝑥 𝑛+2
∞ 𝑛+2
2
𝑎𝑛 𝑥 𝑛
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 + ··· = 𝑥 + ∑ −∑
𝑛=0 𝑛 + 1 𝑛=0 𝑛 + 2
∞ 1 1
2
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 + ··· = 𝑥 + ∑ ( − )𝑎𝑛 𝑥 𝑛+2
𝑛=0 𝑛 + 1 𝑛 + 2
∞ 1 ∞ 1
𝑛+2
=𝑥+∑ 𝑎𝑛 𝑥 =𝑥+∑ 𝑎𝑚−2 𝑥 𝑚
𝑛=0 (𝑛 + 1)(𝑛 + 2) 𝑚=2 𝑚(𝑚 − 1)
By Letting 𝑚 = 𝑛 + 2, 𝑛 = 𝑚 − 2
1 1 1
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ··· = 𝑥 + 𝑎0 𝑥 2 + 𝑎1 𝑥 3 + 𝑎2 𝑥 4 + ⋯
2 6 12
Equating the coefficients of like powers of x in both sides gives
1 1 1 1
𝑎0 = 0, 𝑎1 = 1, 𝑎2 = 0, 𝑎3 = 𝑎1 = , 𝑎4 = 0, 𝑎5 = 𝑎3 = =
6 3! 20 120
1 1
⋯ , 𝑎2𝑛 = 0, 𝑎2𝑛+1 = (2𝑛+1)! .
5!

This result can be combined to obtain

∞
𝑛
∞
2𝑛+1
𝑥 2𝑛+1
∞
𝑢(𝑥) = ∑ 𝑎𝑛 𝑥 = ∑ 𝑎2𝑛+1 𝑥 =∑ = sinh 𝑥
𝑛=0 𝑛=0 𝑛=0 (2𝑛 + 1)!
Example 3.29 Solve the Volterra integral equation using series solution method
𝑥
𝑢(𝑥) = 1 − 𝑥 sin 𝑥 + ∫ 𝑡𝑢(𝑡)𝑑𝑡.
0
For simplicity reasons, we will use few terms of the Taylor series for sin 𝑥 and for
the solution 𝑢(𝑥) to find
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ···
𝑥
𝑥3
= 1 − 𝑥( 𝑥 − + ···) + ∫ 𝑡(𝑎0 + 𝑎1 𝑡 + 𝑎2 𝑡 2 + ···)𝑑𝑡
3! 0
Integrating the right side and collecting the like terms of 𝑥 we find
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥4 𝑥6 2
𝑎0 𝑥 2 𝑎1 𝑥 3 𝑎2 𝑥 4
=1−𝑥 + − +⋯+ + + +⋯
6 24 2 3 4
𝑎0 𝑎1 1 𝑎2
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 +··· = 1 + ( − 1)𝑥 2 + 𝑥3 + ( + )𝑥 4 +···.
2 3 6 4
Equating the coefficients of like powers of 𝑥, yields
𝑎0 1 𝑎1 1 𝑎2 1
𝑎0 = 1, 𝑎1 = 0, 𝑎2 = −1=− , 𝑎3 = = 0, 𝑎4 = + = ,⋯
2 2! 3 6 4 4!
and generally
(−1)𝑛
𝑎2𝑛+1 = 0, 𝑎2𝑛 = , 𝑛 ≥ 0.
(2𝑛)!
The solution in a series form is given by
𝑥2 𝑥4 𝑥6
𝑢(𝑥) = 1 − + − + ···
2! 4! 6!
that gives the exact solution by 𝑢(𝑥) = cos 𝑥.
Example 3.30 Solve the Volterra integral equation using the series solution method
𝑥
𝑥
𝑢(𝑥) = 2𝑒 − 2 − 𝑥 + ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡.
0
Proceeding as before, we will use few terms of the Taylor series for 𝑒 𝑥 and for the
solution 𝑢(𝑥) to find
𝑥3 𝑥4 𝑥
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + ··· = 𝑥 + 𝑥 2 + + + ··· + ∫0 (𝑥 − 𝑡)(𝑎0 +
3 12
2 3 4
𝑎1 𝑡 + 𝑎2 𝑡 + 𝑎3 𝑡 + 𝑎4 𝑡 + ···)𝑑𝑡.
Integrating the right side and collecting the like terms of x we find
𝑥3 𝑥4 1 1 1
= 𝑥 + 𝑥2 + + + ··· + 𝑎0 𝑥 2 + 𝑎1 𝑥 3 + 𝑎2 𝑥 4 + ⋯.
3 12 2 6 12
𝑎0 1 𝑎1 1
𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + 𝑎4 𝑥 4 + ··· = 𝑥 + (1 + )𝑥 2 + ( + )𝑥 3 + ( +
2 3 6 12
𝑎4
) 𝑥 4 + ··· .
12
Equating the coefficients of like powers of 𝑥 in yields
1 1 1
𝑎0 = 0, 𝑎1 = 1, 𝑎2 = 1, 𝑎3 = , 𝑎4 = , . .. and generally 𝑎𝑛 = , 𝑛 ≥ 1, 𝑎0 =
2! 3! 𝑛!
0. The solution in a series form is given by
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥2 𝑥3 𝑥4
𝑢(𝑥) = 𝑥(1 + 𝑥 + + + + ···), that converges to the exact solution
2! 3! 4!
𝑢(𝑥) = 𝑥𝑒 𝑥 .
Exercises 2.5
𝑥
1. 𝑢(𝑥) = 1 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥 1 𝑥
2. 𝑢(𝑥) = 1 + + ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡
2 2
𝑥
3. 𝑢(𝑥) = 1 + 𝑥𝑒 𝑥 − ∫0 𝑡𝑢(𝑡)𝑑𝑡.
𝑥
4. 𝑢(𝑥) = 3 + 𝑥 2 − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
5. 𝑢(𝑥) = 𝑥 cos 𝑥 + ∫0 𝑡𝑢(𝑡)𝑑𝑡
𝑥
6. 𝑢(𝑥) = 2 cosh 𝑥 − 2 + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
7. 𝑢(𝑥) = 𝑥 − 𝑥 ln(1 + 𝑥) + ∫0 𝑢(𝑡)𝑑𝑡.
2.6 Volterra Integral Equations of the First Kind
The standard form of the Volterra integral equations of the first kind is given by
𝑥
𝑓(𝑥) = ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡 , (2.20)
0
where the kernel 𝐾(𝑥, 𝑡) and the function 𝑓(𝑥) are given real-valued functions, and
𝑢(𝑥) is the function to be determined. Recall that the unknown function u(x)
appears inside and outside the integral sign for the Volterra integral equations of
the second kind, whereas it occurs only inside the integral sign for the Volterra
integral equations of the first kind. This equation of the first kind motivated
mathematicians to develop reliable methods for solving it. In this section we will
discuss three main methods that are commonly used for handling the Volterra
integral equations of the first kind. Other methods are available in the literature but
will not be presented in this text.
2.6.1 The Series Solution Method
As in the previous section, we will consider the solution 𝑢(𝑥) to be analytic
Example 2.31 Solve the Volterra integral equation by using the series solution
method
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
sin 𝑥 − 𝑥 cos 𝑥 = ∫ 𝑡𝑢(𝑡)𝑑𝑡 .
0
Proceeding as before, only few terms of the Taylor series for sin 𝑥 − 𝑥 cos 𝑥 and
for the solution u(x) will be used. Integrating the right side we obtain
𝑥
𝑥3 𝑥5 𝑥7
− + + ··· = ∫ 𝑡(𝑎0 + 𝑎1 𝑡 + 𝑎2 𝑡 2 + 𝑎3 𝑡 3 + ···)𝑑𝑡 ,
3 30 840 0
1 1 1 1 1 1
= 𝑎0 𝑥 2 + 𝑎1 𝑥 3 + 𝑎2 𝑥 4 + 𝑎3 𝑥 5 + 𝑎4 𝑥 6 + 𝑎5 𝑥 7 + ⋯.
2 3 4 5 6 7
Equating the coefficients of like powers of x yields
1 1
𝑎0 = 0, 𝑎1 = 1, 𝑎2 = 0, 𝑎3 = − , 𝑎4 = 0, 𝑎5 = ···
3! 5!
The solution in a series form is given by
1 1
𝑢(𝑥) = 𝑥 − 𝑥 3 + 𝑥 5 + ···
3! 5!
that converges to the exact solution 𝑢(𝑥) = sin 𝑥.
Example 2.32 Solve the Volterra integral equation by using the series solution
method
𝑥
𝑥 𝑥
2 + 𝑥 − 2𝑒 + 𝑥𝑒 = ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡.
0
Using few terms of the Taylor series for 2 + 𝑥 − 2𝑒 𝑥 + 𝑥𝑒 𝑥 and for the solution
𝑢(𝑥), and by integrating the right side we find
𝑥3 𝑥4 𝑥5 𝑥 1
+ + + ··· = ∫0 (𝑥 − 𝑡)(𝑎0 + 𝑎1 𝑡 + 𝑎2 𝑡 2 + 𝑎3 𝑡 3 + ···)𝑑𝑡 = 𝑎0 𝑥 2 +
6 12 20 2
1 1 1 1
𝑎1 𝑥 3 + 𝑎2 𝑥 4 + 𝑎3 𝑥 5 + 𝑎4 𝑥 6 + ···
6 12 20 30
Equating the coefficients of like powers of 𝑥 yields
1 1
𝑎0 = 0, 𝑎1 = 1, 𝑎2 = 1, 𝑎3 = , 𝑎4 = ,··· The solution in a series form is
2! 3!
1 1
given by 𝑢(𝑥) = 𝑥(1 + 𝑥 + 𝑥 2 + 𝑥 3 + ···), that converges to the exact solution
2! 3!
𝑥
𝑢(𝑥) = 𝑥𝑒 .
Example 2.33 Solve the Volterra integral equation by using the series solution
method
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
1 2 2
𝑥 − 𝑥 − ln(1 + 𝑥) + 𝑥 ln(1 + 𝑥) = ∫ 2𝑡𝑢(𝑡)𝑑𝑡.
2 0
1
Using the Taylor series for 𝑥 − 𝑥 2 − ln(1 + 𝑥) + 𝑥 2 ln(1 + 𝑥)
2
and proceeding as before we find
2 1 2 1 𝑥
𝑥3 − 𝑥4 + 𝑥5 − 𝑥 6 + ··· = ∫0 2𝑡(𝑎0 + 𝑎1 𝑡 + 𝑎2 𝑡 2 + 𝑎3 𝑡 3 + ···)𝑑𝑡 =
3 4 15 12
2 1 2 1
𝑎0 𝑥 2 + 𝑎1 𝑥 3 + 𝑎2 𝑥 4 + 𝑎3 𝑥 5 + 𝑎4 𝑥 6 + ···
3 2 5 3
Equating the coefficients of like powers of x yields
1 1 1
𝑎0 = 0, 𝑎1 = 1, 𝑎2 = − , 𝑎3 = , 𝑎4 = − , . ..
2 3 4
The solution in a series form is given by
1 1 1
𝑢(𝑥) = 𝑥 − 𝑥 2 + 𝑥 3 − 𝑥 4 + ···
2 3 4
that converges to the exact solution 𝑢(𝑥) = ln(1 + 𝑥).
Exercises 2.6.1 Use the series solution method to solve the Volterra integral
equations of the first kind:
𝑥
1. 𝑒 𝑥 − 1 − 𝑥 = ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡.
𝑥
2. 𝑥 cosh 𝑥 − sinh 𝑥 = ∫0 𝑢(𝑡)𝑑𝑡.
3. 1 + 𝑥𝑒 𝑥 − 𝑒 𝑥 = 𝑥 0 𝑡𝑢(𝑡)𝑑𝑡
𝑥
4. − 1 − 𝑥 + 1 6 𝑥3 + 𝑒 𝑥 = ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
5. − 𝑥 + 2 sin 𝑥 − 𝑥 cos 𝑥 = ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
6. −1 + cosh 𝑥 = ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡.
1 𝑥
7. − 𝑥 + 𝑥 2 + ln(1 + 𝑥) + 𝑥 ln(1 + 𝑥) = ∫0 𝑢(𝑡)𝑑𝑡.
2
2.6.2 The Laplace Transform Method
The Laplace transform method is a powerful technique that we used before for
solving initial value problems and Volterra integral equations of the second kind.
In the convolution theorem for the Laplace transform method, it was stated that if
the kernel K(x, t) of the integral equation
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
𝑓(𝑥) = ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡 ,
0
𝑥
𝑓1 (𝑥) ∗ 𝑓2 (𝑥)) = ∫ 𝑓1 (𝑥 − 𝑡) 𝑓2 (𝑡)𝑑𝑡
0
𝑥
ℒ{(𝑓1 (𝑥) ∗ 𝑓2 (𝑥))} = ℒ {∫ 𝑓1 (𝑥 − 𝑡) 𝑓2 (𝑡)𝑑𝑡} = ℒ{(𝑓1 (𝑥)} ℒ{(𝑓2 (𝑥)}
0
= 𝐹1(𝑠)𝐹2(𝑠).
Example 2.34 Solve the Volterra integral equation of the first kind by using the
Laplace transform method
𝑥
𝑒 − sin 𝑥 − cos 𝑥 = ∫ 2𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡.
𝑥
0
𝑥
1 1 𝑠
− 2 − 2 = ℒ {∫ 2𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡} = ℒ{2𝑒 𝑥 }ℒ{𝑢(𝑥)}
𝑠−1 𝑠 +1 𝑠 +1 0
2
= ℒ{𝑢(𝑥)},
𝑠−1
or equivalently
1 𝑠+1 2 2
− 2 = = ℒ{𝑢(𝑥)}.
𝑠 − 1 𝑠 + 1 (𝑠 − 1)(𝑠 2 + 1) 𝑠 − 1
This in turn gives
1
ℒ{𝑢(𝑥)} = .
(𝑠 2 + 1)
Taking the inverse Laplace transform of both sides gives the exact solution
𝑢(𝑥) = sin 𝑥.
Example 2.35 Solve the Volterra integral equation of the first kind by using the
Laplace transform method
𝑥
𝑥
1 + 𝑥 − 𝑒 = ∫ (𝑡 − 𝑥)𝑢(𝑡)𝑑𝑡.
0
Notice that the kernel is (𝑡 − 𝑥) = −(𝑥 − 𝑡). Taking the Laplace transform of both
sides yields
1 1 1 1
+ 2− = − 2 ℒ{𝑢(𝑥)},
𝑠 𝑠 𝑠−1 𝑠
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑠(𝑠 − 1) + 𝑠 − 1 − 𝑠 2 1
= − ℒ{𝑢(𝑥)}.
𝑠 2 (𝑠 − 1) 𝑠2
Solving for U(s) we find
1
ℒ{𝑢(𝑥)} = .
(𝑠 − 1)
Taking inverse Laplace transform of both sides gives the exact solution 𝑢(𝑥) = 𝑒 𝑥 .
Example 2.36 Solve the Volterra integral equation of the first kind by using the
Laplace transform method
𝑥
1 3
2
−1 + 𝑥 + 𝑥 + 2 sinh 𝑥 + cosh 𝑥 = ∫ (𝑥 − 𝑡 + 2)𝑢(𝑡)𝑑𝑡.
6 0
Taking the Laplace transform of both sides of yields
1 2 1 2 𝑠 2𝑠 4 + 3𝑠 3 + 𝑠 2 − 2𝑠 − 1
− + 3+ 4+ 2 + =
𝑠 𝑠 𝑠 𝑠 − 1 𝑠2 − 1 𝑠 4 (𝑠 2 − 1)
1 2 1 + 2𝑠
= ℒ{𝑥 + 2}ℒ{𝑢(𝑥)} = ( 2 + ) ℒ{𝑢(𝑥)} = ( 2 )ℒ{𝑢(𝑥)},
𝑠 𝑠 𝑠
2𝑠 4 + 3𝑠 3 + 𝑠 2 − 2𝑠 − 1
= (1 + 2𝑠)ℒ{𝑢(𝑥)},
𝑠 2 (𝑠 2 − 1)
𝑠 3 + 2𝑠 4 + 𝑠 2 + 2𝑠 3 − (1 + 2𝑠)
= (1 + 2𝑠)ℒ{𝑢(𝑥)},
𝑠 2 (𝑠 2 − 1)
𝑠 3 (1 + 2𝑠) + 𝑠 2 (1 + 2𝑠) − (1 + 2𝑠)
= (1 + 2𝑠)ℒ{𝑢(𝑥)},
𝑠 2 (𝑠 2 − 1)
𝑠3 + 𝑠2 − 1 𝑠3 𝑠2 − 1 𝑠 1
ℒ{𝑢(𝑥)} = 2 2 = 2 2 + 2 2 = 2 + 2,
𝑠 (𝑠 − 1) 𝑠 (𝑠 − 1) 𝑠 (𝑠 − 1) 𝑠 − 1 𝑠
Taking the inverse Laplace transform of both sides gives the exact solution
𝑢(𝑥) = 𝑥 + cosh 𝑥.
Exercises 2.6.2 Use the Laplace transform method to solve the Volterra integral
equations of the first kind:
𝑥
1. 𝑥 − sin 𝑥 = ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
2. 𝑒 𝑥 + sin 𝑥 − cos 𝑥 = 2 ∫0 𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡
𝑥
3. 1 + 𝑥 − sin 𝑥 − cos 𝑥 = ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

𝑥
7. 𝑥 = ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡
1 𝑥
9. 1 + 𝑥 − 𝑥 3 − 𝑒 𝑥 = ∫0 (𝑡 − 𝑥)𝑢(𝑡)𝑑𝑡
3!
1 1 𝑥
10. 1 + 𝑥 + 𝑥 2 + 𝑥 3 − sin 𝑥 − cos 𝑥 = ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡
2 3!
𝑥
11. 3 − 7𝑥 + 𝑥 2 + sinh 𝑥 − 3 cosh 𝑥 = ∫0 (𝑥 − 𝑡 − 3)𝑢(𝑡)𝑑𝑡
𝑥
12. 1 − cos 𝑥 = ∫0 cos(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡
2.7. Conversion to a Volterra Equation of the Second Kind
In this section we will present a method that will convert Volterra integral
equations of the first kind to Volterra integral equations of the second kind. The
conversion technique works effectively only if 𝐾(𝑥, 𝑥) ≠ 0. Differentiating both
sides of the Volterra integral equation of the first kind
𝑥
𝑓(𝑥) = ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡)𝑑𝑡 ,
0
with respect to x, and using Leibnitz rule, we find
𝑥
𝜕𝐾(𝑥, 𝑡)
𝑓′(𝑥) = 𝐾(𝑥, 𝑥)𝑢(𝑥) + ∫ 𝑢(𝑡)𝑑𝑡.
0 𝜕𝑥
′ (𝑥) 𝑥
𝑓 1 𝜕𝐾(𝑥, 𝑡)
𝑢(𝑥) = − ∫ 𝑢(𝑡)𝑑𝑡.
𝐾(𝑥, 𝑥) 𝐾(𝑥, 𝑥) 0 𝜕𝑥
𝑓′ (𝑥) 1 𝜕𝐾(𝑥,𝑡)
𝑓2 (𝑥) = , 𝐾2 (𝑥, 𝑡)) = −
𝐾(𝑥,𝑥) 𝐾(𝑥,𝑥) 𝜕𝑥
𝑥
𝑢(𝑥) = 𝑓2 (𝑥) + ∫ 𝐾2 (𝑥, 𝑡) 𝑢(𝑡)𝑑𝑡.
0
Example 2.37 Solve by Laplace and Convert the Volterra integral equation of the
first kind to the second kind and solve the resulting equation
𝑥
sinh 𝑥 = ∫ 𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡.
0
1 1
= ℒ{𝑢(𝑥)}
𝑠2 − 1 𝑠 − 1
𝑠−1 1
ℒ{𝑢(𝑥)} = 2 = → 𝑢(𝑥) = 𝑒 −𝑥
𝑠 −1 𝑠+1
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

Differentiating both sides using Leibnitz rule we obtain

𝑥
cosh 𝑥 = 𝑢(𝑥) + ∫ 𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡.,
0
that gives the Volterra integral equation of the second kind
𝑥
𝑢(𝑥) = cosh 𝑥 − ∫ 𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡.
0
We select the Laplace transform method for solving this problem. Taking Laplace
transform of both sides gives
𝑠 𝑥 𝑠 𝑠
ℒ{𝑢(𝑥)} = − ℒ{∫0 𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡} = − ℒ{𝑒 𝑥 ∗ 𝑢(𝑥)} = −
𝑠 2 −1 𝑠 2 −1 𝑠 2 −1
ℒ{𝑒 𝑥 }ℒ{𝑢(𝑥)}
𝑠 1
=− ℒ{𝑢(𝑥)}
𝑠2 − 1 𝑠 − 1
𝑠 𝑠
ℒ{𝑢(𝑥)}( )= 2
𝑠−1 𝑠 −1
1
ℒ{𝑢(𝑥)} = , 𝑢(𝑥) = 𝑒 −𝑥
𝑠+1
Example 2.38 Convert the Volterra integral equation of the first kind to the second
kind and solve the resulting equation
𝑥
1 + sin 𝑥 − cos 𝑥 = ∫ (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡.
0
Differentiating both sides and using Leibnitz rule we obtain the Volterra integral
equation of the second kind
𝑥
𝑢(𝑥) = cos 𝑥 + sin 𝑥 − ∫ 𝑢(𝑡)𝑑𝑡.
0
We select the modified decomposition method for solving this problem. Therefore
we set the modified recurrence relation
𝑥
𝑢0 (𝑥) = cos 𝑥 , 𝑢1 (𝑥) = sin 𝑥 − ∫ 𝑢0 (𝑡)𝑑𝑡 = 0,
0
𝑥
𝑢𝑘+1 (𝑥) = − ∫0 𝑢𝑘 (𝑡)𝑑𝑡 = 0, 𝑘 ≥ 1.
This gives the exact solution by 𝑢(𝑥) = cos 𝑥.
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

Remarks
1. It was stated before that if K(x, x) = 0, then the conversion of the first kind to the
𝜕𝐾(𝑥,𝑥)
second kind fails. However, if 𝐾(𝑥, 𝑥) = 0 and = 0, then by differentiating
𝜕𝑥
the Volterra integral equation of the first kind as many times as needed, provided
that 𝐾(𝑥, 𝑡) is differentiable, then the equation will be reduced to the Volterra
integral equation of the second kind.
2. The function 𝑓(𝑥) must satisfy specific conditions to guarantee a unique
continuous solution for 𝑢(𝑥). The determination of these special conditions will be
𝜕𝐾(𝑥,𝑥)
left as an exercise. However, for first remark, where 𝐾(𝑥, 𝑥) = 0 but = 0.
𝜕𝑥
we will differentiate twice, by using Leibnitz rule, as will be shown by the
following illustrative example.
Example 2.40 Convert the Volterra integral equation of the first kind to the second
kind and solve the resulting equation
𝑥
𝑥 sinh 𝑥 = 2 ∫ sinh(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡
0
Differentiating both sides and using Leibnitz rule we obtain
𝑥
𝑥 cosh 𝑥 + sinh 𝑥 = 2 ∫ cosh(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡,
0
which is still a Volterra integral equation of the first kind. However, because
𝜕𝐾(𝑥,𝑥)
= 0, we differentiate again to obtain the Volterra integral equation of the
𝜕𝑥
second kind
𝑥
𝑥
𝑢(𝑥) = cosh 𝑥 + sinh 𝑥 − ∫ sinh(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡.
2 0
We select the modified decomposition method for solving this problem. Therefore
we set the modified recurrence relation
𝑥
𝑥
𝑢0 (𝑥) = cosh 𝑥 , 𝑢1 (𝑥) = sinh 𝑥 − ∫ sinh(𝑥 − 𝑡) 𝑢0 (𝑡)𝑑𝑡 = 0,
2 0
𝑥
𝑢𝑘+1 (𝑥) = − ∫ sinh(𝑥 − 𝑡) 𝑢𝑘 (𝑡)𝑑𝑡 = 0 , 𝑘 ≥ 1.
0
Chapter 2 Methods of Solving Integral Equations Dr. Hussain Ali Mohamad

The exact solution is given by 𝑢(𝑥) = cosh 𝑥.

Exercises 2.7 Convert the VIE of the first kind to a second kind and solve the
resulting equation:
𝑥
1. 𝑒 𝑥 + sin 𝑥 − cos 𝑥 = ∫0 2𝑒 𝑥−𝑡 𝑢(𝑡)𝑑𝑡
𝑥
2. 𝑥 = ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡) 𝑑𝑡
𝑥
3. 𝑒 𝑥 + sin 𝑥 − cos 𝑥 = ∫0 2cos(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡
𝑥
4. 𝑒 𝑥 − 𝑥 − 1 = ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡
𝑥
5. 4 + 𝑥 − 4𝑒 𝑥 + 3𝑥𝑒 𝑥 = ∫0 (𝑥 − 𝑡 + 2)𝑢(𝑡)𝑑𝑡
𝑥 𝜋
6. tan 𝑥 − ln cos 𝑥 = ∫0 (𝑥 − 𝑡 + 1)𝑢(𝑡)𝑑𝑡 , 𝑥 <
2
𝑥
7. 𝑥 sin 𝑥 = ∫0 2 sin(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡
𝑥
8. 𝑒 𝑥 − sin 𝑥 − cos 𝑥 = ∫0 2 sin(𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
𝑥
9. sin 𝑥 − 𝑥 cos 𝑥 = ∫0 2 sinh(𝑥 − 𝑡) 𝑢(𝑡)𝑑𝑡.