Solving Integral Equations

The Interactive Way!

Gaurav Tiwari

2014
gauravtiwari.org
ii
Contents

1 Basics 1
1.1 What is an Integral Equation? . . . . . . . . . . . . . . . . . . . 1
1.2 Structure of an Integral Equation . . . . . . . . . . . . . . . . . . 1
1.3 Types of Fredholm Integral Equations . . . . . . . . . . . . . . . 1
1.3.1 Fredholm Integral Equation of First Kind . . . . . . . . . 2
1.3.2 Fredholm Integral Equation of Second Kind . . . . . . . . 2
1.3.3 Fredholm Integral Equation of Homogeneous Second Kind 2
1.3.4 Fredholm Equation of Third Kind . . . . . . . . . . . . . 2
1.4 Types of Volterra Integral Equations . . . . . . . . . . . . . . . . 2
1.4.1 Volterra Integral Equation of First Kind . . . . . . . . . . 2
1.4.2 Volterra Integral Equation of Second Kind . . . . . . . . . 2
1.4.3 Volterra Integral Equation of Homogeneous Second Kind 2
1.4.4 Volterra Integral Equation of Third Kind . . . . . . . . . 3
1.5 Singular Integral equations . . . . . . . . . . . . . . . . . . . . . 3
1.6 Kernel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.6.1 Symmetric Kernel . . . . . . . . . . . . . . . . . . . . . . 3
1.6.2 Separable or Degenerate Kernel . . . . . . . . . . . . . . . 3
1.6.3 Difference Kernel . . . . . . . . . . . . . . . . . . . . . . . 3
1.6.4 Resolvent or Reciprocal Kernel . . . . . . . . . . . . . . . 3
1.7 Integral Equations of Convolution Type . . . . . . . . . . . . . . 4
1.8 Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.9 Leibnitz Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.10 The Magical Formula . . . . . . . . . . . . . . . . . . . . . . . . . 4

2 L2 function 7
2.1 Square Integrable function or quadratically integrable function
L2 function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.2 Inner Product of two L2 functions . . . . . . . . . . . . . . . . . 8
2.3 Norm of a function . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 Trial Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

3 ODE to IE 11
3.1 Initial into Volterra . . . . . . . . . . . . . . . . . . . . . . . . . . 13
3.2 Boundary into Fredholm . . . . . . . . . . . . . . . . . . . . . . . 14

iii
iv CONTENTS

4 IE to ODE 17
4.1 Volterra to Initial . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
4.2 Fredholm to Boundary . . . . . . . . . . . . . . . . . . . . . . . . 18
Chapter 1

Basics

1.1 What is an Integral Equation?

An integral equation is an equation in which an unknown function appears
under one or more integration signs. Any integral calculus statement like –
Rb Rx
y = a φ(x)dx or y(x) = a ψ(x)dx can be considered as an integral equation.
If you noticed I have used two types of integration limits in above integral
equations –their significance will be discussedRlater in the book. A general
2
type of integral equation, g(x)y(x) = f (x) + λ a K(x, t)y(t)dt is called linear
integral equation as only linear operations are performed in the equation. The
one, which is not linear, is obviously called ’Non-linear integral equation’. In
this book, when you read ’integral equation’ understand it as ’linear integral
equation’ until specified.
R2
In the general type of the linear equation g(x)y(x) = f (x)+λ a K(x, t)y(t)dt
we have used a ’box 2’ to indicate the higher limit of the integration. Integral
Equations can be of two types according to whether the box 2 (the upper limit)
is a constant (b) or a variable (x). First type of integral equations which involve
constants as both the limits — are called Fredholm Type Integral equations. On
the other hand, when one of the limits is a variable (x, the independent variable
of which y, f and K are functions) , the integral equation is called Volterra’s
Rb
Integral Equations. Thus g(x)y(x) = f (x) + λ a K(x, t)y(t)dt is a Fredholm
Rx
Integral Equation and g(x)y(x) = f (x) + λ a K(x, t)y(t)dt is a Volterra
Integral Equation. In an integral equation, y is to be determined with g, f
and K being known and λ being a non-zero complex parameter. The function
K(x, t) is called the ’kernel’ of the integral equation.

1.2 Structure of an Integral Equation

1.3 Types of Fredholm Integral Equations

Rb
As the general form of Fredholm Integral Equation is g(x)y(x) = f (x)+λ a K(x, t)y(t)dt,
there may be following other types of it according to the values of g and f :

1
2 CHAPTER 1. BASICS

Figure 1.1:

1.3.1 Fredholm Integral Equation of First Kind

Rb
When g(x) = 0 f (x) + λ a
K(x, t)y(t)dt = 0

1.3.2 Fredholm Integral Equation of Second Kind

Rb
When g(x) = 1 y(x) = f (x) + λ a
K(x, t)y(t)dt

1.3.3 Fredholm Integral Equation of Homogeneous Sec-

ond Kind
Rb
When f (x) = 0 and g(x) = 1 y(x) = λ a
K(x, t)y(t)dt

1.3.4 Fredholm Equation of Third Kind

The general equation of Fredholm equation is also called Fredholm Equation of
Third/Final kind, with f (x) 6= 0, 1 6= g(x) 6= 0.

1.4 Types of Volterra Integral Equations

Rx
As the general form of Volterra Integral Equation is g(x)y(x) = f (x)+λ a K(x, t)y(t)dt,
there may be following other types of it according to the values of g and f :

1.4.1 Volterra Integral Equation of First Kind

Rx
When g(x) = 0 f (x) + λ a
K(x, t)y(t)dt = 0

1.4.2 Volterra Integral Equation of Second Kind

Rx
When g(x) = 1 y(x) = f (x) + λ a
K(x, t)y(t)dt

1.4.3 Volterra Integral Equation of Homogeneous Second

Kind
Rx
When f (x) = 0 and g(x) = 1 y(x) = λ a
K(x, t)y(t)dt
1.5. SINGULAR INTEGRAL EQUATIONS 3

1.4.4 Volterra Integral Equation of Third Kind

The general equation of Volterra equation is also called Volterra Equation of
Third/Final kind, with f (x) 6= 0, 1 6= g(x) 6= 0.

1.5 Singular Integral equations

In the general Fredholm/Volterra Integral equations, there arise two singular
situations: • the limit a → −∞ and 2 → ∞. • the kernel K(x, t) = ±∞
at some points in the integration limit [a, 2]. then such integral equations are
called Singular Linear Integral Equations.R ∞ Type-1: a → −∞ and 2 → ∞
General Form: g(x)y(x) = f (x) + λ −∞ K(x, t)y(t)dt Example: y(x) =
R∞
3x2 + λ −∞ e−|x−t| y(t)dt
Type-2: K(x, t) = ±∞ at some points in the integration limit [a, 2] Ex-
Rx 1
ample: y(x) = f (x) + 0 y(t) is a singular integral equation as the
(x − t)n
integrand reaches to ∞ at t = x.

1.6 Kernel
The nature of solution of integral equations solely depends on the nature of the
Kernel of the integral equation. Kernels are of following special types:

1.6.1 Symmetric Kernel

When the kernel K(x, t) is symmetric or complex symmetric or Hermitian, if
K(x, t) = K̄(t, x)
where bar K̄(t, x) denotes the complex conjugate of K(t, x). That’s if there
is no imaginary part of the kernel then K(x, t) = K(t, x) implies that K is a
symmetric kernel. For example K(x, t) = sin(x + t) is symmetric kernel.

1.6.2 Separable or Degenerate Kernel

A kernel K(x, t) is called separable if it can be expressed as the sum of a finite
number of terms, each of which is the product of ’a function’ of x only and ’a
function’ of t only, i.e.,
X∞
K(x, t) = φi (x)ψi (t)
n=1
.

1.6.3 Difference Kernel

When K(x, t) = K(x − t) then the kernel is called difference kernel.

1.6.4 Resolvent or Reciprocal Kernel

R2
The solution of the integral equation y(x) = f (x) + λ a K(x, t)y(t)dt is of the
R2
form y(x) = f (x) + λ a R(x, t; λ)f (t)dt . The kernel R(x, t; λ) of the solution
is called resolvent or reciprocal kernel.
4 CHAPTER 1. BASICS

1.7 Integral Equations of Convolution Type

R2
The integral equation g(x)y(x) = f (x) + λ a K(x, t)y(t)dt is called of convolu-
tion type when the kernel K(x, t) is difference kernel, i.e., K(x, t) = K(x − t).
Let y1 (x) and y2 (x) be two continuous functions defined for x ∈ E ⊆ R then
the convolution of y1 and y2 is given by
Z Z
y1 ∗ y2 = y1 (x − t)y2 (t)dt = y2 (x − t)y1 (t)dt
E E

. For standard convolution, the limits are −∞ and ∞.

1.8 Eigenvalues and Eigenfunctions of the Inte-

gral Equations
R2
The homogeneous integral equations y(x) = λ a K(x, t)y(t)dt have the obvious
solution y(x) = 0 which is called the zero solution or the trivial solution of the
integral equation. Except this, the values of λ for which the integral equation
has non-zero solution y(x) 6= 0, are called the eigenvalues of integral equation
or eigenvalues of the kernel. Every non-zero solution y(x) 6= 0 is called an
eigenfunction corresponding to the obtained eigenvalue λ.
• Note that λ 6= 0
• If y(x) an eigenfunction corresponding to eigenvalue λ then c · y(x) is also an
eigenfunction corresponding to λ.

1.9 Leibnitz Rule of Differentiation under inte-

gral sign
∂F
Let F (x, t) and be continuous functions of both x and t and let the first
∂x
d H(x)
Z
derivatives of G(x) and H(x) are also continuous, then F (x, t)dt =
dx G(x)
Z H(x)
∂F dH dG
dt+F (x, H(x)) −F (x, G(x)) . This formula is called Leibnitz’s
G(x) ∂x dx dx
Rule of differentiation under integration sign. In a special case, when G(x) and
H(x) both are absolute (constants) –let G(x) = a, H(x) = b ⇐⇒ dG/dx =
d b
Z Z b
∂F
0 = dH/dx –then F (x, t)dt = dt.
dx a a ∂x

1.10 The Magical Formula

Changing Integral Equation with Multiple integrals into standard simple integral.
Z 2 Z t
The integral of order n is given by f (x)dxn . We can prove that f (x)dxn =
Z t ∆ a
(t − x)n−1
f (x)dx
a (n − 1)!
1.10. THE MAGICAL FORMULA 5

R1
Example: Solve 0 x2 dx2 .
R1
Solution: 0 x2 dx2
R 1 (1 − x)2−1 2
= 0 x dx (since t=1)
(2 − 1)!
R1
= 0 (1 − x)x2 dx
R1
= 0 (1 − x)x2 dx
R1
= 0 (x2 − x3 )dx = 1/12 2
6 CHAPTER 1. BASICS
Chapter 2

L2 function

2.1 Square Integrable function or quadratically

integrable function L2 function
A function y(x) is said to be square integrable or L2 function on the interval
(a, b) if
Z b
2
|y(x)| dx < ∞
a

or
Z b
y(x)ȳ(x)dx < ∞
a

. Such y(x) is then also called ’regular function’. The kernel K(x, t) , a
function of two variables is an L2 - function if at least one of the following is
true:
Z b Z b
|K(x, t)|2 dxdt < ∞
x=a t=a

Z b
|K(x, t)|2 dx < ∞
t=a

Z b
|K(x, t)|2 dt < ∞
x=a

7
8 CHAPTER 2. L2 FUNCTION

2.2 Inner Product of two L2 functions

The inner product or scalar product (φ, ψ) of two complex L2 functions φ and
Rb
ψ of a real variable x ; a ≤ x ≤ b is defined as (φ, ψ) = a φ(x)ψ̄(x)dx
Where ψ̄(x) is the complex conjugate of ψ(x)
Rb
When (φ, ψ) = 0, or a φ(x)ψ̄(x)dx = 0 then φ and ψ are called orthogonal
to each other.

2.3 Norm of a function

The normqof a complex- function
qR y(x) of a single real variable x is given by
Rb ¯ b ¯ represents the complex
||y(x)|| = a
y(x)y(x)dx = a
|y(x)|2 dx, where y(x)
conjugate of y(x).

The norm of operations between any two functions φ and ψ follows Schwarz
and Minkowski’s triangle inequalities, provided ||φ·ψ|| ≤ ||φ||·||ψ|| —- Schwarz’s
Inequality
||φ + ψ|| ≤ ||φ|| + ||ψ|| ——-Triangle Inequality/Minkowski Inequality

2.4 Solution of Integral Equations by Trial Method

A solution of an equation is the value of the unknown function which satisfies
the complete equation. The same definition is followed by the solution of an
integral equation too. First of all we will handle problems in which a value of
the unknown function is given and we are asked to verify whether it’s a solution
of the integral equation or not. The following example will make it clear:

2.4.1 Example
−3/2
Show that y(x) = (1 + x2 ) is a solution of
Z x
1 t
y(x) = − y(t)dt
1 + x2 0 1 + x2

. This is a Volterra’s equation of second kind with lower limit a = 0 and upper
limit being the variable x.

Solution: Given
Z x
1 t
y(x) = − y(t)dt . . . (1)
1 + x2 0 1 + x2
−3/2
where y(x) = (1 + x2 ) . . . (2)
−3/2
and therefore, y(t) = (1 + t2 ) . . . (3) (replacing x by t).

The Right Hand Side of (1)

Z x
1 t
= − y(t)dt
1 + x2 0 1 + x2
2.4. TRIAL METHOD 9
Z x
1 t −3/2
= − (1 + t2 ) dt
1 + x2 0 1 + x2
[putting the value of y(t) from (3)]
Z x
1 1 t
= 2
− dt
1+x 1 + x2 0 (1 + t2 )
3/2

1
since is independent quantity as the integration is done with respect to
1 + x2
1
t i.e., dt only, therefore can be excluded outside the integration sign.
1 + x2
 
1 1 1
= + √ −1
1 + x2 1 + x2 1 + x2
Since Z x
t
dt
0 1 + t2 3/2
1 −3/2
=1− √ = (1 + x2 ) = y(x) =The Left Hand Side of (2) Hence, y(x) =
1+x 2
−3/2
(1 + x2 ) is a solution of (1). 2 Trial method isn’t exactly the way an integral
equation can be solved, it is however very important for learning and pedagogy
point of views.
10 CHAPTER 2. L2 FUNCTION
Chapter 3

Differential Equations into

Integral Equations

A differential equation can be easily converted into an integral equation just by

integrating it once or twice or as many times, if needed. Let’s start with an
example. Let
dy
+ 5y + 1 = 0 . . . (1)
dx
be a simple first order differential equation. We can integrate it one time with
respect to x , to obtain
Z Z Z
dy
dx + 5 ydx + 1 · dx = c
dx
Or, Z
y+5 ydx + x = c . . . (2)

If we arrange equation (2) in standard integral equation forms, as studied in the

first chapter, we get Z
y = (c − x) − 5 ydx

or, Z
y(x) = (c − x) − 5 y(t)dt . . . (3)

We can remove the arbitrary constant c from the above integral equation by
applying a boundary condition. For example, if we have

y(0) = 1

, then it can be easily seen that

Z
y(0) = (c − 0) − 5 y(0)dt

or, Z
c = y(0) + 5 y(0)dt

11
12 CHAPTER 3. ODE TO IE
Z
⇒c=1+5 1 · dt
Z
⇒c=1+5 dt . . . (4)

At this instance, we see that if the limits of the integration could have known,
the value of c should have been easier to interpret. Still we can convert the
given differential equation into integral equation by substituting the value of c
in equation (3) above:
Z Z
y(x) = (1 − x + 5 dt) − 5 y(t)dt
Z
y(x) = (1 − x) + 5 (1 − y(t))dt . . . (5)

Equation(5) is the resulting integral equation converted from equation (1). 2

We see that there is only one boundary condition required to obtain the
single constant c in First Order differential equation. In the same way, there
are two boundary conditions required in a second order differential equation.
Problems in second order differential equation with boundary conditions, are
of two types.

Initial Value Problem

For some finite value of variable x, the value of function y and its derivative
dy/dx is given in an initial value differential equation problem. For example

d2 y
+ ky = tx
dx2
with
y(0) = 2
and
y 0 (0) = 5
is an initial value problem. Just try to see how, point x = 0 is used for both y
and y 0 , which is called the initial value of the differential equation. This initial
value changes into the lower limit when we try to derive the integral equation.
And, also, the integral equation derived from an initial value problem is of
Volterra type, i.e., having upper limit as variable x.

Boundary value problem

For different values of variable x, the value of function given in a boundary value
condition. For example
d2 y
+ ly = mx
dx2
with
y(a) = A
and
y(b) = B
3.1. INITIAL INTO VOLTERRA 13

is a boundary value problem. Generally, we chose the lower limit of the integra-
tion as zero and integrate the differential equation within limit (0, x). After the
boundary values are substituted, we obtain a Fredholm integral equation, i.e.,
having upper limit as a constant b (say).
All doubts will be cleared by working out the following two examples:

3.1 Converting initial value problem into a Volterra

integral equation
Problem 1 : Convert the following differential equation into integral equation:

y” + y = 0

when
y(0) = y 0 (0) = 0
Solution: Given
y”(x) + y(x) = 0 . . . (6)
with
y(0) = 0 . . . (7)
and
y 0 (0) = 0 . . . (8)
From (1),
y”(x) = −y(x) . . . (9)
Integrating (9) with respect to x from 0 to x.
Z x Z x
y”(x)dx = − y(x)dx
0 0
Rx
(y 0 (x))x0 = − 0x y(x)dx ⇒ y 0 (x) − y 0 (0) = −
R
0
y(x)dx Since,

y 0 (x) = 0

, Z x
0
⇒ y (x) − 0 = − y(x)dx
0
Z x
⇒ y 0 (x) = − y(x)dx . . . (10)
0

Integrating both sides of (10) with respect to x from 0 to x -

Z x Z x Z x 
y 0 (x)dx = − y(x)dx dx
0 0 0
Z x Z x
y 0 (x)dx = − y(x)dx2
0 0
Z x
⇒ y(x)0x = − y(t)dt2
0
14 CHAPTER 3. ODE TO IE
Z x
y(x) − y(0) = − (x − t)y(t)dt
0
Z x
⇒ y(x) − 0 = − (x − t)y(t)dt
0
Z x
⇒ y(x) = − (x − t)y(t)dt . . . (11)
0

This equation (11) is the resulting integral equation derived from the given
second order differential equation. 2

3.2 Converting boundary value problem into a

Fredholm integral equation
Example 2:
Reduce the following boundary value problem into an integral equation

d2 y
+ λy = 0
dx2
with
y(0) = 0
and
y(l) = 0
Solution:
Given differential equation is

y”(x) + λy(x) = 0 . . . (12)

with
y(0) = 0 . . . (13)
and
y(l) = 0 . . . (14)
Since,
(12) ⇒ y”(x) = −λy(x) . . . (15)
Integrating both sides of (15) w.r.t. x from 0 to x
Z x Z x
y”(x)dx = −λ y(x)dx . . . (16)
0 0
Z x
y 0 (x)0x = −λ y(x)dx
0
Z x
y 0 (x) − y 0 (0) = −λ y(x)dx . . . (17)
0

Let y 0 (0) = constant = c, then

Z x
0
y (x) − c = −λ y(x)dx
0
3.2. BOUNDARY INTO FREDHOLM 15
Z x
y 0 (x) = c − λ y(x)dx . . . (18)
0

Integrating (18) again with respect to x from 0 to x

Z x Z x Z x Z x 
y 0 (x)dx = c dx − λ y(x)dx dx
0 0 0 0

or, Z x
y(x)0x = cx − λ y(x)dx2
0
Z x
y(x) − y(0) = cx − λ y(t)dt2
0

Putting y(0) = 0
Z x
y(x) = cx − λ (x − t)y(t)dt . . . (19)
0

Now, putting x = l in (19):

Z l
y(l) = cl − λ (l − t)y(t)dt
0
Z l
0 = cl − λ (l − t)y(t)dt
0
Z l
λ
c= (l − t)y(t)dt . . . (20)
l 0

Putting this value of c in (19), (19) reduces to:

Z l Z x
λx
y(x) = (l − t)y(t)dt − λ (x − t)y(t)dt . . . (21)
l 0 0

On simplifying (21) we get

x l
(l − x)t x(l − t)
Z Z
y(x) = λ( y(t)dt + y(t)dt) . . . (22)
0 l x l

Which is the required integral equation derived from the given differential equa-
tion. The solution can also be written as
Z l
y(x) = λ K(x, t)y(t)dt
0

where
t(l − x)
K(x, t) = 0<t<x
l
and
x(l − t)
K(x, t) = x<t<l
l
2
We can now define a strategy for changing the ordinary differential equations
16 CHAPTER 3. ODE TO IE

of second order into an integral equation.

Step 1: Write the differential equation and its boundary conditions.

Step 2: Now re-write the differential equation in its normal form, i.e., highest
derivatives being on one side and other, all values on the other side. For example,
y” = − α2 xy 0 + ny is the normal form of 2y” + αxy 0 − 2ny = 0 .
Step 3: Integrate the normal form of the differential equation, from 0 to x.
Use applicable rules and formulas to simplify it.
Step 4: If substitutable, substitute the values of the boundary conditions.
In boundary value problems, take y 0 (0) = c a constant.
Step 5: Again integrate, the, so obtained differential-integral equation, within
the limits (0, x) with respect to x.
Step 6: Substitute the values of given boundary conditions.
Step 7: Simplify using essential integration rules, change the variable inside
the integration sign to t . Use the ’multiple integral’ rules to change multiple
integral into linear integral, as we discussed in Chapter 1.
Chapter 4

Integral Equations to
Differential Equations

The method of converting an integral equation into a differential equation is

exactly opposite to what we did in last chapter where we converted boundary
value differential equations into respective integral equations. In last workout,
initial value problems always ended up as Volterra Integrals and boundary value
problems resulted as Fredholm Integrals. In converse process we will get ini-
tial value problems from Volterra Integrals and boundary value problems from
Fredholm Integral Equations. Also, as in earlier conversion we continuously
integrated the differentials within given boundary values, we will continuously
differentiate provided integral equations and refine the results by putting all con-
stant integration limits. The above instructions can be practically understood
by following two examples. First problem involves the conversion of Volterra
Integral Equation into differential equation and the second problem displays the
conversion of Fredholm Integral Equation into differential equation.

4.1 Converting Volterra Integral Equation into

Ordinary Differential Equation with initial
values
Convert Z x
y(x) = − (x − t)y(t)dt
0
into initial value problem.

Please note that this was the same integral equation we obtained after con-
verting initial value problem:
y” + y = 0
when
y(0) = y 0 (0) = 0
( See Problem 1 of Chapter 3 )

17
18 CHAPTER 4. IE TO ODE

Solution:
We have, Z x
y(x) = − (x − t)y(t)dt . . . (1)
0

Differentiating (1) with respect to x will give

Z x
d
y 0 (x) = − (x − t)y(t)dt
dx 0
Z x
0
⇒ y (x) = − y(t)dt . . . (2)
0

Again differentiating (2) w.r.t. x will give

Z x
d
y”(x) = − y(t)dt
dx 0

⇒ y”(x) = −y(x) . . . (30 )

⇐⇒ y”(x) + y(x) = 0 . . . (3)
Putting the lower limit x = 0 (i.e., the initial value) in equation (1) and (2)
will give, respectively the following:
Z 0
y(0) = − (0 − t)y(t)dt
0

y(0) = 0 . . . (4)
And, Z 0
y 0 (0) = − y(t)dt
0

y 0 (0) = 0 . . . (5)
These equations (3), (4) and (5) form the ordinary differential form of given
integral equation. 2

4.2 Converting Fredholm Integral Equation into

Ordinary Differential Equation with bound-
ary values
Convert Z l
y(x) = λ K(x, t)y(t)dt
0
into boundary value problem where

t(l − x)
K(x, t) = 0<t<x
l
and
x(l − t)
K(x, t) = x<t<l
l
4.2. FREDHOLM TO BOUNDARY 19

Please see Example 2 of Chapter 3.

Solution:

The given integral equation is

Z l
y(x) = λ K(x, t)y(t)dt . . . (1)
0

or
x l
(l − x)t x(l − t)
Z Z
y(x) = λ( y(t)dt + y(t)dt) . . . (2)
0 l x l
Differentiating (2) with respect to x will give
Z x Z l
λ λ
y 0 (x) = − ty(t)dt + (l − t)y(t)dt . . . (3)
l 0 l x

Continued differentiation of (3) will give

y”(x) = −λy(x)

That’s
y”(x) + λy(x) = 0 . . . (4)
To get the boundary values, we place x equal to both integration limits in
(1) or (2). x = 0 ⇒
y(0) = 0 . . . (5)
x=l⇒
y(l) = 0 . . . (6)
The ODE (4) with boundary values (5) & (6) is the exact conversion of given
integral equation. 2
20 CHAPTER 4. IE TO ODE
4.2. FREDHOLM TO BOUNDARY 21

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