6/3/2009

Advanced Engineering Mathematics

Hasan Ghasemzadeh
http://sahand.kntu.ac.ir/~ghasemzadeh/indexfa.html
1

Ghasemzadeh

.
.
.
.
.

Ghasemzadeh

6/3/2009

Ghasemzadeh

Ghasemzadeh

6/3/2009

Linear Integral Equations
x

( x) ( x) = f ( x) + k ( x, t ) (t )dt

( x) ( x) = f ( x) + k ( x, t ) (t )dt

) ( x), f ( x), k ( x, t
, a, b

) k ( x, t
)k ( x, t ) = k (t , x
) k ( x, t ) = p( x) q (t
) k ( x, t ) = r ( x t

Symmetric
Separable:

? = ) ( x

Convolved:

a, b

f ( x) = 0 ( x) = k ( x, t ) (t )dt

...
Ghasemzadeh

Linear Integral Equations
x

( x) ( x) = f ( x) + k ( x, t ) (t )dt

( x) = 0 f ( x) = k ( x, t ) (t )dt

( x) = 1 ( x) = f ( x) + k ( x, t ) (t )dt

a xb

( x) > 0

x
)f ( x
) k ( x, t
+
(t ) (t )dt
a
) ( x
) ( x) (t

) = (x

Ghasemzadeh

= ) ( x) ( x

6/3/2009

Linear Integral Equations

f ( x) = k ( x, t ) (t )dt
a

0 x a, 0 t x

f ( x ), f ( x ),

(x) =

f ( x )

k ( x, x)

k ( x , t )
k ( x , x ) ( x ) +
(t ) dt = f ( x )
x
0
x

IF k ( x , x ) 0

k ( x , t )
, k( x , t )
t

k x ( x, t )
(t ) d t
k ( x, x)

F ( x)

Ghasemzadeh

Linear Integral Equations
Some Integral Equation Examples

2s y ( s)
ds
0 1 y ( s)

y (t ) =

y (t ) =

y (t ) =

2 t s y ( s) ds

2 t s y ( s) ds

y ( s ) ds

t s

=t

Volterra

second kind

Volterra

second kind

Fredholm second kind

Volterra
Ghasemzadeh

first kind
8

6/3/2009

Linear Integral Equations

( x, y ) ( x, y ) = f ( x, y ) + k ( x, y, s, t ) ( s, t )dsdt
) ( x, y ), f ( x, y

) k ( x, y , s, t

? = ) ( x, y

Ghasemzadeh

Linear Integral Equations

1
t
(t ) dt

2
2
x
1+ x
1
+
0
1
= ) ( x
(1 + x 2 ) 3 / 2

= ) ( x

t=x

x
1
t
1
1
1
1

= dt

2
2
2 3/ 2
2
2
2 1/ 2
1+ x
1
+
x
(
1
+
t
)
1
+
x
1
+
x
(
1
+
t
)

t =0
0
1
1
1
1

=
+

=
)= ( x
2
2 3/ 2
2
1+ x
) (1 + x
1+ x
(1 + x 2 ) 3 / 2
10

Ghasemzadeh

6/3/2009

dny
d n 1 y
+
a
(
x
)
) + ... + an ( x ) y = F ( x
1
dx n
dx n 1

)(i = 1,2,..., n

)ai ( x

y (0) = c 0 , y / (0) = c1 ,..., y n 1 (0) = c n 1

Ghasemzadeh

11

)b( x

)b( x

d
) F ( x , t
) db ( x
) da ( x
)) F ( x, a ( x
= F ( x, t ) dt
)) dt + F ( x, b ( x

) dx a ( x
x
dx
dx
)a( x

) F ( x, t ) = ( x t ) n1 f (t

dI n
)= f ( x
dx
dI
n > 1 n = ( n 1) I n 1
dx
n =1

) (n > k

d k 1 I n
(= ( n 1)( n 2)...
) ( n k ) I1
dx k 1
d n 1 I n
= ( n 1)! I1
dx n 1

dI n
= ( n 1) ( x t ) n 2 f (t ) dt + ( x t ) n 1 f (t ) t = x
dx
a

12

I n = ( x t ) n 1 f (t ) dt

Ghasemzadeh

d nIn
) = ( n 1)! f ( x
dx n

6/3/2009

x = a I n (a ) = 0

x=a

n 1

n 1

)I n (a
=0
dx n 1

x=a
x

I1 = f ( x1 ) dx1

a
x

x x2

I 2 = I1 ( x2 ) dx 2 = f ( x1 ) dx1dx 2
a

a a
x3 x 2

x xn

a a

a a

I n = ( n 1)! ... f ( x1 ) dx1dx 2 ...dx n 1dx n

n
x
x
P
1
n 1
...
f
(
x
)
dx
...
dx
=
a a
a ( x t ) f (t )dt
(
n
1
!)

N
Ghasemzadeh
x

13

y // + xy / + y = 0
y (0) = 1, y / (0) = 0

1
n 1
x dx x dx.....x f ( x)dx = (n 1)! x ( x t ) f (t )dt
0
0
0
0
x

y = ( x t ) (t ) dt + 1
0

d2y
)= ( x
dx2

dy
= (t ) dt + y / (0) = (t ) dt
dx 0
0

( x ) + x (t 0dt + ( x t ) (t ) dt + 1 = 0
0

14

Ghasemzadeh

( x ) = 1 ( 2 x t ) (t )dt
0

6/3/2009

y ( x ) = ( x ) y ( x ) d + 1 ( x ) f ( ) d
x

dy
= y ( ) d + f ( ) d
dx
0
0

) y + y = f ( x

d2y
) = y ( x ) + f ( x
dx 2
y (0) = 1

y (0) = 0

Ghasemzadeh

15

16

Ghasemzadeh

6/3/2009

Resolvent kernel
x

( x ) = f ( x ) + k ( x , t ) (t ) dt

-1

( x ) = 0 ( x ) +
1 ( x ) + 2 ( x ) + ... + n ( x ) + ...
2

0 ( x ) + 1 ( x ) + .... + n ( x ) + ... = f ( x ) + k ( x , t ) 0 (t ) + 1 (t ) + ... + n (t ) + ... dt

n

0
x

0
x

1 ( x ) = k ( x , t ) 0 (t ) dt = k ( x , t ) f (t ) dt

0 ( x) = f ( x)

2 ( x ) = k ( x , t )1 (t ) dt = k ( x , t ) k (t , t1 ) f (t1 ) dt1dt
0

n ( x )




x

t1

2 ( x ) = f (t1 ) dt1 k ( x , t ) k (t , t1 ) dt = k 2 ( x , t1 ) f (t1 ) dt1

0

n ( x ) = k n ( x , t ) f (t ) dt
0

n ( x ) = k n ( x , t ) f (t ) dt
0

k1 ( x, t ) = k ( x, t )

k 2 ( x , t1 ) = k ( x , t ) k (t , t1 ) dt
t1

(n = 1, 2,...)

k n ( x, t )

Iterated kernel

Ghasemzadeh

17

k n ( x, t )

kn +1 ( x, t ) = k ( x, z ) kn ( z , t )dz
t

v =0

( n = 1, 2,...)

( x) = f ( x) + v k v ( x, t ) f (t ) dt

R ( x, t ; ) = v kv +1 ( x, t )

R ( x, t ; ) :

v =0

k ( x, t )

R ( x, t ; ) = k ( x, t ) + k ( x, s ) R ( s, t ; )ds

( x) = f ( x) + R( x, t ; ) f (t )dt

Ghasemzadeh

18

6/3/2009

( x) = f ( x) + (t )dt

k ( x, t ) = k1 ( x, t ) = 1
x

k2 ( x, t ) =

k ( x, z )k

( z , t ) dz = dz = x t
t

(x t)
2!

k 3 ( x , t ) = 1( z t ) dz =
t

(z t)
( x t )3
dz =
2
3!

k4 ( x, t ) = 1
t

( z t )n2
( x t ) n 1
dz =
t
( n 2) !
( n 1) !
t

n ( x t )n
n
R ( x , t ; ) = k n +1 ( x , t ) =
= e ( x t )

n
!
n=0
n=0
x

x
...
k n ( x , t ) = 1.k n 1 ( z , t ) dz =

Ghasemzadeh
( x) = f ( x) + e ( x t ) f (t )dt

19

( x ) k ( x , t ) ( t ) dt = f ( x )
a

( x) = f ( x) + R ( x, t ; ) f (t )dt

D ( x, t ; )
R ( x, t ; ) =
D ( )

, ;

D ( ) 0

1
!

1
1

Fredholm m inor

Fredholm determ inant

!
Ghasemzadeh

20

10

6/3/2009

, 1
,
,
,

1
1 1
1,
2,
2, 1
2,
... . . . . . . . . . . . . . . . .
... . . . . . . . . . . . . . . . .
,
, 1
,

1, ,

1, 2

1, 1

1,

2,
3, 1
3, 2
3,
....................
...................
, 1
, 2
,
2, 2

1 2

21

2, 1

Ghasemzadeh

( x) = f ( x) + xet (t )dt

k ( x, t ) = B0 ( x, t ) = xet

2
2

,
1

1
1

1 ,

1
1

Bn ( x, t ) = 0
1

0
22

11

01

Ghasemzadeh

1
2

1, 1

1
1

01

1
2

1
.

Cn = 0

6/3/2009

; ,

) D ( x, t ;
xet
= ) R ( x, t ;
=
) D (
1
b

( x) = f ( x) + R( x, t ; ) f (t )dt
a
b

xet
f (t )dt
1
a

( x) = f ( x) +

x
1

23

f ( x) = e x ( x) = e x +
Ghasemzadeh

-2

Successive Approximation
x

) f (x ] [0, a

) k ( x, t

( x ) = f ( x ) + k ( x , t ) ( t ) dt
0

0 t x, 0 x a

) 0 ( x ] [0, a

1 ( x) = f ( x) + k ( x, t )0 (t ) dt

0 , 1 ,...., n ,... x

n n ( x) = f ( x ) + k ( x, t ) n 1 (t )dt

) 0 ( x24

Ghasemzadeh

12

0 ( x) = 0

)0 ( x) = f ( x

6/3/2009

( x ) = 1 + ( t ) dt
0

0 ( x) 0
0 ( x ) 0 1 ( x ) = 1
x

2 ( x ) = 1 + 1.dt = 1 + x ,
0

3 ( x ) = 1 + (1 + t ) dt = 1 + x +
0

x2
,
2

...,

n ( x) = 1 +

x x2
x n 1
+
+ ... +
1! 2!
( n 1)!

( x) =

n=0

xn
= ex
n!

Ghasemzadeh

25

A Linear Example y (t ) = 1
Let

y0 = 1.

(t s) y( s) ds
t

Then

y1 (t ) = 1 (t s) ds = " = 1 21 t 2
t

y2 (t ) = 1

(t s)(1 21 s 2 ) ds = " = 1 21 t 2 +

1
24

t4

y = 1 21 t 2 +

1
24

t4

1
6!

t 6 + " = cos t

The sequence
converges to the known solution.
Ghasemzadeh
26

13

6/3/2009

y
y
y
y
y
y
y
y

0
1
2
3
4
5
6

Convergence of the Sequence

Ghasemzadeh

27

A Nonlinear Example

y0 = 0.

Let

Then

y (t ) =

y1 (t ) =

2 s y ( s)
0 1 y( s) ds
t

2s ds = t
t

2s s 2
y2 (t ) =
ds = t 12 ln(1 t ) 32 ln(1 + t )
0 1 s2
t

y 3 (t ) =

ln(1 s) + 3 ln(1 + s) + 2 s
ds
0 ln(1 s)Ghasemzadeh
+ 3 ln(1 + s) 2 s + 2
t

28

14

6/3/2009

y
y
y

3
2
1

Convergence of the Sequence

Ghasemzadeh

29

Laplace Transform

-3

( x ) = f ( x ) + k ( x t ) ( t )dt

L ( x ) = L f ( x ) + L k ( x t ) ( t )dt
0

L ( x) = Lf ( x) + Lk ( x) L ( x)

L ( x) =

Lf ( x)
1 Lk ( x)

Lk (x) 1

Ghasemzadeh

30

15

6/3/2009

( x ) = sin x + 2 cos( x t ) ( t ) dt
0

1
p +1
p
L k ( x ) = L ( co s x ) = 2
p +1
L f ( x ) = L ( s in x ) =

1
Lf ( x)
1
1
p +1
L ( x) =
=
= 2
=
p + 1 2 p ( p 1) 2
1 Lk ( x) 1 2 p
2
p +1
2

( x ) = xe x
Ghasemzadeh

31

-4
x

( x ) = f ( x ) + ( t ) ( x t ) dt

L ( x ) = ( p ), L f ( x ) = F ( p )
( p) = F ( p) + 2 ( p)

( p) =

1 1 4 F ( p )
2

Ghasemzadeh

32

16

6/3/2009

-4
x3
6

= ( t ) ( x t ) dt
0

)L ( x) = ( p
1
1
( p) = 2
p4
p

= ) 2 ( p

1 ( x) = x, 2 ( x) = x

33

Ghasemzadeh

-5
x

f ( x ),
) f (0) = 0

= (t ) ln( x t ) dt
0

)( Re ( ) > 1
)d ( + 1
1
1
)+ +1 ln ( + 1
d
p
p

) ( + 1
p +1
1
+1

= L x

= ) L ( x ln x

) d ( + 1

) ( + 1
1

d
= ) L ( x ln x
+ ln

)p +1 ( + 1
p

34

17

Ghasemzadeh

6/3/2009

(1)
= = 0 .5 7 7 2 1
(1)

v=0
v=0

1
ln p +
( ln p ) =
p
p
L ( x ) = ( p ), L f ( x ) = F ( p )
L ln x =

(t ) ln( x t ) dt =

f ( x)

( p )

( p) =

p 2 F ( p ) f (0)
f (0)

p (ln p + )
p (ln p + )

( p )

(1)

f (0) = 0 L ( p 2 F ( p ) f (0)) = f ( x )

L x =

ln p +
pF ( p )
= F ( p) ( p) =
p
ln p +

(2)

( + 1)
x
1
L
= +1

+1
(
1)
p

+
p
Ghasemzadeh

35

x
L
d =
( + 1)
0

L
0

d
1
=
p +1
p ln p

x a
1
1
=
d =
( + 1)
p ln( ap ) p (ln p + ln a )

a = e L
0

x e
1
d =
p (ln p + )
( + 1)

x e
f (0)
d =
L f (0)
(
1)
p
(ln
p+)

+
0

(2), (3)into first term of (1)

x

( x ) = f ( t )

(x t) e
( + 1)

f ( x) = x ( x) =
0

(3)

p 2 F ( p ) f (0)
=
p (ln p + )

( x t ) e

f ( t )
d dt

+
(
1)

x e
d dt f (0)
d
( + 1)
0

x e
d
( + 1)

Ghasemzadeh

36

18

6/3/2009

-6

x t

DEGENERATE
Or SEPARABLE kernels

) (k=1,2,,n) a k ( x ), bk (t }{a x, t b

Ghasemzadeh

37

C k
38

19

1,2, , ,

1
Ghasemzadeh

6/3/2009

.
n

0
a

m 1
b

) a k ( x

0
a

1,2, ,
1

Ghasemzadeh

39

1
12 2
1
1,

1
21 1
22
2
2
2,

.......... . . . . . . . . . . . . . . . . .
1
,
1 1
2 2
11

40

20

. . .
1
. . .
2
...... . . . . . . . . . . . . . .
1
2 . . . 1
12

22

Ghasemzadeh

11

21 1

6/3/2009

. 0

11 .

. .
1 1 1
1 1 . . .
1
. .
2 1 2
2 1 . . .
2

...... . . . . . . . . . . . . . . . . . . . . . . . . .
1 . . .
1
1 . . . 1

21 .

Ck

1,2, ,

Ghasemzadeh

41

:
cos sin

sin

cos

sin

cos

cos

sin

sin

cos

42

21

cos

sin

Ghasemzadeh

6/3/2009

sin

sin

cos

cos
2

cos

; .
;

C1 1

tcos

C2

cos sin

cos

cos

C2 1

sin

C2

sin

sin

cos

cos sin

sin

Ghasemzadeh

43

3
2

1 0
0 1
2

4
4

22
1 2 2

;;
2

2
2 2

0
0

0
82
1 2 2

2
2 2

4 sin

Ghasemzadeh

cos

44

22

6/3/2009

Hammerstein Type equation

Ghasemzadeh 1

45

1,2, ,

Ci
m

1,2, , m

Ci

1, 2, ,

23

Ci

t ] [a,b

46

Ci

) ( x) = Ci0 ai ( x
i =1

Ci

C10 , C20 ,,, Cm0

Ghasemzadeh

6/3/2009

( x) = xt (t )dt
2

( x) = C x

C = t (t ) dt

C = tC 2 2t 2 (t ) dt

4
2

C2

0,

C = C 2 2 / 4

4
x

47
Ghasemzadeh

0,2 x

1 x

( x) k ( x, t ) (t )dt = 0

)((x) 0

=0 (x)0

) k ( x, t

}{a x, t b

48

24

Ghasemzadeh

6/3/2009

0
1

12 . . .
1
1
21
22 . . .
2
....................
1
2 . . . 1

11

) (

0
1
12 2
1
1
0
21 1
22 2
2

........ . . . . . . . . . . . . . . . . . . .
1
0
1 1
2 2
1

11

Ghasemzadeh

49

{1 p n} p
(m=1,2,,p) m
n

)1 ( x) = Ck1 ak ( x

C11 , C21 ,,, Cn1 1

)2 ( x) = Ck2 ak ( x

C , C ,,, C 2

........................

............................

) p ( x) = Ckp ak ( x

C1p , C2p ,,, Cnp p

k =1
n

k =1

k =1

2
n

n

50

25

Ghasemzadeh

2
2

2
1

6/3/2009

:
2

cos

cos 2

cos 3

cos

cos

cos 2

cos 3

cos

cos

cos 3

0
5

dt

cos 2 cos

cos

cos 2

cos

cos 3 cos 2
0

cos

cos 3

0
Ghasemzadeh

51

cos 2 cos

cos

cos 3 cos 2

cos

0,

cos 3

4
0

0,

=0

1 =

, 2 =

8
Ghasemzadeh

52

26

6/3/2009

0,
0

0
1/2

= 1

C2 = 0, C1 arbitrary

C1 = 1

1 ( x) = cos 2 x

1 ( x) = C1 cos 2 x
1
0

0,
0

1
2

= 2

C1 = 0, C2 arbitrary

1 ( x) = cos 353
x

C =1

Ghasemzadeh 2

2 ( x) = C2 cos 3x

0
1

) )()0 (x)0 :
) ) ()=0 ) (1
. ) (1 .

54

27

Ghasemzadeh

6/3/2009

:
0

cos

cos 2

cos 3

cos
0

: 1=4/ 2=8/
cos 3x

55

cos

cos

cos 3x if

Ghasemzadeh

)f(x )n (n=1,2,

,

)n (x )*(
56

28

Ghasemzadeh

6/3/2009

n ) (1

1,2, ,

0
1

:
,

57

1,
1,

0
1

Ghasemzadeh

:
,

1,2,

sin

2 2

sin

If
If

2 2
1

. an
:
1
1

cos

sin
01

sin

01

2 2
1

:
58

29

Ghasemzadeh

2 2

6/3/2009

Deference or
Convolved Kernels

( x) = k ( x t ) (t )dt = 0

)k ( x t ) = k (t x

1,2, ,

cos

1,2,

sin

1,2,

59

K x cos nx

2
n

an

Ghasemzadeh

Green function

) p 0 ( x ), p1 ( x ), ..., p n ( x ][a, b

k = 1, 2,..., n

0, ,

0,

V1 , V2 ,..., Vn
) y ( a ), y ( a ),..., y ( n 1) ( a ), y (b), y (b),..., y ( n 1) (b
y(x)0.
60

30

Ghasemzadeh

6/3/2009

Green function

)G(x, ab
G(x,) -1 ) ( n 2 axb.
-2 ) (n-1 x=
) 1/ p0 ( x
-3 ] [ a, ), ( , b )G(x, x

L[G ] = 0

G(x,) -4
0
: y(x)0 L
61 .
Ghasemzadeh

) p 0 ( x ), p1 ( x ), ..., p n ( x ][a, b

k = 1,, 2,...,
, ,n

0 ,
0,

0
0,

V1 , V2 ,..., Vn
) y ( a ), y ( a ),..., y ( n 1) ( a ), y (b), y (b),..., y ( n 1) (b
62

31

Ghasemzadeh

6/3/2009

) G ( x,

L[ y ] = 0

k = 1, 2,..., n

Vk ( y ) = 0

) (

G ,

Ghasemzadeh

63

y y = x
y (0) = y (1) = 0

y y = 0
y (0) = y (1) = 0

A = B = 0

, 0

1
64

32

Ghasemzadeh

1
1

sinh sinh
sinh 1
sinh sinh
sinh 1

y0
,

6/3/2009

G ,

sinh sinh
sinh 1

sinh
1
sinh 1

sinh
cosh

sinh

sinh
sinh 1

sinh

sinh sinh
sinh 1
sinh

00
1

sinh

cosh

1|

sinh

Ghasemzadeh

65

1
sinh
sinh 1
sinh

1
1

cosh
cosh

sinh
1|

sinh

sinh
sinh 1

sinh
sinh 1

Ghasemzadeh

66

33

6/3/2009

)(1

)f(x

)(2

) (1 .

)(3

)(4
67

Ghasemzadeh

) (1

.
) (1 ) (2.
,
,
n

,,

2 4Ghasemzadeh
68

34

6/3/2009

Ghasemzadeh

69

( x) = f ( x) + k ( x, t ) (t )dt
a

) ( a,b ) K(x,t

(L l
)(Laplasco-picard
-)i d

70

35

Ghasemzadeh

6/3/2009

)(x

Re| r|<1
.
0<<+ . .
)L2 (-,+
Ghasemzadeh

71

, cos

1/ 2

sin

> 1/ 2
= 1/ 2

)(, +

0 < Re( 1 2 ) < 1 C12 + C2 2 0

) (, +

>1/2
.
) L2 (, +
(x)0 )L2 (, +
.
Ghasemzadeh
72

36

6/3/2009

cos

[0,
) f ( x " ][0 +
x.

2
(
)
f
x
F ( ) cos xd
=

F ( ) = 2 f ( ) cos d

2
= )f ( x) + F ( x
[ F (t ) + f (t )] cos xtdt

)f(x ) ( x) = f ( x) + F ( x

Ghasemzadeh

73

cos

cos

cos

cos

37

74

Ghasemzadeh

cos

cos

6/3/2009

75

Ghasemzadeh

Theorem of Efros

) q ( p

L ( x ) = ( p ), L u ( x , ) = U ( p ) e

u ( x , ) = u ( x ) q ( p ) = p

2
4x

= ) p u ( x,

1
= ), q( p
p

= ) iff U ( p

76

38

Ghasemzadeh

6/3/2009

Theorem of Efros
:

p p2

( x) = 1

77

Ghasemzadeh

Theorem of Efros

,,,

)Jn (z n .

( x) = 1

78

39

Ghasemzadeh

6/3/2009

Theorem of Efros

| |

p 1/ p

79

Ghasemzadeh

Mellin transformation
)f(t t

| t

1 2

| t

)f(t .

80

40

Ghasemzadeh