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A basic, yet very high quality e-book on the theory of integral equations. Based on the articles distributed by http://gauravtiwari.org/

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Any integral calculus statement like or can be considered as an integral equation. If you noticed I have used two types of integration limits in above integral equations their signicance will be discussed later in the article. A general type of integral equation, called linear integral equation as only linear operations are performed in the equation. he one, which is not linear, is obviously called !"on#linear integral equation$. In this article, when you read !integral equation$ understand it as !linear integral equation$. is

In the general type of the linear equation we have used a !bo% ! to indicate the higher limit of the integration. Integral 'the upper limit(

&quations can be of two types according to whether the bo% is a constant 'b( or a variable '%(.

)irst type of integral equations which involve constants as both the limits are called )redholm ype Integral equations. *n 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 eqaution is called +olterra$s Integral &quations.

is a )redholm Integral &quation is a +olterra Integral &quation. is to be determined with , and being known and is called the

As the general form of )redholm Integral &quation is , there may be following other types of

and -

.. Fredholm Integral Equation of First Kind when /. Fredholm Integral Equation of Second Kind when 0. Fredholm Integral Equation of Homogeneous Second Kind when and he general equation of )redholm equation is also called Fredholm Equation of Third/Final kind, with .

As the general form of +olterra Integral &quation is , there may be following other types of it according to the values of and .. Volterra Integral Equation of First Kind when /. Volterra Integral Equation of Second Kind when 0. Volterra Integral Equation of Homogeneous Second Kind when and he general equation of +olterra equation is also called Volterra Equation of Third/Final kind, with .

In the general Fredholm/Volterra Integral equations, there arise two singular situationsthe limit the kernel and . at some points in the integration limit .

then such integral equations are called 1ingular '2inear( Integral &quations. Type- ! "eneral Form! Type-#! at some points in the integration limit is a singular integral equation as the integrand reaches to at . and

he nature of solution of integral equations solely depends on the nature of the Kernel of the integral equation. 3ernels are of following special types.. Symmetric Kernel - 4hen the kernel symmetric or 5ermitian, if is symmetric or comple%

where bar

no imaginary part of the kernel then symmetric kernel.For e$ample is symmetric kernel. /. Separa%le or &egenerate Kernel! A kernel

is called separable if it

can be e%pressed as the sum of a nite number of terms, each of which is the product of !a function$ of x only and !a function$ of t only, i.e.,

. 0. &i'erence Kernel! 4hen called dierence kernel. 7. (esol)ent or (eciprocal Kernel! he solution of the integral equation is of the form . he kernel called resolvent or reciprocal kernel. of the solution is then the kernel is

he integral equation of convolution type when the kernel . 2et and be two continuous functions dened for and is given by

then

the convolution of

and

he homogeneous integral equations obvious solution of the integral equation. &%cept this, the values of equation has non-*ero solution

which is called the ero solution or the trivial solution , are called the eigenvalues of integral

equation or eigenvalues of the kernel. &very non#,ero solution an eigenfunction corresponding to the obtained eigenvalue "ote that If an eigenfunction corresponding to eigenvalue then

is also an

eigenfunction corresponding to .

2et

and

be continuous functions of both x and t and let the rst and are also continuous, then

derivatives of

his formula is called 2eibnit,$s 9ule of di8erentiation under integration sign. In a special case, when :'%( and 5'%( both are absolute 'constants( let then ,

'since t'((

A function if

or

he kernel

he inner product or scalar product of a real variable ; . 4here 4hen to each other. is the comple% con6ugate of , or

of two comple%

functions

and

is dened as

is given by

he norm of operations between any two functions and <inkowski$s triangle inequalities, provided # #ch)ar *s Inequality

and

follows 1chwar,

A solution of an equation is the value of the unknown function which satises the complete equation. he same denition is followed by the solution of an integral equation too. )irst 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. he following e%ample will make it clearSho+ that is a solution of

, his is a Volterra*s equation of second kind with lower limit being the variable . Solution! :iven and upper limit

from '0(>

since

is independent quantity as the integration is done )ith respect to can +e excluded outside the integration sign.

#ince

rial method isn$t e%actly the way an integral equation can be solved, it is however very important for learning and pedagogy point of views. In upcoming articles, we$ll learn various other techniques to solve an integral equation. @ut, for now, in ne%t two parts of this series, we shall be reading how ordinary di8erential equations can be converted into integral equation and vice,versa. A di8erential equation can be easily converted into an integral equation 6ust by integrating it once or twice or as many times, if needed. 2et$s start with an e%ample. 2et

be a simple rst order di8erential equation. 4e can integrate it one time with respect to , to obtain

*r,

If we arrange equation '/( in standard integral equation forms, as studied in very rst part of this series, we get

or,

or,

At this instance, we see that if the limits of the integration could have known, the value of should have been easier to interpret. 1till we can convert the given in di8erential equation into integral equation by substituting the value of equation '0( above-

4e see that there is one boundary condition required to obtain the single constant in )irst *rder di8erential equation. In the same way, there are two boundary conditions needed in a second order di8erential equation. Broblems in second order di8erential equation with boundary conditions, are of two types.

)or some nite value of variable , the value of function )or e%ample

with

and

, which is called the initial value of the di8erential equation. his 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 +olterra type, i.e., having upper limit as variable .

)or di8erent values of variable , the value of function given in a boundary value condition. )or e%ample

with

and

is a boundary value problem. :enerally, we chose the lower limit of the integration as ,ero and integrate the di8erential equation within limit After the boundary values are substituted, we obtain a )redholm integral equation, i.e., having upper limit as a constant 'say(. .

when

1olution- :iven

with

and

)rom '.(,

from

to .

1ince,

from

to

his equation '..( is the resulting integral equation derived from the given second order di8erential equation.

&%ample /- 9educe the following boundary value problem into an integral equation

with

and

with

and

1ince,

from

to

2et

, then

from F to

Butting

"ow, putting

in '.E(-

4hich is the required integral equation derived from the given di8erential equation. he solution can also be written as

where

and

4e can now dene a strategy for changing the ordinary di8erential equations of second order into an integral equation.

1tep .- 4rite the di8erential equation and its boundary conditions. 1tep /- "ow re#write the di8erential equation in its normal form, i.e., highest derivatives being on one side and other, all values on the other side. )or e%ample, is the normal form of .

1tep 0- Integrate the normal form of the di8erential equation, from F to . Mse applicable rules and formulas to simplify it. 1tep 7- If substitutable, substitute the values of the boundary conditions. In boundary value problems, take a constant.

1tep A- Again integrate, the, so obtained di8erential#integral equation, within the limits with respect to .

1tep N- 1ubstitute the values of given boundary conditions. 1tep O- 1implify using essential integration rules, change the variable inside the integration sign to . Mse the !multiple integral! rules to change multiple integral into linear integral, as we discussed in Bart'.(.

9eturning to basics of di8erential equation, we know that the values of which satisfy above di8erential equations are their solutions. Berforming a conversion from di8erential equation in to integral equation in is nothing but

solving the di8erential equation for . After converting an initial value or boundary value problem into an integral equation, we can solve them by shorter methods of integration. his conversion may also be treated as another representation formula for the solution of an ordinary di8erential equation.

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