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    Integral Equation

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    Suda! Prone Austibede — FA HED im A PU CURA Cag rae aa Higher Level Exam for V.G. L .G. Students Integral Equation be Ph. : 011-26537527, 9999183434, 9899161734, 8588844789 y 4 Chapter 1: Integral Equation 1d 12 13 14 1s 16 Definition nsnnnnnnn Volterra Integra Equation Fredholm Integral Equ: ions Differentiation of Function Under an Integral Sign... Relation between Differential and Integral Equations Particular Case .. Chapter 2: Volterra’s Integral Equation 2 22 23 24 25 2.6 Chapter 3: Fredholm Integral Equation 3a 32 33 34 Definitions Solution of Non-Homogeneous Volterra’s LE. of second kind Determination of Resolvent Kernels Solution of Fredholm LE. by the Method of Successive Substitutions Iterated Kernels Solution of Fredholm’s Equation .. Fredholm Theorems ... Fredholm’s Associated Equation Fundamental Functions Integral Equations with Degenerate Kernels . Chapter 4: Hilbert Schmitt Theory 4a 42 43 44 Definition Orthogonality Schmidt's Solution of the Non-Homogencous Integral Equation .. Gass CHAPTER 1 INTEGRAL EQUATION Li. Definition ‘An integral equation is an equation in which an unknown function, to be determined, appears under one or more integra} signs. If the derivatives of the function are involved, itis called an integro-differential equation. ‘An equation of the form CN a(x) $(2) + F(a) +2] K( EEE =0, a i a ~ is called the linear integral equation , where (x) isthe Unknown function; i a(x), F(x) and the kemel of ee are known functions; 4 is a non-zero real or compiex grand the integration ‘extends over the domain © of the auxiliary variable &\, types Linear integral equstions are classified into ryt) 1.2. Volterra Integral Equation ‘An integral equation is said to be a ValterPasintegral equation if the upper limit of integration isa variable, ¢g., \\ SS (9) 4) = FO) + ALK) 4B) a () When =0, the unknown function $ appears only under the integral siga and nowhere else in the equation , then FQ)= J KE) 448, a> is called the Volterra's integral equation of first kind. (ii) Whena=1, the equation involves the unknown function $, both inside as well as outside the integral sign, then 2) = FR) +AL KG, DOE is called the Volterra’s equation of second kind. (ii) When a =1, F(x)=0, the equation reduced to H)=AfKOD HE) de is called the homogeneous Volterca’s integral equation of second kind. 1.3. Fredholm Integral Equations ‘An integral equation is said to be Fredholm integral equation if the domain of integration. is fixed, e.., (1) $2)= FO) + Af? KB HO dE ‘ma nfainncdemrcom: Web: wr dlseaden cot { ‘R8A/L1, Firat Fler) Fa Sara Haz Khas, Neat LLT., New Delhi 110016, Ph: (011) 20597547, CR; SPMUESAR4 9899161734, SBEATED (i) When a=0, the equation involves the unknown function @ only ‘ondes the integral sign, then, FO)=2[/ KOGA, ax xsh is called the Fredholm integral equation of first kind, Gi) When a1, the equation involves the unknown function ¢ both inside as well as outside the Integral sign, then #2)=F)+AP KO IOEME, as x56 is called the non-homogeneous Fredholm integral, equation of second id XO (ii), When a-=1, F()=0, the equation reduced to. Ss ~ Hx) =A KG DMEME, asx5b 1.4. Differentiation of Function Under an, BSNy ‘Consider the function 7, (x) defined by or 1,()= M Where 1, isa positive integral and a ‘We known that ~ eonstant. Sf Fonan= [2 E(resm}dn+ F[s.060) $s eo] Which is valid it Pand S are continuous functions of bo x and the first derivative of P(x) and Q(x) are continuous. Differentiating (1) under the integral sign, we have =1) (=n) Sendnx[—a' fa], @Q @ ea (ae a, ‘Put Your Own Notes cm Wie dntcdeny em (n= I f(x) o Ji senas, = LO)=[! [* feddqae, In general, we have 1,(x)=(n~1) *{* oa ‘From the relations (1) and(5), we have £ r- P(E Pde ndtgsds, © “ay EO Gag Le SQ ‘This may be represented as the result SN iting the function f from 2 to x and then integrating (n—1) times, we have FC) = © ‘Relation between Differential and Integral Equations ‘There is a fundamental relationship between integral equations and ordinary and partial differential equations with given initial values. Considet the differential equation of nth order as ay rae ta,(x)y = F(x) a) with continuous coefficients @,(x)=i=1,2,3,...,n. The initial conditions are prescribed as follows: ¥(0)= Cory! (0)= Gy? (0) = Cory "(O)= Cn @ Where the prime denotes differentiation with respect to x. Consider 2. =6(x) By integrating and using the initial conditions (2) , we have aon Se [ieee a ae SPE + C04 Cos THA, Ph Pt Sin Sac Ho Khas, Neat LL New Deli 0016 Ps 11) 205757, Ca: SANE SPIGA ESBS ‘Ean aesiienendemy cet Webs: wo meaden come ag (( 1.6. Sats et 200s Caried (ntute y= [MEME +C.4 Googe Where {°4(@) dé" represents for a multiple integral of order n, From the relations (3) and (1), we obtain (2) +a,(x) fe@Ode+a, [oe pde?+-40,00) [HEE =F(x) + Lica @ Where ,(x) = +40); RS ~~ (6) #00] carr ete¥e- 84 + 4,0) 2-8 aan 6), © aS XS Where G,{x) =F (x) + Yic.z,() Oe The equation (6) represents the non-he aN Voltera’s integral ‘equation of second kind. 2S Particular Case < oe order, ae) 2ra0y =F), a Consider the linear differential equation with initial conditions y(0) =C,and y'(0) =C, Qy ider 2 = Consider “r= (6) By integrating and using the initial conditions (2), we have %. (aeuesg ® and y=['e-O EME HC x+C, “4 ‘The given differential equation reduces to 4(x) +a,(x) [Nees +ci} +4,(x) [Ge-aaeue +46 ]y= 09 or 9(2) + [{[a@)+e,@e-2] KEE =F(x)-Ga,(x)~Cyra, (x) —Coa, (x) ‘HAIL (et tia Sor Hor Khas, Near LUT. New Da-1O016 Ph (U1) 265737, Cel 99918804 899161736, SRLS = ona ntwada ‘rrmdinaesdcmy com nde om: Web — Ty org(x) = f(z) +4 J. Ke. meas 6) Where K(x) =a,(x) +0,(x) (x-€) ,a=-1 S(#) = F(x) ~Ga,(x)-Cxa, (x) ~ Coa, (x) © Which represents the Volterra’s integral equation of the second kind. Similarly, the boundary value problems ia ordinary differential equations lead to Fredholm integral equations. Example: Show that the function 6(x)=(I+x*)”" is a solution of the Volterra integral equation 4@)= tf neve Solution: Substituting the function ¢(x)=(1+3?) ay SS given = we have Noe XQ SN mets The substitution of ¢(x) reduces the given equation to an identity with respect tox, thus (x) =(1427)"" isa solution ofthe integral equation. Example: From an integral equation corresponding to the differential equation with the initial conditions ¥(0) = 1,y'@)=-1 Solution: Consider #y, @ ee Sa f'o@ag-1 @ And y= [1 G-8) 0G) d&—x41 ® Substituting the relations (1), (2) and (3) in the given differential equation, we have BEA Ror) Sra nur Khat, Near ELT, Now DUIOOL6 Ph: 11) 265757, Cal 9991S & SHDIOITSN SBT ‘emule nfalonacade com: West: mt dioeacadcan.coa. 6(2)-sine [foe a6 1] +e [[/-9oQag-eei] =x =29(x) = [a sine te*(x- 1)] + ff[sinx—e' 2) nde represents a Volterra’s integral equation of second kind. Example: Redyce the initial integral equation of second kind. 9'(x) +2d(x) = F(x), with (0) = 1,9'(0) = 0 Solution: Toe differential equation is given as 9°(x) +Ag(x) = F(x) = (2) =P(x)-20(x) Integrating both the sides with regard to x, we intr [Leeda [(reo-agcglee SSSA wo = [Ph f {Fe -aeejax ne 260) #10) = frag = ¢(2) = [/{F@)-Aeen}ee SX > Integrating both the sides with regard have [leeade= [PQ - Adc}? = (x) -9(0) = [PF @-ase@as? = A(x) = 1 + [O-OlrO-aOydé, ‘Which reduces to a Volterra’s integral equation of second kind. Example: Reduce the differential equation O°(2) -3¢'(2) + 29(x) = 4 sine with the conditions $(0)=1,8"(0)=-2 into a non-homogencous Volterra’s integral equation of second kind. Conversely, derive the original differential equation with the initial conditions from the integral equation obtained. ‘Solution: The given differential equation may be written as, O'(x) = 4 sime~ 24(x) + 3¢'(x) a ‘integrating with regard to x, both the sides we have Slorende=4 [sinxae—2 ["o(aydr+3 [padre CO He Sar Har Kn, ar LL. Ne DERG Ps ID ETN, Ca PPIGOS A OMIA SHOT ul laffdgacndemrcoe: Webi woe dlsaeaem.com 2 [6], = ~A(cosx}{ ~2 [gearde+3 [doo => 8'(x)-9'(0) =~ 4 (cose 1)-2 J dade +3 {400-1} = @'(x)=~ 2-4 (cose— 1)+3 [0(x)-N-2 [addr 29 $'(x) =~ 1-4 cos 39(x)-2 ff addr a integrating with regard to x, both the sides, we have [fsendr=-['dr—4 PPcosx de3 [hood 2 foands? = [6h =-2-4 sin x+3 [’4(a)de~2 [derek > = 0(s)-9(0)= 44 sina +3 f weds -2 (eee a = O(x)-1e-x—4 sin 43 Lapice Lec Qre 2 of) (loa 4 sina) B22 DA ° Represents the nonhomogeneous Volier"7NiqieSeal equation of second epee te norhnogs Vatery ra Converse: Again, differentiating the equatign (3),With regard to x, we have Tee — (5) =o 4 cost a LPS 2 #'(x) =-1-4 cosa+ [2 0-20--o]e@ae +-26-n)]6091 = $'(x) == 1-4 cosx+ 39(2)-2 [alae Differentiating both the sides with regard to x, we have = 6"(a)=4 sinxs 39'(x)-2 4 [aoe =o O"(x) = 4 sins + 39'(x) — 24(x) = 6"(x)— 3g'(x) + 29(x) = 4 sine Which is the required given differential equation Putting x=' equations (3) and (4), we have 4(0)=1 ,¢'(0)=~ 2 Example: Convert the differential equation oh. Ag=0 With initial conditions #(0)=0 ,A(l)=0, ieto Fredholn integral equation | of second kind. Also, recover the original differentia! equation from the integral equation you obtain. ‘Solution: The differential equation may be written as "AIT, (et Poe) in Sova Roe Ko, Neat LET, New Delt 11016 Pus (11} 265307, Cal VO & HDTGTTN ASIRSATAD Ea cdlesademn.com lafedoende come Wee: 9 ieee ae Integrating both the sides with regard to x, we have aay . (aca af ae aby ay" (- afte #(x) 80) =A [da Considerg'(0) =C,a constant, then $'(x) =C~A 1 Integrating both the sides, we have SY —- WS [oo] =Cr-2 ['oarae? . S = 6(%) -6(0) <0r 4 [G-DAER ay » = O(x) =~ - (26a ~ @ Since g(1) = 0= ¢(i) = Cla [ae ape 30+ d-aft-oKeds ON =4 fa-awens 9 From the relations (2) and (3), we have $()=44 fd-enede-a [o-oeas = o(s)= [PEO pendes [MRD were [ae-omende = #0) ane 0 10-9) aes [ED] jaa (2ODy(e) ae #(x)=4 [KG oOME, “a (60-8) yocecs Ks, (5 (x)= a9 2) o Mae prsést This mo the homogencous Fredholm integral equation of second kind, Converse: The integral equation may be taken as R80 ine eK, er Re Dt ONG, Ps ID SS Ca EHNA DORIC, SAT i nfeipenendmt.cn: Wet: wwmlioacadea ‘nso sour 2008 Certiied mttete 62)= FPR De nae fite-2 a as 6 Differentiating both the sides with a tox, we have d [astm 5 oX)= Ff ~Hyendg- Zt Ale OEE = a= f2 fat Dplas- | 2 a(--eh oleae AL) s x, aie soe pace o AN again differentiating both sides with regard to x, we have ~\ SS CLM aed Canes SJ center 3 4"(2)+24(x)=0 ; ON ce From the relation (6) , we have OS 9(0)=0 andg(t) = airs ® Which is the required given Se Example: Obtain Fredholm integral equation of second kind corresponding to the boundary value problems. re , Fh =2-24:4(0)=0, 6(1)=0 Also, recover the boundary value problem from the integral equation you |.” obtain, Solution: The differential equation may be writen as aie Integrating, both the sides, with regard to.x, we have nd, _ ft . Larerl. x de~Af" Gar Laat, = (x) -6(0) = 58-2 Lawns Integrating both the sides with regard to x, we have #(x) -6(0) = Cx (Y)x-2 ['oeag? "RBA, Fit wr) Sia Sra Hour Kas New LET, New Dan/-0G016, Ps (12657827, Ca 9 1A3E4 & HOTGITG BEERS Fam lteancaden coms Website wnduseadeay cof = Ox) = Cr+ (Yolo —a [oeras* = O(x) =Cx4(Y)x-4 [e-Egyae Since '(1) = 0 = ¢'(1) nerd al seas cmd ea weds = 4(x) =-(Me+(M)e +4 [oe@ras—a [[o-ooerae = 62) = (Y)s(Yole +a [[xsenaee Laas ke “el 1) =(2)fe- se) (Lerner heey 4(«)-| ot Je = ax)+a [KC Smee AY © Whew eck S oe fe a8 x X ‘This determined the non-homogengdu abs im integral equation of second. Put / =1everywhere. Converse: The integral equation may be ones ) 1 3 o(x)=- Be Je aa Jo@rde-a ['e-nHerds @ Differentiating (2) with regard to x, both the sides, we have #ts)=- (Zee ead foaeas ~a ([0-o4eds =4()=- (3) ( Ja fees -a feds % Differentiating again with regard to x, both the sides, we have . ay dp O(x)=x44 5 [Mods aS [eras = laser [Stee a [2 ¢wen}ae-a409 = $"(x)=x-Ag(x) = 9"(x)+A9(x)=x (4) From the relations (2) and (3), we have 6(0)=0 and¢(i)=-t44-0 © Which is the required differential equation together with the boundary (=m, | conditions. EXERCISE 3 Form an integral equation corresponding tothe differential equation 0 with the intial consitions From the integral equations corresponding to the following differential ‘equations with given intial conditions. @ (b) Fee \y= cosx; y(0) o.y'( ) RS wR 4(0)=0, owen ec SS SY (© osinxe'+e'b=x, 6(0): @ & Put Your Own Notes eects! “RAP, Fo Hor) a Sera aa Khas, Near LET New DIAG, Ph (UD) 268097, Ca: OBS A ODTAHT ASSERTS mB | E-al faloweeden com: Webi: wor dacadew.co CHAPTER 2 \oeoenecnensoverma! VOLTERRA’S INTEGRAL EQUATION 24. Definition Solution of non-homogeneous Volterra’s integral equation of second kind by the method of successive substitution Consider the Volterra’s integral equation of second kind as, O(z)=F(x)+4 [KOS 0OME, . Where (The kernel K(x,£)#0 is real and continau ithe rectangle Ri asxsb, as&Sb. Considerk(x QS P) Where P is the maximum value in R ae (i) The function F(x) #0 is real and conga ‘ah intervala s xsd Consider|-"(x)| ROE, 2) =sin(&-x) ‘The solution of the integral equation is determined as (x)= F(a) + AL R(ZE, A) FE) AB, o(x)ox+ fgsin(é ae Example: 2 Solve the integral equation $(x)=1+ ['6(2)4& Solution: Assume (x)=, (xx) +44, (x) +22, (x) 44°, (2) 4 oe Here f(x)=1, K(x,)=L.A=1 Equating the coefficients of like powers of 2. , we have bo(x=l b@)= ag=x Je feaeede A, iw) TS sR LE Re DR a ESTE, Ca RAT TP Infupactdew cou: Weber vecaden com nso e001 7008 Gntifed ieee (= 5 fea-te and so on. Thus the solution ofthe integral equation is given by Lait Ox) ade Te tae towel 2.3 Determination of Resolvent Kernels (@) Consider that the kemel K(x, £) is a polynomial of degree (nt) in & such that it may be expressed in the form. K(s8) =a (0) 4B) 4 (a) aCe) Where the coefficients Se. (sare cai {0.2} Let the auxiliary funtion be “7S Sas QP b= TE yee" ea [Red ee x at Q with the conditions ~\” e =e t. nd SOF 1 at x= @) In addition, we have os a R(x,g,A)= rae (2.6.4) @) Since the resovlent kemel satisfies the functional equation RHE) = K(x 8)42 [K(G2) R(z.E A) dz (5) From (4) and (5), we have . 2) AK (8) +2] Rad 46,64) de 6 SZ aaee ax(nea[ tan St “6 eae Using (1) and (3) the relation (7) reduces to 9 8 = Hac The function $(x.E;1) is therefore the infegral of the linear equation ‘Dj=0 which satisfies the Cauchy conditions. ‘Thus, we have an expression for the resolvent kernel as, R(x832) = So (Be cr Sr eR, er LER e116 FOLD AT, Ca HPT FONT ATP i nfbnesdomcom: Webern inecadeny +a¢ytt art + aco] =0 (mA) ° () Further, assume that the kemel K(x,6) is a polynomial of degree KARA DAG (Eafe EEA (1) Where the coefficients &,(€) are continuous in the interval [0, a] 1# Consider R(x. 85 A) = car t(™ Sia) (ty ‘The auxiliary fiction (1x, 2.) satisfies the following conditions. a alg Ne ba Geren ger Oat Baa Tahal ah (12) ‘Therefore the functional relation reduces to SS . ag 7 a" a ae =-AK(x,8)+4 J KeQ anlar ON (3) Using the expression (11) and (12) and, inte; integral on RLS. we have . \ #6 a8 ete Dame sala Te ONS ‘Thus the auxiliary fiinction 6( eae integral of the linear ‘equation Djp=0 which cts ie chy conditions. Hence the SS resolvent kernel is of the form Ying~by parts to the \ (4) neatin)e be 46x54) (is) Example: Find the resolvent kernels of integral equations with the following kernel; (A =1) K(x,8)=-243(x-8):2=1 Solution: Here K(x,£)=~24+3(x-§);4=1 Comparing with the relation, we have 4,(x)=-2, ,(x)=3; and all the other a,(x)=0 The differential equation (8) reduces to a with the conditions 4$=0 aixeg Bor atang @ ‘The solution of equation (1) is given by b= A(Ele* + B(E)e* @) _ ‘Put Your Own Notes (1) im x such that it may be expressed in the form. Me : From (2) and (3), we obtain — ‘BA, Gow) Ha Sk ae TLE, New DaRGA1006, Ph (11-2E7S27, Ca POPES udisacten cmt Webs: wr. isaen dm com Rasa 7001 Tove Certted meee 1 D ens Ox bil)= et ewe Henoe the resolvent kemel is given by wl@ alt lane ge Mme ge Example: Solve the Volterr’s integral equation O(x)=(1- 20-42") + [34600-8409 ]4(8). 08 R(x Esl) Solution: Here f(x)=1-2x-4x ; 2=1; K(x, §)=346 (x-E)-4 (x-6)? \ ~ ‘Compating with the relation (1), we have Y S i ~ & J a,(2)=3, a(1)=6, ay(x)=-8 SRO TS The Na ~ \N differential vy“ [aco $9 raps TRV] Oreduces 26586 gad ae ee EO o with the conditions . ~ b= on atm gang S81 a0 a @ ‘The solution of equation (1) is given by AGEL )= A Get + BBJe™ +C Be @) From (2) and (3), we obtain abe, R(x FN) = FAH Sil) ‘Therefore, the resolvent becomes Rei) EA 9, $l) ef de" —32eK-] Thus, the solution of the integral equation is given by Hiael-2e-4? Serovar dr ake of (x) =1-2x—4P 14 2etat te = Example: Solve the Volterra integral equation of second kind, by using the method of successive approximation, 4() = (+2) J gag, with (2) =1 ‘845 ia Fr a Sur Ham ln, Near LL, Now DANAWOLG Ph (UAE SET, Cu ODTEUS A DS ATEG RREATIS ema flonase com Wetter con 24 (Raina s0ot 2008 Cored trate Solution: The integral equation is given as 6(x)=(1+x)~ [ #(E)dé, Here f(x)=1+x, K(%E)=I and A= The vth order approximation is given by $.(x)= F(x) #2 [KODA OE or 6(x)=(14x)- [dd Substituting v=, 2, 3,.... We have a(x)=(14x)= [Gas =(I4x)= [dg ats ts(2)=(142)- [[A@ds =(L42)- ~ 3 a $x) =(142)~ [ae = (U4 INN a(e)=(1+2)-[foacepaer SON f = Hence the solution of the integral equattoa iS yea by = (x)= timp, (2) =1 \ “Solution of the Fredholm integral tion by the method of Se successive substitutions. a Consider the Fredholm integral equation of second kind as #(2)=F(x) +a KG SMEME where (The kernel K(x,£)#0 is real and continuous in the rectangle R:a<&sb. Consider K (x,t) Oa)=F (x) +2 fe REDO) aE, ~ Iterated Kernels The nth iterated kemel K,(x,£) is determined by the relation K\58)= [KCK aE Side men w We know that K,(x,6) =K(x,8) And K,(%8)= ['K(2)K, (2.8)d2 =2,3,4 @ oF K, (8) [KG 2) Ks ede, ® Substituting (n-1) for m in the equation (2), we have ya 8)=[K (52) Ky ale) de oF Kya (8)= [KG 22)K, a(eéMder @ ‘Substituting K,_,(z,,&) in the equation (3), we have K,(m8)= [KG af KG2.)K a EIdey de oF K,(258)= [PPK (2) KG.22) Kaede, © Substituting (n—1) for n in the equation (4), we have ‘HAD (et For fe Sra Hac Ks, Near LL, New DeGF0016 Pus (112653507, Cle P9164 & 999161754 SSEUEHTD al edernndet cea: Webeke: wv dneacadomycom Kes 0= ff KE 2K, 8) © “Put Your own Notes» From the relation (5) and (6), we have Kye B= [PP Kee) KE.) G2 IK 5 Mode o Performing this operation successively, we have Kaa ff or K,(x8)= [fff 020K @.2)K (2,5) JPR )K 2K 2K G8) ona ted, K (nats Fa) K (Zan Zuet > (Yeh order integral Ky. &) degen de de de @J Similarly, we obtain \ cif dea do, (0) and Ky.n(258)= (oe ie ote K yen-is$) (10) (empacarineat eas Sa From the relations (9) and (10), we have [PKK ede =f SPREE: a meee my xf BE A) Kao 4) K Quon) Mtg lly ty ee (emo inegra Or] 052K, «(eid el KO PKs P2)K Dye 2)K EK Gos = KG yt Vga mad, dade dy ..dP AP, ay Now without changing the limits of integration, the variables of integration are changed as follows: Pi Pa Pro Put 2% G2 o-oo [HAI Fistor) a Sra Haz Khas Ne IT, New DaB/1006 Pk i) 265757, Cale POTRDS A OTGLTS, SFEBATIO ‘Pama aliinadem com: Webs: or doiaeadem.com hs Bipsaueny Sie 2.6 By By Bye Zaet Fu ‘Thus we have: [KG:20K, de = J. fen 2K G2 IK Cast K Barty) 7 (m1) eeder imegsal| K(z,5 2,1) ‘K(z,.;, ) dz,., dz, ...dz, dz, (12) Hence from the relations (9) and (12), we have K,(52)= [KG2K, g(20ide, men Solution of Fredholm’s Equation OM A function K(x, 8) reciprocal to Kedlae wheiésK(x,§) is real and is real at.eSiuods in 1, f(x) #0, continuous in R, K(x, &)#0, f(x] then the Fredholm’s integral equation of secon kinds one and only one aa ki continuous solution in the interval I, a$ x: eas Consider the Fredholm integral equation. fog as $(2)=/(2)+ f KODE aw a _ Where the reciprocal faxction K(x,Q)vofKG:8) is known, Let the equation (1) has a continuous solution (x), then = FO+ [KE EMEA, ‘Multiplying by K(x,£) and integrating over the interval (a,b), we have Pecoaode= [AosOae+ fi [ACOK(EE.4 Das, db = [Peo Oae = [ROH ME+ fog) +k GSES, = 0= fH MOE [ KOEWE ME Again [Aa E)KE)46, =-(6(2)-F (2) 5 since -{? K (x6) 4(€) 48 =-(x) (2) 3 o)=-(s0)+ x(n) £048) ® It follows that the integral equation (1) has a continuous solution and is given by the equation (2) which is unique. earn, Put Your Own Notes Neenemsssontscrmcnnrcnene! {BRAT (et Fer a Saal Haat Khas Near LET, New Dabb410016, Ph: (O11) 2657527, Ca OOS & SELON, BSSBTIS Ee cadence i infaonacadeaynms Webste: wr i ‘Retso S004 2008 Certified atte Example: Find the iterated kernels for the following kemels, ~8, ifa=0, 6=1 K(x, 6) = K(x B)=x-§ or KG 8)= f= 24a) = 2S ag —t ork (x, = Lo- (Shas -4} or K(x.) == Jla~a¥e-8 de =(-1) Maw Hah 24g or KG, 0=- ffa- a -8-$} \ie= To) a He fle nne 0 ons ore 2-1) or K,(ut)= 4 and so on oe It follows that the iterated kernels are of teforhit~_. @ HE n= Dye then By(0)= SES s Sy Gi) If n=2v then K,,(x,8)= © Example: Solve the following linear integral equation O(x)= x4 ["o@ae Solution: Here K(x,8)=1, 4=1 and F(x)=x We know that K,(x, &)=K(x, )=1 or K,(i, 8) = [See -+ or K(x, 8)= (re-(S ox &,6,8-(3} Thus the resolving kernel is given by 2k or R(x, §; 1)=2,ask=1 ‘Solution: Using formotas of integral kemels, we obtain in succession: a9 ~ HAT i Fi rsa LET Nev DION, Pa GU) 6S, Ce STOO Fema lfoadbacadomycoms Webnkesacadea com Hence the solution of the integral equation is given by O(2)= F(x) +2 [ROLE AVFOME or o(x)=xe [i 26¢e nxehexsconsant Example: Solve the integral equations o)=s(a)+a feeds Oxhal4n [sin(ernnes Solution :(i) Here K,(x,8)=K(x, 8) =e* 1 Ke(as B= fietteMat nent OS or K,(x, &)= fie"e"dt =e oN K(x,£).Thus, the Se St Lo Proceeding in this way, we find that all the “ p o{2)=1+ = 2 2 3 a(s)=t4 7s [Peoss a sina]: where <2 Example: Solve the non-homogencous Fredholm integral equation of the second kind, by the method of successive approximations tothe third order. O(x)=2x+2 POH OMEME, AC=E Solution: The integral equation is given as O(x)= 2x42 [G+ Oo OME, Ao=1 a Consider ¢, (x) denotes the nth order approximation then, we have b.(2)= 2x42 Cr+ DOME oy Substituting n=1, 2, 3, 4.... in the equation (2), we have ti(a)= 2x40 [er Ey(Ondg =2049. [las ong or (s)=2nea(xe2) Tal iacnden com i Ft a Sra Ha Kt, Nae New DLL PA GL SET, Ca PUG POT ETS mai ber sendy Also 4, (2)= 2442 firs gales or 6,(x)= 2442 [ioe ofreca(set)las or $,(x)=20-+2 [Gee pfbavees ahag 7 or (x)= 2442 (Zen (=+2). @) and $,(x)=2x+2 [e+ OA Ode [22 Bae Qieraesa)le (..2 a 3 5 (x)= 2x4 | x42) ea? (Zr QIAN 5 or dy(x)naxea [ +2) (3 Josie’) EXERCISE-2 Find the resolvent Kemel's of the. Volterra’s integral equations with the following kernels. my @) K(n8)= { a 8) K(x 8)= Fe () K(x8)=2-@-8); 2=1 (.) K(x,8)=2x; A=1 Solve the Volterra’s integral equations by finding resolvent kernel (a) (2) =(c0sx~2-2)+ [E-2) 4B ae (&) 4(=)=29+ 6+ [[5-6(x-8)] (6) 46 “La? ne (6) a5, @ O(x)=143? + [ (4) Ox) =14 ff 28 o(8) ee "HATE, (Ft Har) a ara Haat Wan New LET, New DaREIIOOTG Pu: (O11) 655797, Ca 99TAD4 &DS9IOITIN, ASIA nail sBonecadeny White: wmoncademy.cot Solve the Volterra integral equations of second kind, by using the method of successive approximation (@) o(z)=x~f'(x-8) 4) a, with 45 (x)=0 (©) (x) =14+ f'(x~8) 6(8) 46 with @(x)=0 ©) o(x)=1+ [' 4(6) a8 with 6, (x) =0 G4) o(x)= 14 xt ff (2-8) (8) db, with (2) =0 Find the iterated kernels for the following keels. (@) KG@Q=x+5ing; a=-n, b= (b) K(x) =e" cos&; a=0, b= Solve the following integral equations @) a8 (Be ope 54 fence (b.) 4()= Bait HEE, (0) 4(0)-(e ert) Efe XS @ 62) =14Af (48) 0@) al), ex Find the solution by using successive approximation to the third order. HN ea i rts Na ew RE TIUG Pus RGTOE, Ca PPTRTON RTT AHO Erma ndanacden cmt We be: we ete om CHAPTER 3 FREDHOLM INTEGRAL EQUATION 3.1 Fredholm Theorems Fredholm First Theorem The non-homogeneous Fredliolm integral equation of second kind. Ox) =F(x) +2 f, KO EWOME, Under the assumption that the function F(x) has a unique solution, is of the form O(x)=F(x)+2 i ROE AF (OdE, Where the resolvent kemel R is a marnotphic fin being the ratio of two entire function of the patgiiteterQ-— RG, E52) =DG,8:4)/D0),D@#0. NN Defined by Fredholm’s series of the form The parameter , Hd } Doms 2)=K (8) + ESF ay a ye 5d by ‘These series converge forall values of 2. In particular, the solution of the homogeneous integral equation is zero. Where |KG.o) K(E.e5)-~ KES) eee K(Er6) K(Eng). K(E.5,) fi : ¢ be : KE s$i) KEnrba)enrrnrk EmsSu) and (th & . Eh be |K@2) K(a6)) K (X64). IKE.S) KEng) KE K(E,,6) K(Ex6i) K(Ear6).~ KQ,g,) K(G8q) woeK (S256) IK (S25) KEG) K Eq S,)nnnenn KG ube) {HAA (Ft Hos) a Sor Haar Khas Near UL. New Dei Note: (a) Every zero of Fredholm function D(7.) is a pole of the resolvent kernel EES RE EsA=DEEs4)/ DA) The order of this pole is at most equal to the order of the zero of denominator D(2). (b) The zero's of the function D(A) are called the eigen values of the kemel K(x, 6), since D(0)=1, therefore zero is never an eigen value. The set of all eigen values of this kemel is known the spectrum of the integral equation Fredholm Second Theorem . po SS If Ay is a zero of multiplicity m of the fn 2) then "the ws ) Homogeneous integral equation O(x)=2f KDHOM, fly=n] ibe . not identically zex0, and any other solition bf this equation is a linear combination of these solutions. » ~ Fredholm’s Third Theorem For the non-homogencous integral equation of second kind =F (a) +I, [KO NMEME, to possess a solution in the case D(M,)=0, it is necessary and sufficient that the given function f(x) be orthogonal to all the eigen solutions, wi(a), f=1 2, corresponding to the eigen value 2, and forming the fundamental system. ,» of the associated homogeneous equation Example: Using Fredholm determinants, find the resolvent kemei of he following kemel. K(x, &)=xe' ;a=0, b=1 Solution: Vere B,(x, )= K(x, €) = xe _pKGO Keg) Bln) Neen Kee) KO) KGS) KOE) rm SS RGo) KEE) KEE) [dS db : and B,(x,2 1K(E2,6) K(E,6,) K(S.4)) RT, Rn) i Ht Ra en Non DTOT, Pa) TEN, Ca TR & POPC TY Eaalnlflsgeademy com: Webnte:wwAlsteadencom IPSs: Kaisa ser! foe Cevtiied neweste Ixe6 xe xe Bet e* Get |db, de, =0 Ee Ee Ee If follows that ll subsequent B(x, €)=0 form>3, or B, (x,8)= J=[f also C= [KG 446, = [ges =1 G6) KG -f ‘ wd ode 2) neat fe ge % de= orl, =ff sleet get dg dé, =0 ; => that ll subsequent C, also vanish Hence, we have cat yny= Dba) eh - Rea 8) = PEA QV Example: Using Fredholm determinants, find the resolvent kemel of the following kernel. K(x,6) =sin x cost ; OS xS2n, OSES 2n Solution: Here By(x,§)= Kix, 8) =sinx cost alne)={"| lsinxcosé —sin.xeos&, Is leing cose sing onse,|“4 °° Ba(%8)=0 It follows that all subsequent B, (x,£)=0 also G,= [sing cosgd&,=0, C,=0, Which shows that all other C, are also zero. Hence, we have D(x, EsA)=K(, B+ so 2 By(x, &)=sinx cost And D(a)=1 +e 24 aon Thus the Fredholm resolvent kemel is given by Fredholm Integ nn, Put Your Own Notes eee 2A, et Fr Hs Na ew Deb HIG Fa 1) 2G, Ck PANEL ASHI RTS mal latiinnendewy om: Weber sae DE DQ) ) sin cos R(x ESA) = Example: Find the resolvent kerne! of the following kernel K(,E)=x-28; OSxS1, OSES1 Solution: Here By(x,£) = C.K (x6) =x~26 and C,=1 “The futher coefficients may be determined by using the recursive relations. ByGs8) = CK (8) —f? KG EDB, 1,8), wo and C, = By a(b 48 For the relation (2), we have C= fag dds =f 64s, <2 Lo Ss ae From the relation (1), we have BE) = CK (HE) [°K (258) B (Er 8) a6, \ Q 1 2 B(x, €)=—H(x-24)-[ (x-24)( Ng 2B aN or Bang) =—¥~ 5424642 wy Also = f(-25 +287 +2) a’ : a And B (26) =*2E-af 26-6428 642] a6 =0 GHC, n=O, and By(x8)= Bb) =. Hence K(x.€) cee And D(x, € 34)=K(x,é)+ 38 Ap 3. (x,€) 2) or masidenaiegne ‘Thus the resolvent kernel is given by R(x,€;4)=2OSD Peed 2 2-264 A[ x4 E-24E- wets neil 2-3) leva V4 h4—4 26 "BAI, Foor Bsr Hous Khas Near LET, New Dei emai afioecntem 32 i or 9(x) * SS Se Example: Solve the following integral equation. O(x)met +a 2erera(e) as Solution: §(x)=e" +2, f.2e'e'4(8) dé Here K(x,€)=2e"e', f(x)=e' ‘The resolvent kerne! of the kernel K(x, €) is obtained as Thus the solution of the integral equation is given by _ Dae tee + oy | et ctag ~ Dae" Ae =e" walsne Tp Fredholm’s Associated quatioa Consider the non-homogeneous Fredholm integral equation of second kind. Oe)=s(e)4a [KGa w By permuting the variables x and & in the kernel K(x, €), we obtain a new. kemel K(E,x), in general, different from the first. The corresponding Fredholm equation. (x)= e(x)+2 [KE aw OE @ is said to be Fredholm associated equation with equation (1). Since D(A) and D(x,&;) are the Fredholm first and second series of the equation (1) then D(A) and D(x,&3A) are the Fredholm series of the associated equation (2). The kemels of the equations (1) and (2) have the same eigen ‘values as zeroes of the first Fredholm series D().Thus if R(x,832)=D(x,632)/ D(a) {sa resolvent kernel equation (1, then R(Ex32)=D(E, 232)/D(X) ea resolvent kemel of the associated equation (2) , whose solution is given ny "AH, it) Bi Sara Has Kh, Near LET, Rew De 0016, Ph (11) SESH, Cal PATRON DPLGTIN, USOT Emails fenaceden.com: Webi: Wow disaendrcom | iano. Papssceny Tonm Conan eaere wle}= 9(x}+ {DG EA)/ DAY} gE) as, @) Where D(x) <0 My % ) again, ED, a (Eodmnde ) is a minor of order n of Fredholm equation (1), then Sirrmng, ) 2, A Fp Xpevedy } is a minor of the same order of the associated equation. iin flowing, equation i satisfied ‘ SS j % * — OS ae Sbibiaet bine 7 — Bp Aypenninanans HN) ALY =A KD, A a ® SibndiaoSobate eS Hence for fixed 2.%5,.-0% and Ey de function (ao wi(x)=D, 6) Eire biarXSiarron Se is a characteristic solution of the homogeneous associated equation (x)= [Ki 0 (x) as © Thus v4 (x), ¥2(*)~ associated equation 1,(x) are the v characteristic solutions of the ‘corresporiding to the eigen-value i.» , which may be written as a” by the denominator is non-singular in nature, Substituting x in v different places in the lower sequence of the relation (7), the fundamental ‘Put Your Own Notes "HAE et or Be Se Haz Khas, Near LT, New Dali-10016 Pa: 1D) ASS, Ca 999184 & 0961734, STOTT Eom affdacndomcom; Website Wore ienadem.am, 33 Systemof v characteristic solutions. vil), ¥ale)s linearly independent Every solution of the (x) of the associated equation is obtained which are associated homogencous equation is a linear combination of solutions. Example: Characteristic solutions, corresponding to distinct characteristic values of Fredholm’s integral equation and its associate equation, are orthogonal. Since 6(x) bea characteristic solution of the homogeneous equation Solution: §(x)=hy f kOsEOE)E, corresponding to a characteristic value 2 - Let y(x) be a characteristic solution of assosjated equatio gecbeetit v(x)=% [ACs Ew (ends + ® SOV corresponding to a characteristic value 2, weeRy i Multiplying (1) by A,y(x) and (2) bE ARs integrating and then subtracting, we have : (4%) fLeeaweadcaign, EPR oveowe rede 1,3, LIKE nv @oendg ax=0 upon interchanging x and &, the second integral is identical to the first one Thus [ever dy ty = That the characteristic solutions, corresponding to distinet characteristic values of Fredholm . Integral and its associate equation, are orthogonal. Fundamental Funetions Let D(A) is the Fredholm’s determinant for the kernel K(x,8) and D(do)=0, then 2 is said to be characteristic constant of the kemel. Suppose 6(.x) #0, and is continuous in an interval (a,b). 42) =A f(s 8) 4E)dE Then (x) is called a fundamental function of the kernel K(x,£) corresponding to the characteristic constant 2, 2A, (rt Foo) a Sra Haus Kas Near LET, Rew Da-1O016 Ph: (17) 26577, ‘ema afalpneademy coms Webi: wwsdioscadeny. com 34 Let the solution $,(x), #(x),.-08,(2) Which is expressible tinearly constitute a complete system of fundamental function of the kernel K(x,£) relating to 2, Thus, if y,,¥2--¥, are any other n solutions, we have Wr = Cds + Cubs +--+ Cuba =Cut Cabs + «nt Coby at 1+ Cua byt vane + Oag Ou Ly we > Hence v.Vs--s¥, form a complete sys So famental functions comesponding 12, SS Integral Equations with Degenerate Ken ‘The kernel K(x,£) of Fredhoim integral bquation of the second kind is called degenerate (ot separable) if ie Boclpeesed as the sum of finite number of terms, each of which is the ‘a function of x alone and a function of & alone ie, if itis of the form . K(x 8) 4,(x)b, (6) a) ‘There is no loss in generality if we assume that ‘n functions a, (x) and 4,(6) are linearly independent and continuous in the basic square ax, §$b with (I) as its kernel , the Fredholm integral equation of second kind da)= FO) ral KOGE) HE) aE @ Reduces to (o)=F(}raf [Saconsey Meas Me) =F)+2 Zoe [ae oeae @ ‘Assuming $6,@) MEE, (=I, 2-0) ® ‘Substituting the relation (4) in the equation (3), we have Poa ‘mal nares: Wea wr disney "SHAE, it Fn) Sa Sor oe Khas, Neat FT, New Dai U016 Ps (1) 250727, Cae 99914 & 999IGTTN, HOG HTID Ips: $x) =F (2)+ AD Ca, (x) (6) "Put Your Own Hotes Where C, are unknown constants as the function 6(x) is unknown, Thus the equation (5) is the form of the required solution of the integral equation Q). Multiplying both the sides of (5) successively by (x) .b,(x),.-. .B,(x) and integrating over the interval (a,b) we have, Fa) oa)ae= ffi (se (ajar [( 2) Lc onde fe.) 9@)de= Eatortrea face Scene (£40) o@)ar= faemnaray eho © Introducing the not SS - @, =f , (x)a,(x)dr,B, = f pie) @ The system of equations (6) reducé to + — (1A )G, ~My, Ra 6, =. BES WAaty,C, +(1— Mtg, )C, ~ RCs At Cy NOL ggCy — MO Cy 1. (I= MOyg )C, = By 8) Equation (8) represent the linear algebraic system of » non-homiogeneous ‘equations for then unknowns. The determinant D(A) of the system is lI-Aay 2a ~AOy [aay WA a — Ady o Ady ow I-A Which is a polynomial in A of degree at most n. The determinant D(A) #0, since, when 2.=0, it reduces to unity. ‘The system (8) may be written in the matrix notation as (I-2.AC=B Where / is the unit matrix of order n and A is the matrix [a, | “The set of equations possesses a unique solution for the C’s which is obtained from Cramer's rule if and only if the determinant D(A) of the coefficients of the Css non-singular in nature ie. D(2.) #0 "ALI, iat iu) Sia ara Hans Kh Near ELE, New DAMU-IOUG Ph: (1}2OSSED, Ca 9991 B SOTLSTSA,BSESHATES mi llaiorcaden omt Websites wrdpsendeny. com Hy eevee Alay [Alt oo Altea Ag yrnied Ay If the function. F(x) =0, the integral equation reduces to the homogeneous equation, and is obviously satisfied by the trivial solution $(x! corresponding to the trivial solution C, = C, =...C, =0 of (8) . However, if JI-24]=0, at Yeast one of the C ‘s can be assigned arbitrarily and the remaining C’s can be determined accordingly. In such cases, infinitely many solutions of the integral equation exist. NN Those values ofthe parameter & for which D(i)=OarevqliedWigen values or characteristic mumbers ofthe homogeneous equatidhitma Sveiy non-Bivial_ solution of the homogeneous integral equation is wd eigen function or» characteristic function corresponding to the cent If K of the constant C,,C,ynyC, can be assighedarbiteaRly NOG characteristic valve of shen K linesy independent & ding characteristic functions are obtained, If the function F(x)#0 but is ~~ ao all the functions 4,(2),5,(), 8, (x) then the equation-{7) Shows tat the right hand side ‘of (8 again vanish, and the trivial solution lead to the solution $= F(x) Thus the solutiot nding to cighevalue 2 are expressed as the sum of F(x) and pone of eigen functions. If at least one of the members on RLS. of (8) does not vanish then a unique non-trivial solution exists, when the determinant D(% system of equations (8) are either incompatible and no solution exists or they are redundant, and infinitely many solutions exist. Example: Solve the following integral equation (x)= x44] Greosd +" sinx-+cosxsing) M6) dé Solution: (x)=x+A" (xoosé +g*sinx-+c0s xsing) §(Z) dé “Writing the integral equation in the following from: Ax)=x4ll xf" congo eds +sinxl" AEE +cosxf” singed] 0) or 6(x} 42]C,24C,sinx-4C,c0s3], Where, = [" cos (2) dé, C,=[" 60) 46, -8in§ BE) dé @) Substituting expression (1) into (2), we obtain [" cose[s +CAE + C,Asin§ +C,Acost}ds, a ie an hee > BAIT ie Foe a Sra, Howe Khas Near ELT, New Doi 110016 Pu: (1) 265757, Coe RDU & PODIGITIG, RRRSETD w Caml infiavacndemy sot Weber dlosiadey 2 or G, [! -Al! feose 45] CAL" singcos dé -CyA [" cos'é dé = [geoseae Or -Gal" Bd + C, 7 af gsing de] Cal Beostat =f" Bae Or ~Gaf” Esinede—CA J" sin 3 fifi a ac By evaluating the integrals, we obtain a system of CS C,+0C, -AnC, =0 1 FOC, \ YS G+C,4 adaC, = 0 DG, -AnC, +C, = 20 @) ‘The determinant of this system is © ~~ n 0 ~An| SO D(A)={0 1 4x |=14 207 e0 OP ce TRS Thus the system (3) has a unique solution. ~~ = aan Substituting the value of C,C,and C, in (1), we obtain the solution of given integral equation as, follows Dax e)== ie Example: Solve the following integral equation O(x)=x+ Af; (+sinxsing) WE) dE [4nx— 4Ansinx +0083] Solution: 6{x)=x+ A" (Lesinxsin ¢)6(Z)dé ‘Writing the integral equation in the following form Aal=xe al ff Aeas sina sing Herds] or §(x)=x+2[C, +Csinx] Where C= |" KE)dS, C= [sing HE)dE ‘Substituting expression (1) into (2), we have er er ee a) ai eeainncrdemy cont Wetke: wvtbade om G=[EraG, +20, sing ae G=[f singe +46, + Ac, sing ae orc, [! alfa] CAT sing dé= leas Or Caf sing dé + i aff sin'gael]= [lgsing ae By evaluating the integrals, we obiain a system of algebraic equations 2 O-Aaye, 220, = 2G, (Blas 2 ‘The determinant of this system (3) is given by ra sah tat LO ‘The system (3) has a unique solution \~> od ins (1-48) : XN Substituting the values of C, and C, in (1), we obtain the solution of the integral equation as #(, Ae rane E145) Aa)=xta 2), alt) sin (-aay| 442 a-an(i- 2) ae or o(x)ax+ [{2a2+1n4d—4a0)} +n1-2An)sinx] Example: Solve the integral equation #(x)=1+ (le?) (2) ae Solution: $(x dare fi (lee) 6(2)ae a) or¢(x) )=1+ foe) (E)de +e fie oteya (Pa ee ara ar Near Ne Da OIG Fh ID RAST, Ca. 9HPTHOS KOH SAT Eu: lefitosendomy om: Wee or daca or O(a) =14G 4G. ® where C= [¢(2)d& and C= fief o(2)ae @ From the equation (2), the relation (3) reduces to G= [0+ +Geas 2G =146,+6,(e-1) and C, = fib +C,+Ce)dé, = C, =(1+G)(e-1)+4C, (e* -1) ow Gle- N= -e-ps erate aS Substituting the salue 0 of of G RG in equation (2), Cees emp rv th eg ogee (2)=af Ve s-V@Jaevae does not have real characteristic numbers and characteristic functions. Sotutions: $(<)=A[ VGH, SAE Ids ~f, BE ae ] or4(x)=a[GV@)-G] a Where C= f/£6(8)48 and C, =f. MBM) 4g @ Using the relation (1) into 2), we obtain G=f2s(en@-c4) And C, =f VE(GVE-CE)as or [i-aferae)a+[afie ae], =0 ang af atc, + [tsaferas]a =0 (-2) q+te=o 3 3 -46 + («4 }e,-0 . g AT ot Fw) i era eg Nag ET, Ne DARIO Fs GD AST, CA IPITOO HOH ISOHTD dosacadenycom: Wet: Wr Asad om j i This does not vanish for real 2. , so from (3), we obtain and C,=0 => That the algebraic equations contain only one solution forall real 2, i, the trivial solution 4(2)=0, therefore the integrat equation does not have real characteristic umbers of characteristic functions, EXERCISE (3) Using Fredholm determinants, find the resolvent Beet 2 SR folldwng, Kemels ( KGB=2-6 5 Osa, OSESI SS 0) KG,B=x ba? 5 05x55, 08620 Se ©) KGeE)=sinx—sing 055205 ostdag @) KG, Ea143r8; O

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