Math 2.0

Integral equations Volterra equations Theorem

Abel inversion formula

Builds on Volterra equation of the first kindBeta functionGamma functionRiemann–Liouville integral

Statement

Let b>0b > 0, let 0<α<10 < \alpha < 1, and let φ ⁣:[0,b]→ℂ\varphi \colon [0, b] \to \C be continuous. Let f(x)=∫0xφ(t)(x−t)α dt,x∈[0,b].f(x) = \int_0^x \frac{\varphi(t)}{(x - t)^{\alpha}} \, dt, \quad x \in [0, b]. Then the function F(x)=∫0xf(t)(x−t)1−α dtF(x) = \int_0^x \frac{f(t)}{(x - t)^{1 - \alpha}} \, dt is continuously differentiable on [0,b][0, b], and φ(x)=sin⁡(πα)π F′(x)=sin⁡(πα)π ddx∫0xf(t)(x−t)1−α dt,x∈[0,b].\varphi(x) = \frac{\sin(\pi \alpha)}{\pi} \, F'(x) = \frac{\sin(\pi \alpha)}{\pi} \, \frac{d}{dx} \int_0^x \frac{f(t)}{(x - t)^{1 - \alpha}} \, dt, \quad x \in [0, b]. In particular, the Volterra equation of the first kind ∫0xφ(t)(x−t)−α dt=f(x)\int_0^x \varphi(t) (x - t)^{-\alpha} \, dt = f(x) has at most one continuous solution φ\varphi.

Remarks

Proof idea: insert the formula for ff into FF and exchange the order of integration. This gives F(x)=∫0xφ(s)(∫sx(x−t)α−1(t−s)−α dt)dsF(x) = \int_0^x \varphi(s) \left( \int_s^x (x - t)^{\alpha - 1} (t - s)^{-\alpha} \, dt \right) ds. The substitution t=s+u(x−s)t = s + u(x - s) turns the inner integral into the Beta function value B(α,1−α)=Γ(α)Γ(1−α)=π/sin⁡(πα)B(\alpha, 1 - \alpha) = \Gamma(\alpha) \Gamma(1 - \alpha) = \pi / \sin(\pi \alpha), which does not depend on xx or ss. So F(x)=πsin⁡(πα)∫0xφ(s) dsF(x) = \frac{\pi}{\sin(\pi \alpha)} \int_0^x \varphi(s) \, ds, and the fundamental theorem of calculus gives the formula.

Example: for α=12\alpha = \tfrac12 the formula reads φ(x)=1πddx∫0xf(t)x−t dt\varphi(x) = \frac{1}{\pi} \frac{d}{dx} \int_0^x \frac{f(t)}{\sqrt{x - t}} \, dt, the inversion of Abel's integral equation. With f(x)=2xf(x) = 2\sqrt{x}, the inner integral is 2xB(32,12)=πx2 x B(\tfrac32, \tfrac12) = \pi x, so φ=1\varphi = 1; indeed ∫0x(x−t)−1/2 dt=2x\int_0^x (x - t)^{-1/2} \, dt = 2\sqrt{x}.

The statement starts from a solution φ\varphi; it does not say that every ff arises. A given ff is of this form for a continuous φ\varphi only if FF is continuously differentiable; for instance ff must vanish at 00. If ff is continuously differentiable with f(0)=0f(0) = 0, then the solution can also be written φ(x)=sin⁡(πα)π∫0xf′(t)(x−t)1−α dt\varphi(x) = \frac{\sin(\pi \alpha)}{\pi} \int_0^x \frac{f'(t)}{(x - t)^{1 - \alpha}} \, dt.

Going deeper

For a student

In the language of fractional calculus, the equation says Γ(1−α) I1−αφ=f\Gamma(1 - \alpha) \, I^{1 - \alpha} \varphi = f, where IβI^\beta is the Riemann–Liouville integral of order β\beta. The formula then reads φ=1Γ(1−α)ddxIαf\varphi = \frac{1}{\Gamma(1 - \alpha)} \frac{d}{dx} I^{\alpha} f, using IαI1−α=I1I^\alpha I^{1 - \alpha} = I^1; the reflection formula Γ(α)Γ(1−α)=π/sin⁡(πα)\Gamma(\alpha) \Gamma(1 - \alpha) = \pi / \sin(\pi \alpha) for the Gamma function shows that this agrees with the statement. It solves the tautochrone problem, and its variant for the Abel transform is the basis of Abel inversion in tomography of radially symmetric objects.

Reading path

To understand this page from the ground up, read these 5 pages in order. The foundations come first.

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  1. Beta function concept
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Where this leads

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Further reading

  1. Web https://en.wikipedia.org/wiki/Abel_transform
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TagTDMXFY06A2
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Kindstatement, theorem
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MSC45D05, 45E10, 26A33
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AboutVolterra equation of the first kind
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