Math 2.0

Integral equations Definition

Adjoint integral equation

Builds on Integral equation of the second kindKernel of an integral equationComplex conjugate

Definition

Let a<ba < b, let K ⁣:[a,b]×[a,b]→ℂK \colon [a, b] \times [a, b] \to \C be a kernel, and let λ∈ℂ\lambda \in \C. Consider the integral equation of the second kind φ(x)−λ∫abK(x,s)φ(s) ds=f(x),x∈[a,b].\varphi(x) - \lambda \int_a^b K(x, s) \varphi(s) \, ds = f(x), \quad x \in [a, b]. Its adjoint kernel is K∗(x,s)=K(s,x)‾K^*(x, s) = \overline{K(s, x)}, where the bar is the complex conjugate. For a given function g ⁣:[a,b]→ℂg \colon [a, b] \to \C, the adjoint integral equation is ψ(x)−λˉ∫abK(s,x)‾ ψ(s) ds=g(x),x∈[a,b],\psi(x) - \bar\lambda \int_a^b \overline{K(s, x)} \, \psi(s) \, ds = g(x), \quad x \in [a, b], for the unknown function ψ ⁣:[a,b]→ℂ\psi \colon [a, b] \to \C.

Remarks

Example: for K(x,s)=ixK(x, s) = i x on [0,1][0, 1], the adjoint kernel is K∗(x,s)=is‾=−isK^*(x, s) = \overline{i s} = -i s. The check: put xx and ss in reverse order and conjugate.

Non-example: the equation with kernel K(s,x)K(s, x) and parameter λ\lambda, without conjugation, is the adjoint only when KK is real and λ\lambda is real. For K(x,s)=ixK(x, s) = i x it gives the kernel isi s, not −is-i s.

With the inner product ⟨u,v⟩=∫abu(x)v(x)‾ dx\ip{u}{v} = \int_a^b u(x) \overline{v(x)} \, dx, the integral operators satisfy ⟨Ku,v⟩=⟨u,K∗v⟩\ip{K u}{v} = \ip{u}{K^* v} when KK is continuous or square-integrable. For real kernels and real λ\lambda, the adjoint equation is often called the transposed or associated equation. A kernel equal to its adjoint kernel is called Hermitian.

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  1. Complex conjugate concept
  2. Integral equation of the second kind concept
  3. Kernel of an integral equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Integral_equation
About this page
TagRK8B7KEA3M
URIm2://RK8B7KEA3M
Kinddefinition
WritingW0 stub
MSC45A05, 45B05
DefinesAdjoint integral equation
UsesIntegral equation of the second kind, Kernel of an integral equation, Complex conjugate

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