Math 2.0

Integral equations Definition

Convolution integral equation

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Definition

Let k∈L1(ℝ)k \in L^1(\R), let f ⁣:ℝ→ℂf \colon \R \to \C be a given function, and let λ∈ℂ\lambda \in \C. A convolution integral equation of the second kind on ℝ\R is the equation φ(x)−λ∫−∞∞k(x−t) φ(t) dt=f(x),x∈ℝ,\varphi(x) - \lambda \int_{-\infty}^{\infty} k(x - t) \, \varphi(t) \, dt = f(x), \quad x \in \R, for an unknown function φ\varphi. A convolution integral equation of the first kind is the equation ∫−∞∞k(x−t) φ(t) dt=f(x),x∈ℝ.\int_{-\infty}^{\infty} k(x - t) \, \varphi(t) \, dt = f(x), \quad x \in \R. In both cases the kernel (x,t)↦k(x−t)(x, t) \mapsto k(x - t) is a difference kernel, and the integral is the convolution (k∗φ)(x)(k * \varphi)(x). The same names are used on ℝn\R^n, and on an interval such as [0,∞)[0, \infty) when the integral runs only over that interval.

Remarks

Example: take k(s)=e−∣s∣k(s) = e^{-\abs{s}}, λ=14\lambda = \frac{1}{4} and f(x)=12e−∣x∣f(x) = \frac{1}{2} e^{-\abs{x}}. The Fourier transform of e−a∣s∣e^{-a\abs{s}} is 2aa2+ξ2\frac{2a}{a^2 + \xi^2} for a>0a > 0, so the transformed equation reads φ^(ξ)(1−12(1+ξ2))=11+ξ2\hat\varphi(\xi) \left(1 - \frac{1}{2(1 + \xi^2)}\right) = \frac{1}{1 + \xi^2}. Hence φ^(ξ)=21+2ξ2=11/2+ξ2\hat\varphi(\xi) = \frac{2}{1 + 2\xi^2} = \frac{1}{1/2 + \xi^2}, and φ(x)=12e−∣x∣/2\varphi(x) = \frac{1}{\sqrt{2}} e^{-\abs{x}/\sqrt{2}}.

Non-example: the equation φ(x)−∫−∞∞e−x2−t2φ(t) dt=f(x)\varphi(x) - \int_{-\infty}^{\infty} e^{-x^2 - t^2} \varphi(t) \, dt = f(x) is a linear integral equation, but its kernel e−x2−t2e^{-x^2 - t^2} is not a function of x−tx - t alone, so it is not of convolution type.

The equation on the half-line φ(x)−∫0∞k(x−t)φ(t) dt=f(x)\varphi(x) - \int_0^\infty k(x - t) \varphi(t) \, dt = f(x), x>0x > 0, is the Wiener–Hopf equation. The Volterra form φ(x)−∫0xk(x−t)φ(t) dt=f(x)\varphi(x) - \int_0^x k(x - t) \varphi(t) \, dt = f(x) is the Volterra equation of convolution type.

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  1. Convolution concept
  2. Difference kernel concept
  3. Integral equation concept
  4. Lp space concept
  5. Convolution integral equation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Convolution
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Kinddefinition
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MSC45E10, 44A35
DefinesConvolution integral equation
UsesIntegral equation, Difference kernel, Convolution, Lp space

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