Math 2.0

Integral equations Definition

Difference kernel

Builds on Kernel of an integral equationConvolution

Definition

Let J⊆ℝJ \subseteq \R be an interval, possibly unbounded. A difference kernel on JJ is a kernel K ⁣:J×J→ℂK \colon J \times J \to \C for which there is a function k ⁣:{x−s:x,s∈J}→ℂk \colon \set{x - s : x, s \in J} \to \C such that K(x,s)=k(x−s)for all x,s∈J.K(x, s) = k(x - s) \quad \text{for all } x, s \in J.

Remarks

Example: K(x,s)=cos⁡(x−s)K(x, s) = \cos(x - s) with k=cos⁡k = \cos.

Non-example: K(x,s)=xsK(x, s) = x s on [0,1][0, 1]. If xs=k(x−s)x s = k(x - s), then putting s=xs = x gives x2=k(0)x^2 = k(0) for all x∈[0,1]x \in [0, 1], which is impossible.

On J=ℝJ = \R, the integral operator is the convolution ∫ℝk(x−s)φ(s) ds=(k∗φ)(x)\int_{\R} k(x - s) \varphi(s) \, ds = (k * \varphi)(x). On J=[0,∞)J = [0, \infty) with upper limit xx, it is the one-sided convolution ∫0xk(x−s)φ(s) ds\int_0^x k(x - s) \varphi(s) \, ds, which the Laplace transform turns into a product. Equations with a difference kernel are called convolution equations. The equation φ(x)=f(x)+∫0∞k(x−s)φ(s) ds\varphi(x) = f(x) + \int_0^{\infty} k(x - s) \varphi(s) \, ds for x≥0x \ge 0 is the Wiener–Hopf equation.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Convolution
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MSC45E10, 45P05
DefinesDifference kernel
UsesKernel of an integral equation, Convolution

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