Math 2.0

Integral equations Definition

Fredholm equation of the second kind

Builds on Kernel of an integral equationFredholm integral equation

Definition

Let a<ba < b be real numbers. Let K ⁣:[a,b]×[a,b]→ℂK \colon [a, b] \times [a, b] \to \C be a kernel, for example continuous or square-integrable. Let f ⁣:[a,b]→ℂf \colon [a, b] \to \C be a given function, and let λ∈ℂ\lambda \in \C be a parameter. Let φ\varphi denote an unknown function on [a,b][a, b]. The Fredholm equation of the second kind with kernel KK, parameter λ\lambda and right-hand side ff is φ(x)−λ∫abK(x,y) φ(y) dy=f(x),x∈[a,b].\varphi(x) - \lambda \int_a^b K(x, y) \, \varphi(y) \, dy = f(x), \qquad x \in [a, b]. It is homogeneous when f=0f = 0.

Remarks

Example: on [0,1][0, 1], take K(x,y)=xyK(x, y) = xy, λ=1\lambda = 1 and f(x)=xf(x) = x. Then φ(x)=3x/2\varphi(x) = 3x/2 is a solution, since ∫01xy⋅3y2 dy=3x2⋅13=x2\int_0^1 x y \cdot \tfrac{3y}{2} \, dy = \tfrac{3x}{2} \cdot \tfrac{1}{3} = \tfrac{x}{2} and 3x2−x2=x\tfrac{3x}{2} - \tfrac{x}{2} = x.

Non-example: ∫abK(x,y)φ(y) dy=f(x)\int_a^b K(x, y) \varphi(y) \, dy = f(x) is not of the second kind, because φ\varphi does not appear outside the integral; it is a Fredholm equation of the first kind.

Some books write the equation as φ−λTKφ=f\varphi - \lambda T_K \varphi = f, where (TKφ)(x)=∫abK(x,y)φ(y) dy(T_K \varphi)(x) = \int_a^b K(x, y) \varphi(y) \, dy. Others put λ\lambda on the other side, as λφ−TKφ=f\lambda \varphi - T_K \varphi = f; for λ≠0\lambda \ne 0 the two forms are equivalent after dividing by λ\lambda.

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  1. Fredholm integral equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Fredholm_integral_equation
About this page
TagPNTCSE6DWA
URIm2://PNTCSE6DWA
Kinddefinition
WritingW0 stub
MSC45B05, 45A05
DefinesFredholm equation of the second kind
UsesKernel of an integral equation, Fredholm integral equation

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