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Integral equations Definition

Fredholm integral equation

Builds on Linear integral equationKernel of an integral equation

Definition

Let a<ba < b, let K ⁣:[a,b]×[a,b]→ℂK \colon [a, b] \times [a, b] \to \C be a kernel, let f ⁣:[a,b]→ℂf \colon [a, b] \to \C be given, and let λ∈ℂ\lambda \in \C. A Fredholm integral equation of the first kind is the equation ∫abK(x,s)φ(s) ds=f(x)for all x∈[a,b].\int_a^b K(x, s) \varphi(s) \, ds = f(x) \quad \text{for all } x \in [a, b]. A Fredholm integral equation of the second kind is the equation φ(x)=f(x)+λ∫abK(x,s)φ(s) dsfor all x∈[a,b].\varphi(x) = f(x) + \lambda \int_a^b K(x, s) \varphi(s) \, ds \quad \text{for all } x \in [a, b]. In both, φ ⁣:[a,b]→ℂ\varphi \colon [a, b] \to \C is the unknown function, and both limits of integration are the fixed numbers aa and bb. A Fredholm integral equation is a linear integral equation of one of these two forms.

Remarks

Example: φ(x)=x+∫01xs φ(s) ds\varphi(x) = x + \int_0^1 x s \, \varphi(s) \, ds on [0,1][0, 1] is of the second kind. A solution has the form φ(x)=cx\varphi(x) = c x with c=1+c/3c = 1 + c/3, so φ(x)=3x/2\varphi(x) = 3x/2.

Non-example: φ(x)=x+∫0xxs φ(s) ds\varphi(x) = x + \int_0^x x s \, \varphi(s) \, ds is not a Fredholm equation, since the upper limit is the variable xx; it is a Volterra equation.

A Volterra equation can be written as a Fredholm equation with the kernel set to 00 for s>xs > x, but this kernel is in general discontinuous on the diagonal. The same definitions are used with [a,b][a, b] replaced by a region of ℝm\R^m or a measure space.

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  1. Kernel of an integral equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Fredholm_integral_equation
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DefinesFredholm integral equation
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