Math 2.0

Integral equations Definition

Hammerstein integral equation

Builds on Urysohn integral equationNemytskii operatorKernel of an integral equation

Definition

Let Ω\Omega be a measurable subset of ℝm\R^m, for example a closed interval [a,b][a, b]. Let k ⁣:Ω×Ω→ℝk \colon \Omega \times \Omega \to \R be a kernel, let g ⁣:Ω×ℝ→ℝg \colon \Omega \times \R \to \R be a function, and let f ⁣:Ω→ℝf \colon \Omega \to \R be given. A Hammerstein integral equation for an unknown function φ ⁣:Ω→ℝ\varphi \colon \Omega \to \R is φ(x)=f(x)+∫Ωk(x,t) g(t,φ(t)) dt,x∈Ω.\varphi(x) = f(x) + \int_\Omega k(x, t)\, g\bigl(t, \varphi(t)\bigr)\, dt, \quad x \in \Omega. With the linear operator (Kv)(x)=∫Ωk(x,t) v(t) dt(K v)(x) = \int_\Omega k(x, t)\, v(t)\, dt and the Nemytskii operator (Ngφ)(t)=g(t,φ(t))(N_g \varphi)(t) = g(t, \varphi(t)), it reads φ=f+KNgφ\varphi = f + K N_g \varphi.

Remarks

It is the Urysohn equation with the product kernel K(x,t,u)=k(x,t) g(t,u)K(x, t, u) = k(x, t)\, g(t, u). Many authors write it as φ+KNgφ=f\varphi + K N_g \varphi = f, which only changes the sign of gg.

Example: on [0,1][0, 1], take f=0f = 0, k(x,t)=xtk(x, t) = x t and g(t,u)=u2g(t, u) = u^2. Try φ(x)=cx\varphi(x) = c x; the right side is x∫01t⋅c2t2 dt=c24xx \int_0^1 t \cdot c^2 t^2\, dt = \frac{c^2}{4} x, so c=c2/4c = c^2/4, that is c=0c = 0 or c=4c = 4. So φ=0\varphi = 0 and φ(x)=4x\varphi(x) = 4x are two solutions, and the equation has no uniqueness.

Non-example: φ(x)=∫01sin⁡(x φ(t)) dt\varphi(x) = \int_0^1 \sin\bigl(x\, \varphi(t)\bigr)\, dt is a Urysohn equation but not a Hammerstein one with a single product kernel, because sin⁡(xu)\sin(xu) is not of the form k(x,t) g(t,u)k(x, t)\, g(t, u). Indeed, the functions u↦sin⁡(xu)u \mapsto \sin(x u) for different xx are not all multiples of one function.

Example of origin: on [0,1][0, 1] the problem −u′′=h(x,u)-u'' = h(x, u), u(0)=u(1)=0u(0) = u(1) = 0, with continuous hh, is equivalent to u(x)=∫01G(x,t) h(t,u(t)) dtu(x) = \int_0^1 G(x, t)\, h(t, u(t))\, dt, where G(x,t)=min⁡(x,t)(1−max⁡(x,t))G(x, t) = \min(x, t)\bigl(1 - \max(x, t)\bigr) is the Green's function.

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  1. Kernel of an integral equation concept
  2. Nemytskii operator concept
  3. Urysohn integral equation concept
  4. Hammerstein integral equation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Integral_equation
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DefinesHammerstein integral equation
UsesUrysohn integral equation, Nemytskii operator, Kernel of an integral equation

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