Math 2.0

Integral equations Definition

Kernel of an integral equation

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Definition

Let a<ba < b, let K ⁣:[a,b]×[a,b]→ℂK \colon [a, b] \times [a, b] \to \C and f ⁣:[a,b]→ℂf \colon [a, b] \to \C be given functions, and let λ∈ℂ\lambda \in \C. Consider an integral equation of one of the forms ∫abK(x,s)φ(s) ds=f(x),φ(x)−λ∫abK(x,s)φ(s) ds=f(x),\int_a^b K(x, s) \varphi(s) \, ds = f(x), \qquad \varphi(x) - \lambda \int_a^b K(x, s) \varphi(s) \, ds = f(x), or the same forms with the upper limit bb replaced by xx. The function KK is the kernel of the equation. The map φ↦∫abK(⋅,s)φ(s) ds\varphi \mapsto \int_a^b K(\cdot, s) \varphi(s) \, ds is the integral operator with kernel KK.

Remarks

Example: in φ(x)−∫01ex−sφ(s) ds=x\varphi(x) - \int_0^1 e^{x - s} \varphi(s) \, ds = x the kernel is K(x,s)=ex−sK(x, s) = e^{x - s} and λ=1\lambda = 1.

Non-example: in φ(x)=x+∫01φ(s)2 ds\varphi(x) = x + \int_0^1 \varphi(s)^2 \, ds the unknown does not enter linearly under the integral, so the equation has no kernel in this sense. For a nonlinear equation φ(x)=f(x)+∫abH(x,s,φ(s)) ds\varphi(x) = f(x) + \int_a^b H(x, s, \varphi(s)) \, ds, the function HH of three variables is sometimes also called the kernel.

For a Volterra equation, with upper limit xx, only the values of KK with s≤xs \le x matter, and one may set K(x,s)=0K(x, s) = 0 for s>xs > x.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Integral_transform
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