Math 2.0

Integral equations Definition

Periodic solutions of integral equations

Builds on Integral equationPeriodic function

Definition

Let T>0T > 0. Let f ⁣:ℝ→ℝf \colon \R \to \R be continuous and TT-periodic. Let CC be a continuous function on {(t,s)∈ℝ2:s≤t}\set{(t, s) \in \R^2 : s \le t} with C(t+T,s+T)=C(t,s)C(t + T, s + T) = C(t, s) for all s≤ts \le t. Let g ⁣:ℝ×ℝ→ℝg \colon \R \times \R \to \R be continuous and TT-periodic in its first variable. Consider the integral equation x(t)=f(t)+∫−∞tC(t,s) g(s,x(s)) ds,t∈ℝ.x(t) = f(t) + \int_{-\infty}^t C(t, s) \, g(s, x(s)) \, ds, \qquad t \in \R. A TT-periodic solution of this equation is a function x ⁣:ℝ→ℝx \colon \R \to \R such that:

  1. xx is continuous;
  2. x(t+T)=x(t)x(t + T) = x(t) for all t∈ℝt \in \R, that is, xx is a TT-periodic function;
  3. for every t∈ℝt \in \R the integral converges absolutely and the equation holds.

Remarks

The same notion applies to systems, where xx takes values in ℝn\R^n, and to equations of Fredholm type over one period, such as x(t)=f(t)+∫0Tk(t−s) x(s) dsx(t) = f(t) + \int_0^T k(t - s) \, x(s) \, ds with a TT-periodic kernel kk.

Example: T=2πT = 2\pi, C(t,s)=e−(t−s)C(t, s) = e^{-(t - s)}, g(s,x)=xg(s, x) = x and f(t)=12(sin⁡t+cos⁡t)f(t) = \frac{1}{2}(\sin t + \cos t). The function x(t)=sin⁡tx(t) = \sin t is continuous and 2π2\pi-periodic. The integral ∫−∞te−(t−s)sin⁡s ds\int_{-\infty}^t e^{-(t - s)} \sin s \, ds converges absolutely and equals 12(sin⁡t−cos⁡t)\frac{1}{2}(\sin t - \cos t), as the imaginary part of ∫−∞te−(t−s)eis ds=eit/(1+i)\int_{-\infty}^t e^{-(t - s)} e^{i s} \, ds = e^{i t} / (1 + i). Adding f(t)f(t) gives sin⁡t\sin t, so all three clauses hold.

Non-example: periodic data do not force periodic solutions. The equation x(t)=1+∫0tx(s) dsx(t) = 1 + \int_0^t x(s) \, ds on [0,∞)[0, \infty) has constant data, but its only continuous solution is x(t)=etx(t) = e^t, which fails clause 2 for every TT.

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Further reading

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