Math 2.0

Integral equations Definition

Singular integral equation

Builds on Integral equationCauchy principal valueHölder continuity

Definition

Let Γ\Gamma be a finite union of disjoint smooth closed curves in ℂ\C. Let aa, bb and ff be Hölder continuous functions on Γ\Gamma, and let k ⁣:Γ×Γ→ℂk \colon \Gamma \times \Gamma \to \C be Hölder continuous. A singular integral equation with Cauchy kernel on Γ\Gamma is an equation a(t) φ(t)+b(t)πi p.v.∫Γφ(τ)τ−t dτ+∫Γk(t,τ) φ(τ) dτ=f(t),t∈Γ,a(t) \, \varphi(t) + \frac{b(t)}{\pi i} \, \mathrm{p.v.} \int_\Gamma \frac{\varphi(\tau)}{\tau - t} \, d\tau + \int_\Gamma k(t, \tau) \, \varphi(\tau) \, d\tau = f(t), \quad t \in \Gamma, for an unknown Hölder continuous function φ\varphi on Γ\Gamma. Here p.v.\mathrm{p.v.} is the Cauchy principal value: the limit as ε→0\varepsilon \to 0 of the integral over the part of Γ\Gamma outside the disc ∣τ−t∣<ε\abs{\tau - t} < \varepsilon. The equation is of normal type when a(t)2−b(t)2≠0a(t)^2 - b(t)^2 \ne 0 for all t∈Γt \in \Gamma. The equation with k=0k = 0 is its dominant or characteristic equation.

Remarks

Example: on the unit circle, with a=0a = 0, b=1b = 1 and k=0k = 0, the equation 1πi p.v.∫Γφ(τ)τ−t dτ=f(t)\frac{1}{\pi i} \, \mathrm{p.v.} \int_\Gamma \frac{\varphi(\tau)}{\tau - t} \, d\tau = f(t) is of normal type, since a2−b2=−1a^2 - b^2 = -1. For φ(τ)=τn\varphi(\tau) = \tau^n with n≥0n \ge 0 the left side is tnt^n, and for n<0n < 0 it is −tn-t^n; so f(t)=t2f(t) = t^2 is solved by φ(τ)=τ2\varphi(\tau) = \tau^2. Non-example: if the kernel is k(t,τ)k(t, \tau) alone, continuous, with b=0b = 0 and a=1a = 1, the equation is a Fredholm equation of the second kind and is not singular. The term 1τ−t\frac{1}{\tau - t} makes the integral divergent as an ordinary integral at τ=t\tau = t unless φ(t)=0\varphi(t) = 0; the Hölder condition makes the principal value exist. More generally, the name covers equations with other kernels that are integrated as principal values, including kernels on open arcs and in several variables.

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  1. Cauchy principal value concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Singular_integral
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TagAB7W6DBA4P
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Kinddefinition
WritingW0 stub
MSC45E05, 45E99
DefinesSingular integral equation
UsesIntegral equation, Cauchy principal value, Hölder continuity

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