Math 2.0

Integral equations Definition

System of linear integral equations

Builds on Linear integral equationKernel of an integral equationMatrix

Definition

Let n≥1n \ge 1 and let Ω\Omega be a measurable subset of ℝm\R^m, for example an interval [a,b][a, b]. Let Kij ⁣:Ω×Ω→ℂK_{ij} \colon \Omega \times \Omega \to \C, for 1≤i,j≤n1 \le i, j \le n, be kernels, let f1,…,fnf_1, \ldots, f_n be given functions on Ω\Omega, and let λ∈ℂ\lambda \in \C. A system of linear integral equations of the second kind for unknown functions φ1,…,φn\varphi_1, \ldots, \varphi_n on Ω\Omega is φi(x)−λ∑j=1n∫ΩKij(x,t) φj(t) dt=fi(x),x∈Ω,i=1,…,n.\varphi_i(x) - \lambda \sum_{j=1}^{n} \int_\Omega K_{ij}(x, t)\, \varphi_j(t)\, dt = f_i(x), \quad x \in \Omega, \quad i = 1, \ldots, n. A system of the first kind omits the terms φi(x)\varphi_i(x). In vector form, with φ=(φ1,…,φn)\varphi = (\varphi_1, \ldots, \varphi_n) and the matrix kernel K=(Kij)K = (K_{ij}), it reads φ(x)−λ∫ΩK(x,t) φ(t) dt=f(x)\varphi(x) - \lambda \int_\Omega K(x, t)\, \varphi(t)\, dt = f(x).

Remarks

Example: on Ω=[0,1]\Omega = [0, 1] with n=2n = 2 and λ=1\lambda = 1, take K11=K22=0K_{11} = K_{22} = 0, K12(x,t)=1K_{12}(x, t) = 1, K21(x,t)=xK_{21}(x, t) = x, f1(x)=xf_1(x) = x and f2=0f_2 = 0. Put A=∫01φ2A = \int_0^1 \varphi_2 and B=∫01φ1B = \int_0^1 \varphi_1. The system says φ1(x)=x+A\varphi_1(x) = x + A and φ2(x)=Bx\varphi_2(x) = B x, so A=B/2A = B/2 and B=12+AB = \frac{1}{2} + A, which give B=1B = 1 and A=12A = \frac{1}{2}. Check: φ1(x)=x+12\varphi_1(x) = x + \frac{1}{2} and φ2(x)=x\varphi_2(x) = x give φ1(x)−∫01φ2=x\varphi_1(x) - \int_0^1 \varphi_2 = x and φ2(x)−x∫01φ1=x−x=0\varphi_2(x) - x \int_0^1 \varphi_1 = x - x = 0.

Non-example: the pair φ1(x)−∫01φ2(t)2 dt=x\varphi_1(x) - \int_0^1 \varphi_2(t)^2\, dt = x, φ2(x)−∫01φ1(t) dt=0\varphi_2(x) - \int_0^1 \varphi_1(t)\, dt = 0 is a system of integral equations, but not a linear one, since φ2\varphi_2 enters squared.

If Ω=[0,1]\Omega = [0, 1], the substitution Φ(x+i−1)=φi(x)\Phi(x + i - 1) = \varphi_i(x) for x∈[0,1)x \in [0, 1) turns the system into one linear integral equation for Φ\Phi on [0,n)[0, n) with a piecewise defined kernel.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Integral_equation
About this page
TagFMFZQKR71N
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Kinddefinition
WritingW0 stub
MSC45F05, 45F15
DefinesSystem of linear integral equations
UsesLinear integral equation, Kernel of an integral equation, Matrix

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