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Fredholm Integral Equation





EQUATION OF THE FIRST KIND

An Inhomogeneous Fredholm equation of the first kind is written as:

:g(t)=\int_a^b K(t,s)f(s)\,ds

and the problem is, given the continuous Kernel function ''K(t,s)'', and the function ''g(t)'', to find the function ''f(s)''.

If the kernel is a function only of the difference of its arguments, namely K(t,s)=K(t-s), and the limits of integration are \pm \infty, then the right hand side of the equation can be rewritten as a convolution of the functions ''K'' and ''f'' and therefore the solution will be given by

:f(t) = \mathcal{F}_\omega^{-1}\left[
{\mathcal{F}_t {Link without Title} (\omega)\over
\mathcal{F}_t {Link without Title} (\omega)}
ight]=\int_{-\infty}^\infty {\mathcal{F}_t {Link without Title} (\omega)\over
\mathcal{F}_t {Link without Title} (\omega)}e^{2\pi i \omega t} d\omega

where \mathcal{F}_t and \mathcal{F}_\omega^{-1} are the direct and inverse Fourier transforms respectively.


EQUATION OF THE SECOND KIND

An inhomogeneous Fredholm equation of the second kind is given as

:f(t)= \lambda \phi(t) - \int_a^bK(t,s)\phi(s)\,ds

Given the kernel ''K(t,s)'', and the function f(t), the problem is typically to find the function \phi(t). A standard approach to solving this is to use the Resolvent Formalism ; written as a series, the solution is known as the Liouville-Neumann Series .


GENERAL THEORY

The general theory underlying the Fredholm equations is known as Fredholm Theory . One of the principal results is that the kernel ''K'' is a Compact Operator , known as the Fredholm Operator . Compactness may be shown by invoking Equicontinuity . As an operator, it has a Spectral Theory that can be understood in terms of a discrete spectrum of Eigenvalue s that tend to 0.


SEE ALSO



REFERENCES

  • Integral Equations at EqWorld: The World of Mathematical Equations.

  • A.D. Polyanin and A.V. Manzhirov, ''Handbook of Integral Equations'', CRC Press, Boca Raton, 1998. ISBN 0-8493-2876-4

  • B.V. Khvedelidze, G.L. Litvinov, Fredholm kernel , (2001), ''SpringerLink Encyclopaedia of Mathematics''