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Integral Equation




The most basic type of integral equation is a '' Fredholm Equation of the first type'':

: f(x) = \int_a^b K(x,t)\,\phi(t)\,dt

The notation follows Arfken.
Here φ is an unknown function,
''f'' is a known function,
and ''K'' is another known function of two variables,
often called the Kernel function.
Note that the limits of integration are constant; this is what characterizes a Fredholm equation.

If the unknown function occurs both inside and outside of the integral, it is known as a ''Fredholm equation of the second type'':

: \phi(x) = f(x) + \lambda \int_a^b K(x,t)\,\phi(t)\,dt

The parameter λ is an unknown factor,
which plays the same role as the Eigenvalue in Linear Algebra .

If one limit of integration is variable, it is called a Volterra Equation . Thus ''Volterra equations of the first and second types'', respectively, would appear as:

: f(x) = \int_a^x K(x,t)\,\phi(t)\,dt
: \phi(x) = f(x) + \lambda \int_a^x K(x,t)\,\phi(t)\,dt

In all of the above, if the known function ''f'' is identically zero, it is called a ''homogeneous integral equation''. If ''f'' is nonzero, it is called an ''inhomogeneous integral equation''.

In summary, integral equations are classified according to three different dichotomies, creating eight different kinds:

;Limits of integration
: both fixed: Fredholm equation
: one variable: Volterra equation
;Placement of unknown function
: only inside integral: first kind
: both inside and outside integral: second kind
;Nature of known function ''f''
: identically zero: homogeneous
: not identically zero: inhomogeneous

Integral equations are important in many applications. Problems in which integral equations are encountered include Radiative Energy Transfer and the Oscillation of a string, membrane, or axle. Oscillation problems may also be solved as Differential Equations .


SEE ALSO



REFERENCES


  • George Arfken and Hans Weber. ''Mathematical Methods for Physicists''. Harcourt/Academic Press, 2000.

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

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

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

  • Integral equations at exampleproblems.com