Types of Integral Equations

It is evident that different types of boundary value problems give rise to different types of integral equations. A. Fredholm Equations The inhomogeneous boundary value problem gave rise to Eq.(4.53), hose form is

(455)

In this !ase, un"no n fun!tion.

and

are "no n fun!tions, and

is the

The integration limits and are fi#ed. $n integral equation for of the form Eq. (4.55) is !alled inhomogeneous Fredholm equation of the second kind. The e#pression is !alled the %%"ernel&& of the integral equation. $ homogeneous Fredholm equation of the second kind is obtained by dropping the fun!tion ,

Equation (4.54) and the subsequent eigenvalue equations are e#amples of su!h equations. $ Fredholm equation of the first kind has the form

henever

is a "no n fun!tion and

is the un"no n fun!tion.

B. Volterra Equations 'redholm equations are based on definite integrals. If the integration limits are variable, then the !orresponding integral equations are Volterra equations. $n inhomogeneous Volterra equation of the second kind, !orresponding to Eq. (4.55), has the form

(45()

If , then one has a homogeneous )olterra equation of the se!ond "ind. *y !ontrast, a Volterra equation of the first kind has the form

here

is "no n and

is the un"no n fun!tion. $ )olterra integral equation may be . Thus letting

vie ed as a 'redholm equation hose "ernel vanishes for

one finds that the )olterra Eq. (4.5() be!omes

hose form is that of a 'redholm equation. +ne of the prominent e#amples giving rise to )olterra&s integral equations are initial value problems. To illustrate this point, !onsider the motion of a simple harmoni! os!illator governed by the equation

(45-)

and the initial !onditions

The .reen&s fun!tion for this problem is depi!ted in 'igure 4.5 on page response to the impulse , and it satisfies

. It is the

or

(45/)

in spite of the fa!t that derivative of a fun!tion that depends only on multiply Eq. (4.5-) by

(0hy1 2int3 hat is the se!ond 1). To obtain the integral equation . +ne finds ,

and Eq. (4.5/) by

4ubtra!tion yields a l.h.s. hose se!ond derivative terms !onsolidate into a total derivative (5agrange&s identity6)3

7e#t perform the integration integral as

, here

signifies ta"ing the limit of the . +ne obtains

from the side for hi!h

or ith the help of the property

henever

2ere and are the initial amplitude and velo!ity of the simple harmoni! os!illator, and they are no intrinsi!ally in!orporated in an inhomogeneous )olterra equation of the se!ond "ind. In this integral equation is the un"no n fun!tion to be determined. 2o ever, the utility of this integral equation, hi!h is based on the .reen&s fun!tion satisfying , is e!lipsed by an integral equation hi!h is a .reen&s fun!tion

similar to Eq.(4.5-). 'ollo ing the same derivation steps, one finds that the !an!elled.

8term gets

The integral has diappeared. +ne is left ith the solution to the problem one is a!tually trying to solve. The overall !on!lusion is this3 Picking the right Green's function for the problem speeds up the process of reaching one's goal. Exercise 49. (T9$745$TI+7 I7)$9I$7T I7TE.9$TI+7 :E97E5) ;onsider the inhomogeneous 'redholm equation of the se!ond "ind,

2ere is a parameter and is a "no n and given fun!tion. 4o is the integration "ernel , hi!h in this problem is given to be translation invariant, i.e. you should assume that , here is a given fun!tion hose 'ourier transform

e#ists. 4+5)E the integral equation by finding the fun!tion given. Exercise 49.!

in terms of hat is

5oo" up an integral equation of the 2nd kind, either of the )olterra or of the 'redholm type. 4ubmit it and its solution.