INTEGRAL EQUATIONS OF CONVOLUTION TYPE:

APPLICATIONS OF OPERATIONAL TECHNIQUES

KELLER VANDEBOGERT

1. Introduction

This is just a quick presentation of the power of operational calculus

techniques on integral equations of convolution type.
There are some technicalities here: Our operation is defined to be
Rt
f g = 0 f (t − u)g(u)du.
Rt
Let h denote the Heaviside function. Then hf = 0 f (u)du trivially,
implying hs = δ, the Dirac delta functional and s the operation of
differentiation (this is obvious by the fundamental theorem of calculus).
Also, in the operator notation, δ = 1, since it is indeed our identity.
Anyway, let’s continue.

2. Problems

Theorem 2.1. Solve

Z t
2
z(t) + 2 cos(t − u)z(u)du = et
0

s
Proof. Rewriting in operational format, we note that cos(t) = s2 +1

s 2
z+2 z = δet
s2 +1
Which of course simplifies to

Date: September 3, 2017.

1
2 KELLER VANDEBOGERT

s2 + 1 t2
z= e
(s + 1)2
Apply partial fraction decomp, this is equal to:

2 2 2
z = (− + 2
+ 1)et
s + 1 (s + 1)
Immediately yielding our solution:

Z t Z t
u−t u2 2 2
z(t) = −2 e e du + 2 (t − u)eu−t eu du + et
0 0


Theorem 2.2. Solve for z(t)

Z t
f (t) = J0 (t − u)z(u)du
0
Where Jn denotes the nth Bessel Function.

Proof. It can be show that (s2 + 1)1/2 = {J0 (t)}. Using this,

f = (s2 + 1)1/2 z

=⇒ z = (s2 + 1)−1/2 f

However it is also easy to show that (s2 + 1)−1/2 = s + { J1t(t) }

And thus, we have our solution:

t
J1 (t − u)
Z
z(t) = f (u)du + f 0 (t)
0 t − u
Where we’ve assumed f (0) = 0. 

Theorem 2.3. Solve

Z t
t
z(t) − (1 − t)e = z(t − u)z(u)du
0
INTEGRAL EQUATIONS OF CONVOLUTION TYPE: APPLICATIONS OF OPERATIONAL TECHNIQUES
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Proof. In operational notation:

1 1
z− + = z2
s − 1 (s − 1)2
s−2
=⇒ z 2 − z + =0
(s − 1)2
We can then employ the quadratic equation as usual since we are
working in the convolution algebra.

s
1 1 s−2
z= ± 1−4
2 2 (s − 1)2
1 s−3
= ±
2 2(s − 1)
Thus we get two solutions:

z(t) = −et

and

z(t) = δ(t) + et

However, this second solution is not continuous. Thus, there is only

one continuous solution. Namely, z(t) = −et .


Theorem 2.4. Solve:

Z t
z(t) = α cos(ωt) + β sin(ω(t − u))z(u)du
0

Proof. In operator notation, we have:

αs β
z= + 2 z
s2 +ω 2 s + ω2
4 KELLER VANDEBOGERT

=⇒ z(s2 + ω 2 − β) = αs
αs
=⇒ z =
s2 + ω2 − β
And we thus have our solution:

p
z(t) = α cos( ω 2 − βt)

Theorem 2.5. Solve

Z t
z(t) = α cos(ωt) + β cos(ω(t − u))z 0 (u)du
0

Proof. In operator form, we use the fact that z 0 (t) = sz − z(0).

αs βs2 z(0)s
z= 2 2
+ 2 2
z+ 2
s +ω s +ω s + ω2
=⇒ z(s2 (1 − β 2 ) + ω 2 ) = (α + z(0))s

Assume β 6= ±1. Then,

α + z(0) s
z= 2 ω2
1 − β s2 + 1−β 2

Thus giving our solution:

 
α + z(0) ω
z(t) = cos p t
1 − β2 1 − β2


Theorem 2.6. Solve

Z t
n
z(t) = αt + β (t − u)1/2 z(u)du
0
INTEGRAL EQUATIONS OF CONVOLUTION TYPE: APPLICATIONS OF OPERATIONAL TECHNIQUES
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Proof. Convert to operator notation:

αΓ(n + 1) βΓ(1/2)
z= +
sn+1 s1/2√ √
2 αΓ(n + 1)( s + π)
=⇒ z(s − β π) =
sn+1
αΓ(n + 1) αΓ(n + 1)Γ(1/2)
=⇒ z = +
(s − β 2 π)sn+1/2 (s − β 2 π)sn+1
And thus, we recall our convolution property and solve for z(t):

Z t √
Z t
αΓ(n + 1) β 2 π(t−u) n−1/2 2 π(t−u)
z(t) = e u du + α π eβ un du
Γ(n + 1/2) 0 0

Theorem 2.7. Solve the generalized Abel equation where α ∈ (0, 1).

Z x
φ(y)
f (x) = dy
0 (x − y)α
Proof. The typical method of solving this it by means of Kernel com-
position and noticing that you get a recognizable integral, but use of
operational methods is cleaner and requires only knowledge of the re-
flection formula of the gamma function.
Γ(1−α)
In operator form, we note that when α ∈ (0, 1), { t1α } = s1−α
.

Γ(1 − α)
f= φ
sα−1
sf
=⇒ Γ(1 − α)φ = α
s
1h 0 i
=⇒ Γ(1 − α)φ = α f + f (0)
s
But of course, then we have the following:

x
f 0 (y)
Z
f (0)
Γ(1 − α)Γ(α)φ(x) = 1−α
dy + 1−α
0 (x − y) x
6 KELLER VANDEBOGERT

We now recall the reflection formula of the gamma functions and we

have the final answer:

x
f 0 (y)
Z 
sin(απ) f (0)
φ(x) = dy +
π 0 (x − y)1−α x1−α


Theorem 2.8. Solve:

Z x
00
u (x) = f (x) + λ (x − t)u(t)dt
0
With u(0) = 0, u0 (0) = 1.

Proof. In operator form:

u
s2 u − s = f + λ
s2
λ
=⇒ u(s2 − )=f +s
s2
s3 s2 f
=⇒ u = 4 + 4
s −λ s −λ
Applying partial fractions, we can obtain the following:

Z x Z x
1 1 1 1
u(x) = cos(λ1/4 x)+ cosh(λ1/4 x) sin(λ 1/4
(x−t))f (t)dt+ sinh(λ1/4 (x−t))f (t)dt
2 2 2 0 2 0