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Solving Volterra Integral Equations

The document describes solving a Volterra integral equation using the series solution method. It involves substituting a power series solution into the integral equation. This results in equating the coefficients of like powers of x on both sides of the equation. This gives a recurrence relation that can be solved for the coefficients an, yielding a series solution that converges to the exact solution. The example integral equation is solved, resulting in a series solution of e^x.

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Muhammad Tauheed
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101 views3 pages

Solving Volterra Integral Equations

The document describes solving a Volterra integral equation using the series solution method. It involves substituting a power series solution into the integral equation. This results in equating the coefficients of like powers of x on both sides of the equation. This gives a recurrence relation that can be solved for the coefficients an, yielding a series solution that converges to the exact solution. The example integral equation is solved, resulting in a series solution of e^x.

Uploaded by

Muhammad Tauheed
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd

Question: 2

Solve the Volterra integral equation by using the series solution method
x
u ( x )=1−∫ ( x−t) u ( t ) dt (1)
0

Solution:
Substituting the power series solution
∞
u ( x )=∑ a n x n (2)
n=0

into both sides of Eq. (1) leads to


∞ x ∞

∑ an x =1−∫ ∑ (x−t)an x n dt
n
(3)
n=0 0 n=0

∞ ∞ x

n=0
n

n=0
[
∑ an x =1−∑ an∫ x t n−t n+1 dt
0
]
Evaluating the integral at the right side gives
∞ ∞
x n+2 x n+2
∑ an x n =1−∑ an
n=0 n=0
[( −
n+1 n+2 )] (4)

that can be rewritten as


∞
n
∞
a n−1 x n
a o+ ∑ an x =1−∑
n=1 n =1 n
(5)

or equivalently
1
a 0+ a1 x +a 2 x 2+ a3 x3 +…=1−a0 x + a 1 x 2+ … (6)
2

In (4), the powers of x of both sides are different, therefore, we make


them the same by changing the index of the second sum to obtain (5).
Equating the coefficients of like powers of x in both sides of (5) gives the
recurrence relation
a 0=1

1
a n= a n−1 , n ≥1 (7)
n

where this result gives


1
a n= ,n≥0 (8)
n!
Substituting this result into (2) gives the series solution:
∞
1 n
u ( x ) =∑ x (9)
n=0 n!

that converges to the exact solution u ( x )=e x .


It is interesting to point out that this result can be obtained by equating
coefficients of like terms in both sides of (6), where we find
a0=1
a 1=a0 =1
. (10)
.
.

1 1
a n= a n−1=
n n!
This leads to the same result obtained before by solving the recurrence relation.
The series solution method
Υ

U(x)=f(x)+⋋ ∫ k ( x , t ) u ( t ) dt (1)
0

Let u(x)=∑ an x n be power series solution.


n=0

Put in (1)
∞

∑ an x n =T ¿
n=0

Where T(f(x)) represents the Taylor series of the function f(x)


∞ ∞ k
n
∑ an x n =T { f ( x)} + ⋋ ∑ an∫ k ( x , t¿) t dt ¿
n=0 n=0 0

By comparing the coefficient of like powers of x on both sides we determine the


value of a 0 , a1 , … which gives the series solution ¿ our (1 ) .

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