Topic : Method to Solve Integral Equation:

1. Converting Volterra equation to ODE

2. Converting Fredholm equation to ODE

3. Converting IVP to Volterra equations

4. Converting BVP to Fredholm integral equation

5. The method of successive approximation

6. The method of Laplace transformation

7. The method of Adomian decomposition method

8. Solve integral equations using Green’s function

1. Converting Volterra equation to ODE:

In this section, we shall present the technique that converts Volterra equations of second kind to equivalent ordinary differential equations. This may be

b (x)
achieved by using the Lebnitz rule of differentiating the integral with respect to x, we obtain
∫ F (x , t) dt
a (x)

b (x) b (x)
d ∂ F (x , t) db( x ) da( x)
∫
dx a (x)
F (x , t)dt = ∫
∂x
dt +
dx
F(x , b(x ))−
dx
F (x , (a))
a (x)

Where and ∂ F (x ,t) are continous functions os x and t in the domain and
F (x , t) α≤ x≤β
∂x
t 0 ≤ t ≤ t 1 ; and the limits of integration a(x)and b(x) are defined functions having
continous derivative for α ≤ x ≤ β .

Example:

x
y (x )=−∫ (x − t) y (t) dt
0

Solution:
Differentiate with respect to x use Leibnitz rule and we get

} (x)+y(x)=0 ¿
y

y (0)=0

'
y (0)=0

2. Converting Fredholm equation to ODE:

In this section, we shall present the technique that converts Fredholm equations of second kind to equivalent ordinary differential equations. This may be

b (x)
achieved by using the Lebnitz rule of differentiating the integral with respect to x, we obtain
∫ F (x , t) dt
a (x)

b (x) b (x)
d ∂ F (x , t) db( x ) da( x)
∫
dx a (x)
F (x , t)dt = ∫
∂x
dt +
dx
F(x , b(x ))−
dx
F (x , (a))
a (x)

Where and ∂ F (x ,t) are continous functions os x and t in the domain and
F (x , t) α≤ x≤β
∂x
t 0 ≤ t ≤ t 1 ; and the limits of integration a(x)and b(x) are defined functions having
continous derivative for α ≤ x ≤ β .

Example:

π /2
y (x )= ∫ K ( x , t) y (t) dt
0

{
2t
(π /2− t) 0≤ t ≤ x
π
K ( x , t)=
2x
(π /2− x ) x ≤t ≤ π /2
π

Solution:

} (x)+y(x)=x 0<x< π/¿

y
 y (0)=1

y (π /2)=π

3. Converting IVP to Volterra equations:

Converting an initial value problem (IVP) to a Volterra equation typically involves expressing the solution in terms of integrals. Let's assume you have a

first-order ordinary differential equation (ODE) with initial condition and you want to convert it to a Volterra integral equation.

Here's the general procedure:

'
Assume you have an IVP of the form: y (t)=f (t , y (t)), y (t 0)= y 0 This represents a first-order ODE with initial condition
y (t 0 )= y 0. First, solve this IVP to find the solution y(t).Once you have the solution y(t), you can formulate the corresponding Volterra integral
equation.

The general form of a Volterra integral equation of the second kind is:

t
y (t )=g(t)+∫ K (t , s) y (s)ds
t0

where K(t,s) is the kernel of the integral equation and g(t) is a given [Link] need to identify the kernel function K(t,s) and the boundary function g(t)

based on the ODE and its [Link] a first-order ODE, the kernel typically involves the derivative of the solution. So, if y(t) is the solution to your IVP,

the kernel would involve y′(s).The boundary function g(t) would typically be the solution of the ODE evaluated at the initial condition, g(t )= y (t 0)
.

Once you have determined the kernel and the boundary function, plug them into the general form of the Volterra equation to get your specific Volterra

integral equation.

This method is illustrated with the help of the following solved examples.

Example:

Convert the following differential equation into integral equation :

} (x)+y(x)=¿
y

'
when y (0)=0 , y (0)=0

Solution:
Given

} (x)_+y(x)=0 (3.1 ¿
y

with initial conditions

y (0)=0

and

'
y (0)=0

From (3.1)

} (x)=−y(x) (3.2)¿
y

Integrating both sides of (3.2) w.r.t. ‘x’ from 0 to x, we have

∫ y } (x)dx=− int from {0 } to {x } {y(x)dx } ¿

¿
0

x
y ( x) − y (0)=−∫ y (x)dx (3.3)
' '

Integrating both sides of (3.3)w.r.t. ‘x’ from 0 to x, we have

x x

∫ y ( x )dx =−∫ y (x )dx

' 2

0 0

x
y (x )− y (0)=−∫ y (x)dx
2

x
y (x )=−∫ (x − t) y (t) dt
0

which is the desire integral eqution.

4. Converting BVP to Fredholm integral equation:

This method is illustrated with the help of the following solved examples.

Example :

Let us consider the following second-order ordinary differential

} (x)+ λ y(x)=0 ¿
y

with the boundary conditions

y (0)=0

y (l)=0

Solution:

Given

} (x)+ λ y(x)=0 (4.1¿

y

with initial conditions

y (0)=0

and

'
y (0)=0

From (4.1)

} (x)=− λ y(x) (4.2)¿

y

Integrating both sides of (4.2) w.r.t. ‘x’ from 0 to x, we have

∫ y } (x)dx=− λ int from {0 } to {x } {y(x)dx }¿

¿
0

x
y ( x) − y (0)=− λ ∫ y (x )dx ( 4.3)
' '

0
Let y ' (0)=Constant

x
y ( x)=C − λ ∫ y ( x)dx (4.4 )
'

Integrating both sides of (4.4)w.r.t. ‘x’ from 0 to x, we have

x x x

∫ y ( x )dx =C ∫ dx − λ ∫ y ( x )dx
' 2

0 0 0

x
y (x )− y (0)=Cx − λ∫ (x −t) y (t)dt
0

put y (0)=0

x
y (x )− 0=Cx − λ ∫ ( x −t) y (t)dt (4.5)
0

put x=l

l
y (l)=Cl − λ∫ (l −t) y (t)dt (4.6)
0

Using (4.5) and (4.6)

l x
λ
y (x )= x ∫ (l −t) y (t)dt − λ ∫ (x −t) y (t )dt
l 0 0

l x
λ x (l− t)
y (x )=∫ y (t)dt − λ ∫ (x −t) y (t )dt
0 l 0

x l x
λ x (l− t) λ x (l −t )
¿∫ y (t)dt +∫ y (t)dt −∫ λ(x −t) y (t)dt
0 l x l 0

[ ]
x l
x (l− t) x (l −t )
¿ λ∫ −( x − t) y (t) dt + λ ∫ y (t)dt
0 l 0 l
 x l
x (l− t)− l( x − t) x (l −t )
¿ λ∫ y (t)dt + λ ∫ y (t)dt
0 l 0 l

[ ]
x l
t (l− x) x( l−t )
¿λ ∫ y (t )dt +∫ y (t) dt
0 l 0 l

l
y (x )=λ ∫ K (x , t) y (t)dt
0

K ( x , t)=
{
(t /l)×(l− x), if 0<t < x
(x /l)×(l− t) ,if x <t <l

is the required Fredholm integral equation, where K (x, t).

5. The method of successive approximation:

In this method, we replace the unknown function u(x) under the integral sign of

the Volterra equation by any selective real-valued continuous function u0(x),called the
zeroth approximation. This substitution will give the first approximation u1(x) by

x
u1 ( x )=f (x)+ λ ∫ K (x , t)u0 (t)dt (5.1)
0

It is obvious that u1(x) is continuous if f (x), K(x, t), and u0(x) are continuous.

The second approximation u2(x) can be obtained similarly by replacing u0(x) in

equation (5.1) by u1(x) obtained above. And we find

x
u2 ( x )=f (x)+ λ ∫ K (x , t)u1 (t)dt (5.2)
0

Continuing in this manner, we obtain an infinite sequence of functions

u0 ( x ),u1 (x ),u2 ( x ), ....... ,u n (x), .......

that satisfies the recurrence relation

x
un ( x )=f (x)+ λ ∫ K (x , t)un −1 (t )dt (5.3)
0

for n = 1, 2, 3, ... u0 ( x )and is equivalent to any selected real-valued function. The

most commonly selected function for u0 ( x ) are 0, 1, and x. Thus, at the limit, the

solution u(x) of the equation is obtained as

u(x )=lim un (x )(5.4)

n→∞

so that the resulting solution u(x) is independent of the choice of the zeroth approximation
u0 (x ) . This process of approximation is extremely simple. However, if we

follow the Picard’s successive approximation method, we need to set u0 (x ) = f (x),

and determine u1 (x )and other successive approximation as follows:

x
u1 ( x )=f (x)+ λ ∫ K (x , t)u0 (t)dt
0

x
u2 ( x )=f (x)+ λ ∫ K (x , t)u1 (t)dt
0

............

x
un − 1( x)=f (x )+ λ∫ K (x , t)un −2 (t)dt
0

x
un ( x )=f (x)+ λ ∫ K (x , t)un −1 (t )dt (5.5)
0
The last equation is the recurrence relation. Consider

x
u2 ( x )− u1 (x)= λ∫ K (x , t)¿ ¿
0

x t
u2 ( x )− u1 (x)= λ
2
∫ K (x , t)∫ K (x , τ)f (τ )dτdt
0 0

2
¿ λ ψ 2 (x)(5.6)

where

x t
ψ 2 (x)=∫ K (x ,t)dt ∫ K ( x , τ )f (τ )dτ (5.7)
0 0

Thus, it can be easily observed from equation (5.6)that

n
un ( x )= ∑ λm ψ m (x)(5.8)
m=0

if ψ0(x) = f (x), and further that

x
ψ m (x )=∫ K (x , t)ψ m − 1 (t)dt( 5.9)
0

x
where m = 1, 2, 3, ... and hence
ψ 1 (x)=∫ K (x ,t) f (t)dt .
0

The repeated integrals in equation (5.7) may be considered as a double integral

over the triangular region thus interchanging the order of integration, we obtain

x x
ψ 2 (x)=∫ f ( τ )dτ ∫ K (x , t)K (t , τ )dt
0 τ

x
¿ ∫ K 2 (x , τ) f (τ )dτ
0
 x
Where = Similarly, we find in general
K 2 (x , τ ) ∫ K (x , t) K (t , τ)dt .
τ

x
ψ m (x )=∫ K m ( x , τ )f (τ )dτ , m=1 ,2 , 3.....(5.10)
0

where the iterative kernels K 1 (x ,t )= K ( x , t), K 2 (x , t), K 3 (x , t),……….are defined by

the recurrence formula

x
K m +1 (x , t)=∫ K (x , τ) K m (τ , t) dτ , m=1 ,2 , 3. ..(5.11)
t

Thus, the solution forun (x ) can be written as

n
un ( x )=f (x)+ ∑ λm ψ m (x)(5.12)
m =1

It is also plausible that we should be led to the solution of equation by means

of the sum if it exists, of the infinite series defined by equation (5.8). Thus, we

have using equation (5.10)

n x
un ( x )=f (x)+ ∑ λ ∫ K m (x , τ)f (τ )dτ
m

m =1 0

{∑ }
x n
¿ f (x)+∫ λ m K m (x , τ ) f (τ )dτ (5.13)
0 m=1

hence it is also plausible that the solution of equation will be given by

as n → ∞

lim un (x )=u(x )
n→∞

{ }
x n
¿ f (x)+∫ ∑ λ m K m (x , τ ) f (τ )dτ
0 m=1

x
¿ f (x)+ λ ∫ H ( x , τ ; λ) f (τ )dτ (5.14 )
0
where

n
H (x , τ ; λ)= ∑ λ m K m (x , τ)(5.15)
m=1

is known as the resolvent kernel.

Example:

Find the solution of the volterra integral equation

x
u(x )=1+∫ u(t )dt
0

with the initial conditions y 0 (x )=0. Determine the approximate analytical solution by
succesive approximation

Solution:

n
x x
u(x )=lim y n ( x ) =e
n→∞ n!

6. The method of Laplace tranformation

Volterra integral equations of convolution type such as

x
u(x )=f (x)+ λ ∫ K (x − t)u (t)dt( 6.1)
0

where the kernel K(x − t) is of convolution type, can very easily be solved using

the Laplace transform method [1]. To begin the solution process, we first define the

Laplace transform of u(x)

 ∞
ℒ { f (t) } =∫ e
− sx
f ( x)dx (6.2)
0

Using the Laplace transform of the convolution integral, we have

{∫ }
x
ℒ K (x − t)u (t)dt =ℒ { K (x) } ℒ { u(x ) } (6.3)
0

Thus, taking the Laplace transform of equation (5.1), we obtain

ℒ { u( x ) }=ℒ { f (x ) }+ λ ℒ { K (x ) } ℒ {u ( x) }

and the solution for ℒ { u( x ) } is given by

ℒ { f (x ) }
ℒ { u( x ) }=
1− λ ℒ { u(x ) }

And inverting this transform, we obtain

x
u(x )=∫ ψ (x −t) F( t) dt(6.4 )
0

where it is assumed that ℒ { f (x ) } ).The expression (6.4) is the

ℒ− 1 {u (x) }= =ψ ¿
1 − λ ℒ {u (x) }

solution of the second kind Volterra integral equation of convolution type

Example :

Solve the following Volterra integral equation of the second kind of the convolution

type using the Laplace transform method

x
u(x )=f (x)+ λ ∫ e
x− t
u(t )dt
0
Solution:

x x
u(x )=f (x)+ λ ∫ {δ (x −t )+ λ e } f (t) dt=f (x)+ λ ∫ e(1 +λ)(x −t ) f (t)dt
(1+ λ)(x −t )

0 0

where δ(x) is the Dirac delta function and we have used the integral property [7] to

evaluate the integral. Because of the convolution type kernel, the result is amazingly

simple.

7. The method of Adomian decomposition method :

The decomposition method was recently introduced by Adomian [1] in a book

written by him. The method has much similarity with the Neumann series as has

been discussed in the previous section. The decomposition method has been proved

to be reliable and efficient for a wide class of differential and integral equations of

linear and nonlinear models. Like Neumann series method, the method provides

the solution in a series form and the method can be applied to ordinary and partial

differential equations and recently its use to the integral equations was found in

the literature (see Ref. [9]). The concept of uniform convergence of the infinite

series was addressed by Adomian ([2], [3]) and Adomian and Rach [4] for linear

problems and extended to nonlinear problems by Cherruault et al [5] and Cherruault

and Adomian [6]. In this book, we do not want to repeat the convergence problems.

In the decomposition method, we usually express the solution of the linear

integral equation
 b
u(x )=f (x)+ λ ∫ K (x − t)u (t)dt(7.1)
0

in a series form like regular perturbation series (see Van Dyke [8]) defined by

∞
u(x )=∑ u n (x)(7.2)
n=0

Substituting the decomposition equation (7.2) into both sides of equation (7.1)

gives

{∑ }
∞ b ∞

∑ u n (x)=f (x )+ λ∫ K (x − t) un (t) dt(7.3)

n=0 0 n =0

The componentsu1 (x ) ,u2 (x ), u3 (x ) , ….. of the unknown function u(x) are

completely determined in a recurrence manner if we set

u0 (x )=f (x)

b
u1 ( x )=λ ∫ K ( x −t) u0 (t )dt
0

b
u2 ( x )=λ ∫ K ( x −t) u1 (t)dt
0

b
u3 ( x )=λ ∫ K ( x −t) u2 (t )dt
0

……………………

b
un ( x )=λ ∫ K ( x −t )un − 1(t)dt (7.4 )
0

and so on. The main idea here like perturbation technique is to determine the
zeroth decomposition u0 (x )by the known function f (x). Once u0 (x ) is known, then

successively determine u1 (x ), u2 (x ), u3 (x ) ,…., and so on.

A compact recurrence scheme is then given by

u0 (x )=f (x)(7.5)

b
un +1 (x)= λ∫ K (x − t)u n (t)dt , n ≥ 1(7.6)
0

In view of equations (7.5) and (7.6), the components u0 (x ),u1 (x ),u2 (x ),u3 ( x), ... follow
immediately. Once these components are determined, the solution u(x) can be obtained
using the series (7.2). It may be noted that for some problems, the series gives the closed-
form solution; however, for other problems, we have to determine a few terms in the
k
series such as by truncating the series at certain term. Because of the
u(x )=∑ u n (x)
n=0

uniformly convergence property of the infinite series a few terms will attain the
maximum accuracy.

Example:

Solve the Fredholm integral equation

1
u(x )=e −1+∫ tu (t)dt
x

by the decomposition method .

Solution

The decomposition method is used here. We have

 x 1 1 1
u(x )=e −1+ + + +....... .
2 4 8

x
u( x )=e

8. Solve integral equations using Green’s function:

Conversion of a boundary value problem into ferdholm intergal equation.

In what follows, we shall use the following notations :

n n −1
d d
L ≡ p0 ( x ) n
+ p1 (x) n −1 + .......+ p n (x)
dx dx

1 ' (n − 1) (n −1) 1 ' (n −1) (n −1 )

V k ( y )≡α k y (a)+α k y (a)+....+ α k y (a)+ β k y (b)+ β k y (b)+ ...+ β k y (b)

Suppose G (x, t) is Green’s function of the boudary value problem

L [ y ] =0(1)

V k ( y )=0 , k=1 , 2, .... , n(2)

involving homogeneous boundary conditions (2) at the end points x = a and x = b of an

interval a ≤ x ≤ b .

Result 1. Consider the boundary value problem

L [ y ] +Φ (x)=0 ,(3)

V k ( y )=0 , k=1 , 2, .... , n(4 )

involving the same homogeneous boundary conditions as in (2). Here Φ (x)

is a direct function of x.

*Then solution of the boundary value problem (3)—(4) is given by the formula
b
y (x )=∫ G(x ,t )Φ (t)dt .
a

Example:

,y(0)=0, {y } ^ {' } (1)= ¿

Reduce the boundary-value problem y } +y=x to a Fredholm
integral equation.

Sol. Given boundary value problem is

} +y=x , y(0)=0, {y } ^ {' } (1)=0 (1¿

y

We shall first find Green’s function of the following associated boundary-value problem
} =0 or {D } ^ {2 } y=0, D ≡ {d } over {dx } (2 ¿
y

with boundary conditions

y (0)=0(3)

'
y (1)=0( 4)

The auxiliary equation of (2) is

2
D =0 so tℎat D=0 , 0.

Hence the general solution of (2) is

y (x )= Ax+ B(5)

Putting x = 0 is (5) and using B.C. (3), we get

B=0 (6)

From (5), we have

'
y (1)=A

Putting x = 1 in above relation and using B.C. (4), we get

A=0 (7)

From (6) and (7), A = B = 0. Hence (5) yields only the trivial solution y x( )  0.
Therefore, Green’s function G (x, t) exists for the associated boundary- value problem
given by (2), (3) and (4) and is given by

G(x , t)=
{ a1 x+ a2 , 0≤ x ≤ t
b1 x +b 2 , t < x ≤ 1
(8)
In addition to the above property (8), the proposed Green’s function must also satisfy the

following properties :

(i) G (x, t) is continuous at x = t, that is,

b 1 t+ b2=a1 t +a2 (9)

(ii) The derivative of G has a discontinuity of magnitude – 1 (t) at the point x = t, where
p0

p0(x) = coeff. of the highest order derivative in (2) = 1, that is

(∂ G/∂ x) x=t+ 0 −(∂ G/∂ x) x=t −0 =−1(10)

(iii) G (x, t) must satisfy the boundary conditions (3) and (4), that is,

G (0, t) = 0 so that a 2= 0 (11)

and

G (1, t) = 0 so that b1 = 0 (12)

From (9) and (10),

b2 – a2 = t (13)

Solving (10), (11), (12) and (13), we have

a 2 = 0, b 1 = 0,b 2 = t, a 2= 1

Substituting these values in (8), we get

G(x , t)= {xt ,,t0<≤xx≤≤1t (14 )

Comparing y } +y−x ¿0 with y } +Φ(x)=¿, we get

Φ (x)= y (x)− x so tℎat Φ (t)= y (t)−t (15)

Also, we know that, if G (x, t) is Green’s function of the associated boundary-value
problem (given by (2), (3) and (4)), then the given boundary value problem (1) can be
reduced to the following Fredholm integral equation. [Refer equation (8) in result 2 of
Art. 11.3]
1
y (x )=∫ G(x ,t )Φ (t)dt
0

1
y (x )=∫ G(x ,t )[ y ( t)− t]dt
0

1 1
y (x )=∫ G(x ,t ) y (t )dt −∫ t y ( t)dt (16)
0 0

Now we have

1 x 1
y (x )=∫ G(x ,t ) y (t )dt=∫ G (x , t) y (t)dt+∫ t G(x ,t )dt
0 0 x

1 3
y (x )= (3 x − x )
6

Substituting the above value in (16), we obtain the required Fredholm integral equation
1
1
y (x )=∫ G(x ,t ) y (t )dt − (3 x − x )
3

0 6