Chapter#01 Integral Equations 1
Chapter-01
Integral Equations
An equation in which an unknown function u x or y x to be determined , appears
under an integral sign, is called an integral equation. A typical form of an integral
equation in unknown function u x is of the form
x
u x f x K x, t u t dt 1
x
where K x, t is called the kernel or nucleus of the integral equation, and x
and x are the limits of integration.
In Eq 1 , it can be observed that the unknown function u x appears under the
integral sign as stated above, and out of the integral sign in most other cases as will
be discussed later.
It is to be noted that both the kernel K x, t and the function f x in Eq 1 are
given functions, is a constant parameter and limits of integrations x and x
may be both variables, constants or mixed.
Our goal is to determine the unknown function u x that will satisfy Eq 1 using a
number of solution techniques.
Integral equations arise naturally in physics, chemistry, biology and engineering.
Many initial and boundary value problems associated with ordinary differential
equations (ODE) and partial differential equations (PDE) can be transferred into
problems of solving some approximate integral equations.
In the following example, we will discuss how an initial value problem associated
with ODE can be converted to the form of an integral equation.
Example-1: Consider the initial value problem
u x 2 x u x , x0 2
Subject to the initial condition
u 0 1 3
The Eq 2 can be easily solved by using the method of separation of variables and by
applying the initial condition, the solution
u x ex
2
is easily obtained. However, integrating both sides of Eq 2 w.r.t x from 0 to x , we
have the following equation
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x x
u t dt 2t u t dt
0 0
x
u t 0 2t u t dt
x
0
x
u x u 0 2t u t dt
0
x
u x 1 2t u t dt u 0 1
0
x
u x 1 2t u t dt 4
0
Comparing Eq 4 with Eq 1 , we find that
f x 1 , , x 0 , x x and K x, t 2t
We will further discuss the algorithms of converting initial and boundary value
problems in detail to equivalent integral equations in the forthcoming sections.
Note: The functions involved in the integral equations may be complex-valued
functions of real variables x and t .
General Form of an Integral Equation: General form of an integral equation is
x
x u x f x K x, t u t dt
x
Where;
x , f x and K x, t are some known functions.
u x is an unknown function which is to be determined.
is a non-zero real or complex parameter.
K x, t is called kernel of the integral equation.
x and x are limits of integration.
Note: If f x 0 , then Eq 1 is called as homogeneous integral equation. It is
called non-homogeneous or inhomogeneous integral equation if f x 0 .
Linear and Nonlinear Integral Equation: An integral equation is called linear if
the unknown function u x under the integral sign occurs linearly, i.e., to the first
power. For example, the integral equation
b
u x f x K x, t u t dt
a
Chapter#01 Integral Equations 3
is linear. However, if the unknown function u x under the integral sign is of the
forms u 2 x , sin u x , cosh u x or eu x etc., then such an integral equation is non-
linear. Following are some examples of nonlinear integral equations:
b
u x f x K x, t u 2 t dt
a
x
u x f x K x, t eut dt
a
1
u x f x K x, t sin u t dt
0
Classification of Linear Integral Equations
The most frequently used linear integral equations fall under two main classes, namely
Fredholm and Volterra integral equations. However, here we will distinguish
four more related types of linear integral equation in addition to the two main classes.
Following is the list of Fredholm and Volterra integral equations along with the four
related types.
1) Fredholm integral equation (FIE).
2) Voltera integral equation (VIE).
3) Integro-differential equations (IDE).
4) Singular integral equation (SIE).
5) Voltera-Fredholm integral equation (VFIE).
6) Voltera-Fredholm integro-differential equation (VFIDE).
1)-Fredholm Linear Integral Equation
A linear integral equation in which both the lower and upper limits of integration are
constants, is called Fredholm integral equation. The standard form of Fredholm linear
integral equation is
b
x u x f x K x, t u t dt ; where a x, t b 1
a
Here x , f x and the kernel K x, t are known functions, is a parameter and
u x is an unknown function.
The Eq 1 is linear because the unknown function u x under the integral sign
occurs linearly, i.e., the power of u x is one.
The value of x will give the following kinds of Fredholm linear integral
equations.
1) If x 0 , Eq 1 becomes
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b
f x K x, t u t dt 0 2
a
which is known as Fredholm integral equation of the first kind.
2) If x 1 , Eq 1 becomes
b
u x f x K x, t u t dt 3
a
which is known as Fredholm integral equation of the second kind.
In fact Eq 3 can be obtained from Eq 1 by dividing both sides of Eq 1 by
x , provided x 0 .
Note: From the above discussion, it is clear that the Fredholm integral equation is of
the first kind if the unknown function u x appears only under the integral sign.
However, the Fredholm integral equation is of the second kind if the unknown
function u x appears both inside and outside of the integral sign.
2)-Volterra Linear Integral Equation
A linear integral equation in which the lower limit of integration is a constant but the
upper limit is a variable x is called Volterra integral equation. The standard form of
Volterra linear integral equation is
x
x u x f x K x, t u t dt 1
a
Here x , f x and the kernel k x, t are known functions, is a parameter and
u x is an unknown function.
As like Fredholm integral equation, the value of x will give the following kinds of
Volterra linear integral equations.
1) If x 0 , Eq 1 becomes
x
f x K x, t u t dt 0 2
a
which is known as Voterra integral equation of the first kind.
2) If x 1 , Eq 1 becomes
x
u x f x K x, t u t dt 3
a
which is known as Volterra integral equation of the second kind.
In fact Eq 3 can be obtained from Eq 1 by dividing both sides of Eq 1 by
x , provided x 0 .
Chapter#01 Integral Equations 5
Note: From the above discussion, it is clear that the Voterra integral equation is of the
first kind if the unknown function u x appears only under the integral sign.
However, the Volterra integral equation is of the second kind if the unknown function
u x appears both inside and outside of the integral sign.
3)-Integro-Differential Equation
An equation in which the unknown function u x occurs on one side as an ordinary
derivative and appears on the side under the integral sign, is known as integro-
differential equation. Following are some examples of integro-differential equations.
x
u x x x t u t dt ; u 0 0 , u 0 1 1
0
x
u x sin x 1 u t dt ; u 0 1 2
0
1
1
u x 1 x xt.u t dt ; u 0 1 3
3 0
Here Eq 1 and Eq 2 are Voterra integro-differential equations, while Eq 3 is a
Fredholm integro-differential equation.
4)-Singular Integral Equation
An integral equation is called singular if the integration is improper otherwise it is
called non-singular. In other word, an integral equation is called singular when one or
both limits of integration become infinite or when the kernel becomes infinite at one
or more points within the range of integration, otherwise it is called non-singular.
Following are some examples of singular integral equations:
u x 2 x 6 sin x t u t dt
0
0
1
u x x cos x t u t dt
3
1
u x x 1 x t u t dt
2
6
The above integral equations are singular because of infinite range of integration.
Following are examples of some more singular integral equations where the singular
behavior is because the kernel K x, t becomes infinite as t x .
x
1
x
2
u t dt
0 x t
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x
1
x u t dt ; where 0 1
x t
0
x
1
u x 1 2 x u t dt
0 x t
5)-Volterra-Fredholm Integral Equation
The Volterra-Fredholm integral equation is a combination of disjoint Volterra and
Fredholm integral equation. Its standard form is
x b
u x f x K1 x, t u t dt K 2 x, t u t dt
0 a
where K1 x, t and K 2 x, t are the kernels of the equation.
Examples of Volterra-Fredholm integral equations are;
x 2
u x 2 x x t u t dt u t dt
0 0
x 2
and u x sin x cos x u t dt u t dt
0 0
notice that the unknown function u x appears inside the Volterra and Fredholm
integrals and outside both integrals.
6)-Volterra-Fredholm Integro-Differential Integral Equation
The Volterra-Fredholm integro-differential equation is a combination of disjoint
Volterra and Fredholm and differential operator. Its standard form is
x b
u n
x f x K1 x, t u t dt K 2 x, t u t dt
0 a
where K1 x, t and K 2 x, t are the kernels of the equation and n is order of the
ordinary derivative of u x .
Examples of Volterra-Fredholm integro-differential equations are;
x 1
u x 1 x t u t dt xt.u t dt , u 0 1
0 0
x
1
and u x x x3 u t dt x.u t dt , u 0 0 , u 0 2
6 0
Chapter#01 Integral Equations 7
EXERCISE -1.1
1) Classify each of the following integral equations as Fredholm or
Volterra integral equation, linear or nonlinear, and homogeneous or
nonhomogeneous.
1 x
(i) u x x xt.u t dt (ii) u x 1 x 2 x t .u t dt
0 0
x 1
(iii) u x e x t 2 .u 2 t dt u x x t .u t dt
2
(iv)
0 0
1 1
2 x 1 1
(v) u x
x xt.u t dt (vi) u x 1 . dt
3 0
4 0
x t u t
2) Classify each of the following integro-differential equations as
Volterra integro-differential equations or Fredholm integro-
differential equations. Also determine whether the equation is linear
or nonlinear.
1
(i) u x 1 e 2t .u 3 t dt , u 0 1
0
x
x2
(ii) u x x t .u 2 t dt , u 0 1 , u 0 0
2 0
2
(iii) u x sin x x xt.u t dt , u 0 1 , u 0 0 , u 0 1
0
x
1 4
(iv) u x x x t .u t dt , u 0 0 , u 0 0 , u 0 2
12 0
3) Integrate both sides of each of the following differential equations
once from 0 to x , and use the given initial condition to convert to a
corresponding integral equation or integro-differential equation.
(i) u x 4u x , u 0 1
(ii) y x 3x 2 y x , y 0 1
(iii) u x u 2 x , u 0 4
(iv) y x 2 x. y x , y 0 0 , y 0 1
(v) u x 4 x.u 2 x , u 0 2 , u 0 1
4) Discuss the type, linearity and homogeneity of the following integral
equations.
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x 1
(i) u x x tan u t .u t dt x t .u t dt
0 0
x 1
(ii) u x 1 x t .u t dt xt.u t dt , u 0 1
0 1
x 1
(iii) u x sin x t.u t dt t 2 .u 2 t dt , u 0 0
0 0
x
u2 t
(iv) u x 1 x dt
0 x t
Solutions
1)
(i) Fredhlom, linear, nonhomogeneous
(ii) Volterra, linear, nonhomogeneous
(iii) Volterra, nonlinear, nonhomogeneous
(iv) Fredhlom, linear, homogeneous
(v) Fredhlom, linear, nonhomogeneous
(vi) Fredhlom, nonlinear, nonhomogeneous
2)
(i) Fredhlom integro-differential equation, nonlinear
(ii) Volterra integro-differential equation, nonlinear
(iii) Fredhlom integro-differential equation, linear
(iv) Volterra integro-differential equation, linear
3)
(i) Solution: Given that
u x 4u x 1
and u 0 1 2
Integrating both sides of Eq 1 , from 0 to x , we have
x x
u t dt 4u t dt
0 0
x
u t 0 4u t dt
x
0
x
u x u 0 4u t dt
0
x
u x 1 4u t dt u 0 1
0
Chapter#01 Integral Equations 9
x
u x 1 4u t dt
0
--------------------------------------------------------------------------------------------------------
(iv) Solution: Given that
y x 2 x. y x 1
and y 0 0 , y 0 1 2
Integrating both sides of Eq 1 , from 0 to x , we have
x x
y t dt 2t. y t dt
0 0
x
y t 0 2t. y t dt
x
0
x
y x y 0 2t. y t dt
0
x
y x 1 2t. y t dt y 0 1
0
x
y x 1 2t. y t dt , y 0 0
0
Note: The remaining parts are left for students as exercise.
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4)
(i) Volterra-Fredhlom, linear, nonhomogeneous
(ii) Volterra-Fredhlom integro-differential equation, linear, nonhomogeneous
(iii) Volterra-Fredhlom integro-differential equation, nonlinear, nonhomogeneous
(iv) Volterra, nonlinear, nonhomogeneous
Solution of Integral Equations
A solution of an integral equation or an integro-differential equation on the interval of
integration is a function u x or y x , which, when substituted into the equation,
reduces it to an identity, i.e., it satisfies the given equation.
Example-1: Show that u x e x is a solution of the Volterra integral equation
x
u x 1 u t dt
0
Solution: Given that,
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x
u x 1 u t dt 1
0
and u x ex 2
Substituting u x e x in the RHS of Eq 1 , we have
x
RHS 1 u t dt
0
x
1 et dt u x e x
u t et
0
x
1 et
0
1 e e0 x
1 ex 1
e x u x LHS
This shows that u x e x is a solution of the given Volterra integral equation.
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Example-2: Show that u x x e x is a solution of the Fredholm integral equation
1
4
u x e x x xt.u t dt , u 0 1 , u 0 2
3 0
Solution: Given that,
1
4
u x e x x xt.u t dt , u 0 1 , u 0 2 1
3 0
and u x x ex 2
Substituting u x x e x in the RHS of Eq 1 , we have
1
RHS e x xt t et dt
4 x
3 0
1
e x x x t 2 tet dt
4
3 0
4 1
1
e x x x t 2 dt tet dt
3 0
0
4 3 1
t
1
e x x tet et dt
x 1
3 3 0
0
0
Chapter#01 Integral Equations 11
1 0
1
3 3
4
e x x
x
1 e1 0 e0 et
3 3
3 0
4 1
e x x x 0 e 0 e1 e0
3 3
4 1
e x x x e e 1
3 3
4 4
ex x x
3 3
e u x LHS
x
u x x e x
u x e x
This shows that u x x e x is a solution of the given Fredholm integral equation.
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Example-3: Find , if u x e x is a solution of the Volterra integral equation
2
x
u x 1 t.u t dt
0
Solution: Given that,
x
u x 1 t.u t dt 1
0
Substituting u x e x in Eq 1 , we have
2
x
e x 1 t.et dt
2 2
x
e 2t dt
2
x2 t 2
e 1
0
x2
e x 1 e v t 2 dv 2t dt
2
v
dv
2 0
x2
e x 1 ev
2
2 0
e x 1 e x e0
2 2
2
e x 1 e x 1
2 2
2
e x 1 e x
2 2
2 2
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e x 0 e x 1 1 0 1 2
2 2
2 2 2 2
EXERCISE -1.2
1) Verify that the given function is a solution of the corresponding
integral or integro-differential equation:
12
1
(i) u x x u t dt , u x x
0
24
1
(ii) u x x xt.u 2 t dt , u x 2x
0
x
(iii) u x x x t .u t dt , u x sin x
0
x
(iv) u x 2cosh x x sinh x 1 t.u t dt , u x cosh x
0
x
(v) u x 2 x x 4 4t.u t dt , u 0 0 , u x x2
0
x
(vi) u x x cos x 2sin x t.u t dt , u 0 0 , u 0 1 , u x sin x
0
x
3
x t .u t dt x3 2 , u x
12
(vii)
0
2
2) Find the unknown f x or , if the given function is a solution of the
corresponding integral equation:
x
1
(i) u x 1 f x x t .u t dt , u x 2cos x 1
2 0
x
(ii) u x f x x t .u t dt , u x ex
0
x
(iii) u x 1 3t 2 .u t dt , u x e x
3
0
1
(iv) u x x x 2 x xt 2 x 2t u t dt , u x x 2 x3
3 2
1
Solutions
2)
(i) f x x2 (ii) f x x 1 (iii) 1 (iv) 5