somewhere near the beginning.

An integral equation of the second kind

Filed under: Mathematics — Alex @ 3:57 pm 5/23/2007

Fredholm integral equations of the second kind are of the form

 \sigma(x) + \int_\Omega k(x, y) \sigma(y) \; dy = \phi(x),

where the kernel k and data \phi are given, and the problem is to find \sigma. Sometimes solutions exist and are unique, but that’s not guaranteed.

But you don’t need to know anything about IEs to solve this problem:

\sigma(x) + \int_0^1 (x-y)^2 \sigma(y)\; dy = \cos(\pi/2 x)

Give it a try!

Bonus! solve this one:

\sigma(x) + \int_{-1}^1 |x-y| \sigma(y) \; dy = \cos(\pi/2 x)

I was surprised that it’s relatively easy to get this solution in a closed form. There’s a trick to it…

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