NUMERICAL SOLUTION OF INTEGRAL EQUATION AND TYPES.
DEFINITION:
An Integral equation is an equation in which the unknown function U(x) to be determined appears under
an integral sign.
STANDARD FORM
U(x) =F(x) +∫ K(x, t). U(t)dt
Where K(x,t) is called Kernel of Integral equation. (x.E)
Suppose
U(x) = 3x+2
U(t) = 3t+2
Example:
i.) U(x) = x2+x+∫ (x + t). U(t)dt
F(x) = x2+x K(x,t)= x+t
a(x) = 0 & b(x) = 5
ii.) U(x)= log x + ∫ e , U(t)dt.
b(x) = x2 K(x,t) = e
a(x) = 0 F(x) = log x
Types of Integral Equation:
1. Fredhalm I.E.
The equation of the form:
S.F Ø(x). U(x) = F(x) + ƛ∫ K(x, t) U(t)dt
x,t E[a,b] ƛ is a parameter. a & b should be constant.
Example: x2. U(x) = 2x+ ƛ ∫ (x2+t2) U(t) dt
F.I.E (Fredhalm integral equation)
Ø(x) = x2. F(x) = 2x a=2 , b=4 K(x,t) = x2+t2
i.) F.I.E of 1st Kind : If Ø(x) =0 in standard form ( S.F of F.I.E then resulting equation is F.I.E of 1 st
Kind)
0=F(x) + ƛ∫ K(x, t) U(t)dt ,
ii.) F.I.E of 2nd Kind : Ø(x) =1,
U(x)= F(x) + ƛ∫ K(x, t) U(t)dt
U(x)= (x+1) + ƛ∫ (3t + x) U(t)dt
F.I.E of 2nd Kind, F(x)=(x+1), a=0, b=5x, K(x,t) = (3t+x)
2. Volterra Integral Equation.
The standard form of V.I.E is
Ø(x).V(x)= F(x) + ƛ∫ K(x, t) V(t)dt
1st Kind: 0=F(x) + ƛ∫ K(x, t) V(t)dt
2nd Kind: U(x) = F(x) + ƛ∫ K(x, t) V(t)dt
EXAMPLE 1:
0=(x3+2x) + ƛ∫ (2x + t) V(t)dt
F(x)=(x3+2x)
K(x,t)=2x+t
EXAMPLE 2:
U(x)=tan x + ƛ∫ e U(t)dt
F(x)= tanx K(x,t)= e
V.I.E of 2nd kind
Linear
INTEGRAL EQUATION
Non linear
Homogenous
Non homogenous
1. Fredhalm or Volterra I.E are said to be linear if unknown function (UX) under integral sign is
linear.
E.G: U(x)= F(x) + ƛ∫ K(x, t) U(t)dt
Non- Linear function: U2(t), U3(t), Un(t), eu(t), cos U(t) e.t.c
Example: U(x)= ½ +x- ƛ∫ (x − t)2 U(t) dt
2. Fredhalm or Volterra I.E are said to be homogenous function if F(x)=0
0= ƛ∫ e U(t)dt
Classification of integral equation on the linear and Non linear, Homogenous and Non
Homogenous.
1st and 2nd F.I.E AND V.I.E
Classify the following I.E as Fredhalm or Volterra I.E, Linear or Non linear & Homogenous or Non
Homogenous.
i.) U(x)= ½ +x- ƛ∫ (x − t)2 U(t) dt
= F.I.E, 2nd kind
= Linear
= Non Homogenous
ii.) 0=x2+ ƛ∫ e U2(t)dt
=V.I.E , 1st kind
= Non Linear
= Non Homogenous
iii.) U(x)= ƛ∫ (xt) U(t)dt
=F.I.E 2nd kind
= Homogenous
iv.) 0= ƛ∫ (x2 –t2) U(t)dt
=V.I.E 1st kind
= Linear
=Homogenous
Show that U(x) is a solution of integral equation.
1. Show that U(x)=ex is a solution of V.I.E
U(x)=1+∫ U(t)dt
SOLUTION.
Put U(x)=ex in RHS part of the equation
RHS=1+∫ et dt= 1+[et]x0 = 1+ ex- e0
= ex=U(x)
RHS=LHS
=U(x)= ex is a solution of the given V.I.E
2. Show that U(x)=x is a solution of F.I.E
U(x)= x – + ∫ (x+t) . U(t) dt
F(x)=0 F.I.E , 2nd kind ; Linear ; Non Homogenous (i.e If F(x) ≠0)
SOLUTION:
Put U(x)=x in RHS
RHS x – + ∫ (x+t) . U(t) dt= x – + ∫ (xt) . t2 dt
= x– + [ - ]10
= x – + [ + - 0] = x – + +
- + = = x = U(x) = x
LHS=RHS
U(x)=x is a solution of F.I.E
3. Find ∝, If U(x)= 𝑒 is a solution of V.I.E
U(x)= 1-∝ ∫ t U(t) dt
SOLUTION:
Put U(x)= 𝑒 in the equation
𝑒 − 1−∝ 𝑒 dt
Put -t2= y
-2tdt = dy
dt=
as t =0 , y=0
t=x , y= -x2
𝑒 = 1+∝ ∫ e
𝑒 = 1+∝ ∫ dy
𝑒 =1+∝ [ ]
∝
𝑒 =1+ [𝑒 - 1]
∝
𝑒 -1= [𝑒 - 1]
[ ]
=∝
[ ]
∝ = 2 is the solution.
