MA3XJ/MA4XJ Integral Equations
Problem Sheet 1: 2023-2024
N.B. see section 1.1 of the handout labelled “Introductory Notes” for how to classify integral equations and do Q1! Important questions in this classification are: Is this a 1D, 2D, ... integral equation? Is this a linear or nonlinear integral equation? If it is linear, is it first kind or second kind, homogeneous or inhomogeneous, Fredholm or Volterra?
1. Classify the following integral equations:
(a) (y(x) + 1)2 = e x + R 0 1 (x − t)y(t)dt, for 0 ≤ x ≤ 1;
(b) y(x) = R 0 x sin(x − t)y(t)dt, for 0 ≤ x ≤ 3;
(c) tan x = R1−1 (x − t) 2 y(t)dt, for −1 ≤ x ≤ 1;
(d) e x = y(x) + R − π π ln |x − t|y(t)dt, for −π ≤ x ≤ π;
(e) y(x) = cos(x) + R π0cos(x − t) cos(y(t))dt, for 0 ≤ x ≤ π;
(f) cos(x) = R 0 x xty(t)dt, for 0 ≤ x ≤ π;
(g) 0 = y(x) + R − π π ln |x − t|y(t)dt, for −π ≤ x ≤ π.
2. Find the solutions y ∈ C[0, 1], if any, of the integral equations with separable kernels:
(a) y(x) = 1 + R 0 1 x 2 t 2 y(t)dt, 0 ≤ x ≤ 1;
(b) y(x) = sin x + R 0 1 xty(t)dt, 0 ≤ x ≤ 1.
3. Generalising 1(a), given λ ∈ C with λ ≠ 0, consider the integral equation
(a) Show that there is exactly one solution y ∈ C[0, 1] to this equation if λ ≠ 1/5, and find a formula for this solution;
(b) Show that there is no solution y ∈ C[0, 1] if λ = 1/5;
(c) Does the above integral equation have any solutions if λ = 0?
4. Define the integral operator K : C[−2, 2] → C[−2, 2] by
Define ψ(x) = x + 3i, for −2 ≤ x ≤ 2.
(a) Obtain an explicit formula for the function Kψ .
(b) Obtain an explicit formula for the function K2 ψ := K(Kψ).
(c) Generalising (a) and (b), show that if, for some constants a,b ∈ C, ϕ(x) = a + bx, for
−2 ≤ x ≤ 2, then
5. Show that if y ∈ C[0, 1] satisfies
then
6. [This is a variant on the previous question, with almost the same solution, but showing a slightly stronger result.] Show that y ∈ C[0, 1] satisfies
if and only if
7. Given λ ∈ C with λ ≠ 0, show that y ∈ C[0, 1] satisfies
if and only if
λy(x) = 1 +px + q, 0 ≤ x ≤ 1,
and
Hence show that, if λ2 ≠ −1/12, then the integral equation (1) has exactly one solution, and obtain a formula for that solution. What happens if λ2 = −1/12?
8. Write the following kernels k in degenerate form, i.e. in the form N
for some N ∈ N and some functions ℓn that are integrable and functions kn that are contin- uous. In each case say what N is and what the functions kn and ℓn are:
(a) k(x,t) := sin(x)cos(t) + x2 + t−1/2, for x,t ∈ [0, 1];
(b) k(x,t) = exp(x + t), for x,t ∈ [−1, 1];
(c) k(x,t) = sin(x − t), for x,t ∈ [0,π];
(d) k(x,t) = ln(x/t), for x,t ∈ [1, 2].
9. Find the solutions y ∈ C[−1, 1], if any, of the integral equation
10. Generalising the previous question, given λ ∈ C with λ ≠ 0, find the solutions y ∈ C[−1, 1], if any, of the integral equation
11. Find the solutions y ∈ C[0,π], if any, of the integral equation
12. Which of the following integral equations have continuous kernels? Which have weakly singular kernels? [Note that any continuous kernel is automatically also weakly singular, according to the specific definition of weakly singular that we are using.]
(a) tanx = (x − t)y(t)dt, for -1 ≤ x ≤ 1;
(b) y(x) = sin(x − t)y(t)dt, for 0 ≤ x ≤ 1;
(c) y(x) = cos(x − t)|x − t| −1/2y(t)dt, for 0 ≤ x ≤ 1;
(d) y(x) = sin(x − t)y(t)dt, for 0 ≤ x ≤ 1
[Hint: first rewrite this as y(x) = k(x,t)y(t)dt, for 0 ≤ x ≤ 1, with the kernel k defined by k(x,t) := sin(x − t), for 0 ≤ t ≤ x ≤ 1, and by k(x,t) = 0, if 0 ≤ x < t ≤ 1.];
(f) y(x) = sin(x − t)|x − t| −3/2y(t)dt, for 0 ≤ x ≤ 1.
[Hints: remember that |cos(s)| ≤ 1, |sin(s)| ≤ 1, and also |sin(s)| ≤ |s|, for all s ∈ R.]
13. Recall that if S and T are sets and f : S → T is a mapping (in which case we call S the domain and T the codomain of the mapping), the range of f, often denoted by f(S), is the subset of T defined by
f(S) := {f(s) : s ∈ S}.
Define the integral operator K : C[0, 3] → C[0, 3] by
Let R denote the range of K, i.e.
R = K(C[0, 3]) := {Kϕ : ϕ ∈ C[0, 3]},
and let L denote the set of linear polynomials defined on [0, 3], i.e. L is the set of functions ϕ : [0, 1] → C such that, for some constants a,b ∈ C,
ϕ(x) = a + bx, 0 ≤ x ≤ 3.
(a) Suppose that g ∈ L, i.e., for some constants a,b ∈ C, g(x) = a+bx, for 0 ≤ x ≤ 3. Show that the integral equation
Ky = g (2)
has exactly one solution y ∈ L, and find that solution explicitly. (b) Noting the result from part (a), show that R = L.
(c) Does the equation (2) have a solution y ∈ C[0, 3] in the case that g(x) = cos(x), for 0 ≤ x ≤ 3?
14. Define the integral operator K : [0, 2] → C[0, 2] by
(a) Applying the fundamental theorem of calculus (look this up in your calculus book or on
Wikipedia!), deduce that if ϕ ∈ C[0, 2] then Kϕ is continuously differentiable on [0, 2] with
(Kϕ)′ (x) = (1 + x)ϕ(x), for 0 ≤ x ≤ 2.
(b) Let C1 [0, 2] denote the set of those ϕ ∈ C[0, 2] that are continuously differentiable on
[0, 2]. Using the result from (a), deduce that the range of K satisfies K(C[0, 2]) ⊂ {ϕ ∈ C1 [0, 2] : ϕ(0) = 0}.
(c) Using the result from (a), show that if y ∈ C[0, 2], g ∈ C1 [0, 2], and Ky = g,
then
In the case that g(x) = sin(x), for 0 ≤ x ≤ 2, show (just by substituting in) that y given by this formula is indeed a solution of Ky = g. Show that y given by this formula is not a solution to Ky = g in the case that g(x) = cos(x), for 0 ≤ x ≤ 2, and explain why this is unsurprising given the result from (b).
15. For any continuous function ϕ, let Kϕ denote the continuous function defined by
Show that if ϕ is defined by
ϕ(s) = 1, 0 ≤ s ≤ 1, (4)
and if K2 ϕ denotes the function K(Kϕ), then
Kϕ(x) = (e - 1)ex , 0 ≤ x ≤ 1, and
For n = 1, 2, . . ., generalise the above notation and let Kn+1ϕ denote the function K(Kn ϕ). If ϕ is defined by (4), prove by induction that
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