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Second Edition
A FIRST COURSE IN INTEGRAL
EQUATIONS
A FIRST COURSE IN INTEGRAL
EQUATIONS
Abdul-Majid Wazwaz
Saint Xavier University, USA
Published by
World Scientific Publishing Co. Pte. Ltd.
5 Toh Tuck Link, Singapore 596224
USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601
UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE
For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc.,
222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from the
publisher.
Printed in Singapore
THIS BOOK IS DEDICATED TO
My wife, our son, and our three daughters
for supporting me in all my endeavors
Contents
Preface to the Second Edition
Preface to the First Edition
1 Introductory Concepts
1.1 Definitions
1.2 Classification of Linear Integral Equations
1.2.1 Fredholm Linear Integral Equations
1.2.2 Volterra Linear Integral Equations
1.2.3 Integro-Differential Equations
1.2.4 Singular Integral Equations
1.2.5 Volterra-Fredholm Integral Equations
1.2.6 Volterra-Fredholm Integro-Differential Equations
1.3 Solution of an Integral Equation
1.4 Converting Volterra Equation to an ODE
1.4.1 Differentiating Any Integral: Leibniz Rule
1.5 Converting IVP to Volterra Equation
1.6 Converting BVP to Fredholm Equation
1.7 Taylor Series
1.8 Infinite Geometric Series
Bibliography
Index
Preface to the Second Edition
Within the last eighteen years since the publication of the first edition of A First Course
in Integral Equations, the growth in the field of Integral Equations has been flourishing
with many advances. The new developments, which complement the traditional
concepts, present clear expositions of the main concepts and keys of Integral Equations.
Moreover, a further significant recognition of the use of Integral Equations in scientific
fields, engineering, and mathematics has developed. This recognition has been followed
up with further achievements in research. Like the first edition, the second edition is
helpful to a wide range of advanced undergraduate and graduate students in varying
fields, as well as researchers in science, mathematics, and engineering. Some of the
strengths of the new edition are the detailed treatments, clarifications, explanations of
the new developments, discussions of the wide variety of examples, and the well-
presented illustrations to aid the learner to better understand the concepts.
In editing this new edition, the following distinguishing features, above the
pedagogical aims of the first edition, were highly considered:
1. Many new and remarkable developments have been added. The scope of each chapter
is extended to contain these fascinating new findings.
2. The linear and the nonlinear integral equations were handled in a systematic manner
with more methods and applications. This edition provides very systematic and detailed
instructions on how to handle each kind of equations.
3. Many people have written to me since the publication of the first edition. They
offered many useful and constructive suggestions. Their suggestions for extending some
topics were honored in this text.
4. The fruitful evaluations, made by my students who used the first edition, provide
useful input. My students’ questions and concerns were addressed in this edition.
5. A new application chapter has been added to discuss a variety of scientific
applications. Numerical and analytic treatments of linear and nonlinear integral
equations are explained in this chapter to highlight the effectiveness of the traditional
and the new methods.
6. The exact solutions of integral equations play a significant role in the proper
understanding of the features and structures of the problem. For this reason, and based
upon a vast request by readers, a solutions manual has been made that gives detailed
explanations and illustrations for solving each problem of the second edition.
I would like to acknowledge the encouragement of my wife who supported me in all
my endeavors, and in this edition and the accompanied solutions manual. I would also
like to acknowledge our son and three daughters for their support and encouragement.
Saint Xavier University Abdul-Majid Wazwaz
Chicago, IL 60655 e-mail: [email protected]
Summer 2015
Preface to the First Edition
Engineering, physics and mathematics students, both advanced undergraduate and
beginning graduate, need an integral equations textbook that simply and easily
introduces the material. They also need a textbook that embarks upon their already
acquired knowledge of regular integral calculus and ordinary differential equations.
Because of these needs, this textbook was created. From many years of teaching, I have
found that the available treatments of the subject are abstract. Moreover, most of them
are based on comprehensive theories such as topological methods of functional
analysis, Lebesgue integrals and Green functions. Such methods of introduction are not
easily accessible to those who have not yet had a background in advanced mathematical
concepts. This book is especially designed for those who wish to understand integral
equations without having the extensive mathematical background. In this fashion, this
text leaves out abstract methods, comprehensive methods and advanced mathematical
topics.
From my experience in teaching and in guiding related senior seminar projects for
advanced undergraduate students, I have found that the material can indeed be taught in
an accessible manner. Students have showed both a lot of motivation and capability to
grasp the subject once the abstract theories and difficult theorems were omitted. In my
approach to teaching integral equations, I focus on easily applicable techniques and I do
not emphasize such abstract methods as existence, uniqueness, convergence and Green
functions. I have translated my means of introducing and fully teaching this subject into
this text so that the intended user can take full advantage of the easily presented and
explained material.
I have also introduced and made full use of some recent developments in this field.
The book consists of six chapters, each being divided into sections. In each chapter
the equations are numbered consecutively and distinctly from other chapters. Several
examples are introduced in each section, and a large number of exercises are included
to give the students a constructive insight through the material and to provide them with
useful practice.
In this text, we were mainly concerned with linear integral equations, mostly of the
second kind. The first chapter introduces classifictions of integral equations and
necessary techniques to convert differential equations to integral equations or vice
versa. The second chapter deals with linear Fredholm integral equations and the
reliable techniques, supported by the new developments, to handle this style of
equations. The linear Volterra integral equations are handled, using the recent
developed techniques besides standard ones, in Chapter 3. The topic of integro-
differential equations has been handled in Chapter 4 and reliable techniques were
implemented to handle the essential link between differential and integral operators.
The fifth chapter introduces the treatment of the singular and the weakly singular
Volterra type integral equations. The sixth chapter deals with the nonlinear integral
equations. This topic is difficult to study. However, recent schemes have been
developed which show improvements over existing techniques and allow this topic to
be far more easily accessible for specific cases. A large number of nonlinear integral
examples and exercises are investigated.
Throughout the text, examples are provided to clearly and throughly introduce the
new material in a clear and absorbable fashion. Many exercises are provided to give
the new learner a chance to build his confidence and ease with the newly learned
material. The exercises increase in complexity, to challenge the student.
Finally, the text has three useful Appendices. These Appendices provide the user
with the integral forms, Maclaurin series and other related materials which are needed
to be used in the exercises.
The author would highly appreciate any note concerning any error found.
1.1 Definitions
An integral equation is an equation in which the unknown function u(x) to be determined
appears under the integral sign. A typical form of an integral equation in u(x) is of the
form
where K(x, t) is called the kernel of the integral equation, and α(x) and β(x) are the
limits of integration. In (1), it is easily 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 important to point out that the kernel K(x, t) and the function
f(x) in (1) are given in advance. Our goal is to determine u(x) that will satisfy (1), and
this may be achieved by using different techniques that will be discussed in the
forthcoming chapters. The primary concern of this text will be focused on introducing
these methods and techniques supported by illustrative and practical examples.
Integral equations arise naturally in physics, chemistry, biology and engineering
applications modelled by initial value problems for a finite interval [a, b]. More details
about the sources and origins of integral equations can be found in [12] and [14]. In the
following example we will discuss how an initial value problem will be converted to
the form of an integral equation.
The equation (2) can be easily solved by using the method of separation of variables;
where by using the initial condition (3), the solution
is easily obtained. However, integrating both sides of (2) with respect to x from 0 to x
and using the initial condition, Eq. (3) yields the following
or equivalently
obtained by integrating the left hand side of (5) and by using the given initial condition
(3). Comparing (6) with (1) we find that f(x) = 1 and the kernel K(x, t) = 2t.
We will further discuss the algorithms of converting initial value problems and
boundary value problems in detail to equivalent integral equations in the forthcoming
sections. As stated above, our task is to determine the unknown function u(x) that
appears under the integral sign as in (1) and (6) and that will satisfy the given integral
equation.
We further point out that integral equations as ( 1) and (6) are called linear integral
equations. This classification is used if the unknown function u(x) under the integral sign
occurs linearly i.e. to the first power. However, if u(x) under the integral sign is
replaced by a nonlinear function in u(x), such as u2(x), cos u(x), cosh u(x) and eu(x),
etc., the integral equation is called in this case a nonlinear integral equation.
Koirista oli koko haitta heti alussa, sillä ne joutuivat riitaan niiden
maarakkien kanssa ja purivatkin niistä samana päivänä jo kaksi
kuoliaaksi, ja me ensin luultiin, että ne kaupunkilaiset siitä syystä
meitä ylenkatsovat eivätkä anna meille asuntoa. Me ruvettiin sitten
taluttamaan kukin koiraansa nuorassa.
Oli ajeltu jo puoleen päivään asti ja hyvä keli siellä Laatokan jäillä
olikin, lunta ei paljon missään, eikä pahempia rakojakaan, ja ukko
tuli yhä puheliaammaksi ja puheliaammaksi Ensin se ei haastellut
muuta kuin sen minkä silti kysyi ja senkin hyvin yksikantaan.
— Hahhahhahhahhahh…!
Tuskin oli purjeet pantu kiinni, kun miehet saivat uutta ja paljon
pahempaa työtä.
"Tämä suunta vie helvettiin! Niin piru vie liekin!" mörähti hän ja
alkoi tutkia, minkä verran olisi suuntaa muutettava, jotta saari
voitaisiin sivuuttaa pohjoispuolitse. Saatuaan selville sen pisti hän
päänsä ulos kajuutan luukusta ja huusi:
"Selvä on!"
"Pannaan suunta luoteeseen!"
Silmänräpäys.
"Valmis."
"Valmis on!"
Tuskin oli viittä minuuttia pidetty tätä uutta suuntaa, kun nousi
tuulen puolelta laine kuin vierivä vuori, joka hautasi hetkeksi alleen
koko laivan.
Sillä aikaa oli kuljettu jo niin lähelle maata, ettei entisellä suunnalla
mitenkään olisi voitu päästä ohi saaren enemmän pohjois- kuin
eteläpuoleltakaan. Meri olisi saatu entistä enemmän sivusta ja luukut
olisivat entistä pikemmin avautuneet. Molemmilla kerroilla oli laivan
sisään tullut niin paljon vettä, ettei kolmatta luukun avautumista
voitu ajatellakaan. Pumpusta ei ollut mitään apua. Se ei antanut
vuotovedestä pisaraakaan takaisin. Viimeinen ehyt ison luukun peite
oli äskeisessä rytäkässä repeillyt ja vuoti lakkaamatta, sillä
myötäisessäkin kuohui meri yli laivan perältä keulaan, vaikka ei
sattunutkaan kansiluukkuihin niin ankarasti kuin sivulta tuleva meri,
sillä kajuutta murti sen voiman.
Maan läheisyyden vuoksi alkoi laine olla yhä jyrkempää, eikä ollut
mitään mahdollisuuksia kääntää laivaa mihinkään muuhun suuntaan,
sillä se olisi uponnut heti.
"Siltä se tuntuu."
Silloin se tärähti.
Heti kun laiva jäi paikalleen, syöksyi meri kauhealla voimalla sen
yli, pyyhkien perältä keulaan ja räiskyen kajuutan ja skanssin
kohdalla suihkuna ylös aina puoliväliin saalinkeja ja kaapaten
mukaansa miehet, joita se vyörytteli yli kajuutan, viskoi ketä
vantteihin ja ketä skanssin seiniin.
*****
"No kun nyt kerran on jo maalla, niin on. Ja jos se oli erehdys, niin
hyvä sillä", sanoi perämies ja kehoitti päämiestään nousemaan
jälleen maalle.
Tuli kolmas ja neljäskin laine. Joku niistä viskasi koria toisakin päin
ympäri köyden, mutta ei se lähtenyt enää sittenkään kulkemaan.
Kun neljännen laineen jälkeen kori taas tuli näkyviin, parkaisivat
naiset, joita myöskin uteliaina oli rantaan tullut, kauhusta ja
käänsivät päänsä poispäin siitä tai peittivät kasvonsa käsillään, sillä
kori oli tyhjä.
*****
Laivasta oli peräpeili poissa. Sai vain tulla täyttä kyytiä sisään kuin
avatusta portista ja juosta esteettömästi läpi kajuutan, jossa oli vain
sivuseinät ja katto, ja kurkistella sisään auki ammottavista
kansiluukuista ja taas karata läpi skanssin, jossa myös oli enää vain
sivuseinät ja katto. Hei miten on lystiä! Skanssista raapaistaan
mukaan yhtä ja toista, yksi koijan tolvana ja eräs merimieskirstu,
jotka ovat sinne unohtuneet muilta laineilta, ja viskataan ne yli
keulapakan ja keulan ja heittäydytään sitten itsekin aikamoisella
nurinnarin-kuperkeikalla alas ja annetaan aimo korvapuusti tuolle
uniselle ja surkealle pelastuskorille, joka siinä kiikkuu, milloin
vedessä, milloin ilmassa, valkeiksi kuluneissa köysissään, ja
hyökätään ylös maalle, jonka ranta pitkin pituuttaan on täynnä laivan
sirpaleita ja kuohuu valkeana nousevan auringon sitä kirkastaessa.
Pitkin aamupäivää vähenee laine. Harva ja laiska ummikas lotisee
laivan kannella.
— Kuninkaan luotsina?!
— Niin. Kuninkaan luotsina — niin niin.
*****
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