Mustansiriyah University\ College of Science\ Department of Mathematics

Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

1.7 Converting BVP to Fredholm integral equation:

We present in this section how a boundary value problem (BVP) can be
converted to an equivalent Fredholm integral equation. The method is similar
to that discussed in the previous section with some exceptions that are related
to the boundary conditions. It is to be noted here that the method
of reducing a BVP to a Fredholm integral equation is complicated and rarely
used. We demonstrate this method with an illustration.
Example_3:
Let us consider the following second-order ordinary differential with the given
boundary conditions.
( ) ( ) ( ) ( ) ( ) ( ) ( )
With the boundary conditions
( )
( )
where and are given constants.

Solution: Let us make transformation

( ) ( ) ( )

Integrating both sides of equation (17) w.r.t from to and applying the
given boundary condition at , we find

( ) ( ) ∫ ( )

Note that ( ) is not prescribed yet.

Integrating both sides of equation 1 w.r.t from to and applying the given
boundary condition at ,

( ) ( ) ( ) ( ) ∫ ∫ ( )

( ) ( ) ( ) ∫ ∫ ( )

and using boundary condition at yields,

( ) ( ) ( ) ∫ ∫ ( )

and the unknown constant ( ) is determined as

( ) ∫ ∫ ( )

Hence the solution 2 can be rewritten as

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

( ) ( ){ ∫ ∫ ( ) } ∫ ∫ ( )

Therefore, equation (16) can be written in terms of ( ) as

( ) ( ) ( ){ ( ) ∫ ( ) } ( ){ ( ) ( )
∫ ∫ ( ) }

A special case

If and , i.e. , then

( ) ( ) ∫ ∫ ( )

( ) ∫ ( ) ( )

And hence the unknown constant ( ) can be determined as

( ) ( ) ∫ ( ) ( )

( ) ∫ ( ) ( ) ∫ ( ) ( )

And thus we have

( ) ( ) ( ){ ( ) ∫ ( ) } ( ){ ( )
∫ ( ) ( ) }

( ) ( ) ( )( ( ) ( )) ( ) ∫ ( ) ( )

where the kernel ( ) is given by

( ( ) ( ) )( )
( ) {
( ( ) ( ) )( )

It can be easily verified that ( ) ( ) confirming that the kernel is

symmetric. The Fredholm integral equation is given by 7.

Example_4:
Let us consider the following boundary value problem.
( ) ( ( )) ( )
( ) ( )
Solution: Integrating equation (17) with respect to from to two times
yields

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

( ) ( ) ( ) ∫ ∫ ( ( ))

( ) ( ) ∫ ( ) ( ( )) ( )

To determine the unknown constant ( ), we use the condition at , i.e.

( ) . Hence equation (1.32) becomes

( ) ( ) ∫ ( ) ( ( ))

( ) ( ) ∫ ( ) ( ( ))

Thus, equation (18) can be written as

( ) ( ) ∫ ( ) ( ( ))

∫ ( ) ( ( )) ∫ ( ) ( ( ))

( ) ( ) ∫ ( ) ( ( ))

∫ ( ) ( ( ))

( ) ( ) ∫ ( ) ( ( ))

∫ ( ) ( ( ))

( ) ( ) ∫ ( ) ( ( ))

where

( )
( ) {
( )

Once again we can reverse the process and deduce that the function which
satisfies the integral equation also satisfies the BVP.

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

Example_5: Derive an equivalent Fredholm integral equations to each of the

following boundary value problems:

a) ( ) ( ) ( ) ( ) ( )
b) ( ) ( ) ( ) ( )
c) ( ) ( ) ( ) ( )

Solution: (a) ( ) ( ) ( ) ( ) ( )

Let ( ) ( ) ( )

By integrating both sides of 1 w.r.t. from to

∫ ( ) ∫ ( ) ( ) ( ) ∫ ( )

( ) ( ) ∫ ( )

Similarly, by integrating both sides of 2 w.r.t. from to

∫ ( ) ∫ [ ∫ ( ) ] ( ) ( ) ∫ ( ) ( )

using the boundary condition at

( ) ( ) ( ) ∫ ( ) ( ) ( ) ∫ ( ) ( )

Substituting 4 into ( ) into 3 yields

( ) ( ∫ ( ) ( ) ) ∫ ( ) ( )

( ) ∫ ( ) ( ) ∫ ( ) ( ) ∫ ( ) ( )

( ) ∫ ( ) ( ) ∫ ( ) ( )

( ) ∫ ( ) ( ) ∫ ( ) ( )

Substituting 5 & 1 into ( ) ( ) ( )

( ) (∫ ( ) ( ) ∫ ( ) ( ) ) ( )

( ) ( ) ∫ ( ) ( )

where

( )
( ) {
( )

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

1.8 Converting Fredholm integral equation to BVP:

In previous section, we presented technique to convert Volterra integral
equation to an equivalent initial value problem (IVP). In a similar manner, we
will present another technique that will convert Fredholm integral equation to
an equivalent boundary value problem (BVP).

In what follows we will examine two types of problems:

Type I

Consider the Fredholm integral equation given by

( ) ( ) ∫ ( ) ( )

Where ( ) is a given function, and the kernel ( ) is given by

( ) ( )
( ) {
( ) ( )

For simplicity reasons, we may consider ( ) where is constant.

( ) ( ) ∫ ( ) ( ) ∫ ( ) ( )

( ) ( ) ( )∫ ( ) ∫ ( ) ( )

Differentiating both sides of 3, using the product rule of differentiation and

using Leibnitz rule we obtain

( ) ( ) ∫ ( ) ( ) ( ) ∫ ( ) ( )
( ) ( )

( ) ( ) ∫ ( ) ∫ ( ) ( )

Differentiating both sides of 4 w.r.t. to find that

( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )

Substituting into 3 to find that

( ) ( ) ( ) ( )

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

Example_6: convert the Fredholm integral equation:

( ) ∫ ( ) ( )

Where the kernel ( ) is given by

( )
( ) {
( )

Solution: The Fredholm integral equation can be written as

( ) ( )∫ ( ) ∫ ( ) ( )

Differentiating both sides of 2 twice w.r.t. gives

( ) ∫ ( ) ∫ ( ) ( )

( ) ( )

This in turn gives the ODE: ( ) ( )

The related boundary conditions are given by

( ) ( ) ( ) ( )

Obtained upon substituting into 2

( ) ( ) ( ) ( )

Example_7: convert the Fredholm integral equation:

( ) ∫ ( ) ( )

( )
Where ( ) {
( )

Solution:

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

Type II

We next consider the Fredholm integral equation given by

( ) ( ) ∫ ( ) ( )

Where ( ) is a given function, and the kernel ( ) is given by

( )
( ) {
( )

For simplicity reasons, we may consider ( ) where is constant.

( ) ( ) ∫ ( ) ∫ ( )

Differentiating both sides of 3, using the product rule of differentiation and

using Leibnitz rule we obtain

( ) ( ) ∫ ( )

We differentiate again w.r.t. to find that

( ) ( ) ( ) ( ) ( ) ( )

Notice that the boundary condition ( ) in this case cannot be obtained from
. Therefore, the related boundary condition can be obtained by substituting
into 3 and 4 respectively to find that

( ) ( ) ( ) ( )

( ) ( ) ( ) ( ) ( ) ( ) ( )

Recall that ( ) ( ). Moreover, if ( ) is not a constant, we can proceed

in a manner similar to the discussion presented above to obtain the boundary
value problem.

Example_8: convert the Fredholm integral equation:

( ) ∫ ( ) ( )

Where the kernel ( ) is given by ( ) {

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 Mustansiriyah University\ College of Science\ Department of Mathematics
Numerical Solution of Integral Equation Dr. Lamyaa Hussein Ali (2020-2021)

Solution: The Fredholm integral equation can be written as

( ) ∫ ( ) ∫ ( )

Differentiating both sides of 2 twice w.r.t. gives

( ) ∫ ( )

( ) ( )

This in turn gives the ODE: ( ) ( )

The related boundary conditions are given by

( ) ( ) ( ) ( )

Obtained upon substituting into 2

( ) ( ) ( ) ( )

Example_9: convert the Fredholm integral equation:

( ) ∫ ( ) ( )

Where ( ) {

Solution: