<br>

Theory Ilustrative Examples Exrcise()

Chapter

2 Solution of Integral Equations

2.1 Solution of Nonhomogeneous Volterra's Integral

Equation of Second kind by the Method of Successive
Substitution
Consider the Volterra's integral equation of second kind as

() = F(r) + 2 [ K(*,E) (5) dE ...(1)

where,
(i) the kernel K(x,E) real and continuous in the rectangle R:
#0 is asxsb, a ssb.
Consider | K(x,E)|sP, where P is the maximum value in R.
is real and continuous in an interval
(ii) The function F(r) 0 asxsh. Consider
|F(x)|< Q, where Q is the maximum value in the interval
(iii) A is a non-zero numerical parameter.

Substituting the unknown function o (E) under an integral sign from the equation (1)
itself, we have
o
() = F(a) + f Kr.) [F(E) + 2[ K(.Š) O(5))45,]45

=
o(r) Fr) + 2[ K(*,) F(G) d

+a'[ K(,3) [ K(G.5) o (5,) 45,45

we
Performing the operation successively for (5), have
<br>

Integral Equations
32

o(1) = F(1) + K(r.$) F(E) A + 1'

[

o (*) = F() + [ K
(r,) F(G) d
+a[K(nE)[ K( š) F(G) d5,d5

K(*5) F() dE
In general, we have (r) = Fr)+^ [
+a' Ku,E)[ K($.5) F(G)dšy4

dž+.
.
+ K(,3) [ K($,Š)[ K(Š152)0 (52) dEpdk,

K(Š1Š2 ).fS K(Š-25)

F(5-1) d5,- ...dEjdk

+
2l Kr.E)[ K($.5,)[ K(Š, 52)..J* K(Šn- Š)

F(5„) dE,u ....4,dE ...(2)

Consideh the infinite series

o(r) = F(1) +2 [ K(r,) F(E) d
+*[ K(r,5) [ KG,Š) F(G) dš,dk

+
'[ K(r.3) [ K($.Š)[ KŠ š2) (52) dšg dšyd5 t..+..3)
S,() = "[ K(*:)[* K(G, 5.)
[ K(Š-2 Šn-1)
Let

F(Šn-)d5,n-| .....GdE
|S, ()|=|"|I[ K(*.)||[ K(G.5)|...

Since |K(x)|sP and| F(x) |s Q

(r-a)"
then |S,()|s| NQP". n!
|S,()|s|21olP-o
n!
<br>

Solution of Integrat Equattons 33

If follows that the series is convergent for all values of 2, P, Q.

()-a) and hence the series
(3) is absolutely and formly convergent.
Mpr (*-a)"
Again |S+(*)| s| ant| (n+1)!

(n+1)!
where M is the maximum value of the absolute value of the function (r) which is
continuous in the interval I. usxsb

2.2 Solution of Non-homogeneous Volterra's Integral

Equation of Second Kind by the Method of Successive
Approximation
A volterra integral equation of second kind
o(1) = F(r) + a [ K(*, ) (E) d,.
has one and only one solution, given by the relation
o(1) = +2
F() [ R(x,:) F(E)
d.
where the resolvent kernel R(x,5;2) is the sum of the series
=
R(r,;2) K(x,) + S N'K,(x5)
p=l

convergent for all values of h.

Consider the Volterrra integral equation of second kind
(*) = F(r)+ ^ K(x,5) o (5) d ...(1)

where the kernel K(r,E) is a continuous for0 <xsa, ) <Es4, and the function F(*) is
continuous for 0 sxsa.
Consider an infinite power series in ascending powers of as
2 (x)+t....+N'¢, (r)+....
(x) = Qo(x) + ^ oi (r) + ...(2)

Let the series (2) is a solution of the integral equation (1), then
ou) + ^ , (x) + Aoz (r)+........+N'0,(*)+..
= F(a) + 2 K(r.) [Qo (5) + A 0, (5) + o, (5)

+.....+",,(5)] d ...(3)
<br>

34 Integral Equatlons

Equation the coefficients of like power of 2, we get

o
(x) = F()
9, (r) = Jo K (*.) (5) d, o

..(4)

Thus, it yields a method for a successive approximation of the function ¢,(1). It mav he
shown that the series (2) converges uniformly in x and A for any
and xe [0,a], under
these assumptions with regard to F(x) and K(r,E), its sum is a unique solution of the
equation (1). Further, from (4), it follows that
9n (1) =SiK(1,) F() dz

Here. Š =0,5 =; =0, = x

By interchanging the order of integration, we have

o2 (x) = Jo K, (r,5}) F() d5i,

.(5)
where, K,
(. 5) = K(*) K (G, Š,) d .(6)
In general, we have
O,,(x) = n ....
K,x,)FG) dE, =1,2
...(7)
The functions K,(x,ž) are called iterated kernels,
which can readily be shown that
K (x,E) =
K(r,)
and K, (x, E),
Kz(r,) etc., are defined recursively by the formulas
K,. (x.ž) - K(x,z)K, (z,) dz, n = 1,2 ,....
..(8)
The relation (2), which represents the solution
of the integral equation (1 )can therefore
be written as
<br>

Solutlon uf litegral Equatlons

o
(r) = F(r)+ K, (,) F(E) ...(9)

where, R(,; A)= K,(r,) + AK (u,) + NK, (u, E)+....

+aK,r,) +X"Ky(,) +....10)
=
R(r,;) ) K,(r,5)
P=l

The function R (x,5; \) is called the resolvent kernel or reciprocal kernel of the integral
equation (1).
The series converges absolutely and uniformly in the case of continuous kernel K(x,5).
a
Iterated kernels and the resolvent kernel do not depend on the lower limit of an integral
equation. The resolvent kernel R(x,5; A) satisfies the functional equation
=
R(:4) K(a,) + ^ [; K(x,z)R(z.:) dz
Thus, the solution of the equation (1 ) reduces to

o() = Fr) +2 [; R(x.ž:2) F() AS

Ilustrative Examples
Example 1: With the aid of the resolvent kernel find the solution of the integral
equation
(i) o(r) =x+ (5-x) o (3) dž

(i) (r) = l+ fo (E-x)o (E) d

(x.) = (u,4) =$-x ..(1)
K
Solution: (i) Here K

and K,(.) = [; K(x,z)K,1(z,5)dz ...(2)

..... in we
have
Substituting p
=2,3,4, the relation (2),
Kg(r.3) =: K(x,z) K(z.) dz

K, (x.)=[ (e-)G-) dz =-5

<br>

36 Jntegral

K, (x. 5) =f; K(r,2) K,(e,Ž)de

a
or

K,0.3)-/e-o6-s6
By mathematical induction, we have

K,(r.) = (-) (2v-1):"(5- ay= ,2,3

The resolvent kernel is defined as

R(x,5; a) = A-K,(x, ) =) k,(r,5);2 =1

y=l p=l

R(r,5; 2) (5-x)(5-1, (6-*

1! 3! 5!
=
R(x,5;) sin(-*)
(i) The solution of the integral equation is determined as
=
() f(r) + J, R(#.4;) f(E) d
-*) dG
O(1)
=x+f, sin(ž
o(x) = sin x.

(ii) The solution of the integral equation is determined as

O(1) = flaj+f R(x,,A) f(G) d

(r)=1-[cos(5-*)} =l-l+ cos x= cos x.

O

Example 2: Solve the integral equation

Solution: Assume o (r) =

4,(x)+ Ao (r) + No, (x) +....+N'O, (r) +....

Here f(r) =1, K(r,5) =1,) =l

Equating the coefficients of like powers A,

of tve
o (r) =1
<br>

37
Solutlon of Integral Equatlons

and so on.
Thus, the solution of the integral equation is given by
1
o
(1) =1+ *+ 31

with kernel:
Evanple 3: Find the resolvent kernel of the valterra integral equation
K(x,)= 1. [Kanpur 2006]

Solution: We know that

K, (x.E) = K(r,) =1.

By the iterated kernels, we have

K, (x.ž) =[ K(r,2) K (2.) dz

K, (x$) =J; dz = (:) =(r-)

(-)2
1
K,
(x,5) = L(2-E)dz =
or

K,(.) [."e-32
=
2!

=
K,(x.) 1 K,y(;5)dz

or K,(x.) = [e-3)-2
(p-2)!
dz = (u-I)7-F)
we get
Hence, the resolvent kernel is determined as

A'K (x,E)
R(r,5;2) =)
v=0

Or R(x.;2) = Wr-E)-r-)
v!
y0
<br>

Integral Equatlons
38

resolvent kernels of the Volterra's integral equation with the

Enple 4 Find the
following kernels:
x
= 2+ coS
(1) K(r,5) =
(ii) K(*,) 2+ cos
0 >x [Kanpur 2007, 2008, 2010|

= E) = e
Sohtion: (i) We know that K (*,5) K(x,
By the iterated kernels,we have
K, (x.) = ; K(*,:) K (z, E)
dz

- [; e* de = (x -E)er-3,r>
K,(.3) = [; *,dz
K(*,2) K,(z.E)dz
Or Kg(*.) =[;
K,
(r.) =[: (e-)dz
Kg
(,9) =[ (e-3) eide =--9,r>
or

K,(«.9)=f;e-s, e-$de=-),x>
or

K,(r,) = [3) (o-2)-3)"de

K,(x,) =

Thus, we have
=
K,.3) K(x,z)K,(z, yds

dz
(y-1)!

Ky(a:ž) =et dz

,x>
v!
<br>

Solution of Integral Equatlons 39

Hence the resolvent kernel is given by

R(*,5;^) = ) N'K*,)
p=0

or N(*-)-) =l+) («-5),x>VA

p=0
v!

2+ coS x
(ii) We know that K(r,5) = K(x,) =
2+ cos 5
By the iterated kernels, we have

K,(*.3) =f K(x,z)Kfe.)dz
x x 2 + cos z
K, (*5) =J 2+cos dz
2+cos z 2+ cos
x
K, (x.) =JE 2+ coS X dz =
2+ cos
(r-E)+ cos
cos E
2+
2+ cos x 2+ cosz -dz
Ks (*.8) =[ S(2-)
2+cos z 2+ cos

kg(.3) =[,(-)2+cos x
cos E
de
2+
cosz
-. 2+ cosx
2+ cos E
K,(*.5) = 2+ cosx'27le-)2.2+
I
dz
2+cos z 2+ cos
2+ cos x dz 2+ cos x
cos
2+ 2+ cos
: :

K,(3)=5: 2+ coS
X
dz
or cos .K,(z.5) z
2+
cosz
cos
(-2)(2-E)2 2+
x
K,(x.4)=J; 2+
1

dz
2+ cos z
2+ cos E
cos x
= 2+
K,(r,5)
(p-)7(-E)v- 2+ cos

Hence, the resolvent kernel is determined as

=
R(r.5;2) NK,(,)
<br>

Integral Equatlons

= N(-E) 2 + cos x 2+ cos X

R(x,5;^) x-)
2+ cos 2+ cos E
p)

2.3 Determination of Some Resolvent Kernels

(a)Consider that the kernel K(x,) is a polynomial of degree (n-1) in ž such that it may
be expressed in the form

K(*.) = «4(r) + q (r)(x-) + «, (x) (-¿ +....

--Ey-t...+..
(n-1)! .(1)
-1
where the cocfficients S a,(r) are continuous in the integral [0, a]

Let the auxiliary function be

=
(x,5;2) dt ...(2)
(n- 1!
with the conditions

= d =....= =0 at x = and 4 x =
=lat
dx
d2 ...(3)
In addition, we have

=
R(r,;a) ...(4)
Since the resolvent kernel satisfies the functional
equation
R(x.,2) = K(a,) + à [ K(u,2)R(2.;2) de ...(5)
From (4) and (5), we have

-o
(*.;^) = K(x.Š) + A K(a,2) o(z,5:2) dz ...(6)

=
dyn (x,;2) K(r,5)

t... ..(7)
dz
Jz=
Using (1) and (3), the relation (7) reduces to
<br>

Solution of Integral Equatlons 41

=
D
...(8)

The function (x,;2) is therefore the integral of the linear equation D¢ =0 which
satisfies the Cauchy conditions.
Thus, we have an expression for the resolvent kernel as

R(r.:^) =
..(9)

(b) Further, assume that the kernel K(*,) is a polynomial of degree (1-1) in x such that
it may be expressed in the form

K(x:) = -
h (5) + 4 (E)(G *)
+I,(5)(5-x t..
.
+...+ i5(E-xl+....
(n-1)!
.(10)
where the coefficients b,(E) are continuous in the interval [0,a]

Consider, R(r,5;2) = - (5, *;2)

...(11)

The auxiliary function o (1,5;^) satisfies the following conditions:

do
= =....= =0 at = x; =lat =x ..(12)

Therefore the functional relation reduces to

=- K(r.) +
J K(z, )
d"
..(13)

Using the expression (11 ) and (12) and integrating by parts to the integral on R.H.S.,
we have

Do= t...-o
..(14)
D, =
Thus, the auxiliary function ¢(*.:;à) is the integral of the linear equation
which satisfies the Cauchy conditions
Hence the resolvent kernel is of the form
= ...(15)
R(r;^)
<br>

42 Integral Equations

Exnple 5: Find the resolvent kernels of integral cquation with the following kernels
( =1)
(i) K(*,E) = 2x
(i) K(r,5) =2-(r-)
(ii) K(x,) =-2 +3(x-)
Solution: (i) Here K(x,E) =
2x; =1

Comparing with the relation (S 2.3,1),we have 4 (x) =

2x, and all other a,(r) =0
The differential equation (§ 2.3,8) reduces to
do
--2x ¢ =
0;¢ =l atx = ...(1,2)
dx

o= A(E)e
-.3)
From (2) and (3), we have

Thus,the resolvent kernel is given by

=; = 2.xy*-$
R(r.:) Arš:)
(ii) Here K(r,E) =2 -(i-5); =l

Comparing with the relation ($ 2.3,1), we have 4 (*) = 2.4 (1) =-l, and all the other

a,(r) =0
Thus, the equation (S 2.3, 8) reduces to

d -+ =0, .(1)

with the conditions do

=0 at x =
=lat x =
...(2)

The solution of equation (1) is given by

=[A(5)+ B(E)x]e
..3)
From (2) and (3), we obtain

= (x,5;l) = (r-E)e*-

Thus, the resolvent kernel is given by

+2)e*-5
2 d20x,$:l)= (r-
<br>

Sotutlon of Integral Equatlons

+
(ii) Here K() =-2 3(r-):A =1
Comparing with the relation ($ 2.3, ), we have 1

(r) =-2,4 (r) = 3; and all the other 4,(r) =0

The differential equation (§ 2.3,8) reduces to

d*2 d --3¢ =0 .(1)

with the conditions =0 at x=, d =lat x =

...(2)

The solution of cquation (1) is given by

=
A(E)e+ B(E)e ...(3)
From (2) and (3), we obtain

4
Hence the resolvent kernel is given by
=
R(*.5:)
4

Evnple 6: Solve the Volterra's integral equation

o() = (1-2x-4r) +f[3+6(*-)-4(x-8']0(G) d
Solution: Here f(r) = l-2r-4*';2 =1;
K(x,) =3 + 6(x-)-4(r -
Comparing with the relation (S 2.3, l), we have
o
(1) =3, 4(1) =6,an (r) =-8
The differential equation ($ 2.3,8) reduces to

-3d640
du
8 =0 +
...(1)

with the conditions =0

=

at x =
and =lat x ...(2)

The solution of equation (1) is given by

=
A(F)e* + B(E)e2 +C(E)e4x ...(3)
(x,5:)
From (2) and (3), ve obtain
<br>

44 Integral Equations

Therefore, the resolvent kernel becomes

=
R(r,5;)

--leš +4¢-2(-5) -32(r-5))

.(4)
Thus, the solution of the integral equation is given by

o() =1-2x-4-eš+4e2(i-3). 32,4(i-5))

x(1–25-48 )dE {Ref. § 2.2, (11)}

o(1)
or =1-2r-4*-e-š(9+10+48²)
+e2u-9(44-8&²) +er-3(-328-324
J=0
or (*) =1-2x-4r-l+ 2x+ 412 +e* =e*
Alternate Solution: The integral equation is given as

o(a) =(1-2r-4)+3+6(r-E) -4(r-}']o(5) dE ...1)

Differentiating both the side with regard to x, we have
(1) = (-2- 8x) + 3 +6(r-)-4(r-']oE) d
o (r) =(-2-8x) +
[3 +6(x-E)]-4(*-5 jo (E)
d +3¢(r)
(*) =(-2 -8r)+6 -8(x-E)]o (5) dE + 3o(*) ...(2)
Differentiating, again, both the sides with regard to x, we
have

" (*) =-8+ 6-8(x-E)]¢ (5) d +6 (x) +3¢ (r)

¢(r) = -8-8| (5) d+ 6¢(*) +30(r)

...(3)
Differentiating the integral equation (3) with regard to x, we
have
""(*) =-80 (x) + 6 (x) +3 "' (*)
""
(r)-3¢'
(x) -6o' (x) + 8¢(x) =0
...(4)
Substituting x =0 in (1),(2), (3) and (4), we have
(0) =1,o (0) = +1,6'' (0) = +1l
...(5)
The solution of the differential equation (4) is
given by
o(*) =Ge + Czet+Cqe r
..(6)
<br>

Solution of Integral Equatlons

Ons 45

From the conditions (5) and the solution of the differential equation (6),we have
(0) +
=lG+Cy C
=l
o (0) =l>G +4C, -2C, =l»G =l,C =0 =C
"(0)
=1G+16 Ch +4 Cg
=l

Thus, the required solution of the integral equation is given by

=e
(r)
:
Eample 7: Solve the linear integral equation
o(*) = (cos r-x-2) + fo (5-*)o(E)
d
Solution: Here f(r) = cos x- x-2;2 = l and K(x,E) =5-x

Comparing with the relation (S 2.3., 10), we have

4 (5) =1, and all the other b, (5) =0
Thus, the equation reduces to

-+ ¢ =0

with the conditions ..(1)

do
=0 at E=x and =lat =x &
...(2)

The solution of equation (1) is given by

o
(x,5:1) = A(r) cos + B(r) sin ...(3)
From (2) and (3), we obtain
=
(r,5:l) sin(5-r)
Hence the resolvent kernel becomes

R(1,:1) =-; =
-o(5,x:) sin(5-x) ...(4)

Thus, the solution of the integral equation is given by

o(1) = (cosx-X-2)+ [ sin(ž -x)[cos k--2]4

or (x) = cos x- -2
x

+ cos
*-cos 2+Ecos-sin ¿ +2 cos J=0
<br>

Integral Equations

& - cos &

2%-sin -2 sin
-sin a8*sin 0

+2cos -1
x

or
o(1) cos
--2+ cos x-cos 2.r+x cos x

-sin xlsin 2*-xsin -2 sinx+l+

a
Or (u) =-cos -sin ar-}rsin

Evnple S: Solve the linear integral equation:

($) dE
(r) 29 6.r+ 5-6(r-5)]0
= +

Solution: Here f(r)

=
29 + 6x;A =l and K(*,5) =5-6(r-)
From the relation ($ 2.3,1), we get
o
(x) =5, a (r) = -6; and all the other a,(x) =0

Thus, the equation reduces to

d¢ +
-5 6) =0, ...(1)

with the conditions

do
=0at x =5, d =lat x
=
..(2)
The solution of equation (1) is given by
o
(x,5:) = A (r)e + B(r)e2r ...(3)

From (2) and (3), we have

¢(*,5:1) =-)-2(x-)

Hence the resolvent kernel becomes

=
R(x,5:) (r,5:l)

or R(x,;1) =9,3(1-$) -42(r-) ..(4)

Thus, the solution of the integral equation is given by
o
(r) =29 + 6x+[ (9(-5)-42(-)] (29 +65) d5

Or () =29+6x+[-873(r-$)+582(*-5)]
-54(}&3-9)+-5))+24(} ¿2u-)+}e
or o(x)
=29 + 6x - 29 - 6x+93 * - 642 =93 3x -64r
<br>

Solutlon of Integral Equatlons 47

Evample 9:
With the aid of resolvent kernel, find the solution of the following integral
equations:
(i) (1) =sin x+ 2 [; eio ($) d
cos A
(ii) (r) =e* sin x
+[Jo 2+
2+ cos
[Kanpur 2002)
Solution: (0) The resolvent kernelof the kernel K(dE) =e-šfor à =2 is given by
R(r,:2) =-3)
Hence the solution of the integral equation is given by
o (x) =
sin x+2 &
(-sin d§

(-3sin - cos
= sin x
or o(:) +2 &

or o (1) =
sinx-e*[e(3 sin x+ cos x)-1]

or o(*)
=e- cos
r+sin x
(i) The resolvent kernel of the kernel
2+ coS x
K(x,5) = + cos -for à =l is given by
2

R(r1)
2+ cos
X-5
2+ cos
Thus the solution of the integral equation is given by
o(x)= e sin x
-x 2+ cos x sin ž de
+Jo 2+ cos
x +
e*(2 + cos x) sin
or o(r) =esin cos E 4$
2+
3
o (x) =e sin x +e* (2 + cos x) log
2+ cos x
Example 10: With the aid of the resolvent kernel, find the solution of the integral
equation
o(1) =l++[ Jo 1+¿

Solution: Here
l+2 A=1
K(r,5) = I+E2

We know that K, (, E) = K(r. E) +

l+82
<br>

Integral Equa
48

Further, we have [Ref. $ 2.2,8]

Kz (r.5) =f K(r.z) K{(z.)dz

1+ 1+ z2
-dz =(x-E)
1+2
K, (.3) =f*
J 1+22 1+ i+
or K,(x.5) =J 1+2
1+¿2
x
K(*.4) l+x 1
1+2
=Je-$"

2
or K,(r.5) =J;xl+ -K(e.3) dzde
=[ l+2
K, (:5) *l+2 (v-2);(e-)21+2dz
J 1+2
K, (x,E) =
1+?
Thus, by the definition of the resolvent kernel, we have

R(«,:2) = NK (, E) = Kr (r,E),à =1
p)

(x-E 1+ 1+
or
v!

Hence the solution of the integral equation is given by

O(r) = (1+)+ [ e*+ -(1+8)dE

or o()=(+*)+ (+*-*-ea+).
Exanple 1I: Solve the integral equation
(i) o(*) =(l+ x) + ^ [ (-E) o (E) d
(i) o(*) = l+ f, x50 (5) d5

Solution: (i) = (1+ x) +^

(1) (r-) o(E) dE
<br>

Solution of Integral Equations 49

Here K(x,E) =x-5,f(r) =l+x

K, = =
Since (x, ž)
K(r,) x-5
or K, (*,5) =[ K(x,2) K, (z,) dz

K,(.) =[; r-)(e-B) dz=-5

Or Ks(u:) =5 K(*,z) K, (e,) dz

dz
3!

and so on

Thus, the solution of the integral equation is given as

o(:) = f) +) Jo K,(2.E) FE) AE

p=l

+ d5 +
o(*) =(l+*) [, K(x.3) (1+ž) K,
(x.3) (0+) d5
+2° Kg(x.) (1 +) dGt...
= 0+5) d5 + 2²
o() (l+)+Jo (a-) Jo -Q+3) d5

120 42

(r) =(l+ x)+ +22

2! 3! 41 6!
3
o
(x) =1+x+ -+...... if
=1
2! 3! 4! 5!
=e
(r)

(i) (1) =1+ fo xo(G) d%,

Here fx) =1, K(x,5) = x

Since K(x,ž) =
K(x,E) = x
<br>

50 Integral Equationg

and

or K,(r:8)=f K(s.2) K,a.$) 4

K,(r)= 18 ot-2xg + x')

or K,(r5) =5: K(*,2) Ks(z,E) dz

K(.5)
=(3-22+g*+*') de

=
()
K,
162 g-3r +3r43 -xl0)

and so on.

Thus, the solution of the integral equation

is given by

o(1) + f(r) +) J N'K,(xE)f(E) AE

V=l

o(r) =l+ K,(r,5) fE) dE

(*) =1+ ,V=

K(,) dk + Kz(a,5) dž + S, Kg(x,)

d +.

+
<br>

Solutlon of Integral Equations 51

() =1++ 2.5'+ 2.5.8

2

Evample 12: With the aid of the resolvent kernel, find the solution of the integral

equation

Solution: Here K(x,E) = K(x,E) =e ...(1)

and K,(r,5) = [: K(s,z) K,-1(e-E) dz ...(2)

Substituting v = 23,4... in the relation (2), we have

K,(x.ž) =JE K(r,z) K (z, E) dz

K, («,5)
=[;e*dt =(r-)e ...(3)

or

...(4)
2!

Or K,(u5) =[ K(a,z) K,(e,$)dz

K (r.5) =[ (2- (r-)³ ..(5)

2! 3!

or K„(a,5) = (r-) „V=12,3,.....

(-1)!

Hence R(*5;4) =) x
K,(r:) = Kj(,5) + AK, (r, ) +
K, (r.)+..
=
R(x,5:à)
1! 2!
=
R(r,5:2)

"he solution of the integral equation is determined as

<br>

32 Integral Equatto

=
(r)
=
o(r)

Example 73: Show that R (x, 5;2) = K(x, )+A K(1,z) R (z,5;2) dz is the solution

a non-homogeneous Volterra's integral equation of second kind

o (1) =
f(r) = K(, ) O (F) dE
where R,;N) is the resolvent kernel of the equation.
Solution: We know that the resolvent kernel of the integral equation is given by

R(r.5:2) -) K,(x,5)
p=l

l he iterated kernels are given by

K(«,E) = K(r,)
and K,(x:ž)=5 K(x:2) K,y(z. )de

=
or R(r;2) K(x,5) +
K,(x.)
p=2

R(*,;2) + K(r,)+ A
K(,z) K,y(z,5)dz
p=l

R(*,5;2) = K
(r,) + ) K(x, z) K(z,E)dz,v –I= n
|=l

Rr.:4) = K(u:) + 2 E ae K,n(a.5) |K(r.2)dz

m=l
=
R(x,;2) K
(x,) + A R(2,5:A) K(x,z) dz

R(r,;2) = K(r,E) + 2 | K(x,z)R(z,; 2)dz

Example 14: Solve the Volterra integral equation of second kind, by using the metho
of successive approximation:
() o(r)= (l+x)- J, (E) d, with Q, (1) = 1

o (r) o (E)d5, with =0

(i) =I-J, (-E) (r)
<br>

Solution of Integral Equations 53

(ii) o
(r) =l+ J (x-E) (E) dE, with o
(r) = 0

=0
(iv) (*) =l+J, o5) d, with (r)
(v) o (r) = (1+ *) + J, (x-) o(E) dE, with
(r) =1

Solution: (i) The integral equation is given as

x,
Here f(r)=1+ K(r,E) =l, and à =-I
v
The th order approximation is given by
¢, (*) =f(r) + ^ [ K(, E) Q,-1 (5) dG
Or 9,() = (l+x)- S r- (E)
d
...., we
Substituting v = 1,2,3, have

•1 () = (Q+ )-f, % ($)

d = (l +
x)-fo dk =1

2 6r) =(l+ x)- [ (E)

d = (1+ x)=r=l
O3 (x) = (1+
d = (l
+
x)- [ 2 (5) x)-x =1

o, () = (1+ *)- f 9,-1 (E)

d =1
Hence the solution of the integral equation is given by
=
(r) lim ¢,(r) =l

(ii)The integral equation is given as

Here f(r) = x, K(x, 5) A =

=x-k, and -l
The v th order approximation is given by
4, (x)= f(r) + 2[K(r,)e,(5) d
<br>

54 Integral Equatlong

Substituting v = 12,3,..., we have

3!

E3
-*-fia-9|s-- 31 51

In general, we have 0,(r) =x-.3 t..*(-I)

3! 5! (2v-1)!
Hence the solution of the integral equation is given by

o(x) = lim 0,(x)

-]
(x) =x-: +
S7t..+(-)
3! (2v-1)!
o (x) = sin x
(iii) The integral equation is given as

o(x) =1+ (x-E) o

(5) d with o (x) =0
Here f(x) =1, K(x,5) = x-5, and =1
The v th order approximation is given by
4,(r) =f() + ^[ K(x,E) ,-1 (6) dE

o,(r) =1+fo (r-) 9,-1 (5)d

Substituting v = 1, 2,3,.., we have

4() =1+fo (-) , (5) d, =1

or
2!
os (r) =1+ [o
or (x-) (E) d,
<br>

55
Solution of Integral Equations

or
)=1+(;e-)|1
2! 4!

we have
In general,
2 2r-2
,(1) =1+ 21 4! -t....+ (2v-2)!
by
Hence the solution of the integral equation is given
o (x) = lim ,(1)

(1) =1+ .+
2! 4! (2v-2)!
(x) = cosh x.

(iý The integral equation is given as

=
o (*) =l+ 5) dE with o (r) 0

fr) =1, K(r,E)= 1, =1

Here
The v
th order approximation is given by
dE
9,() = f(r) + ^ [ K(r, E) 0,-1 (5)

....., we have
Substituting y = 1,2,3,
(5) 45 = l
4(r) =1+[,

or

, (x) =1+ (5) dE =l+[ (1+5)dE =l+ x+ 21

or

In general, we have

4, (x) =1+x+ (p-1)!

2! 3!
Hence the solution of the integral equation is given by
= lim
(r) ,(x)
<br>

56 Integral Equatlons

"21 37 .+
(v) The integral equation is given as

OC) = (l+*) +f, (r-E) 6 (E) A5, 4, (1) =1

Here f(r) =l+x, K(r,5) = x- and A

=1

The vth order approximation is given by

4, (*) = fl) + ^ [ K(*,) (5) dE

,
or 4()= (l+x) + [ (x-E) 5) d

Substituting y = 1,2,3,...., we have

9 () =(l+ *) + (r-E)
f (5) dž

9) =(1+) + f (x-E) dž =l+x+

2!
or () = (l+ r)+ f (*-ž)4 (Ë) d

w +
6 8

(r) =1+x+ +
3
2! 3! 4!

In general, we have 9,(r) =1+x+ + + +....+

2! 3! 4! v!

Hence the solution of the integral equation is given

by

o() = lim = 1l+x+

,(r)
V oo 2!
3! v!
<br>

AOns

57
Solution of Integral Equations

E XERCISE-2.1

Find the resolvent kernels of the Volterra integral

equation with the following
kernels:
=
(b) K(r,E)
(a) K(x, E)

=*-
(c) K(*, 5) =
cosh.x (d) K(a.5) =cš,c0
cosh E

integral equation
2. With the aid of the resolvent kernel, find the solution of the
(a) o(«) d =e'+ fo eo ($)

dE
(b) () =x3-fi3o(E)

(c) o (1) = e2fo($)45

(d) o(r) = f) +
f, eo (F) dF

A
NSWERS-2.1

(a) >0 (b)

sin ha(r-),A

(c)
cos
hxa(r-5) (d) -š Ar-5)
cos h

(a) (r) =3'(| -e-") (b)

(c) o
(r) =e2"(Q+2r) (d) o() = f) + f 2fE)a