Integral Equation - Overview

Overview

The most basic type of integral equation is a Fredholm equation of the first type:

The notation follows Arfken. Here φ is an unknown function, f is a known function, and K is another known function of two variables, often called the kernel function. Note that the limits of integration are constant; this is what characterizes a Fredholm equation.

If the unknown function occurs both inside and outside of the integral, it is known as a Fredholm equation of the second type:

The parameter λ is an unknown factor, which plays the same role as the eigenvalue in linear algebra.

If one limit of integration is variable, it is called a Volterra equation. Thus Volterra equations of the first and second types, respectively, would appear as:

In all of the above, if the known function f is identically zero, it is called a homogeneous integral equation. If f is nonzero, it is called an inhomogeneous integral equation.

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