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Handbook of Integral Equations CRC Press

>




Andrei D. Polyanin
and
Alexander V. Manzhirov

Visit the CRC Press Web site at www.crcpress.com

CONTENTS
Annotation
Foreword
Some Remarks and Notation
Part I. Exact Solutions of Integral Equations
1. Linear Equations of the First Kind With Variable Limit of Integration
1.1. Equations Whose Kernels Contain Power-Law Functions
1.1-1. Kernels Linear in the Arguments x and t
1.1-2. Kernels Quadratic in the Arguments x and t
1.1-3. Kernels Cubic in the Arguments x and t
1.1-4. Kernels Containing Higher-Order Polynomials in x and t
1.1-5. Kernels Containing Rational Functions
1.1-6. Kernels Containing Square Roots
1.1-7. Kernels Containing Arbitrary Powers
1.2. Equations Whose Kernels Contain Exponential Functions
1.2-1. Kernels Containing Exponential Functions
1.2-2. Kernels Containing Power-Law and Exponential Functions
1.3. Equations Whose Kernels Contain Hyperbolic Functions
1.3-1. Kernels Containing Hyperbolic Cosine
1.3-2. Kernels Containing Hyperbolic Sine
1.3-3. Kernels Containing Hyperbolic Tangent
1.3-4. Kernels Containing Hyperbolic Cotangent
1.3-5. Kernels Containing Combinations of Hyperbolic Functions
1.4. Equations Whose Kernels Contain Logarithmic Functions
1.4-1. Kernels Containing Logarithmic Functions
1.4-2. Kernels Containing Power-Law and Logarithmic Functions
1.5. Equations Whose Kernels Contain Trigonometric Functions
1.5-1. Kernels Containing Cosine
1.5-2. Kernels Containing Sine
1.5-3. Kernels Containing Tangent
1.5-4. Kernels Containing Cotangent
1.5-5. Kernels Containing Combinations of Trigonometric Functions
1.6. Equations Whose Kernels Contain Inverse Trigonometric Functions
1.6-1. Kernels Containing Arccosine
1.6-2. Kernels Containing Arcsine
1.6-3. Kernels Containing Arctangent
1.6-4. Kernels Containing Arccotangent
1.7. Equations Whose Kernels Contain Combinations of Elementary Functions
1.7-1. Kernels Containing Exponential and Hyperbolic Functions
1.7-2. Kernels Containing Exponential and Logarithmic Functions
1.7-3. Kernels Containing Exponential and Trigonometric Functions
1.7-4. Kernels Containing Hyperbolic and Logarithmic Functions
1.7-5. Kernels Containing Hyperbolic and Trigonometric Functions
1.7-6. Kernels Containing Logarithmic and Trigonometric Functions
1.8. Equations Whose Kernels Contain Special Functions
1.8-1. Kernels Containing Bessel Functions
1.8-2. Kernels Containing Modified Bessel Functions
1.8-3. Kernels Containing Associated Legendre Functions
1.8-4. Kernels Containing Hypergeometric Functions
1.9. Equations Whose Kernels Contain Arbitrary Functions
1.9-1. Equations With Degenerate Kernel: K(x, t) = g 1 (x)h 1 (t) + g 2 (x)h 2 (t)
1.9-2. Equations With Difference Kernel: K(x, t) = K(x – t)
1.9-3. Other Equations
1.10. Some Formulas and Transformations
2. Linear Equations of the Second Kind With Variable Limit of Integration
2.1. Equations Whose Kernels Contain Power-Law Functions
2.1-1. Kernels Linear in the Arguments x and t
2.1-2. Kernels Quadratic in the Arguments x and t
2.1-3. Kernels Cubic in the Arguments x and t
2.1-4. Kernels Containing Higher-Order Polynomials in x and t
2.1-5. Kernels Containing Rational Functions
2.1-6. Kernels Containing Square Roots and Fractional Powers
2.1-7. Kernels Containing Arbitrary Powers
2.2. Equations Whose Kernels Contain Exponential Functions
2.2-1. Kernels Containing Exponential Functions
2.2-2. Kernels Containing Power-Law and Exponential Functions
2.3. Equations Whose Kernels Contain Hyperbolic Functions
2.3-1. Kernels Containing Hyperbolic Cosine
2.3-2. Kernels Containing Hyperbolic Sine
2.3-3. Kernels Containing Hyperbolic Tangent
2.3-4. Kernels Containing Hyperbolic Cotangent
2.3-5. Kernels Containing Combinations of Hyperbolic Functions
2.4. Equations Whose Kernels Contain Logarithmic Functions
2.4-1. Kernels Containing Logarithmic Functions
2.4-2. Kernels Containing Power-Law and Logarithmic Functions
2.5. Equations Whose Kernels Contain Trigonometric Functions
2.5-1. Kernels Containing Cosine
2.5-2. Kernels Containing Sine
2.5-3. Kernels Containing Tangent
2.5-4. Kernels Containing Cotangent
2.5-5. Kernels Containing Combinations of Trigonometric Functions
2.6. Equations Whose Kernels Contain Inverse Trigonometric Functions
2.6-1. Kernels Containing Arccosine
2.6-2. Kernels Containing Arcsine
2.6-3. Kernels Containing Arctangent
2.6-4. Kernels Containing Arccotangent
2.7. Equations Whose Kernels Contain Combinations of Elementary Functions
2.7-1. Kernels Containing Exponential and Hyperbolic Functions
2.7-2. Kernels Containing Exponential and Logarithmic Functions
3.7-3. Kernels Containing Exponential and Trigonometric Functions
2.7-4. Kernels Containing Hyperbolic and Logarithmic Functions
2.7-5. Kernels Containing Hyperbolic and Trigonometric Functions
2.7-6. Kernels Containing Logarithmic and Trigonometric Functions
2.8. Equations Whose Kernels Contain Special Functions
2.8-1. Kernels Containing Bessel Functions
2.8-2. Kernels Containing Modified Bessel Functions
2.9. Equations Whose Kernels Contain Arbitrary Functions
2.9-1. Equations With Degenerate Kernel: K(x, t) = g 1 (x)h 1 (t) + · · · + g n(x)h n(t)
2.9-2. Equations With Difference Kernel: K(x, t) = K(x – t)
2.9-3. Other Equations
2.10. Some Formulas and Transformations
3. Linear Equation of the First Kind With Constant Limits of Integration
3.1. Equations Whose Kernels Contain Power-Law Functions
3.1-1. Kernels Linear in the Arguments x and t
3.1-2. Kernels Quadratic in the Arguments x and t
3.1-3. Kernels Containing Integer Powers of x and t or Rational Functions
3.1-4. Kernels Containing Square Roots
3.1-5. Kernels Containing Arbitrary Powers
3.1-6. Equation Containing the Unknown Function of a Complicated Argument
3.1-7. Singular Equations
3.2. Equations Whose Kernels Contain Exponential Functions
3.2-1. Kernels Containing Exponential Functions
3.2-2. Kernels Containing Power-Law and Exponential Functions
3.3. Equations Whose Kernels Contain Hyperbolic Functions
3.3-1. Kernels Containing Hyperbolic Cosine
3.3-2. Kernels Containing Hyperbolic Sine
3.3-3. Kernels Containing Hyperbolic Tangent
3.3-4. Kernels Containing Hyperbolic Cotangent
3.4. Equations Whose Kernels Contain Logarithmic Functions
3.4-1. Kernels Containing Logarithmic Functions
3.4-2. Kernels Containing Power-Law and Logarithmic Functions
3.4-3. An Equation Containing the Unknown Function of a Complicated Argument
3.5. Equations Whose Kernels Contain Trigonometric Functions
3.5-1. Kernels Containing Cosine
3.5-2. Kernels Containing Sine
3.5-3. Kernels Containing Tangent
3.5-4. Kernels Containing Cotangent
3.5-5. Kernels Containing a Combination of Trigonometric Functions
3.5-6. Equations Containing the Unknown Function of a Complicated Argument
3.5-7. A Singular Equation
3.6. Equations Whose Kernels Contain Combinations of Elementary Functions
3.6-1. Kernels Containing Hyperbolic and Logarithmic Functions
3.6-2. Kernels Containing Logarithmic and Trigonometric Functions
3.7. Equations Whose Kernels Contain Special Functions
3.7-1. Kernels Containing Bessel Functions
3.7-2. Kernels Containing Modified Bessel Functions
3.7-3. Other Kernels
3.8. Equations Whose Kernels Contain Arbitrary Functions
3.8-1. Equations With Degenerate Kernel
3.8-2. Equations Containing Modulus
3.8-3. Equations With Difference Kernel: K(x, t) = K(x – t)
3.8-4. Other Equations of the Form
b
a
K(x, t)y(t) dt = F (x)
3.8-5. Equations of the Form
b
a
K(x, t)y( · · · ) dt = F (x)
4. Linear Equations of the Second Kind With Constant Limits of Integration
4.1. Equations Whose Kernels Contain Power-Law Functions
4.1-1. Kernels Linear in the Arguments x and t
4.1-2. Kernels Quadratic in the Arguments x and t
4.1-3. Kernels Cubic in the Arguments x and t
4.1-4. Kernels Containing Higher-Order Polynomials in x and t
4.1-5. Kernels Containing Rational Functions
4.1-6. Kernels Containing Arbitrary Powers
4.1-7. Singular Equations
4.2. Equations Whose Kernels Contain Exponential Functions
4.2-1. Kernels Containing Exponential Functions
4.2-2. Kernels Containing Power-Law and Exponential Functions
4.3. Equations Whose Kernels Contain Hyperbolic Functions
4.3-1. Kernels Containing Hyperbolic Cosine
4.3-2. Kernels Containing Hyperbolic Sine
4.3-3. Kernels Containing Hyperbolic Tangent
4.3-4. Kernels Containing Hyperbolic Cotangent
4.3-5. Kernels Containing Combination of Hyperbolic Functions
4.4. Equations Whose Kernels Contain Logarithmic Functions
4.4-1. Kernels Containing Logarithmic Functions
4.4-2. Kernels Containing Power-Law and Logarithmic Functions
4.5. Equations Whose Kernels Contain Trigonometric Functions
4.5-1. Kernels Containing Cosine
4.5-2. Kernels Containing Sine
4.5-3. Kernels Containing Tangent
4.5-4. Kernels Containing Cotangent
4.5-5. Kernels Containing Combinations of Trigonometric Functions
4.5-6. A Singular Equation
4.6. Equations Whose Kernels Contain Inverse Trigonometric Functions
4.6-1. Kernels Containing Arccosine
4.6-2. Kernels Containing Arcsine
4.6-3. Kernels Containing Arctangent
4.6-4. Kernels Containing Arccotangent
4.7. Equations Whose Kernels Contain Combinations of Elementary Functions
4.7-1. Kernels Containing Exponential and Hyperbolic Functions
4.7-2. Kernels Containing Exponential and Logarithmic Functions
4.7-3. Kernels Containing Exponential and Trigonometric Functions
4.7-4. Kernels Containing Hyperbolic and Logarithmic Functions
Page xii
© 1998 by CRC Press LLC4.7-5. Kernels Containing Hyperbolic and Trigonometric Functions
4.7-6. Kernels Containing Logarithmic and Trigonometric Functions
4.8. Equations Whose Kernels Contain Special Functions
4.8-1. Kernels Containing Bessel Functions
4.8-2. Kernels Containing Modified Bessel Functions
4.9. Equations Whose Kernels Contain Arbitrary Functions
4.9-1. Equations With Degenerate Kernel: K(x, t) = g 1 (x)h 1 (t) + · · · + g n(x)h n(t)
4.9-2. Equations With Difference Kernel: K(x, t) = K(x – t)
4.9-3. Other Equations of the Form y(x) +
b
a
K(x, t)y(t) dt = F (x)
4.9-4. Equations of the Form y(x) +
b
a
K(x, t)y( · · · ) dt = F (x)
4.10. Some Formulas and Transformations
5. Nonlinear Equations With Variable Limit of Integration
5.1. Equations With Quadratic Nonlinearity That Contain Arbitrary Parameters
5.1-1. Equations of the Form
x
0
y(t)y(x – t) dt = F (x)
5.1-2. Equations of the Form
x
0
K(x, t)y(t)y(x – t) dt = F (x)
5.1-3. Equations of the Form
x
0
G( · · · ) dt = F (x)
5.1-4. Equations of the Form y(x) +
x
a
K(x, t)y 2 (t) dt = F (x)
5.1-5. Equations of the Form y(x) +
x
a
K(x, t)y(t)y(x – t) dt = F (x)
5.2. Equations With Quadratic Nonlinearity That Contain Arbitrary Functions
5.2-1. Equations of the Form
x
a
G( · · · ) dt = F (x)
5.2-2. Equations of the Form y(x) +
x
a
K(x, t)y 2 (t) dt = F (x)
5.2-3. Equations of the Form y(x) +
x
a
G( · · · ) dt = F (x)
5.3. Equations With Power-Law Nonlinearity
5.3-1. Equations Containing Arbitrary Parameters
5.3-2. Equations Containing Arbitrary Functions
5.4. Equations With Exponential Nonlinearity
5.4-1. Equations Containing Arbitrary Parameters
5.4-2. Equations Containing Arbitrary Functions
5.5. Equations With Hyperbolic Nonlinearity
5.5-1. Integrands With Nonlinearity of the Form cosh[βy(t)]
5.5-2. Integrands With Nonlinearity of the Form sinh[βy(t)]
5.5-3. Integrands With Nonlinearity of the Form tanh[βy(t)]
5.5-4. Integrands With Nonlinearity of the Form coth[βy(t)]
5.6. Equations With Logarithmic Nonlinearity
5.6-1. Integrands Containing Power-Law Functions of x and t
5.6-2. Integrands Containing Exponential Functions of x and t
5.6-3. Other Integrands
5.7. Equations With Trigonometric Nonlinearity
5.7-1. Integrands With Nonlinearity of the Form cos[βy(t)]
5.7-2. Integrands With Nonlinearity of the Form sin[βy(t)]
5.7-3. Integrands With Nonlinearity of the Form tan[βy(t)]
5.7-4. Integrands With Nonlinearity of the Form cot[ βy(t)]
5.8. Equations With Nonlinearity of General Form
5.8-1. Equations of the Form
x
a
G( · · · ) dt = F (x)
5.8-2. Equations of the Form y(x) +
x
a
K(x, t)G

y(t)


dt = F (x)
5.8-3. Equations of the Form y(x) +
x
a
K(x, t)G

t, y(t)


dt = F (x)
5.8-4. Other Equations
Page xiii
© 1998 by CRC Press LLC6. Nonlinear Equations With Constant Limits of Integration
6.1. Equations With Quadratic Nonlinearity That Contain Arbitrary Parameters
6.1-1. Equations of the Form
b
a
K(t)y(x)y(t) dt = F (x)
6.1-2. Equations of the Form
b
a
G( · · · ) dt = F (x)
6.1-3. Equations of the Form y(x) +
b
a
K(x, t)y 2 (t) dt = F (x)
6.1-4. Equations of the Form y(x) +
b
a
K(x, t)y(x)y(t) dt = F (x)
6.1-5. Equations of the Form y(x) +
b
a
G( · · · ) dt = F (x)
6.2. Equations With Quadratic Nonlinearity That Contain Arbitrary Functions
6.2-1. Equations of the Form
b
a
G( · · · ) dt = F (x)
6.2-2. Equations of the Form y(x) +
b
a
K(x, t)y 2 (t) dt = F (x)
6.2-3. Equations of the Form y(x) +
b
a

K nm(x, t)y n(x)y m(t) dt = F (x), n + m ≤ 2
6.2-4. Equations of the Form y(x) +
b
a
G( · · · ) dt = F (x)
6.3. Equations With Power-Law Nonlinearity
6.3-1. Equations of the Form
b
a
G( · · · ) dt = F (x)
6.3-2. Equations of the Form y(x) +
b
a
K(x, t)y β(t) dt = F (x)
6.3-3. Equations of the Form y(x) +
b
a
G( · · · ) dt = F (x)
6.4. Equations With Exponential Nonlinearity
6.4-1. Integrands With Nonlinearity of the Form exp[βy(t)]
6.4-2. Other Integrands
6.5. Equations With Hyperbolic Nonlinearity
6.5-1. Integrands With Nonlinearity of the Form cosh[βy(t)]
6.5-2. Integrands With Nonlinearity of the Form sinh[βy(t)]
6.5-3. Integrands With Nonlinearity of the Form tanh[βy(t)]
6.5-4. Integrands With Nonlinearity of the Form coth[βy(t)]
6.5-5. Other Integrands
6.6. Equations With Logarithmic Nonlinearity
6.6-1. Integrands With Nonlinearity of the Form ln[βy(t)]
6.6-2. Other Integrands
6.7. Equations With Trigonometric Nonlinearity
6.7-1. Integrands With Nonlinearity of the Form cos[βy(t)]
6.7-2. Integrands With Nonlinearity of the Form sin[βy(t)]
6.7-3. Integrands With Nonlinearity of the Form tan[βy(t)]
6.7-4. Integrands With Nonlinearity of the Form cot[ βy(t)]
6.7-5. Other Integrands
6.8. Equations With Nonlinearity of General Form
6.8-1. Equations of the Form
b
a
G( · · · ) dt = F (x)
6.8-2. Equations of the Form y(x) +
b
a
K(x, t)G

y(t)


dt = F (x)
6.8-3. Equations of the Form y(x) +
b
a
K(x, t)G

t, y(t)


dt = F (x)
6.8-4. Equations of the Form y(x) +
b
a
G

x, t, y(t)


dt = F (x)
6.8-5. Equations of the Form F

x, y(x)


+
b
a
G

x, t, y(x), y(t)


dt = 0
6.8-6. Other Equations
Page xiv
© 1998 by CRC Press LLCPart II. Methods for Solving Integral Equations
7 Main Definitions and Formulas. Integral Transforms
7.1. Some Definitions, Remarks, and Formulas
7.1-1. Some Definitions
7.1-2. The Structure of Solutions to Linear Integral Equations
7.1-3. Integral Transforms
7.1-4. Residues. Calculation Formulas
7.1-5. The Jordan Lemma
7.2. The Laplace Transform
7.2-1. Definition. The Inversion Formula
7.2-2. The Inverse Transforms of Rational Functions
7.2-3. The Convolution Theorem for the Laplace Transform
7.2-4. Limit Theorems
7.2-5. Main Properties of the Laplace Transform
7.2-6. The Post–Widder Formula
7.3. The Mellin Transform
7.3-1. Definition. The Inversion Formula
7.3-2. Main Properties of the Mellin Transform
7.3-3. The Relation Among the Mellin, Laplace, and Fourier Transforms
7.4. The Fourier Transform
7.4-1. Definition. The Inversion Formula
7.4-2. An Asymmetric Form of the Transform
7.4-3. The Alternative Fourier Transform
7.4-4. The Convolution Theorem for the Fourier Transform
7.5. The Fourier Sine and Cosine Transforms
7.5-1. The Fourier Cosine Transform
7.5-2. The Fourier Sine Transform
7.6. Other Integral Transforms
7.6-1. The Hankel Transform
7.6-2. The Meijer Transform
7.6-3. The Kontorovich–Lebedev Transform and Other Transforms
8. Methods for Solving Linear Equations of the Form
x
a
K(x, t)y(t) dt = f(x)
8.1. Volterra Equations of the First Kind
8.1-1. Equations of the First Kind. Function and Kernel Classes
8.1-2. Existence and Uniqueness of a Solution
8.2. Equations With Degenerate Kernel: K(x, t) = g 1 (x)h 1 (t) + · · · + g n(x)h n(t)
8.2-1. Equations With Kernel of the Form K(x, t) = g 1 (x)h 1 (t) + g 2 (x)h 2 (t)
8.2-2. Equations With General Degenerate Kernel
8.3. Reduction of Volterra Equations of the 1st Kind to Volterra Equations of the 2nd Kind
8.3-1. The First Method
8.3-2. The Second Method
8.4. Equations With Difference Kernel: K(x, t) = K(x – t)
8.4-1. A Solution Method Based on the Laplace Transform
8.4-2. The Case in Which the Transform of the Solution is a Rational Function
8.4-3. Convolution Representation of a Solution
8.4-4. Application of an Auxiliary Equation
8.4-5. Reduction to Ordinary Differential Equations
8.4-6. Reduction of a Volterra Equation to a Wiener–Hopf Equation
Page xv
© 1998 by CRC Press LLC8.5. Method of Fractional Differentiation
8.5-1. The Definition of Fractional Integrals
8.5-2. The Definition of Fractional Derivatives
8.5-3. Main Properties
8.5-4. The Solution of the Generalized Abel Equation
8.6. Equations With Weakly Singular Kernel
8.6-1. A Method of Transformation of the Kernel
8.6-2. Kernel With Logarithmic Singularity
8.7. Method of Quadratures
8.7-1. Quadrature Formulas
8.7-2. The General Scheme of the Method
8.7-3. An Algorithm Based on the Trapezoidal Rule
8.7-4. An Algorithm for an Equation With Degenerate Kernel
8.8. Equations With Infinite Integration Limit
8.8-1. An Equation of the First Kind With Variable Lower Limit of Integration
8.8-2. Reduction to a Wiener–Hopf Equation of the First Kind
9. Methods for Solving Linear Equations of the Form y(x) –
x
a
K(x, t)y(t) dt = f(x)
9.1. Volterra Integral Equations of the Second Kind
9.1-1. Preliminary Remarks. Equations for the Resolvent
9.1-2. A Relationship Between Solutions of Some Integral Equations
9.2. Equations With Degenerate Kernel: K(x, t) = g 1 (x)h 1 (t) + · · · + g n(x)h n(t)
9.2-1. Equations With Kernel of the Form K(x, t) = ϕ(x) + ψ(x)(x – t)
9.2-2. Equations With Kernel of the Form K(x, t) = ϕ(t) + ψ(t)(t – x)
9.2-3. Equations With Kernel of the Form K(x, t) =
n
m=1
ϕ m(x)(x – t)m–1
9.2-4. Equations With Kernel of the Form K(x, t) =
n
m=1
ϕ m(t)(t – x)m–1
9.2-5. Equations With Degenerate Kernel of the General Form
9.3. Equations With Difference Kernel: K(x, t) = K(x – t)
9.3-1. A Solution Method Based on the Laplace Transform
9.3-2. A Method Based on the Solution of an Auxiliary Equation
9.3-3. Reduction to Ordinary Differential Equations
9.3-4. Reduction to a Wiener–Hopf Equation of the Second Kind
9.3-5. Method of Fractional Integration for the Generalized Abel Equation
9.3-6. Systems of Volterra Integral Equations
9.4. Operator Methods for Solving Linear Integral Equations
9.4-1. Application of a Solution of a “Truncated” Equation of the First Kind
9.4-2. Application of the Auxiliary Equation of the Second Kind
9.4-3. A Method for Solving “Quadratic” Operator Equations
9.4-4. Solution of Operator Equations of Polynomial Form
9.4-5. A Generalization
9.5. Construction of Solutions of Integral Equations With Special Right-Hand Side
9.5-1. The General Scheme
9.5-2. A Generating Function of Exponential Form
9.5-3. Power-Law Generating Function
9.5-4. Generating Function Containing Sines and Cosines
9.6. The Method of Model Solutions
9.6-1. Preliminary Remarks
9.6-2. Description of the Method
9.6-3. The Model Solution in the Case of an Exponential Right-Hand Side
Page xvi
© 1998 by CRC Press LLC9.6-4. The Model Solution in the Case of a Power-Law Right-Hand Side
9.6-5. The Model Solution in the Case of a Sine-Shaped Right-Hand Side
9.6-6. The Model Solution in the Case of a Cosine-Shaped Right-Hand Side
9.6-7. Some Generalizations
9.7. Method of Differentiation for Integral Equations
9.7-1. Equations With Kernel Containing a Sum of Exponential Functions
9.7-2. Equations With Kernel Containing a Sum of Hyperbolic Functions
9.7-3. Equations With Kernel Containing a Sum of Trigonometric Functions
9.7-4. Equations Whose Kernels Contain Combinations of Various Functions
9.8. Reduction of Volterra Equations of the 2nd Kind to Volterra Equations of the 1st Kind
9.8-1. The First Method
9.8-2. The Second Method
9.9. The Successive Approximation Method
9.9-1. The General Scheme
9.9-2. A Formula for the Resolvent
9.10. Method of Quadratures
9.10-1. The General Scheme of the Method
9.10-2. Application of the Trapezoidal Rule
9.10-3. The Case of a Degenerate Kernel
9.11. Equations With Infinite Integration Limit
9.11-1. An Equation of the Second Kind With Variable Lower Integration Limit
9.11-2. Reduction to a Wiener–Hopf Equation of the Second Kind
10. Methods for Solving Linear Equations of the Form
b
a
K(x, t)y(t) dt = f(x)
10.1. Some Definition and Remarks
10.1-1. Fredholm Integral Equations of the First Kind
10.1-2. Integral Equations of the First Kind With Weak Singularity
10.1-3. Integral Equations of Convolution Type
10.1-4. Dual Integral Equations of the First Kind
10.2. Krein’s Method
10.2-1. The Main Equation and the Auxiliary Equation
10.2-2. Solution of the Main Equation
10.3. The Method of Integral Transforms
10.3-1. Equation With Difference Kernel on the Entire Axis
10.3-2. Equations With Kernel K(x, t) = K(x/t) on the Semiaxis
10.3-3. Equation With Kernel K(x, t) = K(xt) and Some Generalizations
10.4. The Riemann Problem for the Real Axis
10.4-1. Relationships Between the Fourier Integral and the Cauchy Type Integral
10.4-2. One-Sided Fourier Integrals
10.4-3. The Analytic Continuation Theorem and the Generalized Liouville Theorem
10.4-4. The Riemann Boundary Value Problem
10.4-5. Problems With Rational Coefficients
10.4-6. Exceptional Cases. The Homogeneous Problem
10.4-7. Exceptional Cases. The Nonhomogeneous Problem
10.5. The Carleman Method for Equations of the Convolution Type of the First Kind
10.5-1. The Wiener–Hopf Equation of the First Kind
10.5-2. Integral Equations of the First Kind With Two Kernels
Page xvii
© 1998 by CRC Press LLC10.6. Dual Integral Equations of the First Kind
10.6-1. The Carleman Method for Equations With Difference Kernels
10.6-2. Exact Solutions of Some Dual Equations of the First Kind
10.6-3. Reduction of Dual Equations to a Fredholm Equation
10.7. Asymptotic Methods for Solving Equations With Logarithmic Singularity
10.7-1. Preliminary Remarks
10.7-2. The Solution for Large λ
10.7-3. The Solution for Small λ
10.7-4. Integral Equation of Elasticity
10.8. Regularization Methods
10.8-1. The Lavrentiev Regularization Method
10.8-2. The Tikhonov Regularization Method
11. Methods for Solving Linear Equations of the Form y(x) –
b
a
K(x, t)y(t) dt = f(x)
11.1. Some Definition and Remarks
11.1-1. Fredholm Equations and Equations With Weak Singularity of the 2nd Kind
11.1-2. The Structure of the Solution
11.1-3. Integral Equations of Convolution Type of the Second Kind
11.1-4. Dual Integral Equations of the Second Kind
11.2. Fredholm Equations of the Second Kind With Degenerate Kernel
11.2-1. The Simplest Degenerate Kernel
11.2-2. Degenerate Kernel in the General Case
11.3. Solution as a Power Series in the Parameter. Method of Successive Approximations
11.3-1. Iterated Kernels
11.3-2. Method of Successive Approximations
11.3-3. Construction of the Resolvent
11.3-4. Orthogonal Kernels
11.4. Method of Fredholm Determinants
11.4-1. A Formula for the Resolvent
11.4-2. Recurrent Relations
11.5. Fredholm Theorems and the Fredholm Alternative
11.5-1. Fredholm Theorems
11.5-2. The Fredholm Alternative
11.6. Fredholm Integral Equations of the Second Kind With Symmetric Kernel
11.6-1. Characteristic Values and Eigenfunctions
11.6-2. Bilinear Series
11.6-3. The Hilbert–Schmidt Theorem
11.6-4. Bilinear Series of Iterated Kernels
11.6-5. Solution of the Nonhomogeneous Equation
11.6-6. The Fredholm Alternative for Symmetric Equations
11.6-7. The Resolvent of a Symmetric Kernel
11.6-8. Extremal Properties of Characteristic Values and Eigenfunctions
11.6-9. Integral Equations Reducible to Symmetric Equations
11.6-10. Skew-Symmetric Integral Equations
11.7. An Operator Method for Solving Integral Equations of the Second Kind
11.7-1. The Simplest Scheme
11.7-2. Solution of Equations of the Second Kind on the Semiaxis
Page xviii
© 1998 by CRC Press LLC11.8. Methods of Integral Transforms and Model Solutions
11.8-1. Equation With Difference Kernel on the Entire Axis
11.8-2. An Equation With the Kernel K(x, t) = t –1 Q(x/t) on the Semiaxis
11.8-3. Equation With the Kernel K(x, t) = t β Q(xt) on the Semiaxis
11.8-4. The Method of Model Solutions for Equations on the Entire Axis
11.9. The Carleman Method for Integral Equations of Convolution Type of the Second Kind
11.9-1. The Wiener–Hopf Equation of the Second Kind
11.9-2. An Integral Equation of the Second Kind With Two Kernels
11.9-3. Equations of Convolution Type With Variable Integration Limit
11.9-4. Dual Equation of Convolution Type of the Second Kind
11.10. The Wiener–Hopf Method
11.10-1. Some Remarks
11.10-2. The Homogeneous Wiener–Hopf Equation of the Second Kind
11.10-3. The General Scheme of the Method. The Factorization Problem
11.10-4. The Nonhomogeneous Wiener–Hopf Equation of the Second Kind
11.10-5. The Exceptional Case of a Wiener–Hopf Equation of the Second Kind
11.11. Krein’s Method for Wiener–Hopf Equations
11.11-1. Some Remarks. The Factorization Problem
11.11-2. The Solution of the Wiener–Hopf Equations of the Second Kind
11.11-3. The Hopf–Fock Formula
11.12. Methods for Solving Equations With Difference Kernels on a Finite Interval
11.12-1. Krein’s Method
11.12-2. Kernels With Rational Fourier Transforms
11.12-3. Reduction to Ordinary Differential Equations
11.13. The Method of Approximating a Kernel by a Degenerate One
11.13-1. Approximation of the Kernel
11.13-2. The Approximate Solution
11.14. The Bateman Method
11.14-1. The General Scheme of the Method
11.14-2. Some Special Cases
11.15. The Collocation Method
11.15-1. General Remarks
11.15-2. The Approximate Solution
11.15-3. The Eigenfunctions of the Equation
11.16. The Method of Least Squares
11.16-1. Description of the Method
11.16-2. The Construction of Eigenfunctions
11.17. The Bubnov–Galerkin Method
11.17-1. Description of the Method
11.17-2. Characteristic Values
11.18. The Quadrature Method
11.18-1. The General Scheme for Fredholm Equations of the Second Kind
11.18-2. Construction of the Eigenfunctions
11.18-3. Specific Features of the Application of Quadrature Formulas
11.19. Systems of Fredholm Integral Equations of the Second Kind
11.19-1. Some Remarks
11.19-2. The Method of Reducing a System of Equations to a Single Equation
Page xix
© 1998 by CRC Press LLC11.20. Regularization Method for Equations With Infinite Limits of Integration
11.20-1. Basic Equation and Fredholm Theorems
11.20-2. Regularizing Operators
11.20-3. The Regularization Method
12. Methods for Solving Singular Integral Equations of the First Kind
12.1. Some Definitions and Remarks
12.1-1. Integral Equations of the First Kind With Cauchy Kernel
12.1-2. Integral Equations of the First Kind With Hilbert Kernel
12.2. The Cauchy Type Integral
12.2-1. Definition of the Cauchy Type Integral
12.2-2. The H¨older Condition
12.2-3. The Principal Value of a Singular Integral
12.2-4. Multivalued Functions
12.2-5. The Principal Value of a Singular Curvilinear Integral
12.2-6. The Poincar´e–Bertrand Formula
12.3. The Riemann Boundary Value Problem
12.3-1. The Principle of Argument. The Generalized Liouville Theorem
12.3-2. The Hermite Interpolation Polynomial
12.3-3. Notion of the Index
12.3-4. Statement of the Riemann Problem
12.3-5. The Solution of the Homogeneous Problem
12.3-6. The Solution of the Nonhomogeneous Problem
12.3-7. The Riemann Problem With Rational Coefficients
12.3-8. The Riemann Problem for a Half-Plane
12.3-9. Exceptional Cases of the Riemann Problem
12.3-10. The Riemann Problem for a Multiply Connected Domain
12.3-11. The Cases of Discontinuous Coefficients and Nonclosed Contours
12.3-12. The Hilbert Boundary Value Problem
12.4. Singular Integral Equations of the First Kind
12.4-1. The Simplest Equation With Cauchy Kernel
12.4-2. An Equation With Cauchy Kernel on the Real Axis
12.4-3. An Equation of the First Kind on a Finite Interval
12.4-4. The General Equation of the First Kind With Cauchy Kernel
12.4-5. Equations of the First Kind With Hilbert Kernel
12.5. Multhopp–Kalandiya Method
12.5-1. A Solution That is Unbounded at the Endpoints of the Interval
12.5-2. A Solution Bounded at One Endpoint of the Interval
12.5-3. Solution Bounded at Both Endpoints of the Interval
13. Methods for Solving Complete Singular Integral Equations
13.1. Some Definitions and Remarks
13.1-1. Integral Equations With Cauchy Kernel
13.1-2. Integral Equations With Hilbert Kernel
13.1-3. Fredholm Equations of the Second Kind on a Contour
13.2. The Carleman Method for Characteristic Equations
13.2-1. A Characteristic Equation With Cauchy Kernel
13.2-2. The Transposed Equation of a Characteristic Equation
13.2-3. The Characteristic Equation on the Real Axis
13.2-4. The Exceptional Case of a Characteristic Equation
Page xx
© 1998 by CRC Press LLC13.2-5. The Characteristic Equation With Hilbert Kernel
13.2-6. The Tricomi Equation
13.3. Complete Singular Integral Equations Solvable in a Closed Form
13.3-1. Closed-Form Solutions in the Case of Constant Coefficients
13.3-2. Closed-Form Solutions in the General Case
13.4. The Regularization Method for Complete Singular Integral Equations
13.4-1. Certain Properties of Singular Operators
13.4-2. The Regularizer
13.4-3. The Methods of Left and Right Regularization
13.4-4. The Problem of Equivalent Regularization
13.4-5. Fredholm Theorems
13.4-6. The Carleman–Vekua Approach to the Regularization
13.4-7. Regularization in Exceptional Cases
13.4-8. The Complete Equation With Hilbert Kernel
14. Methods for Solving Nonlinear Integral Equations
14.1. Some Definitions and Remarks
14.1-1. Nonlinear Volterra Integral Equations
14.1-2. Nonlinear Equations With Constant Integration Limits
14.2. Nonlinear Volterra Integral Equations
14.2-1. The Method of Integral Transforms
14.2-2. The Method of Differentiation for Integral Equations
14.2-3. The Successive Approximation Method
14.2-4. The Newton–Kantorovich Method
14.2-5. The Collocation Method
14.2-6. The Quadrature Method
14.3. Equations With Constant Integration Limits
14.3-1. Nonlinear Equations With Degenerate Kernels
14.3-2. The Method of Integral Transforms
14.3-3. The Method of Differentiating for Integral Equations
14.3-4. The Successive Approximation Method
14.3-5. The Newton–Kantorovich Method
14.3-6. The Quadrature Method
14.3-7. The Tikhonov Regularization Method
Supplements
Supplement 1. Elementary Functions and Their Properties
1.1. Trigonometric Functions
1.2. Hyperbolic Functions
1.3. Inverse Trigonometric Functions
1.4. Inverse Hyperbolic Functions
Supplement 2. Tables of Indefinite Integrals
2.1. Integrals Containing Rational Functions
2.2. Integrals Containing Irrational Functions
2.3. Integrals Containing Exponential Functions
2.4. Integrals Containing Hyperbolic Functions
2.5. Integrals Containing Logarithmic Functions
Page xxi
© 1998 by CRC Press LLC2.6. Integrals Containing Trigonometric Functions
2.7. Integrals Containing Inverse Trigonometric Functions
Supplement 3. Tables of Definite Integrals
3.1. Integrals Containing Power-Law Functions
3.2. Integrals Containing Exponential Functions
3.3. Integrals Containing Hyperbolic Functions
3.4. Integrals Containing Logarithmic Functions
3.5. Integrals Containing Trigonometric Functions
Supplement 4. Tables of Laplace Transforms
4.1. General Formulas
4.2. Expressions With Power-Law Functions
4.3. Expressions With Exponential Functions
4.4. Expressions With Hyperbolic Functions
4.5. Expressions With Logarithmic Functions
4.6. Expressions With Trigonometric Functions
4.7. Expressions With Special Functions
Supplement 5. Tables of Inverse Laplace Transforms
5.1. General Formulas
5.2. Expressions With Rational Functions
5.3. Expressions With Square Roots
5.4. Expressions With Arbitrary Powers
5.5. Expressions With Exponential Functions
5.6. Expressions With Hyperbolic Functions
5.7. Expressions With Logarithmic Functions
5.8. Expressions With Trigonometric Functions
5.9. Expressions With Special Functions
Supplement 6. Tables of Fourier Cosine Transforms
6.1. General Formulas
6.2. Expressions With Power-Law Functions
6.3. Expressions With Exponential Functions
6.4. Expressions With Hyperbolic Functions
6.5. Expressions With Logarithmic Functions
6.6. Expressions With Trigonometric Functions
6.7. Expressions With Special Functions
Supplement 7. Tables of Fourier Sine Transforms
7.1. General Formulas
7.2. Expressions With Power-Law Functions
7.3. Expressions With Exponential Functions
7.4. Expressions With Hyperbolic Functions
7.5. Expressions With Logarithmic Functions
7.6. Expressions With Trigonometric Functions
7.7. Expressions With Special Functions
Page xxii
© 1998 by CRC Press LLCSupplement 8. Tables of Mellin Transforms
8.1. General Formulas
8.2. Expressions With Power-Law Functions
8.3. Expressions With Exponential Functions
8.4. Expressions With Logarithmic Functions
8.5. Expressions With Trigonometric Functions
8.6. Expressions With Special Functions
Supplement 9. Tables of Inverse Mellin Transforms
9.1. Expressions With Power-Law Functions
9.2. Expressions With Exponential and Logarithmic Functions
9.3. Expressions With Trigonometric Functions
9.4. Expressions With Special Functions
Supplement 10. Special Functions and Their Properties
10.1. Some Symbols and Coefficients
10.2. Error Functions and Integral Exponent
10.3. Integral Sine and Integral Cosine. Fresnel Integrals
10.4. Gamma Function. Beta Function
10.5. Incomplete Gamma Function
10.6. Bessel Functions
10.7. Modified Bessel Functions
10.8. Degenerate Hypergeometric Functions
10.9. Hypergeometric Functions
10.10. Legendre Functions
10.11. Orthogonal Polynomials
References


Other Mathematics Books
Other Core of CS Books
Integral equation - Wikipedia, the free encyclopedia
Integral Equations - EqWorld
Differential and Integral Equations
Boundary Integral Equations
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