(Assignment#1 SEMESTER Fall-2021)

Submission Date (January 10, 2021)

BY ROLL#
Ali Mujtaba 21011709-049

MATH-418 (Advanced Integral Equation)

Mphil-Mathematics (Section-A)

Submitted To

Dr. Jamshaid

Department of Mathematics

Mphil (1st)

UNIVERSITY OF GUJRAT
 Contents
 Origin and applications of Volterra and Fredholm integral equation.
 Origin and applications of Volterra integro differential equation.
 Origin and applications Fredholm integro differential equation.
 Singular Integral Equations.
 linear and nonlinear operator.
 What is the role of kernel in integral equation?
 Theory of integral and differential equation.
 Volterra Integral Equation
Origin:
Volterra integral equations can be obtained from initial value problems with prescribed initial
values. It is important to point out that conversion of initial value problems to Volterra integral
equations, and converting Volterra integral equations to initial value problems are commonly used in the
literature.
Volterra started working on integral equations in 1884, but his serious study began in 1896.
The name integral equation was given by du Bois-Reymond in 1888. However, the name Volterra integral
equation was first coined by Lalesco in 1908.

Applications:
Volterra integral equations arise in many scientific applications such as

 The population dynamics.

 spread of epidemics.
 semi-conductor devices.

Fredholm integral equations

Origin:
Fredholm integral equations can be derived from boundary value problems with given
boundary conditions. Conversion of boundary value problems to Fredholm integral equations, and
conversion of Fredholm integral equations to equivalent boundary value problems are rarely used.
Erik Ivar Fredholm (1866– 1927) is best remembered for his work on integral equations and spectral
theory. Fredholm was a Swedish mathematician who established the theory of integral equations.

Applications:
A specific application of Fredholm equation is the generation of photo-realistic images in
computer graphics, in which the Fredholm equation is used to model light transport from the virtual light
sources to the image plane. The Fredholm equation is often called the rendering equation in this context.
 Volterra integro differential equations
Origin:
Volterra studied the hereditary influences when he was examining a population growth model. The
research work resulted in a specific topic where both differential and integral operators appeared together
in the same equation this new type of equations was termed as Volterra integro differential equations.
Volterra integro differential equations can be obtained from converting initial value problems
with prescribed initial values.

Applications:
It appeared in many physical applications such as

 Glass forming process.

 Nano hydrodynamics .
 Heat transfer.
 Diffusion process in general.
 Neutron diffusion.
 Biological species coexisting together with increasing and decreasing rates of
generating.
 Wind ripple in the desert.

Fredholm integro differential equations

Origin:
Fredholm integro differential equations can be derived from boundary value problems with
given boundary conditions.

Applications:
The Fredholm integro-differential equations of the second kind appear in a variety of
scientific applications such as

 The theory of signal processing.

 Neural networks.

Singular Integral Equations

Volterra integral equations of the first kind
 h(x)

f(x) = λ ∫ k (x, t)u(t)dt

g(x)

or of the second kind

h (x)

u(x) = f(x) + ∫ k (x, t)u(t)dt

g (x)

are called singular if one of the limits of integration g(x), h(x) or both are infinite. Moreover the previous
two equations are called singular if the kernel K(x, t) becomes unbounded at one or more points in the
interval of integration. In this text we will focus our concern on equations of the form
x
1
f(x) = ∫ u(t)dt, 0 <α< 1,
0 ( ϰ−t )α
or of the second kind:
x
1
u(x) = f(x) +∫ u(t)dt, 0 <α< 1,
0 ( ϰ−t )α
The last two standard forms are called generalized Abel’s integral equation and weakly singular integral
equations respectively. For α = 1/ 2 , the equation
x
1
f(x) =∫ u(t)dt
0 ( ϰ−t )1/ 2
is called the Abel’s singular integral equation. It is to be noted that the kernel in each equation becomes
infinity at the upper limit t = x.

linear and nonlinear operator

An operator L is a linear operator if it satisfies the following two properties

(i) L(u + v) = L(u) + L(v) for all functions u and v, and
(ii) L(cu) = cL(u) for all functions u and constants c ∈ R.
If an operator is not linear, it is said to be nonlinear.

Examples:
1) ut = u xx + cos(xy)u + x y 2 .
PDE can be written in operator form as L(u) = f where

L(u) = ut - u xx - cos(xy)u .

and f(x, y) = x y 2 . Since L is a linear operator above is a linear PDE.

 2)
ut + u xxx+uu x =0
In the first case, we can write the PDE in “operator form” as L(u) = 0 where

L(u) = ut + u xxx+uu x

This operator is quickly seen to be nonlinear (due to the uu x term) since it fails property (ii) above.
Thus, the PDE listed above is nonlinear.

3) L(cf) = 2c f yy + 3c 2 f f x

which, for example, is not equal to cL(f) if, say, c = 2. Thus, this operator is nonlinear. Notice in this
2
example that L is the sum of the linear operator L1 = 2 y ∂ and the nonlinear operator L2(f) = 3f f x .

Q: What is the role of kernel in integral equation?

The bivariate function k(x, y) is called the kernel of the integral equation. We shall assume that
h(x) and g(x) are defined and continuous on the interval a ≤ x ≤ b, and that the kernel is defined and
continuous on a ≤ x ≤ b and a ≤ y ≤ b. Here we will concentrate on the problem for r eal variables x and
y.

Differential equation Theory:

The theory of differential equations is closely related to the theory of difference equations, in
which the coordinates assume only discrete values, and the relationship involves values of the
unknown function or functions and values at nearby coordinates. Many methods to compute
numerical solutions of differential equations or study the properties of differential equations involve
the approximation of the solution of a differential equation by the solution of a corresponding
difference equation.
Differential equations play an important role in modeling virtually every physical, technical, or
biological process, from celestial motion, to bridge design, to interactions between neurons.

Integral equation Theory:

In mathematics, integral equations are equations in which an unknown function appears
under an integral sign.
Integral equations are important in many applications. Problems in which integral equations are
encountered include radiative transfer, and the oscillation of a string, membrane, or axle. Oscillation
problems may also be solved as differential equations.

References:
 https://matjohn.ku.edu/Teaching/S19/LinVsNonLin.pdf
 https://en.wikipedia.org/wiki/Differential_equation#:~:text=The%20theory
%20of%20differential%20equations,and%20values%20at%20nearby
%20coordinates.
 https://en.wikipedia.org/wiki/Integral_equation
 Linear_and_Nonlinear_Integral_Equations__Methods_and_Applications by
Abdul Majid Wazwaz (4)
