Maths encyclopedia and lessons  
Search

Mathematics Encyclopedia and Lessons

 
     
 

Lessons

Popular
Subjects

algebra
arithmetic
calculus
equations
geometry
differential equations
trigonometry
number theory
probability theory
more
 

References

applied mathematics
mathematical games
mathematicians
more
 
 

Fredholm integral equation

In mathematics, the Fredholm integral equation introduced by Ivar Fredholm gives rises to a Fredholm operator. From the point of view of functional analysis it therefore has a well-understood abstract eigenvalue theory. In this case that is supported by a computational theory, including the Fredholm determinants .

An inhomogeneous Fredholm equation of the first kind is written:

g(t)=\int_a^b K(t,s)f(s)\,ds

and the problem is, given the continuous kernel function K(t,s), and the function g(t), to find the function f(s).

An inhomogeneous Fredholm equation of the second kind is essentially a form of the eigenvalue problem for the above equation:

f(t)=\lambda\int_a^bK(t,s)f(s)\,ds + g(t)

and the problem is again, given the kernel K(t,s), and the function g(t), find the function f(s). The kernel K is a compact operator (to show this one relies on equicontinuity). It therefore has a spectral theory that can be understood in terms of a discrete spectrum of eigenvalues that tend to 0. This underlies the theory of the equation.

See also: Liouville-Neumann series.

External link

Bibliography

  • A.D. Polyanin and A.V. Manzhirov, Handbook of Integral Equations, CRC Press, Boca Raton, 1998.
01-04-2007 01:18:14
The contents of this article are licensed from Wikipedia.org
under the GNU Free Documentation License. How to see transparent copy