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Encyclopedia > 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. Wikibooks Wikiversity has more about this subject: School of Mathematics Wikiquote has a collection of quotations related to: Mathematics Look up Mathematics on Wiktionary, the free dictionary Wikimedia Commons has media related to: Mathematics Bogomolny, Alexander: Interactive Mathematics Miscellany and Puzzles. ... Erik Ivar Fredholm (April 7, 1866 - August 17, 1927) was a Swedish mathematician who established the modern theory of integral equations. ... In mathematics, a Fredholm operator is a bounded linear operator between two Banach spaces whose range is closed and whose kernel and cokernel are finite-dimensional. ... Functional analysis is that branch of mathematics and specifically of analysis which is concerned with the study of spaces of functions. ... In mathematics, a number is called an eigenvalue of a matrix if there exists a nonzero vector such that the matrix times the vector is equal to the same vector multiplied by the eigenvalue. ... A complex analytic function which generalizes the characteristic polynomial of a matrix. ...


An inhomogeneous Fredholm equation of the first kind is written: Homogeneous is an adjective that has several meanings. ...

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). In mathematics, an integral transform is any transform T of the following form: The input of this transform is a function f, and the output is another function Tf. ...


If the kernel has the specific form K(t-s) and the limits of integration are pm infty, the righr hand side of the equaiton can be rewritten as a convolution of the functions K and f and therefore the solution will be given by


f(x) = mathcal{F}_omega^{-1}[{mathcal{F}_x[f(x)](omega)over mathcal{F}_x[K(x)](omega)}]=int_{-infty}^infty {mathcal{F}_x[f(x)](omega)over mathcal{F}_x[K(x)](omega)}e^{2pi i omega x} domega


where mathcal{F}_x and mathcal{F}_omega^{-1} are the direct and inverse Fourier transforms respectively.


An inhomogeneous Fredholm equation of the second kind is essentially a form of the eigenvalue problem for the above equation: In mathematics, a number is called an eigenvalue of a matrix if there exists a nonzero vector such that the matrix times the vector is equal to the same vector multiplied by the eigenvalue. ...

f(t)=lambdaint_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. In functional analysis, a compact operator (or completely continuous operator) is a linear operator L from a Banach space X to another Banach space Y, such that the image under L of any bounded subset of X is a relatively compact subset of Y. Such an operator is necessarily a... In mathematical analysis, a sequence of functions is equicontinuous if all the functions are continuous and they have equal variation over a given neighbourhood (a precise definition appears below). ... In mathematics, spectral theory is an inclusive term for theories extending the eigenvector and eigenvalue theory of a single square matrix. ... In mathematics, a number is called an eigenvalue of a matrix if there exists a nonzero vector such that the matrix times the vector is equal to the same vector multiplied by the eigenvalue. ...


See also

In mathematics, a Fredholm kernel is a certain type of a kernel on a Banach space, associated with nuclear operators on the Banach space. ... In mathematics, the Liouville-Neumann series is an infinite series defined as which is a unique, continuous solution of a Fredholm integral equation of the second kind. ...

References

  • Integral Equations at EqWorld: The World of Mathematical Equations.
  • A.D. Polyanin and A.V. Manzhirov, Handbook of Integral Equations, CRC Press, Boca Raton, 1998. ISBN 0-8493-2876-4

  Results from FactBites:
 
Integral equation - Wikipedia, the free encyclopedia (301 words)
In mathematics, an integral equation is an equation in which an unknown function appears under an integral sign.
There is a close connection between differential and integral equations, and some problems may be formulated either way.
Problems in which integral equations are encountered include radiative energy transfer and the oscillation of a string, membrane, or axle.
Fredholm integral equation - Wikipedia, the free encyclopedia (205 words)
In this case that is supported by a computational theory, including the Fredholm determinants.
An inhomogeneous Fredholm equation of the second kind is essentially a form of the eigenvalue problem for the above equation:
Integral Equations at EqWorld: The World of Mathematical Equations.
  More results at FactBites »


 
 

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