INTEGRAL EQUATION: AN INTRODUCTION

By
Prof. V. S. Verma
Department of Mathematics and Statistics
D.D.U. Gorakhpur University, Gorakhpur
We have seen that most of the problems of science and technology can be solved and
analysed with the help of theories of ordinary and partial differential equations. These problems
can also be solved by better methods called as the theory of integral equations. For example,
while searching the formula for the solution of linear differential equation in such a manner so as
to include boundary condition or initial condition, we arrive at an integral equation. The solution
of the integral equation so obtained is much easier than the original boundary value or initial
value problem. The theory of integral equations is one of the most useful mathematical tools to
deal with the problems in both pure and applied mathematics, mathematical physics, mechanical
vibrations and the related fields of science and technology.
An ‘integral equation’ is an equation in which the unknown function occurs under the
integral sign. Integral equations were first encountered in the theory of Fourier integral. In 1825,
another integral equation was obtained by Abel which was named after him (i.e. Abel’s
integralequation) having the following form:
x
y ( t ) dt
f ( x )=∫ ¿
0
¿¿

where f ( x ) is a continuous function and y ( t ) is an unknown function.Huygens solved the Abel’s

integral equation for α =¿ 1/2 . In 1826,Poisson obtained an integral equation of the following
form :
x
y ( x )=f ( x ) + λ ∫ K ( x , t ) y ( t ) dt
o

in which the unknown function y ( x ) occurs under the integral sign as well as outside the integral
sign and the variable x appears as one of the limits i.e. the upper limit of the integral.
Actual development of the theory of integral equations began with the works of the Italian
mathematician Vito Volterra and the Swedish mathematician Ivar Fredholm.Vito Volterra (1860-
1940) and Ivar Fredholm (1866-1927) together with David Hilbert (1862-1943), Erhard
Schmidtanddu Bois-Raymond were supposed as the principal founders of the theory of integral
equations. The name integral equationfor any equation involving the unknown function y (x )
under the integral sign was first given by du BoisRaymond in 1888. Volterra was the first to
recognize the importance of the theory of integral equations and to consider it systematically. In
1896, he gave the first general treatment of the solution of the class of linear integral equation
bearing his name and characterized by the variable x appearing as the upper limit of the integral.
In 1900, Fredholm contributed a more general class of linear integral equation of the following
form:
 b
y ( x )=f ( x ) +∫ K ( x , t ) y ( t ) dt
a

Formal Definition of Integral Equation

An integral equation is an equation in which an unknown function appears under one or
more signs of integration. There can occur other terms as well in integral equations. For example,
in the rectanglea ≤ x ≤ b , a ≤ t ≤ b ,the following are the integral equations:
b
f ( x )=∫ K ( x ,t ) y (t) dt …(1)
a
b
y ( x )=f ( x ) +∫ K ( x , t ) y (t )dt …(2)
a

b
y ( x )=∫ K ( x , t ) [ y (t ) ] dt …(3)
2

b b
y ( x )=∫ ∫ K ( x , s ,t ) y ( s ) y ( t ) ds dt , a ≤ s ≤ b …(4)
a a

In each of the above equations, y ( x ) is an unknown function while f (x), K (x , t) and

K (x , s ,t) areknown functions(real or complex) and a and b are constants.
The integral equations (1) and (2) can also be put in the following form :
L [y (x)] = f (x) …(5)
where the expression L [y (x)] is linear in the sense that
L[c1y1(x) + c2y2(x) +… + cnyn(x)]
= c1 L[y1 (x)] + c2L[y2(x)] +... + cnL[yn(x)]
for arbitrary constants c1, c2.,………, cn .
Thus, the integral equations (1) and (2) can be re-written as follows:
b
L [ y ( x ) ] =∫ K ( x ,t ) y ( t ) dt ; a ≤ x ≤ b∧a ≤ t ≤ b
a
b
¿ L [ y ( x ) ] = y ( x )−∫ K ( x , t ) y (t)dt ; a ≤ x ≤ b , a ≤ t ≤ b
a

Note: The integral equations (1)-(5) are all non-singular integral equations and many be further classified into linear
and non-linear integral equations as follows:
 Linear and Non-linear Integral Equation
The non-singular integral equation of the type (5), where L[y(x)] is a linear expression in
which y (x ) appears under one or more signs of integration is called as a linear integral equation.
In other words, an integral equation is called linear if only linear operations are performed in it
upon the unknown function. Anon-singular integral equation which is not linear is known as a
non-linear integral equation.
Thus, the equations (1) and (2) given above are linear integral equations while the
equations (3) and (4) are non-linear integral equations.
Linear integral equations of the form (1), where the unknown function appears under the
sign of integration and nowhere else in the equation, are called integral equations of the first
kind. Those of the form (2), where the unknown function appears both under the sign of
integration and elsewhere in the equation are called integral equations of the second kind.
The function K ( x , t )appearing in equations (1) and (2), is known as the kernel of the
integral equation defined in the rectanglea ≤ x ≤ b , a ≤ t ≤ b of the xt- plane.
The different names have been used in different languages for the word kernel. The
following names of kernel are popular and more common :
(i) Noyau in French
(ii) Kern in German
(iii) Nucleo in Italian
The integral equation is completely specified by giving the interval [ a , b], the kernel
K ( x , t ) and the function f ( x ) .

If we take f ( x ) = 0 in (2), we obtain the homogeneous integral equation of the second kind
as given below :
b
y ( x )=∫ K ( x , t ) y (t )dt ; a ≤ x ≤ b , a ≤t ≤b …(6)
a

When the integral equations (2) and (6) are considered simultaneously, the equation (6) is
called as the homogeneous integral equation associated with the integral equation (2).
It is often convenient to introduce a parameter  into an integral equation of the second
kind, which then assumes the following form :
b
y ( x )=f ( x ) + λ ∫ K ( x , t ) y ( t) dt ; a ≤ x ≤ b , a ≤ t ≤ b…(7)
a
The constant  can also be incorporated into kernel K ( x , t ) of the integral equation (7). However,
we can obtain useful information by studying what happens when  is allowed to vary in the
complex plane.
If K ( x , t ) = 0 when x<t, then the integral equation (7) can be written as :
x
y ( x )=f ( x ) + λ ∫ K ( x , t ) y ( t) dt …(8)
a

with a variable upper limit of integration.

However, the most general type of linear integral equation may be put in the following
form :
❑
g ( x ) y ( x )=f ( x ) + λ ∫ K ( x ,t ) y (t)dt …(9)
a

where the upper limit of integration may be either variable x or fixed b. The functions f ( x ) , g ( x )
and K ( x , t ) are known functions while y ( x ) is to be determined; λ is a non-zero real or
complex parameter. Recall that the function K ( x , t ) is known as the kernel of the integral
equation.
The following special cases of the most general type of linear integral equation (9) are of
main interest:
 Linear Integral Equation of First Kind
The most general type of linear integral equation is given by
❑
g ( x ) y ( x )=f ( x ) + λ ∫ K ( x ,t ) y (t)dt …(1)
a

If we take g ( x )=0 , then the integral equation (1) reduces to

❑
f ( x ) + λ ∫ K ( x ,t ) y (t)dt =0 …(2)
a

which is called as linear integral equation of first kind.

Linear Integral Equation of Second Kind

If we take g(x) = 1, then integral equation (1) reduces to
❑
y ( x )=f ( x ) + λ ∫ K ( x , t ) y ( t) dt …(3)
a

which is called as linear integral equation of second kind.

Linear Integral Equation of Third Kind
If g(x) is different from zero and one, then the integral equation (1) itself is called as linear
integral equation of third kind.