Integral Equations 1 Q-Series: Maths Notes

INTEGRAL EQUATIONS

Integral Equation: An equation in which an unknown function u  x  to be

determined , appears under one or more integral signs, is called an integral equation.
For example, for x, t   a, b  ; the equations
b
u  x    k  x, t  u  t  dt
a
b
And u  x   f  x    k  x, t  u  t  dt
a

are integral equations, where the function u  x  is the unknown function, while all the
other functions are known. In the above two integral equations, the function k  x, t  is
called kernel of the integral equation.
Note: The functions involved in the integral equations may be complex-valued
functions of real variables x and t .
General Form of an Integral Equation: General form of an integral equation is
  x

  xu  x  f  x    k  x, t  u  t  dt 
 1
  x

Where;
   x  , f  x  and K  x, t  are some known functions.
 u  x  is an unknown function which is to be determined.
  is a non-zero real or complex parameter.
 k  x, t  is called kernel of the integral equation.
   x  and   x  are limits of integration.
 If f  x   0 , then Eq 1 is called as homogeneous integral equation. It is called
non-homogeneous or inhomogeneous integral equation if f  x   0 .
Linear Integral Equation: An integral equation is called linear if the unknown
function occurs linearly. For example, the integral equation
b
u  x   f  x    k  x, t  u  t  dt
a

is a linear integral equation as the unknown function u  x  occurs linearly, i.e the
power of u  x  is 1
On the other hand, the integral equation
b
2
u  x   f  x    k  x, t  u  t   dt
a
Integral Equations 2 Q-Series: Maths Notes

is not linear integral equation as the unknown function u  x  in it does not occur
linearly, i.e. the power of u  x  is not 1.
Classification of Linear Integral Equations
The most frequently used linear integral equations fall under two main classes, namely
Fredholm and Volterra integral equations. However, here we will distinguish four
more related types of linear integral equation in addition to the two main classes.
Following is the list of Fredholm and Volterra integral equations along with the four
related types.
1) Fredholm integral equation.
2) Voltera integral equation.
3) Integro-differential equations.
4) Singular integral equations.
5) Voltera-Fredholm integral equation.
6) Voltera-Fredholm integro-differential equation.
1)-Fredholm Linear Integral Equations
A linear integral equation in which both the lower and upper limits of integration are
constants is called Fredholm integral equation. The standard form of Fredholm linear
integral equation is
b
  x  u  x   f  x     k  x, t  u  t  dt 
 1 where a  x, t  b
a

Here   x  , f  x  and the kernel k  x, t  are known functions,  is a parameter and

u  x  is an unknown function.
The value of   x  will give the following kinds of Fredholm linear integral equations.
1) When   x   0 , Eq 1 becomes
b
f  x     k  x, t  u  t  dt  0 
 i 
a
Which is known as Fredholm integral equation of the first kind.
2) When   x   1 , Eq 1 becomes
b
u  x   f  x     k  x, t  u  t  dt 
  ii 
a
Which is known as Fredholm integral equation of the second kind.
In fact Eq  ii  can be obtained from Eq 1 by dividing both sides of Eq 1 by
  x  , provided   x   0 .
Note: From the above discussion, it is clear that the Fredholm integral equation is of
the first kind if the unknown function u  x  appears only under the integral sign.
However, the Fredholm integral equation is of the second kind if the unknown function
u  x  appears both inside and outside of the integral sign.
Integral Equations 3 Q-Series: Maths Notes

2)-Volterra Linear Integral Equations

A linear integral equation in which the lower limit of integration is a constant but the
upper limit is a variable x is called Volterra integral equation. The standard form of
Volterra linear integral equation is
x
  x  u  x   f  x     k  x, t  u  t  dt 
  2
a

Here   x  , f  x  and the kernel k  x, t  are known functions,  is a parameter and

u  x  is an unknown function.
As like Fredholm integral equation, the value of   x  will give the following kinds of
Volterra linear integral equations.
1) When   x   0 , Eq  2  becomes
x
f  x     k  x, t  u  t  dt  0 
  iii 
a
Which is known as Voterra integral equation of the first kind.
2) When   x   1 , Eq  2  becomes
x
u  x   f  x     k  x, t  u  t  dt 
  iv 
a
Which is known as Volterra integral equation of the second kind.
In fact Eq  iv  can be obtained from Eq  2  by dividing both sides of Eq  2  by
  x  , provided   x   0 .
Note: From the above discussion, it is clear that the Voterra integral equation is of the
first kind if the unknown function u  x  appears only under the integral sign. However,
the Volterra integral equation is of the second kind if the unknown function u  x 
appears both inside and outside of the integral sign.
3)-Integro-Differential Equations
An equation in which the unknown function u  x  occurs in one side as an ordinary
derivative and appears on the side under the integral sign, is known as integro-
differential equation. Following are some examples of integro-differential equations.
x
u   x    x    x  t  u  t  dt ; u  0   0 , u   0   1 
 1
0
x
u   x    sin x  1   u  t  dt ; u  0  1   2

0
1
1
u   x   1  x   xt.u  t  dt ; u  0  1   3

3 0
Integral Equations 4 Q-Series: Maths Notes

Here Eq 1 and Eq  2  are Voterra integro-differential equations, while Eq  3 is a

Fredholm integro-differential equation.
4)-Singular Integral Equations
An integral equation is called singular if the integration is improper otherwise it is
called non-singular. In other word, an integral equation is called singular when one or
both limits of integration become infinite or when the kernel becomes infinite at one or
more points within the range of integration, otherwise it is called non-singular.
For examples of Singular integral equations are;

u  x   2 x  6  sin  x  t  u  t  dt
0
0
1
u  x  x   cos  x  t  u  t  dt
3 

1
u  x   x2  1 
  x  t  u  t  dt
6 
5)-Volterra-Fredholm Integral Equations
The Volterra-Fredholm integral equation is a combination of disjoint Volterra and
Fredholm integral equation. Its standard form is
x b
u  x   f  x    k1  x, t  u  t  dt   k 2  x, t  u  t  dt
0 a

Where k1  x, t  and k2  x, t  are the kernels of the equation.

Examples of Volterra-Fredholm integral equations are;

x 2
u  x   2 x    x  t  u  t  dt   u  t  dt
0 0

x 2
and u  x   sin x  cos x   u  t  dt   u  t  dt
0 0

6)-Volterra-Fredholm Integro-Differential Integral Equations

The Volterra-Fredholm integro-differential equation is a combination of disjoint
Volterra and Fredholm and differential operator. Its standard form is
x b
u  n   x   f  x    k1  x, t  u  t  dt   k 2  x, t  u  t  dt
0 a

Where k1  x, t  and k2  x, t  are the kernels of the equation and n is order of the
ordinary derivative of u  x  .
Examples of Volterra-Fredholm integro-differential equations are;
x 1
u   x   1    x  t  u  t  dt   xt.u  t  dt , u  0   1
0 0
Integral Equations 5 Q-Series: Maths Notes

x 
1
and u   x    x  x 3   u  t  dt   x.u  t  dt , u  0   0 , u   0   2
6 0 

Solution of Integral Equations

A solution of an integral equation on the interval of integration is a function u  x 
which when substituted in the given equation reduces it to an identity, i.e. u  x 
satisfies the given integral equation.
Examples:
x
 u  x   e x is a solution of the Volterra integral equation u  x   1   u  t  dt .
0

 u  x  x is a solution of the Fredholm integral equation

1
5 1 1
u  x  x     x  t  u  t  dt .
6 9 30
 u  x  x is a solution of the Fredholm integro-differential equation
1
2
u  x    u  t  dt .
3 0
Separable kernel: A kernel k  x, t  is called separable kernel or degenerate
kernel if it can be expressed as the sum of a finite number of terms, each of which is
the product of a function of x only and a function of t only, i.e.
n
k  x, t    f i  x  g i  t 
i 1

Or k  x, t   f1  x  g1  t   f 2  x  g 2  t   f 3  x  g 3  t     f n  x  g n  t 
The expressions x  t , x  t , x 2  3 xt  t 2 are examples of separable or degenerate
kernels.
Solution of Non-Homogeneous Fredholm Integral Equation of the 2 nd
Kind
A non-homogeneous Fredholm integral equation of the second kind is of the form
b
u  x   f  x     k  x, t  u  t  dt ; a  x, t  b
a
Various method and techniques are used for solving this type of equations. We take
start with the most recent methods.
Adomian Decomposition Method ( ADM )
This decomposition method is recently introduced by Adomian.. The method proved to
be reliable and effective for a wide class of equations, differential and integral
equations, linear and non-linear models. The method provides the solution in a series
form. The method was applied mostly to ordinary and partial differential equations and
was rarely used for integral equations.
Integral Equations 6 Q-Series: Maths Notes

In Adomian decomposition method, we usually express the solution u  x  of the

homogeneous linear integral equation
b
u  x   f  x     k  x, t  u  t  dt ;  1
a  x, t  b 
a
in a series form defined by

u  x    un  x 
n 0

Or u  x   u0  x   u1  x   u2  x   
  2
Substituting Eq  2  into Eq 1 , we have
 b 

 un  x   f  x     k  x, t   un t dt
n 0 n 0
a
b
Or u0  x   u1  x   u2  x     f  x     k  x, t  u0  t   u1  t   u2  t    dt
a
b
 u0  x   u1  x   u2  x     f  x     k  x, t  u0  t  dt
a
b
  k  x, t  u1  t  dt
a
b
  k  x, t  u2  t  dt
a


The components u0  x  , u1  x  , u2  x  ,  of the unknown function u  x  are
completely determined in a recurrent manner if we set
u0  x   f  x  ,
b
u1  x     k  x, t  u0  t  dt ,
a
b
u2  x     k  x, t  u1  t  dt ,
a
b
u3  x     k  x, t  u2  t  dt ,
a




b
un 1  x     k  x, t  un  t  dt
a
Integral Equations 7 Q-Series: Maths Notes

and so on. The above scheme for the determination of the components u0  x  , u1  x  ,
u2  x  ,  of the solution u  x  of Eq 1 can be written in a recursive manner as
u0  x   f  x  

b
  3
 
un 1  x     k  x, t  un  t  dt , n  0 
a 
Substituting Eq  3 into Eq  2  , we get the required solution u  x  of Eq 1 .
Example-1: Solve the following Fredholm integral equation by ADM.
1
9 1
u  x   x 2   x 2t 2u  t  dt
10 0
2
Solution: Given that
1
9 1
u  x   x 2   x 2t 2u  t  dt
10 0
2
1
9 1
Or u  x   x 2   x 2t 2u  t  dt 
 1
10 20
b
Equating Eq 1 with u  x   f  x     k  x, t  u  t  dt , we have
a

9 2 1
f  x  x ,   , a  0 , b  1 and k  x, t   x 2t 2
8 2
Let the solution of Eq 1 be

u  x    un  x   u0  x   u1  x   u2  x    
  2
n 0
Now by ADM, we have
u0  x   f  x 
9 2
 u0  x   x
10
b
u1  x     k  x, t  u0  t  dt
a
1
1 22 9 2
2 0
 x t . t dt
10
1
9 2 4
20 0
 x t dt
1
9 2 t5 
 x  
20  5  0
Integral Equations 8 Q-Series: Maths Notes

9 2 15 05 
 x   
20  5 5 
9 21
 x  
20  5 
9 2
 x
100
9 2
i.e. u1  x   x
100
b
u2  x     k  x, t  u1  t  dt
a
1
1 22 9 2
2 0
 xt t dt
100
1
9 2 4
200 0
 x t dt
1
9 2 t5 
 x  
200  5  0
9 2 15 05 
 x   
200  5 5 
9 21 9 2
 x   x
200  5  1000
9 2
i.e. u2  x   x
1000
b
u3  x     k  x, t  u2  t  dt
a
1
1 9 2
  x 2t 2 t dt
20 1000
1
9
 x 2  t 4 dt
2000 0
1
9 t5 
 x2  
2000  5  0
9 15 05 
 x2   
2000  5 5 
Integral Equations 9 Q-Series: Maths Notes

9 1 9
 x2    x2
2000  5  10000
9
i.e. u3  x   x2
10000
Putting the values in Eq  2  , we have
9 2 9 2 9 2 9
u  x  x  x  x  x 2 
10 100 1000 10000
9  1 1 1 
 u  x   x 2 1   2  3   
10  10 10 10 
9 2 1   a 
 u  x  x    S  
10  1  1 10   1 r 
9 2  10 
 u  x  x  
10  9 
 u  x   x 2 . This the required solution of the given I.E.
Example-2: Solve the following Fredholm integral equation by ADM.
1
13 1
u  x   x   xt.u  t  dt
3 40
Solution: Given that
1
13 1
u  x   x   xt.u  t  dt 
 1
3 40
b
Equating Eq 1 with u  x   f  x     k  x, t  u  t  dt , we have
a

13 1
f  x  x ,    , a  0 , b  1 and k  x, t   xt
3 4
Let the solution of Eq 1 be

u  x    un  x   u0  x   u1  x   u2  x    
  2
n 0
Now by ADM, we have
u0  x   f  x 
13
 u0  x   x
3
b
u1  x     k  x, t  u0  t  dt
a
Integral Equations 10 Q-Series: Maths Notes

1
1 13
   xt. tdt
40 3
1
13
12 0
 x t 2 dt
1
13  t 3 
  x 
12  3  0
13 13 03 
  x  
12  3 3 
13  1  13
  x    x
12  3  36
13
i.e. u1  x    x
36
b
u2  x     k  x, t  u1  t  dt
a
1
1  13 
  xt   t  dt
4 0  36 
1
13
 x  t 2 dt
144 0
1
13  t 3 
 x 
144  3  0
13 13 03 
 x  
144  3 3 
13  1  13
 x   x
144  3  432
13
i.e. u2  x   x
432
b
u3  x     k  x, t  u2  t  dt
a
1
1  13 
  xt 
4 0  432 
t  dt

1
13
 x  t 2 dt
1728 0
Integral Equations 11 Q-Series: Maths Notes

1
13  t 3 
 x 
1728  3  0
13 13 03 
 x  
1728  3 3 
13  1  13
 x    x
1728  3  5184
13
i.e. u3  x    x
5184
Putting the values in Eq  2  , we have
13 13 13 13
u  x  x x x x 
3 36 432 5184
13  1 1 1 
 u  x   x 1      
3  12 144 1728 
13  1 1 1 
 u  x   x 1   2  3   
3  12 12 12 
13  1   a 
 u  x   x    S  
3  1   1 12    1 r 
13  12 
 u  x  x  
3  13 
 u  x   4 x . This the required solution of the given I.E.
Example-3: Solve the following Fredholm integral equation by ADM.
1
1
u  x   x  x   xt.u  t  dt
3

5 0

Solution: Given that

1
1
u  x   x  x   xt.u  t  dt 
3
 1
5 0
b
Equating Eq 1 with u  x   f  x     k  x, t  u  t  dt , we have
a

1
f  x   x 3  x ,   1 , a  0 , b  1 and k  x, t   xt
5
Let the solution of Eq 1 be

u  x    un  x   u0  x   u1  x   u2  x    
  2
n 0
Now by ADM, we have
Integral Equations 12 Q-Series: Maths Notes

u0  x   f  x 
1
 u0  x   x 3  x
5
b
u1  x     k  x, t  u0  t  dt
a
1
 1 
  xt  t 3  t  dt
0  5 
1 1 1
 1  1
 x   t 4  t 2  dt  x  t 4 dt  x  t 2 dt
0
5  0
5 0
1 1
t5  1 t3 
 x   x 
 5 0 5  3 0
15 05  1 13 03 
 x   x  
5 5  5 3 3 
1 1 1 1  1 2
 x    x    x 1    x
 5  5  3  5  3  15
2
i.e. u1  x   x
15
b
u2  x     k  x, t  u1  t  dt
a
1
 2 
  xt  t  dt
0  15 
1
2
 x  t 2 dt
15 0
1
2 t3 
 x 
15  3  0
2 13 03  2
 x    x
15  3 3  45
2
i.e. u2  x   x
45
b
u3  x     k  x, t  u2  t  dt
a
Integral Equations 13 Q-Series: Maths Notes

1
 2 
  xt  t  dt
0  45 
1
2
45 0
 x t 2 dt
1
2 t3 
 x 
45  3  0
2 13 03  2
 x    x
45  3 3  135
2
i.e. u3  x   x
135
Putting the values in Eq  2  , we have
1 2 2 2
u  x   x3  x  x  x  x 
5 15 45 135
1 2  1 1 
 u  x   x 3  x  x 1     
5 15  3 9 
1 2  1 1 
 u  x   x 3  x  x 1   2   
5 15  3 3 
1 2  1   a 
 u  x   x3  x  x    S  
5 15  1  1 3   1 r 
1 2 3
 u  x   x3  x  x  
5 15  2 
1 1
 u  x   x3  x  x
5 5
 u  x   x 3 . This the required solution of the given I.E.
Example-4: Solve the following Fredholm integral equation by ADM.
1
u  x   x   xt.u  t  dt
2

Solution: Given that

1
u  x   x 2   xt.u  t  dt 
 1
0
b
Equating Eq 1 with u  x   f  x     k  x, t  u  t  dt , we have
a

f  x   x ,   1 , a  0 , b  1 and k  x, t   xt
2

Let the solution of Eq 1 be

Integral Equations 14 Q-Series: Maths Notes


u  x    un  x   u0  x   u1  x   u2  x    
  2
n 0
Now by ADM, we have
u0  x   f  x 
 u0  x   x 2
b
u1  x     k  x, t  u0  t  dt
a
1
  xt.t 2 dt
0
1
 x  t 3dt
0
1
t4 
 x 
 4 0
14 04  1
 x    x
4 4  4
1
i.e. u1  x   x
4
b
u2  x     k  x, t  u1  t  dt
a
1
1 
  xt  t  dt
0 4 
1
1
 x  t 2 dt
4 0
1
1 t3 
 x 
4  3 0
1 13 03  1
 x    x
4  3 3  12
1
i.e. u2  x   x
12
b
u3  x     k  x, t  u2  t  dt
a
Integral Equations 15 Q-Series: Maths Notes

1
1 
  xt  t  dt
0  12 
1
1
12 0
 x t 2 dt
1
1 t3 
 x 
12  3  0
1 13 03  1
 x    x
12  3 3  36
1
i.e. u3  x   x
36
Putting the values in Eq  2  , we have
1 1 1
u  x   x2  x  x  x 
4 12 36
1  1 1 
 u  x   x 2  x 1     
4  3 9 
1  1 1 
 u  x   x 2  x 1   2   
4  3 3 
1  1   a 
 u  x   x2  x   S  
4  1 1 3   1 r 
1 3
 u  x   x2  x 
4 2
3
 u  x   x 2  x . This the required solution of the given I.E.
8
Example-5: Solve the following Fredholm integral equation by ADM.

u  x   cos x  2 x   xt.u  t  dt
0

Solution: Given that


u  x   cos x  2 x   xt.u  t  dt 
 1
0
b
Equating Eq 1 with u  x   f  x     k  x, t  u  t  dt , we have
a

f  x   cos x  2 x ,   1 , a  0 , b   and k  x, t   xt
Let the solution of Eq 1 be
Integral Equations 16 Q-Series: Maths Notes


u  x    un  x   u0  x   u1  x   u2  x    
  2
n 0
Now by ADM, we have
u0  x   f  x 
 u0  x   cos x  2 x
b
u1  x     k  x, t  u0  t  dt
a

  xt  cos t  2t  dt
0
 
 x  t cos tdt  2 x  t 2 dt
0 0
 
  t3 
 x t sin t 0   sin tdt   2 x  


 0   3 0
2
 x  sin   0sin 0    cos t 0   x  3  03 

  3
2 2
 x  0  cos   cos 0    3 x  2 x   3 x
3 3
 2 
i.e. u1  x    2   3  x
 3 
b
u2  x     k  x, t  u1  t  dt
a

 2 
  xt  2   3  tdt
0  3 

 2 
  2   3  x  t 2 dt
 3  0

 2  t3 
  2   3  x  
 3   3 0
 2   3 
  2   3    x
 3  3 
 2 2 
  3  6  x
 3 9 
 2 2 
i.e. u2  x      3   6  x
 3 9 
Integral Equations 17 Q-Series: Maths Notes

Putting the values in Eq  2  , we have

 2   2 2 
u  x   cos x  2 x   2   3  x     3   6  x  
 3   3 9 
2 2 2
 u  x   cos x  2 x  2 x   3 x   3 x   6 x 
3 3 9
 u  x   cos x . This the required solution of the given I.E.
Example-6: Solve the following Fredholm integral equation by ADM.
1
u  x   e x  1   t.u  t  dt
0

Solution: Given that

1
u  x   e x  1   t.u  t  dt 
 1
0
b
Equating Eq 1 with u  x   f  x     k  x, t  u  t  dt , we have
a

f  x   e  1 ,   1 , a  0 , b  1 and k  x, t   t
x

Let the solution of Eq 1 be


u  x    un  x   u0  x   u1  x   u2  x    
  2
n 0
Now by ADM, we have
u0  x   f  x 
 u0  x   e x  1
b
u1  x     k  x, t  u0  t  dt
a
1
  t  et  1 dt
0
1 1 1
   tet  t  dt   tet dt   tdt
0 0 0
1
1 1 t  2
 tet   et    
 2 0
0 0

 12 02 
 1e1  0e0    e1  e0     
2 2
1 1
 e  0  e 1  0 
2 2
Integral Equations 18 Q-Series: Maths Notes

1
i.e. u1  x  
2
b
u2  x     k  x, t  u1  t  dt
a
1
1
  t   dt
0 
2
1
1 t2 
  
2  2 0
11 1
  
22 4
1
i.e. u2  x  
4
b
u3  x     k  x, t  u2  t  dt
a
1
1
  t   dt
0 
4
1
1 t2 
  
4  2 0
11 1
  
42 8
1
i.e. u3  x  
8
Putting the values in Eq  2  , we have
1 1 1
u  x   e x  1    
2 4 8
1 1 1 
 u  x   e x  1  1     
2 2 4 
1 1   a 
 u  x  ex 1    S  
2  11 2   1 r 
1
 u  x   ex 1   2
2
 u  x   e x . This the required solution of the given I.E.
Integral Equations 19 Q-Series: Maths Notes

The Direct Computational Method (DCM )

The Direct Computational Method (DCM) is used for solving Fredholm integral
equations of the second kind in which the kernel k  x, t  is separable or degenerate.
Consider the Fredholm integral equation of the second kind given by
b
 1
u  x   f  x     k  x, t  u  t  dt 
a

Let the kernel k  x, t  is separable,

i.e., k  x, t   g  x  h  t    2

putting k  x, t   f  x  g  t  in Eq 1 , we have
b
u  x   f  x     g  x  h  t  u  t  dt
a
b
   3
u  x   f  x    g  x   h  t  u  t  dt 
a
b
Let    h  t  u  t  dt   4

a

Putting this in Eq  3 , we have

u  x   f  x    g  x    5

Replacing x by t in Eq  5  , we have
u t   f t    g t 
Putting u  t   f  t    g  t   in Eq  4  , we have
b
   h  t   f  t    g  t    dt
a
b
   6
    h  t  f  t    h  t  g  t    dt 
a

Solving Eq  7  for the constant  and then putting this value of  in Eq  5  , we get
the required solution of the given Eq 1 .
Note:
1) The direct computation method determines the exact solution in a closed form,
rather than a series form, provided that the constant  is evaluated.
2) Some times, we need to evaluate more than one constants as will be seen in the
following example 3.
Example-1: Solve the following Fredholm integral equation by DCM.
1
5 1
u  x   x   xt.u  t  dt
6 20
Integral Equations 20 Q-Series: Maths Notes

Solution: Given that

1
5 1
 1
u  x   x   xt.u  t  dt 
6 20
Clearly k  x, t   xt is separable, so we can apply DCM to solve Eq 1 .
1
5 x
Eq 1  u  x   x   t.u  t  dt
6 20
1
5 x  5  3 
 u  x  x     2
 x    3
where,    t.u  t  dt 
6 2  6  0

Replacing x by t in Eq  2  , we have
 5  3 
u t    t
 6 
Putting this in Eq  3 , we have
1
 5  3 
  t  tdt
0  6 
1
5  3 2
6 0
  t dt
1
5  3 t3 
   
6  3 0
5  3  1  5  3
   
6 3 18
 18  5  3
1
 15  5  
3
1
Putting   in Eq  2  , we have
3
 5  3 1 3 
u  x   x
 6 
 u  x   x . This is the required solution of the given I.E.
Example-2: Solve the following Fredholm integral equation by DCM.
 4
u  x   sec x  1 
2
 u  t  dt
0

Solution: Given that

 4
u  x   sec x  1 
2
 u  t  dt  1

0
Integral Equations 21 Q-Series: Maths Notes

Clearly k  x, t   1  x 0t 0 is separable, so we can apply DCM to solve Eq 1 .

 4
Let   u  t  dt   2

0
 4
Putting  u  t  dt   in Eq 1 , we have
0

u  x   sec 2 x  1   
  3
Replacing x by t in Eq  3 , we have
u  t   sec 2 t  1  
Putting this in Eq  2  , we have
 4
   sec t  1    dt
2

0
 4
    tan t    1 t  0
 
   1    1  
4
 
   1  
4 4
  
 1     1    1
 4 4
Putting   1 in Eq  3 , we have
u  x   sec 2 x  1  1
 u  x   sec 2 x . This is the required solution of the given I.E.
Example-3: Solve the following Fredholm integral equation by DCM.
1
u  x   8 x  6 x    20 xt 2  12 x 2t  .u  t  dt
2

Solution: Given that

1
u  x   8 x  6 x 2    20 xt 2  12 x 2t  .u  t  dt 
 1
0

Clearly k  x, t   20 xt  12 x 2t is separable, so we can apply DCM to solve Eq 1 .

2

1 1
Eq 1  u  x   8 x  6 x 2  20 x  t 2 .u  t  dt  12 x 2  t.u  t  dt
0 0

u  x   8 x  6 x  20 x  12 x 
2 2

 u  x    20  8  x  12  6  x 2 
  2
Integral Equations 22 Q-Series: Maths Notes

1
Where   3
   t 2 .u  t  dt 
0
1
And   4
   t.u  t  dt 
0

Replacing x by t in Eq  2  , we have
u  t    20  8  t  12  6  t 2
Putting this in Eq  3 and Eq  4  , we have
1 1
   t  20  8  t  12  6  t 2  dt
2
and    t  20  8  t  12  6  t 2  dt
0 0
1 1
     20  8  t 3  12  6  t 4  dt      20  8  t 2  12  6  t 3  dt
0 0
1 1
 t4 t5   t3 t4 
    20  8   12  6       20  8   12   6  
 4 5 0  3 4 0
1 1 1 1
    20  8   12   6      20  8   12   6 
4 5 3 4
 20  5  20  8   4 12   6   12  4  20  8   3 12  6 
 20  100  40  48  24  12   80  32  36   18
 80  48  64  80  24   50
  6
 5  3  4   7
 40  12  25 
9 7
Solving Eq  6  and Eq  7  simultaneously, we have   and   .
20 12
Putting these values of  and  in Eq  5  , we have
  9    7 
u  x    20    8  x  12    6  x 2
  20     12  
 u  x   x  x 2 . This is the required solution of the given I.E.
H.W-1: Solve the following Fredholm integral equation by DCM.
 

u  x   sin x  cos x  x  xt.u  t  dt
2 0

Solution: Given that

 

u  x   sin x  cos x  x  xt.u  t  dt  1

2 0

Clearly k  x, t   xt is separable, so we can apply DCM to solve Eq 1 .

Integral Equations 23 Q-Series: Maths Notes

 

Eq 1  u  x   sin x  cos x  x  x  t.u  t  dt
2 0


 u  x   sin x  cos x  x  x
2
 
   2
u  x   sin x  cos x      x 
 
 
Where     3
 t.u  t  dt 
0

Replacing x by t in Eq  2  , we have
 
u  t   sin t  cos t      t
 
Putting this in Eq  3 , we have
 
   
  t sin t  cos t       t  dt
0
 
    2
   t sin t  t cos t       t
0
 dt

     
 
   t cos tdt       t dt
2
 t sin tdt 
0 0   0
     
   t3 
   t cos t 0   cos tdt  t sin t 
   

0
0
 0
sin tdt       
    3 0

      
3
 
  0  sin t 0    cos t 0
   
      
2     3 

     3 
   1 1     
2     24 
 3 4
   
2 24 48
   3
 3 
 1     1  
 24   24 
  1
Putting   1 in Eq  2  , we have
 
u  x   sin x  cos x  1   x . This is the required solution of the given I.E.
 
Integral Equations 24 Q-Series: Maths Notes

Assignment: Solve the following Fredholm integral equations by DCM.

 
x 1
(1) u  x   sin x    xt.u  t  dt
4 4 0
1
(2) u  x   1   ln  xt  .u  t  dt , 0  x 1
0

(1)-Solution: Given that

 
x 1
 1
u  x   sin x    xt.u  t  dt 
4 4 0
Clearly k  x, t   xt is separable, so we can apply DCM to solve Eq 1 .
 
x x
Eq 1  u  x   sin x    t.u  t  dt
4 4 0

x x
 u  x   sin x   
4 4
 1 
 u  x   sin x     x   2

 4 4
 
Where     3
 t.u  t  dt 
0

Replacing x by t in Eq  2  , we have
 1 
u  t   sin t     t
 4 4
Putting this in Eq  3 , we have
 
  1 
  t sin t   4  4  t  dt
0
 
  1  2
   t sin t   4  4  t
0
 dt

   
 1 
   t dt
2
 t sin tdt    
0  4 4 0
   
  1  t 
3
   t cos t 0 
 
 
0
cos tdt      
 4 4   3 0
  1    
3

  0  sin t 0    
 

 4 4 3
  1   
3
   1     
 4 4   24 
Integral Equations 25 Q-Series: Maths Notes

 3 1 3
   1   
4 24 4 24
3 3
   1 
96 96
   3
3
 1     1 
 96  96
  1
Putting   1 in Eq  2  , we have
1 1
u  x   sin x     x
4 4
 u  x   sin x . This is the required solution of the given I.E.
(2)-Solution: Given that
1
u  x   1   ln  xt  .u  t  dt ,  1
0  x  1 
0

Clearly k  x, t   ln  xt   ln x  ln t is separable, so we can apply DCM to solve Eq 1 .

1
Eq 1  u  x   1    ln x  ln t  .u  t  dt
0
1 1
 u  x   1  ln x  u  t  dt   ln t.u  t  dt
0 0

 u  x   1  ln x.   
  2
1 1
  3
Where    u  t  dt  and   4
   ln t.u  t  dt 
0 0

Replacing x by t in Eq  2  , we have
u  t   1  ln t.  
Putting this in Eq  3 and Eq  4  , we have
1 1
   1  ln t.    dt and    ln t.u  t  dt
0 0
1 1
     ln t  1    dt     ln t 1  ln t.    dt
0 0
1 1 1
     ln tdt  1     dt     1    ln t   1    ln t  dt
2
 
0 0 0
1
    t ln t  t 0  1    t 0  1   1    ln t   1  1 ln t  dt
1 1 2
 
0
Integral Equations 26 Q-Series: Maths Notes

1 1
    1  1   1  1   1dt     ln t  dt
2

0 0

 2 1
1
2 ln t 
 1  t 0    t  ln t    
1
    1  tdt 
 0 t
 0 
 1

   1  1  1    0  2  ln tdt 
 0 
 2  2 t ln t  t 0
1

 2  2  1    1
Putting   1   in Eq  2  , we have
u  x   1  ln x  1
 u  x    ln x . This is the required solution of the given I.E.
The Variational Iteration Method (VIM )
The variational iteration method (VIM) is used for a differential equation, ordinary or
partial and for an integro-differential equations. In this method, we first convert the
given integral equation to its equivalent differential equation or to its equivalent
integro-differential equation, by using any appropriate method.
Here we will apply the variational iteration method to handle Fredholm integral
equation. The method works effectively if the kernel k  x, t  is separable of the form
k  x, t   g  x  h  t  . The Fredholm integral equation can be converted to equivalent
Fredholm integro-differential equation by differentiating both sides.
The method is explained in the below.
Consider the Fredholm integral equation of the second kind given by
b
u  x   f  x    k  x, t  u  t  dt  1

a

Let the kernel k  x, t  is separable, i.e., k  x, t   g  x  h  t 

Putting k  x, t   f  x  g  t  in Eq 1 , we have
b
u  x   f  x    g  x  h  t  u  t  dt
a
b
   2
u  x   f  x   g  x   h  t  u  t  dt 
a

Differentiating Eq  2  , with respect to x , we have

b
u   x   f   x   g   x   h  t  u  t  dt
a
Integral Equations 27 Q-Series: Maths Notes

b
   3
u   x   f   x   g   x   h  t  u  t  dt  0 
a

Replacing x by s and t by r in Eq  3 , we have

b
  4
u   s   f   s   g   s   h  r  u  r  dr  0 
a

The correction functional for the integro-differential equation Eq  4  is given by

x
un 1  x   un  x    un  s   f   s   g   s   h  r  un  r  dr  ds 
b
  5
 a 
0

The correction functional in Eq  5  will give several approximations of the solution

u  x  . The zeroth approximation u0  x  can be any selective function.
The solution u  x  is given by
u  x   lim un  x 
n 

Example-1: Solve the following Fredholm integral equation by VIM.

1
u  x   xe x  x  x  u  t  dt
0

Solution: Given that

1
 1
u  x   xe x  x  x  u  t  dt 
0

Differentiating Eq 1 w.r.t x , we have

1
u   x   xe  e  1   u  t  dt
x x

0
1
 u   x   xe x  e x  1   u  t  dt  0
0

Replacing x by s and t by r , we have

1
   2
u   s   se s  e s  1   u  r  dr  0 
0
The correction functional for this equation is given by
x
 1

 s s
   n  0,1, 2,3,
un 1  x   un  x    un  s   se  e  1   un  r  dr  ds 
0  0 
Putting x  0 in Eq 1 , we have u  0   u0  x   0
Putting n  0 in Eq   , we have
Integral Equations 28 Q-Series: Maths Notes

 x 1

u1  x   u0  x    u0  s   se  e  1   u0  r  dr  ds
s s

0  0 
x
 u1  x       se s  e s  1 ds  u  x   u  0   0 
0
0
x x x
 u1  x    se s ds   e s ds   1ds
0 0 0
x x
x
u1  x    se s    e s ds   e s ds   s 0
x

0
0 0

1
 u1  x   xe x  x  xe x 
x  u1  x   xe x  e x  1
20
Putting n  1 in Eq   , we have
x
 1

u2  x   u1  x    u1  s   se s  e s  1   u1  r  dr  ds
0  0 
x
 1

 u2  x   xe x  x    se s  e s  1  se s  e s  1    re r  r  dr  ds
0  0 
x 
 r2  
1
1
 u2  x   xe x  x     re r  e r      ds
 2  0 
0
0 

x
 1
 u2  x   xe x  x      e  e    0  1    ds
0 
2
x
 1
 u2  x   xe  x    1   ds
x

0
2
x
1
u2  x   xe x  x 
2 0
 1ds

1 x
 u2  x   xe x  x  s
2 0
1
 u2  x   xe x  x  x
2
1 1 1
 u2  x   xe x  x  xe x  1 x  u2  x   xe x  e x 
2 2 2
Continuing in this way, we have
1 1
u3  x   xe x  x  xe x  2 x
4 2
1 1
u4  x   xe x  x  xe x  3 x
8 2
Integral Equations 29 Q-Series: Maths Notes




1
un  x   xe x  n 1 x
2
 1  1
Now u  x   lim un  x   lim  xe x  n 1 x   xe x  lim n 1 x
n  n 
 2  n  2

 u  x   xe x . This is the required solution of the given I.E.

Example-2: Solve the following Fredholm integral equation by VIM.
1
1
u  x   x  x  x  tu  t  dt
3

5 0

Solution: Given that

1
1
 1
u  x   x  x  x  tu  t  dt 
3

5 0

Differentiating Eq 1 w.r.t x , we have

1
1
u   x   3x 2    tu  t  dt
5 0
1
1
 u   x   3x    tu  t  dt  0
2

5 0
Replacing x by s and t by r , we have
1
1
 u   s   3s    r.u  r  dr  0 
2
  2
5 0
The correction functional for this equation is given by
x
 1
1

   n  0,1, 2,3,
un 1  x   un  x    un  s   3s 2    r.un  r  dr  ds 
0 
5 0 
Putting x  0 in Eq 1 , we have u  0   u0  x   0
Putting n  0 in Eq   , we have
x
 1
1

u1  x   u0  x    u0  s   3s 2    r.u0  r  dr  ds
0 
5 0 
x
 1 
 u1  x   0   0  3s 2   0  ds
5 
 u  x   u  0   0 
0
0 
x x
1
u1  x   3 s 2 ds 
5 0
 1ds
0
Integral Equations 30 Q-Series: Maths Notes

x
 s3  1 x
 u1  x   3     s 0
 3 0 5
1 1 1
 u1  x   x 3  x  x 3  0 x  u1  x   3 x 2 
5 5.3 5
Putting n  1 in Eq   , we have
x
 1
1

u2  x   u1  x    u1  s   3s 2    r.u1  r  dr  ds
0 
5 0 
1
x
 1 1
1
 1  
 u2  x   x 3  x    3s 2   3s 2     r 4  r 2  dr  ds
5 0 
5 5 0 5  
x 1
1  r5 1 r3 
 u2  x   x  x       ds
3

5 0 
5 5 3 0
x
1 1 1 
 u2  x   x  x      ds
3

5 0
5 15 
x
1 2
 u2  x   x 3  x   1ds
5 15 0
1 2
u2  x   x 3  x   s 0
x

5 15
1 2
 u2  x   x 3  x  x
5 15
1 1 1
 u2  x   x 3  x  x 3  1 x  u2  x   3 x 2 
15 5.3 15
Continuing in this way, we have
1 1
u3  x   x 3  x  x 3  2 x
45 5.3
1 1
u4  x   x 3  x  x3  3 x
135 5.3



1
un  x   x 3  n 1 x
5.3
 1  1
Now u  x   lim un  x   lim  x 3  n 1 x   x 3  lim n 1 x
n  n 
 5.3  n  5.3

 u  x   x 3 . This is the required solution of the given I.E.

H/W-1: Solve the following Fredholm integral equation by VIM.
Integral Equations 31 Q-Series: Maths Notes

1
2
u  x   x   xt.u  t  dt
3 0

Solution: Given that

1
2
u  x   x   xt.u  t  dt
3 0
1
2
 u  x  x  x  t.u  t  dt  1

3 0

Differentiating Eq 1 w.r.t x , we have

1
2
u  x    t.u  t  dt
3 0
1
2
 u   x     t.u  t  dt  0
3 0
Replacing x by s and t by r , we have
1
2
 u   s     r.u  r  dr  0    2
3 0
The correction functional for this equation is given by
x
 2
1

   n  0,1, 2,3,
un 1  x   un  x    un  s     r.un  r  dr  ds 
0 
3 0 
Putting x  0 in Eq 1 , we have u  0   u0  x   0
Putting n  0 in Eq   , we have
x
 2
1

u1  x   u0  x    u0  s     r.u0  r  dr  ds
0 
3 0 
x
 2 
 u1  x   0   0   0  ds
3 
 u  x   u  0   0 
0
0 
x
2
 u1  x    1ds
30
2 x
 u1  x   s
3 0
2  1 2
 u1  x   x  1  1  x  u1  x  
3  3  3
Putting n  1 in Eq   , we have
x
 2
1

u2  x   u1  x    u1  s     r.u1  r  dr  ds
0 
3 0 
Integral Equations 32 Q-Series: Maths Notes

2
x
 2 2 1 2  
 u2  x   x       r  r  dr  ds
3 0 
3 3 0 3  
2
x
 21 2 
 u2  x   x      r dr  ds
3 0 
30 
x 1
2 2  r3 
 u2  x   x     ds
3 3 0  3 0
x
2 2 1
 u2  x   x   ds
3 303
x
2 2
 u2  x   x   1ds
3 90
2 2 x
 u2  x   x   s 0
3 9
2 2
 u2  x   x  x
3 9
8  1 8
 u2  x   x  1  2  x  u2  x  
9  3  9
Continuing in this way, we have
 1
u3  x   1  3  x
 3 
 1
u4  x    1  4  x
 3 



 1
un  x    1  n  x
 3 
 1 1
Now u  x   lim un  x   lim 1  n  x  x  lim n x
n  n 
 3  n  3

 u  x   x . This is the required solution of the given I.E.

H/W-2: Solve the following Fredholm integral equation by VIM.
1
5
u  x   x 2  x 4  x   xt.u  t  dt
12 0

Solution: Given that

1
5
u  x   x 2  x 4  x   xt.u  t  dt
12 0
Integral Equations 33 Q-Series: Maths Notes

1
5
 u  x   x  x  x  x  t.u  t  dt
2 4
 1

12 0

Differentiating Eq 1 w.r.t x , we have

1
5
u  x   2 x  4 x3   t.u  t  dt
12 0
1
5
u  x   4 x3  2 x   t.u  t  dt  0
12 0


Replacing x by s and t by r , we have

1
5
 u  s   4s  2s    r.u  r  dr  0 
 3
  2
12 0
The correction functional for this equation is given by
x
 5
1

  
un 1  x   un  x    un  s   4s  2s    r.un  r  dr  ds 
3

0 
12 0 
n  0,1, 2,3,
Putting x  0 in Eq 1 , we have u  0   u0  x   0
Putting n  0 in Eq   , we have
x
 5
1

u1  x   u0  x    u0  s   4s  2s    r.u0  r  dr  ds
3

0 
12 0 
x
 5 
 u1  x   0   0  4s 3  2s   0  ds
12 
 u  x   u  0   0 
0
0 
x
 5
 u1  x     4s 3  2s   ds
0 
12 
x
 5 
 u1  x    s 4  s 2  s 
 12  0
5 5 5
 u1  x   x 4  x 2  x  x4  x2  1 x  u1  x   4 x 3  2 x 
12 4.3 12
Putting n  1 in Eq   , we have

x
5
1

u2  x   u1  x    u1  s   4s  2s    r.u1  r  dr  ds
 3

0 
12 0 
5
x
 3 5 5
1
 5  
 u2  x   x  x  x    4s  2s 
4 2 3
 4s  2s    r  r 4  r 2  r  dr  ds
12 0 
12 12 0  12  
Integral Equations 34 Q-Series: Maths Notes

5  
x 1
5  
 u2  x   x  x  x      r 5  r 3  r 2  dr  ds
4 2

12 0 0 
12  
x 1
5  r6 r4 5 r3 
 u2  x   x  x  x        ds
4 2

12 0 
6 4 12 3  0
x
5 1 1 5 
 u2  x   x  x  x       ds
4 2

12 0 
6 4 36 
x
5 10
 u2  x   x 4  x 2  x   1ds
12 36 0
5 5
u2  x   x 4  x 2  x   s 0
x

12 18
5 5 5
 u2  x   x 4  x 2  x  x 4  x 2  2 x  u2  x   4 x 3  2 x 
36 4.3 36
Continuing in this way, we have
5
u3  x   x 4  x 2  3 x
4.3
5
u4  x   x 4  x 2  4 x
4.3



5
un  x   x 4  x 2  n x
4.3
 5  1
Now u  x   lim un  x   lim  x 4  x 2  n x   x 4  x 2  lim n x
n  n 
 4.3  n  4.3

 u  x   x 4  x 2 . This is the required solution of the given I.E.

The Successive Approximations Method (SAM )
In this method, the unknown function under the integral sign of the Fredholm integral
equation of the second kind
b
u  x   f  x     k  x, t  u  t  dt , a  x  b  1

a

by any selective real valued function u0  x  , a  x  b . Accordingly, the first

approximation u1  x  of the solution u  x  is defined by
b
u1  x   f  x     k  x, t  u0  t  dt
a

Similarly the successive approximations to the solution u  x  are defined by

Integral Equations 35 Q-Series: Maths Notes

b
u2  x   f  x     k  x, t  u1  t  dt
a
b
u3  x   f  x     k  x, t  u2  t  dt
a




b
un  x   f  x     k  x, t  un 1  t  dt
a

The solution u  x  is given by

u  x   lim un  x 
n 

Note: Even though, we can select any real valued function for the zeroth
approximation u0  x  , the most commonly selected functions for u0  x  are 0, 1 or x .
Example-1: Solve the following Fredholm integral equation by SAM.
1
u  x   e x  e 1  u  t  dt
0

Solution: Given that

1
 1
u  x   e x  e 1  u  t  dt 
0

Let u0  x   0
1 1
Then u1  x   e  e
x 1
 u  t  dt  e
0
x
e 1
 0dt
0 0

 u1  x   e x

1 1
u2  x   e x  e 1  u1  t  dt  e x  e 1  et dt
0 0

t 1
 u2  x   e  e e   e  e e  e 0 
x 1 x 1 1
0

 u2  x   e x  1  e 1
1 1
u3  x   e  e  u  t  dt  e  e  1  e 1  dt
x 1 x 1 t
2 e
0 0
1 1
 u3  x   e x  e 1  et dt  e 1 1  e 1   dt
0 0

u3  x   e x  e 1 e    e 1  e 2  t 0
t 1 1

0
Integral Equations 36 Q-Series: Maths Notes

 u3  x   e x  e 1  e1  e 0    e 1  e 2  1
 u3  x   e x  1  e 1  e 1  e 2
 u3  x   e x  1  e 2
Continuing in this way, we have
un  x   e x  1  e  n 1
1
Or un  x   e x  1 
e n 1
The solution u  x  of Eq 1 is given by
u  x   lim un  x 
n 

 1 
 u  x   lim  e x  1  n 1 
n 
 e 
 u  x  ex 1
Example-2: Solve the following Fredholm integral equation by SAM.
1
11 1
u  x   x   xt.u  t  dt
12 40
Solution: Given that
1
11 1
u  x   x   xt.u  t  dt  1

12 40
Let u0  x   0
1 1
11 1 11 1
Then u1  x   x   xt.u0  t  dt  x   xt.0dt
12 40 12 40
11
 u1  x   x
12
1 1
11 1 11 1 11
u2  x   x   xt.u1  t  dt  x   xt. tdt
12 40 12 4 0 12
1
11 11
 u2  x   x x  t 2 dt
12 4 12 0
1
11 11  t 3 
 u2  x   x  x  
12 48  3  0
11 11  1 
 u2  x   x  x 
12 48  3 
11 11
 u2  x   x  x
12 144
Integral Equations 37 Q-Series: Maths Notes

11 11
Or u2  x   x 2 x
12 12
1 1
11 1 11 1  11 11 
u3  x   x   xt.u2  t  dt  x   xt  t  2 t  dt
12 40 12 4 0  12 12 
1
11 1  11 11 
 u3  x   x  x   t 2  2 t 2  dt
12 4 0  12 12 

1  11  t 3  11  t 3  
1 1
11
 u3  x   x  x     2   
12 4 12  3  0 12  3  0 
 
11 1  11 1 11 1 
 u3  x   x  x    2  
12 4 12 3 12 3 
11 11 11
 u3  x   x 2 x 3 x
12 12 12
Continuing in this way, we have
11 11 11 11
un  x   x  2 x  3 x    n x
12 12 12 12
 11 11 11 11 
 un  x     2  3    n  x
 12 12 12 12 
The solution u  x  of Eq 1 is given by
u  x   lim un  x 
n 

 11 11 11 
 u  x     2  3    x
 12 12 12 
 11 12 
 u  x   x
 1  1 12 
 u  x  x
Example-3: Solve the following Fredholm integral equation by SAM.
1
6 5
u  x   x 3   x 3t.u  t  dt
7 70
Solution: Given that
1
6 5
 1
u  x   x 3   x 3t.u  t  dt 
7 70
Let u0  x   0
1 1
6 3 5 3 6 5
Then u1  x   x   x t.u0  t  dt  x 3   x 3t .0dt
7 70 7 70
Integral Equations 38 Q-Series: Maths Notes

6 3
 u1  x   x
7
1 1
6 5 6 5 6
u2  x   x 3   x 3t.u1  t  dt  x 3   x 3t . t 3dt
7 70 7 70 7
1
6 3 5 6 3 4
 u2  x   x   x  t dt
7 7 7 0
1
6 5 6 t5 
 u2  x   x 3   x 3  
7 7 7  5 0
6 3 5 6 3 1
 u2  x   x   x 
7 7 7 5
6 6
 u2  x   x 3  2 x 3
7 7
1 1
6 5 6 5 6 6 
u3  x   x 3   x 3t.u2  t  dt  x 3   x 3t  t 3  2 t 3  dt
7 70 7 7 0 7 7 
1
6 3 5 3 6 4 6 4
 u3  x   x  x   t  2 t  dt
7 7 07 7 
6 3 5 3  6  t 5  6  t 5  
1 1

 u3  x   x  x     2   
7 7  7  5 0 7  5 0 
 
6 5 6 1 6 1
 u3  x   x 3  x 3    2  
7 7 7 5 7 5
6 6 6
 u3  x   x 3  2 x 3  3 x 3
7 7 7
Continuing in this way, we have
6 6 6 6
un  x   x 3  2 x 3  3 x 3    n x 3
7 7 7 7
 6 6 6 6 
 un  x     2  3    n  x 3
7 7 7 7 
The solution u  x  of Eq 1 is given by
u  x   lim un  x 
n 

6 6 6 
 u  x     2  3    x 3
7 7 7 
 67  3
 u  x   x
 1  1 7 
Integral Equations 39 Q-Series: Maths Notes

 u  x   x3
Example-4: Solve the following Fredholm integral equation by SAM.
1
u  x   x    xt.u  t  dt ; 0 3
0

Solution: Given that

1
u  x   x    xt.u  t  dt ;  1
0    3 
0

Let u0  x   x
1 1
Then u1  x   x    xt.u0  t  dt  x    xt.tdt
0 0
1
 u1  x   x   x  t 2 dt
0

t3 
 u1  x   x   x  
3

 u1  x   x  x
3
1 1
  
u2  x   x    xt.u1  t  dt  x    xt  t  t  dt
0 0  3 
1
  
 u2  x   x   x   t 2  t 2  dt
0
3 
  t 3 1   t 3 1 
 u2  x   x   x       
3 3  3 0 
   0 
1  1 
 u2  x   x   x    
3 3 3
 2
 u2  x   x  x x
3 32
1 1
  2 
u3  x   x    xt.u2  t  dt  x    xt  t  t  2 t  dt
0 0  3 3 
1
  2 
 u3  x   x   x   t 2  t 2  2 t 2  dt
0
3 3 
  t 3 1   t 3 1  2  t 3 1 
 u3  x   x   x        2   
3 3  3 0 3  3 0 
   0 
Integral Equations 40 Q-Series: Maths Notes

1  1  2 1 
 u3  x   x   x     2  
3 3 3 3 3
 2 3
 u3  x   x  x x x
3 32 33
Continuing in this way, we have
 2 3 n
un  x   x  x x x    x
3 32 33 3n
  2 3 n 
 un  x   1   2  3    n  x
 3 3 3 3 
The solution u  x  of Eq 1 is given by
u  x   lim un  x 
n 

  2 3 
 u  x   1   2  3    x
 3 3 3 
 1  
 u  x   x; 1 0    3
 1  3  3
 3 
 u  x    x; 0 3
 3 
Example-5: Solve the following Fredholm integral equation by SAM.
1
13 1
u  x   x   xt.u  t  dt
3 40
Solution: Given that
1
13 1
 1
u  x   x   xt.u  t  dt 
3 40
Let u0  x   0
1 1
13 1 13 1
Then u1  x   x   xt.u0  t  dt  x   xt.0dt
3 40 3 40
13
 u1  x   x
3
1 1
13 1 13 1  13 
u2  x   x   xt.u1  t  dt  x   xt  t  dt
3 40 3 40  3 
1
13 1 13
 u2  x   x   x  t 2 dt
3 4 3 0
Integral Equations 41 Q-Series: Maths Notes

1
13 1 13  t 3 
 u2  x   x   x  
3 4 3  3 0
13 1 13 1
 u2  x   x   x
3 4 3 3
13 13
 u2  x   x  2 x
3 4.3
1 1
13 1 13 1  13 13 
u3  x   x   xt.u2  t  dt  x   xt  t  2 t  dt
3 40 3 40  3 4.3 
1
13 1  13 13 
 u3  x   x  x   t 2  2 t 2  dt
3 4 0 3 4.3 

1 13  t 3  13  t 3  
1 1
13
 u3  x   x  x     2   
3 4  3  3  0 4.3  3  0 
 
13 1 13 1 13 1 
 u3  x   x  x    2  
3 4  3 3 4.3 3 
13 13 13
 u3  x   x 2 x 2 3 x
3 4.3 4 .3
Continuing in this way, we have
13 13 13 13
un  x   x  2 x  2 3 x     1
n 1
n 1 n
x
3 4.3 4 .3 4 .3
 13 13 13 13 
 un  x    0  1 2  2 3     1
n 1
n 1 n 
x
 4 .3 4 .3 4 .3 4 .3 
The solution u  x  of Eq 1 is given by
u  x   lim un  x 
n 

 13 13 13 
 u  x    0  1 2  2 3    x
 4 .3 4 .3 4 .3 
 13 3 
 u  x   x
 1  1 12 
 u  x  4x
Example-6: Solve the following Fredholm integral equation by SAM.
 2
u  x   sin x   sin x.cos t.u  t  dt
0

Solution: Given that

 2
u  x   sin x   sin x.cos t.u  t  dt
0
Integral Equations 42 Q-Series: Maths Notes

 2
  1
u  x   sin x  sin x  cos t.u  t  dt 
0

Let u0  x   0
 2  2
Then u1  x   sin x  sin x  cos t.u0  t  dt  sin x  sin x  cos t.0dt
0 0

 u1  x   sin x
 2  2
u2  x   sin x  sin x  cos t.u1  t  dt  sin x  sin x  cos t.sin tdt
0 0
 2
 u2  x   sin x  sin x  sin t.cos tdt
0
 2
  sin t 2 
 u2  x   sin x  sin x  
 2  0
1
u2  x   sin x  sin x  sin  2    sin 0  
2 2

2 
1
 u2  x   sin x  sin x 1  0 2 
2
1
 u2  x   sin x  sin x
2
 2  2
 1 
u3  x   sin x  sin x  cos t.u2  t  dt  sin x  sin x  cos t  sin t  sin t  dt
0 0  2 
 2 1
 2

 u3  x   sin x  sin x   sin t cos tdt   sin t cos tdt 
 0 2 0 
  sin t 2  2 2  2
   1   sin t   
 u3  x   sin x  sin x       
  2  0 2  2  
0 

1 1 2 
u3  x   sin x  sin x   sin  2    sin 0     sin  2    sin 0   
2 2 2

2   4 
1 1 
 u3  x   sin x  sin x  1  0   1  0  
2 4 
1 1
 u3  x   sin x  sin x  sin x
2 4
1 1 1
Or u3  x   0 sin x  1 sin x  2 sin x
2 2 2
Continuing in this way, we have
Integral Equations 43 Q-Series: Maths Notes

1 1 1 1
un  x  0
sin x  1 sin x  2 sin x    n 1 sin x
2 2 2 2
 1 1 1 1 
 un  x    0  1  2    n 1  sin x
2 2 2 2 
The solution u  x  of Eq 1 is given by
u  x   lim un  x 
n 

 1 1 1 
 u  x    0  1  2    sin x
2 2 2 
 1 
 u  x    sin x
 11 2 
 u  x   2sin x
Modified Decomposition Method (MDM )
consider the Fredholm integral equation of the second kind
b
 1
u  x   f  x     k  x, t  u  t  dt 
a

In MDM, we split the given function f  x  into two parts defined by

f  x   f 0  x   f1  x    2

Substituting Eq  2  in Eq 1 , we have
b
  3
u  x   f 0  x   f1  x     k  x, t  u  t  dt 
a

Now by ADM, using u  x    un  x  in Eq  3 , we have
n 1
b
u0  x   u1  x   u2  x     f 0  x   f1  x     k  x, t  u0  t  dt
a
b
  k  x, t  u1  t  dt
a
b
  k  x, t  u2  t  dt
a




Setting u0  x   f  x 
b
u1  x   f1  x     k  x, t  u0  t  dt
a
Integral Equations 44 Q-Series: Maths Notes

b
u2  x     k  x, t  u1  t  dt
a
b
u3  x     k  x, t  u2  t  dt
a
and so on
The above scheme can be written in a modified recursively manner by


u0  x   f 0  x  
b 
u1  x   f1  x     k  x, t  u0  t  dt 
a 
b 
un 1  x     k  x, t  un  t  dt ; n  1
a 
Note:
 The necessary condition to apply this method is that f  x  should consist of more
than one term.
 In most problems, we need to use two iterations only, i.e. u0  x  and u1  x  .
Example-1: Solve the following Fredholm integral equation by MDM.
1
1
u  x   e   2e  1 x   xt.u  t  dt
3x 3

9 0

Solution: Given that

1
1
u  x   e   2e  1 x   xt.u  t  dt 
3x 3
 1
9 0

1
Here f 0  x   e3 x and f1  x   
9
 2e3  1 x
By MDM, we have
u0  x   f 0  x 
 u0  x   e 3 x
b
u1  x   f1  x     k  x, t  .u0  t  dt
a
1
1
 u1  x   
9
 2e3  1 x   xt.e3t dt
0
1
1
 u1  x     2e3  1 x  x  t.e3t dt
9 0
Integral Equations 45 Q-Series: Maths Notes

1   te3t 1 1 e3t 
 u1  x     2e  1 x  x  
3
   dt 
9  3  0 0 3 

1  e3 1  e3t 1 
 u1  x     2e  1 x  x     
3

9 3 3  3 0 
 
1  e3 1 3 
 u1  x     2e  1 x  x    e  1 
3

9 3 9 
1 1
 u1  x   
9
 2e3  1 x   3e3  e3  1 x
9
1 1
 u1  x     2e3  1 x   2e3  1 x
9 9
 u1  x   0
b 1
Similarly u2  x     k  x, t  .u1  t  dt   xt.0dt  0
a 0
b 1
u3  x     k  x, t  .u2  t  dt   xt.0dt  0
a 0




un  x   0 for n  1
The solution of Eq 1 is given by
u  x   u0  x   u1  x   u2  x  
 u  x   e3 x  0  0 
 u  x   e3x
Example-2: Solve the following Fredholm integral equation by MDM.
1
 
u  x   Sin x    1 x   x.u  t  dt
1

2  0

Solution: Given that

1
 
u  x   Sin x    1 x   x.u  t  dt
1
 1

2  0

 
Here f 0  x   Sin 1 x and f1  x     1 x
2 
By MDM, we have
u0  x   f 0  x 
Integral Equations 46 Q-Series: Maths Notes

 u0  x   Sin 1 x
b
u1  x   f1  x     k  x, t  .u0  t  dt
a
1
 
 u1  x     1 x   x.Sin 1tdt
2  0

   1 1 t 
 u1  x     1 x  x  tSin 1t    dt 
2  
0 0
1 t 2

   1 1 1

u1  x     1 x  x    1  t 2  2  2t  dt 


2  2 2 0 
  1  
1

    1  1  t 2  2  
 u1  x     1 x  x     
2  2 2 1  
  2  0 
   
 u1  x     1 x    1 x
2  2 
 u1  x   0
b 1
Similarly u2  x     k  x, t  .u1  t  dt    x.0dt  0
a 0
b 1
u3  x     k  x, t  .u2  t  dt    x.0dt  0
a 0




un  x   0 for n  1
The solution of Eq 1 is given by
u  x   u0  x   u1  x   u2  x  
 u  x   Sin 1 x  0  0 
 u  x   Sin 1 x
Example-3: Solve the following Fredholm integral equation by MDM.
 2

u  x   sin x  cos x  2 x     x  t  .u t  dt
2 0

Solution: Given that

Integral Equations 47 Q-Series: Maths Notes

 2

u  x   sin x  cos x  2 x     x  t  .u t  dt  1

2 0


Here f 0  x   sin x  cos x and f1  x   2 x 
2
By MDM, we have
u0  x   f 0  x 
 u0  x   sin x  cos x
b
u1  x   f1  x     k  x, t  .u0  t  dt
a
 2

 u1  x   2 x     x  t  .  sin t  cos t  dt
2 0
 2  2

 u1  x   2 x   x   sin t  cos t  dt   t.  sin t  cos t  dt
2 0 0
 2  2  2

 u1  x   2 x   x   sin t  cos t  dt   t.sin tdt   t cos tdt
2 0 0 0

 u1  x   2 x 

2
 x   cos t  sin t 0   t cos t 0  
 2
  2
0
 2
  cos t  dt 

 t sin t 0  
 2
0
 2
sin tdt 
   2
u1  x   2 x   2 x  sin t 0     cos t 0 
 2

2 2 
  
 u1  x   2 x   2 x  1    1
2 2 
 
 u1  x   2 x   2x 1 1  0
2 2
 u1  x   0
b  2
Similarly u2  x     k  x, t  .u1  t  dt     x  t  .0dt  0
a 0
b  2
u3  x     k  x, t  .u2  t  dt     x  t  .0dt  0
a 0




un  x   0 for n  1
The solution of Eq 1 is given by
Integral Equations 48 Q-Series: Maths Notes

u  x   u0  x   u1  x   u2  x  
 u  x   sin x  cos x  0  0 
 u  x   sin x  cos x