Neumann series, successive approximations and resolvent kernel

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Construct the resolvent of the integral equation

x(t)=4∫0tet−sx(s)ds+e3t,t∈[0,T] x(t) = 4 \int _{0}^{t} e^{t-s} x(s) d s+e^{3 t}, t \in [0, T]

and apply it to solve the equation.

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Solve the integral equations by the method of successive approximations, taking x0(t)=0x_{0}(t) = 0 :

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(1)

x(t)=∫0tx(s)1+s2ds+arctan⁡t,t∈[0,T],T>0;x(t) = \int_{0}^{t} \frac{x(s)}{1+s^{2}} d s+\arctan t, t \in [0, T], T > 0 ;

(2)

x(t)=∫0te−(t−s)x(s)ds+1,t∈[0,1];x(t) = \int_{0}^{t} e^{-(t-s)} x(s) d s+1, t \in [0,1] ;

(3)

x(t)=∫0t(t−s)x(s)ds+1,t∈[0,1];x(t) = \int_{0}^{t}(t-s) x(s) d s+1, t \in [0,1] ;

(4)

x(t)=∫01e−t−sx(s)ds+1,t∈[0,1];x(t) = \int_{0}^{1} e^{-t-s} x(s) d s+1, t \in [0,1] ;

(5)

x(t)=∫01x(s)1+s2ds+arctan⁡t,t∈[0,1];x(t) = \int_{0}^{1} \frac{x(s)}{1+s^{2}} d s+\arctan t, t \in [0,1] ;

(6)

x(t)=∫01tets2(et−1)x(s)ds+12,t∈[0,1];x(t) = \int_{0}^{1} \frac{t e^{t s}}{2\left(e^{t}-1\right)} x(s) d s+\frac{1}{2}, t \in [0,1] ;

(7)

x(t)=∫01sx(s)ds+1,t∈[0,1];x(t) = \int_{0}^{1} s x(s) d s+1, t \in [0,1] ;

(8)

x(t)=∫12t2sx(s)ds+1,t∈[1,2]x(t) = \int_{1}^{2} \frac{t}{2 s} x(s) d s+1, t \in [1,2].

Construct the first two successive approximations of the integral equation, taking x0(t)=0x_{0}(t) = 0 :

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(1)

x(t)=∫01x(s)(1+s+t)2ds+1,t∈[0,1];x(t) = \int_{0}^{1} \frac{x(s)}{(1+s+t)^{2}} d s+1, t \in [0,1] ;

(2)

x(t)=∫0113(ts+s2)x(s)ds+t,t∈[0,1];x(t) = \int_{0}^{1} \frac{1}{3}\left(t s+s^{2}\right) x(s) d s+t, t \in [0,1] ;

(3)

x(t)=∫0π4110arctan⁡(ts)x(s)ds+1,t∈[0,π4]x(t) = \int_{0}^{\frac{\pi }{4}} \frac{1}{10} \arctan (t s) x(s) d s+1, t \in \left[0, \frac{\pi }{4}\right].

Construct the resolvent of an integral equation

x(t)=λ∫0tK(t,s)x(s)ds+y(t),t∈[0,T] x(t) = \lambda \int _{0}^{t} K(t, s) x(s) d s+y(t), t \in [0, T]

and solve the equation.

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(1)

K(t,s)=et2−s2,λ=2,y(t)=et2+2tK(t, s) = e^{t^{2}-s^{2}}, \lambda = 2, y(t) = e^{t^{2}+2 t};

(2)

K(t,s)=et−s,λ=2,y(t)=sin⁡tK(t, s) = e^{t-s}, \lambda = 2, y(t) = \sin t;

(3)

K(t,s)=1+t21+s2,λ=1,y(t)=1+t2K(t, s) = \frac{1+t^{2}}{1+s^{2}}, \lambda = 1, y(t) = 1+t^{2};

(4)

K(t,s)=3t−s,λ=−1,y(t)=t3tK(t, s) = 3^{t-s}, \lambda = -1, y(t) = t 3^{t};

(5)

K(t,s)=2+cos⁡t2+cos⁡s,λ=1,y(t)=etsin⁡tK(t, s) = \frac{2+\cos t}{2+\cos s}, \lambda = 1, y(t) = e^{t} \sin t;

(6)

K(t,s)=cosh⁡tcosh⁡s,λ=−1,y(t)=tcosh⁡tK(t, s) = \frac{\cosh t}{\cosh s}, \lambda = -1, y(t) = t \cosh t;

(7)

K(t,s)=es−t,λ=1,y(t)=tet22K(t, s) = e^{s-t}, \lambda = 1, y(t) = t e^{\frac{t^{2}}{2}}.

Construct the resolvent of an integral equation

x(t)=λ∫abK(t,s)x(s)ds+y(t),t∈[a,b] x(t) = \lambda \int _{a}^{b} K(t, s) x(s) d s+y(t), t \in [a, b]

and solve the equation.

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(1)

K(t,s)=et+s,[a,b]=[0,1],λ=1e2−1,y(t)=sin⁡πtK(t, s) = e^{t+s},\left[a, b\right] = \left[0,1\right], \lambda = \frac{1}{e^{2}-1}, y(t) = \sin \pi t;

(2)

K(t,s)=sin⁡tcos⁡s,[a,b]=[0,π2],λ=−1,y(t)=cos⁡tK(t, s) = \sin t \cos s,\left[a, b\right] = \left[0, \frac{\pi }{2}\right], \lambda = -1, y(t) = \cos t;

(3)

K(t,s)=tes,[a,b]=[−1,1],λ=e3,y(t)=(3t2+1)e−tK(t, s) = t e^{s},\left[a, b\right] = \left[-1,1\right], \lambda = \frac{e}{3}, y(t) = \left(3 t^{2}+1\right) e^{-t};

(4)

K(t,s)=t2s2,[a,b]=[−1,1],λ=2,y(t)=etK(t, s) = t^{2} s^{2},\left[a, b\right] = \left[-1,1\right], \lambda = 2, y(t) = e^{t};

(5)

K(t,s)=(1+t)(1−s),[a,b]=[−1,0],λ=1,y(t)=πcos⁡πtK(t, s) = (1+t)(1-s),\left[a, b\right] = \left[-1,0\right], \lambda = 1, y(t) = \pi \cos \pi t;

(6)

K(t,s)=ts+t2s2,[a,b]=[−1,1],λ=1,y(t)=3(t+1)K(t, s) = t s+t^{2} s^{2},\left[a, b\right] = \left[-1,1\right], \lambda = 1, y(t) = 3(t+1);

(7)

K(t,s)=1+(2t−1)(2s−1),[a,b]=[0,1],λ=12,y(t)=3t2K(t, s) = 1+(2 t-1)(2 s-1),\left[a, b\right] = \left[0,1\right], \lambda = \frac{1}{2}, y(t) = 3 t^{2};

(8)

K(t,s)=sin⁡tcos⁡s+cos⁡2tsin⁡2s,[a,b]=[0,2π],λ=−1π,y(t)=cos⁡t+sin⁡tK(t, s) = \sin t \cos s+\cos 2 t \sin 2 s,\left[a, b\right] = \left[0,2 \pi \right], \lambda = -\frac{1}{\pi }, y(t) = \cos t+\sin t

(9)

K(t,s)=sin⁡tsin⁡s+cos⁡2tcos⁡2s,[a,b]=[0,2π],λ=12π,y(t)=cos⁡2t;K(t, s) = \sin t \sin s+\cos 2 t \cos 2 s,\left[a, b\right] = \left[0,2 \pi \right], \lambda = \frac{1}{2 \pi }, \quad y(t) = \cos 2 t ;

(10)

K(t,s)=cos⁡tcos⁡s+3sin⁡2tsin⁡2s,[a,b]=[0,2π],λ=16π,y(t)=5cos⁡tK(t, s) = \cos t \cos s+3 \sin 2 t \sin 2 s,\left[a, b\right] = \left[0,2 \pi \right], \lambda = \frac{1}{6 \pi }, y(t) = 5 \cos t;

(11)

K(t,s)=2+cos⁡tcos⁡s,[a,b]=[0,2π],λ=−18π,y(t)=2tK(t, s) = 2+\cos t \cos s,\left[a, b\right] = \left[0,2 \pi \right], \lambda = -\frac{1}{8 \pi }, y(t) = 2 t;

(12)

K(t,s)=etcos⁡s,[a,b]=[0,π],λ=1eπ+1,y(t)=t4K(t, s) = e^{t} \cos s,\left[a, b\right] = \left[0, \pi \right], \lambda = \frac{1}{e^{\pi }+1}, y(t) = \frac{t}{4}.

Let RλR_{\lambda } be the resolvent of an integral equation

x(t)=λ∫abK(t,s)x(s)ds+y(t),t∈[a,b] x(t) = \lambda \int _{a}^{b} K(t, s) x(s) d s+y(t), t \in [a, b]

with a kernel K∈C([a,b]2),M=max⁡a≤t,s≤b∣K(t,s)∣>0K \in C\left(\left[a, b\right]^{2}\right), M = \max_{a \leq t, s \leq b}\left|K(t, s)\right| > 0. Show that for λ\lambda such that ∣λ∣<(M(b−a))−1\left|\lambda \right| < (M(b-a))^{-1} and for all t,s∈[a,b]t, s \in [a, b] the function RλR_{\lambda } satisfies the following relations:

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(1)

Rλ(t,s)=λ∫abK(t,u)Rλ(u,s)du+K(t,s)R_{\lambda }(t, s) = \lambda \int_{a}^{b} K(t, u) R_{\lambda }(u, s) d u+K(t, s);

(2)

Rλ(t,s)=λ∫abK(u,s)Rλ(t,u)du+K(t,s);R_{\lambda }(t, s) = \lambda \int_{a}^{b} K(u, s) R_{\lambda }(t, u) d u+K(t, s) ;

(3)

∂Rλ(t,s)∂λ=∫abRλ(t,u)Rλ(u,s)du\frac{\partial R_{\lambda }(t, s)}{\partial \lambda } = \int_{a}^{b} R_{\lambda }(t, u) R_{\lambda }(u, s) d u.

Solve the equation x(t)+λ∫0tx(s)ds=y(t)x(t)+\lambda \int_{0}^{t} x(s) d s = y(t) (with respect to the function xx, with the function yy known) in the following spaces:

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(a)

L2[0,1]L_{2}[0,1];

(b)

C[0,1]C[0,1].

Let K(x,y)K(x,y) be a continuous function on the domain R[a⩽x⩽b; a⩽y⩽b]R[a\leqslant x\leqslant b;\ a\leqslant y\leqslant b], and let

Kn(x,y)=∫ab∫ab⋯∫abK(x,t1)K(t1,t2)⋯K(tn,y) dt1 dt2⋯dtn, K_{n}(x,y) = \int _{a}^{b}\int _{a}^{b}\cdots \int _{a}^{b} K(x,t_{1})K(t_{1},t_{2})\cdots K(t_{n},y)\, dt_{1}\, dt_{2}\cdots dt_{n} ,

Prove that:

Kn+m+1(x,y)=∫abKn(x,t)Km(t,y) dt. K_{n+m+1}(x,y) = \int _{a}^{b} K_{n}(x,t)K_{m}(t,y)\, dt .
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References

[BCK+24] Brayman V.B., Chaikovskyi A.V., Konstantinov O.Y., Kukush A.G., Mishura Y.S., Nesterenko O.N. Functional Analysis and Operator Theory. Springer, 2024.
[БСШ17] Бородин П.А., Савчук А.М., Шейпак И.А. Задачи по функциональному анализу. МЦНМО, 2017.
[Dem97] Demidovich B.P. Сборник задач и упражнений по математическому анализу. 13-е изд., Издательство Московского университета / Издательство "ЧеРо", 1997.