Mathematical Methods for Physics and Engineering : A Comprehensive Guide

(Darren Dugan) #1

23.4 CLOSED-FORM SOLUTIONS


23.4.2 Integral transform methods

If the kernel of an integral equation can be written as a function of the difference


x−zof its two arguments, then it is called adisplacementkernel. An integral


equation having such a kernel, and which also has the integration limits−∞to


∞, may be solved by the use of Fourier transforms (chapter 13).


If we consider the following integral equation with a displacement kernel,

y(x)=f(x)+λ

∫∞

−∞

K(x−z)y(z)dz, (23.17)

the integral overzclearly takes the form of a convolution (see chapter 13).


Therefore, Fourier-transforming (23.17) and using the convolution theorem, we


obtain


̃y(k)= ̃f(k)+


2 πλK ̃(k)y ̃(k),

which may be rearranged to give


̃y(k)=

f ̃(k)
1 −


2 πλK ̃(k)

. (23.18)


Taking the inverse Fourier transform, the solution to (23.17) is given by


y(x)=

1

2 π

∫∞

−∞

̃f(k) exp(ikx)

1 −


2 πλK ̃(k)

dk.

If we can perform this inverse Fourier transformation then the solution can be


found explicitly; otherwise it must be left in the form of an integral.


Find the Fourier transform of the function

g(x)=

{


1 if|x|≤a,
0 if|x|>a.

Hence find an explicit expression for the solution of the integral equation

y(x)=f(x)+λ

∫∞


−∞

sin(x−z)
x−z

y(z)dz. (23.19)

Find the solution for the special casef(x)=(sinx)/x.

The Fourier transform ofg(x) is given directly by


̃g(k)=

1



2 π

∫a

−a

exp(−ikx)dx=

[


1



2 π

exp(−ikx)
(−ik)

]a

−a

=



2


π

sinka
k

.


(23.20)


The kernel of the integral equation (23.19) isK(x−z) = [sin(x−z)]/(x−z). Using
(23.20), it is straightforward to show that the Fourier transform of the kernel is


K ̃(k)=

{√


π/2if|k|≤1,
0if|k|>1.

(23.21)

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