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Fredholm integral equation

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632: 711:, respectively. This case would not be typically included under the umbrella of Fredholm integral equations, a name that is usually reserved for when the integral operator defines a compact operator (convolution operators on non-compact groups are non-compact, since, in general, the spectrum of the operator of convolution with 1047:. In physics, the solution of such integral equations allows for experimental spectra to be related to various underlying distributions, for instance the mass distribution of polymers in a polymeric melt, or the distribution of relaxation times in the system. In addition, Fredholm integral equations also arise in 344: 1058:
A specific application of Fredholm equation is the generation of photo-realistic images in computer graphics, in which the Fredholm equation is used to model light transport from the virtual light sources to the image plane. The Fredholm equation is often called the
627:{\displaystyle f(s)={\mathcal {F}}_{\omega }^{-1}\left(\omega ) \over {\mathcal {F}}_{t}(\omega )}\right]=\int _{-\infty }^{\infty }{{\mathcal {F}}_{t}(\omega ) \over {\mathcal {F}}_{t}(\omega )}e^{2\pi i\omega s}\mathrm {d} \omega } 876: 165: 705: 666: 758: 60:
A Fredholm equation is an integral equation in which the term containing the kernel function (defined below) has constants as integration limits. A closely related form is the
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Daddi-Moussa-Ider, A. (25 November 2020). "Asymmetric Stokes flow induced by a transverse point force acting near a finite-sized elastic membrane".
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SchÀfer, H.; Sternin, E.; Stannarius, R.; Arndt, M.; Kremer, F. (18 March 1996). "Novel Approach to the Analysis of Broadband Dielectric Spectra".
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An important case of these types of equation is the case when the kernel is a function only of the difference of its arguments, namely
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Mathews, Jon; Walker, Robert L. (1970), Mathematical methods of physics (2nd ed.), New York: W. A. Benjamin,
1293: 1072: 982: 45: 1430: 1288: 640: 1077: 734: 294:, and the limits of integration are ±∞, then the right hand side of the equation can be rewritten as a 172: 61: 1283: 760:, which is usually a non-countable set, whereas compact operators have discrete countable spectra). 1425: 1300:
Simons, F. J.; Wieczorek, M. A.; Dahlen, F. A. (2006). "Spatiospectral concentration on a sphere".
241: 948: 68: 1184:(9 April 2019). "Axisymmetric flow due to a Stokeslet near a finite-sized elastic membrane". 884: 1319: 1146: 1111: 1102:
Honerkamp, J.; Weese, J. (1990). "Tikhonovs regularization method for ill-posed problems".
1082: 1052: 919: 8: 978: 1323: 1150: 1115: 1309: 1230: 1193: 1060: 871:{\displaystyle \varphi (t)=f(t)+\lambda \int _{a}^{b}K(t,s)\varphi (s)\,\mathrm {d} s.} 714: 708: 321: 301: 218: 198: 178: 1394: 1369: 1272: 1162: 1028: 37: 25: 1379: 1348: 1339:
Slepian, D. (1983). "Some comments on Fourier Analysis, uncertainty and modeling".
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IntEQ: a Python package for numerically solving Fredholm integral equations
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A standard approach to solving this is to use iteration, amounting to the
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An inhomogeneous Fredholm equation of the second kind is given as
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The general theory underlying the Fredholm equations is known as
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Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007).
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problems involving hydrodynamic interactions near finite-sized
1136: 160:{\displaystyle g(t)=\int _{a}^{b}K(t,s)f(s)\,\mathrm {d} s~,} 1179: 1043:. They also commonly arise in linear forward modeling and 1015:
that can be understood in terms of a discrete spectrum of
1368:(3rd ed.). New York: Cambridge University Press. 1362:"Section 19.1. Fredholm Equations of the Second Kind" 1299: 951: 922: 887: 777: 737: 717: 674: 643: 347: 324: 304: 244: 221: 201: 181: 81: 1027:
Fredholm equations arise naturally in the theory of
997:. One of the principal results is that the kernel 981:; written as a series, the solution is known as the 1281: 338:and therefore, formally, the solution is given by 1366:Numerical Recipes: The Art of Scientific Computing 966: 937: 908: 870: 752: 723: 699: 660: 626: 330: 310: 286: 227: 207: 187: 159: 71:Fredholm equation of the first kind is written as 1220: 945:, the problem is typically to find the function 1417: 1264:at EqWorld: The World of Mathematical Equations. 44:. A useful method to solve such equations, the 1101: 763: 700:{\displaystyle {\mathcal {F}}_{\omega }^{-1}} 55: 1282:Khvedelidze, B.V.; Litvinov, G.L. (2001) , 1313: 1234: 1197: 1039:. The operators involved are the same as 856: 171:and the problem is, given the continuous 142: 1223:Journal of the Physical Society of Japan 1186:Journal of the Physical Society of Japan 1007:. Compactness may be shown by invoking 40:. The integral equation was studied by 1338: 1418: 1104:Continuum Mechanics and Thermodynamics 64:which has variable integral limits. 13: 1267:A.D. Polyanin and A.V. Manzhirov, 1255: 1180:Daddi-Moussa-Ider, A.; Kaoui, B.; 858: 740: 678: 661:{\displaystyle {\mathcal {F}}_{t}} 647: 617: 553: 510: 499: 494: 438: 395: 366: 144: 14: 1442: 1404: 988: 753:{\displaystyle {\mathcal {F}}{K}} 1271:, CRC Press, Boca Raton, 1998. 1022: 1269:Handbook of Integral Equations 1214: 1173: 1130: 1095: 1033:spectral concentration problem 961: 955: 932: 926: 903: 891: 853: 847: 841: 829: 802: 796: 787: 781: 588: 582: 579: 576: 570: 564: 545: 539: 536: 533: 527: 521: 473: 467: 464: 461: 455: 449: 430: 424: 421: 418: 412: 406: 357: 351: 281: 269: 260: 248: 139: 133: 127: 115: 91: 85: 1: 1088: 287:{\displaystyle K(t,s)=K(t-s)} 28:whose solution gives rise to 1031:, for example as the famous 46:Adomian decomposition method 7: 1289:Encyclopedia of Mathematics 1159:10.1103/PhysRevLett.76.2177 1066: 1011:. As an operator, it has a 967:{\displaystyle \varphi (t)} 764:Equation of the second kind 707:are the direct and inverse 10: 1447: 1078:Volterra integral equation 62:Volterra integral equation 56:Equation of the first kind 22:Fredholm integral equation 1332:10.1137/S0036144504445765 1073:Liouville–Neumann series 983:Liouville–Neumann series 1139:Physical Review Letters 215:, to find the function 1245:10.7566/JPSJ.89.124401 1208:10.7566/JPSJ.88.054401 968: 939: 910: 909:{\displaystyle K(t,s)} 872: 754: 731:contains the range of 725: 701: 662: 628: 332: 312: 288: 229: 209: 189: 161: 969: 940: 911: 873: 755: 726: 702: 663: 629: 333: 313: 289: 230: 210: 190: 162: 1083:Fredholm alternative 949: 938:{\displaystyle f(t)} 920: 916:, and the function 885: 775: 735: 715: 672: 641: 345: 322: 302: 242: 219: 199: 179: 79: 1324:2006SIAMR..48..504S 1151:1996PhRvL..76.2177S 1116:1990CMT.....2...17H 979:resolvent formalism 825: 696: 503: 384: 111: 1431:Integral equations 1262:Integral Equations 1124:10.1007/BF01170953 1061:rendering equation 1053:elastic interfaces 964: 935: 906: 881:Given the kernel 868: 811: 750: 721: 709:Fourier transforms 697: 675: 658: 624: 486: 363: 328: 308: 284: 225: 205: 185: 157: 97: 38:Fredholm operators 1375:978-0-521-88068-8 1284:"Fredholm kernel" 1145:(12): 2177–2180. 1063:in this context. 1029:signal processing 724:{\displaystyle K} 592: 477: 331:{\displaystyle f} 311:{\displaystyle K} 298:of the functions 228:{\displaystyle f} 208:{\displaystyle g} 195:and the function 188:{\displaystyle K} 153: 26:integral equation 1438: 1390: 1388: 1387: 1378:. Archived from 1356: 1335: 1317: 1296: 1249: 1248: 1238: 1218: 1212: 1211: 1201: 1177: 1171: 1170: 1134: 1128: 1127: 1099: 1045:inverse problems 1019:that tend to 0. 1005:compact operator 1002: 973: 971: 970: 965: 944: 942: 941: 936: 915: 913: 912: 907: 877: 875: 874: 869: 861: 824: 819: 759: 757: 756: 751: 749: 744: 743: 730: 728: 727: 722: 706: 704: 703: 698: 695: 687: 682: 681: 667: 665: 664: 659: 657: 656: 651: 650: 633: 631: 630: 625: 620: 615: 614: 593: 591: 563: 562: 557: 556: 548: 520: 519: 514: 513: 505: 502: 497: 482: 478: 476: 448: 447: 442: 441: 433: 405: 404: 399: 398: 390: 383: 375: 370: 369: 337: 335: 334: 329: 317: 315: 314: 309: 293: 291: 290: 285: 234: 232: 231: 226: 214: 212: 211: 206: 194: 192: 191: 186: 166: 164: 163: 158: 151: 147: 110: 105: 34:Fredholm kernels 1446: 1445: 1441: 1440: 1439: 1437: 1436: 1435: 1426:Fredholm theory 1416: 1415: 1407: 1385: 1383: 1376: 1353:10.1137/1025078 1258: 1256:Further reading 1253: 1252: 1219: 1215: 1178: 1174: 1135: 1131: 1100: 1096: 1091: 1069: 1049:fluid mechanics 1035:popularized by 1025: 1013:spectral theory 998: 995:Fredholm theory 991: 950: 947: 946: 921: 918: 917: 886: 883: 882: 879: 857: 820: 815: 776: 773: 772: 766: 745: 739: 738: 736: 733: 732: 716: 713: 712: 688: 683: 677: 676: 673: 670: 669: 652: 646: 645: 644: 642: 639: 638: 616: 598: 594: 558: 552: 551: 550: 549: 515: 509: 508: 507: 506: 504: 498: 490: 443: 437: 436: 435: 434: 400: 394: 393: 392: 391: 389: 385: 376: 371: 365: 364: 346: 343: 342: 323: 320: 319: 303: 300: 299: 243: 240: 239: 220: 217: 216: 200: 197: 196: 180: 177: 176: 169: 143: 106: 101: 80: 77: 76: 58: 32:, the study of 30:Fredholm theory 12: 11: 5: 1444: 1434: 1433: 1428: 1414: 1413: 1406: 1405:External links 1403: 1402: 1401: 1391: 1374: 1357: 1347:(3): 379–393. 1336: 1308:(3): 504–536. 1297: 1279: 1265: 1257: 1254: 1251: 1250: 1213: 1172: 1129: 1093: 1092: 1090: 1087: 1086: 1085: 1080: 1075: 1068: 1065: 1041:linear filters 1024: 1021: 1009:equicontinuity 990: 989:General theory 987: 963: 960: 957: 954: 934: 931: 928: 925: 905: 902: 899: 896: 893: 890: 867: 864: 860: 855: 852: 849: 846: 843: 840: 837: 834: 831: 828: 823: 818: 814: 810: 807: 804: 801: 798: 795: 792: 789: 786: 783: 780: 770: 765: 762: 748: 742: 720: 694: 691: 686: 680: 655: 649: 635: 634: 623: 619: 613: 610: 607: 604: 601: 597: 590: 587: 584: 581: 578: 575: 572: 569: 566: 561: 555: 547: 544: 541: 538: 535: 532: 529: 526: 523: 518: 512: 501: 496: 493: 489: 485: 481: 475: 472: 469: 466: 463: 460: 457: 454: 451: 446: 440: 432: 429: 426: 423: 420: 417: 414: 411: 408: 403: 397: 388: 382: 379: 374: 368: 362: 359: 356: 353: 350: 327: 307: 283: 280: 277: 274: 271: 268: 265: 262: 259: 256: 253: 250: 247: 224: 204: 184: 168: 167: 156: 150: 146: 141: 138: 135: 132: 129: 126: 123: 120: 117: 114: 109: 104: 100: 96: 93: 90: 87: 84: 73: 57: 54: 50:George Adomian 9: 6: 4: 3: 2: 1443: 1432: 1429: 1427: 1424: 1423: 1421: 1412: 1409: 1408: 1400: 1399:0-8053-7002-1 1396: 1392: 1382:on 2011-08-11 1381: 1377: 1371: 1367: 1363: 1358: 1354: 1350: 1346: 1342: 1337: 1333: 1329: 1325: 1321: 1316: 1311: 1307: 1303: 1298: 1295: 1291: 1290: 1285: 1280: 1278: 1277:0-8493-2876-4 1274: 1270: 1266: 1263: 1260: 1259: 1246: 1242: 1237: 1232: 1228: 1224: 1217: 1209: 1205: 1200: 1195: 1192:(5): 054401. 1191: 1187: 1183: 1176: 1168: 1164: 1160: 1156: 1152: 1148: 1144: 1140: 1133: 1125: 1121: 1117: 1113: 1109: 1105: 1098: 1094: 1084: 1081: 1079: 1076: 1074: 1071: 1070: 1064: 1062: 1056: 1054: 1050: 1046: 1042: 1038: 1037:David Slepian 1034: 1030: 1020: 1018: 1014: 1010: 1006: 1001: 996: 986: 984: 980: 975: 958: 952: 929: 923: 900: 897: 894: 888: 878: 865: 862: 850: 844: 838: 835: 832: 826: 821: 816: 812: 808: 805: 799: 793: 790: 784: 778: 769: 761: 746: 718: 710: 692: 689: 684: 653: 621: 611: 608: 605: 602: 599: 595: 585: 573: 567: 559: 542: 530: 524: 516: 491: 487: 483: 479: 470: 458: 452: 444: 427: 415: 409: 401: 386: 380: 377: 372: 360: 354: 348: 341: 340: 339: 325: 305: 297: 278: 275: 272: 266: 263: 257: 254: 251: 245: 236: 222: 202: 182: 174: 154: 148: 136: 130: 124: 121: 118: 112: 107: 102: 98: 94: 88: 82: 75: 74: 72: 70: 69:inhomogeneous 65: 63: 53: 51: 47: 43: 42:Ivar Fredholm 39: 35: 31: 27: 23: 19: 1384:. Retrieved 1380:the original 1365: 1344: 1340: 1315:math/0408424 1305: 1301: 1287: 1268: 1226: 1222: 1216: 1189: 1185: 1175: 1142: 1138: 1132: 1110:(1): 17–30. 1107: 1103: 1097: 1057: 1026: 1023:Applications 999: 992: 976: 880: 771: 767: 636: 237: 170: 66: 59: 48:, is due to 21: 15: 1341:SIAM Review 1302:SIAM Review 1017:eigenvalues 296:convolution 18:mathematics 1420:Categories 1386:2011-08-17 1236:2006.14375 1229:: 124401. 1199:1901.04485 1089:References 1294:EMS Press 1182:Löwen, H. 1003:yields a 953:φ 845:φ 813:∫ 809:λ 779:φ 690:− 685:ω 622:ω 609:ω 603:π 586:ω 543:ω 500:∞ 495:∞ 492:− 488:∫ 471:ω 428:ω 378:− 373:ω 276:− 175:function 99:∫ 1167:10060625 1067:See also 1320:Bibcode 1147:Bibcode 1112:Bibcode 1397:  1372:  1275:  1165:  637:where 173:kernel 152:  24:is an 20:, the 1310:arXiv 1231:arXiv 1194:arXiv 1395:ISBN 1370:ISBN 1273:ISBN 1163:PMID 668:and 318:and 36:and 1349:doi 1328:doi 1241:doi 1204:doi 1155:doi 1120:doi 67:An 16:In 1422:: 1364:. 1345:25 1343:. 1326:. 1318:. 1306:48 1304:. 1292:, 1286:, 1239:. 1227:89 1225:. 1202:. 1190:88 1188:. 1161:. 1153:. 1143:76 1141:. 1118:. 1106:. 1055:. 985:. 974:. 235:. 52:. 1389:. 1355:. 1351:: 1334:. 1330:: 1322:: 1312:: 1247:. 1243:: 1233:: 1210:. 1206:: 1196:: 1169:. 1157:: 1149:: 1126:. 1122:: 1114:: 1108:2 1000:K 962:) 959:t 956:( 933:) 930:t 927:( 924:f 904:) 901:s 898:, 895:t 892:( 889:K 866:. 863:s 859:d 854:) 851:s 848:( 842:) 839:s 836:, 833:t 830:( 827:K 822:b 817:a 806:+ 803:) 800:t 797:( 794:f 791:= 788:) 785:t 782:( 747:K 741:F 719:K 693:1 679:F 654:t 648:F 618:d 612:s 606:i 600:2 596:e 589:) 583:( 580:] 577:) 574:t 571:( 568:K 565:[ 560:t 554:F 546:) 540:( 537:] 534:) 531:t 528:( 525:g 522:[ 517:t 511:F 484:= 480:] 474:) 468:( 465:] 462:) 459:t 456:( 453:K 450:[ 445:t 439:F 431:) 425:( 422:] 419:) 416:t 413:( 410:g 407:[ 402:t 396:F 387:[ 381:1 367:F 361:= 358:) 355:s 352:( 349:f 326:f 306:K 282:) 279:s 273:t 270:( 267:K 264:= 261:) 258:s 255:, 252:t 249:( 246:K 223:f 203:g 183:K 155:, 149:s 145:d 140:) 137:s 134:( 131:f 128:) 125:s 122:, 119:t 116:( 113:K 108:b 103:a 95:= 92:) 89:t 86:( 83:g

Index

mathematics
integral equation
Fredholm theory
Fredholm kernels
Fredholm operators
Ivar Fredholm
Adomian decomposition method
George Adomian
Volterra integral equation
inhomogeneous
kernel
convolution
Fourier transforms
resolvent formalism
Liouville–Neumann series
Fredholm theory
compact operator
equicontinuity
spectral theory
eigenvalues
signal processing
spectral concentration problem
David Slepian
linear filters
inverse problems
fluid mechanics
elastic interfaces
rendering equation
Liouville–Neumann series
Volterra integral equation

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