5.3 Linear Volterra IE of the 2nd kindConsider a Volterra IE of the 2nd kindf(x) = φ(x) + λ∫ xaK(x, y)φ(y)dy, (68)where the kernel K(x, y) is a continuous function in the square Π for some b > a, so that|K(x, y)| ≤ M for (x, y) ∈ Π.Formulate a generalization of the principle of contraction mappings.Theorem 4 If A is a continuous mapping of a complete metric space R into itself such thatthe mapping A n is a contraction for some n, then the equation Ax = x has one and only onesolution.In fact if we take an arbitrary point x ∈ R and consider the sequence A kn x, k = 0, 1, 2, . . ., therepetition of the proof of the classical principle of contraction mappings yields the convergenceof this sequence. Let x 0 = lim k→∞ A kn x, then Ax 0 = x 0 . In fact Ax 0 = lim k→∞ A kn Ax. Sincethe mapping A n is a contraction, we haveρ(A kn Ax, A kn x) ≤ αρ(A (k−1)n Ax, A (k−1)n x) ≤ . . . ≤ α k ρ(Ax, x).Consequently,limk→∞ ρ(Akn Ax, A kn x) = 0,i.e., Ax 0 = x 0 .Consider the mapping g = Af defined byg(x) = φ(x) + λof the complete space C[a, b] into itself.5.4 Neumann series∫ xaK(x, y)φ(y)dy, (69)Consider an IE∫ bf(x) = φ(x) − λ K(x, y)φ(y)dy, (70)aIn order to determine the solution by the method of successive approximations and obtain theNeumann series, rewrite (70) as∫ bφ(x) = f(x) + λ K(x, y)φ(y)dy, (71)aand take the right-hand side f(x) as the zero approximation, settingφ 0 (x) = f(x). (72)Substitute the zero approximation into the right-hand side of (73) to obtain the first approximation∫ bφ 1 (x) = f(x) + λ K(x, y)φ 0 (y)dy, (73)a14
and so on, obtaining for the (n + 1)st approximation∫ bφ n+1 (x) = f(x) + λ K(x, y)φ n (y)dy. (74)aAssume that the kernel K(x, y) is a bounded function in the square Π = {(x, y) : a ≤ x ≤b, a ≤ y ≤ b}, so that|K(x, y)| ≤ M, (x, y) ∈ Π.or even that there exists a constant C 1 such that∫ bThe the following statement is valid.a|K(x, y)| 2 dy ≤ C 1 ∀x ∈ [a, b], (75)Theorem 5 Assume that condition (75) holds Then the sequence φ n of successive approximations(74) converges uniformly for all λ satisfyingλ ≤ 1 B ,B = ∫ bThe limit of the sequence φ n is the unique solution to IE (70).a∫ ba|K(x, y)| 2 dxdy. (76)Proof. Write two first successive approximations (74):Set∫ bf(x) + λa∫ bφ 1 (x) = f(x) + λ K(x, y)f(y)dy, (77)a∫ bφ 2 (x) = f(x) + λK(x, y)f(y)dy + λ 2 ∫ bK 2 (x, y) =∫ bto obtain (by changing the order of integration)∫ bφ 2 (x) = f(x) + λaIn the same manner, we obtain the third approximationaaK(x, y)φ 1 (y)dy = (78)a∫ bK(x, t)dt K(t, y)f(y)dy. (79)aK(x, t)K(t, y)dt (80)∫ bK(x, y)f(y)dy + λ 2 K 2 (x, y)f(y)dy. (81)awhere∫ bφ 3 (x) = f(x) + λ K(x, y)f(y)dy +a∫ b∫ b+ λ 2 K 2 (x, y)f(y)dy + λ 3 K 3 (x, y)f(y)dy, (82)aK 3 (x, y) =∫ baaK(x, t)K 2 (t, y)dt. (83)15
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In some cases one can determine the
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Coefficient a 0 vanishes because (s
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Expand the right-hand side in the C
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We see that the equation has the un
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or, in other notation,andorL = {l n
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where T n (x) = cos(n arccos x) are
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and the integral equationwhereΦ N
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Let us expand the functiong(s) = 1l
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Assume that X n and Y n are the spa