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Analytical solution of a new class of integral equations
Analytical solution of a new class of integral equations
2003-01-31
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arxiv.org/abs/math/0301377v1
Diff. Integral Eqs, 16, N2, (2003), 231-240
Mathematics
Classical Analysis and ODEs
10pp
Scientific paper
Let $(1) Rh=f$, $0\leq x\leq L$, $Rh=\int^L_0 R(x,y)h(y) dy$, where the kernel $R(x,y)$ satisfies the equation $QR=P\delta(x-y)$. Here $Q$ and $P$ are formal differential operators of order $n$ and $m0$, $m\geq 0$, $Qu:=q_n(x)u^{(n)} + \sum^{n-1}_{j=0} q_j(x) u^{(j)}$, $Ph:=h^{(m)} +\sum^{m-1}_{j=0} p_j(x) h^{(j)}$, $q_n(x)\geq c>0$, the coefficients $q_j(x)$ and $p_j(x)$ are smooth functions defined on $\R$, $\delta(x)$ is the delta-function, $f\in H^\alpha(0,L)$, given. Here $\dot H^{-\alpha}(0,L)$ is the dual space to $H^\alpha(0,L)$ with respect to the inner product of $L^2(0,L)$. Under suitable assumptions it is proved that $R:\dot H^{-\alpha}(0,L) \to H^\alpha(0,L)$ is an isomorphism. Equation (1) is the basic equation of random processes estimation theory. Some of the results are generalized to the case of multidimensional equation (1), in which case this is the basic equation of random fields estimation theory. $\alpha:=\frac{n-m}{2}$, $H^\alpha$ is the Sobolev space. An algorithm for finding analytically the unique solution $h\in\dot H^{-\alpha} (0,L)$ to (1) of minimal order of singularity is
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