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8
votes
1answer
1k views

solve an integral equation numerically

I am trying to find a numerical solution for an equation of the form: $$ f(t)=\int_{t_{min}}^{t} {\exp[2 (t^\prime - t)] E(t^\prime) f(t^\prime)} + \int_{t}^{0}{ \exp(t^\prime - t) E(t^\prime) ...
3
votes
2answers
3k views

Integral equation numerical solution with NDSolve

I'm trying to solve something like: f[x] == Integrate[f[x]*g[x]] where g[x] is known and ...
1
vote
1answer
209 views

Need help evaluating definite integral to a function of Y

Suppose $Y = \sqrt{2T}\cos(U)$, $ 0 \le u \le \pi $, and $ 0 \le \cos^{-1}(\frac{y}{\sqrt {2t}}) \le \pi ) $, so $ -1 \le \frac{y}{\sqrt{2t}} \le 1 $, with all $ \mathbb{R}$. The iterated integral ...
7
votes
0answers
2k views

Integro-differential equation

I have to numerically solve a nonlinear partial integro-differential equation using Mathematica. This is my equation, $$\frac{\partial y(x,t)}{\partial t}=\int_{-\infty}^\infty K_0(|x-u|) ...
0
votes
1answer
777 views

how to solve an implicit integral equation? (iterate to a functional fixed point?) [closed]

I reduced a (special case) of my problem to the following code. Even though in this special case all related functions are analytical, DSolve is not the tool for this, though I am indeed looking for a ...
12
votes
3answers
2k views

Solving a Volterra integral equation numerically

I would like to solve for $P(t)$, in Mathematica, a Volterra integral equation of the 2nd kind. It is: $$P(t) = R_0(t) + \int_0^t P(t') R_0(t-t')dt'$$ I know the function $R_0$ and would ...