Questions tagged [integral-equations]

Questions which deal with or solve for functions expressed in integral form, i.e., one or more unknown functions that appear under an integral sign.

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23
votes
3answers
6k 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 ...
6
votes
2answers
4k views

How to plot and solve the numerical solution of a integro-differential equation

I have a integro-differential equation of the form $y'(t) = - \int_0^t {y(t_1 )} e^{t_1 - t} dt_1, {\rm{ t}} \in {\rm{[0,10], y(0) = 1}}$ My code is: ...
9
votes
3answers
2k views

How to solve the differential equation with Duhamel's integral?

How do I solve a differential equation with Duhamel's integral? I tried to solve it with NDSolve, but failed: ...
11
votes
3answers
602 views

Solving an integro-differential equation with Mathematica

I try to solve a nonlinear integro-differential equation with this code. Here i used a periodic condition. ...
17
votes
2answers
14k 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 f[x]...
25
votes
1answer
6k views

How to solve a non-linear integral equation?

I have a non-linear integral equation that I'd like to solve with Mathematica: $$ \int_{0}^{1} \mathrm{d}x \frac{B(x) v}{(B(x) + B(v))^2} = 1$$ ...
6
votes
3answers
293 views

How do I generate a set of n-tuples containing integral solutions to a linear equation provided certain constraints?

Let $m,k,p$ be fixed positive integers. I want to create a table of k-tuples $(x_1,x_2,\ldots,x_k)$ comprised of solutions in positive integers to the equation below: $$x_1+x_2+\cdots+x_k=m\quad\...
5
votes
1answer
525 views

PDE of real-world system, integral boundary condition

I've stripped all the physical-significance for clarity, but I know that u[x,t] will be everywhere positive and continuous. here are the equations in Mathematica code: ...
12
votes
1answer
3k 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) f(t^\...
5
votes
2answers
2k views

Numerically solve an integro-differential equation

So the problem is to numerically solve this Integro-Differential Equation, $$-v \frac{\:\mathrm{d}\kern0.1mm x(\zeta)}{\:\mathrm{d}\kern0.1mm \zeta} + \psi(\zeta) x(\zeta) + \int_{0}^{\zeta} f(\zeta, \...
4
votes
3answers
1k views

How to solve an integral equation by iteration method? [duplicate]

How I can obtain $n^{th}$ approximation of the following equation $f(t)=t+\int_0^tds f(s)$ by iteration method?
2
votes
1answer
259 views

How to handle this constant-interval integral in ODE?

The problem is to solve a system of nonlinear integro-differential equation with a Fredholm integral. $Q_i(x), i=1,2,3, x \in [-\text{max},\text{max}]$ \begin{align*} m_i{Q_i}''(x)-V_i(\vec{Q})-d_i\...
1
vote
1answer
227 views

How to validate the solution of a system of integro-differential equations?

I have successfully solved a system of integro-differential equations. The system is ...
3
votes
1answer
838 views

Solve integro differential equation numerically [duplicate]

I want to solve the following equation numerically: with initial condition y[0]=0 and y'[0]=0 I tried to do so by using the NDSolve function: ...
7
votes
1answer
1k views

How can I invoke the solution of NDSolve to determine a parameter in my equation just inside NDSlove?

I am trying to solve a differential equation by NDSlove for $h(x,t)$. It reads $$h_t=h_{xx}-V_h-\lambda(t)$$ where $V_h$ is a given function of $h(x,t)$ denoted by <...
5
votes
1answer
1k views

How to solve this Integral equation

D[x[t] - x[t - 1]/(2 E), {t, 3}] + Integrate[E^(-δ)*x[t - δ]/5^t, {δ, 2, 2.5}] == 0 I found solve this problem is hard with Mathematica. I also find a article ...
4
votes
1answer
1k views

Fredholm integral equation of the second kind with kernel containing Bessel and Struve functions

I need to solve this Fredholm integral equation of the second kind: f[s]+integrate[f[t] K[s,t],{t,0,1}]=s where 0<=s<=1...
3
votes
1answer
175 views

Using DSolve to solve an integral equation

I've the following integral (or DE) that I need to solve (for $x(t)$ and all the constants are known, real and positive): $$k\cdot\theta\left(t-m\right)+(n-k)\cdot\theta\left(t-v\right)=$$ $$x(t)\...
1
vote
1answer
261 views

Solving Integro-differential equation numerically with shooting method

This question is related a question I previously asked here Solving integro-differential equation with boundary condition at infinity and for which a solution was found . Now I am dealing with a ...
4
votes
1answer
245 views

How to speed up the integral in NDSolve?

On the MMA.SE, there have been several question on how to solve equations including integral using NDSolve, see example 1, example 2, and example 3. Many people, ...
4
votes
1answer
245 views

Solving integro-differential equation with DSolve in MMA 11.0

In this question DSolve(symbolic solution) gives wrong answer. I analyzed the 13 equations in which DSolve gives the same ...
2
votes
1answer
539 views

how can I solve integrals including recursion of some sequences of functions

I would like to solve the equations as given below in mathematica. I have written some codes before but I have no idea when there is sub indexing to indicate the series of functions. I will be very ...
2
votes
1answer
546 views

NDSolve: Couple PDE and ODE involving integral

I am trying to numerically solve an equation with NDSolve, where there is a ODE coupled to a PDE, like the following: ...
1
vote
0answers
688 views

Testing the convergence when solving an integral equation

I am trying to find the solution of an integral equation such that a certain convergence criterion is fulfilled. Now the problem is that the function doesn't look like what I am actually expecting, ...
0
votes
1answer
60 views

Solve integral equation by iteration

For[{n = 1, y[0][x_] = 1}, n < 4, n++, y[n][x_] = 1 + Integrate[y[n - 1][t]^2 + t^2, {t, 0, x}]; Print[{n, y[n][t]}]] here how can I get table of values ...
0
votes
1answer
181 views

How to solve this differential equation analytically?

How can I DSolve the following differential equation? Is there an analytical answer to this equation? ...
5
votes
1answer
185 views

Solving partial differential equation involving Hilbert transform

While solving one research paper published in Physical Review Letters, I came across the following equation and I am unable to solve it. $$\frac{\partial f}{\partial t}−(\mathcal{H}(f)\left(\frac{\...
4
votes
3answers
198 views

Numerical solution of a singular integral equation

I am looking to approximate the solution u of the following equation using discretization method or any other idea. Is there any way on how to find a numerical ...
3
votes
2answers
320 views

Solving integro-differential equation with boundary condition at infinity

I wish to solve a differential equation that contains a hard-to-evaluate integral and to plot the solution in a range at least $r\in(0,10)$. The equation comes from a Hartree equation (Schroedinger ...
0
votes
1answer
2k views

How to solve system of integral equations

I have two integral equations ...
8
votes
2answers
305 views

Is it possible to take a numerical (integral) average of the dependent variable, within NDSolve, at each iteration?

tl;dr: want to integrate (average) the dependent variable within NDSolve. I am currently trying to implement a basic diffusion-advection equation for a reactant, A. The species is converted between A ...
6
votes
1answer
646 views

Solve a differential equation with an integral inside?

I am trying to solve this differential equation in Mathematica: y'[t]+integral from 0 to t of y[x]dx =e^(-t) where y[0]=0. Is this possible?
5
votes
1answer
546 views

Solving PDE involving Hilbert transform numerically

I'm trying to solve the following equation numerically: $$u_{tt}-\mathcal{H}(u_x)=A^2_{xx},$$ where $\mathcal{H}$ is the Hilbert transform and $A$ is a prescribed forcing function which we assume ...
5
votes
2answers
435 views

NIntegrate into NDSolve with variable integrand

I need to solve an integral into an ordinary differential equation like this: NDSolve[{y'[x] == x + NIntegrate[y[r], {r, 1,x}], y[0] == 1}, y, {x, 0, 1}] Note ...
3
votes
1answer
2k views

Can Mathematica solve integro-differential equations?

I have integro-differential equations like this: ...
3
votes
2answers
222 views

Solution or artifact?

I am trying to increase the precision of the code ...
3
votes
1answer
300 views

Solve integro-differential equations

I am trying to numerically solve the following integro-differential equation and get some plots for $n(s)$ vs $s$: $$ \dot{n}(s)-\frac{\dot{w}(s)}{2w(s)}\int_{-\infty}^s ds'\frac{\dot{w}(s')}{w(s')}(...
2
votes
2answers
183 views

How to Integrate the Derivative of a function with Assumptions on the function?

I have a monotonic increasing function g and constant αsuch that ...
2
votes
1answer
189 views

How to solve an operator form of an integral equation by iteration method? [closed]

How I can obtain the $n^{th}$ approximation of the following Operator form integral equation? $F(t)=A(t)+\int_0^tds B(s)F(s)$, where $A(t)=\bigg{(}\begin{matrix}t&0\\Cos(t)&1 \end{matrix}\...
2
votes
1answer
327 views

iteratively solve integral equation

Updated: I am solving the following integral equation for $f(k)$ $$f(k)=-\iint d^2p\,d^2q\frac1{g(p)}\frac1{g(p-q)}\left(\frac 1{g(k-q)}-\frac1{g(-q)}\right)$$ where $g(k)=k^2+f(k)$ so the ...
1
vote
1answer
4k views

integration on real domain only!

i am trying to integrate a real valued function. For some reason, Mathematica gives an answer in the complex domain. I'd be grateful for your answers. Here is the integral: ...
1
vote
1answer
108 views

Solving IDE system using FDM based on NDSolve`FiniteDifferenceDerivative

I wanted to solve the following system of integro-differential equations (IDEs) using finite difference method (FDM). $y_1''(t)+t^2y_1(t)-y_2''(t)+\int\limits_0^t[(t-x)y_1(x)+y_2(x)]\mathrm{d}x=(2+t^...
0
votes
1answer
84 views

Double integration of an exponential function which includes a Csch function and complex numbers

Mathematica couldn't solve following using just integrate function. I checked on interpolating as well, that also turned to be a dead end. Can someone help me with evaluating this integral? If it ...
0
votes
1answer
198 views

How to solve the integro differential equations with matrix

I have integro-differential equations like $X'(t)=\operatorname{diag}(\int_0^t X(t) dt)AX(t)-X(t)$, where $A$ is a known $N\times N$ matrix and $X$ is a $N\times 1$ vector, and $\operatorname{diag}$...