Equations with an unknown function under an integral sign
In mathematics, integral equations are equations in which an unknown function appears under an integral sign.[1] In mathematical notation, integral equations may thus be expressed as being of the form:
where
is an
integral operator acting on
u.[1] Hence, integral equations may be viewed as the analog to
differential equations where instead of the equation involving derivatives, the equation contains integrals.
[1] A direct comparison can be seen with the mathematical form of the general
integral equation above with the general form of a differential equation which may be expressed as follows:
where
may be viewed as a
differential operator of order
i.
[1] Due to this close connection between differential and integral equations, one can often convert between the two.
[1] For example, one method of solving a boundary value problem is by converting the differential equation with its boundary conditions into an integral equation and solving the integral equation.
[1] In addition, because one can convert between the two, differential equations in physics such as
Maxwell's equations often have an analog integral and differential form.
[2] See also, for example,
Green's function and
Fredholm theory.