Cauchy and Fredholm methods for Euler equations

The mathematical treatment of many problems in mathematical physics requires the minimization of a quadratic functional. It is shown that the optimizing function can be viewed as the solution of the familiar Euler equation, subject to boundary conditions, or as the solution of a certain Fredholm integral equation, or as the solution of an initial-value (Cauchy) problem. Each formulation has certain analytic and computational advantages and disadvantages.     

Minimization of Energy Functionals Applied to Some Inverse Problems

We consider a general class of problems of the minimization of convex integral functionals subject to linear constraints. Using Fenchel duality, we prove the equality of the values of the minimization problem and its associated dual problem. This equality is a variational criterion for the existence of a solution to a large class of inverse problems entering the class of generalized Fredholm integral equations. In particular, our abstract results are applied to marginal problems for stochastic processes. Such problems naturally arise from the probabilistic approaches to quantum mechanics. Accepted 26 March 2001. Online publication 19 July 2001.     

On the quadrature methods for the numerical solution of singular integral equations

A Cauchy type singular integral equation can be numerically solved by the use of an appropriate numerical integration rule and the reduction of this equation to a system of linear algebraic equations, either directly or after the reduction of the Cauchy type singular integral equation to an equivalent Fredholm integral equation of the second kind. In this paper two fundamental theorems on the equivalence (under appropriate conditions) of the aforementioned methods of numerical solution of Cauchy type singular integral equations are proved in sufficiently general cases of Cauchy type singular integral equations of the second kind.     

On the integral equations of optimal signal detection and estimation theory

The analysis of many optimal signal detection and estimation processes involves the solution of Fredholm integral equations. A New approach to these equations is presented. It consists of reducing the Fredholm integral equation to a Cauchy system which is well suited to numerical solution.This research was supported by the National Institutes of Health, Grant No. GM-16437-03.     

Computational methods of solving the boundary value problems for the loaded differential and Fredholm integro‐differential equations

The article presents a new general solution to a loaded differential equation and describes its properties. Solving a linear boundary value problem for loaded differential equation is reduced to the solving a system of linear algebraic equations with respect to the arbitrary vectors of general solution introduced. The system's coefficients and right sides are computed by solving the Cauchy problems for ordinary differential equations. Algorithms of constructing a new general solution and solving a linear boundary value problem for loaded differential equation are offered. Linear boundary value problem for the Fredholm integro‐differential equation is approximated by the linear boundary value problem for loaded differential equation. A mutual relationship between the qualitative properties of original and approximate problems is obtained, and the estimates for differences between their solutions are given. The paper proposes numerical and approximate methods of solving a linear boundary value problem for the Fredholm integro‐differential equation and examines their convergence, stability, and accuracy.     

A note on the polynomial solution of a class of dual integral equations arising in mixed boundary value problems of elasticity

Summary The present paper is concerned with finding an effective polynomial solution to a class of dual integral equations which arise in many mixed boundary value problems in the theory of elasticity. The dual integral equations are first transformed into a Fredholm integration equation of the second kind via an auxiliary function, which is next reduced to an infinite system of linear algebraic equations by representing the unknown auxiliary function in the form of an infinite series of Jacobi polynomials. The approximate solution of this infinite system of equations can be obtained by a suitable truncation. It is shown that the unknown function involving the dual integral equations can also be expressed in the form of an infinite series of Jacobi polynomials with the same expansion coefficients with no numerical integration involved. The main advantage of the present approach is that the solution of the dual integral equations thus obtained is numerically more stable than that obtained by reducing themdirectly into an infinite system of equations, insofar as the expansion coefficients are determined essentially by solving asecond kind integral equation.     

The conversion of Fredholm integral equations to equivalent Cauchy problems— II. computation of resolvents

A new method is given for computing the resolvent of a large class of Fredholm integral equations. The technique is based on converting the integral equation satisfied by the resolvent to a family of two point boundary value problems. The application of invariant imbedding then gives an equivalent Cauchy problem satisfied by the resolvent kernel. The procedure is compared to previous ones based on the Bellman—Krein equation. It is shown that our method requires fewer equations to integrate if the number of output points on each axis exeeds the bank of the kernel.     

Cost-efficient numerical algorithm for solving the linear inverse problem of finding a variable magnetization

The paper is devoted to developing an original cost-efficient algorithm for solving the inverse problem of finding a variable magnetization in a rectangular parallelepiped. The problem is ill-posed and is described by the integral Fredholm equation. It is shown that after discretization of the area and approximation of the integral operator, this problem is reduced to solving a system of linear algebraic equations with the Toeplitz-block-Toeplitz matrix. We have constructed the memory efficient variant of the stabilized biconjugate gradient method BiCGSTABmem. This optimized algorithm exploits the special structure of the matrix to reduce the memory requirements and computing time. The efficient implementation is developed for multicore CPU and GPU. A series of the model problems with synthetic and real magnetic data are solved. Investigation of efficiency and speedup of parallel algorithm is performed.     

On the numerical solution of Cauchy type singular integral equations by the collocation method

The collocation method for the numerical solution of Fredholm integral equations of the second kind is applied, properly modified, to the numerical solution of Cauchy type singular integral equations of the first or the second kind but with constant coefficients. This direct method of numerical solution of Cauchy type singular integral equations is compared afterwards with the corresponding method resulting from applying the collocation method to the Fredholm integral equation of the second kind equivalent to the Cauchy type singular integral equation, as well as with another method, based also on the regularization procedure, for the numerical solution of the same class of equations. Finally, the convergence of the method is discussed.     

二阶线性常微分方程的两点边值问题的泰勒展开式解法

本文用泰勒展开公式求解二阶线性常微分方程的两点边值问题.首先将两点边值问题化为一个F redho lm积分方程,进一步通过泰勒展开公式化F redho lm积分方程为线性方程组,利用G ramm er法则可求得问题的近似解.     

On the numerical solution of loaded systems of ordinary differential equations with nonseparated multipoint and integral conditions

We propose a numerical method of solving systems of loaded linear nonautonomous ordinary differential equations with nonseparated multipoint and integral conditions. This method is based on the convolution of integral conditions to obtain local conditions. This approach allows one to reduce solving the original problem to solving a Cauchy problem for a system of ordinary differential equations and linear algebraic equations. Numerous computational experiments on several test problems with the formulas and schemes proposed for the numerical solution have been carried out. The results of the experiments show that the approach is reasonably efficient.     

On a class of ill-posed non-linear integral equations arising in the interpretation of indirect measurements

In this paper we consider a class of specific Urysohn integral equations for which the solutions are only determined with the exception of rearrangements of function values and associated arguments. As an alternative to Tikhonov's regularization method approximating minimum-norm solutions for this ill-posed class of inverse problems, a constrained least-squares approach is presented. This approach is aimed at finding decreasing rearrangements serving as appropriate solution representatives. It is shown that the inverses of these decresing solutions solve a Fredholm linear integral equation of the first kind.     

Cascadic multilevel methods for ill-posed problems

Multilevel methods are popular for the solution of well-posed problems, such as certain boundary value problems for partial differential equations and Fredholm integral equations of the second kind. However, little is known about the behavior of multilevel methods when applied to the solution of linear ill-posed problems, such as Fredholm integral equations of the first kind, with a right-hand side that is contaminated by error. This paper shows that cascadic multilevel methods with a conjugate gradient-type method as basic iterative scheme are regularization methods. The iterations are terminated by a stopping rule based on the discrepancy principle.     

Boundary and initial-value methods for solving Fredholm equations with semidegenerate kernels

We develop a new approach to the theory and numerical solution of a class of linear and nonlinear Fredholm equations. These equations, which have semidegenerate kernels, are shown to be equivalent to two-point boundary-value problems for a system of ordinary differential equations. Applications of numerical methods for this class of problems allows us to develop a new class of numerical algorithms for the original integral equation. The scope of the paper is primarily theoretical; developing the necessary Fredholm theory and giving comparisons with related methods. For convolution equations, the theory is related to that of boundary-value problems in an appropriate Hilbert space. We believe that the results here have independent interest. In the last section, our methods are extended to certain classes of integrodifferential equations.     

Initial value methods in the theory of Fredholm integral equations

This paper deals with the problem of establishing the equivalence of a family of integral equations of Fredholm type with kernels that depend on a parameter and a related Cauchy system of integrodifferential equations. We also show how the Cauchy problem can be given an abstract formulation as an initial value problem in a complex Banach space.This research was supported by the University of Nevada at Las Vegas, Research Grant No. 4503.     

A numerical method based on hybrid orthonormal Bernstein and improved block-pulse functions for solving Volterra–Fredholm integral equations

This paper deals with the numerical solution of the integral equations of linear second kind Volterra–Fredholm. These integral equations are commonly used in engineering and mathematical physics to solve many of the problems. A hybrid of Bernstein and improved block-pulse functions method is introduced and used where the key point is to transform linear second-type Volterra–Fredholm integral equations into an algebraic equation structure that can be solved using classical methods. Numeric examples are given which demonstrate the related features of the process.     

Semi infinite Orthotropic Cantilevered Strips and the Foundations of Plate Theories

Elastostatic problems of semiinfinite orthotropic cantilevered strips with traction-free edges and loading at infinity are reduced to the solution of a single scalar Fredholm integral equation of the first kind with a generalized Cauchy kernel. The known complex variable method for equations with a Cauchy type kernel is extended to handle the singularities in the solution for the generalized Cauchy kernel. The reduced problem lends itself to a more efficient numerical solution scheme than all existing methods. Moments of stresses at the root of the cantilever are accurately evaluated and used for the correct formulation of displacement boundary conditions for a plate theory solution (or the actual interior solution) of the elastostatics of thin flat bodies.     

Invariant imbedding and the resolvent of Fredholm integral equations with semi-degenerate kernels

In many branches of astrophysics, physics, biology, and nuclear engineering, the underlying functional equation is a Fredholm integral equation. In this paper, it is shown that Fredholm integral equations with semi-degenerate kernels can be reduced to initial-value problems for systems of ordinary differential equations using an interesting formula for the Fredholm resolvent. Semi-degenerate kernels are encountered in many applications in the foregoing fields. This procedure facilitates the computational solution of the two-point boundary-value problem by both analog and digital computers.     

The equivalence of team theory's integral equations and a Cauchy system: sensitivity analysis of a variational problem

Team decision theory studies the problem of how a group of decision makers should use information to coordinate their actions. Mathematically, the task is to find functions that maximize an objective functional. The Euler equations take the form of a system of integral equations. In this paper, it will be shown that a class of such integral equations has solutions that are identical to the solutions of a system of initial-valued integrodifferential equations. This Cauchy system describes the sensitivity of the solutions to underlying parameters and provides an efficient technique for solving difficult team decision problems. An analysis of a profit maximizing firm demonstrates the usefulness of the Cauchy system.     

Resolvent kernels of Green's function kernels and other finite-rank modifications of Fredholm and Volterra kernels

Many important Fredholm integral equations have separable kernels which are finite-rank modifications of Volterra kernels. This class includes Green's functions for Sturm-Liouville and other two-point boundary-value problems for linear ordinary differential operators. It is shown how to construct the Fredholm determinant, resolvent kernel, and eigenfunctions of kernels of this class by solving related Volterra integral equations and finite, linear algebraic systems. Applications to boundary-value problems are discussed, and explicit formulas are given for a simple example. Analytic and numerical approximation procedures for more general problems are indicated.This research was sponsored by the United States Army under Contract No. DAA29-75-C-0024.