The approximate solution of Wiener-Hopf integral equations
Affiliation:
Department of Mathematics, University of Utah, Salt Lake City, Utah 84112 USA
Abstract:
This paper develops an explicit approximate method of solving the integral equation (1) f(x) = ∫0∞h1(x − t)f(t) dt + g(x), x > 0, where g(x), h1(x) ϵL1(R) ∩ L2(R),f(x) = g(x) = 0 if x < 0. The approximate solution depends upon 2 parameters, h > 0 and kϵ (0, 1). It is shown that if (1) has a unique solution, then as h → 0+, and k → 1−, the approximate solution converges to the unique solution whenever a unique solution fϵL1(R) ∩ L2(R) exists for every given gϵL1(R) ∩ L2(R), provided that h∑i|H(ih +12h)z.sfnc;2→ ∫R| H(x)|2dx role=presentation style=font-size: 90%; display: inline-block; position: relative;> as h → 0+, where H(x) is the Fourier transform of h1(t). An example is given which illustrates the application of the method.