## Differential and Integral Equations

- Differential Integral Equations
- Volume 16, Number 2 (2003), 231-240.

### Analytical solution of a new class of integral equations

#### Abstract

Let $(1) Rh=f$, $0\leq x\leq L$, $Rh=\int^L_0 R(x,y)h(y)\,dy$, where the kernel $R(x,y)$ satisfies the equation $QR=P\delta(x-y)$. Here, $Q$ and $P$ are formal differential operators of order $n$ and $m <n$, respectively, $n$ and $m$ are nonnegative even integers, $n>0$, $m\geq 0$, $Qu:=q_n(x)u^{(n)} + \sum^{n-1}_{j=0} q_j(x) u^{(j)}$, $Ph:=h^{(m)} +\sum^{m-1}_{j=0} p_j(x) h^{(j)}$, $q_n(x)\geq c>0$, the coefficients $q_j(x)$ and $p_j(x)$ are smooth functions defined on $\mathbb R$, $\delta(x)$ is the delta-function, $f\in H^\alpha(0,L)$, $\alpha:=\frac{n-m}{2}$, $H^\alpha$ is the Sobolev space. An algorithm for finding analytically the unique solution $h\in\dot H^{-\alpha} (0,L)$ to (1) of minimal order of singularity is given. Here, $\dot H^{-\alpha}(0,L)$ is the dual space to $H^\alpha(0,L)$ with respect to the inner product of $L^2(0,L)$. Under suitable assumptions it is proved that $R:\dot H^{-\alpha}(0,L) \to H^\alpha(0,L)$ is an isomorphism. Equation (1) is the basic equation of random processes estimation theory. Some of the results are generalized to the case of multidimensional equation (1), in which case this is the basic equation of random fields estimation theory.

#### Article information

**Source**

Differential Integral Equations, Volume 16, Number 2 (2003), 231-240.

**Dates**

First available in Project Euclid: 21 December 2012

**Permanent link to this document**

https://projecteuclid.org/euclid.die/1356060686

**Mathematical Reviews number (MathSciNet)**

MR1947094

**Zentralblatt MATH identifier**

1034.45001

**Subjects**

Primary: 45A05: Linear integral equations

Secondary: 45H05: Miscellaneous special kernels [See also 44A15] 60G60: Random fields 93E10: Estimation and detection [See also 60G35]

#### Citation

Ramm, A. G. Analytical solution of a new class of integral equations. Differential Integral Equations 16 (2003), no. 2, 231--240. https://projecteuclid.org/euclid.die/1356060686