Difference between revisions of "Hammerstein equation"
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A non-linear integral equation of the type | A non-linear integral equation of the type | ||
− | + | $$\phi(x)+\int\limits_a^bK(x,s)f[s,\phi(s)]ds=0,\quad a\leq x\leq b,$$ | |
− | where | + | where $K(x,s)$ and $f(x,s)$ are given functions, while $\phi(x)$ is the unknown function. Named after A. Hammerstein [[#References|[1]]], who considered the case where $K(x,s)$ is a symmetric and positive Fredholm kernel, i.e. all its eigen values are positive. If, in addition, the function $f(x,s)$ is continuous and satisfies the condition |
− | + | $$|f(x,s)|\leq C_1|s|+C_2,$$ | |
− | where | + | where $C_1$ and $C_2$ are positive constants and $C_1$ is smaller than the first eigen value of the kernel $K(x,s)$, the Hammerstein equation has at least one continuous solution. If, on the other hand, $f(x,s)$ happens to be a non-decreasing function of $s$ for any fixed $x$ from the interval $(a,b)$, Hammerstein's equation cannot have more than one solution. This property holds also if $f(x,s)$ satisfies the condition |
− | + | $$|f(x,s_1)-f(x,s_2)|\leq C|s_1-s_2|,$$ | |
− | where the positive constant | + | where the positive constant $C$ is smaller than the first eigen value of the kernel $K(x,s)$. A solution of the Hammerstein equation may be constructed by the method of successive approximation (cf. [[Sequential approximation, method of|Sequential approximation, method of]]). |
====References==== | ====References==== | ||
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> A. Hammerstein, "Nichtlineare Integralgleichungen nebst Anwendungen" ''Acta Math.'' , '''54''' (1930) pp. 117–176</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> F.G. Tricomi, "Integral equations" , Dover, reprint (1985)</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> M.M. Vainberg, "Variational methods for the study of nonlinear operators" , Holden-Day (1964) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> M.A. Krasnosel'skii, "Topological methods in the theory of nonlinear integral equations" , Pergamon (1964) (Translated from Russian)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top"> N.S. Smirnov, "Introduction to the theory of integral equations" , Moscow-Leningrad (1936) (In Russian)</TD></TR></table> | <table><TR><TD valign="top">[1]</TD> <TD valign="top"> A. Hammerstein, "Nichtlineare Integralgleichungen nebst Anwendungen" ''Acta Math.'' , '''54''' (1930) pp. 117–176</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> F.G. Tricomi, "Integral equations" , Dover, reprint (1985)</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top"> M.M. Vainberg, "Variational methods for the study of nonlinear operators" , Holden-Day (1964) (Translated from Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top"> M.A. Krasnosel'skii, "Topological methods in the theory of nonlinear integral equations" , Pergamon (1964) (Translated from Russian)</TD></TR><TR><TD valign="top">[5]</TD> <TD valign="top"> N.S. Smirnov, "Introduction to the theory of integral equations" , Moscow-Leningrad (1936) (In Russian)</TD></TR></table> |
Latest revision as of 11:07, 24 August 2014
A non-linear integral equation of the type
$$\phi(x)+\int\limits_a^bK(x,s)f[s,\phi(s)]ds=0,\quad a\leq x\leq b,$$
where $K(x,s)$ and $f(x,s)$ are given functions, while $\phi(x)$ is the unknown function. Named after A. Hammerstein [1], who considered the case where $K(x,s)$ is a symmetric and positive Fredholm kernel, i.e. all its eigen values are positive. If, in addition, the function $f(x,s)$ is continuous and satisfies the condition
$$|f(x,s)|\leq C_1|s|+C_2,$$
where $C_1$ and $C_2$ are positive constants and $C_1$ is smaller than the first eigen value of the kernel $K(x,s)$, the Hammerstein equation has at least one continuous solution. If, on the other hand, $f(x,s)$ happens to be a non-decreasing function of $s$ for any fixed $x$ from the interval $(a,b)$, Hammerstein's equation cannot have more than one solution. This property holds also if $f(x,s)$ satisfies the condition
$$|f(x,s_1)-f(x,s_2)|\leq C|s_1-s_2|,$$
where the positive constant $C$ is smaller than the first eigen value of the kernel $K(x,s)$. A solution of the Hammerstein equation may be constructed by the method of successive approximation (cf. Sequential approximation, method of).
References
[1] | A. Hammerstein, "Nichtlineare Integralgleichungen nebst Anwendungen" Acta Math. , 54 (1930) pp. 117–176 |
[2] | F.G. Tricomi, "Integral equations" , Dover, reprint (1985) |
[3] | M.M. Vainberg, "Variational methods for the study of nonlinear operators" , Holden-Day (1964) (Translated from Russian) |
[4] | M.A. Krasnosel'skii, "Topological methods in the theory of nonlinear integral equations" , Pergamon (1964) (Translated from Russian) |
[5] | N.S. Smirnov, "Introduction to the theory of integral equations" , Moscow-Leningrad (1936) (In Russian) |
Hammerstein equation. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Hammerstein_equation&oldid=13494