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A study of solving integral equations by using laplace transorm

Contents
I. Introduction
II. Methodology
III. Result & Discussion
IV. Conclusion
V. References.
I. INTRODUCTION
 INTEGRAL EQUATION DEFINITIONS:-
Definition (i):-
Integral Equation of convolution type:-
t

An equation of the form y(t) = F(t) + ∫ k ( t−u ) y ( u ) du is called an Integral


0

Equation of convolution type:-


The above equation can be written as y(t) = F(t)+k(t)* y(t)
Definition (ii):-
Integro – Differential Equations:-
An integro – Differential equation is an integral equation in which various derivatives of
unknown function y(t) can also be present
t
1
Y (t) = F(t) + ∫ k ( t−u ) y ( u ) du
0

Ex:- Y11(t) = Y(t) + sint + ∫ cos (t−u ) y ( u ) du


0

Definition (iii):-
Abel’s Integral Equations:-
t
y (u)
An equation of the form ∫ ( t−u ) n du = G(t) is called Abel’s Integral Equation.
0

Where G(t) is known function and ‘n’ is constent such that 0<n<1.

Definition (iii):-
Laplace Transforms:-
t

The Laplace Transformation of F(t) denoted by L{F(t)} = ∫❑ e–st F(t) dt = f(p)


0

Here ‘L’ is called laplace Transformation operators. The Parameter ‘S’ is a real and
complex number.
Some Standard Formula in Laplace Transforms
1. L {1 } = 1/p
n!
2. L { tn} =
P n+1
1
3. L { t } =
P2
1
4. L { eat } =
P−a
1
5. L { e-at } =
P+ a
a
6. L { sinat } =
P + a2
2

P
7. L { cosat } =
P + a2
2

a
8. L { sinhat } =
P −a2
2

P
9. L { coshat } = 22
P −a
(n+1)
10. L { tn } = (for rational numbers)
Pn+1
Objectives:-
1. Solving Integral Equations of convolution type.
2. Solving Integro – Differential equations.
3. Solving Abel’s Integral equations.
II. Methodology

Working rule to solve Integral equation of convolution type:


Consider the convolution equation
t

Y(t) = F(t) + ∫ k ( t−u ) y ( u ) du


0

1. We write the given Integral equation in the form


Y(t) = F(t) + K(t) * Y(t)
2. Applying Laplace Transform on both sides
3. Write y(p) as a function of ‘p’
4. Applying Inverse Laplace Transform on both sides we get the required solution in ‘t’.

Working Rule to solve Integro – Differential Equations:-


Consider the Integro – Differential equations.
t
1
Y (t) = F(t) + ∫ k ( t−u ) y ( u ) du Y(0) = Y0
0

1. We write the above equation in the form


Y1(t) = F(t) +K(t) * Y(t)
2. Applying Laplace Transforms on both sides
3. Applying the given initial condition
4. Write y(p) as a function of ‘p’.
5. Applying Inverse Laplace Transforms on both sides, we get the required solutions in ‘t’

Working Rule to solve Abel’s Integral Equations:-


Consider the equation
t
y (u)
∫ ( t−u ) ❑n du = G(t)
0
1. We write the above equation in the form Y(t) = t-n = G(t)
2. Applying Laplace Transforms on both sides
3. Write y(p) as a function of ‘P’.
4. Applying Inverse Laplace Transform on both sides, we get the required solution in ‘t’.

III. RESULT & DISCUSSION


Problem 1:-
t

Solve F(t) = e-t – 2 ∫ F ( u ) cos (t−u ) du


0

Solution:-
Given integral equation is
t
-t
F(t) = e – 2 ∫ F ( u ) cos (t−u ) du
0

The above equation can be written as


F(t) = e-t – 2 [F(t)* cost t]
Taking Laplace Transform on both sides.
L{F(t)} = L{ e-t } – 2[l{F(t) } . L { cost} ]
1 p
f(p) = - 2 [f(p) . 2]
P+1 p +1
1 2p
f(p) = - [f(p) . ]
P+1 p2 +1
2p 1
f(p) [1 + ]=
p2 +1 p+1
2
p +1+2 p 1
f(p) [ ]=
2
p +1 p+1

( p+1)2 1
f(p) [ ]=
p2 +1 p+1
2
1 p +1
f(p) = .[ ]
p+1 ( p+1)2
p2 +1
 f(p) = [ ]
( p+1)3
Taking Inverse Laplace Transform on both sides

-1 -1 p2 1
L { f(p) } = L { } + L-1 { 3 }
( p+1)3 ( p+1)

-t -1 ( p−1)2 1
F(t) = e L { } + e-t L-1 { }
( p)3 ( p)3

-t -1
( p)2 2p 1 t2
= e [L { } - L-1 { }+ L-1 { } ] + e-t
( p)3 ( p)3 ( p)3 2!

-t -1 1 -1
2 t2 t2
= e [L { }-L { 2 }+ ] + e-t
p ( p) 2! 2!
2 2
t t
F(t) = e-t [(1) -2t+ +
2 2
F(t) = e-t [1 -2t+t2]
F(t) = e-t (1-t2)
Which is the required solution.

Problem 2:-
t

Solve F(t) = 1 + ∫ sin ( t−u ) F (u)du


0

Solution:-
Given Integral equation is
t

F(t) = 1 + ∫ sin ( t−u ) F (u)du


0

The above equation can be written as


F(t) = 1 + sint * F(t)
Taking Laplace Transform on both sides
L { F(t) } = L { 1 } + [L { sint } .L { F(t) } ]
1 1
f(p) = +[ 2 . f(p) ]
p p +1
1 f ( p)
f(p) = +[ ]
p p2 +1
1 1
f(p) [ 1- 2 ]=
p +1 p
2
p +1−1 1
f(p) [ ]=
2
p +1 p

p2 1
f(p) [ ]=
p2 +1 p

p2 +1 1
f(p)= .
p2 p
2
p +1
f(p)=
p3
1 1
f(p)= +¿ 3
p p
Taking Inverse Laplace Transform on both sides
1 1
L-1 {f(p) } = L-1 { } + = L-1 { }
p p
t2
 F(t) = 1 +
2!
Which is the required solution.

Problem 3:-
t
Solve F1(t) = t + ∫ F ( t−u ) cosu du ; F(0) = 4
0

Solution :-
Given equation is
t
1
F (t) = t + ∫ F ( t−u ) cosu du ; F(0) = 4
0

The above equation can be written as


F1(t) = t + [ F(t) * cost]
Taking Laplace Transform on both sides.
L{F1(t)} =L{ t }+ [L{ F(t) } * L {cost}]
f (p)
p
P f(p) – F(0) = 1 ]
+¿ 2
p +1
p2
f ( p)
p
P f(p) – 4 = 1 ]
+¿ 2
p +1
p2
p 1
f(p)[p– 2 ]= +4
p +1 p2
p3 + p−p 1
f(p)[p– ]= +4
p2 +1 p2
1 p2 +1
f(p)= +4
p2 p3
p2 +1+ 4 p4 + 4 p2
f(p)= ]
p5
5 4 1
f(p)= + + +
p3 p p5
Taking Inverse Laplace Transform on both sides
1 1 1
L-1 {f(p) } = 5L-1 { } + L-1 { }+ 4L-1 { }
p3 p5 p
t2 t4
F(t) = 5 + + 4(1)
2! 4!
t2 t4
F(t) =4+ 5 +
2 24
Which is required solution.

Problem 4:-
t
1
Solve F (t) = sint + ∫ F ( t−u ) cosu du ; F(0) = 0
0

Solution:-
The above equation is
t

F1(t) = sint + ∫ F ( t−u ) cosu du ; F(0) = 0


0

The above equation can be written as


F1(t) = sint + [F ( t )∗cost ]
Taking Laplace Transform on both sides
L{F1(t)} =L{ sint } + [L{ F ( t ) }∗L {cost }¿
f ( p)
p
Pf(p) –F(0) = 1 )
2
+¿ 2
p +1
p +1
p 1
f(p) [ p- 2 ]= 2
p +1 p +1
p3 1
f(p) [ ]= 2
p2 +1 p +1
1 p2 +1
f(p)= 2 =
p +1 p3
1
f(p)=
p3
Taking Inverse Laplace Transform on both sides
1
L-1 {f(p)} = L-1 { }
p3
1
F(t) = L-1 { 2 }
p +1
t2
F(t) =
2
t2
 F(t) =
2
Which is the required solution.

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