I need help with an integral eigenvalue equation...I am lost on how to handle this:(adsbygoogle = window.adsbygoogle || []).push({});

[tex]

\int_{-\infty}^{\infty} dy K(x,y) \psi_n(y) = \lambda_n \psi_n(x)

[/tex]

The kernel, [tex] K(x,y) [/tex] is a 2D, correlated Gaussian. I have read that for this case an analytic solution exist for the eigenvalues, [tex] \lambda_n[/tex], and the eigenfunctions, [tex]\psi_n(x)[/tex], are given in terms of the Hermite functions (polynomials?).

Any suggestions on starting this solution would be appreciated.

p.s. dear moderator, perhaps you know if this should be posted in the differential equations subforum. I wasn't sure.

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# Fredholm Integral of Second Kind, Eigenvalues

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