Integral equation by successive approximation

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SUMMARY

The integral equation $$y(x)=1+2\int_0^x(t+y(t))dt$$ is solved using the method of successive approximation, starting with $$y_0(x)=1$$. The simplified form of the equation is $$y(x)=1+x^2+2\int_0^xy(t)dt$$, leading to the definitions $$f(x)=1+x^2$$, $$\lambda=2$$, and $$k(x,t)=1$$. The iterative results yield $$y_1(x)=1+2x+x^2$$, $$y_2(x)=\frac{2}{3}x^3+3x^2+2x+1$$, and $$y_3(x)=\frac{1}{3}x^4+2x^3+3x^2+x+1$$. The exact solution is given as $$y(x) = \frac{3\ e^{2\ x} - 2\ x - 1}{2}$$, which converges to the series expansion involving factorial terms.

PREREQUISITES
  • Understanding of integral equations and their properties.
  • Familiarity with the method of successive approximations.
  • Knowledge of series expansions and convergence criteria.
  • Basic calculus, particularly integration techniques.
NEXT STEPS
  • Study the method of successive approximations in greater detail.
  • Explore convergence criteria for series solutions of integral equations.
  • Learn about the properties of exponential functions in relation to integral equations.
  • Investigate other methods for solving integral equations, such as the Fredholm and Volterra methods.
USEFUL FOR

Mathematicians, students studying integral equations, and researchers focusing on numerical methods for solving differential and integral equations will benefit from this discussion.

Suvadip
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I have to solve the integral equation $$y(x)=1+2\int_0^x(t+y(t))dt$$ by the method of successive approximation taking $$y_0(x)=1$$.

Sol: After simplification the given equation we have
$$y(x)=1+x^2+2\int_0^xy(t)dt$$. So comparing it with $$y(x)=f(x)+\lambda\int_0^x k(x,t)y(t))dt$$ we have

$$f(x)=1+x^2, \lambda=2, k(x,t)=1$$

Now let us use the relation
$$y_n(x)=f(x)+\lambda\int_0^x k(x,t)y_{n-1}(t))dt$$

Using this relation we have

$$y_1(x)=1+2x+x^2, y_2(x)=\frac{2}{3}x^3+3x^2+2x+1, y_3(x)=\frac{1}{3}x^4+2x^3+3x^2+x+1$$

Using these I am unable to find a general formula for $$y_n(x)$$ from which the required solution $$y(x)$$ can be found using $$y(x)=lim_{n \to \infty} y_n(x)$$

How should I proceed.
 
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suvadip said:
I have to solve the integral equation $$y(x)=1+2\int_0^x(t+y(t))dt$$ by the method of successive approximation taking $$y_0(x)=1$$.

Sol: After simplification the given equation we have
$$y(x)=1+x^2+2\int_0^xy(t)dt$$. So comparing it with $$y(x)=f(x)+\lambda\int_0^x k(x,t)y(t))dt$$ we have

$$f(x)=1+x^2, \lambda=2, k(x,t)=1$$

Now let us use the relation
$$y_n(x)=f(x)+\lambda\int_0^x k(x,t)y_{n-1}(t))dt$$

Using this relation we have

$$y_1(x)=1+2x+x^2, y_2(x)=\frac{2}{3}x^3+3x^2+2x+1, y_3(x)=\frac{1}{3}x^4+2x^3+3x^2+x+1$$

Using these I am unable to find a general formula for $$y_n(x)$$ from which the required solution $$y(x)$$ can be found using $$y(x)=lim_{n \to \infty} y_n(x)$$

How should I proceed.

Your application of the successive approximation method is correct and the result is obvious if You take into account the the 'exact' solution of the integral equation is...

$\displaystyle y(x) = \frac{3\ e^{2\ x} - 2\ x - 1}{2} = 1 + x + 3\ x^{2} + 2\ x^{3} + ... + \frac{3}{2}\ \frac{(2\ x)^{n}}{n!} + ...\ (1)$

Kind regards

$\chi$ $\sigma$
 

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