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A new technique for the numerical solution of Fredholm integral equations

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Summary

In this paper, we wish to describe a new approach to the numerical solution of theFredholm integral equation

$$\varphi (u) = g (u) + \int\limits_0^1 {k (u, v) \varphi (v) dv} $$

for the case where the kernel functionk(u, v) is positive. Our method is a gradient technique which is quite different in motivation from any of the usual methods. It is suggested by the invariant imbedding treatment of radiative transfer processes.

Zusammenfassung

In dieser Arbeit wird eine neue Methode zur numerischen Lösung derFredholmschen Integralgleichung

$$\varphi (u) = g (u) + \int\limits_0^1 {k (u, v) \varphi (v) dv} $$

für den Fall einer positiven Kernfunktionk(u, v) beschrieben. Diese Methode ist eine Gradiententechnik, welche sich in der Motivierung von den gewöhnlichen Methoden gänzlich unterscheidet. Sie wird bei einer bestimmten Behandlung von Übertragungsvorgängen durch Strahlung nahegelegt.

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References

  1. Bellman, R., R. Kalaba andM. Prestrud: Invariant Imbedding and Radiative Transfer in Slabs of Finite Thickness. New York: American Elsevier Publishing Company, Inc. 1963.

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  2. Bellman, R., H. Kagiwada, R. Kalaba andM. Prestrud: Invariant Imbedding and Time-dependent Processes. New York: American Elsevier Publishing Company, Inc. 1964.

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  4. Bellman, R., andR. Kalaba: A Note on Nonlinear Summability Techniques in Invariant Imbedding. J. Math. Anal. Appl.6, 465–472 (1963). These results were initially sketched in

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  5. Bellman, R.: A New Approach to the Numerical Solution of a Class of Linear and Nonlinear Integral Equations ofFredholm Type. Proc. Nat. Acad. Sci. USA. VI.54, 1501–1503 (1965).

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Additional information

This work was supported by the National Science Foundation under Grant No. GP-6154.

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Bellman, R. A new technique for the numerical solution of Fredholm integral equations. Computing 3, 131–138 (1968). https://doi.org/10.1007/BF02277455

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  • DOI: https://doi.org/10.1007/BF02277455

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