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For n ≥ 4, taking the real and the imaginary part in (5), one arrives at the general solution of the homogeneous
               Picard–Goursat equation in the form
                                            [n/4]


                                 y(x)= Ce –λx  +     exp(–α k x) C (1)  cos(β k x)+ C (2)  sin(β k x) ,  (8)
                                                         k
                                                                    k
                                             k=1
               where C k (1)  and C (2)  are arbitrary constants, [a] stands for the integral part of a number a, λ is defined in (7), and the
                           k
               coefficients α k and β k are given by
                                           1      2πk            1      2πk
                                  α k = |An!| n+1 cos  ,  β k = |An!| n+1 sin  .
                                                n +1                  n +1
               Note that Eq. (8) contains an odd number of terms.
               2 . Let A > 0. By taking the real and the imaginary part in (5), one obtains the general solution of the homogeneous
                ◦
               Picard–Goursat equation in the form

                                          n+2
                                           4
                                                       (1)       (2)
                                    y(x)=    exp(–α k x) C  cos(β k x)+ C  sin(β k x) ,     (9)
                                                      k          k
                                          k=0
               where C  (1)  and C  (2)  are arbitrary constants, and the coefficients α k and β k are given by
                     k     k
                                         1       2πk + π         1      2πk + π
                                 α k =(An!) n+1 cos   ,  β k =(An!) n+1 sin  .
                                                n +1                   n +1
               Note that Eq. (9) contains an even number of terms. In the special cases of n = 0 and n = 1, Eq. (9) gives the trivial solution
               y(x) ≡ 0.
                   Example 2. Consider the nonhomogeneous Picard–Goursat equation
                                           ∞

                                                 n
                                   y(x)+ A   (t – x) y(t) dt = Be –µx ,  n =0, 1, 2, ... ,  (10)
                                          x
                                                 n
               which is a special case of Eq. (1) with K(z)= A(–z) and f(x)= Be –µx .
                   Let µ > 0. Consider two cases.
                ◦
               1 . Let µ n+1  + An! ≠ 0. A particular solution of the nonhomogeneous equation is
                                                             Bµ n+1
                                          ¯ y(x)= De –µx ,  D =    .                       (11)
                                                           µ n+1  + An!
                   For A < 0, the general solution of the nonhomogeneous Picard–Goursat equation is the sum of solutions (8) and (11).
               For A > 0, the general solution of the Eq. (10) is the sum of solutions (9) and (11).
               2 . Let µ n+1 +An! = 0. Since µ is positive, it follows that A must be negative. A particular solution of the nonhomogeneous
                ◦
               equation is
                                                             Bµ n+2
                                           ¯ y(x)= Exe –µx ,  E =  .                       (12)
                                                            A(n + 1)!
                   The general solution of the nonhomogeneous Picard–Goursat equation is the sum of solutions (8) and (12).
                 9.11-2. Reduction to a Wiener–Hopf Equation of the Second Kind
               Equation (1) can be reduced to a one-sided equation of the second kind of the form
                                         ∞

                                  y(x) –   K – (x – t)y(t) dt = f(x),  0 < x < ∞,          (13)
                                        0
               where the kernel K – (x – t) has the form

                                                    0      for s >0,
                                           K – (s)=
                                                    –K(s)  for s <0.
                   Methods for studying Eq. (13) are described in Chapter 11, where equations of the second kind
               with constant limits are considered. In the same chapter, in Subsection 11.9-3, an equation of the
               second kind with difference kernel and variable lower limit is studied by means of reduction to a
               Wiener–Hopf equation of the second kind.
                •
                 Reference for Section 9.11: F. D. Gakhov and Yu. I. Cherskii (1978).




                 © 1998 by CRC Press LLC









               © 1998 by CRC Press LLC
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