Page 569 - Handbook Of Integral Equations
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and the nonhomogeneous equation is unconditionally solvable and its solution depends on ν arbitrary
               complex constants.
                   In the case ν ≤ 0, the homogeneous equation has no nonzero solutions. For ν = 0, the nonhomo-
               geneous equation is unconditionally solvable, and the solution is unique. If the index ν is negative,
               then the conditions

                                  ∞
                                           F(u) du
                                                         =0,    k =1, 2, ... , –ν,          (7)
                                      +
                                     X (u)[1 + K(u)](u + i) k
                                 –∞
               are necessary and sufficient for the solvability of the nonhomogeneous equation (see Subsec-
               tion 10.4-4).
                   For all cases in which the solution of Eq. (1) exists, it can be found by the formula
                                                1     ∞  +   –iux
                                  y(x)= y + (x)= √     Y (u)e   du,    x > 0,               (8)
                                                2π  –∞
                      +
               where Y (u) is the solution of the Riemann problem (4) and (5) that is constructed by the scheme of
                                                                                           –
               Subsection 10.4-4 (see Fig. 3). The last formula shows that the solution does not depend on Y (u),
               i.e., is independent of the choice of the extension of the equation to the negative semiaxis.
                ◦
               2 .  Now  let  us  study  the  exceptional  case  of  the  integral  equation  (1)  in  which  the  normality
               condition for the Riemann problem (3) (see Subsections 10.4-6 and 10.4-7) is violated. In this case,
               the coefficient D(u)= [1 + K(u)] –1   has no zeros, and its order at infinity is η = 0.  The general
               solution to the boundary value problem (3) can be obtained by formulas (63) of Subsection 10.4-7
               for α i  = 0. The solution of the original integral equation (1) can be determined from the solution of
               the boundary value problem on applying formula (8).
                   Figure 4 depicts a scheme of solving the Wiener–Hopf equations (see also Subsection 10.5-1).
                   Example.  Consider the equation

                                           ∞         –|x–t|
                                    y(x)+   (a + b|x – t|)e  y(t) dt = f(x),  x > 0,        (9)
                                          0
               where the constants a and b are real, and b ≠ 0. The kernel K(x – t) of Eq. (1) is given by the expression
                                                   √         –|x|
                                              K(x)=  2π (a + b|x|)e  .
                   Let us find the transform of the kernel,
                                                               2
                                           ∞                  u (a – b)+ a + b
                                    K(u)=    (a + b|x|)e –|x|+iux  dx =2  2  2  .
                                           –∞                   (u +1)
               Hence,
                                          P(u)
                                                                   2
                                                        4
                                1+ K(u)=       ,   P(z)= z +2(a – b +1)z +2a +2b +1.
                                          2
                                        (u +1) 2
               On the basis of the normality condition, we assume that the constants a and b are such that the polynomial P(z) has no real
               roots.  Let α + iβ be a root of the biquadratic equation P(z) = 0 such that α > 0 and β > 0.  Since the coefficients of the
               equation are real, it is clear that (α – iβ), (–α + iβ), and (–α – iβ) are the other three roots. Since the function 1 + K(u)is
               real as well, it follows that it has zero index, and hence Eq. (9) is uniquely solvable.
                                                    –
                                                         +
                   On factorizing, we obtain the relation 1 + K(u)= X (u)/X (u), where
                                           (u + i) 2          (u – α – iβ)(u + α – iβ)
                                                         –
                                +
                               X (u)=                 ,  X (u)=               .
                                     (u + α + iβ)(u – α + iβ)       (u – i) 2
               Applying this result, we represent the boundary condition (4), (5) in the form
                                                  +
                                                2
                                                            –
                                   +
                                  Y (u)     (u – i) F (u)  Y (u)
                                       –                 =     ,   –∞ < u < ∞.             (10)
                                                            –
                                   +
                                  X (u)  (u – α – iβ)(u + α – iβ)  X (u)
               It follows from the theorem on the analytic continuation and the generalized Liouville theorem (see Subsection 10.4-3) that
               both sides of the above relation are equal to
                                                 C 1      C 2
                                                      +        ,
                                               u – α – iβ  u + α – iβ
                 © 1998 by CRC Press LLC


               © 1998 by CRC Press LLC
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