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On solutions of integral equations with analytic kernels and rotations

Nguyen Van Mau, Nguyen Minh Tuan (1996)

Annales Polonici Mathematici

We deal with a class of integral equations on the unit circle in the complex plane with a regular part and with rotations of the form (*)     x(t) + a(t)(Tx)(t) = b(t), where T = M n , k . . . M n m , k m and M n j , k j are of the form (3) below. We prove that under some assumptions on analytic continuation of the given functions, (*) is a singular integral equation for m odd and is a Fredholm equation for m even. Further, we prove that T is an algebraic operator with characteristic polynomial P T ( t ) = t ³ - t . By means of the Riemann boundary value...

On the efficient use of the Galerkin-method to solve Fredholm integral equations

Wolfgang Hackbusch, Stefan A. Sauter (1993)

Applications of Mathematics

In the present paper we describe, how to use the Galerkin-method efficiently in solving boundary integral equations. In the first part we show how the elements of the system matrix can be computed in a reasonable time by using suitable coordinate transformations. These techniques can be applied to a wide class of integral equations (including hypersingular kernels) on piecewise smooth surfaces in 3-D, approximated by spline functions of arbitrary degree. In the second part we show, how to use the...

On the Karhunen-Loeve expansion for transformed processes.

Ramón Gutiérrez Jáimez, Mariano J. Valderrama Bonnet (1987)

Trabajos de Estadística

We discuss the influence of the transformation {X(t)} → {f(t) X(τ(t))} on the Karhunen-Loève expansion of {X(t)}. Our main result is that, in general, the Karhunen-Loève expansion of {X(t)} with respect to Lebesgue's measure is transformed in the Karhunen-Loève expansion of {f(t) X(τ(t))} with respect to the measure f-2(t)dτ(t). Applications of this result are given in the case of Wiener process, Brownian bridge, and Ornstein-Uhlenbeck process.

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