On an integral operator in the space of functions with bounded variation. II.
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 and 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 . By means of the Riemann boundary value...
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...
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.