Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Integral equation
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
== Hammerstein equations == A Hammerstein equation is a nonlinear first-kind Volterra integral equation of the form:<ref name=":2" /><math display="block">g(t) = \int_0^t K(t,s) \, G(s,y(s)) \, ds.</math>Under certain regularity conditions, the equation is equivalent to the implicit Volterra integral equation of the second-kind:<ref name=":2" /><math display="block">G(t, y(t)) = g_1(t) - \int_0^t K_1(t,s) \, G(s,y(s)) \, ds</math>where:<math display="block">g_1(t) := \frac{g'(t)}{K(t,t)} \,\,\,\,\,\,\, \text{and} \,\,\,\,\,\,\, K_1(t,s) := -\frac{1}{K(t,t)} \frac{\partial K(t,s)}{\partial t}.</math>The equation may however also be expressed in operator form which motivates the definition of the following operator called the nonlinear Volterra-Hammerstein operator:<ref name=":2" /><math display="block">(\mathcal{H}y)(t):= \int_0^t K(t,s) \, G(s, y(s)) \,ds</math>Here <math>G:I \times \mathbb{R} \to \mathbb{R}</math> is a smooth function while the kernel ''K'' may be continuous, i.e. bounded, or weakly singular.<ref name=":2" /> The corresponding second-kind Volterra integral equation called the Volterra-Hammerstein Integral Equation of the second kind, or simply Hammerstein equation for short, can be expressed as:<ref name=":2" /><math display="block">y(t)=g(t)+(\mathcal{H}y)(t) </math>In certain applications, the nonlinearity of the function ''G'' may be treated as being only semi-linear in the form of:<ref name=":2" /><math display="block">G(s,y) = y+ H(s,y)</math>In this case, we the following semi-linear Volterra integral equation:<ref name=":2" /><math display="block">y(t)=g(t)+(\mathcal{H}y)(t) = g(t) + \int_0^t K(t,s)[y(s)+H(s,y(s))] \, ds</math>In this form, we can state an existence and uniqueness theorem for the semi-linear Hammerstein integral equation.<ref name=":2" /> {{Math theorem | math_statement = Suppose that the semi-linear Hammerstein equation has a unique solution <math> y\in C(I) </math> and <math> H:I\times \mathbb {R} \to \mathbb {R}</math> be a Lipschitz continuous function. Then the solution of this equation may be written in the form: <math> y(t)=y_{l}(t)+\int _{0}^{t}R(t,s)\,H(s,y(s))\,ds </math> where <math> y_{l}(t) </math> denotes the unique solution of the linear part of the equation above and is given by: <math> y_{l}(t)=g(t)+\int _{0}^{t}R(t,s)\,g(s)\,ds </math> with <math> R(t,s) </math> denoting the resolvent kernel. }} We can also write the Hammerstein equation using a different operator called the Niemytzki operator, or substitution operator, <math>\mathcal{N}</math> defined as follows:<ref name=":2" /><math display="block">(\mathcal{N} \varphi )(t) := G(t, \varphi(t))</math>More about this can be found on page 75 of this book.<ref name=":2" />
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)