Integral equations with difference kernels on finite intervals (Q5919720)

This monograph consists of 11 chapters, it is dedicated to the analysis of integral equations with difference kernels on finite intervals of the following form \[ Sf=\mu f(x)+\int\limits_0^{\omega}k(x-t)f(t)dt=\varphi(x), \] where \(\mu\) is a complex number, the difference kernel \(k(x)\in L(-\omega,\omega)\), \(\omega<\infty\). It is shown that this equation can be represented as \[ Sf=\frac{d}{dx}\int\limits_{0}^{\omega}s(x-t)f(t)dt=\varphi(x), \] where \[ s(x)=\int\limits_0^x k(u)du+\mu_{+} \; (x>0) \text{ and } s(x)=\int\limits_0^x k(u)du+\mu_{-} \; (x<0), \; \mu=\mu_{+}+\mu_{-}. \] The representation of the operator \(S\) in this form allows to consider the different classes of the operator \(S\) and of the related equations \(Sf=\varphi\). The following special cases of the operator \(S\) are also considered: \[ Sf=\sum\limits_{j=N}^{M}\mu_j f(x-x_j)+\int\limits_0^{\omega}K(x-t)f(t)dt, \quad K(x)\in L(-\omega,\omega), \; f(x)=0 \text{ for } x\notin [0,\omega]; \] \[ Sf=\int\limits_0^{\omega}K(x-t)f(t)dt; \quad Sf=\int\limits_0^{\omega}\left(\frac{1}{x-t}+K(x-t)\right)f(t)dt; \] \[ Sf=\frac{1}{\Gamma(i\alpha+1)}\frac{d}{dx}\left(\int\limits_0^{x}(x-t)^{i\alpha}f(t)dt\right). \] These equations on finite intervals may be solved using the method of operator identities suggested in this book. This method is also actively employed in inverse spectral problems, operator factorization and nonlinear integral equations. Applications of the obtained results to optimal synthesis, light scattering, diffraction, and hydrodynamics problems are discussed in this book, which also describes how the theory of operators with difference kernels is applied to stable processes and used to solve the famous M. Kac problems on stable processes. In this second edition, these results are extensively generalized and include the case of all Lévy processes. The author presents the convolution expression for the well-known Ito formula of the generator operator, a convolution expression that has proven to be fruitful. Furthermore, he has added a new chapter on triangular representation, which is closely connected with previous results and includes a new important class of operators with non-trivial invariant subspaces. Numerous formulations and proofs are now improved, and the bibliography is updated to reflect more recent additions to the body of literature. In the last Chapter 11, the author formulates some important open problems which are connected with the theory of integral equations of this kind. The monograph can be useful for researchers, undergraduate and graduate students in applied mathematics, whose research area is related to application of integral equations. For the first edition see [(1996; Zbl 0841.45003)].