Fredholm-Choquet integral equations
The author considers the classical second-kind Fredholm integral equation, in which the Lebesgue-type integral \(\int\) is replaced by the more general Choquet integral \((\mathrm{c}) \int\) with respect to a monotone, submodular and continuous from below set function \(\mu: \mathcal{C}\rightarrow [0,+\infty]\), and studies the corresponding Fredholm-Choquet integral equation (with respect to the unknown function \(\varphi:\Omega\rightarrow \mathbb{R}\)) given formally by \[ \varphi(x)=f(x)+\lambda\cdot(\mathrm{c})\int_{\Omega}K(x,s)\varphi(s)\,\mathrm{d}\mu(s),\quad x\in\Omega, \] where \(\lambda\in \mathbb{R}\), \(f:\Omega\rightarrow \mathbb{R}\), \(K:\Omega\times\Omega\rightarrow \mathbb{R}\). It is noticed that the Choquet-type integral equation need not have solutions for any choice of the monotone set function \(\mu\), and, more importantly that, while the classical Fredholm integral equation is linear, the Fredholm-Choquet integral equation becomes nonlinear due to the nonlinearity of the Choquet integral. The existence and construction of solutions are obtained, and it is shown that for \(\mu\) belonging to the class of monotone, submodular and continuous from below set functions, the studied integral equations have solutions under some appropriate conditions on the given data \(f, \lambda\) and~\(K\). These conditions are reported in Theorem~3.1. Besides, under some additional hypotheses on the input data, a sequence of successive approximations for the solution of the Fredholm-Choquet integral equation is written in explicit form, as exemplified in Corollary~3.5.
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