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MTH423

Integral Equation

  • Sciences
  • 400 level
  • 3 credit units
  • 77 pages
  • 9 units

This course, Integral Equations, explores the fundamental concepts and techniques for solving integral equations. It covers linear integral equations, Volterra and Fredholm equations, and various methods for finding approximate solutions. Students will learn to convert ordinary differential equations into integral equations, work with Eigenfunctions and Eigenvectors, and apply Laplace and Fourier transforms to solve integral equations. The course aims to equip students with the skills to solve a wide range of integral equations.

About this course

Difficulty
Intermediate
Study hours
156 hours
Maths
Intermediate
Content
Theoretical, problem solving
Practical work
No
Before you start
  • MTH311: Real Analysis
  • MTH315: Complex Analysis
  • MTH321: Differential Equations
How it is assessed
  • Assignments
  • Tutor marked assessments
  • Final examination

One paragraph, so you can see how it reads

MTH423 · UNIT 2: CONVERSIONS OF ORDINARY DIFFERENTIAL EQUATIONS INTO INTEGRAL EQUATIONS

A shop starts selling some goods. It is found that a proportion t K remains unsold at time t after the shop has purchased the goods. It is required to find the stock at which the shop should purchase the goods so that the stock of the goods in the shop remains constant (all processes are deemed to be continuous).

What you should be able to do

  1. Explain the basic concepts underlying linear integral equations
  2. Convert ordinary differential equations into integral equations
  3. Classify linear integral equations
  4. Solve Volterra integral equations using Resolvent Kernel
  5. Solve Fredholm equations with degenerate kernels
  6. Work with Eigenfunctions and Eigenvectors
  7. Apply Laplace and Fourier transforms to solve integral equations

What it prepares you for

Careers
  • Applied Mathematician
  • Numerical Analyst
  • Mathematical Modeler
  • Data Scientist
  • Research Scientist
Where it is applied
  • Engineering
  • Physics
  • Finance
  • Computer Science
  • Data Analysis
Tools
  • MATLAB
  • Mathematica
  • Python (NumPy, SciPy)

Where it gets hard

The units students slow down on, and what makes each one heavy.

  • Module 3: Fredholm Equations

    Unit 2: Eigenfunctions and Eigenvectors

    The abstract nature of Eigenfunctions and Eigenvectors requires a solid foundation in linear algebra and functional analysis.

  • Module 4: Integral Transforms

    Unit 1: Calculation of 1st Eigenvalue

    Applying the convolution theorem and inverse Laplace transforms requires careful manipulation of complex functions and contour integration techniques.

A suggested way through it

Suggested

13 weeks, about 72 hours in total. Yours will differ.

  1. Week 1Module 1: Preliminary Concepts
    • Unit 1: Linear Integral Equation: Preliminary Concepts · 6 hours

      Understand the basic concepts of linear integral equations.. Investigate the equations describing the displacement of a loaded elastic string.. Solve shop stocking problems..

  2. Week 2Module 1: Preliminary Concepts
    • Unit 2: Conversion of Ordinary Differential Equations into Integral Equations · 6 hours

      Convert ordinary differential equations into integral equations.. Transform Sturm-Lowville problems to integral equations.. Practice transformations and conversions..

  3. Week 3Module 1: Preliminary Concepts
    • Unit 3: Classification of Linear Integral Equation · 6 hours

      Classify linear integral equations.. Find approximate solutions for integral equations.. Solve related exercises..

  4. Week 4Module 2: Volterra Integral Equation
    • Unit 1: S2 Volterra Integral Equation · 6 hours

      Recognize Volterra integral equations.. Identify the three types of Volterra integral equations.. Determine the Resolvent kernel of a Volterra equation..

  5. Week 5Module 2: Volterra Integral Equation
    • Unit 2: Convolution Type Kernels · 6 hours

      Solve convolution type kernels of the Volterra integral using Laplace transform.. Practice inverse transforms and convolution..

  6. Week 6Module 3: Fredholm Equations
    • Unit 1: Fredholm Equations with Degenerate Kernels · 6 hours

      Solve Fredholm equations with degenerate kernels.. Apply the general method of solution of Fredholm equations.. Work through examples..

  7. Week 7Module 3: Fredholm Equations
    • Unit 2: Eigenfunctions and Eigenvectors · 6 hours

      Work with Eigenfunctions and Eigenvectors.. Prove that symmetric and continuous kernels possess at least one Eigenvalue.. Solve related problems..

  8. Week 8Module 3: Fredholm Equations
    • Unit 3: Representation of a Function by a Series of Orthogonal · 6 hours

      Prove that functions can be represented by series of orthogonal functions.. Expand K in a series of Eigenfunctions.. Define positive kernels..

  9. Week 9Module 4: Integral Transforms
    • Unit 1: Calculation of 1st Eigenvalue · 6 hours

      Apply the convolution theorem.. Calculate the first Eigenvalue of an integral equation.. Use the variational formula..

  10. Week 10Module 4: Integral Transforms
    • Unit 2: The Application of the Transform · 6 hours

      Recognize integral Laplace transforms as transforms.. Derive the solution of integral equations using inverse Laplace transform.. Apply Laplace transform through worked examples..

  11. Week 11Module 1: Preliminary Concepts
    • Unit 1: Linear Integral Equation: Preliminary Concepts · 4 hours

      Review Module 1: Linear Integral Equations and Preliminary Concepts. Solve additional problems related to preliminary concepts and classifications.

  12. Week 12Module 2: Volterra Integral Equation
    • Unit 1: S2 Volterra Integral Equation · 4 hours

      Review Module 2: Volterra Integral Equations. Practice solving Volterra equations using Resolvent Kernel and Laplace Transforms.

  13. Week 13Module 3: Fredholm Equations
    • Unit 1: Fredholm Equations with Degenerate Kernels · 4 hours

      Review Module 3: Fredholm Equations. Practice solving Fredholm equations with degenerate kernels and Eigenfunction expansions.

Preparing for the exam

What to do
  • Review all unit summaries and key definitions thoroughly
  • Practice solving a variety of integral equations from each module
  • Focus on mastering Laplace and Fourier transform techniques
  • Create concept maps linking different types of integral equations and solution methods
  • Work through past exam papers to familiarize yourself with the exam format
  • Prioritize understanding the underlying principles rather than memorizing formulas
  • Allocate sufficient time for practice problems and review of challenging units
  • Form a study group to discuss concepts and solve problems collaboratively
  • Ensure a strong understanding of calculus and linear algebra concepts
  • Pay close attention to the assumptions and limitations of each solution method

Questions students ask about this course

What is MTH423 about?

This course, Integral Equations, explores the fundamental concepts and techniques for solving integral equations. It covers linear integral equations, Volterra and Fredholm equations, and various methods for finding approximate solutions. Students will learn to convert ordinary differential equations into integral equations, work with Eigenfunctions and Eigenvectors, and apply Laplace and Fourier transforms to solve integral equations. The course aims to equip students with the skills to solve a wide range of integral equations.

How many units does MTH423 have?

MTH423, Integral Equation, has 9 units across 4 modules, over 77 pages of course material. You can read it one unit at a time.

How many credit units is MTH423?

MTH423 carries 3 credit units, at 400 level in Sciences.

Is MTH423 hard?

MTH423 is rated intermediate level, with intermediate mathematical content. It is mostly theoretical and problem solving work.

How long does MTH423 take to study?

About 156 hours of study, spread across its 9 units.

How is MTH423 assessed?

MTH423 is assessed by assignments, tutor marked assessments and final examination.

What do I need before starting MTH423?

MTH311: Real Analysis MTH315: Complex Analysis MTH321: Differential Equations

What can I do with MTH423?

Applied Mathematician, Numerical Analyst, Mathematical Modeler, Data Scientist and Research Scientist.

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