The Invariant Imbedding Numerical Method for Fredholm Integral Equations with Degenerate Kernels.

by H. H. Natsuyama, Robert E. Kalaba, B. J. Vereeke


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Application of invariant imbedding in deriving an initial-value method for solving Fredholm integral equations with degenerate kernels. By regarding the solution at a fixed point as a function of the interval of integration, a differential equation is obtained; this equation, combined with knowledge of the solution for one interval length, makes it possible to determine the solution for other lengths. The principal advantage of the initial-value formulation is its ease of resolution by modern digital and analog computers. Emphasis is on the inhomogeneous problem, although some remarks on the eigenvalue problem are included. A FORTRAN program for solving the initial-value problem is also given, with subroutines written for an Adams-Moulton integration scheme with a Runge-Kutta start. 39 pp. Refs.

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