A linear integral equation is an equation of the form XEX. (1)
2a(x)cp(x) - Ix k(x, y)cp(y)dv(y) = f(x), Here (X, v) is a measure space
with a-finite measure v, 2 is a complex parameter, and a, k, f are given
(complex-valued) functions, which are referred to as the coefficient,
the kernel, and the free term (or the right-hand side) of equation (1),
respectively. The problem consists in determining the parameter 2 and
the unknown function cp such that equation (1) is satisfied for almost
all x E X (or even for all x E X if, for instance, the integral is
understood in the sense of Riemann). In the case f = 0, the equation (1)
is called homogeneous, otherwise it is called inhomogeneous. If a and k
are matrix functions and, accordingly, cp and f are vector-valued
functions, then (1) is referred to as a system of integral equations.
Integral equations of the form (1) arise in connection with many
boundary value and eigenvalue problems of mathematical physics. Three
types of linear integral equations are distinguished: If 2 = 0, then (1)
is called an equation of the first kind; if 2a(x) i= 0 for all x E X,
then (1) is termed an equation of the second kind; and finally, if a
vanishes on some subset of X but 2 i= 0, then (1) is said to be of the
third kind.