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SIAM REVIEW ? 1987 Society for Industrial and Applied Mathematics
Vol. 29, No. 2, June 1987 004
Abstract. We present a consolidated account of Carleman type singular integral equations. We have
started from the most basic equation of this type and have at first attempted to integrate from the existing
literature the progress which has been made so far in this field. Many different techniques are presented to
solve these types of integral equations both in the real and the complex domains. In the complex domain
both closed and open contours for integrals are considered. In the process of this study we find that many
known methods need to be polished and extended. We attempt to accomplish this and then interrelate
different concepts and solutions. Thereby we obtain solutions of more general singular integral equations
of the Carleman type. Many interesting examples are presented to illustrate the general theory.
Key words. factorization, fundamental solution, Hilbert transform, integral operator, normal and
nonnormal problems, Riemann-Hilbert problem, singular integrals
1. Introduction. There are many problems in physics and engineering which can
be reduced to the integral equation
where a(s), fl(t), y(w) and f(t) are prescribed functions of a real or complex vari-
able. The range of integration C can be an interval over the real line or a closed or an
open contour in the complex plane C. An explicit solution of this equation was first
given by Carleman [2] for real t and, therefore, it bears his name. It has been
recognized for several decades that this equation plays a pivotal role in the theory of
singular integral equations. When a(t) and A(t) are constants, (1.1) reduces to the
Cauchy type integral equation. Subsequent to the analysis of Carleman, many more
results have been found [1 1], [12], [15], [18], [20].
In this article we attempt to present the study of (1.1) and many of its generali-
zations as a unified approach. In ?2 we first present the complete solution of (1.1) for
real t on a finite real interval by finding the solution of the homogeneous equation
and a particular solution. Then we find that we can reduce the general case of a
complex t to this simpler case mentioned above.
In order to extend the analysis to closed contours, we must consider an important
class of boundary value problems for sectionally analytic functions, the so-called
Riemann-Hilbert problems. The Riemann-Hilbert problem is to find the sectionally
analytic functions defined on C\C whose boundary values satisfy certain equations
[3], [7], [8], [10], [13]-[15], [19], [22]. We find that even this well-known concept
needs to be refined and extended to help us in our attempt to solve the general
Carleman type integral equation. Indeed, there appears a discriminant which neces-
sitates the splitting of the present problem into normal and nonnormal problems. We
present this analysis in ?3.
* Received by the editors October 7, 1985; accepted for publication (in revised form) July 16, 1986.
t Escuela de Matematica, Universidad de Costa Rica, San Jose, Costa Rica.
t Department of Mathematics, Pennsylvania State University, University Park, Pennsylvania 16802.
263
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264 R. ESTRADA AND R. P. KANWAL
Lg- X2L-g=f
where X is a constant, L is a suitable integral operator and L-1 is its inverse. This
procedure helps in reducing (1.3) to two independent singular integral equations
which are easy to solve [17].
An important feature of the Carleman type integral equations is that many
singular integral equations arising in physical sciences can be reduced to them. To
illustrate this point, we consider the integral equation
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 265
because we have merely multiplied the two equivalent expressions on the right sides
of (2.7) and then taken the square root.
From (2.7) and (2.8), it appears reasonable to assume that the expression
a 2(x) + X2ir2 never vanishes in (-1, 1). In the sequel we shall assume that this
normality condition is satisfied unless we state otherwise.
Next, we observe that (2.6) will be satisfied if the jump across (-1, 1) is given by
where
(2.11) 0(t)=arctan -t
a(t)'
The Hilbert transform of 6(x) is thus given by
(2.14)A % zA I 0'(t)dt
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266 R. ESTRADA AND R. P. KANWAL
Finally, we appeal to (2.3a) and (2.5) to determine the required function g(x) as
eio(x) - e -iO(x) __ __ _ __ __ _ __ _
(2.16b) 2 = sin 6(x) =sin arc tan(a()+A%)1'
2 ~~~~~~~a(x)- ( = 2( +X2
we have the required solution as
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 267
or
Xire""(X)
(2.25) e() = Z+ 1
(2.26) e(1 x) - z
The solution of the homogeneous equation is obtained from (2.22). Indeed, the only
possible choice is n = 0, m = 1, which gives the basic solution
(2.27) go(x)
(2.27) ~~~~go(x) = (I1 + X
Combining it with the particular solution (2.17), we obtain the well-known solution
[8] as
In this case
g(x VI (x= I)
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268 R. ESTRADA AND R. P. KANWAL
Finally, we would like to point out that the method just explained applies equally
well to equations over any interval [a, b] and more generally to equations over an
unclosed contour C in the complex plane.
It is interesting to observe that the more general equation of Carleman type
where
aQ)fQo Xe)PQQ+ )
a 2(4) + X2 r2'y2(4)f32(4) (a 2() + X27r2'y2(4)l2(4))1/2
(2.34) r e-V(W)y(w)f(w) dw
Jc (a2(W) + X2 2,y2(W)32(W))'12(W - 4)'
while the basic solution of the homogeneous equation is found from (2.22) as
e~lp(O N
(2.35) go(O) = (4- a)n(b - 4)m(a 2(4) + X2,y2(4)fl2(4))1/2'
where a, b are the endpoints of C and n, m - 0, n + m _ 1 and the function go(0) is
integrable along C.
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 269
Clearly, this step cannot be justified unless In 4(e) is single valued on C and we,
therefore, assume this condition to be satisfied for the time being. We shall soon find
out that the general case when ln 4IQ) is multivalued can be reduced to this one.
A particular solution of (3.6) is given by the analytic representation
(3.9) X(0) = 1.
If Y(z) is any other solution of the homogeneous problem (3.3), then the function
Y(z)/X(z), which is known to be analytic on C\C, is also analytic on C since its jump
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270 R. ESTRADA AND R. P. KANWAL
across C vanishes:
It follows that Y/X is an entire function. Therefore, the most general solution of the
homogeneous Riemann-Hilbert problem is
where P(z) is an entire function. In particular, the most general solution with
polynomial behaviour at z = 00 as given by (3.10) is called the fundamental solution
of the Riemann-Hilbert problem.
Let us now consider the general case when ln 4(e) is not single-valued on C. In
this case we introduce the number k defined by
Using (3.3), we find that Y(z) satisfies the boundary value problem
where P(z) is an arbitrary polynomial and where the fundamental solution X(z) is
given by
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 271
In general, a fundamental solution is one from which all other solutions are
obtained by multiplying with an arbitrary polynomial. It is easy to see that all
fundamental solutions are of the form CX(z) where C is nonzero constant and where
X(z) is given by relations (3.18). Fundamental solutions can be characterized as those
solutions whose degree at z = oo is minimal.
Let us summarize the above discussion in the form of the following theorem.
THEOREM 1. Let 4?t) be a Holder continuous function defined on C which never
vanishes there. Let
k= I .A c(In (tQ)),
27rj
be the increment of( 1/27ri) ln (tQ) around C. Then every solution of the homogeneous
Riemann-Hilbert problem
NO t= m(N) KWt
is of the form
Y(z) = P(z)X(z)
where P(z) is a polynomial and where thefundamental solution X(z) is given by (3.18).
If k _ 0, there are no solutions that vanish at z = oo. If k > 0, the solutions that vanish
at z= oo are of the form Y(z) = P(z)X(z) where the degree of P(x) does not exceed
k- 1; that is, it is of theform
Y(z)=(ao+alz+ * +ak_lzk-l)X(z)
y+ X+ Y_ + g
+ X_
or
(3.19) X+ X +X
X+ - X+
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272 R. ESTRADA AND R. P. KANWAL
where P(z) is an arbitrary polynomial and where X(z) is a fundamental solution of the
homogeneous problem.
If k -' 0 the solutions that vanish at z = oo are of the form
(3.25) Y(z)=X(z)F{(g) ; z}
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 273
at z = X0 if and only if
y+(t) = (n E_(t) + Re (
has solutions that vanish at z = 00 if and only if n ' 0 and in that case the solution is
+1 zn zn-I +z
(4.2) G(z)= )
27ri c Z-
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274 R. ESTRADA AND R. P. KANWAL
(Zo)k2
where
(4.10) XQ) =
V j~j(~ - ~o)k2
(4.12) G(z)=X(z)F i) }
provided
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 275
af(Q) b g(o) dw
(4.17) O 2 (a2 b2)7ri Jc w-1
Example 2. Let us consider the equation
Here
(4.19a) a(Q)=Ret=(
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276 R. ESTRADA AND R. P. KANWAL
or
d3-~ f(w) dw
(4.23) g(Q)=(Re )fQ()+ 2-ir J (-)'
27ri W@1=1 W(W-0)
provided relation (4.22) is satisfied.
Example 3. Now we solve the equation
I _ w+X/wI I\~+XJ
(4.25a) 2gi Q) l= In (,, + ) , _tdw=-
while for l XI > 1,
(4.25b) 2 (Q + A)
Accordingly, if l XI < 1, the solution is
(4.26a) g( x d3 f(w)dw
(4.26b) g( x f(w) dw
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 277
XA)
(5.5)
(S S) 4,(t) ~~~XO(Q)
We define the generalized fundamental solution of the nonnormal problem (5.2)
as
(5.9) limX(Z)= 1.
z- * zk
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278 R. ESTRADA AND R. P. KANWAL
where X is a constant. The case when IXI A 1 was already considered in the pr
section. Here we shall solve the equation when I XI = 1.
Introducing the sectionally analytic function G(z) = F{g(t); z}, we are led
problem
To obtain the classical solution, the constant c is restricted in two ways. To obtain G+
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 279
(5.23) c + F+ I f();-XI = O,
while to have G_ as an ordinary function we should have
(5.26)(5.26)
M() =2~A2
~ ~(,-2ErZ=
MO X- Ff(w)
2_A dw 2Xc
Using (5.23) or (5.24), this solution can also be written in the equivalent forms
(5 (5.30) g(~)W
30) AOt) (l/0)
02_ 1 r(1-
I (2 1/w)dw
)rirz= 2 -
@-t t~
(6.4) A\ 7 } = L 7 ( -I
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280 R. ESTRADA AND R. P. KANWAL
where
(6.8a) WO + 3 g(w)d= ,
It follows from the analysis of that section that k= 0 and that e"(o = V . Th
the solution of (6.8b) is
t(t2) 2 Cw 2 d
r 52 + 4 (t+ 2i)w 111 r2)( t
or
(6.9a)
( Q(5) 3 41 (w) dw
g( 2 + 9Q(t+ 3i)7r wj=i (w-3i)(w-t)'
or
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 281
(7.2) Lg-X2L-'g=f
(7.3) L2g-\2g=Lf
(7.4a) L1,-X l1 = Lf
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282 R. ESTRADA AND R. P. KANWAL
(7 .1 1lb)
(7.1 412 Qt) _ A 4 12(
ib) 1I/2(~)~-SJS dW =-M).
a(w)(w ~
Next, we introduce the new unknowns
(7.17) +J f(3)d=O
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 283
4i
or
1 f (w-a)(fl-~w~)g (w) dw
(7.20) H2 Ig(W); j=- ( -a)-)3-))ir
where a, A are the end point of C, satisfy the following almost inverse properties
where
c= -,g(w) dw.
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284 R. ESTRADA AND R. P. KANWAL
while
= (- aX(-w)g(w) }
where
Applying the operator L to both sides of (7.26) and using (7.29), we obtain
(7.32) i L g(w); Id (d )d
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 285
(7.36b) a _ fs2() d = f) + B.
where the constants A and B and whatever other arbitrary constants that arise from
the solution of equations (7.36a, b) should be chosen in such a way that condition
(7.32) is satisfied.
Example 2. Let us attempt to solve the integral equation
where X is a constant. According to our analysis we should look for solutions of the
form
where i/ and T2 are the solutions of the pair of Cauchy type integral equatio
= f(s) +A
(7.42a)I
(Ia LI - t)v(1 + t)'-P(f(t) +A)dt C
p()=f(s) +B X
TAS() = f,')Xp2 + ( 1+X2)( 1_5)I-P( 1+ S) p
(7.42b) (> (-t)i v(1 +t)A(f(t)+B)dt+D1
where tan vr = X, 0D< Re v < 1, and where C and D are arbitrary constants. When the
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286 R. ESTRADA AND R. P. KANWAL
A-B 1
A-B 1
g 2 X(1+X2fV7 2(1+X2)ir
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 287
We now use the condition (7.41) and find that the constants A and B should
satisfy the condition A + B = 0. Therefore, if we introduce the function
1 1
(7.50) g?(s) = (
we can write th
where
(8.4b) xi 1 x2 +g(y)dy=O.
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288 R. ESTRADA AND R. P. KANWAL
, *v2
(X)fA 2(y)dy
rwJI y-x (P2f(x)
-l)r +B
and by setting g(x) = (2X)-'(1 - x2)-'(I2(x) - p2(x)). Accordingly,
(7.51) and obtain the solution of (8.5) as
+1I(S)=s
2r 2(1 - SF)l/2+v(1 + V1 +S2)1/2-v
f i-V-t2 1
* J? Lt1 + jj-
(8.7) fT7j I 1t'P(t)dt
(~~~~~~~~~~1 .t 11 -t2 -Jt+
s
+
2 7r 2(1 -1 -S2)12-'(1 + S)112+v
_ _ _ _ _ _\ 1
I t2 P -I^ t(P(t) dt
Note that we have written the solution (8.7) as ,61(s) to emphasize the fact
particular solution because the homogeneous integral equation
(8.9) f Y+
wx -1 y-X
L
th c a y-x
Y Y
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THE CARLEMAN TYPE SINGULAR INTEGRAL EQUATIONS 289
holds even at x = 0 and since the only nontrivial solutions of (8.9) for all x, -1 < x
are even functions we should have g= 0.
On the other hand, if (8.9) is interpreted in the distributional framework [6], we
find that it is equivalent to
It follows that the solutions of the homogeneous equation (8.9) are all multiples of
the function
This value corresponds to the solution given by Williams ([21, Eq. 9]). He uses
= P + 2 and has made an error. Indeed the factor before the square brackets of his
value should be (1 - x2)-1/2 and not (1 - X2)112.
Summarizing, the required solution of integral equation (8.1) is given by
sV(s) = sV1(s) + cVoo(s), where the particular solution ,61(s) is given by (8.7) and where c
is an arbitrary constant.
Finally, let us point out that the equation
by setting
where q1 and q2 are polynomials whose coefficients satisfy a linear system of equations.
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290 R. ESTRADA AND R. P. KANWAL
REFERENCES
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