Any equation for an unknown function f(x), a≤x≤b, involving integrals of the function. An equation of the form
is a
Volterra equation of the second kind. The analogous equation with constant limits
is a
Fredholm equation of the second kind. If the required function only appears under the integral sign it is a Volterra or Fredholm equation of the first kind; these are more difficult to treat both theoretically and numerically. The Volterra equation can be regarded as a particular case of the Fredholm equation where
Fredholm equations of the second kind occur commonly in boundary-value problems in mathematical physics. Numerical techniques proceed by replacing the integral with a rule for numerical integration, leading to a set of linear algebraic equations determining approximations to
f(
x) at a set of points in
a≤
x≤
b.