I have an integral equation for a probability current $j(t)$ given by:
$$
\large\frac{1}{\sqrt{t}} e^{-\frac{\bar{x}(t)^2}{4 t}} = \int_0^t \frac{j(t')}{\sqrt{t-t'}} e^{-\frac{\left[\bar{x}(t)-\bar{x}(t') \right]^2}{4 (t-t')}}dt'
$$
which I don't think can be solved exactly for general $\bar{x}(t)$ (if it can then that would be excellent!) The problem I would like to be able to solve is to find the function $\bar{x}(t)$ that minimizes something like $$\int_0^{\tau} (j(t')+\bar{x}(t')^2)dt'.$$ I am wondering if anyone knows whether there are numerical techniques for doing this kind of thing, and if so could they point me in the direction of any relevant literature?
2026-03-27 22:20:02.1774650002
Optimization Problem Involving an Integral Equation
227 Views Asked by Bumbble Comm https://math.techqa.club/user/bumbble-comm/detail AtRelated Questions in PROBABILITY
- How to prove $\lim_{n \rightarrow\infty} e^{-n}\sum_{k=0}^{n}\frac{n^k}{k!} = \frac{1}{2}$?
- Is this a commonly known paradox?
- What's $P(A_1\cap A_2\cap A_3\cap A_4) $?
- Prove or disprove the following inequality
- Another application of the Central Limit Theorem
- Given is $2$ dimensional random variable $(X,Y)$ with table. Determine the correlation between $X$ and $Y$
- A random point $(a,b)$ is uniformly distributed in a unit square $K=[(u,v):0<u<1,0<v<1]$
- proving Kochen-Stone lemma...
- Solution Check. (Probability)
- Interpreting stationary distribution $P_{\infty}(X,V)$ of a random process
Related Questions in REFERENCE-REQUEST
- Best book to study Lie group theory
- Alternative definition for characteristic foliation of a surface
- Transition from theory of PDEs to applied analysis and industrial problems and models with PDEs
- Random variables in integrals, how to analyze?
- Abstract Algebra Preparation
- Definition of matrix valued smooth function
- CLT for Martingales
- Almost locality of cubic spline interpolation
- Identify sequences from OEIS or the literature, or find examples of odd integers $n\geq 1$ satisfying these equations related to odd perfect numbers
- property of Lebesgue measure involving small intervals
Related Questions in OPTIMIZATION
- Optimization - If the sum of objective functions are similar, will sum of argmax's be similar
- optimization with strict inequality of variables
- Gradient of Cost Function To Find Matrix Factorization
- Calculation of distance of a point from a curve
- Find all local maxima and minima of $x^2+y^2$ subject to the constraint $x^2+2y=6$. Does $x^2+y^2$ have a global max/min on the same constraint?
- What does it mean to dualize a constraint in the context of Lagrangian relaxation?
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Building the model for a Linear Programming Problem
- Maximize the function
- Transform LMI problem into different SDP form
Related Questions in INTEGRAL-EQUATIONS
- How to solve the integral equation $f(x) = \int_0^x f(x-y)k(x,y)dy+g(x)$ for $f(x)$?
- Solving for $f\left(\sqrt{x^2+z^2}\right)$ given $g(z)=\int_{-\infty}^{+\infty}{\left(f\left(\sqrt{x^2+z^2}\right)\frac{1}{\sqrt{x^2+z^2}}\right)}dx$
- Approximate solutions to nonlinear differential equations using an integral sequence
- Solving an integral equation by Fourier transform
- Composition of bounded linear operator and an inverse of a linear operator bounded?
- Volterra equation of first kind
- Solution to a Volterra integral equation
- Solution to integral equation involving logarithms
- Importance of compact operators for numerical approximation of integral equations?
- Can integral equations be paired with linear regression to fit a double Gaussian regression?
Related Questions in NUMERICAL-OPTIMIZATION
- Modified conjugate gradient method to minimise quadratic functional restricted to positive solutions
- Bouncing ball optimization
- Minimization of a convex quadratic form
- What is the purpose of an oracle in optimization?
- What do you call iteratively optimizing w.r.t. various groups of variables?
- ProxASAGA: compute and use the support of $\Delta f$
- Can every semidefinite program be solved in polynomial time?
- In semidefinite programming we don't have a full dimensional convex set to use ellipsoid method
- How to generate a large PSD matrix $A \in \mathbb{R}^{n \times n}$, where $\mathcal{O}(n) \sim 10^3$
- Gram matrices in the Rayleigh-Ritz algorithm
Trending Questions
- Induction on the number of equations
- How to convince a math teacher of this simple and obvious fact?
- Find $E[XY|Y+Z=1 ]$
- Refuting the Anti-Cantor Cranks
- What are imaginary numbers?
- Determine the adjoint of $\tilde Q(x)$ for $\tilde Q(x)u:=(Qu)(x)$ where $Q:U→L^2(Ω,ℝ^d$ is a Hilbert-Schmidt operator and $U$ is a Hilbert space
- Why does this innovative method of subtraction from a third grader always work?
- How do we know that the number $1$ is not equal to the number $-1$?
- What are the Implications of having VΩ as a model for a theory?
- Defining a Galois Field based on primitive element versus polynomial?
- Can't find the relationship between two columns of numbers. Please Help
- Is computer science a branch of mathematics?
- Is there a bijection of $\mathbb{R}^n$ with itself such that the forward map is connected but the inverse is not?
- Identification of a quadrilateral as a trapezoid, rectangle, or square
- Generator of inertia group in function field extension
Popular # Hahtags
second-order-logic
numerical-methods
puzzle
logic
probability
number-theory
winding-number
real-analysis
integration
calculus
complex-analysis
sequences-and-series
proof-writing
set-theory
functions
homotopy-theory
elementary-number-theory
ordinary-differential-equations
circles
derivatives
game-theory
definite-integrals
elementary-set-theory
limits
multivariable-calculus
geometry
algebraic-number-theory
proof-verification
partial-derivative
algebra-precalculus
Popular Questions
- What is the integral of 1/x?
- How many squares actually ARE in this picture? Is this a trick question with no right answer?
- Is a matrix multiplied with its transpose something special?
- What is the difference between independent and mutually exclusive events?
- Visually stunning math concepts which are easy to explain
- taylor series of $\ln(1+x)$?
- How to tell if a set of vectors spans a space?
- Calculus question taking derivative to find horizontal tangent line
- How to determine if a function is one-to-one?
- Determine if vectors are linearly independent
- What does it mean to have a determinant equal to zero?
- Is this Batman equation for real?
- How to find perpendicular vector to another vector?
- How to find mean and median from histogram
- How many sides does a circle have?