Solving Fredholm Integral Equations of the First Kind Using a Gaussian Process Model Based on Sequential Design

Renjun Qiu (), Juanjuan Xu and Ming Xu
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Renjun Qiu: School of Computer and Information Engineering, Guizhou University of Commerce, Guiyang 550014, China
Juanjuan Xu: School of Computer and Information Engineering, Guizhou University of Commerce, Guiyang 550014, China
Ming Xu: School of Computer and Information Engineering, Guizhou University of Commerce, Guiyang 550014, China

Mathematics, 2025, vol. 13, issue 15, 1-21

Abstract: In this study, a Gaussian process model is utilized to study the Fredholm integral equations of the first kind (FIEFKs). Based on the H – H k formulation, two cases of FIEFKs are under consideration with respect to the right-hand term: discrete data and analytical expressions. In the former case, explicit approximate solutions with minimum norm are obtained via a Gaussian process model. In the latter case, the exact solutions with minimum norm in operator forms are given, which can also be numerically solved via Gaussian process interpolation. The interpolation points are selected sequentially by minimizing the posterior variance of the right-hand term, i.e., minimizing the maximum uncertainty. Compared with uniform interpolation points, the approximate solutions converge faster at sequential points. In particular, for solvable degenerate kernel equations, the exact solutions with minimum norm can be easily obtained using our proposed sequential method. Finally, the efficacy and feasibility of the proposed method are demonstrated through illustrative examples provided in this paper.

Keywords: Fredholm integral equations; Tikhonov regularization; Gaussian process model; ill-posed problem; Moore–Penrose pseudoinverse; H – H k formulation (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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