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equation involving both integrals and derivatives of a function
The general first-order, linear (only with respect to the term involving derivative) integro-differential equation is of the form
As is typical with differential equations, obtaining a closed-form solution can often be difficult. In the relatively few cases where a solution can be found, it is often by some kind of integral transform, where the problem is first transformed into an algebraic setting. In such situations, the solution of the problem may be derived by applying the inverse transform to the solution of this algebraic equation.
Integro-differential equations model many situations from science and engineering, such as in circuit analysis. By Kirchhoff's second law, the net voltage drop across a closed loop equals the voltage impressed . (It is essentially an application of energy conservation.) An RLC circuit therefore obeys
where is the current as a function of time, is the resistance, the inductance, and the capacitance.