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Exercise 727Calculus › Single-variable calculus › Integration › Riemann integralL1Added 2 Nov 2026

Solving an integral equation

#integral equations#fundamental theorem#differential equation

Statement

  1. Find all continuous functions f:R→Rf:\mathbb{R}\to\mathbb{R} such that f(x)=1+∫0xf(t) dtf(x)=1+\displaystyle\int_0^xf(t)\,dt for all xx.
  2. Find all continuous ff such that f(x)=∫0xf(t) dtf(x)=\displaystyle\int_0^xf(t)\,dt for all xx.
Hint

The right-hand side is differentiable because ff is continuous. Differentiate, and find f(0)f(0) by setting x=0x=0.

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Solution

1. Since ff is continuous, x↦∫0xfx\mapsto\int_0^xf is differentiable with derivative f(x)f(x). So ff is differentiable and f′(x)=f(x)f'(x)=f(x). Setting x=0x=0 in the equation gives f(0)=1f(0)=1. The function g(x)=f(x)e−xg(x)=f(x)e^{-x} has g′=0g'=0, so g=g(0)=1g=g(0)=1 and
f(x)=ex.f(x)=e^x.
Conversely ∫0xet dt=ex−1\int_0^xe^t\,dt=e^x-1, so 1+∫0xet dt=ex1+\int_0^xe^t\,dt=e^x. The unique solution is f(x)=exf(x)=e^x.

2. The same reasoning gives f′=ff'=f, but now f(0)=0f(0)=0. So g=fe−xg=f e^{-x} is constant equal to g(0)=0g(0)=0, and f=0f=0.

Remark. This is the integral formulation of the differential equation f′=ff'=f. It makes the initial condition automatic, and it is the starting point of the *Picard iteration* fk+1(x)=1+∫0xfkf_{k+1}(x)=1+\int_0^xf_k, which produces the partial sums 1+x+x22+…1+x+\frac{x^2}2+\dots of the exponential series.