TITLE: Continuous solutions of $f(x) = \lambda \int_0^{\pi/2} \cos({x-y)}f(y)\,dy$
QUESTION [6 upvotes]: Possible Duplicate:
Eigenvalues of an operator 


Find all the functions $f \in C([0,\frac{\pi}{2}])$ which are solutions of 
  $$
f(x) = \lambda \int_0^{\pi/2} \cos({x-y)}f(y)\,dy, \qquad \lambda \in \mathbb R.
$$

I just tried some algebraic manipulations and calculations, but I do not know ho to face this problem. Any help or hint is welcomed. Thanks a lot.

REPLY [8 votes]: A different solution from the one by  nbubis is differentiation under the integral sign. Hence we get,
\begin{equation}
\frac{df(x)}{dx} = - \lambda \int_0^{\pi/2} \sin({x-y)}f(y)\,dy, \qquad \lambda \in \mathbb R.
\end{equation}
and then differentiating again we get
\begin{equation}
\frac{d^{2}f(x)}{dx^{2}} = - \lambda \int_0^{\pi/2} \cos({x-y)}f(y)\,dy, \qquad \lambda \in \mathbb R.
\end{equation}
which is basically
\begin{equation}
\frac{d^{2}f(x)}{dx^{2}} = - f(x), \qquad \lambda \in \mathbb R.
\end{equation}
Hence, 
\begin{equation}
f(x) = a\cos(x) + b \sin(x)
\end{equation}
now you can put this in the integral and you will get appropriate values of $a,b$

REPLY [5 votes]: Expand $\cos(x-y)$ into $\cos(x)\cos(y)+\sin(x)\sin(y)$ to show that $f(x)=a\cos(x)+b\sin(x)$ with
$$
a=\lambda\int_0^{\pi/2}\cos(y)f(y)dy,\qquad b=\lambda\int_0^{\pi/2}\sin(y)f(y)dy.
$$
Since
$$
\int_0^{\pi/2}\cos^2(y)dy=\int_0^{\pi/2}\sin^2(y)dy=\frac{\pi}4,\qquad
\int_0^{\pi/2}\cos(y)f(y)dy=\frac12,
$$
this yields
$$
4a=\lambda(a\pi+2b),\qquad 4b=\lambda(2a+\pi b).
$$
If $\lambda\pi-4\ne\pm2\lambda$, the only solution is $a=b=0$, hence $f=0$. If $\lambda\pi-4=\pm2\lambda$, then $\lambda\ne0$ hence every $a=\mp b$ is a solution. For $\lambda=4/(\pi\pm2)$, $f(x)=a(\cos x\pm\sin x)$, or, equivalently, $f(x)=c\cos(x\mp\pi/4)$.