Some years ago Lambe and Ward (1) and Erdélyi (2) obtained integral equations for Heun polynomials and Heun functions. The integral equations discussed by these authors were of the form
Further, as is well known, the Heun equation includes, among its special cases, Lamé's equation and Mathieu's equation and so (1.1) may be considered a generalisation of the integral equations satisfied by Lamé polynomials and Mathieu functions. However, integral equations of the type (1.1) are not the only ones satisfied by Lamé polynomials; Arscott (3) discussed a class of non- linear integral equations associated with these functions. This paper then is concerned with discussing the existence of non-linear integral equations satisfied by solutions of Heun's equation.
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