Math 2.0

Integral equations Definition

Abstract Volterra equation

Builds on Volterra integral equationBanach spaceClosed operatorIntegrable function

Definition

Let XX be a complex Banach space and let A ⁣:D(A)⊆X→XA \colon D(A) \subseteq X \to X be a closed linear operator. Let a∈Lloc1(ℝ+)a \in L^1_{\mathrm{loc}}(\R_+) be a scalar locally integrable kernel on ℝ+=[0,∞)\R_+ = [0, \infty), let τ>0\tau > 0, J=[0,τ]J = [0, \tau], and let f∈C(J;X)f \in C(J; X). The abstract Volterra equation with kernel aa, operator AA and forcing ff is u(t)=f(t)+∫0ta(t−s) Au(s) ds,t∈J.u(t) = f(t) + \int_0^t a(t - s) \, A u(s) \, ds, \qquad t \in J. A strong solution is a function u∈C(J;X)u \in C(J; X) such that u(t)∈D(A)u(t) \in D(A) for all t∈Jt \in J, Au∈C(J;X)A u \in C(J; X), and the equation holds for all t∈Jt \in J.

Remarks

A mild solution is a function u∈C(J;X)u \in C(J; X) such that ∫0ta(t−s)u(s) ds∈D(A)\int_0^t a(t - s) u(s) \, ds \in D(A) for all t∈Jt \in J and u(t)=f(t)+A∫0ta(t−s)u(s) dsu(t) = f(t) + A \int_0^t a(t - s) u(s) \, ds. Every strong solution is a mild solution, since AA is closed; compare the mild solution of an abstract Cauchy problem.

Special cases. For a=1a = 1, a strong solution with f∈C1(J;X)f \in C^1(J; X) satisfies u′=Au+f′u' = A u + f' and u(0)=f(0)u(0) = f(0). For a(t)=ta(t) = t, differentiating twice gives u′′=Au+f′′u'' = A u + f'' with u(0)=f(0)u(0) = f(0) and u′(0)=f′(0)u'(0) = f'(0), when f∈C2(J;X)f \in C^2(J; X).

Example: X=ℂX = \C, A=1A = 1, a=1a = 1 and f=1f = 1. The function u(t)=etu(t) = e^t is a strong solution, since 1+∫0tes ds=et1 + \int_0^t e^s \, ds = e^t.

Non-example: in the same setting, u(t)=1+tu(t) = 1 + t is not a solution, since 1+∫0t(1+s) ds=1+t+t2/21 + \int_0^t (1 + s) \, ds = 1 + t + t^2/2.

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  1. Banach space concept
  2. Closed operator concept
  3. Integrable function concept
  4. Volterra integral equation concept
  5. Abstract Volterra equation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Volterra_integral_equation
About this page
Tag8V9J445R7N
URIm2://8V9J445R7N
Kinddefinition
WritingW0 stub
MSC45N05, 45D05, 47D06
DefinesAbstract Volterra equation
UsesVolterra integral equation, Banach space, Closed operator, Integrable function

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