Math 2.0

Integral equations Definition

Volterra equation of convolution type

Builds on Volterra integral equationDifference kernelConvolution

Definition

Let T>0T > 0 or T=∞T = \infty, let k ⁣:(0,T)→ℂk \colon (0, T) \to \C be locally integrable, let f ⁣:[0,T)→ℂf \colon [0, T) \to \C be a given function, and let λ∈ℂ\lambda \in \C. A Volterra equation of convolution type is a Volterra integral equation whose kernel is a difference kernel K(t,s)=k(t−s)K(t, s) = k(t - s). In the second kind it reads x(t)=f(t)+λ∫0tk(t−s) x(s) ds,0≤t<T,x(t) = f(t) + \lambda \int_0^t k(t - s) \, x(s) \, ds, \quad 0 \le t < T, and in the first kind it reads ∫0tk(t−s) x(s) ds=f(t),0≤t<T.\int_0^t k(t - s) \, x(s) \, ds = f(t), \quad 0 \le t < T.

Remarks

The integral is the convolution (k∗x)(t)=∫0tk(t−s) x(s) ds(k * x)(t) = \int_0^t k(t - s) \, x(s) \, ds of functions on [0,∞)[0, \infty), so the second kind is written x=f+λ k∗xx = f + \lambda \, k * x. Example: x(t)=1+∫0te−(t−s)x(s) dsx(t) = 1 + \int_0^t e^{-(t - s)} x(s) \, ds, with k(u)=e−uk(u) = e^{-u}. The function x(t)=1+tx(t) = 1 + t solves it: ∫0te−(t−s)(1+s) ds=t\int_0^t e^{-(t - s)} (1 + s) \, ds = t, by the substitution u=t−su = t - s and ∫0te−u(1+t−u) du=t\int_0^t e^{-u}(1 + t - u) \, du = t. Non-example: x(t)=1+∫0tts x(s) dsx(t) = 1 + \int_0^t t s \, x(s) \, ds has kernel K(t,s)=tsK(t, s) = ts, which is not a function of t−st - s alone. The Laplace transform method solves convolution equations on [0,∞)[0, \infty) when kk and ff have Laplace transforms.

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  1. Convolution concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Volterra_integral_equation
About this page
TagKJ2984R97Y
URIm2://KJ2984R97Y
Kinddefinition
WritingW0 stub
MSC45D05, 45E10
DefinesVolterra equation of convolution type
UsesVolterra integral equation, Difference kernel, Convolution

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