Math 2.0

Integral equations Volterra equations Concept

Volterra equation of the first kind

Summary

A Volterra equation of the first kind is an equation f(t)=∫atK(t,s) x(s) dsf(t) = \int_a^t K(t, s) \, x(s) \, ds in which the unknown function xx appears only under the integral. It is the Volterra integral equation analogue of an integral equation of the first kind. Solving it is like inverting an integration, so it behaves like differentiation and is in general ill-posed. When the kernel is smooth and does not vanish on the diagonal, it can be reduced to an equation of the second kind.

Where this leads

3 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Volterra_integral_equation
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MSC45D05
SpecializesVolterra integral equation, Integral equation of the first kind

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