Math 2.0

Integral equations Definition

Volterra equation of the second kind

Builds on Volterra integral equationKernel of an integral equationRiemann integral

Definition

Let a<ba < b, let Δ={(t,s):a≤s≤t≤b}\Delta = \set{(t, s) : a \le s \le t \le b}, let K ⁣:Δ→ℂK \colon \Delta \to \C be a kernel, let f ⁣:[a,b]→ℂf \colon [a, b] \to \C be a given function, and let λ∈ℂ\lambda \in \C. A linear Volterra equation of the second kind is the equation x(t)=f(t)+λ∫atK(t,s) x(s) ds,t∈[a,b],x(t) = f(t) + \lambda \int_a^t K(t, s) \, x(s) \, ds, \quad t \in [a, b], for an unknown function xx on [a,b][a, b]. The unknown appears outside the integral with coefficient 11, and the upper limit of integration is the variable tt. The equation is homogeneous when f=0f = 0.

Remarks

Example: x(t)=t+∫0t(s−t) x(s) dsx(t) = t + \int_0^t (s - t) \, x(s) \, ds on [0,1][0, 1], with K(t,s)=s−tK(t, s) = s - t and λ=1\lambda = 1. The function x=sin⁡x = \sin solves it: ∫0t(s−t)sin⁡s ds=sin⁡t−t\int_0^t (s - t) \sin s \, ds = \sin t - t, so the right side is sin⁡t\sin t. This is the integral form of x′′=−xx'' = -x, x(0)=0x(0) = 0, x′(0)=1x'(0) = 1. Non-example: x(t)=f(t)+∫abK(t,s) x(s) dsx(t) = f(t) + \int_a^b K(t, s) \, x(s) \, ds has the fixed upper limit bb, so it is a Fredholm equation, not a Volterra one. The usual standing hypotheses are that KK is continuous on Δ\Delta and ff is continuous on [a,b][a, b]; then the unique solvability theorem applies. Setting K(t,s)=0K(t, s) = 0 for s>ts > t shows that a Volterra equation is a Fredholm equation with a kernel that vanishes above the diagonal.

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  1. Kernel of an integral equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Volterra_integral_equation
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Kinddefinition
WritingW0 stub
MSC45D05
DefinesVolterra equation of the second kind
UsesVolterra integral equation, Kernel of an integral equation, Riemann integral

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