Volterra equations with completely monotone kernels
Builds on Volterra equation of convolution typeBernstein's theorem on monotone functions
Definition
A function is completely monotone if it is infinitely differentiable and for all integers and all . Let and let be a given function on . Consider the Volterra equation of convolution type and its first-kind analogue . Each is a Volterra equation with a completely monotone kernel if:
- is completely monotone on ;
- is integrable on , so that it is locally integrable on .
Remarks
Example: . Its derivatives are , so , and . So Abel's integral equation is a first-kind equation with a completely monotone kernel. Non-example: is positive but increasing, so and clause 1 fails. Non-example: is completely monotone but not integrable near , so clause 2 fails. By Bernstein's theorem, clause 1 holds exactly when for a positive Borel measure for which the integral converges for . For the measure is .
Reading path
To understand this page from the ground up, read these 6 pages in order. The foundations come first.
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- no evidence level
- Absolutely monotonic function concept
- Exponential function concept
- Laplace transform concept
- Volterra equation of convolution type concept
- Bernstein's theorem on monotone functions statement
- Volterra equations with completely monotone kernels definition
Further reading
About this page
| Tag | R2KZVG9SQ6 |
|---|---|
| URI | m2://R2KZVG9SQ6 |
| Kind | definition |
| Writing | W0 stub |
| MSC | 45D05, 45E10, 26A48 |
| Defines | Volterra equations with completely monotone kernels |
| Uses | Volterra equation of convolution type, Bernstein's theorem on monotone functions |
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