Math 2.0

Integral equations Definition

Volterra equations with completely monotone kernels

Builds on Volterra equation of convolution typeBernstein's theorem on monotone functions

Definition

A function k ⁣:(0,∞)→ℝk \colon (0, \infty) \to \R is completely monotone if it is infinitely differentiable and (−1)jk(j)(t)≥0(-1)^j k^{(j)}(t) \ge 0 for all integers j≥0j \ge 0 and all t>0t > 0. Let k ⁣:(0,∞)→ℝk \colon (0, \infty) \to \R and let ff be a given function on [0,∞)[0, \infty). Consider the Volterra equation of convolution type x(t)+∫0tk(t−s) x(s) ds=f(t),t≥0,x(t) + \int_0^t k(t - s) \, x(s) \, ds = f(t), \quad t \ge 0, and its first-kind analogue ∫0tk(t−s) x(s) ds=f(t)\int_0^t k(t - s) \, x(s) \, ds = f(t). Each is a Volterra equation with a completely monotone kernel if:

  1. kk is completely monotone on (0,∞)(0, \infty);
  2. kk is integrable on (0,1)(0, 1), so that it is locally integrable on [0,∞)[0, \infty).

Remarks

Example: k(t)=t−1/2k(t) = t^{-1/2}. Its derivatives are k(j)(t)=(−1)j1⋅3⋯(2j−1)2jt−1/2−jk^{(j)}(t) = (-1)^j \frac{1 \cdot 3 \cdots (2j - 1)}{2^j} t^{-1/2 - j}, so (−1)jk(j)≥0(-1)^j k^{(j)} \ge 0, and ∫01t−1/2 dt=2\int_0^1 t^{-1/2} \, dt = 2. So Abel's integral equation is a first-kind equation with a completely monotone kernel. Non-example: k(t)=tk(t) = t is positive but increasing, so (−1)1k′(t)=−1<0(-1)^1 k'(t) = -1 < 0 and clause 1 fails. Non-example: k(t)=1/tk(t) = 1/t is completely monotone but not integrable near 00, so clause 2 fails. By Bernstein's theorem, clause 1 holds exactly when k(t)=∫[0,∞)e−st dμ(s)k(t) = \int_{[0, \infty)} e^{-st} \, d\mu(s) for a positive Borel measure μ\mu for which the integral converges for t>0t > 0. For k(t)=t−1/2k(t) = t^{-1/2} the measure is dμ(s)=π−1/2s−1/2 dsd\mu(s) = \pi^{-1/2} s^{-1/2} \, ds.

Reading path

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  1. Absolutely monotonic function concept
  2. Exponential function concept
  3. Laplace transform concept
  4. Volterra equation of convolution type concept
  5. Bernstein's theorem on monotone functions statement
  6. Volterra equations with completely monotone kernels definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Bernstein%27s_theorem_on_monotone_functions
About this page
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Kinddefinition
WritingW0 stub
MSC45D05, 45E10, 26A48
DefinesVolterra equations with completely monotone kernels
UsesVolterra equation of convolution type, Bernstein's theorem on monotone functions

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