Integral Equations of Volterra
Resolvent of Volterra’s Integral Equations.
Solving the Integral Equations with Help
of Resolvent.
Integral Equations of Volterra
Lets assume that we have the Volterra integral equation of
2nd kind Z x
ϕ(x) = f (x) + λ K(x,t)ϕ(t)dt, (1)
0
where K(x,t) is continuous function on 0 ≤ x ≤ a, 0 ≤ t ≤ x
and f (x) is continuous on 0 ≤ x ≤ a.
Let’s find the solution of this integral equation (1) in the form
of an infinite power series in powers of λ .
ϕ(x) = ϕ0 (x) + λ ϕ1 (x) + λ 2 ϕ2 (x) + · · · + λ n ϕn (x) + . . . (2)
If we substitute the expression (2) to (1) than we obtain
Integral Equations of Volterra
ϕ0 (x) + λ ϕ1 (x) + λ 2 ϕ2 (x) + · · · + λ n ϕn (x) + · · · = f (x)+
Z x
+λ K(x,t)[ϕ0 (t) + λ ϕ1 (t) + λ 2 ϕ2 (t) + · · · + λ n ϕn (t) + . . . ]dt
0
By comparing the coefficients of identical powers of λ , one
could find that
ϕ0 (x) = f (x),
Z x Z x
ϕ1 (x) = K(x,t)ϕ0 (t)dt = K(x,t) f (t)dt, (3)
0 0
Z x Z x Z t
ϕ2 (x) = K(x,t)ϕ1 (t)dt = K(x,t) K(t,t1 ) f (t1 )dt1 dt,
0 0 0
..................................................................
Integral Equations of Volterra
Formulas (3) define a way of iterative evaluation for the
functions ϕn (x).
It can be shown that under this assumptions with respect to
f (x) and K(x,t) the series (2) converges uniformly with
respect to x and λ for any λ at x ∈ [0, a]. And sum of this
series is the unique solution of equation (1).
Integral Equations of Volterra
By continuing the transformations in formula (3), one may
obtain:
Z x
ϕ1 (x) = K(x,t) f (t)dt,
0
Z x Z t
ϕ2 (x) = K(x,t) K(t,t1 ) f (t1 )dt1 dt =
0 0
Z x Z x Z x
= f (t1 )dt1 K(x,t)K(t,t1 )dt = K2 (x,t1 ) f (t1 )dt1 ,
0 t1 0
where Z x
K2 (x,t1 ) = K(x,t)K(t,t1 )dt
t1
Integral Equations of Volterra
Next formula can be obtained by continuing further
transfomation:
Z x
ϕn (x) = Kn (x,t) f (t)dt (n = 1, 2, 3, . . . ) (4)
0
In this formula the functions Kn (x,t) are known as iterative or
sequential kernels.
It is not difficult to show that they can be written using the
recurrence formulas:
K1 (x,t) = K(x,t),
Z x
Kn+1 = K(x, z)Kn (z,t)dz (n = 1, 2, 3, . . . ). (5)
t
Integral Equations of Volterra
The formula (2) could be rewritten with help of equations (4)
and (5) and for determination of unknown function ϕ(x) next
equation may be used:
∞ Z x
ϕ(x) = f (x) + ∑ λν Kν (x,t) f (t)dt
ν=1 0
The function R(x,t; λ ) defined with help of series
∞
R(x,t; λ ) = ∑ λ ν Kν+1(x,t), (6)
ν=0
is called the resolvent (or resolving kernel) of integral
equation (1). The series (6) converges absolutely and
uniformly, if kernel K(x,t) is continuous.
Integral Equations of Volterra
It should be noted that the iterative kernels as well as resolvent
do not depend on the lower limit of the integral equation.
Because the resolvent R(x,t; λ ) of integral equation should
satisfy the functional equation
Z x
R(x,t; λ ) = K(x,t) + λ K(x, s)R(s,t; λ )ds,
0
the solution of equation (1) using the resolvent can be written
as Z x
ϕ(x) = f (x) + λ R(x,t; λ ) f (t)dt. (7)
0
Integral Equations of Volterra
Sometimes the kernels of Volterra’s integral equations could
be more complex. Lets consider that kernel K(x,t) is
polynomial series of degree (n − 1) relative to t and it could be
described by formula:
an−1 (x)
K(x,t) = a0 (x) + a1 (x)(x − t) + · · · + (x − t)n−1 (8)
(n − 1)!
where ak (x) are continuous in the interval (0,C).
Integral Equations of Volterra
One could define a function g(x,t; λ ) for another way to find
the resolvent of integral equation. This function should be
found as solution of differential equation
dn g dn−1 g dn−2 g
− λ a0 (x) n−1 + a1 (x) n−2 + · · · + an−1 (x)g = 0 (9)
dxn dx dx
with initial conditions
dg dn−2 g dn−1 g
g = = ··· = = 0, = 1. (10)
x=t dx x=t dxn−2 x=t dxn−1 x=t
Integral Equations of Volterra
The function g(x,t; λ ) found from the solution of the equation
(9) with initial conditions (10) can be used to resolvent
construction
1 dn g(x,t; λ )
R(x,t; λ ) = (11)
λ dxn
Integral Equations of Volterra
In a similar way one can obtain formulas for finding the
resolvent R(x,t; λ ) if the kernel of the integral equation is
given in the form
bn−1 (t)
K(x,t) = b0 (t) + b1 (t)(t − x) + · · · + (t − x)n−1
(n − 1)!
In this case the resolvent R(x,t; λ ) can be found from formula
1 dn g(t, x; λ )
R(x,t; λ ) = −
λ dt n
Integral Equations of Volterra
Where function g(t, x; λ ) is solution of differential equation
dn g dn−1 g dn−2 g
− λ b0 (t) n−1 + b1 (t) n−2 + · · · + bn−1 (t)g = 0
dt n dt dt
with initial conditions
dg dn−2 g dn−1 g
g = = ··· = = 0, = 1.
t=x dt t=x dt n−2 t=x dt n−1 t=x
