Past exam of the mathematics course of the University of Cambridge / 2013 / iii / Paper 6 / 2

For a linear spatial operator, let $U(t,s)$ denote the formal homogeneous evolution from time $s$ to time $t$, satisfying ${\partial }_{t}U(t,s)h+D(t)U(t,s)h=0$ and $U(s,s)h=h$. This also allows time-dependent coefficients in the spatial operator. The Duhamel principle statesDifferentiation of the integral contributes $g(t)$ at its upper endpoint and $-D(t)$ times the integral, while the initial value is $f_0$. If $D$ is time-independent, one writes $U(t,s)=S(t-s)=e^{-(t-s)D}$. The principle uses linearity; an arbitrary nonlinear differential operator would not justify this superposition formula. No analytic construction of $U$ or boundary conditions is required for this formal statement.

The damped free-transport evolution is $S(t)h(x,v)=e^{-t}h(x-tv,v)$. Substituting it into the Duhamel principle givesThe spatial shifts all follow the same backward characteristic curve ending at $(x,v)$ at time $t$; the velocity is constant.

Separate the transported initial datum from the gain term. Defineand the Boltzmann Volterra operatorThe Duhamel principle makes the linear Boltzmann equation equivalent, whenever the integrals and solution are legitimate, toThe gain samples velocities $v_{\ast }$ at the backward spatial position of the outgoing velocity $v$; replacing that spatial shift by one depending on $v_{\ast }$ would give a different equation.

Fix an arbitrary finite $T$ and use the Banach space of bounded continuous functions $C_b([0,T]\times {\mathbb{R}}^{2d})$ with the supremum norm. Set $A=\Vert k_1{\Vert }_{\infty }\Vert k_2{\Vert }_1$. For $f$ in this space, the velocity integralis bounded by $\Vert k_2{\Vert }_1\Vert f{\Vert }_{\infty }$. If $(t_n,x_n)\to (t,x)$, the integrands converge pointwise and are bounded by the integrable function $\Vert f{\Vert }_{\infty }{k}_2$. The dominated convergence theorem proves continuity. Thus the rank-one gain on bounded continuous functions, $Kf=k_1{H}_f$, is continuous and bounded. The same theorem applied to the time integral shows that $\tau$ maps this space into itself, including at $t=0$.

Time ordering gives the factorial bound for a Volterra iterate:Consequently the Volterra series for the linear Boltzmann equationconverges uniformly on the whole finite time slab, so its sum is continuous and bounded and satisfies the fixed point equation. Tracking the damping factors gives the sharper pointwise bound $\Vert f(t){\Vert }_{\infty }\le e^{(A-1)t}\Vert f_0{\Vert }_{\infty }$. This proves existence for every finite $T$, without requiring $AT<1$ or uniform continuity of $f_0$. Boundedness on finite slabs does not assert a uniform bound over infinite time.

Let $h_0=f_{1,0}-f_{2,0}\ge 0$. The damped free-transport evolution preserves nonnegativity, and a nonnegative kernel makes $\tau$ preserve it as well. Every term in ${\sum }_{n\ge 0}{\tau }^{n}F(h_0)$ is therefore nonnegative. By linearity, the difference $f_1-f_2$ solves the fixed point equation with initial value $h_0$. The assumed uniqueness identifies it with this nonnegative sum on every finite interval. Hence the order preservation for the linear Boltzmann equation givesContinuity upgrades pointwise limits in the series to the stated continuous solution; no pointwise differentiability or minimum principle is needed.