Volterra integral equation

A Volterra integral equation has a variable integration limit, so its value at a point depends only on earlier values. Repeated integration produces factorial decay, which often makes its Neumann series converge without a smallness assumption.

The derivative and convolution theorem for Laplace transforms give $[p+1/(p+2)]\bar{x}=1/p$. Partial fractions yield $\bar{x}=2/p-2/(p+1)-1/(p+1{)}^2$, so $x(t)=2-(2+t)e^{-t}$ tends to two. A direct check gives $x^{\prime }=(1+t)e^{-t}$ and $(e^{-2t}\ast x)(t)=1-(1+t)e^{-t}$. Introducing the memory variable $w=e^{-2t}\ast x$ gives the equivalent local system $x^{\prime }+w=1$, $w^{\prime }=x-2w$, $w(0)=0$, explaining why the transform denominator has a repeated pole at $p=-1$.

For causal convolution on $t\ge 0$, the Laplace transform convolution theorem converts $x+\sin \ast x=F$ into $\bar{x}=[(p^2+1)/(p^2+2)]\bar{F}$. Since this multiplier is $1-1/(p^2+2)$, inversion gives the displayed resolvent kernel. The formula remains valid for locally integrable forcing on finite intervals: substitution and the Fubini theorem reduce verification to an identity between the two continuous sine kernels. Thus a global Laplace transform is a convenient derivation, rather than an essential growth restriction on every local forcing.

A function weighting the influence of past values in a history-dependent equation. In a Volterra integral equation its convolution with the history is causal: only earlier times appear. For an integrable kernel, $\tilde{\kappa }(0)={\int }_0^{\infty }\kappa (u)du$ measures its response to a constant input. In a generalized Langevin equation, the friction memory kernel records delayed resistance to the velocity.

The iteration $y_0=x$, $y_n=x-{\int }_0^x(x-s)y_{n-1}(s)/sds$ successively appends terms of the displayed series. Induction verifies the iterates, and factorial denominator bounds give convergence with derivatives on compact sets. Its limit is the power series solution of $x{y}^{\prime \prime }+y=0$, $y(0)=0$, $y^{\prime }(0)=1$.

For time-dependent integral kernels on a Riemannian manifold, composition also integrates over the intermediate point: $(A\ast B)(t,x,y)={\int }_0^t{\int }_{M}A(t-s,x,z)B(s,z,y)d{V}_{z}ds$. It is associative under the usual absolute-integrability hypotheses. The integration simplex gives factorial bounds for iterated convolutions of bounded kernels.

Starting from $\Vert \tau g(t){\Vert }^2\le C^{2}t{\int }_0^t\Vert g(s){\Vert }^{2}ds$, induction integrates $s^{2n-2}$ at the $n$th step. Its denominator accumulates the odd integers $1,3,\dots ,2n-1$. The factorial bound for a Volterra iterate is stronger because $(n!{)}^2\ge (2n-1)!!$.

If $\Vert \tau f(t)\Vert \le C{\int }_0^t\Vert f(s)\Vert ds$, repeated integration produces the time-ordered simplex of volume $t^n/n!$. Thus the Neumann series ${\sum }_{n\ge 0}{\tau }^n$ converges on every finite interval, without requiring the single-step operator norm to be less than one.