01 Volterra Rez

Integral Equations of Volterra
Resolvent of Volterra’s Integral Equations.

Solving the Integral Equations with Help
of Resolvent.
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

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
..................................................................
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).
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
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
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.
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
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).

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
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
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
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

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Integral Equations of Volterra

Resolvent of Volterra’s Integral Equations.

Lets assume that we have the Volterra integral equation of

where K(x,t) is continuous function on 0 ≤ x ≤ a, 0 ≤ t ≤ x

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

ϕ0 (x) + λ ϕ1 (x) + λ 2 ϕ2 (x) + · · · + λ n ϕn (x) + · · · = f (x)+

By comparing the coefficients of identical powers of λ , one

Formulas (3) define a way of iterative evaluation for the

By continuing the transformations in formula (3), one may

Next formula can be obtained by continuing further

In this formula the functions Kn (x,t) are known as iterative or

The formula (2) could be rewritten with help of equations (4)

The function R(x,t; λ ) defined with help of series

is called the resolvent (or resolving kernel) of integral

It should be noted that the iterative kernels as well as resolvent

the solution of equation (1) using the resolvent can be written

Sometimes the kernels of Volterra’s integral equations could

where ak (x) are continuous in the interval (0,C).

One could define a function g(x,t; λ ) for another way to find

with initial conditions

The function g(x,t; λ ) found from the solution of the equation

In a similar way one can obtain formulas for finding the

In this case the resolvent R(x,t; λ ) can be found from formula

Where function g(t, x; λ ) is solution of differential equation

with initial conditions

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