Volterra integral equation

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In mathematics, the Volterra integral equations are a special type of integral equations. They are divided into two groups referred to as the first and the second kind.

A linear Volterra equation of the first kind is

where ƒ is a given function and x is an unknown function to be solved for. A linear Volterra equation of the second kind is

In operator theory, and in Fredholm theory, the corresponding operators are called Volterra operators.

A linear Volterra integral equation is a convolution equation if

The function in the integral is called the kernel. Such equations can be analysed and solved by means of Laplace transform techniques.

The Volterra integral equations were introduced by Vito Volterra and then studied by Traian Lalescu in his 1908 thesis, Sur les équations de Volterra, written under the direction of Émile Picard. In 1911, Lalescu wrote the first book ever on integral equations.

Volterra integral equations find application in demography, the study of viscoelastic materials, and in insurance mathematics through the renewal equation.