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
A linear Volterra equation of the second kind is
In operator theory, and in Fredholm theory, the corresponding operators are called Volterra operators. A useful method to solve such equations, the Adomian decomposition method, is due to George Adomian.
A linear Volterra integral equation is a convolution equation if
The function K in the integral is called the kernel. Such equations can be analyzed 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 actuarial science through the renewal equation.
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