ENCYCLOPEDIA OF MATHEMATICS AND ITS APPLICATIONS EDITED BY G.-C, ROTA Volume 4 Volterra Integral and Functional Equations1 Lai. Silo np Gamenis Ptbiey 2 Grae Ane Tyo Pans 3 Ke eh yo mt CoA Maat 4 ‘Witte Symry a Spon of Vrain unsal equion sas Neca font vi Rene Fro abn Nenrment Tony wth Apc tDeisemling Uni. ant sot Sever Leben so D-Lock_ Ang Mion in Qa Py: Ty tnd Aptian 9 Em. Lenk The Rash Wier Alia n Qu Thay 16 Nip ana ep 11 Witam ocr WT Conn an: A Toy etn {2 Ging tees Por GoneeNore Poisons Fie Eien pce 15 EcbnemeeClThe Log of Que Mech 16 Gb. lms na A Kerr The Reese Tyo be Sm Grp 17 Stade iiattson Warr TW HovFunThecucy Peon 2 Wohl tdilnGNdecer Hehe 2 Wiles tom ghey 22 Jule Boned een ad Gab They 2 leu Caon_The One Dims a aoa 36 Nwhwe eh They o Marae 2 ing ¢ Gale Tey Rear Viton 2 Nive) Cotman oente 50. Mut and Zanes Alpribmi Algerie Naber Toy 31 asl Bones Foc Equi cing Svea Vas 32 W Kozma BChoneal 8 Gree ncn Butane 1M Gleam, 0. Lan sl tls” Nurs ep Fecal os 25 Glenarm Bai persone SsENCYCLOPEDIA OF MATHEMATICS AND IT5 APPLICATIONS Volterra Integral and Functional Equations G. GRIPENBERG, Cnet 5.0, LONDEN & 0. STAFFANS et Unset Fa CAMBRIDGE UNIVERSITY PRESS cambridge New York Pot Chester Mou SyineyPetty te Pe ys he Uae Cenpe Gonna oti oo Ong be Asa came Uv 9 in Ot ii evry Pr Ce th rangi pao eae vary of Coes anni toi eaeCONTENTS Preface a List of Symbots si pte 1 Introduction and Overview TL ntrdtion 1 412 Some Examples of Volterra Bquations 4 41S Summary of Chapters 2-20, a 1A Bxerelet » Part I: Linear Theory Chapter 2 ‘Lincar Convolution Integral Equations 21 Introduetion Bs 22. Comolutions and Laplace ansorins = 23 Local Eitene and Uniqueness 2 24 Asymptotic Behaviour and the Paley Wiener Theorems. 45 25 Proof ofthe Paley: Wiener Theorems ” 26 Further Rewlts o 27 Append Profs of ome Auailary Resale a 28 Brercoe e 29° Comments 2 Chapter 3 [Linear Integrodiffrential Convolution Equations ‘1 Introduction % 32 Mesure, Convclutions and Lapice Transforms % 33 The Ineprdieratial Equation ® St Appendie Rubin's Thre * 35. Appendie: Total Variation of Maieie Mouure ® 36 Appendix the Comolation of» Meare ands Function | | 96 87 Appendix: Deities of Conoltions 98 38 Appendix: Laplace Transforms of Measures and Conolations 10 39° Berea 104 ‘810 Comments 10Shaper 4 auatons in Weighted Spaces Totton 412 tntucton eid Space 43. Regular Weight Panetions 4 Gelfand Theorem 45 Appendix: Proof of some Conlon Theorems 46 Brerciee 47° Comments Chapter 5 ‘Completoly Monotone Kernels 51 ntrodetion 5.2 Base Properties and Definitions 5:3. Voterra Equations with Completely Monotone Kerace 5A Volterra Inerodirential Equations with Completely Monotone Kernels 155 Volurea Equation ofthe Fis Kind 56 Bxercce 87 Conmets Chapter 6 ‘Nonintegrable Kernels with Integrable Resolvents 1 Introduction 62. The Shan Walnger Theorems 63 Analytic Mapping of Fourier ‘Transforms 64 Extensions ofthe Paly-Wener Theoret {85 Appendix the Hardy-Littewod Inequality 86 Exercises 67 Comments Caper 7 "Unbound and Uetable Slatin nerds 12 Chanter Expo inthe Ope ght al Pane 13 Charctersie Exponent on the rtical Line TA The Renewal Baton 7 Bverlee 76 Comments ‘82 The Ilia end Forcing Pietion Semigroups 83 tended Semlgroupe St Berens 85. Comments am 1» iat 135 1 10 Ms 9 16 12 168 18 10 16 i 12 183 1 1m 198 a ms a5 aoChapter 9 Linear Nonconvoluton Equations at ry 83 36 a7 a8 a9 Totraduetion Kernel of Type I? Renate of Type D> Valier Kernels of Type 2b Kero of Bounded and Coins Type Some Special Cases of Kerele {T-Kernols Defining Compact Mappings Volterra Kernels with Nonpositive ae Nonbegative Resolvents ‘An Asymptotic Rest 8.10 Append! Some Admssity Rsuls 811 Brereee 932 Comments Chapter 10 Linoar Nonconvolution Equations with Measure Kernels ro 102 0a oa 108 106 Tntrodiction| ineral Equations with Measure Kercs af Type B™ [NonconvelatonInegroderental Equations: Local Thy ‘Nonconvelaton InegrodMerental Equations: Global Theory Beco Comments Part Il: General Nonlinear Theory Chapter 1 Perturbed Linear Equations it 12 na 16 17 ns troduction ‘Two General Perturbation Theor ‘Nowlnear Cocvautien Integral Equi Pertusbed Linea Integrodifrental Batons Pertrbed Ordinary Dillerential Equations 2-Pretarhation of Conlon Bguntions Exercises Comments Chapter 12 [Existence of Solutions of Nonlinear Bauations iat a na 25 Totrodution. Continuous Solutions Fnctcoal Dilleretial Equations {ard B Solations Disctmno Nonlnwition 2 20 27 2 S388 Sees an a 3a a126 Examples 127 Exerces 128 Comments Chapter 13 Continuous Dependence, Diferentiablity, and Uniqueness, 131 Introduction 182 Continous Dependence 183. Difleenibity with Respet to Parameter 134 Maximal and Mininal Solutions 13.5 Some Uniqueness Rests 186 Proof ofthe Sharp Uniguents Theor 137 Brereies 138 Comments Chapter 14 Lyapunov Techniques MI Intradetion 142 Bosndedaes 143 Baitenoe of Limi at Indity 1144 Append: Local Abolnte Coninsity 145 Breries 148 Comments Chaper 18 General Asymptoties 15.1 Inteodacion 162 Limit Ses and Limit Batons 15: The Stractre of «Limit Set, 154 The Spectrum af « Bounded Funetion 5.5 The Dietinal Spectrum in C* 156 The Axympttie Spectrum 187 The Renewal Equation 158A Result of Lyapunov Type 189 Appendix: Two Tauberan Decompoiion Rus 15.10 Everts 1611 Comments a a 30 a a 396, a4 wm “6 2 ‘a 2 6 ra “81 185Part III: Frequency Domain and ‘Monotonicity Techniques Chapter 16 Convolution Kernels of Positive Type 161 Introduction ‘1 162. Punetions and Mesoutes of Poitive Type ry 163. Example of Functions and Measures of Pstve Type = _ 500, Kernels of Song and Strict Pastive Type sar Ant Costeve Measures 52 Further Inequalities 19 Appenic:Poriive Matrices and Meares 5 Appendix: Fowler and Lapace Transforms of Distributions S27 Beret sm 11.10 Comments 5 Chapter 17 Frequency Domain Methods: Basie Results Tr Iatreducton sor 17.2 Boundednes Results fran Interodifremal Equation - 580 123 Asgmptote Behaviour ou WAL Eatiaten 510 173. An Integral Bgation a 126 Bxerclee oor 122 Comments 0 Ompter 18 Froquency Domain Methods: Additional Results 181 Intrdueton ee 182. Interpolation betmeen an Integral and an Integodiferential Equation 08 183 Integral Equations Remoulded by Partial lnegraton i 184 Integral Equations Remoulded by Convolution: ry 185 Integrodifeemtial Equations Remouled by Convoations 58 186 Exerc a4 187 Comments 196 Chapter 19 ‘Combined Lyapunov and Frequency Domain Methods 10 Teeeduction 80 102 A'Kernel wth «Finite Fist Moment sa 13. Lipcit Contino Nolet 58 104A Linear Transformation of the Noniear Equation oun 195 Brerce 510 198 Comments ouCaper 20 Monotoniclty Methods ant ma ma ana ms me aur Toerodaton Noneotltion Kernel of Poitive Type Leg. Convex Kerala Keel of AotAccretve ad Tally Kvaant Type ‘Nonlinear Noaseparable Conlation Equations Beret Comers Bibliography Tex ers fit 19 ee 65 eas ootPREFACE During the past 25 years the theories of Voters intogral equations, Voltra nterodiferentl equations, and functional diferetia! equations Ihave undergone rapid developments. What began sea few seatered pa ‘ets on spite equation, and on partials applied problems, has grown Xo branches of applied alls of considerable, having ch structures ‘of tor ova. The growth has ben strongly promoted bythe Inge number ‘ot application that these theories have found in physi, engineering, and ‘ology. Our understanding of thse comparatively simple usually Hoar, problems chat were present rom the beganing has Incense sigan. {e additon, koowledge las een obtained about more general and about nore complex equations. We obere, fr example, thatthe main pat of the asymptote thery foe nonlinear Valera integral at negrdierea- til equations i of uly recent rig. The same observation a be mi Shoat equation invelving parameters or ition variable, and more ‘eneraly about equations in inte dimensional spaces Iti very common to make a fairly sharp distinction betweonVoltera Intgral and iteroiferential equations of the ove hand, and functional difeentil equations onthe ote band. In many respect his dtincton ie rtf, being de tote to the diferent backgrounds of Ue researcher than to any inherent dienes. In the sequel we refrto these group of ‘suitlons a Votre nepal and functional equations oe Valter equa {ons for shor, and many of the result that we give apply equally wel to funetona diferent equations and to Volterra integral integrons til equations. However, our general lite to thee equations recrbles the altitude that hasbeen peevaling for the lst fw years among people ork in Voller integral and integrdilerenia equations In parte. le we pay no attention to questions Uh we specie for Site delay pbc Although our snowiedge of Volterra equations i swf growing, the point may well be made hat tho stad) of Volera equations in fate ‘Amensional space has reached «cetan nary, wbieh both mediates fad takes posbl a coberent presontation. Tis book testes tothe {act tht we share this opinion. Certainly, we donot blleve that Vole uations in Ror Constitute a closed chapter. Tsufces to conser the ‘early of results on periodic solutions of nonlinear equations, o the far ‘teatfactory reclvent theory fr nonntgrae kre oreaie thatthe Seid i wide open fr progren. But we do beleve thatthe avalble esearch results makeup a certain whole which may probly be presented in teform of «book, In edtion, tis wil make articles seated throughout ‘the iteratre rly avalabie to the working tnsbematiian, "The cas of ordinary diferent equations absumed under the cast of Volterra equations. However, the inportance of thi fat ahead wt be ‘esggeratod. The preea text makes i cent that the theory of Vl ‘ustions exits a ch variety of fotarer aot prose i the theory of rian dierent equation The covereatement ala Bold: some of {he more spa rete walabl for orinnry diferential equations anno? eniby be extended to Valera equation ‘Chapter 1 gives an introduction to Voltara equtlons and a general ‘overview of the contents. The remaining pat of te book conics 19 hapers and is vided nto thee pasts: In Pact T (Chapters 2-10) we ‘onnder the Linea theory, and in Part I (Chapers 11-19) we deal with ‘quasar equations an existence problems fr general nonlinear equa: ‘ons, and sve some general xymptole els. Part IT (Chapters 16-20) Is devoted wo frequency domain methods in the study of molar equ. ‘Obvious, to sme extent the contents andthe general approach tothe subject rfc te research interests ofthe authors. This Is ptcalaly {rue of Chapters 15-20. Infact, » presentation ofthe results im Part It roid the initia impetsfor the writing of ths book Te was soon r= ‘hae, Bowever, tat a treatment of the near theory, together withthe ‘qnellinear and existence chapters of Part I, was equally important. The [rot thus gr into a expat of both ea and online Valter quae ‘ons infinite dimensional paces. Within these Ll, we have stempted to ncorporate ar much as posible of what we feel esta tothe unde Standing of Vole equations. Whetelinitation of space has prohibited. the nlsion ofthe complete proof we hae ed to giv at east an outlie. [Addo sults re equenly touched upon in the comme ection at te end of ech dapter “The major part ofthe tox is made up of results hat have ofr at mast ‘ec avallabe in restarch papers. Tn particular, his is rue fr Chapters 410, 12, nd 15-20. A nub ofthe fests given here have not appeared in pint before, and many previously existing results have been modified ‘and improved ‘At an early stage wa decided ot to inlade a umber of worthy topic ia Voters equations qustion in inGnite dimensional ypc, sochatc ‘eyuatons, geometric and degre theory, altractors, stable and sortable ‘manifold, eigeafunetion cxparsion,tfireation theory, coral and opt ‘ition probleme, owlaton roms and numerical methods Vey ile Si about neatral equation "The primary motmtion for thesn omni ‘simply a qumton of volume, There ir more than enough nthe baste tory of Vlerea equations in finite dimensional spaces to fill a gpodsind book. particu motion mes that many ofthese fel for xan le abstract Vaterra equations, are stil ine stat of fax, with now baseeats continuously emerging. Wilh afew exceptions the ctv text anljann-tmensionl rather than scala equation. Tir, ofcourse, gv the elt a rete generality apd = ‘wer appa, an fcitates generalizations to inte dimensional spaces In Parts Tand Il this setting i qiteatoral, and doe not ‘rely complieate the proof. The n-dimensional reitsn Capers 1610 ave appeared eaten th iterate almotexlaiey in a ela siting. Tedoce, however, appear nairaland consistent to present the nonlne ‘asymptotic thoory in the sme general mensional setting 2 We use in the err chapters. "The theory of scalar heres of pote type can be ‘extended to matrbvlued Heres without too mich additonal complexity, ‘and his is dane in Chapter 16 In some of he theorems in Chapters 17-19 ‘ne as to mae tho sghieant adie asumptian that the woalinarty te the gadint of ealar-valud function; when = 1 this amp fe ‘utomaticaly sti, ' substantial pat ofthe text concerns equations with measre-alued rns, In partialar, this tre for Chapers 3, 4,1, 16, and for parts (of Chapters 17-19. Our results may therefore be api to del and ‘lifeentilelay equations. The approach that we take to functional Ferntal equations difers, atleast in appearance, fom the common one ‘The rain difeence Is that we ste resolvent theory, and void se ‘goup techniques, In Chapter 8 semigroup thery Is presatd bre, tut the topie te nt pursed farther. One conaquence of out aproach 16 that thet eno ned for spare treatment of functional diferent ‘equatons with faite dala. Hence, we do aot discuss typical Bite delay ‘qetions, sch a eigenfuntion expansions, solutions that vanish after a Fite tine and backward continuation of solutions. Lstead, we attack itary importance to the laterality peopertin ofthe leet Uae Feslvents Alo, we put the enphass on study of the Laplace eae, ff the kere tend of on sty ofthe spectra of the generator of ae ‘semigroup (which however in realty amounts to the ae thing). Every ert as been made achieve a reanonably al contalnedprsen- tation, We hae bean fred to ame some bate lowledge of analy, sod do oceasonaly fallback ot results in Rodin [2} aad, ile and Philip [and Hewit and Stromberg [i]. Evens, a sigaibcat part of the txt I ben devoted to analysis results which are ditto Bad ix {he teratre bt which ae nade for the development of the tory. particular, we present a imber of therems on vector messin, of SOR. tolitions, snd om Laplace transform. Thee rele he bon teparse From the main body of the tet, nnd weveral chapters contain appenies Aeserbing ress of tchnieal nature ‘Execs and sone comments on futher reference, storeal develop- neo, ete are included wt thee each caper. We warn the reader that te exercnes cover wide range diealty: Some ofthe pablens are ‘iy appliations of the text hers require a mich deeper understandingof the topic. ‘One of our intentions when writing tis book was to stimulate further rossarch. Concoqenly, we hav ted to make the txt reflect as much ‘porte ofthe present state of knowledge in the aren ofthe thery of ‘alters equstions that we cover. In the case where ares geluded i the text i ot the beet aval, we hae teed Lo leurporate a statement to this eter, togetber with urbe references In he comesponding comune ‘We sustain ope tht the text wil bing about nore interaction be tweet rscarch warker inthe wo el of fnctonal diferent equations fn the one hand and Volterra integral and inegrodifferential equations ‘on the other band, We believe that both aren, which have Been uly Separated fom each other, would prot tem wich an intersection. In a , where (is some given ier product u =v fw~0-€ K whete Kise given one » A Oif y.Ay) > 0 orally €C*\ (0); u> vifumv telongs tthe nero of gen one K: : (Complex: conjugate of =, m hose ofthe st. ‘a{f} in Chapter 12, the measure of noncompact af the st onv{Q} Convex hl ofthe st iam{0) Diameter of the st; dam (A) = sup r~ yl] ny € 2). a ‘Th adjoint of the mate A with repectto sme sve nee oduct. ‘de[A) Determinant ofthe matic A ings + Diagonal matrix with ents a, a larlA] | Kernel (nlepace) of the mate rang(A]_— Range ofthe mate span{S} Linear span of the st of vectors in Logaitm with bee fm Umit. limsup Superior limi. mint Infor li ‘ot Tf sup Supremun, stint Beil indi, satin Eel int, feseup Essent supremum, [eel "The value ofthe distribution v evaluated tthe test funtion % Tiel Ra (60. Gue 0) as Sacton 162. 8 alt pot mas at, 6 = Me Aeolutely contimous part of tbe measure. Mo Diserte pat ofthe measures. o ‘Singular prt of the measure Xe Charctristie unetion of the set. 1 Hentey matenr) Toe EE ($0 fy M(ds}0l¢~ #)) at, wed ia Chapters 17-10, Tn Cape 1, th prin thine of xen of 2 somtimes Section 13.4, maslna slton. I Section 18.4, minimal solution.1 Introduction and Overview We ive brief introduction to Vora equations review some simple mathematical model Involving such equations, and give ‘an overview of the eontent ofthe book 1. Introduction let T(G,) be the temperature in ver-nfinite(¢ > 0) n-dimensional, ‘ar. Assume thatthe bales energy at a rate proportional 1 7(,t) at the point €= 0, and that an extra eoutc geerates heat proportional te the function 9) at this eo of tho ba. If the bar is insulated at all ‘her parts, and bas temperature 2eo atte 20, thea T's slutio of the folowing inita-boundary value problem (where some proportionally ‘oneante have been st equ 1) THEN = T(E, >0, > 0, T0,0) = aF 0.2) a 0, TKO) = 0, £20, ay aT =0, 20 ‘sing Laplace transforms sot hard to show tha T sates the equation efe Conant, the function T cas be csi once T0,) i known. Taking sow, eget te ozvalation Valera integral equation wos fin ere (0) = 704), KO) pte ena Te D(gi)-aT nds, t>0, €20. ()ae= 7, 120, aa) Fe hett- goths and 700 ate asBquation (12) is typi example ofthe equations tobe studied Ln thi ‘ook OF course, one might jst at well writ the equation Inthe form a= [Me ow( ane 40, #20, where () = —K(), but we shall sully wrt the integral onthe ef hand fide (lserve ust, in is example the orcng fonction ff the special form ff (¢—#)6e) de. In some of our renal we shall ake sania of this ac) I (1.2), the unknown faction (0) appears both by if and ‘under the tral sig moliptied by the kernel This fot quale this ‘equation asa Voltera uation ofthe second kid "As we wil se ater, the existence of a solution of an equation of the second kind wualy presents low of a problem. A more dif and cal: Jeng tank to delermive how the alton bears us tr 0. ‘As soother example, let us ily consider contol system with nega tie, delayed faedback The simplest model for such a system is Ue der felabdelay equation 60 tel-nah, ‘where r > 0. One possible approach to solve this equation i to wie semi- ‘group theory, but inthe bok we wil nstly take this equation as ‘tample ofthe intgrodileretal equation 200+ [wane ‘To get (13) fom (14), let pb pint ess with weight aa the poi 2 he, pl) = a fs © B; otherwise p(B) ~ 0. Psthermore, deine f by HO 2 “axes (att= 7) and et = 60) ‘A common way of wang nat funtona diferent delay equation ay (@), £20) 200 ay “0 [geting era, 228 La ano +20, er te nl facto ped. Hows, by dig FO + enone +9) an ing 2) S95), tas enon ty ea bce 8) Wn ely Ue act (be pnb a (2) ty eatin The to cling examples one poperty: thr of then can be eit ts tle Sinead ie option, Arar ‘nm tr tht car ic eis Slate te pwr“) ou) to 0) deny She diame t= td note mp eso al Inne‘aes tis essumption i too restricting; ore raise models often eal or time-dependent feedback. The equation (12) shuld then be replaced by we [Hoadninn, 2008) A sila ange is ruited in (1.4)- Equation (1.5) ia noncovoltion ‘Volterra oqation ofthe scond ki Tn the equations above the foback is assumed to be linear; normaly this isan acceptable Rist approximation” However, in a more dtalled ‘nase one must often take nolnerite into aroun For example, the State at time ¢ may depend on 2() fr #' ces the adiabatic sppranimation tobe oad (See Klas abd Sand [or deta.) or (21), the salar apprasimation HF) +0 [Hen o)de=—ol, 0) FIO9)=1, 22) was preseatod in Hanson otal. [2]. "The kernel) i asamed to satisfy HE) = (+8): play the role of (en? im (21). The nobomogeaeoas term a(t) represents the droitygret. The gal i to aoqie infor mation oo the behaviour of the ft F(a), prtcla as f= co ane aio Jn Hanson otal [1], « detald anuysis of (22) i carried oot using Laplace transforms. Several results on how F(t) behaves for small are ‘binned. See also Hanson eta for numerical work, and Lng [1 or ome qusltative extensions, Here we observe tha, by Theorem $3.3, oe Is F(a) = ralt)~ (Fa 2)(0) whete rm sth diferent reslvent of a/(t+0, Since the kernels ampletly monotone, one may epply There 5.41, Ti lends tothe conclusion that fa every a> Othe unc rls both bounled and integrable on R. Consequeey, i l elther bowed ‘oristegrablon R*, then oe bs ups F (va) < oe. Ire, in aditon, fexploy Exercise 61, and seve tht i etegrble, then we once ‘hat this hound is uniform with respect toa. Moreover, ne ea show that ralt)= ot?) +0 ((os8)"), tt on. Ser Wong end Wong [Theorem 4 Father rts on Bw Ft.) andre depend ona my be caned ycomaig camer [il snd 5 Se so Jorden a Whee 108. 22 Beample ‘Population dynamics constitutes @ major source of Volters equations, the ‘isi reference being Volera [5]. Lat us bly sketch one example tom thi Be ‘Consider a population having an age astrbution (a), # > 0, «> 0 ‘Thaw folate ber of lds with age nthe et a ne 1 Assume that the process of aging and ding modelled bythe balance le Pulte) Ou , s He), OM (ute) es) ‘The nonnegative fnetion m denotes the age-dependent death eat, Sup- pose thatthe birt proces satis w0)= [cont eo whee b isthe age-dependent fertity. Finally esume that te inital age Asrbaton (0,0) = 4) i known 2)ove solves (23) bythe method of characteristics and makes use of the Ina condition, then one obtains { (~Smte+a—4e) ostea es) Iseting the expression for ya) sven by (26) into (24), we obtain the near Voterea equation Mae [a-omanae na 26a) toon (- f'n). 10)=[, sooo (- [meron set tee Hy) gation (26) tthe lia renewal equation; se Pele "Amore eli model obtained ote lacadesdetaly-dopendence med), L009) 46, Ks Mib= [tt “This model war analysed in Gutin and MacCamy [I] and bas oem ox: texivly develop. For nots on this development, and for a comprehen ‘vw account of age-dependent population dynamics in geoeral (eluding ‘wealth of eferences), so Webb [i] A detailed acount of mathematics) nodes for physiology structured populations canbe fund in Metz ae Dickmann [It Fora general treatment of ageependent process and renewal theory, ‘se Chapter IV of thre and Ney 23 Example ‘The spread of an epidemle in population of fxd sae can be mathe. ‘matically described lows (Diekmann (2). Assume that the pope Inlon comists of infected (70), and suscepble(S() adidas with T()+5(¢)= P. Further asune that transits rom the infected state ‘he susceptible state cannot occur. Then 1) the ate a which suscep. ibe individuals tenor inked. We take the laf population 10) to be structured scoring to the Ue since infection, La il) de denote12 Some Example of Veter Bauatione 7 the numberof individuals hat were infos between ¢ = sand = 44d ‘Thea _stealde, 120, and $f Morsovee, M40), #20. Seppe that there exists a nonnegative fuetion A such at Ue nfcivity B (he rate at which sceptibe become info) inn by m= fa = [aan 10 Ale). > Opive, ive by St?) and integrate ve (0, to cbain SO) =f (oy) oe (2) = [60-9 -syaiae- 10, Len is 1 wo et 2(¢) = ~In(S()/S, then wo end up withthe nonlinear Voters where £0 en aaa [ae-ononaceto, #2 vere gfe) = I= ‘The chs paper onthe model I Kermack end MeKandtik [1]. An scympotie analysis ofthe solutions of (27) was done in Dinan 1) Dickmann aod Kaper [and In Geipenberg (27. Space-dependence was Inexprated in Dickman 2. For model nladiag suscepti infected, snd removed individual, 9, Steck and Willams [1 la Gripenbere (2, the spread of an inieltus dea tht does tot induce permanent ‘munity b tad ora survey of epidemics in bomogencous populations, soe Hethcte, Sth, and Van den Drisce [Further work on mathematical ei domiology isto be found in Capasso, Grosso, and Pave Foatana [Pp 106-180 end in Hetheoe, Lewis, and Van den Dresce2.4 Example ‘oltre equations bavefruertly boon used to describe conto systems with Feedback ops. We Mustrate by te sng oso, time invariant, od linear yen shown below Fle) 2, vo TST HO) Here F() and ¥(s) ae, spectively, the transforms ofthe input {and ‘Me output). The eyte tant function Ge) ls defined a te ato ofthe transform ofthe output ¥(s) to the transform of the Input Z(), ‘The feck Urner function dened by He). Conwequety, ¥0)=G)[F)- reat) 4 TFG) at gad be the tere tars af Gand H, and te k= 9h, Tetoe. Werth havent tine domain wos [ Me-owrae= 40, 120 be fuck is bat ap ty omic term with no memory and a Ter ine in put ith memory, then he eigen is 10+ [He aniajae= 40, 120. Ince the system is tie vying, wear ed oa noneonvaton equation, (Of course table system the foremost gal. Tn particular ope wishes tavelpai-output stability in an ?-snea, tequntly for p= co or "The eaten the Bld ge; ae MacFarlane {1 or a Fevlew and reprints of important papers. For mote recent work, se, e8, Mou, lle, abd Michel [1] and the elerenees mentioned re, 2.5 Example ‘The poine model equations for a micear reactor with nea feedback may bewrten a fot fet =Bn0-Aet0, 1 [Ke 9006-0, 0 YO) FU) HO= 859 4S rc, Bom (8) Hq12 Some Brample of Votera Bastions ° ‘Above p denotes the neutron density, ig the rut y= 2.5m, fe the delayed neuton factions (9 = 3%), ts the neatron were fge Lexie, and, ate the dacay const a the delayed neutron. The netions represent the delayed neutron dersite, Ki the reactivity feedback roel, py denous the equlibriam power Isl, and f isthe ex ternal cotrel. I's obioualy of primary iterent to have tail of the sulieium slation p= py = Apa). ‘A large oumber of resus on stabil eriteria for (28) exist. Seo Londen [i {) and, Podowski [1] and (2), abd the references mentioned in these articles General teats on miler reactor dynamics ee, for example ‘Ash (and Aleas, Lelouho, and Shot {1 ‘Obwerve tha if the delayed neutrons are neglected then (28) races to ($1001 nipple Den = iil «mH N= 0 Tn sine far-red ‘We end up with noionar Voller integrodiferetial equation having © ‘oalnerty which ia priori bounded from below. More complicated models may be constructed, fr example, with inter acting cores or including space pendence, 2.6 Example ‘Te thory of supetiity has moteted several authors to study the flowing problem Lat (2,3,2) € RP aud let two init plates be located at 2 = 0 end 1, respect. Assume cat the region between the plates conte Tigi ‘elim. Suppose thatthe boundary pats are gvea stelle. cilities in the y-direction. This wll erent » op-dimenonl Bw inthe Tiguid, Dente the velocity profile a the point (zy2) by fl). Theo sil be gover by the partial difereatal equation te, 130, Deze, subject to the conditions 0.2} = lt), 02 0, walGE) = ~ex(ultL) easing), £0, share coy by ate positive constants, and uy iste ntl wlsty pro Fil. ‘This problem may be convert to the system of nokinear Vera20+ [ant -oinloane are [et -stocaxs) de fi, 200+ [elt -vin(earin) ae [a(t —nnleee) de= fA M0), (0) = a0), and alts) (eerie), 612 Cleary, these fonctions g are periodic in f. The keels a and 3 are eine by here n() 12S oot), ax) = 2 (1425-1) ex(-tnn/t9)) "The nanhomogencous terms fil) and fs) depend on the intl fuetion su. Thee to een are aryinpoteally almost perio as this rabean, ope ca sow that slates exs fo all> O and are aympotcally almost pridie. See Miler) and 12, and Gripenbers [af forthe renal and extensions Tn Levinson [I], the corresponding semtinfite problem is considered, the equation Wate, £30, 130, subject v0 w(2,0)=0, 2>0, w4(0!)=e(u0,1)— 409), > 0. ‘Hee ® is monotone ineeasng,loelly Lipshta and satisfies (0) =O and ‘1t) sped. The problem is converted to 0.) + Jo [6 oF 44 ol0.0) sop as= 0, 120, ‘and conditions ate given under which mn(u(,t) — g(t) =, where Ispriodi. Note that fom (0) on may easly compute u(0). 2.7 Example ‘olures equations ae common in mathematical viscoelasticity pertaining to materials with memory. Tse materials ae characterized by constite tive relatos which are fnetinas ofthe past story ofthe material. Tn this content, we examise only sinple example and refer the reader to Renardy, Hrs abd Nobel 1 ora in-depth overview of te Bld (a particular, se Section IV ofthis moaopraph.) Fora bt, xsl ces ‘ie acount of initial valu, iterodifeential equation in veel, soe Hrs, Nobel, and Renard12 Some Brample of Veter Bastions Specialy, let us show how «partial intgrdifereatia pcb ean ‘be rodocd toa parameter-dependent salar Volterra equation. For this purpose, consider ua(2i)=o0l8.)+ Fle), 0<2 <1, 10 ‘uat) = Valet), O 0, ‘nd sume tha the trmperatare a the endpoint is kept at sre La te Internal ener ¢ a the hat fx 9 be fuetonals ofthe pst istry of and the gradient fu, respectively, that i, assume tat the‘material bas memory. A reasonable matbematiesl model sto take Att,2) = outta) + [ale salaa)as, a moot) + ft abet for ¢ 2 0 and © < < 1. Hore by, cy ao postive constants, and By: RR. "The molar function o is monovne fcressing, ‘ely smooth, and stisbes 0) = 0. Deote the externally supled baat wy M2). The balance equation is then den heh emg be rformulated boul, 2+ [iow Jule, z) de fe = a(o(ue(e.2))),d8+ (4.2). 2.13) The tral sae by cl) = oy ~ (6); fnton Gs. de tine y the extra beat supply andthe ory pret = 0 Por deals an referent the wdeying pal hay, We eer tere to Nobel ‘ing to the spacedependoce ou the aul of (2.18) dos pr se flout he sop of he pee mork. Neverthe snc the ois 9 fd ae way tle oe of pte type, te ania don we much Ofte tery devdoped in Chapters 1-20. pata, song pty fu te theory of ompletely postive Kernel ae usta i this context. Seu ob a Seto 32,42 od 3. 8. Summary of Chapters 2-20 "The text Is vide into thee parts, devoted respectively to lner thery, seneal nonlinear theory, and asymptote theory for nonlinear equations. “The fist parton linear theory may farther be subdivided according to ‘the distinction conolution/nenconelution. Chapters 2-8 deal with ono. ution equations and therefore rely avy on transform they. Chapters ‘and 10 analyse nonconoltion equations, ‘The general noalincar part, Chapters 11-18, arases questions he exintne of sltions, continous dependence, perturbations, Lyapunov methods, and general eymptot. the final port, Chapters 16-20, wo discuss frequency domain and rmonotonety methods, Most ofthe’ equations Investigated in this part‘se of eomvelution type, and forthe dewlopmet oftheir asymptotics the {hoary of kernels of pastive type plays a decisive role. "At the end ofeach chapter there are exerci and sene comments on references, historical developments, ee. Pr wealth of farther comets ‘neater work, espeilly on tho Soviet Herat, wo refer the reader to {Cordinean 0, ‘A bee arvey ofthe contents ofeach chapter flows PARE 8.2 Chapter 2: Linear Convolution Integral Equations ‘We beg or sty of Valera equtios by considering the linear cono- luton uation 20+ [Mentone ‘whore kis an mn mates with complex entre, al and faze comples: Faluedr-vctors. We use the notation (= 2)(@) fp He so(e) ds. By ‘ico Heaton, we formally drive the variation of constants formula 2 = fore f whee the resolvent should satisfy the equations 7 = Iker = Krak, Before progresing farther wit some be properties of ‘onvautons and of Laplace ad Fourie reforms of fuetons (the prot ‘tre defereed to an append). Then, in Sotion 23, we prove the existence ‘fa unique salution ofthe resolvent equatios, and deduce the valation ‘of constants formals Section 24 is devoted to th Paley-Wrener theorem. ‘Thi fundamental rest sys that if ee (RY), then 7 © ENE; O°") iran oly IF denotes the Fore tausorm) desl +e) #0, Re>0. “The prof i eared ina serie of lemmas Soton 25. In addition to rns supported on (Volterra kernels) we conser keels supported ‘on F(Predheln kel), Thos, sme of our results apply to the equation M, CER (aa) xo fo Me-neenanns, eR A) "To realize the inpotance of the condition r © L'UR*:C°%"), observe tha ff LARC) andr © LR CO), then ref RPC), CConsegienty, the saluton 2 = fre f of (211) belongs to the same space asf Theorems 245-2.47 give farther rsa alng the same lise. ‘An analy of fr» fas a map of LAQR;C*) Into tse, together wih Nyquist tore on Use numberof ern of dt + (2) in Re >O ‘ocd he chapter,3.3 Chapter 8: Linear Integrodiferential Convolution Equations nthe thie chapter we analyse the integrodfrential equations 20+ faints) =/0, 16 a 0s fyianie-n no, ven a9 “The larne! jin (2.1.2) isa cally bounded matrix-al Bore mearare suppottod an Fe (e Voteea kere), whereas in (81.6) isa bound ‘matrbevloed measure on F(a Fredholm kernel) We denote these cases of measres by Mig RR"yC™"") and MUR °°") respectively: Te fue ‘one and tke thle values nC. Convoltion fs again denoted by», that, G2 2)0) = J nldee(t—«). In ease pan are supported oo FP, then G12) =D sd)a( a). Note tat i conse of pol rane only (a case which we donot exci), then (31.2) dace toa Aerentia delay equation, Linear fanetioal diferent equations are ince in the formation (6.1.2, but no special consideration is given to equation with finite delay. Following at expeiinal introduction, we study the covoltin of measure at Tanti, and consider Laplace wansorms of loaly 6 tite messes Section 33 contains the main eels of the chapter, We fist deuce the existence of the ferential resolvent of « measure He Mye(RU°;C°*"), that, we prove the existence of unique ely bsolutly continuout funtion rained on Rating (0) =T and Uae HW + wen =H + (eM =0, CER. ‘With the ad of the diferent resolvent we ean expres the sation of (81.2) in the wartation of constants form alt) =rithzo +(r D8, HERE ‘Tho sown part of Section 33 gives the Paley-Wiene tneorems ap- pheable to (8112) and (S10). "Asume that ye in (812) satisiee [ee MRSC"). Then the olen rf eatienr€ LMR O°") fan ony ide ji) #0 for Re > 0. Silay iy in (1.0) satis ee M(R{C™""), then chase resoivent © L4(R C>"") i ant ont it ‘ate + Ale] #0 foe Be = 0. Ihe ater resolvent (route to satisfy Puerta rt ren = Oo Rand r(04) ~r(0-) =) exists thn ‘we can express the ston of (816) in tho slighty diferent eoitian of ‘tens form h provided that / belongs to some suitable space of functions Theorems 330-3310 demonstrate the significance of (the existence of) integrable relents. We conclude the section by giving some remus on periadie ‘lutions and on ationsAL tho ed of Chaper 8 thee are Ave appends, La, Sections 84-38, outaning supplementary results, needed In thi wel asa ator chapters, Sttion $1 formulates diferent versions of Fins theorem, and Seton 135 dacs the total variation of vector mesure. In Section 36 we fetal some properties ofthe comtlution of a meanare al function Derivative of the comvoitions are analacd in Scion 3.7. Finally it Section 38 we gies few ula on Laplace talon of rene 3.4 Chapter 4: Equations in Weighted Spaces Tn this Ghapter we analyse the coalition ietagea equations Hoe [mito ne, t6R, (any ane [udnaeo=r0, tem ia ‘ih meneresated eral, Furthermore, weve sme aoa a (312) ad (31.0) Ta (411) ne ue tate M(B") (0 Voter emda io (41.2) that yee OR.) a Fein ler Ty comb of planus oly thn he equation become dlrnce capatin The roolent 9 of i oie tomy 0 +s = 9+ pee = 16 hence p(t) i ow w mse. Thi ft fr eine the ‘onlin of two mewure, nod to ante te properties of ts tps of ‘onvaition (Ue poo i deere to an appends) This ting doe, we ‘ow i Thee 41 fat a east © Mne(RSC"") Ba igor teen pe M(B") and only St + ((0} 2 0 (hee (0) denotes pate oa am of tocar that te nese i422) coin a iden ter ((0) J) that he etait is(i uO). Wi hs maureen pa our pea, we ca ‘rie he slo of (411) nthe vaio a cota m= Jp "The rmining part of Chapter is formant in the fener of weigher, Satins 4:2 and 43 ited the rede to we oe on abd dete wed fn pac nd te weight ecu yas [Rp and MR 9). Here the weigh fonction 9" Rs post, Ina ounded, submaipteative (ati (+9) < wile) nd et ists (0) = 1 For example, the space MBLs; ©™") consists ofthese ‘mats of ally Bate Hoe earn tat sity fq, bi) ee) © 20. The ky qurton of Satan 44 the follwing Seppe that eMC ps0") When do flow tat te roles» boge {othe wine mace? A coil ron the dovopment af the sarees oe ‘Theorems 43 44% and tht crore) i pj by There 4:2 duet Galan, cnering te inert of «malar mesure Note {hat his elt snes mone apse on he sigur pare an Once we knw that p © MIR 3") 0 pe MILE"),then vatlous results ebout the solution (Theorems 4411 and 4.4.12) ean Dedede, “The interodiferentia equations (8.1.2) and (8.1.6) can be analysed in weight spnces too. The results re actualy sharper than tbs forthe ne {ogra equation nthe ena tha he conditions obtained are oth cent fan eficlent; ee Theorems 4413 and 441 Equation of so-called neutral type are daa among the execs of ‘his chapter ‘3.5 Chapter 5: Completely Monotone Kernels ‘Sealar convolution heroes that ae loeally integrable and completly mona- tne on (0,00), Ley hea watising (1) K0(0) > 0 fort > 0 and 47 0,1,2,3,. have ben the object of numerous suis. In Chapter 5 ‘re prevent tome ofthe reali obtained and apply the to Volera ea. Sone. We extend the concept of complete monotonicity to matrices by roawiring (F()) to be completely monotone forall» € C™ (where (,) Issome inner produc). Section 6:2 contains basi definitions of matrix alata need both i (Chapter 8 and in Part IL The well-known theorem by Bean on the repreestation of «completely monotone function av the Laplace rnafrm (fa omegntive meme is ive. Suberucedly, a chracerstion ofthe Laplace transform Fs) ofa completly monotone Ksction = preeata We show that soc a trator canbe anally extended to C\R real on the real ai satisies QF (:) © Ofer G2 > 0, and lime FU) =, Conversely, function Fs) having tes four popes is shown to be te tuansform of e completely monotone fonction, "This result is extremely ‘wef in sppiations "At aconequence of Bernaein's theorem we etal, in Theorem 5:2 ‘hat the logarthinof «completely manotone neon i convex TEs wel known thatthe resolvent of cla completly monotone fne- lon is completely monotone, We prove ths fact forthe matic ease in Theorem 53.1 Tn Section 64 we snalae the difretal resolvent r of « completely ‘monotone lay integrable funeion fe eary to show tht eat [beeompletly monotone on 0,30) However, the sum of completely ‘monotone fanetion and an exponentially decaying one. ‘The proot ofthis {act contain ome elaborate analy ‘ection 6.6 bey consider Linear Voller uations ofthe fit kind, se equations af the ype fw as Ity sats (7 #4)(0) = (bor)() = 1 for > 0, then rsa resolvent ofthe fiat Ka of kad te soltion of (611) i 20) = r(Of(0) + + PIO, ‘Asan applcaion of the characterization of the Laplace tausorm of & £10, beRE. (2)completly monotone function, we oben result on the existence of reselvent of tho fist kind, Furthermore, the ease whore the (saat kernel is ponogatve and nonnccasing i sudd in Theorem 555. 8.6 Chapter 6 Nonintegrable Kernels with Integrable Resolvents ‘he Paly-Wiener theorems in Chapers 2-4 which yield the existence ‘fan integrable reve all require the orignal kernel tobe integrable Ta ener ifthe conchaon to be retained, then we cannot remove this equtemeat without imposing some extra conditions, Although some ‘newer, at what extra conten ufc, do exis, tbe problem i tl to same extent open. Chapter 6 teats this question in sme deta Im Section 2 me show tat, f the salar eave the kernel i locally lnterabe, nonnegative, nninreasing, and convex, then Trl) <0 Tn fac, we reco an explicit uppee bound fr [rl sqm, Independent of (ne may combine the Paley Wiener theorems on FR with thi rei on the sz of the reset of a acalar convex lero to obtain ations reslts on the itorabiity of restate To do this it oersary to ‘Rady fanetons tht are loelly equal to Laplace tranaorms This i de in Section 63. The actual combination is presented in Seton 64, together ‘ichsome farther extensions ofthe Paey-Wrene results Observe that two of te extensions, 1, Theorems 6:42 and 6.14, relate to ystoms Inthe appendix in Seton 63, we sate and prove an toquality doe to Hardy an Littlewood tat is nooded in the proof ofthe fact that the resolvent of «conve kernel i itera {87 Chapter 7: Unbounded and Unstable Solutions Section 7.2 devoted to the ass where the condition det=1+ A= 40, Re 2 0 or dll +p(2)] #0, Re > O are vnlatd in the open ight balf plane Re > 0. In Use cases, the dilferetial reve or relent of Includes exponentially growing term. Theorenis 7.23 nd 7.25 derbi the behaviour of atone of eqatons contining scm kernel pW remark thatthe rele are frat intr of weight spaces "The case where des] + ji] or de! + 2) bas tro on the erin lige sted in Section 7.3. The rots tre similar to thow obtained in Seton 7.2, but stronger amtumptions have to be mae. The analsit much more intricate and many deta are omitted As an aplintion, some comeaeaces pertaining tothe renewal equation are given. 3.8 Chapter 8 Volterra Equations as Somigroups Tn Chaper& we belly analyse Voter euatlons fom a semigroup poi tf view In Section 82 we deine the sil faction semigroup T and he forcing fnction semsgrop S, and compute Use infin generator.‘Theorem 82.8 ascertains tat the adjoint semigroup of isthe transposed forcing faction semigroup. tis shown in ection 83 that by considering extend semigroups one may remove sme ofthe limitations that appear inthe context of nia funeson ad forcing function semigroue. "Thi semigroup approach ie not nd shewhere in the book. 3.9 Chapter 9 Linear Nonconvolution Equations ‘ero wo present the Basi theory om Volterra equations of the fom soe fMenoaean0, ten as Macht he ants rare in th eting of vss Bonach alga Ie Sach Own ht oe hc of pe Pon tt aa 4." ae the alse bere br ih he mappa 7 = Tjmtunnsbae takes 190) souinany to tal aon init denen = [tains then this des of kerace coneitites & Banach lgebra ‘The subalica ‘of Volterra herein consi of thom race fr which Ks) — 0 whe {ft The comvesiont Propasiion 9:27 give conditions (iit when 1.< p< 0, romary and ificeat when p= I or p= 30) or Eto bow rot of type 17 Section 93 is devoted tothe existence ofa reaen of eral of ype LP The seven of fe roqired to be ofthe tae type asf, and 10 satiny rp ker orsrak = kon J If basa coe, then the vltion ‘of equation (0.1) oan be written ma 2= fr f ‘Trem 3415 ise hey result on the exivnor of «rset of a nom convolution Volterra kere Here it issn that the global problem of Finding a resevet of Fon J cam be reac to the lal problem of ding ‘teolent of kon Jj, where J= Ur J- I follows from Banachalgebr Sguments that f bas w unique eaoient on J Wllyyy < e Coalry ‘93.1 ier the lea representation oft rset aetna oferta karele Tn prctice we clten have J = Ri. For this cass, It ig convenient wo have Joel versions ofthe theorems giving the existence ofa resolvent. Sach sersont are found in Section ‘Kernel of so-called bounded snd continuous types on J reconsidered Section 95. Kernel of bounded type map BJ} no ie, sd keels ‘continous type tap bounded subnets of (J) Int equcortnsoas ets ‘of factions en J. Section 96 analyses certain subalbra of lernels of Sounded type; ia partir, kernels of bounded prot ype, and eras ob enymplatialy period peIn the applications of fied point theorems ono frequently requtes tho Janel fo the reslent to generate a compact mapping, Tn Section 97 ‘formulate suicieat conditions for this to happenin the ease where Fis type U7, with 1

& In Theorems 10334 ‘and 1035, we prove various rests on the product ofthe thee diferent ‘paces of kernels thar have been ntouced "Tho diferenil resolvent ros equited vo sai r(,) 00> tend ea) = Beene f xedoriane Beene f rensnane (vor the second relation should bo interpreted as measure equation). {As Theorem 10:37 ext, Ix i locally of type (BL) on Fe, then iene «uniqon diferent resolvent» wtich is aly of type [MB 00 Fe. The sluton of (10.6) can then bo writen 0s 2() = F020 + Sarit a)f(0) ds Section 10. contains some global rst fr (10.1.6) Ie worth pint ing oat tht all arable ele of this Kind azeof perturbation type-I patina, they are baad on the fact that sc = y+ (both ocally (of ype [B™:L"] on Fe), and ify and rae the diferential reves of respecte my and gy thin r+ #ea+r= trams) = ry. Varows examples are given where ry ariginaes nan ordinary fret uation, tr in Volterra equation of convolution type. ‘The setion is concluded ‘ithe bre leasion of equation (10.1.6) with R* replaced by Re PART IL 3.11 Chapter 11: Perturbed Linear Equations this chapter we Inch the sty of nonlinear equations by analysing perturbations of linear equitions. Spcfealy, we consider the equations oe [Hanaenciie, te", aun) sed 409+ [seanxe) 0010, eR xO)—m LA ‘where we aasme that Ccan be writen athe sm of x small -dependent {ecm and aterm independent of, Using the vation of xmstants ra,