Converting IVP to Volterra Equation

The method that converts an initial value problem to an equivalent Volterra integral equation. Before
this method we use the useful transformation formula
𝑥 𝑥1 𝑥2 𝑥𝑛−1 𝑥
1
∫ ∫ ∫ …∫ 𝑓(𝑥𝑛 )𝑑𝑥𝑛 = ∫ (𝑥 − 𝑡)𝑛−1 𝑓(𝑡)𝑑𝑡
0 0 0 0 (𝑛 − 1)! 0

That converts any multiple integral to a single integral .This is an essential and useful formula that will be
employed in the method that will be used in the conversion technique.

We point out that this formula appears is most calculus texts. For practical consideration, the formula
𝑥 𝑥 𝑥
∫0 ∫0 𝑓(𝑡)𝑑𝑡𝑑𝑡 = ∫0 (𝑥 − 𝑡)𝑓(𝑡)𝑑𝑡

and
𝑥 𝑥 𝑥
1 𝑥
∫ ∫ ∫ 𝑓(𝑡)𝑑𝑡𝑑𝑡𝑑𝑡 = ∫ (𝑥 − 𝑡)2 𝑓(𝑡)𝑑𝑡
0 0 0 2! 0

are two special cases of the formula given above, and the mostly used formulas that will transform
double and triple integrals respectively to a single integral for each.

Returning the main goal of this section, we discuss the technique that will be used to convert an initial
value problem to an equivalent Volterra integral equation. Without loss of generality, for the simplicity
reasons. We apply this technique to a third order initial value problem given by

𝑦 ″′ (𝑥) + 𝑝(𝑥)𝑦 ″ (𝑥) + 𝑞(𝑥)𝑦 ′ (𝑥) + 𝑟(𝑥)𝑦(𝑥) = 𝑔(𝑥)

subject to the initial conditions

𝑦(𝑜) = 𝛼 , 𝑦 ′ (0) = 𝛽 , 𝑦 ″ (0) = 𝛾 , 𝛼, 𝛽 and 𝛾 are constants.

The coefficients functions 𝑝(𝑋) , 𝑞(𝑥) and 𝑟(𝑥) are analytic functions by assuming that these functions
have Taylor expansions about the origin. Besides, we assume that g(x) is continuous through the interval
of discussion. To transform above equation into an equivalent Volterra integral equation, we first set

𝑦 ″′ (𝑥) = 𝑢(𝑥)

where 𝑢(𝑥) is a continuous function on the interval of discussion.

Integration both sides from 0 to x where we find

𝑥
𝑦 ″ (𝑥) − 𝑦 ″ (0) = ∫ 𝑢(𝑡) 𝑑𝑡
0
Or equivalently
𝑥
𝑦 ″ (𝑥) = 𝛾 + ∫ 𝑢(𝑡) 𝑑𝑡
0

Obtained upon using the initial condition 𝑦 ″ (0) = 𝛾 .To obtain 𝑦 ′ (𝑥) we integrate both sides from 0
to x to find that
𝑥 𝑥
𝑦 ′ (𝑥) − 𝑦 ′ (0) = 𝛾𝑥 + ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0

𝑥 𝑥
𝑦 ′ (𝑥) = 𝛽 + 𝛾𝑥 + ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0

Obtained upon using the initial condition 𝑦 ′ (0) = 𝛽. To obtain 𝑦(𝑥) we integrate both sides from 0
to x to find that

𝑥2 𝑥 𝑥 𝑥
𝑦(𝑥) − 𝑦(0) = 𝛽𝑥 + 𝛾 + ∫ ∫ ∫ 𝑢(𝑡) 𝑑𝑡
2 0 0 0

𝑥2 𝑥 𝑥 𝑥
𝑦(𝑥) = 𝛼 + 𝛽𝑥 + 𝛾 + ∫ ∫ ∫ 𝑢(𝑡) 𝑑𝑡
2 0 0 0

Obtained upon using the initial condition 𝑦(0) = 𝛼.

Using the conversion formula to reduce the double and triple integrals to single integrals , we obtain

𝑥2 1 𝑥
𝑦(𝑥) = 𝛼 + 𝛽𝑥 + 𝛾 + ∫ (𝑥 − 𝑡)2 𝑢(𝑡) 𝑑𝑡
2 2 0

And
𝑥
𝑦 ′ (𝑥) = 𝛽 + 𝛾𝑥 + ∫ (𝑥 − 𝑡)𝑢(𝑡) 𝑑𝑡
0

Backward substitution leads to the following Volterra integral equation of the second kind
𝑥
𝑢(𝑥) = 𝑓(𝑥) + ∫ 𝐾(𝑥, 𝑡)𝑢(𝑡) 𝑑𝑡
0

Where

1
𝐾(𝑥, 𝑡) = 𝑝(𝑥) + 𝑞(𝑥)(𝑥 − 𝑡) + 𝑟(𝑥)(𝑥 − 𝑡)2
2!

and

1
𝑓(𝑥) = 𝑔(𝑥) − {𝛾𝑝(𝑥) + 𝛽𝑞(𝑥) + 𝛼𝑟(𝑥) + 𝑟(𝑥) (𝛽𝑥 + 𝛾𝑥 2 )}
2
Example 1:

Find the equivalent Volterra integral equation to the initial value problem

𝑦 ″ (𝑥) + 𝑦(𝑥) = 0 𝑦(0) = 0 , 𝑦 ′ (0) = 0

Solution

Let 𝑦 ″ (𝑥) = 𝑢(𝑥)

Integration both sides from 0 to x using initial condition 𝑦 ′ (0) = 0

𝑥 𝑥
∫ 𝑦 ″ (𝑥)𝑑𝑥 = ∫ 𝑢(𝑡)𝑑𝑡
0 0

𝑥
𝑦 ′ (𝑥) ∣0𝑥 = ∫0 𝑢(𝑡)𝑑𝑡
𝑥
𝑦 ′ (𝑥) − 𝑦 ′ (0) = ∫ 𝑢(𝑡)𝑑𝑡
0

𝑥
𝑦 ′ (𝑥) − 0 = ∫ 𝑢(𝑡)𝑑𝑡
0

𝑥
′ (𝑥)
𝑦 = ∫ 𝑢(𝑡)𝑑𝑡
0

Integration again using initial condition 𝑦(0) = 0

𝑥 𝑥 𝑥
∫ 𝑦 ′ (𝑥)𝑑𝑥 = ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0 0

𝑥 𝑥
𝑦(𝑥) ∣0𝑥 = ∫0 ∫0 𝑢(𝑡) 𝑑𝑡

𝑥 𝑥
𝑦(𝑥) ∣0𝑥 = ∫0 ∫0 𝑢(𝑡) 𝑑𝑡

𝑥 𝑥
𝑦(𝑥) − 𝑌(0) = ∫0 ∫0 𝑢(𝑡) 𝑑𝑡

𝑥 𝑥
𝑦(𝑥) − 0 = ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0

𝑥 𝑥
𝑦(𝑥) = ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0

𝑥
𝑦(𝑥) = ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
0

Using the conversion rule and backward substitution leads to the following required Volterra integral
equation
 𝑦 ″ (𝑥) + 𝑦(𝑥) = 0
𝑥
𝑢(𝑥) + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡 =0

𝑥
𝑢(𝑥) = − ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡

Example 2:

Find the equivalent Volterra integral equation to the initial value problem

𝑦 ″ (𝑥) − 𝑦(𝑥) = 0 𝑦(0) = 1 , 𝑦 ′ (0) = 1

Solution

Let 𝑦 ″ (𝑥) = 𝑢(𝑥)

Integration both sides from 0 to x using initial condition 𝑦 ′ (0) = 1

𝑥 𝑥
∫ 𝑦 ″ (𝑥)𝑑𝑥 = ∫ 𝑢(𝑡)𝑑𝑡
0 0

𝑥
𝑦 ′ (𝑥) ∣0𝑥 = ∫0 𝑢(𝑡)𝑑𝑡

𝑥
𝑦 ′ (𝑥) − 𝑦 ′ (0) = ∫ 𝑢(𝑡)𝑑𝑡
0

𝑥
𝑦 ′ (𝑥) − 1 = ∫ 𝑢(𝑡)𝑑𝑡
0

𝑥
𝑦 ′ (𝑥) = 1 + ∫ 𝑢(𝑡)𝑑𝑡
0

Integration again using initial condition 𝑦(0) = 1

𝑥 𝑥 𝑥 𝑥
∫ 𝑦 ′ (𝑥)𝑑𝑥 = ∫ 1𝑑𝑡 + ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0 0 0

𝑥 𝑥
𝑦(𝑥) ∣0𝑥 = 𝑡 ∣0𝑥 ∫0 ∫0 𝑢(𝑡) 𝑑𝑡

𝑥 𝑥
𝑦(𝑥) ∣0𝑥 = 𝑥 + ∫0 ∫0 𝑢(𝑡) 𝑑𝑡

𝑥 𝑥
𝑦(𝑥) − 𝑌(0) = 𝑥 + ∫0 ∫0 𝑢(𝑡) 𝑑𝑡

𝑥 𝑥
𝑦(𝑥) − 1 = 𝑥 + ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0

𝑥 𝑥
𝑦(𝑥) = 1 + 𝑥 + ∫ ∫ 𝑢(𝑡) 𝑑𝑡
0 0
 𝑥
𝑦(𝑥) = 1 + 𝑥 + ∫ (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡
0

Using the conversion rule and backward substitution leads to the following required Volterra integral
equation

𝑦 ″ (𝑥) − 𝑦(𝑥) = 0
𝑥
𝑢(𝑥) − 1 + 𝑥 + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡 = 0

𝑥
𝑢(𝑥) = 1 + 𝑥 + ∫0 (𝑥 − 𝑡)𝑢(𝑡)𝑑𝑡