An algebraic study of Volterra integral equations and their operator linearity

Abstract

The algebraic study of special integral operators led to the notions of Rota-Baxter operators and shuffle products which have found broad applications such as iterated integrals. This paper carries out an algebraic study of general integral operators and equations, and shows that there are rich algebraic structures underlying Volterra integral operators and the corresponding equations. First Volterra integral operators are shown to produce a matching twisted Rota-Baxter algebra satisfying twisted integration-by-parts operator identities. In order to provide a universal space to express general integral equations, free operated algebras are then constructed in terms of bracketed words and rooted trees with decorations on the vertices and edges. Further explicit constructions of the free objects in the category of matching twisted Rota-Baxter algebras are obtained by a twisted and decorated generalization of the shuffle product, providing a universal space for separable Volterra equations. As an application of these algebraic constructions, it is shown that any integral equation with separable Volterra kernels is operator linear in the sense that the equation can be simplified to a linear combination of iterated integrals with the same kernels.