A regularity theorem for a Volterra integral equation of the second kind (Q1001611)

The author studies the existence and smoothness of local solutions of the nonlinear Volterra integral equation \[ f(x)v(x) = \phi(x) - \int_0^t \left(1 + \Gamma_1(x,\xi) + (1 - \xi/x)^{1/2}\Gamma_2(x,\xi) \right) v(\xi) d\xi, \qquad 0 \leq x < T. \leqno (*) \] Equations of this type appear in singular optimal control of free boundary value problems. The functions \(f\), \(\Gamma_1\) and \(\Gamma_2\) are \(C^\infty\)-functions with \(f(0) = 0\), \(f(x) > 0\) in some interval \((0,T)\), \(\Gamma_1(0,0) = 0\), \(\Gamma_2(0,0) \neq 0\), and the function \(\phi\) is a \(C^n\)-function for some \(n \geq 1\) with \(\phi(0) = 0\). The zero of \(f\) at zero and the factor \((1 - \xi/x)^{1/2}\) in the kernel makes this problem singular, and the standard existence theory given by, e.g., \textit{G. Gripenberg, S.-O. Londen} and \textit{O. Staffans} [Volterra integral and functional equations, Encyclopedia of Mathematics and Its Applications, 34. Cambridge etc.: Cambridge University Press (1990; Zbl 0695.45002)], does not apply. Here it is shown that if a number of partial derivatives of \(\Gamma_2\) at zero are small enough, then \((*)\) has a \(C^m\) solution on \([0,T)\) for \(r^* \leq m \leq n-1\), where \(r^*\) depends on the order of the zero of \(f\) at zero. Moreover, if \(\phi \in C^\infty\) and \(\phi^{(n)}(0) = 0\) for all \(n \geq 0\), then \(v \in C^\infty\) and \(v^{(n)}(0) = 0\) for all \(n \geq 0\).