On inversion of convolution integral operators on a finite interval

The Gohberg-Heinig inversion formula \[ T^{-1}\varphi(t)=\varphi(t) -\int\limits_0^\tau \gamma(t,s)\varphi(s)\,ds\, ,\qquad 0 \leq t\leq\tau \] for a convolution operator \[ T\varphi(t):=f(t)-\int\limits_0^\tau k(t-s)f(s)\,ds\, ,\qquad k\in L^1_{m\times m}[-\tau,\tau]\, . \] on a finite interval \(0\leq t\leq\tau\) is computed explicitly for the case when the kernel function is given by \(k(t)=Ce^{tA}B\); here \(A\), \(B\) and \(C\) are constant matrices of the size \(n\times n\), \(n\times m\) and \(m\times n\) respectively. It is proved that the operator \(T\) is invertible if and only if the following \(n\times n\) matrix \(M\) is invertible \[ M:=I_n-\int\limits_0^\tau e^{-sA}BCe^{sA}\,ds\, , \] where \(I_n\) is the identity \(n\times n\) matrix. Moreover, the kernel \(\gamma(t)\) in the inversion formulae (1) is written explicitly with the help of the matrices \(A\), \(B\), \(C\) and \(M\). For the entire collection see [Zbl 1031.00013].

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