Cauchy problem for a class of integro-differential equations
Consider the following Cauchy problem. Find a function \(f(x)\) such that \[ \begin{aligned} \sum_{l=0}^n\left[c_{l}f^{(l)}(x)+\int_0^{+\infty}K_{l}(x-t)f^{(l)}(t)dt\right]&=g(x),\quad x\geq 0,\\ f^{(l)}(0)&=f_{(l)},\quad l=0,\dots,n-1, \end{aligned} \] for given \(g\) and initial values \(f_{(l)}\). It is shown that if all roots of the characteristic polynomial have negative imaginary parts and the corresponding strong moment problem is solvable, then the solution of the problem can be reduced to the solution of a Wiener-Hopf integral equation. An example of an application of the result to a problem related to nonlocal wave interaction is presented.
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