How to use this course
Vito Volterra is remembered in several separate communities. Analysts know the Volterra operator and the integral equations with a variable upper limit. Functional analysts trace their subject to his “functions of lines”. Materials scientists use his construction of dislocations. Ecologists learn the Lotka–Volterra equations in their first course. Italians remember him as a senator, the first president of the National Research Council and one of twelve professors who would not take the Fascist oath.
This course connects these pieces. A single idea runs through most of them: a quantity can depend on the whole history or the whole shape of another function, and mathematics should treat such dependence as naturally as it treats dependence on a number.
- Real analysis: Riemann integration, uniform convergence, basic measure theory for Lesson 04.
- Ordinary differential equations and phase-plane analysis for Lessons 09 and 10.
- Some linear elasticity (stress, strain, Lamé constants) for Lesson 08.
- For Lessons 06 and 07, familiarity with the Laplace transform helps.
Each technical lesson opens with a paragraph for the general reader, then gives precise statements, proofs or derivations, and exercises with folded solutions. The order roughly follows his career: real analysis (1881), functionals (1887), integral equations (1896), heredity and elasticity (1905–1913), and population dynamics (1926–1931).
Timeline
| 1860 | Born 3 May in Ancona, then in the Papal States, only child of the cloth merchant Abramo Volterra and Angelica Almagià. |
| 1862 | His father dies. The family depends on his uncle Alfonso Almagià; Vito grows up mainly in Florence. |
| 1878 | Enters the University of Pisa. |
| 1879 | Wins a place at the Scuola Normale Superiore, Pisa; studies under Enrico Betti and Ulisse Dini. |
| 1881 | First papers, on pathological functions in real analysis. |
| 1882 | Laurea under Betti, with a thesis on hydrodynamics; becomes Betti’s assistant. |
| 1883 | Professor of rational mechanics at Pisa, aged 23. |
| 1887 | Papers on functions that depend on other functions: the start of functional analysis. |
| 1892 | Succeeds Betti in mathematical physics at Pisa. |
| 1892–93 | Moves to the chair of mechanics at Turin. |
| 1896 | Notes on the inversion of definite integrals: Volterra integral equations. |
| 1897 | Founds the Italian Physical Society. |
| 1900 | Succeeds Eugenio Beltrami in mathematical physics at Rome. Plenary lecture at the Paris ICM. Marries Virginia Almagià on 11 July. |
| 1905 | Named a senator of the Kingdom of Italy. Begins the theory of distortions of elastic bodies. |
| 1907 | Memoir on multiply connected elastic bodies in the Annales de l’École Normale Supérieure. |
| 1910 | Foreign Member of the Royal Society of London. |
| 1912 | Lectures at the Sorbonne, published in 1913 as Leçons sur les fonctions de lignes. |
| 1915 | Enlists as a lieutenant in the engineers; works on airships. |
| 1917 | Heads the Office of Inventions, renamed the Office of Inventions and Research in 1918. |
| 1921 | Honorary knighthood from George V. |
| 1923 | First president of the National Research Council (CNR); president of the Accademia dei Lincei. |
| 1926 | Predator–prey equations, prompted by Umberto D’Ancona’s fishery data. Leaves the Lincei presidency. |
| 1927 | Replaced at the CNR by Guglielmo Marconi. |
| 1928 | Plenary lecture on hereditary phenomena at the Bologna ICM. |
| 1931 | Leçons sur la théorie mathématique de la lutte pour la vie. In December refuses the oath of loyalty and loses his chair. |
| 1934 | Expelled from the Lincei for refusing a second oath. |
| 1936 | Member of the Pontifical Academy of Sciences. Théorie générale des fonctionnelles with Joseph Pérès. |
| 1938 | The racial laws strike him and his family. |
| 1940 | Dies 11 October at home in Rome; buried at Ariccia. |
Ancona and Florence, 1860–1878
Vito Volterra was born in Ancona on 3 May 1860, in the last months of papal rule over the city. His parents, Abramo Volterra and Angelica Almagià, belonged to the Jewish community of the Marche. Abramo, a cloth merchant, died in 1862, leaving the family poor. Angelica’s brother Alfonso Almagià took mother and son in. They lived for a time in Turin and then settled in Florence, where Vito spent his youth.
He read Adrien-Marie Legendre’s Geometry at eleven and was soon working through calculus on his own. His family wanted him to go into commerce. He attended the Dante Alighieri Technical School and the Galileo Galilei Technical Institute in Florence, where two teachers changed his course. The mathematician Cesare Arzelà recognised his ability. In 1877 the physicist Antonio Ròiti offered him a post at the Istituto di Studi Superiori in Florence, which gave the boy a small income and a reason to stay in science.
In the autumn of 1878, with the support of his teachers, Volterra entered the University of Pisa to study science.
Pisa: Betti and Dini, 1878–1883
In 1879 Volterra won a place at the Scuola Normale Superiore with the highest marks of his year. Pisa then had two of the best analysts in Italy. Ulisse Dini was building the rigorous theory of real functions in the style of Karl Weierstrass. Enrico Betti, who had been a close friend of Bernhard Riemann during Riemann’s stays in Pisa in the 1860s, taught mathematical physics: potential theory, elasticity and hydrodynamics.
Both influences show at once. In 1881, still a student, Volterra published notes on the strange functions that Dini’s school collected, including a function with a bounded derivative that the Riemann integral cannot recover (Lesson 04). His laurea thesis of 1882, under Betti, was on hydrodynamics; it contained results that George Stokes had obtained independently.
Betti made him his assistant in December 1882. A year later, at 23, Volterra won the competition for the chair of rational mechanics at Pisa. From the start he worked on two levels at once: careful analysis and physical problems. That pairing defines his career.
Pisa, Turin, Rome, 1883–1900
The Pisa years were his most original. In 1887 he published a series of notes in the Rendiconti of the Accademia dei Lincei on functions that depend on all the values of another function, which he called functions of lines (Lesson 05). In 1890 he extended the Hamilton–Jacobi method to other problems of mathematical physics, and between 1892 and 1894 he wrote on partial differential equations, especially the equation of cylindrical waves.
When Betti died in 1892, Volterra took over his chair of mathematical physics and became dean of the science faculty and editor of Il Nuovo Cimento. He soon moved to the chair of mechanics at Turin. There, in 1896, he published his notes on the inversion of definite integrals, which created the theory of integral equations with a variable limit (Lesson 06). In 1897 he founded the Italian Physical Society.
In November 1900 he succeeded Eugenio Beltrami in the chair of mathematical physics at Rome, which he held for 31 years. The same year he gave a plenary lecture at the International Congress of Mathematicians in Paris, on the analytic styles of Betti, Francesco Brioschi and Felice Casorati, and on 11 July he married his second cousin Virginia Almagià. Their son Edoardo became a leading historian of Roman law; their daughter Luisa married the marine biologist Umberto D’Ancona, a connection that would matter in 1925; their son Enrico became a professor of engineering in the United States.
A derivative that cannot be integrated
For the general reader. The fundamental theorem of calculus says that integrating a derivative gives back the original function. In 1881 the student Volterra built a function whose derivative exists everywhere and stays bounded, yet cannot be integrated in Riemann’s sense. Twenty years later Henri Lebesgue cited such examples to show that a better integral was needed.
- Recall Lebesgue’s criterion for Riemann integrability.
- Understand the construction of Volterra’s function on a fat Cantor set.
- Prove Volterra’s theorem that no function is continuous exactly on the rationals.
The integrability criterion
A function \(f:[a,b]\to\mathbb R\) is Riemann integrable if and only if it is bounded and its set of discontinuities has Lebesgue measure zero.
Volterra worked before measure theory existed, but his construction is designed exactly to defeat this criterion. He needed a nowhere dense set of positive “content” and a derivative that oscillates near every point of it.
The construction
Start from \(f(x)=x^2\sin(1/x)\), \(f(0)=0\). It is differentiable everywhere, with \(f'(x)=2x\sin(1/x)-\cos(1/x)\) for \(x\neq0\) and \(f'(0)=0\). So \(f'\) exists but oscillates between values near \(\pm1\) in every neighbourhood of 0.
Let \(S\subset[0,1]\) be a Smith–Volterra–Cantor set: at stage \(n\) remove an open middle interval of length \(4^{-n}\) from each of the \(2^{n-1}\) remaining closed intervals. On each removed interval \((\alpha,\beta)\), place a copy of \(f\) grown from the left end, then frozen at a critical point \(x_0\) with \(x_0\le(\beta-\alpha)/2\) and \(f'(x_0)=0\), then reflected so it returns to 0 at the right end. Set the function to 0 on \(S\). The result \(V\) has these properties:
There is a function \(V:[0,1]\to\mathbb R\) that is differentiable at every point, with \(V'\) bounded, such that \(V'\) is not Riemann integrable. In the construction above, \(V'\) is discontinuous exactly on \(S\), a closed nowhere dense set of measure \(\tfrac12\).
Why it works. Inside each removed interval, \(V\) is a smooth piece and \(V'\) is continuous. At a point \(s\in S\), \(|V(x)-V(s)|=|V(x)|\le(x-s)^2\) because each piece is bounded by the square of the distance to the nearest endpoint, so \(V'(s)=0\). But every \(s\in S\) is a limit of endpoints of removed intervals, and near each endpoint \(V'\) takes values close to \(1\) and \(-1\). So \(V'\) is discontinuous at every point of \(S\), a set of positive measure, and the criterion fails. Lebesgue’s integral repairs the theorem: if \(F'\) exists everywhere on \([a,b]\) and is bounded, then \(F'\) is Lebesgue integrable and \(\int_a^bF'=F(b)-F(a)\).
A second result from 1881
There is no function \(f:\mathbb R\to\mathbb R\) that is continuous at every rational point and discontinuous at every irrational point. More generally, two functions whose sets of continuity points are both dense cannot have disjoint sets of continuity points.
Proof in modern language. The continuity set of any function is a \(G_\delta\): it equals \(\bigcap_n U_n\) where \(U_n\) is the open set of points at which the oscillation of \(f\) is less than \(1/n\). If the continuity set were \(\mathbb Q\), then \(\mathbb Q\) would be a dense \(G_\delta\). The irrationals \(\bigcap_{q\in\mathbb Q}(\mathbb R\setminus\{q\})\) are also a dense \(G_\delta\). Their intersection, the empty set, would be a countable intersection of dense open sets, contradicting the Baire category theorem. Volterra’s argument predates Baire’s 1899 theorem and proves the needed special case directly.
Exercise 4.1Show that the Smith–Volterra–Cantor set described above has measure \(\tfrac12\), and that it contains no interval.
Show solution
Exercise 4.2For \(f(x)=x^2\sin(1/x)\), \(f(0)=0\), prove that \(f'(0)=0\) and that \(f'\) has no limit at 0.
Show solution
Exercise 4.3Thomae’s function is \(t(p/q)=1/q\) in lowest terms and \(t(x)=0\) for irrational \(x\). Show it is continuous exactly at the irrationals. Why does Volterra’s theorem forbid the reverse?
Show solution
Functions of lines
For the general reader. The area under a curve depends on the whole curve, not on a single number. So does the length of a path, the energy of a vibrating string, or the time a bead takes to slide down a wire. In 1887 Volterra proposed treating such quantities as functions in their own right, with derivatives and Taylor series. Jacques Hadamard later named them functionals.
- Define Volterra’s derivative of a functional and compute it in examples.
- See the passage from finitely many variables to a continuum.
- Write down the Volterra series and recognize its later uses.
The definition
Volterra considered a quantity \(F[y]\) that depends on all the values \(y(t)\), \(a\le t\le b\). He called it a function of lines because \(y\) is a curve. He required continuity: small changes in \(y\) give small changes in \(F\). His key definition is the derivative at a point \(t\).
\(F\) has derivative \(F'[y;t]\) at \(y\) if, for every perturbation \(\delta y\) supported on an interval \(I\ni t\) of length \(h\), with \(|\delta y|\le\varepsilon\),
\[ F[y+\delta y]-F[y]=\big(F'[y;t]+\eta\big)\int_I\delta y(s)\,ds, \]where \(\eta\to0\) as \(\varepsilon,h\to0\). If the derivative exists at every \(t\) and is continuous, then for general small \(\delta y\)
\[ \delta F=\int_a^b F'[y;t]\,\delta y(t)\,dt+o(\|\delta y\|_\infty). \]Today this is the Fréchet derivative represented by a kernel, or the physicist’s functional derivative \(\delta F/\delta y(t)\). The extremals of the calculus of variations are the curves with \(F'[y;t]=0\) for all \(t\), and the Euler–Lagrange equations are what this condition becomes for integral functionals.
From finitely many variables to a continuum
Volterra’s heuristic was explicit. Divide \([a,b]\) into \(n\) pieces of length \(\Delta t\) with sample points \(t_i\). Then \(F[y]\) is approximately a function \(f(y_1,\dots,y_n)\) of the values \(y_i=y(t_i)\), and
\[ df=\sum_{i=1}^n\frac{\partial f}{\partial y_i}\,dy_i\ \approx\ \sum_{i=1}^n F'[y;t_i]\,\delta y(t_i)\,\Delta t. \]So \(\partial f/\partial y_i\approx F'[y;t_i]\,\Delta t\): partial derivatives become a density in \(t\), and sums become integrals. This passage to the limit guided his work on integral equations as well (Lesson 06).
The Volterra series
The same heuristic, applied to Taylor series, gives the expansion now named after him:
\[ F[y]=k_0+\int_a^b k_1(t)\,y(t)\,dt+\int_a^b\!\!\int_a^b k_2(t_1,t_2)\,y(t_1)\,y(t_2)\,dt_1dt_2+\cdots \]with symmetric kernels \(k_n\). In the 1940s and 1950s Norbert Wiener used such series to describe nonlinear systems with memory, where \(y\) is an input signal and \(F\) the output at a given time. They remain a standard tool in nonlinear system identification.
Exercise 5.1Compute \(F'[y;t]\) for \(F[y]=\int_0^1\big(y(s)^3+s\,y(s)\big)\,ds\) and for \(G[y]=\big(\int_0^1y(s)\,ds\big)^2\).
Show solution
Exercise 5.2Let \(F[y]=\int_0^1\tfrac12 y'(s)^2\,ds\) on functions with \(y(0)=y(1)=0\). Show that \(F'[y;t]=-y''(t)\) for smooth \(y\), and deduce the extremals.
Show solution
Exercise 5.3Find the first two kernels of the Volterra series of \(F[y]=\exp\big(\int_0^1 k(s)\,y(s)\,ds\big)\).
Show solution
Volterra integral equations
For the general reader. An integral equation asks for an unknown function that appears inside an integral. When the integral runs only over the past, from a fixed start up to the present moment, the equation describes a process whose current state depends on its history. Volterra showed in 1896 that such equations always have exactly one solution, and he showed how to compute it.
- Prove existence and uniqueness for Volterra equations of the second kind by iterated kernels.
- Reduce equations of the first kind to the second kind.
- Understand why the Volterra operator has no eigenvalues.
The second kind
Let \(K(x,t)\) be continuous on the triangle \(a\le t\le x\le b\) and \(f\) continuous on \([a,b]\). Consider
\[ u(x)=f(x)+\lambda\int_a^x K(x,t)\,u(t)\,dt. \]Define iterated kernels \(K_1=K\) and \(K_{n+1}(x,t)=\int_t^x K(x,s)\,K_n(s,t)\,ds\).
For every complex \(\lambda\) the equation has a unique continuous solution
\[ u(x)=f(x)+\lambda\int_a^x R(x,t;\lambda)\,f(t)\,dt,\qquad R(x,t;\lambda)=\sum_{n=1}^{\infty}\lambda^{n-1}K_n(x,t), \]where the series for the resolvent kernel \(R\) converges uniformly on the triangle, and \(R\) is an entire function of \(\lambda\).
Proof. Let \(M=\max|K|\). By induction, \(|K_n(x,t)|\le M^n(x-t)^{n-1}/(n-1)!\): indeed
\[ |K_{n+1}(x,t)|\le\int_t^x M\cdot\frac{M^n(s-t)^{n-1}}{(n-1)!}\,ds=\frac{M^{n+1}(x-t)^n}{n!}. \]So \(\sum|\lambda|^{n-1}|K_n|\le M e^{|\lambda|M(b-a)}\), and the series converges uniformly for \(\lambda\) in any bounded set. Substituting shows that \(u\) solves the equation. For uniqueness, the difference \(w\) of two solutions satisfies \(w=\lambda\int_a^xKw\); iterating \(n\) times gives \(|w(x)|\le\|w\|_\infty(|\lambda|M(x-a))^n/n!\to0\). The factorial, which comes from integrating over a simplex of shrinking volume, is the whole point: it is the variable upper limit that makes the series converge for every \(\lambda\).
This is the decisive difference from the equations with fixed limits \(\int_a^b\) that Ivar Fredholm treated in 1900–1903. Those have eigenvalues, where the solution fails to exist or to be unique, and Fredholm’s alternative governs them. Volterra’s equations have none.
The first kind
Suppose \(K\) and \(\partial K/\partial x\) are continuous on the triangle, \(K(x,x)\neq0\) for all \(x\), \(g\in C^1[a,b]\) and \(g(a)=0\). Then \(\int_a^xK(x,t)\,u(t)\,dt=g(x)\) has a unique continuous solution, namely the solution of the second-kind equation
\[ u(x)=\frac{g'(x)}{K(x,x)}-\int_a^x\frac{\partial_xK(x,t)}{K(x,x)}\,u(t)\,dt. \]Differentiate under the integral sign to obtain this. Niels Henrik Abel’s 1823 tautochrone problem leads to a first-kind equation with the singular kernel \((x-t)^{-1/2}\), which needs a separate treatment and was one of Volterra’s starting points.
The Volterra operator
On \(L^2[0,1]\) define \((Vu)(x)=\int_0^xu(t)\,dt\). It is compact. If \(Vu=\mu u\) with \(\mu\neq0\), then \(u\) is continuous, \(u(0)=0\) and \(u'=u/\mu\), so \(u\equiv0\). Hence \(V\) has no eigenvalues at all, and the spectrum of \(V\) is \(\{0\}\). Its norm is \(2/\pi\). It is the standard example of a quasinilpotent operator that is not nilpotent.
Exercise 6.1Find the resolvent of the kernel \(K(x,t)=1\) and solve \(u(x)=1+\lambda\int_0^xu(t)\,dt\).
Show solution
Exercise 6.2Solve the first-kind equation \(\int_0^x\cos(x-t)\,u(t)\,dt=\sin x\).
Show solution
Exercise 6.3Show that \(\|V^n\|\le1/n!\) on \(L^2[0,1]\), and deduce that the spectral radius of \(V\) is 0.
Show solution
Composition and heredity
For the general reader. Bend a steel spring and release it, and it springs back. Bend a rubber band or a glass fibre, and part of the deformation lingers; the material remembers. Ludwig Boltzmann had proposed in 1874 that such memory adds up linearly over the past. From about 1909 Volterra built the mathematics of these hereditary phenomena on his integral equations and a new product of functions.
- Define Volterra’s composition and permutable kernels.
- Formulate linear hereditary elasticity and the principle of the closed cycle.
- Solve hereditary equations with the Laplace transform.
Composition
For kernels defined on \(x\le y\), Volterra defined the composition
\[ (F\ast G)(x,y)=\int_x^yF(x,\xi)\,G(\xi,y)\,d\xi. \]It is associative and distributive, and it plays the role of matrix multiplication for continuous indices. The iterated kernels of Lesson 06 are powers \(K^{\ast n}\), and the resolvent is a geometric series in this algebra. Two kernels are permutable if \(F\ast G=G\ast F\). The most important permutable kernels are those of the closed cycle, \(F(x,y)=f(y-x)\); for them composition becomes the convolution
\[ (f\ast g)(t)=\int_0^tf(t-s)\,g(s)\,ds, \]which is commutative. Volterra built an algebra of such functions, with powers, roots and analytic functions of them, a forerunner of operational calculus and of Jan Mikusiński’s later convolution quotients.
Hereditary elasticity
In a linear material with memory, the stress depends on the strain now and on the whole past strain history:
\[ \sigma(t)=E\,\varepsilon(t)+\int_{-\infty}^{t}\varphi(t,\tau)\,\varepsilon(\tau)\,d\tau. \]If the hereditary law does not change with time, so that a strain history shifted in time produces the same stress history shifted in time, then the memory kernel depends only on elapsed time: \(\varphi(t,\tau)=\varphi(t-\tau)\). The influence of the past is then a convolution, and a cyclic deformation leaves no permanent change in the law.
Inverting such a law to express strain through stress is a Volterra equation of the second kind. Combining it with Newton’s law gives integro-differential equations, which Volterra studied systematically and summarized in his 1913 Leçons sur les équations intégrales et les équations intégro-différentielles and in his 1928 plenary lecture at Bologna. His last paper, on energy in hereditary elastic phenomena, continued the theme.
Exercise 7.1With \(1\) denoting the constant kernel, show that \(1^{\ast n}(x,y)=(y-x)^{n-1}/(n-1)!\).
Show solution
Exercise 7.2A hereditary spring obeys \(\sigma(t)=E\varepsilon(t)-\int_0^t\beta e^{-(t-s)/\tau}\varepsilon(s)\,ds\) for a strain applied from \(t=0\). Under a constant strain \(\varepsilon_0\), find \(\sigma(t)\) and its limit.
Show solution
Exercise 7.3Solve \(u(t)=1+\int_0^t(t-s)\,u(s)\,ds\) using the Laplace transform.
Show solution
Distortions of elastic bodies
For the general reader. Take a ring of rubber, cut it through, slide one face of the cut relative to the other, and glue it back. The ring is now stressed even though no external force acts on it. Volterra classified these self-stressed states in 1905–1907. Thirty years later, metallurgists found that the same objects, now called dislocations, explain why metals bend instead of shattering.
- Understand why multiply connected bodies admit internal stress without loads.
- Describe Volterra’s cut-and-weld construction and its six types.
- Compute the field and energy of a screw dislocation.
Compatibility and multivalued displacement
In linear elasticity a displacement field \(u\) gives a strain \(\varepsilon_{ij}=\tfrac12(\partial_iu_j+\partial_ju_i)\). Conversely, a strain field satisfying Adhémar Barré de Saint-Venant’s compatibility conditions comes from a displacement, but only locally. In a simply connected body the displacement is single-valued. In a multiply connected body, such as a hollow cylinder, integrating the strain around a loop can return a different displacement.
Let a body \(B\) be multiply connected, and let \(\varepsilon\) be a smooth compatible strain field on \(B\). Make \(B\) simply connected by cuts \(\Sigma\). Then \(\varepsilon\) comes from a displacement \(u\) on \(B\setminus\Sigma\), and the jump of \(u\) across each cut is a rigid displacement:
\[ [u](x)=b+\omega\times x, \]with a constant translation \(b\) and rotation \(\omega\). Each cut therefore carries six constants. Volterra called the resulting states distorsioni; when \(b\) or \(\omega\) is non-zero the body is stressed with no load applied.
Volterra realized each type by a construction: cut along \(\Sigma\), move one face by the rigid motion, add or remove material as needed, and weld. For a hollow cylinder with the cut along a half-plane through the axis, the three translations and three rotations give six elementary distortions. Today the translational ones with \(b\) along the axis or perpendicular to it are the screw and edge dislocations; the rotational ones are disclinations. In 1934 Geoffrey Ingram Taylor, Egon Orowan and Michael Polanyi independently proposed crystal dislocations to explain plastic flow, and they used Volterra’s solutions for the elastic fields. The vector \(b\) is now called the Burgers vector.
The screw dislocation
In cylindrical coordinates \((r,\theta,z)\) around the \(z\)-axis, take
\[ u_z=\frac{b\,\theta}{2\pi},\qquad u_r=u_\theta=0. \]Going once around the axis increases \(\theta\) by \(2\pi\), so \(u_z\) jumps by \(b\). The only strains are \(\varepsilon_{\theta z}=\frac{1}{2r}\partial_\theta u_z=\frac{b}{4\pi r}\), and the stress is \(\sigma_{\theta z}=2\mu\varepsilon_{\theta z}=\frac{\mu b}{2\pi r}\), where \(\mu\) is the shear modulus. The stress is single-valued even though the displacement is not.
Exercise 8.1Check that \(u_z=b\theta/(2\pi)\) satisfies the equilibrium equations of linear elasticity, which for an anti-plane displacement reduce to \(\Delta u_z=0\), and compute \(\oint\nabla u_z\cdot d\ell\) around a circle about the axis.
Show solution
Exercise 8.2Compute the elastic energy per unit length of a screw dislocation in a hollow cylinder \(r_0\le r\le R\).
Show solution
Predators and prey
For the general reader. During the First World War fishing in the upper Adriatic almost stopped. The biologist Umberto D’Ancona, Volterra’s son-in-law, found that the share of sharks, rays and other predatory fish in the catches landed in upper Adriatic ports had risen. Why should less fishing help predators more than prey? Volterra answered with two differential equations. Alfred Lotka had written the same system in 1920 and 1925, and Volterra acknowledged his priority.
- Derive the conserved quantity and show that every orbit is periodic.
- Prove Volterra’s law of the conservation of averages.
- Explain D’Ancona’s observation by the law of perturbation of averages.
The equations
Let \(N_1\) be the prey and \(N_2\) the predators. In Volterra’s notation,
\[ \frac{dN_1}{dt}=N_1(\varepsilon_1-\gamma_1N_2),\qquad\frac{dN_2}{dt}=N_2(-\varepsilon_2+\gamma_2N_1), \]with positive constants. Prey grow at rate \(\varepsilon_1\) without predators; predators die at rate \(\varepsilon_2\) without prey; encounters are proportional to \(N_1N_2\). The interior equilibrium is \(\big(q_1,q_2\big)=\big(\varepsilon_2/\gamma_2,\ \varepsilon_1/\gamma_1\big)\).
The function
\[ H(N_1,N_2)=\gamma_2N_1-\varepsilon_2\ln N_1+\gamma_1N_2-\varepsilon_1\ln N_2 \]is constant along solutions in the open quadrant. It is strictly convex with its minimum at \((q_1,q_2)\), so its level sets are closed curves, and every solution other than the equilibrium is periodic.
Proof. \(\frac{dH}{dt}=\big(\gamma_2-\frac{\varepsilon_2}{N_1}\big)N_1(\varepsilon_1-\gamma_1N_2)+\big(\gamma_1-\frac{\varepsilon_1}{N_2}\big)N_2(\gamma_2N_1-\varepsilon_2)\). The first term is \((\gamma_2N_1-\varepsilon_2)(\varepsilon_1-\gamma_1N_2)\) and the second is \((\gamma_1N_2-\varepsilon_1)(\gamma_2N_1-\varepsilon_2)\); they cancel. Convexity follows since each summand \(cN-d\ln N\) is convex. A solution on a closed level curve with no equilibrium on it must go round it periodically.
For every periodic solution with period \(T\),
\[ \frac1T\int_0^TN_1\,dt=\frac{\varepsilon_2}{\gamma_2},\qquad\frac1T\int_0^TN_2\,dt=\frac{\varepsilon_1}{\gamma_1}. \]Proof. \(\frac{d}{dt}\ln N_1=\varepsilon_1-\gamma_1N_2\). Integrate over one period: the left side gives \(\ln N_1(T)-\ln N_1(0)=0\), so \(\gamma_1\int_0^TN_2=\varepsilon_1T\). The same argument with \(N_2\) gives the other average.
If both species are removed at a rate proportional to their numbers, with the same intensity \(h<\varepsilon_1\), the average number of prey increases and the average number of predators decreases.
Fishing changes \(\varepsilon_1\) to \(\varepsilon_1-h\) and \(\varepsilon_2\) to \(\varepsilon_2+h\), so the averages become \((\varepsilon_2+h)/\gamma_2\) and \((\varepsilon_1-h)/\gamma_1\). Reducing fishing does the opposite, which is what D’Ancona saw. Volterra published the analysis in 1926 in the Memorie of the Lincei and in a short paper in Nature.
Exercise 9.1Linearize the system at the equilibrium and show that small oscillations have period \(2\pi/\sqrt{\varepsilon_1\varepsilon_2}\).
Show solution
Exercise 9.2Take \(\varepsilon_1=1\), \(\varepsilon_2=0.5\), \(\gamma_1=0.02\), \(\gamma_2=0.01\). Find the average populations, and the averages under fishing with \(h=0.2\). What happens to the predator fraction of the total average?
Show solution
Exercise 9.3Show that the system becomes Hamiltonian in the variables \(p=\ln N_1\), \(q=\ln N_2\), with \(H\) as Hamiltonian.
Show solution
The struggle for life
For the general reader. After the predator–prey paper, Volterra built a general theory of interacting species. Two species that compete for one food cannot coexist: the weaker one dies out. Many species can form conservative systems, like frictionless mechanics, or dissipative ones that settle down. And populations can remember: births today depend on food eaten long ago. He gathered these ideas in his 1931 Leçons sur la théorie mathématique de la lutte pour la vie.
- Prove Volterra’s competitive exclusion theorem.
- See the structure of conservative \(n\)-species systems.
- Find equilibria of a population equation with memory.
Competition for one resource
Suppose two species consume the same food, and the food available decreases as \(F(N_1,N_2)\) increases, where \(F\) is a positive increasing function of both populations. Volterra wrote
\[ \frac{dN_i}{dt}=N_i\big(\varepsilon_i-\gamma_iF(N_1,N_2)\big),\qquad i=1,2. \]If \(\varepsilon_1/\gamma_1>\varepsilon_2/\gamma_2\) and the populations stay bounded, then \(N_2(t)\to0\) as \(t\to\infty\).
Proof. Eliminate \(F\): \(\gamma_2\frac{d}{dt}\ln N_1-\gamma_1\frac{d}{dt}\ln N_2=\gamma_2\varepsilon_1-\gamma_1\varepsilon_2=:c>0\). So \(N_1^{\gamma_2}/N_2^{\gamma_1}=Ae^{ct}\). Since \(N_1\) is bounded, \(N_2^{\gamma_1}\le N_1^{\gamma_2}A^{-1}e^{-ct}\to0\). The biologist Georgii Gause tested this prediction with protozoa in the 1930s, and it became known as the competitive exclusion principle.
Many species
For \(n\) species with \(\frac{dN_r}{dt}=N_r\big(\varepsilon_r+\beta_r^{-1}\sum_sa_{rs}N_s\big)\), where \(\beta_r>0\) are “equivalents” converting one species into another, Volterra called the system conservative when \(a_{rs}=-a_{sr}\) (what one species gains in an encounter, the other loses) and dissipative when the quadratic form \(\sum a_{rs}x_rx_s\) is negative definite. In the conservative case, with an interior equilibrium \(q\), the function
\[ H=\sum_r\beta_r\big(N_r-q_r\ln N_r\big) \]is constant along solutions; in the dissipative case it decreases, and solutions approach equilibrium. This is an early instance of a Lyapunov function in ecology.
Populations with memory
Volterra applied his hereditary mechanics to biology. A logistic population whose growth is depressed by its own past, for example through accumulated toxins, satisfies
\[ \frac{dN}{dt}=N(t)\Big(\varepsilon-\lambda N(t)-\int_0^tK(t-s)\,N(s)\,ds\Big). \]Equations of this kind, studied in the Leçons and in later papers, are the ancestors of the delay and integro-differential models now used in ecology and epidemiology. In 1936 Andrey Kolmogorov generalized the two-species theory to arbitrary interaction functions in a paper addressed to Volterra’s theory.
Exercise 10.1In the competition model take \(F=N_1+N_2\), \(\varepsilon_1=1,\gamma_1=0.01,\varepsilon_2=0.8,\gamma_2=0.01\). Which species survives, and what is its limiting population?
Show solution
Exercise 10.2For the memory equation with \(\int_0^\infty K(s)\,ds=k\), find the positive equilibrium the population approaches if it converges.
Show solution
Exercise 10.3Verify that \(H\) is conserved for the conservative \(n\)-species system.
Show solution
The organizer of Italian science, 1900–1926
In Rome Volterra became the public face of Italian science. He was named a senator of the Kingdom in 1905. He helped revive the Italian Society for the Progress of Science and was its president in 1919. Abroad he was the best-known Italian mathematician of his generation: a plenary speaker at the International Congresses of 1900, 1908, 1920 and 1928, honorary doctor of Christiania (1902), Cambridge (1904) and Clark University (1909), and Foreign Member of the Royal Society from 1910. His Sorbonne lectures of 1912 became the Leçons sur les fonctions de lignes (1913), edited by his student Joseph Pérès. Paul Lévy and Maurice Fréchet developed functional analysis in Paris partly from his ideas.
In 1914–15 Volterra argued for Italy to abandon its alliance with Austria and Germany. When Italy entered the war in 1915 he enlisted, aged 55, as a lieutenant in the engineers and worked at the Central Institute of Aeronautics on firing guns from airships without igniting them. In 1917 he became head of the Office of Inventions, which linked the army, industry and the universities; it became the Office of Inventions and Research in 1918. He received the Italian War Cross, and in 1921 George V made him an honorary Knight Commander of the Order of the British Empire.
After the war he turned this experience into institutions. He presided over the Academy of the XL from 1918 to 1920, became vice-president of the Accademia dei Lincei in 1920 and its president in 1923, and was the first president of the National Research Council from its creation in 1923. Alongside these offices came the fish problem of 1925 and the population theory of Lessons 09 and 10, a new field begun at 65.
The oath, exile and legacy, 1926–1940
Volterra joined the senatorial opposition to Mussolini from 1922. In 1926, after the opposition parties were abolished, he left the presidency of the Lincei, and in 1927 the regime replaced him at the CNR with Guglielmo Marconi. From 1928 the police watched him as politically suspect. In 1931 the government required every university professor to swear loyalty to the Fascist regime. Of about 1,250 professors, twelve refused. Volterra was one of them, and he lost his chair at Rome. In 1934 he refused a second oath and was expelled from the Lincei.
He spent much of the following years abroad, lecturing in Paris, where he had many friends, and in Spain, Belgium, Switzerland, Romania and Czechoslovakia. He wrote Théorie générale des fonctionnelles (1936) with Joseph Pérès and Opérations infinitésimales linéaires (1938) with Bohuslav Hostinský. In 1936, on the initiative of Agostino Gemelli, he was appointed to the Pontifical Academy of Sciences, one of the few bodies that still welcomed him. The racial laws of 1938 removed him from the Istituto Lombardo and barred his sons from university posts. He died at his home in Rome on 11 October 1940 and was buried at Ariccia. The Pontifical Academy arranged his funeral. A postcard of his from the 1930s, often quoted as his epitaph, says that empires die but Euclid’s theorems stay young forever.
Legacy
- Functional analysis: functionals, the functional derivative and the Volterra series opened the path to Fréchet, Lévy and the analysis of infinite-dimensional spaces.
- Integral equations: the Volterra equation and operator are standard; renewal theory, viscoelasticity and the theory of delay equations all use them.
- Mechanics of materials: his distortions became dislocation theory, the basis of crystal plasticity.
- Mathematical biology: the Lotka–Volterra equations, competitive exclusion and hereditary population models founded theoretical ecology as a mathematical discipline.
- Institutions: the Italian Physical Society and the CNR. The Accademia dei Lincei published his collected works in five volumes (1954–1962). A lunar crater bears his name.
DiscussionVolterra was a monarchist and a patriot who served in the war, yet he refused an oath that almost all his colleagues took. What arguments might a professor in 1931 have made for signing, and how did Volterra’s position as a senator and an internationally known scientist shape his choice?
Final projectVolterra’s methods share one idea: a quantity that depends on a whole function or a whole history. Choose two of Lessons 05, 06, 07 and 10 and write a short essay, with one worked example each, that shows how the passage from finite sums to integrals shapes both.
Connections
People linked to Vito Volterra across this collection. A name without a link has no page here yet. See Vito Volterra in the network of all 337 lives →
Teachers and advisors
- Enrico Betti 1882
Students
- Paul Lévy
- Cornelia Fabri
- Joseph Pérès
Influenced by
- Ludwig Boltzmann
- Cesare Arzelà
- Ulisse Dini
Influenced
Colleagues and collaborators
- Eugenio Beltrami
- Guglielmo Marconi
- Jacques Hadamard
- Tullio Levi-Civita 1919-1938
- Émile Picard
- Bohuslav Hostinský 1938
Rivals
- Alfred J. Lotka
Family
- Edoardo Volterra
- Umberto D'Ancona
Also mentioned in this life
- Niels Henrik Abel
- Georg Cantor
- Euclid
- Leonhard Euler
- Galileo Galilei
- Israel Gelfand
- William Rowan Hamilton
- David Hilbert
- Carl Gustav Jacob Jacobi
- Joseph-Louis Lagrange
- Pierre-Simon Laplace
- Henri Lebesgue
- Adrien-Marie Legendre
- Aleksandr Lyapunov
- Isaac Newton
- Bernhard Riemann
- George Gabriel Stokes
- Karl Weierstrass
- Norbert Wiener
Fields
- functional analysis 11 lives
- mathematical physics 45 lives
- elasticity 11 lives
- mathematical biology 3 lives
On CoursesHub
Sources and further reading
Biography
- J. J. O’Connor and E. F. Robertson, Vito Volterra, MacTutor History of Mathematics.
- Vito Volterra, Wikipedia; Italian edition.
- Volterra, Vito, Complete Dictionary of Scientific Biography.
- J. R. Goodstein, The Volterra Chronicles: The Life and Times of an Extraordinary Mathematician 1860–1940, AMS and LMS, 2007.
- E. T. Whittaker, Vito Volterra 1860–1940, Obituary Notices of Fellows of the Royal Society 3 (1941).
- G. Israel and A. Millán Gasca, The Biology of Numbers: The Correspondence of Vito Volterra on Mathematical Biology, Birkhäuser, 2002.
Mathematics
- V. Volterra, Leçons sur les fonctions de lignes, ed. J. Pérès, Gauthier-Villars, 1913.
- V. Volterra, Leçons sur les équations intégrales et les équations intégro-différentielles, Gauthier-Villars, 1913.
- V. Volterra, Theory of Functionals and of Integral and Integro-Differential Equations, Blackie, 1930; Dover reprint, 1959.
- V. Volterra, Sur l’équilibre des corps élastiques multiplement connexes, Annales scientifiques de l’École Normale Supérieure 24 (1907).
- V. Volterra, Variazioni e fluttuazioni del numero d’individui in specie animali conviventi, Memorie della R. Accademia dei Lincei (1926).
- V. Volterra, Fluctuations in the abundance of a species considered mathematically, Nature 118 (1926).
- V. Volterra, Leçons sur la théorie mathématique de la lutte pour la vie, Gauthier-Villars, 1931.
- A. J. Lotka, Elements of Physical Biology, Williams and Wilkins, 1925.
- Volterra’s function and Lotka–Volterra equations, Wikipedia.
- J. P. Hirth and J. Lothe, Theory of Dislocations, 2nd ed., Wiley, 1982.