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Characteristic solution and mass bound for the finite-age renewal model
Statement
For Finite-age renewal model with absorbing outflow, define and
There is a unique continuous nonnegative birth rate satisfying
and the finite-age density is, for almost every ,
It is the unique mild solution, has , and obeys
For , its exact cumulative number outflow is
Facts & Assumptions
Given: Bounded nonnegative Lipschitz rates, , and the characteristic survival law in Finite-age renewal model with absorbing outflow.
Finite-age renewal model with absorbing outflow: characteristics have age and survival ; age is absorbing outflow, and the birth rate integrates only over .
Gronwall's integral inequality with variable and constant coefficients: if with nonnegative continuous and nondecreasing , then .
Proof
The kernel is continuous on . The moving-limit forcing is also continuous: on the common part of the integration intervals its integrand changes uniformly continuously with , and the integral over the symmetric difference tends to zero by absolute continuity of the integral of . It is nonnegative.
On any interval of length with , the map is a contraction on the unknown continuous birth-rate segment, with contraction factor at most after the already determined history is placed in the forcing. If , the equation reduces to . Finitely many such intervals cover , and at each endpoint the defining equation fixes the same value from either adjacent interval; this constructs a unique continuous solution. Picard iteration from zero on each interval preserves nonnegativity because , so .
Substitute the displayed density formula into . On the initial-cohort part , use to obtain . On the newborn part , the integral is . The Volterra equation therefore gives exactly the renewal boundary relation. Both parts are nonnegative and have finite mass, bounded by .
Integrating the two characteristic branches gives . This mass function is absolutely continuous; the moving-limit rule and show for almost every that . The final term is nonnegative outflow, so . Integrating and applying [F2] yields .
For , newborn cohorts have age at most and cannot reach . An initial cohort with age exits by time precisely when ; it survives until exit by . Integrating its initial density over those ages gives the stated . Any mild solution must follow these same characteristics and its birth rate must solve the Volterra equation from step 3.1, whose solution is unique by step 2.1. Thus the density and outflow are unique. Translation continuity in , continuity of and of , and the vanishing measure of the newly entering cohort region give continuity of in time with values in .
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Sources
- Benoît Perthame, Introduction to Structured Equations in Biology, full lecture notes (standard reference, not scraped)
- Åke Brännström, Linus Carlsson, and Daniel Simpson, On the Convergence of the Escalator Boxcar Train (standard reference, not scraped)