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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 K(a)=β(a)S(0,a) and

GA(t)=∫0A−tβ(x+t)S(x,t)n0A(x) dx,0≤t≤T.

There is a unique continuous nonnegative birth rate satisfying

BA(t)=GA(t)+∫0tK(a)BA(t−a) da,

and the finite-age density is, for almost every 0<a<A,

nA(t,a)={n0A(a−t)S(a−t,t),t≤a<A,BA(t−a)S(0,a),0≤a<t.

It is the unique mild solution, has BA(t)=∫0Aβ(a)nA(t,a) da, and obeys

∥nA(t,⋅)∥1≤eβ∞t∥n0A∥1,β∞=∥β∥∞.

For t≤T<A, its exact cumulative number outflow is

OA(t)=∫A−tAn0A(x)S(x,A−x) dx.

Facts & Assumptions

Given: Bounded nonnegative Lipschitz rates, n0A∈L+1(0,A), and the characteristic survival law in Finite-age renewal model with absorbing outflow.

[F1]

Finite-age renewal model with absorbing outflow: characteristics have age a+s and survival S(a,s)=exp⁡(−∫aa+sμ); age A is absorbing outflow, and the birth rate integrates βnA only over [0,A].

[F2]

Gronwall's integral inequality with variable and constant coefficients: if u(t)≤a(t)+∫0tb(s)u(s) ds with nonnegative continuous u,b and nondecreasing a, then u(t)≤a(t)e∫0tb.

Proof

1.1givenF1algebra

The kernel K is continuous on [0,T]. The moving-limit forcing GA is also continuous: on the common part of the integration intervals its integrand changes uniformly continuously with t, and the integral over the symmetric difference tends to zero by absolute continuity of the integral of n0A. It is nonnegative.

2.1step 1.1constructalgebra

On any interval of length δ with δ∥K∥∞<1, the map b↦GA(t)+∫0tK(a)b(t−a)da is a contraction on the unknown continuous birth-rate segment, with contraction factor at most δ∥K∥∞ after the already determined history is placed in the forcing. If K=0, the equation reduces to BA=GA. Finitely many such intervals cover [0,T], 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 GA,K≥0, so BA≥0.

3.1F1step 2.1algebra

Substitute the displayed density formula into ∫0Aβ(a)nA(t,a)da. On the initial-cohort part t≤a<A, use x=a−t to obtain GA(t). On the newborn part 0≤a<t, the integral is ∫0tβ(a)S(0,a)BA(t−a)da=∫0tK(a)BA(t−a)da. The Volterra equation therefore gives exactly the renewal boundary relation. Both parts are nonnegative and have finite L1 mass, bounded by ∥n0A∥1+∫0tBA(s)ds.

4.1F1F2step 3.1algebra

Integrating the two characteristic branches gives NA(t)=∫0A−tn0A(x)S(x,t)dx+∫0tBA(t−a)S(0,a)da. This mass function is absolutely continuous; the moving-limit rule and ∂tS(x,t)=−μ(x+t)S(x,t) show for almost every t that NA′(t)=BA(t)−∫0Aμ(a)nA(t,a)da−n0A(A−t)S(A−t,t). The final term is nonnegative outflow, so NA′(t)≤BA(t)≤β∞NA(t). Integrating and applying [F2] yields NA(t)≤eβ∞tNA(0).

5.1F1step 2.1step 3.1step 4.1algebra∎

For t≤T<A, newborn cohorts have age at most T and cannot reach A. An initial cohort with age x exits by time t precisely when A−t≤x<A; it survives until exit by S(x,A−x). Integrating its initial density over those ages gives the stated OA(t). 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 L1, continuity of BA and of S, and the vanishing measure of the newly entering cohort region give continuity of nA in time with values in L1(0,A).

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