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Related papers: Control of Volterra systems with scalar kernels

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The Volterra integral equations of the first kind with piecewise smooth kernel are considered. Such equations appear in the theory of optimal control of the evolving systems. The existence theorems are proved. The method for constructing…

Optimization and Control · Mathematics 2011-11-28 Denis Sidorov

This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…

Probability · Mathematics 2024-06-21 Alessandro Bondi , Sergio Pulido

This work aims to bridge the gap between pure and applied research on scalar, linear Volterra equations by examining five major classes: integral and integro-differential equations with completely monotone kernels, such as linear…

Classical Analysis and ODEs · Mathematics 2026-01-09 David Darrow , George Stepaniants

We study linear-quadratic optimal control problems for Voterra systems, and problems that are linear-quadratic in the control but generally nonlinear in the state. In the case of linear-quadratic Volterra control, we obtain sharp necessary…

Optimization and Control · Mathematics 2021-01-14 S. A. Belbas

As previously shown, the direct extension of the impulse invariance principle to Volterra kernels has to be modified in order to provide a condition for the exact modeling of mixed-signal chains. At first sight this would seem to seriously…

Signal Processing · Electrical Eng. & Systems 2021-07-20 Phillip M. S. Burt , José Henrique de Morais Goulart

In the paper some sufficient condition for the nonlinear integral operator of the Volterra type to be a diffeomorphism defined on the space of absolutely continuous functions are formulated. The proof relies on consideration of the…

Functional Analysis · Mathematics 2015-09-04 Dorota Bors , Andrzej Skowron , Stanisław Walczak

Volterra analysis and its variants have long been prominent among methods for modeling multi-input non-linear systems. The product of Volterra analysis, the Volterra kernels, are particularly suited to quantifying intra- and inter-input…

Quantitative Methods · Quantitative Biology 2008-12-08 Richard T. Miller , Vladimir Y. Vildavski , Anthony M. Norcia

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

Classical Analysis and ODEs · Mathematics 2019-02-19 Thabet Abdeljawad , Raziye Mert , Delfim F. M. Torres

The existence of weak solutions is established for stochastic Volterra equations with time-inhomogeneous coefficients allowing for general kernels in the drift and convolutional or bounded kernels in the diffusion term. The presented…

Probability · Mathematics 2023-11-21 David J. Prömel , David Scheffels

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

Numerical Analysis · Mathematics 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

We study some mapping properties of Volterra type integral operators and composition operators on model spaces. We also discuss and give out a couple of interesting open problems in model spaces where any possible solution of the problems…

Complex Variables · Mathematics 2015-07-16 Tesfa Mengestie

In this paper, sufficient conditions are established for the existence results of fractional order semilinear Volterra integrodifferential equations in Banach spaces. The results are obtained by using the theory of fractional cosine…

Functional Analysis · Mathematics 2016-03-14 Kexue Li

We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian) diffusion process. Remarkably, it is also possible to go…

Mathematical Finance · Quantitative Finance 2025-10-10 Ofelia Bonesini , Giorgia Callegaro , Martino Grasselli , Gilles Pagès

Volterra series representation is a powerful mathematical model for nonlinear circuits. However, the difficulties in determining higher-order Volterra kernels limited its broader applications. In this work, a systematic approach that…

Mathematical Physics · Physics 2016-05-13 Xiaoyan Y. Z. Xiong , Li Jun Jiang , Jose E. Schutt-Aine , Weng Cho Chew

This study aims to discuss the existence and uniqueness of solution of fuzzy Volterra integral equation with piecewise continuous kernel. Such problems appears in many balance problems for hereditary dynamic systems, e.g. in electric load…

General Mathematics · Mathematics 2024-01-18 Samad Noeiaghdam , Aliona I. Dreglea , Denis N. Sidorov

We are concerned with nonparametric hypothesis testing of time series functionals. It is known that the popular autoregressive sieve bootstrap is, in general, not valid for statistics whose (asymptotic) distribution depends on moments of…

Methodology · Statistics 2020-10-21 Natalia Sirotko-Sibirskaya , Matthias O. Franz , Thorsten Dickhaus

This article studies Volterra evolution equations from the point of view of control theory, in the case that the generator of the underlying semigroup has a Riesz basis of eigenvectors. Conditions for admissibility of the system's control…

Optimization and Control · Mathematics 2009-02-04 Bernhard H. Haak , Birgit Jacob , Sandra Pott , Jonathan R. Partington

The sufficient conditions for existence and uniqueness of continuous solutions of the Volterra operator equations of the first kind with piecewise continuous kernel are derived. The asymptotic approximation of the parametric family of…

Dynamical Systems · Mathematics 2012-08-20 Denis Sidorov , Nikolai Sidorov

This paper focuses on the systems theory of bilinear dynamical systems using the Volterra series representation. The main contributions are threefold. First, we gain an input-output representation in the frequency domain, where the Laplace…

Numerical Analysis · Mathematics 2019-01-18 Maria Cruz Varona , Raphael Gebhart

This paper deals with fractional-order controlled systems and fractional-order controllers in the frequency domain. The mathematical description by fractional transfer functions and properties of these systems are presented. The new ways…

Optimization and Control · Mathematics 2007-05-23 I. Petras , L. Dorcak , P. O'Leary , B. M. Vinagre , I. Podlubny
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