Related papers: Volterra Equations of the First kind with Disconti…
Volterra series are especially useful for nonlinear system identification, also thanks to their capability to approximate a broad range of input-output maps. However, their identification from a finite set of data is hard, due to the curse…
This work builds on the Volterra series formalism presented in [D. W. Dreisigmeyer and P. M. Young, J. Phys. A \textbf{36}, 8297, (2003)] to model nonconservative systems. Here we treat Lagrangians and actions as `time dependent' Volterra…
This review summarizes all known results (up to this date) about methods of integration of the classical Lotka-Volterra systems with diffusion and presents a wide range of exact solutions, which are the most important from applicability…
New determinant equalities were obtained based on the Wronskian formulas for a particular solution of the Volterra chain. Using the relationship between the Toda and Volterra chains, new first integrals for the Volterra chain are calculated…
In the present paper we consider the regularizing properties of the repeated midpoint rule for the stable solution of weakly singular Volterra integral equations of the first kind with perturbed right hand sides. The H\"older continuity of…
In this paper, an efficient method is presented for solving three dimensional Volterra integral equations of the second kind with continuous kernel. Shifted Chebyshev polynomial is applied to approximate a solution for these integral…
To describe stochastic quantum processes I propose an integral equation of Volterra type which is not generally transformable to any differential one. The process is a composition of ordinary quantum evolution which admits presence of a…
The Volterra square-root process on $\mathbb{R}_+^m$ is an affine Volterra process with continuous sample paths. Under a suitable integrability condition on the resolvent of the second kind associated with the Volterra convolution kernel,…
We obtain necessary conditions of optimality for impulsive Volterra integral equations with switching and impulsive controls, with variable impulse time-instants. The present work continues and complements our previous work on impulsive…
Volterra functions were introduced at the beginning of the twentieth century as solutions of some integral equations of convolution type with logarithmic kernel. Since then, few authors have studied this family of functions and faced with…
We investigate memory dependent asymptotic growth in scalar Volterra equations with sublinear nonlinearity. To obtain precise results we utilise the powerful theory of regular variation extensively. By computing the growth rate in terms of…
The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…
In this paper, we study linear-quadratic control problems for stochastic Volterra integral equations with singular and non-convolution-type coefficients. The weighting matrices in the cost functional are not assumed to be non-negative…
e study the minimal wave speed and the asymptotics of the traveling wave solutions of a competitive Lotka Volterra system. The existence of the traveling wave solutions is derived by monotone iteration. The asymptotic behaviors of the wave…
We study solutions of the Volterra lattice satisfying the stationary equation for its non-autonomous symmetry. It is shown that the dynamics in $t$ and $n$ are governed by the continuous and discrete Painlev\'e equations, respectively. The…
This work defines and studies one-dimensional convolution kernels that preserve nonnegativity. When the past dynamics of a process is integrated with a convolution kernel like in Stochastic Volterra Equations or in the jump intensity of…
We analyze optimal control problems for multiple Fredholm and Volterra integral equations. These are non Pontryaginian optimal control problems, i.e. an extremum principle of Pontryagin type does not hold. We obtain first order necessary…
This paper presents detailed insights of embedding Carleman linearization into nonlinear systems for designing Volterra model-based control technique. Volterra series method is a competent mathematical tool, which extends the convolution…
In this paper, stochastic Volterra equations driven by cylindrical Wiener process in Hilbert space are investigated. Sufficient conditions for existence of strong solutions are given. The key role is played by convergence of $\alpha$-times…
The paper presents a review of the studies that were conducted at Energy Systems Institute (ESI) SB RAS in the field of mathematical modeling of nonlinear input-output dynamic systems with Volterra polynomials. The first part presents an…