Related papers: L\'evy-driven Volterra equations in space and time
In this paper, we first establish the existence, uniqueness and H\"older continuity of the solution to stochastic Volterra integral equations with weakly singular kernels. Then, we propose a $\theta$-Euler-Maruyama scheme and a Milstein…
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…
We prove the existence and give estimates of the fundamental solution (the heat kernel) for the equation $\partial_t =\mathcal{L}^{\kappa}$ for non-symmetric non-local operators $$ \mathcal{L}^{\kappa}f(x):= \int_{\mathbb{R}^d}(…
We study a class of optimal control problems governed by nonlinear stochastic equations of monotone type under certain coercivity and linear growth conditions. We give first order necessary conditions of optimality. A stochastic Pontryagin…
The purpose of this paper is to study stochastic evolution inclusions of the form \begin{align*} \eta(t,z) N_{\Theta}(dt \otimes z)\in dX(t)+\mathcal{A} X(t)dt, \end{align*} where $\mathcal{A}$ is a multi-valued operator acting on a…
The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…
We study long time behavior of some nonlinear discrete velocity kinetic equations in the one and three dimensions with periodic boundary conditions. We prove the exponential time decay of solutions towards the global equilibrium in the…
We establish weak existence and uniqueness in law for stochastic Volterra equations (SVEs for short) with completely monotone kernels and non-degenerate noise under mild regularity assumptions. In particular, our results reveal the…
For an arbitrary parameter $p\in [1,+\infty]$, we consider the problem of exponential stabilization in the spatial $L^{p}$-norm, and $W^{1,p}$-norm, respectively, for a class of anti-stable linear parabolic PDEs with space-time-varying…
Let $N\ge 1$ and let $f\in C[0,\infty)$ be a nonnegative nondecreasing function and $u_0$ be a possibly singular nonnegative initial function. We are concerned with existence and nonexistence of a local in time nonnegative solution in a…
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…
We show that in one space dimension Lipschitz solutions of extremal surface equations are equivalent to entropy solutions in $L^\infty(\R)$ of a non-strictly hyperbolic system of conservation laws. We obtain an explicit representation…
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…
Let $A$ be a densely defined closed, linear $\omega$-sectorial operator of angle $\theta\in [0,\frac{\pi}{2})$ on a Banach space $X$ for some $\omega\in\mathbb R$. We give an explicit representation (in terms of some special functions) and…
We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate…
This work is devoted to investigating stochastic turbulence for the fluid flow in one-dimensional viscous Burgers equation perturbed by L\'evy space-time white noise with the periodic boundary condition. We rigorously discuss the regularity…
This paper is concerned with existence and uniqueness of M-solutions of backward stochastic Volterra integral equations (BSVIEs for short), which Lipschitz coefficients are allowed to be random, which generalize the results in [15]. Then a…
We consider the stationary (time-independent) Navier-Stokes equations in the whole threedimensional space, under the action of a source term and with the fractional Laplacian operator (--$\Delta$) $\alpha$/2 in the diffusion term. In the…
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…
We consider the nonlinear Schr{\"o}dinger equation (NLSE) in 1+1 dimension with scalar-scalar self interaction $\frac{g^2}{\kappa+1} (\psi^\star \psi)^{\kappa+1}$ in the presence of the external forcing terms of the form $r e^{-i(kx +…