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We consider a stochastic Volterra integral equation with regular path-dependent coefficients and a Brownian motion as integrator in a multidimensional setting. Under an imposed absolute continuity condition, the unique solution is a…

Probability · Mathematics 2021-03-29 Alexander Kalinin

An integral equation is a way to encapsulate the relationships between a function and its integrals. We develop a systematic way of describing Volterra integral equations -- specifically an algorithm that reduces any separable Volterra…

Functional Analysis · Mathematics 2023-01-23 Richard Gustavson , Sarah Rosen

We consider a nonlocal functional equation that is a generalization of the mathematical model used in behavioral sciences. The equation is built upon an operator that introduces a convex combination and a nonlinear mixing of the function…

Numerical Analysis · Mathematics 2024-11-05 Josefa Caballero , Hanna Okrasińska-Płociniczak , Łukasz Płociniczak , Kishin Sadarangani

The growing availability of computational resources has significantly increased the interest of the scientific community in performing complex multi-physics and multi-domain simulations. However, the generation of appropriate computational…

Numerical Analysis · Mathematics 2026-04-03 Daniele Moretto , Andrea Franceschini , Massimiliano Ferronato

The development of an analytically iterative method for solving steady-state as well as unsteady-state problems of cosmic-ray (CR) modulation is proposed. Iterations for obtaining the solutions are constructed for the spherically symmetric…

Instrumentation and Methods for Astrophysics · Physics 2017-07-04 Yuriy L. Kolesnyk , Pavol Bobik , Boris A. Shakhov , Marian Putis

A new method is described for solving optimal control problems using direct collocation at Legendre-Gauss-Lobatto points. The approach of this paper employs a polynomial approximation of the right-hand side vector field of the differential…

Optimization and Control · Mathematics 2025-06-23 Gabriela Abadia-Doyle , William W. Hager , Anil V. Rao

This study investigates numerical methods to solve nonlinear transport problems characterized by various sorption isotherms with a focus on the Freundlich type of isotherms. We describe and compare second order accurate numerical schemes,…

Numerical Analysis · Mathematics 2025-07-22 Dagmar Zakova , Peter Frolkovic

In this work, a new collocation approach using a combination of a wavelet operational matrix method and the exponential spline interpolation is proposed to solve the time-fractional convection-diffusion equation with variable coefficients.…

Numerical Analysis · Mathematics 2016-09-27 Xiaogang Zhu , Yufeng Nie

A new expression for solving homogeneous linear ODEs based on a generalization of the Volterra composition was recently introduced. In this work, we extend such an expression, showing that it corresponds to inverting an infinite matrix.…

Numerical Analysis · Mathematics 2023-02-23 Stefano Pozza

In this paper, we develop the Galerkin-like method to address first-order integro-differential inclusions. Under compactness or monotonicity conditions, we obtain new results for the existence of solutions for this class of problems, which…

Optimization and Control · Mathematics 2024-08-06 Pedro Pérez-Aros , Manuel Torres-Valdebenito , Emilio Vilches

Recently there has been a growing interest in computational methods for quantum scattering equations that avoid the traditional decomposition of wave functions and scattering amplitudes into partial waves.The aim of the present work is to…

Computational Physics · Physics 2015-06-16 Zeki C. Kuruoglu

We propose and test the first Reduced Radial Basis Function Method (R$^2$BFM) for solving parametric partial differential equations on irregular domains. The two major ingredients are a stable Radial Basis Function (RBF) solver that has an…

Numerical Analysis · Mathematics 2014-10-09 Yanlai Chen , Sigal Gottlieb , Alfa Heryudono , Akil Narayan

Weakly singular Volterra integral equations of the different types are considered. The construction of accuracy-optimal numerical methods for one-dimensional and multidimensional equations is discussed. Since this question is closely…

Numerical Analysis · Mathematics 2013-06-13 I. V. Boykov , A. N. Tynda

We offer in this short report a simple Monte-Carlo method for solving a well-posed non-linear integral equations of second Fredholm's and Volterra's type and built a confidence region for solution in an uniform norm, applying the grounded…

Numerical Analysis · Mathematics 2021-02-17 M. R. Formica , E. Ostrovsky , L. Sirota

We describe a two-level method for computing a function whose zero-level set is the surface reconstructed from given points scattered over the surface and associated with surface normal vectors. The function is defined as a linear…

Graphics · Computer Science 2017-08-23 Rongjiang Pan , Vaclav Skala

Scattered data fitting is a frequently encountered problem for reconstructing an unknown function from given scattered data. Radial basis function (RBF) methods have proven to be highly useful to deal with this problem. We describe two…

Numerical Analysis · Mathematics 2021-12-21 Lingxia Cui , Hua Xiang

Context. The interpretation of polarised radiation emerging from a planetary atmosphere must rely on solutions to the vector Radiative Transport Equation (vRTE). Monte Carlo integration of the vRTE is a valuable approach for its flexible…

Earth and Planetary Astrophysics · Physics 2017-03-15 García Muñoz , A. , Mills , F. P

In this work, we develop a high-order collocation method using radial basis function (RBF) for the incompressible Navier-Stokes equation (NSE) on the rotating sphere. The method is based on solving the projection of the NSE on the space of…

Numerical Analysis · Mathematics 2022-04-27 Tino Franz

Dynamic systems characterized by second-order nonlinear ordinary differential equations appear in many fields of physics and engineering. To solve these kinds of problems, time-consuming step-by-step numerical integration methods and…

Numerical Analysis · Mathematics 2023-03-07 Qianying Cao , Anteng Chang , Junfeng Du , Lin Lu

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…

Machine Learning · Computer Science 2019-11-13 Alberto Dalla Libera , Ruggero Carli , Gianluigi Pillonetto