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In this paper, we obtain the exact rates of decay to the non--hyperbolic equilibrium of the solution of a functional differential equation with maxima and unbounded delay. We study the convergence rates for both locally and globally stable…

Classical Analysis and ODEs · Mathematics 2016-07-05 John A. D. Appleby

Predicting the conditional evolution of Volterra processes with stochastic volatility is a crucial challenge in mathematical finance. While deep neural network models offer promise in approximating the conditional law of such processes,…

Numerical Analysis · Mathematics 2024-05-31 Reza Arabpour , John Armstrong , Luca Galimberti , Anastasis Kratsios , Giulia Livieri

It has been observed that neural networks perform poorly when the data or tasks are presented sequentially. Unlike humans, neural networks suffer greatly from catastrophic forgetting, making it impossible to perform life-long learning. To…

Machine Learning · Computer Science 2023-01-31 Longhui Yu , Tianyang Hu , Lanqing Hong , Zhen Liu , Adrian Weller , Weiyang Liu

We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…

Numerical Analysis · Mathematics 2021-12-23 Yongseok Jang , Simon Shaw

In this text, we prove the existence of an asymptotic growth rate of the number of dominating sets (and variants) on finite rectangular grids, when the dimensions of the grid grow to infinity. Moreover, we provide, for each of the variants,…

Discrete Mathematics · Computer Science 2019-08-13 Silvère Gangloff , Alexandre Talon

We study large deviations for some non-local parabolic type equations. We show that, under some assumptions on the non-local term, problems defined in a bounded domain converge with an exponential rate to the solution of the problem defined…

Analysis of PDEs · Mathematics 2008-12-01 Cristina Brändle , Emmanuel Chasseigne

A universal kernel is constructed whose sections approximate any causal and time-invariant filter in the fading memory category with inputs and outputs in a finite-dimensional Euclidean space. This kernel is built using the reservoir…

Machine Learning · Computer Science 2025-09-05 Lukas Gonon , Lyudmila Grigoryeva , Juan-Pablo Ortega

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

Intersectoral dynamic models with power-law memory are proposed. The equations of open and closed intersectoral models, in which the memory effects are described by the Caputo derivatives of non-integer orders, are derived. We suggest…

Economics · Quantitative Finance 2017-12-27 Valentina V. Tarasova , Vasily E. Tarasov

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…

Classical Analysis and ODEs · Mathematics 2007-05-23 Angelo B. Mingarelli , Kishin Sadarangani

We estimate the growth in time of the solutions to a class of nonlinear fractional differential equations $D_{0+}^{\alpha}(x-x_0) =f(t,x)$ which includes $D_{0+}^{\alpha}(x-x_0) =H(t)x^{\lambda}$ with $\lambda\in(0,1)$ for the case of…

Dynamical Systems · Mathematics 2010-01-06 Octavian G. Mustafa , Dumitru Baleanu

This paper studies the large fluctuations of solutions of finite--dimensional affine stochastic neutral functional differential equations with finite memory, as well as related nonlinear equations. We find conditions under which the exact…

Probability · Mathematics 2013-10-10 John A. D. Appleby , Huizhong Appleby-Wu , Xuerong Mao

In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…

Numerical Analysis · Mathematics 2019-02-12 Hanna Okrasińska-Płociniczak , Łukasz Płociniczak

The upper bound for asymptotic behavior of the coefficients of expansion of the evolution operator kernel in powers of the time interval $\Dt$ was obtained. It is found that for the nonpolynomial potentials the coefficients may increase as…

High Energy Physics - Theory · Physics 2009-10-28 V. A. Slobodenyuk

Learning models of dynamical systems characterized by specific stability properties is of crucial importance in applications. Existing results mainly focus on linear systems or some limited classes of nonlinear systems and stability…

Systems and Control · Electrical Eng. & Systems 2025-03-18 Matteo Scandella , Michelangelo Bin , Thomas Parisini

We study a nonlocal 4th order degenerate equation deriving from the epitaxial growth on crystalline materials. We first prove the global existence of evolution variational inequality solution with a general initial data using the gradient…

Analysis of PDEs · Mathematics 2022-11-08 Yuan Gao , Xin Yang Lu , Chong Wang

A long memory process has self-similarity or scale-invariant properties in low frequencies. We prove that the log of the scale-dependent wavelet variance for a long memory process is asymptotically proportional to scales by using the Taylor…

Other Statistics · Statistics 2012-02-22 Wonsang You , Wojciech Kordecki

This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…

Classical Analysis and ODEs · Mathematics 2011-03-01 Basak Karpuz

In this paper, we study the time-space fractional differential equation of the Volterra type: \begin{align*} {D}^\alpha_{0 \vert t} (u) +(-\Delta_N)^{\sigma}u &= u(1+au-bu^2)-au\int_0^t {K}(t-s) u(\cdot) \, ds, \end{align*} where $a,b>0$…

Analysis of PDEs · Mathematics 2025-02-21 Sofwah Ahmad , Mokhtar Kirane

We investigate the well-posedness and solution regularity of an evolution equation with non-positive type variable-exponent memory, which describes multiscale viscoelasticity in materials with memory. The perturbation method is applied for…

Analysis of PDEs · Mathematics 2025-05-02 Yiqun Li , Xiangcheng Zheng