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We propose the numerical methods for solution of the weakly regular linear and nonlinear evolutionary (Volterra) integral equation of the first kind. The kernels of such equations have jump discontinuities along the continuous curves…

Numerical Analysis · Mathematics 2015-07-24 Ildar Muftahov , Aleksandr Tynda , Denis Sidorov

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

The numerical method for solution of the weakly regular scalar Volterra integral equation of the 1st kind is proposed. The kernels of such equations have jump discontinuities on the continuous curves which starts at the origin. The…

Numerical Analysis · Mathematics 2014-03-20 Denis Sidorov , Aleksandr Tynda , Ildar Muftahov

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…

Probability · Mathematics 2023-06-02 David J. Prömel , David Scheffels

The aim of this paper is to present a modeling for the rheological behavior of simple liquids as a function of the amplitude of the imposed shear stress or strain. The elastic mode theory (Ref. 6) is first generalized to take into account…

Soft Condensed Matter · Physics 2023-02-14 Frédéric Aitken , Ferdinand Volino

The paper focuses on solving one class of Volterra equations of the first kind, which is characterized by the variability of all integration limits. These equations were introduced in connection with the problem of identifying nonsymmetric…

Dynamical Systems · Mathematics 2021-02-03 Svetlana Solodusha , Ekaterina Antipina

We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drift and quadratic diffusion matrix in the state of the…

Probability · Mathematics 2024-03-22 Eduardo Abi Jaber , Christa Cuchiero , Luca Pelizzari , Sergio Pulido , Sara Svaluto-Ferro

The unsteady, lineal translation of a solid spherical particle through viscoelastic fluids described by the Johnson-Segalman and Giesekus models is studied analytically. Solutions for the pressure and velocity fields as well as the force on…

Fluid Dynamics · Physics 2021-06-16 Mary A. Joens , James W. Swan

Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the…

Numerical Analysis · Mathematics 2022-10-14 Stefano Pozza , Niel Van Buggenhout

We extend the new approach introduced in arXiv:1912.02064v2 [math.PR] and arXiv:2102.10119v1 [math.PR] for dealing with stochastic Volterra equations using the ideas of Rough Path theory and prove global existence and uniqueness results.…

Probability · Mathematics 2022-12-20 Yvain Bruned , Foivos Katsetsiadis

The Hirota bilinear formalism and soliton solutions for a generalized Volterra system is presented. Also, starting from the soliton solutions, we obtain a class of nonsingular rational solutions using the "long wave" limit procedure of…

solv-int · Physics 2016-09-08 A. S. Cârstea

We establish pathwise continuity properties of solutions to a stochastic Volterra equation with an additive noise term given by a local martingale. The deterministic part is governed by an operator with an $H^\infty$-calculus and a scalar…

Probability · Mathematics 2016-08-10 Roland Schnaubelt , Mark Veraar

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 the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

Probability · Mathematics 2007-05-23 Anna Karczewska

In the present paper, a Nystrom-type method for second kind Volterra integral equations is introduced and studied. The method makes use of generalized Bernstein polynomials, defined for continuous functions and based on equally spaced…

Numerical Analysis · Mathematics 2022-07-15 Luisa Fermo , Domenico Mezzanotte , Donatella Occorsio

In this article we give necessary and sufficient conditions providing regularity of solutions to stochastic Volterra equations with infinite delay on a $d$-dimensional torus. The harmonic analysis techniques and stochastic integration in…

Probability · Mathematics 2007-05-23 Anna Karczewska , Carlos Lizama

We define and solve Volterra equations driven by an irregular signal, by means of a variant of the rough path theory called algebraic integration. In the Young case, that is for a driving signal with H\"older exponent greater than 1/2, we…

Probability · Mathematics 2008-09-12 Aurélien Deya , Samy Tindel

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

In this text matrix Volterra integral equation of the first kind is addressed. It is assumed that kernels of the equation have jump discontinuities on non-intersecting curves. Such equations appear in the theory of evolving dynamic systems.…

Dynamical Systems · Mathematics 2012-09-03 Denis Sidorov

In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…

Probability · Mathematics 2012-12-07 Bartosz Bandrowski , Anna Karczewska
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