Related papers: Volterra Equations Driven by Rough Signals
This study introduces an approach for modeling unsteady transonic aerodynamics within a parametric space, using Volterra series to capture aerodynamic responses and machine learning to enable interpolation. The first- and second-order…
This paper is devoted to establishing the full scaling limit theorems for multivariate Hawkes processes. Under some mild conditions on the exciting kernels, we develop a new way to prove that after a suitable time-spatial scaling, the…
We present a generic scheme to construct corrected trapezoidal rules with spectral accuracy for integral operators with weakly singular kernels in arbitrary dimensions. We assume that the kernel factorization of the form,…
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 extend recent results on affine Volterra processes to the inhomogeneous case. This includes moment bounds of solutions of Volterra equations driven by a Brownian motion with an inhomogeneous kernel $K(t,s)$ and inhomogeneous drift and…
This paper derives new results for the analysis of nonlinear systems by extending contraction theory in the framework of vector distances. A new tool, vector contraction analysis utilizing a notion of the vector-valued norm which evidently…
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…
The singular values of convolutional mappings encode interesting spectral properties, which can be used, e.g., to improve generalization and robustness of convolutional neural networks as well as to facilitate model compression. However,…
We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…
We discuss the application of multistep collocation methods to Volterra integral equations which contain a weakly singular kernel $(t-\tau)^{\alpha-1}$ with $0 <\alpha <1.$ Convergence orders of the methods are determined and their…
The Legendre-based ultraspherical spectral method for ordinary differential equations is combined with a formula for the convolution of two Legendre series to produce a new technique for solving linear Fredholm and Volterra…
In this paper, the nonlinear Volterra series expansion is extended and used to describe certain types of nonautonomous differential equations related to the inverse scattering problem in nuclear physics. The nonautonomous Volterra series…
We consider the regularity of sample paths of Volterra processes. These processes are defined as stochastic integrals $$ M(t)=\int_{0}^{t}F(t,r)dX(r), \ \ t \in \mathds{R}_{+}, $$ where $X$ is a semimartingale and $F$ is a deterministic…
The paper presents a new framework for complex Support Vector Regression as well as Support Vector Machines for quaternary classification. The method exploits the notion of widely linear estimation to model the input-out relation for…
In this paper, we investigate vector fields on polyhedral complexes and their associated trajectories. We study vector fields which are analogue of the gradient vector field of a function in the smooth case. Our goal is to define a nice…
A new method providing general consistency constraints for Beyond-the-Standard-Model (BSM) theories, using measurements at particle colliders, is presented. The method, `Constraints On New Theories Using Rivet', Contur, exploits the fact…
In this paper, we consider equilibrium strategies under Volterra processes and time-inconsistent preferences embracing mean-variance portfolio selection (MVP). Using a functional It\^o calculus approach, we overcome the non-Markovian and…
We establish a universal approximation theorem for signatures of rough paths that are not necessarily weakly geometric. By extending the path with time and its rough path bracket terms, we prove that linear functionals of the signature of…
We present an exact, closed-form expression for the Newtonian potential of the characteristic function associated with two overlapping discs in the plane. This setting naturally arises when discretising nonlocal interaction terms present in…
We consider nonlinear parabolic evolution equations of the form $\partial_{t}u=F(t,x,Du,D^{2}u) $, subject to noise of the form $H(x,Du) \circ dB$ where $H$ is linear in $Du$ and $\circ dB$ denotes the Stratonovich differential of a…