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A concise overview of the spectral theory of integral-functional operators is provided. In the context of analysis, a technique is described for deriving solutions to equations involving operators in a closed form. A constructive theorem…
True Volterra equations are inherently non stationary and therefore do not admit $\textit{genuine stationary regimes}$ over finite horizons. This motivates the study of the finite-time behavior of the solutions to scaled inhomogeneous…
This paper provides a Feller's test for explosions of one-dimensional continuous stochastic Volterra processes of convolution type. The study focuses on dynamics governed by nonsingular kernels, which preserve the semimartingale property of…
Conditions for linear integral operators on $L_p$ over measure spaces to satisfy the polynomial covariance type commutation relations are described in terms of defining kernels of the corresponding integral operators. Representation by…
In this paper, a two-grid temporal second-order scheme for the two-dimensional nonlinear Volterra integro-differential equation with weakly singular kernel is proposed to reduce the computation time and improve the accuracy of the scheme…
The aim of the paper is to demonstrate the use of the Galerkin method for some kind of Volterra equations, determininistic and stochastic as well. The paper consists of two parts: the theoretical and numerical one. In the first part we…
In this paper the local order of convergence used in iterative methods to solve nonlinear systems of equations is revisited, where shorter alternative analytic proofs of the order based on developments of multilineal functions are shown.…
We provide a unified treatment of pathwise Large and Moderate deviations principles for a general class of multidimensional stochastic Volterra equations with singular kernels, not necessarily of convolution form. Our methodology is based…
This paper is devoted to the study, for the first time in the literature, of optimal control problems for sweeping processes governed by integro-differential inclusions of the Volterra type with different classes of control functions acting…
The connection between modulated Riemann surface of genus one and solution to Volterra lattice that tends to constants at infinity is studied. The main term of asymptotics for large time of solution to the mentioned Cauchy problem is…
The sufficient conditions are obtained for existence of the main solution of the nonlinear Volterra integral equation of the second kind on the semi-axis and on a finite interval. The method for computation of this boundary interval is…
In the framework of uncertainty quantification, we consider a quantity of interest which depends non-smoothly on the high-dimensional parameter representing the uncertainty. We show that, in this situation, the multilevel Monte Carlo…
In this paper, we present an efficient form of Volterra's equations of motion for both unconstrained and constrained multibody dynamical systems that include ignorable coordinates. The proposed method is applicable for systems with both…
We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian) diffusion process. Remarkably, it is also possible to go…
This note aims to give an explicit solution for backward stochastic Volterra integral equations with linear time delayed generators. The process $Y$ is expressed by an integral whose kernel is explicitly given. The processes $Z$ is…
We consider the numerical solution of the real time equilibrium Dyson equation, which is used in calculations of the dynamical properties of quantum many-body systems. We show that this equation can be written as a system of coupled,…
This paper presents a novel methodology for evaluating the boundedness, stability, and instability of some vector nonlinear systems with multiple time-varying delays and variable coefficients. The proposed technique develops two scalar…
We consider a distributed system with persistent memory of a type which is often encountered in viscoelasticity or in the study of diffusion processes with memory. The relaxation kernel, i.e. the kernel of the memory term, is scarcely known…
This work introduces a general numerical technique to invert one dimensional analytic or tabulated nonlinear functions in assigned ranges of interest. The proposed approach is based on an optimal version of the k-vector range searching, an…
When an inverse problem is solved by a gradient-based optimization algorithm, the corresponding forward and adjoint problems, which are introduced to compute the gradient, can be also solved iteratively. The idea of iterating at the same…