Related papers: Inversion formulas and their finite-dimensional an…
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.…
In this paper, we provide variation of constants formulae for linear (forward) stochastic Volterra integral equations (SVIEs, for short) and linear Type-II backward stochastic Volterra integral equations (BSVIEs, for short) in the usual…
A M\"untz spectral collocation method is implemented for solving weakly singular Volterra integro-differential equations (VDIEs) with proportional delays. After constructing the numerical scheme to seek an approximate solution, we derive…
In this paper, we consider the Euler method for backward stochastic Volterra integral equations. First, we approximate the original equation by a family of backward stochastic equations (BSDEs, for short). Then we solve the BSDEs by the…
In this paper we present some open problems pertaining to the approximation theory involved in the solution of the important class of Nonlinear Partial Differential Equations (NPDEs) of integrable type. For this class of NPDEs, any Initial…
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…
New index transforms with Weber type kernels, consisting of products of Bessel functions of the first and second kind are investigated. Mapping properties and inversion formulas are established for these transforms in Lebesgue spaces. The…
The venerable 2D point-vortex model plays an important role as a simplified version of many disparate physical systems, including superfluids, Bose-Einstein condensates, certain plasma configurations, and inviscid turbulence. This system is…
In this article we deal with one-dimensional inverse problems concerning the Burgers equation and some related nonlinear systems (involving heat effects and/or variable density). In these problems, the goal is to find the size of the…
We derive an exact Volterra series expansion for a mean field of an interacting particle system subject to a potential perturbation, expressing the Volterra expansion kernels in terms of the field's response functions, to any order.…
We study multidimensional stochastic volatility models in which the volatility process is a positive continuous function of a continuous multidimensional Volterra process that can be not self-similar. The main results obtained in this paper…
A system of singular integral equations with monotone and concave nonlinearity in the subcritical case is investigated. The specified system and its scalar analog have direct applications in various areas of physics and biology. In…
We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces
Indentation test is used with growing popularity for the characterization of various materials on different scales. Developed methods are combining the test with computer simulation and inverse analyses to assess material parameters…
We investigate the geometric properties of the Volterra-type integral operator \begin{equation*} T_g[f](z) = \int_{0}^{z} f(s)\, g'(s)\, ds, \quad |z|<1, \end{equation*} acting on various subclasses of analytic functions in the unit disk.…
We present analytical formula along with its existence theorem for solution of inverse heat conduction problem of semi-infinite bar, equivalent to a Volterra integral equation of first kind, as an infinite series of fractional derivatives.…
In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…
We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…
The general solutions of many three-dimensional Lotka-Volterra systems, previously known to be at least partially integrable, are constructed with the aid of special functions. Examples include certain ABC and May-Leonard systems. The…
We consider several issues related to the multidimensional integration using a network of heterogeneous computers. Based on these considerations, we develop a new general purpose scheme which can significantly reduce the time needed for…