Related papers: A Method for Numerical Solution of Third-Kind Volt…
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…
The polynomial eigenvalue problem arises in many applications and has received a great deal of attention over the last decade. The use of root-finding methods to solve the polynomial eigenvalue problem dates back to the work of…
In this paper, we consider a boundary value problem (BVP) for a fourth order nonlinear functional integro-differential equation. We establish the existence and uniqueness of solution and construct a numerical method for solving it. We prove…
This paper presents an efficient spectral method for solving the fractional Fredholm integro-differential equations. The non-smoothness of the solutions to such problems leads to the performance of spectral methods based on the classical…
Algorithms for numerical computation of symmetric elliptic integrals of all three kinds are improved in several ways and extended to complex values of the variables (with some restrictions in the case of the integral of the third kind).…
This paper proposes a parallel in time (called also time parareal) method to solve Volterra integral equations of the second kind. The parallel in time approach follows the same spirit as the domain decomposition that consists of breaking…
In this paper we propose a method to solve the Kadomtsev--Petviashvili equation based on splitting the linear part of the equation from the nonlinear part. The linear part is treated using FFTs, while the nonlinear part is approximated…
We study classical solutions (existence, uniqueness, and explicit solution operator) for homogeneous, linear, and semilinear abstract Volterra integral equations of wave type with almost sectorial operators. We use a functional calculus for…
In this paper we apply Kahan's nonstandard discretization to three dimensional Lotka-Volterra equations in bi-Hamiltonian form. The periodicity of the solutions and all polynomial and non-polynomial invariants are well preserved in…
This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for…
A method for converting the geometrical problem of rectangle packing to an algebraic problem of solving a system of polynomial equations is described.
We introduce a new method with spectral accuracy to solve linear non-autonomous ordinary differential equations (ODEs) of the kind $ \frac{d}{dt}\tilde{u}(t) = \tilde{f}(t) \tilde{u}(t)$, $\tilde{u}(-1)=1$, with $\tilde{f}(t)$ an analytic…
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…
The work is devoted to the development of numerical methods for computing "formal solutions" of interval systems of linear algebraic equations. These solutions are found in Kaucher interval arithmetic, which extends and completes the…
Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…
We exhibit a numerical method to solve fractional variational problems, applying a decomposition formula based on Jacobi polynomials. Formulas for the fractional derivative and fractional integral of the Jacobi polynomials are proven. By…
A new analytical operator method is discussed which solves linear ordinary differential equations with regular singularities. Solutions are obtained in analytic series form and also in Mellin-Barnes-type contour integral form. Exact series…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
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…
This paper investigates the Jordan--Kronecker invariant of finite dimensional complex Lie algebras. We present an explicit algorithm for determining the type of a given Lie algebra from its Jordan--Kronecker invariant. The algorithm is…