Related papers: Fuzzy Volterra Integral Equation with Piecewise Co…
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…
Volterra observations systems with scalar kernels are studied. New sufficient conditions for admissibility of observation operators are developed. The obtained results are applied to time-fractional diffusion equations of distributed order.
An effective algorithm is presented for solving the Beltrami equation fzbar = mu fz in a planar disk. The algorithm involves no evaluation of singular integrals. The strategy, working in concentric rings, is to construct a piecewise linear…
We introduce a novel simulation scheme, iVi (integrated Volterra implicit), for integrated Volterra square-root processes and Volterra Heston models based on the Inverse Gaussian distribution. The scheme is designed to handle $L^1$ kernels…
In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding well-posedness is carefully established. A class of…
This paper aims to investigate properties associated with fractional integral operators involving the three-parameters Mittag-Leffler function in the kernels with respect to another function. We prove that the Cauchy problem and the…
The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory for time series. Its components can be viewed as successive…
In many cases the correct theoretical description of flexoelectricity requires the consideration of the finite size of a body and is reduced to the solution of boundary problems for partial differential equations. Generally speaking, in…
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 this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…
We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…
In this paper, an efficient method is presented for solving three dimensional Volterra integral equations of the second kind with continuous kernel. Shifted Chebyshev polynomial is applied to approximate a solution for these integral…
We consider a linear Volterra integral equation of the second kind with a sum kernel $K(t',t)=\sum_i K_i(t',t)$ and give the solution of the equation in terms of solutions of the separate equations with kernels $K_i$, provided these exist.…
Many problems of applied mathematics are reduced to the solution of integral equations with special functions in kernels, therefore the inversion formulas for such equations play an important role in solving boundary value problems for…
In this paper, the regularization approach introduced recently for nonparametric estimation of linear systems is extended to the estimation of nonlinear systems modelled as Volterra series. The kernels of order higher than one, representing…
The aim of this work is to present, in self-contained form, results concerning fundamental and the most important questions related to linear stochastic Volterra equations of convolution type. The paper is devoted to study the existence and…
We present implicit and explicit versions of a numerical algorithm for solving a Volterra integro-differential equation. These algorithms are an extension of our previous work, and cater for a kernel of general form. We use an appropriate…
We apply the monotone domain decomposition iterative method to a nonlinear integro-differential equation of Volterra type and prove its convergence. To do this, by adding a term in both sides of the original equation we make a linear…
In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…
Motivated by applications in physics (e.g., turbulence intermittency) and financial mathematics (e.g., rough volatility), this paper examines a family of integrated stochastic Volterra processes characterized by a small Hurst parameter…