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A new integrable model which is a variant of the one-dimensional Hubbard model is proposed. The integrability of the model is verified by presenting the associated quantum R-matrix which satisfies the Yang-Baxter equation. We argue that the…

Strongly Correlated Electrons · Physics 2015-06-24 X. -W. Guan , A. Foerster , J. Links , H. -Q Zhou , A. Prestes Tonel , R. H. McKenzie

The research presented in this article provides an alternative option pricing approach for a class of rough fractional stochastic volatility models. These models are increasingly popular between academics and practitioners due to their…

Pricing of Securities · Quantitative Finance 2019-08-02 Raul Merino , Jan Pospíšil , Tomáš Sobotka , Tommi Sottinen , Josep Vives

In this paper, we study the well-posedness of integro-differential sweeping processes of Volterra type. Using new enhanced versions of Gronwall's inequality, a reparametrization technique, and a fixed point argument for history-dependent…

Optimization and Control · Mathematics 2024-04-12 Emilio Vilches

In this paper, we study the Lotka-Volterra prey-predator models consisting of two species on finite connected graphs under Neumann condition and the condition that there is no boundary condition. We establish the global stability of the…

Analysis of PDEs · Mathematics 2022-12-15 Yuanyang Hu , Chengxia Lei

We study the global stability of generalized Lotka-Volterra systems with generalized polynomial right-hand side, without restrictions on the number of variables or the polynomial degree, including negative and non-integer degree. We…

Dynamical Systems · Mathematics 2024-12-19 Diego Rojas La Luz , Gheorghe Craciun , Polly Y. Yu

In this short paper, we aim at developing algorithms for sparse Volterra system identification when the system to be identified has infinite impulse response. Assuming that the impulse response is represented as a sum of exponentials and…

Systems and Control · Computer Science 2019-03-27 Sarah Hojjatinia , Korkut Bekiroglu , Constantino M. Lagoa

A system of nonlinear ordinary differential equations with forcing function is developed to model evolution processes in complex systems. In this system R, C, and P are the resource, consumption, and production functions correspondingly. F…

Atmospheric and Oceanic Physics · Physics 2017-11-01 Lev A Maslov

The first passage time problem for Brownian motions hitting a barrier has been extensively studied in the literature. In particular, many incarnations of integral equations which link the density of the hitting time to the equation for the…

Probability · Mathematics 2009-02-24 Sebastian Jaimungal , Alex Kreinin , Angelo Valov

We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…

Probability · Mathematics 2007-05-23 L. Decreusefond

We consider convolution-type stochastic Volterra equations with additive Hilbert-valued fractional Brownian motion, $0<H<1$. We find the weak solution to this stochastic Volterra equation, and study its stochastic integral part, the…

Probability · Mathematics 2007-05-23 Peter Caithamer , Anna Karczewska

We introduce a new predator-prey model by replacing the growth and predation constant by a square matrix, and the population density as a population vector. The classical Lotka-Volterra model describes a population that either modulates or…

Populations and Evolution · Quantitative Biology 2024-12-31 Pico Gilman , Steven J. Miller , Daeyoung Son , Saad Waheed , Janine Wang

The time evolution of a class of completely integrable discrete Lotka-Volterra s ystem is shown not unique but have two different ways chosen randomly at every s tep of generation. This uncertainty is consistent with the existence of…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Y. Narita , S. Saito , N. Saitoh , K. Yoshida

Lotka Volterra model and its modified forms have long become a major area of interest for periodic motions in nonlinear systems with competitive species. The model given by Volterra shows that its periodicity is dependent on initial…

Chaotic Dynamics · Physics 2007-05-23 Debabrata Dutta , J K Bhattacharjee

A self-similar hierarchical solution that is both dynamically and evolutionarily stable is found to the multi dimensional Lotka-Volterra equation with a single chain of prey-predator relations. This gives a simple and natural explanation to…

Condensed Matter · Physics 2009-11-10 Taksu Cheon

The problem of finding most general form of the classical integrable relativistic models of many-body interaction of the $BC_{n}$ type is considered. In the simplest nontrivial case of $n=2$,the extra integral of motion is presented in…

High Energy Physics - Theory · Physics 2009-11-07 V. I. Inozemtsev , R. Sasaki

The Lotka-Volterra system is a set of ordinary differential equations describing growth of interacting ecological species. This model has gained renewed interest in the context of random interaction networks. One of the debated questions is…

Dynamical Systems · Mathematics 2024-04-23 M. N. Mooij , M. Baudena , A. S. von der Heydt , I. Kryven

This paper reconstructs the half-century evolution of the scientific school founded by Yuriy P. Kunchenko (1939--2006) as the development of a semiparametric methodology for non-Gaussian estimation. Starting with Kunchenko's 1972/1973…

Methodology · Statistics 2026-05-22 Serhii Zabolotnii

This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…

Classical Analysis and ODEs · Mathematics 2011-03-01 Basak Karpuz

In this article, by means of considering an isospectral operator equation which corresponds to the Volterra lattice, and constructing opportune time evolution problems with negative powers of spectral parameter, and using discrete zero…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Zuo-nong Zhu , Hon-Wah Tam

We study distributed lag effects in three-dimensional Lotka-Volterra systems by applying the concept of fractional calculus. We derive a new numerical method that provides enhanced stability for the Caputo-Fabrizio operator based on…

Numerical Analysis · Mathematics 2024-07-25 Leila Eftekhari , Moein Khalighi , Soleiman Hosseinpour , Leo Lahti