English
Related papers

Related papers: Solvability of Coupled Forward-Backward Volterra I…

200 papers

We study conditions for existence, uniqueness and invariance of the comprehensive nonlinear valuation equations first introduced in Pallavicini et al (2011). These equations take the form of semilinear PDEs and Forward-Backward Stochastic…

Pricing of Securities · Quantitative Finance 2015-11-30 Damiano Brigo , Marco Francischello , Andrea Pallavicini

Pathwise uniqueness is established for a class of one-dimensional stochastic Volterra equations driven by Brownian motion with singular kernels and H\"older continuous diffusion coefficients. Consequently, the existence of unique strong…

Probability · Mathematics 2025-03-03 David J. Prömel , David Scheffels

The state of art of time domain integral equation (TDIE) solvers has grown by leaps and bounds over the past decade. During this time, advances have been made in (i) the development of accelerators that can be retrofitted with these solvers…

Computational Physics · Physics 2015-06-03 A. J. Pray , N. V. Nair , B. Shanker

The CFIE used for solving scattering and radiation problems, although a resonance-free formulation, suffers from an ill-conditioning that strongly depends on the frequency and discretization density, both in the low- and high-frequency…

Computational Physics · Physics 2020-04-22 Tiffany L. Chhim , Simon B. Adrian , Francesco P. Andriulli

Recent developments on financial markets have revealed the limits of Brownian motion pricing models when they are applied to actual markets. L\'evy processes, that admit jumps over time, have been found more useful for applications. Thus,…

Probability · Mathematics 2013-09-16 Rui Sá Pereira , Evelina Shamarova

In this paper, we present a novel Fredholm Integral Equation Neural Operator (FIE-NO) method, an integration of Random Fourier Features and Fredholm Integral Equations (FIE) into the deep learning framework, tailored for solving data-driven…

Machine Learning · Computer Science 2024-08-23 Haoyang Jiang , Yongzhi Qu

The present study proposed a method for numerical solution of linear Volterra integral equations (VIEs) of the third kind, before only analytical solution methods had been discussed with reference to previous research and review of the…

Numerical Analysis · Mathematics 2021-02-11 P. Jami , E. Hashemizadeh

Forward-backward stochastic differential equations (FBSDEs) have attracted significant attention since they were introduced almost 30 years ago, due to their wide range of applications, from solving non-linear PDEs to pricing American-type…

Probability · Mathematics 2022-09-21 Elena Issoglio , Shuai Jing

In this paper, we consider the stochastic optimal control problem for a generalized Volterra control system. The corresponding state process is a kind of a generalized stochastic Volterra integral differential equations. We prove the…

Optimization and Control · Mathematics 2023-12-22 Yuhang Li , Yuecai Han

A mixed boundary value problem for the diffusion equation in non-homogeneous media partial differential equation is reduced to a system of direct segregated parametrix-based Boundary-Domain Integral Equations (BDIEs). We use a parametrix…

Analysis of PDEs · Mathematics 2020-11-23 Carlos Fresneda-Portillo , Sergey E. Mikhailov

We prove that the Korteweg-de Vries initial-value problem is globally well-posed in $H^{-3/4}(\R)$ and the modified Korteweg-de Vries initial-value problem is globally well-posed in $H^{1/4}(\R)$. The new ingredient is that we use directly…

Analysis of PDEs · Mathematics 2010-07-27 Zihua Guo

In this article, we study an inverse problem for the following convective Brinkman-Forchheimer (CBF) equations: \begin{align*} \boldsymbol{u}_t-\mu…

Analysis of PDEs · Mathematics 2021-07-12 Pardeep Kumar , Manil T. Mohan

In this work, the z-transform is presented to analyze time-discrete solutions for Volterra integrodifferential equations (VIDEs) with nonsmooth multi-term kernels in the Hilbert space, and this class of continuous problem was first…

Numerical Analysis · Mathematics 2023-03-29 Wenlin Qiu

The Debye source representation for solutions to the time harmonic Maxwell equations is extended to bounded domains with finitely many smooth boundary components. A strong uniqueness result is proved for this representation. Natural complex…

Numerical Analysis · Mathematics 2013-08-27 Charles L. Epstein , Leslie Greengard , Michael O'Neil

This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms…

Numerical Analysis · Mathematics 2023-11-30 Prit Pritam Paikaray , Nigam Chandra Parida , Sanghamitra Beuria , Omid Nikan

We introduce a physics-driven deep latent variable model (PDDLVM) to learn simultaneously parameter-to-solution (forward) and solution-to-parameter (inverse) maps of parametric partial differential equations (PDEs). Our formulation…

Machine Learning · Statistics 2023-08-09 Arnaud Vadeboncoeur , Ömer Deniz Akyildiz , Ieva Kazlauskaite , Mark Girolami , Fehmi Cirak

We study the exact boundary controllability of a nonlinear coupled system of two Korteweg-de Vries equations on a bounded interval. The model describes the interactions of two weakly nonlinear gravity waves in a stratified fluid. Due to the…

Analysis of PDEs · Mathematics 2025-03-11 F. A. Gallego , A. F. Pazoto , I. Rivas

In this work we prove that the initial-boundary value problem (IBVP) for the fifth order Korteweg-de Vries equation \begin{align*} \left. \begin{array}{rlr} u_t+\partial_x^5 u+u\partial_x u&\hspace{-2mm}=0,&\quad x\in\mathbb R^+,\;…

Analysis of PDEs · Mathematics 2024-05-15 Eddye Bustamante , José Jiménez Urrea , Jorge Mejía

We prove the well-posedness results, i.e. existence, uniqueness, and stability, of the solutions to a class of nonlocal fully nonlinear parabolic partial differential equations (PDEs), where there is an external time parameter $t$ on top of…

Analysis of PDEs · Mathematics 2021-10-11 Qian Lei , Chi Seng Pun

This paper investigates first the existence and uniqueness of solutions for McKean-Vlasov forward-backward doubly stochastic differential equations (MV-FBDSDEs) in infinite-dimensional real separable Hilbert spaces. These equations combine…

Probability · Mathematics 2024-07-15 AbdulRahman Al-Hussein , Abdelhakim Ninouh , Boulakhras Gherbal