Related papers: Solvability of Coupled Forward-Backward Volterra I…
In this paper, we consider optimal control problems of stochastic Volterra equations (SVEs) with singular kernels, where the control domain is not necessarily convex. We establish a global maximum principle by means of the spike variation…
The sufficient conditions for existence and uniqueness of continuous solutions of the Volterra operator equations of the first kind with piecewise continuous kernel are derived. The asymptotic approximation of the parametric family of…
We propose a new method for the numerical solution of backward stochastic differential equations (BSDEs) which finds its roots in Fourier analysis. The method consists of an Euler time discretization of the BSDE with certain conditional…
In this paper we present a new regularized electric flux volume integral equation (D-VIE) for modeling high-contrast conductive dielectric objects in a broad frequency range. This new formulation is particularly suitable for modeling…
The Volterra integral equations of the first kind with piecewise smooth kernel are considered. Such equations appear in the theory of optimal control of the evolving systems. The existence theorems are proved. The method for constructing…
We consider an optimal control problem for a system governed by a Volterra integral equation with impulsive terms. The impulses act on both the state and the control; the control consists of switchings at discrete times. The cost functional…
An implicit causal space-time Galerkin scheme applied to the contrast current density volume integral equation gives rise to a marching-on-in-time scheme known as the MOT-JVIE, which is accelerated and stabilized via a fully embedded FIR…
In this paper, we present the Partial Integral Equation (PIE) representation of linear Partial Differential Equations (PDEs) in one spatial dimension, where the PDE has spatial integral terms appearing in the dynamics and the boundary…
We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…
A methodology on making the variational principle well-posed in degenerate systems is constructed. In the systems including higher-order time derivative terms being compatible with Newtonian dynamics, we show that a set of position…
In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…
The solvability of equilibrium Riccati equations (EREs) plays a central role in the study of time-inconsistent stochastic linear-quadratic optimal control problems, because it paves the way to constructing a closed-loop equilibrium…
The mixed boundary value problem for a compressible Stokes system of partial differential equations in a bounded domain is reduced to two different systems of segregated direct Boundary Integral Equations (BDIEs) expressed in terms of…
The paper considers the integral Volterra equations of the first kind which are related to the inverse boundary-value heat conduction problem. The algorithms have been developed to numerically solve the respective integral equations, which…
Multirate behavior of ordinary differential equations (ODEs) and differential-algebraic equations (DAEs) is characterized by widely separated time constants in different components of the solution or different additive terms of the…
Variational inference (VI) is a computationally efficient and scalable methodology for approximate Bayesian inference. It strikes a balance between accuracy of uncertainty quantification and practical tractability. It excels at generative…
We present a framework which enables the analysis of dynamic inverse problems for wave phenomena that are modeled through second-order hyperbolic PDEs. This includes well-posedness and regularity results for the forward operator in an…
In this work we propose a novel approach to investigate boundary value problems (BVPs) for fully third order differential equations. It is based on the reduction of BVPs to operator equations for the nonlinear terms but not for the…
This paper is concerned with optimal control of stochastic fully coupled forward-backward linear quadratic (FBLQ) problems with indefinite control weight costs. In order to obtain the state feedback representation of the optimal control, we…
In this note, we announce a systematic analysis of continuous dependence on the data in classical spaces for the initial-boundary-value problem of the diffusion equation on the half-line, with data that are not necessarily compatible at the…