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Related papers: First integrals for the Volterra chain

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This study introduces an approach for modeling unsteady transonic aerodynamics within a parametric space, using Volterra series to capture aerodynamic responses and machine learning to enable interpolation. The first- and second-order…

Computational Engineering, Finance, and Science · Computer Science 2024-10-28 Gabriele Immordino , Andrea Da Ronch , Marcello Righi

In this work, we consider the regularity property of stochastic convolutions for a class of abstract linear stochastic retarded functional differential equations with unbounded operator coefficients. We first establish some useful estimates…

Probability · Mathematics 2019-06-04 Kai Liu

There are known expressions to calculate the moments of the first passage time in Markov chains. Nevertheless, it is commonly forgotten that in most applications the parameters of the Markov chain are constructed using estimates based upon…

Methodology · Statistics 2019-03-04 Carlos Hernandez-Suarez

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…

Numerical Analysis · Mathematics 2014-12-17 D. Nazari Susahab , S. Shahmorad

We present here the explicit parametric solutions of second order differential equations invariant under time translation and rescaling and third order differential equations invariant under time translation and the two homogeneity…

Exactly Solvable and Integrable Systems · Physics 2015-06-26 Claude Géronimi , Peter Leach , Marc R. Feix

The inverse Laplace transform can turn a linear differential equation on a complex domain into an equivalent Volterra integral equation on a real domain. This can make things simpler: for example, a differential equation with irregular…

Classical Analysis and ODEs · Mathematics 2025-01-30 Veronica Fantini , Aaron Fenyes

In this work we develop some fifth-order integrable coupled systems of weight $0$ and $1$ which possess seventh-order symmetry. We establish four new systems, where in some cases, related recursion operator and bi-Hamiltonian formulations…

Exactly Solvable and Integrable Systems · Physics 2016-08-19 Daryoush Talati , Abdul-Majid Wazwaz

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties of stochastic convolutions are given. The paper provides a sufficient condition…

Probability · Mathematics 2011-11-09 Anna Karczewska , Carlos Lizama

We establish in this paper the equivalence between a Volterra integral equation of second kind and a singular ordinary differential equation of third order with two initial conditions and an integral boundary condition, with a real…

Classical Analysis and ODEs · Mathematics 2017-04-05 Mahdi Boukrouche , Domingo A. Tarzia

The polynomial spline collocation method is proposed for solution of Volterra integral equations of the first kind with special piecewise continuous kernels. The Gauss-type quadrature formula is used to approximate integrals during the…

Numerical Analysis · Mathematics 2021-11-24 A. Tynda , S. Noeiaghdam , D. Sidorov

In this paper, we study backward stochastic Volterra integral equations of type-I with time delayed generators. Under some condition (small time horizon or a Lipschitz constant), we derive an existence and uniqueness results. Next, with the…

Probability · Mathematics 2021-10-06 Harouna Coulibaly , Auguste Aman

We analyze the stationary problem for the Toda chain, and show that arising geometric data exactly correspond to the multi-support solutions of one-matrix model with a polynomial potential. For the first nontrivial examples the Hamiltonians…

High Energy Physics - Theory · Physics 2009-11-11 A. Marshakov

The Volterra lattice equations are completely integrable and possess bi-Hamiltonian structure. They are integrated using partitioned Lobatto IIIA-B methods which preserve the Poisson structure. Modified equations are derived for the…

Numerical Analysis · Mathematics 2016-08-16 T. Ergenç , B. Karasözen

Dynamic systems characterized by second-order nonlinear ordinary differential equations appear in many fields of physics and engineering. To solve these kinds of problems, time-consuming step-by-step numerical integration methods and…

Numerical Analysis · Mathematics 2023-03-07 Qianying Cao , Anteng Chang , Junfeng Du , Lin Lu

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

Probability · Mathematics 2007-05-23 Anna Karczewska

We use coherent states as a time-dependent variational ansatz for a semiclassical treatment of the dynamics of anharmonic quantum oscillators. In this approach the square variance of the Hamiltonian within coherent states is of particular…

Condensed Matter · Physics 2009-10-31 John Schliemann , Franz G. Mertens

We give an analytic, sufficient condition for the existence of the Backlund transformation between the semiinfinite Toda and Volterra lattices, in the complex case, extending previous results given for the real case.

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Dolores Barrios Rolanía , Rafael Hernández Heredero

We consider the quantum Toda chain using the method of separation of variables. We show that the matrix elements of operators in the model are written in terms of finite number of ``deformed Abelian integrals''. The properties of these…

Mathematical Physics · Physics 2009-10-31 F. A. Smirnov

We show that a natural discretisation of Virasoro algebra yields a quantum integrable model which is the Toda chain in the second Hamiltonian structure.

Mathematical Physics · Physics 2018-08-01 O. Babelon , K. K. Kozlowski , V. Pasquier

This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent…

Optimization and Control · Mathematics 2024-10-07 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich