Related papers: First integrals for the Volterra chain
A Sinc-Nystr\"om method for Volterra integro-differential equations was developed by Zarebnia in 2010. The method is quite efficient in the sense that exponential convergence can be obtained even if the given problem has endpoint…
This paper is devoted to a construction of the stochastic It\^o integral with respect to infinite dimensional cylindrical Wiener process. The construction given is an alternative one to that introduced by DaPrato and Zabczyk [3]. The…
We present two types of systems of differential equations that can be derived from a set of discrete integrable systems which we call the closed geometric crystal chains. One is a kind of extended Lotka-Volterra systems, and the other seems…
The Laplace transform of the first passage time density of the Ornstein--Uhlenbeck process for a constant threshold contains a ratio of two parabolic cylinder functions for which no analytical inversion formula is available. Recently…
In this paper, we investigate the abstract non-scalar Volterra difference equations. We employ the Poisson like transforms to connect the solutions of the abstract non-scalar Volterra integro-differential equations and the abstract…
The Volterra series can be used to model a large subset of nonlinear, dynamic systems. A major drawback is the number of coefficients required model such systems. In order to reduce the number of required coefficients, Laguerre polynomials…
The structure of integral manifolds in the Kovalevskaya problem of the motion of a heavy rigid body about a fixed point is considered. An analytic description of a bifurcation set is obtained, and bifurcation diagrams are constructed. The…
We discuss a problem of cyclization of a polymer molecule, which is an important example of reaction in a system showing strongly non-Markovian behavior on the timescales of interest. We show that the knowledge of the joint three-time…
In this work, we establish a comparison principle for stochastic Volterra equations with respect to the initial condition and the drift $b$ applicable to a wide class of Volterra kernels and input curves $g$ that may be singular at zero.…
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…
In the present paper we consider the regularizing properties of the repeated midpoint rule for the stable solution of weakly singular Volterra integral equations of the first kind with perturbed right hand sides. The H\"older continuity of…
Given two families $X$ and $Y$ of integral polytopes with nice combinatorial and algebraic properties, a natural way to generate new class of polytopes is to take the intersection $\mathcal{P}=\mathcal{P}_1\cap\mathcal{P}_2$, where…
We investigate the interplay between monomial first integrals, polynomial invariants of certain group action, and the Poincar\'{e}-Dulac normal forms for autonomous systems of ODEs with diagonal matrix of the linear part. Using tools from…
The problem of construction of integrable boundary conditions for the discrete Toda chain is considered. The restricted chains for properly chosen closure conditions are reduced to the well known discrete Painlev\'e equations $dP_{III}$,…
Results on the finite nonperiodic Toda lattice are extended to some generalizations of the system: The relativistic Toda lattice, the generalized Toda lattice associated with simple Lie groups and the full Kostant-Toda lattice. The areas…
For each one of the Lie algebras $\mathfrak{gl}_{n}$ and $\widetilde {\mathfrak{gl}}_{n}$, we constructed a family of integrable generalizations of the Toda chains characterized by two integers $m_{+}$ and $m_{-}$. The Lax matrices and the…
This article introduces two Tensor Network-based iterative algorithms for the identification of high-order discrete-time nonlinear multiple-input multiple-output (MIMO) Volterra systems. The system identification problem is rewritten in…
In this paper I study the functional representation of the Volterra hierarchy (VH). Using the Miwa's shifts I rewrite the infinite set of Volterra equations as one functional equation. This result is used to derive a formal solution of the…
We apply the method of dressing chains to reproduction of Toda lattice in the case of D=1 and D=2. On the example of modified equations $m_0TL$ and $m_1TL$ it is shown that combination of the Darboux and Schlesinger transformations results…
The integrability problem consists in finding the class of functions a first integral of a given planar polynomial differential system must belong to. We recall the characterization of systems which admit an elementary or Liouvillian first…