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Related papers: On series solutions of Volterra equations

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We present a general framework for calculating the Volterra-type convolution of polynomials from an arbitrary polynomial sequence $\{P_k(x)\}_{k \geqslant 0}$ with $\deg P_k(x) = k$. Based on this framework, series representations for the…

Classical Analysis and ODEs · Mathematics 2018-04-27 Ana F. Loureiro , Kuan Xu

In this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…

Dynamical Systems · Mathematics 2017-01-10 Alaa E. Hamza , Ahmed G. Ghallab

In the paper we analyse the exact solutions to scalar PDEs obtained thanks to summable Taylor series provided by Adomian's decomposition method. We propose the modification of the method which makes the calculations of Taylor coefficients…

Exactly Solvable and Integrable Systems · Physics 2013-11-25 Ekaterina Kutafina

We investigate stochastic Volterra equations and their limiting laws. The stochastic Volterra equations we consider are driven by a Hilbert space valued \Levy noise and integration kernels may have non-linear dependence on the current state…

Probability · Mathematics 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

We offer a new Monte-Carlo method for solving of linear integral equation which gives the unbiased estimation for solution of Volterra's and Fredholm's type, and consider the problem of confidence region building. We study especially the…

Numerical Analysis · Mathematics 2014-08-20 E. Ostrovsky , L. Sirota

We prove the existence of weak solutions for distribution-dependent stochastic Volterra equations under linear growth and continuity conditions on the coefficients and mild regularity assumptions on the kernels, including singular kernels.…

Probability · Mathematics 2026-04-28 Martin Bergerhausen , David J. Prömel

The existence of strong solutions and pathwise uniqueness are established for one-dimensional stochastic Volterra equations with locally H{\"o}lder continuous diffusion coefficients and sufficiently regular kernels. Moreover, we study the…

Probability · Mathematics 2023-06-02 David J. Prömel , David Scheffels

We provide new exact Taylor's series with fixed coefficients and without the remainder. We demonstrate the usefulness of this contribution by using it to obtain very simple solutions to (non-linear) PDEs. We also apply the method to the…

Mathematical Finance · Quantitative Finance 2015-11-18 Moawia Alghalith

The variational iteration method is used to solve nonlinear Volterra integral equations. Two approaches are presented distinguished by the method to compute the Lagrange multiplier.

Numerical Analysis · Mathematics 2019-07-17 Ernest Scheiber

Given a weight of sl(n), we derive a system of variable-coefficient second-order linear partial differential equations that determines the singular vectors in the corresponding Verma module. Moreover, we completely solve the system in a…

Quantum Algebra · Mathematics 2007-05-23 Xiaoping Xu

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…

Machine Learning · Computer Science 2014-10-06 Brett W. Israelsen , Dale A. Smith

We evaluate several arctangent and logarithmic integrals depending on a parameter. This provides a closed form summation of certain series and also gives integral and series representation of some classical constants.

Number Theory · Mathematics 2016-11-14 Khristo N. Boyadzhiev

In this paper we propose new sufficient conditions for stability of solutions of systems of Volterra linear integral equations and systems of linear integro-differential Volterra equations. Solution stability conditions for systems of…

Numerical Analysis · Mathematics 2023-04-25 Ilya Boykov , Vladimir Roudnev , Alla Boykova

In the paper regularity of solutions to stochastic Volterra equations in a separable Hilbert space is studied. Sufficient conditions for the temporal and spatial regularity of stochastic convolutions corresponding to the equations under…

Probability · Mathematics 2012-12-07 Anna Karczewska

We study classical solutions (existence, uniqueness, and explicit solution operator) for homogeneous, linear, and semilinear abstract Volterra integral equations of wave type with almost sectorial operators. We use a functional calculus for…

Analysis of PDEs · Mathematics 2025-09-08 Joel E. Restrepo

We extend existence and uniqueness results of [4] for nonlinear integro-differential equations of Volterra type between real locally complete vector spaces

Functional Analysis · Mathematics 2020-03-24 Thomas E. Gilsdorf , Mohammad Khavanin

In this paper we present a special formula for transforming integrals to series. The resulting series involves binomial transforms with the Taylor coefficients of the integrand. Five applications are provided for evaluating challenging…

Classical Analysis and ODEs · Mathematics 2022-05-19 Khristo N. Boyadzhiev

This work aims to bridge the gap between pure and applied research on scalar, linear Volterra equations by examining five major classes: integral and integro-differential equations with completely monotone kernels, such as linear…

Classical Analysis and ODEs · Mathematics 2026-01-09 David Darrow , George Stepaniants

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…

Dynamical Systems · Mathematics 2012-08-20 Denis Sidorov , Nikolai Sidorov

In this article we give necessary and sufficient conditions providing regularity of solutions to stochastic Volterra equations with infinite delay on a $d$-dimensional torus. The harmonic analysis techniques and stochastic integration in…

Probability · Mathematics 2007-05-23 Anna Karczewska , Carlos Lizama