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相关论文: Modeling of Nonlinear Dynamic Systems with Volterr…

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This paper focuses on the systems theory of bilinear dynamical systems using the Volterra series representation. The main contributions are threefold. First, we gain an input-output representation in the frequency domain, where the Laplace…

数值分析 · 数学 2019-01-18 Maria Cruz Varona , Raphael Gebhart

Quantum input-output theory plays a very important role for analyzing the dynamics of quantum systems, especially large-scale quantum networks. As an extension of the input-output formalism of Gardiner and Collet, we develop a new approach…

The systems of nonlinear Volterra integral equations of the first kind with jump discontinuous kernels are studied. The iterative numerical method for such nonlinear systems is proposed. Proposed method employs the modified…

数值分析 · 数学 2019-10-22 A. N. Tynda , D. N. Sidorov , N. A. Sidorov

The paper focuses on solving one class of Volterra equations of the first kind, which is characterized by the variability of all integration limits. These equations were introduced in connection with the problem of identifying nonsymmetric…

动力系统 · 数学 2021-02-03 Svetlana Solodusha , Ekaterina Antipina

The Volterra integral-functional series is the classic approach for nonlinear black box dynamical systems modeling. It is widely employed in many domains including radiophysics, aerodynamics, electronic and electrical engineering and many…

数值分析 · 数学 2023-10-31 Denis Sidorov , Aleksandr Tynda , Vladislav Muratov , Eugeny Yanitsky

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…

计算工程、金融与科学 · 计算机科学 2024-10-28 Gabriele Immordino , Andrea Da Ronch , Marcello Righi

We study the class of continuous polynomial Volterra processes, which we define as solutions to stochastic Volterra equations driven by a continuous semimartingale with affine drift and quadratic diffusion matrix in the state of the…

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…

概率论 · 数学 2020-07-22 Fred Espen Benth , Nils Detering , Paul Kruehner

Volterra series are especially useful for nonlinear system identification, also thanks to their capability to approximate a broad range of input-output maps. However, their identification from a finite set of data is hard, due to the curse…

机器学习 · 计算机科学 2019-11-13 Alberto Dalla Libera , Ruggero Carli , Gianluigi Pillonetto

We introduce Coarse-Grained Nonlinear Dynamics, an efficient and universal parameterization of nonlinear system dynamics based on the Volterra series expansion. These models require a number of parameters only quasilinear in the system's…

信号处理 · 电气工程与系统科学 2020-10-15 Span Spanbauer , Ian Hunter

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…

机器学习 · 计算机科学 2014-10-06 Brett W. Israelsen , Dale A. Smith

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…

系统与控制 · 计算机科学 2018-04-30 Georgios Birpoutsoukis , Anna Marconato , John Lataire , Johan Schoukens

Some results about existence, uniqueness, and attractive behaviour of solutions for nonlinear Volterra integral equations with non-convolution kernels are presented in this paper. These results are based on similar ones about nonlinear…

偏微分方程分析 · 数学 2016-08-14 M. R. Arias , R. Benítez , V. J. Bolós

Modeling nonlinear systems with Volterra series is challenging because the number of kernel coefficients grows exponentially with the model order. This work introduces Bayesian Tensor Network Volterra kernel machines (BTN-V), extending the…

机器学习 · 统计学 2025-11-26 Afra Kilic , Kim Batselier

The Volterra series is a powerful tool in modelling a broad range of nonlinear dynamic systems. However, due to its nonparametric nature, the number of parameters in the series increases rapidly with memory length and series order, with the…

信号处理 · 电气工程与系统科学 2018-04-23 Jeremy G. Stoddard , James S. Welsh

This paper provide a comprehensive analysis of the finite and long time behavior of continuous-time non-Markovian dynamical systems, with a focus on the forward Stochastic Volterra Integral Equations(SVIEs).We investigate the properties of…

概率论 · 数学 2025-11-06 Emmanuel Gnabeyeu , Gilles Pagès

Our recent work lays out a general framework for inferring information about the parameters and associated dynamics of a differential equation model from a discrete set of data points collected from the system being modeled. Rigorous…

动力系统 · 数学 2022-09-29 Xiaoyu Duan , Jonathan E Rubin , David Swigon

This paper presents detailed insights of embedding Carleman linearization into nonlinear systems for designing Volterra model-based control technique. Volterra series method is a competent mathematical tool, which extends the convolution…

最优化与控制 · 数学 2021-01-05 Dhruvi Bhatt , Shambhu Nath Sharma

The research is devoted to a numerical solution of the Volterra equations of the first kind that were obtained using the Laplace integral transforms for solving the equation of heat conduction. The paper consists of an introduction and two…

数值分析 · 数学 2016-08-09 Svetlana V. Solodusha , Igor V. Mokry

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…

数值分析 · 数学 2023-03-07 Qianying Cao , Anteng Chang , Junfeng Du , Lin Lu
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