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The complete positivity, i.e., positivity of the resolvent kernels, for convolutional kernels is an important property for the positivity property and asymptotic behaviors of Volterra equations. We inverstigate the discrete analogue of the…

数值分析 · 数学 2023-10-03 Yuanyuan Feng , Lei Li

The time fractional ODEs are equivalent to convolutional Volterra integral equations with completely monotone kernels. We therefore introduce the concept of complete monotonicity-preserving ($\mathcal{CM}$-preserving) numerical methods for…

数值分析 · 数学 2021-01-01 Lei Li , Dongling Wang

This paper studies existence and uniqueness of solutions to generalized Volterra integral equations. Since our proof for existence and uniqueness does not make use of Banach fixed point theorem unlike the previous papers focused on this…

经典分析与常微分方程 · 数学 2011-03-01 Basak Karpuz

This work defines and studies one-dimensional convolution kernels that preserve nonnegativity. When the past dynamics of a process is integrated with a convolution kernel like in Stochastic Volterra Equations or in the jump intensity of…

概率论 · 数学 2024-10-04 Aurélien Alfonsi

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

We propose the numerical methods for solution of the weakly regular linear and nonlinear evolutionary (Volterra) integral equation of the first kind. The kernels of such equations have jump discontinuities along the continuous curves…

数值分析 · 数学 2015-07-24 Ildar Muftahov , Aleksandr Tynda , Denis Sidorov

This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to…

综合数学 · 数学 2025-01-10 Samad Noeiaghdam

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.…

概率论 · 数学 2025-09-26 Ole Cañadas , Martin Friesen

In this text matrix Volterra integral equation of the first kind is addressed. It is assumed that kernels of the equation have jump discontinuities on non-intersecting curves. Such equations appear in the theory of evolving dynamic systems.…

动力系统 · 数学 2012-09-03 Denis Sidorov

We study the numerical solution for Volerra integro-differential equations with smooth and non-smooth kernels. We use a $h$-version discontinuous Galerkin (DG) method and derive nodal error bounds that are explicit in the parameters of…

数值分析 · 数学 2014-12-08 Kassem Mustapha

We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation.…

数值分析 · 数学 2010-02-04 S. A. Belbas , Yuriy Bulka

We study quadrature methods for solving Volterra integral equations of the first kind with smooth kernels under the presence of noise in the right-hand sides, with the quadrature methods being generated by linear multistep methods. The…

数值分析 · 数学 2016-05-02 Robert Plato

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…

数值分析 · 数学 2023-05-03 Wenlin Qiu

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 composition operators preserving total non-negativity and total positivity for various classes of kernels are classified, following three themes. Letting a function act by post composition on kernels with arbitrary domains, it is shown…

泛函分析 · 数学 2023-09-27 Alexander Belton , Dominique Guillot , Apoorva Khare , Mihai Putinar

The Volterra signature extends the classical path signature by incorporating general matrix-valued kernel into its iterated integral structure, yielding a flexible notion of memory for time series. Its components can be viewed as successive…

数值分析 · 数学 2026-05-19 Paul P. Hager , Fabian N. Harang , Luca Pelizzari , Samy Tindel

This study aims to discuss the existence and uniqueness of solution of fuzzy Volterra integral equation with piecewise continuous kernel. Such problems appears in many balance problems for hereditary dynamic systems, e.g. in electric load…

综合数学 · 数学 2024-01-18 Samad Noeiaghdam , Aliona I. Dreglea , Denis N. Sidorov

We analyze, from the viewpoint of positivity preservation, certain discretizations of a fundamental partial differential equation, the one-dimensional advection equation with periodic boundary condition. The full discretization is obtained…

数值分析 · 数学 2021-05-18 Yiannis Hadjimichael , David I. Ketcheson , Lajos Lóczi

We prove new monotonicity properties for joint and generalized spectral radius and their essential versions of weighted geometric symmetrizations of bounded sets of positive kernel operators on $L^2$. To our knowledge, several proved…

泛函分析 · 数学 2025-06-30 Katarina Bogdanović , Aljoša Peperko

We consider the linear complementarity problem with uncertain data modeled by intervals, representing the range of possible values. Many properties of the linear complementarity problem (such as solvability, uniqueness, convexity, finite…

最优化与控制 · 数学 2025-10-07 Milan Hladík
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