相关论文: Numerical solution of locally loaded Volterra inte…
In the paper stochastic Volterra equations with noise terms driven by series of independent scalar Wiener processes are considered. In our study we use the resolvent approach to the equations under consideration. We give sufficient…
In this paper, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced, and the corresponding well-posedness is carefully established. A class of…
The present study proposed a method for numerical solution of linear Volterra integral equations (VIEs) of the third kind, before only analytical solution methods had been discussed with reference to previous research and review of the…
Numerical solution of one-dimensional stochastic integral equations because of the randomness has its own problems, i.e. some of them no have analytically solution or finding their analytic solution is very difficult. This problem for…
We study error propagation in both an explicit and an implicit method for solving Volterra integro-differential equations. We determine the relationship between local and global errors. We derive upper bounds for the global error, and show…
In this work we consider a simple, approximate, tending toward exact, solution of the system of two usual Lotka-Volterra differential equations. Given solution is obtained by an iterative method. In any finite approximation order of this…
We derive formulae for the calculation of Taylor coefficients of solutions to systems of Volterra integral equations, both linear and nonlinear, either without singularities or with singularities of Abel type and logarithmic type. We also…
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 propose a spectral collocation method, based on the generalized Jacobi wavelets along with the Gauss-Jacobi quadrature formula, for solving a class of third-kind Volterra integral equations. To do this, the interval of integration is…
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…
In this paper the problems of integrable and linearizable Lotka-Volterra equations with $(\delta:-3 \delta:\delta)$-resonance are studied. The necessary conditions for both problems are obtained in the case when $\delta=1$ and it's…
We consider linear scalar wave equations with a hereditary integral term of the kind used to model viscoelastic solids. The kernel in this Volterra integral is a sum of decaying exponentials (The so-called Maxwell, or Zener model) and this…
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.
Using the theory of evolutionary equations, we consider abstract differential equations including non-local integral operators. After providing a condition for the well-posedness of the addressed equation we consider a numerical method of…
The paper presents a review of the studies that were conducted at Energy Systems Institute (ESI) SB RAS in the field of mathematical modeling of nonlinear input-output dynamic systems with Volterra polynomials. The first part presents an…
In this paper we obtain an It\^o differential representation for a class of singular stochastic Volterra integral equations. As an application, we investigate the rate of convergence in the small time central limit theorem for the solution.
In this study, two reliable approaches to solving the nonlinear stochastic It\^o-Volterra integral equation are provided. These equations have been evaluated using the orthonormal Chelyshkov spectral collocation technique and the…
Many problems of applied mathematics are reduced to the solution of integral equations with special functions in kernels, therefore the inversion formulas for such equations play an important role in solving boundary value problems for…
In this paper, we investigate existence and uniqueness of solutions of nonlinear Volterra-Fredholm impulsive integrodifferential equations. Utilizing theory of Picard operators we examine data dependence of solutions on initial conditions…
Solving systems of non-autonomous ordinary differential equations (ODE) is a crucial and often challenging problem. Recently a new approach was introduced based on a generalization of the Volterra composition. In this work, we explain the…