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相关论文: Numerical solution of locally loaded Volterra inte…

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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.…

概率论 · 数学 2026-04-28 Martin Bergerhausen , David J. Prömel

By means of two fractional order integral inequalities we investigate the existence and uniqueness of the solutions of the fractional nonlinear Volterra integral equation and a fractional nonlinear integrodifferential equation in Banach…

经典分析与常微分方程 · 数学 2018-06-06 J. Vanterler da C. Sousa , E. Capelas de Oliveira

In this work we show how auxiliary variables can be used to give an efficient method involving symbolic manipulation and Picard iteration for approximating solutions of certain Volterra integral equations.

经典分析与常微分方程 · 数学 2016-11-15 Hamid Semiyari , Douglas Shafer

Some corrections are made in our article, which was published in Appl. Anal. Optim. Vol. 3 (2019), No. 1, 103--127. These corrections are intended to transform the equation \eqref{eq:1.1} \begin{equation}\label{eq:1.1} x(t) +…

数值分析 · 数学 2019-07-18 Ngo Thanh Binh , Khuat Van Ninh

We describe an algorithm, based on Euler's method, for solving Volterra integro-differential equations. The algorithm approximates the relevant integral by means of the composite Trapezium Rule, using the discrete nodes of the independent…

数值分析 · 数学 2024-07-24 J. S. C. Prentice

In the present note we give an explicit integration of some two--dimensionalised Lotka--Volterra type equations associated with simple Lie algebras, other than the familiar $A_n$ case, possessing a representation without branching. This…

高能物理 - 理论 · 物理学 2009-10-28 Jean-Loup Gervais , Mikhail V. Saveliev

The variational local moment approach (V-LMA), being a modification of the method due to Logan {\it et al}., is presented here. The existence of local moments is taken from the outset and their values are determined through variational…

强关联电子 · 物理学 2009-02-03 Anna Kauch , Krzysztof Byczuk

In this paper, a computational method is developed to find an approximate solution of the stochastic Volterra-Fredholm integral equation using the Walsh function approximation and its operational matrix. Moreover, convergence and error…

数值分析 · 数学 2023-05-29 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

This paper focuses on the optimal control of a class of stochastic Volterra integral equations. Here the coefficients are regular and not assumed to be of convolution type. We show that, under mild regularity assumptions, these equations…

概率论 · 数学 2026-04-08 Dylan Possamaï , Mehdi Talbi

In this paper we study the unique solvability of backward stochastic Volterra integral equations (BSVIEs in short), in terms of both the M-solutions introduced in [17] and the adapted solutions in [6], [12] or [14]. A general existence and…

概率论 · 数学 2010-01-21 Tianxiao Wang , Yufeng Shi

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

概率论 · 数学 2007-05-23 Anna Karczewska

In this paper, a two-dimensional operational matrix method based on Chelyshkov polynomials is implemented to numerically solve the two-dimensional stochastic It\^o-Volterra Fredholm integral equations. These equations arise in several…

数值分析 · 数学 2025-02-05 S. Saha Ray , Reema Gupta

This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational…

数值分析 · 数学 2019-10-07 R. Dehbozorgi , K. Maleknejad

We study a class of nonlinear Volterra integral equations that generalize the classical capillary rise models, allowing for nonsmooth kernels and nonlinearities. To accommodate such generalities, we work in two families of function spaces:…

数值分析 · 数学 2025-10-08 Josefa Caballero , Łukasz Płociniczak , Kishin Sadarangani

We prove strong existence and uniqueness, and H\"older regularity, of a large class of stochastic Volterra equations, with singular kernels and non-Lipschitz diffusion coefficient. Extending Yamada-Watanabe's theorem, our proof relies on an…

概率论 · 数学 2020-05-01 Alexandre Pannier , Antoine Jacquier

In this paper stochastic Volterra equations admitting exponentially bounded resolvents are studied. After obtaining convergence of resolvents, some properties for stochastic convolutions are studied. Our main result provide sufficient…

概率论 · 数学 2008-10-19 Anna Karczewska , Carlos Lizama

We introduce a numerical method for the solution of the time-dependent Schrodinger equation with a smooth potential, based on its reformulation as a Volterra integral equation. We present versions of the method both for periodic boundary…

数值分析 · 数学 2021-08-03 Jason Kaye , Alex Barnett , Leslie Greengard

The discrete autonomous/non-autonomous Toda equations and the discrete Lotka-Volterra system are important integrable discrete systems in fields such as mathematical physics, mathematical biology and statistical physics. They also have…

数学物理 · 物理学 2016-03-08 Masato Shinjo , Yoshimasa Nakamura , Masashi Iwasaki , Koichi Kondo

In this paper, we use a numerical method that involves hybrid and block-pulse functions to approximate solutions of systems of a class of Fredholm and Volterra integro-differential equations. The key point is to derive a new approximation…

数值分析 · 数学 2022-08-29 Aline Hosry , Roger Nakad , Sachin Bhalekar

Two different Sinc-collocation methods for Volterra integral equations of the second kind have been independently proposed by Stenger and Rashidinia--Zarebnia. However, their relation remains unexplored. This study theoretically examines…

数值分析 · 数学 2026-03-02 Tomoaki Okayama