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

In this paper, we are interested in comparing solutions to stochastic Volterra equations for the convex order on the space of continuous $\R^d$-valued paths and for the monotonic convex order when $d=1$. Even if in general these solutions…

We offer a simple method Monte Carlo for computation of Volterra's and spherical type multiple integrals with weak (integrable) singularities. An elimination of infinity of variance is achieved by incorporating singularities in the density,…

In this work we prove that a family of explicit numerical finite-difference methods is convergent when applied to a nonlinear Volterra equation with a power-type nonlinearity. In that case the kernel is not of Lipschitz type, therefore the…

Although cosmological solutions to Einstein's equations are known to be generically singular, little is known about the nature of singularities in typical spacetimes. It is shown here how the operator splitting used in a particular…

Complexiton solutions (or complexitons for short) are exact solutions newly introduced to integrable equations. Starting with the solution classification for a linear differential equation, the Korteweg-de Vries equation and the Toda…

In this paper, we present an efficient form of Volterra's equations of motion for both unconstrained and constrained multibody dynamical systems that include ignorable coordinates. The proposed method is applicable for systems with both…

We consider a class of elliptic and parabolic problems, featuring a specific nonlocal operator of fractional-laplacian type, where integration is taken on variable domains. Both elliptic and parabolic problems are proved to be uniquely…

This paper presents the error analysis of numerical methods on graded meshes for stochastic Volterra equations with weakly singular kernels. We first prove a novel regularity estimate for the exact solution via analyzing the associated…

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…

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…

We establish in this paper the equivalence between a Volterra integral equation of second kind and a singular ordinary differential equation of third order with two initial conditions and an integral boundary condition, with a real…

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…

We consider one-dimensional stochastic Volterra equations with jumps for which we establish conditions upon the convolution kernel and coefficients for the strong existence and pathwise uniqueness of a non-negative c\`adl\`ag solution. By…

In this paper we study to what extend some properties of the classical linear Volterra operators could be transferred to the nonlinear Volterra-Choquet operators, obtained by replacing the classical linear integral with respect to the…

We study the correct solvability of an abstract integro-differential equations in Hilbert space generalizing integro-differential equations arising in the theory of viscoelastisity. The equations under considerations are the abstract…

This paper aims to study a new class of integral equations called backward doubly stochastic Volterra integral equations (BDSVIEs, for short). The notion of symmetrical martingale solutions (SM-solutions, for short) is introduced for…

In the paper some sufficient condition for the nonlinear integral operator of the Volterra type to be a diffeomorphism defined on the space of absolutely continuous functions are formulated. The proof relies on consideration of the…

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear…

We present a collection of well-conditioned integral equation methods for the solution of electrostatic, acoustic or electromagnetic scattering problems involving anisotropic, inhomogeneous media. In the electromagnetic case, our approach…

Tectonic faults are commonly modelled as Volterra or Somigliana dislocations in an elastic medium. Various solution methods exist for this problem. However, the methods used in practice are often limiting, motivated by reasons of…