Results 21 to 30 of about 3,163,886 (311)

Numerical methods for stochastic Volterra integral equations with weakly singular kernels [PDF]

open access: yesIMA Journal of Numerical Analysis, 2020
In this paper we first establish the existence, uniqueness and Hölder continuity of the solution to stochastic Volterra integral equations (SVIEs) with weakly singular kernels, with singularities $\alpha \in (0, 1)$ for the drift term and $\beta \in (0,
Min Li, Chengming Huang, Yaozhong Hu
semanticscholar   +1 more source

Solving two-dimensional nonlinear fuzzy Volterra integral equations by homotopy analysis method

open access: yesDemonstratio Mathematica, 2021
The purpose of the paper is to find an approximate solution of the two-dimensional nonlinear fuzzy Volterra integral equation, as homotopy analysis method (HAM) is applied.
A. Georgieva
semanticscholar   +1 more source

Optimal control of forward-backward stochastic Volterra equations [PDF]

open access: yes, 2016
We study the problem of optimal control of a coupled system of forward-backward stochastic Volterra equations. We use Hida-Malliavin calculus to prove a sufficient and a necessary maximum principle for the optimal control of such systems.
N. Agram, Bernt Oksendal, Samia Yakhlef
semanticscholar   +1 more source

Extended backward stochastic Volterra integral equations and their applications to time-Inconsistent stochastic recursive control problems [PDF]

open access: yesMathematical Control and Related Fields, 2020
In this paper, we study extended backward stochastic Volterra integral equations (EBSVIEs, for short). We establish the well-posedness under weaker assumptions than the literature, and prove a new kind of regularity property for the solutions.
Yushi Hamaguchi
semanticscholar   +1 more source

Stochastic Volterra integral equations with a parameter

open access: yesAdvances in Difference Equations, 2017
In this paper, we study the properties of continuity and differentiability of solutions to stochastic Volterra integral equations and backward stochastic Volterra integral equations depending on a parameter.
Yanqing Wang
doaj   +1 more source

A class of Runge–Kutta methods for nonlinear Volterra integral equations of the second kind with singular kernels

open access: yesAdvances in Difference Equations, 2018
This paper aims to obtain an approximate solution for fractional order Riccati differential equations (FRDEs). FRDEs are equivalent to nonlinear Volterra integral equations of the second kind.
Bijan Hasani Lichae   +2 more
doaj   +1 more source

Boundary Value Problems For Integrable Equations Compatible With The Symmetry Algebra [PDF]

open access: yes, 1994
Boundary value problems for integrable nonlinear partial differential equations are considered from the symmetry point of view. Families of boundary conditions compatible with the Harry-Dym, KdV and MKdV equations and the Volterra chain are discussed. We
Burak Gürel   +4 more
core   +2 more sources

Numerical method for a system of integro-differential equations and convergence analysis by Taylor collocation

open access: yesAin Shams Engineering Journal, 2018
In this paper, we present the Taylor polynomial solutions of system of higher order linear integro-differential Volterra-Fredholm equations (IDVFE). This method transforms IDVFE into the matrix equations which correspond to a system of linear algebraic ...
Yousef Jafarzadeh, Bagher Keramati
doaj   +1 more source

Volterra integral equations and fractional calculus: Do neighbouring solutions intersect? [PDF]

open access: yes, 2012
This is the author's PDF version of an article published in Journal of integral equations and applications. The definitive version is available at rmmc.asu.edu/jie/jie.html.This journal article considers the question of whether or not the solutions to ...
Diethelm, Kai, Ford, Neville J.
core   +1 more source

Predicting solutions of the Lotka‐Volterra equation using hybrid deep network

open access: yesTheoretical and Applied Mechanics Letters, 2022
Prediction of Lotka-Volterra equations has always been a complex problem due to their dynamic properties. In this paper, we present an algorithm for predicting the Lotka-Volterra equation and investigate the prediction for both the original system and ...
Zi-Fei Lin   +3 more
doaj   +1 more source

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