Results 81 to 90 of about 3,163,886 (311)

Reductions of the Volterra and Toda chains

, 2000
The Volterra and Toda chains equations are considered.
A. K. Svinin, A. N. Leznov, D. Levi, H. Flaschka, H. Flaschka, J. Liouville, M. Toda, M. Toda, M. Wadati, S. V. Manakov, V. I. Arnold   +10 more
core   +2 more sources

Facilitative interspecific interactions in marine vertebrates across scales: from individuals to ecosystems

Biological Reviews, EarlyView.
ABSTRACT Facilitative interspecific interactions (FIIs) confer benefits to at least one participant without detriment to others. Although often less emphasised than antagonistic interactions in ecological studies, this review highlights the significant ecological role of FIIs across biological scales – from individual behaviours to population ...
Eduardo Döbber Vontobel, Sophie Smout, Jorge L. Rodrigues Filho, Ronaldo Angelini, Mauricio Cantor, Fábio G. Daura‐Jorge   +5 more
wiley   +1 more source

On the Complex Inversion Formula and Admissibility for a Class of Volterra Systems

International Journal of Differential Equations, 2014
This paper studies Volterra integral evolution equations of convolution type from the point of view of complex inversion formula and the admissibility in the Salamon-Weiss sens.
Ahmed Fadili, Hamid Bounit
doaj   +1 more source

A systematic method for constructing time discretizations of integrable lattice systems: local equations of motion

, 2010
We propose a new method for discretizing the time variable in integrable lattice systems while maintaining the locality of the equations of motion. The method is based on the zero-curvature (Lax pair) representation and the lowest-order "conservation ...
Ablowitz M J, Ablowitz M J, Dodd R K, Faddeev L D, Faddeev L Zuber J-B Stora R, Gerdjikov V S, Haldane F D M, Izergin A G, Manakov S V, Pempinelli F Boiti M Leon J Alfinito E, Sadakane T, Suris Y B, Suris Y B, Takayuki Tsuchida, Tsuchida T   +14 more
core   +1 more source

Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi, Haeran Cho, Lorenzo Trapani   +2 more
wiley   +1 more source

Symbolic Computation of Polynomial Conserved Densities, Generalized Symmetries, and Recursion Operators for Nonlinear Differential-Difference Equations [PDF]

, 2005
Algorithms for the symbolic computation of polynomial conserved densities, fluxes, generalized symmetries, and recursion operators for systems of nonlinear differential-difference equations are presented.
Hereman, W., Sanders, J. A., Sayers, J., Wang, J. P.   +3 more
core  

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Theoretical and numerical results about some weakly singular Volterra-Fredholm equations

Journal of Numerical Analysis and Approximation Theory, 2008
In this paper existence, uniqueness results for the solution of some weakly singular linear Volterra and Volterra-Fredholm integral equations are given.
F. Calió, E. Marchetti, V. Mureșan
doaj   +2 more sources

Stability criteria for Volterra equations [PDF]

Transactions of the American Mathematical Society, 1983
We consider a system of integro-differential equations of the form (1. 1) x' = A(t)x + f'C(t. s)x(s) ds with A and C being ni X ni matrices. Various types of stability are defined and results are obtained showing when one type of stability is equivalent to another type.
Burton, T. A., Mahfoud, W. E.
openaire   +2 more sources

Dynamically Consistent Analysis of Realized Covariations in Term Structure Models

Mathematical Finance, EarlyView.
ABSTRACT In this article, we show how to analyze the covariation of bond prices nonparametrically and robustly, staying consistent with a general no‐arbitrage setting. This is, in particular, motivated by the problem of identifying the number of statistically relevant factors in the bond market under minimal conditions.
Dennis Schroers
wiley   +1 more source