In this paper, we study an efficient asymptotically correction of a-posteriori er- ror estimator for the numerical approximation of Volterra integro-differential equations by piecewise polynomial collocation method. T...In this paper, we study an efficient asymptotically correction of a-posteriori er- ror estimator for the numerical approximation of Volterra integro-differential equations by piecewise polynomial collocation method. The deviation of the error for Volterra integro- differential equations by using the defect correction principle is defined. Also, it is shown that for m degree piecewise polynomial collocation method, our method provides O（hm＋l） as the order of the deviation of the error. The theoretical behavior is tested on examples and it is shown that the numerical results confirm the theoretical part.展开更多
In this paper,a Jacobi-collocation spectral method is developed for a Volterraintegro-differential equation with delay,which contains a weakly singular kernel.We use a function transformation and a variable transforma...In this paper,a Jacobi-collocation spectral method is developed for a Volterraintegro-differential equation with delay,which contains a weakly singular kernel.We use a function transformation and a variable transformation to change the equation into a new Volterra integral equation defined on the standard interval[-1,1],so that the Jacobi orthogonal polynomial theory can be applied conveniently.In order to obtain high order accuracy for the approximation,the integral term in the resulting equation is approximated by Jacobi spectral quadrature rules.In the end,we provide a rigorous error analysis for the proposed method.The spectral rate of convergence for the proposed method is established in both the L^(∞)-norm and the weighted L^(2)-norm.展开更多
In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytical...In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.展开更多
Discrete Lotka-Volterra systems in one dimension (the logistic equation) and two dimensions have been studied extensively, revealing a wealth of complex dynamical regimes. We show that three-dimensional discrete Lotka...Discrete Lotka-Volterra systems in one dimension (the logistic equation) and two dimensions have been studied extensively, revealing a wealth of complex dynamical regimes. We show that three-dimensional discrete Lotka-Volterra dynamical systems exhibit all of the dynamics of the lower dimensional systems and a great deal more. In fact and in particular, there are dynamical features including analogs of flip bifurcations, Neimark-Sacker bifurcations and chaotic strange attracting sets that are essentially three-dimensional. Among these are new generalizations of Neimark-Sacker bifurcations and novel chaotic strange attractors with distinctive candy cane type shapes. Several of these dynamical are investigated in detail using both analytical and simulation techniques.展开更多
The organic food market has become an important part of food industry. We analyze sales data from Austria for 2014 to 2020 of 124 products from 25 product groups in six categories, each in conventional and organic for...The organic food market has become an important part of food industry. We analyze sales data from Austria for 2014 to 2020 of 124 products from 25 product groups in six categories, each in conventional and organic form. We fitted their market shares by means of a modified Lotka-Volterra model with constant coefficients. When only organic and conventional products were compared, a significant increase in market shares was observed for 15 of 25 organic product groups, indicating a continuing growth of the organic food market. The typical Lotka-Volterra dynamics was a predator-prey dynamics with an organic product (group) predating on conventional products that were in symbiosis.展开更多
The equations of motion governing the quasi-static and dynamical behavior of a viscoelastic Timoshenko beam are derived. The viscoelastic material is assumed to obey a three-dimensional fractional derivative constitut...The equations of motion governing the quasi-static and dynamical behavior of a viscoelastic Timoshenko beam are derived. The viscoelastic material is assumed to obey a three-dimensional fractional derivative constitutive relation. ne quasi-static behavior of the viscoelastic Timoshenko beam under step loading is analyzed and the analytical solution is obtained. The influence of material parameters on the deflection is investigated. The dynamical response of the viscoelastic Timoshenko beam subjected to a periodic excitation is studied by means of mode shape functions. And the effect of both transverse shear and rotational inertia on the vibration of the beam is discussed.展开更多
The dynamic stability of simple supported viscoelastic column, subjected to a periodic axial force, is investigated. The viscoelastic material was assumed to obey the fractional derivative constitutive relation. The g...The dynamic stability of simple supported viscoelastic column, subjected to a periodic axial force, is investigated. The viscoelastic material was assumed to obey the fractional derivative constitutive relation. The governing equation of motion was derived as a weakly singular Volterra integro-partial-differential equation, and it was simplified into weakly singular Volterra integro-ordinary-differential equation by the Galerkin method. In terms of the averaging method, the dynamical stability was analyzed. A new numerical method is proposed to avoid storing all history data. Numerical examples are presented and the numerical results agree with the analytical ones.展开更多
In this paper,we investigate the theoretical and numerical analysis of the stochastic Volterra integro-differential equations(SVIDEs)driven by L´evy noise.The existence,uniqueness,boundedness and mean square expo...In this paper,we investigate the theoretical and numerical analysis of the stochastic Volterra integro-differential equations(SVIDEs)driven by L´evy noise.The existence,uniqueness,boundedness and mean square exponential stability of the analytic solutions for SVIDEs driven by L´evy noise are considered.The split-step theta method of SVIDEs driven by L´evy noise is proposed.The boundedness of the numerical solution and strong convergence are proved.Moreover,its mean square exponential stability is obtained.Some numerical examples are given to support the theoretical results.展开更多
文摘In this paper, we study an efficient asymptotically correction of a-posteriori er- ror estimator for the numerical approximation of Volterra integro-differential equations by piecewise polynomial collocation method. The deviation of the error for Volterra integro- differential equations by using the defect correction principle is defined. Also, it is shown that for m degree piecewise polynomial collocation method, our method provides O（hm＋l） as the order of the deviation of the error. The theoretical behavior is tested on examples and it is shown that the numerical results confirm the theoretical part.
基金supported by the State Key Program of National Natural Science Foundation of China(11931003)the National Natural Science Foundation of China(41974133,11671157)。
文摘In this paper,a Jacobi-collocation spectral method is developed for a Volterraintegro-differential equation with delay,which contains a weakly singular kernel.We use a function transformation and a variable transformation to change the equation into a new Volterra integral equation defined on the standard interval[-1,1],so that the Jacobi orthogonal polynomial theory can be applied conveniently.In order to obtain high order accuracy for the approximation,the integral term in the resulting equation is approximated by Jacobi spectral quadrature rules.In the end,we provide a rigorous error analysis for the proposed method.The spectral rate of convergence for the proposed method is established in both the L^(∞)-norm and the weighted L^(2)-norm.
基金supported by the National Natural Science Foundation of China (11901184, 11771343)the Natural Science Foundation of Hunan Province (2020JJ5025)。
文摘In this paper, we focus on anticipated backward stochastic Volterra integral equations(ABSVIEs) with jumps. We solve the problem of the well-posedness of so-called M-solutions to this class of equation, and analytically derive a comparison theorem for them and for the continuous equilibrium consumption process. These continuous equilibrium consumption processes can be described by the solutions to this class of ABSVIE with jumps.Motivated by this, a class of dynamic risk measures induced by ABSVIEs with jumps are discussed.
文摘Discrete Lotka-Volterra systems in one dimension (the logistic equation) and two dimensions have been studied extensively, revealing a wealth of complex dynamical regimes. We show that three-dimensional discrete Lotka-Volterra dynamical systems exhibit all of the dynamics of the lower dimensional systems and a great deal more. In fact and in particular, there are dynamical features including analogs of flip bifurcations, Neimark-Sacker bifurcations and chaotic strange attracting sets that are essentially three-dimensional. Among these are new generalizations of Neimark-Sacker bifurcations and novel chaotic strange attractors with distinctive candy cane type shapes. Several of these dynamical are investigated in detail using both analytical and simulation techniques.
文摘The organic food market has become an important part of food industry. We analyze sales data from Austria for 2014 to 2020 of 124 products from 25 product groups in six categories, each in conventional and organic form. We fitted their market shares by means of a modified Lotka-Volterra model with constant coefficients. When only organic and conventional products were compared, a significant increase in market shares was observed for 15 of 25 organic product groups, indicating a continuing growth of the organic food market. The typical Lotka-Volterra dynamics was a predator-prey dynamics with an organic product (group) predating on conventional products that were in symbiosis.
文摘The equations of motion governing the quasi-static and dynamical behavior of a viscoelastic Timoshenko beam are derived. The viscoelastic material is assumed to obey a three-dimensional fractional derivative constitutive relation. ne quasi-static behavior of the viscoelastic Timoshenko beam under step loading is analyzed and the analytical solution is obtained. The influence of material parameters on the deflection is investigated. The dynamical response of the viscoelastic Timoshenko beam subjected to a periodic excitation is studied by means of mode shape functions. And the effect of both transverse shear and rotational inertia on the vibration of the beam is discussed.
文摘The dynamic stability of simple supported viscoelastic column, subjected to a periodic axial force, is investigated. The viscoelastic material was assumed to obey the fractional derivative constitutive relation. The governing equation of motion was derived as a weakly singular Volterra integro-partial-differential equation, and it was simplified into weakly singular Volterra integro-ordinary-differential equation by the Galerkin method. In terms of the averaging method, the dynamical stability was analyzed. A new numerical method is proposed to avoid storing all history data. Numerical examples are presented and the numerical results agree with the analytical ones.
基金supported by the Natural Science Foundation of Heilongjiang Province(Grant No.LH2022A020).
文摘In this paper,we investigate the theoretical and numerical analysis of the stochastic Volterra integro-differential equations(SVIDEs)driven by L´evy noise.The existence,uniqueness,boundedness and mean square exponential stability of the analytic solutions for SVIDEs driven by L´evy noise are considered.The split-step theta method of SVIDEs driven by L´evy noise is proposed.The boundedness of the numerical solution and strong convergence are proved.Moreover,its mean square exponential stability is obtained.Some numerical examples are given to support the theoretical results.
