A Note on Special Functions Related to Lotka / Negative Volterra Equations

We study special functions related to Lotka-Volterra equations and negative Volterra equation intro-duced from zero curvature representations . At first we show the relationships between Lotka-Volterra equations introduced from zero curvature representations and symmetric orthogonal polynomials. Sec-ondarily, we describe the relationships between negative Volterra equations with a special solutions and cylinder functions.

REGULARITY PROPERTY OF SOLUTION TO TWO-PARAMETER STOCHASTIC VOLTERRA EQUATION WITH NON-LIPSCHITZ COEFFICIENTS

This article proves the existence and uniqueness of solution to two-parameter stochastic Volterra equation with non-Lipschitz coefficients and driven by Brownian sheet, where the main tool is Bihari＇s inequality in the plane. Moreover, we also discuss the time regularity property of the solution by Kolmogorov＇s continuity criterion.

Numerical Solutions of Volterra Equations Using Galerkin Method with Certain Orthogonal Polynomials

This work is aim at providing a numerical technique for the Volterra integral equations using Galerkin method. For this purpose, an effective matrix formulation is proposed to solve linear Volterra integral equations of the first and second kind respectively using orthogonal polynomials as trial functions which are constructed in the interval [-1,1] with respect to the weight function w(x)=1+x2. The efficiency of the proposed method is tested on several numerical examples and compared with the analytic solutions available in the literature.

WONG-ZAKAI APPROXIMATIONS FOR STOCHASTIC VOLTERRA EQUATIONS

In this paper,we shall prove a Wong-Zakai approximation for stochastic Volterra equations under appropriate assumptions.We may apply it to a class of stochastic differential equations with the kernel of fractional Brownian motion with Hurst parameter H∈(1/2,1)and subfractional Brownian motion with Hurst parameter H∈(1/2,1).As far as we know,this is the first result on stochastic Volterra equations in this topic.

ANTICIPATED BACKWARD STOCHASTIC VOLTERRA INTEGRAL EQUATIONS WITH JUMPS AND APPLICATIONS TO DYNAMIC RISK MEASURES

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.

Conditional Stability of Stochastic Volterra Equationswith Anticipating Kernel

This paper introdnces some concepts of conditional stability of stochasticVolterra equations with anticipating kernel. Snfficient conditions of these types of sta-bility are established via Lyapunov funciton.

Abstract Volterra equations in locally convex spaces

A general class of(a,k)-regularized C-resolvent families is one of efficient research tools for dealing with non-degenerate abstract Volterra equations of scalar type.The main purpose of this expository paper is to provide a detailed analysis of the above class in sequentially complete locally convex spaces.

Stochastic Volterra equations driven by fractional Brownian motion

This paper is devoted to study a class of stochastic Volterra equations driven by fractional Brownian motion. We first prove the Driver type integration by parts formula and the shift Harnack type inequalities. As a direct application, we provide an alternative method to describe the regularities of the law of the solution. Secondly, by using the Malliavin calculus, the Bismut type derivative formula is established, which is then applied to the study of the gradient estimate and the strong Feller property. Finally, we establish the Talagrand type transportation cost inequalities for the law of the solution on the path space with respect to both the uniform metric and the L^2-metric.

The Asymptotic Behavior for Numerical Solution of a Volterra Equation

Abstract Long-time asymptotic stability and convergence properties for the numerical solution of a Volterra equation of parabolic type are studied. The methods are based on the first-second order backward difference methods. The memory term is approximated by the convolution quadrature and the interpolant quadrature. Discretization of the spatial partial differential operators by the finite element method is also considered.

ON A PERIODIC VOLTERRA EQUATION WITH SEVERAL FINITE DELAYS AND AN INFINITE DELAY

The existence of positive periodic solutions for a periodic Volterra equation with several finite delays and an infinite delay is established. Sufficient conditions for the periodic solutions having global attractivity are obtained.

On Existence of Entropy Solution for a Doubly Nonlinear Differential Equation with L1 -Data

We consider a class of doubly nonlinear history-dependent problems having a convection term and a pseudomonotone nonlinear diffusion operator associated an equation of the type ?t(k * (b(v) - b(v0))) - div(a(x,Dv) + F(v)) = f where the right hand side belongs to L1. The kernel k belongs to the large class of PC kernels. In particular, the case of fractional time derivatives of order α ∈ (0,1) is included. Assuming b nondecreasing with L1-data, we prove existence in the framework of entropy solutions. The approach adopted for the proof is based on a several step approximation method and by using a result in the case of a strictly increasing b.

EXISTENCE OF POSITIVE PERIODIC SOLUTIONS FOR VOLTERRA INTERGO-DIFFERENTIAL EQUATIONS

This paper deals with the existence of positive periodic solutions for a kind of nonautonomous Volterra intergo-differential equations by employing the Krasnoselskii fixed point theorem. Applying the general theorems established to several biomathematical models, the paper improves some previous results and obtains some new results.

EXISTENCE THEOREMS OF SOLUTIONS FOR NONLINEAR IMPULSIVE VOLTERRA INTEGRAL EQUATIONS IN BANACH SPACES

In this paper,the Monch fixed point theorem and an impulsive integral inequality is used to prove some existence theorems of solutions for nonlinear impulsive Volterra integral equations in Banach spaces that improve and extend the previous results.

NEW NUMERICAL METHOD FOR VOLTERRA INTEGRAL EQUATION OF THE SECOND KIND IN PIEZOELASTIC DYNAMIC PROBLEMS

The elastodynamic problems of piezoelectric hollow cylinders and spheres under radial deformation can be transformed into a second kind Volterra integral equation about a function with respect to time, which greatly simplifies the solving procedure for such elastodynamic problems. Meanwhile, it becomes very important to find a way to solve the second kind Volterra integral equation effectively and quickly. By using an interpolation function to approximate the unknown function, two new recursive formulae were derived, based on which numerical solution can be obtained step by step. The present method can provide accurate numerical results efficiently. It is also very stable for long time calculating.

Backward stochastic Volterra integral equations——a brief survey

In this paper, we present a brief survey on the updated theory of backward stochas-tic Volterra integral equations （BSVIEs, for short）. BSVIEs are a natural generalization of backward stochastic diff erential equations （BSDEs, for short）. Some interesting motivations of studying BSVIEs are recalled. With proper solution concepts, it is possible to establish the corresponding well-posedness for BSVIEs. We also survey various comparison theorems for solutions to BSVIEs.

Volterra Integral Equations and Some Nonlinear Integral Equations with Variable Limit of Integration as Generalized Moment Problems

In this paper we will see that, under certain conditions, the techniques of generalized moment problem will apply to numerically solve an Volterra integral equation of first kind or second kind. Volterra integral equation is transformed into a one-dimensional generalized moment problem, and shall apply the moment problem techniques to find a numerical approximation of the solution. Specifically you will see that solving the Volterra integral equation of first kind f（t） = {a^t K（t, s）x（s）ds a ≤ t ≤ b or solve the Volterra integral equation of the second kind x（t） =f（t）＋{a^t K（t,s）x（s）ds a ≤ t ≤ b is equivalent to solving a generalized moment problem of the form un = {a^b gn（s）x（s）ds n = 0,1,2… This shall apply for to find the solution of an integrodifferential equation of the form x＇（t） = f（t） ＋ {a^t K（t,s）x（s）ds for a ≤ t ≤ b and x（a） = a0 Also considering the nonlinear integral equation： f（x）= {fa^x y（x-t）y（t）dt This integral equation is transformed a two-dimensional generalized moment problem. In all cases, we will find an approximated solution and bounds for the error of the estimated solution using the techniques ofgeneralized moment problem.

SINGULAR CONTROL OF STOCHASTIC VOLTERRA INTEGRAL EQUATIONS

This paper deals with optimal combined singular and regular controls for stochastic Volterra integral equations,where the solution X^(u,ξ)(t)=X(t)is given X(t)=φ(t)+∫_(0)^(t) b(t,s,X(s),u(s))ds+∫_(0)^(t)σ(t,s,X(s),u(s))dB(s)+∫_(0)^(t)h(t,s)dξ(s).by Here d B(s)denotes the Brownian motion It?type differential,ξdenotes the singular control(singular in time t with respect to Lebesgue measure)and u denotes the regular control(absolutely continuous with respect to Lebesgue measure).Such systems may for example be used to model harvesting of populations with memory,where X(t)represents the population density at time t,and the singular control processξrepresents the harvesting effort rate.The total income from the harvesting is represented by J(u, ξ) = E[∫_(0)^(t) f_(0)(t,X(t), u(t))dt + ∫_(0)^(t)f_(1)(t,X(t))dξ(t) + g(X(T))] for the given functions f0,f1 and g,where T>0 is a constant denoting the terminal time of the harvesting.Note that it is important to allow the controls to be singular,because in some cases the optimal controls are of this type.Using Hida-Malliavin calculus,we prove sufficient conditions and necessary conditions of optimality of controls.As a consequence,we obtain a new type of backward stochastic Volterra integral equations with singular drift.Finally,to illustrate our results,we apply them to discuss optimal harvesting problems with possibly density dependent prices.

Numerical approach for a system of second kind Volterra integral equations in magneto-electro-elastic dynamic problems

The elastodynamic problems of magneto-electro-elastic hollow cylinders in the state of axisymmetric plane strain case can be transformed into two Volterra integral equations of the second kind about two functions with respect to time. Interpolation functions were introduced to approximate two unknown functions in each time subinterval and two new recursive formulae are derived. By using the recursive formulae, numerical results were obtained step by step. Under the same time step, the accuracy of the numerical results by the present method is much higher than that by the traditional quadrature method.

A SPECTRAL METHOD FOR A WEAKLY SINGULAR VOLTERRA INTEGRO-DIFFERENTIAL EQUATION WITH PANTOGRAPH DELAY

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.

GLOBAL SOLUTIONS OF SYSTEMS OF NONLINEAR IMPULSIVE VOLTERRA INTEGRAL EQUATIONS IN BANACH SPACES

The existence of solutions for systems of nonlinear impulsive Volterra integral equations on the infinite interval R+ with an infinite number of moments of impulse effect in Banach spaces is studied. Some existence theorems of extremal solutions are obtained, which extend the related results for this class of equations on a finite interval with a finite. number of moments of impulse effect. The results are demonstrated by means of an example of an infinite systems for impulsive integral equations.