A Nonlinear Volterra Equation Arising in the Theory of Superfluidity

1998 ◽  
pp. 494-504
Author(s):  
N. Levinson
Keyword(s):  
Volterra Equation

scholarly journals Self-exciting multifractional processes

2021 ◽  
Vol 58 (1) ◽  
pp. 22-41
Author(s):  
Fabian A. Harang ◽  
Marc Lagunas-Merino ◽  
Salvador Ortiz-Latorre
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
Rate Of Convergence ◽  
Existence And Uniqueness ◽  
Volterra Equation ◽  
The Self ◽  
The Past ◽  
Stochastic Volterra Equation ◽  
Multifractional Brownian Motion ◽  
Self Organizing

AbstractWe propose a new multifractional stochastic process which allows for self-exciting behavior, similar to what can be seen for example in earthquakes and other self-organizing phenomena. The process can be seen as an extension of a multifractional Brownian motion, where the Hurst function is dependent on the past of the process. We define this by means of a stochastic Volterra equation, and we prove existence and uniqueness of this equation, as well as giving bounds on the p-order moments, for all $p\geq1$. We show convergence of an Euler–Maruyama scheme for the process, and also give the rate of convergence, which is dependent on the self-exciting dynamics of the process. Moreover, we discuss various applications of this process, and give examples of different functions to model self-exciting behavior.

scholarly journals Existence for a doubly nonlinear Volterra equation

2007 ◽  
Vol 333 (2) ◽  
pp. 839-862 ◽  
Author(s):  
Gianni Gilardi ◽  
Ulisse Stefanelli
Keyword(s):  
Volterra Equation ◽  
Doubly Nonlinear

Global existence for a semilinear parabolic Volterra equation

1992 ◽  
Vol 209 (1) ◽  
pp. 17-26 ◽  
Author(s):  
Philippe Clément ◽  
Jan Prüss
Keyword(s):  
Global Existence ◽  
Volterra Equation ◽  
Semilinear Parabolic

scholarly journals On the existence and uniqueness of solution to Volterra equation on a time scale

2019 ◽  
Vol 27 (3) ◽  
pp. 177-194
Author(s):  
Bartłomiej Kluczyński
Keyword(s):  
Integral Equation ◽  
Sobolev Space ◽  
Time Scale ◽  
Existence And Uniqueness ◽  
Nonlinear Term ◽  
Volterra Equation ◽  
Uniqueness Of Solution ◽  
Inversion Theorem ◽  
T Tau

AbstractUsing a global inversion theorem we investigate properties of the following operator\matrix{\matrix{ V(x)( \cdot ): = {x^\Delta }( \cdot ) + \int_0^ \cdot {v\left( { \cdot ,\tau ,x,\left( \tau \right)} \right)} \Delta \tau , \hfill \cr \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,x(0) = 0, \hfill \cr}\cr {} \cr }in a time scale setting. Under some assumptions on the nonlinear term v we then show that there exists exactly one solution {x_y} \in W_{\Delta ,0}^{1,p}\left( {{{[0,1]}_\mathbb{T}},{\mathbb{R}^N}} \right) to the associated integral equation\left\{ {\matrix{{{x^\Delta }(t) + \int_0^t {v\left( {t,\tau ,x\left( \tau \right)} \right)} \Delta \tau = y(t)\,\,\,for\,\Delta - a.e.\,\,\,t \in {{[0.1]}_\mathbb{T}},} \cr {x(0) = 0,} \cr } } \right.which is considered on a suitable Sobolev space.

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