In the paper stochastic Volterra equations of nonscalar type are studied using resolvent approach. The aim of this note is to provide some results on stochastic convolution and integral mild solutions to those Volterra equations. The motivation of the paper comes from a model of aging viscoelastic materials.

Using the fundamental solution of the heat equation, we give an expression of the solutions to two-dimensional initial-boundary value problems of the Navier-Stokes equations, where the vorticity is expressed in terms of a Poisson integral, a Newtonian potential, and a single layer potential. The density of the single layer potential is the solution to an integral equation of Volterra type along...

There are various numerical methods to solve nonlinear integral equations. Most of them transform the integral equation into a system of nonlinear algebraic equations. It is cumbersome to solve these systems, or the solution may be unreliable. In this paper, we study the application of the fixed point method to solve Volterra-Hammerstein integral equations. This method does not lead to a nonlin...

We provide existence, uniqueness and stability results for affine stochastic Volterra equations with L1-kernels jumps. Such arise as scaling limits of branching processes in population genetics self-exciting Hawkes mathematical finance. The strategy we adopt the existence part is based on approximations using L2-kernels combined a general result. Most importantly, establish weak duality argumen...

In this paper, we present a new computational method to solve Volterra integral equations of the first kind based on Bernstein polynomials. In this method, using operational matrices turn the integral equation into a system of equations. The computed operational matrices are exact and new. The comparisons show this method is acceptable. Moreover, the stability of the proposed method is studied.

In this paper, we consider the nonlocal FredholmVolterra integral equation of the second kind, with continuous kernels. We consider three different numerical methods,the Trapezoidal rule, Simpson rule and Collocation method to reduce the nonlocal F-VIE to a nonlocal algebraic system of equations. The algebraic system is computed numerically, when the historical memory of the problem (nonlocal f...

We will apply the successive approximation method forproving the Hyers--Ulam stability of a linear integral equation ofthe second kind.

Keywords: Stefan problem Non-classical heat equation Free boundary problem Similarity solution Nonlinear heat sources Volterra integral equation a b s t r a c t We prove the existence and uniqueness, local in time, of the solution of a one-phase Stefan problem for a non-classical heat equation for a semi-infinite material with a convective boundary condition at the fixed face x = 0. Here the he...

In this paper, we present a method for calculated the numerical approximation of nonlinear Fredholm Volterra Hammerstein integral equation, which uses the properties of rationalized Haar wavelets. The main tool for error analysis is the Banach fixed point theorem. An upper bound for the error was obtained and the order of convergence is analyzed. An algorithm is presented to compute and illustr...

Starting with the Wigner function formulation for beam wave propagation in Hölder continuous non-Gaussian random refractive index fields we show that the wave beam regime naturally leads to the white-noise scaling limit and converges to a Gaussian Markovian model which is characterized the martingale problem associated to a stochastic differential-integral equation of the Ito type. In the geome...