Long Memory in a Linear Stochastic Volterra Differential Equation

In this paper we consider a linear stochastic Volterra equation which has a stationary solution. We show that when the kernel of the fundamental solution is regularly varying at infinity with a log-convex tail integral, then the autocovariance function of the stationary solution is also regularly varying at infinity and its exact pointwise rate of decay can be determined. Moreover, it can be shown that this stationary process has either long memory in the sense that the autocovariance function is not integrable over the reals or is subexponential. Under certain conditions upon the kernel, even arbitrarily slow decay rates of the autocovariance function can be achieved. Analogous results are obtained for the corresponding discrete equation

Basics of Qualitative Theory of Linear Fractional Difference Equations

Tato doktorská práce se zabývá zlomkovým kalkulem na diskrétních množinách, přesněji v rámci takzvaného (q,h)-kalkulu a jeho speciálního případu h-kalkulu. Nejprve jsou položeny základy teorie lineárních zlomkových diferenčních rovnic v (q,h)-kalkulu. Jsou diskutovány některé jejich základní vlastnosti, jako např. existence, jednoznačnost a struktura řešení, a je zavedena diskrétní analogie Mittag-Lefflerovy funkce jako vlastní funkce operátoru zlomkové diference. Dále je v rámci h-kalkulu provedena kvalitativní analýza skalární a vektorové testovací zlomkové diferenční rovnice. Výsledky analýzy stability a asymptotických vlastností umožňují vymezit souvislosti s jinými matematickými disciplínami, např. spojitým zlomkovým kalkulem, Volterrovými diferenčními rovnicemi a numerickou analýzou. Nakonec je nastíněno možné rozšíření zlomkového kalkulu na obecnější časové škály.This doctoral thesis concerns with the fractional calculus on discrete settings, namely in the frame of the so-called (q,h)-calculus and its special case h-calculus. First, foundations of the theory of linear fractional difference equations in (q,h)-calculus are established. In particular, basic properties, such as existence, uniqueness and structure of solutions, are discussed and a discrete analogue of the Mittag-Leffler function is introduced via eigenfunctions of a fractional difference operator. Further, qualitative analysis of a scalar and vector test fractional difference equation is performed in the frame of h-calculus. The results of stability and asymptotic analysis enable us to specify the connection to other mathematical disciplines, such as continuous fractional calculus, Volterra difference equations and numerical analysis. Finally, a possible generalization of the fractional calculus to more general settings is outlined.

On the admissibility of unboundedness properties of forced deterministic and stochastic sublinear Volterra summation equations

In this paper we consider unbounded solutions of perturbed convolution Volterra summation equations. The equations studied are asymptotically sublinear, in the sense that the state--dependence in the summation is of smaller than linear order for large absolute values of the state. When the perturbation term is unbounded, it is elementary to show that solutions are also. The main results of the paper are mostly of the following form: the solution has an additional unboundedness property $U$ if and only if the perturbation has property $U$. Examples of property $U$ include monotone growth, monotone growth with fluctuation, fluctuation on $\mathbb{R}$ without growth, existence of time averages. We also study the connection between the times at which the perturbation and solution reach their running maximum, and the connection between the size of signed and unsigned running maxima of the solution and forcing term.Comment: 45 page

Asymptotic solutions of forced nonlinear second order differential equations and their extensions

Using a modified version of Schauder's fixed point theorem, measures of non-compactness and classical techniques, we provide new general results on the asymptotic behavior and the non-oscillation of second order scalar nonlinear differential equations on a half-axis. In addition, we extend the methods and present new similar results for integral equations and Volterra-Stieltjes integral equations, a framework whose benefits include the unification of second order difference and differential equations. In so doing, we enlarge the class of nonlinearities and in some cases remove the distinction between superlinear, sublinear, and linear differential equations that is normally found in the literature. An update of papers, past and present, in the theory of Volterra-Stieltjes integral equations is also presented

Relaxation oscillations, pulses, and travelling waves in the diffusive Volterra delay-differential equation

The diffusive Volterra equation with discrete or continuous delay is studied in the limit of long delays using matched asymptotic expansions. In the case of continuous delay, the procedure was explicitly carried out for general normalized kernels of the form Sigma/sub n=p//sup N/ g/sub n/(t/sup n//T/sup n+1/)e/sup -t/T/, pges2, in the limit in which the strength of the delayed regulation is much greater than that of the instantaneous one, and also for g/sub n/=delta/sub n2/ and any strength ratio. Solutions include homogeneous relaxation oscillations and travelling waves such as pulses, periodic wavetrains, pacemakers and leading centers, so that the diffusive Volterra equation presents the main features of excitable media