Abstract
This review is oriented to the works of authors who have substantially contributed to the research area of integro-differential equations and hereditary systems both from the fundamental theoretical viewpoint and in the sense of the constructing of analytic tools and computational procedures. Works reflecting functional results in the specified area and describing analytic research methods and numerical algorithms are presented. Modern trends in the area of integro-differential equations related to wavelets, neural networks, and the theory of fuzzy sets are considered.
Similar content being viewed by others
References
V. Volterra, Theory of Functionals and of Integral and Integro-Differential Equations (Blackie, London, 1930; Nauka, Moscow, 1982).
A. Germani, C. Manes, and P. Pepe, “A twofold spline approximation for finite horizon LQG control of hereditary systems”, SIAM J. Control Optim. 39 (4), 1233–1295 (2000).
E. N. Chukwu, Stability and Time-Optimal Control of Hereditary Systems: With Application to the Economic Dynamics of the US, 2nd ed. (World Scientific, Singapore, 2001).
I. N. Sinitsyn, “Methods for information model building for the Earth tidal hereditary irregular rotation”, Inform. Primen. (Inf. Appl.) 3 (1), 2–7 (2009) [in Russian].
M. C. Delfour, “The largest class of hereditary systems defining a C0 semigroup on the product space”, Can. J. Math. 32 (4), 969–978 (1980).
A. S. C. Sinha, “Stability of large-scale hereditary systems with infinite retardations”, Int. J. Syst. Sci. 12 (1), 111–117 (1981).
F. Colonius, “The maximum principle for relaxed hereditary differential systems with function space end condition”, SIAM J. Control Optim. 20 (5), 695–712 (1982).
F. H. Clarke and P. R. Wolenski, “Necessary conditions for functional differential inclusions”, Appl. Math. Optim. 34 (1), 51–78 (1996).
J. A. Reneke and R. E. Fennell, “Response feedback stabilization of linear hereditary systems”, in Analysis and Optimization of Systems, Ed. by A. Bensoussan and J. L. Lions, Lecture Notes in Control and Information Sciences (Springer, Berlin, Heidelberg, 1986), Vol. 83, pp. 547–554.
D. C. Reber, “Optimal control of nonlinear hereditary systems”, J. Differ. Equations 68 (1), 22–35 (1987).
J. A. Reneke and A. K. Bose, “Conditions yielding weak controllability for a class of linear hereditary systems”, in Analysis and Optimization of Systems, Ed. by A. Bensoussan and J. L. Lions, Lecture Notes in Control and Information Sciences (Springer, Berlin, 1990), Vol. 144, pp. 632–641.
F. Abrishamkar and M. Shiva, “Convergent sampling of continuous time hereditary stochastic systems”, J. Math. Anal. Appl. 154 (2), 329–340 (1991).
V. B. Kolmanovskii and A. I. Matasov, A.I. “Minimax filtering problems in hereditary systems: A new approach to approximate solution”, Automat. Remote Control 57 (6, Part 2), 871–889 (1996).
N. Yu. Lukoyanov, “Minimax solutions of functional equations of the Hamilton-Jacobi type for hereditary systems”, Differ. Equations 37 (2), 246–256 (2001).
N. Yu. Lukoyanov, “The Hamilton-Jacobi equation for hereditary systems: Minimax and viscosity solutions”, Doklady Math. 77 (1), 51–54 (2008).
P. Zitek, “Frequency-domain synthesis of hereditary control systems via anisochronic state space”, Int. J. Control 66 (4), 539–556 (1997).
C. Marcelli and A. Salvadori, “On the equivalence of different classes of hereditary systems”, Nonlinear Anal.: Theory, Methods Appl. 30 (6), 3903–3907 (1997).
C. Marcelli and A. Salvadori, “Equivalence of different hereditary structures in ordinary differential equations”, J. Differ. Equations 149 (1), 52–68 (1998).
J.-Y. Ouvrard, “Martingale projection and linear filtering in Hilbert spaces. I: The theory”, SIAM J. Control Optim. 16 (6), 912–937 (1978).
J.-Y. Ouvrard, “Linear filtering in Hilbert spaces. II: An application to the smoothing theory for hereditary systems with observation delays”, SIAM J. Control Optim. 16 (6), 938–952 (1978).
K. L. Teo, Z. S. Wu, and D. J. Clements, “A computational method for convex optimal control problems involving linear hereditary systems”, Int. J. Syst. Sci. 12 (9), 1045–1060 (1981).
F. Colonius, “Stable and regular reachability for relaxed hereditary differential systems”, SIAM J. Control Optim. 20 (5), 675–694 (1982).
F. Colonius, “Addendum: Stable and regular reachability of relaxed hereditary differential systems”, SIAM J. Control Optim. 23 (5), 803–807 (1985).
S. L. Benz, R. E. Fennell, and J. A. Reneke, “Hereditary systems: approximate solutions and parameter estimation”, Applicable Anal. 17 (2), 135–156 (1984).
P. K. Lamm, “Spline approximations for nonlinear hereditary control systems”, J. Optim. Theory Appl. 44 (4), 585–624 (1984).
A. Bagchi, “Identification of a hereditary system with distributed delay”, Syst. Control Lett. 5 (5), 339–345 (1985).
I. N. Sinitsyn, “Stochastic hereditary control systems”, Probl. Control Inf. Theory 15 (4), 287–298 (1986).
J. A. Reneke and J. R. Brannan, “Application of RKH space methods to the filtering problem forlinear hereditary systems”, in Analysis and Optimization of Systems, Ed. by A. Bensoussan and J. L. Lions, Lecture Notes in Control and Information Sciences (Springer, Berlin, Heidelberg, 1988), Vol. 111, pp. 713–724.
T. Sasagawa, “Mean-square asymptotic stability of linear hereditary systems”, Int. J. Syst. Sci. 19 (6), 935–944 (1988).
G. Tadmor, “Trajectory stabilizing controls in hereditary linear systems”, SIAM J. Control Optim. 26 (1), 138–154 (1988).
K. Ito, “On the regularity of solutions of an operator Riccati equation arising in linear quadratic optimal control problems for hereditary differential systems”, J. Math. Anal. Appl. 140 (2), 396–406 (1989).
V. B. Kolmanovskii and L. E. Shaikhet, “States estimate of hereditary stochastic systems,” Stochast. Anal. Appl. 7 (4), 387–411 (1989).
J. A. Reneke and R. E. Fennell, “Parameter estimation for stochastic linear hereditary systems”, in Proc. 30th IEEE Conf. on Decision and Control (Brighton, 1991), Vol. 2, pp. 2026–2027.
M. De la Sen, “Absolute stability and hyperstability of a class of hereditary systems”, in Proc. 31st IEEE Conf. on Decision and Control (Tucson, AZ, 1992), Vol. 1, pp. 725–730.
M. De la Sen, “Relations between the stabilization properties of two classes of hereditary linear systems with commensurate delays”, Int. J. Syst. Sci. 23 (6), 1667–1691 (1992).
J. S. Lee and P. K. C. Wang, “Decentralized feedback stabilization of linear hereditary systems,” in Proc. 31st IEEE Conf. on Decision and Control (Tucson, AZ, 1992), Vol. 2, pp. 1321–1326.
A. Manitius and H. T. Tran, “Numerical approximations for hereditary systems with input and output delays: Convergence results and convergence rates”, SIAM J. Control Optim. 32 (5), 1332–1363 (1994).
A. Germani, C. Manes, and P. Pepe, “Numerical solution for optimal regulation of stochastic hereditary systems with multiple discrete delays”, in Proc. 34th IEEE Conf. on Decision and Control (New Orleans, LA, 1995), Vol. 2, pp. 1497–1502.
V. B. Kolmanovskii, “On the stability of some systems with aftereffect”, Automat. Remote Control 54 (11), 1612–1623 (1993).
V. B. Kolmanovskii, “On the application of the Lyapunov second method to the Volterra difference equations”, Automat. Remote Control 56 (11), 1545–1556 (1995).
V. B. Kolmanovskii and A. M. Rodionov, “On the stability of certain discrete Volterra processes”, Automat. Remote Control 56 (2), 151–159 (1995).
V. B. Kolmanovskii and L. E. Shaikhet, “Asymptotic behavior of certain discrete-time systems,” Automat. Remote Control 57 (12), 1735–1742 (1996).
V. B. Kolmanovskii, “On the exponential stability of some difference Volterra equations”, Automat. Remote Control 58 (7), 1216–1223 (1997).
V. B. Kolmanovskii, “On the boundedness of some discrete systems”, Automat. Remote Control 58 (4), 617–626 (1997).
V. B. Kolmanovskii, “The stability of hereditary systems of neutral type”, J. Appl. Math. Mech. 60 (2), 205–216 (1996).
M. R. Crisci, V. B. Kolmanovskii, E. Russo, and A. Vecchio, “Stability of difference Volterra equations: Direct Liapunov method and numerical procedure”, Computers Math. Appl. 36 (10–12), 77–97 (1998).
A. A. Kovalev, V. B. Kolmanovskii, and L. E. Shaikhet, “The Riccati equations in the stability of stochastic linear systems with delay”, Automat. Remote Control 59 (10), 1379–1394 (1998).
V. B. Kolmanovskii, “On the boundedness of some Volterra systems with dissipative nonlinearity”, Automat. Remote Control 60 (3), 413–423 (1999).
E. V. Ivinskaya and V. B. Kolmanovskii, “On the boundedness of solutions of some Volterra difference equations”, Automat. Remote Control 61 (8), 1317–1327 (2000).
V. Kolmanovskii and L. Shaikhet, “Construction of Lyapunov functionals for stochastic hereditary systems: A survey of some recent results”, Math. Comput. Modell. 36 (6), 691–716 (2002).
V. B. Kolmanovskii, “On the stability of solutions of some Volterra difference equations”, Automat. Remote Control 61 (11), 1885–1891 (2000).
V. B. Kolmanovskii, “On asymptotic equivalence of the solutions of some Volterra difference equations”, Automat. Remote Control 62 (4), 548–556 (2001).
V. B. Kolmanovskii, “On asymptotic properties of solutions of some nonlinear Volterra systems”, Automat. Remote Control 61 (4), 577–584 (2000).
V. B. Kolmanovskii, “On Limit Periodicity of the Solutions of Some Volterra Systems”, Automat. Remote Control 62 (5), 36–43 (2001).
K. Nitka-Styczeń, “The heredity shift operator in descent approach to the optimal periodic hereditary control problem”, Int. J. Syst. Sci. 28 (7), 705–719 (1988).
V. Kolmanovskii, A. Matasov, and P. Borne, “Meansquare filtering problem in hereditary systems with nonzero initial conditions”, IMA J. Math. Control Inform. 19 (1,2), 25–48 (2002).
Y. Ohta, K. Tsuji, and T. Matsumoto, “On the use of piecewise linear M- and M0-functions for stability analysis of nonlinear composite hereditary systems”, Dyn. Contin. Discrete Impuls. Syst. Ser. A: Math. Anal. 11 (2–3), 269–285 (2004).
V. B. Kolmanovskii, “Robust stability of Volterra discrete equations under perturbations of their kernels”, Dyn. Syst. Appl. 15 (3–4), 333–342 (2006).
G. S. Ladde, “Large-scale stochastic hereditary systems under Markovian structural perturbations. Part III. Qualitative analysis”, J. Appl. Math. Stoch. Anal. 2006, Article ID 24643, 1–10 (2006).
S. V. Pavlikov, “The stability of motions of hereditary systems with infinite delay”, Doklady Math. 76 (2), 678–680 (2007).
I. N. Sinitsyn, “Analysis and modeling of distributions in hereditary stochastic systems”, Inform. Primen. (Inf. Appl.) 8 (1), 2–11 (2014) [in Russian].
I. N. Sinitsyn, “Analytical modeling of distributions with invariant measure in non-gaussian differential and reducable to differential hereditary stochastic systems”, Inform. Primen. (Inf. Appl.) 8 (2), 2–14 (2014) [in Russian].
I. N. Sinitsyn, I. V. Sergeev, V. I. Sinitsyn, E. R. Korepanov, V. V. Belousov, and V. S. Shorgin, “Software for syntesis of discrete Pugachev filters for normal processes in hereditary stochastic systems”, Sist. Sred. Inform. (Syst. Means Inf.) 25 (2), 20–59 (2015) [in Russian].
S. Yousefi and M. Razzaghi, “Legendre wavelets method for the nonlinear Volterra–Fredholm integral equations”, Math. Comput. Simul. 70 (1), 1–8 (2005).
J. Biazar and H. Ebrahimi, “Chebyshev wavelets approach for nonlinear systems of Volterra integral equations”, Comput. Math. Appl. 63 (3), 608–616 (2012).
I. Aziz and Siraj-ul Islam, “New algorithms for the numerical solution of nonlinear Fredholm and Volterra integral equations using Haar wavelets”, J. Comput. Appl. Math. 239, 333–345 (2013).
S. Effati and R. Buzhabadi, “A neural network approach for solving Fredholm integral equations of the second kind”, Neural Comput. Appl. 21 (5), 843–852 (2012).
A. Jafarian and S. Measoomy Nia, “Utilizing feed-back neural network approach for solving linear Fredholm integral equations system”, Appl. Math. Modell. 37 (7), 5027–5038 (2013).
A. Jafarian, S. Measoomy, and S. Abbasbandy, “Artificial neural networks based modeling for solving Volterra integral equations system”, Appl. Soft Comput. 27, 391–398 (2015).
J. Y. Park and J. U. Jeong, “On the existence and uniqueness of solutions of fuzzy Volterra-Fredholm integral equations”, Fuzzy Sets Syst. 115 (3), 425–431 (2000).
S. Hajighasemi, T. Allahviranloo, M. Khezerloo, M. Khorasany, and S. Salahshour, “Existence and uniqueness of solutions of fuzzy Volterra integro-differential equations”, in Information Processing and Management of Uncertainty in Knowledge-Based Systems. Applications (IPMU 2010), Ed. by E. Hüllermeier, R. Kruse, and F. Hoffmann, Communications in Computer and Information Science (Springer, Berlin, Heidelberg, 2010), Vol. 81, pp. 491–500.
T. Allahviranloo, M. Khezerloo, O. Sedaghatfar, and S. Salahshour, “Toward the existence and uniqueness of solutions of second-order fuzzy Volterra integro-differential equations with fuzzy kernel”, Neural Comput. Appl. 22 (Suppl. 1), S133–S141 (2013).
S. Salahshour and T. Allahviranloo, “Application of fuzzy differential transform method for solving fuzzy Volterra integral equations”, Appl. Math. Modell. 37 (3), 1016–1027 (2013).
H. S. Goghary and M. S. Goghary, “Two computational methods for solving linear Fredholm fuzzy integral equation of the second kind”, Appl. Math. Comput. 182 (1), 791–796 (2006).
A. M. Bica and C. Popescu, “Numerical solutions of the nonlinear fuzzy Hammerstein-Volterra delay integral equations”, Inf. Sci. 223, 236–255 (2013).
M. Otadi and M. Mosleh, “Universal approximation method for the solution of integral equations”, Math. Sci. 11 (3), 181–187 (2017).
Author information
Authors and Affiliations
Corresponding author
Additional information
Andrey Konstantinovich Gorshenin. Born in 1986. Candidate of Science (PhD) in physics and mathematics (Probability theory and mathematical statistics, Lomonosov Moscow State University, 2011); associate professor (Mathematical modeling, numerical methods, and software systems, 2017); leading scientist, Institute of Informatics Problems, Computer Science and Control Federal Research Center of the Russian Academy of Sciences; senior scientist, P.P. Shirshov Institute of Oceanology of the Russian Academy of Sciences. Specialist degree with honors in applied mathematics and computer science (Faculty of Computational Mathematics and Cybernetics of Lomonosov Moscow State University, 2008). Fields of research interest: probability theory, mathematical statistics, computer sciences, modelling of real processes, EM algorithms, method of moving separation of mixtures of probability distributions, Big Data, data visualization, mathematical modelling, neural networks. Author of 120 research papers and textbooks, 55 certificates of state registration of computer programs. Academic Expert of the National Research University Higher School of Economics (Moscow, Russia), Expert of the Russian Academy of Sciences (Moscow, Russia), External Expert of the Foundation for Assistance to Small Innovative Enterprises (Moscow, Russia), Member of the Skolkovo Expert Panel (Moscow, Russia). Member of the editorial board of peer-reviewed journal “Systems and Means оf Informatics.” Member of the Coordination Council for Youth Affairs in the Sphere of Science and Education under the Presidential Council for Science and Education. Awards: Presidential Grant for Government Support of Young Russian Scientists (2014–2025), Russian Academy of Sciences Medal with the Prize for Young Scientists (2015), Scholarship of the President of the Russian Federation for Young Scientists and Postgraduates (2018–2020). Grant supervisor (Russian Foundation for Basic Research, Presidential Grant for Government Support of Young Russian Scientists).
Rights and permissions
About this article
Cite this article
Gorshenin, A.K. Integro-differential Equations and Hereditary Systems: From Functional and Analytical Methods to Wavelets, Neural Networks, and Fuzzy Kernels. Pattern Recognit. Image Anal. 28, 462–467 (2018). https://doi.org/10.1134/S1054661818030070
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S1054661818030070