Related papers: On Finite difference schemes for partial integro-d…

The comparison principle and the existence of the solution of the integro-differential equation with L{\'e}vy operators, in the framework of the viscosity solution, are shown in this paper. For the one dimensional case, a detailed estimate…

There exists a huge number of numerical methods that iteratively construct approximations to the solution $y(x)$ of an ordinary differential equation (ODE) $y'(x)=f(x,y)$ starting from an initial value $y_0=y(x_0)$ and using a finite…

We study infinite order differential operators acting in the spaces of exponential type entire functions. We derive conditions under which such operators preserve the set of Laguerre entire functions which consists of the polynomials…

We completely describe all finite difference operators of the form $$ \Delta_{M_1, M_2, h}(f)(z)=M_1(z) f(z+h) + M_2(z) f(z-h) $$ preserving the Laguerre-P\'olya class of entire functions. Here $M_1$ and $M_2$ are some complex functions and…

We define a class of discrete operators acting on infinite, finite or periodic sequences mimicking the standard properties of pseudo-differential operators. In particular we can define the notion of order and regularity, and we recover the…

We consider an operator-differential expression of the form $$ \ell y=\frac{d^m}{dx^m}\Big(By^{(n)}+Cy\Big), \quad 0<x<1, $$ where $B$ is a linear bounded invertible operator, while $C$ is some finite-dimensional linear operator relatively…

Some linear integro-differential operators have old and classical representations as the Dirichlet-to-Neumann operators for linear elliptic equations, such as the 1/2-Laplacian or the generator of the boundary process of a reflected…

A linear implicit finite difference method is proposed for the approximation of the solution to a periodic, initial value problem for a Schrodinger-Hirota equation. Optimal, second order convergence in the discrete $H^1-$norm is proved,…

Discrete approximations to the equation \begin{equation*} L_{cont}u = u^{(4)} + D(x) u^{(3)} + A(x) u^{(2)} + (A'(x)+H(x)) u^{(1)} + B(x) u = f, \; x\in[0,1] \end{equation*} are considered. This is an extension of the Sturm-Liouville case…

In this paper, we studied quasi-periodic and almost periodic homogenizations of integro-differential equations with Levy operators, which contain alpha stable Levy densities. This is the intermediate stage between the periodic…

We study fine boundary regularity properties of solutions to fully nonlinear elliptic integro-differential equations of order $2s$, with $s\in(0,1)$. We consider the class of nonlocal operators $\mathcal L_*\subset \mathcal L_0$, which…

In $L_2 (\mathbb{R}^d; \mathbb{C}^n)$, we consider a selfadjoint matrix strongly elliptic second order differential operator $\mathcal{A}_\varepsilon$ with periodic coefficients depending on $\mathbf{x}/\varepsilon$. We find approximations…

The equation with the time fractional substantial derivative and space fractional derivative describes the distribution of the functionals of the L\'evy flights; and the equation is derived as the macroscopic limit of the continuous time…

Conventional finite-difference schemes for solving partial differential equations are based on approximating derivatives by finite-differences. In this work, an alternative theory is proposed which view finite-difference schemes as…

We investigate the variable-exponent Abel integral equations and corresponding fractional Cauchy problems. The main contributions of the work are enumerated as follows: (i) We develop an approximate inversion technique for variable-exponent…

We consider, in a Hilbert space $H$, the convolution integro-differential equation $u''(t)-h*Au(t)=f(t)$, $0\le t\le T$, $h*v(t)=\int_0^t h(t-s)v(s) ds$, where $A$ is a linear closed densely defined (possibly selfadjoint and/or positive…

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

We set up a general framework tailor-made to solve complement value problems governed by symmetric nonlinear integrodifferential $p$-L\'evy operators. A prototypical example of integrodifferential $p$-L\'evy operators is the well-known…

We consider second-order functional differential operators with a constant delay. Properties of their spectral characteristics are obtained and a nonlinear inverse problem is studied, which consists in recovering the operators from their…

We present a new numerical tool to solve partial differential equations involving Caputo derivatives of fractional variable order. Three Caputo-type fractional operators are considered, and for each one of them an approximation formula is…