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In this article we introduce a simple straightforward and powerful method involving symbolic manipulation, Picard iteration, and auxiliary variables for approximating solutions of partial differential boundary value problems. The method is…

General Mathematics · Mathematics 2016-11-22 Hamid Semiyari

In this work we give an efficient method involving symbolic manipulation, Picard iteration, and auxiliary variables for approximating solutions of two-point boundary value problems.

Classical Analysis and ODEs · Mathematics 2016-10-25 Hamid Semiyari , Douglass Shafer

The variational iteration method is used to solve nonlinear Volterra integral equations. Two approaches are presented distinguished by the method to compute the Lagrange multiplier.

Numerical Analysis · Mathematics 2019-07-17 Ernest Scheiber

Numerical solution of one-dimensional stochastic integral equations because of the randomness has its own problems, i.e. some of them no have analytically solution or finding their analytic solution is very difficult. This problem for…

Numerical Analysis · Mathematics 2015-05-20 M. Fallahpour , M. Khodabin , K. Maleknejad

This paper provides a numerical approach for solving the linear stochastic Volterra integral equation using Walsh function approximation and the corresponding operational matrix of integration. A convergence analysis and error analysis of…

Numerical Analysis · Mathematics 2024-09-02 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

We present and analyze a new method for solving optimal control problems for Volterra integral equations, based on approximating the controlled Volterra integral equations by a sequence of systems of controlled ordinary differential…

Optimization and Control · Mathematics 2007-05-23 S. A. Belbas

Some variants of the numerical Picard iterations method are presented to solve an IVP for an ordinary differential system. The term numerical emphasizes that a numerical solution is computed. The method consists in replacing the right hand…

Numerical Analysis · Mathematics 2017-08-09 Ernest Scheiber

The aim of the paper is to demonstrate the use of the Galerkin method for some kind of Volterra equations, determininistic and stochastic as well. The paper consists of two parts: the theoretical and numerical one. In the first part we…

Probability · Mathematics 2007-05-23 Anna Karczewska , Piotr Rozmej

An integral equation is a way to encapsulate the relationships between a function and its integrals. We develop a systematic way of describing Volterra integral equations -- specifically an algorithm that reduces any separable Volterra…

Functional Analysis · Mathematics 2023-01-23 Richard Gustavson , Sarah Rosen

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

In this paper, we introduce the cubature formula for Stochastic Volterra Integral Equations. We first derive the stochastic Taylor expansion in this setting, by utilizing a functional It\^{o} formula, and provide its tail estimates. We then…

Probability · Mathematics 2023-07-07 Qi Feng , Jianfeng Zhang

The present study proposed a method for numerical solution of linear Volterra integral equations (VIEs) of the third kind, before only analytical solution methods had been discussed with reference to previous research and review of the…

Numerical Analysis · Mathematics 2021-02-11 P. Jami , E. Hashemizadeh

In this article, we investigate the method of upper and lower solutions for Volterra integral equation of the first kind on arbitrary time scale $\mathbb{T}$. We establish some existence results in a certain sector. Moreover, monotone…

Dynamical Systems · Mathematics 2017-01-10 Alaa E. Hamza , Ahmed G. Ghallab

We describe a neural-based method for generating exact or approximate solutions to differential equations in the form of mathematical expressions. Unlike other neural methods, our system returns symbolic expressions that can be interpreted…

Machine Learning · Computer Science 2020-11-16 Maysum Panju , Kourosh Parand , Ali Ghodsi

An iterative algorithm is adopted to construct approximate representations of matrices describing the scattering properties of arbitrary objects. The method is based on the implicit evaluation of scattering responses from iteratively…

Computational Physics · Physics 2023-04-19 Johan Lundgren , Kurt Schab , Miloslav Capek , Mats Gustafsson , Lukas Jelinek

This paper adopts a highly effective numerical approach for approximating non-linear stochastic Volterra integral equations (NLSVIEs) based on the operational matrices of the Walsh function and the collocation method. The method transforms…

Numerical Analysis · Mathematics 2023-11-30 Prit Pritam Paikaray , Nigam Chandra Parida , Sanghamitra Beuria , Omid Nikan

In the paper we study some numerical solutions to Volterra equations which interpolate heat and wave equations. We present a scheme for construction of approximate numerical solutions for one and two spatial dimensions. Some solutions to…

Numerical Analysis · Mathematics 2007-05-23 Piotr Rozmej , Anna Karczewska

The Volterra calculus is a simple and powerful pseudodifferential tool for inverting parabolic equations and it has also found many applications in geometric analysis. On the other hand, an important property in the theory of…

Analysis of PDEs · Mathematics 2007-05-23 Raphael Ponge

We obtain necessary conditions of optimality for impulsive Volterra integral equations with switching and impulsive controls, with variable impulse time-instants. The present work continues and complements our previous work on impulsive…

Optimization and Control · Mathematics 2008-02-07 S. A. Belbas , W. H. Schmidt

In the paper stochastic Volterra equations of nonscalar type in Hilbert space are studied. The aim of the paper is to provide some results on stochastic convolution and mild solutions to those Volterra equations. The motivation of the paper…

Probability · Mathematics 2007-05-23 Anna Karczewska
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