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Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

This paper studies the convergence rate of the Euler-Maruyama scheme for systems of interacting particles used to approximate solutions of nonlinear Fokker-Planck equations with singular interaction kernels, such as the Keller-Segel model.…

Probability · Mathematics 2025-04-09 Nicoleta Cazacu

We propose a kernel compression method for solving Distributed-Order (DO) Fractional Partial Differential Equations (DOFPDEs) at the cost of solving corresponding local-in-time PDEs. The key concepts are (1) discretization of the integral…

Numerical Analysis · Mathematics 2025-08-20 Jonas Beddrich , Barbara Wohlmuth

Eigenproblems frequently arise in theory and applications of stochastic processes, but only a few have explicit solutions. Those which do, are usually solved by reduction to the generalized Sturm--Liouville theory for differential…

Probability · Mathematics 2018-03-06 P. Chigansky , M. Kleptsyna , D. Marushkevych

Half-space boundary Kramers' problem about isothermal sliding of moderate dense gas with accomodation boundary conditions along a flat firm surface is solving. The new method of the solution of boundary problems of the kinetic theory is…

Mathematical Physics · Physics 2014-12-31 A. V. Latyshev , A. D. Kurilov

We study multiplicative SDEs perturbed by an additive fractional Brownian motion on another probability space. Provided the Hurst parameter is chosen in a specified regime, we establish existence of probabilistically weak solutions to the…

Probability · Mathematics 2022-03-28 Florian Bechtold , Martina Hofmanová

We introduce a new class of singular partial differential equations, referred to as the second-order hyperbolic Fuchsian systems, and we investigate the associated initial value problem when data are imposed on the singularity. First, we…

General Relativity and Quantum Cosmology · Physics 2011-03-28 Florian Beyer , Philippe G. LeFloch

In this paper, we obtain some new results about weakly singular integral inequalities. These inequalities are used to discuss the global existence and uniqueness results for fractional differential equations of Riemann-Liouville type. Some…

Analysis of PDEs · Mathematics 2024-09-06 Zhu Tao

The need for analytic continuation arises frequently in the context of inverse problems. Notwithstanding the uniqueness theorems, such problems are notoriously ill-posed without additional regularizing constraints. We consider several…

Complex Variables · Mathematics 2020-04-22 Yury Grabovsky , Narek Hovsepyan

We consider the algebra of mixed multidimensional integral operators. In particular, Fredholm integral operators of the first and second kind belongs to this algebra. For the piecewise constant kernels we provide an explicit representation…

Functional Analysis · Mathematics 2017-06-20 Anton A. Kutsenko

This paper presents a class of boundary integral equations for the solution of problems of electromagnetic and acoustic scattering by two dimensional homogeneous penetrable scatterers with smooth boundaries. The new integral equations,…

Numerical Analysis · Mathematics 2013-10-08 Yassine Boubendir , Oscar Bruno , David Levadoux , Catalin Turc

A reduction of the Maxwell's system to a Fredholm second-kind integral equation with weakly singular kernel is given for electromagnetic (EM) wave scattering by one and many small bodies. This equation is solved asymptotically as the…

Mathematical Physics · Physics 2009-11-13 A. G. Ramm

In this paper, existence and uniqueness of solutions to a non-linear, initial value problem is studied. In particular, we consider a special type of problem which physically represents the time evolution of particle number density resulted…

Analysis of PDEs · Mathematics 2017-11-27 Jitraj Saha , Jitendra Kumar

A numerical scheme is presented for solving the Helmholtz equation with Dirichlet or Neumann boundary conditions on piecewise smooth open curves, where the curves may have corners and multiple junctions. Existing integral equation methods…

Numerical Analysis · Mathematics 2024-11-11 Johan Helsing , Shidong Jiang

We present approximate analytical solutions to the Hamiltonian and momentum constraint equations, corresponding to systems composed of two black holes with arbitrary linear and angular momentum. The analytical nature of these initial data…

General Relativity and Quantum Cosmology · Physics 2009-10-31 P. Marronetti , M. Huq , P. Laguna , L. Lehner , R. Matzner , D. Shoemaker , .

In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…

Probability · Mathematics 2017-09-12 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

This paper investigates two classes of quasilinear and essentially nonlinear integral equations with a sum-difference kernel on the half-line. Such equations arise in various areas of physics, including the theory of radiative transfer in…

Functional Analysis · Mathematics 2025-07-17 A. Kh. Khachatryan , Kh. A. Khachatryan , H. S. Petrosyan

Existence and uniqueness of weak solutions to the collision-induced breakage and coag-ulation equation are shown when coagulation is the dominant mechanism for small volumes. The collision kernel may feature a stronger singularity for small…

Analysis of PDEs · Mathematics 2021-10-06 Ankik Kumar Giri , Philippe Laurençot

We give the Jordan form and the Singular Value Decomposition for an integral operator ${\cal N}$ with a non-symmetric kernel $N(y,z)$. This is used to give solutions of Fredholm equations for non-symmetric kernels, and to determine the…

Spectral Theory · Mathematics 2008-04-02 Christopher S. Withers , Saralees Nadarajah

This study investigates the existence and uniqueness of solutions to Volterra integral equations with discontinuous kernels in both linear and nonlinear cases. The problem is two-dimensional, and the collocation method is employed to…

General Mathematics · Mathematics 2025-01-10 Samad Noeiaghdam