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This paper is concerned with the numerical solution for a class of nonlinear weakly singular Volterra integral equation of the first kind. The existence and uniqueness issue of the nonlinear Abel integral equations is studied completely. An…

Numerical Analysis · Mathematics 2020-07-16 Raziyeh Dehbozorgi , Khadijeh Nedaiasl

We formulate and analyze a hybrid system model that involves Volterra integral operators with multiple integrals and two types of impulsive terms. We give a constructive proof, via an iteration method, of existence and uniqueness of…

Classical Analysis and ODEs · Mathematics 2007-05-23 S. A. Belbas , ; Jong Seo Park

In this paper, we investigate and analyze numerical solutions for the Volterra integrodifferential equations with tempered multi-term kernels. Firstly we derive some regularity estimates of the exact solution. Then a temporal-discrete…

Numerical Analysis · Mathematics 2023-05-03 Wenlin Qiu

A second order linear integro-differential equation with Volterra integral operator and strong singularities at the endpoints (zero and infinity) is considered. Under limit conditions at the singular points, and some natural assumptions,…

Risk Management · Quantitative Finance 2015-11-30 Tatiana Belkina , Nadezhda Konyukhova , Sergey Kurochkin

We present a novel approach for solving the time-dependent Schr\"{o}dinger equation (TDSE). The method we propose converts the TDSE to an equivalent Volterra integral equation; introducing a global Lagrange interpolation of the integrand…

Numerical Analysis · Mathematics 2023-06-07 Ryan Schneider , Heman Gharibnejad , Barry I. Schneider

An implicit high-order discontinuous Galerkin (DG) method is developed to find steady-state solution of rarefied gas flow described by the Boltzmann equation with full collision operator. In the physical space, velocity distribution…

Computational Physics · Physics 2019-01-08 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

In this paper, we develop a fully discrete Galerkin method for solving initial value fractional integro-differential equations(FIDEs). We consider Generalized Jacobi polynomials(GJPs) with indexes corresponding to the number of homogeneous…

Numerical Analysis · Mathematics 2015-01-13 P. Mokhtary

We introduce and study a new type of integral equations called anticipating backward stochastic Volterra integral equations (anticipating BSVIEs). In these equations the generator involves not only the present values but also the future…

Probability · Mathematics 2016-06-01 Jiaqiang Wen , Yufeng Shi

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…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

In this paper, we solve an open problem and obtain a general maximum principle for a stochastic optimal control problem where the control domain is an arbitrary non-empty set and all the coefficients (especially the diffusion term and the…

Optimization and Control · Mathematics 2023-02-08 Weijun Meng , Jingtao Shi , Tianxiao Wang , Ji-Feng Zhang

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

In this paper, we introduce a novel approach called the Iterative Aboodh Transform Method (IATM) which utilizes Daftardar--Jafari polynomials for solving non-linear problems. Such method is employed to derive solutions for non-linear…

Numerical Analysis · Mathematics 2025-02-18 Qasim Khan , Anthony Suen

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…

Classical Analysis and ODEs · Mathematics 2019-01-29 Josef Rebenda , Zdeněk Šmarda

In this paper, we use a numerical method that involves hybrid and block-pulse functions to approximate solutions of systems of a class of Fredholm and Volterra integro-differential equations. The key point is to derive a new approximation…

Numerical Analysis · Mathematics 2022-08-29 Aline Hosry , Roger Nakad , Sachin Bhalekar

Fuzzy partial integro-differential equations have a major role in the fields of science and engineering. In this paper, we propose the solution of fuzzy partial Volterra integro-differential equation with convolution type kernel using fuzzy…

General Mathematics · Mathematics 2014-05-09 Saif Ullah , Muhammad Farooq , Latif Ahmad , Saleem Abdullah

We propose a systematic method for constructing integrable delay-difference and delay-differential analogues of known soliton equations such as the Lotka-Volterra, Toda lattice, and sine-Gordon equations and their multi-soliton solutions.…

Exactly Solvable and Integrable Systems · Physics 2022-09-20 Kenta Nakata , Ken-ichi Maruno

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

In this work we study the existence of periodic and asymptotically periodic solutions of a system of nonlinear Volterra difference equations with infinite delay. By means of fixed point theory, we furnish conditions that guarantee the…

Classical Analysis and ODEs · Mathematics 2013-03-28 Murat Adıvar , H. Can Koyuncuoğlu , Youssef N. Raffoul

In this work, an exponential Discontinuous Galerkin (DG) method is proposed to solve numerically Vlasov type equations. The DG method is used for space discretization which is combined exponential Lawson Runge-Kutta method for time…

Numerical Analysis · Mathematics 2023-08-01 Nicolas Crouseilles , Xue Hong

In this paper we give a necessary and suffcient conditions for the existence and uniqueness of periodic solutions of functional differential equations with n delay d dt x(t) = Ax(t) + n j=1 Bx(t -- r j) + f (t). The conditions are obtained…

Analysis of PDEs · Mathematics 2017-05-17 Bahloul Rachid