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We present a Fukushima type decomposition in the setting of general quasi-regular semi-Dirichlet forms. The decomposition is then employed to give a transformation formula for martingale additive functionals. Applications of the results to…

概率论 · 数学 2014-02-19 Zhi-Ming Ma , Wei Sun , Li-Fei Wang

A kind of spatial fractional diffusion equations in this paper are studied. Firstly, an L1 formula is employed for the spatial discretization of the equations. Then, a second order scheme is derived based on the resulting semi-discrete…

数值分析 · 数学 2020-01-08 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

In this paper, we first establish the existence, uniqueness and H\"older continuity of the solution to stochastic Volterra integral equations with weakly singular kernels. Then, we propose a $\theta$-Euler-Maruyama scheme and a Milstein…

数值分析 · 数学 2020-04-13 Min Li , Chengming Huang , Yaozhong Hu

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…

数值分析 · 数学 2007-05-23 Piotr Rozmej , Anna Karczewska

The differential transform method is used to find numerical approximation of solution to a class of certain nonlinear differential algebraic equations. The method is based on Taylor's theorem. Coefficients of the Taylor series are…

In this paper, a computational method is developed to find an approximate solution of the stochastic Volterra-Fredholm integral equation using the Walsh function approximation and its operational matrix. Moreover, convergence and error…

数值分析 · 数学 2023-05-29 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

We investigate a possibility to describe the non-Debye relaxation processes using the Volterra-type equations with kernels given by the Prabhakar functions with the upper parameter $\nu$ being negative. Proposed integro-differential…

数学物理 · 物理学 2021-04-13 K. Górska , A. Horzela

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…

数值分析 · 数学 2024-09-02 Prit Pritam Paikaray , Sanghamitra Beuria , Nigam Chandra Parida

An alternative method for solving the fractional kinetic equations solved earlier by Haubold and Mathai (2000) and Saxena et al. (2002, 2004a, 2004b) is recently given by Saxena and Kalla (2007). This method can also be applied in solving…

数学物理 · 物理学 2015-05-18 R. K. Saxena , A. M. Mathai , H. J. Haubold

We consider a class of nonlinear fractional Volterra integrodifferential equation with fractional integrable impulses and investigate the existence and uniqueness results in the Bielecki's normed Banach spaces. Further, Bielecki--Ulam type…

动力系统 · 数学 2018-11-30 Sagar T. Sutar , Kishor D. Kucche

In this paper we explain how to use the Fast Fourier Transform (FFT) to solve partial differential equations (PDEs). We start by defining appropriate discrete domains in coordinate and frequency domains. Then describe the main limitation of…

数值分析 · 数学 2025-07-31 Daniela Rodriguez-Lara , Ivan Alvarez-Rios , Francisco S. Guzman

This paper presents a novel, efficient, high-order accurate, and stable spectral element-based model for computing the complete three-dimensional linear radiation and diffraction problem for floating offshore structures. We present a…

数值分析 · 数学 2023-06-23 Jens Visbech , Allan P. Engsig-Karup , Harry B. Bingham

In this research work, let us focus on the construction of numerical scheme based on radial basis functions finite difference (RBF-FD) method combined with the Laplace transform for the solution of fractional order dispersive wave…

数值分析 · 数学 2025-08-15 Hameed Ullah Jan , Marjan Uddin , Irshad Ali Shah , Salam Ullah Khan

On this thesis we present the fuzzy sets, fuzzy numbers, the fractional derivative and also we discuss the solution of the first order of fuzzy hybrid equation.

综合数学 · 数学 2021-09-17 Aziz Elghazouani

This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…

数值分析 · 数学 2016-03-30 X. Feng , J. Lin. , C. Lorton

We consider the numerical solution of the real time equilibrium Dyson equation, which is used in calculations of the dynamical properties of quantum many-body systems. We show that this equation can be written as a system of coupled,…

数值分析 · 数学 2023-08-15 Jason Kaye , Hugo U. R. Strand

In this paper, we discuss the existence and uniqueness of solutions of a boundary value problem for a fractional differential equation of order $\alpha\in(2,3)$, involving a general form of fractional derivative. First, we prove an…

经典分析与常微分方程 · 数学 2017-11-06 Ricardo Almeida

In this paper, linear systems with a crisp real coefficient matrix and with a vector of fuzzy triangular numbers on the right-hand side are studied. A new method, which is based on the geometric representations of linear transformations, is…

数值分析 · 计算机科学 2011-11-03 N. Gasilov , Şahin Emrah Amrahov , A. Golayoglu Fatullayev , H. I. Karakas , O. Akin

We propose a new spectral Lagrangian based deterministic solver for the non-linear Boltzmann Transport Equation for Variable Hard Potential (VHP) collision kernels with conservative or non-conservative binary interactions. The method is…

数学物理 · 物理学 2008-03-25 Irene M. Gamba , Sri Harsha Tharkabhushanam

In the present research article, we investigate solutions for fractional kinetic equations, involving $\mathtt{k}$-Struve functions, some of the salient properties of which we present. The method used is Laplace transform based. the…

经典分析与常微分方程 · 数学 2016-12-20 Kottakkaran Sooppy Nisar , Saiful Rahman Mondal , F. B. M. Belgacem
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