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We present two integrable discretisations of a general differential-difference bicomponent Volterra system. The results are obtained by discretising directly the corresponding Hirota bilinear equations in two different ways. Multisoliton…

可精确求解与可积系统 · 物理学 2015-08-26 Nicoleta-Corina Babalic , A. S. Carstea

We propose a new theoretical framework that exploits convolution kernels to transform a Volterra-type path-dependent (non-Markovian) stochastic process into a standard (Markovian) diffusion process. Remarkably, it is also possible to go…

数理金融 · 定量金融 2025-10-10 Ofelia Bonesini , Giorgia Callegaro , Martino Grasselli , Gilles Pagès

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for…

数值分析 · 数学 2015-01-20 Stig Larsson , Milena Racheva , Fardin Saedpanah

In this article we propose a new fractional derivative without singular kernel. We consider the potential application for modeling the steady heat-conduction problem. The analytical solution of the fractional-order heat flow is also…

综合数学 · 数学 2017-07-18 Xiao-Jun Yang , H. M. Srivastava , J. A. Tenreiro Machado

In this work, we consider a number of boundary-value problems for time-fractional heat equation with the recently introduced Caputo-Fabrizio derivative. Using the method of separation of variables, we prove a unique solvability of the…

偏微分方程分析 · 数学 2016-04-01 Nasser Al-Salti , Erkinjon Karimov , Sebti Kerbal

In this paper, the conformable Laguerre and associated Laguerre differential equations are solved using the Laplace transform. The solution is found to be in exact agreement with that obtained using the power series. In addition some of…

经典分析与常微分方程 · 数学 2023-07-21 Eqab. M. Rabei , Ahmed Al-Jamel , Mohamed. Al-Masaeed

This article examines a new approach to solving ordinary differential equations based on Fractional-Calculus theory. Poisson and Sturm-Liouville-type problems are studied, together with different boundary conditions. Each case is analyzed…

数值分析 · 数学 2023-05-29 Sergio F. Yapur

In the present article an endeavor is made to solve the variable order fractional diffusion equations using a powerful method viz., Homotopy Analysis method. It is demonstrated how the method can be used while solving approximately two…

综合数学 · 数学 2026-04-16 Vivek Mishra , S. Das

A fast simulation framework for stochastic Volterra processes based on Random Fourier Features (RFF) approximation of the kernel is developed. After recalling the main properties of Volterra processes and reviewing existing numerical…

数理金融 · 定量金融 2026-05-26 Othmane Zarhali , Nicolas Langrené

The Laplace-Beltrami problem $\Delta_\Gamma \psi = f$ has several applications in mathematical physics, differential geometry, machine learning, and topology. In this work, we present novel second-kind integral equations for its solution…

数值分析 · 数学 2018-01-23 Michael O'Neil

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…

数值分析 · 数学 2023-05-03 Wenlin Qiu

The work deals with the studies of the existence of solutions of an integro-differential equation in the situation of the difference of the standard Laplacian and the bi-Laplacian in the diffusion term. The proof of the existence of…

偏微分方程分析 · 数学 2026-03-10 Vitali Vougalter , Vitaly Volpert

The numerical solution of implicit and stiff differential equations by implicit numerical integrators has been largely investigated and there exist many excellent efficient codes available in the scientific community, as Radau5 (based on a…

数值分析 · 数学 2025-06-27 Nicola Guglielmi , Ernst Hairer

In this paper, a new fractional derivative involving the normalized sinc function without singular kernel is proposed. The Laplace transform is used to find the analytical solution of the anomalous heat-diffusion problems. The comparative…

经典分析与常微分方程 · 数学 2018-09-05 Xiao-Jun Yang , Feng Gao , J. A. Tenreiro Machado , Dumitru Baleanu

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

数值分析 · 数学 2022-12-01 Yangfei Liao , Yifan Wang , Hehu Xie

In this paper an alternative approach to solve uncertain Stochastic Differential Equation (SDE) is proposed. This uncertainty occurs due to the involved parameters in system and these are considered as Triangular Fuzzy Numbers (TFN). Here…

数值分析 · 计算机科学 2015-02-11 Sukanta Nayak , Snehashish Chakraverty

In this paper we propose and analyze a fractional Jacobi-collocation spectral method for the second kind Volterra integral equations (VIEs) with weakly singular kernel $(x-s)^{-\mu},0<\mu<1$. First we develop a family of fractional Jacobi…

数值分析 · 数学 2021-03-05 Dianming Hou , Yumin Lin , Mejdi Azaiez , Chuanju Xu

Fourier solvers have become efficient tools to establish structure-property relations in heterogeneous materials. Introduced as an alternative to the Finite Element (FE) method, they are based on fixed-point solutions of the…

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…

数值分析 · 数学 2021-02-11 P. Jami , E. Hashemizadeh

The differential formulation of the Landau-Fokker-Planck collision integral is developed for the case of relativistic electromagnetic interactions.

等离子体物理 · 物理学 2007-05-23 Bastiaan J. Braams , Charles F. F. Karney