相关论文: An explicit numerical algorithm to the solution of…
When applying Hamiltonian operator splitting methods for the time integration of multi-species Vlasov-Maxwell-Landau systems, the reliable and efficient numerical approximation of the Landau equation represents a fundamental component of…
In this paper, an efficient method is presented for solving three dimensional Volterra integral equations of the second kind with continuous kernel. Shifted Chebyshev polynomial is applied to approximate a solution for these integral…
In this study, the Riccati equation is resolved using the generalized recursive integrating factor method. By applying a non-linear transformation to the dependent variable $y(x)$ of the Riccati equation, a second-order linear differential…
An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction $A + A \rightarrow\varnothing$ modeling is discussed. Finite difference method together with the linear…
This paper presents a direct numerical scheme to approximate the solution of all classes of nonlinear Volterra integral equations of the first kind. This computational method is based on operational matrices and vectors. The operational…
We present a methodology for numerically integrating ordinary differential equations containing rapidly oscillatory terms. This challenge is distinct from that for differential equations which have rapidly oscillatory solutions: here the…
Motivated by uncertainty quantification of complex systems, we aim at finding quadrature formulas of the form $\int_a^b f(x) d\mu(x) = \sum_{i=1}^n w_i f(x_i)$ where $f$ belongs to $H^1(\mu)$. Here, $\mu$ belongs to a class of continuous…
We construct the basis of a stochastic calculus for so-called Volterra processes, i.e., processes which are defined as the stochastic integral of a time-dependent kernel with respect to a standard Brownian motion. For these processes which…
In this paper, we introduce a fast Fourier-Galerkin method for solving boundary integral equations on torus-shaped surfaces, which are diffeomorphic to a torus. We analyze the properties of the integral operator's kernel to derive the decay…
We present an algorithm for the efficient numerical evaluation of integrals of the form \[ I(\omega) = \int_0^1 F( x,\mathrm e^{\mathrm i \omega x}; \omega) \, \mathrm d x \] for sufficiently smooth but otherwise arbitrary $F$ and $\omega…
We introduce a numerical method for the solution of the time-dependent Schrodinger equation with a smooth potential, based on its reformulation as a Volterra integral equation. We present versions of the method both for periodic boundary…
In this paper, we present a fractional spectral collocation method for solving a class of weakly singular Volterra integro-differential equations (VDIEs) with proportional delays and cordial operators. Assuming the underlying solutions are…
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…
The Hodge-FVH correspondence establishes a relationship between the special cubic Hodge integrals and an integrable hierarchy, which is called the fractional Volterra hierarchy. In this paper we prove this correspondence. As an application…
Some results about existence, uniqueness, and attractive behaviour of solutions for nonlinear Volterra integral equations with non-convolution kernels are presented in this paper. These results are based on similar ones about nonlinear…
In this paper, we establish an integral expression for the Dunkl kernel in the context of Dihedral group of an arbitrary order by using the results in \cite{M-Y-Vk} where a construction of the Dunkl intertwining operator for a large set of…
This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…
An effective algorithm is presented for solving the Beltrami equation df/dz = mu (df/dzbar) in a planar disk. The disk is triangulated in a simple way and f is approximated by piecewise linear mappings; the images of the vertices of the…
The Volterra series can be used to model a large subset of nonlinear, dynamic systems. A major drawback is the number of coefficients required model such systems. In order to reduce the number of required coefficients, Laguerre polynomials…
We propose a spectral collocation method, based on the generalized Jacobi wavelets along with the Gauss-Jacobi quadrature formula, for solving a class of third-kind Volterra integral equations. To do this, the interval of integration is…