Numerical Approximate Solution of Fuzzy Volterra Nonlinear Integro-Differential Equation
Academic Science JournalIn this work, approximate solutions to fuzzy integro-differential equations refer to numerical methods or techniques used to obtain approximate solutions to differential equations involving fuzzy sets and integro-differential operators.
walaa fasial +2 more
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On the nonlinear Hadamard-type integro-differential equation. [PDF]
Fixed Point Theory Algorithm Sci Eng, 2021 Li C.
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A novel deterministic forecast model for COVID-19 epidemic based on a single ordinary integro-differential equation. [PDF]
Eur Phys J Plus, 2020 Köhler-Rieper F +2 more
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An efficient numerical method for a singularly perturbed Fredholm integro-differential equation with integral boundary condition. [PDF]
J Appl Math Comput, 2023 Durmaz ME, Amirali I, Amiraliyev GM.
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On a stochastic hyperbolic integro-differential equation [PDF]
, 2004 In this paper we study an initial–boundary-value problem for a hyperbolic integro-differential equation with random memory and a random noise. We establish the existence, uniqueness and exponential stability of solutions.
Uhn Kim, Jong
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Oscillations of integro-differential equations
Differential and Integral Equations, 1991 The integro-differential inequality (1) \(\dot y(t)+\int^ t_ 0 K(t- s)y(s)ds\leq 0\), \(t\geq T\) and the corresponding integro-differential equation (2) \(\dot y(t)+\int^ t_ 0 K(t-s)y(s)ds=0\), \(t\geq T\) are considered. Sufficient conditions, under which no positive solution of (1) exists, and necessary and sufficient conditions for existence of a ...
Ladas, G., Philos, Ch. G., Sficas, Y. G.
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A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
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Open MathematicsIn this study, a multipoint boundary value problem for Volterra-Fredholm integro-differential equations is considered. The addition of a new function converts the system of Volterra-Fredholm integro-differential equations to a system of Fredholm integro ...
Bakirova Elmira A. +2 more
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Credit derivatives pricing with default density term structure modelled by Lévy random fields [PDF]
We model the term structure of the forward default intensity and the default density by using Lévy random fields, which allow us to consider the credit derivatives with an after-default recovery payment.
Xuewei Yang, Ying Jiao, Lijun Bo
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On a Class of Parabolic Integro-Differential Equations
Zeitschrift für Analysis und ihre Anwendungen, 2000 Existence and uniqueness results for the integro-differential equation u_1(x, t) - au_{xx} (x, t) = c(x, t)u(x, t) + \int^1_0 k(s, x)h(s, t, u(s, t)) ds + f(x, t)\\\ ((x,t) \in Q) subject to the boundary condition
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