A family of difference schemes for fourth order parabolic partial differential equations
, 1983 A family of methods is developed for the numerical solution of fourth order parabolic partial differential equations in one- and two-space variables.
Khaliq, AQM, Twizell, EH
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Singular integro-differential equations of parabolic type
, 2002 We study a linear singular first-order integro-differential Cauchy problems in Banach spaces. Singular here means that the integro differential equation is not in normal form neither can it be reduced to such a form.
A. Favini, H. Tanabe, A. Lorenzi
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Asymptotic behaviours of stochastic differential delay equations
, 2005 Most of the existing results on stochastic stability use a single Lyapunov function, but we shall instead use multiple Lyapunov functions in this paper.
Shen, Yi +3 more
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A New Taylor Collocation Method for Nonlinear Fredholm-Volterra Integro-Differential Equations
, 2010 WOS: 000281057800002The aim of this article is to present an efficient numerical procedure for solving nonlinear integro-differential equations. Our method depends mainly on a Taylor expansion approach.
Gulsu, Mustafa +2 more
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Solution of High-Order Linear Fredholm Integro-Differential Equations with Piecewise Intervals
, 2011 In this study, a practical matrix method is presented to find an approximate solution for high-order linear Fredholm integro-differential equations with piecewise intervals under the initial boundary conditions in terms of Taylor polynomials.
Baykus, Nurcan +2 more
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On Martínez-Kaabar fractal-fractional double Laplace transformation
Ain Shams Engineering JournalAn extended version of the Martinez-Kaabar fractal-fractional (MKF-F) calculus theory is investigated in this work, to the integral transformations and employed in solving some fractal-fractional (F-F) partial integro-differential equations. Specifically,
Francisco Martínez +1 more
doaj +1 more source
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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Backward difference replacements of the space derivative in first order hyperbolic equations
, 1983 Two families of two-time level difference schemes are developed for the numerical solution of first order hyperbolic partial differential equations with one space variable.
Khaliq, AQM, Twizell, EH
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Asymptotic solvers for ordinary differential equations with multiple frequencies
, 2015 We construct asymptotic expansions for ordinary differential equations with highly oscillatory forcing terms, focussing on the case of multiple, non-commensurate frequencies.
Iserles, Arieh +3 more
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Finite-difference solutions of tenth-order boundary-value problems
, 1994 This thesis was submitted for the degree of Doctor of Philosophy and awarded by Brunel University.In this thesis finite difference methods are used to obtain numerical solutions for a class of high-order ordinary differential equations with applications ...
Siddiqui, Aijaz Ahmad
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