Results 21 to 30 of about 920 (176)
A Finite Element Like Scheme for Integro-Partial Differential Hamilton–Jacobi–Bellman Equations [PDF]
SIAM Journal on Numerical Analysis, 2009 We construct a finite element like scheme for fully nonlinear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in finance. The schemes are monotone and robust.
Fabio Camilli, Espen R. Jakobsen
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Bounded and multiperiodic solutions of the system of partial integro-differential equations
Қарағанды университетінің хабаршысы. Математика сериясы, 2019 The system of partial integro - differential equations with an operator of differentiation with respect to directions of vector field is considered. The considering integro - differential equation does not contain space variables.
G.M. Aitenova +3 more
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Integro-partial differential equations with singular terminal condition [PDF]
Nonlinear Analysis, 2017 In this paper, we show that the minimal solution of a backward stochastic differential equation gives a probabilistic representation of the minimal viscosity solution of an integro-partial differential equation both with a singular terminal condition.
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A “maximum principle for semicontinuous functions” applicable to integro-partial differential equations [PDF]
Nonlinear Differential Equations and Applications NoDEA, 2006 We formulate and prove a non-local "maximum principle for semi- continuous functions" in the setting of fully nonlinear and degenerate elliptic integro-partial dierential equations with integro operators of second order. Similar results have been used implicitly by several researchers to obtain com- parison/uniqueness results for integro-partial ...
Espen R. Jakobsen, Kenneth H. Karlsen
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On The Semi-Analytical Solution of Integro-Partial Differential Equations
Energy Procedia, 2017 Abstract The breakage and aggregation processes in batch systems had attained highly interest in applied mathematics and engineering fields. In this work, we developed analytical solutions of the particle breakage and aggregation using the population balance equation (PBE) in batch flow systems.
Abdelmalek Hasseine +3 more
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Inverse problem for quazilinear partial integro-differential equations of higher order
Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2013 A method of studying an inverse problem for the some classes of quasilinear partial integro-differential equation of the higher order is proposed. A theorem on the existence and uniqueness of the solution of this problem is proved.
A. I. Seredkina, T. K. Yuldashev
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Axioms, 2020 The questions of the one-value solvability of an inverse boundary value problem for a mixed type integro-differential equation with Caputo operators of different fractional orders and spectral parameters are considered.
Tursun K. Yuldashev, Erkinjon T. Karimov
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Non-linear degenerate integro-partial differential evolution equations related to geometric Lévy processes and applications to backward stochastic differential equations [PDF]
Stochastics and Stochastic Reports, 2004 We prove a comparison principle for unbounded semicontinuous viscosity sub- and supersolutions of non-linear degenerate parabolic integro-partial differential equations coming from applications in mathematical finance in which geometric Levy processes act as the underlying stochastic processes for the assets dynamics. As a consequence of the “geometric
AMADORI, Anna Lisa +2 more
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Nonlinear Models for Transverse Forced Vibration of Axially Moving Viscoelastic Beams
Shock and Vibration, 2011 Nonlinear models of transverse vibration of axially moving viscoelastic beams subjected external transverse loads via steady-state periodical response are numerically investigated.
Hu Ding, Li-Qun Chen
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Analysis of Two-Level Mesh Method for Partial Integro-Differential Equation
Journal of Function Spaces, 2022 In this paper, we present two-level mesh scheme to solve partial integro-differential equation. The proposed method is based on a finite difference method. For the first step, we use finite difference method in time and global radial basis function (RBF)
Quan Tang +3 more
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