Results 31 to 40 of about 35,727 (223)
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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In this note, the problems of solvability and construction of solutions for a nonlinear Fredholm one-order integro-differential equation with degenerate kernel and nonlinear maxima are considered.
Nik Long, N. M. A. +2 more
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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]
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
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
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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Mixed boundary-value Problems (BVPs) for a second-order quasi-linear elliptic partial differential equation with variable coefficients dependent on the unknown solution and its gradient are considered.
Mikhailov, SE, S. E. Mikhailov
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On the stability of some stochastic integro partial differential equations
Stochastic integro partial differential equations of the form; du(x, t )= n i=1 ∂ 2 u(x, t) ∂x 2 dt + F (u(x, t) ,x , t)dt + t 0 K(t − θ)u(x, θ)dθdt +[ f (t)u(x, t )+ g(x, t)]dW (t), are considered, where {W (t ): t ≥ 0} is a standard one-dimensional Wiener process and the kernel K decreases to zero non-exponentially.
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Finite element scheme for integro-partial differential equations
We construct a finite element like scheme for fully non-linear 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.
Camilli, Fabio, Jakobsen, Espen R.
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Asymptotically Almost Periodic Solutions for Abstract Partial Neutral Integro-Differential Equation
The existence of asymptotically almost periodic mild solutions for a class of abstract partial neutral integro-differential equations with unbounded delay is studied.
Guzzo SandroM +2 more
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Quenching the Hubbard Model: Comparison of Nonequilibrium Green's Function Methods
ABSTRACT We benchmark nonequilibrium Green's function (NEGF) approaches for interaction quenches in the half‐filled Fermi–Hubbard model in one and two dimensions. We compare fully self‐consistent two‐time Kadanoff–Baym equations (KBE), the generalized Kadanoff–Baym ansatz (GKBA), and the recently developed NEGF‐based quantum fluctuations approach (NEGF‐
Jan‐Philip Joost +3 more
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