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
doaj +1 more source
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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A Compact Scheme for a Partial Integro-Differential Equation with Weakly Singular Kernel [PDF]
Compact finite difference scheme is applied for a partial integro-differential equation with a weakly singular kernel. The product trapezoidal method is applied for discretization of the integral term. The order of accuracy in space and time is , where .
J. Biazar +2 more
doaj
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.
openaire +2 more sources
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
doaj +2 more sources
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.
openaire +1 more source
ABSTRACT The well‐posedness results for mild solutions to the fractional neutral stochastic differential system with Rosenblatt process with Hurst index Ĥ∈12,1$$ \hat{H}\in \left(\frac{1}{2},1\right) $$ is discussed in this article. To demonstrate the results, the concept of bounded integral contractors is combined with the stochastic result and ...
Dimplekumar N. Chalishajar +3 more
wiley +1 more source
Cubic B-splines collocation method for a class of partial integro-differential equation
In this paper, a numerical method is proposed to estimate the solution of initial-boundary value problems for a class of partial integro-differential equations.
M. Gholamian, J. Saberi-Nadjafi
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Finite‐Difference Reduced Transfer Matrix Method for Multibody Systems With Rotating Beams
ABSTRACT Multibody systems with rotating beams serve as critical simplified models of core components in engineering systems; however, existing analytical and numerical methods have limitations in analyzing their complex dynamic behavior. This paper proposes the Finite‐Difference Reduced Multibody System Transfer Matrix Method (FD‐RMSTMM), which ...
Ziyao Ma +3 more
wiley +1 more source
An hp-version discontinuous Galerkin method for integro-differential equations of parabolic type [PDF]
We study the numerical solution of a class of parabolic integro-differential equations with weakly singular kernels. We use an $hp$-version discontinuous Galerkin (DG) method for the discretization in time.
Brunner, Hermann +3 more
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