Results 21 to 30 of about 19,436 (230)
Some Families of Differential Equations Associated with Multivariate Hermite Polynomials
Fractal and Fractional, 2023 In this article, the recurrence relations and shift operators for multivariate Hermite polynomials are derived using the factorization approach. Families of differential equations, including differential, integro–differential, and partial differential ...
Badr Saad T. Alkahtani +2 more
doaj +1 more source
Solvability of Some Types for Multi-fractional Integro-Partial Differential Equation
Baghdad Science Journal, 2021 In this article, the solvability of some proposal types of the multi-fractional integro-partial differential system has been discussed in details by using the concept of abstract Cauchy problem and certain semigroup operators and some necessary and sufficient conditions.
Ali Kadhim Jabbar, Sameer Qasim Hasan
openaire +3 more sources
Қарағанды университетінің хабаршысы. Математика сериясы, 2020 A semi-periodic initial boundary-value problem for a fourth-order system of partial differential equations is considered. Using the method of functional parametrization, an additional parameter is carried out and the studied problem is reduced to the ...
A.T. Assanova, Zh.S. Tokmurzin
doaj +1 more source
Advances in Difference Equations, 2021 The shifted Chebyshev polynomials of the fifth kind (SCPFK) and the collocation method are employed to achieve approximate solutions of a category of the functional equations, namely variable-order time-fractional weakly singular partial integro ...
Khadijeh Sadri +4 more
doaj +1 more source
Pricing approximations and error estimates for local L\'evy-type models with default [PDF]
, 2014 We find approximate solutions of partial integro-differential equations, which arise in financial models when defaultable assets are described by general scalar L\'evy-type stochastic processes.
Lorig, Matthew +2 more
core +3 more sources
Algorithms, 2021 The aim of this article is to present a procedure for the factorization and exact solution of boundary value problems for a class of n-th order linear Fredholm integro-differential equations with multipoint and integral boundary conditions.
Efthimios Providas +1 more
doaj +1 more source
Cauchy Problems Associated with Certain Integro-Partial Differential Equations [PDF]
Journal of Integral Equations and Applications, 1994 Transmutations and quasi inner products are employed to developed solution representations for a class of initial value problems of the form \[ w_{tt} (x,y,t) = \{I_ x + P(D_ y)\} w(x,y,t), \quad w(x,y,0) = 0, \quad w_ t(x,y,0) = \varphi(x,y). \] Here \(t\) is the time variable and both \(x\) and \(y\) are space variables, \(I_ x\) is an integral ...
openaire +2 more sources
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.
openaire +3 more sources
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.
CAMILLI, FABIO, JAKOBSEN E.
openaire +1 more source
Localized direct boundary–domain integro–differential formulations for scalar nonlinear boundary-value problems with variable coefficients [PDF]
, 2005 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
core +1 more source