Results 31 to 40 of about 959 (173)

On the stability of some stochastic integro partial differential equations

International Journal of Contemporary Mathematical Sciences, 2007
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

Finite element scheme for integro-partial differential equations

, 2008
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

A comparative study for the numerical approximation of 1D and 2D hyperbolic telegraph equations with UAT and UAH tension B-spline DQM

Nonlinear Engineering, 2023
Two numerical regimes for the one- and two-dimensional hyperbolic telegraph equations are contrasted in this article. The first implemented regime is uniform algebraic trigonometric tension B-spline DQM, while the second implemented regime is uniform ...
Kapoor Mamta
doaj   +1 more source

Quenching the Hubbard Model: Comparison of Nonequilibrium Green's Function Methods

Contributions to Plasma Physics, EarlyView.
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, Christopher Makait, Alexander Osterkorn, Erik Schroedter   +3 more
wiley   +1 more source

Pell Collocation Method for Solving the Nonlinear Time–Fractional Partial Integro–Differential Equation with a Weakly Singular Kernel

Journal of Function Spaces, 2022
This article focuses on finding the numerical solution of the nonlinear time–fractional partial integro–differential equation. For this purpose, we use the operational matrices based on Pell polynomials to approximate fractional Caputo derivative ...
M. Taghipour, H. Aminikhah
doaj   +1 more source

New Generalised Semi‐Analytical Approach for the Multidimensional Nonlinear Collisional Fragmentation Equations

International Journal for Numerical Methods in Fluids, EarlyView.
This work aims to develop a generalised and efficient semi‐analytical method that combines the Laplace decomposition method with Pade approximation (LDMPA) to solve multidimensional nonlinear integro‐partial differential equation. For a one‐dimension case, explicit (closed‐form) solutions for the number density functions are derived for the first time.
Somveer Keshav, Ashok Das, Sukhjit Singh, Randhir Singh, Mehakpreet Singh   +4 more
wiley   +1 more source

Existence results for a  partial neutral integro-differential equation with state-dependent delay

Electronic Journal of Qualitative Theory of Differential Equations, 2010
In this paper we study the existence of mild solutions for a class of abstract partial neutral integro-differential equations with state-dependent delay.
José Paulo Carvalho dos Santos
doaj   +1 more source

Exponential Stability of Higher Order Fractional Neutral Stochastic Differential Equation Via Integral Contractors

Mathematical Methods in the Applied Sciences, Volume 48, Issue 6, Page 6425-6446, April 2025.
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, Dhanalakshmi Kasinathan, Ramkumar Kasinathan, Ravikumar Kasinathan   +3 more
wiley   +1 more source

Composition of Fractional Integral and Derivative Operators: Summarised in Tables

Mathematical Methods in the Applied Sciences, EarlyView.
ABSTRACT This paper compiles a complete, detailed list of composition properties for Riemann–Liouville fractional differintegrals, in all possible cases for orders anywhere in the complex plane, with the results presented clearly in a table for easy visual consumption.
Arran Fernandez
wiley   +1 more source

Existence results for abstract partial neutral integro-differential equation with unbounded delay

Electronic Journal of Qualitative Theory of Differential Equations, 2009
In this paper we study the existence and regularity of mild solutions for a class of abstract partial neutral integro-differential equations with unbounded delay.
Eduardo Hernandez, H. R. Henriquez, José Paulo Carvalho dos Santos   +2 more
doaj   +1 more source