Results 41 to 50 of about 18,914 (194)
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps [PDF]
, 2016 In the paper, by virtue of the Girsanov transformation, we derive a link of a class of (timeinhomogeneous)non-Lipschitz stochastic differential equations (SDEs) with jumps to aclass of semi-linear partial integro-differential equations (PIDEs) of ...
Jiang-lun Wu
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, 2022 This article provides an effective computational algorithm based on Legendre wavelet (LW) and standard tau approach to approximate the solution of multi-dimensional distributed order time-space fractional weakly singular integro-partial differential equation (DOT-SFWSIPDE).
Kuma, Yashveer +3 more
openaire +2 more sources
A magneto-viscoelasticity problem with a singular memory kernel
, 2016 The existence of solutions to a one-dimensional problem arising in magneto-viscoelasticity is here considered. Specifically, a non-linear system of integro-differential equations is analyzed, it is obtained coupling an integro-differential equation ...
Caffarelli, Giorgio Vergara +3 more
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Hacettepe Journal of Mathematics and Statistics, 2016 Summary: In this paper, a numerical method is developed for solving linear and nonlinear integro-partial differential equations in terms of the two variables Jacobi polynomials. First, some properties of these polynomials and several theorems are presented then a generalized approach implementing a collocation method in combination with two dimensional
BORHANİFAR, Abdollah, SADRİ, Khadijeh
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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
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Fast and Efficient Numerical Methods for an Extended Black-Scholes Model [PDF]
, 2013 An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and accuracy of the
Bhowmik, Samir Kumar
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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 +4 more
wiley +1 more source
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
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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 +3 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
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