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The current work presents a computational scheme to solve weakly singular integral equations of the second kind. The discrete collocation method in addition to the moving least squares (MLS) technique established on scattered points is utilized to ...
Pouria Assari
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Approximate solution of singular integral equations
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Chakrabarti, A, Berghe, Vanden G
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Solutions of singular integral equations
Qualitative behavior of solutions of possibly singluar integral equations is studied. It includes properties such as positivity, boundedness and monotonicity of the solutions of the infinite interval.
Rina Ling
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A Regularization of Fredholm type singular integral equations
We present a method to regularize first and second kind integral equations of Fredholm type with singular kernel. By appropriate application of the Poincaré-Bertrand formula we change such integral equations into a second kind Fredholm's integral ...
N. Aliev, S. Mohammad Hosseini
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In the paper, computational schemes for solving the Cauchy problem for the singular integro-differential Prandtl equation with a singular integral over a segment of the real axis, understood in the sense of the Cauchy principal value, are constructed and
Galina A. Rasolko
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Solutions for singular Volterra integral equations
We consider the system of Volterra integral equations $$ \begin{array}{l} u_i(t)=\int_{0}^{t}g_i(t,s)[P_i(s,u_1(s),u_2(s),\cdots, u_n(s)) + Q_i(s,u_1(s),u_2(s),\cdots, u_n(s))]ds, t\in [0,T],1\leq i\leq n \end{array} $$ where $T>0$ is fixed and the ...
Patricia J. Y. Wong
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SOLUTION OF A TWO-DIMENSIONAL BOUNDARY VALUE PROBLEM OF HEAT CONDUCTION IN A DEGENERATING DOMAIN
In the paper we consider the boundary value problem of heat conduction outside the cone, i.e. in the domain degenerating into a point at the initial moment of time.
M. I. Ramazanov +1 more
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We presented an interpolation method for solving weakly singular Volterra integral equations of the second kind (SVK2). The method based on the barycentric Lagrange interpolation.. For the chosen nodes of the two singular kernel variables, we created two
E.S. Shoukralla +3 more
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A singular stochastic integral equation [PDF]
This note is devoted to the discussion of the stochastic differential equation X d X + Y d Y = 0 XdX + YdY = 0 , X X and Y Y being continuous local martingales. A method to construct solutions of this equation is given.
Nualart, David, Sanz, Marta
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Finite-part singular integral approximations in Hilbert spaces
Some new approximation methods are proposed for the numerical evaluation of the finite-part singular integral equations defined on Hilbert spaces when their singularity consists of a homeomorphism of the integration interval, which is a unit circle, on ...
E. G. Ladopoulos +2 more
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