Results 41 to 50 of about 341 (180)

The Optimal Mean–Variance Selling Problem With Finite Horizon

Mathematical Finance, EarlyView.
ABSTRACT The optimal mean–variance selling problem seeks to determine a dynamically optimal stopping time in the nonlinear problem sup0≤τ≤TE(Xτ)−cVar(Xτ)$\sup _{0 \le \tau \le T} \left[ \mathsf {E}\,\!(X_\tau) - c\, \mathsf {V}ar\,\!(X_\tau) \right]$, where X$X$ is a geometric Brownian motion with strictly positive drift, the supremum is taken over ...
Peter Johnson, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source

Spectral Collocation Methods for Fractional Integro-Differential Equations with Weakly Singular Kernels

Journal of Mathematics, 2022
In this paper, we propose and analyze a spectral approximation for the numerical solutions of fractional integro-differential equations with weakly kernels.
Xiulian Shi
doaj   +1 more source

A Biorthogonal Hermite Cubic Spline Galerkin Method for Solving Fractional Riccati Equation

Mathematics, 2022
This paper is devoted to the wavelet Galerkin method to solve the Fractional Riccati equation. To this end, biorthogonal Hermite cubic Spline scaling bases and their properties are introduced, and the fractional integral is represented based on these ...
Haifa Bin Jebreen, Ioannis Dassios
doaj   +1 more source

Finite‐Block Polynomial and Volterra Structure in Reservoir Computing

Numerical Linear Algebra with Applications, Volume 33, Issue 4, August 2026.
ABSTRACT Reservoir computing is analyzed through the algebraic structure generated by finite‐width reservoirs on fixed input blocks. For linear and quadratic logistic activations, the induced input‐to‐state map admits an exact finite Volterra representation, yielding an explicit characterization of the associated hypothesis class.
Alfio Borzì
wiley   +1 more source

Uncertainty Quantification of Analytical Solutions for the Nonlinear Space and Time Fractional Order ϕ4$$ {\phi}^4 $$ Equation Under Fuzziness

Engineering Reports, Volume 8, Issue 7, July 2026.
Analytical fuzzy soliton solutions of a modified space–time fractional ϕ4$$ {\phi}^4 $$ model are derived using EHFM, capturing memory effects and uncertainty. Results reveal diverse wave structures and show how fractional order and fuzziness significantly influence soliton amplitude, localization, and propagation, with heightened sensitivity near the ...
Mohsin Khalid, Neha Andaleeb Khalid, Baboucarr Ceesay, Zafar Iqbal   +3 more
wiley   +1 more source

Approximate Numerical Solutions for Linear Volterra Integral Equations Using Touchard Polynomials

مجلة بغداد للعلوم, 2020
In this paper, Touchard polynomials (TPs) are presented for solving Linear Volterra integral equations of the second kind (LVIEs-2k) and the first kind (LVIEs-1k) besides, the singular kernel type of this equation.
Jalil Talab Abdullah
doaj   +1 more source

Solutions for singular Volterra integral equations

Electronic Journal of Qualitative Theory of Differential Equations, 2009
Summary: We consider the system of Volterra integral equations \[ \begin{multlined} u_i(t) =\int_{0}^{t}g_i(t,s)[P_i(s,u_1(s),u_2(s),\dots,u_n(s))+ \\ + Q_i(s,u_1(s),u_2(s),\dots,u_n(s))]ds,\quad t\in [0,T],\;1\leq i\leq n \end{multlined} \] where \(T>0\) is fixed and the nonlinearities \(P_i(t,u_1,u_2,\dots,u_n)\) can be singular at \(t=0\) and \(u_j ...
openaire   +4 more sources

Coexistence, crossover and extirpation in coalescent communities and ecotones

Oikos, Volume 2026, Issue 7, July 2026.
When two ecological communities come into contact, the strength of their mixing determines whether species coexist, extirpate, or extend their ranges. We present analytical formulas and simulations describing these transitions. Specifically, we derive abundance shifts upon community coalescence, identify the critical mixing strength leading to first ...
Martin Heidelman, Dervis Can Vural
wiley   +1 more source

Matsumura‐Type Estimates and Global Solutions of a Fractional Wave Equation With Nonlocal Nonlinearity

Mathematical Methods in the Applied Sciences, Volume 49, Issue 9, Page 9967-9983, June 2026.
ABSTRACT The main results of this paper are the global existence and long time behavior of solutions of a fractional wave equation with a nonlocal nonlinearity. The techniques in this work rely on norm estimates of the solutions of εutt+ut+(−Δ)βu=0,u(0,x)=φ(x),ut(0,x)=ψ(x),$$ \varepsilon {u}_{tt}+{u}_t+{\left(-\Delta \right)}^{\beta }u=0,\kern1em u ...
Ibrahim Ahmad Suleman, Mokhtar Kirane
wiley   +1 more source

Mixed type of Fredholm-Volterra integral equation

Le Matematiche, 2005
In this paper, under certain conditions, the solution of mixed type of Fredholm-Volterra integral equation is discussed and obtained in the space L_2 (−1, 1) × C[0, T ], T < ∞.
M. A. Abdou, G. M. Abd Al-Kader
doaj