Results 51 to 60 of about 576 (215)
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
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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
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Optimal Portfolio Choice With Cross‐Impact Propagators
Mathematical Finance, EarlyView.ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber +2 more
wiley +1 more source
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 +2 more
wiley +1 more source
On the asymptotic behaviour of deterministic and stochastic volterra integro-differential equations [PDF]
, 2007 This thesis examines a question of stability in stochastic and deterministic systems with memory, and involves studying the asymptotic properties of Volterra integro-differential equations.
Devin, Siobhan
core
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
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Convolution Calculus for a Class of Singular Volterra Integral Equations
Journal of Integral Equations and Applications, 1999 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Iwasaki, Katsunori, Kamimura, Yutaka
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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
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The Modified Camassa–Holm Equation on the Half Line: A Riemann–Hilbert Approach
Studies in Applied Mathematics, Volume 156, Issue 6, June 2026.ABSTRACT We consider the initial‐boundary value (IBV) problem for the modified Camassa–Holm (mCH) equation m∼t+(u∼2−u∼x2+2u∼)m∼x=0,m∼:=u∼−u∼xx+1$\tilde{m}_t+{\left((\tilde{u}^2-\tilde{u}_x^2+2\tilde{u})\tilde{m}\right)}_x = 0, \qquad \tilde{m}:=\tilde{u}-\tilde{u}_{xx}+1$ on the half‐line x≥0$x \ge 0$.
Iryna Karpenko, Dmitry Shepelsky
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An hp-version discontinuous Galerkin method for integro-differential equations of parabolic type
, 2011 We study the numerical solution of a class of parabolic integro-differential equations with weakly singular kernels. We use an $hp$-version discontinuous Galerkin (DG) method for the discretization in time.
H. Mustapha +7 more
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