Results 71 to 80 of about 3,098,404 (226)

Optimal Control Problems of Forward-Backward Stochastic Volterra Integral Equations [PDF]

, 2014
Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs in short) are formulated and studied. A general duality principle is established for linear backward stochastic integral equation and linear stochastic Fredholm ...
Shi, Yufeng, Wang, Tianxiao, Yong, Jiongmin   +2 more
core  

Inverse problem for nonlinear partial differential equation with high order pseudoparabolic operator

Vestnik Samarskogo Gosudarstvennogo Tehničeskogo Universiteta. Seriâ: Fiziko-Matematičeskie Nauki, 2012
We consider the questions of generalized solvability of inverse problem for nonlinear partial differential equations with high order pseudoparabolic operator by method of separation of variables.
T. K. Yuldashev
doaj   +3 more sources

Theoretical and numerical results about some weakly singular Volterra-Fredholm equations

Journal of Numerical Analysis and Approximation Theory, 2008
In this paper existence, uniqueness results for the solution of some weakly singular linear Volterra and Volterra-Fredholm integral equations are given.
F. Calió, E. Marchetti, V. Mureșan
doaj   +2 more sources

Discrete-time Simulation of Stochastic Volterra Equations [PDF]

arXiv.org, 2020
Alexandre Richard, Xiaolu Tan, Fan Yang
semanticscholar   +1 more source

A note on the qualitative analysis of Volterra integro-differential equations

Journal of Taibah University for Science, 2019
The aim of paper is to analyse some qualitative properties of solutions of nonlinear Volterra integro-differential equations (VIDDEs) with constant delay and Volterra integro-differential equations (VIDEs) without delay by means of the Razumikhin method.
C. Tunç, O. Tunç
semanticscholar   +1 more source

Lavrentiev Regularization of Integral Equations of the First Kind in the Space of Continuous Functions

Известия Иркутского государственного университета: Серия "Математика", 2016
The regularization method of linear integral Volterra equations of the first kind is considered. The method is based on the perturbation theory. In order to derive the estimates of approximate solutions and regularizing operator norms we use the Banach ...
I. Muftahov, D. Sidorov, N. Sidorov
doaj  

Numerical solution of nonlinear Volterra–Fredholm integral equations using hybrid of block-pulse functions and Taylor series

Alexandria Engineering Journal, 2013
A numerical method based on an NM-set of general, hybrid of block-pulse function and Taylor series (HBT), is proposed to approximate the solution of nonlinear Volterra–Fredholm integral equations. The properties of HBT are first presented.
Farshid Mirzaee, Ali Akbar Hoseini
doaj   +1 more source

Numerical method for a system of integro-differential equations and convergence analysis by Taylor collocation

Ain Shams Engineering Journal, 2018
In this paper, we present the Taylor polynomial solutions of system of higher order linear integro-differential Volterra-Fredholm equations (IDVFE). This method transforms IDVFE into the matrix equations which correspond to a system of linear algebraic ...
Yousef Jafarzadeh, Bagher Keramati
doaj  

Stability Issues for Selected Stochastic Evolutionary Problems: A Review

Axioms, 2018
We review some recent contributions of the authors regarding the numerical approximation of stochastic problems, mostly based on stochastic differential equations modeling random damped oscillators and stochastic Volterra integral equations.
Angelamaria Cardone, Dajana Conte, Raffaele D’Ambrosio, Beatrice Paternoster   +3 more
doaj   +1 more source

A third-order numerical method for solving fractional ordinary differential equations

AIMS Mathematics
In this paper, we developed a novel numerical method for solving general nonlinear fractional ordinary differential equations (FODEs). First, we transformed the nonlinear FODEs into the equivalent Volterra integral equations.
Xiaopeng Yi , Chongyang Liu, Huey Tyng Cheong, Kok Lay Teo, Song Wang   +4 more
doaj   +1 more source