Results 31 to 40 of about 1,611 (185)

Optimal homotopy asymptotic method for solving Volterra integral equation of first kind

Alexandria Engineering Journal, 2014
In this paper, authors demonstrate the efficiency of optimal homotopy asymptotic method (OHAM). This is done by solving nonlinear Volterra integral equation of first kind.
N. Khan, M.S. Hashmi, S. Iqbal, T. Mahmood   +3 more
doaj   +1 more source

Ecological examples of nonstationarity, nonlinearity and statistical interactions in dynamic structural equation models

Methods in Ecology and Evolution, EarlyView.
Abstract Ecologists are adapting structural causal modelling for spatial, phylogenetic and time‐series analysis. However, ecological extensions of path analysis and structural equation models (SEM) typically assume that interactions among variables are stationary, linear and additive, while ecological and evolutionary dynamics are often nonstationary ...
James T. Thorson, Kasper Kristensen
wiley   +1 more source

On Monotonic and Nonnegative Solutions of a Nonlinear Volterra-Stieltjes Integral Equation

Journal of Function Spaces, 2014
We study the existence of monotonic and nonnegative solutions of a nonlinear quadratic Volterra-Stieltjes integral equation in the space of real functions being continuous on a bounded interval. The main tools used in our considerations are the technique
Tomasz Zając
doaj   +1 more source

Insights for conservation from the Ecological Knowledge Games project

Conservation Biology, EarlyView.
Abstract Environmental conservation research requires robust methods for collecting large‐scale behavioral data and engaging diverse stakeholders in decision‐making processes. We (Y.P., A.B.D., and N.B.) created EcoKnowGames (Ecological Knowledge Games), a transdisciplinary project that develops knowledge games for conservation science and data ...
Yuan Pan, A. Bradley Duthie, Isabel Jones, Daksha Patel, Nils Bunnefeld   +4 more
wiley   +1 more source

Some weakly singular Volterra integral inequalities with maxima in two variables

Journal of Inequalities and Applications, 2023
In this paper, we establish some new weakly singular Volterra type integral inequalities that include the maxima of the unknown function of two variables.
Yining Sun, Run Xu
doaj   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Exponential Convergence for Numerical Solution of Integral Equations Using Radial Basis Functions

Journal of Applied Mathematics, 2014
We solve some different type of Urysohn integral equations by using the radial basis functions. These types include the linear and nonlinear Fredholm, Volterra, and mixed Volterra-Fredholm integral equations.
Zakieh Avazzadeh, Mohammad Heydari, Wen Chen, G. B. Loghmani   +3 more
doaj   +1 more source

A Volterra equation with square integrable solution [PDF]

Proceedings of the American Mathematical Society, 1980
We study the asymptotic behavior of the solutions of the nonlinear Volterra integrodifferential equation \[ x ′
openaire   +1 more source

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, Eyal Neuman, Sturmius Tuschmann   +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, Jesper Lund Pedersen, Goran Peskir   +2 more
wiley   +1 more source