254 research outputs found

    Three-Dimensional Nonlinear Integral Operator with the Modelling of Majorant Function

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     تقدم هذه الورقة البحثية طريقة  لايجاد الحل التقريبي لمؤثر فولتيرا التكاملي  الثلاثي الأبعاد غير الخطي في  R3. حيث يتم استخدام مفهوم (Majorant function) وباستخدام طريقة نيوتن المعدلة  لتحويل مؤثر فولتيرا التكاملي  الثلاثي الأبعاد غير الخطي  إلى متتالية  لمؤثر فولتيرا التكاملي  الثلاثي الأبعاد الخطي ومن يتم استخدام طريقة (Gaussian-Legendre)  التربيعية لايجاد الحل التقريبي لمؤثر فولتيرا التكاملي  الثلاثي الأبعاد الخطي من خلال التعامل مع نظام جبري خطي.تم مناقشة وجود ووحدانية الحل للطريقة المستخدمة مع اعطاء أمثلة توضيحية لإظهار دقة وكفاءة الطريقة.In this paper, the process for finding an approximate solution of nonlinear three-dimensional (3D) Volterra type integral operator equation (N3D-VIOE) in R3 is introduced. The modelling of the majorant function (MF) with the modified Newton method (MNM) is employed to convert N3D-VIOE to the linear 3D Volterra type integral operator equation (L3D-VIOE). The method of trapezoidal rule (TR) and collocation points are utilized to determine the approximate solution of L3D-VIOE by dealing with the linear form of the algebraic system. The existence of the approximate solution and its uniqueness are proved, and illustrative examples are provided to show the accuracy and efficiency of the model. Mathematical Subject Classification (2010):  45P05, 45G10, 47H9

    A new conversation on the existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators

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    The existence of Hilfer fractional stochastic Volterra–Fredholm integro-differential inclusions via almost sectorial operators is the topic of our paper. The researchers used fractional calculus, stochastic analysis theory, and Bohnenblust–Karlin’s fixed point theorem for multivalued maps to support their findings. To begin with, we must establish the existence of a mild solution. In addition, to show the principle, an application is presented

    Fractional Calculus and Special Functions with Applications

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    The study of fractional integrals and fractional derivatives has a long history, and they have many real-world applications because of their properties of interpolation between integer-order operators. This field includes classical fractional operators such as Riemann–Liouville, Weyl, Caputo, and Grunwald–Letnikov; nevertheless, especially in the last two decades, many new operators have also appeared that often define using integrals with special functions in the kernel, such as Atangana–Baleanu, Prabhakar, Marichev–Saigo–Maeda, and the tempered fractional equation, as well as their extended or multivariable forms. These have been intensively studied because they can also be useful in modelling and analysing real-world processes, due to their different properties and behaviours from those of the classical cases.Special functions, such as Mittag–Leffler functions, hypergeometric functions, Fox's H-functions, Wright functions, and Bessel and hyper-Bessel functions, also have important connections with fractional calculus. Some of them, such as the Mittag–Leffler function and its generalisations, appear naturally as solutions of fractional differential equations. Furthermore, many interesting relationships between different special functions are found by using the operators of fractional calculus. Certain special functions have also been applied to analyse the qualitative properties of fractional differential equations, e.g., the concept of Mittag–Leffler stability.The aim of this reprint is to explore and highlight the diverse connections between fractional calculus and special functions, and their associated applications

    Topological methods for the study of nonlinear mixed stochastic integral equations

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    AbstractThis paper is concerned with the questions of existence, uniqueness, and stability of wide sense and random solutions of nonlinear stochastic integral equations of mixed type. The main tools are the theory of admissibility and the fixed-point theorems. The results in this paper improve some earlier works qualitatively by reducing the hypotheses. Also existence-type results, which hold under more general circumstances, and an application to nonlinear stochastic feedback control system are presented

    Determination of invariant measures: An approach based on homotopy perturbations

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    This paper describes the application of the homotopy perturbations method (HPM) in the computation of invariant measures (IMs) of the non-linear dynamical systems which are characterized by the complex, chaotic behavior. The convergence of the HPM is formally investigated and confirmed, and its efficiency is illustrated in several examples of widely used chaotic maps

    Semi-analytic pricing of American options in some time-dependent jump-diffusion models

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    In this paper we propose a semi-analytic approach to pricing American options for some time-dependent jump-diffusions models. The idea of the method is to further generalize our approach developed for pricing barrier, [Itkin et al., 2021], and American, [Carr and Itkin, 2021; Itkin and Muravey, 2023], options in various time-dependent one factor and even stochastic volatility models. Our approach i) allows arbitrary dependencies of the model parameters on time; ii) reduces solution of the pricing problem for American options to a simpler problem of solving an algebraic nonlinear equation for the exercise boundary and a linear Fredholm-Volterra equation for the the option price; iii) the options Greeks solve a similar Fredholm-Volterra linear equation obtained by just differentiating Eq. (25) by the required parameter.Comment: 18 pages, 1 table, 2 figure
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