The cauchy problem for a nonlinear integro-differential transport equation

In the present paper, we study the Cauchy problem for a nonlinear time-dependent kinetic neutrino transport equation. We prove the existence and uniqueness theorem for the solution of the Cauchy problem, establish uniform bounds int for the solution of this problem, and prove the existence and uniqueness of a stationary trajectory and the stabilization ast→∞ of the solution of the time-dependent problem for arbitrary initial data. Translated fromMatematicheskie Zametki, Vol. 61, No. 5, pp. 677–686, May, 1997. Translated by A. M. Chebotarev     

Inverse spectral problem for integro-differential operators

In this paper, we study the inverse spectral problem on a finite interval for the integro-differential operator ? which is the perturbation of the Sturm-Liouville operator by the Volterra integral operator. The potential q belongs to L ₂[0, π] and the kernel of the integral perturbation is integrable in its domain of definition. We obtain a local solution of the inverse reconstruction problem for the potential q, given the kernel of the integral perturbation, and prove the stability of this solution. For the spectral data we take the spectra of two operators given by the expression for ? and by two pairs of boundary conditions coinciding at one of the finite points.     

The Cauchy problem for a singularly perturbed Volterra integro-differential equation

The Cauchy problem for a singularly perturbed Volterra integro-differential equation is examined. Two cases are considered: (1) the reduced equation has an isolated solution, and (2) the reduced equation has intersecting solutions (the so-called case of exchange of stabilities). An asymptotic expansion of the solution to the Cauchy problem is constructed by the method of boundary functions. The results are justified by using the asymptotic method of differential inequalities, which is extended to a new class of problems.     

The Cauchy problem for a singularly perturbed integro-differential Fredholm equation

An initial problem is considered for an ordinary singularly perturbed integro-differential equation with a nonlinear integral Fredholm operator. The case when the reduced equation has a smooth solution is investigated, and the solution to the reduced equation with a corner point is analyzed. The asymptotics of the solution to the Cauchy problem is constructed by the method of boundary functions. The asymptotics is validated by the asymptotic method of differential inequalities developed for a new class of problems.     

A multipoint problem for partial integro-differential equations

We investigate a multipoint problem for a linear typeless partial differential operator with variable coefficients that is perturbed by a nonlinear integro-differential term. We establish conditions for the unique existence of a solution. We prove metric theorems on lower bounds of small denominators that arise in the course of investigation of the problem of solvability. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 9, pp. 1155–1168, September, 1998.     

The singularly perturbed problem of vector integro-differential equations

The singularly perturbed boundary value problem of scalar integro-differential equations has been studied extensively by the differential inequality method . However, it does not seem possible to carry this method over to a corresponding nonlinear vector integro-differential equation. Therefore , for n-dimensional vector integro-differential equations the problem has not been solved fully. Here, we study this nonlinear vector problem and obtain some results. The approach in this paper is to transform the appropriate integro-differential equations into a canonical or diagonalized system of two first-order equations.     

The nonlinear boundary value problem for a class of integro-differential system

In this paper, using the theory of differential inequalities, we study the nonlinear boundary value problem for a class of integro-differential system. Under appropriate assumptions, the existence of solution is proved and the uniformly valid asymptotic expansions for arbitrary n-th order approximation and the estimation of remainder term are obtained simply and conveniently.     

Cauchy problem for a class of integro-differential equations

We consider the Cauchy problem for integro-differential equations containing Wiener-Hopf operators. We define the characteristic polynomial of the problem. We show that if all roots of the characteristic polynomial have negative imaginary parts and the corresponding strong moment problem is solvable, then the problem is equivalent to a Wiener-Hopf integral equation. We consider an example of an application of the result to a problem related to nonlocal wave interaction.     

On an abstract integro-differential problem

In an arbitrary Banach space we consider the Cauchy problem for an integro-differential equation with unbounded operator coefficients. We establish the solvability of the problem in the weight spaces of integrable functions under certain conditions on the data. To prove this, the solution of the problem is written in explicit form with the help of analytic semigroups generated by fractional powers of the operator coefficients. Here an important role is played by the conditions on the coefficients ensuring the coercive estimates of the corresponding integral operators. Translated fromMatematicheskie Zametki, Vol. 66, No. 6, pp. 887–896, December, 1999.     

Stabilization of the Cauchy problem for integro-differential equations

In the present paper, we obtain a criterion for the stabilization of the Cauchy problem for an integro-differential equation in the class of functions of polynomial growth γ ≥ 0. Published in Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 11, pp. 1571–1576, November, 2005.     

A degenerate Neumann problem for quasilinear elliptic integro-differential operators

This paper is devoted to the study of the following degenerate Neumann problem for a quasilinear elliptic integro-differential operator Here is a second-order elliptic integro-differential operator of Waldenfels type and is a first-order Ventcel' operator with a(x) and b(x) being non-negative smooth functions on such that on . Classical existence and uniqueness results in the framework of H?lder spaces are derived under suitable regularity and structure conditions on the nonlinear term f(x,u,Du). Received April 22, 1997; in final form March 16, 1998     

Mixed problem for pseudoparabolic integro-differential equation with degenerate kernel

A mixed problem for a certain nonlinear third-order intregro-differential equation of the pseudoparabolic type with a degenerate kernel is considered. The method of degenerate kernel is essentially used and developed and the Fourier method of variable separation is employed for this equation. A system of countable systems of algebraic equations is first obtained; after it is solved, a countable system of nonlinear integral equations is derived. The method of sequential approximations is used to prove the theorem on the unique solvability of the mixed problem.     

Obstacle problem for nonlinear integro-differential equations arising in option pricing

Abstract  We study the obstacle problem for a class of nonlinear integro-partial differential equations of second order, possibly degenerate, which includes the equation modeling American options in a jump-diffusion market with large investor. The viscosity solutions setting reveals appropriate, because of a monotonicity property with respect to the integral term. The same property allows to approximate the problem by penalization and to obtain the existence and uniqueness of solutions via a comparison principle. We also give uniform estimates of the solutions of the penalized problems which allow to prove further regularity. Keywords: Integro-differential equations, Obstacle problem, Viscosity solutions, American options Mathematics Subject Classification (2000): 45K05, 35K85, 49L25, 91B24     

Boundary value problem for first order impulsive functional integro-differential equations

This paper investigates extremal solutions of the boundary value problem for impulsive functional integro-differential equations with nonlinear boundary conditions and deviating arguments. In the presence of a lower solution u and an upper solution v with u≥v, existence of extremal solutions is proved by establishing a new comparison principle and using the monotone iterative technique.     

A two-dimensional inverse problem for an integro-differential equation of electrodynamics

An integro-differential equation corresponding to a two-dimensional problem of electrodynamics with dispersion is considered. It is assumed that the electrodynamic properties of a nonconducting medium with a constant magnetic permeability and the external current are independent of the x ₃ coordinate. In this case, the third component of the electric field vector satisfies a second-order scalar integro-differential equation with a variable permittivity of the medium. For this equation, we study the problem of finding the spatial part of the kernel entering the integral term. This corresponds to finding the part of the permittivity that depends on the electromagnetic frequency. It is assumed that the permittivity support is contained in some compact domain Ω ? ?². To find this coefficient inside Ω, we use information on the solution of the corresponding direct problem on the boundary of Ω on a finite time interval. An estimate for the conditional stability of the solution of the inverse problem is established under the assumption that the time interval is sufficiently large.