Nonrecursive statistics for integral equation solutions

Recursive schemes are often used to solve complex governing equations in mathematical physics. It is demonstrated that such an approach poses unique difficulties when applied to stochastic integral equations. Each subsequent term in the series requires knowledge of higher order statistics than evaluated for the previous term, and thus no true recursion exists. In effect, even if the equation is linear, it is nonlinear in stochastic quantities. The complexity of each term prevents the evaluation of more than a few terms in the iteration, even when symbolic manipulation codes such as MACSYMA are used.     

Classification of solutions for an integral equation

Let n be a positive integer and let 0 < α < n. Consider the integral equation We prove that every positive regular solution u(x) is radially symmetric and monotone about some point and therefore assumes the form with some constant c = c(n, α) and for some t > 0 and x₀ ? ?ⁿ. This solves an open problem posed by Lieb 12 . The technique we use is the method of moving planes in an integral form, which is quite different from those for differential equations. From the point of view of general methodology, this is another interesting part of the paper. Moreover, we show that the family of well‐known semilinear partial differential equations is equivalent to our integral equation (0.1), and we thus classify all the solutions of the PDEs. © 2005 Wiley Periodicals, Inc.     

On some solutions to the Chapman-Kolmogorov integral equation

By applying integral transformations, we obtain some solutions to the Chapman-Kolmogorov equation. These are illustrated by examples.     

Remarks on non-trivial solutions of a Volterra integral equation

In this paper non-linear integral equations describing shock wave phenomena are presented. Some necessary and sufficient conditions for the existence of non-trivial solutions to equations of this type are given.     

Nondecreasing solutions of a quadratic singular Volterra integral equation

We study the existence of nondecreasing solutions of a quadratic singular Volterra integral equation in the space of continuous functions on bounded interval. The main tool utilized in our considerations is the technique associated with certain measure of noncompactness related to monotonicity. The results obtained in the paper may be applied to a wide class of singular Volterra integral equations.     

Monotonic solutions of a perturbed quadratic fractional integral equation

We present an existence theorem for monotonic solutions of a perturbed quadratic fractional integral equation in C[0,1]. The concept of a measure of noncompactness and a fixed point theorem due to Darbo are the main tools in carrying out our proof. Finally, we give an example for indicating the natural realizations of our abstract result presented in the paper.     

Existence and uniqueness of solutions for singular integral equation

Using the mixed monotone method we establish existence and uniqueness results for a singular integral equation. The theorem obtained is very general and complements previous known results. The work was supported by the National Natural Science Foundation of China (No.10571021 and No.10701020) and Key Laboratory for Applied Statistics of MOE(KLAS) and Subject Foundation of Harbin University (No. HXK200714).     

Analytical and regularized solutions of the synchrotron integral equation

In suitable conditions on the radiation source the synchrotron process can be described by a Fredholm integral equation whose integral kernel is expressed in terms of a modified Bessel function of the second kind. We present a completely general solution of this equation. We point out that the linear inverse problem of determining the electron distribution function in the source from the knowledge of the emitted photon spectrum at discrete frequencies is strongly ill-conditioned. In order to reduce the numerical instability due to the presence of noise on the datum, we apply Tikhonov regularization method to some simulated spectra. In particular, the formulation of the method in a suitable Sobolev space allows the use of a priori information on the solution to improve the restoration accuracy. The case of a real spectrum is also considered.     

On analytical solutions of the Black–Scholes equation

This work presents a theoretical analysis for the Black–Scholes equation. Given a terminal condition, the analytical solution of the Black–Scholes equation is obtained by using the Adomian approximate decomposition technique. The mathematical technique employed in this work also has significance in studying some other problems in finance theory.     

On monotonic solutions of an integral equation of Volterra type

Using a technique associated with measures of noncompactness we prove the existence of nondecreasing solutions to integral equations of Volterra type in C[0,1].     

On solutions of a quadratic integral equation of Hammerstein type

We study the solvability of a nonlinear quadratic integral equation of Hammerstein type. Using the technique of measures of noncompactness we prove that this equation has solutions on an unbounded interval. Moreover, we also obtain an asymptotic characterization of these solutions. Several special cases of this integral equation are discussed and applications to real world problems are indicated.     

On the numerical solutions of integral equation of mixed type

Sufficient conditions for oscillation of all solutions of a class of second-order quasilinear delay differential equations with fixed moments of impulse effect are found.     

Monotonic solutions of a quadratic integral equation of fractional order

In the paper we indicate an error made in the proof of the main result of the paper [M.A. Darwish, On quadratic integral equation of fractional orders, J. Math. Anal. Appl. 311 (2005) 112-119]. Moreover, we provide correct proof of a slightly modified version of the mentioned result. The main tool used in our proof is the technique associated with the Hausdorff measure of noncompactness.     

Global asymptotic stability of solutions of a functional integral equation

Using the technique of measures of noncompactness we prove a theorem on the existence and global asymptotic stability of solutions of a functional integral equation. The investigations are placed in the Banach space of real functions defined, continuous and bounded on an unbounded interval. A few realizations of the result obtained are indicated.     

混合Boussinesq 方程的有限亏格解

借助于Lenard 递推方程和定态零曲率方程, 我们给出与3 × 3 矩阵谱问题相联系的一族混合Boussinesq 方程. 利用Lax 矩阵的特征多项式, 引入一条三角曲线K_m-1, 由此构造出相应的Baker-Akhiezer 函数、亚纯函数和Dubrovin- 型方程. 混合Boussinesq 流在Abel 映射下被拉直. 基于三角曲线和三类Abel 微分的理论, 我们得到了Baker-Akhiezer 函数、亚纯函数的Riemann θ 函数表示, 特别地, 给出了混合Boussinesq 方程的有限亏格解.