Numerical solution of multiple nonlinear Volterra integral equations

We analyze a discretization method for solving nonlinear integral equations that contain multiple integrals. These equations include integral equations with a Volterra series, instead of a single integral term, on one side of the equation. We prove existence and uniqueness of solutions, and convergence and estimates of the order of convergence for the numerical methods of solution.     

Nonstationary generalized Duru-Kleinert transformation of path integrals for systems of differential equations in one-dimensional space

We obtain new formulas for the transformations of Wiener path integrals corresponding to the parabolic systems of two differential equations with time-dependent coefficients in one-dimensional space. These formulas determine the transformation of the path integrals under a rheonomous-homogeneous-pointwise transformation of integration variables and the path reparameterization transformation. These formulas allow us to obtain an integral relation between the Green's functions of related systems of differential equations. We show how to obtain the generalized Shepp formula from this relation for the path integral under consideration. We derive these new formulas using the properties of random processes under phase transitions and a random change in time.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 109, No. 1, pp. 17–27, October, 1996.     

Representation of a multiple integral of special form by a series

Multiple integrals generalizing the iterated kernels of linear integral equations are expressed by a series each of whose terms is proportional to the product of two orthogonal functions in the case of a similar representation of the kernel. Besides integral equations, these integrals have applications in the theory of Markov processes. The results obtained are illustrated by several examples.     

Analog of the cauchy function for a generalized equation with several deviations of the argument

We define a special multiplication of function series (skew multiplication) and a generalized Riemann-Stieltjes integral with function series as integration arguments. The generalized integrals and the skew multiplication are related by an integration by parts formula. The generalized integrals generate a family of linear generalized integral equations, which includes a family (represented in integral form via the Riemann-Stieltjes integral) of linear differential equations with several deviating arguments. A specific feature of these equations is that all deviating functions are defined on the same closed interval and map it into itself. This permits one to avoid specifying the initial functions and imposing any additional constraints on the deviating functions. We present a procedure for constructing the fundamental solution of a generalized integral equation. With respect to the skew multiplication, it is invertible and generates the product of the fundamental solution (a function of one variable) by its inverse function (a function of the second variable). Under certain conditions on the parameters of the equation, the product has all specific properties of the Cauchy function. We introduce the notion of adjoint generalized integral equation, obtain a representation of solutions of the original equation and the adjoint equation in generalized integral Cauchy form, and derive sufficient conditions for the convergence of solutions of a pair of adjoint equations.     

Numerical solution of Fredholm integral equations of the second kind by using integral mean value theorem II. High dimensional problems

In this work, we generalize the numerical method discussed in [Z. Avazzadeh, M. Heydari, G.B. Loghmani, Numerical solution of Fredholm integral equations of the second kind by using integral mean value theorem, Appl. math. modelling, 35 (2011) 2374–2383] for solving linear and nonlinear Fredholm integral and integro-differential equations of the second kind. The presented method can be used for solving integral equations in high dimensions. In this work, we describe the integral mean value method (IMVM) as the technical algorithm for solving high dimensional integral equations. The main idea in this method is applying the integral mean value theorem. However the mean value theorem is valid for multiple integrals, we apply one dimensional integral mean value theorem directly to fulfill required linearly independent equations. We solve some examples to investigate the applicability and simplicity of the method. The numerical results confirm that the method is efficient and simple.     

Longitudinal shear of an elastic medium with a thin rectilinear sharp-pointed piezoelectric inclusion of low rigidity

We propose a method for the investigation of the stress-strain state near the edges of a sharp-pointed, thin, rectilinear, piezoelectric inclusion of varying thickness and low rigidity located in an elastic isotropic medium. The method is based on the combination of an asymptotic analysis of solutions of the problem and the method of singular integral equations, the numerical realization of which is based on the Kantorovich regularization procedure of divergent integrals and the collocation method.     

Set-valued stochastic integral equations driven by martingales

We consider a notion of set-valued stochastic Lebesgue–Stieltjes trajectory integral and a notion of set-valued stochastic trajectory integral with respect to martingale. Then we use these integrals in a formulation of set-valued stochastic integral equations. The existence and uniqueness of the solution to such the equations is proven. As a generalization of set-valued case results we consider the fuzzy stochastic trajectory integrals and investigate the fuzzy stochastic integral equations driven by bounded variation processes and martingales.     

Generalized Abel type integral equations with localized fractional integrals and derivatives

Generalized Abel type integral equations with Gauss, Kummer's and Humbert's confluent hypergeometric functions in the kernel and generalized Abel type integral equations with localized fractional integrals are considered. The left-hand sides of these equations are inversed by using generalized fractional derivatives. Explicit solutions of the equations in the class of locally summable functions are obtained. They are represented in terms of hypergeometric functions. Asymptotic power exponential type expansions of the generalized and localized fractional integrals are obtained. The base solutions of the generalized Abel type integral equation are given in the form of asymptotic series.     

The solution of infinitely ill-conditioned weakly-singular problems

It is demonstrated on examples that a weak singularity (i.e., with converging improper integral) may produce in computations (depending on the algorithm employed) an infinitely ill-conditioned situation when arbitrarily small imprécisions introduced by the algorithm or by a software create divergent approximations for mathematically convergent integrals. The possibility of hidden singularities is shown, and the double error phenomenon is identified and demonstrated in a simple example. Construction of test problems is proposed to check the applicability of existing software prior to its use for the solution of real life problems with weakly-singular equations. It is shown that the application of the integration by parts formula to weakly-singular integrals may create strong singularities (i.e., unbounded terms or divergent improper integrals). Methods of removal of singularities with and without compensation are studied for the numerical solution of infinitely ill-conditioned weakly-singular problems.     

高阶奇异积分的Hadamard主值

应用Ｅｕｌｅｒ径向微分算子:Ｄ＝ｚｌ＋…＋ｚｎ研究复ｎ维超球面Ｂ＝{ζ∈Ｃｎ|ζ＝(ζ１,…,ζｎ),|ζ１|２＋…＋|ζｎ|２＝１}上两类高阶奇异积分的Ｈａｄａｍａｒｄ主值．本文得到置换和合成公式并讨论了它们的拓广以及在偏微分奇异积分方程上的应用．     

A Series Approach to Stochastic Differential Equations with Infinite Dimensional Noise

This paper considers semilinear stochastic differential equations in Hilbert spaces with Lipschitz nonlinearities and with the noise terms driven by sequences of independent scalar Wiener processes (Brownian motions). The interpretation of such equations requires a stochastic integral. By means of a series of Itô integrals, an elementary and direct construction of a Hilbert space valued stochastic integral with respect to a sequence of independent scalar Wiener processes is given. As an application, existence and strong and weak uniqueness for the stochastic differential equation are shown by exploiting the series construction of the integral.     

变质量非完整系统相对于非惯性系的第一积分与积分不变量

本文给出了变质量非完整系统相对于非惯性系的第一积分存在的条件，建立了这类系统的正则方程和变分方程，证明了由第一积分可直接构造系统的积分不变量，并给出一系列推论和一个例子．     

On integrals of equations of unstable nearly self-similar flows : PMM vol. 39, n 6, 1975, pp. 1060–1067

One-dimensional or nearly one-dimensional unstable motions of perfect gas are considered. Integrals admitted by the system of equations defining such motions are examined. Since the existence of integrals is associated with some law of conservation, i. e. with some divergent form of presentation of equations of the input system, it is possible by examining all divergent equations of gasdynamics to derive certain new integrals not previously considered.     

Evaluation of integrals by decomposition

It is shown that in addition to its advantages for nonlinear and/or stochastic differential equations [1,2], the decomposition method may be preferable even for equations, such as linear deterministic ordinary differential equations which are easily solvable by well-known methods in integral form because the evaluations of the integrals is easier. It is also shown that since solutions of differential equations are easily obtained by decomposition, it can be convenient to change a difficult integration problem to an easily solved differential equation and consequently evaluate the integral in an easily computed convergent series.     

Henstock-Kurzweil delta and nabla integrals

We will study the Henstock-Kurzweil delta and nabla integrals, which generalize the Henstock-Kurzweil integral. Many properties of these integrals will be obtained. These results will enable time scale researchers to study more general dynamic equations. The Henstock-Kurzweil delta (nabla) integral contains the Riemann delta (nabla) and Lebesque delta (nabla) integrals as special cases.     

非Fuchs型方程的新理论——树级数解的表现定理(Ⅰ)

在微分方程的解析理论中非Fuchs型方程的严格显式解至今并未求得(Poincaré问题),本文提出的新理论首次给出非正则积分的一般求法和显式的精确解. 本法与经典理论的根本不同在于摈弃形式解的假定,从方程本身建立对应关系,应用留数定理自动给出非正则积分的解析结构.它由无收缩部和全、半收缩部组成.前者是通常的递推级数,后者则表为树级数.树级数是类新颖的解析函数,通常的递推级数只是它的特例而已. 本文的目的是建立非正则积分的一般理论,为此需要阐明Poincaré问题(1880T.I.P.333)的实质[1]:无法求出非正则积分的显式.根据以下证明的表现定理, 非正则积分是类新颖的解析函数,其中系数D_nk是方程参数的常项树级数.     

非线性积分方程迭代配置法的渐近展开及其外推

非线性积分方程迭代配置法的渐近展开及其外推韩国强（华南理工大学计算机工程与科学系）ＡＳＹＭＰＴＯＴＩＣＥＲＲＯＲＥＸＭＮＳＩＯＮＳＡＮＤＥＸＴＲＡＰＯＬＡＴＩＯＮＦＯＲＴＨＥＩＴＥＲＡＴＥＤＣＯＬＬＯＣＡＴＩＯＮＭＥＴＨＯＤＳＯＦＮＯＮＬＩＮＥＡＲＩ...     

Bifurcations of completely integrable first-order ordinary differential equations

We consider an implicit first-order ordinary differential equation with complete integral. In [3], the authors give a generic classifications of first-order ordinary differential equations with complete integral with respect to the equivalence relation which is given by the group of point transformations. The classification problem is reduced to the classification of a certain class of divergent diagrams of mapping germs. In this paper, we give a generic classifications of bifurcations of such differential equations as an application of the Legendrian singularity theory. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 33, Suzdal Conference-2004, Part 1, 2005.     

Semi-analytic integration of hypersingular Galerkin BIEs for three-dimensional potential problems

An accurate and efficient semi-analytic integration technique is developed for three-dimensional hypersingular boundary integral equations of potential theory. Investigated in the context of a Galerkin approach, surface integrals are defined as limits to the boundary and linear surface elements are employed to approximate the geometry and field variables on the boundary. In the inner integration procedure, all singular and non-singular integrals over a triangular boundary element are expressed exactly as analytic formulae over the edges of the integration triangle. In the outer integration scheme, closed-form expressions are obtained for the coincident case, wherein the divergent terms are identified explicitly and are shown to cancel with corresponding terms from the edge-adjacent case. The remaining surface integrals, containing only weak singularities, are carried out successfully by use of standard numerical cubatures. Sample problems are included to illustrate the performance and validity of the proposed algorithm.     

SINGULAR INTEGRALS IN SEVERAL COMPLEX VARIABLES(Ⅱ)——HADAMARD PRINCIPAL VALUE ON A SPHERE

Hadamard introduced the concept of finite parts of divergent integrals.i.e.Hadamardprincipal value,when he researched the Cauehy problems of the hyperbolic type partialdifferential equations.In this paper,the authors try to generalize this concept to the singularintegrals on a sphere of several complex variables space C~n.The Hadamard principal valueof higher order singular integralis defined and the corresponding Plemelj formula is obtained.