Divided powers and composition in integro-differential algebras

An integro-differential algebra of arbitrary characteristic is given the structure of a uniform topological space, such that the ring operations as well as the derivation (= differentiation operator) and Rota–Baxter operator (= integral operator) are uniformly continuous. Using topological techniques and the central notion of divided powers, this allows one to introduce a composition for (topologically) complete integro-differential algebras; this generalizes the series case, viz. meaning formal power series in characteristic zero and Hurwitz series in positive characteristic. The canonical Hausdorff completion for pseudometric spaces is shown to produce complete integro-differential algebras.The setting of complete integro-differential algebras allows us to describe exponential and logarithmic elements in a way that reflects the “integro-differential properties” known from analysis. Finally, we prove also that any complete integro-differential algebra is saturated, in the sense that every (monic) linear differential equation possesses a regular fundamental system of solutions.While the paper focuses on the commutative case, many results are given for the general case of (possibly noncommutative) rings, whenever this does not require substantial modifications.     

Second-order elliptic integro-differential equations: viscosity solutions' theory revisited

The aim of this work is to revisit viscosity solutions' theory for second-order elliptic integro-differential equations and to provide a general framework which takes into account solutions with arbitrary growth at infinity. Our main contribution is a new Jensen–Ishii's lemma for integro-differential equations, which is stated for solutions with no restriction on their growth at infinity. The proof of this result, which is of course a key ingredient to prove comparison principles, relies on a new definition of viscosity solution for integro-differential equation (equivalent to the two classical ones) which combines the approach with test-functions and sub-superjets.     

On Solvability of Integro-Differential Equations

A class of (possibly) degenerate integro-differential equations of parabolic type is considered, which includes the Kolmogorov equations for jump diffusions. Existence and uniqueness of the solutions are established in Bessel potential spaces and in Sobolev-Slobodeckij spaces. Generalisations to stochastic integro-differential equations, arising in filtering theory of jump diffusions, will be given in a forthcoming paper.

     

Sobolev-Volterra投影与积分微分方程有限元数值分析

本文提出一类称之为Sobolev-Volterra投影的有限元投影,研究了有关性质并将之应用于伪抛物型积分微分方程有限元方法、伪双曲型积分微分方程有限元方法以及三维伪双曲型积分微分方程交替方向有限元方法的数值分析.     

On linear Fredholm integro-differential equations of first kind

We study the question whether linear one-dimensional integro-differential equations with constant limits of integration (equations of Fredholm type) containing no free differential expression (equations of first kind) can be reduced to integral equations of first kind and to Fredholm integro-differential equations of second kind.Translated fromVychislitel'naya i Prikladnaya Matematika, Issue 71, 1990, pp. 20–27.     

Global exponential stability of impulsive integro-differential equation

In this paper, an impulsive integro-differential equation is considered. By establishing an integro-differential inequality with impulsive initial conditions and using the properties of M-cone and eigenspace of the spectral radius of nonnegative matrices, some new sufficient conditions for global exponential stability of impulsive integro-differential equation are obtained. The results extend and improve the earlier publications. An example is given to demonstrate the effectiveness of the theory.     

Existence Results for Fractional Order Semilinear Integro-Differential Evolution Equations with Infinite Delay

This paper is concerned with existence results of mild solutions for fractional order semilinear integro-differential evolution equations (FSIDEEs) and semilinear neutral integro-differential evolution equations (FSNIDEEs in short) with infinite delay in α-norm. Our tools include the Banach contraction principle, the nonlinear alternative of Leray–Schauder type and the Krasnoselskii–Schaefer type fixed point theorem.     

Global solutions of nonlinear second-order impulsive integro-differential equations of mixed type in Banach spaces

In this paper, by using the generalization of Darbo’s fixed point theorem, we establish the existence of global solutions of an initial value problem for a class of second-order impulsive integro-differential equations of mixed type in a real Banach space. Our results generalize and improve on the results of Guo et al. [F. Guo, L.S. Liu, Y.H. Wu, P. Siew, Global solutions of initial value problems for nonlinear second-order impulsive integro-differential equations of mixed type in Banach spaces, Nonlinear Anal. 61 (2005) 1363–1382] in the sense that the conditions for existence of global solution in our theorem is simpler and less strict. To demonstrate the application of the theorem, we give the global solutions of two mixed boundary value problems for two classes of fourth order impulsive integro-differential equations.     

Collocation methods for second-order volterra integro-differential equations

We study the numerical solution of second-order Volterra integro-differential equations by means of collocation techniques in certain polynomial spline spaces. Suitable discretization of the resulting collocation equation yields implicit methods which may be viewed as extensions of m-stage implicit Runge-Kutta-Nyström methods for initial-value problems of second-order ordinary differential equations to second-order integro-differential equations. The attainable order of (local) convergence of these methods is analyzed in detail.     

Banach空间中脉冲积分-微分方程的初值问题

给出了 Banach空间中一阶线性脉冲积分 -微分方程初值问题解的存在唯一性的一个新证法 ,改进了已有结果 .利用它讨论了一阶非线性脉冲积分 -微分方程初值问题的解 ,所得结果大大推广了已有的相关结果 .     

Upper and lower bounds for solutions of generalized two-point boundary value problems

This paper is concerned with two-point boundary value problems for systems of differential equations and integro-differential equations. If ?, ψ and Φ, Ψ are functions which satisfy certain differential (integro-differential) inequalities, then the given problem has a solutionu ^* such that ?≦u ^*≦ψ and Φ≦u ^*′≦Ψ.     

Numerical solution of linear integro-differential equation by using sine–cosine wavelets

We use the continuous sine–cosine wavelets on the interval [0, 1] to solve the linear integro-differential equation. To do so, we construct the quadrature formulae for the calculation of inner products of any functions, which are required in the approximation for the integro-differential equation. Then, we reduced the integro-differential equation to the solution of linear algebraic equations.     

On integro-differential algebras

The concept of integro-differential algebra has been introduced recently in the study of boundary problems of differential equations. We generalize this concept to that of integro-differential algebra with a weight, in analogy to the differential Rota–Baxter algebra. We construct free commutative integro-differential algebras with weight generated by a differential algebra. This gives in particular an explicit construction of the integro-differential algebra on one generator. Properties of the free objects are studied.     

Exponential stability of nonlinear impulsive neutral integro-differential equations

In this paper, a nonlinear impulsive neutral integro-differential equation with time-varying delays is considered. By establishing a singular impulsive delay integro-differential inequality and transforming the n$n$-dimensional impulsive neutral integro-differential equation to a 2n$2n$-dimensional singular impulsive delay integro-differential equation, some sufficient conditions ensuring the global exponential stability in PC¹$P{C}^1$ of the zero solution of an impulsive neutral integro-differential equation are obtained. The results extend and improve the earlier publications. An example is also discussed to illustrate the efficiency of the obtained results.     

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

For the past few decades, the stability criteria for the stochastic differential delay equations (SDDEs) have been studied intensively. Most of these criteria can only be applied to delay equations where their coefficients are either linear or nonlinear but bounded by linear functions. Recently, the stability criterion for highly nonlinear hybrid stochastic differential equations is investigated in Fei et al. (2017). In this paper, we investigate a class of highly nonlinear hybrid stochastic integro-differential delay equations (SIDDEs). First, we establish the stability and boundedness of hybrid stochastic integro-differential delay equations. Then the delay-dependent criteria of the stability and boundedness of solutions to SIDDEs are studied. Finally, an illustrative example is provided.     

Smooth solution of partial integro-differential equations using radial basis functions

In this work, we present the method based on radial basis functions to solve partial integro-differential equations. We focus on the parabolic type of integro-differential equations as the most common forms including the ``\emph{memory}'' of the systems. We propose to apply the collocation scheme using radial basis functions to approximate the solutions of partial integro-differential equations. Due to the presented technique, system of linear or nonlinear equations is made instead of primary problem. The method is efficient because the rate of convergence of collocation method based on radial basis functions is exponential. Some numerical examples and investigation of the experimental results show the applicability and accuracy of the method.     

Asymptotic property for linear integro-differential systems

We study the asymptotic property of linear integro-differential systems by means of the resolvent matrices and the useful equivalent system of Rao and Srinivas in [M.R.M. Rao, P. Srinivas, Asymptotic behavior of solutions of Volterra integro-differential equations, Proc. Amer. Math. Soc. 94 (1985) 55–60. [11]].     

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.     

Constant dividend barrier in a risk model with interclaim-dependent claim sizes

The risk model with interclaim-dependent claim sizes proposed by Boudreault et al. [Boudreault, M., Cossette, H., Landriault, D., Marceau, E., 2006. On a risk model with dependence between interclaim arrivals and claim sizes. Scand. Actur. J., 265-285] is studied in the presence of a constant dividend barrier. An integro-differential equation for some Gerber-Shiu discounted penalty functions is derived. We show that its solution can be expressed as the solution to the Gerber-Shiu discounted penalty function in the same risk model with the absence of a barrier and a combination of two linearly independent solutions to the associated homogeneous integro-differential equation. Finally, we analyze the expected present value of dividend payments before ruin in the same class of risk models. An homogeneous integro-differential equation is derived and then solved. Its solution can be expressed as a different combination of the two fundamental solutions to the homogeneous integro-differential equation associated to the Gerber-Shiu discounted penalty function.     

Numerical solutions of integral and integro-differential equations using Legendre polynomials

In this paper, a finite Legendre expansion is developed to solve singularly perturbed integral equations, first order integro-differential equations of Volterra type arising in fluid dynamics and Volterra delay integro-differential equations. The error analysis is derived. Numerical results and comparisons with other methods in literature are considered.