• Nonlinear Functional Analysis and Applications
• /
• 제29권1호
• /
• pp.83-98
• /
• 2024

In this paper, we investigate the existence and uniqueness of solutions to a new class of integro-differential equation boundary value problems (BVPs) with ㄒ-Hilfer operator. Our problem is converted into an equivalent fixed-point problem by introducing an operator whose fixed points coincide with the solutions to the given problem. Using Banach's and Schauder's fixed point techniques, the uniqueness and existence result for the given problem are demonstrated. The stability results for solutions of the given problem are also discussed. In the end. One example is provided to demonstrate the obtained results

• Journal of the Korean Data and Information Science Society
• /
• 제25권4호
• /
• pp.915-920
• /
• 2014

We consider a continuous time surplus process with investments the sizes of which are independent and identically distributed. It is assumed that an investment of the surplus to other business is made, if and only if the surplus reaches a given sufficient level. We establish an integro-differential equation for the distribution function of the surplus and solve the equation to obtain the moment generating function for the stationary distribution of the surplus. As a consequence, we obtain the first and second moments of the level of the surplus in an infinite horizon.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• 제14권3호
• /
• pp.189-200
• /
• 2010

A numerical method is proposed and analyzed to approximate a mathematical model of age-dependent population dynamics with spatial diffusion. The model takes a form of nonlinear and nonlocal system of integro-differential equations. A finite difference method along the characteristic age-time direction is considered and primal mixed finite elements are used in the spatial variable. A priori error estimates are derived for the relevant variables.

• Communications for Statistical Applications and Methods
• /
• 제23권5호
• /
• pp.423-432
• /
• 2016

In this paper, we stochastically analyze the continuous time surplus process in a risk model which involves a continuous type investment. It is assumed that the investment of the surplus to other business is continuously made at a constant rate, while the surplus process stays over a given sufficient level. We obtain the stationary distribution of the surplus level and/or its moment generating function by forming martingales from the surplus process and applying the optional sampling theorem to the martingales and/or by establishing and solving an integro-differential equation for the distribution function of the surplus level.

• Communications for Statistical Applications and Methods
• /
• 제20권6호
• /
• pp.475-480
• /
• 2013

The surplus process in a risk model is stochastically analyzed. We obtain the characteristic function of the level of the surplus at a finite time, by establishing and solving an integro-differential equation for the distribution function of the surplus. The characteristic function of the stationary distribution of the surplus is also obtained by assuming that an investment of the surplus is made to other business when the surplus reaches a sufficient level. As a consequence, we obtain the first and second moments of the surplus both at a finite time and in an infinite horizon (in the long-run).

• Nonlinear Functional Analysis and Applications
• /
• 제28권4호
• /
• pp.989-1004
• /
• 2023

In this paper, we are motivated to evaluate and investigate the necessary conditions for the fractional Volterra Fredholm integro-differential equation involving the ς-Hilfer fractional derivative. The given problem is converted into an equivalent fixed point problem by introducing an operator whose fixed points coincide with the solutions to the problem at hand. The existence and uniqueness results for the given problem are derived by applying Krasnoselskii and Banach fixed point theorems respectively. Furthermore, we investigate the convergence of approximated solutions to the same problem using the modified Adomian decomposition method. An example is provided to illustrate our findings.

• 한국수학사학회지
• /
• 제16권2호
• /
• pp.117-128
• /
• 2003

We investigate the origin and recent history for fuzzy equations. And we introduce the existence theorems of solutions for the fuzzy differential equation with infinite delays and fuzzy functional integral equations. We will also recent researches for controllability of sobolev-type semilinear integro-differential fuzzy system.

• Structural Engineering and Mechanics
• /
• 제4권3호
• /
• pp.227-242
• /
• 1996

An important class of problems in the field of geotechnical engineering may be analyzed with the aid of a simple integro-differential equation. Behavior of "rigid" piles(say concrete piles), "deformable" piles(say gravel piles), pile groups, pile-raft foundations, heavily reinforced earth, flow within circular silos and down drag on cylindrical structures (for example the crusher unit of a mineral processing complex) are the type of situations that can be handled by this type of equation. The equation under consideration has the form; $$\frac{{\partial}w(r,\;z)}{{\partial}z}+f(z){\int}^z_0g({\xi})(\frac{{\partial}^2w(r,\;{\xi})}{{\partial}r^2}+\frac{1}{r}\frac{{\partial}w(r,\;{\xi})}{{\partial}r})d{\xi}+h(r,\;z)=0$$ where w(r, z) is the vertical displacement of a soil particle expressed as a function of the polar cylindrical space coordinates (r, z) and the symbols f, g and h represent soil properties and the loading conditions. The merit of the analysis is its simplicity (both in concept and in application) and the ease with which it can be expressed in a computer code. In the present paper the analysis is applied to investigate the behavior of a single rigid pile to bedrock. The emphasis, however, is placed on developing the equation, the numerical techique used in its evaluation and validation of the technique, hereafter called the ID technique, against a formal program, CRISP, which uses the FEM.

• 전산구조공학
• /
• 제8권4호
• /
• pp.57-64
• /
• 1995

본 논문에서는 이동물체에 의해 가진 받는 보의 동적반응을 보다 용이하게 다룰 수 있는 간결한 수치해석 알고리즘을 제안하였다. 구조물과 이동물체를 각각 균일한 Euler보와 질점으로 모델링하여 보의 운동방정식을 유도하였으며 이 식을 유연영향함수를 이용하여 적분형 미분방정식으로 바꾸어줌으로써 수치해석에 적용할 수 있는 형태로 바꾸어 주었다. 유도된 운동방정식을 모우드 해석기법을 이용하여 수치해를 구하였으며 기존의 수치해석 연구결과들과 비교하여 본 연구결과의 타당성을 검증함으로써 본 연구에서 개발한 수치해석 알고리즘은 이동물체에 의해 가진받는 보의 초기 해석과 설계과정에서 효율적으로 사용할 수 있음을 보였다.

• Journal of applied mathematics & informatics
• /
• 제30권1_2호
• /
• pp.57-69
• /
• 2012

In this paper, we prove the existence of mild solutions for a first order impulsive neutral differential inclusion with state dependent delay. We assume that the state-dependent delay part generates an analytic resolvent operator and transforms it into an integral equation. By using a fixed point theorem for condensing multi-valued maps, a main existence theorem is established.