• Title/Summary/Keyword: integro

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On a Symbolic Method for Fully Inhomogeneous Boundary Value Problems

  • Thota, Srinivasarao
    • Kyungpook Mathematical Journal
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    • v.59 no.1
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    • pp.13-22
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    • 2019
  • This paper presents a symbolic method for solving a boundary value problem with inhomogeneous Stieltjes boundary conditions over integro-differential algebras. The proposed symbolic method includes computing the Green's operator as well as the Green's function of the given problem. Examples are presented to illustrate the proposed symbolic method.

SOME DESCRIPTION OF ESSENTIAL STRUCTURED APPROXIMATE AND DEFECT PSEUDOSPECTRUM

  • Ammar, Aymen;Jeribi, Aref;Mahfoudhi, Kamel
    • Korean Journal of Mathematics
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    • v.28 no.4
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    • pp.673-697
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    • 2020
  • In this paper, we introduce and study the structured essential approximate and defect pseudospectrum of closed, densely defined linear operators in a Banach space. Beside that, we discuss some results of stability and some properties of these essential pseudospectra. Finally, we will apply the results described above to investigate the essential approximate and defect pseudospectra of the following integro-differential transport operator.

PORTFOLIO SELECTION WITH HYPERBOLIC DISCOUNTING AND INFLATION RISK

  • Lim, Byung Hwa
    • Journal of the Chungcheong Mathematical Society
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    • v.34 no.2
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    • pp.169-180
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    • 2021
  • This paper investigates the time-inconsistent agent's optimal consumption and investment problem under inflation risk. The agents' discount factor is governed by hyperbolic discounting, which has a random time to change. We impose the inflation risk which plays a crucial role in long-term financial planning. We derive the semi-analytic solution to the problem of sophisticated agents when the time horizon is finite.

EXISTENCE RESULTS FOR BOUNDARY VALUE PROBLEMS OF VOLTERRA-FREDHOLM SYSTEM INVOLVING CAPUTO DERIVATIVE

  • Shakir M. Atshan;Ahmed A. Hamoud
    • Nonlinear Functional Analysis and Applications
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    • v.29 no.2
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    • pp.545-558
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    • 2024
  • In this study, a class of nonlinear boundary fractional Caputo Volterra-Fredholm integro-differential equations (CV-FIDEs) is taken into account. Under specific assumptions about the available data, we firstly demonstrate the existence and uniqueness features of the solution. The Gronwall's inequality, a adequate singular Hölder's inequality, and the fixed point theorem using an a priori estimate procedure. Finally, a case study is provided to highlight the findings.

QUALITATIVE ANALYSIS OF ABR-FRACTIONAL VOLTERRA-FREDHOLM SYSTEM

  • Shakir M. Atshan;Ahmed A. Hamoud
    • Nonlinear Functional Analysis and Applications
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    • v.29 no.1
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    • pp.113-130
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    • 2024
  • In this work, we explore the existence and uniqueness results for a class of boundary value issues for implicit Volterra-Fredholm nonlinear integro-differential equations (IDEs) with Atangana-Baleanu-Riemann fractional (ABR-fractional) that have non-instantaneous multi-point fractional boundary conditions. The findings are supported by Krasnoselskii's fixed point theorem, Gronwall-Bellman inequality, and the Banach contraction principle. Finally, a demonstrative example is provided to support our key findings.

Heat transfer on annular fins with one-dimensional radiative and convective heat exchange (원형휜에서 열전달 특성분석)

  • 이금배
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.14 no.6
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    • pp.1621-1628
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    • 1990
  • Numerical solutions are presented for the heat transfer from radiating and convecting fins. Consideration is given to thin, annular fins attached to a tube surface for which the temperature is constant. Fin to fin, fin to base, and fin to environment radiative interactions are considered. It is assumed that the radiating surface is diffuse-gray, the environment is black, and the surrounding fluid is transparent. The radiation terms are formulated by using Poljak's net-radiation methoad. The mathematical description of the simultaneously heat transport by conduction, convection, and radiation leads to a nonlinear integro-differential equation. This has been solved for a wide range of the pertinent physical parameters by using finite difference method and iteration method based on the Newton-Raphson technique. The temperature distributions, heat transfer rates, fin efficiencies, and fin effectivenesses are presented in dimensionless form. The results definitely indicate that the use of fins leads to a significant increase in heat transfer compared with the unfinned tube.

On the Vorticity and Pressure Boundary Conditions for Viscous Incompressible Flows (비압축성 점성유동의 와도와 압력 경계조건)

  • Suh J.-C.
    • 한국전산유체공학회:학술대회논문집
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    • 1998.05a
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    • pp.15-28
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    • 1998
  • As an alternative for solving the incompressible Navier-Stokes equations, we present a vorticity-based integro-differential formulation for vorticity, velocity and pressure variables. One of the most difficult problems encountered in the vorticity-based methods is the introduction of the proper value-value of vorticity or vorticity flux at the solid surface. A practical computational technique toward solving this problem is presented in connection with the coupling between the vorticity and the pressure boundary conditions. Numerical schemes based on an iterative procedure are employed to solve the governing equations with the boundary conditions for the three variables. A finite volume method is implemented to integrate the vorticity transport equation with the dynamic vorticity boundary condition . The velocity field is obtained by using the Biot-Savart integral derived from the mathematical vector identity. Green's scalar identity is used to solve the total pressure in an integral approach similar to the surface panel methods which have been well-established for potential flow analysis. The calculated results with the present mettled for two test problems are compared with data from the literature in order for its validation. The first test problem is one for the two-dimensional square cavity flow driven by shear on the top lid. Two cases are considered here: (i) one driven both by the specified non-uniform shear on the top lid and by the specified body forces acting through the cavity region, for which we find the exact solution, and (ii) one of the classical type (i.e., driven only by uniform shear). Secondly, the present mettled is applied to deal with the early development of the flow around an impulsively started circular cylinder.

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Ruin probabilities in a risk process perturbed by diffusion with two types of claims (두 가지 유형의 보험청구가 있는 확산과정 리스크 모형의 파산확률)

  • Won, Ho Jeong;Choi, Seung Kyoung;Lee, Eui Yong
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.1-12
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    • 2013
  • In this paper, we introduce a continuous-time risk model where the surplus follows a diffusion process with positive drift while being subject to two types of claims. We assume that the sizes of both types of claims are exponentially distributed and that type I claims occur more frequently, however, their sizes are smaller than type II claims. We obtain the ruin probability that the level of the surplus becomes negative, by establishing an integro-differential equation for the ruin probability. We also obtain the ruin probabilities caused by each type of claim and the probability that the level of the surplus becomes negative naturally due to the diffusion process. Finally, we illustrate a numerical example to compare the impacts of two types of claim on the ruin probability of the surplus with that of the diffusion process in the risk model.

The Possibility of Neural Network Approach to Solve Singular Perturbed Problems

  • Kim, Jee-Hyun;Cho, Young-Im
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.1
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    • pp.69-76
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    • 2021
  • Recentlly neural network approach for solving a singular perturbed integro-differential boundary value problem have been researched. Especially the model of the feed-forward neural network to be trained by the back propagation algorithm with various learning algorithms were theoretically substantiated, and neural network models such as deep learning, transfer learning, federated learning are very rapidly evolving. The purpose of this paper is to study the approaching method for developing a neural network model with high accuracy and speed for solving singular perturbed problem along with asymptotic methods. In this paper, we propose a method that the simulation for the difference between result value of singular perturbed problem and unperturbed problem by using neural network approach equation. Also, we showed the efficiency of the neural network approach. As a result, the contribution of this paper is to show the possibility of simple neural network approach for singular perturbed problem solution efficiently.

Exact Controllability for Fuzzy Differential Equations in Credibility Space

  • Lee, Bu Young;Youm, Hae Eun;Kim, Jeong Soon
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.14 no.2
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    • pp.145-153
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    • 2014
  • With reasonable control selections on the space of functions, various application models can take the shape of a well-defined control system on mathematics. In the credibility space, controlability management of fuzzy differential equation is as much important issue as stability. This paper addresses exact controllability for fuzzy differential equations in the credibility space in the perspective of Liu process. This is an extension of the controllability results of Park et al. (Controllability for the semilinear fuzzy integro-differential equations with nonlocal conditions) to fuzzy differential equations driven by Liu process.