• Journal of the Korean Mathematical Society
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• v.43 no.4
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• pp.703-715
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• 2006

Recently, we proved the existence theorem of measure-valued Feynman-Kac formula and showed that it satisfied Volterra's integral equation. In this paper, we establish the operational calculus for a measure-valued Dyson series and give some examples related to the measure-valued Dyson series.

• Journal of the Chungcheong Mathematical Society
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• v.22 no.3
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• pp.579-586
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• 2009

Let $\varphi$ be a complete probability measure on $\mathbb{R}$, let $m_{\varphi}$ be the analogue of Wiener measure over paths on [0, T] and let f(t) be continuously differentiable on [0, T]. In this note, we give the analogue of Wiener measure $m_{\varphi}$ of {x in C[0, T]$\mid$x(0) < f(0) and $x(s_0){\geq}f(s_{0})$ for some $s_{0}$ in [0, T]} by use of integral equation techniques. This result is a generalization of Park and Paranjape's 1974 result[1].

• Journal of applied mathematics & informatics
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• v.42 no.2
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• pp.237-243
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• 2024

A similarity transformation of a solution of the Cauchy problem for the linear difference equation in Hilbert space has been studied. In this manuscript, we obtain necessary and sufficient conditions for linear equivalence of the discrete semigroup of operators, generated by the solution of the difference equation utilizing four Canonical semigroups.

• Journal of the Korean Mathematical Society
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• v.37 no.4
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• pp.625-643
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• 2000

In this paper we formulate an optimal control problem governed by time-delay Volterra integral equations; the problem includes control constraints as well as terminal equality and inequality constraints on the terminal state variables. First, using a special type of state and control variations, we represent a relatively simple and self-contained method for deriving new necessary conditions in the form of Pontryagin minimum principle. We show that these results immediately yield classical Pontryagin necessary conditions for control processes governed by ordinary differential equations (with or without delay). Next, imposing suitable convexity conditions on the functions involved, we derive Mangasarian-type and Arrow-type sufficient optimality conditions.

• Communications of the Korean Mathematical Society
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• v.37 no.3
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• pp.939-955
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• 2022

In this paper, we study a first-order non-linear singularly perturbed Volterra integro-differential equation (SPVIDE). We discretize the problem by a uniform difference scheme on a Bakhvalov-Shishkin mesh. The scheme is constructed by the method of integral identities with exponential basis functions and integral terms are handled with interpolating quadrature rules with remainder terms. An effective quasi-linearization technique is employed for the algorithm. We establish the error estimates and demonstrate that the scheme on Bakhvalov-Shishkin mesh is O(N^-1) uniformly convergent, where N is the mesh parameter. The numerical results on a couple of examples are also provided to confirm the theoretical analysis.

• Journal of applied mathematics & informatics
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• v.36 no.1_2
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• pp.1-14
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• 2018

In this paper, we prove the existence, uniqueness and stability of solution for some nonlinear functional-integral equations by using generalized coupled Lipschitz condition. We prove a fixed point theorem to obtain the mentioned aim in Banach space $X=C([a,b],{\mathbb{R}})$. As application we study some volterra integral equations with linear, nonlinear and single kernel.

• Kyungpook Mathematical Journal
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• v.47 no.1
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• pp.31-56
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• 2007

In this paper, we consider a delay differential equation model of two competing species with harvesting of the mature and immature members of each species. The time delay in the model represents the time from birth to maturity of that species, which appears in the adults recruitment terms. We study the dynamics of our model analytically and we present results on positivity and boundedness of the solution, conditions for the existence and globally asymptotically stable of equilibria, a threshold of harvesting, and the optimal harvesting of the mature populations of each species.

• Journal of the Optical Society of Korea
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• v.9 no.1
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• pp.6-12
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• 2005

The perturbation approach is applied to solve the nonlinear Schrodinger equation, and its valid range has been determined by comparing with the results of the split-step Fourier method over a wide range of parameter values. With γ= 2㎞/sup -1/mW/sup -1/, the critical distance for the first order perturbation approach is estimated to be(equation omitted). The critical distance, Z/sub c/, is defined as the distance at which the normalized square deviation compared to the split-step Fourier method reaches 10/sup -3/. Including the second order perturbation will increase Z/sub c/ more than a factor of two, but the increased computation load makes the perturbation approach less attractive. In addition, it is shown mathematically that the perturbation approach is equivalent to the Volterra series approach, which can be used to design a nonlinear equalizer (or compensator). Finally, the perturbation approach is applied to obtain the sinusoidal response of the fiber, and its range of validity has been studied.

• Journal of applied mathematics & informatics
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• v.35 no.5_6
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• pp.439-447
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• 2017

This paper investigates the inverse problem of determining an unknown heat radiative coefficient, which is only time-dependent. This is an ill-posed problem, that is, small errors in data may cause huge deviations in determining solution. In this paper, the existence and uniqueness of the problem is established by the second Volterra integral equation theory, and the method of trace-type functional formulation combined with finite difference scheme is studied. One typical numerical example using the proposed method is illustrated and discussed.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.8 no.2
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• pp.23-38
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• 2004

We consider finite element methods applied to a class of quasi parabolic integro-differential equations in $R^d$. Global strong superconvergence, which only requires that partitions are quasi-uniform, is investigated for the error between the approximate solution and the Sobolev-Volterra projection of the exact solution. Two order superconvergence results are demonstrated in $W^{1,p}(\Omega)\;and\;L_p(\Omega)$, for $2\;{\leq}p\;<\;{\infty}$.