An integro-differential equation without continuous solutions
نویسندگان
چکیده
منابع مشابه
An Integro-differential Equation for Pricing CDO
where ( ) ( ) + − − − = β α ) ( ) ( ) ( t l t l t M , ( ) ( ) + − − − = ) ( ) ( ) ( t l t l t N α β ; ) (t l is the cumulative default loss at time t ; α and β denote the tranche attachment and detachment points , respectively; ) , ( s t B is the timet price of a pure discount bond maturing at times , and ) , ( s t f the instantaneous forward rate; ω is the payment interval for tranche premium ...
متن کاملThe Continuous Galerkin Method for an Integro-differential Equation Modeling Dynamic Fractional Order Viscoelasticity
We consider a fractional order integro-differential equation with a weakly singular convolution kernel. The equation with homogeneuos Dirichlet boundary conditions is reformulated as an abstract Cauchy problem, and well-posedness is verified in the context of linear semigroup theory. Then we formulate a continuous Galerkin method for the problem, and we prove stability estimates. These are then...
متن کاملBlow-up of Solutions for an Integro-differential Equation with a Nonlinear Source
We study the nonlinear viscoelastic wave equation
متن کاملLipschitz Semigroup for an Integro–differential Equation for Slow Erosion
In this paper we study an integro-differential equation describing granular flow dynamics with slow erosion. This nonlinear partial differential equation is a conservation law where the flux contains an integral term. Through a generalized wave front tracking algorithm, approximate solutions are constructed and shown to converge strongly to a Lipschitz semigroup.
متن کاملAn Integro-differential Equation of Volterra Type with Sumudu Transform
In this paper a closed form solution of a fractional integro-differential equation of Volterra type involving Mittag-Leffler function has been obtained using straight forward technique of Sumudu transform. Some particular cases have also been considered.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Research Letters
سال: 2016
ISSN: 1073-2780,1945-001X
DOI: 10.4310/mrl.2016.v23.n4.a9