Corrigendum to “An integro-differential equation model for alignment and orientational aggregation” [J. Differential Equations 246 (4) (2009) 1387–1421]

An improvement to the homotopy perturbation method for solving integro-differential equations

Fractional type of flatlet oblique multiwavelet for solving fractional differential and integro-differential equations

The construction of fractional type of flatlet biorthogonal multiwavelet system is investigated in this paper. We apply this system as basis functions to solve the fractional differential and integro-differential equations. Biorthogonality and high vanishing moments of this system are two major properties which lead to the good approximation for the solutions of the given problems. Some test pr...

SPLINE COLLOCATION FOR FREDHOLM AND VOLTERRA INTEGRO-DIFFERENTIAL EQUATIONS

A collocation procedure is developed for the linear and nonlinear Fredholm and Volterraintegro-differential equations, using the globally defined B-spline and auxiliary basis functions.The solutionis collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula.The error analysis of proposed numerical method is studied theoretically. Numerical results are given toil...

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 ...

global results on some nonlinear partial differential equations for direct and inverse problems

در این رساله به بررسی رفتار جواب های رده ای از معادلات دیفرانسیل با مشتقات جزیی در دامنه های کراندار می پردازیم . این معادلات به فرم نیم-خطی و غیر خطی برای مسایل مستقیم و معکوس مورد مطالعه قرار می گیرند . به ویژه، تاثیر شرایط مختلف فیزیکی را در مساله، نظیر وجود موانع و منابع، پراکندگی و چسبندگی در معادلات موج و گرما بررسی می کنیم و به دنبال شرایطی می گردیم که متضمن وجود سراسری یا عدم وجود سراسر...