On the nonlinear Hadamard-type integro-differential equation

On a nonlinear Hadamard type fractional differential equation with p-Laplacian operator and strip condition

Under certain nonlinear growth conditions of the nonlinearity, we investigate the existence of solutions for a nonlinear Hadamard type fractional differential equation with strip condition and p-Laplacian operator. At the end, two examples are given to illustrate our main results. ©2016 All rights reserved.

A nonlinear partial integro-differential equation from mathematical finance

Consistently fitting vanilla option surfaces is an important issue when it comes to modeling in finance. As far as local and stochastic volatility models are concerned, this problem boils down to the resolution of a nonlinear integro-differential pde. The non-locality of this equation stems from the quotient of two integral terms and is not defined for all bounded continuous functions. In this ...

Numerical Solution of a Nonlinear Integro-Differential Equation

An algorithm for the numerical solution of a nonlinear integro-differential equation arising in the single-species annihilation reaction A + A → ∅ modeling is discussed. Finite difference method together with the linear approximation of the unknown function is considered. For divergent integrals presented in the equation for dimension d = 2 a regularization is used. Some numerical results are p...

Nonlinear Integro - Differential Equations

A Note on Solving Prandtl's Integro-Differential Equation

A simple method for solving Prandtl's integro-differential equation is proposed based on a new reproducing kernel space. Using a transformation and modifying the traditional reproducing kernel method, the singular term is removed and the analytical representation of the exact solution is obtained in the form of series in the new reproducing kernel space. Compared with known investigations, its ...