The first passage time problem for Brownian motions hitting a barrier has been extensively studied in the literature. In particular, many incarnations of integral equations which link the density of the hitting time to the equation for the barrier itself have appeared. Most interestingly, Peskir (2002b) demonstrates that a master integral equation can be used to generate a countable number of n...

In this work, a non-integer order Airy equation involving Liouville differential operator is considered. Proposing an undetermined integral solution to the left fractional Airy differential equation, we utilize some basic fractional calculus tools to clarify the closed form. A similar suggestion to the right FADE, converts it into an equation in the Laplace domain. An illustration t...

It is well known that the M/G/1 busy-period density can be characterized by the Kendall functional equation for its Laplace transform. The Kendall functional equation can be solved iteratively to obtain transform values to use in numerical inversion algorithms. However, we show that the busy-period density can also be numerically inverted directly, without iterating a functional equation, explo...

Physical and geometric based variational techniques for surface construction have been shown to be advanced methods for designing high quality surfaces in the fields of CAD and CAGD. In this paper, we derive an Euler-Lagrange equation from a geometric invariant curvature integral functional–the integral about the mean curvature gradient. Using this Euler-Lagrange equation, we construct a sixtho...

[This document is http://www.math.umn.edu/ ̃garrett/m/complex/notes 2014-15/09c Riemann and zeta.pdf] 1. Riemann’s explicit formula 2. Analytic continuation and functional equation of ζ(s) 3. Appendix: Perron identity [Riemann 1859] exhibited a precise relationship between primes and zeros of ζ(s). A similar idea applies to any zeta or L-function with analytic continuation, functional equation, ...

finite and boundary element methods have been used by many authors to solve mathematicalphysics problems. however, the coupling of these two methods happens to be more efficient as it combinestheir merits. in this paper, the mathematical analysis of the coupling of finite and boundary element methodsfor the helmholtz equation is presented.