‎In this paper, we discuss about existence of solution for integro-differential system and then we solve it  by using the Petrov-Galerkin method. In the Petrov-Galerkin method choosing the trial and test space is important, so we use Alpert multi-wavelet as basis functions for these spaces. Orthonormality is one of the properties of Alpert multi-wavelet which helps us to reduce computations in ...

Abstract. In this study we developed and modified Taylor expansion method for approximating the solution of linear Fredholm and Volterra integro-differential equations. Via Taylor’s expansion of the unknown function at an arbitrary point, the integro-differential equations to be solved is approximately transformed into a system of linear equations for the unknown and its derivatives which can b...

this paper presents a comparison between variational iteration method (vim) and modfied variational iteration method (mvim) for approximate solution a system of volterra integral equation of the first kind. we convert a system of volterra integral equations to a system of volterra integro-di®erential equations that use vim and mvim to approximate solution of this system and hence obtain an appr...

We consider pricing options in a jump-diffusion model which requires solving a partial integro-differential equation. Discretizing the spatial direction with a fourth order compact scheme leads to a linear system of ordinary differential equations. For the temporal direction, we utilize the favorable boundary value methods owing to their advantageous stability properties. In addition, the resul...

Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...

The paper studies the finite-time blow-up theory for a class of nonlinear Volterra integro-differential equations. The conditions for the occurrence of finite-time blow-up for nonlinear Volterra integro-differential equations are provided. Moreover, the finite-time blow-up theory for nonlinear partial Volterra integro-differential equations with general kernels is also established using the blo...

In this study the interaction between self-excited and paramet rically excited oscillations in two-degree-of-freedom systems with quadratic nonlinearities is investigated. The fundamental parametric resonance of the first mode and 3:1 internal resonance is considered, followed by 1:2 internal and parametric resonances of the second mode. The method of multiple time scales is applied to derive f...