Homotopy perturbation method is a well-known method for solving many functional equations such as differential equations, integral equations, integro-differential equations and so on. Applying this method needs some computations which are boring by hand. Therefore, creating a program to do all computations would be useful. In this work, a maple program is prepared to solve the second kind of Vo...

the spline collocation method  is employed to solve a system of linear and nonlinear fredholm and volterra integro-differential equations. the solutions are collocated by cubic b-spline and the integrand is approximated by the newton-cotes formula. we obtain the unique solution for linear and nonlinear system $(nn+3n)times(nn+3n)$ of integro-differential equations. this approximation reduces th...

A new class of numerical methods for Volterra integro-differential equations with memory is developed. The methods are based on the combination of general linear methods with compound quadrature rules. Sufficient conditions that guarantee global and asymptotic stability of the solution of the differential equation and its numerical approximation are established. Numerical examples illustrate th...

An integro-differential equation involving a convolution integral with a weakly singular kernel is considered. The kernel can be that of a fractional integral. The integro-differential equation is discretized using the discontinuous Galerkin method with piecewise constant basis functions. Sparse quadrature is introduced for the convolution term to overcome the problem with the growing amount of...

In this paper we derive an effective equation for derivative pricing which accounts for the presence of virtual arbitrage opportunities and their elimination by the market. We model the arbitrage return by a stochastic process and find an equation for the average derivative price. This is an integro-differential equation which, in the absence of the virtual arbitrage or for an infinitely fast m...

A nonlinear integro-differential equation of convolution type with order of nonlinearity more than one and a stable trivial solution is considered. The integral in this equation has an exponential kernel and polynomial integrand. The difference analogue of the equation considered is constructed in the form of a difference equation with continuous time and it is shown that this difference analog...

An integro-differential equation on a tree graph is used to model the time evolution and spatial distribution of a population of organisms in a river network. Individual organisms become mobile at a constant rate, and disperse according to an advection-diffusion process with coefficients that are constant on the edges of the graph. Appropriate boundary conditions are imposed at the outlet and u...

In this paper, a  fuzzy numerical procedure for solving fuzzy linear Volterra integro-differential equations of the second kind under strong  generalized differentiability is designed. Unlike the existing numerical methods, we do not replace the original fuzzy equation by a $2times 2$ system ofcrisp equations, that is the main difference between our method  and other numerical methods.Error ana...

Describing turbulence and microinstabilities in fusion devices is often modelled with the gyrokinetic equation. During the time evolution of the distribution function a field equation for the electrostatic potential needs to be solved. In the case of adiabatic electrons it contains a fluxsurface-average term resulting in an integro-differential equation. Its numerical solution is time and memor...

1Department of Mathematics, Alzahra University, Tehran, Iran 2Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Kashan, Kashan 87317-51167, Iran (Received November07, 2011, accepted March 1, 2012) Abstract. The sinc-collocation method is presented for solving second-order boundary value problems of nonlinear integro-differential equation. The method is effective...