We propose and analyze a spectral Jacobi-collocation approximation for fractional order integro-differential equations of FredholmVolterra type. The fractional derivative is described in the Caputo sense. We provide a rigorous error analysis for the collection method, which shows that the errors of the approximate solution decay exponentially in L∞ norm and weighted L2-norm. The numerical examp...

A collocation procedure is developed for the linear and nonlinear Fredholm and Volterra integro-differential equations, using the globally defined B-spline and auxiliary basis functions.The solution is 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 t...

We consider nonlinear integro-differential equations like the ones that arise from stochastic control problems with purely jump Lévy processes. We obtain a nonlocal version of the ABP estimate, Harnack inequality, and interior C 1; ̨ regularity for general fully nonlinear integro-differential equations. Our estimates remain uniform as the degree of the equation approaches 2, so they can be seen ...

In this paper we consider a risk model with two classes of insurance risks in the presence of multiple thresholds. We assume that the two claim counting processes are, respectively, Poisson and Sparre Andersen with generalized Erlang(2) claim inter-arrival times. We derive an integro-differential system for the Gerber-Shiu functions for surplus-dependent premium rates and a piecewise integro-di...

In this paper, we prove the existence and uniqueness of a nonlinear perturbed stochastic fractional integro-differential equation of Volterra-Itô type involving nonlocal initial condition by using the theory of admissibility of integral operator and Banach fixed-point principle. Also the stability and boundedness of the second moments of the stochastic solution are studied. In addition, an appl...

In this article the problem of an interface fracture between two isotropic linear elastic materials is studied within a continuum modeling framework, which incorporates important nanoscale effects. The proposed model of bi-material crack ascribes curvature-dependent surface tension to both the fracture surfaces and the solid-solid interface. Further, it uses as boundary conditions the jump mome...