Abstract In this paper we first establish the existence, uniqueness and Hölder continuity of solution to stochastic Volterra integral equations (SVIEs) with weakly singular kernels, singularities $\alpha \in (0, 1)$ for drift term $\beta 1/2)$ term. Subsequently, propose a $\theta $-Euler–Maruyama scheme Milstein solve numerically obtain strong rates convergence both schemes in $L^{p}$ norm any...

p(t, s) := s tμ , (1.2) where μ > 0, K(t, s) is a smooth function and g is a given function, can arise, e.g., in heat conduction problems with mixed boundary conditions ([2], [10]). The case when K(t, s) = 1 has been considered in several papers. The following lemma summarizes the analytical results for (1.1) in the case K(t, s) = 1. Lemma 1.1. (a) [12] Let μ > 1 in (1.2). If the function g bel...

A spectral collocation method is proposed to solve Volterra or Fredholm integral equations with weakly singular kernels and corresponding integro-differential equations by virtue of some identities. For a class of functions that satisfy certain regularity conditions on a bounded domain, we obtain geometric or supergeometric convergence rate for both types of equations. Numerical results confirm...

Abstract: A one dimensional heat equation in a semi-infinite medium controlled through a heat source depending on the delayed heat flux at the extremum is studied. By reducing the problem to a delayed Volterra integral equation with a weakly singular kernel, we find conditions on the initial datum and on the source term of the equation to control the asymptotic behaviour of the mean temperatures.