Optimal control problem for nonlinear stochastic difference second kind volterra equations

Optimal Control Prob lem for Nonl inear Stochast ic Difference Second Kind Volterra Equations

Lyapunov Functionals Construction for Stochastic Difference Second-kind Volterra Equations with Continuous Time

The general method of Lyapunov functionals construction which was developed during the last decade for stability investigation of stochastic differential equations with aftereffect and stochastic difference equations is considered. It is shown that after some modification of the basic Lyapunov-type theorem, this method can be successfully used also for stochastic difference Volterra equations w...

Evaluating the solution for second kind nonlinear Volterra Fredholm integral equations using hybrid method

In this work, we present a computational method for solving second kindnonlinear Fredholm Volterra integral equations which is based on the use ofHaar wavelets. These functions together with the collocation method are thenutilized to reduce the Fredholm Volterra integral equations to the solution ofalgebraic equations. Finally, we also give some numerical examples that showsvalidity and applica...

Evaluating the solution for second kind nonlinear Volterra Fredholm integral equations using hybrid method

In this work, we present a computational method for solving second kindnonlinear Fredholm Volterra integral equations which is based on the use ofHaar wavelets. These functions together with the collocation method are thenutilized to reduce the Fredholm Volterra integral equations to the solution ofalgebraic equations. Finally, we also give some numerical examples that showsvalidity and applica...

Negative norm error control for second-kind convolution Volterra equations

We consider a piecewise constant nite element approximation to the convolution Volterra equation problem of the second kind: nd u such that u = f + u in a time interval 0; T ]. An a posteriori estimate of the error measured in the W ?1 p (0; T) norm is developed and used to provide a time step selection criterion for an adaptive solution algorithm. Numerical examples are given for problems in w...