Abstract: An integral equation method based on the Kerzman-Stein kernel for conformal mapping of smooth doubly connected regions onto an annulus A = {w : μ < |w| < 1} is presented. The theoretical development is based on the boundary integral equation for conformal mapping of doubly connected regions with Kerzman-Stein kernel derived by Razali and one of the authors [8]. However, the integral e...

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO. K...

The elasticity mixed boundary values problems dealing with half-space contact are generally well resolved. A large number of these solutions are obtained by using the integral transformation method and methods based the integral equations. However, the problems of finite layer thicknesses are less investigated, despite their practical interests. This study resolves a quasi-stationary problem of...

In this article an isotropic linear elastic half-space with a cylindrical cavity of finite length is considered to be under the effect of a ring shape time-harmonic torsion force applied at an arbitrary depth on the surface of the cavity. The equation of equilibrium has been written in a cylindrical coordinate system. By means of Fourier cosine integral transform, the non-zero displacement comp...

This paper deals with a nonlinear fractional differential equation with integral boundary condition of the following form: { D t x(t) = f(t, x(t), D β t x(t)), t ∈ (0, 1), x(0) = 0, x(1) = ∫ 1 0 g(s)x(s)ds, where 1 < α ≤ 2, 0 < β < 1. Our results are based on the Schauder fixed point theorem and the Banach contraction principle. Keywords—Fractional differential equation; Integral boundary condi...

This paper makes a short study of Fredholm integral equations related to potential theory and elasticity, with a view to preparing the ground for their exploitation in the numerical solution of difficult boundary-value problems. Attention is drawn to the advantages of Fredholm's first equation and of Green's boundary formula. The latter plays a fundamental and hitherto unrecognized role in the ...

This paper studies a nonlinear fractional differential equation of an arbitrary order with four-point nonlocal integral boundary conditions. Some existence results are obtained by applying standard fixed point theorems and Leray-Schauder degree theory. The involvement of nonlocal parameters in four-point integral boundary conditions of the problem makes the present work distinguished from the a...

We shall study a weak solution in the Sobolev space of the transmission problem for the Laplace equation using the integral equation method. First we use the indirect integral equation method. We look for a solution in the form of the sum of the double layer potential corresponding to the skip of traces on the interface and a single layer potential with an unknown density. We get an integral eq...

In this paper we derive a new handy integral equation for the free boundary of infinite time horizon, continuous time, stochastic, irreversible investment problems with uncertainty modeled as a one-dimensional, regular diffusion X0,x. The new integral equation allows to explicitly find the free boundary b(·) in some so far unsolved cases, as when X0,x is a three-dimensional Bessel process or a ...

An analysis is presented of the torsional vibration of a rigid disc embedded to the surface of a transversely isotropic elastic half space. By using Hankel transform the mixed boundary value problem transform into a dual integral equation, which then transform to a Fredholm integral equation. After reduction to a Fredholm’s integral equation of second kind, solutions to the problem are obtained...