In this paper we consider a risk model with two classes of insurance risks in the presence of a multi-layer dividend startegy. 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 equation system for the Gerber-Shiu functions for surplus-dependent premium rates and a...

The KP equation, which is an integrable nonlinear evolution equation in 2 + 1, i.e., two spatial and one temporal dimensions, is a physically significant generalization of the KdV equation. The question of constructing an integrable generalization of the KP equation in 3+1, has been one of the central open problems in the field of integrability. By complexifying the independent variables of the...

Compact finite difference scheme is applied for a partial integro-differential equation with a weakly singular kernel. The product trapezoidal method is applied for discretization of the integral term. The order of accuracy in space and time is , where . Stability and convergence in  norm are discussed through energy method. Numerical examples are provided to confirm the theoretical prediction ...

Using Banach’s contractive principle and the Laray–Schauder fixed point theorem, we study uniqueness existence of solutions to a nonlinear two-term fractional integro-differential equation with boundary condition based on Babenko’s approach Mittag–Leffler function. The current work also corrects major errors in published paper dealing one-term differential equation. Furthermore, provide example...

In the research, special type of linear volterra integro-differential equations is considered. This paper compares the Homotopy perturbation method (HPM) with finite difference method for solving these equations. HPM is an analytical procedure for finding the solutions of problems which is based on the constructing a Homotopy with an imbedding parameter p that is considered as a small parameter...

Integro-partial differential equations occur in many contexts in mathematical physics. Typical examples include time-dependent diffusion equations containing a parameter ~e.g., the temperature! that depends on integrals of the unknown distribution function. The standard approach to solving the resulting nonlinear partial differential equation involves the use of predictor–corrector algorithms, ...

Abstract: The aim of study is to solve parabolic integro-differential equation with a weakly singular kernel. Problems involving partial integro-differential equations arise in fluid dynamics, viscoelasticity, engineering, mathematical biology, financial mathematics and other areas. Many mathematical formulations of physical phenomena contain integro-differential equations. Integro-differential...

Based on the wormlike chain model, a coarse-grained description of the nonlinear dynamics of a weakly bending semiflexible polymer is developed. By means of a multiple-scale perturbation analysis, a length-scale separation inherent to the weakly bending limit is exploited to reveal the deterministic nature of the spatio temporal relaxation of the backbone tension and to deduce the corresponding...

We formulate and prove a non-local “maximum principle for semicontinuous functions” in the setting of fully nonlinear and degenerate elliptic integro-partial differential equations with integro operators of second order. Similar results have been used implicitly by several researchers to obtain comparison/uniqueness results for integro-partial differential equations, but proofs have so far been...

in this paper rationalized haar (rh) functions method is applied to approximate the numerical solution of the fractional volterra integro-differential equations (fvides). the fractional derivatives are described in caputo sense. the properties of rh functions are presented, and the operational matrix of the fractional integration together with the product operational matrix are used to reduce t...