A Legendre multiwavelet based method is developed in this paper to solve second kind hypersingular integral equation by converting it into a Cauchy singular integro-differential equation. Multiscale representation of the singular and differential operators is obtained by employing Legendre multiwavelet basis. An estimate of the error of the approximate solution of the integral equation is obtai...

where ( ) ( ) + − − − = β α ) ( ) ( ) ( t l t l t M , ( ) ( ) + − − − = ) ( ) ( ) ( t l t l t N α β ; ) (t l is the cumulative default loss at time t ; α and β denote the tranche attachment and detachment points , respectively; ) , ( s t B is the timet price of a pure discount bond maturing at times , and ) , ( s t f the instantaneous forward rate; ω is the payment interval for tranche premium ...

In this study, a Taylor method is developed for numerically solving the high-order most general nonlinear Fredholm integro-differential-difference equations in terms of Taylor expansions. The method is based on transferring the equation and conditions into the matrix equations which leads to solve a system of nonlinear algebraic equations with the unknown Taylor coefficients. Also, we test the ...

The spinless Salpeter equation presents a rather particular differential operator. In this paper we rewrite this equation into integral and integro-differential equations. This kind of equations are well known and can be more easily handled. We also present some analytical results concerning the spinless Salpeter equation and the action of the square-root operator. 03.65.Pm, 02.30.Rz Typeset us...

In the research, nonlinear volterra partial integro-differential equation is considered. This paper compares the Homotopy Perturbation Method (HPM) with Variational Iteration Method (VIM) for solving this equation. Compared with the Adomian Decomposition Method (ADM), the methods used for this equation need less work. The results of applying these methods show the simplicity and efficiency of t...

In this paper we present a numerical method for fuzzy differential equation of fractional order under gH-fractional Caputo differentiability. The main idea of this method is to approximate the solution of fuzzy fractional differential equation (FFDE) by an implicit method as corrector and explicit method as predictor. This method is tested on numerical examples.