We give a singular control approach to the problem of minimizing an energy functional for measures with given total mass on a compact real interval, when energy is defined in terms of a completely monotone kernel. This problem occurs both in potential theory and when looking for optimal financial order execution strategies under transient price impact. In our setup, measures or order execution ...

We present a method to regularize first and second kind integral equations of Fredholm type with singular kernel. By appropriate application of the Poincaré-Bertrand formula we change such integral equations into a second kind Fredholm’s integral equation with at most weakly singular kernel. 2000 Mathematics Subject Classification. 45Exx, 45E05, 45B05.

Novel non-hyper-singular [i.e., only strongly-singular] boundary-integral-equations for the gradients of the acoustic velocity potential, involving only O(r−2) singularities at the surface of a 3-D body, are derived, for solving problems of acoustics governed by the Helmholtz differential equation. The gradients of the fundamental solution to the Helmholtz differential equation for the velocity...

Although various operators in the space of functions bounded variation have been studied by quite a few authors, no simple necessary and sufficient conditions guaranteeing compactness linear integral acting such spaces known. The aim paper is to fully characterize class kernels which generate compact BV-space. Using this characterization we show that certain weakly singular convolution (such as...

An initial value problem for a Fractional Differential Equation (FDE) can be reformulated as a Volterra integral equation of the second kind with weakly singular kernel. Its solution can be approximated by applying suitable convolution quadratures. Methods of this type currently available in the literature are, for example, Adams product quadrature rules or Fractional Linear Multistep Methods, ...

Straight-forward systematic derivations of the weakly singular boundary integral equations (BIEs) are presented, following the simple and directly-derived approach by Okada, Rajiyah, and Atluri (1989b) and Han and Atluri (2002). A set of weak-forms and their algebraic combinations have been used to avoid the hypersingularities, by directly applying the “intrinsic properties” of the fundamental ...