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 ...

in this paper, an effective direct method to determine the numerical solution of linear and nonlinear fredholm and volterra integral and integro-differential equations is proposed. the method is based on expanding the required approximate solution as the elements of chebyshev cardinal functions. the operational matrices for the integration and product of the chebyshev cardinal functions are des...

The boundary value problem for the Laplace equation outside several cracks in a plane is studied. The jump of the solution of the Laplace equation and the boundary condition containing the jump of its normal derivative are specified on the cracks. The problem has unique classical solution under certain conditions. The new integral representation for the unique solution of this problem is obtain...

In this paper a linear Fuzzy Fredholm Integral Equation(FFIE) with arbitrary Fuzzy Function input and symmetric triangular (Fuzzy Interval) output is considered. For each variable, output is the nearest triangular fuzzy number (fuzzy interval) to the exact fuzzy solution of (FFIE).

The Karhunen–Loève series expansion (KLE) decomposes a stochastic process into an infinite of pairwise uncorrelated random variables and L2-orthogonal functions. For any given truncation order the basis is optimal in sense that total mean squared error minimized. orthogonal functions are determined as solution eigenvalue problem corresponding to homogeneous Fredholm integral equation second kin...

In this work we consider the rendering equation derived from the illumination model called Cook-Torrance model. A Monte Carlo (MC) estimator for numerical treatment of the this equation, which is the Fredholm integral equation of second kind, is constructed and studied.

The power-law disks are a family of infinitesimally thin, axisymmetric stellar disks of infinite extent. The rotation curve can be rising, falling or flat. The self-consistent power-law disks are scale-free, so that all physical quantities vary as a power of radius. They possess simple equilibrium distribution functions depending on the two classical integrals, energy and angular momentum. Whil...

We analyze well-posedness of a scattering problem of time-harmonic electromagnetic waves by periodic structures with sign-changing coefficients. Transmission problems for Maxwell’s equations with sign-changing coefficients in bounded domains have been recently studied by Bonnet-Ben Dhia and co-workers in the so-called T -coercivity framework. In this article we generalize such framework for per...