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...

We derive boundary conditions for the vorticity equation with solid wall boundaries. The formulation uses a Dirichlet condition for the normal component of vorticity, and Neumann type conditions for the tangential components. In a Galerkin (integral) formulation the tangential condition is natural, i.e. it is enforced by a right-hand side functional and does not impose a boundary constraint on ...

A path integral formalism for multispecies anyons is introduced, whereby partition functions are expressed in terms of generating functions of winding number probability distributions. In a certain approximation, the equation of state for exclusion statistics follows. By Monte Carlo simulation, third-order cluster and virial coefficients are found numerically.

This article reviews several fast algorithms for boundary integral equations. After a brief introduction of the boundary integral equations for the Laplace and Helmholtz equations, we discuss in order the fast multipole method and its kernel independent variant, the hierarchical matrix framework, the wavelet based method, the high frequency fast multipole method, and the recently proposed multi...

The paper presents the effectiveness of the parametric integral equation system (PIES) in solving 3D boundary problems defined by Navier-Lame equations on the example of the polygonal boundary and in comparison with the boundary element method (BEM). Analysis was performed using the commercial software “BEASY” which bases on the BEM method, whilst in the case of PIES using an authors software. ...

We analyze the optimal superconvergence properties of piecewise polynomial collocation solutions on uniform meshes for Volterra integral and integrodifferential equations with multiple (vanishing) proportional delays θj(t) = qjt (0 < q1 < · · · < qr < 1). It is shown that for delay integro-differential equations the recently obtained optimal order is also attainable. For integral equations with...

We discuss two numerical methods, based on a path integral approach described in a previous paper (I), for solving the stochastic equations underlying the financial markets: the Monte Carlo approach, and the Green function deterministic numerical method. Then, we apply the latter to some specific financial problems. In particular, we consider the pricing of a European option, a zero-coupon bond...

The fuzzy differential and integral equations are important part of the fuzzy analysis theory. Park et al. [8] have considered the existence of solution of fuzzy integral equation in Banach space and Subrahmaniam and Sudarsanam [12] proved the existence of solution of fuzzy functional equations. An integral equation is called singular if either the range of integration is infinite or the kernel...

We study the dynamic fluctuations of the soft-spin version of the Edwards-Anderson model in the critical region for T → T+ c . First we solve the infinite-range limit of the model using the random matrix method. We define the static and dynamic 2-point and 4-point correlation functions at the order O(1/N) and we verify that the static limit obtained from the dynamic expressions is correct. In a...

In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the ...