In this paper, we exhibit two methods to numerically solve the fractional integro differential equations and then proceed to compare the results of their applications on different problems. For this purpose, at first shifted Jacobi polynomials are introduced and then operational matrices of the shifted Jacobi polynomials are stated. Then these equations are solved by two methods: Caputo fractio...

In this paper, some new nonlinear generalized Gronwall-Bellman-Type integral inequalities with mixed time delays are established. These inequalities can be used as handy tools to research stability problems of delayed differential and integral dynamic systems. As applications, based on these new established inequalities, some p-stable results of a integro-differential equation are also given. T...

We construct a sequence of functions that uniformly converge (on compact sets) to the price of Asian option, which is written on a stock whose dynamics follows a jump diffusion, exponentially fast. Each of the element in this sequence solves a parabolic partial differential equation (not an integro-differential equation). As a result we obtain a fast numerical approximation scheme whose accurac...

The purpose of this paper is to study the fuzzy fractional differentialequations. We prove that fuzzy fractional differential equation isequivalent to the fuzzy integral equation and then using this equivalenceexistence and uniqueness result is establish. Fuzzy derivative is considerin the Goetschel-Voxman sense and fractional derivative is consider in theRiemann Liouville sense. At the end, we...

Due to the plentiful dynamical behaviors, integro-differential equations with delays have many applications in a variety of fields such as control theory, biology, ecology, medicine, etc [1, 2]. Especially, the effects of delays on the stability of integro-differential equations have been extensively studied in the previous literature (see [3]-[9] and references cited therein). Besides delays, ...

We investigate stochastic differential equations with jumps and irregular coefficients, and obtain the existence and uniqueness of generalized stochastic flows. Moreover, we also prove the existence and uniqueness of L-solutions or measure-valued solutions for second order integro-differential equation of Fokker-Planck type.

The initial-value problem for a class of Volterra functional differential equations— of sufficient generality to encompass, as special cases, ordinary differential equations, retarded differential equations, integro-differential equations, and hysteretic differential equations— is studied. A self-contained and elementary treatment of this over-arching problem is provided, in which a unifying th...

He’s variational iteration method [1, 2], which is a modified general Lagrange multiplier method [3], has been shown to solve effectively, easily and accurately a large class of nonlinear problems with approximations which converge quickly to accurate solutions. It was successfully applied to autonomous ordinary differential equations [4], nonlinear partial differential equations with variable ...

Abstract The main goal of this paper is to obtain error bounds for parabolic integro-differential equation. derivation these based elliptic and Ritz -Volterra reconstructions introduced by Makridakis Nochetto 2003 then extended - Volterra reconstruction in case integro-parabolic differential problems Reddy Sinha 2015. We proved optimal order certain classes semilinear intergro equations. key po...

The Smoluchowski equation is a nonlinear integro-differential equation describing the evolution of the concentration μt(dx) of particles of mass in (x, x+ dx) in an infinite particle system where coalescence occurs. We introduce a class of algorithms, which allow, under some conditions, to simulate exactly a stochastic process (Xt)t≥0, whose time marginals are given by (xμt(dx))t≥0.