Abstract. Optimal control problems of forward-backward stochastic Volterra integral equations (FBSVIEs, in short) with closed control regions are formulated and studied. Instead of using spike variation method as one may imagine, here we turn to treat the non-convexity of the control regions by borrowing some tools in set-valued analysis and adapting them into our stochastic control systems. A ...

in this paper, we propose a successive approximation method based on fuzzy wavelet like operator to approximate the solution of linear fuzzy fredholm integral equations of the second kind with arbitrary kernels. we give the convergence conditions and an error estimate. also, we investigate the numerical stability of the computed values with respect to small perturbations in the first iteration....

in this paper, we present a new computational technique for solving nonlinear fredholm integral equations of the second kind. this proposed method is based on galerkin method and is computationally very attractive. moreover, for reducing the operations in comparing similar works, we design our algorithm based on transformations of orthogonal polynomials in approximation coefficients calculating...

This paper proposes a numerical method to the two-dimensional hyperbolic equations with nonlocal integral conditions. The nonlocal integral equation is of major challenge in the frame work of the numerical solutions of PDEs. The method benefits from collocation radial basis function method, the generalized thin plate splines radial basis functions are used.Therefore, it does not require any str...

A thin rigid plate is submerged beneath the free surface of deep water. The plate performs small-amplitude oscillations. The problem of calculating the radiated waves can be reduced to solving a hypersingular boundary integral equation. In the special case of a horizontal circular plate, this equation can be reduced further to onedimensional Fredholm integral equations of the second kind. If th...

M. A. Abdou, Khamis I. Mohamed and A. S. Ismail, On the numerical solutions of Fredholm-Volterra integral equation, Appl. Math. Comp. 146, 713-728, (2003). M. A. Abdou, Khamis I. Mohamed and A. S. Ismail, Toeplitz Matrix and product Nystrom methods for solving the singular integral equation, Le Matematiche LVII-Fasc. I, 21-37, (2002). H. Brunner, On the numerical solution of nonlinear VolterraF...

Orthogonal functions and polynomials have been used by many authors for solving various problems. The main idea of using orthogonal basis is that a problem reduces to solving a system of linear or nonlinear algebraic equations by truncated series of orthogonal basis functions for solution of problem and using the operational matrices. Here we use Legendre wavelets basis on interval [0, 1]. Some...

In this work we consider the numerical solution of a radiative transfer equation for modeling the emission of photons in stellar atmospheres. Mathematically, the problem is formulated in terms of a weakly singular Fredholm integral equation defined on a Banach space. Computational approaches to solve the problem are discussed, using direct and iterative strategies that are implemented in open s...

Transverse magnetic (TM) scattering of an electromagnetic wave from a periodic dielectric diffraction grating can mathematically be described by a volume integral equation. This volume integral equation, however, in general fails to feature a weakly singular integral operator. Nevertheless, after a suitable periodization, the involved integral operator can be efficiently evaluated on trigonomet...