نتایج جستجو برای: nonlinear integro differential equation

تعداد نتایج: 659680  

2009
Said Abbasbandy Elyas Shivanian

The variational iteration method [1, 2], which is a modified general Lagrange multiplier method, has been shown to solve effectively, easily, and accurately a large class of nonlinear problems with approximations which converges (locally) to accurate solutions (if certain Lipschitz-continuity conditions are met). It was successfully applied to autonomous ordinary differential equations and nonl...

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...

Journal: :Monte Carlo Meth. and Appl. 2004
Nicolas Fournier Jean-Sébastien Giet

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.

Journal: :Applied Mathematics and Computation 2013
Jichao Zhao

High order integro-differential equations (IDE), especially nonlinear, are usually difficult to solve even for approximate solutions. In this paper, we give a high accurate compact finite difference method to efficiently solve integro-differential equations, including high order and nonlinear problems. By numerical experiments, we show that compact finite difference method of integro-differenti...

Journal: :iranian journal of science and technology (sciences) 2012
g. b. loghmani

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...

In this letter, the numerical scheme of nonlinear Volterra-Fredholm integro-differential equations is proposed in a reproducing kernel Hilbert space (RKHS). The method is constructed based on the reproducing kernel properties in which the initial condition of the problem is satised. The nonlinear terms are replaced by its Taylor series. In this technique, the nonlinear Volterra-Fredholm integro...

In this paper‎, ‎the existence and uniqueness of the ‎solution of a nonlinear fully fuzzy implicit integro-differential equation‎ ‎arising in the field of fluid mechanics is investigated. ‎First,‎ an equivalency lemma ‎is ‎presented ‎by‎ which the problem understudy ‎is ‎converted‎ to ‎the‎ two different forms of integral equation depending on the kind of differentiability of the solution. Then...

2010
Zixin Liu Shu Lü Shouming Zhong Mao Ye

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...

k. Maleknejad , M. Rabbani ,

 Abstract: There are some methods for solving integro-differential equations. In this work, we solve the general-order Feredholm integro-differential equations. The Petrov-Galerkin method by considering Chebyshev multiwavelet basis is used. By using the orthonormality property of basis elements in discretizing the equation, we can reduce an equation to a linear system with small dimension. For ...

Journal: :Journal of biological dynamics 2015
T Hillen B Greese J Martin G de Vries

Birth-jump models are designed to describe population models for which growth and spatial spread cannot be decoupled. A birth-jump model is a nonlinear integro-differential equation. We present two different derivations of this equation, one based on a random walk approach and the other based on a two-compartmental reaction-diffusion model. In the case that the redistribution kernels are highly...

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