Abstract We study robust regularity estimates for a class of nonlinear integro-differential operators with anisotropic and singular kernels. In this paper, we prove Sobolev-type inequality, weak Harnack local Hölder estimate.

We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Lévy (jump-diffusion) processes. These equations are fully non-linear, degenerate parabolic integro-PDEs interpreted in the sense of viscosity solutions. We propose new “direct” discretizations of the non-local part of the equation that give rise to monotone schemes capable of handling singular Lévy...

We derive and analyze monotone difference-quadrature schemes for Bellman equations of controlled Lévy (jump-diffusion) processes. These equations are fully non-linear, degenerate parabolic integro-PDEs interpreted in the sense of viscosity solutions. We propose new “direct” discretizations of the non-local part of the equation that give rise to monotone schemes capable of handling singular Lévy...

In this paper we study an integro-differential equation describing granular flow dynamics with slow erosion. This nonlinear partial differential equation is a conservation law where the flux contains an integral term. Through a generalized wave front tracking algorithm, approximate solutions are constructed and shown to converge strongly to a Lipschitz semigroup.

We prove a regularity result for solutions of a purely integro-differential Bellman equation. This regularity is enough for the solutions to be understood in the classical sense. If we let the order of the equation approach two, we recover the theorem of Evans and Krylov about the regularity of solutions to concave uniformly elliptic partial differential equations.

In this study, differential transform method (DTM) is applied to fuzzy integro-differential equation. The concept of generalized Hdifferentiability is used. If the equation has a solution in terms of the series expansion of known functions; this powerful method catches the exact solution. Some numerical examples are also given to illustrate the superiority of the method. All rights reserved.