Solution of Integral Equations by Dunkl and Distributional Dunkl Transform

2018 ◽  
Vol 85 (1-2) ◽  
pp. 132
Author(s):  
Deshna Loonker
Keyword(s):  
Integral Equation ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Dunkl Transform ◽  
Basic Properties ◽  
Distributional Sense ◽  
Abel Integral Equation ◽  
Distribution Spaces

The paper investigates the Dunkl transform and distributional Dunkl transform and the basic properties as convolution. The integral equations such as Volterra integral equation of first and second kind and Abel integral equation are solved by using dunkl transform. Further, solution obtained is considered in distributional sense by employing integral equations to distribution spaces and as well as using the distributional Dunkl transform for its solution.

SOLUTION OF INTEGRAL EQUATIONS BY BESSEL WAVELET TRANSFORM

2021 ◽  
Vol 10 (4) ◽  
pp. 2245-2253
Author(s):  
C. P. Pandey ◽  
P. Phukan ◽  
K. Moungkang
Keyword(s):  
Integral Equation ◽  
Wavelet Transform ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Stable Solution ◽  
Generalized Convolution ◽  
Science And Engineering ◽  
Hankel Convolution ◽  
Distribution Spaces ◽  
Wavelet Methods

The integral equations of the first kind arise in many areas of science and engineering fields such as image processing and electromagnetic theory. The wavelet transform technique to solve integral equation allows the creation of very fast algorithms when compared with known algorithms. Various wavelet methods are used to solve certain type of integral equations. To find the most accurate and stable solution of the integral equation Bessel wavelet is the appropriate method. To study the properties of solution of integral equations on distribution spaces Bessel wavelet transform is also used. In this paper, we accomplished the concept of Hankel convolution and continuous Bessel wavelet transform to solve certain types of integral equations (Volterra integral equation of first kind, Volterra integral equation of second kind and Abel integral equation). Also distributional wavelet transform and generalized convolution will be applied to find the solution of certain Integral equations.

scholarly journals Integral equations of the first kind of Sonine type

2003 ◽  
Vol 2003 (57) ◽  
pp. 3609-3632 ◽  
Author(s):  
Stefan G. Samko ◽  
Rogério P. Cardoso
Keyword(s):  
Integral Equation ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Lebesgue Space ◽  
Inverse Operator ◽  
Orlicz Spaces ◽  
Hypersingular Integral ◽  
The Real ◽  
Integrable Kernel

A Volterra integral equation of the first kindKφ(x):≡∫−∞xk(x−t)φ(t)dt=f(x)with a locally integrable kernelk(x)∈L1loc(ℝ+1)is called Sonine equation if there exists another locally integrable kernelℓ(x)such that∫0xk(x−t)ℓ(t)dt≡1(locally integrable divisors of the unit, with respect to the operation of convolution). The formal inversionφ(x)=(d/dx)∫0xℓ(x−t)f(t)dtis well known, but it does not work, for example, on solutions in the spacesX=Lp(ℝ1)and is not defined on the whole rangeK(X). We develop many properties of Sonine kernels which allow us—in a very general case—to construct the real inverse operator, within the framework of the spacesLp(ℝ1), in Marchaud form:K−1f(x)=ℓ(∞)f(x)+∫0∞ℓ′(t)[f(x−t)−f(x)]dtwith the interpretation of the convergence of this “hypersingular” integral inLp-norm. The description of the rangeK(X)is given; it already requires the language of Orlicz spaces even in the case whenXis the Lebesgue spaceLp(ℝ1).

Numerical solution of nonlinear stochastic Itô – Volterra integral equation driven by fractional Brownian motion

2020 ◽  
Vol 37 (9) ◽  
pp. 3243-3268
Author(s):  
S. Saha Ray ◽  
S. Singh
Keyword(s):  
Integral Equation ◽  
Brownian Motion ◽  
Fractional Brownian Motion ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Stochastic Integral ◽  
Bernstein Polynomials ◽  
Numerical Results ◽  
Content Type ◽  
Stochastic Integral Equations

Purpose This paper aims to study fractional Brownian motion and its applications to nonlinear stochastic integral equations. Bernstein polynomials have been applied to obtain the numerical results of the nonlinear fractional stochastic integral equations. Design/methodology/approach Bernstein polynomials have been used to obtain the numerical solutions of nonlinear fractional stochastic integral equations. The fractional stochastic operational matrix based on Bernstein polynomial has been used to discretize the nonlinear fractional stochastic integral equation. Convergence and error analysis of the proposed method have been discussed. Findings Two illustrated examples have been presented to justify the efficiency and applicability of the proposed method. The corresponding obtained numerical results have been compared with the exact solutions to establish the accuracy and efficiency of the proposed method. Originality/value To the best of the authors’ knowledge, nonlinear stochastic Itô–Volterra integral equation driven by fractional Brownian motion has been for the first time solved by using Bernstein polynomials. The obtained numerical results well establish the accuracy and efficiency of the proposed method.

scholarly journals On Certain Dual Integral Equations

1961 ◽  
Vol 5 (1) ◽  
pp. 21-24 ◽  
Author(s):  
E. T. Copson
Keyword(s):  
Integral Equation ◽  
Integral Equations ◽  
Dual Integral Equations ◽  
Mellin Transforms ◽  
Abel Integral Equation ◽  
Image Position ◽  
Fourier Integrals

In his book on Fourier Integrals, Titchmarsh [l] gave the solution of the dual integral equationsfor the case α > 0, by some difficult analysis involving the theory of Mellin transforms. Sneddon [2] has recently shown that, in the cases v = 0, α = ±½, the problem can be reduced to an Abel integral equation by making the substitutionorIt is the purpose of this note to show that the general case can be dealt with just as simply by puttingThe analysis is formal: no attempt is made to supply details of rigour.

scholarly journals Modified Block Pulse Functions for Numerical Solution of Stochastic Volterra Integral Equations

2014 ◽  
Vol 2014 ◽  
pp. 1-10 ◽  
Author(s):  
K. Maleknejad ◽  
M. Khodabin ◽  
F. Hosseini Shekarabi
Keyword(s):  
Integral Equation ◽  
Numerical Solution ◽  
Rate Of Convergence ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Volterra Integral Equations ◽  
Numerical Example ◽  
Block Pulse Functions ◽  
A New Technique ◽  
Modified Block

We present a new technique for solving numerically stochastic Volterra integral equation based on modified block pulse functions. It declares that the rate of convergence of the presented method is faster than the method based on block pulse functions. Efficiency of this method and good degree of accuracy are confirmed by a numerical example.

scholarly journals Solving two-dimensional nonlinear fuzzy Volterra integral equations by homotopy analysis method

2021 ◽  
Vol 54 (1) ◽  
pp. 11-24
Author(s):  
Atanaska Georgieva
Keyword(s):  
Integral Equation ◽  
Approximate Solution ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Homotopy Analysis Method ◽  
Volterra Integral Equations ◽  
Two Dimensional ◽  
Analysis Method ◽  
Homotopy Analysis ◽  
Fuzzy Solution

Abstract The purpose of the paper is to find an approximate solution of the two-dimensional nonlinear fuzzy Volterra integral equation, as homotopy analysis method (HAM) is applied. Studied equation is converted to a nonlinear system of Volterra integral equations in a crisp case. Using HAM we find approximate solution of this system and hence obtain an approximation for the fuzzy solution of the nonlinear fuzzy Volterra integral equation. The convergence of the proposed method is proved. An error estimate between the exact and the approximate solution is found. The validity and applicability of the HAM are illustrated by a numerical example.

A note on the nonlinear Volterra integral equation for the early exercise boundary

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Malkhaz Shashiashvili ◽  
Besarion Dochviri ◽  
Giorgi Lominashvili
Keyword(s):  
Integral Equation ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Stock Price ◽  
Current Time ◽  
Nonlinear Volterra Integral Equation ◽  
Early Exercise ◽  
Exercise Boundary ◽  
Early Exercise Boundary ◽  
American Put

AbstractIn this paper, we study the nonlinear Volterra integral equation satisfied by the early exercise boundary of the American put option in the one-dimensional diffusion model for a stock price with constant interest rate and constant dividend yield and with a local volatility depending on the current time t and the current stock price S. In the classical Black–Sholes model for a stock price, Theorem 4.3 of [S. D. Jacka, Optimal stopping and the American put, Math. Finance 1 1991, 2, 1–14] states that if the family of integral equations (parametrized by the variable S) holds for all {S\leq b(t)} with a candidate function {b(t)}, then this {b(t)} must coincide with the American put early exercise boundary {c(t)}. We generalize Peskir’s result [G. Peskir, On the American option problem, Math. Finance 15 2005, 1, 169–181] to state that if the candidate function {b(t)} satisfies one particular integral equation (which corresponds to the upper limit {S=b(t)}), then all other integral equations (corresponding to S, {S\leq b(t)}) will be automatically satisfied by the same function {b(t)}.

scholarly journals The Existence and Uniqueness of the Solution of a Nonlinear Fredholm–Volterra Integral Equation with Modified Argument via Geraghty Contractions

Mathematics ◽  
2020 ◽  
Vol 9 (1) ◽  
pp. 29
Author(s):  
Maria Dobriţoiu
Keyword(s):  
Integral Equation ◽  
Fixed Point ◽  
Integral Equations ◽  
Volterra Integral Equation ◽  
Existence And Uniqueness ◽  
Metric Spaces ◽  
Nonlinear Integral Equations ◽  
Uniqueness Of The Solution

Using some of the extended fixed point results for Geraghty contractions in b-metric spaces given by Faraji, Savić and Radenović and their idea to apply these results to nonlinear integral equations, in this paper we present some existence and uniqueness conditions for the solution of a nonlinear Fredholm–Volterra integral equation with a modified argument.

scholarly journals Orthonormal Bernstein polynomials for Volterra integral equations of the second kind

2020 ◽  
Vol 9 (1) ◽  
pp. 9
Author(s):  
Jafar Biazar ◽  
Hamed Ebrahimi
Keyword(s):  
Mathematical Modeling ◽  
Integral Equation ◽  
Numerical Method ◽  
Integral Equations ◽  
Method Of Moments ◽  
Volterra Integral Equation ◽  
Bernstein Polynomials ◽  
Volterra Integral Equations ◽  
Linear Volterra Integral Equations ◽  
Relative Errors

The purpose of this research is to provide an effective numerical method for solving linear Volterra integral equations of the second kind. The mathematical modeling of many phenomena in various branches of sciences lead into an integral equation. The proposed approach is based on the method of moments (Galerkin- Ritz) using orthonormal Bernstein polynomials. To solve a Volterra integral equation, the ap-proximation for a solution is considered as an expansion in terms of Bernstein orthonormal polynomials. Ultimately, the usefulness and extraordinary accuracy of the proposed approach will be verified by a few examples where the results are plotted in diagrams, Also the re-sults and relative errors are presented in some Tables.  

scholarly journals Splines of the Fourth Order Approximation and the Volterra Integral Equations

2021 ◽  
Vol 20 ◽  
pp. 475-488
Author(s):  
I.G. Burova ◽  
A.G. Doronina ◽  
D.E. Zhilin
Keyword(s):  
Integral Equation ◽  
Numerical Solution ◽  
Integral Equations ◽  
Fourth Order ◽  
Volterra Integral Equation ◽  
Numerical Experiments ◽  
Order Approximation ◽  
Order Of Approximation ◽  
Polynomial Splines ◽  
Local Splines

This paper is a continuation of a series of papers devoted to the numerical solution of integral equations using local interpolation splines. The main focus is given to the use of splines of the fourth order of approximation. The features of the application of the polynomial and non-polynomial splines of the fourth order of approximation to the solution of Volterra integral equation of the second kind are discussed. In addition to local splines of the Lagrangian type, integro-differential splines are also used to construct computational schemes. The comparison of the solutions obtained by different methods is carried out. The results of the numerical experiments are presented.

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