Found 42 Documents (Results 1–42)
Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing. (English) Zbl 1534.91176
Numerical solution of Itô-Volterra integral equations by the QR factorization method. (English) Zbl 07746747
\(L^\infty\)-norm convergence rates of an IMEX scheme for solving a partial integro-differential equation system arising from regime-switching jump-diffusion Asian option pricing. (English) Zbl 1538.65609
Numerical solution of multi-dimensional Itô Volterra integral equations by the second kind Chebyshev wavelets and parallel computing process. (English) Zbl 07701073
Block-by-block method for solving non-linear Volterra integral equation of the first kind. (English) Zbl 1505.65319
Hierarchical-matrix method for a class of diffusion-dominated partial integro-differential equations. (English) Zbl 07511591
Reviewer: Vincenzo Vespri (Firenze)
On the approximate solutions of a class of fractional order nonlinear Volterra integro-differential initial value problems and boundary value problems of first kind and their convergence analysis. (English) Zbl 1481.65265
Stable and convergent difference schemes for weakly singular convolution integrals. (English) Zbl 07543104
Fredholm integral relation between compound estimation and prediction (FIRCEP). (English) Zbl 1442.62176
Numerical solutions of nonlinear integro-elliptic systems by monotone iterative methods. (English) Zbl 1434.65315
An efficient fractional-order wavelet method for fractional Volterra integro-differential equations. (English) Zbl 1499.65285
A numerical approach for solving a class of variable-order fractional functional integral equations. (English) Zbl 1432.65106
Analysis of splitting methods for solving a partial integro-differential Fokker-Planck equation. (English) Zbl 1411.65110
Numerical solving nonlinear integro-parabolic equations by the monotone weighted average method. (English) Zbl 1410.65301
An approximate solution for a neutral functional-differential equation with proportional delays. (English) Zbl 1410.45006
A weighted average finite difference method for the fractional convection-diffusion equation. (English) Zbl 1291.65272
Error bounds for low-rank approximations of the first exponential integral kernel. (English) Zbl 1270.33013
Reviewer: Ivan Secrieru (Chişinău)
Analysis of continuous collocation solutions for a kind of Volterra functional integral equations with proportional delay. (English) Zbl 1232.65189
Reviewer: Kai Diethelm (Braunschweig)
A collocation approach for the numerical solution of certain linear retarded and advanced integrodifferential equations with linear functional arguments. (English) Zbl 1209.65147
Numerical approximation of a convolution model of \(\dot{\theta}\)-neuron networks. (English) Zbl 1208.65180
Recent advances in the numerical analysis of Volterra functional differential equations with variable delays. (English) Zbl 1170.65103
Reviewer: Roland Pulch (Wuppertal)
Numerical solution of functional differential, integral and integro-differential equations. (English) Zbl 1061.65146
Integro-differential equations and generalized hypergeometric functions. (English) Zbl 0880.45005
Reviewer: G.Gripenberg (Helsinki)
On the discretization of differential and Volterra integral equations with variable delay. (English) Zbl 0873.65126
Reviewer: Y.Cherruault (Paris)
On pantograph integro-differential equations. (English) Zbl 0816.45005
Reviewer: Yang En-Hao (Guangzhou)
Asymptotic stability analysis of \(\theta\)-methods for functional differential equations. (English) Zbl 0557.65047
Reviewer: C.L.Koul
An algorithm for the solution of ill-posed linear systems arising from the discretization of Fredholm integral equation of the first kind. (English) Zbl 0522.65086
The repetition factor and numerical stability of Volterra integral equations. (English) Zbl 0458.65109
On the stability of multistep formulas for Volterra integral equations of the second kind. (English) Zbl 0413.65085
Numerical iterative filters applied to first kind Fredholm integral equations. (English) Zbl 0425.65075
An analysis of the numerical solution of Fredholm integral equations of the first kind. (English) Zbl 0425.65074
Note on the numerical solution of singular Fredholm linear integral equation. (English) Zbl 0307.65084
A new method for the calculation of the emergent distributions for the anisotropic slab albedo problem. (English) Zbl 0254.65077
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