Second-order Integro-differential Equations Research Articles

Asymptotic Behavior of Solutions of a Complete Second-Order Integro-Differential Equation

Asymptotic Behavior of Solutions of a Complete Second-Order Integro-Differential Equation

On the qualitative behaviors of stochastic delay integro-differential equations of second order

In this paper, we investigate the sufficient conditions that guarantee the stability, continuity, and boundedness of solutions for a type of second-order stochastic delay integro-differential equation (SDIDE).To demonstrate the main results, we employ a Lyapunov functional. An example is provided to demonstrate the applicability of the obtained result, which includes the results of this paper and obtains better results than those available in the literature.

Numerical solution of the system of second-order integro-differential equations using non-classical double sinc method

This paper presents a new numerical technique based on the sinc-collocation approximation for solving of the system of second-order integro-differential equations with initial boundary conditions. The novelty of the approach consists on the usage of the weight functions in the traditional sinc-expansion. As it is known, the sinc basis functions are not differentiable at zero, so we modified the basis functions into a non-classical basis which is differentiable with zero derivative at the initial point. The properties of sinc-collocation are used to reduce the system of integro-differential equations into a system of algebraic equations. Furthermore, exponential convergence of the method is investigated which demonstrate its applicability in achieving the good accuracy. By solving some examples and comparing the results with existing methods the efficiency is examined.

Numerical solution of system of second-order integro-differential equations using nonclassical sinc collocation method

In this paper, a nonclassical sinc collocation method is constructed for the numerical solution of systems of second-order integro-differential equations of the Volterra and Fredholm types. The novelty of the approach is based on using the new nonclassical weight function for sinc method instead of the classic ones. The sinc collocation method based on nonclassical weight functions is used to reduce the system of integro-differential equations to a system of algebraic equations. Furthermore, the convergence of the method is proposed theoretically, showing that the method converges exponentially. By solving some examples, including problems with a non-smooth solution, the results are compared with other existing results to demonstrate the efficiency of the new method.

The maximal regularity property of abstract integrodifferential equations

We provide a convenient framework for the study of the well-posedness of a variety of abstract (integro)differential equations in general Banach function spaces. It allows us to extend and complement the known theory on the maximal regularity of such equations. More precisely, by methods of harmonic analysis, we identify large classes of Banach spaces which are invariant with respect to distributional Fourier multipliers. Such classes include general vector-valued Banach function spaces varPhi and/or the scales of Besov and Triebel–Lizorkin spaces defined by varPhi . We apply this result to the study of the well-posedness and maximal regularity property of abstract second-order integrodifferential equations, which model various types of elliptic and parabolic problems arising in different areas of applied mathematics.

Controllability results for second-order integro-differential equations with state-dependent delay

The purpose of this study is to use resolvent operators to investigate the existence and the controllability of a mild solution to a second-order semilinear integro-differential problem. To construct our criterion, we use a fixed point theorem in conjunction with measures of noncompactness. A practical example is used to illustrate the obtained results.

A Procedure for Constructing the Solution of a Nonlinear Fredholm Integro-Differential Equation of Second Order

In this work, a large class of integro-differential equations, arising from the description of heat transfer problems, is considered, particularly the nonlinear equations. We propose a procedure for constructing their solution in a very simple and reliable way in which the only needed tool is the same one employed to solve a linear second-order ordinary differential equation, subject to Robin boundary conditions. Proofs of the convergence, existence, and uniqueness are presented. Some special cases are simulated to illustrate the proposed tools.

On the Fundamental Analyses of Solutions to Nonlinear Integro-Differential Equations of the Second Order

In this article, a scalar nonlinear integro-differential equation of second order and a non-linear system of integro-differential equations with infinite delays are considered. Qualitative properties of solutions called the global asymptotic stability, integrability and boundedness of solutions of the second-order scalar nonlinear integro-differential equation and the nonlinear system of nonlinear integro-differential equations with infinite delays are discussed. In the article, new explicit qualitative conditions are presented for solutions of both the second-order scalar nonlinear integro-differential equations with infinite delay and the nonlinear system of integro-differential equations with infinite delay. The proofs of the main results of the article are based on two new Lyapunov–Krasovskiĭ functionals. In particular cases, the results of the article are illustrated with three numerical examples, and connections to known tests are discussed. The main novelty and originality of this article are that the considered integro-differential equation and system of integro-differential equations with infinite delays are new mathematical models, the main six qualitative results given are also new.

Asymptotic Behavior of Solutions of a Complete Second-Order Integro-Differential Equation

In this paper, we study a complete second-order integro-differential operator equation in a Hilbert space. The difference-type kernel of an integral perturbation is a holomorphic semigroup bordered by unbounded operators. The asymptotic behavior of solutions of this equation is studied. Asymptotic formulas for solutions are proved in the case when the right-hand side is close to an almost periodic function. The obtained formulas are applied to the study of the problem of forced longitudinal vibrations of a viscoelastic rod with Kelvin-Voigt friction.

On a second-order integro-differential equation with difference kernels and power nonlinearity

The article studies a second-order integro-differential equation with difference kernels and power nonlinearity. A connection is established between this equation and an integral equation of the convolution type, which arises when describing the processes of liquid infiltration from a cylindrical reservoir into an isotropic homogeneous porous medium, the propagation of shock waves in pipes filled with gas and others. Since non-negative continuous solutions of this integral equation are of particular interest from an applied point of view, solutions of the corresponding integro-differential equation are sought in the cone of the space of continuously differentiable functions. Two-sided a priori estimates are obtained for any solution of the indicated integral equation, based on which the global theorem of existence and uniqueness of the solution is proved by the method of weighted metrics. It is shown that any solution of this integro-differential equation is simultaneously a solution of the integral equation and vice versa, under the additional condition on the kernel that any solution of this integral equation is a solution of this integro-differential equation. Using these results, a global theorem on the existence, uniqueness and method of finding a solution to an integrodifferential equation is proved. It is shown that this solution can be found by the method of successive approximations of the Picard type and an estimate for the rate of their convergence is established. Examples are given to illustrate the obtained results.

Unique temperature distribution and explicit efficiency formula for one-dimensional thermoelectric generators under constant Seebeck coefficients

A thermoelectric generator converts a temperature difference into electrical energy. Its energy conversion efficiency is determined by the steady-state temperature distribution inside the generator. By assuming the thermoelectric material in the generator has a temperature-independent Seebeck coefficient and the generator is one-dimensional, we show that the second-order integro-differential equation describing the inside temperature distribution has a unique solution for any given ratio of external load resistance to the internal resistance. Hence the efficiency is well defined. Furthermore, we show the efficiency has an explicit formula in terms of the temperature-dependent thermal conductivity and electrical resistivity of the thermoelectric material. On the contrary, the integro-differential equation may have multiple solutions if an external load resistance value is given instead of the external-load-to-internal resistance ratio.

Representation of Solutions of a Certain Integro-Differential Equation and Applications

In this paper, we consider a second-order integro-differential equation with unbounded operator coefficients in a Hilbert space, which is an abstract hyperbolic equation perturbed by an integral term with a difference-type kernel of a special form. This equation arises in the description of various viscoelastic systems. Using the system of generalized eigenvectors of the operator sheaf associated with the equation considered, we construct a p-basis in the orthogonal sum of Hilbert spaces. Using this basis, we find a representation of the solution of the equation. We also discuss possible applications to problems of viscoelasticity.

Collocation Approach Based on an Extended Cubic B -Spline for a Second-Order Volterra Partial Integrodifferential Equation

This paper focuses on an efficient spline-based numerical technique for numerically addressing a second-order Volterra partial integrodifferential equation. The time derivative is discretized using a finite difference scheme, while the space derivative is approximated using the extended cubic B -spline basis. The scheme is also tested for stability study to ensure that the errors do not accumulate. The convergence of the proposed scheme is also investigated. The scheme’s key benefit is that the approximate solution is produced as a smooth piecewise continuous function allowing us to approximate the solution at any location in the domain. Numerical study is performed, and the comparison of results is made to previously reported results in the literature to show the efficiency of the suggested scheme.

DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE

In this work, we study a class of consistent dynamic utilities in a incomplete financial market including jumps. First, we show that the dynamic utility is solution of a non-linear second-order stochastic partial integro-differential equation (SPIDE). Second, a complete study of the primal and the dual problems, allows us, firstly, to establish a connection between the utility-SPIDE and two SDEs satisfied by the optimal processes. Based on this connection, stochastic flow technics for SDEs and characteristic method, the SPIDE is completely solved and monotony and concavity properties of the solution are proved.

A numerical method for solving conformable fractional integrodifferential systems of second-order, two-points periodic boundary conditions

In this study, we will discuss numerical solutions of conformable fractional systems of second-order integrodifferential equations concerning couple types Volterra and Fredholm. These conformable fractional systems will be considered in the sense of periodic boundary conditions in two points. The reproducing kernel Hilbert space method is used with the help of Mathematica 11 to utilize different tabulated data and graphical results. Series representation and required theorems are utilized and proved in the constructed Hilbert spaces. Several applications of linear and nonlinear function types have been studied and solved to ensure the applicability and power of the method. From the gained results, one can note that the approach algorithm is accurate and provides numerical results in a faster time and with less effort. Several notes and highlights with the latest references are discussed and presented at the end of the article.

Glassy dynamics from generalized mode-coupling theory: existence and uniqueness of solutions for hierarchically coupled integro-differential equations

Generalized mode-coupling theory (GMCT) is a first-principles-based and systematically correctable framework to predict the complex relaxation dynamics of glass-forming materials. The formal theory amounts to a hierarchy of infinitely many coupled integro-differential equations, which may be approximated using a suitable finite-order closure relation. Although previous studies have suggested that finite-order GMCT leads to well-defined solutions, and that the hierarchy converges as the closure level increases, no rigorous and general result in this direction is known. Here we unambiguously establish the existence and uniqueness of solutions to generic, schematic GMCT hierarchies that are closed at arbitrary finite order. We consider two types of commonly invoked closure approximations, namely mean-field and exponential closures. We also distinguish explicitly between overdamped and underdamped glassy dynamics, corresponding to hierarchies of first-order and second-order integro-differential equations, respectively. We find that truncated GMCT hierarchies closed under an exponential closure conform to previously developed mathematical theories, both in the overdamped and underdamped case, such that the existence of a unique solution can be readily inferred. Self-consistent mean-field closures, however, of which the well-known standard-MCT closure approximation is a special case, warrant additional arguments for mathematical rigor. We demonstrate that the existence of a priori bounds on the solution is sufficient to also prove that unique solutions exist for such self-consistent hierarchies. To complete our analysis, we present simple arguments to show that these a priori bounds must exist, motivated by the physical interpretation of the GMCT solutions as density correlation functions. Overall, our work contributes to the theoretical justification of GMCT for studies of the glass transition, placing this hierarchical framework on a firmer mathematical footing.

On the influence of integral perturbations to the asymptotic stability of solutions of a second-order linear differential equation

Sufficient conditions for the asymptotic stability of the solutions of a second-order linear integro-differential equation of the Volterra type are established in the case where the solutions of the corresponding second-order linear differential equation may have no property under study. Thus, the influence of integral perturbations on the asymptotic stability of solutions of linear differential equations of the second order is revealed. For this purpose, the method of auxiliary kernels is developed. An illustrative example is given.

On the influence of integral perturbations to the asymptotic stability of solutions of a second-order linear differential equation

Sufficient conditions for the asymptotic stability of the solutions of a second-order linear integro-differential equation of the Volterra type are established in the case where the solutions of the corresponding second-order linear differential equation may have no property under study. Thus, the influence of integral perturbations on the asymptotic stability of solutions of linear differential equations of the second order is revealed. For this purpose, the method of auxiliary kernels is developed. An illustrative example is given.

Nonlocal Integro-Differential Equations of the Second Order with Degeneration

We study the solvability for boundary value problems to some nonlocal second-order integro–differential equations that degenerate by a selected variable. The possibility of degeneration in the equations under consideration means that the statements of the corresponding boundary value problems have to change depending on the nature of the degeneration, while the nonlocality in the equations implies that the boundary conditions will also have a nonlocal form. For the problems under study, the paper provides conditions that ensure their well-posedness.

Exponential spline for the numerical solutions of linear Fredholm integro-differential equations

In this paper, we introduce a new scheme based on the exponential spline function for solving linear second-order Fredholm integro-differential equations. Our approach consists of reducing the problem to a set of linear equations. We prove the convergence analysis of the method applied to the solution of integro-differential equations. The method is described and illustrated with numerical examples. The results reveal that the method is accurate and easy to apply. Moreover, results are compared with the method in (J. Comput. Appl. Math. 290:633–640, 2015).