Linear Partial Integro-differential Equations Research Articles

Conformable Triple Sumudu Transform with Applications

One of the important topics in applied mathematics is the topic of integral transformations, due to their importance in electrical engineering applications, including communications in particular, and other sciences. In this work, one of the most important transformations in its three dimensions was presented, which is the triple Sumudu transform, including solving some real-life applications of physics, some of which have not been solved using such an integral transform before. In this work, we extend the Sumudu transform formula to the conformable fractional order, as well as other interesting and significant rules. The general analytical solution of a singular and nonlinear conformable fractional differential equation based on the conformable fractional Sumudu transform is also presented in this paper. The general solutions of several linear and nonhomogeneous conformable fractional differential equations can be obtained using the method we’ve proposed. As a result, our results reveal that our proposed method is an efficient one that can be used for solving all conformable fractional differential equations. The relationship between the Sumudu integral transform and other important and recently proposed integral transforms are also discussed. Finally, the triple Sumudu transform is used to solve boundary value problems, such as the heat equation with boundary values. The triple Sumudu integral transform is also used to solve linear partial integro-differential equations. The transform capability to handle such equations has been proven via its utilization in three applications.

Application of Adomian Decomposition Method for Solving Helmholtz Equation

The Adomian decomposition method (ADM) is effective for solving linear and nonlinear ordinary and partial differential equations, integral equations, algebraic equations and integro-differential equations and it leads to an analytical solution in the form of an infinite power series. We will solve the Helmholtz equation in two dimensional by the Adomian decomposition method.
 Key words: Application of Adomian Decomposition Method, Helmholtz Equation, Adomian Decomposition Method. 

Solving Partial Integro-Differential Equations via Double Formable Transform

In this study, we present a new double integral transform called the double formable transform. Several properties and theorems related to existing conditions, partial derivatives, the double convolution theorem, and others are presented. Additionally, we use a convolution kernel to solve linear partial integro-differential equations (PIDE) by using the double formable transform. By solving numerous cases, the double formable transform’s ability to turn the PIDE into an algebraic equation that is simple to solve is demonstrated.

Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance and Finance

In this paper we study deep neural network algorithms for solving linear and semilinear parabolic partial integro-differential equations with boundary conditions in high dimension. Our method can be considered as an extension of the deep splitting method for PDEs to equations with non-local terms. To show the viability of our approach, we discuss several case studies from insurance and finance.

Deep ReLU neural networks overcome the curse of dimensionality for partial integrodifferential equations

Deep neural networks (DNNs) with ReLU activation function are proved to be able to express viscosity solutions of linear partial integrodifferential equations (PIDEs) on state spaces of possibly high dimension d. Admissible PIDEs comprise Kolmogorov equations for high-dimensional diffusion, advection, and for pure jump Lévy processes. We prove for such PIDEs arising from a class of jump-diffusions on [Formula: see text], that for any suitable measure [Formula: see text] on [Formula: see text], there exist constants [Formula: see text] such that for every [Formula: see text] and for every [Formula: see text] the DNN [Formula: see text]-expression error of viscosity solutions of the PIDE is of size [Formula: see text] with DNN size bounded by [Formula: see text]. In particular, the constant [Formula: see text] is independent of [Formula: see text] and of [Formula: see text] and depends only on the coefficients in the PIDE and the measure used to quantify the error. This establishes that ReLU DNNs can break the curse of dimensionality (CoD for short) for viscosity solutions of linear, possibly degenerate PIDEs corresponding to suitable Markovian jump-diffusion processes. As a consequence of the employed techniques, we also obtain that expectations of a large class of path-dependent functionals of the underlying jump-diffusion processes can be expressed without the CoD.

Output regulation for a first-order hyperbolic PIDE with state and sensor delays

Considering disturbances within domain and at the boundary, a backstepping-based output boundary regulator design is developed for a class of first-order linear hyperbolic partial integro-differential equation (PIDE) in the presence of state and sensor delays. The delays are represented by two transport PDEs, which results in an extended spatial domain where the hyperbolic PIDE, transport PDEs and ordinary differential equation (ODE) are in cascade. The ODE is a finite-dimensional signal model describing exogenous signals. First, a state feedback regulator is realized to achieve a finite time stability by applying an affine Volterra integral transformation. Then, an output regulator is developed on the basis of the nominal plant transfer behavior, which results in an exponential stability. Numerical examples illustrate the performance of the proposed regulators.

Analytical Solution of Partial Integro Differential Equations Using Laplace Differential Transform Method and Comparison with DLT and DET

Partial Integro Differential Equations (PIDEs) occur naturally in various fields of science and technology. The main purpose of this paper is to study how to solve linear partial integro differential equations with convolution kernel by using the Laplace-Differential Transform Method (LDTM). This method is a simple and reliable technique for solving such equations. The efficiency and reliability of this method is also illustrated with some examples. The result obtained by this method is compared with the result obtained by Double Laplace Transform and Double Elzaki Transform method.

Distributed control of linear partial integro-differential equations based on the input-output linearisation approach

In this paper, the input-output linearisation control approach is extended to distributed parameter systems whose dynamical behaviour is described by a partial integro-differential equation. The design of the infinite dimensional state feedback controller is achieved using the late lumping approach, i.e., using the partial integro-differential equation model without any prior reduction or approximation. Thus, based on the notion of the characteristic index as a generalisation of the relative degree, a distributed state feedback controller is designed by evaluating the successive time derivatives of the controlled output. The designed controller yields in closed loop a first order lumped parameter system where the time constant is a design parameter that fixes the desired dynamical behaviour. The stability of the closed loop system is investigated, based on semi-group theory, by employing the perturbation theorem of the bounded linear operators, and the sufficient condition for exponential stability in L2-norm is derived. This condition yields the upper bound for the design parameter, i.e., the time constant. Both output tracking and stabilisation capabilities of the developed state feedback are demonstrated through numerical simulation by considering three application examples: Volterra, Fredholm and Fredholm-Volterra PIDEs. The effectiveness of the developed controller is shown by simulation.

Distributed control of linear partial integro-differential equations based on the input-output linearization approach

Distributed control of linear partial integro-differential equations based on the input-output linearization approach

Multidimensional Linear and Nonlinear Partial Integro-Differential Equation in Bessel Potential Spaces with Applications in Option Pricing

The purpose of this paper is to analyze solutions of a non-local nonlinear partial integro-differential equation (PIDE) in multidimensional spaces. Such class of PIDE often arises in financial modeling. We employ the theory of abstract semilinear parabolic equations in order to prove existence and uniqueness of solutions in the scale of Bessel potential spaces. We consider a wide class of Lévy measures satisfying suitable growth conditions near the origin and infinity. The novelty of the paper is the generalization of already known results in the one space dimension to the multidimensional case. We consider Black–Scholes models for option pricing on underlying assets following a Lévy stochastic process with jumps. As an application to option pricing in the one-dimensional space, we consider a general shift function arising from a nonlinear option pricing model taking into account a large trader stock-trading strategy. We prove existence and uniqueness of a solution to the nonlinear PIDE in which the shift function may depend on a prescribed large investor stock-trading strategy function.

A compatible Hermite–Taylor matrix-collocation technique with convergence test for second-order partial integro-differential equations containing two independent variables with functional bounds

The aim of this study is to offer a compatible numerical technique to solve second-order linear partial integro-differential equations with variable (functional) bounds, including two independent variables, under the initial and/or boundary conditions by using hybrid Hermite and Taylor series. The method converts the presented integro-differential equation to a matrix equation including the unknown Hermite coefficients. Solving this matrix equation and applying the collocation method, the approximate solution of the problem is obtained in terms of the Hermite polynomials. Also, by means of an error estimation and convergence test related to residual functions, some examples to illustrate the accuracy and efficiency of the method are fulfilled; the obtained results are scrutinized and interpreted. All numerical computations have been performed on the computer programs.

About Exact Solution of Some Non Linear Partial Integro-differential Equations

Data on solving of nonlinear integro-differential equations using Laplace-SBA method are scarce. The objective of this paper is to determine exact solution of nonlinear 2 dimensionnal Voltera-Fredholm differential equation by this method. First, SBA method and Laplace SBA method are described. Second, three nonlinear Voolterra-Fredholm integro-differential equations are solved using each method. Application of each method give an exact solution. However, application of Laplace-SBA method permits for solve integro-differential equation compared with SBA method. This proves that this last method can be fruitfully applied in the resolution of integro-differential equations.

Lerch matrix collocation method for 2D and 3D Volterra type integral and second order partial integro differential equations together with an alternative error analysis and convergence criterion based on residual functions

In this study, second order linear Volterra partial integro-differential equation with two- and three-dimensional are solved by collocation method based on Lerch polynomials. This method is composed of the operational matrix and collocation methods, which are based upon the matrix forms of the Lerch polynomials with the parameter $\lambda$ and Taylor polynomials, and their derivatives and integrals. The approximate solutions of the mentioned equations are investigated in terms of the Lerch polynomials the different values of $\lambda$. Also, to verify the accuracy and efficiency of the present method, an alternative convergence criterion along with error analysis depending on residual function is enhanced. Moreover, the obtained numerical results are compared with other methods and scrutinized by using tables and figures.

Well-Posedness and Spectral Analysis of Integrodifferential Equations of Hereditary Mechanics

The well-posedness of initial value problems for abstract integrodifferential equations with unbounded operator coefficients in Hilbert spaces is studied, and spectral analysis of the operator functions that are the symbols of these equations is performed. The equations under consideration are an abstract form of linear partial integrodifferential equations arising in viscoelasticity theory, which have a number of other important applications. Results concerning the well-posedness of these integrodifferential equations in weighted Sobolev spaces of vector functions defined on the positive half-line with values in a Hilbert space are obtained. The localization and structure of the spectrum of the operator functions that are the symbols of these equations are established.

Solving Partial Integro-Differential Equations with Weakly Singular Kernel

Equations with a combination of integrals and derivatives are known as integro-differential equations. They are a combination of science and engineering. Many models are implemented with the help of integro-differential equations. Various techniques are available to solve integro-differential equations. In the present study, the Radial Basis Function and Adomain Decomposition Method-based numerical algorithms are used to solve a linear partial integro-differential equation with weakly singular kernel, which arises from viscoelasticity. In the discretization process, singular integrals were compared with the product trapezoidal method. Implementation of various radial basis functions was carried out. The proposed system was found to be useful and to provide reproducible results.

Robust Output Regulation by State Feedback Control for Coupled Linear Parabolic PIDEs

This paper is concerned with the backstepping design of state feedback regulators that achieve robust output regulation for coupled linear parabolic partial integro-differential equations (PIDEs) with spatially varying coefficients. This problem is solved for a general setup, where polynomial and trigonometric reference inputs and disturbances are taken into account by employing a nondiagonalizable signal model. The regulator design is based on the internal model principle, which amounts to stabilize an ODE–PDE cascade, which consists of a finite-dimensional internal model driven by coupled parabolic PIDEs. For this, a systematic backstepping approach is developed and it is shown that the stabilizability depends on the plant transfer behavior. A simple proof of robust output regulation is given, which does not rely on solving the extended regulator equations. The results of the paper are illustrated by means of an unstable parabolic system described by three coupled parabolic PIDEs with two outputs. The robustness of the proposed state feedback regulator is verified by comparing it with a nonrobust feedforward regulator.

Correct Solvability and Representation of Solutions of Volterra Integrodifferential Equations with Fractional Exponential Kernels

For abstract integrodifferential equations with unbounded operator coefficients in a Hilbert space, the correct solvability of initial value problems is studied and the spectral analysis of operator functions being symbols of these equations is performed. This makes it possible to represent strong solutions of the equations under consideration as series in exponentials corresponding to spectral points of the operator functions. The equations in question are abstract forms of linear partial integrodifferential equations arising in the theory of viscoelasticity and in a number of other important applications.

Spectral Analysis of Integrodifferential Equations in Hilbert Spaces

We investigate the well-posedness of initial-value problems for abstract integrodifferential equations with unbounded operator coefficients in a Hilbert space and provide the spectral analysis of operator-functions describing symbols of such equations. These equations are an abstract form of linear partial integrodifferential equations arising in the viscoelasticity theory and other important applications. We establish the localization and the spectrum structure of operator-functions describing symbols of these equations.

Backstepping Control of Coupled Linear Parabolic PIDEs With Spatially Varying Coefficients

This paper considers the backstepping design of state feedback controllers for coupled linear parabolic partial integro-differential equations (PIDEs) of Volterra-type with distinct diffusion coefficients, spatially varying parameters and mixed boundary conditions. The corresponding target system is a cascade of parabolic PDEs with local couplings allowing a direct specification of the closed-loop stability margin. The determination of the state feedback controller leads to kernel equations, which are a system of coupled linear second-order hyperbolic PIDEs with spatially varying coefficients and rather unusual boundary conditions. By extending the method of successive approximations for the scalar case to the considered system class, the well-posedness of these kernel equations is verified by providing a constructive solution procedure. This results in a systematic method for the backstepping control of coupled parabolic PIDEs as well as PDEs. The applicability of the new backstepping design method is confirmed by the stabilization of two coupled parabolic PIDEs with Dirichlet/Robin unactuated boundaries and a coupled Neumann actuation.

Two Dimensional Wavelets Collocation Scheme for Linear and Nonlinear Volterra Weakly Singular Partial Integro-Differential Equations

In this article, we have study a 2D Legendre and Chebyshev wavelets collocation scheme for solving a class of linear and nonlinear weakly singular Volterra partial integro-differential equations (PIDEs). The scheme is based on wavelets collocation for PIDEs with uniquely designed matrices over the Hilbert space defined on the domain $$\left( [0, 1]\times [0, 1]\right) $$ . Using piecewise approximation associated with 2D Legendre wavelet, 2D Chebyshev wavelet and its operational matrices, the considered PIDEs will be reduced into the corresponding system of linear and nonlinear algebraic equations. The corresponding linear and nonlinear system of equations solved by collocation scheme and well-known Newton–Raphson scheme at collocation points respectively. In addition, the convergence and error analysis of the numerical scheme is provided under several mild conditions. The numerical results are correlated with the exact solutions and the execution of the proposed scheme is determined by estimating the maximum absolute errors, $$l_{2}\hbox {-}norm$$ errors and $$l_{\infty }\hbox {-}norm$$ errors. The numerical result shows that the scheme is simply applicable, efficient, powerful and very precisely at small number of basis function. The main important applications of the proposed wavelets collocation scheme is that it can be applied on linear as well as nonlinear problems and can be applied on higher order partial differential equations too.