Nonlinear Volterra Type Integral Equations Research Articles

On existence of extremal integrable solutions and integral inequalities for nonlinear Volterra type integral equations

We prove the existence of maximal and minimal integrable solutions of nonlinear Volterra type integral equations. Two basic integral inequalities are obtained in the form of extremal integrable solutions which are further exploited for proving the boundedness and uniqueness of the integrable solutions of the considered integral equation.

Multivalued nonlinear dominated mappings on a closed ball and associated numerical illustrations with applications to nonlinear integral and fractional operators

In the context of complete strong b-metric-like spaces, we prove new multi-fixed point solutions for the pair of multivalued, dominated operators that fulfill the generalized nonlinear contractions on a closed ball. We employ a mix of two different types of mappings in our approach: one is a class of multi-dominated mappings, while the other is a weaker class of strictly increasing mappings. Additionally, some new fixed-point results concerning the multi-graph-dominated structure in graph contraction are presented. To validate the hypothesis of acquired results, a few sample cases are presented. A numerical experiment has been carried out to approximate the fixed point. In addition, to demonstrate the originality of our findings, we proposed simple and efficient solutions to the system of fractional differential equations and nonlinear Volterra-type integral equations.

Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes

We study the barrier that gives the optimal time to exercise an American option written on a time-dependent Ornstein–Uhlenbeck process, a diffusion often adopted by practitioners to model commodity prices and interest rates. By framing the optimal exercise of the American option as a problem of optimal stopping and relying on probabilistic arguments, we provide a non-linear Volterra-type integral equation characterizing the exercise boundary, develop a novel comparison argument to derive upper and lower bounds for such a boundary, and prove its Lipschitz continuity in any closed interval that excludes the expiration date and, thus, its differentiability almost everywhere. We implement a Picard iteration algorithm to solve the Volterra integral equation and show illustrative examples that shed light on the boundary's dependence on the process's drift and volatility.

On Cauchy-type problems with weighted R-L fractional derivatives of a function with respect to another function and comparison theorems

<abstract><p>The main aim of this paper is to study the Cauchy problem for nonlinear differential equations of fractional order containing the weighted Riemann-Liouville fractional derivative of a function with respect to another function. The equivalence of this problem and a nonlinear Volterra-type integral equation of the second kind have been presented. In addition, the existence and uniqueness of the solution to the considered Cauchy problem are proved using Banach's fixed point theorem and the method of successive approximations. Finally, we obtain a new estimate of the weighted Riemann-Liouville fractional derivative of a function with respect to functions at their extreme points. With the assistance of the estimate obtained, we develop the comparison theorems of fractional differential inequalities, strict as well as nonstrict, involving weighted Riemann-Liouville differential operators of a function with respect to functions of order $ \delta $, $ 0 < \delta < 1 $.</p></abstract>

Existence results for the families of multi-mappings with applications to integral and functional equations

The aim of this manuscript is to prove some new fixed-point results for the two families of multivalued dominated-contractive maps defined on a closed ball in a complete multiplicative-metric space. The fixed-point theorems for multigraph-dominated maps are established. We also investigate the existence of fixed points of the two families of graphic contractions in a multiplicative-metric space. For illustration, an example is provided to clarify that the hypothesis of the obtained result is valid. Moreover, the applications of the obtained results to show the existence of solutions to the coupled systems of nonlinear Volterra-type integral equations and mappingal equations are presented as a confirmation of the novelty of our results.

Orbital b-metric spaces and related fixed point results on advanced Nashine–Wardowski–Feng–Liu type contractions with applications

In this article, we prove some novel fixed-point results for a pair of multivalued dominated mappings obeying a new generalized Nashine–Wardowski–Feng–Liu-type contraction for orbitally lower semi-continuous functions in a complete orbital b-metric space. Furthermore, some new fixed-point theorems for dominated multivalued mappings are established in the scenario of ordered complete orbital b-metric spaces. Some examples are offered to demonstrate the validity of our new results’ premise. To demonstrate the applicability of our findings, applications for a system of nonlinear Volterra-type integral equations and fractional differential equations are shown. These results extend the theoretical results of Nashine et al. (Nonlinear Anal., Model. Control 26(3):522–533, 2021).

Some weakly singular Volterra integral inequalities with maxima in two variables

In this paper, we establish some new weakly singular Volterra type integral inequalities that include the maxima of the unknown function of two variables. We also use the results to research the boundedness of solutions to retarded nonlinear Volterra type integral equations.

Existence of Common Fixed Points of Generalized ∆-Implicit Locally Contractive Mappings on Closed Ball in Multiplicative G-Metric Spaces with Applications

In this paper, we introduce a generalized Δ-implicit locally contractive condition and give some examples to support it and show its significance in fixed point theory. We prove that the mappings satisfying the generalized Δ-implicit locally contractive condition admit a common fixed point, where the ordered multiplicative GM-metric space is chosen as the underlying space. The obtained fixed point theorems generalize many earlier fixed point theorems on implicit locally contractive mappings. In addition, some nontrivial and interesting examples are provided to support our findings. To demonstrate the originality of our new main result, we apply it to show the existence of solutions to a system of nonlinear—Volterra type—integral equations.

A novel study for hybrid pair of multivalued dominated mappings in b-multiplicative metric space with applications

The aim of this paper is to prove some new fixed point results for a pair of multivalued dominated locally contractive mappings in b-multiplicative metric space. Further, fixed point theorems for multigraph-dominated mappings are also established. Some new fixed point results on a closed ball are obtained for a pair of multigraph-dominated mappings endowed with graphic structure in b-multiplicative metric space. An illustrative example is given to show the validity of the hypothesis of our obtained result. Moreover, applications for a coupled system of nonlinear Volterra-type integral equations and functional equations in dynamic programming are presented to show the novelty of our results.

On a pair of fuzzy mappings in modular-like metric spaces with applications

The aim of this work is to establish results in fixed point theory for a pair of fuzzy dominated mappings which forms a rational fuzzy dominated V-contraction in modular-like metric spaces. Some results via a partial order and using the graph concept are also developed. We apply our results to ensure the existence of a solution of nonlinear Volterra-type integral equations.

On the Existence and Uniqueness of the Solution to the Cauchy Problem for a System of Integral Equations Describing the Motion of a Rarefied Mass of a Self-Gravitating Gas

The Cauchy problem for a system of nonlinear Volterra-type integral equations that describes, in Lagrangian coordinates, the motion of a finite mass of a rarefied self-gravitating gas bounded by a free surface is studied. A theorem of the existence and uniqueness of a solution to the problem in the space of infinitely differentiable functions is proved. The solution is constructed in the form of a series with recursively calculated coefficients. The local convergence of the series is proved using the method of successive approximations.

General 2 × 2 system of nonlinear integral equations and its approximate solution

In this note, we consider a general 2 × 2 system of nonlinear Volterra type integral equations. The modified Newton method (modified NM) is used to reduce the nonlinear problems into 2 × 2 linear system of algebraic integral equations of Volterra type. The latter equation is solved by discretization method. Nystrom method with Gauss–Legendre quadrature is applied for the kernel integrals and Newton forwarded interpolation formula is used for finding values of unknown functions at the selected node points. Existence and uniqueness solution of the problems are proved and accuracy of the quadrature formula together with convergence of the proposed method are obtained. Finally, numerical examples are provided to show the validity and efficiency of the method presented. Numerical results reveal that the proposed methods is efficient and accurate. Comparisons with other methods for the same problem are also presented.

Existence and uniqueness of solutions to fractional differential equations in the frame of generalized Caputo fractional derivatives

The generalized Caputo fractional derivative is a name attributed to the Caputo version of the generalized fractional derivative introduced in Jarad et al. (J. Nonlinear Sci. Appl. 10:2607–2619, 2017). Depending on the value of ρ in the limiting case, the generality of the derivative is that it gives birth to two different fractional derivatives. However, the existence and uniqueness of solutions to fractional differential equations with generalized Caputo fractional derivatives have not been proven. In this paper, Cauchy problems for differential equations with the above derivative in the space of continuously differentiable functions are studied. Nonlinear Volterra type integral equations of the second kind corresponding to the Cauchy problem are presented. Using Banach fixed point theorem, the existence and uniqueness of solution to the considered Cauchy problem is proven based on the results obtained.

Mathematical analysis of a power-law form time dependent vector-borne disease transmission model

In the last few years, fractional order derivatives have been used in epidemiology to capture the memory phenomena. However, these models do not have proper biological justification in most of the cases and lack a derivation from a stochastic process. In this present manuscript, using theory of a stochastic process, we derived a general time dependent single strain vector borne disease model. It is shown that under certain choice of time dependent transmission kernel this model can be converted into the classical integer order system. When the time-dependent transmission follows a power law form, we showed that the model converted into a vector borne disease model with fractional order transmission. We explicitly derived the disease-free and endemic equilibrium of this new fractional order vector borne disease model. Using mathematical properties of nonlinear Volterra type integral equation it is shown that the unique disease-free state is globally asymptotically stable under certain condition. We define a threshold quantity which is epidemiologically known as the basic reproduction number (R0). It is shown that if R0 > 1, then the derived fractional order model has a unique endemic equilibrium. We analytically derived the condition for the local stability of the endemic equilibrium. To test the model capability to capture real epidemic, we calibrated our newly proposed model to weekly dengue incidence data of San Juan, Puerto Rico for the time period 30th April 1994 to 23rd April 1995. We estimated several parameters, including the order of the fractional derivative of the proposed model using aforesaid data. It is shown that our proposed fractional order model can nicely capture real epidemic.

Necessary conditions for a weak minimum in a general optimal control problem with integral equations on a variable time interval

We study an optimal control problem with a nonlinear Volterra-type integral equation considered on a nonfixed time interval, subject to endpoint constraints of equality and inequality type, mixed state-control constraints of inequality and equality type, and pure state constraints of inequality type. The main assumption is the linear–positive independence of the gradients of active mixed constraints with respect to the control. We obtain first-order necessary optimality conditions for an extended weak minimum, the notion of which is a natural generalization of the notion of weak minimum with account of variations of the time. The conditions obtained generalize the corresponding ones for problems with ordinary differential equations.

Fixed point theorems and the Krein-S̆mulian property in locally convex spaces

AbstractThe aim of this paper is to establish some new fixed point theorems for the superposition operators in locally convex spaces which satisfy the Krein-S̆mulian property. We employ a family of measures of noncompactness in conjunction with the Schauder-Tychonoff fixed point theorem. As an application, the existence of solutions to a quite general nonlinear Volterra type integral equation is considered in locally integrable spaces.

On an integral equation under Henstock–Kurzweil–Pettis integrability

In this paper, we investigate the set of solutions for nonlinear Volterra type integral equations in Banach spaces in the weak sense and under Henstock–Kurzweil–Pettis integrability. Moreover, a fixed point result is presented for weakly sequentially continuous mappings defined on the function space C(K, X), where K is compact Hausdorff and X is a Banach space. The main condition is expressed in terms of axiomatic measure of weak noncompactness.

Обратная задача для нелинейного интегро-дифференциального уравнения Фредгольма четвертого порядка с вырожденным ядром

Рассмотрены вопросы об однозначной разрешимости обратной задачи для одного нелинейного интегро-дифференциального уравнения типа Фредгольма в частных производных четвертого порядка с вырожденным ядром. Развит метод вырожденного ядра для случая обратной задачи для рассматриваемого интегро-дифференциального уравнения типа Фредгольма в частных производных четвертого порядка. С помощью обозначения интегро-дифференциальное уравнение типа Фредгольма сведено к системе интегральных уравнений. Система интегральных уравнений путем дифференцирования сведена к системе дифференциальных уравнений. При выполнении определенного условия система дифференциальных уравнений заменена системой алгебраических уравнений. При регулярных значениях спектрального параметра решена система алгебраических уравнений методом Крамера. Используя дополнительное условие, относительно основной неизвестной функции получено нелинейное интегральное уравнение типа Вольтерра второго рода, и относительно функции восстановления получено специальное интегральное уравнение типа Вольтерра первого рода. Применен метод последовательных приближений в сочетании с методом сжимающих отображений. Далее определяется функция восстановления. Данная работа является дальнейшим развитием теории интегро-дифференциальных уравнений типа Фредгольма с вырожденным ядром.

Application of fixed point theorem of convex-power operators to nonlinear Volterra type integral equations

Application of fixed point theorem of convex-power operators to nonlinear Volterra type integral equations

A Novel Analytical Implementation of Nonlinear Volterra Integral Equations

This article aims at preferring a new and viable algorithm, specifically a two-step homotopy perturbation transform algorithm (TSHPTA). This novel technique is a feasible way in finding exact solutions with a small amount of calculations. As a simple but typical example, it demonstrates the strength and the great potential of the two-step homotopy perturbation transform method to solve nonlinear Volterra-type integral equations efficiently. The results reveal that the proposed scheme is suitable for the nonlinear Volterra equations.