Partial Integro-differential Equations Research Articles

On the Controllability of Coupled Nonlocal Partial Integrodifferential Equations Using Fractional Power Operators

In this research paper, we investigate the controllability in the α-norm of a coupled system of integrodifferential equations with state-dependent nonlocal conditions in generalized Banach spaces. We establish sufficient conditions for the system’s controllability using resolvent operator theory introduced by Grimmer, fractional power operators, and fixed-point theorems associated with generalized measures of noncompactness for condensing operators in vector Banach spaces. Finally, we present an application example to validate the proposed methodology in this research.

Optimal stopping of conditional McKean–Vlasov jump diffusions

The purpose of this paper is to study the optimal stopping problem of conditional McKean–Vlasov (mean-field) stochastic differential equations with jumps (conditional McKean–Vlasov jump diffusions, for short). We obtain sufficient variational inequalities for a function to be the value function of such a problem and for a stopping time to be optimal.The key is that we combine the conditional McKean–Vlasov equation with the associated stochastic Fokker–Planck partial integro-differential equation for the conditional law of the state. This leads to a Markovian system which can be handled by using a version of a Dynkin formula.Our verification result is illustrated by finding the optimal time to sell in a market with common noise and jumps.

The chemostat reactor: A stability analysis and model predictive control

This contribution develops the model predictive control for an unstable chemostat reactor. Initially, we analyze the system’s model — a nonlinear first-order hyperbolic partial integro-differential equation (PIDE) — and carry the model linearization around an unstable operating condition. Employing the structure-preserving Cayley–Tustin transformation, we obtain a discrete-time model representation of the continuous model. Subsequently, we solve the operator Ricatti equations in the discrete-time setting to derive a full state feedback controller that stabilizes the closed-loop and design a Luenberger observer for state reconstruction given the system output measures. Finally, we formulate a dual-mode MPC ensuring constraint satisfaction and optimality, integrating the gain-based unconstrained full-state feedback optimal control obtained from the Ricatti equation. This dual-mode strategy describes an optimization problem where the predictive controller acts only if constraints become active within the control horizon. Simulation studies validate the controller performance, where the MPC only takes action if the constraints are predicted to be active within the control horizon while also guaranteeing closed-loop stabilization under only output feedback. This type of controller can be easily implemented with other control strategies and significantly decreases the computational costs of solving the optimal control problems when compared to other MPC approaches.

Solving direct and inverse problems for Fredholm-type integro-differential equations with application to pollution diffusion modeling

We analyze a particular Fredholm-type partial integro-differential equation. We study the direct problem and prove existence and uniqueness of the solution via a fixed-point argument for generalized contractive maps. This approach also allows us to formulate a collage-type result that can be used to solve inverse problems. We provide numerical examples and we also show how these equations can be used to model pollution diffusion of heavy pollutants and non-volatile substances such as heavy metals, chemical spills, radioactive isotopes, and others.

Uniqueness and Hyers–Ulam’s stability for a fractional nonlinear partial integro-differential equation with variable coefficients and a mixed boundary condition

Abstract Introducing a pair-parameter matrix Mittag–Leffler function, we study the uniqueness and Hyers–Ulam stability to a new fractional nonlinear partial integro-differential equation with variable coefficients and a mixed boundary condition using Banach’s contractive principle as well as Babenko’s approach in a Banach space. These investigations have serious applications since uniqueness and stability analysis are essential topics in various research fields. The techniques used also work for different types of differential equations with initial or boundary conditions, as well as integral equations. Moreover, we present a Python code to compute approximate values of our newly established pair-parameter matrix Mittag–Leffler functions, which extend the multivariate Mittag–Leffler function. A few examples are given to show applications of the key results obtained.

An algorithmic exploration of variable order fractional partial integro-differential equations via hexic shifted Chebyshev polynomials

An algorithmic exploration of variable order fractional partial integro-differential equations via hexic shifted Chebyshev polynomials

Real option pricing under the regime-switching model with jumps on a finite time horizon

We consider an irreversible investment decision problem on a finite time horizon where an instantaneous cash flow process of a firm follows a regime-switching jump-diffusion (RSJD) model. The value of a project can be derived from a partial integro-differential equation (PIDE) and then we obtain a closed-form solution of the PIDE. It is proved that the value of the project converges to the solution on an infinite time horizon problem as the lifetime of the project tends to infinity. Moreover, the value function of a real option with a finite expiration date can be evaluated by solving a linear complementarity problem (LCP) under the RSJD model. We apply a 2-step backward differentiation formula (BDF2 method) combined with an operator splitting method to solve the LCP and then it has the second-order convergence rate in the discrete ℓ2-norm with respect to the time and spatial variables. The stability of the proposed method to solve the LCP is also proved in the discrete ℓ2-norm. Finally, a variety of numerical experiments are carried out to determine the optimal investment time and the numerical results on the finite time horizon are analyzed.

Option pricing in the illiquid markets under the mixed fractional Brownian motion model

This paper deals with the option pricing in the illiquid markets under the mixed fractional geometric Brownian motion model with jump process. We propose a general long memory financial model, where its featuring parameters are related to demand and supply by showing also the existence of some restrictions on them. Moreover, by using the delta Hedging strategy and replicating portfolio, we obtain an integro partial differential equation (PIDE) for the option price which is solved by the spectral numerical method with suitable diagonal functions and an infinite series. In particular, by using some operational matrices and Gauss–Hermite quadrature rule, we derive a linear system of algebraic equations solved by a standard collocation method. Moreover, we study the existence and uniqueness of the solution of PIDE and prove the convergence of the numerical scheme. The applicability and efficiency of the collocation method are shown on some nontrivial numerical examples.

Application of conserved quantities using the formal Lagrangian of a nonlinear integro partial differential equation through optimal system of one-dimensional subalgebras in physics and engineering

Abstract This research article analytically investigates a soliton equation of high dimensions, particularly with applications, and precisely in the fields of physical sciences and engineering. The soliton equation of high dimensions, particularly with applications, and precisely in the fields of physical sciences along with engineering, is examined with a view to securing various pertinent results of interest. For the first time, the conserved currents of an integrodifferential equation (especially those of higher dimensions) are calculated using a detailed optimal system of one-dimensional subalgebras. Infinitesimal generators of diverse structures ascribed to Lie point symmetries of the understudy model are first calculated via Lie group analysis technique. Additionally, we construct various commutations along Lie-adjoint representation tables connected to the nine-dimensional Lie algebra achieved. Further to that, detailed and comprehensive computation of the optimal system of one-dimensional subalgebras linked to the algebra is also unveiled for the under-investigated model. This, in consequence, engenders the calculation of abundant conserved currents for the soliton equation through Ibragimov’s conserved vector theorem by utilizing its formal Lagrangian. Later, the applications of our results are highlighted.

A time two-grid algorithm for two-dimensional nonlinear time-fractional partial integro-differential equations

In this paper, a temporal second order two-grid difference scheme is proposed for the two-dimensional nonlinear time-fractional partial integro-differential equations with a weakly singular kernel. The first-order backward difference and L1 formula are used in the temporal direction to estimate the first level of time, the L2−1σ formula and L1-type formula are used in the temporal direction for later time steps, and the central difference formula is used in the spatial directions. To improve the computational efficiency of nonlinear system, an efficient time two-grid algorithm is proposed. This algorithm firstly solves a nonlinear system on the coarse grid, and then the Lagrangian linear interpolation is applied on the coarse grid to estimate the function values on the fine grid. The stability and convergence of the two-grid difference scheme are analyzed by the energy method. The convergence order of the two-grid difference scheme is O(τF2+τC4+hx2+hy2), where τF and τC are the time step sizes of fine grid and coarse grid respectively, while hx and hy are the space step sizes. Numerical experiments show that the accuracy of the theoretical analysis and the efficiency of the two-grid algorithm.

Existence and Stability Results for Time-Dependent Impulsive Neutral Stochastic Partial Integrodifferential Equations with Rosenblatt Process and Poisson Jumps

Abstract In this paper, we discuss the existence, uniqueness and stability of mild solutions of time-dependent impulsive neutral stochastic partial integrodifferential equations with the Rosenblatt process and Poisson jumps. The existence of mild solutions for the equations is discussed by means of the semigroup theory and theory of the resolvent operator. Next, under some sufficient conditions, the results are obtained by using the method of successive approximation and Bihari’s inequality. Finally, an example is provided to illustrate our results.

Dynamic Analysis of the M/G/1 Stochastic Clearing Queueing Model in a Three-Phase Environment

In this paper, we consider the M/G/1 stochastic clearing queueing model in a three-phase environment, which is described by integro-partial differential equations (IPDEs). Our first result is semigroup well-posedness for the dynamic system. Utilizing a C0—semigroup theory, we prove that the system has a unique positive time-dependent solution (TDS) that satisfies the probability condition. As our second result, we prove that the TDS of the system strongly converges to its steady-state solution (SSS) if the service rates of the servers are constants. For this asymptotic behavior, we analyze the spectrum of the system operator associated with the system. Additionally, the stability of the semigroup generated by the system operator is also discussed.

Analysis of Some Semi-analytical Methods for the Solutions of a Class of Time Fractional Partial Integro-differential Equations

Analysis of Some Semi-analytical Methods for the Solutions of a Class of Time Fractional Partial Integro-differential Equations

A generalized Chebyshev operational method for Volterra integro-partial differential equations with weakly singular kernels

Volterra integro-partial differential equations with weakly singular kernels (VIPDEWSK) are utilized to model diverse physical phenomena. A matrix collocation method is proposed for determining the approximate solution of this functional equation category. The method employs shifted Chebyshev polynomials of the fifth kind (SCPFK) to construct two-dimensional pseudo-operational matrices of integration, avoiding the need for explicit integration and thereby speeding up computations. Error bounds are examined in a Chebyshev-weighted space, providing insights into approximation accuracy. The approach is applied to several experimental examples, and the results are compared with those obtained using the Bernoulli wavelets and Legendre wavelets methods.

Controllability result in α-norm for some impulsive partial functional integrodifferential equation with infinite delay in Banach spaces

Abstract The purpose of this paper is to study the controllability in the α-norm for some impulsive partial functional integrodifferential equation with infinite delay in Banach space. To do this, we give sufficient conditions ensuring the controllability by assuming that the undelayed part admits a resolvent operator in the sense of Grimmer and that the delayed part is continuous with respect to the fractional power of the generator. The results are obtained by using the Schauder fixed-point theorem.

LADM procedure to find the analytical solutions of the nonlinear fractional dynamics of partial integro-differential equations

Abstract Generally, fractional partial integro-differential equations (FPIDEs) play a vital role in modeling various complex phenomena. Because of the several applications of FPIDEs in applied sciences, mathematicians have taken a keen interest in developing and utilizing the various techniques for its solutions. In this context, the exact and analytical solutions are not very easy to investigate the solution of FPIDEs. In this article, a novel analytical approach that is known as the Laplace adomian decomposition method is implemented to calculate the solutions of FPIDEs. We obtain the approximate solution of the nonlinear FPIDEs. The results are discussed using graphs and tables. The graphs and tables have shown the greater accuracy of the suggested method compared to the extended cubic-B splice method. The accuracy of the suggested method is higher at all fractional orders of the derivatives. A sufficient degree of accuracy is achieved with fewer calculations with a simple procedure. The presented method requires no parametrization or discretization and, therefore, can be extended for the solutions of other nonlinear FPIDEs and their systems.

Adaptive loss weighting auxiliary output fPINNs for solving fractional partial integro-differential equations

We propose an adaptive loss weighting auxiliary output fractional physics-informed neural networks (AWAO-fPINNs) based on the fractional physics-informed neural networks (fPINNs) for solving fractional partial integro-differential equations. In this framework, the automatic differentiation technique and numerical differentiation algorithm are effectively combined to construct a universal numerical scheme for Caputo fractional derivatives of different orders. Secondly, using the multi-output form of neural networks, the main output represents the required numerical solution and the auxiliary outputs represent the integrals in the equation. The relationships and new constraints between all outputs are obtained through automatic differentiation, successfully avoiding the discretization of the integrals. In addition, an adaptive loss weighting strategy is introduced into the model, which is based on the maximum likelihood estimation to continuously update the adaptive weights to realize the automatic allocation of loss weights, thus improving the accuracy of the model. Finally, we verify the effectiveness and accuracy of the AWAO-fPINNs model via several numerical experiments.

Application of a matrix Mittag-Leffler function to the fractional partial integro-differential equation in R n

Application of a matrix Mittag-Leffler function to the fractional partial integro-differential equation in R n

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.

Efficient numerical schemes based on the cubic B-spline collocation method for time-fractional partial integro-differential equations of Volterra type

Efficient numerical schemes based on the cubic B-spline collocation method for time-fractional partial integro-differential equations of Volterra type