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This paper is concerned with the mathematical modeling of complex living systems whose element microscopic state contains variables which can attain discrete values. Specifically, the main mathematical frameworks of the discrete thermostatted kinetic theory for active particles are reviewed and generalized. In the generalized thermostatted frameworks, which are based on nonlinear ordinary or partial differential equations, the elements of the system are viewed as active particles that are able to perform certain strategies modeled by introducing a functional-state variable called activity. Interactions, which are responsible of the evolution of the system, are modeled using the fundamentals of stochastic game theory and may be influenced by the action of an external force field coupled to a Gaussian-type thermostat. In particular, the interaction domain is modeled by introducing a weighted function and different non-homogeneous discrete frameworks are proposed and coupled with a specific thermostat. Two recent models derived within this approach are reviewed and refer to vehicular and pedestrian dynamics. Future research perspectives are discussed in the whole paper from theoretical and modeling viewpoints. [ABSTRACT FROM AUTHOR]

The work of Jia et al [[25]] discusses the stable control of one class of chaotic systems, and a control method based on the accurate exponential solution of a differential equation is used. Many problems in the broad spectrum of science require the solution of a partial differential equation. In [[23]], Karmran et al. propose a localized transform-based meshless method for approximating the solution of the 2D multi-term partial integro-differential equation involving the time fractional derivative in Caputo's sense with a weakly singular kernel. 10.3390/math8111854 25 Jia H., Guo C. The Application of Accurate Exponential Solution of a Differential Equation in Optimizing Stability Control of One Class of Chaotic System. [Extracted from the article]

This document is a preface to a special issue of the journal Mathematics, focusing on abstract fractional integro-differential equations and fixed point theory with applications. The preface explains that fractional calculus is used to model complex systems in various disciplines, and abstract fractional integro-differential equations arise from different scientific research areas. The special issue includes 12 research papers selected from 36 submissions, covering topics such as almost periodic solutions, stability analysis, and convex analysis. The authors express their appreciation to the contributors and reviewers, and hope that the papers will inspire future research in these areas. [Extracted from the article]

This paper deals with the ruin problem of an insurance company investing its capital reserve in a risky asset with the price dynamics given by a conditional geometric Brownian motion whose parameters depend on a Markov process describing random variations in the economic and financial environments. We prove a sufficient condition on the distribution of jumps of the business process ensuring the smoothness of the ruin probability as a function of the initial capital and obtain for this function an integro-differential equation. [ABSTRACT FROM AUTHOR]

To better simulate the prices of underlying assets and improve the accuracy of pricing financial derivatives, an increasing number of new models are being proposed. Among them, the Lévy process with jumps has received increasing attention because of its capacity to model sudden movements in asset prices. This paper explores the Hamilton–Jacobi–Bellman (HJB) equation with a fractional derivative and an integro-differential operator, which arise in the valuation of American options and stock loans based on the Lévy- α -stable process with jumps model. We design a fast solution strategy that includes the policy iteration method, Krylov subspace method, and banded preconditioner, aiming to solve this equation rapidly. To solve the resulting HJB equation, a finite difference method including an upwind scheme, shifted Grünwald approximation, and trapezoidal method is developed with stability and convergence analysis. Then, an algorithmic framework involving the policy iteration method and the Krylov subspace method is employed. To improve the performance of the above solver, a banded preconditioner is proposed with condition number analysis. Finally, two examples, sugar option pricing and stock loan valuation, are provided to illustrate the effectiveness of the considered model and the efficiency of the proposed preconditioned policy–Krylov subspace method. [ABSTRACT FROM AUTHOR]

Transport of vesicles and organelles inside cells consists of constant-speed bidirectional movement along cytoskeletal filaments interspersed by periods of idling. This transport shows many features of anomalous diffusion. In this paper, we develop a non-Markovian persistent random walk model for intracellular transport that incorporates the removal rate of organelles. The model consists of two active states with different speeds and one resting state. The organelle transitions between states with switching rates that depend on the residence time the organelle spends in each state. The mesoscopic master equations that describe the average densities of intracellular transport in each of the three states are the main results of the paper. We also derive ordinary differential equations for the dynamics for the first and second moments of the organelles' position along the cell. Furthermore, we analyse models with power-law distributed random times, which reveal the prevalence of the Mittag-Leffler resting state and its contribution to subdiffusive and superdiffusive behaviour. Finally, we demonstrate a non-Markovian non-additivity effect when the switching rates and transport characteristics depend on the rate of organelles removal. The analytical calculations are in good agreement with numerical Monte Carlo simulations. Our results shed light on the dynamics of intracellular transport and emphasise the effects of rest times on the persistence of random walks in complex biological systems. [ABSTRACT FROM AUTHOR]

In this paper, we present sufficient conditions for Hyers-Ulam-Rassias stability of nonlinear implicit higher-order Volterra-type integrodifferential equations from above on unbounded time scales. These new sufficient conditions result by reducing Volterra-type integrodifferential equations to Volterra-type integral equations, using the Banach fixed point theorem, and by applying an appropriate Bielecki type norm, the Lipschitz type functions, where Lipschitz coefficient is replaced by unbounded rd-continuous function. [ABSTRACT FROM AUTHOR]

In this paper, we investigate a sequential fractional boundary value problem which contains a combination of Hilfer and Caputo fractional derivative operators and non-separated boundary conditions. We establish the existence of a unique solution via Banach's fixed point theorem, while by applying Leray–Schauder's nonlinear alternative, we prove an existence result. Finally, examples are provided to demonstrate the results obtained. [ABSTRACT FROM AUTHOR]

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. [ABSTRACT FROM AUTHOR]

Fractional integro-differential equations (FIDEs) of both Volterra and Fredholm types present considerable challenges in numerical analysis and scientific computing due to their complex structures. This paper introduces a novel approach to address such equations by employing a Cubic B-spline collocation method. This method offers a robust and systematic framework for approximating solutions to the FIDEs, facilitating precise representations of complex phenomena. Within this research, we establish the mathematical foundations of the proposed scheme, elucidate its advantages over existing methods, and demonstrate its practical utility through numerical examples. We adopt the Caputo definition for fractional derivatives and conduct a stability analysis to validate the accuracy of the method. The findings showcase the precision and efficiency of the scheme in solving FIDEs, highlighting its potential as a valuable tool for addressing a wide array of practical problems. [ABSTRACT FROM AUTHOR]

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 C 0 —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. [ABSTRACT FROM AUTHOR]

In this paper, we explore the iterated Crank–Nicolson (ICN) algorithm for the one-dimensional peridynamic model. The peridynamic equation of motion is an integro-differential equation that governs structural deformations such as fractures. The ICN method was originally developed for hyperbolic advection equations. In peridynamics, we apply the ICN algorithm for temporal discretization and the midpoint quadrature method for spatial integration. Several numerical tests are carried out to evaluate the performance of the ICN method. In general, the ICN method demonstrates second-order accuracy, consistent with the Störmer–Verlet (SV) method. When the weight is 1/3, the ICN method behaves as a third-order Runge–Kutta method and maintains strong stability-preserving (SSP) properties for linear problems. Regarding energy conservation, the ICN algorithm maintains at least second-order accuracy, making it superior to the SV method, which converges linearly. Furthermore, selecting a weight of 0.25 results in fourth-order superconvergent energy variation for the ICN method. In this case, the ICN method exhibits energy variation similar to that of the fourth-order Runge–Kutta method but operates approximately 20% faster. Higher-order convergence for energy can also be achieved by increasing the number of iterations in the ICN method. [ABSTRACT FROM AUTHOR]

The integro-differential equation with the Cauchy kernel is used in many different technical problems, such as in circuit analysis or gas infrared radiation studies. Therefore, it is important to be able to solve this type of equation, even in an approximate way. This article compares two approaches for solving this type of equation. One of the considered methods is based on the application of the differential Taylor series, while the second approach uses selected heuristic algorithms inspired by the behavior of animals. Due to the problem domain, which is symmetric, and taking into account the form of the function appearing in this equation, we can use this symmetry in some cases. The paper also presents numerical examples illustrating how each method works and comparing the discussed approaches. [ABSTRACT FROM AUTHOR]

In this paper, we applied a chaos control method based on integro-differential equations for stabilization of an unstable cardiac rhythm, which is described by a variation of the modified Van der Pol equation. Chaos control with this method may be useful for stabilization of irregular heartbeat using a small perturbation. This method differs from other stabilization strategies by the absence of adjustable parameters and the lack of rough approximations in determining control functions whose control parameters are fixed by the properties of the unstable system itself. [ABSTRACT FROM AUTHOR]

In this paper, we investigate a nonlinear coupled integro-differential system involving generalized Hilfer fractional derivative operators ( (k , ψ) -Hilfer type) of different orders and equipped with non-local multi-point ordinary and fractional integral boundary conditions. The uniqueness results for the given problem are obtained by applying Banach's contraction mapping principle and the Boyd–Wong fixed point theorem for nonlinear contractions. Based on the Laray–Schauder alternative and the well-known fixed-point theorem due to Krasnosel'skiĭ, the existence of solutions for the problem at hand is established under different criteria. Illustrative examples for the main results are constructed. [ABSTRACT FROM AUTHOR]

In this paper, we derive an explicit formula of solutions to Hilfer linear fractional integro-differential equations with a variable coefficient in a weighted space, and obtain the existence and uniqueness of solutions for fractional kinetic equations and fractional integro-differential equations with a generalized Mittag–Leffler function. An example is given to illustrate the result obtained. [ABSTRACT FROM AUTHOR]

In this paper, we introduce the notion of orthogonal α –F–convex contraction mapping and prove some fixed-point theorems for self-mapping in orthogonal complete metric spaces. The proven results generalize and extend some of the well-known results in the literature. Following the derivation of these fixed-point results, we propose a solution for the fractional integro-differential equation, utilizing the fixed-point technique within the context of orthogonal complete metric spaces. [ABSTRACT FROM AUTHOR]

The results for a new modeling integral boundary value problem (IBVP) using Caputo-Hadamard impulsive fractional integro-differential equations (C-HIFI-DE) with Banach space are investigated, along with the existence and uniqueness of solutions. The Krasnoselskii fixed-point theorem (KFPT) and the Banach contraction principle (BCP) serve as the basis of this unique strategy, and are used to achieve the desired results. We develop the illustrated examples at the end of the paper to support the validity of the theoretical statements. [ABSTRACT FROM AUTHOR]

In this article, a class of scalar nonlinear integro-differential equations of first order with fading memory is investigated. For the considered fading memory problem, we discuss the effects of the memory over all the values of the parameter in the kernel of the equations. Using the Lyapunov–Krasovski functional method, we give various sufficient conditions of stability, asymptotic stability, uniform stability of zero solution, convergence and boundedness, and square integrability of nonzero solutions in relation to the considered scalar nonlinear integro-differential equations for various cases. As the novel contributions of this article, the new scalar nonlinear integro-differential equation with the fading memory is firstly investigated in the literature, and seven theorems, which have novel sufficient qualitative conditions, are provided on the qualitative behaviors of solutions called boundedness, convergence, stability, integrability, asymptotic stability and uniform stability of solutions. The novel outcomes and originality of this article are that the considered integro-differential equations are new mathematical models, they include former mathematical models in relation to the mathematical models of this paper as well as the given main seven qualitative results are also new. The outcomes of this paper enhance some present results and provide new contributions to the relevant literature. The results of the article have complementary properties for the symmetry of integro-differential equations. [ABSTRACT FROM AUTHOR]

This paper is dedicated to exploring the existence, uniqueness and Ulam stability analysis applied to a specific class of mathematical equations known as nonlinear impulsive Volterra Fredholm integro-dynamic adjoint equations within finite time scale intervals. The primary aim is to establish sufficient conditions that demonstrate Ulam stability for this particular class of equations on the considered time scales. The research methodology relies on the Banach contraction principle, Picard operator and extended integral inequality applicable to piecewise continuous functions on time scales. To illustrate the applicability of the findings, an example is provided. [ABSTRACT FROM AUTHOR]

This paper delves into an examination of the existence, uniqueness, and stability properties of a non-local integro-differential equation featuring the Hilfer fractional derivative with order ω ∈ (1 , 2) for the RLC model. Based on Schaefer's fixed point theorem and Banach's contraction principle, the existence and uniqueness results are established. Furthermore, Ulam–Hyers and Ulam–Hyers–Rassias stability results for the boundary value problem of the RLC model are discussed. To showcase the practicality and efficacy of our theoretical findings, a two-step Lagrange polynomial interpolation method is applied to solve some numerical examples. [ABSTRACT FROM AUTHOR]

Fractional integrodifferential diffusion equations play a significant role in describing anomalous diffusion phenomena. In this paper, we study the existence and uniqueness of mild solutions to these equations. Firstly, we construct an appropriate resolvent family, through which the related equicontinuity, strong continuity, and compactness properties are studied using the convolution theorem of Laplace transform, the probability density function, the Cauchy integral formula, and the Fubini theorem. Then, we construct a reasonable mild solution for the considered equations. Finally, we obtain some sufficient conditions for the existence and uniqueness of mild solutions to the considered equations by some fixed point theorems. [ABSTRACT FROM AUTHOR]

In this paper, we investigate the optimal control problems for a class of neutral stochastic integrodifferential equations (NSIDEs) with infinite delay driven by Poisson jumps and the Rosenblat process in Hilbert space involving concrete-fading memory-phase space, in which we define the advanced phase space for infinite delay for the stochastic process. First, we introduce conditions that ensure the existence and uniqueness of mild solutions using stochastic analysis theory, successive approximation, and Grimmer's resolvent operator theory. Next, we prove exponential stability, which includes mean square exponential stability, and this especially includes the exponential stability of solutions and their maps. Following that, we discuss the existence requirements of an optimal pair of systems governed by stochastic partial integrodifferential equations with infinite delay. Then, we explore examples that illustrate the potential of the main result, mainly in the heat equation, filter system, traffic signal light systems, and the biological processes in the human body. We conclude with a numerical simulation of the system studied. This work is a unique combination of the theory with practical examples and a numerical simulation. [ABSTRACT FROM AUTHOR]

The purpose of this research is to examine the uniqueness and existence of the (ω , ρ) -BVP solution for a particular solution to a class of Hadamard fractional differential equations with impulsive boundary value requirements on Banach spaces. The notion of Banach contraction and Schaefer's theorem are used to prove the study's key findings. In addition, we offer the prerequisites for the set of solutions to the investigated boundary value with impulsive fractional differential issue to be convex. To enhance the comprehension and practical application of our findings, we offer two illustrative examples at the end of the paper to show how the results can be applied. [ABSTRACT FROM AUTHOR]

This paper introduces a novel collocation scheme based on an extended cubic B-spline for approximating the solution of a second-order partial integro-differential equation. The proposed scheme employs new extended cubic B-splines to discretize the second-order derivatives in the spatial domain, while discretization of spatial derivatives of lower orders is achieved using extended cubic B-spline functions. Temporal derivatives are discretized using the forward difference formula. The stability of the algorithm is assessed using the von Neumann stability method to ensure that error magnification is avoided. Furthermore, convergence analysis of the scheme is provided. Numerical experiments are conducted to validate the effectiveness and efficiency of the proposed scheme. The free parameter is optimized using L 2 and L ∞ norms. The computed results are compared with those obtained from various standard numerical schemes found in the literature. Mathematical 12 is used to obtain numerical results. [ABSTRACT FROM AUTHOR]

In this paper, a new approach for numerically solving the system of fractional integrodifferential equations is devised. To approximate the issue, we employ Vieta–Fibonacci polynomials as basis functions and derive the projection method for Caputo fractional order for the first time. An efficient transformation reduces the problem to a system of two independent equations. Solving two algebraic equations yields an approximate solution to the problem. The proposed method's efficiency and accuracy are validated. We demonstrate the existence of the solution to the approximate problem and conduct an error analysis. Numerical tests reinforce the interpretations of the theory. [ABSTRACT FROM AUTHOR]

The nonlocality (superdiffusion) of turbulence is expressed in the empiric Richardson t3 scaling law for the mean square of the mutual separation of a pair of particles in a fluid or gaseous medium. The development of the theory of nonlocality of various processes in physics and other sciences based on the concept of Lévy flights resulted in Shlesinger and colleagues' about the possibility of describing the nonlocality of turbulence using a linear integro-differential equation with a slowly falling kernel. The approach developed by us made it possible to establish the closeness of the superdiffusion parameter of plasma density fluctuations moving across a strong magnetic field in a tokamak to the Richardson law. In this paper, we show the possibility of a universal description of the characteristics of nonlocality of transfer in a stochastic medium (including turbulence of gases and fluids) using the Biberman–Holstein approach to examine the transfer of excitation of a medium by photons, generalized in order to take into account the finiteness of the velocity of excitation carriers. This approach enables us to propose a scaling that generalizes Richardson's t3 scaling law to the combined regime of Lévy flights and Lévy walks in fluids and gases. [ABSTRACT FROM AUTHOR]

In this paper, we introduce the matrix Mittag–Leffler function, which is a generalization of the multivariate Mittag–Leffler function, in order to investigate the uniqueness of the solutions to a fractional nonlinear partial integro-differential equation in R n with a boundary condition based on Banach's contractive principle and Babenko's approach. In addition, we present an example demonstrating applications of the key results derived using a Python code that computes the approximate value of our matrix Mittag–Leffler function. [ABSTRACT FROM AUTHOR]

This paper presents a numerical method for solving a two-dimensional subdiffusion equation with a Caputo fractional derivative. The problem considered assumes symmetry in both the equation's solution domain and the boundary conditions, allowing for a reduction of the two-dimensional equation to a one-dimensional one. The proposed method is an extension of the fractional Crank–Nicolson method, based on the discretization of the equivalent integral-differential equation. To validate the method, the obtained results were compared with a solution obtained through the Laplace transform. The analytical solution in the image of the Laplace transform was inverted using the Gaver–Wynn–Rho algorithm implemented in the specialized mathematical computing environment, Wolfram Mathematica. The results clearly show the mutual convergence of the solutions obtained via the two methods. [ABSTRACT FROM AUTHOR]

First-order linear Integro-Differential Equations (IDEs) has a major importance in modeling of some phenomena in sciences and engineering. The numerical solution for the first-order linear IDEs is usually obtained by the finite-differences methods. However, the convergence rate of the finite-differences method is limited by the order of the differences in L 1 space. Therefore, how to design a computational scheme for the first-order linear IDEs with computational efficiency becomes an urgent problem to be solved. To this end, a polynomial approximation scheme based on the shifted Legendre spectral collocation method is proposed in this paper. First, we transform the first-order linear IDEs into an Cauchy problem for consideration. Second, by decomposing the system operator, we rewrite the Cauchy problem into a more general form for approximating. Then, by using the shifted Legendre spectral collocation method, we construct a computational scheme and write it into an abstract version. The convergence of the scheme is proven in the sense of L 1 -norm by employing Trotter-Kato theorem. At the end of this paper, we summarize the usage of the scheme into an algorithm and present some numerical examples to show the applications of the algorithm. [ABSTRACT FROM AUTHOR]

Recently, different mathematical frameworks of the thermostatted kinetic theory approach have been proposed for the modeling of complex systems. In particular, thermostatted kinetic frameworks have been employed for the modeling and time evolution of a hybrid energy-multisource network composed of renewable and nonrenewable energy sources, for the construction of the energy storage and for open networks. In the frameworks of the thermostatted kinetic theory approach, the evolution of an energy source and the interactions with other energy sources are modeled by introducing a distribution function and interaction rates. This paper is a survey of the recent proposed frameworks of the thermostatted kinetic theory for the modeling of a hybrid energy-multisource network and reviews the recent proposed models. The paper is not limited to review the existing frameworks, but it also generalizes the mathematical structures proposed in the pertinent literature and outlines future research perspectives and applications of this new approach proposed in 2012. [ABSTRACT FROM AUTHOR]

Probabilistic machine learning and data-driven methods gradually show their high efficiency in solving the forward and inverse problems of partial differential equations (PDEs). This paper will focus on investigating the forward problem of solving time-dependent nonlinear delay PDEs with multi-delays based on multi-prior numerical Gaussian processes (MP-NGPs), which are constructed by us to solve complex PDEs that may involve fractional operators, multi-delays and different types of boundary conditions. We also quantify the uncertainty of the prediction solution by the posterior distribution of the predicted solution. The core of MP-NGPs is to discretize time firstly, then a Gaussian process regression based on multi-priors is considered at each time step to obtain the solution of the next time step, and this procedure is repeated until the last time step. Different types of boundary conditions are studied in this paper, which include Dirichlet, Neumann and mixed boundary conditions. Several numerical tests are provided to show that the methods considered in this paper work well in solving nonlinear time-dependent PDEs with delay, where delay partial differential equations, delay partial integro-differential equations and delay fractional partial differential equations are considered. Furthermore, in order to improve the accuracy of the algorithm, we construct Runge–Kutta methods under the frame of multi-prior numerical Gaussian processes. The results of the numerical experiments prove that the prediction accuracy of the algorithm is obviously improved when the Runge–Kutta methods are employed. [ABSTRACT FROM AUTHOR]

This paper proposes a physics-informed neural network (PINN) for predicting the early-age time-dependent behaviors of prestressed concrete beams. The PINN utilizes deep neural networks to learn the time-dependent coupling among the effective prestress force and the several factors that affect the time-dependent behavior of the beam, such as concrete creep and shrinkage, tendon relaxation, and changes in concrete elastic modulus. Unlike traditional numerical algorithms such as the finite difference method, the PINN directly solves the integro-differential equation without the need for discretization, offering an efficient and accurate solution. Considering the trade-off between solution accuracy and the computing cost, optimal hyperparameter combinations are determined for the PINN. The proposed PINN is verified through the comparison to the numerical results from the finite difference method for two representative cross sections of PSC beams. [ABSTRACT FROM AUTHOR]

In this paper, we compile the fractional power series method and the Laplace transform to design a new algorithm for solving the fractional Volterra integro-differential equation. For that, we assume the Laplace power series (LPS) solution in terms of power q = 1 m , m ∈ Z + , where the fractional derivative of order α = q γ , for which γ ∈ Z + . This assumption will help us to write the integral, the kernel, and the nonhomogeneous terms as a LPS with the same power. The recurrence relations for finding the series coefficients can be constructed using this form. To demonstrate the algorithm's accuracy, the residual error is defined and calculated for several values of the fractional derivative. Two strongly nonlinear examples are discussed to provide the efficiency of the algorithm. The algorithm gains powerful results for this kind of fractional problem. Under Caputo meaning of the symmetry order, the obtained results are illustrated numerically and graphically. Geometrically, the behavior of the obtained solutions declares that the changing of the fractional derivative parameter values in their domain alters the style of these solutions in a symmetric meaning, as well as indicates harmony and symmetry, which leads them to fully coincide at the value of the ordinary derivative. From these simulations, the results report that the recommended novel algorithm is a straightforward, accurate, and superb tool to generate analytic-approximate solutions for integral and integro-differential equations of fractional order. [ABSTRACT FROM AUTHOR]

This paper studies the uniqueness of the bounded solution to a new Cauchy problem of the fractional nonlinear partial integro-differential equation based on the multivariate Mittag–Leffler function as well as Banach's contractive principle in a complete function space. Applying Babenko's approach, we convert the fractional nonlinear equation with variable coefficients to an implicit integral equation, which is a powerful method of studying the uniqueness of solutions. Furthermore, we construct algorithms for finding analytic and approximate solutions using Adomian's decomposition method and recurrence relation with the order convergence analysis. Finally, an illustrative example is presented to demonstrate constructions for the numerical solution using MATHEMATICA. [ABSTRACT FROM AUTHOR]

A high-order finite difference numerical scheme based on the compact difference operator is proposed in this paper for time-fractional partial integro-differential equations with a weakly singular kernel, where the time-fractional derivative term is defined in the Riemann-Liouville sense. Here, the stability and convergence of the constructed compact finite difference scheme are proved in L ∞ norm, with the accuracy order O (τ 2 + h 4) , where τ and h are temporal and spatial step sizes, respectively. The advantage of this numerical scheme is that arbitrary parameters can be applied to achieve the desired accuracy. Some numerical examples are presented to support the theoretical analysis. [ABSTRACT FROM AUTHOR]

In this paper, we investigate the solution to a class of symmetric non-homogeneous two-dimensional fractional integro-differential equations using both analytical and numerical methods. We first show the differences between the Caputo derivative and the symmetric sequential fractional derivative and how they help facilitate the implementation of numerical and analytical approaches. Then, we propose a numerical approach based on the operational matrix method, which involves deriving operational matrices for the differential and integral terms of the equation and combining them to generate a single algebraic system. This method allows for the efficient and accurate approximation of the solution without the need for projection. Our findings demonstrate the effectiveness of the operational matrix method for solving non-homogeneous fractional integro-differential equations. We then provide examples to test our numerical method. The results demonstrate the accuracy and efficiency of the approach, with the graph of exact and approximate solutions showing almost complete overlap, and the approximate solution to the fractional problem converges to the solution of the integer problem as the order of the fractional derivative approaches one. We use various methods to measure the error in the approximation, such as absolute and L 2 errors. Additionally, we explore the effect of the derivative order. The results show that the absolute error is on the order of 10 − 14 , while the L 2 error is on the order of 10 − 13 . Next, we apply the Laplace transform to find an analytical solution to a class of fractional integro-differential equations and extend the approach to the two-dimensional case. We consider all homogeneous cases. Through our examples, we achieve two purposes. First, we show how the obtained results are implemented, especially the exact solution for some 1D and 2D classes. We then demonstrate that the exact fractional solution converges to the exact solution of the ordinary derivative as the order of the fractional derivative approaches one. [ABSTRACT FROM AUTHOR]

In this paper, we propose an efficient numerical method for solving an initial boundary value problem for a coupled system of equations consisting of a nonlinear parabolic partial integro-differential equation and an elliptic equation with a nonlinear term. This problem has an important applied significance in petroleum engineering and finds application in modeling two-phase nonequilibrium fluid flows in a porous medium with a generalized nonequilibrium law. The construction of the numerical method is based on employing the finite element method in the spatial direction and the finite difference approximation to the time derivative. Newton's method and the second-order approximation formula are applied for the treatment of nonlinear terms. The stability and convergence of the discrete scheme as well as the convergence of the iterative process is rigorously proven. Numerical tests are conducted to confirm the theoretical analysis. The constructed method is applied to study the two-phase nonequilibrium flow of an incompressible fluid in a porous medium. In addition, we present two examples of models allowing for prediction of the behavior of a fluid flow in a porous medium that are reduced to solving the nonlinear integro-differential equations studied in the paper. [ABSTRACT FROM AUTHOR]

In the present paper, a mathematical model is built and implemented to describe the trajectories of mass inventories, pressures and polymer properties with emphasis on final particle size distributions of industrial scale poly(vinyl chloride) suspension polymerization reactors. The model comprises the mass balances, statistical moment balances, equilibrium relationships and population balance equations. A discretization scheme is employed to transform the integro-differential equations resulting from the population balance model into a system of differential equations. The obtained results show, for the first time, that classical breakage and coalescence kernels described in the literature can provide very good fittings of actual industrial scale data when coupled with proper parameter estimation procedures, so that the proposed model is able to represent the available operation data with good accuracy at distinct conditions. Particularly, it is also shown that the use of a top condenser for control of the reactor temperature can lead to changes of parameters that control the particle size distributions. [ABSTRACT FROM AUTHOR]

In this paper, we analytically study the two-dimensional unsteady irrotational flow of an ideal incompressible fluid in a half-plane whose boundary is assumed to be a linear sink. It is shown that the nonlinear evolution of perturbations of the initial uniform flow is described by a one-dimensional integro-differential equation, which can be considered as a nonlocal generalization of the Hopf equation. This equation can be reduced to a system of ordinary differential equations (ODEs) in the cases of spatially localized or spatially periodic perturbations of the velocity field. In the first case, ODEs describe the motion of a system of interacting virtual point vortex-sinks/sources outside the flow domain. In the second case, ODEs describe the evolution of a finite number of harmonics of the velocity field distribution; this is possible due to the revealed property of the new equation that the interaction of initial harmonics does not lead to generation of new ones. The revealed reductions made it possible to effectively study the nonlinear evolution of the system, in particular, to describe the effect of nonlinearity on the relaxation of velocity field perturbations. It is shown that nonlinearity can significantly reduce the relaxation rate by more than 1.5 times. [ABSTRACT FROM AUTHOR]

The paper is devoted to studying the existence, uniqueness and certain growth rates of solutions with certain implicit Volterra-type integrodifferential equations on unbounded from above time scales. We consider the case where the integrand is estimated by the Lipschitz type function with respect to the unknown variable. Lipschitz coefficient is an unbounded rd-function and the Banach fixed-point theorem at a functional space endowed with a suitable Bielecki-type norm. [ABSTRACT FROM AUTHOR]

In this paper, we consider a risk model with two-sided jumps and proportional investment. The upward jumps and downward jumps represent gains and claims, respectively. Suppose the company invests all of its surplus in a certain proportion in two types of investments, one is risk-free (such as bank accounts) and the other is risky (such as stocks). Our aim is to find the optimal admissible strategy (including the optimal dividend rate and the optimal ratio of investment in risky assets), to maximize the dividend value function, and discuss the effects of a number of parameters on dividend payments. Firstly, the HJB equation of the dividend value function is obtained by the stochastic analysis theory and the dynamic programming method, and the optimal admissible strategy is obtained. Since the integro-differential equation satisfied by the dividend value function is difficult to solve, we turn to the sinc numerical method to approximate solve it. Then, the error between the exact solution (ES) and the sinc approximate solution (SA) is analyzed. Finally, the relative error of a special numerical solution and an ES is given, and some examples of sensitivity analysis are discussed. This study provides a theoretical basis for insurance companies to prevent risks better. [ABSTRACT FROM AUTHOR]

This paper proposes a computational solver via the localized radial basis function finite difference (RBF-FD) scheme and the use of graded meshes for solving the time-dependent Bates partial integro-differential equation (PIDE) arising in computational finance. In order to avoid facing a large system of discretization systems, we employ graded meshes along both of the spatial variables, which results in constructing a set of ordinary differential equations (ODEs) of lower sizes. Moreover, an explicit time integrator is used because it can bypass the need to solve the large discretized linear systems in each time level. The stability of the numerical method is discussed in detail based on the eigenvalues of the system matrix. Finally, numerical tests revealed the accuracy and reliability of the presented solver. [ABSTRACT FROM AUTHOR]

In this paper the semi-Hyers–Ulam–Rassias stability of some Volterra integro-differential equations is investigated, using the Laplace transform. This is a continuation of some previous work on this topic. The equation in the general form contains more terms, where the unknown function appears together with the derivative of order one and with two integral terms. The particular cases that are considered illustrate the main results for some polynomial and exponential functions. [ABSTRACT FROM AUTHOR]

The integro-differential Cauchy problem with exponential inhomogeneity and with a spectral value that turns zero at an isolated point of the segment of the independent variable is considered. The problem belongs to the class of singularly perturbed equations with an unstable spectrum and has not been considered before in the presence of an integral operator. A particular difficulty is its investigation in the neighborhood of the zero spectral value of inhomogeneity. Here, it is not possible to apply the well-known procedure of Lomov's regularization method, so the authors have chosen the method of constructing the asymptotic solution of the initial problem based on the use of the regularized asymptotic solution of the fundamental solution of the corresponding homogeneous equation whose construction from the positions of the regularization method has not been considered so far. In the case of an unstable spectrum, it is necessary to take into account its point features. In this case, inhomogeneity plays an essential role. It significantly affects the type of singularities in the solution of the initial problem. The fundamental solution allows us to construct asymptotics regardless of the nature of the inhomogeneity (it can be both slowly changing and rapidly changing, for example, rapidly oscillating). The approach developed in the paper is universal with respect to arbitrary inhomogeneity. The first part of the study develops an algorithm for the regularization method to construct the asymptotic (of any order on the parameter) of the fundamental solution of the corresponding homogeneous integro-differential equation. The second part is devoted to constructing the asymptotics of the solution of the original problem. The main asymptotic term is constructed in detail, and the possibility of constructing its higher terms is pointed out. In the case of a stable spectrum, we can construct regularized asymptotics without using a fundamental solution. [ABSTRACT FROM AUTHOR]

In this paper, we analyze the well-posedness of the Cauchy–Dirichlet problem to an integro-differential equation on a multidimensional domain  Ω ⊂ R n  in the unknown  u = u (x , t) ,  D t ν 0 (ϱ 0 u) − D t ν 1 (ϱ 1 u) − L 1 u − ∫ 0 t K (t − s) L 2 u (x , s) d s = f (x , t) + g (u) , 0 < ν 1 < ν 0 < 1 ,  where  D t ν i  are the Caputo fractional derivatives,  ϱ i = ϱ i (x , t)  with  ϱ 0 ≥ μ 0 > 0 , and  L i  are uniform elliptic operators with time-dependent smooth coefficients. The principal feature of this equation is related to the integro-differential operator  D t ν 0 (ϱ 0 u) − D t ν 1 (ϱ 1 u) , which (under certain assumption on the coefficients) can be rewritten in the form of a generalized fractional derivative with a non-positive kernel. A particular case of this equation describes oxygen delivery through capillaries to tissue. First, under proper requirements on the given data in the linear model and certain relations between  ν 0  and  ν 1 , we derive a priori estimates of a solution in Sobolev–Slobodeckii spaces that gives rise to providing the Hölder regularity of the solution. Exploiting these estimates and constructing appropriate approximate solutions, we prove the global strong solvability to the corresponding linear initial-boundary value problem. Finally, obtaining a priori estimates in the fractional Hölder classes and assuming additional conditions on the coefficients  ϱ 0  and  ϱ 1  and the nonlinearity  g (u) , the global one-valued classical solvability to the nonlinear model is claimed with the continuation argument method. [ABSTRACT FROM AUTHOR]

In this paper, we introduce and study a new class of coupled and uncoupled systems, consisting of mixed-type ψ 1 -Hilfer and ψ 2 -Caputo fractional differential equations supplemented with asymmetric and symmetric integro-differential nonlocal boundary conditions (systems (2) and (13), respectively). As far as we know, this combination of ψ 1 -Hilfer and ψ 2 -Caputo fractional derivatives in coupled systems is new in the literature. The uniqueness result is achieved via the Banach contraction mapping principle, while the existence result is established by applying the Leray–Schauder alternative. Numerical examples illustrating the obtained results are also presented. [ABSTRACT FROM AUTHOR]

This paper focuses on computational technique to solve linear systems of Volterra integro-fractional differential equations (LSVIFDEs) in the Caputo sense for all fractional order lins in 0 , 1 using two and three order block-by-block approach with explicit finite difference approximation. With this method, we aim to use an appropriate process to transform our problem into an analogous piecewise iterative linear algebraic system. Moreover, algorithms for treating LSVIFDEs using the above process have been developed, in order to express these solutions. In addition, numerical examples for our scheme are presented based on various kernels, including symmetry kernel and other sorts of separate kernels, are used to illustrate the validity, effectiveness and applicability of the suggested approach. Consequently, comparisons are performed with exact results using this technique, to communicate these approaches most general programs are written in Python V 3.8.8 software 2021 . [ABSTRACT FROM AUTHOR]

In this paper, we introduce and study a new class of boundary value problems, consisting of a mixed-type ψ 1 -Hilfer and ψ 2 -Caputo fractional order differential equation supplemented with integro-differential nonlocal boundary conditions. The uniqueness of solutions is achieved via the Banach contraction principle, while the existence of results is established by using the Leray–Schauder nonlinear alternative. Numerical examples are constructed illustrating the obtained results. [ABSTRACT FROM AUTHOR]

Integro-differential equations involving Volterra and Fredholm operators (VFIDEs) are used to model many phenomena in science and engineering. Nonlocal boundary conditions are more effective, and in some cases necessary, because they are more accurate measurements of the true state than classical (local) initial and boundary conditions. Closed-form solutions are always desirable, not only because they are more efficient, but also because they can be valuable benchmarks for validating approximate and numerical procedures. This paper presents a direct operator method for solving, in closed form, a class of Volterra–Fredholm–Hammerstein-type integro-differential equations under nonlocal boundary conditions when the inverse operator of the associated Volterra integro-differential operator exists and can be found explicitly. A technique for constructing inverse operators of convolution-type Volterra integro-differential operators (VIDEs) under multipoint and integral conditions is provided. The proposed methods are suitable for integration into any computer algebra system. Several linear and nonlinear examples are solved to demonstrate the effectiveness of the method. [ABSTRACT FROM AUTHOR]