In this paper, a new technique is offered for solving three types of linear integral equations of the 2nd kind including Volterra-Fredholm integral equations (LVFIE) (as a general case), Volterra integral equations (LVIE) and Fredholm integral equations (LFIE) (as special cases). The new technique depends on approximating the solution to a polynomial of degree and therefore reducing the problem to a linear programming problem(LPP), which will be solved to find the approximate solution of LVFIE. Moreover, quadrature methods including trapezoidal rule (TR), Simpson 1/3 rule (SR), Boole rule (BR), and Romberg integration formula (RI) are used to approximate the integrals that exist in LVFIE. Also, a comparison between those methods i
... Show MoreRecently, the financial mathematics has been emerged to interpret and predict the underlying mechanism that generates an incident of concern. A system of differential equations can reveal a dynamical development of financial mechanism across time. Multivariate wiener process represents the stochastic term in a system of stochastic differential equations (SDE). The standard wiener process follows a Markov chain, and hence it is a martingale (kind of Markov chain), which is a good integrator. Though, the fractional Wiener process does not follow a Markov chain, hence it is not a good integrator. This problem will produce an Arbitrage (non-equilibrium in the market) in the predicted series. It is undesired property that leads to erroneous conc
... Show MoreIn this paper, we studied the travelling wave solving for some models of Burger's equations. We used sine-cosine method to solution nonlinear equation and we used direct solution after getting travelling wave equation.
Oscillation criterion is investigated for all solutions of the first-order linear neutral differential equations with positive and negative coefficients. Some sufficient conditions are established so that every solution of eq.(1.1) oscillate. Generalizing of some results in [4] and [5] are given. Examples are given to illustrated our main results.
In this paper, the linear system of Fredholm integral equations is solving using Open Newton-Cotes formula, which we use five different types of Open Newton-Cotes formula to solve this system. Compare the results of suggested method with the results of another method (closed Newton-Cotes formula) Finally, at the end of each method, algorithms and programs developed and written in MATLAB (version 7.0) and we give some numerical examples, illustrate suggested method
In this article, a new efficient approach is presented to solve a type of partial differential equations, such (2+1)-dimensional differential equations non-linear, and nonhomogeneous. The procedure of the new approach is suggested to solve important types of differential equations and get accurate analytic solutions i.e., exact solutions. The effectiveness of the suggested approach based on its properties compared with other approaches has been used to solve this type of differential equations such as the Adomain decomposition method, homotopy perturbation method, homotopy analysis method, and variation iteration method. The advantage of the present method has been illustrated by some examples.