✍ Scribed by Alex Mazanov; Keith P. Tognetti
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
A simple yet e ective Taylor-series expansion method is presented for a class of Fredholm integral equations of the second kind with smooth and weakly singular kernels. The equations studied in this paper arise in a number of applications, e.g., potential theory, radiative equilibrium, radiative hea
The subject of this paper is the analytic approximation method for solving stochastic differential equations with time-dependent delay. Approximate equations are defined on equidistant partitions of the time interval, and their coefficients are Taylor approximations of the coefficients of the initia
In this paper, we are concerned with the stochastic differential delay equations with Poisson jump (SDDEsPJ). As stochastic differential equations, most SDDEsPJ cannot be solved explicitly. Therefore, numerical solutions have become an important issue in the study of SDDEsPJ. The key contribution of