A Galerkin method for two-dimensional hyperbolic integro-differential equation with purely integral conditions

2016 ◽  
Vol 291 ◽  
pp. 386-394 ◽  
Author(s):  
A. Merad ◽  
J. Martín-Vaquero
2012 ◽  
Vol 2012 ◽  
pp. 1-14 ◽  
Author(s):  
Abdallah Ali Badr ◽  
Hanan Salem El-Hoety

A stochastic differential equation, SDE, describes the dynamics of a stochastic process defined on a space-time continuum. This paper reformulates the fractional stochastic integro-differential equation as a SDE. Existence and uniqueness of the solution to this equation is discussed. A numerical method for solving SDEs based on the Monte-Carlo Galerkin method is presented.


In an earlier paper with the same general title (Spence 1956, referred to as I), a mathematical model was developed to discuss the flow past a two-dimensional wing at incidence a in a steady incompressible stream, with a jet of momentum coefficient C j emerging from the trailing edge at an angular deflexion r to the chordline. In linearized approximation it was shown that the slope of the jet is given by a certain singular integro-differential equation, and numerical solutions for the equation were obtained by a pivotal points method. A coordinate transformation has now been found (Spence 1959) which makes the equation independent of the jet strength for small values of 14 C j = u, say, yielding a simpler equation solved by Lighthill (1959) using Mellin transforms (and by Stewartson (1959) and the present author by other methods). In this paper the expansion of the slope function is continued in ascending powers of u and In u multiplied by functions of x found by solving, by Lighthill’s method, a series of closely-related inhomogeneous equations. From these, expansions of the lift derivatives with respect to a and r are found as To this order the expressions agree closely with the numerical results found earlier, the discrepancy at u = 1 being less than 4 %.


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