Mellin Transform and Integro-Differential Equations with Logarithmic Singularity in the Kernel

2020 ◽  
Vol 41 (9) ◽  
pp. 1910-1917
Author(s):  
T. K. Yuldashev ◽  
S. K. Zarifzoda
2018 ◽  
Vol 35 (3) ◽  
pp. 3721-3731 ◽  
Author(s):  
Wenjuan Ren ◽  
Zhanpeng Yang ◽  
Xian Sun ◽  
Min Qi

Axioms ◽  
2021 ◽  
Vol 10 (3) ◽  
pp. 234
Author(s):  
Vladimir Vasilyev ◽  
Nikolai Eberlein

We study a certain conjugation problem for a pair of elliptic pseudo-differential equations with homogeneous symbols inside and outside of a plane sector. The solution is sought in corresponding Sobolev–Slobodetskii spaces. Using the wave factorization concept for elliptic symbols, we derive a general solution of the conjugation problem. Adding some complementary conditions, we obtain a system of linear integral equations. If the symbols are homogeneous, then we can apply the Mellin transform to such a system to reduce it to a system of linear algebraic equations with respect to unknown functions.


2013 ◽  
Vol 25 (1) ◽  
pp. 27-43 ◽  
Author(s):  
MARIANITO R. RODRIGO

We revisit the American put and call option valuation problems. We derive analytical formulas for the option prices and approximate ordinary differential equations for the optimal exercise boundaries. Numerical simulations yield accurate option prices and comparable computational speeds when benchmarked against the binomial method for calculating option prices. Our approach is based on the Mellin transform and an adaptation of the Kármán–Pohlausen technique for boundary layers in fluid mechanics.


The method for deriving Green-type asymptotic expansions from differential equations, introduced in I and illustrated therein by detailed calculations on modified Bessel functions, is applied to Whittaker functions W k,m , first for large k , and then for large |k 2 —m 2 |. Following the general theory of I, combination of this procedure with the Mellin transform method yields asymptotic expansions valid in transitional regions, and general uniform expansions. Weber parabolic cylinder and Poiseuille functions are examined as important special cases.


2021 ◽  
Author(s):  
Noreen Azhar ◽  
Saleem Iqbal

Abstract This Paper is included fuzzy concepts of Mellin transform along with its operational properties. Mellin transform method is applicable in fuzzy context. The study involved the proposed techniques for solving initial and boundary value fuzzy differential equations under strongly generalized differentiability concepts.


Author(s):  
Sarvar K. ZARIFZODA ◽  
◽  
Raim N. ODINAEV ◽  

For a class of second-order partial integro-differential equations with a power singularity and logarithmic singularity in the kernel, integral representations of the solution manifold in terms of arbitrary constants are obtained in the class of functions vanishing with a certain asymptotic behavior. Although the kernel of the given equation is not a Fredholm type kernel, the solution of the studied equation in a class of vanishing functions is found in an explicit form. We represent a second-order integro-differential equation as a product of two first-order integro-differential operators. For these one-dimensional integro-differential operators, in the cases when the roots of the corresponding characteristic equations are real and different, real and equal and complex and conjugate, the inverse operators are found. It is found that the presence of power singularity and logarithmic singularity in the kernel affects the number of arbitrary constants in the general solution. This number, depending on the roots of the corresponding characteristic equations, can reach nine. Also, the cases when the given integro-differential equation has a unique solution are found. The correctness of the obtained results with the help of the detailed solutions of concrete examples are shown. The method of solving the given problem can be used for solving model and nonmodel integro-differential equations with a higher order power singularity and logarithmic singularity in the kernel.


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