Probabilistic Interpretation of Solutions of Linear Ultraparabolic Equations

We demonstrate the existence, uniqueness and Galerkin approximatation of linear ultraparabolic terminal value/infinite-horizon problems on unbounded spatial domains. Furthermore, we provide a probabilistic interpretation of the solution in terms of the expectation of an associated ultradiffusion process.

Crank-Nicolson Quasi-Wavelet Based Numerical Method for Volterra Integro-Differential Equations on Unbounded Spatial Domains

The numerical solution of a parabolic Volterra integro-differential equation with a memory term on a one-dimensional unbounded spatial domain is considered. A quasi-wavelet based numerical method is proposed to handle the spatial discretisation, the Crank-Nicolson scheme is used for the time discretisation, and second-order quadrature to approximate the integral term. Some numerical examples are presented to illustrate the efficiency and accuracy of this approach.

Population dynamics with age-dependent diffusion and death rates

In this paper we investigate the population dynamics of a species with age structure in the case where the diffusion and death rates of the matured population are both age-dependent. We develop a new application of the age-structure technique in terms of an integral equation. For unbounded spatial domains, we study the existence of travelling waves, whilst in bounded domains, we investigate the existence of positive steady-state solutions and their stability.