Solving parabolic integro-differential equations with purely nonlocal conditions by using the operational matrices of Bernstein polynomials

Parabolic nonlinear integro-differential equations, Ergodic problem, Long time behavior, Strong maximum principle, Lipschitz

The main result of our paper is Theorem 2 which ensures the existence and uniqueness of the solution (u, ν) of the obstacle problem for (1) using probabilistic method based on

The formation of the so-called virological synapse is the major and well-established route for viral cell-to-cell transmission, and was first described in the context of

In this paper we consider the problem of viscosity solution of integro-partial differential equa- tion(IPDE in short) via the solution of backward stochastic differential

In this work we address the problems of stability analysis and controller syn- thesis for one dimensional linear parabolic Partial Differential Equations (PDEs).. To achieve the

Abstract Recent progress in computer algebra has opened new opportunities for the parameter estimation problem in nonlinear control theory, by means of integro-

Remark too that we can not guarantee the result obtained by a local algorithm with a first initial guess for which the system does not present the good dynamic (see Remark 2). In

In such formulation of the original equation we can view (1.7) as a perturbation of the symmetric case and use [3, 7] to obtain the higher order regularity estimates for (1.7) and