We study a population model with nonlocal diffusion, which is a delayed integro-differential equation with double nonlinearity and two integrable kernels. By comparison method and analytical technique, we obtain globally asymptotic stability of the zero solution and the positive equilibrium. The results obtained reveal that the globally asymptotic stability only depends on the property of nonlinearity. As an application, we discuss an example for a population model with age structure.

In this work we study a nonlocal reaction-diffusion equation arising in populationdynamics. The integral term in the nonlinearity describes nonlocal stimulation ofreproduction. We prove existence of travelling wave solutions by the Leray-Schauder methodusing topological degree for Fredholm and proper operators and special a priori estimatesof solutions in weighted Hölder spaces.

In this paper we introduce a class of left shift semigroups that are differentiable. With the help of perturbation theory for differentiable semigroups we show that solutions of an integrodifferential equation can be infinitely differentiable if the convolution kernel is sufficiently smooth and regular.

Intra-specific competition in population dynamics can be described by integro-differentialequations where the integral term corresponds to nonlocal consumption of resources by individualsof the same population. Already the single integro-differential equation can show theemergence of nonhomogeneous in space stationary structures and can be used to model the processof speciation, in particular, the emergence of biological species during evolution [S. Genieys et al., Math. Model. Nat. Phenom. 1 (2006), no. 1, 65-82], [S. Genieys et al., Comptes Rendus Biologies, 329 (11), 876-879 (2006)]. Onthe other hand, competition of two different species represents a well known and well studiedmodel in population dynamics. In this work we study how the intra-specific competition can influencethe competition between species. We will prove the existence of travelling waves for the casewhere the support of the kernel of the integral is sufficiently narrow. Numerical simulations willbe carried out in the case of large supports.

Maximal regularity for an integro-differential equation with infinite delay on periodic vector-valued Besov spaces is studied. We use Fourier multipliers techniques to characterize periodic solutions solely in terms of spectral properties on the data. We study a resonance case obtaining a compatibility condition which is necessary and sufficient for the existence of periodic solutions.

We study a one-dimensional telegraph process (M t ) t≥0 describing the position of a particle moving at constant speed between Poisson times at which new velocities are chosen randomly. The exact distribution of M t and its first two moments are derived. We characterize the level hitting times of M t in terms of integro-differential equations which can be solved in special cases.

This article is devoted to the numerical study of a flame ball model, derived by Joulin, which obeys to a singular integro-differential equation. The numerical scheme that we analyze here, is based upon a one step method, and we are interested in its long-time behaviour. We recover the same dynamics as in the continuous case: quenching, or stabilization of the flame, depending on heat losses, and an energy input parameter.

We consider a risk process with stochastic interest rate, and show that the probability of eventual ruin and the Laplace transform of the time of ruin can be found by solving certain boundary value problems involving integro-differential equations. These equations are then solved for a number of special cases. We also show that a sequence of such processes converges weakly towards a diffusion process, and analyze the above-mentioned ruin quantities for the limit process in some detail.

A Markovian stochastic model for a system subject to random shocks is introduced. It is assumed that the shock arriving according to a Poisson process decreases the state of the system by a random amount. It is further assumed that the system is repaired by a repairman arriving according to another Poisson process if the state when he arrives is below a threshold α. Explicit expressions are deduced for the characteristic function of the distribution function of X(t), the state of the system at time t, and for the distribution function of X(t), if . The stationary case is also discussed.