The main goal of this paper is to solve a class of Darboux problems by converting them into the two-dimensional nonlinear Volterra integral equation of the second kind. The scheme approximates the solution of these integral equations using the discrete Galerkin method together with local radial basis functions, which use a small set of data instead of all points in the solution domain. We also employ the Gauss–Legendre integration rule on the influence domains of shape functions to compute the local integrals appearing in the method. Since the scheme is constructed on a set of scattered points and does not require any background meshes, it is meshless. The error bound and the convergence rate of the presented method are provided. Some illustrative examples are included to show the validity and efficiency of the new technique. Furthermore, the results obtained demonstrate that this method uses much less computer memory than the method established using global radial basis functions.

The attractive feature of the singularity method for steady Stokes flows is that the hydrodynamic forces acting on the particle can be calculated by the total strength of distributed singularities. For unsteady Stokes flows, however we have to derive hydrodynamic forces acting on a solid body in terms of the strengths of both unsteady Stokeslets as well as unsteady potential dipoles if mass and force sources are both taken into consideration. Since the hydrodynamic force formulation results in a Volterra integral equation of the first kind, and the strengths are numerically approximated by means of the Lubich convolution quadrature method (CQM) in this study. As far as the numerical solutions of time-domain integral formulations of the unsteady Stokes equations are concerned, this paper requires only the Laplace-domain instead of the time- domain fundamental solutions of the governing equations. The stability and accuracy of the proposed method are verified through some well selected numerical examples. In total we include two examples presenting the accuracy of Lubich CQM, and another two examples for calculating general hydrody-namic forces of a sphere in oscillating or non-oscillating unsteady Stokes flows. It is concluded that this study is able to extend the unsteady Stokes flow theory to more general transient motions instead to limit to the oscillating flow assumption.

In this paper we study the existence of periodic solutions of a Volterra type integral equation with infinite heredity. Banach fixed point theorem, Krasnosel'skii's fixed point theorem, and a combination of Krasnosel'skii's and Schaefer's fixed point theorems are employed in the analysis. The combination theorem of Krasnosel'skii and Schaefer requires an a priori bound on all solutions. We employ Liapunov's direct method to obtain such an a priori bound. In the process, we compare these theorems in terms of assumptions and outcomes.

We introduce the concept of ‘shift operators’ in order to establish sufficient conditions for the existence of the resolvent for the Volterra integral equation on time scales. The paper will serve as the foundation for future research on the qualitative analysis of solutions of Volterra integral equations on time scales, using the notion of the resolvent.

Reflected Brownian motion is used in areas such as physiology, electrochemistry and nuclear magnetic resonance. We study the first-passage-time problem of this process which is relevant in applications; specifically, we find a Volterra integral equation for the distribution of the first time that a reflected Brownian motion reaches a nondecreasing barrier. Additionally, we note how a numerical procedure can be used to solve the integral equation.

Let X be a one-dimensional strong Markov process with continuous sample paths. Using Volterra-Stieltjes integral equation techniques we investigate Hölder continuity and differentiability of first passage time distributions of X with respect to continuous lower and upper moving boundaries. Under mild assumptions on the transition function of X we prove the existence of a continuous first passage time density to one-sided differentiable moving boundaries and derive a new integral equation for this density. We apply our results to Brownian motion and its nonrandom Markovian transforms, in particular to the Ornstein-Uhlenbeck process.

In this paper, we are concerned with the basic problem defined in [9]. Formulas for δV(0)and δ∞V(0),respectively the generalized and asymptotic gradient of the value function at zero, corresponding to an L2 -additive perturbation of dynamics are given. Under the normality condition, δV(0)turns out to be a compact subset of L2, formed entirely of arcs, and V is locally finite and Lipschitz at 0. Moreover, estimations of the generalized directional derivative and Dini's derivative of V at 0 are derived. Supplementary conditions imply that Dini's derivative of V at 0 exists, and V is actually strictly differentiate at this point.

A generalization of Bailey's general epidemic model is considered. In this generalized model, it is assumed that the probability of any particular susceptible becoming infected during the small time interval (t, t + Δt) is α(X(t))Δt + o(Δt), for some function a, where X(t) is the proportion of infected individuals in the entire population, the probability that an infected individual is infected for at least a length of time t is F(t), and recovered individuals are permanently immune from further attack. In this paper, central limit theorems are obtained for the proportion of infected individuals and the proportion of susceptibles in the entire population.