The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of soluti...The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.展开更多
Based on the Boltzmann’s superposition principles of linear viscoelastic materials and the von K*-rm*-n’s hypotheses of thin plates with large deflections, a mathematical model for quasi-static problems of viscoelas...Based on the Boltzmann’s superposition principles of linear viscoelastic materials and the von K*-rm*-n’s hypotheses of thin plates with large deflections, a mathematical model for quasi-static problems of viscoelastic thin plates was given. By the Galerkin method in spatial domain, the original integro-partial-differential system could be transformed into an integral system. The latter further was reduced to a differential system by using the new method for temporal domain presented in this paper. Numerical results show that compared with the ordinary finite difference method, the new method in this paper is simpler to operate and has some advantages, such as, no storage and quicker computational speed etc.展开更多
A new numerical method for the fractional integral that only stores part history data is presented, and its discretization error is estimated. The method can be used to solve the integro_differential equation includin...A new numerical method for the fractional integral that only stores part history data is presented, and its discretization error is estimated. The method can be used to solve the integro_differential equation including fractional integral or fractional derivative in a long history. The difficulty of storing all history data is overcome and the error can be controlled. As application,motion equations governing the dynamical behavior of a viscoelastic Timoshenko beam with fractional derivative constitutive relation are given. The dynamical response of the beam subjected to a periodic excitation is studied by using the separation variables method. Then the new numerical method is used to solve a class of weakly singular Volterra integro_differential equations which are applied to describe the dynamical behavior of viscoelastic beams with fractional derivative constitutive relations. The analytical and unmerical results are compared. It is found that they are very close.展开更多
文摘The existence and uniqueness of solutions to backward stochastic differential equations with jumps and with unbounded stopping time as terminal under the non_Lipschitz condition are obtained. The convergence of solutions and the continuous dependence of solutions on parameters are also derived. Then the probabilistic interpretation of solutions to some kinds of quasi_linear elliptic type integro_differential equations is obtained.
文摘Based on the Boltzmann’s superposition principles of linear viscoelastic materials and the von K*-rm*-n’s hypotheses of thin plates with large deflections, a mathematical model for quasi-static problems of viscoelastic thin plates was given. By the Galerkin method in spatial domain, the original integro-partial-differential system could be transformed into an integral system. The latter further was reduced to a differential system by using the new method for temporal domain presented in this paper. Numerical results show that compared with the ordinary finite difference method, the new method in this paper is simpler to operate and has some advantages, such as, no storage and quicker computational speed etc.
文摘A new numerical method for the fractional integral that only stores part history data is presented, and its discretization error is estimated. The method can be used to solve the integro_differential equation including fractional integral or fractional derivative in a long history. The difficulty of storing all history data is overcome and the error can be controlled. As application,motion equations governing the dynamical behavior of a viscoelastic Timoshenko beam with fractional derivative constitutive relation are given. The dynamical response of the beam subjected to a periodic excitation is studied by using the separation variables method. Then the new numerical method is used to solve a class of weakly singular Volterra integro_differential equations which are applied to describe the dynamical behavior of viscoelastic beams with fractional derivative constitutive relations. The analytical and unmerical results are compared. It is found that they are very close.