**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**6

# Integral Equation Related Publications

##### 6 On Modified Numerical Schemes in Vortex Element Method for 2D Flow Simulation Around Airfoils

**Authors:**
Ilia Marchevsky,
Victoriya Moreva

**Abstract:**

The problem of incompressible steady flow simulation around an airfoil is discussed. For some simplest airfoils (circular, elliptical, Zhukovsky airfoils) the exact solution is known from complex analysis. It allows to compute the intensity of vortex layer which simulates the airfoil. Some modifications of the vortex element method are proposed and test computations are carried out. It-s shown that the these approaches are much more effective in comparison with the classical numerical scheme.

**Keywords:**
Integral Equation,
Vortex element method,
vortex layer,
ill-conditioned matrix

##### 5 Ruin Probability for a Markovian Risk Model with Two-type Claims

**Authors:**
Dongdong Zhang,
Deran Zhang

**Abstract:**

In this paper, a Markovian risk model with two-type claims is considered. In such a risk model, the occurrences of the two type claims are described by two point processes {Ni(t), t ¸ 0}, i = 1, 2, where {Ni(t), t ¸ 0} is the number of jumps during the interval (0, t] for the Markov jump process {Xi(t), t ¸ 0} . The ruin probability ª(u) of a company facing such a risk model is mainly discussed. An integral equation satisfied by the ruin probability ª(u) is obtained and the bounds for the convergence rate of the ruin probability ª(u) are given by using key-renewal theorem.

**Keywords:**
Integral Equation,
risk model,
ruin probability,
Markov jump process

##### 4 An Asymptotic Solution for the Free Boundary Parabolic Equations

**Authors:**
Hsuan-Ku Liu,
Ming Long Liu

**Abstract:**

In this paper, we investigate the solution of a two dimensional parabolic free boundary problem. The free boundary of this problem is modelled as a nonlinear integral equation (IE). For this integral equation, we propose an asymptotic solution as time is near to maturity and develop an integral iterative method. The computational results reveal that our asymptotic solution is very close to the numerical solution as time is near to maturity.

**Keywords:**
Integral Equation,
Asymptotic solution,
free boundary problem,
American exchange option

##### 3 An Asymptotic Formula for Pricing an American Exchange Option

**Authors:**
Hsuan-Ku Liu

**Abstract:**

In this paper, the American exchange option (AEO) valuation problem is modelled as a free boundary problem. The critical stock price for an AEO is satisfied an integral equation implicitly. When the remaining time is large enough, an asymptotic formula is provided for pricing an AEO. The numerical results reveal that our asymptotic pricing formula is robust and accurate for the long-term AEO.

**Keywords:**
Integral Equation,
Asymptotic solution,
free boundary problem,
American exchange option

##### 2 Solution of First kind Fredholm Integral Equation by Sinc Function

**Authors:**
Khosrow Maleknejad,
Reza Mollapourasl,
Parvin Torabi,
Mahdiyeh Alizadeh

**Abstract:**

**Keywords:**
Integral Equation,
collocation method,
Fredholm type,
Sinc approximation

##### 1 The Particle Swarm Optimization Against the Runge’s Phenomenon: Application to the Generalized Integral Quadrature Method

**Authors:**
A. Zerarka,
A. Soukeur,
N. Khelil

**Abstract:**

In the present work, we introduce the particle swarm optimization called (PSO in short) to avoid the Runge-s phenomenon occurring in many numerical problems. This new approach is tested with some numerical examples including the generalized integral quadrature method in order to solve the Volterra-s integral equations

**Keywords:**
Integral Equation,
Particle Swarm Optimization,
Runge's phenomenon