
Numerical Solution of Nonlinear Abel Integral Equations: An hpVersion Collocation Approach
This paper is concerned with the numerical solution for a class of nonli...
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Palindromic linearization and numerical solution of nonsymmetric algebraic TRiccati equations
We identify a relationship between the solutions of a nonsymmetric algeb...
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Application of orthonormal Bernoulli polynomials for approximate solution of some Volterra integral equations
In this work, a new approach has been developed to obtain numerical solu...
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A path integral approach to Bayesian inference in Markov processes
We formulate Bayesian updates in Markov processes by means of path integ...
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A computational framework for twodimensional random walks with restarts
The treatment of twodimensional random walks in the quarter plane leads...
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Solving quadratic matrix equations arising in random walks in the quarter plane
Quadratic matrix equations of the kind A_1X^2+A_0X+A_1=X are encountere...
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Corrections on A numerical method for solving nonlinear VolterraFredholm integral equations
Some corrections are made in our article, which was published in Appl. A...
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Numerical solution of a matrix integral equation arising in Markov Modulated Lévy processes
Markovmodulated Lévy processes lead to matrix integral equations of the kind A_0 + A_1X+A_2 X^2+A_3(X)=0 where A_0, A_1, A_2 are given matrix coefficients, while A_3(X) is a nonlinear function, expressed in terms of integrals involving the exponential of the matrix X itself. In this paper we propose some numerical methods for the solution of this class of matrix equations, perform a theoretical convergence analysis and show the effectiveness of the new methods by means of a wide numerical experimentation.
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