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    Lowner Evolution as Ito Diffusion
    (Amer Inst Physics, 2021) Acar, Hulya; Lukashov, Alexey L.
    F. Bracci, M.D. Contreras, S. Diaz Madrigal [3] proved that any evaluation family of order d is described by a generalized LOwner chain. G. Ivanov and A. Vasil'ev considered randomized version of the chain and found a substitution which transforms the chain to an Ito diffusion.We generalize their result to vector randomized Lowner chain and prove there are no other possibilities to transform such Lowner chains to Ito diffusions.
  • Küçük Resim Yok
    Öğe
    Stability inequalities and numerical solution for neutral Volterra delay integro-differential equation
    (Elsevier, 2024) Amirali, Ilhame; Acar, Hulya
    The aim of the present paper is to introduce a new numerical method for solving Volterra integro-differential equation involving delay and neutral types. Using the numerical quadrature formula we form a finite difference scheme on a uniform mesh. The presented numerical method obtains a second-order convergence in discrete maximum norm. Furthermore, we illustrate the efficacy of the proposed method by constructing examples. & COPY; 2023 Elsevier B.V. All rights reserved.