Article
Mathematics, Applied
Lassaad Mchiri
Summary: This article proves the existence and uniqueness of solutions for fractional Ito-Doob stochastic differential equations (FIDSDE) with order x is an element of (0, 1) using the fixed point technique. The Ulam-Hyers stability of FIDSDE is analyzed by employing the Gronwall inequality and stochastic analysis techniques. Two theoretical examples are presented to demonstrate the application of the obtained results.
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
(2023)
Article
Mathematics, Applied
Alberto Lanconelli, Matteo Mori
Summary: We prove that the Stratonovich counterpart of the stochastic SIR model follows the same threshold as the deterministic system, indicating that the noise intensity described by Stratonovich calculus does not affect the extinction of the disease.
APPLIED MATHEMATICS LETTERS
(2022)
Article
Mathematics, Applied
Everaldo M. Bonotto, Rodolfo Collegari, Marcia Federson, Tepper Gill
Summary: This paper aims to provide a similar theory for operator-valued stochastic differential equations, extending the applicability of the Ito-Henstock integral to include highly oscillatory (operator-valued) functions of unbounded variation.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
(2023)
Article
Mathematics, Interdisciplinary Applications
Ahmed M. A. El-Sayed, Hoda A. Fouad
Summary: This paper deals with the combinations of stochastic Ito-differential and arbitrary (fractional) orders derivatives in a neutral differential equation with a stochastic, nonlinear, nonlocal integral condition. It proves the existence of solutions, provides sufficient conditions for the uniqueness of the solution, and studies the continuous dependence of the unique solution.
FRACTAL AND FRACTIONAL
(2021)
Article
Mathematics
A. M. A. El-Sayed, Hoda A. Fouad
Summary: The article discusses the applications of fractional stochastic differential equations in interpreting events and phenomena of life, and investigates the existence of mean square continuous solutions of nonlocal problems using the Schauder fixed point theorem. The sufficient conditions and continuous dependence for the unique solution are also discussed.
Article
Mathematics, Applied
Kai Liu, Guiding Gu
Summary: In this paper, a family of fully implicit strong Ito-Taylor numerical methods for stochastic differential equations (SDE) is designed. These methods are based on truncating the general stochastic Ito-Taylor expansions to achieve high-order convergence. By selecting parameters, different stability properties can be obtained. The mean-square stability of the second-order case is investigated and numerical results are reported to demonstrate the convergence and stability properties of the methods.
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS
(2022)
Article
Multidisciplinary Sciences
Seyyedeh N. Kiaee, Morteza Khodabin, Reza Ezzati, Antonio M. Lopes
Summary: This paper proposes a new numerical method for solving single time-delayed stochastic differential equations using orthogonal functions. The method is applied to approximate two types of stochastic differential equations with additive and multiplicative noise, showing excellent computational efficiency with an O(h(2)) convergence rate that surpasses previous methods. Two examples are provided to illustrate the validity and efficiency of this new technique.
Article
Mathematics, Applied
Yijun Li, Guanggan Chen, Ting Lei
Summary: This work focuses on stochastic partial differential equations with a fast random dynamical boundary condition, deriving an effective equation in the limit of fast diffusion. Through multiscale analysis and the averaging principle, it establishes deviation estimates from the original system to the effective approximation. A concrete example further illustrates the results on a large time scale.
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
(2021)
Article
Mathematics
Antonio Barrera, Patricia Roman-Roman, Francisco Torres-Ruiz
Summary: A joint and unified vision of stochastic diffusion models associated with the family of hyperbolastic curves is presented, aiming to link diffusion processes with each curve. By utilizing the maximum likelihood method, initial solutions for equation resolution can be obtained, and the models can be fitted to real data, with practical significance.
Article
Mathematics, Interdisciplinary Applications
Kinda Abuasbeh, Nazim I. I. Mahmudov, Muath Awadalla
Summary: In this paper, the existence/uniqueness of solutions and the approximate controllability concept for Caputo type stochastic fractional integro-differential equations (SFIDE) in a Hilbert space with a noninstantaneous impulsive effect are investigated. Furthermore, different types of stochastic iterative learning control for SFIDEs with noninstantaneous impulses in Hilbert spaces are also examined. Examples are provided to illustrate the obtained results.
FRACTAL AND FRACTIONAL
(2023)
Article
Mathematics, Applied
A. M. Sayed Ahmed, Hamdy M. Ahmed, Nesreen Sirelkhtam Elmki Abdalla, Assmaa Abd-Elmonem, E. M. Mohamed
Summary: In this paper, we investigate the approximative controllability of fractional stochastic differential inclusions (SDIs) of Sobolev-type with fractional derivatives in Atangana-Baleanu (AB) sense and Poisson jumps. Our findings are supported by the fixed point theorem, multi-valued map theory, compact semigroup theory, and stochastic analysis principles. An illustration is provided in the later part to clarify the established outcomes.
Article
Mathematics, Applied
Ho Vu, Ngo Van Hoa
Summary: In this paper, the existence of solutions for random fractional differential equations with delay is investigated using Banach and Schaefer's fixed point theorems. Additionally, the Hyers-Ulam stability and Hyers-Ulam-Rassias stability for these equations are presented through the use of Gronwall inequality. Two examples are given to illustrate the theoretical results.
COMPUTATIONAL & APPLIED MATHEMATICS
(2022)
Article
Mathematics, Applied
Abdelkader Moumen, Ramsha Shafqat, Ammar Alsinai, Hamid Boulares, Murat Cancan, Mdi Begum Jeelani
Summary: This study investigates the approximate controllability of a class of fractional stochastic evolution equations (FSEEs) using Hilfer derivative and Hilbert space. By employing different methods, the Lipschitz or compactness conditions are eliminated, and a weak growth requirement is assumed. The study is based on the fixed point theorem, the diagonal argument, and approximation methods. The effectiveness of the abstract theory is demonstrated using an example.
Article
Mathematics, Interdisciplinary Applications
C. Dineshkumar, R. Udhayakumar, V. Vijayakumar, Kottakkaran Sooppy Nisar
Summary: This manuscript focuses on the approximate controllability of Hilfer fractional neutral stochastic integro-differential equations, proving the principal results based on theoretical concepts related to fractional calculus and Schauder's fixed-point theorem. It discusses the approximate controllability of the fractional evolution system and extends the results to nonlocal conditions. Theoretical and practical applications are provided to enhance the effectiveness of the discussion.
CHAOS SOLITONS & FRACTALS
(2021)
Article
Mathematics, Applied
Jing Zou, Danfeng Luo, Mengmeng Li
Summary: This paper considers a class of fractional stochastic differential equations (SFDEs) with impulses. The existence and uniqueness of solutions to the addressed system are explored using Monch's fixed point theorem and Banach contraction principle. Furthermore, the averaging principle of our considered system is obtained with the help of the Jensen inequality, Holder inequality, Burkholder-Davis-Gundy inequality, Gronwall-Bellman inequality, and some novel assumptions.
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
(2023)