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NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS

Cilt: 8 Sayı: 1 29 Haziran 2024
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NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS

Öz

Fractional-stochastic differential equations are widely used tools to simulate a wide - range of engineering and scientific phenomena. In this paper, the applicability of the approach of indeterminate coefficients to various fractional-stochastic models is examined. These models have a fractional white noise term and are mostly produced by fractional-order derivative operators. We also investigate applications of a polynomial chaos algorithm to stochastic Lotka-Volterra and Benney systems. Fractional-stochastic equations are entirely novel systems that have the potential to function as models for a wide range of scientific and engineering phenomena. It is noted that fractional-order systems with uncertainty or a noise term can benefit from the effective use of Galerkin-type approaches in this article.

Anahtar Kelimeler

The Galerkin method,, Numerical Solutions, Fractional-Stochastic Differential Equations,

Etik Beyan

Ethics committee approval document is not required for this study.

Kaynakça

  1. Baleanu, D., Diethelm, K., Scalas, E., & Trujillo, J.J. (2012). Fractional Calculus: Models and Numerical Methods, World Scientific Publishing.
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  3. Cavlak Aslan, E., & Gürgöze, L. (2022). Soliton and Other Function Solutions of The Potential KdV Equation with Jacobi Elliptic Function Method, International Journal of Innovative Engineering Applications, 6(2), 183-188.
  4. Dung, N.T. (2013). Fractional Stochastic Differential Equations with Applications to Finance, Journal of Mathematical Analysis and Applications, 397(1), 334-348.
  5. Rihan, A.F., Rajivganthi, C., & Muthukumar, P. (2017). Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control, Discrete Dynamics in Nature and Society, Article ID 5394528.
  6. Klebaner, F. C., & Liptser, R. (2001). Asymptotic analysis and extinction in a stochastic Lotka-Volterra model, The Annals of Applied Probability, 11(4), 1263-1291.
  7. Kinoshita, S. (2013). 1-Introduction to Nonequilibrium Phenomena Pattern Formations and Oscillatory Phenomena, 1-59.
  8. Zakharov, V. E. (1981). On the Benney equations, Physica D: Nonlinear Phenomena, 3(1-2), 193-202.
  9. Pellegrini, G. (2014). Polynomial Chaos Expansion with applications to PDEs (Master dissertation, University of Verona).
  10. Nualart, D. (2006). Fractional Brownian motion. The Malliavin Calculus and Related Topics. Probability, its applications. Springer, Berlin, Heidelberg.

Kaynak Göster

APA
Akınlar, M. A. (2024). NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS. International Journal of Innovative Engineering Applications, 8(1), 43-52. https://doi.org/10.46460/ijiea.1459659
AMA
1.Akınlar MA. NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS. ijiea, IJIEA. 2024;8(1):43-52. doi:10.46460/ijiea.1459659
Chicago
Akınlar, Mehmet Ali. 2024. “NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS”. International Journal of Innovative Engineering Applications 8 (1): 43-52. https://doi.org/10.46460/ijiea.1459659.
EndNote
Akınlar MA (01 Haziran 2024) NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS. International Journal of Innovative Engineering Applications 8 1 43–52.
IEEE
[1]M. A. Akınlar, “NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS”, ijiea, IJIEA, c. 8, sy 1, ss. 43–52, Haz. 2024, doi: 10.46460/ijiea.1459659.
ISNAD
Akınlar, Mehmet Ali. “NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS”. International Journal of Innovative Engineering Applications 8/1 (01 Haziran 2024): 43-52. https://doi.org/10.46460/ijiea.1459659.
JAMA
1.Akınlar MA. NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS. ijiea, IJIEA. 2024;8:43–52.
MLA
Akınlar, Mehmet Ali. “NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS”. International Journal of Innovative Engineering Applications, c. 8, sy 1, Haziran 2024, ss. 43-52, doi:10.46460/ijiea.1459659.
Vancouver
1.Mehmet Ali Akınlar. NUMERICAL SOLUTIONS TO THE STOCHASTIC SYSTEMS WITH FRACTIONAL OPERATORS. ijiea, IJIEA. 01 Haziran 2024;8(1):43-52. doi:10.46460/ijiea.1459659