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In this paper, we study the numerical approximation of a system of PDEs with fractional time derivatives. This system is derived from an optimal control problem for a time-fractional Fokker-Planck equation with time dependent drift by…
A discrete-time stochastic LQ problem with multiplicative noises and state transmission delay is studied in this paper, which does not require any definiteness constraint on the cost weighting matrices. From some abstract representations of…
We consider the use of adaptive timestepping to allow a strong explicit Euler-Maruyama discretisation to reproduce dynamical properties of a class of nonlinear stochastic differential equations with a unique equilibrium solution and…
This paper considers the chattering problem of sliding mode control while delay in robot manipulator caused chaos in such electromechanical systems. Fractional calculus as a powerful theorem to produce a novel sliding mode; which has a…
Understanding how time delays impact the stability of a delay differential equation is important for modeling many natural and technological systems that experience time delays. Here we introduce a new stability criterion for…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
This paper deals with the problem of covariance stabilization for a class of linear stochastic discrete-time systems in the Stochastic Model Predictive Control (SMPC) framework. The considered systems are affected by independent and…
Two fast L1 time-stepping methods, including the backward Euler and stabilized semi-implicit schemes, are suggested for the time-fractional Allen-Cahn equation with Caputo's derivative. The time mesh is refined near the initial time to…
In this paper, a novel modified proximal dynamical system is proposed to compute the solution of a mixed variational inequality problem (MVIP) within a fixed time, where the time of convergence is finite and is uniformly bounded for all…
A recent development in the theory of fractional differential equations with variable coefficients has been a method for obtaining an exact solution in the form of an infinite series involving nested fractional integral operators. This…
We solve a linear quadratic optimal control problem for sampled-data systems with stochastic delays. The delays are stochastically determined by the last few delays. The proposed optimal controller can be efficiently computed by iteratively…
We propose and study a class of numerical schemes to approximate time fractional differential equations. The methods are based on the approximation of the Caputo fractional derivative by continuous piecewise polynomials, which is strongly…
In this paper we study the controllability of fractional neutral stochastic functional differential equations with infinite delay driven by fractional Brownian motion in a real separable Hilbert space. The controllability results are…
Necessary and sufficient conditions are given for the asymptotic stability and instability of a two-dimensional incommensurate order autonomous linear system, which consists of a differential equation with a Caputo-type fractional order…
Fractional differential equations model processes with memory effects, providing a realistic perspective on complex systems. We examine time-delayed differential equations, discussing first-order and fractional Caputo time-delayed…
In this paper, we study the dynamics of a linear control system with given state feedback control law in the presence of fast periodic sampling at temporal frequency $1/\delta$ ($0 < \delta \ll 1$), together with small white noise…
This paper investigates the approximate controllability of linear fractional impulsive evolution equations in Hilbert spaces. The system under consideration involves the Caputo fractional derivative of order $0<\alpha\leq 1$, a closed…
We present a stochastic predictive controller for discrete time linear time invariant systems under incomplete state information. Our approach is based on a suitable choice of control policies, stability constraints, and employment of a…
In this paper, we discuss the time-space Caputo-Riesz fractional diffusion equation with variable coefficients on a finite domain. The finite difference schemes for this equation are provided. We theoretically prove and numerically verify…
In this brief, we set up the finite time stability (FnTSta) theory for dynamical systems with bounded time-varying delays via aperiodically intermittent control (AIC) and quantized control (QC). A more general QC is designed in this brief.…