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相关论文: Asymptotic behavior of solutions to fractional sto…

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Using a temporally weighted norm we first establish a result on the global existence and uniqueness of solutions for Caputo fractional stochastic differential equations of order $\alpha\in(\frac{1}{2},1)$ whose coefficients satisfy a…

经典分析与常微分方程 · 数学 2018-08-24 T. S. Doan , P. T. Huong , P. E. Kloeden , H. T. Tuan

We present some distinct asymptotic properties of solutions to Caputo fractional differential equations (FDEs). First, we show that the non-trivial solutions to a FDE can not converge to the fixed points faster than $t^{-\alpha}$, where…

经典分析与常微分方程 · 数学 2020-02-17 N. D. Cong , H. T. Tuan , Hieu Trinh

In this article, we deal with fractional stochastic differential equations, so-called Caputo type fractional backward stochastic differential equations (Caputo fBSDEs, for short), and study the well-posedness of an adapted solution to…

概率论 · 数学 2022-10-05 Nazim I. Mahmudov , Arzu Ahmadova

This paper is devoted to studying three-dimensional non-commensurate fractional order differential equation systems with Caputo derivatives. Necessary and sufficient conditions are for the asymptotic stability of such systems are obtained.

经典分析与常微分方程 · 数学 2024-10-15 Kai Diethelm , Safoura Hashemishahraki , Ha Duc Thai , Hoang The Tuan

In this paper, we consider Caputo type fractional stochastic time-delay system with permutable matrices. We derive stochastic analogue of variation of constants formula via a newly defined delayed Mittag-Leffer type matrix function. Thus,…

动力系统 · 数学 2020-09-23 Arzu Ahmadova , Ismail T. Huseynov , Nazim I. Mahmudov

This paper systematically treats the asymptotic behavior of many (linear/nonlinear) classes of higher-order fractional differential equations with multiple terms. To do this, we utilize the characteristics of Caputo fractional…

动力系统 · 数学 2024-10-15 H. D. Thai , H. T. Tuan

The current study investigates the asymptotic spectral properties of a finite difference approximation of nonlocal Helmholtz equations with a Caputo fractional Laplacian and a variable coefficient wave number $\mu$, as it occurs when…

Consider non-linear time-fractional stochastic heat type equations of the following type, $$\partial^\beta_tu_t(x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\lambda \sigma(u)\stackrel{\cdot}{F}(t,x)]$$ in $(d+1)$ dimensions, where…

概率论 · 数学 2015-05-19 Mohammud Foondun , Erkan Nane

In this article, the existence and uniqueness about the solution for a class of stochastic fractional-order differential equation systems are investigated, where the fractional derivative is described in Caputo sense. The fractional…

数值分析 · 数学 2016-11-24 Guang-an Zou , Bo Wang

This paper deals with the existence of asymptotic almost automorphic solution of fractional integro differential equation. We prove the result by using fixed point theorems. We show the result with Lipschitz condition and without Lipschitz…

经典分析与常微分方程 · 数学 2013-04-02 Syed Abbas , Gaston M. N'Guerekata

In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $\alpha \in (\frac{1}{2},1]$. Our aim is to analyze of the continuous dependence of solutions on the fractional order…

概率论 · 数学 2025-06-04 T. C. Son , N. T. Dung , P. T. P Thuy , T. M. Cuong , H. T. P. Thao , P. D. Tung

We study the asymptotic stability of the semi-discrete (SD) numerical method for the approximation of stochastic differential equations. Recently, we examined the order of $\mathcal L^2$-convergence of the truncated SD method and showed…

数值分析 · 数学 2020-08-10 Nikolaos Halidias , Ioannis S. Stamatiou

This paper proves the asymptotic stability of the multidimensional wave equation posed on a bounded open Lipschitz set, coupled with various classes of positive-real impedance boundary conditions, chosen for their physical relevance:…

动力系统 · 数学 2019-11-27 Florian Monteghetti , Ghislain Haine , Denis Matignon

In this paper, we study the asymptotic behavior of solutions to a scalar fractional delay differential equations around the equilibrium points. More precise, we provide conditions on the coefficients under which a linear fractional delay…

经典分析与常微分方程 · 数学 2020-02-17 H. T. Tuan , S. Siegmund

An implicit finite difference method with non-uniform timesteps for solving the fractional diffusion equation in the Caputo form is proposed. The method allows one to build adaptive methods where the size of the timesteps is adjusted to the…

数值分析 · 数学 2024-06-28 Santos B. Yuste , Joaquín Quintana-Murillo

We prove the theorem of linearized asymptotic stability for fractional differential equations. More precisely, we show that an equilibrium of a nonlinear Caputo fractional differential equation is asymptotically stable if its linearization…

动力系统 · 数学 2018-08-28 N. D. Cong , T. S. Doan , S. Siegmund , H. T. Tuan

In this paper we study the asymptotic behavior of solutions of fractional differential equations of the form $ D^{\alpha}_Cu(t)=Au(t)+f(t), u(0)=x, 0<\alpha\le1, ( *) $ where $D^{\alpha}_Cu(t)$ is the derivative of the function $u$ in the…

经典分析与常微分方程 · 数学 2025-09-05 Vu Trong Luong , Nguyen Duc Huy , Nguyen Van Minh , Nguyen Ngoc Vien

This paper is devoted to the investigation of the nonnegative solutions and the stability and asymptotic properties of the solutions of fractional differential dynamic systems involving delayed dynamics with point delays. The obtained…

动力系统 · 数学 2010-09-23 Manuel De la Sen

In this paper we classify the pathwise asymptotic behaviour of the discretisation of a general autonomous scalar differential equation which has a unique and globally stable equilibrium. The underlying continuous equation is subjected to a…

概率论 · 数学 2013-10-10 John A. D. Appleby , Jian Cheng , Alexandra Rodkina

In this paper we continue our earlier investigations into the asymptotic behaviour of infinite systems of coupled differential equations. Under the mild assumption that the so-called characteristic function of our system is completely…

泛函分析 · 数学 2020-10-01 Lassi Paunonen , David Seifert
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