Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density
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Publication:2178402
maximum entropy principlerandom mean square calculusrandom mean square Caputo fractional derivativefractional differential equations with randomnessrandom numerics
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Numerical solutions to stochastic differential and integral equations (65C30) Random operators and equations (aspects of stochastic analysis) (60H25) Numerical methods for initial value problems involving ordinary differential equations (65L05)
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- scientific article; zbMATH DE number 7366904
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- A numerical scheme for solving differential equations with space and time-fractional coordinate derivatives
- A relationship between three analytical approaches to nonlinear problems
- Complete controllability of nonlocal fractional stochastic differential evolution equations with Poisson jumps in Hilbert spaces
- Existence results for random fractional differential equations
- Extending the deterministic Riemann-Liouville and Caputo operators to the random framework: A mean square approach with applications to solve random fractional differential equations
- Fractional calculus. Models and numerical methods
- Fractional differential equations. An introduction to fractional derivatives, fractional differential equations, to methods of their solution and some of their applications
- Mean square calculus and random linear fractional differential equations: theory and applications
- Numerical methods for fractional calculus
- Polynomial chaos for random fractional order differential equations
- Probabilistic prediction of outbreaks of meningococcus W-135 infections over the next few years in Spain
- Random differential equations in science and engineering
- Sobolev type fractional abstract evolution equations with nonlocal conditions and optimal multi-controls
- Synchronization in a nonidentical fractional order of a proposed modified system
- The probability density function to the random linear transport equation
Cited in
(12)- Hyers-Ulam stability of random functional differential equation involving fractional-order derivative
- A Random Euler Method for Solving Differential Equations with Uncertainties
- Bi-additive \(\sigma \)-random operator inequalities and random quasi-\(*\)-multipliers on MB-algebras
- Probabilistic analysis of a class of impulsive linear random differential equations forced by stochastic processes admitting Karhunen-Loève expansions
- Mean Square Convergent Numerical Methods for Nonlinear Random Differential Equations
- Solution processes for second-order linear fractional differential equations with random inhomogeneous parts
- Fractal Lakshmanan-Porsezian-Daniel model with different forms of nonlinearity and its novel soliton solutions
- Solving random fractional second-order linear equations via the mean square Laplace transform: theory and statistical computing
- A survey on random fractional differential equations involving the generalized Caputo fractional-order derivative
- Development of a fractional Wiener-Hermite expansion for analyzing the fractional stochastic models
- Liouville's equations for random systems
- On the random fractional Bateman equations
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