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29 Results Found

  • Article
  • Open Access
4 Citations
2,387 Views
12 Pages

19 June 2020

In this paper, by utilizing the resolvent operator theory, the stochastic analysis method and Picard type iterative technique, we first investigate the existence as well as the uniqueness of mild solutions for a class of α ∈ ( 1 , 2 )...

  • Article
  • Open Access
19 Citations
1,987 Views
15 Pages

This article focuses on deriving the averaging principle for Hilfer fractional stochastic evolution equations (HFSEEs) driven by Lévy noise. We show that the solutions of the averaged equations converge to the corresponding solutions of the or...

  • Article
  • Open Access
25 Citations
1,785 Views
23 Pages

In this study, we investigate the existence of mild solutions for a class of Hilfer fractional stochastic evolution equations with order μ∈(1,2) and type ν∈[0,1]. We prove the existence of mild solutions of Hilfer fractional stochasti...

  • Article
  • Open Access
3 Citations
1,188 Views
21 Pages

This paper investigates the controllability of Hilfer fractional stochastic evolution equations (HFSEEs). Initially, we obtain a conclusion regarding the approximate controllability of HFSEEs by employing the Tikhonov-type regularization method and S...

  • Article
  • Open Access
558 Views
25 Pages

The existence of mild solutions and the approximate controllability for a class of Sobolev-type ψ-Caputo fractional stochastic evolution equations (SCFSEEs) subject to nonlocal conditions and Poisson jumps are investigated in this paper. First, t...

  • Article
  • Open Access
5 Citations
1,839 Views
20 Pages

New Study on the Controllability of Non-Instantaneous Impulsive Hilfer Fractional Neutral Stochastic Evolution Equations with Non-Dense Domain

  • Gunasekaran Gokul,
  • Barakah Almarri,
  • Sivajiganesan Sivasankar,
  • Subramanian Velmurugan and
  • Ramalingam Udhayakumar

The purpose of this work is to investigate the controllability of non-instantaneous impulsive (NII) Hilfer fractional (HF) neutral stochastic evolution equations with a non-dense domain. We construct a new set of adequate assumptions for the existenc...

  • Article
  • Open Access
571 Views
13 Pages

This paper investigates non-instantaneous impulsive Hilfer fractional stochastic evolution equations. To obtain a more accurate convergence rate, an equivalent form of the above equation is derived by the time-scale separation method. Then, we prove...

  • Article
  • Open Access
12 Citations
2,474 Views
18 Pages

Mixed Neutral Caputo Fractional Stochastic Evolution Equations with Infinite Delay: Existence, Uniqueness and Averaging Principle

  • Mahmoud Abouagwa,
  • Lama S. Aljoufi,
  • Rashad A. R. Bantan,
  • Anas D. Khalaf and
  • Mohammed Elgarhy

The aim of this article is to consider a class of neutral Caputo fractional stochastic evolution equations with infinite delay (INFSEEs) driven by fractional Brownian motion (fBm) and Poisson jumps in Hilbert space. First, we establish the local and...

  • Article
  • Open Access
3 Citations
1,641 Views
16 Pages

22 February 2023

We introduce the conformable fractional (CF) noninstantaneous impulsive stochastic evolution equations with fractional Brownian motion (fBm) and Poisson jumps. The approximate controllability for the considered problem was investigated. Principles an...

  • Feature Paper
  • Article
  • Open Access
14 Citations
4,410 Views
57 Pages

4 November 2019

This paper examines a range of results that can be derived from Einstein’s evolution equation focusing on the effect of introducing a Lévy distribution into the evolution equation. In this context, we examine the derivation (derived excl...

  • Article
  • Open Access
8 Citations
2,028 Views
17 Pages

This paper initiates a study on the existence and approximate controllability for a type of non-instantaneous impulsive stochastic evolution equation (ISEE) excited by fractional Brownian motion (fBm) with Hurst index 0<H<1/2. First, to overcom...

  • Article
  • Open Access
8 Citations
2,369 Views
22 Pages

Existence of Sobolev-Type Hilfer Fractional Neutral Stochastic Evolution Hemivariational Inequalities and Optimal Controls

  • Sivajiganesan Sivasankar,
  • Ramalingam Udhayakumar,
  • Venkatesan Muthukumaran,
  • Saradha Madhrubootham,
  • Ghada AlNemer and
  • Ahmed M. Elshenhab

This article concentrates on a control system with a nonlocal condition that is driven by neutral stochastic evolution hemivariational inequalities (HVIs) of Sobolev-type Hilfer fractional (HF). In order to illustrate the necessary requirements for t...

  • Article
  • Open Access
15 Citations
1,746 Views
18 Pages

Optimal Control Problems for Hilfer Fractional Neutral Stochastic Evolution Hemivariational Inequalities

  • Sivajiganesan Sivasankar,
  • Ramalingam Udhayakumar,
  • Velmurugan Subramanian,
  • Ghada AlNemer and
  • Ahmed M. Elshenhab

21 December 2022

In this paper, we concentrate on a control system with a non-local condition that is governed by a Hilfer fractional neutral stochastic evolution hemivariational inequality (HFNSEHVI). By using concepts of the generalized Clarke sub-differential and...

  • Article
  • Open Access
40 Citations
5,778 Views
11 Pages

A Fractional-Order Infectivity and Recovery SIR Model

  • Christopher N. Angstmann,
  • Bruce I. Henry and
  • Anna V. McGann

The introduction of fractional-order derivatives to epidemiological compartment models, such as SIR models, has attracted much attention. When this introduction is done in an ad hoc manner, it is difficult to reconcile parameters in the resulting fra...

  • Article
  • Open Access
16 Citations
4,557 Views
5 Pages

9 January 2018

In this note, we show how an initial value problem for a relaxation process governed by a differential equation of a non-integer order with a constant coefficient may be equivalent to that of a differential equation of the first order with a varying...

  • Article
  • Open Access
3 Citations
1,477 Views
16 Pages

26 June 2023

This article is devoted to investigating the evolution of the probability density function for power system excited by fractional stochastic noise. First, the single-machine-infinite-bus (SMIB) power system model excited by fractional Gaussian noise...

  • Article
  • Open Access
15 Citations
3,514 Views
8 Pages

17 May 2022

The nonlinear fractional stochastic differential equation approach with Hurst parameter H within interval H∈(0,1) to study the time evolution of the number of those infected by the coronavirus in countries where the number of cases is large as B...

  • Article
  • Open Access
466 Views
27 Pages

22 July 2025

This work investigates fractional stochastic Schrödinger evolution equations in a Hilbert space, incorporating complex potential symmetry and Poisson jumps. We establish the existence of mild solutions via stochastic analysis, semigroup theory,...

  • Article
  • Open Access
3 Citations
1,951 Views
21 Pages

13 October 2020

In the present paper, we study the problem of estimating a drift parameter in stochastic evolution equations on graphs. We focus on equations driven by fractional Brownian motions, which are particularly useful e.g., in biology or neuroscience. We de...

  • Article
  • Open Access
1,643 Views
21 Pages

Fractional Diffusion: A Structured Approach to Application with Examples

  • Kathrin Kulmus,
  • Christopher Essex,
  • Karl Heinz Hoffmann and
  • Janett Prehl

Time-fractional evolution equations for probability distributions provide a means of representing an important class of stochastic processes. Their solutions have features that are important in modeling anomalous diffusion and a variety of other real...

  • Article
  • Open Access
16 Citations
1,689 Views
16 Pages

20 January 2023

Various scholars have lately employed a wide range of strategies to resolve two specific types of symmetrical fractional differential equations. The evolution of a number of real-world systems in the physical and biological sciences exhibits impulsiv...

  • Article
  • Open Access
2 Citations
2,754 Views
13 Pages

Option Pricing with Fractional Stochastic Volatilities and Jumps

  • Sumei Zhang,
  • Hongquan Yong and
  • Haiyang Xiao

Empirical studies suggest that asset price fluctuations exhibit “long memory”, “volatility smile”, “volatility clustering” and asset prices present “jump”. To fit the above empirical characteristics of...

  • Article
  • Open Access
9 Citations
1,626 Views
19 Pages

An essential mathematical structure that demonstrates the nonlinear short-wave movement across the ferromagnetic materials having zero conductivity in an exterior region is known as the fractional stochastic Kraenkel–Manna–Merle system. I...

  • Article
  • Open Access
652 Views
32 Pages

15 August 2025

The main purpose of the present paper is to investigate the problem of estimating the time-varying coefficient in a stochastic parabolic equation driven by a sub-fractional Brownian motion. More precisely, we introduce a kernel-type estimator for the...

  • Article
  • Open Access
3 Citations
1,708 Views
22 Pages

Since the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs) under the Efficient Market Hypothesis (EMH) has been a subject of active research in financial engineering. It has now become obvious, even to casual o...

  • Article
  • Open Access
2 Citations
2,014 Views
21 Pages

A Comparative Study of Deterministic and Stochastic Models of Microstructure Evolution during Multi-Step Hot Deformation of Steels

  • Piotr Oprocha,
  • Natalia Czyżewska,
  • Konrad Klimczak,
  • Jan Kusiak,
  • Paweł Morkisz,
  • Maciej Pietrzyk,
  • Paweł Potorski and
  • Danuta Szeliga

23 April 2023

Modern construction materials, including steels, have to combine strength with good formability. In metallic materials, these features are obtained for heterogeneous multiphase microstructures. Design of such microstructures requires advanced numeric...

  • Article
  • Open Access
1 Citations
3,232 Views
18 Pages

The Dependence of Compensation Dose on Systematic and Random Interruption Treatment Time in Radiation Therapy

  • Ramin Abolfath,
  • Mitra Khalili,
  • Alireza G. Senejani,
  • Balachandran Kodery and
  • Robert Ivker

5 September 2022

Introduction: In this work, we develop a multi-scale model to calculate corrections to the prescription dose to predict compensation required for the DNA repair mechanism and the repopulation of the cancer cells due to the occurrence of patient sched...

  • Article
  • Open Access
1,462 Views
14 Pages

26 May 2024

The Reynolds-averaged Navier–Stokes (RANS)-based stochastic multiple mapping conditioning (MMC) approach has been used to study partially premixed jet flames of dimethyl ether (DME) introduced into a vitiated coflowing oxidizer stream. This stu...