Mean square calculus and random linear fractional differential equations: Theory and applications
, , und
28. Juli 2017
Über diesen Artikel
Online veröffentlicht: 28. Juli 2017
Seitenbereich: 317 - 328
Eingereicht: 04. Apr. 2017
Akzeptiert: 28. Juli 2017
DOI: https://doi.org/10.21042/AMNS.2017.2.00026
Schlüsselwörter
© 2017 C. Burgos, J.C Cortés, L. Villafuerte, R.J. Villanueva, published by Sciendo
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.
Figure 1
![Approximations of the mean (left) and the standard deviation (rigth) of the solution SP to the random IVP (2)α = 0.7 and λ = 3/4 using different orders of truncations M = 6, 7, 8, 9, 10 over the time interval [0, 5].](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/64709e5971e4585e08aa181d/j_AMNS.2017.2.00026_fig_001.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=AKIA6AP2G7AKOUXAVR44%2F20251006%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20251006T233757Z&X-Amz-Expires=3600&X-Amz-Signature=6c5c7b639647177bc12596ef6c9ff61c01359fb58d466ae354496be092c90993&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)
Figure 2
![Approximations of the mean (left) and the standard deviation (right) of the solution SP to the random IVP (2) with α = 0.7 and λ = 5/4 using different orders of truncations M = 10, 12, 14, 16, 18 over the time interval [0,5].](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/64709e5971e4585e08aa181d/j_AMNS.2017.2.00026_fig_002.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=AKIA6AP2G7AKOUXAVR44%2F20251006%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20251006T233757Z&X-Amz-Expires=3600&X-Amz-Signature=46e65c7be64246ce46b332e9ebe2e8a3934c3d71cf59cc68d16f1e62126e2bf8&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)
Figure 3
![Approximations of the mean (left) and the standard deviation (right) of the solution SP to the random IVP (2) with α = 0.7, λ = 5/4, E[b0]=E[c]=−1 $\mathbb{E}[b_0]=\mathbb{E}[c]=-1$ and V[b0]=V[c]=1/4 $\mathbb{V}[b_0]=\mathbb{V}[c]=1/4$ using different orders of truncations M over the time intervals [0,5].](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/64709e5971e4585e08aa181d/j_AMNS.2017.2.00026_fig_003.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=AKIA6AP2G7AKOUXAVR44%2F20251006%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20251006T233757Z&X-Amz-Expires=3600&X-Amz-Signature=739e4e1e659709c7b12262ac9f2b7b70bd06781c3151695676fe91fdc2b2e5be&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)
Figure 4
![Approximations of the mean (left) and the standard deviation (right) of the solution SP to the random IVP (2) with M = 20, λ = 5/4, E[b0]=E[c]=−1 $\mathbb{E}[b_0]=\mathbb{E}[c]=-1$ and V[b0]=V[c]=1/4 $\mathbb{V}[b_0]=\mathbb{V}[c]=1/4$ using different orders of the derivative α = {0.4, 0.5, 0.6, 0.7, 0.99} over the time interval [0, 5].](https://sciendo-parsed.s3.eu-central-1.amazonaws.com/64709e5971e4585e08aa181d/j_AMNS.2017.2.00026_fig_004.jpg?X-Amz-Algorithm=AWS4-HMAC-SHA256&X-Amz-Content-Sha256=UNSIGNED-PAYLOAD&X-Amz-Credential=AKIA6AP2G7AKOUXAVR44%2F20251006%2Feu-central-1%2Fs3%2Faws4_request&X-Amz-Date=20251006T233757Z&X-Amz-Expires=3600&X-Amz-Signature=6bff2acdb7a9cce77a25c1e7a26b3ac241c982524c52e1b548857a8e4e22934d&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)