Mean square calculus and random linear fractional differential equations: Theory and applications
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28 jul 2017
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Publicado en línea: 28 jul 2017
Páginas: 317 - 328
Recibido: 04 abr 2017
Aceptado: 28 jul 2017
DOI: https://doi.org/10.21042/AMNS.2017.2.00026
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© 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=20251006T234743Z&X-Amz-Expires=3600&X-Amz-Signature=6be20ea1ab8d9ef93388c0d6bf738dec282ba92af86bc3e96a64bb0a17670b67&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=20251006T234743Z&X-Amz-Expires=3600&X-Amz-Signature=d47caab6d4cee365e5b6a4e511c792238483b3bab7b3fb54780e5e4a65cfc838&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=20251006T234743Z&X-Amz-Expires=3600&X-Amz-Signature=4833f2ee813ae7b7c05b492130b727b3e25f96903431fb7456afce8478e2aa06&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=20251006T234743Z&X-Amz-Expires=3600&X-Amz-Signature=100191a7f02ab2675008458df5aed86769662118175f81ec23995a4cb3a36b90&X-Amz-SignedHeaders=host&x-amz-checksum-mode=ENABLED&x-id=GetObject)