Analysis and Numerical Approximation for a Nonlinear Hidden-Memory Variable-Order Fractional Stochastic Differential Equation

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2022-06-01 DOI:10.4208/eajam.311021.220222

J. Jia, Zhiwei Yang, Xiangcheng Zheng null, Hong Wang

引用次数: 0

Abstract

. We prove the wellposedness of a nonlinear hidden-memory variable-order fractional stochastic differential equation driven by a multiplicative white noise, in which the hidden-memory type variable order describes the memory of a fractional order. We then present a Euler-Maruyama scheme for the proposed model and prove its strong convergence rate. Numerical experiments are performed to substantiate the theoretical results.

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一类非线性隐记忆变阶分数阶随机微分方程的分析与数值逼近

证明了乘性白噪声驱动的非线性隐记忆变阶分数随机微分方程的适定性，其中隐记忆型变阶描述了分数阶的记忆。然后，我们为所提出的模型提出了一个Euler Maruyama格式，并证明了它的强收敛性。数值实验证实了理论结果。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.