{"title":"包含卡拉瑟奥多里近似的广义比例分式随机微分方程分析及应用","authors":"Sobia Sultana","doi":"10.1515/phys-2024-0074","DOIUrl":null,"url":null,"abstract":"Fractional stochastic differential equations (FSDEs) with fractional derivatives describe the anomalous diffusion processes by incorporating the memory effects and spatial heterogeneities of the porous medium. The stochastic component addresses the random nature of the fluid flow due to the variability in pore sizes and connectivity. The first objective of this research is to prove the well-posedness of a class of generalized proportional FSDEs, and we acquire the global existence and uniqueness of findings under certain settings that are coherent with the classic SDEs. The secondary purpose is to evaluate the continuity of findings in fractional-order formulations. The Carathéodory approximation is taken into account for a class of generalized proportional FSDEs, which is pivotal and provides well-known bounds on the norm of the solutions. Carathéodory’s approximation aids in approximating the FSDEs governing turbulent flows, ensuring the solutions are mathematically robust and physically meaningful. As is widely documented, the existence and uniqueness of solutions to certain types of differential equations can be formed under Lipschitz and linear growth conditions. Furthermore, a class of generalized proportional FSDEs with time delays is considered according to certain new requirements. With the aid of well-known inequalities and Itô isometry technique, the Ulam–Hyers stability of the analyzed framework is addressed utilizing Lipschitz and non-Lipschitz characteristics, respectively. Additionally, we provide two illustrative examples as applications to demonstrate the authenticity of our interpretations. The demonstrated outcomes will generalize some previously published findings. Finally, this deviation from fractional Brownian motion necessitates a model that can capture the subdiffusive or superdiffusive behavior.","PeriodicalId":48710,"journal":{"name":"Open Physics","volume":null,"pages":null},"PeriodicalIF":1.8000,"publicationDate":"2024-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Analysis of a generalized proportional fractional stochastic differential equation incorporating Carathéodory's approximation and applications\",\"authors\":\"Sobia Sultana\",\"doi\":\"10.1515/phys-2024-0074\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Fractional stochastic differential equations (FSDEs) with fractional derivatives describe the anomalous diffusion processes by incorporating the memory effects and spatial heterogeneities of the porous medium. The stochastic component addresses the random nature of the fluid flow due to the variability in pore sizes and connectivity. The first objective of this research is to prove the well-posedness of a class of generalized proportional FSDEs, and we acquire the global existence and uniqueness of findings under certain settings that are coherent with the classic SDEs. The secondary purpose is to evaluate the continuity of findings in fractional-order formulations. The Carathéodory approximation is taken into account for a class of generalized proportional FSDEs, which is pivotal and provides well-known bounds on the norm of the solutions. Carathéodory’s approximation aids in approximating the FSDEs governing turbulent flows, ensuring the solutions are mathematically robust and physically meaningful. As is widely documented, the existence and uniqueness of solutions to certain types of differential equations can be formed under Lipschitz and linear growth conditions. Furthermore, a class of generalized proportional FSDEs with time delays is considered according to certain new requirements. With the aid of well-known inequalities and Itô isometry technique, the Ulam–Hyers stability of the analyzed framework is addressed utilizing Lipschitz and non-Lipschitz characteristics, respectively. Additionally, we provide two illustrative examples as applications to demonstrate the authenticity of our interpretations. The demonstrated outcomes will generalize some previously published findings. Finally, this deviation from fractional Brownian motion necessitates a model that can capture the subdiffusive or superdiffusive behavior.\",\"PeriodicalId\":48710,\"journal\":{\"name\":\"Open Physics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":1.8000,\"publicationDate\":\"2024-09-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Open Physics\",\"FirstCategoryId\":\"101\",\"ListUrlMain\":\"https://doi.org/10.1515/phys-2024-0074\",\"RegionNum\":4,\"RegionCategory\":\"物理与天体物理\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"PHYSICS, MULTIDISCIPLINARY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Open Physics","FirstCategoryId":"101","ListUrlMain":"https://doi.org/10.1515/phys-2024-0074","RegionNum":4,"RegionCategory":"物理与天体物理","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"PHYSICS, MULTIDISCIPLINARY","Score":null,"Total":0}
Analysis of a generalized proportional fractional stochastic differential equation incorporating Carathéodory's approximation and applications
Fractional stochastic differential equations (FSDEs) with fractional derivatives describe the anomalous diffusion processes by incorporating the memory effects and spatial heterogeneities of the porous medium. The stochastic component addresses the random nature of the fluid flow due to the variability in pore sizes and connectivity. The first objective of this research is to prove the well-posedness of a class of generalized proportional FSDEs, and we acquire the global existence and uniqueness of findings under certain settings that are coherent with the classic SDEs. The secondary purpose is to evaluate the continuity of findings in fractional-order formulations. The Carathéodory approximation is taken into account for a class of generalized proportional FSDEs, which is pivotal and provides well-known bounds on the norm of the solutions. Carathéodory’s approximation aids in approximating the FSDEs governing turbulent flows, ensuring the solutions are mathematically robust and physically meaningful. As is widely documented, the existence and uniqueness of solutions to certain types of differential equations can be formed under Lipschitz and linear growth conditions. Furthermore, a class of generalized proportional FSDEs with time delays is considered according to certain new requirements. With the aid of well-known inequalities and Itô isometry technique, the Ulam–Hyers stability of the analyzed framework is addressed utilizing Lipschitz and non-Lipschitz characteristics, respectively. Additionally, we provide two illustrative examples as applications to demonstrate the authenticity of our interpretations. The demonstrated outcomes will generalize some previously published findings. Finally, this deviation from fractional Brownian motion necessitates a model that can capture the subdiffusive or superdiffusive behavior.
期刊介绍:
Open Physics is a peer-reviewed, open access, electronic journal devoted to the publication of fundamental research results in all fields of physics. The journal provides the readers with free, instant, and permanent access to all content worldwide; and the authors with extensive promotion of published articles, long-time preservation, language-correction services, no space constraints and immediate publication. Our standard policy requires each paper to be reviewed by at least two Referees and the peer-review process is single-blind.