A Class of Fractional Stochastic Differential Equations with a Soft Wall

نویسندگان

چکیده

In this paper we are interested in fractional stochactic differential equations (SDEs) with a soft wall. What do mean by such type of equation? It has been established that SDE reflection can be imagined as having hard Now, introducing repulsion instead reflection, one obtains an contrast to the where process cannot pass wall, wall is repulsive but not impenetrable. As crosses boundary, it experiences force chosen magnitude opposite direction. When far from acts weakly. We find conditions under which unique solution and construct implicit Euler approximation rate convergence for equation. Using example Vasicek walls, illustrate dependence behaviour on force.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Existence of positive solution to a class of boundary value problems of fractional differential equations

This paper is devoted to the study of establishing sufficient conditions for existence and uniqueness of positive solution to a class of non-linear problems of fractional differential equations. The boundary conditions involved Riemann-Liouville fractional order derivative and integral. Further, the non-linear function $f$ contain fractional order derivative which produce extra complexity. Than...

متن کامل

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

متن کامل

A Meshless Method for Numerical Solution of Fractional Differential Equations

In this paper, a technique generally known as meshless numerical scheme for solving fractional dierential equations isconsidered. We approximate the exact solution by use of Radial Basis Function(RBF) collocation method. This techniqueplays an important role to reduce a fractional dierential equation to a system of equations. The numerical results demonstrate the accuracy and ability of this me...

متن کامل

A fractional type of the Chebyshev polynomials for approximation of solution of linear fractional differential equations

In this paper we introduce a type of fractional-order polynomials based on the classical Chebyshev polynomials of the second kind (FCSs). Also we construct the operational matrix of fractional derivative of order $ gamma $ in the Caputo for FCSs and show that this matrix with the Tau method are utilized to reduce the solution of some fractional-order differential equations.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Fractal and fractional

سال: 2023

ISSN: ['2504-3110']

DOI: https://doi.org/10.3390/fractalfract7020110