无奇异核的非线性分式随机微分方程欧拉型方法的强收敛性

IF 4.6 Q2 MATERIALS SCIENCE, BIOMATERIALS ACS Applied Bio Materials Pub Date : 2024-09-16 DOI:10.3390/math12182890
Zakaria Ali, Minyahil Abera Abebe, Talat Nazir
{"title":"无奇异核的非线性分式随机微分方程欧拉型方法的强收敛性","authors":"Zakaria Ali, Minyahil Abera Abebe, Talat Nazir","doi":"10.3390/math12182890","DOIUrl":null,"url":null,"abstract":"In this paper, we first prove the existence and uniqueness of the solution to a variable-order Caputo–Fabrizio fractional stochastic differential equation driven by a multiplicative white noise, which describes random phenomena with non-local effects and non-singular kernels. The Euler–Maruyama scheme is extended to develop the Euler–Maruyama method, and the strong convergence of the proposed method is demonstrated. The main difference between our work and the existing literature is the fact that our assumptions on the nonlinear external forces are those of one-sided Lipschitz conditions on both the drift and the nonlinear intensity of the noise as well as the proofs of the higher integrability of the solution and the approximating sequence. Finally, to validate the numerical approach, current results from the numerical implementation are presented to test the efficiency of the scheme used in order to substantiate the theoretical analysis.","PeriodicalId":2,"journal":{"name":"ACS Applied Bio Materials","volume":null,"pages":null},"PeriodicalIF":4.6000,"publicationDate":"2024-09-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Strong Convergence of Euler-Type Methods for Nonlinear Fractional Stochastic Differential Equations without Singular Kernel\",\"authors\":\"Zakaria Ali, Minyahil Abera Abebe, Talat Nazir\",\"doi\":\"10.3390/math12182890\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"In this paper, we first prove the existence and uniqueness of the solution to a variable-order Caputo–Fabrizio fractional stochastic differential equation driven by a multiplicative white noise, which describes random phenomena with non-local effects and non-singular kernels. The Euler–Maruyama scheme is extended to develop the Euler–Maruyama method, and the strong convergence of the proposed method is demonstrated. The main difference between our work and the existing literature is the fact that our assumptions on the nonlinear external forces are those of one-sided Lipschitz conditions on both the drift and the nonlinear intensity of the noise as well as the proofs of the higher integrability of the solution and the approximating sequence. Finally, to validate the numerical approach, current results from the numerical implementation are presented to test the efficiency of the scheme used in order to substantiate the theoretical analysis.\",\"PeriodicalId\":2,\"journal\":{\"name\":\"ACS Applied Bio Materials\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":4.6000,\"publicationDate\":\"2024-09-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ACS Applied Bio Materials\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.3390/math12182890\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATERIALS SCIENCE, BIOMATERIALS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ACS Applied Bio Materials","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3390/math12182890","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATERIALS SCIENCE, BIOMATERIALS","Score":null,"Total":0}
引用次数: 0

摘要

本文首先证明了由乘法白噪声驱动的变阶卡普托-法布里齐奥分数随机微分方程解的存在性和唯一性,该方程描述了具有非局部效应和非星核的随机现象。我们对 Euler-Maruyama 方案进行了扩展,开发出了 Euler-Maruyama 方法,并证明了所提出方法的强大收敛性。我们的工作与现有文献的主要区别在于,我们对非线性外力的假设是对漂移和噪声非线性强度的单边 Lipschitz 条件,以及对解和近似序列的高积分性的证明。最后,为了验证数值方法的有效性,介绍了当前的数值实施结果,以测试所用方案的效率,从而证实理论分析的正确性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
查看原文
分享 分享
微信好友 朋友圈 QQ好友 复制链接
本刊更多论文
Strong Convergence of Euler-Type Methods for Nonlinear Fractional Stochastic Differential Equations without Singular Kernel
In this paper, we first prove the existence and uniqueness of the solution to a variable-order Caputo–Fabrizio fractional stochastic differential equation driven by a multiplicative white noise, which describes random phenomena with non-local effects and non-singular kernels. The Euler–Maruyama scheme is extended to develop the Euler–Maruyama method, and the strong convergence of the proposed method is demonstrated. The main difference between our work and the existing literature is the fact that our assumptions on the nonlinear external forces are those of one-sided Lipschitz conditions on both the drift and the nonlinear intensity of the noise as well as the proofs of the higher integrability of the solution and the approximating sequence. Finally, to validate the numerical approach, current results from the numerical implementation are presented to test the efficiency of the scheme used in order to substantiate the theoretical analysis.
求助全文
通过发布文献求助,成功后即可免费获取论文全文。 去求助
来源期刊
ACS Applied Bio Materials
ACS Applied Bio Materials Chemistry-Chemistry (all)
CiteScore
9.40
自引率
2.10%
发文量
464
期刊最新文献
A Systematic Review of Sleep Disturbance in Idiopathic Intracranial Hypertension. Advancing Patient Education in Idiopathic Intracranial Hypertension: The Promise of Large Language Models. Anti-Myelin-Associated Glycoprotein Neuropathy: Recent Developments. Approach to Managing the Initial Presentation of Multiple Sclerosis: A Worldwide Practice Survey. Association Between LACE+ Index Risk Category and 90-Day Mortality After Stroke.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
0
微信
客服QQ
Book学术公众号 扫码关注我们
反馈
×
意见反馈
请填写您的意见或建议
请填写您的手机或邮箱
已复制链接
已复制链接
快去分享给好友吧!
我知道了
×
扫码分享
扫码分享
Book学术官方微信
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术
文献互助 智能选刊 最新文献 互助须知 联系我们:info@booksci.cn
Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。
Copyright © 2023 Book学术 All rights reserved.
ghs 京公网安备 11010802042870号 京ICP备2023020795号-1