Journals / Advances in the Theory of Nonlinear Analysis and its Application / 2021 / Cilt: 5 - Sayı: 3

Stochastic sub-diffusion equation with conformable derivative driven by standard Brownian motion

Pages
287–299
Publication Date
2021-09-30
DOI
—
🏛️Bibliographic metadata and full text access for this article are provided via DergiPark.
DergiPark Record ↗
✨

AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion \begin{align*} \left( ^{\mathcal C} \partial^\gamma_t + A \right) u(t) = f(t) + B(t) \dot{W}(t), \quad t\in J:=(0,T), \end{align*} where $^{\mathcal C} \partial^\gamma_t$ is the conformable derivative, $\gamma \in (\frac{1}{2},1].$ Under some flexible assumptions on $f,B$ and the initial data, we investigate the existence, regularity, continuity of the solution on two spaces $L^r(J;L^2(\Omega,\dot{H}^\sigma))$ and $C^\alpha(\overline{J};L^2(\Omega,H))$ separately.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion \begin{align*} \left( ^{\mathcal C} \partial^\gamma_t + A \right) u(t) = f(t) + B(t) \dot{W}(t), \quad t\in J:=(0,T), \end{align*} where $^{\mathcal C} \partial^\gamma_t$ is the conformable derivative, $\gamma \in (\frac{1}{2},1].$ Under some flexible assumptions on $f,B$ and the initial data, we investigate the existence, regularity, continuity of the solution on two spaces $L^r(J;L^2(\Omega,\dot{H}^\sigma))$ and $C^\alpha(\overline{J};L^2(\Omega,H))$ separately.
📊
Key Findings & Data:This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion \begin{align*} \left( ^{\mathcal C} \partial^\gamma_t + A \right) u(t) = f(t) + B(t) \dot{W}(t), \quad t\in J:=(0,T), \end{align*} where $^{\mathcal C} \partial^\gamma_t$ is the conformable derivative, $\gamma \in (\frac{1}{2},1].$ Under some flexible assumptions on $f,B$ and the initial data, we investigate the existence, regularity, continuity of the solution on two spaces $L^r(J;L^2(\Omega,\dot{H}^\sigma))$ and $C^\alpha(\overline{J};L^2(\Omega,H))$ separately.
💡
Conclusion & Impact:This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion \begin{align*} \left( ^{\mathcal C} \partial^\gamma_t + A \right) u(t) = f(t) + B(t) \dot{W}(t), \quad t\in J:=(0,T), \end{align*} where $^{\mathcal C} \partial^\gamma_t$ is the conformable derivative, $\gamma \in (\frac{1}{2},1].$ Under some flexible assumptions on $f,B$ and the initial data, we investigate the existence, regularity, continuity of the solution on two spaces $L^r(J;L^2(\Omega,\dot{H}^\sigma))$ and $C^\alpha(\overline{J};L^2(\Omega,H))$ separately.
🔬Design:Research Article
📍Scope:Comprehensive Sample
⚙️Variables:Diffusion equation · Standard Brownian motion · Fractional Brownian motion

Abstract

This article is concerned with a forward problem for the following sub-diffusion equation driven by standard Brownian motion \begin{align*} \left( ^{\mathcal C} \partial^\gamma_t + A \right) u(t) = f(t) + B(t) \dot{W}(t), \quad t\in J:=(0,T), \end{align*} where $^{\mathcal C} \partial^\gamma_t$ is the conformable derivative, $\gamma \in (\frac{1}{2},1].$ Under some flexible assumptions on $f,B$ and the initial data, we investigate the existence, regularity, continuity of the solution on two spaces $L^r(J;L^2(\Omega,\dot{H}^\sigma))$ and $C^\alpha(\overline{J};L^2(\Omega,H))$ separately.

🔖

Cite This Article

HUNG, N., BİNH, H., LUC, N., KIEU, A. N. T., LONG, L. D. (2021). Stochastic sub-diffusion equation with conformable derivative driven by standard Brownian motion. Advances in the Theory of Nonlinear Analysis and its Application, Cilt: 5 - Sayı: 3, 287–299. https://ajindex.com/articles/729062

📄 Full Text PDF Viewer

📄

PDF görüntüleyici hazırlanıyor...

References (14)

  1. T. Abdeljawad, On conformable fractional calculus, J Comput Appl Math, 279 (2015): 57-66
  2. R. S. Adiguzel, U. Aksoy, E. Karapinar, I.M. Erhan, On the solution of a boundary value problem associated with a fractional differential equation, Mathematical Methods in the Applied Sciences, 2020,
  3. H. Afshari, E, Karapinar, A discussion on the existence of positive solutions of the boundary value problems via-Hilfer fractional derivative on b-metric spaces, Advances in Di?erence Equations, 1 (2020): 1-11
  4. H.Afshari, S. Kalantari, E. Karapinar; Solution of fractional differential equations via coupled fixed point, Electronic Journal of Differential Equations, 286 (2015): 2015
  5. B.Alqahtani, H. Aydi, E. Karapinar, V. Rakocevic, A Solution for Volterra Fractional Integral Equations by Hybrid Contractions, Mathematics, 7.8 (2019): 694
  6. E. Karapinar, A.Fulga, M. Rashid, L.Shahid, H. Aydi, Large Contractions on Quasi-Metric Spaces with an Application to Nonlinear Fractional Differential-Equations, Mathematics, 7.5 (2019): 444
  7. A.Salim, B. Benchohra, E. Karapinar, J. E. Lazreg, Existence and Ulam stability for impulsive generalized Hilfer-type fractional di?erential equations, Adv Di?er Equ. 2020.1 (2020): 1-21
  8. E. Karapinar, T.Abdeljawad, F. Jarad, Applying new fixed point theorems on fractional and ordinary differential equations, Advances in Difference Equations, 1 (2019): 1-25
  9. A. Abdeljawad, R.P. Agarwal, E. Karapinar, P.S. Kumari, Solutions of he Nonlinear Integral Equation and Fractional Differential Equation Using the Technique of a Fixed Point with a Numerical Experiment in Extended b-Metric Space, Symmetry, 11.5 (2019): 686
  10. N. Arfin, A.C. Yadav, H B. Bohidar, Sub-diffusion and trapped dynamics of neutral and charged probes in DNA-protein coacervates, AIP Advances, 3.11 (2013): 13192
  11. F.M. Alharbi, D. Baleanu, A. Ebaid, Physical properties of the projectile motion using the conformable derivative, Chin J Phys. 58 (2019): 18-28
  12. A. Atangana, D. Baleanu, A. Alsaedi, New properties of conformable derivative, Open Math, 13.1 (2015): 889?898
  13. D. Baleanu, F. Jarad, E. Ugurlu, Singular conformable sequential differential equations with distributional potentials, Quaestiones Mathematicae, 42.3 (2019): 277-287
  14. D. Baleanu, A. Mousalou, S. Rezapour (2017), A new method for investigating approximate solutions of some fractional integro-differential equations involving the Caputo-Fabr