Numerical simulation of a fractional stochastic delay differential equations using spectral scheme: a comprehensive stability analysis

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27740%2F24%3A10254687" target="_blank" >RIV/61989100:27740/24:10254687 - isvavai.cz</a>

Result on the web

<a href="https://www.nature.com/articles/s41598-024-56944-z" target="_blank" >https://www.nature.com/articles/s41598-024-56944-z</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1038/s41598-024-56944-z" target="_blank" >10.1038/s41598-024-56944-z</a>

Result language

angličtina

Original language name

Numerical simulation of a fractional stochastic delay differential equations using spectral scheme: a comprehensive stability analysis

Original language description

The fractional stochastic delay differential equation (FSDDE) is a powerful mathematical tool for modeling complex systems that exhibit both fractional order dynamics and stochasticity with time delays. The purpose of this study is to explore the stability analysis of a system of FSDDEs. Our study emphasizes the interaction between fractional calculus, stochasticity, and time delays in understanding the stability of such systems. Analyzing the moments of the system&apos;s solutions, we investigate stochasticity&apos;s influence on FSDDS. The article provides practical insight into solving FSDDS efficiently using various numerical techniques. Additionally, this research focuses both on asymptotic as well as Lyapunov stability of FSDDS. The local stability conditions are clearly presented and also the effects of a fractional orders with delay on the stability properties are examine. Through a comprehensive test of a stability criteria, practical examples and numerical simulations we demonstrate the complexity and challenges concern with the analyzing FSDDEs.

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

21100 - Other engineering and technologies

Project

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Continuities

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Publication year

2024

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Scientific Reports

ISSN

2045-2322

e-ISSN

2045-2322

Volume of the periodical

14

Issue of the periodical within the volume

1

Country of publishing house

GB - UNITED KINGDOM

Number of pages

13

Pages from-to

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UT code for WoS article

001190086900048

EID of the result in the Scopus database

2-s2.0-85188430160