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Exactness of solution to the stochastic fractional impulsive differential equations | ||
| Computational Methods for Differential Equations | ||
| مقالات آماده انتشار، پذیرفته شده، انتشار آنلاین از تاریخ 14 خرداد 1404 اصل مقاله (1.32 M) | ||
| نوع مقاله: Research Paper | ||
| شناسه دیجیتال (DOI): 10.22034/cmde.2025.61363.2639 | ||
| نویسندگان | ||
| M Latha Maheswari* ؛ Karthik Muthusamy | ||
| Department of Mathematics, PSG College of Arts and Science, Coimbatore, 641 014, India. | ||
| چکیده | ||
| This paper investigates the averaging principle for the solutions to stochastic fractional impulsive differential equations (SFIDEs) with nonlocal conditions. The main focus lies in deriving sufficient conditions for the convergence of the averaged SFIDEs. According to certain proposals, solutions to SFIDEs can be approximated by averaged stochastic systems using mean square. Furthermore, two illustrative examples are provided to demonstrate the effectiveness of the proposed method in approximating the solutions to our model. The numerical simulations highlight the applicability and accuracy of the proposed approach in practical scenarios. This work contributes to the understanding and analysis of SFIDEs with complex conditions, paving the way for further research in the field of finance and industry. | ||
| کلیدواژه‌ها | ||
| Fractional derivative؛ Impulse؛ Stochastic differential equation؛ Brownian motion؛ Averaging method | ||
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آمار تعداد مشاهده مقاله: 9 تعداد دریافت فایل اصل مقاله: 4 |
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