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

Autor: Shuo Li, Sami Ullah Khan, Muhammad Bilal Riaz, Salman A. AlQahtani, Atif M. Alamri
Jazyk: angličtina
Rok vydání: 2024
Předmět:
Zdroj: Scientific Reports, Vol 14, Iss 1, Pp 1-13 (2024)
Druh dokumentu: article
ISSN: 2045-2322
DOI: 10.1038/s41598-024-56944-z
Popis: Abstract 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’s solutions, we investigate stochasticity’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.
Databáze: Directory of Open Access Journals
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