Fractional time stochastic partial differential equations

Stochastic Partial Differential Equations

FUZZY FRACTIONAL PARTIAL DIFFERENTIAL EQUATIONS IN PARTIALLY ORDERED METRIC SPACES

In this paper, we consider fuzzy fractional partial differential equations under Caputo generalized Hukuhara differentiability. Some new results on the existence and uniqueness of two types of fuzzy solutions are studied via  weakly contractive mapping in the partially ordered metric space. Some application examples are presented to illustrate our main results.

Exact Solution for Nonlinear Local Fractional Partial Differential Equations

In this work, we extend the existing local fractional Sumudu decomposition method to solve the nonlinear local fractional partial differential equations. Then, we apply this new algorithm to resolve the nonlinear local fractional gas dynamics equation and nonlinear local fractional Klein-Gordon equation, so we get the desired non-differentiable exact solutions. The steps to solve the examples a...

Computational Method for Fractional-Order Stochastic Delay Differential Equations

Dynamic systems in many branches of science and industry are often perturbed by various types of environmental noise. Analysis of this class of models are very popular among researchers. In this paper, we present a method for approximating solution of fractional-order stochastic delay differential equations driven by Brownian motion. The fractional derivatives are considered in the Caputo sense...

A Finite Element Method for Time Fractional Partial Differential Equations

In this paper, we consider the finite element method for time fractional partial differential equations. The existence and uniqueness of the solutions are proved by using the Lax-Milgram Lemma. A time stepping method is introduced based on a quadrature formula approach. The fully discrete scheme is considered by using a finite element method and optimal convergence error estimates are obtained....