Stability is the most relevant property of dynamical systems. The stability stochastic differential equations a challenging and still open problem. In this article, using fuzzy Mittag–Leffler function, we introduce new controller function to stabilize equation (SDE) ν′(γ,μ)=Fγ,μ,ν(γ,μ). By adopting fixed point technique, are able prove Mittag–Leffler–Hyers–Ulam–Rassias SDE.

An integro-differential equation, modeling dynamic fractional order viscoelasticity, with a Mittag-Leffler type convolution kernel is considered. A discontinuous Galerkin method, based on piecewise constant polynomials is formulated for temporal semidiscretization of the problem. Stability estimates of the discrete problem are proved, that are used to prove optimal order a priori error estimate...

The starting point of this paper are the Mittag–Leffler polynomials investigated in details by H. Bateman in [1]. Based on generalized integer powers of real numbers and deformed exponential function, we introduce deformed Mittag–Leffler polynomials defined by appropriate generating function. We investigate their recurrence relations, hypergeometric representation and orthogonality. Since they ...

We study the approximate solution of special type \(n^{th}\) order linear differential equation by applying initial and boundary conditions using Taylor's series formula. That is, we prove sufficient condition for Mittag-Leffler-Hyers-Ulam stability Mittag-Leffler-Hyers-Ulam-Rassias higher with

The aim of this paper is to study some properties of multiindex Mittag-Leffler type function E(1/ρj),(μj)(z) introduced by Kiryakova [V. Kiryakova, J. Comput. Appl. Math. 118 (2000), 241-259]. Here we establish certain theorems which provide the image of this function under the Saigo’s fractional integral operators. The results derived are of general character and give rise to a number of known...

Recently, probability models with thicker or thinner tails have gained more importance among statisticians and physicists because of their vast applications in random walks, Lévi flights, financial modeling, etc. In this connection, we introduce here a new family of generalized probability distributions associated with the Mittag–Leffler function. This family gives an extension to the generaliz...

Non-Markovian processes are widespread in natural and human-made systems, yet explicit modeling and analysis of such systems is underdeveloped. We consider a non-Markovian dynamic network with random link activation and deletion (RLAD) and heavy-tailed Mittag-Leffler distribution for the interevent times. We derive an analytically and computationally tractable system of Kolmogorov-like forward ...

After sketching the basic principles of renewal theory we discuss the classical Poisson process and offer two other processes, namely the renewal process of Mittag-Leffler type and the renewal process of Wright type, so named by us because special functions of Mittag-Leffler and of Wright type appear in the definition of the relevant waiting times. We compare these three processes with each oth...

In this paper we study the class of mixed-index time fractional differential equations in 1 which different components of the problem have different time fractional derivatives on the left hand 2 side. We prove a theorem on the solution of the linear system of equations, which collapses to the 3 well-known Mittag-Leffler solution in the case the indices are the same, and also generalises the 4 ...

Abstract. This paper deals with the solution of unified fractional reactiondiffusion systems. The results are obtained in compact and elegant forms in terms of Mittag-Leffler functions and generalized Mittag-Leffler functions, which are suitable for numerical computation. On account of the most general character of the derived results, numerous results on fractional reaction, fractional diffusi...