IDEAS home Printed from https://ideas.repec.org/a/eee/apmaco/v343y2019icp137-148.html
   My bibliography  Save this article

Numerical approach for solution to an uncertain fractional differential equation

Author

Listed:
  • Lu, Ziqiang
  • Zhu, Yuanguo

Abstract

Uncertain fractional differential equation (UFDE) is of importance tool for the description of uncertain dynamic systems. Generally we may not obtain its analytic solutions in most cases. This paper focuses on proposing a numerical method for solving UFDE involving Caputo derivative. First, the concept of α-path to an UFDE with initial value conditions is introduced, which is a solution of the corresponding fractional differential equation (FDE) involving with the same initial value conditions. Then the relations between its solution and associate α-path are investigated. Besides, a formula is derived for calculating expected value of a monotonic function with respect to solutions of UFDEs. Based on the established relations, numerical algorithms are designed. Finally, some numerical experiments of nonlinear UFDEs are given to demonstrate the effectiveness of the numerical algorithms.

Suggested Citation

  • Lu, Ziqiang & Zhu, Yuanguo, 2019. "Numerical approach for solution to an uncertain fractional differential equation," Applied Mathematics and Computation, Elsevier, vol. 343(C), pages 137-148.
    • Handle: RePEc:eee:apmaco:v:343:y:2019:i:c:p:137-148
    DOI: 10.1016/j.amc.2018.09.044
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0096300318308221
    Download Restriction: Full text for ScienceDirect subscribers only
    File URL: https://libkey.io/10.1016/j.amc.2018.09.044?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Huang, Lan-Lan & Baleanu, Dumitru & Mo, Zhi-Wen & Wu, Guo-Cheng, 2018. "Fractional discrete-time diffusion equation with uncertainty: Applications of fuzzy discrete fractional calculus," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 166-175.
    2. Gao, Rong, 2016. "Milne method for solving uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 274(C), pages 774-785.
    3. Zhang, Yi & Gao, Jinwu & Huang, Zhiyong, 2017. "Hamming method for solving uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 313(C), pages 331-341.
    4. Wang, Xiao & Ning, Yufu & Moughal, Tauqir A. & Chen, Xiumei, 2015. "Adams–Simpson method for solving uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 271(C), pages 209-219.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Jin, Ting & Ding, Hui & Xia, Hongxuan & Bao, Jinfeng, 2021. "Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type," Chaos, Solitons & Fractals, Elsevier, vol. 142(C).
    2. Wang, Jian & Zhu, Yuanguo & Gu, Yajing & Lu, Ziqiang, 2021. "Solutions of linear uncertain fractional order neutral differential equations," Applied Mathematics and Computation, Elsevier, vol. 407(C).
    3. Lu, Ziqiang & Zhu, Yuanguo, 2022. "Nonlinear impulsive problems for uncertain fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    4. Lu, Qinyun & Zhu, Yuanguo, 2021. "LQ optimal control of fractional-order discrete-time uncertain systems," Chaos, Solitons & Fractals, Elsevier, vol. 147(C).
    5. Jin, Ting & Zhu, Yuanguo, 2020. "First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
    6. Jian Zhou & Yujiao Jiang & Athanasios A. Pantelous & Weiwen Dai, 2023. "A systematic review of uncertainty theory with the use of scientometrical method," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 463-518, September.
    7. Yüzbaşı, Şuayip & Yıldırım, Gamze, 2022. "A collocation method to solve the parabolic-type partial integro-differential equations via Pell–Lucas polynomials," Applied Mathematics and Computation, Elsevier, vol. 421(C).
    8. Xu, Qinqin & Zhu, Yuanguo, 2022. "Reliability modeling of uncertain random fractional differential systems with competitive failures," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    9. Qinyun Lu & Yuanguo Zhu, 2020. "Finite-time stability of uncertain fractional difference equations," Fuzzy Optimization and Decision Making, Springer, vol. 19(2), pages 239-249, June.
    10. Liu, Yiyu & Zhu, Yuanguo & Lu, Ziqiang, 2021. "On Caputo-Hadamard uncertain fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    11. Jin, Ting & Sun, Yun & Zhu, Yuanguo, 2019. "Extreme values for solution to uncertain fractional differential equation and application to American option pricing model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    12. Weiwei Wang & Dan A. Ralescu, 2021. "Option pricing formulas based on uncertain fractional differential equation," Fuzzy Optimization and Decision Making, Springer, vol. 20(4), pages 471-495, December.
    13. Jin, Ting & Yang, Xiangfeng, 2021. "Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 190(C), pages 203-221.
    14. Pshtiwan Othman Mohammed, 2019. "A Generalized Uncertain Fractional Forward Difference Equations of Riemann-Liouville Type," Journal of Mathematics Research, Canadian Center of Science and Education, vol. 11(4), pages 43-50, August.
    15. Jin, Ting & Sun, Yun & Zhu, Yuanguo, 2020. "Time integral about solution of an uncertain fractional order differential equation and application to zero-coupon bond model," Applied Mathematics and Computation, Elsevier, vol. 372(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Yang, Xiangfeng & Liu, Yuhan & Park, Gyei-Kark, 2020. "Parameter estimation of uncertain differential equation with application to financial market," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    2. Jia, Lifen & Lio, Waichon & Yang, Xiangfeng, 2018. "Numerical method for solving uncertain spring vibration equation," Applied Mathematics and Computation, Elsevier, vol. 337(C), pages 428-441.
    3. Jia, Lifen & Chen, Wei, 2020. "Knock-in options of an uncertain stock model with floating interest rate," Chaos, Solitons & Fractals, Elsevier, vol. 141(C).
    4. Kai Yao & Baoding Liu, 2020. "Parameter estimation in uncertain differential equations," Fuzzy Optimization and Decision Making, Springer, vol. 19(1), pages 1-12, March.
    5. Jian Zhou & Yujiao Jiang & Athanasios A. Pantelous & Weiwen Dai, 2023. "A systematic review of uncertainty theory with the use of scientometrical method," Fuzzy Optimization and Decision Making, Springer, vol. 22(3), pages 463-518, September.
    6. Yang, Xiangfeng & Ralescu, Dan A., 2021. "A Dufort–Frankel scheme for one-dimensional uncertain heat equation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 181(C), pages 98-112.
    7. Zhang, Yi & Gao, Jinwu & Huang, Zhiyong, 2017. "Hamming method for solving uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 313(C), pages 331-341.
    8. Lu, Ziqiang & Zhu, Yuanguo, 2023. "Asymptotic stability in pth moment of uncertain dynamical systems with time-delays," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 212(C), pages 323-335.
    9. Wang, Xiao & Ning, Yufu & Peng, Zhen, 2020. "Some results about uncertain differential equations with time-dependent delay," Applied Mathematics and Computation, Elsevier, vol. 366(C).
    10. Yang, Xiangfeng, 2018. "Solving uncertain heat equation via numerical method," Applied Mathematics and Computation, Elsevier, vol. 329(C), pages 92-104.
    11. Lifen Jia & Wei Chen, 2021. "Uncertain SEIAR model for COVID-19 cases in China," Fuzzy Optimization and Decision Making, Springer, vol. 20(2), pages 243-259, June.
    12. Weiwei Wang & Dan A. Ralescu, 2021. "Option pricing formulas based on uncertain fractional differential equation," Fuzzy Optimization and Decision Making, Springer, vol. 20(4), pages 471-495, December.
    13. Gao, Rong & Ma, Nana & Sun, Gaoji, 2019. "Stability of solution for uncertain wave equation," Applied Mathematics and Computation, Elsevier, vol. 356(C), pages 469-478.
    14. Gao, Rong & Hua, Kexin, 2023. "A numerical method for solving uncertain wave equation," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    15. Alijani, Zahra & Baleanu, Dumitru & Shiri, Babak & Wu, Guo-Cheng, 2020. "Spline collocation methods for systems of fuzzy fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
    16. Liu, Yiyu & Zhu, Yuanguo & Lu, Ziqiang, 2021. "On Caputo-Hadamard uncertain fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
    17. Rong Gao & Yan Sun & Dan A. Ralescu, 2017. "Order statistics of uncertain random variables with application to k-out-of-n system," Fuzzy Optimization and Decision Making, Springer, vol. 16(2), pages 159-181, June.
    18. Liu, Z., 2021. "Generalized moment estimation for uncertain differential equations," Applied Mathematics and Computation, Elsevier, vol. 392(C).
    19. Hamzeh Zureigat & Mohammed Al-Smadi & Areen Al-Khateeb & Shrideh Al-Omari & Sharifah Alhazmi, 2023. "Numerical Solution for Fuzzy Time-Fractional Cancer Tumor Model with a Time-Dependent Net Killing Rate of Cancer Cells," IJERPH, MDPI, vol. 20(4), pages 1-13, February.
    20. Liu, Z. & Yang, Y., 2021. "Pharmacokinetic model based on multifactor uncertain differential equation," Applied Mathematics and Computation, Elsevier, vol. 392(C).

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:apmaco:v:343:y:2019:i:c:p:137-148. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: https://www.journals.elsevier.com/applied-mathematics-and-computation .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.