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Solutions of linear uncertain fractional order neutral differential equations

Author

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  • Wang, Jian
  • Zhu, Yuanguo
  • Gu, Yajing
  • Lu, Ziqiang

Abstract

Uncertain fractional order neutral differential equation is an important model to describe the evolution process of uncertain dynamical system. This paper devotes to studying linear uncertain fractional order neutral differential equations. After providing the analytic solutions for linear uncertain fractional order neutral differential equations by the Mittag-Leffler function, the author investigates the inverse uncertainty distribution of the solution to linear uncertain fractional order neutral differential equation by the α-path and has a discussion of the dependence of the solution on initial function based on the generalized Gronwall inequality.

Suggested Citation

  • 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).
    • Handle: RePEc:eee:apmaco:v:407:y:2021:i:c:s0096300321004124
    DOI: 10.1016/j.amc.2021.126323
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    References listed on IDEAS

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    1. 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.
    2. Lu, Ziqiang & Zhu, Yuanguo & Li, Bo, 2019. "Critical value-based Asian option pricing model for uncertain financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 694-703.
    3. Ziqiang Lu & Hongyan Yan & Yuanguo Zhu, 2019. "European option pricing model based on uncertain fractional differential equation," Fuzzy Optimization and Decision Making, Springer, vol. 18(2), pages 199-217, June.
    4. Jia, Lifen & Sheng, Yuhong, 2019. "Stability in distribution for uncertain delay differential equation," Applied Mathematics and Computation, Elsevier, vol. 343(C), pages 49-56.
    5. Zhou, Xian-Feng & Yang, Fuli & Jiang, Wei, 2015. "Analytic study on linear neutral fractional differential equations," Applied Mathematics and Computation, Elsevier, vol. 257(C), pages 295-307.
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    Cited by:

    1. Aghayan, Zahra Sadat & Alfi, Alireza & Mousavi, Yashar & Kucukdemiral, Ibrahim Beklan & Fekih, Afef, 2022. "Guaranteed cost robust output feedback control design for fractional-order uncertain neutral delay systems," Chaos, Solitons & Fractals, Elsevier, vol. 163(C).
    2. Du, Feifei & Lu, Jun-Guo, 2021. "Explicit solutions and asymptotic behaviors of Caputo discrete fractional-order equations with variable coefficients," Chaos, Solitons & Fractals, Elsevier, vol. 153(P1).

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