Fractional discrete-time diffusion equation with uncertainty: Applications of fuzzy discrete fractional calculus
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2018.03.092
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Sun, HongGuang & Li, Zhipeng & Zhang, Yong & Chen, Wen, 2017. "Fractional and fractal derivative models for transient anomalous diffusion: Model comparison," Chaos, Solitons & Fractals, Elsevier, vol. 102(C), pages 346-353.
- Wu, Guo-Cheng & Baleanu, Dumitru & Deng, Zhen-Guo & Zeng, Sheng-Da, 2015. "Lattice fractional diffusion equation in terms of a Riesz–Caputo difference," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 335-339.
- Clifford M. Hurvich & Bonnie K. Ray, 1995. "Estimation Of The Memory Parameter For Nonstationary Or Noninvertible Fractionally Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(1), pages 17-41, January.
- Qiang Yu & Viktor Vegh & Fawang Liu & Ian Turner, 2015. "A Variable Order Fractional Differential-Based Texture Enhancement Algorithm with Application in Medical Imaging," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-35, July.
- Pinto, Carla M.A. & Carvalho, Ana R.M., 2017. "The role of synaptic transmission in a HIV model with memory," Applied Mathematics and Computation, Elsevier, vol. 292(C), pages 76-95.
- Dorota Mozyrska & Piotr Ostalczyk, 2017. "Generalized Fractional-Order Discrete-Time Integrator," Complexity, Hindawi, vol. 2017, pages 1-11, July.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- 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).
- 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.
- 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.
- Liu, Yiyu & Zhu, Yuanguo & Lu, Ziqiang, 2021. "On Caputo-Hadamard uncertain fractional differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 146(C).
- Di, Ying & Zhang, Jin-Xi & Zhang, Xuefeng, 2023. "Robust stabilization of descriptor fractional-order interval systems with uncertain derivative matrices," Applied Mathematics and Computation, Elsevier, vol. 453(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.- Wu, Guo-Cheng & Baleanu, Dumitru & Luo, Wei-Hua, 2017. "Lyapunov functions for Riemann–Liouville-like fractional difference equations," Applied Mathematics and Computation, Elsevier, vol. 314(C), pages 228-236.
- Hassler, U. & Marmol, F. & Velasco, C., 2006.
"Residual log-periodogram inference for long-run relationships,"
Journal of Econometrics, Elsevier, vol. 130(1), pages 165-207, January.
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual log-periodogram inference for long-run relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 18289, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2009. "Residual Log-Periodogram Inference for Long-Run-Relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 77562, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual Log-Periodogram Inference for Long-Run-Relationships," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37317, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Hassler, Uwe & Marmol, Francesc & Velasco, Carlos, 2002. "Residual Log-Periodogram Inference for Long-Run Relationships," Darmstadt Discussion Papers in Economics 115, Darmstadt University of Technology, Department of Law and Economics.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017.
"Long Memory and Data Frequency in Financial Markets,"
CESifo Working Paper Series
6396, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Long Memory and Data Frequency in Financial Markets," Discussion Papers of DIW Berlin 1647, DIW Berlin, German Institute for Economic Research.
- Caporale, Guglielmo Maria & Gil-Alana, Luis & Plastun, Alex, 2018.
"Is market fear persistent? A long-memory analysis,"
Finance Research Letters, Elsevier, vol. 27(C), pages 140-147.
- Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," Discussion Papers of DIW Berlin 1670, DIW Berlin, German Institute for Economic Research.
- Guglielmo Maria Caporale & Luis Gil-Alana & Alex Plastun, 2017. "Is Market Fear Persistent? A Long-Memory Analysis," CESifo Working Paper Series 6534, CESifo.
- Chang Sik Kim & Peter C.B. Phillips, 2006. "Log Periodogram Regression: The Nonstationary Case," Cowles Foundation Discussion Papers 1587, Cowles Foundation for Research in Economics, Yale University.
- Chong, Terence Tai-Leung, 2000.
"Estimating the differencing parameter via the partial autocorrelation function,"
Journal of Econometrics, Elsevier, vol. 97(2), pages 365-381, August.
- Terence Tai-Leung, Chong, 1998. "Estimating the Differencing Parameter Via the Partial Autocorrelation Function," Departmental Working Papers _088, Chinese University of Hong Kong, Department of Economics.
- Zeng, Shengda & Baleanu, Dumitru & Bai, Yunru & Wu, Guocheng, 2017. "Fractional differential equations of Caputo–Katugampola type and numerical solutions," Applied Mathematics and Computation, Elsevier, vol. 315(C), pages 549-554.
- Darvishi, M.T. & Najafi, Mohammad & Wazwaz, Abdul-Majid, 2021. "Conformable space-time fractional nonlinear (1+1)-dimensional Schrödinger-type models and their traveling wave solutions," Chaos, Solitons & Fractals, Elsevier, vol. 150(C).
- Liudas Giraitis & Peter M Robinson, 2002. "Edgeworth Expansions for Semiparametric Whittle Estimation of Long Memory," STICERD - Econometrics Paper Series 438, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Giraitis, L. & Robinson, P.M., 2003. "Edgeworth expansions for semiparametric Whittle estimation of long memory," LSE Research Online Documents on Economics 291, London School of Economics and Political Science, LSE Library.
- Per Frederiksen & Morten Orregaard Nielsen, 2008.
"Bias-Reduced Estimation of Long-Memory Stochastic Volatility,"
Journal of Financial Econometrics, Oxford University Press, vol. 6(4), pages 496-512, Fall.
- Per Frederiksen & Morten Ørregaard Nielsen, 2008. "Bias-reduced estimation of long memory stochastic volatility," CREATES Research Papers 2008-35, Department of Economics and Business Economics, Aarhus University.
- Guglielmo Caporale & Luis Gil-Alana, 2013.
"Long memory in US real output per capita,"
Empirical Economics, Springer, vol. 44(2), pages 591-611, April.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," CESifo Working Paper Series 2671, CESifo.
- Guglielmo Maria Caporale & Luis A. Gil-Alana, 2009. "Long Memory in US Real Output per Capita," Discussion Papers of DIW Berlin 891, DIW Berlin, German Institute for Economic Research.
- de Truchis, Gilles, 2013.
"Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue,"
Economic Modelling, Elsevier, vol. 34(C), pages 98-105.
- Gilles de Truchis, 2012. "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," Working Papers halshs-00793220, HAL.
- Gilles de Truchis, 2012. "Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue," AMSE Working Papers 1220, Aix-Marseille School of Economics, France.
- Gilles De Truchis, 2013. "Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue," Post-Print hal-01498262, HAL.
- Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2009.
"The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”,"
Discussion Papers
09/03, University of Nottingham, CREDIT.
- Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2012. "The slow convergence of per capita income between the developing countries: ‘growth resistance’ and sometimes ‘growth tragedy’," Post-Print hal-01385800, HAL.
- Yixun Xing & Wayne A. Woodward, 2021. "R-Squared-Bootstrapping for Gegenbauer-Type Long Memory," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 773-790, February.
- Franco, G.C. & Reisen, V.A. & Alves, F.A., 2013. "Bootstrap tests for fractional integration and cointegration: A comparison study," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 87(C), pages 19-29.
- João Valle e Azevedo, 2007.
"A Multivariate Band-Pass Filter,"
Working Papers
w200717, Banco de Portugal, Economics and Research Department.
- Valle e Azevedo, João, 2008. "A Multivariate Band-Pass Filter," MPRA Paper 6555, University Library of Munich, Germany.
- Zeid, Samaneh Soradi, 2019. "Approximation methods for solving fractional equations," Chaos, Solitons & Fractals, Elsevier, vol. 125(C), pages 171-193.
- Jeng, Jau-Lian, 1999. "Interest parity, fractional differencing, and the strength of attraction: a reexamination of the cost-of-carry futures pricing model," Global Finance Journal, Elsevier, vol. 10(1), pages 25-34.
- Velasco, Carlos, 1999.
"Non-stationary log-periodogram regression,"
Journal of Econometrics, Elsevier, vol. 91(2), pages 325-371, August.
- Velasco, Carlos, 1998. "Non-stationary log-periodogram regression," DES - Working Papers. Statistics and Econometrics. WS 4554, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
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:phsmap:v:508:y:2018:i:c:p:166-175. 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: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/phsmap/v508y2018icp166-175.html