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Additive Noise Effects on the Stabilization of Fractional-Space Diffusion Equation Solutions

Author

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  • Wael W. Mohammed

    (Department of Mathematics, Faculty of Science, University of Ha’il, Ha’il 2440, Saudi Arabia
    Department of Mathematics, Faculty of Science, Mansoura University, Mansoura 35516, Egypt)

  • Naveed Iqbal

    (Department of Mathematics, Faculty of Science, University of Ha’il, Ha’il 2440, Saudi Arabia)

  • Thongchai Botmart

    (Department of Mathematics, Faculty of Science, Khon Kaen University, Khon Kaen 40002, Thailand)

Abstract

This paper considers a class of stochastic fractional-space diffusion equations with polynomials. We establish a limiting equation that specifies the critical dynamics in a rigorous way. After this, we use the limiting equation, which is an ordinary differential equation, to approximate the solution of the stochastic fractional-space diffusion equation. This equation has never been studied before using a combination of additive noise and fractional-space, therefore we generalize some previously obtained results as special cases. Furthermore, we use Fisher’s and Ginzburg–Landau equations to illustrate our results. Finally, we look at how additive noise affects the stabilization of the solutions.

Suggested Citation

  • Wael W. Mohammed & Naveed Iqbal & Thongchai Botmart, 2022. "Additive Noise Effects on the Stabilization of Fractional-Space Diffusion Equation Solutions," Mathematics, MDPI, vol. 10(1), pages 1-14, January.
    • Handle: RePEc:gam:jmathe:v:10:y:2022:i:1:p:130-:d:716295
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    References listed on IDEAS

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    1. Raberto, Marco & Scalas, Enrico & Mainardi, Francesco, 2002. "Waiting-times and returns in high-frequency financial data: an empirical study," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 314(1), pages 749-755.
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