IDEAS home Printed from https://ideas.repec.org/a/gam/jmathe/v9y2021i21p2712-d664727.html
   My bibliography  Save this article

The Exact Solutions of Stochastic Fractional-Space Kuramoto-Sivashinsky Equation by Using ( G ′ G )-Expansion Method

Author

Listed:
  • 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)

  • Meshari Alesemi

    (Department of Mathematics, Faculty of Science, University of Bisha, Bisha 61922, Saudi Arabia)

  • Sahar Albosaily

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

  • Naveed Iqbal

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

  • M. El-Morshedy

    (Department of Mathematics, College of Science and Humanities in Al-Kharj, Prince Sattam bin Abdulaziz University, Al-Kharj 11942, Saudi Arabia
    Department of Mathematics and Statistics, Faculty of Science, Mansoura University, Mansoura 35516, Egypt)

Abstract

In this paper, we consider the stochastic fractional-space Kuramoto–Sivashinsky equation forced by multiplicative noise. To obtain the exact solutions of the stochastic fractional-space Kuramoto–Sivashinsky equation, we apply the G ′ G -expansion method. Furthermore, we generalize some previous results that did not use this equation with multiplicative noise and fractional space. Additionally, we show the influence of the stochastic term on the exact solutions of the stochastic fractional-space Kuramoto–Sivashinsky equation.

Suggested Citation

  • Wael W. Mohammed & Meshari Alesemi & Sahar Albosaily & Naveed Iqbal & M. El-Morshedy, 2021. "The Exact Solutions of Stochastic Fractional-Space Kuramoto-Sivashinsky Equation by Using ( G ′ G )-Expansion Method," Mathematics, MDPI, vol. 9(21), pages 1-10, October.
  • Handle: RePEc:gam:jmathe:v:9:y:2021:i:21:p:2712-:d:664727
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/2227-7390/9/21/2712/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/2227-7390/9/21/2712/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    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.
    2. Iqbal, Naveed & Wu, Ranchao & Mohammed, Wael W., 2021. "Pattern formation induced by fractional cross-diffusion in a 3-species food chain model with harvesting," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 188(C), pages 102-119.
    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. Zayed, Elsayed M.E. & Alngar, Mohamed E.M. & Shohib, Reham M.A., 2023. "Cubic-quartic embedded solitons with χ(2) and χ(3) nonlinear susceptibilities having multiplicative white noise via Itô calculus," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
    2. Zayed, Elsayed M.E. & Alngar, Mohamed E.M. & Shohib, Reham M.A. & Biswas, Anjan & Yıldırım, Yakup & Moraru, Luminita & Mereuta, Elena & Alshehri, Hashim M., 2022. "Embedded solitons with χ(2) and χ(3) nonlinear susceptibilities having multiplicative white noise via Itô Calculus," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
    3. Simon, S. Gimnitz & Bira, B. & Zeidan, Dia, 2023. "Optimal systems, series solutions and conservation laws for a time fractional cancer tumor model," Chaos, Solitons & Fractals, Elsevier, vol. 169(C).
    4. Wael W. Mohammed & Farah M. Al-Askar & Clemente Cesarano & M. El-Morshedy, 2022. "The Optical Solutions of the Stochastic Fractional Kundu–Mukherjee–Naskar Model by Two Different Methods," Mathematics, MDPI, vol. 10(9), pages 1-10, April.

    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. Viktor Stojkoski & Trifce Sandev & Lasko Basnarkov & Ljupco Kocarev & Ralf Metzler, 2020. "Generalised geometric Brownian motion: Theory and applications to option pricing," Papers 2011.00312, arXiv.org.
    2. Scalas, Enrico & Kaizoji, Taisei & Kirchler, Michael & Huber, Jürgen & Tedeschi, Alessandra, 2006. "Waiting times between orders and trades in double-auction markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 366(C), pages 463-471.
    3. Wael W. Mohammed & Mohammed Alshammari & Clemente Cesarano & Sultan Albadrani & M. El-Morshedy, 2022. "Brownian Motion Effects on the Stabilization of Stochastic Solutions to Fractional Diffusion Equations with Polynomials," Mathematics, MDPI, vol. 10(9), pages 1-9, April.
    4. Schumer, Rina & Baeumer, Boris & Meerschaert, Mark M., 2011. "Extremal behavior of a coupled continuous time random walk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(3), pages 505-511.
    5. Langlands, T.A.M., 2006. "Solution of a modified fractional diffusion equation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 136-144.
    6. Hamid, M. & Usman, M. & Haq, R.U. & Wang, W., 2020. "A Chelyshkov polynomial based algorithm to analyze the transport dynamics and anomalous diffusion in fractional model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 551(C).
    7. Staccioli, Jacopo & Napoletano, Mauro, 2021. "An agent-based model of intra-day financial markets dynamics," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 331-348.
    8. D’Amico, Guglielmo & Janssen, Jacques & Manca, Raimondo, 2009. "European and American options: The semi-Markov case," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(15), pages 3181-3194.
    9. Przemyslaw Repetowicz & Peter Richmond, 2004. "Pricing of options on stocks driven by multi-dimensional operator stable Levy processes," Papers math-ph/0412071, arXiv.org, revised Feb 2005.
    10. Jiang, Zhi-Qiang & Chen, Wei & Zhou, Wei-Xing, 2009. "Detrended fluctuation analysis of intertrade durations," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(4), pages 433-440.
    11. Enrico Scalas & Rudolf Gorenflo & Hugh Luckock & Francesco Mainardi & Maurizio Mantelli & Marco Raberto, 2004. "Anomalous waiting times in high-frequency financial data," Quantitative Finance, Taylor & Francis Journals, vol. 4(6), pages 695-702.
    12. Plamen Ch Ivanov & Ainslie Yuen & Pandelis Perakakis, 2014. "Impact of Stock Market Structure on Intertrade Time and Price Dynamics," PLOS ONE, Public Library of Science, vol. 9(4), pages 1-14, April.
    13. Berardi, Luca & Serva, Maurizio, 2005. "Time and foreign exchange markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 353(C), pages 403-412.
    14. Meerschaert, Mark M. & Scalas, Enrico, 2006. "Coupled continuous time random walks in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 114-118.
    15. Masoliver, Jaume & Montero, Miquel & Perello, Josep & Weiss, George H., 2006. "The continuous time random walk formalism in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 61(4), pages 577-598, December.
    16. Guglielmo D'Amico & Filippo Petroni, 2020. "A micro-to-macro approach to returns, volumes and waiting times," Papers 2007.06262, arXiv.org.
    17. Ni, Xiao-Hui & Jiang, Zhi-Qiang & Gu, Gao-Feng & Ren, Fei & Chen, Wei & Zhou, Wei-Xing, 2010. "Scaling and memory in the non-Poisson process of limit order cancelation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(14), pages 2751-2761.
    18. Ponta, Linda & Trinh, Mailan & Raberto, Marco & Scalas, Enrico & Cincotti, Silvano, 2019. "Modeling non-stationarities in high-frequency financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 521(C), pages 173-196.
    19. Repetowicz, Przemysław & Richmond, Peter, 2004. "Modeling of waiting times and price changes in currency exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 343(C), pages 677-693.
    20. Zeid, Samaneh Soradi, 2019. "Approximation methods for solving fractional equations," Chaos, Solitons & Fractals, Elsevier, vol. 125(C), pages 171-193.

    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:gam:jmathe:v:9:y:2021:i:21:p:2712-:d:664727. 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: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    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.