Stochastic version of Henry type Gronwall’s inequality

Author(s):  
Slimane Mekki ◽  
Juan J. Nieto ◽  
Abdelghani Ouahab

We use Young’s and Hölder inequality combined with classical Gronwall’s inequality to derive present a new version of the stochastic of Gronwall’s inequalities with singular kernels.

Filomat ◽  
2017 ◽  
Vol 31 (12) ◽  
pp. 3611-3626 ◽  
Author(s):  
Abdul Khan ◽  
Vivek Kumar ◽  
Satish Narwal ◽  
Renu Chugh

Many popular iterative algorithms have been used to approximate fixed point of contractive type operators. We define the concept of generalized ?-weakly contractive random operator T on a separable Banach space and establish Bochner integrability of random fixed point and almost sure stability of T with respect to several random Kirk type algorithms. Examples are included to support new results and show their validity. Our work generalizes, improves and provides stochastic version of several earlier results by a number of researchers.


Mathematics ◽  
2020 ◽  
Vol 8 (11) ◽  
pp. 2023
Author(s):  
Christopher Nicholas Angstmann ◽  
Byron Alexander Jacobs ◽  
Bruce Ian Henry ◽  
Zhuang Xu

There has been considerable recent interest in certain integral transform operators with non-singular kernels and their ability to be considered as fractional derivatives. Two such operators are the Caputo–Fabrizio operator and the Atangana–Baleanu operator. Here we present solutions to simple initial value problems involving these two operators and show that, apart from some special cases, the solutions have an intrinsic discontinuity at the origin. The intrinsic nature of the discontinuity in the solution raises concerns about using such operators in modelling. Solutions to initial value problems involving the traditional Caputo operator, which has a singularity inits kernel, do not have these intrinsic discontinuities.


Author(s):  
Xiaoming Fan ◽  
Zhigang Wang

AbstractAn SEIR epidemic model with constant immigration and random fluctuation around the endemic equilibrium is considered. As a special case, a deterministic system discussed by Li et al. will be incorporated into the stochastic version given by us. We carry out a detailed analysis on the asymptotic behavior of the stochastic model, also regarding of the basic reproduction number ℛ


Author(s):  
Jochen Jungeilges ◽  
Elena Maklakova ◽  
Tatyana Perevalova

AbstractWe study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows us to assess the consequences of changes in uncertainty on the dynamics of an asset price process close to stable equilibria. In particular, we focus on noise-induced transitions between bull and bear states of the market under additive as well as parametric noise. Our results are obtained by combining the stochastic sensitivity function (SSF) approach, a mixture of analytical and numerical techniques, due to Mil’shtein and Ryashko (1995) with concepts and techniques from the study of non-smooth 1D maps. We find that the stochastic sensitivity of the respective bull and bear equilibria in the presence of additive noise is higher than under parametric noise. Thus, recurrent transitions are likely to be observed already for relatively low intensities of additive noise.


Open Physics ◽  
2020 ◽  
Vol 18 (1) ◽  
pp. 594-612 ◽  
Author(s):  
Abdon Atangana ◽  
Emile Franc Doungmo Goufo

AbstractHumans are part of nature, and as nature existed before mankind, mathematics was created by humans with the main aim to analyze, understand and predict behaviors observed in nature. However, besides this aspect, mathematicians have introduced some laws helping them to obtain some theoretical results that may not have physical meaning or even a representation in nature. This is also the case in the field of fractional calculus in which the main aim was to capture more complex processes observed in nature. Some laws were imposed and some operators were misused, such as, for example, the Riemann–Liouville and Caputo derivatives that are power-law-based derivatives and have been used to model problems with no power law process. To solve this problem, new differential operators depicting different processes were introduced. This article aims to clarify some misunderstandings about the use of fractional differential and integral operators with non-singular kernels. Additionally, we suggest some numerical discretizations for the new differential operators to be used when dealing with initial value problems. Applications of some nature processes are provided.


Open Physics ◽  
2020 ◽  
Vol 18 (1) ◽  
pp. 1161-1167
Author(s):  
Marin Marin ◽  
Praveen Ailawalia ◽  
Ioan Tuns

Abstract In this paper, we obtain a generalization of the Gronwall’s inequality to cover the study of porous elastic media considering their internal state variables. Based on some estimations obtained in three auxiliary results, we use this form of the Gronwall’s inequality to prove the uniqueness of solution for the mixed initial-boundary value problem considered in this context. Thus, we can conclude that even if we take into account the internal variables, this fact does not affect the uniqueness result regarding the solution of the mixed initial-boundary value problem in this context.


Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 227 ◽  
Author(s):  
Junjian Zhao ◽  
Wei-Shih Du ◽  
Yasong Chen

In this paper, we establish new generalizations and results in shift-invariant subspaces of mixed-norm Lebesgue spaces Lp→(Rd). We obtain a mixed-norm Hölder inequality, a mixed-norm Minkowski inequality, a mixed-norm convolution inequality, a convolution-Hölder type inequality and a stability theorem to mixed-norm case in the setting of shift-invariant subspace of Lp→(Rd). Our new results unify and refine the existing results in the literature.


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