Numerical simulation of fractional-order dynamical systems in noisy environments

被引：30

作者：

Mostaghim, Zeinab Salamat ^{[1
]}

Moghaddam, Behrouz Parsa ^{[1
]}

Haghgozar, Hossein Samimi ^{[2
]}

机构：

[1] Islamic Azad Univ, Lahijan Branch, Dept Math, Lahijan, Iran

[2] Univ Guilan, Fac Math Sci, Dept Stat, Rasht, Iran

来源：

COMPUTATIONAL & APPLIED MATHEMATICS | 2018年 / 37卷 / 05期

关键词：

Fractional calculus; Stochastic calculus; Fractional differential equations; Fractional electrical circuits; Computational method; 26A33; 34A08; 62L20; 60H35; STOCHASTIC DIFFERENTIAL-EQUATIONS; ELECTRICAL CIRCUITS; TRANSMISSION-LINES; ATANGANA-BALEANU; STOCK-PRICE; RL; PARAMETERS; RC; BEHAVIOR;

D O I：

10.1007/s40314-018-0698-z

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, the fully discrete scheme is proposed based on the Simpson's quadrature formula to approximate fractional-order integrals for noisy signals. This strategy is extended to simulate the response of fractional-order differential systems in noisy environments. The proposed technique is considered in determining statistical indicators for noisy signals in fractional electrical networks with white noise-influenced potential sources.

引用

页码：6433 / 6447

页数：15

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