Search engine for discovering works of Art, research articles, and books related to Art and Culture
ShareThis
Javascript must be enabled to continue!

RELIABILITY ANALYSIS OF THE UNCERTAIN FRACTIONAL-ORDER DYNAMIC SYSTEM WITH STATE CONSTRAINT

View through CrossRef
Uncertain fractional-order differential equations driven by Liu process are of significance to depict the heredity and memory features of uncertain dynamical systems. This paper primarily investigates the reliability analysis of the uncertain fractional-order dynamic system with a state constraint. On the basis of the first-hitting time (FHT), a novel uncertain fractional-order dynamic system considering a state constraint is proposed. Secondly, in view of the relation between the initial state and the required standard, such uncertain fractional-order dynamic systems are subdivided into four types. The concept of reliability of proposed uncertain system with a state constraint is presented innovatively. Corresponding reliability indexes are ulteriorly formulated via FHT theorems. Lastly, the uncertain fractional-order dynamic system with a state constraint is applied to different physical and financial dynamical models. The analytic expression of the reliability index is derived to demonstrate the reasonableness of our model. Meanwhile, expected time response and American barrier option prices are calculated by using the predictor-corrector scheme. A sensitivity analysis is also illustrated with respect to various conditions.
Title: RELIABILITY ANALYSIS OF THE UNCERTAIN FRACTIONAL-ORDER DYNAMIC SYSTEM WITH STATE CONSTRAINT
Description:
Uncertain fractional-order differential equations driven by Liu process are of significance to depict the heredity and memory features of uncertain dynamical systems.
This paper primarily investigates the reliability analysis of the uncertain fractional-order dynamic system with a state constraint.
On the basis of the first-hitting time (FHT), a novel uncertain fractional-order dynamic system considering a state constraint is proposed.
Secondly, in view of the relation between the initial state and the required standard, such uncertain fractional-order dynamic systems are subdivided into four types.
The concept of reliability of proposed uncertain system with a state constraint is presented innovatively.
Corresponding reliability indexes are ulteriorly formulated via FHT theorems.
Lastly, the uncertain fractional-order dynamic system with a state constraint is applied to different physical and financial dynamical models.
The analytic expression of the reliability index is derived to demonstrate the reasonableness of our model.
Meanwhile, expected time response and American barrier option prices are calculated by using the predictor-corrector scheme.
A sensitivity analysis is also illustrated with respect to various conditions.

Related Results

Solving Undamped and Damped Fractional Oscillators via Integral Rohit Transform
Solving Undamped and Damped Fractional Oscillators via Integral Rohit Transform
Background: The dynamics of fractional oscillators are generally described by fractional differential equations, which include the fractional derivative of the Caputo or Riemann-Li...
Domination of Polynomial with Application
Domination of Polynomial with Application
In this paper, .We .initiate the study of domination. polynomial , consider G=(V,E) be a simple, finite, and directed graph without. isolated. vertex .We present a study of the Ira...
Pengurangan Work In Process Inventory di Stasiun Kerja Bottleneck Menggunakan Pendekatan Theory Of Constraint (TOC)
Pengurangan Work In Process Inventory di Stasiun Kerja Bottleneck Menggunakan Pendekatan Theory Of Constraint (TOC)
Abstract. CV. Pustaka Setia is a company engaged in publishing and printing books. The obstacle experienced by CV Pustaka Setia is the occurrence of accumulation (Work In Process i...
On α-Fractional Bregman Divergence to study α-Fractional Minty’s Lemma
On α-Fractional Bregman Divergence to study α-Fractional Minty’s Lemma
In this paper fractional variational inequality problems (FVIP) and dual fractional variational inequality problems (DFVIP), Fractional minimization problems are defined with the h...
On Λ-Fractional fluid mechanics
On Λ-Fractional fluid mechanics
Λ-fractional analysis has already been presented as the only fractional analysis conforming with the Differential Topology prerequisites. That is, the Leibniz rule and chain rule d...
[RETRACTED] Keanu Reeves CBD Gummies v1
[RETRACTED] Keanu Reeves CBD Gummies v1
[RETRACTED]Keanu Reeves CBD Gummies ==❱❱ Huge Discounts:[HURRY UP ] Absolute Keanu Reeves CBD Gummies (Available)Order Online Only!! ❰❰= https://www.facebook.com/Keanu-Reeves-CBD-G...
Dynamical analysis of linear SDOF oscillator with fractional-order derivative (Ⅱ)
Dynamical analysis of linear SDOF oscillator with fractional-order derivative (Ⅱ)
A linear single degree-of-freedom (SDOF) oscillator with two kinds of fractional-order derivatives is investigated by the averaging method, and the approximately analytical solutio...

Back to Top