Comprehensive analysis of noise behavior influenced by random effects in stochastic differential equations

Stochastic differential equations are practical tools for modeling systems in which stochastic effects prevail, distinguishing it from deterministic models. Qualitative and quantitative analyses of a specific observed model are possible with the help of a thorough discrimination framework of such systems. The effectiveness of the method is supported by exact results derived from the model using necessary constraint conditions. This study looks at how model parameters influence solution behavior with two and three dimensions. In addition, numerical studies are conducted to validate the theoretical findings and determine the stability of the system under different circumstances. Therefore, when the model is reformulated as a dynamical system, we get the Hamiltonian and topological characteristics, bifurcation theory, Lyapunov coefficients, quasiperiodic, and chaos. The analysis of the sustained chaotic behavior by outer forms of control offers greater insight into the dynamics of the proposed model. The findings further indicate possible uses of this model in areas such as climatology where stochastic disturbances play a major role in system behavior. Hence, the current study shares enough methodological improvement for analytical problems in engineering, physics, and mathematics, especially the non-linearities solved with stochastic models.

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Publication Details

Journal
Partial Differential Equations in Applied Mathematics
Published
2024-11-23
DOI
https://doi.org/10.1016/j.padiff.2024.100997
Citations
8
Primary Topic
Stability and Controllability of Differential Equations
Type
article
Field-Weighted Citation Impact
2.63

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article

Comprehensive analysis of noise behavior influenced by random effects in stochastic differential equations

Maryam Kousar, Adil Jhangeer, Muhammad Muddassar
8 citations
Partial Differential Equations in Applied Mathematics
Stability and Controllability of Differential Equations
2.63
article

Comprehensive analysis of noise behavior influenced by random effects in stochastic differential equations

Maryam Kousar, Adil Jhangeer, Muhammad Muddassar
article en
8 citations

Abstract

Stochastic differential equations are practical tools for modeling systems in which stochastic effects prevail, distinguishing it from deterministic models. Qualitative and quantitative analyses of a specific observed model are possible with the help of a thorough discrimination framework of such systems. The effectiveness of the method is supported by exact results derived from the model using necessary constraint conditions. This study looks at how model parameters influence solution behavior with two and three dimensions. In addition, numerical studies are conducted to validate the theoretical findings and determine the stability of the system under different circumstances. Therefore, when the model is reformulated as a dynamical system, we get the Hamiltonian and topological characteristics, bifurcation theory, Lyapunov coefficients, quasiperiodic, and chaos. The analysis of the sustained chaotic behavior by outer forms of control offers greater insight into the dynamics of the proposed model. The findings further indicate possible uses of this model in areas such as climatology where stochastic disturbances play a major role in system behavior. Hence, the current study shares enough methodological improvement for analytical problems in engineering, physics, and mathematics, especially the non-linearities solved with stochastic models.

Partial Differential Equations in Applied MathematicsVol. 12
VSB - Technical University of Ostrava (CZ), University of Engineering and Technology Taxila (PK), Namal University (PK)
European Commission
Openalex Percentile: Top 10%
Stability and Controllability of Differential Equations
2.63
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