An analysis on the fractional asset flow differential equations

Din Prathumwan; Wannika Sawangtong; Panumart Sawangtong

doi:10.3390/math5020033

An analysis on the fractional asset flow differential equations

Din Prathumwan
, Wannika Sawangtong
, Panumart Sawangtong

Mahidol University
Ministry of Education
King Mongkut's University of Technology North Bangkok

Research output: Contribution to journal › Article › peer-review

5 Citations (Scopus)

Abstract

The asset flow differential equation (AFDE) is the mathematical model that plays an essential role for planning to predict the financial behavior in the market. In this paper, we introduce the fractional asset flow differential equations (FAFDEs) based on the Liouville-Caputo derivative. We prove the existence and uniqueness of a solution for the FAFDEs. Furthermore, the stability analysis of the model is investigated and the numerical simulation is accordingly performed to support the proposed model.

Original language	English
Article number	33
Journal	Mathematics
Volume	5
Issue number	2
DOIs	https://doi.org/10.3390/math5020033
Publication status	Published - 1 Jun 2017
Externally published	Yes

Keywords

Asset flow differential equations (AFDEs)
Fixed point theorems
Liouville-Caputo derivative
Locally asymptotically stable

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10.3390/math5020033

Cite this

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abstract = "The asset flow differential equation (AFDE) is the mathematical model that plays an essential role for planning to predict the financial behavior in the market. In this paper, we introduce the fractional asset flow differential equations (FAFDEs) based on the Liouville-Caputo derivative. We prove the existence and uniqueness of a solution for the FAFDEs. Furthermore, the stability analysis of the model is investigated and the numerical simulation is accordingly performed to support the proposed model.",

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N2 - The asset flow differential equation (AFDE) is the mathematical model that plays an essential role for planning to predict the financial behavior in the market. In this paper, we introduce the fractional asset flow differential equations (FAFDEs) based on the Liouville-Caputo derivative. We prove the existence and uniqueness of a solution for the FAFDEs. Furthermore, the stability analysis of the model is investigated and the numerical simulation is accordingly performed to support the proposed model.

AB - The asset flow differential equation (AFDE) is the mathematical model that plays an essential role for planning to predict the financial behavior in the market. In this paper, we introduce the fractional asset flow differential equations (FAFDEs) based on the Liouville-Caputo derivative. We prove the existence and uniqueness of a solution for the FAFDEs. Furthermore, the stability analysis of the model is investigated and the numerical simulation is accordingly performed to support the proposed model.

KW - Asset flow differential equations (AFDEs)

KW - Fixed point theorems

KW - Liouville-Caputo derivative

KW - Locally asymptotically stable

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An analysis on the fractional asset flow differential equations

Abstract

Keywords

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