Finite-Time Stability of Linear Stochastic Proportional Fractional-Order Systems with Time Delay
6 affiliations
- 1Department of Mathematics, College of Science, Jouf University, P.O. Box 2014, Sakaka 72388, Saudi Arabia
- 2Department of Mathematics, College of Science and Humanities, Prince Sattam Bin Abdulaziz University, Al-Kharj 11942, Saudi Arabia
- 3Department of Mathematical Sciences, College of Science, Princess Nourah bint Abdulrahman University, P.O. Box 84428, Riyadh 11671, Saudi Arabia
- 4Department of Mathematics, College of Science, Northern Border University, Arar 91431, Saudi Arabia
- 5Department of Mathematics, College of Science, King Khalid University, Abha 61413, Saudi Arabia
- 6Mathematics Education Section, Faculty of Education and Arts, Sohar University, P.O. Box 44, Sohar 311, Oman
Abstract
This paper studies the finite-time stability of linear stochastic fractional-order systems with time delay, in which the dynamics are generated by the proportional Caputo fractional derivative of order ς∈(12,1) with proportional parameter ϖ∈(0,1]. Starting from the integral representation of solutions and using the Itô isometry, we derive a mean-square estimate in which the exponential factor of the proportional kernel sharpens the constants. Combining this estimate with the classical Gronwall inequality and with a generalized one, we establish two finite-time stability criteria: an iterative criterion built on the delay intervals and a closed-form criterion of the Mittag–Leffler type. For ϖ=1, both criteria reduce exactly to known results for Caputo-type stochastic delay systems, so the present results extend the theory to the whole proportional family. The two criteria are compared analytically, a weighted refinement that reduces their conservatism is given, and the influence of the memory of the fractional operator and of the proportional parameter is discussed. Numerical simulations, based on a Monte Carlo scheme for the integral representation of the solution with quantified sampling error, illustrate the two criteria, compare their certified stability horizons, and confirm the theoretical findings.
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BibTeX
@article{fakhfakh2026finitetime,
title = {{Finite-Time Stability of Linear Stochastic Proportional Fractional-Order Systems with Time Delay}},
author = {Raouf Fakhfakh and Rabab Alzahrani and Fatimah Alshahrani and Hend Aljahani and Foued Mtiri and Abdellatif Ben Makhlouf},
journal = {Fractal and Fractional},
year = {2026},
month = oct,
doi = {10.3390/fractalfract10100697},
url = {https://www.mdpi.com/2504-3110/10/10/697},
note = {CC BY 4.0},
}
RIS
TY - JOUR
TI - Finite-Time Stability of Linear Stochastic Proportional Fractional-Order Systems with Time Delay
AU - Raouf Fakhfakh
AU - Rabab Alzahrani
AU - Fatimah Alshahrani
AU - Hend Aljahani
AU - Foued Mtiri
AU - Abdellatif Ben Makhlouf
PY - 2026
DA - 2026/10/04
JO - Fractal and Fractional
DO - 10.3390/fractalfract10100697
UR - https://www.mdpi.com/2504-3110/10/10/697
AB - This paper studies the finite-time stability of linear stochastic fractional-order systems with time delay, in which the dynamics are generated by the proportional Caputo fractional derivative of order ς∈(12,1) with proportional parameter ϖ∈(0,1]. Starting from the integral representation of solutions and using the Itô isometry, we derive a mean-square estimate in which the exponential factor of the proportional kernel sharpens the constants. Combining this estimate with the classical Gronwall inequality and with a generalized one, we establish two finite-time stability criteria: an iterative criterion built on the delay intervals and a closed-form criterion of the Mittag–Leffler type. For ϖ=1, both criteria reduce exactly to known results for Caputo-type stochastic delay systems, so the present results extend the theory to the whole proportional family. The two criteria are compared analytically, a weighted refinement that reduces their conservatism is given, and the influence of the memory of the fractional operator and of the proportional parameter is discussed. Numerical simulations, based on a Monte Carlo scheme for the integral representation of the solution with quantified sampling error, illustrate the two criteria, compare their certified stability horizons, and confirm the theoretical findings.
SN - 2504-3110
ER -