Post-Pandemic Sector-Based Investment Model Using Generalized Liouville–Caputo Type

Abstract

In this article, Euler’s technique was employed to solve the novel post-pandemic sector-based investment mathematical model. The solution was established within the framework of the new generalized Caputo-type fractional derivative for the system under consideration that serves as an example of the investment model. The mathematical investment model consists of a system of four fractional-order nonlinear differential equations of the generalized Liouville–Caputo type. Moreover, the existence and uniqueness of solutions for the above fractional order model under pandemic situations were investigated using the well-known Schauder and Banach fixed-point theorem technique. The stability analysis in the context of Ulam—Hyers and generalized Ulam—Hyers criteria was also discussed. Using the investment model under consideration, a new analysis was conducted. Figures that depict the behavior of the classes of the projected model were used to discuss the obtained results. The demonstrated results of the employed technique are extremely emphatic and simple to apply to the system of non-linear equations. When a generalized Liouville–Caputo fractional derivative parameter (ρ) is changed, the results are asymmetric. The current work can attest to the novel generalized Caputo-type fractional operator’s suitability for use in mathematical epidemiology and real-world problems towards the future pandemic circumstances.