- Research
- Open Access
- Published:
Initial value problem for nonlinear fractional differential equations with sequential fractional derivative
Advances in Difference Equations volume 2015, Article number: 291 (2015)
Abstract
This paper deals with the following initial value problem for nonlinear fractional differential equation with sequential fractional derivative:
where \({}^{\mathrm{c}}D_{0}^{\alpha_{1}}\), \({}^{\mathrm{c}}D_{0}^{\alpha_{2}}\) are Caputo fractional derivatives, \(0<\alpha_{1}, \alpha_{2}\le1\) and \(p>1\). We establish the existence and uniqueness of solutions in \(C([0,\infty))\) by using the Banach fixed point theorem and an inductive method. An example is presented to illustrate the results in this paper. In addition, existence and uniqueness of solutions of ordinary differential equations with p-Laplacian follow as a special case of our results.
1 Introduction
In this paper, we consider the following initial value problem for nonlinear fractional differential equation with sequential fractional derivative:
where \({}^{\mathrm{c}}D_{0}^{\alpha_{1}}\), \({}^{\mathrm{c}}D_{0}^{\alpha_{2}}\) are Caputo fractional derivatives, \(0<\alpha_{1},\alpha_{2}\le1\), \(p>1\), \(b_{0},b_{1}\in\mathbb{R}\) and \(x^{\sigma}f(x,y)\) is continuous on \([0,+\infty)\times\mathbb{R}\), \(0\le \sigma<\alpha_{2}\). When \(p=2\), the equation in (1.1) becomes a sequential fractional differential equation. Here, we follow the definition of sequential fractional derivative presented by Podlubny [1]
where the symbol \(D^{\nu_{i}}\) (\(i=1,2,\ldots,m\)) means the Caputo derivative or the Riemann-Liouville derivative. It is easy to see that (1.2) is a generalized expression presented by Miller and Ross in [2].
Fractional differential equations have been of great interest for the past three decades. This is due to the intensive development of the theory of fractional calculus itself as well as its applications. Apart from diverse areas of pure mathematics, fractional differential equations can be used in modeling of various fields of science and engineering such as rheology, dynamical processes in self similar, porous media, fluid flows, viscoelasticity, electrochemistry, control, electromagnetic, and many other branches of science, see [3–8]. Recently, we note that the investigation for fractional differential equations with sequential fractional derivative has attracted considerable attention of researchers (see [9–19]). For example, in [9, 10], Bǎleanu et al. investigated the existence and nonexistence of the solutions for initial value problem of the following linear sequential fractional differential equation:
Besides, for a class of nonlinear sequential fractional differential equations with initial value conditions, the authors [14, 18] considered the existence and uniqueness of solutions on the local interval.
To the best of our knowledge, there is no paper dealing with the existence and uniqueness of solutions of sequential fractional differential equations with initial value conditions on \([0,+\infty)\). In our previous paper [20], we show that the problem (1.1) always has a local solution for any fixed initial value, and further, maximum interval of existence of the local solution is actually \([0,+\infty)\) under certain condition. Now, in this paper, we are concerned with the existence and uniqueness of solutions of the initial value problem (1.1). We first establish the local existence and uniqueness of solutions on the local interval by the Banach fixed point theorem, and then extend them to \([0,+\infty)\) by using an inductive method. The main results of this paper are divided into three cases: \(1< p<2\), \(p>2\) and \(p=2\). It is worthy of mentioning that due to the singularity of (1.1) in the case \(1< p<2\), a growth condition imposed on f is needed to guarantee the existence and uniqueness of solutions on \([0,+\infty)\). In addition, the existence and uniqueness of solutions of ordinary differential equations with p-Laplacian follow as a special case of our results.
The paper is organized as follows. In Section 2, we present some necessary definitions and preliminary results that will be used in our discussions. The main results and their proofs are given in Section 3. In Section 4, we give an example to illustrate our results.
2 Preliminaries
In this section, we introduce some basic definitions and notations (see the monographs [1, 2] for further details) and give several useful preliminary results which are used throughout this paper.
Definition 2.1
Let \(\alpha>0\). The Riemann-Liouville fractional integral of a function \(y:(0,+\infty)\to\mathbb{R}\) of order α is given by
provided that the right-hand side is pointwise defined on \((0,+\infty)\). Here and in what follows Γ is the gamma function.
Definition 2.2
Let \(\alpha>0\) and n be the smallest integer that exceeds α. The Riemann-Liouville fractional derivative of a continuous function \(y:(0,+\infty)\to\mathbb{R}\) of order α is given by
provided that the right-hand side is pointwise defined on \((0,+\infty)\).
Theorem 2.1
Let \(0<\alpha<1\). Assume that y is such that \(J_{0}^{1-\alpha}y\) is absolutely continuous. Then
Definition 2.3
Let \(\alpha>0\) and n be the smallest integer that exceeds α. The Caputo fractional derivative of a continuous function \(y:(0,+\infty )\to\mathbb{R}\) of order α is given by
provided that the right-hand side is pointwise defined on \((0,+\infty)\).
We give the definition of solutions for the initial value problem (1.1).
Definition 2.4
A function y is called a solution of (1.1) on \([0,+\infty)\) if, for any \(T>0\),
-
(i)
\(y, {{}^{\mathrm{c}}D}^{\alpha_{1}}y\in C([0,T])\), \({{}^{\mathrm{c}}D_{0}^{\alpha_{2}}} (\vert {}^{\mathrm{c}} D_{0}^{\alpha_{1}}y\vert ^{p-2}{{}^{\mathrm{c}}D_{0}^{\alpha_{1}}}y )\in C((0,T])\);
-
(ii)
y satisfies problem (1.1) on \((0,T]\).
Next, we give several useful preliminary results which will be used in this paper.
Lemma 2.1
Let \(0<\mu<\alpha\le1\). If g is a continuous function defined on \([0,+\infty)\), then \(\int_{0}^{x}(x-t)^{\alpha-1}t^{-\mu}g(t) \,\mathrm{d}t\) is continuous with respect to x in \([0,+\infty)\).
Proof
Let \(x_{0}>0\) and take \(\delta_{0}\in(0,x_{0})\). For \(|\delta|<\delta_{0}\), we have
Since g is continuous and bounded in the neighborhood of \(x_{0}\), we conclude that
and
where \(C=\sup_{0\le x\le x_{0}+\delta_{0}}|g(x)|\). Combining (2.1), (2.2) with (2.3), we arrive at
In addition, it is easy to see that
Therefore, \(\int_{0}^{x}(x-t)^{\alpha-1}t^{-\mu}g(t) \,\mathrm{d}t\) is continuous with respect to x in \([0,+\infty)\). □
Remark 2.1
Let \(y\in C([0,+\infty))\). Then \(x^{\sigma}f(x,y(x))\) is continuous on \([0,+\infty)\). According to Lemma 2.1, the function
is also continuous with respect to x in \([0,+\infty)\) and \(J_{0}^{\alpha_{2}}f(0,y(0))=0\).
The equivalence between the initial value problem (1.1) and an integral equation is established in the following lemma. For the convenience of the readers, we list some special notations that will be used in this paper: \(q=\frac{p}{p-1}\) and \(\phi_{q}(s)=|s|^{q-2}s\) for \(s\in \mathbb{R}\).
Lemma 2.2
A function y is a solution of problem (1.1) if and only if it satisfies the following integral equation:
where
Proof
First we prove the necessity. Let \(y\in C([0,T])\) be a solution of problem (1.1) and define
then \(g\in C([0,T])\) and \(g(0)={\phi}_{p}(b_{1})\). According to Definition 2.3 and Theorem 2.1, the differential equation of problem (1.1) can be transformed into the following form:
Obviously, \(J_{0}^{1-\alpha_{2}}(g-g(0))\) is absolutely continuous on \([0,T]\). Combining with Theorem 2.1, we have
That is,
Applying Definition 2.3 and Theorem 2.1 again, we have
Obviously, \(J_{0}^{1-\alpha_{1}}(y-y(0))\in C^{1}([0,T])\). Combining with Theorem 2.1, we have
Therefore, y satisfies the integral equation (2.4).
Next, we prove the sufficiency. Let \(y\in C([0,T])\) be a solution of the integral equation (2.4). Combined with Definition 2.1, equation (2.4) reduces to
From Remark 2.1, we see that \(J_{0}^{\alpha_{1}} {\varPhi }_{y}\in C([0,T])\) and \(J_{0}^{\alpha_{1}}{\varPhi }_{y}(0)=0\). That is, \(y\in C([0,T])\) and \(y(0)=b_{0}\). Applying the operator \({}^{\mathrm{c}}D^{\alpha_{1}}\) to both sides of equation (2.5), we obtain that
Then we have \({}^{\mathrm{c}}D_{0}^{\alpha}y\in C([0,T])\) and \({}^{\mathrm{c}}D_{0}^{\alpha}y(0)= {\varPhi }_{y}(0)=b_{1}\). By virtue of g, we transform the above equation into the following form:
Similarly, applying the operator \({}^{\mathrm{c}}D^{\alpha_{1}}\) to the both sides of equation (2.6), we arrive at
Therefore, y is a solution of (1.1) on \([0,T]\). Summing up, we complete the proof of Lemma 2.2. □
Corollary 2.1
Assume that \(b_{0},b_{1}\ge0\) and \(f(x,y)\ge0\) for \((x,y)\in(0,+\infty )\times\mathbb{R}\). Let y be a solution of problem (1.1), then \(y(x)\ge b_{0}\) for \(x\ge0\).
3 Main results
In this section, we present the main results of this paper. The following lemma will play a very important role in the proofs of the main results.
Lemma 3.1
Let \(\alpha, R>0\). For any fixed constant \(C>0\), there exist numbers \(0=t_{0}< t_{1}< t_{2}<\cdots<t_{N}=R\) such that for all \(i\in\{0,1,\ldots,N-1\}\) and all \(x\in[t_{i},R]\),
Proof
The proof is divided into two cases: \(\alpha\ge1\) and \(0<\alpha<1\).
Case (i). If \(\alpha\ge1\), we take \(k=\sup_{0\le t\le x\le R}(x-t)^{\alpha-1}\), \(N=[2kCR]+1\) and \(t_{i}=iR/N\) for \(i=0,1,\ldots,N\). Then, for \(x\in[t_{i},R]\), we have
Case (ii). If \(0<\alpha<1\), we take \(N\ge [R (2C/\alpha )^{1/\alpha } ]+1\) and \(t_{i}=iR/N\) for \(i=0,1,\ldots,N\). On the one hand, for \(x\le t_{i+1}\), we have
On the other hand, for \(x\ge t_{i+1}\), we have
Since \(\alpha-1<0\), then
This completes the proof of Lemma 3.1. □
Firstly, we consider the existence and uniqueness of solutions when \(1< p<2\).
Proposition 3.1
Suppose that \(1< p<2\) and there exists a constant \(L>0\) such that
for \((x,y_{1}),(x,y_{2})\in(0,\infty)\times\mathbb{R}\), where \(0\le\sigma <\alpha_{2}\). Then, for any fixed \(K>0\), there exists a sufficiently small constant \(T^{*}\) such that the integral equation (2.4) has a solution in \(C([0,T^{*}])\).
Proof
For any given positive constant K, choose \(T^{*}>0\) sufficiently small which will be determined later. Let
Obviously, \(U_{(T^{*},K)}\) is a closed, convex and nonempty subset of \(C([0,T^{*}])\). On this set \(U_{(T^{*},K)}\) we define the operator S,
where
It is easy to see that \(Sy\in C([0,T^{*}])\) for any \(y\in U_{(T^{*},K)}\). Furthermore, for \(x\in[0,T^{*}]\), we have
where
Now we can choose \(T^{*}>0\) small enough such that
Then \(Sy\in U_{(T^{*},K)}\), that is, the operator S maps the set \(U_{(T^{*},K)}\) into itself.
In what follows, we will show that the operator S has a unique fixed point in \(U_{(T^{*},K)}\). Let us recall Lemma 3.1, where we take
and
Then we have N points \(t_{i}=iT^{*}/N\) and N sets \(U_{(t_{i},K)}\), \(i=1,2,\ldots,N\). The proof will be completed by applying the Banach fixed point theorem in \(U_{(t_{i},K)}\), \(i=1,2,\ldots,N\), respectively. We first concentrate on the interval \([0,t_{1}]\). For \(y_{1},y_{2}\in U_{(t_{1},K)}\) and \(t\in[0,t_{1}]\), we have
By Lemma 3.1, it follows that
Since this inequality holds uniformly for all \(x\in[0,t_{1}]\), we deduce
which implies that the operator S is a contraction mapping on \(U_{(t_{1},K)}\). According to the Banach fixed point theorem, S has a unique fixed point in \(U_{(t_{1},K)}\). Then equation (2.4) has a unique solution in \(U_{(t_{1},K)}\), which is denoted by \(y^{(1)}\). Next, we need to extend this existence and uniqueness result from \([0,t_{1}]\) to \([0,t_{N}]\). We will do this in an inductive manner, using our result for the first interval \([0,t_{1}]\) as the basis. Thus we assume that the claim holds on \([0,t_{i}]\) for some i, that is, (2.4) has a unique solution \(y^{(i)}\) in \(U_{(t_{i},K)}\), and we shall prove that if \(i< N\), (2.4) also has a unique solution \(y^{(i+1)}\) in \(U_{(t_{i+1},K)}\) and \(y^{(i)}=y^{(i+1)}\) for \(x\in[0,t_{i}]\). Define the set
Obviously, E is a closed and convex subset of \(C([t_{0},t_{i+1}])\) and S maps E into itself. Proceeding in a way that is very similar to our approach above, for \(y_{1}, y_{2}\in E\), we see that
Combining with Lemma 3.1 and noting that \(y_{1}(x)=y_{2}(x)\) when \(0\le x\le t_{i}\), we deduce
which implies that the operator S is a contraction mapping on E. According to the Banach fixed point theorem, S has a unique fixed point in E, which is denoted by \(y^{(i+1)}\). Then equation (2.4) has a unique solution \(y^{(i+1)}\) in \(U_{(t_{i+1},K)}\) and \(y^{(i)}(x)=y^{(i+1)}(x)\) for \(x\in[0,t_{i}]\). Therefore, by induction, the operator S has a unique fixed point \(y^{(N)}\) in \(U_{(T^{*},K)}\), that is, \(y^{(N)}\) is the unique solution of (2.4) in \(U_{(T^{*},K)}\). The proof of Proposition 3.1 is completed. □
Remark 3.1
Obviously, the solution of (2.4) obtained in Proposition 3.1 is unique in the set \(U_{(T^{*},K)}\).
From inequality (3.2), we see that \(M_{T^{*},K}\) has an important impact on \(T^{*}\) and K. As a result, if there exist some specific growth conditions on \(M_{T^{*},K}\) with respect to \(T^{*}\) and K, the solution obtained in Proposition 3.1 can be extended to \(C([0,+\infty))\).
Theorem 3.1
Suppose that the conditions of Proposition 3.1 hold and there exist \(c_{1},c_{2}\ge0\) and \(\mu\in[0,p-1)\) such that
where \(0\le\sigma<\alpha_{2}\), then problem (1.1) has a unique solution in \(C([0,\infty))\).
Proof
It suffices to prove that problem (1.1) has a unique solution in \(C([0,T'])\) for any fixed \(T'>0\). Since \(\mu\in[0,p-1)\), there exists a sufficiently large constant \(K_{T'}>0\) such that
for any \(K'\ge K_{T'}\). By virtue of (3.3), we have
That is,
According to Proposition 3.1 and Remark 3.1, where we take \(T^{*}=T'\) and \(K=K'\), problem (1.1) has a unique solution in \(U_{(T',K')}\). Since \(K'\) can be chosen arbitrarily large, the solution is actually unique in \(C([0,T'])\). So we complete the proof of Theorem 3.1. □
Corollary 3.1
Suppose that \(1< p<2\), \(b_{0}, b_{1}\ge0\) and \(f(x,y)\ge0\) for \((x,y)\in (0,\infty)\times\mathbb{R}\). Moreover, if (3.1) and (3.3) hold for \((x,y)\in (0,\infty)\times[b_{0},+\infty)\), then problem (1.1) has a unique positive solution in \(C([0,\infty))\).
Proof
Following the proofs of Proposition 3.1 and Theorem 3.1 and replacing \(U_{(T^{*},K)}\) by \(U^{+}_{(T^{*},K)}\), where
we see that problem (1.1) has a unique positive solution in \(C([0,\infty))\). □
Secondly, we consider the existence and uniqueness of solutions when \(p>2\).
Theorem 3.2
Suppose that \(p>2\), \(b_{1}\ne0\) and \(b_{1}f(x,y)\ge0\) for \((x,y)\in(0,\infty )\times\mathbb{R}\). If there exists a constant \(L>0\) such that (3.1) holds in \((0,\infty)\times\mathbb{R}\), then problem (1.1) has a unique solution in \(C([0,\infty))\).
Proof
It suffices to prove that problem (1.1) has a unique solution in \(C([0,T])\) for any \(T>0\). Similar to Theorem 3.1, we define the operator S by
where
It is easy to see that \(Sy\in C([0,T])\) if \(y\in C([0,T])\). Let us recall the points \(t_{i}\) (\(i=1,2,\ldots,N\)) of Lemma 3.1, where we take
and
Similar to Theorem 3.1, in what follows, we shall show that the operator S has a unique fixed point in \(C([0,T])\) by applying an inductive manner. We first concentrate on the interval \([0,t_{1}]\). For any \(y_{1}, y_{2}\in C([0,t_{1}])\), it is easy to see that
Then we have
Furthermore, according to Lemma 3.1, we obtain that
Since this inequality holds uniformly for all \(x\in[0,t_{1}]\), we deduce
which implies that the operator S is a contraction mapping on \(C([0,t_{1}])\). According to the Banach fixed point theorem, S has a unique fixed point in \(C([0,t_{1}])\), which is denoted by y. Thus, y is a unique solution of (2.4) in \(C([0,t_{1}])\). Applying an inductive manner similar to that in the proof of Theorem 3.2, we obtain that \(y\in C([0,T])\) is a unique solution of problem (1.1). Summing up, we complete the proof of Theorem 3.2. □
Finally, we consider the existence and uniqueness of solutions when \(p=2\).
Theorem 3.3
Suppose that \(p=2\). If there exists a constant \(L>0\) such that (3.1) holds in \((0,\infty)\times\mathbb{R}\), then problem (1.1) has a unique solution in \(C([0,\infty))\).
Proof
The proof is similar to that of Theorem 3.2, and we omit the details here. □
4 Example
To illustrate our main results, we present an example here.
Example 4.1
Consider the following initial value problem for nonlinear fractional differential equation:
where \(p>1\) and \(f(x,y)=x^{-0.5}(1+\sin y)\). If there exists a solution y, then \(y(x)\ge0\) for \(x\ge0\) by noting \(f(x,y)\ge0\) for \((x,y)\in(0,+\infty)\times\mathbb{R}\). It is easy to see that we have
for \((x,y_{1}),(x,y_{2})\in(0,\infty)\times[0,\infty)\). Besides, when \(1< p<2\), we have
for \((x,y)\in(0,\infty)\times[0,\infty)\), where \(\mu\in(0,p-1)\). According to Theorem 3.1, Theorem 3.2 and Theorem 3.3, problem (4.1) has a unique positive solution. Meanwhile, by a simple computation, we have an estimate of increasing rate
References
Podlubny, I: Fractional Differential Equations. Academic Press, New York (1999)
Miller, KS, Ross, B: An Introduction to the Fractional Calculus and Differential Equations. Wiley, New York (1993)
Giannantoni, C: The problem of the initial conditions and their physical meaning in linear differential equations of fractional order. Appl. Math. Comput. 141, 87-102 (2003)
Gaul, L, Klein, P, Kempfle, S: Damping description involving fractional operators. Mech. Syst. Signal Process. 5, 81-88 (1991)
Hilfer, R: Applications of Fractional Calculus in Physics. World Scientific, Singapore (2000)
Metzler, F, Schick, W, Kilian, HG, Nonnenmacher, TF: Relaxation in filled polymers: a fractional calculus approach. J. Chem. Phys. 103, 7180-7186 (1995)
Giona, M, Roman, HE: A theory of transport phenomena in disordered systems. Chem. Eng. J. 49, 1-10 (1992)
Laskin, N: Fractional Schrödinger equation. Phys. Rev. E 66, 056108 (2002)
Bǎleanu, D, Mustafa, OG, Agarwal, RP: On the solution set for a class of sequential fractional differential equations. J. Phys. A, Math. Theor. 43, 385209 (2010)
Bǎleanu, D, Mustafa, OG, Agarwal, RP: On \(l^{p}\)-solutions for a class of sequential fractional differential equations. Appl. Math. Comput. 218, 2074-2081 (2011)
Yoruk, F, Bhaskar, TG, Agarwal, RP: New uniqueness results for fractional differential equations. Appl. Anal. 92, 259-269 (2013)
Ahmad, B, Ntouyas, SK: On higher-order sequential fractional differential inclusions with nonlocal three-point boundary conditions. Abstr. Appl. Anal. 2014, Article ID 659405 (2014)
Bai, C: Impulsive periodic boundary value problems for fractional differential equation involving Riemann-Liouville sequential fractional derivative. J. Math. Anal. Appl. 384, 211-231 (2011)
Wei, Z, Li, Q, Che, J: Initial value problems for fractional differential equations involving Riemann-Liouville sequential fractional derivative. J. Math. Anal. Appl. 367, 260-272 (2010)
Chen, Y, Tang, X: Solvability of sequential fractional order multi-point boundary value problems at resonance. Appl. Math. Comput. 218, 7638-7648 (2012)
Kilbas, AA, Srivastava, HM, Trujillo, J: Theory and Applications of Fractional Differential Equations. Elsevier, Amsterdam (2006)
Ahmad, B, Nieto, JJ: Sequential fractional differential equations with three-point boundary conditions. Comput. Math. Appl. 64, 3046-3052 (2012)
Li, Q, Su, H, Wei, Z: Existence and uniqueness result for a class of sequential fractional differential equations. J. Appl. Math. Comput. 38, 641-652 (2012)
Wei, Z, Dong, W: Periodic boundary value problems for Riemann-Liouville sequential fractional differential equations. Electron. J. Qual. Theory Differ. Equ. 2011, 87 (2011)
Ye, H, Huang, R: Existence of solutions for nonlinear fractional differential equations involving sequential fractional derivative. Preprint
Acknowledgements
The first author was supported by the Scientific Research Foundation of Graduate School of South China Normal University (No. 2014bsxm01). The second author was supported in part by NNSFC (No. 11071099), CPSF (No. 2015M572301), and the Fundamental Research Funds for the Central Universities.
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The authors declare that they have no competing interests.
Authors’ contributions
The authors declare that the study was realized in collaboration with the same responsibility. All authors read and approved the final manuscript.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 4.0 International License (http://creativecommons.org/licenses/by/4.0/), which permits unrestricted use, distribution, and reproduction in any medium, provided you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license, and indicate if changes were made.
About this article
Cite this article
Ye, H., Huang, R. Initial value problem for nonlinear fractional differential equations with sequential fractional derivative. Adv Differ Equ 2015, 291 (2015). https://doi.org/10.1186/s13662-015-0620-6
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/s13662-015-0620-6
MSC
- 34A08
- 26A33
- 34A12
Keywords
- existence and uniqueness
- Caputo fractional derivative
- sequential fractional derivative