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Existence and uniqueness of a class of uncertain Liouville-Caputo fractional difference equations
⁎Corresponding author. pshtiwansangawi@gmail.com (Pshtiwan Othman Mohammed),
-
Received: ,
Accepted: ,
This article was originally published by Elsevier and was migrated to Scientific Scholar after the change of Publisher.
Peer review under responsibility of King Saud University.
Abstract
We consider a class of uncertain fractional difference equation of the Liouville-Caputo type (UFLCDE). An equivalent uncertain fractional sum equation is found to the UFLCDE by using the basic properties. The successive Picard iteration method for finding a solution to the UFLCDE is introduced. Using the theory of Banach contraction under the Lipschitz constant condition, we investigate the structure of algebras of existence and uniqueness of the UFLCDE. The article finally exhibits three examples to show the effectiveness of the proposed investigation.
Keywords
Riemann-Liouville fractional calculus
Fractional-order ODEs and PDEs
Liouville-Caputo fractional difference
Uncertainty theory
Existence and uniqueness
Banach contraction mapping theorem
Primary 39A70
39A12
Secondary 34A12

1 Introduction
In recent years, many experiments and theories have shown that a large number of abnormal phenomena that occurs in the engineering and applied sciences can be well described by using discrete fractional calculus. Especially, fractional difference equations have been found to be powerful tools in the modeling of various phenomena in many different fields of engineering and science, for example, in physics, fluid mechanics and heat conduction (see, for example, Bohner and Peterson, 2003; Srivastava et al., 2019; Liu, 2010; Kilbas et al., 2006; Srivastava, 2020; Srivastava, 2020; Goodrich and Peterson, 2015; Atici and Eloe, 2007; Atici and Eloe, 2009; Goodrich, 2011; Wu and Baleanu, 2015; Wu et al., 2017; Suwan et al., 2018; Mohammed and Abdeljawad, 2020; Zhu, 2015; Zhu, 2015; Lu and Zhu, 2019 and the references which are cited therein).
In the last few years, considerable attention has been given to the subject of fractional difference equations on the finite time scales. There are a few papers which investigate the existence and uniqueness of fractional difference equations in the sense of the Riemann–Liouville (RL) fractional calculus (see, for example, He et al., 2018 (2018),; Mohammed, 2019; Lu and Zhu, 2020; Srivastava and Mohammed, 2020; Mohammed et al., 2020; Lu et al., 2019; see also several recent developments Srivastava and Saad, 2020; Khader et al., 2020; Srivastava et al., 2020; Izadi and Srivastava, 2020; Srivastava and Saad, 2020; Singh et al., 2021 on the theory and applications of fractional-order ODEs and PDEs modelling various real-world situations). In particular, Lu et al. (2019) investigated the existence and uniqueness of the following uncertain fractional forward difference equation (UFFDE):
To the best of our knowledge, there are few studies that consider the existence and uniqueness of the RL fractional difference equations. Therefore, in the sense of the Liouville-Caputo fractional calculus, it is generally important to study this kind of difference equations by using the uncertainty theory, which extends and enriches the existing body of literature. Motivated by the above-cited investigations, in this article, we study the existence and uniqueness of the following uncertain fractional Liouville-Caputo like difference equation (UFLCDE):
The rest of this article is organized as follows. In Sections 2.1 and 2.2, we revisit some necessary definitions, lemmas and axioms in the context of discrete fractional calculus and the uncertainty theory, respectively. In Section 3, we state the main result. Finally, we give some examples of applications in Section 4.
2 Preliminaries
In this section, we revisit notations, definitions, and preliminary facts associated with the discrete fractional calculus and the uncertainty theory, which are used throughout this article.
2.1 Discrete fractional calculus
Here, in this subsection, we recall some basics from discrete fractional calculus for later use in the following sections (see, for details, Goodrich and Peterson, 2015; Abdeljawad, 2013; Abdeljawad et al., 2017; Abdeljawad, 2018). The functions we consider are always defined on the isolated time scale for a fixed . The operators given by are, respectively, the backward and forward jump operators for . Moreover, the following operators: are, respectively, the backward and forward difference operators for .
Definition 1 see Goodrich and Peterson, 2015
Suppose that
and
. Then the
-RL fractional sum of
is defined by
Lemma 1 see Goodrich and Peterson, 2015
Suppose that and . Then
Lemma 2 see Atici and Eloe, 2007; Atici and Eloe, 2009; Abdeljawad, 2013; Abdeljawad et al., 2017; Abdeljawad, 2018
For any function defined on and any , it is asserted that
-
(i) for .
-
(ii) .
-
(iii) .
-
(iv) for and
Lemma 3 see Abdeljawad, 2011
Suppose that
and
is defined on
. Then
Definition 2 see Abdeljawad, 2018
Let
be defined on
and
for
and
. Then the delta Liouville-Caputo fractional differences of order
are defined by
Recently, Lu et al. (2019) introduced the th order Riemann–Liouville fractional sum for uncertain sequence .
Definition 3 see Lu et al., 2019
For any and uncertain sequence indexed by , we define the th order RL fractional sum of as follows:
We now define the th order Liouville-Caputo fractional sum for uncertain sequence in the following definition.
For any and the uncertain sequence indexed by , we define the th order Liouville-Caputo fractional sum of as follows:
Definition 5 see Lu et al., 2019
For any , the fractional RL backward difference for the uncertain sequence is defined by for for
Next, we recall the definition of delta discrete Mittag–Leffler (delta-ML) functions.
Definition 6 see Haider et al., 2020
Assume that
with
and
with
. Then the discrete delta-ML functions are given by
2.2 Uncertainty theory
In this subsection, we focus on the uncertainty theory concepts (see Liu, 2010). Let be a non-empty set and be a -algebra over the set . Each element in is called an event. A set function defined on the -algebra is called an uncertain measure if it satisfies the following axioms:
[Normality axiom:] for the universal set .
[Duality axiom:] for each event .
[Subadditivity axiom:] for each countable sequence of events .
[Product axiom:] In view the above three axioms, it is clear that uncertain measure is a monotone increasing set function. The triplet is called an uncertainty space.
We now suppose that are the uncertainty spaces and are any arbitrarily chosen events for . Then the product uncertain measure is an uncertain measure satisfying the following condition: where is the minimum operator.
Definition 7 see Liu, 2010
A function from an uncertainty space to (the set of real numbers) is called an uncertain variable such that the set is an event for any Borel set of real numbers. The uncertainty distribution of an uncertain variable is defined as .
Definition 8 see Liu, 2010
An uncertainty distribution is called regular if it is a continuous and strictly increasing function with respect to x for which and it satisfies the following condition:
Definition 9 see Liu, 2010
Let be an uncertain variable with a regular uncertainty distribution . Then the inverse function is called the inverse uncertainty distribution (IUD) of .
In the light of Definition 9, one can observe that
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(i) The IUD of linear uncertain variable is given by
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(ii) The IUD of a normal uncertain variable is given by
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(iii) The IUD of a normal uncertain variable is given by
Definition 10 see Liu, 2010
Let be a regular uncertainty distribution of . Then we say that an uncertain variable is symmetrical if
From Definition (10, we can deduce that the symmetrical uncertain variable has the inverse uncertainty distribution that satisfies the following condition:
From Definition 10, we deduce that
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The linear uncertain variable is symmetrical for any positive real number a.
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The normal uncertain variable is symmetrical.
Definition 11 see Liu, 2010
The uncertain variables are said to be independent if, for any Borel sets of real numbers, we have
Definition 12 see Liu, 2010
(The IID) The uncertain variables are said to be independent identical distribution (or, briefly, IID) if they are independent and have the same uncertainty distribution.
3 UFLCDE and the associated existence and uniqueness theorem
In view of the earlier works Lu et al., 2019 and Mohammed et al., 2020, we can state the definition of the UFLCDE as follows.
An uncertain fractional difference equation is a fractional difference equation which is driven by an uncertain sequence. Moreover, an uncertain fractional forward difference equation in the Liouville-Caputo sense (UFLCDE) is the uncertain fractional difference equation with the Liouville-Caputo forward difference.
The initial-value problem (1.3) with the initial conditions (1.4) is equivalent to the following uncertain fractional sum equation:
By applying on IVP (1.3) and, by using (1.4), we can directly obtain the desired result. Moreover, the readers can see Abdeljawad, 2011, Example 17 and Baleanu et al., 2020, Lemma 2.10 for more details.
In this investigation, we focus now on the following special linear UFLCDE:
For any
and
, the linear UFLCDE (3.2) with the initial condition (3.3) has a solution given by
Applying
on the Eq. (3.2), we get
To obtain an explicit solution, we use the method of the Picard approximation with a starting point
. In addition, we can obtain the other components by using the following recurrence relation:
In addition, if we take on both sides of (3.7), we get This means that satisfies the Eq. (3.6). Hence, clearly, is a solution of the Eqs. 3.2,3.3. Our proof of Theorem 1 is thus completed.
We now state the existence and uniqueness of the solution of UFLCDEs.
Theorem 2 Existence and Uniqueness
Let
and
be two real-valued functions in (1.3) and satisfy the following Lipschitz condition:
Let us define (the set of all finite real sequences ) with the norm as follows: and which has k terms. It is easy to see that is a Banach space (see, for details, Sacks, 2017, Chapter 4).
We now define the operator for as follows: We also assume that represents the universal set on the uncertainty space. Clearly, , since is an uncertain variable at each time t with the linear uncertainty distribution . In addition, the inequality , where , holds true almost surely for each given by For any , we then obtain Thus, by the help of the assumptions and Lemma 1, we get The mapping is a contraction in almost surely such that (see Sacks, 2017, Chapter 4) Therefore, by using the Banach contraction mapping theorem (see Sacks, 2017, Chapter 4), we obtain a unique fixed point of in almost surely. Furthermore, we have where with On the other hand, the operator is measurable for any , since and are Lipschitz continuous functions. Since are uncertain variables and since is a real-valued measurable function of uncertain variables, is seen to be an uncertain variable by using Liu, 2010, Theorem 1.10. Hence, clearly, is an uncertain variable by using Zhu, 2015, Theorem 3. Therefore, the UFLCDE (3.2) subject to the initial condition (3.3) has a unique solution for almost surely. We thus have completed the existence and uniqueness asserted by Theorem 2.
4 Illustrative examples
In this section, we deal with some UFLCDE applications to confirm the validity our Theorem 2.
Consider the following UFLCDE:
According to Lemma 4 with , the inverse uncertainty distribution of the solution for the UFLCDE (4.1) is the solution of the following sum equation: Thus, for , we have and Therefore, in view of Theorem 2, this confirms that the UFLCDE (4.1) has a unique solution almost surely.
We consider the following UFLCDE:
According to Lemma 4 with , the inverse uncertainty distribution of the solution for the UFLCDE (4.2) is the solution of the following sum equation: We observe that is Lipschitz continuous in with Lipschitz constant as follows: We also have Consequently, in the light of Theorem 2. this confirms that the UFLCDE (4.3) has a unique solution almost surely.
Consider the following UFLCDE:
According to Lemma 4 with , the inverse uncertainty distribution of the solution for the UFLCDE (4.3) is the solution of the following sum equation: We can thus verify directly that and Therefore, in view of Theorem 2, this confirms that the UFLCDE (4.3) has a unique solution almost surely.
5 Conclusion
Our investigation in this article can be summarized as follows:
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The basic concepts of the discrete fractional calculus and the uncertainty theory have been recalled and applied.
-
A certain UFLCDE (uncertain fractional forward difference equation in the Liouville-Caputo sense) has been introduced and investigated systematically.
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An uncertain fractional sum equation, corresponding to the UFLCDE considered here, has been found.
-
The successive Picard iteration method has been successfully used for finding a solution to the UFLCDE investigated here.
-
The theory of Banach contraction under the Lipschitz constant condition has been used in order to investigate the existence and uniqueness of the solution of the UFLCDE studied here.
-
Three illustrative examples are presented to exhibit and verify the validity of the proposed investigations.
Data Availability
No data were used to support this study.
Funding
Not applicable.
Authors’ contributions
All authors contributed equally and significantly in writing this article. All authors read and approved the final manuscript.
Acknowledgements
This research was supported by Taif University Researchers Supporting Project (No. TURSP-2020/155), Taif University, Taif, Saudi Arabia, and it was supported by the National Research Foundation of the Republic of Korea (NRF) grant funded by the Government of the Republic of Korea government (MEST) (Grant No. 2017R1A2B4006092).
Declaration of Competing Interest
The authors declare that they have no known competing financial interests or personal relationships that could have appeared to influence the work reported in this paper.
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