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Existence and uniqueness of solution for a fractional Riemann–Liouville initial value problem on time scales
⁎Corresponding author. Tel.: +351 234370668; fax: +351 234370066. delfim@ua.pt (Delfim F.M. Torres)
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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 introduce the concept of fractional derivative of Riemann–Liouville on time scales. Fundamental properties of the new operator are proved, as well as an existence and uniqueness result for a fractional initial value problem on an arbitrary time scale.
Keywords
Fractional derivatives
Dynamic equations
Initial value problems
Time scales
Introduction
Let
be a time scale, that is, a nonempty closed subset of
. We consider the following initial value problem:
Preliminaries
In this section, we collect notations, definitions, and results, which are needed in the sequel. We use for a Banach space of continuous functions y with the norm , where is an interval. A time scale is an arbitrary nonempty closed subset of . The reader interested on the calculus on time scales is referred to the books (Bohner and Peterson, 2001, 2003). For a survey, see (Agarwal et al., 2002). Any time scale is a complete metric space with the distance . Consequently, according to the well-known theory of general metric spaces, we have for the fundamental concepts such as open balls (intervals), neighborhoods of points, open sets, closed sets, compact sets, etc. In particular, for a given number , the -neighborhood of a given point is the set of all points such that . We also have, for functions , the concepts of limit, continuity, and the properties of continuous functions on a general complete metric space. Roughly speaking, the calculus on time scales begins by introducing and investigating the concept of derivative for functions . In the definition of derivative, an important role is played by the so-called jump operators (Bohner and Peterson, 2003).
Let be a time scale. For we define the forward jump operator by , and the backward jump operator by .
In Definition 1, we put (i.e., if has a maximum M) and (i.e., if has a minimum m), where denotes the empty set.
If , then we say that t is right-scattered; if , then t is said to be left-scattered. Points that are simultaneously right-scattered and left-scattered are called isolated. If and , then t is called right-dense; if and , then t is called left-dense. The graininess function is defined by .
The derivative makes use of the set , which is derived from the time scale as follows: if has a left-scattered maximum M, then ; otherwise, .
Agarwal and Bohner, 1999)
Delta derivative (Assume and let . We define provided the limit exists. We call the delta derivative (or Hilger derivative) of f at t. Moreover, we say that f is delta differentiable on provided exists for all . The function is then called the (delta) derivative of f on .
A function is called rd-continuous provided it is continuous at right-dense points in and its left-sided limits exist (finite) at left-dense points in . The set of rd-continuous functions is denoted by . Similarly, a function is called ld-continuous provided it is continuous at left-dense points in and its right-sided limits exist (finite) at right-dense points in . The set of ld-continuous functions is denoted by .
Let denote a closed bounded interval in . A function is called a delta antiderivative of function provided F is continuous on , delta differentiable on , and for all . Then, we define the -integral of f from a to b by
(See Ahmadkhanlu and Jahanshahi (2012)) Suppose is a time scale and f is an increasing continuous function on the time-scale interval . If F is the extension of f to the real interval given by then
We also make use of the classical gamma and beta functions.
Gamma function
For complex numbers with a positive real part, the gamma function is defined by the following convergent improper integral:
Beta function
The beta function, also called the Euler integral of the first kind, is the special function defined by
The gamma function satisfies the following useful property: . The beta function can be expressed through the gamma function by .
Main results
We introduce a new notion of fractional derivative on time scales. Before that, we define the fractional integral on a time scale . This is in contrast with (Benkhettou et al., 2015, in press-a, 2016), where first a notion of fractional differentiation on time scales is introduced and only after that, with the help of such a concept, the fraction integral is defined.
(Fractional integral on time scales) Suppose is a time scale, is an interval of , and h is an integrable function on . Let . Then the (left) fractional integral of order of h is defined by where is the gamma function.
(Riemann–Liouville fractional derivative on time scales) Let
be a time scale,
, and
. The (left) Riemann–Liouville fractional derivative of order
of h is defined by
If , then Definition 11 gives the classical (left) Riemann–Liouville fractional derivative (Podlubny, 1999). For different extensions of the fractional derivative to time scales, using the Caputo approach instead of the Riemann–Liouville, see (Ahmadkhanlu and Jahanshahi, 2012; Bastos et al., 2011). For local approaches to fractional calculus on time scales we refer the reader to (Benkhettou et al., 2015, in press-a, 2016). Here we are only considering left operators. The corresponding right operators are easily obtained by changing the limits of integration in Definitions 10 and 11 from a to t (left of t) into t to b (right of t), as done in the classical fractional calculus (Podlubny, 1999). Here we restrict ourselves to the delta approach to time scales. Analogous definitions are, however, trivially obtained for the nabla approach to time scales by using the duality theory of (Caputo and Torres, 2015).
Along the work, we consider the order of the fractional derivatives in the real interval . We can, however, easily generalize our definition of fractional derivative to any positive real . Indeed, let . Then there exists such that , where is the integer part of , and we can set Fractional operators of negative order are defined as follows.
If , then the (Riemann–Liouville) fractional derivative of order is the fractional integral of order , that is,
If , then the fractional integral of order is the fractional derivative of order , that is,
Properties of the time-scale fractional operators
In this section we prove some fundamental properties of the fractional operators on time scales.
Let be a time scale with derivative , and . Then,
Let . From (3) we have The proof is complete. □
For any function h integrable on , the Riemann–Liouville -fractional integral satisfies for and .
By definition, From Fubini’s theorem, we interchange the order of integration to obtain By setting , we obtain that The proof is complete. □
For any function h integrable on one has .
By Propositions 15 and 16, we have The proof is complete. □
For , we have and , where Id denotes the identity operator.
From Definition 14 and Proposition 17, we have that ; from Definition 13 and Proposition 17, we have that . □
For , let denote the space of functions that can be represented by the Riemann–Liouville integral of order of some -function.
Let
and
. In order that
, it is necessary and sufficient that
Assume for some , and From Proposition 16, we have Therefore, and Conversely, assume that satisfies (4) and (5). Then, by Taylor’s formula applied to function , one has Let . Note that by (4). Now, by Proposition 16, we have and thus Then, From the uniqueness of solution to Abel’s integral equation (Jahanshahi et al., 2015), this implies that . Thus, and . □
Let and satisfy the condition in Theorem 20. Then,
By Theorem 20 and Proposition 16, we have: The proof is complete. □
Existence of solutions to fractional IVPs on time scales
In this section we prove the existence of a solution to the fractional order initial value problem (1)–(2) defined on a time scale. For this, let be a time scale and . Then the function is a solution of problem (1)–(2) if To establish this solution, we need to prove the following lemma and theorem.
Let , and . Function y is a solution of problem (1)–(2) if and only if this function is a solution of the following integral equation:
By Theorem 21, . From (3) we have The proof is complete. □
Our first result is based on the Banach fixed point theorem (Cronin, 1994).
Assume . The initial value problem (1)–(2) has a unique solution on if the function is a right-dense continuous bounded function such that there exists for which on and the Lipshitz condition holds.
Let be the set of rd-continuous functions on . For , define It is easy to see that is a Banach space with this norm. The subset of and the operator are defined by and Then, Since is an increasing monotone function, by using Proposition 6 we can write that Consequently, By considering , we conclude that is an operator from to . Moreover, for . If , then it is a contraction map. This implies the existence and uniqueness of the solution to the problem (1)–(2). □
Suppose is a rd-continuous bounded function such that there exists with for all . Then problem (1)–(2) has a solution on .
We use Schauder’s fixed point theorem (Cronin, 1994) to prove that defined by (3) has a fixed point. The proof is given in several steps. Step 1: is continuous. Let be a sequence such that in . Then, for each , Since f is a continuous function, we have
Step 2: the map sends bounded sets into bounded sets in . Indeed, it is enough to show that for any there exists a positive constant l such that, for each we have . By hypothesis, for each we have
Step 3: the map T sends bounded sets into equicontinuous sets of . Let be a bounded set of as in Step 2, and . Then, As , the right-hand side of the above inequality tends to zero. As a consequence of Steps 1 to 3, together with the Arzela–Ascoli theorem, we conclude that is completely continuous. Step 4: a priori bounds. Now it remains to show that the set is bounded. Let . Then for some . Thus, for each , we have We complete this step by considering the estimation in Step 2. As a consequence of Schauder’s fixed point theorem, we conclude that has a fixed point, which is solution of problem (1)–(2). □
Acknowledgments
This research is part of first author’s Ph.D., which is carried out at Sidi Bel Abbes University, Algeria. It was initiated while Nadia Benkhettou was visiting the Department of Mathematics of University of Aveiro, Portugal, June of 2014. The hospitality of the host institution and the financial support of Sidi Bel Abbes University are here gratefully acknowledged. Torres was supported by Portuguese funds through the Center for Research and Development in Mathematics and Applications (CIDMA) and the Portuguese Foundation for Science and Technology (FCT), within project UID/MAT/04106/2013. The authors would like to thank the Reviewers for their comments.
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