Soft Jar Mathematical notes 2012

SOFT-JAR-2012 N0001 2012

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AN EXISTENCE AND UNIQUENESS THEOREM FOR A LINEAR FRACTIONAL DIFFERENTIAL EQUATION

AVALOS RODR IGUEZ JESUSA Dedicated to N. Cristina da Cruz M. on the occasion of her birthday. Abstract. This paper deals with existence and uniqueness of the initial value problem for a type of linear fractional dierential equations, for this purpose is considered some especial functions that are basis for fractional calculus. Another goal is to show some examples of calculus for fractional derivative and fractional integral, and after the proof of the existence and uniqueness theorem; this works presents two examples for linear fractional dierential equations. Key Words: Existence and uniqueness theorem, Riemann-Liouville Fractional derivative, Riemann-Liouville fractional integral, Gamma function, beta function, Laplace Transform.

1. Introduction The Fractional Calculus has been developed in great way nowadays (see [4], [9] and [10]). This eld of applied mathematics that deals with the order of dierentiation and integration, which not necessary is a fraction order, but could be even a complex order; and their applications in science, engineering, mathematics, economics and other elds. It is also know by several other names such as Generalized Integral and Dierential Calculus and Calculus of Arbitrary Order. The name of Fractional Calculus is holdover from the period when it meant calculus of rational order. The seeds of fractional derivatives were planted over 300 years ago. We shall consider some especial functions and one type of fractional operators named Riemman-Liouville type, then we consider a case of a initial value problem of a kind of fractional dierential equation. and the last part we shall show some plots of examples of this initial value problems.

Date: December 24th. 2012 A. E-mail address: jeshua w7@yahoo.es M.Sc. student, Universidade Federal de Gois - Brazil a B.Math, Universidad Nacional de Trujillo - Peru. .
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AVALOS RODR IGUEZ JESUS

2. Special Functions There are many special functions that the Fractional Calculus use, but for our goal, in this section, we present the Gamma function and the Beta function. 2.1. Gamma Function. One of the basic functions of the fractional calculus is the Gamma function, which is a generalization of the factorial function, when n is a positive integer number. Denition 2.1. The Gamma function : R \ Z R, such as 0

(2.1) If z > 0, then (2.2)

(z) =
0

et tz1 dt.

(z + 1) = z(z). The Gamma function can be represented by the limit

(2.3)

(z) = lim

n!nz , z > 0. n z(z + 1)(z + 2)...(z + n)

The Gamma function has simple poles when z = n, (n=0,1,2,...). Proof. (See [3]).

G(z)

Figure 1. Gamma function.

AN EXISTENCE AND UNIQUENESS THEOREM FOR A ...

2.2. Beta function. In several cases, the Beta function is so helpful in terms of the Gamma function Denition 2.2. The Beta function B : R+ R+ R, such as
1

(2.4)

B(z, w) =
0

sz1 (1 s)w1 ds, z > 0, w > 0.

For relationships between the Gamma function (2.1) and the Beta function (2.4), is considered the following properties. (1) Let z > 0 y w > 0, then (2.5) B(z, w) = (z)(w) . (z + w)

(2) Let m < z < m + 1, with z = + m and 0 < < 1 . (2.6) (z)(1 z) = sin(z) (3) Let 2z Z , then / 0 (2.7) (z) z + 1 2 12z 2 (2z).

Proof. (See Chapter 5 [3]). 3. Fractional Operators We start by the denition of Riemann-Liouville fractional integral, which is the basis for the fractional derivative denition. Denition 3.1. The Riemann-Liouville fractional integral of f (x) is dened by
0 Ix f (x)

1 ()

x 0

(x )1 d, > 0,

Denition 3.2. The Riemann-Liouville fractional derivative of f (x) is dened by

0 Dx f (x)

= =

where . is the smallest integer greater than Dn = dn f (x)/dxn is the usual n th derivative. Example 1. A typical example is f (x) = xn , n > 1 for which the fractional integral is x 1 (x )1 n d, R+ Ix xn = 0 () 0 1 n+ x = t (1 u)1 un du () 0 (n + 1) xn+ , here we used the relation (2.5). = (n + + 1) Therefore (n + 1) (3.1) I xn = xn+ , n > 1. (n + + 1)

n Dn 0 Ix f (x), n = , = n x 1 dn (x t)n1 f (t)dt, (n ) dxn 0

AVALOS RODR IGUEZ JESUS

Then, the fractional derivative of xn is

n 0 Dx x m n = Dm 0 Ix x , R+ , = m (n + 1) xm+n = Dm (m + n + 1) (n + 1) = xn . (n + 1 )

Therefore (3.2)
n 0 Dx x

(n + 1) xn . (n + 1 )

For cases in which the fractional order gets an integer order is easy to notice that we have the well-known formula for integrals and derivatives of the power function. For more information see [1]. 4. Laplace Transforms of the Fractional Operators In this section, we present the formal denition of the Laplace transform and calculate the Laplace transform of some functions that we help us to demonstrate the Theorem of existence and uniqueness. The function F (s) of the complex variable s denes by

(4.1)

F (s) = L{f (t)} :=

0

est f (t)dt

is called the Laplace Transform of the function f (t), which is called the original. For the existence of the integral (4.1), the function f (t) must be of exponential order , which means that there exist positive constants M and T such that et |f (t)| M, for all t > T Such a function f (t) is simple called an exponential order as t , and clearly, it does not grow faster than M et as t . The Laplace transform will be denoted by upper case letter and the original functions lower case letters. The original f (t) can be restored from the Laplace transform F (s) with the help of the inverse Laplace transform
c+i

(4.2)

f (t) = L1 {F (s)} :=

est F (s)ds, c = Re(s) > c0 ,

ci

where c0 lies in the right half plane of the absolute convergence of the Laplace integral (4.2). The Laplace transform of the convolution
t t

(4.3)

f (t) g(t) =

f (t )g( )d =

f ( )g(t )d

and the Laplace transform of those functions is (4.4) L{f (t) g(t)} = F (s)G(s)

AN EXISTENCE AND UNIQUENESS THEOREM FOR A ...

under the assumption that both F (s) and G(s) exist. Another useful property is the Laplace transform of the nth derivative of a function f (t)
n1

L{f (n) (t)}

= =

sn F (s) sn F (s)

snk1 f (k) (0)

k=0 n1

sk f (nk1) (0)
k=0

which can be obtained from the denition (4.1) by integrating by parts under the assumption that the corresponding integral exists. We can establish the following formula for the Laplace transform of the sequential derivative (5.1) (see [8] section 2.8.5, Chapter II; or [7], section 10 Chapter IV).
m1

(4.5)

L{ 0 Dt m } = sm F (s)

sm mk [ 0 Dt mk
k=0

f (t)]t=0 , n > 0

From (4.4), we get that the Laplace transform of the fractional integral can be dealt as convolution functions
L{ 0 It n f (t)}

= L

1 (n )

t 0

(t )n 1 f ( )d

(4.6) Therefore, from (4.6), (4.7)

1 = L{tn 1 }L{f (t)} (n ) = sn F (s), n > 0.

t 0

L1 {sn F (s)} =

1 (n )

(t )n 1 f ( )d, n > 0. tn 1 (n 1)

Another useful result is for n > 1 (4.8) L1 {sn } =

5. Linear Fractional Differential Equations In this section the existence and uniqueness of solutions of initial value problems for linear fractional dierential equations with sequential derivatives are discussed. Let us consider the following initial-value problem:
n1 n 0 Dt y(t) + j=1

(5.1)

pj (t)0 Dt nj y(t) + pn (t)y(t) = f (t), (0 < t < T < )

(5.2) where

[0 Dt k 1 y(t)]t=0 = bk , k = 1, ..., n,

k a Dt k 1 a Dt

k1 k . . . a Dt 1 ; a Dt a Dt k1 k 1 . . . a Dt 1 ; a Dt a Dt

AVALOS RODR IGUEZ JESUS k

k =
j=1

j , (k = 1, 2, . . . , n),

0 < 1, (j = 1, 2, . . . , n) e f (t) L1 (0, T ), i.e.

0 T

|f (t)|dt < .

For simplicity of notation, in the following we assume f (t) 0 for t > T . As the rst step, let us consider the case of pk (t) 0, (k = 1, . . . , n) Theorem 5.1. If f (t) L1 (0, T ), then the equation (5.3)
n 0 Dt y(t)

= f (t)

has the unique solution y(t) L1 (0, T ), which satises the initial conditions (5.2). Proof. Existence. Let us construct a solution of the considered problem. Application of the Laplace transform formula of a sequential fractional derivative (4.5) to equation (5.3) gives
n1

(5.4)

sn Y (s)

sn nk [0 Dt nk
k=0

y(t)]t=0 = F (s),

where Y (s) and F (s) denote the Laplace Transforms of y(t) and f (t). Using the initial conditions (5.2), we can write
n1

(5.5)

Y (s) = sn F (s) +
k=0

bnk snk ,

and the inverse Laplace transform (4.7) and (4.8) gives (5.6) y(t) = 1 (n )
t 0 n1

(t )n 1 f ( ) +

k=0

bnk nk 1 t (nk )

or, putting i = n k, (5.7) y(t) = 1 (n )

t 0

(t )n 1 f ( )d +

i=1

bi i 1 t . (i )

Using the rule for the Riemann-Liouville fractional dierentiation of the power function (3.2), and taking into account that 1 = 0, m = 0, 1, 2, . . . , (m) we easily obtain that t (i )
i

(5.8)

k 0 Dt

ti k 1 , (k < i) (i k ) 0, k i.

AN EXISTENCE AND UNIQUENESS THEOREM FOR A ...

(5.9)

k 1 0 Dt

ti (i )

ti k (1 + ) , (k < i) i k 1, 0, (k = i) k > i.

where k = 1, 2, . . . , n, and i = 1, 2, . . . , n. It follows from (5.7) that y(t) L1 (0, T ). Using (5.8) and (5.9), the direct substitution of the function y(t) dened by the expression (5.7) in the equation (5.3) and the initial conditions (5.2) show that y(t) satises them, and therefore, the existence of the solution is proved. Uniqueness. The uniqueness follows from the linearity of fractional dierentiation and the properties of the Laplace transform. Indeed, if there exist two solutions, y1 (t) and y2 (t), of the considered problem, then the function z(t) = y1 (t) y2 (t), of the considered problem, then the function z(t) = y1 (t) y2 (t) must satisfy the equation n 0 Dt z(t) = 0 and the zero initial conditions. Then the Laplace transform of z(t) is Z(s) = 0, and therefore z(t) = 0 almost everywhere in the considered interval, which proves that the solution in L1 (0, T ) is unique.

6. Examples. Example 2. Consider the following initial value problem: 0 Dt f (t) = t2 = 2,

(6.1) where [0, 1]. of y(t) = In fact: y(t) = = = 1 (n )

1 f (t)|t=0 0 Dt

Using the Theorem 5.1, the solution according (5.7), we can follow the process
t 0 n

(t )n 1 f ( )d +
t 0

i=1

bi i 1 t . (i )

1 ()

(t )11 2 d + +

2 1 t ()

2 1 t (here we use (3.1)) () (3) 2+ 2 1 t + t (3 + ) ()

1 2 t 0 It

Therefore, the solution of the initial value problem (6.1) is (6.2) f (t) = 2 2 1 t2+ + t . (3 + ) ()

AVALOS RODR IGUEZ JESUS

This function satises the initial condition of the problem (6.1), indeed, if we consider the (1 )integral of (6.2) (Notice that the initial condition 0 D1 f = 1 f ), we get 0I 2 2 1 t2+ + t (3 + ) () 2 2 1 1 1 = 0 It t2+ + 0 It t (3 + ) () 2 2 1 2+ 1 1 = t + t 0 It 0I (3 + ) () t 2 (3 + ) 3 2 () 0 = t + t (3 + ) (4) () (1) 1 3 = t + 2, 3 1 1 and considering t = 0, we obtain 0 Dt f (t) = 0 It f (t) = 2. We can follow the behavior of the solutions of (6.1) when, the values of dierentiation change from 0 to 1 in the Figure 2.
1 f (t) 0 It

1 0 It

Now we consider a general problem of the power function. Example 3. Consider the following initial value problem = at 0 Dt f (t) (6.3) 1 f (t)|t=0 = b, 0 Dt

where a R and > 1, [0, 1] and b R+ . In this case, following the same process of the Example 2, we get f (t) = = 1 ()
t 0

(t )1 f ( )d + +

b 1 t ()

b 1 t () b 1 1 = 0 It (at ) + t () a( + 1) ++1 b 1 = t + t ( + 1) ()
1 f (t) 0 It

7. Acknowledgments The author is grateful to Professor Ronaldo Alves Garcia from the Universidade Federal de Gois, Brazil; and Professor Amado Mndez Cruz from the Universidad a e Nacional de Trujillo, Peru; for their suggestions and encouragement in this work.

AN EXISTENCE AND UNIQUENESS THEOREM FOR A ...

Figure 2. Behavior of the initial value problem (6.1), for [0, 1]. References
[1] ., Plotting Fractional Derivatives, Soft Jar Mathematical Notes, www.soft-jar.ucoz.com, 2009. [2] Bonilla B.; Ribero, M.; Trujillo, J. J., Linear dierential equations of fractional order Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering, Springer, p. 77-91, 2007. [3] Chaudhry, M., Zubair S., On a Class of Imcomplete Gamma Functions with Applications, Chapman&Hall/CRC, United States of America, 2002. [4] Hilfer, R., Applications of Fractional Calculus in Physics.World Scientic, 2000. [5] Erdelyi, A. (Editor), Higher transcedental functions, Vol 3. McGraw-Hill, New York, 1955.

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AVALOS RODR IGUEZ JESUS

[6] Mathai A. M., H.J.H., Special Functions for Applied Scientists,Springer Science+Business Media, LLC, 2008. [7] Miller, K.; Ross, B., An Introduction to The Fractional Calculus and Fractional Dierential Equations, John Wiley and Sons, New York, 1993. [8] Podlubny, I., Fractional Dierential Equations, Academic Press, San Diego, 1999. [9] Sabatier J., Agrawal O. P., Tenreiro Machado J., Advances in Fractional Calculus, Springer, 2007. [10] Tenreiro Machado J., Kiryakova V., Mainardi F., Recent history of fractional calculus, Commun Nonlinear Sci Numer Simulat 16, 2011, 1140-1153.