Research article

Langevin differential equation in frame of ordinary and Hadamard fractional derivatives under three point boundary conditions

  • Received: 26 July 2020 Accepted: 29 November 2020 Published: 06 January 2021
  • MSC : 26A33, 34A08, 34A12, 34B15

  • In this paper, we study a type of Langevin differential equations within ordinary and Hadamard fractional derivatives and associated with three point local boundary conditions

    $ \mathcal{D}_{1}^{\alpha} \left( \mathrm{D}^{2} + \lambda^{2}\right) x(t) = f\left( t, x(t), \mathcal{D}_1^{\alpha} \left[ x\right] (t) \right), $

    $ \mathrm{D}^{2} x\left(1 \right) = x(1) = 0 $, $ x(e) = \beta x(\xi) $, for $ t\in \left(1, e\right) $ and $ \xi \in (1, e] $, where $ 0 < \alpha < 1 $, $ \lambda, \beta > 0 $, $ \mathcal{D}_1^\alpha $ denotes the Hadamard fractional derivative of order $ \alpha $, $ \mathrm{D} $ is the ordinary derivative and $ f:[1, e]\times C([1, e], \mathbb{R})\times C([1, e], \mathbb{R})\rightarrow C([1, e], \mathbb{R}) $ is a continuous function. Systematical analysis of existence, stability and solution's dependence of the addressed problem is conducted throughout the paper. The existence results are proven via the Banach contraction principle and Schaefer fixed point theorem. We apply Ulam's approach to prove the Ulam-Hyers-Rassias and generalized Ulam-Hyers-Rassias stability of solutions for the problem. Furthermore, we investigate the dependence of the solution on the parameters. Some illustrative examples along with graphical representations are presented to demonstrate consistency with our theoretical findings.

    Citation: Yassine Adjabi, Mohammad Esmael Samei, Mohammed M. Matar, Jehad Alzabut. Langevin differential equation in frame of ordinary and Hadamard fractional derivatives under three point boundary conditions[J]. AIMS Mathematics, 2021, 6(3): 2796-2843. doi: 10.3934/math.2021171

    Related Papers:

  • In this paper, we study a type of Langevin differential equations within ordinary and Hadamard fractional derivatives and associated with three point local boundary conditions

    $ \mathcal{D}_{1}^{\alpha} \left( \mathrm{D}^{2} + \lambda^{2}\right) x(t) = f\left( t, x(t), \mathcal{D}_1^{\alpha} \left[ x\right] (t) \right), $

    $ \mathrm{D}^{2} x\left(1 \right) = x(1) = 0 $, $ x(e) = \beta x(\xi) $, for $ t\in \left(1, e\right) $ and $ \xi \in (1, e] $, where $ 0 < \alpha < 1 $, $ \lambda, \beta > 0 $, $ \mathcal{D}_1^\alpha $ denotes the Hadamard fractional derivative of order $ \alpha $, $ \mathrm{D} $ is the ordinary derivative and $ f:[1, e]\times C([1, e], \mathbb{R})\times C([1, e], \mathbb{R})\rightarrow C([1, e], \mathbb{R}) $ is a continuous function. Systematical analysis of existence, stability and solution's dependence of the addressed problem is conducted throughout the paper. The existence results are proven via the Banach contraction principle and Schaefer fixed point theorem. We apply Ulam's approach to prove the Ulam-Hyers-Rassias and generalized Ulam-Hyers-Rassias stability of solutions for the problem. Furthermore, we investigate the dependence of the solution on the parameters. Some illustrative examples along with graphical representations are presented to demonstrate consistency with our theoretical findings.



    加载中


    [1] Y. Adjabi, F. Jarad, D. Baleanu, T. Abdeljawad, On Cauchy problems with Caputo-Hadamard fractional derivatives, J. Compu. Anal. Appl., 21 (2016), 661–681.
    [2] B. Ahmad, A. Alsaedi, S. Salem, On a nonlocal integral boundary value problem of nonlinear Langevin equation with different fractional orders, Adv. Diff. Eq., 2019 (2019), 57. doi: 10.1186/s13662-019-2003-x
    [3] B. Ahmad, J. J. Nieto, A. Alsaedi, M. El-Shahed, A study of nonlinear Langevin equation involving two fractional orders in different intervals, Nonlinear Anal., 13 (2012), 599–606. doi: 10.1016/j.nonrwa.2011.07.052
    [4] B. Ahmad, S. K. Ntouyas, A fully Hadamard type integral boundary value problem of a coupled system of fractional differential equations, Fract. Calc. Appl. Anal., 17 (2014), 348–360. doi: 10.2478/s13540-014-0173-5
    [5] M. Ahmad, A. Zada, J. Alzabut, Hyres-Ulam stability of coupled system of fractional differential equations of Hilfer-Hadamard type, Demonstr. Math., 52 (2019), 283–295. doi: 10.1515/dema-2019-0024
    [6] R. Almeida, N. R. O. Bastos, A discretization of the Hadamard fractional derivative, J. Math. Sci. Appl. E-Notes., 2016 (2016), 1–9.
    [7] J. Alzabut, B. Mohammadaliee, M. E. Samei, Solutions of two fractional $q$-integro-differential equations under sum and integral boundary value conditions on a time scale, Adv. Diff. Eq., 2020 (2020), 304. doi: 10.1186/s13662-020-02766-y
    [8] H. Baghani, J. J. Nieto, Fractional Langevin equation involving two fractional orders in different intervals, Nonlin. Analysis: Model. Con., 24 (2019), 884–897.
    [9] D. Baleanu, J. A. T. Machado, A. C. J. Luo, Fractional Dynamics and Control, Springer, New York, 2002.
    [10] A. Berhail, N. Bouache, M. M. Matar, J. Alzabut, On nonlocal integral and derivative boundary value problem of nonlinear Hadamard-Langevin equation with three different fractional orders, Bol. Soc. Mat. Mex., 2019 (2019).
    [11] P. L. Butzer, A. A. Kilbas, J. J. Trujillo, Fractional calculus in the Mellin setting and Hadamard-type fractional integrals, J. Math. Anal. Appl., 269 (2002), 1–27. doi: 10.1016/S0022-247X(02)00001-X
    [12] M. A. Darwich, S. K. Ntouyas, Existence results for a fractional functional differential equation of mixed type, Commun. Appl. Nonlinear Anal., 15 (2008), 47–55.
    [13] K. Diethelm, The Analysis of Fractional Differential Equations, Lecture Notes in Mathematics, Springer-Verlag, Berlin, 2010. doi: 10.1007/978-3-642-14574-2.
    [14] M. El-Shahed, Positive solutions for boundary value problem of nonlinear fractional differential equation, Abst. Appl. Anal., 2007, Article ID 10368, 8.
    [15] E. M. Elsayed, K. Kanagarajan, D. Vivek, On the existence and stability of solution of boundary value problem for fractional integro-differential equations with complex order, Filomat, 32 (2018), 2901–2910. doi: 10.2298/FIL1808901E
    [16] A. Erdélyi, W. Magnus, F. Oberhettinger, F. G. Tricomi, Higher Transcendental Functions, vol. I and II, McGraw-Hill, New York, 1953.
    [17] Y. Gambo, F. Jarad, D. Baleanu, T. Abdeljawad, On Caputo modification of the Hadamard fractional derivatives, Adv. Diff. Eq., 2014 (2014), 10. doi: 10.1186/1687-1847-2014-10
    [18] J. Hadamard, Essai sur l'étude des fonctions donnees par leur développment de Taylor, J. de Math. Pure. et Appl., 8 (1892), 101–186.
    [19] V. Hedayati, M. E. Samei, Positive solutions of fractional differential equation with two pieces in chain interval and simultaneous Dirichlet boundary conditions, Bound. Val. Prob., 2019 (2019), 141. doi: 10.1186/s13661-019-1251-8
    [20] G. J. O. Jameson, The incomplete Gamma functions, Math. Gazette, 100 (2016), 298–306. doi: 10.1017/mag.2016.67
    [21] F. Jarad, T. Abdeljawad, J. Alzabut, Generalized fractional derivatives generated by a class of local proportional derivatives, Euro. Phys. J. Special Topics, 226 (2017), 3457–3471. doi: 10.1140/epjst/e2018-00021-7
    [22] S. M. Jung, Theory and Applications of Fractional Differential Equations, Hyers-Ulam-Rassias stability of functional equations in mathematical analysis, Hadronic Press, Palm Harbor, 2001.
    [23] B. Karpuz, U. M. Özkan, T. Yalçin, M. K. Yildiz, Basic theory for differential equations with unified Reimann–Liouville and Hadamard type fractional derivatives, Inter. J. Anal. Appl., 13 (2017), 216–230.
    [24] M. D. Kassim, N. E. Tatar, Halanay inequality with Hadamard derivative and application to a neural network system, Comput. Appl. Math., 32 (2019), 18.
    [25] A. A. Kilbas, Hadamard type fractional calculus, J. Korean Math. Society, 38 (2001), 1191–1204.
    [26] A. A. Kilbas, Hadamard-type integral equations and fractional calculus operators, Operator Theory: Advances Appl., 142 (2003), 175–188.
    [27] C. Kiataramkul, S. K. Ntouyas, J. Tariboon, A. Kijjathanakorn, Generalized Sturm–Liouville and Langevin equations via Hadamard fractional derivatives with anti-periodic boundary conditions, Bound. Val. Prob., 2016 (2016), 217. doi: 10.1186/s13661-016-0725-1
    [28] A. A. Kilbas, H. M. Srivastava, J. J. Trujillo, Theory and Applications of Fractional Differential Equations, North-Holland Mathematics Studies, Elsevier Science, North-Holland, 2006.
    [29] R. Kubo, The fluctuation-dissipation theorem, Rep. Prog. Phys., 29 (1966), 255–284. doi: 10.1088/0034-4885/29/1/306
    [30] Z. Laadhal, Q. Ma, Existence and uniqueness of solutions for nonlinear Volterra-Fredholm integrodifferential equation of fractional order with boundary conditions, Math. Meth. Appl. Sci., 2019 (2019), 1–13.
    [31] P. Langevin, Sur la théorie du mouvement brownien [on the theory of brownian motion], C. R. Acad. Sci. Paris., 46 (1908), 530–533.
    [32] V. Lakshmikantham, S. Leela, J. V. Devi, Theory of Fractional Dynamic Systems, Cambridge Scientific Publishers, Cambridge, 2009.
    [33] S. J. Linz, J. C. Sprott, Elementary chaotic flow, Physics Letters A, 259 (1999), 240–245. doi: 10.1016/S0375-9601(99)00450-8
    [34] X. Li, S. Sun, Y. Sun, Existence of solutions for fractional Langevin equation with infinite-point boundary conditions, J. Appl. Math. Compu., 53 (2016), 1–10.
    [35] S. Y. Lin, Generalized Grünwald inequalities and their applications to fractional differential equations, J. Ineq. Appl., 2013 (2013), 549. doi: 10.1186/1029-242X-2013-549
    [36] E. Lutz, Fractional Langevin Equation, Phys. Review E-Phys. Rev. Journals, 64 (2001), 1–4.
    [37] Q. Ma, J. Wang, R. Wang, X. Ke, Study on some qualitative properties for solutions of a certain two-dimensional fractional differential system with Hadamard derivative, Appl. Math. Lett., 36 (2014), 7–13. doi: 10.1016/j.aml.2014.04.009
    [38] Q. Ma, R. Wang, J. Wang, Y. Ma, Qualitative analysis for solutions of a certain more generalized two-dimensional fractional differential system with adamard derivative, Appl. Math. Compu., 257 (2015), 436–445.
    [39] N. I. Mahmudov, Fractional Langevin type delay equations with two fractional derivatives, Appl. Math. Lett., 103 (2020), 106215. doi: 10.1016/j.aml.2020.106215
    [40] F. Mainradi, P. Pironi, The fractional Langevin equation: brownian motion revisted, Extracta Math., 2019 (1996), 140–154.
    [41] M. Matar, Approximate controllability of fractional nonlinear hybrid differential systems via resolvent operators, J. Math., 2019, Article ID 8603878, 7. doi: 10.1155/2019/8603878.
    [42] M. M. Matar, Solution of sequential Hadamard fractional differential equations by variation of parameter technique, Abst. Appl. Anal., 2017, Article ID 9605353, 7. doi: 10.1155/2018/9605353.
    [43] M. M. Matar, O. A. Al-Salmy, Existence and uniqueness of solution for Hadamard fractional sequential differential equations, IUG J. Nat. Studies Peer-reviewed J. Islamic University-Gaza, 2017 (2017), 141–147.
    [44] M. M. Matar, E. S. Abu Skhail, J. Alzabut, On solvability of nonlinear fractional differential systems involving nonlocal initial conditions, Math. Meth. Appl. Sci., 1 (2019), 1–12.
    [45] V. Obukhovskii, P. Zecca, M. Afanasova, On some boundary value problems for fractional feedback control systems, Differential Equations Dyn. Sys., 15 (2018), 47–55.
    [46] B. G. Pachpatte, Explicit bounds on certain integral inequalities, J. Math. Anal. Appl., 267 (2002), 48–61. doi: 10.1006/jmaa.2001.7743
    [47] S. Picozzi, B. J. West, Fractional Langevin model of memory in financial markets Picozzi, Phys. Rev. E, 66 (2002), 12.
    [48] I. Podlubny, Fractional Differential Equations, Academic Press, 1999.
    [49] T. M. Rassias, On the stability of functional equations and a problem of Ulam, Acta Appl. Math., 62 (2000), 23–130. doi: 10.1023/A:1006499223572
    [50] A. Salem, B. Alghamdi, Multi-strip and multi-point boundary conditions for fractional Langevin equation, Fractal Fractional, 4 (2020), 18. doi: 10.3390/fractalfract4020018
    [51] M. E. Samei, V. Hedayati, G. K. Ranjbar, The existence of solution for $k$-dimensional system of Langevin Hadamard-type fractional differential inclusions with $2k$ different fractional orders, Medit. J. Math., 17 (2020), 37. doi: 10.1007/s00009-019-1471-2
    [52] M. E. Samei, V. Hedayati, Sh. Rezapour, Existence results for a fraction hybrid differential inclusion with Caputo-Hadamard type fractional derivative, Adv. Diff. Eq., 2019 (2019), 163. doi: 10.1186/s13662-019-2090-8
    [53] S. G. Samko, A. A. Kilbas, O. I. Marichev, Fractional Integrals and Derivatives, translated from the 1987 Russian original. Yverdon: Gordon and Breach, 1993.
    [54] A. Seemab, M. Ur Rehman, J. Alzabut, A. Hamdi, On the Existence of positive solutions for generalized fractional boundary value problems, Bound. Val. Prob., 2019 (2019), 186. doi: 10.1186/s13661-019-01300-8
    [55] D. R. Smart, Fixed point theorems, Cambridge University Press, Cambridge, 1980.
    [56] W. Sudsutad, S. K. Ntouyas, J. Tariboon, Systems of fractional Langevin equations of Riemann-Liouville and Hadamard types, Adv. Diff. Eq. 2015 (2015), 235.
    [57] V. E. Tarasov, Fractional Dynamics: Application of Fractional Calculus to Dynamics of Particles, Fields and Media, Springer HEP, New York, 2011.
    [58] S. M. Ulam, A Collection of Mathematical Problems, Interscience, New York, 1968.
    [59] J. R. Wang, Z. Lin, , Ulam's type stability of Hadamard type fractional integral equations, Filomat, 28 (2014), 1323–1331. doi: 10.2298/FIL1407323W
    [60] W. Yukunthorn, S. K. Ntouyas, J. Tariboon, Nonlinear fractional Caputo–Langevin equation with nonlocal Riemann-Liouville fractional integral conditions, Adv. Diff. Eq., 2014 (2014), 315. doi: 10.1186/1687-1847-2014-315
    [61] H. Zhou, J. Alzabut, L. Yang, On fractional Langevin differential equations with anti-periodic boundary conditions, Euro. Phys. J. Special Topics, 226 (2017), 3577–3590. doi: 10.1140/epjst/e2018-00082-0
    [62] Z. Zhou, Y. Qiao, Solutions for a class of fractional Langevin equations with integral and anti-periodic boundary conditions, Bound. Val. Prob., 2018 (2018), 152. doi: 10.1186/s13661-018-1070-3
  • Reader Comments
  • © 2021 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(1736) PDF downloads(77) Cited by(17)

Article outline

Figures and Tables

Figures(4)  /  Tables(5)

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog