
This work provided a detailed theoretical analysis of fractional ordinary differential equations with Caputo and the Atangana-Baleanu fractional derivative. The work started with an extension of Tychonoff's fixed point and the Perron principle to prove the global existence with extra conditions due to the properties of the fractional derivatives used. Then, a detailed analysis of the existence of maximal and minimal solutions was presented for both cases. Then, using Chaplygin's approach with extra conditions, we also established the existence and uniqueness of the solutions of these equations. The Abel and the Bernoulli equations were considered as illustrative examples and were solved using the fractional middle point method.
Citation: Abdon Atangana. Existence and uniqueness of nonlinear fractional differential equations with the Caputo and the Atangana-Baleanu derivatives: Maximal, minimal and Chaplygin approaches[J]. AIMS Mathematics, 2024, 9(10): 26307-26338. doi: 10.3934/math.20241282
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This work provided a detailed theoretical analysis of fractional ordinary differential equations with Caputo and the Atangana-Baleanu fractional derivative. The work started with an extension of Tychonoff's fixed point and the Perron principle to prove the global existence with extra conditions due to the properties of the fractional derivatives used. Then, a detailed analysis of the existence of maximal and minimal solutions was presented for both cases. Then, using Chaplygin's approach with extra conditions, we also established the existence and uniqueness of the solutions of these equations. The Abel and the Bernoulli equations were considered as illustrative examples and were solved using the fractional middle point method.
Many real-world problems occurring in various disciplines of study exhibit nonlinear characteristics; see, for example, the identification of nonlinear biological systems [1], fresh breath [2], and some nonlinear challenges in biology [3]. Many researchers from various backgrounds have expressed an interest in modeling these processes. Nonlinear ordinary differential equations, in particular, have been utilized by mathematicians to recreate such tendencies. Indeed, order exists beneath the diversity of life and the complexity of ecology, reflecting the operation of fundamental physical and biological processes. Power laws are emergent quantitative aspects of biodiversity that represent empirical scaling connections; see, for instance, power law and the Pareto distribution [4], Fechner's and Steven's law [5], and the theory of behavioral power function [5]. These characteristics are structural or dynamic patterns that are self-similar or fractal-like over many orders of magnitude. We can list the scaling of tropical cyclone dissipation [6]. Extrapolation and prediction over a wide range of scales are possible with power laws. Some appear to be ubiquitous, appearing in almost all taxa of creatures and situations. They provide insights into the underlying mechanisms that powerfully and nonlinearly restrict biodiversity. We outline recent accomplishments and future prospects for understanding the mechanisms that generate these power laws, as well as for explaining species variety and ecosystem complexity in terms of fundamental nonlinear physics and nonlinear biological science principles; see, for instance, the power law of dust devil diameters on earth and mars [7], the gene family [8], decreasing failure rates [9], and polymetric damping materials [10]. While many natural processes exhibit nonlinearities approximating power-law-like tendencies [11], many also exhibit crossover patterns. The transition from stretched exponential to power law is a good example. This means that after a certain amount of time, the process exhibits behaviors such as stretched exponential, after which power-law behaviors are noticed [12,13]. Modeling fractional-order viscoelastic materials is one application of the Mittag-Leffler function [13]. Experiments on the time-dependent relaxation behavior of viscoelastic materials reveal a very fast decrease in stress at the start of the relaxation process and an exceedingly sluggish decay for long timeframes. It may even take a long time to obtain a constant asymptotic value. The Caputo and Riemann-Liouville derivatives are differential operators based on the power law in the realm of fractional differentiation, making them good candidates for modeling processes with similar power-law behavior. The Atangana-Baleanu derivative, on the other hand, is based on the generalized Mittag-Leffler kernel, which has the property of crossing from the stretched exponential to the power law [12,13]. As a result, it is the best contender for modeling processes that follow these difficulties. While nonlinear ordinary differential equations with the Caputo and Atangana-Baleanu fractional derivatives are essential classes for modeling power law and crossover processes, there are no analytical methods for solving these equations. To solve these equations, researchers primarily employ numerical methods [14]. But first, it is a good idea to research the existence and originality of their solutions [15,16]. There are numerous methods for investigating the existence and uniqueness of nonlinear classical ordinary differential equations. The maximal-minimal principle and the Chaplygin approach [17,18] were two ideas that piqued our interest [15,16,17,18], as was the Perron method for global existence and uniqueness [19,20]. To highlight the importance of the Mittag-Leffler kernel used to obtain the Atangana-Baleanu fractional derivative, we ask the readers to see the following reference: [21] In this work, the authors presented a detailed analysis of the properties of the power law kernel that is used in the Caputo and the Riemann-Liouville fractional derivatives, the Mittag-Leffler kernel that is used in the Atangana-Baleanu fractional derivative, and the exponential decay function used in the Caputo-Fabrizio derivative. They have also highlighted the possible applications of these kernels in modeling complex real-world problems. Beside these outstanding results, different authors have also presented the importance of the Mittag-Leffler used in the Atangana-Baleanu in Caputo sense (ABC) derivative; see, for instance, this paper [22]. While these papers have been recognized as outstanding results within the field of fractional calculus, an argument about the initial condition for differential equations with the ABC derivative was raised; however, the following paper [23] showed that this argument was not mathematically correct. The fundamental theorem between the differential and integral operators for the ABC case was presented in many papers. These results then show that there is equivalence between fractional ordinary differential equations with the ABC derivative and their component with the AB integral [24]. In this paper, these results will not be repeated as they have been well-established and are very well-known. The first strategy requires finding maximal and minimal solutions to the equations, while the second requires constructing rising and decreasing sequences that bound the solution, and these two converge as n approaches infinity. This will be the focus of this project.
In this part, we will show how to use Tychonoff's fixed-point and the Perron principle to prove the global existence of a fractional Cauchy problem using the Caputo and Atangana-Baleanu differential operators. Because of the features of fractional differential operators, this will be accomplished with additional conditions.
In this work, we shall consider the following general Caputo fractional differential equations:
Ct0Dαty(t)=f(t,y(t)), 0<α<1 if t>t0,y(t0)=y0, if t=t0. | (2.1) |
We shall make use of the Tychonoff's fixed-point which uses the locally convex linear spaces to demonstrate the global existence of the solution of the fractional differential equations with the Caputo derivative. We shall note that f∈C[I×R,R], where indeed I=[t0,∞).
Theorem 2.1. Let A be a complete locally convex, linear space and A0 is a closed convex subset of A. Let ¯Γ be a mapping continuous and ¯Γ(A0)⊂A0. If ¯Γ(A0) is compact, then ¯Γ has a fixed point in A0.
Theorem 2.2. Let f∈C[I×R,R] and ∀(t,y)∈I×R,
|f(t,y)|≤g(t,|y|). | (2.2) |
Here, if f∈C[I×R,R] and the function g(t,y) is monotonic nondecreasing in y, ∀t∈I, let us assume that ∀x0>0, the differential equation
Ct0Dαtx(t)=g(t,x(t)),0<α<1 ift∈(t0,∞),x(t0)=x0, ift=t0, | (2.3) |
has a solution x(t)=x(t,t0,x0) when t>t0. Then ∀y0∈R, such that |y0|≤x0, and there exists a solution y(t)=y(t,t0,y0) of the fractional differential equations with Caputo derivative for t≥t0 that satisfies
|y(t)|≤|x(t)|, t>t0. | (2.4) |
Proof. We consider A the space of all continuous functions from [t0,∞)→R, with the topology of A equipped with norm
‖y‖∞=supt0≤t<∞|y(t)|. | (2.5) |
A fundamental neighborhood is given by
A0={y∈A:p(y)≤1}. | (2.6) |
Of course, within the defined topology, the set A is a complete, locally convex, linear space and p is a defined norm. Let A0⊂A defined as
A0={y∈A:|y(t)|≤|x(t)|,∀t>t0}, | (2.7) |
where x(t) is the same as defined before. From [15], we have that A0⊂A is a closed set, convex, and bounded. We now consider the mapping
¯Γy(t)=y0+1Γ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ, | (2.8) |
¯Γy(t)=y(t) is the solution of the fractional differential equations with the Caputo fractional derivative. It is clear that for any bounded sequence (yn)n∈A0, the sequence (¯Γyn)n∈N contains a converging subsequence, therefore ¯Γ is compact; thus, ¯Γ(A0) in the view of the boundness of A0. We shall now show that ¯Γ(A0)⊂A0, let y∈A and
¯Γy(t)=y0+1Γ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ,|¯Γy(t)|=|y0+1Γ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ|≤|y0|+1Γ(α)t∫t0(t−τ)α−1|f(τ,y(τ))|dτ≤|y0|+1Γ(α)t∫t0(t−τ)α−1g(τ,|y(τ)|)dτ. | (2.9) |
By definition, g is monotone in y, the formula of A0, and the solution x(t) such that |y0|≤x0 leads to
|¯Γy(t)|≤x0+1Γ(α)t∫t0(t−τ)α−1g(τ,x(τ))dτ=x(t). | (2.10) |
Therefore,
|¯Γy(t)|≤x(t), | (2.11) |
which completes the proof. That is to say,
¯Γ(A0)⊂A0. | (2.12) |
We shall borrow the Perron's criteria to show the uniqueness of the equation under investigation [19].
Theorem 2.3. Let us assume that the defined function g(t,x) is continuous for t0≤t≤t0+c, 0≤x≤2d and that for t0≤t1≤t0+c, x(t)=0 is the only differentiable function on t0≤t≤t1 that satisfies
Ct0Dαtx(t)=g(t,x(t)),0<α<1,x(t0)=0,∀t∈[t0,t1]. | (2.13) |
Let f∈C[¯R0,R] where we define
¯R0={(t,y):t0≤t≤t0+c,|y−y0|<2d}, | (2.14) |
∀(t,y1)∈¯R0 and ∀(t,y2)∈¯R0,
|f(t,y1)−f(t,y2)|≤g(t,|y1−y2|). | (2.15) |
Then, Ct0Dαty(t)=f(t,y(t)) has one unique solution in [t0,t0+c].
Proof. Let y1(t) and y2(t) be two different solutions ∀t∈[t0,t0+c] with
y1(t0)=y2(t0)=x(t0)=0. |
We let
z(t)=y1(t)−y2(t), | (2.16) |
z(t)=1Γ(α)t∫t0(t−τ)α−1(f(τ,y1(τ))−f(τ,y2(τ)))dτ,|z(t)|=|1Γ(α)t∫t0(t−τ)α−1(f(τ,y1(τ))−f(τ,y2(τ)))dτ|≤1Γ(α)t∫t0(t−τ)α−1|f(τ,y1(τ))−f(τ,y2(τ))|dτ. | (2.17) |
By hypothesis, we have that
|z(t)|≤1Γ(α)t∫t0(t−τ)α−1g(t,|y1−y2|)dτ, | (2.18) |
but note that
z(t0)=y1(t0)−y2(t0). | (2.19) |
Since the initial condition is unique, therefore
z(t0)=0. | (2.20) |
For any t1 such that t0<t1<t0+c, we have that
z(t)≤Ω(t), t0≤t<t1, | (2.21) |
where Ω(t) is the maximum solution of Eq (2.13). From the first hypothesis of the theorem, we have that z(t)=0 in [t0,t1] is to say
y1(t)=y2(t),∀t∈[t0,t1], | (2.22) |
which completes the proof.
In this section, using the Tychonoff's fixed-point and the Perron principle with some extra conditions, we shall investigate the existence and the uniqueness of a general Cauchy problem with the Atangana-Baleanu fractional differential operator.
In this section, we shall consider the following fractional differential equations with
ABCt0Dαty(t)=f(t,y(t)), 0<α<1 if t>t0,y(t0)=y0, if t=t0. | (2.23) |
We shall assume that all the conditions prescribed before hold. We also assume that the defined sets A and A0 hold here, too. Here, we shall define the following mapping
Λy(t)=y(t0)+(1−α)f(t,y(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ. | (2.24) |
Λy(t)=y(t) is indeed the solution of the fractional differential equations with the Atangana-Baleanu fractional derivative. Clearly, Λ is a linear mapping if f is linear with respect to y. Let (yn)n∈N∈A0 be bounded, and we have that
Λyn(t)=y(t0)+(1−α)f(t,yn(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,yn(τ))dτ,|Λyn(t)|=|y0|+(1−α)|f(t,yn(t))|+αΓ(α)t∫t0(t−τ)α−1|f(τ,yn(τ))|dτ≤|y0|+(1−α)g(t,|yn|)+αΓ(α)t∫t0(t−τ)α−1g(τ,|yn(τ)|)dτ. | (2.25) |
Since (yn)n∈N is bounded in A0, ∃N such that ∀n≥N, |yn|<M with M>0, therefore
|Λyn(t)|≤|y0|+(1−α)g(t,M)+αΓ(α)t∫t0(t−τ)α−1g(τ,M)dτ≤|y0|+(1−α)supt∈I|g(t,M)|+αΓ(α)t∫t0(t−τ)α−1supτ∈I|g(τ,M)|dτ≤|y0|+(1−α)Mg+αMgΓ(α+1)(t−t0)α<∞. | (2.26) |
Therefore, (Λyn)n∈N is bounded. Since (Λyn)n∈N is bounded in real space, we have that there exists a subsequence of (Λynl)n∈N of (Λyn) that converges. Therefore, the mapping is compact in the topology of A and thus Λ(A0) is compact because of the boundness of A0. We shall now show that
Λ(A0)⊂A0, | (2.27) |
∀y∈A0, and we have
|Λy(t)|=|y(t0)+(1−α)f(t,y(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ|≤|y(t0)|+(1−α)|f(t,y(t))|+αΓ(α)t∫t0(t−τ)α−1|f(τ,y(τ))|dτ≤|y(t0)|+(1−α)g(t,|y|)+αΓ(α)t∫t0(t−τ)α−1g(τ,|y|)dτ≤|y(t0)|+(1−α)g(t,x(t))+αΓ(α)t∫t0(t−τ)α−1g(τ,x(τ))dτ=x(t). | (2.28) |
Therefore,
|Λy(t)|≤x(t), | (2.29) |
which shows
Λ(A0)⊂A0, | (2.30) |
and the proof is completed.
For the uniqueness, we set all the hypotheses as before, then let y1(t) and y2(t) be different solutions in R, ∀t∈[t0,t0+c] with
y1(t0)=y2(t0)=x(t0)=0. |
We let
z(t)=|y1(t)−y2(t)|, | (2.31) |
z(t)≤(1−α)|f(t,y1(t))−f(t,y2(t))|+αΓ(α)t∫t0(t−τ)α−1|f(τ,y1(τ))−f(τ,y2(τ))|dτ≤(1−α)g(t,|y1−y2|)+αΓ(α)t∫t0(t−τ)α−1g(τ,|y1−y2|)dτ≤(1−α)g(t,z(t))+αΓ(α)t∫t0(t−τ)α−1g(τ,z(τ))dτ. | (2.32) |
Noting z(t0)=0 by the theorem hypothesis, and ∀t1 such that t0<t1<t0+c, we have that
z(t)≤r(t),t0≤t<t1. | (2.33) |
Assuming r(t) is the maximal solution, we shall have
z(t)=0,∀t∈t0≤t<t1, | (2.34) |
which completes the proof.
In this section, we shall present the existence of the maximal and minimal solution of the fractional differential equations with the ABC and Caputo fractional derivative [15]. We shall start with the Caputo case.
Theorem 3.1. Let f∈C[R0,R], where R0 is defined as
R0={(t,y)|t0<t<t0+a,|y−y0|≤b}, | (3.1) |
and we assume that f(t,y(t)) is bounded for any fixed t and y in R0. Then there exist a maximal and minimal solution of
Ct0Dαty(t)=f(t,y(t)),0<α<1, ift>t0,y(t0)=y0, ift=t0, | (3.2) |
on [t0,t0+β], β=min{a,(bΓ(α+1)2M+b)1α}.
Proof. We shall prove maximal first since minimal will be deduced similary. Let 0<ξ≤b2. Let us consider
Ct0Dαty(t)=f(t,y(t))+ξ, yξ(t0)=y0+ξ. | (3.3) |
We can define
fξ(t,y)=f(t,y)+ξ. | (3.4) |
Since f∈C[R0,R], clearly fξ is continous on
Rξ:t0≤t≤t0+a,|y−yξ(t0)|≤b2. | (3.5) |
Then, let (¯t,¯y)∈Rξ, and indeed ¯t∈[t0,t0+a],
¯y=yξ(t0)+1Γ(α)¯t∫t0(¯t−τ)α−1fξ(τ,¯y)dτ, | (3.6) |
|¯y−yξ(t0)|≤1Γ(α)¯t∫t0(¯t−τ)α−1|fξ(τ,¯y)|dτ≤1Γ(α)¯t∫t0(¯t−τ)α−1|f(τ,¯y)+ξ|dτ≤1Γ(α)¯t∫t0(¯t−τ)α−1|f(τ,¯y)|dτ+(¯t−t0)αΓ(α+1)ξ≤M(¯t−t0)αΓ(α+1)+(¯t−t0)αΓ(α+1)ξ. | (3.7) |
Since f(t,y) is bounded,
|¯y−yξ(t0)|≤(¯t−t0)αΓ(α+1){M+ξ}≤aαΓ(α+1){M+ξ}≤aαΓ(α+1){2M+b}. | (3.8) |
Therefore,
Rξ⊂R0. | (3.9) |
In Peano's existence theorem, there exists a solution to the initial value problem,
Ct0Dαty(t)=f(t,y(t))+ξ, | (3.10) |
say y(t,ξ) on [t0,t0+β] where β=min{a,(bΓ(α+1)2M+b)1α}.
We proceed with ξ1 and ξ2 such that 0<ξ2<ξ1≤ξ. We shall have that
yξ2(t0)<yξ1(t0)≤yξ(t0), | (3.11) |
therefore
yξ2(t)=yξ2(t0)+1Γ(α)t∫t0fξ2(τ,y)(t−τ)α−1dτ,|yξ2(t)|≤|yξ2(t0)|+1Γ(α)t∫t0|fξ2(τ,y)|(t−τ)α−1dτ≤|yξ2(t0)|+1Γ(α)t∫t0|f(τ,y)+ξ2|(t−τ)α−1dτ≤|yξ2(t0)|+1Γ(α)t∫t0|f(τ,y)|(t−τ)α−1dτ+1Γ(α)t∫t0ξ2(t−τ)α−1dτ≤|yξ2(t0)|+(t−t0)αξ2Γ(α+1)+(t−t0)αMΓ(α+1)≤|yξ2(t0)|+aαξ2Γ(α+1)+aαMΓ(α+1)<|yξ1(t)|. | (3.12) |
This can also be demonstrated by simple evaluating
|yξ1(t)−yξ2(t)|=|ξ1−ξ2|+1Γ(α)t∫t0|ξ1−ξ2|(t−τ)α−1dτ. | (3.13) |
Noting ∃¯ξ=ξ1−ξ2>0, we have that
|yξ1(t)−yξ2(t)|=¯ξ+(t−t0)α¯ξΓ(α+1)=¯ξ(1+aαΓ(α+1))=¯ξ(1+aαΓ(α+1))>0. | (3.14) |
Then, again Rξ2<Rξ1≤Rξ<R0. We can indeed conclude that the functions y(t,ξ) are equi-continuous and uniformly bounded on [t0,t0+β]. Therefore, we can find a decreasing sequence (ξn) such that ξn→0 and the uniform limit n→∞
¯y(t)=limn→∞y(t,ξn), | (3.15) |
exists on [t0,t0+β],; for a start, see ¯y(t0)=y0.
y(t,ξn)=y0+ξn+1Γ(α)t∫t0f(τ,y(τ,ξn))(t−τ)α−1dτ, | (3.16) |
¯y(t)=limn→∞y(t,ξn)=limn→∞(y0+ξn+1Γ(α)t∫t0f(τ,y(τ,ξn))(t−τ)α−1dτ)=y0+limn→∞ξn+limn→∞1Γ(α)t∫t0f(τ,y(τ,ξn))(t−τ)α−1dτ. | (3.17) |
However, we have f being a uniform continuous function on [t0,t0+β], therefore
limn→∞f(t,y(t,ξn))=f(t,¯y(t)), | (3.18) |
¯y(t)=y0+1Γ(α)t∫t0f(τ,¯y(τ))(t−τ)α−1dτ. | (3.19) |
Therefore, ¯y(t) is a solution of
y(t)=y0+1Γ(α)t∫t0f(τ,y(τ))(t−τ)α−1dτ, | (3.20) |
∀y(t) solution of
Ct0Dαty(t)=f(t,y(t)), if t>t0,y(t0)=y0, if t=t0, | (3.21) |
on [t0,t0+β], then
y(t0)=y0<y0+ξ=y(t0,ξ),Ct0Dαty(t)≤Ct0Dαty(t,ξ), | (3.22) |
for t∈[t0,t0+β] and ξ≤b2, and we surely have that
y(t)<y(t,ξ) ∀t∈[t0,t0+β]. | (3.23) |
The uniqueness of the maximal solution shows that
limξ→0y(t,ξ)=¯y(t), | (3.24) |
uniformly. The proof is therefore completed. For minimal, it is only to consider
yξ(t0)=y0−ξ. | (3.25) |
We assume that all the conditions of the theorem above holds only with the adjustment that
β=min{a,(b+(α−1)(M+b2)Γ(α+1)M+b2)1α}, | (3.26) |
ABCt0Dαty(t)=f(t,y(t))+ξ, if t>t0,y(t0)=y0+ξ, if t=t0. | (3.27) |
We shall put
yξ(t)=yξ(t0)+αΓ(α)t∫t0fξ(τ,y(τ))(t−τ)α−1dτ+(1−α)fξ(t,y(t)). | (3.28) |
We have that Rξ⊂R0 since ∀(t,y)∈Rξ, and we have
|y(t,ξ)−yξ(t0)|≤(1−α){M+ξ}+αΓ(α)t∫t0{M+ξ}(t−τ)α−1dτ≤(1−α){M+ξ}+α(t−t0)αΓ(α+1){M+ξ}<(1−α){M+b2}+αaαΓ(α+1){M+b2}<((1−α)+aαΓ(α)){M+b2}. | (3.29) |
Therefore, Rξ⊂R0. We can also deduce that from the Peano's existence theorem, the equation
y(t)=y(t0)+ξ+(f(t,y(t))+ξ)(1−α)+αΓ(α)t∫t0(f(τ,y(τ))+ξ)(t−τ)α−1dτ, | (3.30) |
has a solution on [t0,t0+β], where
β=min{a,(b+(α−1)(M+b2)Γ(α)M+b2)1α}. | (3.31) |
Again, we want to construct a decreasing sequence that converges toward zero when n→∞ as done before. We proceed with ξ1 and ξ2 such that 0<ξ2<ξ1≤ξ , then we have that
|y(t,ξ1)−y(t,ξ2)|=|ξ1−ξ2|+(1−α)|ξ1−ξ2|+αΓ(α)t∫t0|ξ1−ξ2|(t−τ)α−1dτ=¯φ+(1−α)¯φ+¯φ(t−t0)αΓ(α)=¯φ(2−α+(t−t0)αΓ(α))>0. |
Therefore,
y(t,ξ1)>y(t,ξ2), ∀t∈[t0,t0+β]. | (3.32) |
We can repeat this until we reach
y(t,ξ)>y(t,ξ1), | (3.33) |
where
ξn<ξn−1<...<ξ, | (3.34) |
y(t)≤y(t,ξn)<y(t,ξ). | (3.35) |
Taking
¯y(t)=limn→∞y(t,ξn), ¯y(t0)=y0, | (3.36) |
with f uniformly continuous, we have that
y(t,ξn)=y0+ξn+(1−α)f(t,y(t,ξn))+αΓ(α)t∫t0f(τ,y(τ,ξn))(t−τ)α−1dτ, | (3.37) |
¯y(t)=limn→∞y(t,ξn)=limn→∞(y0+ξn+(1−α)f(t,y(t,ξn))+αΓ(α)t∫t0f(τ,y(τ,ξn))(t−τ)α−1dτ),¯y(t)=limn→∞y(t,ξn)=y0+(1−α)f(t,¯y(t))+αΓ(α)t∫t0f(τ,¯y(τ))(t−τ)α−1dτ. | (3.38) |
Let y(t) be any solution to our equation on [t0,t0+β], then
y(t0)=y0<y0+ξ=yξ(t0), | (3.39) |
y(t)<y(t0)+ξ+(1−α)f(t,y(t,ξ))+αΓ(α)t∫t0f(τ,y(τ,ξ))(t−τ)α−1dτ,y(t,ξ)≤y((t,ξ),ξ), | (3.40) |
for t∈[t0,t0+β], ξ≤b2.
In this section, we will apply Chaplygin's strategy, which consists of constructing two convergent sequences, one growing and serving as the solution's low bound and the other decreasing and serving as the solution's upper bound [18]. Both sequences converge toward the solution of the nonlinear equations as n approaches infinity. To fit the content of nonlinear fractional differential equations with the Atangana-Baleanu and Caputo derivatives, we shall add more conditions to this technique.
Theorem 3.2. Extension of Chaplygin's method: Let f∈C[R0,R], where R0 is defined as
R0:{(t,y)||t−t0|<a,|y−y0|≤b}. | (3.41) |
We assume that f(t,y(t)) is bounded for any fixed t and y in R0 and
β=min{a,(bΓ(α+1)M)1α}, | (3.42) |
in case of Caputo, and in case of the Atangana-Baleanu,
β=min{a,((b+(α−1)M)Γ(α)M)1α}. |
We assume that fx,fxx exist and fxx>0 on R0. Let u0=u0(t), v0=v0(t), be differentiable for t0≤t≤t0+β such that (t,u0(t)), (t,v0(t))∈R0, and
{Ft0Dαtu0(t)<f(t,u0(t))u0(t0)=y0, | (3.43) |
{Ft0Dαtv0(t)>f(t,v0(t))v0(t0)=y0. | (3.44) |
Then, we can find a fractional Chaplygin sequence (un(t),vn(t)) such that
un(t)<un+1(t)<y(t)≤vn+1(t)<vn(t)t∈(t0,t0+β],un(t0)=y0=vn(t0), | (3.45) |
where y(t) is the unique solution of
{Ft0Dαty(t)=f(t,y(t)),t∈(t0,t0+β],y(t0)=y0,t=t0. | (3.46) |
Also, un(t) and vn(t)→y(t) uniformly on [t0,t0+β] as n→∞. If in addition, for an adequate λ,
0≤v0(t)−u0(t)≤λ. | (3.47) |
Then
|un(t)−vn(t)|≤2λ22nt∈[t0,t0+β]. | (3.48) |
Case with the Caputo fractional derivative:
Proof.
β=min{a,(bΓ(α+1)M)1α}, | (3.49) |
since indeed
|y(t)−y0|≤b, ∀t∈[t0,t0+a]. | (3.50) |
If indeed u0(t), v0(t), and y(t) satisfy the hypothesis of this theorem, then the principle is
u0(t)<y(t)<v0(t)∀t∈(t0,t0+β]. | (3.51) |
Since
u0(t)<u0(t0)+1Γ(α)t∫t0(t−τ)α−1f(τ,u0(τ))dτ≤y(t0)+1Γ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ=y(t). | (3.52) |
Similary, we have
y(t)<v0(t). | (3.53) |
We define the function
¯f(t,y;u0,v0)=f(t,u0(t))+fx(t,u0(t))(y(t)−u0(t)),¯f1(t,y;u0,v0)=f(t,u0(t))+f(t,u0(t))−f(t,v0(t))u0(t)−v0(t)(y(t)−u0(t)). | (3.54) |
When t=t0,
¯f1(t0,y;u0,v0)=¯f(t0,y;u0,v0). | (3.55) |
We now have u1(t) and v1(t) as the linear differential fractional equations,
Ct0Dαtu1(t)=¯f(t,u1(t);u0,v0),u1(t0)=y0,Ct0Dαtv1(t)=¯f1(t,v1(t);u0,v0),v1(t0)=y0, | (3.56) |
which exist on [t0,t0+β] since
|u1(t)−u1(t0)|≤1Γ(α)t∫t0(t−τ)α−1|¯f(τ,u1(τ);u0,v0)|dτ,≤M(t−t0)αΓ(α+1)≤MaαΓ(α+1)<b. | (3.57) |
We have that
u0(t)<y0+1Γ(α)t∫t0(t−τ)α−1f(τ,u0(τ))dτ=y0+1Γ(α)t∫t0(t−τ)α−1¯f(τ,u0(τ);u0,v0)dτ=u0(t0)+1Γ(α)t∫t0(t−τ)α−1¯f(τ,u0(τ);u0,v0)dτ≤u0(t0)+1Γ(α)t∫t0(t−τ)α−1¯f(τ,u1(τ);u0,v0)dτ=u1(t0)+1Γ(α)t∫t0(t−τ)α−1¯f(τ,u1(τ);u0,v0)dτ=u1(t). | (3.58) |
That is to say,
u0(t)<u1(t), ∀t∈(t0,t0+β], | (3.59) |
v1(t)=v1(t0)+1Γ(α)t∫t0(t−τ)α−1¯f1(τ,v1(τ);u0,v0)dτ=v0(t0)+1Γ(α)t∫t0(t−τ)α−1¯f1(τ,v1(τ);u0,v0)dτ<v0(t0)+1Γ(α)t∫t0(t−τ)α−1¯f1(τ,v0(τ);u0,v0)dτ=v0(t). | (3.60) |
Thus,
v1(t)<v0(t), ∀t∈(t0,t0+β]. | (3.61) |
We note that
¯f(t,u0;u0,v0)=f(t,u0(t)),¯f1(t,u0)=f(t,u0(t))=¯f(t,u0;u0,v0),¯f(t,u0;u0,v0)=f(t,u0)=¯f1(t,u0;u0,v0). | (3.62) |
We shall show that
Ct0Dαtu1(t)<f(t,u1(t)),Ct0Dαtv1(t)>f(t,v1(t)). | (3.63) |
We have in principle that fy(t,y) increases with respect to y,
u1(t)=u1(t0)+1Γ(α)t∫t0(t−τ)α−1f1(τ,u1(τ);u0,v0)dτ=u1(t0)+1Γ(α)t∫t0[f(τ,u0(τ))+fy(τ,u0(τ))(y−u0(τ))](t−τ)α−1dτ=u1(t0)+1Γ(α)t∫t0f(τ,u0(τ))(t−τ)α−1dτ+1Γ(α)t∫t0[fy(τ,u0(τ))(y−u0(τ))](t−τ)α−1dτ. | (3.64) |
Using the fact that fy(t,y) increases with respect to y, we have
u1(t)<1Γ(α)t∫t0f(τ,u0(τ))(t−τ)α−1dτ+1Γ(α)t∫t0[fy(τ,u1(τ))(y−u0(τ))](t−τ)α−1dτ<1Γ(α)t∫t0¯f(τ,u1(τ);u0,v0)(t−τ)α−1dτ+u1(t0). | (3.65) |
Therefore,
Ct0Dαty(t)<f1(t,u1(t);u0,v0). | (3.66) |
On the other hand, we have that
u0(t)<u0(t)+1Γ(α)t∫t0f(τ,u0(τ))(t−τ)α−1dτ=u0(t)+1Γ(α)t∫t0¯f1(τ,u0(τ);u0,v0)(t−τ)α−1dτ. | (3.67) |
Then, we have that
u0(t)<v1(t), ∀t∈(t0,t0+β]. | (3.68) |
Nevertheless,
fy(t,u0(t))<f(t,u0(t))−f(t,v0(t))u0(t)−v0(t). | (3.69) |
f(t,v1(t))=f(t,u0(t))+fy(t,u0(t))[v1(t)−u0(t)]+12fyy(t,ξ)[v1(t)−u0(t)]2,u0(t)<ξ<v1(t). | (3.70) |
With the Taylor series expansion, repeating the mean value theorem, and using the fact that fyy(t,ξ)>0, we get
v1(t)=v1(t0)+1Γ(α)t∫t0¯f1(τ,v1(τ),u0,v0)(t−τ)α−1dτ>v1(t0)+1Γ(α)t∫t0f(τ,v1(τ))(t−τ)α−1dτ. | (3.71) |
Therefore,
Ct0Dαtv1(t)>f(t,v1(t)), ∀t∈[t0,t0+β]. | (3.72) |
Note that v1(t), y(t), and u1(t) verify the under and over function with respect to the initial condition
v1(t0)=y(t0)=u1(t0), | (3.73) |
within ∀t∈[t0,t0+β]. Then,
u1(t)<y(t)<v1(t), ∀t∈(t0,t0+β]. | (3.74) |
This is to say,
u0(t)<u1(t)<y(t)<v1(t)<v0(t),∀t∈(t0,t0+β]. | (3.75) |
We can repeat this process by defining a transformation ¯Λ such that
(u1,v1)=¯Λ[(u0,v0)],(u2,v2)=¯Λ[(u1,v1)],⋮(un+1,vn+1)=¯Λ[(un,vn)], | (3.76) |
of functions that meet the following conditions,
un(t)<un(t0)+1Γ(α)t∫t0f(τ,un(τ))(t−τ)α−1dτ,un(t0)=y0,vn(t)>vn(t0)+1Γ(α)t∫t0f(τ,vn(τ))(t−τ)α−1dτ,vn(t0)=y0. | (3.77) |
un(t)<un+1(t)<y(t)<vn+1(t)<vn(t), ∀t∈(t0,t0+β],un+1(t)<un+1(t0)+1Γ(α)t∫t0¯f(τ,un+1(τ);un(τ),vn(τ))(t−τ)α−1dτ,vn+1(t)<vn+1(t0)+1Γ(α)t∫t0¯f1(τ,vn+1(τ);un(τ),vn(τ))(t−τ)α−1dτ. | (3.78) |
(un(t))n∈N, (vn(t))n∈N are monotonic uniformly bounded on [t0,t0+β]. They are also equi-continuous for each fixed n, and un, vn are solutions of linear fractional equations. The uniform convergence leads us to
limn→∞un(t)=limn→∞vn(t)=y(t). | (3.79) |
Let
Ω=supu0(t)≤y≤v0(t)t0≤t≤t0+β|fy(t,y(t))|,¯Ω=supu0(t)≤y≤v0(t)t0≤t≤t0+β|fyy(t,y(t))|. | (3.80) |
Following the discussion presented above, we have that ∀t∈[t0,t0+β],
|v0(t)−u0(t)|≤|v0(t)−y(t)|+|y(t)−u0(t)|≤supt∈[t0,t0+β]|v0(t)−y(t)|+|y(t)−u0(t)|≤Δ+|y(t)−u0(t)|≤Δ+1Γ(α)t∫t0|f(τ,y(τ)−f(τ,u0(τ))|−(t−τ)α−1dτ≤Δ+1Γ(α)t∫t0|fy(τ,y(τ))||y(τ)−u0(τ)|(t−τ)α−1dτ≤Δ+1Γ(α)t∫t0supu0(τ)≤y≤v0(τ) t0≤τ≤t|fy(τ,y(τ))||y(τ)−u0(τ)|(t−τ)α−1dτ≤Δ+ΩΓ(α)t∫t0|y(τ)−u0(τ)|(t−τ)α−1dτ≤Δ+ΩΓ(α)t∫t0|v0(τ)−u0(τ)|(t−τ)α−1dτ. | (3.81) |
We put
z0(t)=v0(t)−u0(t). | (3.82) |
Then, we get
z0(t)≤Δ+ΩΓ(α)t∫t0z0(τ)(t−τ)α−1dτ. | (3.83) |
The Gronwall inequality teaches us that
z0(t)≤Δexp[ΩβαΓ(α+1)]. | (3.84) |
Therefore, ∀t∈[t0,t0+β], we will have
0≤v0(t)−u0(t)≤Δexp[ΩβαΓ(α+1)]=λ. | (3.85) |
Then,
v0(t)−u0(t)≤λ. |
We now assume that ∀n
|un(t)−vn(t)|≤2λ22n. | (3.86) |
We want to verify this for n+1,
vn+1(t)−un+1(t) =1Γ(α)t∫t0(t−τ)α−1[(vn+1(τ)−un+1(τ))f(τ,un(τ))−f(τ,vn(τ))un(τ)−vn(τ)−[un+1(τ)−un(τ)]fy(τ,un(τ))]dτ. | (3.87) |
Applying the mean value theorem, ∃ξ∈[un(t)−vn(t)]. We shall have
fy(t,ξ)−fy(t,un(t))=fyy(t,η)(ξ−un(t)),un(t)<η<ξ. | (3.88) |
vn+1(t)−un+1(t)=1Γ(α)t∫t0(t−τ)α−1[fy(τ,ξ)(vn+1(τ)−un+1(τ))+(un+1(τ)−un(τ))(fy(τ,ξ)−fy(τ,un(τ)))]dτ,|vn+1(t)−un+1(t)|≤ΩΓ(α)t∫t0(t−τ)α−1|vn+1(τ)−un+1(τ)|dτ+¯ΩΓ(α)t∫t0(ξ−un(τ))(t−τ)α−1|un+1(τ)−un(τ)|dτ. | (3.89) |
Additionally, we have
|ξ−un(t)|≤|un(t)−vn(t)|, | (3.90) |
and
|vn+1(t)−un(t)|≤|vn(t)−un(t)|,|vn+1(t)−un+1(t)|≤ΩΓ(α)t∫t0(t−τ)α−1|vn+1(τ)−un+1(τ)|dτ+¯ΩΓ(α)t∫t0(t−τ)α−1|vn(τ)−un(τ)|dτ≤ΩΓ(α)t∫t0(t−τ)α−1|vn+1(τ)−un+1(τ)|dτ+¯ΩΓ(α)t∫t0(2λ22n)2(t−τ)α−1dτ≤ΩΓ(α)t∫t0(t−τ)α−1|vn+1(τ)−un+1(τ)|dτ+¯ΩΓ(α+1)(2λ22n)2βα≤ΩΓ(α)t∫t0(t−τ)α−1|vn+1(τ)−un+1(τ)|dτ+¯ΩΓ(α+1)22λ222n+1βα. | (3.91) |
Put
m(t)=vn+1(t)−un+1(t),m(t)≤¯Ωβα22λ2Γ(α+1)22n+1+ΩΓ(α)t∫t0m(t)(t−τ)α−1dτ. | (3.92) |
The Gronwall inequality helps us to obtain
m(t)≤¯Ωβα22λ2Γ(α+1)22n+1exp(ΩβαΓ(α+1))≤2λ22n+1,¯ΩβαΓ(α+1)exp(ΩβαΓ(α+1))λ=1, | (3.93) |
which is true for all n consequently,
|y(t)−un(t)|≤2λ22n,|y(t)−vn(t)|≤2λ22n. | (3.94) |
Case with the Atangana-Baleanu fractional derivative:
Proof. For the case of Atangana-Baleanu as presented before, we shall also have that
u0(t)≤u0(t0)+(1−α)f(t,u0(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,u0(τ))dτ<y(t0)+(1−α)f(t,y(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,y(τ))dτ<v0(t0)+(1−α)f(t,v0(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,v0(τ))dτ, | (3.95) |
therefore
u0(t)<y(t)<v0(t), ∀t∈(t0,t0+β]. | (3.96) |
The functions f1(t,y,u0,v0) and f2(t,y,u0,v0) are the same like before. At the initial time, we have that f1 and f2 coincide. We now consider u1(t) and v1(t). To be the solutions of the fractional linear differential equation with the Atangana-Baleanu derivative,
ABCt0Dαtu1(t)=f1(t,u1(t);u0,v0),u1(t0)=y0,ABCt0Dαtv1(t)=f2(t,v1(t);u0,v0),v1(t0)=y0. | (3.97) |
Indeed,
u1(t)=u1(t)+(1−α)f1(t,u1(t);u0,v0)+αΓ(α)t∫t0(t−τ)α−1f1(τ,u1(τ);u0,v0)dτ,v1(t)=v1(t)+(1−α)f2(t,v1(t);u0,v0)+αΓ(α)t∫t0(t−τ)α−1f2(τ,v1(τ);u0,v0)dτ, | (3.98) |
which exist on [t0,t0+β]. However, we note that
u0(t)<u0(t)+(1−α)f(t,u0(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,u0(τ))dτ=u0(t0)+(1−α)f1(t,u0(t);u0,v0)+αΓ(α)t∫t0(t−τ)α−1f1(τ,u0(τ);u0,v0)dτ. | (3.99) |
We shall then obtain
u0(t)<u1(t);t∈(t0,t0+β]. | (3.100) |
In a similar way, we shall have
v1(t)<v0(t);t∈(t0,t0+β]. | (3.101) |
We will now show that the function u1(t) and v1(t) satisfy the inequalities with the property of fy together with the mean square value, we have
u1(t)=u1(t0)+(1−α)f1(t,u1(t);u0,v0)+αΓ(α)t∫t0(t−τ)α−1f1(τ,u1(τ);u0,v0)dτ≤u1(t0)+(1−α)f1(t,u1(t))+αΓ(α)t∫t0(t−τ)α−1f1(τ,u1(τ))dτ,∀t∈[t0,t0+β]. | (3.102) |
We also have
u0(t)<u0(t)+(1−α)f(t,u0(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,u0(τ))dτ,=u0(t0)+(1−α)f2(t,u0(t);u0,v0)+αΓ(α)t∫t0(t−τ)α−1f2(τ,u0(τ);u0,v0)dτ. | (3.103) |
Therefore, we shall have
v0(t)<v1(t);t∈(t0,t0+β]. | (3.104) |
Additionally, we have
fy(t,u0(t))<f(t,u0(t))−f(t,v0(t))u0(t)−v0(t). | (3.105) |
Due to the value of f(t,v1(t)), fxx(t,ξ)>0, and the mean value theorem, we have
v1(t)=v1(t0)+(1−α)f2(t,v1(t);u0,v0)+αΓ(α)t∫t0(t−τ)α−1f2(τ,v1(τ);u0,v0)dτ>v1(t0)+(1−α)f2(t,v1(t))+αΓ(α)t∫t0(t−τ)α−1f2(τ,v1(τ))dτ,∀t∈[t0,t0+β]. | (3.106) |
Therefore, we have
u0(t)<u1(t)<y(t)<v1(t)<v0(t), ∀t∈(t0,t0+β]. | (3.107) |
We shall again consider the mapping
(un+1,vn+1)=¯Λ[(un,vn)], | (3.108) |
of functions that hold the following inequalities:
un(t)<un(t0)+(1−α)f(t,un(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,un(τ))dτ,vn(t)>vn(t0)+(1−α)f(t,vn(t))+αΓ(α)t∫t0(t−τ)α−1f(τ,vn(τ))dτ,un(t)<un+1(t)<y(t)<vn+1(t)<vn(t), ∀t∈[t0,t0+β]. | (3.109) |
un+1(t)=un+1(t0)+(1−α)f1(t,un+1(t);un(t),vn(t))+αΓ(α)t∫t0(t−τ)α−1f1(τ,un+1(τ);un(τ),vn(τ))dτ,vn+1(t)=vn+1(t0)+(1−α)f1(t,vn+1(t);un(t),vn(t))+αΓ(α)t∫t0(t−τ)α−1f2(τ,vn+1(τ);un(τ),vn(τ))dτ. | (3.110) |
{un,vn} are indeed monotonic and uniformly bounded on [t0,t0+β]. Since they are linear, they are equi-continuous, therefore un(t) and vn(t) converges when n→∞. Ω and ¯Ω are the same as before. Note that
0≤v0(t)−y(t)<v0(t)−u0(t),|v0(t)−u0(t)|≤|v0(t)−y(t)|+|y(t)−u0(t)|≤supt∈[t0,t0+β]|v0(t)−y(t)|+|y(t)−u0(t)|≤¯Δ+|y(t)−u0(t)|≤¯Δ+|(1−α)(f(t,y(t)−f(t,u0(t)))+αΓ(α)t∫t0(f(τ,y(τ)−f(τ,u0(τ)))−(t−τ)α−1|dτ≤¯Δ+(1−α)|f(t,y(t)−f(t,u0(t))|+αΓ(α)t∫t0|f(τ,y(τ)−f(τ,u0(τ))|−(t−τ)α−1dτ. | (3.111) |
Since fy(t,y(t)) exists by hypothesis, we can find by the mean of the well-known mean value theorem
y<ξ<u0, |
such that
f(t,y)−f(t,u0)=f′y(t,ξ)(y−u0). | (3.112) |
Therefore,
v0(t)−u0(t)≤¯Δ+(1−α)supt∈[t0,t0+β]|f′y(t,ξ)|(y(t)−u0(t))+αΓ(α)supt∈[t0,t0+β]|f′y(t,ξ)|t∫t0(y(τ)−u0(τ))−(t−τ)α−1dτ, | (3.113) |
having that ∀t∈[t0,t0+β]
u0(t)<y(t)<v0(t). | (3.114) |
We will have
v0(t)−u0(t)≤¯Δ+(1−α)Ω|v0(t)−u0(t)|+αΩΓ(α)t∫t0(t−τ)α−1(v0(τ)−u0(τ))dτ. | (3.115) |
We need, in addition,
1+(α−1)Ω>0, | (3.116) |
such that
v0(t)−u0(t)≤¯Δ1+(α−1)Ω+αΩΓ(α){1+(α−1)Ω}t∫t0(t−τ)α−1(v0(τ)−u0(τ))dτ. | (3.117) |
We put
m(t)=v0(t)−u0(t). | (3.118) |
Thus, by the Gronwall inequality, we have
m(t)≤¯Δ1+(α−1)Ωexp(ΩβαΓ(α){1+(α−1)Ω}). | (3.119) |
Therefore, we assume that
v0(t)−u0(t)≤λ. | (3.120) |
The formula is true when n=0, and we assume that ∀n≥0
|vn(t)−un(t)|≤2λ22n. | (3.121) |
We want to verify the above formula when we reach n+1.
vn+1(t)−un+1(t)=(1−α)[¯f1(t,vn+1(t);un(t),vn(t))−¯f(t,un+1(t);un(t),vn(t))]+αΓ(α)t∫t0[¯f1(τ,vn+1(τ);un(τ),vn(τ))−¯f(τ,un+1(τ);un(τ),vn(τ))]−(t−τ)α−1dτ=(1−α)[f(t,un(t))−f(t,vn(t))un(t)−vn(t)(y(t)−un(t))−fy(t,un(t))(y(t)−un(t))]+αΓ(α)t∫t0[f(τ,un(τ))−f(τ,vn(τ))un(τ)−vn(τ)(y(τ)−un(τ))−fy(τ,un(τ))(y(τ)−un(τ))](t−τ)α−1dτ≤(1−α)[f(t,un(t))−f(t,vn(t))un(t)−vn(t)(vn+1(t)−un(t))−fy(t,un(t))(un+1(t)−un(t))]+αΓ(α)t∫t0[f(τ,un(τ))−f(τ,vn(τ))un(τ)−vn(τ)(vn+1(τ)−un(τ))−fy(τ,un(τ))(un+1(τ)−un(τ))](t−τ)α−1dτ. | (3.122) |
Using the mean value theorem ∃ξ such that
un(t)<ξ<vn(t), | (3.123) |
then
vn+1(t)−un+1(t)≤(1−α){fy(t,ξ)[vn+1(t)−un+1(t)]+[un+1(t)−un(t)][fy(t,ξ)−fy(t,un)]}+αΓ(α)t∫t0{fy(τ,ξ)[vn+1(τ)−un+1(τ)]+[un+1(τ)−un(τ)][fy(τ,ξ)−fy(τ,un)]}(t−τ)α−1dτ. | (3.124) |
Also, we have
fy(t,ξ)−fy(t,un)=fyy(t,η)[ξ−un(t)], |
with
un(t)<η<ξ. |
Then, we will have
vn+1(t)−un+1(t)≤(1−α){fy(t,ξ)[vn+1(t)−un+1(t)]+[un+1(t)−un(t)]fyy(t,η)[ξ−un(t)]}+αΓ(α)t∫t0{fy(τ,ξ)[vn+1(τ)−un+1(τ)]+[un+1(τ)−un(τ)]fyy(τ,η)[ξ−un(τ)]}(t−τ)α−1dτ. | (3.125) |
We have as before that
|ξ−un(t)|≤|vn(t)−un(t)|,|un+1(t)−un(t)|≤|vn(t)−un(t)|. | (3.126) |
Therefore, we have
vn+1(t)−un+1(t)≤(1−α){Ω[vn+1(t)−un+1(t)]+¯Ω[vn(t)−un(t)]2}+αΓ(α)t∫t0{Ω[vn+1(τ)−un+1(τ)]+¯Ω[vn(τ)−un(τ)]2}(t−τ)α−1dτ, | (3.127) |
under the condition that
1+(α−1)Ω>0, | (3.128) |
then
vn+1(t)−un+1(t)≤(1−α)¯Ω[vn(t)−un(t)]21+(α−1)Ω+α¯Ω(1+(α−1)Ω)Γ(α)t∫t0(t−τ)α−1[vn(τ)−un(τ)]2dτ+α¯Ω(1+(α−1)Ω)Γ(α)t∫t0[vn+1(τ)−un+1(τ)](t−τ)α−1dτ≤(1−α)¯Ω1+(α−1)Ω(2λ22n)2+α¯Ω(1+(α−1)Ω)Γ(α)(2λ22n)2βαα+α¯Ω(1+(α−1)Ω)Γ(α)t∫t0[vn+1(τ)−un+1(τ)](t−τ)α−1dτ≤((1−α)¯Ω1+(α−1)Ω+¯Ωβα(1+(α−1)Ω)Γ(α))(2λ22n)2+α¯Ω(1+(α−1)Ω)Γ(α)t∫t0[vn+1(τ)−un+1(τ)](t−τ)α−1dτ. | (3.129) |
By the Gronwall inequality, we have
vn+1(t)−un+1(t)≤((1−α)¯Ω1+(α−1)Ω+¯Ωβα(1+(α−1)Ω)Γ(α))(2λ22n)2exp[βα¯Ω(1+(α−1)Ω)Γ(α)]. | (3.130) |
We will need
λ.2exp[βα¯Ω(1+(α−1)Ω)Γ(α)]((1−α)¯Ω1+(α−1)Ω+¯Ωβα(1+(α−1)Ω)Γ(α))=1, | (3.131) |
such that
|vn+1(t)−un+1(t)|≤2λ22n+1, | (3.132) |
which completes the proof.
We shall adopt the midpoint approximation to derive a numerical solution to the Caputo fractional differential equations
Ct0Dαty(t)=f(t,y(t)), 0<α<1,y(t0)=y0. | (4.1) |
We impose that f satisfies the criteria described in the previous section, such that the existence of a unique solution could be observed. From [20], we have that
y(tn)=y(t0)+1Γ(α)tn∫t0(tn−τ)α−1f(τ,y(τ))dτ | (4.2) |
=y(t0)+hαΓ(α+1)n−1∑j=0f(tj+h2,yj+yj+12){(n−j)α−(n−j−1)α},yn=y(t0)+hαΓ(α+1)n−2∑j=0f(tj+h2,yj+1+yj2){(n−j)α−(n−j−1)α}+hαΓ(α+1)f(tn−1+h2,¯yn+yn−12),¯yn=y(t0)+hαΓ(α+1)n−1∑j=0f(tj,yj){(n−j)α−(n−j−1)α}, | (4.3) |
which is of order O(hα+1). The high order here is when α=1, and we have O(h2).
In the case of the ABC derivative, we have
yn=y(t0)+(1−α)f(tn,¯yn)+αhαΓ(α+1)n−2∑j=0f(tj+h2,yj+yj+12)×{(n−j)α−(n−j−1)α}+αhαΓ(α+1)f(tn−1+h2,¯yn+yn−12),¯yn=y(t0)+(1−α)f(tn−1,yn−1)+αhαΓ(α+1)n−1∑j=0f(tj,yj){(n−j)α−(n−j−1)α}. | (4.4) |
The above can be used to solve any nonlinear equation. The stability and convergence analysis of the above is the same with that of the fractional Euler but the order here is O(hα+1) if α=1. We have O(h2).
In this section, we shall consider the well-known Abel equation of the first kind and
Ct0Dαty(t)=f3(t)y3+f2(t)y2+f1(t)y+f0(t), | (4.5) |
and the Bernoulli equation
Ct0Dαty(t)+P(t)y(t)=Q(t)ym. | (4.6) |
We choose P(t),Q(t),f3(t),f2(t),f1(t) and f0(t) such that if
f(t,y(t))=f3(t)y3+f2(t)y2+f1(t)y+f0(t), | (4.7) |
and
f1(t,y(t))=Q(t)ym−P(t)y(t), | (4.8) |
are continuous and obey the criteria described in the theorem, or at least that these functions satisfy the condition under which the midpoint is derived. In the case of the Abel equation, we evaluate the function f(t,y)
f(t,y)=f3(t)y3+f2(t)y2+f1(t)y+f0(t). | (4.9) |
We chose f3(t),f2(t),f1(t), and f0(t) to be smooth functions.
fy(t,y)=3f3y2+2f2y+f1,fyy(t,y)=6f3y+2f2. | (4.10) |
Indeed, fy(t,y) and fyy(t,y) exist and are continuous on y for each fixed t. To satisfy the condition fyy(t,y)>0, we impose f3 and f2 to be positive within the chosen interval. Thus, by the fractional Chaplygin uniqueness theorem, the fractional Abel admits a unique solution. In the case of the Bernoulli equation, we have that
f1(t,y)=Q(t)ym−P(t)y(t). | (4.11) |
We chose suitable Q(t) and P(t) that will help satisfy the conditions requested.
f1,y(t,y)=mym−1Q(t)−P(t),f1,yy(t,y)=m(n−1)ym−2Q(t),∀m≥2. | (4.12) |
f1,yy(t,y)>0 for each fixed t if Q(t) is positive. Therefore, we have that f1,y and f1,yy exist and, in addition, f1,yy(t,y)>0. With the Chaplygin for fractional differential equations, the Bernoulli equation admits a unique solution in a suitable chosen interval. For the Abel equation of the first kind, we have
y(tn)=y(t0)+hαΓ(α+1)n−1∑j=0[f3(tj)(yj+yj+12)3+f2(tj)(yj+yj+12)2+f1(tj)(yj+yj+12)+f0(tj)]×{(n−j)α−(n−j−1)α}+hαΓ(α+1){f3(tn)(¯yn+yn−12)3+f2(tn)(¯yn+yn−12)2+f1(tn)(¯yn+yn−12)2+f0(tn)},¯yn=y0+hn−1∑j=0[f3(tj)(yj+yj+12)3+f2(tj)(yj+yj+12)2+f1(tj)(yj+yj+12)+f0(tj)]. | (4.13) |
In the case of the ABC derivative, we have
yn=y0+(1−α){f3(tn)(¯yn+yn−12)3+f2(tn)(¯yn+yn−12)2+f1(tn)(¯yn+yn−12)2+f0(tn)}+αhαΓ(α+1)n−2∑j=0[f3(tj)(yj+yj+12)3+f2(tj)(yj+yj+12)2+f1(tj)(yj+yj+12)+f0(tj)]×{(n−j)α−(n−j−1)α}+αhαΓ(α+1){f3(tn)(yn+yn−12)3+f2(tn)(yn+yn−12)2+f1(tn)(yn+yn−12)2+f0(tn)}, | (4.14) |
where
¯yn=y0+hn−1∑j=0[f3(tj)(yj+yj+12)3+f2(tj)(yj+yj+12)2+f1(tj)(yj+yj+12)+f0(tj)]. | (4.15) |
In Figure 1, we present the numerical simulation of the Abel equation with the Caputo derivative for different values of alphas. Here, we chose the following equation:
C0Dαty(t)=y3(t)−3ty2(t)+2y(t)+0.1, y(0)=0.1. | (4.16) |
Fractional ordinary differential equations with singular and nonsingular kernels are powerful mathematical tools used to model real-world problems. They have been applied in many fields of science, technology, and engineering in the last decades. However, due to the complexities associated with these equations, it is sometimes not evident to obtain their exact solutions; thus, many researchers rely on numerical schemes for this purpose. However, it is mathematically important to at least show that they have exact solutions and that those solutions are unique. Some important theories on existence and uniqueness have been developed within the scope of classical differentiation and conditions. In this paper, we have extended some of these conditions within the scope of fractional differentiation with power law and the Mittag-Leffler kernels. In particular, the maximal and minimal techniques with additional conditions for these equations are presented. To establish the existence and uniqueness of solutions for these equations, the Chaplygin approach, which consists of generating two increasing and decreasing sequences surrounding the solution, was presented with additional conditions. For an illustrative example, the Bernoulli and Abel equations were considered.
The author would like to thank the anonymous referee for the comments and suggestions, which improved the presentation of the original manuscript.
The author declare that there is no conflict of interests regarding the publication of this manuscript. Abdon Atangana is an editorial board member for AIMS Mathematics and was not involved in the editorial review and/or the decision to publish this article.
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