Abstract
We present some new results on the approximation of solutions of a special type of fractional boundary-value problem. The focus of our research is a system of three fractional differential equations of the mixed order, subjected to the so-called “interpolation” type boundary restrictions. Under certain conditions, the aforementioned problem is simplified via a proper parametrization technique, and with the help of the numerical-analytic method, the approximate solutions are constructed.
1. Introduction
Differential equations of the fractional order have a wide spectrum of applications, since they are often used to model problems in fluid dynamics, finance, biology, physics, engineering, etc. However, most of the exact methods of solution of the considered problems (see [1,2,3,4,5,6,7,8,9,10,11]) in the nonlinear case of differential equations and their systems are not applicable.
During the last few years, a number of papers devoted to the numerical-analytic methods of approximation of solutions of the fractional ordinary and partial differential equations were published. In particular, those were the well known homotopy perturbation method [12,13,14,15], Adomian’s decomposition method [16,17,18,19,20,21], the variation iteration method [20,22,23], and the exp-function method [24].
Recently, in the series of papers (see discussions [25,26,27,28]), a completely new approach for study of a class of fractional periodic and anti-periodic boundary-value problems was developed. To construct the approximate solutions of the studied problems, the numerical-analytic method, based on the successive iterations, was used. This technique was originally suggested and successfully applied to the boundary-value problems for ordinary differential systems with strong nonlinearities not only in the equations, but also in the boundary conditions (see [29,30,31,32]).
This paper is a continuation of the obtained results in the aforementioned direction, and gives the important results for the study of a new class of the interpolation type fractional boundary-value problems. A suitable parametrization technique, sometimes called in literature a “freezing technique,” transforms the given three-point boundary constraints into the two-point ones and allows us to construct the approximate solutions of the modified problem in an analytic form.
In Section 2 and Section 3 the main terminology that will be used throughout the paper is given, and some important results already obtained in this direction are presented.
Section 4, Section 5, Section 6 and Section 7 are devoted to the main result of the paper, particularly to the fractional boundary-value problems under the interpolation type boundary constraints. The primary interest of such boundary conditions is that we cannot apply the modification of the numerical-analytic scheme (see Section 3) straightforwardly. Therefore, we need to use a special “freezing,” or parametrization technique to cope with these kinds of issues. Moreover, we reduce the order of the boundary conditions (from the initially three-point restrictions to the two-point ones) that plays an important role in the computational process. As a result: these techniques might be further studied in the more complicated cases of boundary conditions (e.g., two- and multipoint nonlinear boundary constraints), widely appearing in the mathematical models of applied sciences.
2. Main Notations and Supplementary Statements
Let be a final interval of .
Definition 1.
Function , defined by the integral
which converges in the right half of the complex plane , is called theGamma function.
Definition 2.
[8] The left and rightRiemann–Liouville fractional integralsof order are defined by
and
respectively, provided the right–hand sides are pointwise defined on .
Definition 3.
[8] The left and rightRiemann–Liouville fractional derivativesof order are defined by
and
respectively, where , means the integer part of α.
Definition 4.
[8] The left and rightCaputo fractional derivativesof order are defined by
and
respectively, where , for ; for .
In particular, when , then
and
Let us also formulate some subsidiary lemmas, first proven by Fečkan, Marynets in [25] and reformulated here over an interval .
Lemma 1.
Let be a continuous function for . Then, for all , the following estimate is true:
where
Lemma 2.
Let be a sequence of continuous functions at the interval given by
where . Note is defined by Formula (2). Then, the following estimate holds:
for .
3. Resent Results in the Study of the Periodic and Anti-Periodic Fractional Boundary Value Problems
Since the approach of the numerical-analytic method [32] was appied to the fractional differential systems for the first time in [25,26,27,28], it is resonable to give an overview of the results that will allow the reader to follow and will open up possible perspectives for future research in this direction.
3.1. Integral Representation of the Solution of the PFBVP
To give an understanding of the numerical-analytic technique used for approximation of solutions of the fractional periodic and anti-periodic boundary–value problems (BVPs), let us first present the basic ideas of the aforementioned method.
Consider the simplest case of a periodic fractional BVP (PFBVP) (see discussion in [25]) of the form:
where is the generalized Caputo fractional derivative with the lower limit at 0 (see ([11], Definition 1.8; [33], Definition 2.3)), , , are continuous functions, , and is a closed and bounded domain.
Together with the fractional differential system (FDS) (5) we consider an initial value problem for a perturbed system of the form:
where is a term to be defined.
Remark 1.
Note, that the main advantage of the Caputo’s approach is that the initial conditions for fractional differential equations with Caputo derivatives take on the same form as for the integer-order differential equations; i.e., contain the limit values of the integer-order derivatives of unknown functions at the lower limit (see [8]).
Using an integral representation of the Cauchy problem for the FDS with the initial data (8) we get:
where is the Gamma function.
Substituting in (9) values , and using the periodic boundary condition (6), we find an expression for the perturbation term:
Note that in order to apply the numerical-analytic technique for approximation of solutions of the problem (5) and (6) we need the following hypothesis to be held (see also discussions in [29,30,31]):
(H1) Function f in the system (5) is bounded by a constant vector and it satisfies the Lipschitz condition with a non-negative real matrix ; i.e., the following inequalities
are true for any , .
(H2) The set
is non-empty, where .
(H3) The spectral radius of matrix
satisfies the estimate:
Then, the approximate solution of the PFBVP may be found from the iterative formula:
where , and is considered as a zero approximation.
Note that the numerical values of the unknown vector are solutions of the so-called “bifurcation” system of the form:
where is defined by expression (10).
Let us now pass to the more general cases of FDS.
3.2. Study of the Lower Order Fractional Differential Systems
In [26] we considered the FDS
where first equations had the fractional order and the rest equations were of the order .
Here , —are continuous functions; , , and , —are closed and bounded domains.
We were looking for a continuously differentiable solution of the system (11), subjected to the periodic boundary restrictions:
Remark 2.
The FDS (11) has a particular application to economic systems, since it may formulate a dynamical macroeconomic model of two national economies.
As mentioned in Section 3.1, particular requirements had to be met in order to apply the successive approximation’s approach.
Indeed, in [26] we derived these conditions; i.e., we supposed that the BVP (11), (12) is such that the following conditions hold:
(A) Functions in the system (11) satisfy inequalities
for any , , and some non-negative vectors , ;
(B) Functions satisfy the Lipschitz type conditions
for any , , and some non-negative matrixes , ;
(C) The sets
are non-empty, where
(D) The spectral radius of the matrix satisfies an inequality , where
Then, we connected with the BVP (11), (12) the sequences of functions , given by the iterative formulas:
where , , coupled with the system of ’bifurcation’ equations
In addition, the following theorems were proved.
Theorem 1.
[26] Assume that conditions (A)–(D) for the PFBPV (11), (12) hold. Then, for all fixed , it holds that:
- 1.
- Functions of the sequence (13) are continuous and satisfy periodic boundary conditions
- 2.
- The sequences of functions (13) for converge uniformly as to the appropriate limit functions
- 3.
- The limit functions , satisfy periodic boundary conditionsand are the unique continuous solutions of the integral equationsi.e., they are the unique solutions on of the Cauchy problem:where
- 4.
- The following error estimations hold:where is the n–dimensional identity matrix.
Theorem 2.
[26] Let , , and , be some given vectors. Suppose that all conditions of Theorem 1 hold for the system of mixed FDEs (11). Then, the solutions , of the initial-value problem
where , , are the control parameters and , , satisfy also boundary conditions (12), if and only if
where , are given by the left hand–side of the equation (15). In that case
3.3. PFBVP with a Higher Order Caputo Type Fractional Derivative
As a generalization of the aforementioned in Section 3.1 and Section 3.2 problems, in [27] we studied the generalized fractional differential system
with periodic boundary conditions
where , , , is open, , .
(A) There is a non-negative vector , and a non-negative real matrix , such that
(B) The open set
is non-empty for , where
and and are the Bernoulli numbers and polynomials;
(C) The spectral radius of matrix satisfies the estimate , one can associate an iteration scheme
where , with the solution of the given BVP (16), (17).
Similarly to Theorem 1 in Section 3.2 it was proved that a sequence of functions (18) is convergent to the limit function, which is a solution of the given BVP, if the corresponding determining equation
has a root.
Moreover in the case of the asymptotically constant scalar problems for the fractional differential equations of the form
with boundary conditions (17) for , , under hypothesis ()–() and if
(D) There are such that
conditions of existence and nonexistence of solutions are obtained.
3.4. Anti-Periodic Fractional BVP
Recently we considered a boundary-value problem for a FDS with anti-periodic boundary conditions of the form:
where , are continuous functions, and is a closed and bounded domain.
Under conditions (H1)–(H4) in Section 3.1 the approximate solution of the anti–periodic FBVP (AFBPV) (19), (20) was constructed in the form:
with a modified form of zero approximation, given by the relation:
Remark 3.
A choice of the zero–approximation in the form (22) is optimal in the sense that it improves the estimate of difference between the m–th approximation and its limit function . In the case of selection , as it was for the PFBVPs (5), (6) and (11), (12), it would lead to additional terms in the estimates that would increase the error of computations.
In addition to the aforementioned convergence conditions and corollaries about the connection of the limit function of the sequence (21) to the exact solution of the AFBVP (19), (20), a proper solvability analysis of the original problem was provided.
In particular, the following statements have been proven.
Theorem 3.
[28] Let conditions of Theorem 1 in [28] hold and one can take some and the set such that the relation
holds, where is understood as a boundary of domain Ω. Besides, if the Brouwer degree of the vector–field over the set Ω with respect to zero satisfies an inequality
then their exists a point such that
is the solution of the anti-periodic BVP (19), (20) with the initial condition
Theorem 4.
[28] Let conditions of Theorem 1 in [28] be held, and there exists some number and a point such that the component-wise inequality:
is not true, where matrix K and vector M appear in (H1), matrix Q is defined in (H2), and matrix
Remark 4.
On the basis of Theorem 4, we established an algorithm of approximate localization of the point , that defines solution of the original BVP (19), (20). The set Ω was rewritten as an association of the finite value of subsets:
In every subset from (23) we picked a point
and for some fixed m calculated the m–th approximation , by using the recurrent Formula (21). Then, we obtained the value of the determining function
and excluded from the set (23) subsets , for which the inequality is not true.
4. Boundary-Value Problem for a Mixed FDS under the Interpolation Type Boundary Constraints
Consider a system of FDEs
for some , where , and are continuous functions; , , , and , and are closed and bounded domains; and the system is subjected to the interpolation type boundary constraints
where , are some given values.
5. Parametrization Approach and the Numerical-Analytic Technique
Let us define some components of solution of the fractional boundary-value problem (FBVP) at the points , by parameters:
and rewrite the boundary conditions in the form
i.e., instead of the original three-point restrictions (25), we study a problem with some parametrized two-point constraints (27).
Remark 5.
Now we construct the proper sequences of functions:
and , , , in such a way that they satisfy the FDS (24) and the boundary restrictions (27) in advance.
Note, that the functions
and
are taken as functions of a zero–approximation.
The following convergence theorem holds.
Theorem 5.
Let functions , and satisfy conditions (i)–(iii) in the domains , with a matrix K for which
where is the spectral radius of matrix
for
Then, for all fixed and the statements to be hold:
- 1.
- 2.
- 3.
- The limit functions satisfy the initial conditionsand the two-point boundary conditions
- 4.
- The functions , , are the unique continuously differentiable solutions of the integral equationsIn other words, , , satisfy the Cauchy problem for the modified system of FDEs:where , are the mappings given by formulas:
- 5.
- The following error estimate holds:where is the identity three–dimensional matrix and is a vector, defined in the condition (i).
Proof.
As already mentioned, the sequences of functions (28)–(30) are constructed in such a form that they satisfy the parametrized boundary restrictions in advance. Due to this fact, the statement 1 of the theorem holds.
Let us prove that all functions of the sequences (28)–(30) remain in the domains , , where each of them is defined; i.e., the iteration process can be continued until infinity. For this purpose we estimate the differences:
for all , , , .
Let us introduce a vector
where K is the matrix from the Lipschitz condition (ii), and the sequences of functions
for with , and . Note that .
Suppose that the estimates hold:
for all , , , and . Indeed, the inequalities (56) are satisfied for due to the estimates (50)–(52). Using the mathematical induction method, we derive
for all , , . This proves the first inequality of (56). The last two estimates in (56) are proven analogically.
Let us define a function
satisfying an inequality:
Then, the vector relation
holds, which implies
Since for the spectral radius of matrix Q an inequality (33) holds, we conclude that
where is the three–dimensional zero matrix. By letting in the relation (57), we derive the estimate (49). This means that the sequences of functions , , , given by formulas (28)–(30) accordingly, converge uniformly in the domains to the corresponding limit functions , , and . As a result, it is obvious that functions , , and solve the integral equations (41)–(43).
The uniqueness of the solutions can be proven in a similar way as in [26] by generalization of the interval to and consideration of three functions , instead of two, as it was done in the aforementioned paper. □
6. Main Result
Let us study the Cauchy problem for a perturbed fractional differential system
with the given initial data (45), where and —the constant perturbation term.
Theorem 6.
Let , , and be some given vectors. Suppose that all conditions of Theorem 5 hold for the system of FDEs (24). Then, the solutions , , of the initial-value problem (58), (45) satisfy the boundary conditions (25), if and only if
where , are given by formulas (46)–(48).
In that case
Theorem 7.
7. Some Solvability and Applicability Remarks
In addition to the results above, we can prove that the system of determining Equations (61) and (62) determines all possible solutions of the interpolation type FBVP (24), (25).
Theorem 8.
Proof.
If values which satisfy the system of determining Equations (61), (62) exist, then according to Theorem 5, the functions (63)–(65) are the solutions of the given FBVP (24), (25).
On the other hand, if are the solutions of the original problem (24), (25), then these functions are the solutions of the Cauchy problem (58), (45) with
As satisfy the linear two-point parametrized boundary restrictions (27), by virtue of relations (60) of Theorem 6 the equalities (63)–(65) hold.
Funding
No funding to be declared.
Acknowledgments
The author is thankful to the reviewers for their notes and comments that helped to improve the paper.
Conflicts of Interest
There is no conflict of interest.
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