Abstract
In this paper, we establish sufficient conditions for the existence of solutions for a nonlinear Langevin equation based on Liouville-Caputo-type generalized fractional differential operators of different orders, supplemented with nonlocal boundary conditions involving a generalized integral operator. The modern techniques of functional analysis are employed to obtain the desired results. The paper concludes with illustrative examples.
1. Introduction
The topic of fractional calculus has emerged as an interesting area of investigation in view of its widespread applications in social sciences, engineering and technical sciences. Mathematical models based on fractional order differential and integral operators are considered to be more realistic and practical than their integer-order counterparts as such models can reveal the history of the ongoing phenomena in systems and processes. This branch of mathematical analysis is now very developed and covers a wide range of interesting results, for instance [1,2,3,4,5,6,7].
The Langevin equation is an effective tool of mathematical physics, which can describe processes like anomalous diffusion in a descent manner. Examples of such processes include price index fluctuations [8], harmonic oscillators [9], etc. A generic Langevin equation for noise sources with correlations also plays a central role in the theory of critical dynamics [10]. The nature of the quantum noise can be understood better by means of a generalized Langevin equation [11]. The role of the Langevin equation in fractional systems, such as fractional reaction-diffusion systems [12,13], is very rich and beautiful. The fractional analogue (also known as the stochastic differential equation) of the usual Langevin equation is suggested for systems in which the separation between microscopic and macroscopic time scales is not observed; for example, see [8]. In [14], the author investigated moments, variances, position and velocity correlation for a Riemann-Liouville-type fractional Langevin equation in time and compared the results obtained with the ones derived for the same generalized Langevin equation involving the Liouville-Caputo fractional derivative. Some recent results on the Langevin equation with different boundary conditions can be found in the papers [15,16,17,18,19,20] and the references cited therein.
Motivated by the aforementioned work on the Langevin equation and its variants, in this paper, we introduce and study a new form of Langevin equation involving generalized Liouville-Caputo derivatives of different orders and solve it with nonlocal generalized fractional integral boundary conditions. In precise terms, we investigate the problem:
where denote the Liouville–Caputo-type generalized fractional differential operators of order respectively, is the generalized fractional integral operator of order and , and is a given continuous function.
Here, we emphasize that the present work may have useful applications in fractional quantum mechanics and fractional statistical mechanics, in relation to further generalization of the Feynman and Weiner path integrals [21].
2. Preliminaries
Definition 1
([22]). The generalized left-sided fractional integral of order and of for is defined by:
where denotes the space of all complex-valued Lebesgue measurable functions ϕ on equipped with the norm:
Similarly, the right-sided fractional integral is defined by:
Definition 2
Definition 3
Remark 1
([24]). For and the left and right generalized Liouville–Caputo derivatives of g are respectively defined by the expressions:
Lemma 1
([24]). Let or and . Then:
In particular, for we have:
Definition 4.
A function is called a solution of (1) if x satisfies the equation on , and the conditions
In the next lemma, we solve the linear variant of Problem (1).
Lemma 2.
Let , and:
Then, the unique solution of linear problem:
is given by:
Proof.
Applying on the fractional differential equation in (11) and using Lemma 1 yield:
for some .
Applying to both sides of Equation (13), the general solution of the Langevin equation in (11) is found to be:
where .
Using the condition in (14), we find that . Inserting the value of in (14) and then applying the operator on the resulting equation, we get:
3. Existence and Uniqueness Results
In view of Lemma 2 we introduce an operator by:
Here, denotes the Banach space of all continuous functions from to equipped with the norm .
For the sake of computational convenience, we set:
where:
Now, we are in a position to present our main results. Our first existence result for the problem (1) is based on Krasnoselskii’s fixed point theorem [25], which is stated below.
Lemma 3.
(Krasnoselskii’s fixed point theorem) Let be a closed convex and non-empty subset of a Banach space Let be the operators from to E such that whenever ; is compact and continuous; and is a contraction mapping. Then, there exists a fixed point such that
Theorem 1.
Let be a continuous function such that the following condition holds:
- (A1)
- There exists a continuous function such that:
Then, the problem (1) has at least one solution on provided that:
Proof.
Introduce a closed ball with , where is given by (18). Then, we define operators and from to by:
Note that on . For , we find that:
Thus, .
Next, it will be shown that is a contraction. For that, let . Then:
which, by the condition (21), implies that is a contraction. The continuity of the operator follows from that of f. Furthermore, is uniformly bounded on as:
Finally, we establish the compactness of the operator . Let us set . Then, for , we have:
which tends to zero as , independently of . Thus, is equicontinuous. Therefore, is relatively compact on . As a consequence, we deduce by the the Arzelá–Ascoli theorem that is compact on . Thus, the hypothesis of Lemma 3 is satisfied. Therefore, the conclusion of Lemma 3 applies, and hence, there exists at least one solution for the problem (1) on □
In the next result, the uniqueness of solutions for the problem (1) is shown by means of the Banach contraction mapping principle.
Theorem 2.
Let be a continuous function satisfying the Lipschitz condition:
- (A2)
Proof.
In the first step, we show that , where , , and the operator is given by (16). For , using , we get:
which, on taking the norm for implies that Thus, the operator maps into itself. Now, we proceed to prove that the operator is a contraction. For and , we have:
Taking the norm of the above inequality for , we get:
which implies that the operator is a contraction on account of the condition (22). Thus, we deduce by the Banach contraction mapping principle that the operator has a unique fixed point. Hence, there exists a unique solution for the problem (1). The proof is complete. □
Example 1.
Let us consider the following boundary value problem:
Here, and . Using the given data, we find that where and are given by (10), (17), (18), (19) and (20) respectively.
For illustrating Theorem 1, we show that all the conditions of Theorem 1 are satisfied. Clearly, is continuous and satisfies the condition with . Furthermore, Thus, all the conditions of Theorem 1 are satisfied, and consequently, the problem (23) has at least one solution on .
4. Conclusions
We have introduced a new type of nonlinear Langevin equation in terms of Liouville-Caputo-type generalized fractional differential operators of different orders and solved it with nonlocal generalized integral boundary conditions. The existence result was obtained by applying the Krasnoselskii fixed point theorem without requiring the nonlinear function to be of the Lipschitz type, while the uniqueness of solutions for the given problem was based on a celebrated fixed point theorem due to Banach. Here, we remark that many known existence results, obtained by means of the Krasnoselskii fixed point theorem, demand the associated nonlinear function to satisfy the Lipschitz condition. Moreover, by fixing the parameters involved in the given problem, we can obtain some new results as special cases of the ones presented in this paper. For example, letting and in the results of Section 3, we get the ones derived in [15].
Author Contributions
Formal analysis, B.A., M.A., A.A., H.M.S. and S.K.N.
Funding
This project was funded by the Deanship of Scientific Research (DSR), King Abdulaziz University, Jeddah, Saudi Arabia, under Grant No. KEP-PhD-24-130-40. The authors acknowledge with thanks the DSR’s technical and financial support. The authors also acknowledge the reviewers for their constructive remarks on our work.
Conflicts of Interest
The authors declare no conflict of interest.
References
- Zaslavsky, G.M. Hamiltonian Chaos and Fractional Dynamics; Oxford University Press: Oxford, UK, 2005. [Google Scholar]
- Magin, R.L. Fractional Calculus in Bioengineering; Begell House Publishers: Danbury, CT, USA, 2006. [Google Scholar]
- Kilbas, A.A.; Srivastava, H.M.; Trujillo, J.J. Theory and Applications of Fractional Differential Equations; North-Holland Mathematics Studies, 204; Elsevier Science B.V.: Amsterdam, The Netherlands, 2006. [Google Scholar]
- Diethelm, K. The Analysis of Fractional Differential Equations. An Application-Oriented Exposition Using Differential Operators of Liouville-Caputo Type. Lecture Notes in Mathematics 2004; Springer: Berlin, Germany, 2010. [Google Scholar]
- Javidi, M.; Ahmad, B. Dynamic analysis of time fractional order phytoplankton-toxic phytoplankton-zooplankton system. Ecol. Model. 2015, 318, 8–18. [Google Scholar] [CrossRef]
- Fallahgoul, H.A.; Focardi, S.M.; Fabozzi, F.J. Fractional Calculus and Fractional Processes with Applications to Financial Economics. Theory and Application; Elsevier/Academic Press: London, UK, 2017. [Google Scholar]
- Ahmad, B.; Alsaedi, A.; Ntouyas, S.K.; Tariboon, J. Hadamard-Type Fractional Differential Equations, Inclusions and Inequalities; Springer: Cham, Switzerland, 2017. [Google Scholar]
- West, B.J.; Picozzi, S. Fractional Langevin model of memory in financial time series. Phys. Rev. E 2002, 65, 037106. [Google Scholar] [CrossRef] [PubMed]
- Vinales, A.D.; Desposito, M.A. Anomalous diffusion: Exact solution of the generalized Langevin equation for harmonically bounded particle. Phys. Rev. E 2006, 73, 016111. [Google Scholar] [CrossRef] [PubMed]
- Hohenberg, P.C.; Halperin, B.I. Theory of dynamic critical phenomena. Rev. Mod. Phys. 1977, 49, 435–479. [Google Scholar] [CrossRef]
- Metiu, H.; Schon, G. Description of Quantum noise by a Langevin equation. Phys. Rev. Lett. 1984, 53, 13. [Google Scholar] [CrossRef]
- Datsko, B.; Gafiychuk, V. Complex nonlinear dynamics in subdiffusive activator–inhibitor systems. Commun. Nonlinear Sci. Numer. Simul. 2012, 17, 1673–1680. [Google Scholar] [CrossRef]
- Datsko, B.; Gafiychuk, V. Complex spatio-temporal solutions in fractional reaction-diffusion systems near a bifurcation point. Fract. Calc. Appl. Anal. 2018, 21, 237–253. [Google Scholar] [CrossRef]
- Fa, K.S. Fractional Langevin equation and Riemann–Liouville fractional derivative. Eur. Phys. J. E 2007, 24, 139–143. [Google Scholar]
- Ahmad, B.; Nieto, J.J.; Alsaedi, A.; El-Shahed, M. A study of nonlinear Langevin equation involving two fractional orders in different intervals. Nonlinear Anal. Real World Appl. 2012, 13, 599–606. [Google Scholar] [CrossRef]
- Wang, G.; Zhang, L.; Song, G. Boundary value problem of a nonlinear Langevin equation with two different fractional orders and impulses. Fixed Point Theory Appl. 2012, 2012, 200. [Google Scholar] [CrossRef]
- Ahmad, B.; Ntouyas, S.K. New existence results for differential inclusions involving Langevin equation with two indices. J. Nonlinear Convex Anal. 2013, 14, 437–450. [Google Scholar]
- Muensawat, T.; Ntouyas, S.K.; Tariboon, J. Systems of generalized Sturm-Liouville and Langevin fractional differential equations. Adv. Differ. Equ. 2017, 2017, 63. [Google Scholar] [CrossRef]
- Fazli, H.; Nieto, J.J. Fractional Langevin equation with anti-periodic boundary conditions. Chaos Solitons Fractals 2018, 114, 332–337. [Google Scholar] [CrossRef]
- Ahmad, B.; Alsaedi, A.; Salem, S. On a nonlocal integral boundary value problem of nonlinear Langevin equation with different fractional orders. Adv. Differ. Equ. 2019, 2019, 57. [Google Scholar] [CrossRef]
- Laskin, N. Fractional quantum mechanics and Levy path integrals. Phys. Lett. A 2000, 268, 298–305. [Google Scholar] [CrossRef]
- Katugampola, U.N. New Approach to a generalized fractional integral. Appl. Math. Comput. 2015, 218, 860–865. [Google Scholar] [CrossRef]
- Katugampola, U.N. A new approach to generalized fractional derivatives. Bull. Math. Anal. Appl. 2014, 6, 1–15. [Google Scholar]
- Jarad, F.; Abdeljawad, T.; Baleanu, D. On the generalized fractional derivatives and their Caputo modification. J. Nonlinear Sci. Appl. 2017, 10, 2607–2619. [Google Scholar] [CrossRef]
- Krasnoselskii, M.A. Two remarks on the method of successive approximations. Uspekhi Matematicheskikh Nauk 1955, 10, 123–127. [Google Scholar]
© 2019 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/).