Abstract
A new form of nonlinear Langevin equation (NLE), featuring two derivatives of non-integer orders, is studied in this research. An existence conclusion due to the nonlinear alternative of Leray-Schauder type (LSN) for the solution is offered first and, following that, the uniqueness of solution using Banach contraction principle (BCP) is demonstrated. Eventually, the derivatives of non-integer orders are elaborated in Atangana-Baleanu sense.
Keywords:
Atangana-Baleanu fractional derivative; Langevin equation; Leray-Schauder nonlinear; existence results MSC:
26A33; 47E05
1. Introduction
In the early twentieth century, the nonlinear Langevin equation (NLE) was offered by Paul Langevin [1], who was an outstanding French scholar in physics. Using the Langevien equation, this scientist prepared a detailed and accurate account of Brownian motion.
In oscillating domains, the Langevin differential equation is utilized as a model for the explanations of physical phenomena. Several significant areas in which this equation can be applied are analyzing the stock market [2], photo-electron counting [3], modeling evacuation processes [4], self-organization in complex systems [5], studying the fluid suspensions [6], protein dynamics [7], deuteron cluster dynamics [8], and anomalous transport [9].
The generalized nonlinear Langevin equation (GNLE) can be used to formulate a large number of various problems featuring molecular motion in condensed matter. It is possible to obtain the GNLE not only in the context of the Zwanzig-Mori projection operator technique [10] but also within the framework of the recurrent relation approach from the equation of motion. It is well-known that this approach is utilized in giving an account of phenomena of dynamic nature, ordinary and anomalous (such as anomalous diffusion) transport in physical, chemical, and even biophysical complex systems [10]. An important characteristics of the GNLE is that it involves an aftereffect function, which is named a memory function. In the case the memory function has the features of a delta function which is in correlation with “a white noise”, the GNLE is shortened to the ordinary Langevin equation, which is related to the system without memory, and the time correlation function (TCF) corresponding to the momentum degree of freedom has simple exponential relaxation. Thus, a formalism based on GLE (and/or similarly, on the related generalized Fokker-Planck equation) includes built-in memory effects, which characterize the system of interest [10]. Consequently, memory effects can appear in the velocity autocorrelation function (VACF) either when an oscillatory behavior is present or by the use of slightly declining correlations.
A particular model of the GLE is the fractional nonlinear Langevin equation (FNLE), which is another appealing subject. Many researchers studied generalized nonlinear Langevin equation with fractional derivative [11,12,13,14,15,16,17,18,19]. For instance, in [13], an application of fractional generalized nonlinear Langevin equation was studied by Eab and Lim. In this paper, fractional generalized nonlinear Langevin equation featuring an external force can be utilized to form the model of single-file diffusion. It has been shown that, for an external force that alters with power law, in the case a suitable selection of parameters related to fractional generalized Langevin equation are employed, the solution for such a fractional Langevin equation presents the correct short and long time behavior for the mean square displacement of single-file diffusion.
As examples for applications of the NLE, one may refer to modeling gait variability [11], financial markets [12], single file diffusion [13], motor control system modeling [11], described anomalous diffusion [14], and studies on Brownian fractional motion [15]. Several surveys including derivatives of real orders have been conducted by previous researchers in the FNLE. In a research on the Brownian motion featuring derivative of real order, Lutz [16] studied FNLE, which included one derivative of real order.
The NLE featuring two or three derivative with non-integer orders was studied and investigated in [17,18,19,20,21].
In most of these papers, there have been some debates on the distinctiveness and existence of the solution for the NLEs featuring derivatives of non integer orders. In obtaining conclusions, theorems such as Krasnosel’skii fixed point (FP), Schauder FP, Banach contraction principle (BCP). and LSN have been utilized.
In this paper, we explore whether there exists a new type NLE featuring two fractional orders (FNLE) as:
where ; , , and show the th Atangana-Baleanu derivatives; is considered as a function with two contentious and differentiable features; ; and . In FNLE in Equation (1), is the particle position, function h is the force acting on the particle from molecules of the fluid encircling the fractional Brownian particle, is a damping or viscosity term, and and are the initial positions.
The existence of a conclusion due to the nonlinear alternative of Leray-Schauder type (LSN) for the solution is offered first and, following that, the uniqueness of solution using Banach contraction principle (BCP) is demonstrated. Table 1 is list of abbreviations in which we used in the next sections.
Table 1.
List of abbreviations.
2. Preliminaries
In this section, we define and offer ABD, ABI, and some important features that are necessary for the next sections.
Definition 1.
The Atangana-Baleanu’s derivative (ABD) [22] of order θ and is stated as
in which is the one-parameter Mittag-Leffler function and is called the normalization function featuring .
Definition 2.
The Cauchy formula for repeated integration is stated as
in which and .
Definition 3.
The Reimann-Liouville’s integral (RLI) [23] of order θ is stated as
Lemma 1.
Suppose and ; then, the following relations hold [23]:
- (1)
- .
- (2)
- , for .
- (3)
- , for .
In these relations, is the Caputo derivative of order η.
Definition 4.
The Atangana-Baleanu’s integral (ABI) [22] of order and is defined by
in which and is called the normalization function featuring .
Remark 1.
The Atangana-Baleanu’s integral of order θ, and , is stated as
Property 1.
For θ, and , the following properties are satisfied [23,24,25]:
- (a)
- .
- (b)
- .
Property 2.
The ABD [26] of order θ and of a general power function is stated as
Theorem 1
([27]). Let X be a Banach space, be a convex set, and U be open in B with . Let be a continuous and compact mapping. Then, either
- (1)
- the mapping ϕ has a FP in U; or
- (2)
- there exists a point such that for some .
3. Main Results
The uniqueness and existence for solutions of the FNLE in Equation (1) is argued above. Initially, the FNLE in Equation (1) is converted to a FP based on Lemma 2. In Theorems 2 and 3, the uniqueness and existence conclusions of the fixed problem are acquired. Suppose and it is considered as the BS of all continuous functions of within in which
Lemma 2.
is a solution of the FNLE in Equation (1) if and only if is a solution of the integral equation
in which
Proof.
Therefore, the general case of is stated as
Replacing amounts of in Equation (8), we can gain the IE in Equation (7), which means a solution of the IE in Equation (7) also can be . With regard to the assumption that is a solution of the IE in Equation (7), by utilizing Property 1, we can show that is as a solution of the FNLE in Equation (1). □
The FNLE in Equation (1) is converted to a FP problem , by Lemma 2, in which meet the following equation
and we can view, the operator in Equation (9) has FPs if and only if the FNLE in Equation (1) has solutions.
Theorem 2.
Suppose that the following assumptions hold:
- (i)
- is a continuously differentiable function.
- (ii)
- , where are nonnegative functions.
Proof.
Consider featuring . , we gain
which result in . In Appendix A, we scrutinize that can be continuous and compact mapping.
If we consider function z as a solution of the eigenvalue problem with , the expression below can easily be obtained:
which shows that . By Theorem 1, has a FP in that shows the FNLE in Equation (1) can have at least one solution on I.
The existence of the solution is gained with regard to a set of suppositions in Theorem 2. In the next theorem, we display uniqueness of the solution featuring a subset of it as a result of using BCP. □
Theorem 3.
Suppose we have the next suppositions:
- (i)
- is a continuously differentiable function.
- (ii)
- , where are nonnegative functions.
Therefore, the FNLE in Equation (1) has a unique solution on I, provided that
and
Proof.
Consider , where . , we get,
that is . Consider . Thus,
since , and then is a contraction.
By the BCP, can have a unique FP, which means that there exists a unique solution for the FNLE in Equation (1). □
4. Examples
Example 1.
Consider the following fractional Langevin equation
where , , , , .
Thus, we have , , , , and . Thus, and . As a result, Conditions (i) and (ii) of Theorem 2 hold. Hence, FLE in Equation (10) has a solution.
5. Conclusions
We obtain the uniqueness and existence of the initial value problem (IVP) of NLE featuring two different fractional orders in the Atangana-Baleanu sense. In addition, we use some relations and properties of the Atangana-Baleanu fractional integral and derivative and transform IVP to a FP. Moreover, we apply the LSN and BCP to prove uniqueness and existence of the solution, respectively.
Author Contributions
All authors contributed equally to this paper. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Conflicts of Interest
The authors declare no conflict of interest.
Appendix A
Consider the operator defined by Equations (3) and (4). The operator is investigated featuring two properties that are continuous and compact.
The first step. The compactness for .
Consider the bounded subset S of . Therefore, there exists a constant so that , .
- Function h is continuous; consider .
- Function is continuous; consider .
Then,
Then, uniformly bounded is confirmed for functions in .
In another view, suppose , ; then, and are with two properties: differentiable and all continuously functions. For all , without loss of generality, let ; there exist positive constants , and such that
Let
Then, for and for all , there exists where so that, when , we have
where ; this shows that in all functions are equicontinuous. Suppose that set , due to Arzela-Ascoli theorem, is considered as a relatively compact set; accordingly, the operator is compact.
The second step. Suppose that the operator is considered as continuous operator.
The function h has two properties: continuous and differentiable. Thus, , there is a positive constant such that
For all , where , so that, when , we have
consequently, the operator is considered is a continuous operator.
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