Abstract
The purpose of this work is to investigate the controllability of non-instantaneous impulsive (NII) Hilfer fractional (HF) neutral stochastic evolution equations with a non-dense domain. We construct a new set of adequate assumptions for the existence of mild solutions using fractional calculus, semigroup theory, stochastic analysis, and the fixed point theorem. Then, the discussion is driven by some suitable assumptions, including the Hille–Yosida condition without the compactness of the semigroup of the linear part. Finally, we provide examples to illustrate our main result.
Keywords:
Hilfer fractional derivative; stochastic evolution equations; controllability; non-dense domain MSC:
26A33; 60H10; 93B05
1. Introduction
Due to their widespread applications in numerous significant applied fields, including diffusion theory, electromagnetism, population dynamics, fluid dynamics, seepage flow in porous media, heat conduction in materials with memory, autonomous mobile robots, and traffic models, fractional differential equations (FDEs) have drawn a lot of attention. Classical theory and applications of FDEs are discussed in the novels [,,,,,] and papers [,,,]. Hilfer [] introduced a fractional derivative, which is a generalization of both R–L and the Caputo fractional derivatives, known as the Hilfer fractional derivative (HFD). Some authors [,,,,] examined the existence of mild solution results of FDEs by utilizing HFD. Recently, the researcher in [] investigated the HF neutral stochastic differential equations (SDEs) with NII by employing the Mönch fixed-point method.
The mathematical control theory includes the notion of controllability. A dynamical system is said to be controllable if it can be guided, by the set of admissible inputs, from an arbitrary initial state to an arbitrary final state. Several writers have explored controllability difficulties for various types of dynamical systems (see [,,,,,]) and the references therein. The researcher Wang et al. [] established the controllability of Hilfer fractional NII semilinear differential inclusions with nonlocal conditions. Recently, the researchers [] investigated the controllability of nonlocal HF delay dynamic inclusions with NII and a non-dense domain.
Since noise and fluctuating systems are frequent and inherent in both artificial and natural systems, stochastic models ought to be investigated rather than deterministic ones. SDEs capture some occurrences in a way that makes them mathematically unpredictable. For an extensive overview of SDEs and their uses, one can refer to [,,,,,]. All physical systems evolving with respect to time experience abrupt changes called impulses. These impulses can be split into two distinct types: (i) instantaneous impulses and (ii) non-instantaneous impulses (NII). In a system, impulse occurs for a short time period, which is negligible when comparing the overall time period with an instantaneous impulse. Impulsive disturbance, which starts at any time and remains active over a finite time period is a non-instantaneous impulse. These NII are observed in lasers and in the intravenous introduction of drugs into the bloodstream. In 2016, Gautam and Dabas [] established mild solutions for a class of neutral fractional functional differential equations with NII. Nowadays, most researchers [,,,,,,,] study non-instantaneous impulses with the HFD. Researchers delve into the study of non-densely defined operators to tackle the complexities of control and ensure the efficient operation of a wide range of systems, from robotics and autonomous vehicles to power grids and biological networks [,,,,,]. As far as we are aware, no research has been published on the subject of controllability in NII HF neutral stochastic evolution equations with a non-dense domain.
Consider the controllability of NII HF neutral stochastic evolution equations with a non-dense domain:
where stands for the HFD of order and type . Here , and represent the time intervals. The fixed points and satisfy . The operator is a non-densely closed linear operator and generates an integrated semigroup in Hilbert space (HS) with and . The control function is provided in , an HS of admissible control function with an HS, is the appropriate function. Let be another distinct HS with and .
The primary contributions of this article are as follows:
- This manuscript focuses on the controllability of NII HF neutral stochastic evolution equations with a non-dense domain.
- To show the relatively compact requirements, the Hausdorff measure of noncompactness (MNC) is used.
- The main result is motivated in abstract space by applying the theory of fractional calculus, semigroup operators, and methods based on the fixed-point theorem.
- The discussion is driven by some suitable assumptions, including the Hille–Yosida condition without the compactness of the semigroup of the linear part.
- An illustration has been provided to demonstrate the efficiency of the obtained findings.
The structure of our article is as follows: A few key conclusions and terminology related to the fixed-point theorem, stochastic analysis, semigroup theory, and fractional calculus are found in Section 2. We develop the controllability results in Section 3. Lastly, an example demonstrating the established results is provided in Section 4.
2. Preliminaries
In this section, we introduce some fundamental terminology, definitions, and some earlier results that are used in this manuscript.
The symbols and represent the two real HS. Consider the complete probability space connected to an entire set of right continuous increasing sub -algebra such that . Consider a Q-Wiener process , identified on , with the covariance operator Q such that . is the set of all square-integrable, strongly measurable -valued arbitrary components with a Banach space connected with , which is equal to .
The space of all bounded linear operators from , whenever , is defined by , which is represented by . One may express a non-negative self-adjoint operator as . Let be the space of all Hilbert-Schmidt operators from , , which is said to be a Q-Hilbert–Schmidt operator. For and , consider the weighted spaces of continuous functions
Now, we specify is a Banach space
Let . Let and exists, , with
Now, we introduce some assumptions for further analysis:
- (A1)
- fulfils the Hille–Yosida presumption, i.e., there exists and such that and
Set . Assume to be a part of in classified as , as the domain of . Subsequently, by referring to [], the component of represents a strongly continuous semigroup on with , where M and v are constants. Describe .
Assume with I, the identity operator on , then for any , we obtain as and . Assume , then . Describe equipped with . Undoubtedly, is a HS. Note for and iff .
The Wright function is explained as follows
which fulfils
Definition 1.
[,] An -adapted stochastic process is called a mild solution of the system (1)–(3) if the succeeding integral equation is fulfilled:
where
Lemma 1.
[]
- (i)
- is continuous in the uniform operator topology for .
- (ii)
- and are strongly continuous for .
- (iii)
- For the linear operators and , and for every , we obtain
Now, we introduce the definition and some basic characteristics of Hausdorff MNC [,].
Definition 2.
[] The Hausdorff MNC μ of the set in the HS is specified as
for each bounded subset in the HS .
Definition 3.
[] A continuous and bounded map is said to be μ-contraction if there exists a constant such that
for every noncompact bounded subset , where is a Banach space.
Lemma 2.
[] If is a series of Bochner integrable functions with the measurement , for all and for , where , then the function in and fulfils
Lemma 3.
[] Let be a bounded set; then, a countable set exists such that .
Definition 4.
Theorem 1.
(Darbo–Sadovskii) [] If be closed, bounded and convex. If the continuous map is a μ-contraction, then Ψ has a fixed-point in .
3. Controllability
In this section, we will demonstrate the existence result, which is based on the Darbo–Sadovskii fixed-point method; for this, we have the succeeding presumptions:
- (H1)
- The operator in such that where, is a constant.
- (H2)
- (a)
- The function is continuous and there exists constants for all ,
- (b)
- There exists a function and with such that for each bounded subset ,
- (H3)
- The function satisfies
- (a)
- is continuous for a.e , and is strongly measurable for .
- (b)
- There exists a function and a continuous increasing function such that for every and ,
- (c)
- There exists a function and with such that for every bounded subset ,
- (H4)
- The functions are continuous and fulfil the preceding requirements:
- (a)
- For , there exists positive functions dependent on such that
- (b)
- There exists constants such that for any bounded subset ,
- (H5)
- (a)
- The function is bounded, represented by , and it has an inverse operator , and there exist two positive constants and such that .
- (b)
- There exists a function and with such that for each bounded subset ,
Theorem 2.
If - holds, then the noninstantaneous impulsive HF neutral stochastic evolution of Equations (1)–(3) has a mild solution on .
Proof.
Depending on hypothesis , we can define the control function , as follows:
Using this control, we will show that the operator is defined by:
Let us show that using the control function defined by (4), any fixed point for is a mild solution for (1)–(3) and satisfies and . Infact, if is a fixed point for , then from (4), we have
We now prove, using Theorem 1, that has a fixed point.
- Step 1: in .
Indeed, it is enough to demonstrate for every , there exists such that for , we have .
For ,
By Lemma 1, we have
According to Lemma 1 and , we obtain
According to Lemma 1 and , we have
By using Lemma 1 and , we obtain
From the above, (5) becomes,
Next, for
Similarly, for every one can estimate,
Let then for any , we obtain .
- Step 2: is continuous on .
Let with in . Therefore, the continuous functions are and for every , and there exists such that for any ,
For each , we obtain
By Lebesgue Dominated Convergence Theorem, for ,
Next, for every
For any
Then,
Therefore, is continuous.
- Step 3: maps bounded sets into equicontinuous sets of .
Let . For every ,
For ,
Similarly, for ,
The RHS of the aforementioned inequalities → 0 as , and since the operators are continuous, we obtain that independently of as , for sufficiently small. Moreover, is equicontinuous. Thus, maps into a set of equicontinuous.
- Step 4: Prove that is a -contraction operator.
Let , then by Lemma 3, there exists a countable set such that . By the equicontinuousness of , we know that is also equicontinuous. Then, by Lemma 3, we have
Now, define
Let .
First, we estimate , for , and we obtain
Since, is relatively compact, we obtain
where
For we obtain
where .
For we obtain
where
Thus, by Definition 1, is a -contraction operator. Hence, has at least one fixed-point from Theorem 1, and the mild solution also exists.
- The results are proved. □
4. Examples
4.1. Example I
Consider the partial Hilfer fractional derivative system,
where is the HFD of order . Let be a one-dimensional standard Brownian motion in represented by on the filtered probability space . Consider equipped with the uniform topology, and let the operator be classified by
Then, we have
As we know from [], fulfils the Hille–Yosida condition with and for , . Also, if is taken for , by Hille–Yosida condition, produces a -semigroup , which is evidenced by
where is a complete orthonormal basis in . Clearly, .
Now, define an infinite dimensional space by
We shall define a norm in by .
Define a mapping as follows:
Obviously,
Now, we represent the system (6) in the abstract form (1)–(3) by setting
Then, for any bounded set , we estimate
Also, it is easy to verify that,
Hence, we have that the functions satisfy the hypotheses . Further, we assume that the linear operator defined by
admits an invertible operator and satisfies .
4.2. Example II
Consider the following partial non-instantaneous impulsive Hilfer fractional neutral stochastic evolution system of the form
where is the HFD of order . Let be a one-dimensional standard Brownian motion in represented by on the filtered probability space . Consider equipped with the uniform topology and the operator to be classified by
Then, we have
We know from [] that fulfils the Hille–Yosida condition with and for , . Also, if is taken for , by Hille–Yosida condition, produces a -semigroup , which is evidenced by
where is a complete orthonormal basis in .
Clearly, .
Now, define an infinite dimensional space by
We shall define a norm in by .
Define a mapping as follows:
Now, is any bounded subset . Define
Hence, we have that the functions satisfy the hypothesis . Further, we assume that the linear operator defined by
admits an invertible operator and satisfies .
5. Conclusions
This manuscript deals with the controllability results for NII HF neutral stochastic evolution equations, which are defined in the non-dense domain. The primary outcomes are obtained by employing semigroup theory, fractional calculus, stochastic analysis, and the fixed-point theorem. At the end, we provided an illustration to explain our results. In the future, we will investigate the optimal control of the Sobolev-type hemivariational stochastic HF NII differential system with Poisson jumps and a non-dense domain.
Author Contributions
Conceptualisation, G.G., R.U., S.S., S.V. and B.A.; methodology, G.G. and S.S.; validation, G.G. and R.U.; formal analysis, S.S.; investigation, R.U., B.A. and S.S.; resources, R.U.; writing—original draft preparation, S.S.; writing—review and editing, R.U., S.V. and B.A.; visualization, S.S. and R.U.; supervision, R.U.; project administration, R.U., S.V., S.S. and B.A. All authors have read and agreed to the published version of the manuscript.
Funding
This research received no external funding.
Data Availability Statement
No new data were created or analyzed in this study. Data sharing is not applicable to this article.
Acknowledgments
The authors thank the referees very much for their valuable advice on this paper.
Conflicts of Interest
The authors declare no conflicts of interest.
Abbreviations
The following abbreviations are used in this manuscript:
| FDEs | Fractional differential equations |
| R-L | Riemann–Liouville |
| HF | Hilfer fractional |
| HFD | Hilfer fractional derivative |
| SDEs | stochastic differential equations |
| NII | non-instantaneous impulse |
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