- Research
- Open access
- Published:
Boundary value problem of a nonlinear Langevin equation with two different fractional orders and impulses
Fixed Point Theory and Applications volume 2012, Article number: 200 (2012)
Abstract
In this paper, we study a new type of a Langevin equation involving two different fractional orders and impulses. Sufficient conditions are formulated for the existence and uniqueness of solutions of the given problems.
MSC:34A08, 34B10, 34B37, 46N10.
1 Introduction
Fractional derivatives provide an excellent tool for the description of memory and hereditary properties of various materials and processes. These characteristics of the fractional derivatives make the fractional-order models more realistic and practical than the classical integer-order models. In fact, fractional differential equations appear naturally in a number of fields such as physics, geophysics, polymer rheology, regular variation in thermodynamics, biophysics, blood flow phenomena, aerodynamics, electro-dynamics of complex medium, viscoelasticity, Bode’s analysis of feedback amplifiers, capacitor theory, electrical circuits, electron-analytical chemistry, biology, control theory, fitting of experimental data, nonlinear oscillation of earthquake, the fluid-dynamic traffic model, etc. For more details and applications, we refer the reader to the books [1–3]. For some recent development on the topic, see [4–15] and the references therein.
It is well known that a Langevin equation is widely used to describe the evolution of physical phenomena in fluctuating environments [16–18]. However, for the systems in complex media, an integer-order Langevin equation does not provide the correct description of the dynamics. One of the possible generalizations of a Langevin equation is to replace the integer-order derivative by a fractional-order derivative in it. This gives rise to a fractional Langevin equation, see [19–22] and the references therein.
In 2008, Lim, Li and Teo [23] firstly introduced a new type of a Langevin equation with two different fractional orders. The solution to this new version of a fractional Langevin equation gives a fractional Gaussian process parametrized by two indices, which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. In 2009, Lim and Teo [24] discussed the fractional oscillator process with two indices. In 2010, by using the contraction mapping principle and Krasnoselskii’s fixed point theorem, Ahmad and Nieto [25] studied a Langevin equation involving two fractional orders with Dirichlet boundary conditions. Recently, the existence of solutions for a three-point boundary value problem of a Langevin equation with two different fractional orders has also been studied in [26].
Motivated by the above-mentioned works, in this paper, we consider the following nonlinear Langevin equation with two different fractional orders and impulses in a Banach space E:
with one of the following three boundary conditions:
where CD is the Caputo fractional derivative, , , , , , , , , where and denote the right and the left limits of at (), respectively. has a similar meaning for . Let . Evidently, is a Banach space endowed with the sup-norm .
Nonlocal conditions were initiated by Byszewski [27] when he proved the existence and uniqueness of mild and classical solutions of nonlocal Cauchy problems. Many authors since then have considered the existence and multiplicity of solutions (or positive solutions) of nonlocal problems. The recent results on nonlocal problems of fractional differential equations can be found in [29–40]. As remarked by Byszewski [28], the nonlocal condition can be more useful than the standard initial (boundary) condition to describe some physical phenomena. For example, may be given by
where , , are given constants and .
Impulsive differential equations, which provide a natural description of observed evolution processes, are regarded as important mathematical tools for the better understanding of several real world problems in applied sciences. The theory of impulsive differential equations of integer order has found its extensive applications in realistic mathematical modeling of a wide variety of practical situations and has emerged as an important area of investigation. The impulsive differential equations of fractional order have also attracted a considerable attention and a variety of results can be found in the papers [41–51].
To the best knowledge of the authors, no paper has considered nonlinear Langevin equations involving two different fractional orders and impulses, i.e., problems (2.1), (3.1) and (3.2). This paper fills this gap in the literature.
This paper is organized as follows. In Section 2, we present some preliminary results. Consequently, problem (2.1) is reduced to an equivalent integral equation. Then, by using the fixed point theory, we study the existence and uniqueness of a Dirichlet boundary value problem for nonlinear Langevin equations involving two different fractional orders and impulses. In Section 3, we indicate some generalizations to nonlocal Dirichlet boundary value problems. The last section is devoted to an example illustrating the applicability of the imposed conditions. These results can be considered as a contribution to this emerging field.
2 Dirichlet boundary value problem
In this section, we consider the following Dirichlet boundary value problem:
For the sake of convenience, we introduce the following notations:
Definition 2.1 A function with its Caputo derivative of fractional order existing on is a solution of (2.1) if it satisfies (2.1).
Lemma 2.1 [1]
Let , then the fractional differential equation
has a solution
Lemma 2.2 [1]
Let , then
for some , , .
2.1 Existence result
Lemma 2.3 For any , a function u is a solution of the following Dirichlet boundary value problem:
if and only if u is a solution of the fractional integral equation
where
Proof Let , by (2.2), we have
We may apply Lemma 2.2 to reduce the equation (2.5) to an equivalent integral equation
for some .
Thus,
for some .
Similarly, by Lemma 2.2, we have
for some . Combining with , we get that .
Substituting the value of in (2.7), we have
for some .
If , then
for some .
Thus, we have
In view of and , we have
Hence,
By a similar process, we can get
and
By the same method, for , we have
By (2.12) and the condition , we have
Substituting the value of in (2.8) and (2.12) and letting , we can get (2.3). Conversely, assume that u is a solution of the impulsive fractional integral equation (2.3). Then by a direct computation, it follows that the solution given by (2.3) satisfies (2.2). This completes the proof. □
2.2 Nonlinear problem
Define the constant:
Theorem 2.1 Assume that
(H1) There exist constants () such that
Then problem (2.1) has a unique solution provided , where Λ is given by (2.14).
Proof Define the operator as follows:
where
Then the equation (2.1) has a solution if and only if the operator T has a fixed point.
Let . By (2.15), we have
Using the condition (H1), by computation, we can get
Thus, .
As , therefore, A is a contraction. Thus, the conclusion of the theorem follows by the contraction mapping principle. □
3 Nonlocal Dirichlet boundary value problems
In this section, we consider the following nonlocal Dirichlet boundary value problems:
and
For the forthcoming analysis, we need the following assumptions:
(H2) There exists a constant such that .
(H3) There exists a constant such that .
Theorem 3.1 Assume (H1), (H2) hold if , then problem (3.1) has a unique solution, where Λ is given by (2.14).
Theorem 3.2 Assume (H1), (H3) hold if , then problem (3.2) has a unique solution, where Λ is given by (2.14).
The proofs of Theorem 3.2 and Theorem 3.1 are similar. Here we only prove Theorem 3.1.
Proof We transform the problem (3.1) into a fixed point problem. Consider the operator as follows:
where
The rest of the proof is almost the same as that of Theorem 2.1, so we omit it. □
4 Example
The following example is a direct application of our main result.
Example 4.1 Consider the following Dirichlet boundary value problem of a nonlinear Langevin equation with two different fractional orders and impulses:
where , , , , , and .
Obviously, , and . Further,
Therefore, by Theorem 2.1, we can get that the above equation (4.1) has a unique solution on .
References
Kilbas AA, Srivastava HM, Trujillo JJ North-Holland Mathematics Studies 204. In Theory and Applications of Fractional Differential Equations. Elsevier, Amsterdam; 2006.
Podlubny I Mathematics in Science and Engineering. In Fractional Differential Equations. Academic Press, New York; 1999.
Sabatier J, Agrawal OP, Machado JAT (Eds): Advances in Fractional Calculus: Theoretical Developments and Applications in Physics and Engineering. Springer, Dordrecht; 2007.
Ahmad B, Nieto JJ: Sequential fractional differential equations with three-point boundary conditions. Comput. Math. Appl. 2012, 64: 3046–3052. 10.1016/j.camwa.2012.02.036
Kaslik E, Sivasundaram S: Non-existence of periodic solutions in fractional-order dynamical systems and a remarkable difference between integer and fractional-order derivatives of periodic functions. Nonlinear Anal., Real World Appl. 2012, 13: 1489–1497. 10.1016/j.nonrwa.2011.11.013
Guezane-Lakoud A, Khaldi R: Solvability of a fractional boundary value problem with fractional integral condition. Nonlinear Anal. 2012, 75: 2692–2700. 10.1016/j.na.2011.11.014
Zhou P, Zhu W: Function projective synchronization for fractional-order chaotic systems. Nonlinear Anal., Real World Appl. 2011, 12: 811–816. 10.1016/j.nonrwa.2010.08.008
Goodrich CS: Existence of a positive solution to systems of differential equations of fractional order. Comput. Math. Appl. 2011, 62: 1251–1268. 10.1016/j.camwa.2011.02.039
Agarwal RP, Benchohra M, Hamani S, Pinelas S: Boundary value problems for differential equations involving Riemann-Liouville fractional derivative on the half-line. Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 2011, 18: 235–244.
Baleanu D, Agarwal RP, Mustafa OG, Cosulschi M: Asymptotic integration of some nonlinear differential equations with fractional time derivative. J. Phys. A 2011., 44: Article ID 055203
Agarwal RP, Zhou Y, Wang J, Luo X: Fractional functional differential equations with causal operators in Banach spaces. Math. Comput. Model. 2011, 54: 1440–1452. 10.1016/j.mcm.2011.04.016
Wang G, Agarwal RP, Cabada A: Existence results and the monotone iterative technique for systems of nonlinear fractional differential equations. Appl. Math. Lett. 2012, 25: 1019–1024. 10.1016/j.aml.2011.09.078
Chen F, Nieto JJ, Zhou Y: Global attractivity for nonlinear fractional differential equations. Nonlinear Anal., Real World Appl. 2012, 13: 287–298. 10.1016/j.nonrwa.2011.07.034
Wang J, Zhou Y: A class of fractional evolution equations and optimal controls. Nonlinear Anal. 2011, 12: 262–272. 10.1016/j.nonrwa.2010.06.013
Wang G, Ntouyas SK, Zhang L: Positive solutions of the three-point boundary value problem for fractional-order differential equations with an advanced argument. Adv. Differ. Equ. 2011., 2011: Article ID 2
Wax N (Ed): Selected Papers on Noise and Stochastic Processes. Dover, New York; 1954.
Mazo R: Brownian Motion: Fluctuations, Dynamics and Applications. Oxford Univ. Press, Oxford; 2002.
Coffey WT, Kalmykov YP, Waldron JT: The Langevin Equation. 2nd edition. World Scientific, Singapore; 2004.
Kobolev V, Romanov E: Fractional Langevin equation to describe anomalous diffusion. Prog. Theor. Phys. Suppl. 2000, 139: 470–476.
Lim SC, Muniandy SV: Self-similar Gaussian processes for modeling anomalous diffusion. Phys. Rev. E 2002., 66: Article ID 021114
Picozzi S, West B: Fractional Langevin model of memory in financial markets. Phys. Rev. E 2002., 66: Article ID 046118
Lim SC, Li M, Teo LP: Locally self-similar fractional oscillator processes. Fluct. Noise Lett. 2007, 7: 169–179. 10.1142/S0219477507003817
Lim SC, Li M, Teo LP: Langevin equation with two fractional orders. Phys. Lett. A 2008, 372(42):6309–6320. 10.1016/j.physleta.2008.08.045
Lim SC, Teo LP: The fractional oscillator process with two indices. J. Phys. A 2009., 42(6): Article ID 065208
Ahmad B, Nieto JJ: Solvability of nonlinear Langevin equation involving two fractional orders with Dirichlet boundary conditions. Int. J. Differ. Equ. 2010., 2010: Article ID 649486
Ahmad B, Nieto JJ, 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. 10.1016/j.nonrwa.2011.07.052
Byszewski L, Lakshmikantham V: Theorem about the existence and uniqueness of a solution of a nonlocal abstract Cauchy problem in a Banach space. Appl. Anal. 1991, 40: 11–19. 10.1080/00036819008839989
Byszewski L: Theorems about existence and uniqueness of solutions of a semilinear evolution nonlocal Cauchy problem. J. Math. Anal. Appl. 1991, 162: 494–505. 10.1016/0022-247X(91)90164-U
Balachandran K, Trujillo JJ: The nonlocal Cauchy problem for nonlinear fractional integrodifferential equations in Banach spaces. Nonlinear Anal. 2010, 72: 4587–4593. 10.1016/j.na.2010.02.035
N’Guerekata GM: A Cauchy problem for some fractional abstract differential equation with nonlocal condition. Nonlinear Anal. 2009, 70: 1873–1876. 10.1016/j.na.2008.02.087
Feng M, Zhang X, Ge W: New existence results for higher-order nonlinear fractional differential equation with integral boundary conditions. Bound. Value Probl. 2011., 2011: Article ID 720702
Salem HAH: Fractional order boundary value problem with integral boundary conditions involving Pettis integral. Acta Math. Sci. 2011, 31: 661–672.
Ahmad B, Nieto JJ, Alsaedi A: Existence and uniqueness of solutions for nonlinear fractional differential equations with non-separated type integral boundary conditions. Acta Math. Sci. 2011, 31: 2122–2130.
Ahmad B, Nieto JJ: Existence results for nonlinear boundary value problems of fractional integrodifferential equations with integral boundary conditions. Bound. Value Probl. 2009., 2009: Article ID 708576
Ahmad B, Ntouyas SK, Alsaedi A: New existence results for nonlinear fractional differential equations with three-point integral boundary conditions. Adv. Differ. Equ. 2011., 2011: Article ID 107384
Benchohra M, Graef JR, Hamani S: Existence results for boundary value problems with nonlinear fractional differential equations. Appl. Anal. 2008, 87: 851–863. 10.1080/00036810802307579
Hamani S, Benchohra M, Graef JR: Existence results for boundary value problems with nonlinear fractional inclusions and integral conditions. Electron. J. Differ. Equ. 2010, 20: 1–16.
Liu X, Jia M, Wu B: Existence and uniqueness of solution for fractional differential equations with integral boundary conditions. Electron. J. Qual. Theory Differ. Equ. 2009, 69: 1–10.
Cabada A, Wang G: Positive solutions of nonlinear fractional differential equations with integral boundary value conditions. J. Math. Anal. Appl. 2012, 389: 403–411. 10.1016/j.jmaa.2011.11.065
Benchohra M, Hamani S, Ntouyas SK: Boundary value problems for differential equations with fractional order and nonlocal conditions. Nonlinear Anal. 2009, 71: 2391–2396. 10.1016/j.na.2009.01.073
Wang, G, Ahmad, B, Zhang, L: New existence results for nonlinear impulsive integro-differential equations of fractional order with nonlocal boundary conditions. Nonlinear Stud. (to appear)
Wang G, Ahmad B, Zhang L: Some existence results for impulsive nonlinear fractional differential equations with mixed boundary conditions. Comput. Math. Appl. 2011, 62: 1389–1397. 10.1016/j.camwa.2011.04.004
Wang G, Ahmad B, Zhang L: Impulsive anti-periodic boundary value problem for nonlinear differential equations of fractional order. Nonlinear Anal. 2011, 74: 792–804. 10.1016/j.na.2010.09.030
Zhang L, Wang G: Existence of solutions for nonlinear fractional differential equations with impulses and anti-periodic boundary conditions. Electron. J. Qual. Theory Differ. Equ. 2011., 2011: Article ID 7
Ahmad B, Wang G: A study of an impulsive four-point nonlocal boundary value problem of nonlinear fractional differential equations. Comput. Math. Appl. 2011, 62: 1341–1349. 10.1016/j.camwa.2011.04.033
Ahmad B, Nieto JJ: Existence of solutions for impulsive anti-periodic boundary value problems of fractional order. Taiwan. J. Math. 2011, 15: 981–993.
Ahmad B, Sivasundaram S: Existence of solutions for impulsive integral boundary value problems of fractional order. Nonlinear Anal. Hybrid Syst. 2010, 4: 134–141. 10.1016/j.nahs.2009.09.002
Agarwal RP, Ahmad B: Existence of solutions for impulsive anti-periodic boundary value problems of fractional semilinear evolution equations. Dyn. Contin. Discrete Impuls. Syst. Ser. A Math. Anal. 2011, 18: 457–470.
Mophou GM: Existence and uniqueness of mild solutions to impulsive fractional differential equations. Nonlinear Anal. 2010, 72: 1604–1615. 10.1016/j.na.2009.08.046
Tian Y, Bai Z: Existence results for the three-point impulsive boundary value problem involving fractional differential equations. Comput. Math. Appl. 2010, 59: 2601–2609. 10.1016/j.camwa.2010.01.028
Zhang X, Huang X, Liu Z: The existence and uniqueness of mild solutions for impulsive fractional equations with nonlocal conditions and infinite delay. Nonlinear Anal. Hybrid Syst. 2010, 4: 775–781. 10.1016/j.nahs.2010.05.007
Acknowledgements
We would like to express our gratitude to the anonymous reviewers and editors for their valuable comments and suggestions which have improved the quality of the present paper. The research was supported by the Natural Science Foundation for Young Scientists of Shanxi Province (2012021002-3), China.
Author information
Authors and Affiliations
Corresponding author
Additional information
Competing interests
The authors declare that they have no competing interests.
Authors’ contributions
All authors completed the paper together. All authors read and approved the final manuscript.
Rights and permissions
Open Access This article is distributed under the terms of the Creative Commons Attribution 2.0 International License ( https://creativecommons.org/licenses/by/2.0 ), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
About this article
Cite this article
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, 200 (2012). https://doi.org/10.1186/1687-1812-2012-200
Received:
Accepted:
Published:
DOI: https://doi.org/10.1186/1687-1812-2012-200