Electronic Journal of Differential Equations, Vol. 2010(2010), No. 31, pp. 1–10. ISSN: 1072-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu STABILITY FOR A NON-LOCAL NON-AUTONOMOUS SYSTEM OF FRACTIONAL ORDER DIFFERENTIAL EQUATIONS WITH DELAYS AHMED M. A. EL-SAYED, FATMA M. GAAFAR, EMAN M. A. HAMADALLA Abstract. In this article, we establish sufficient conditions for the existence, uniqueness and uniformly stability of solutions for a class of nonlocal nonautonomous system of fractional-order delay differential equations with several delays. 1. Introduction Let x(t) = (x1 (t), x2 (t), . . . , xn (t))0 , where 0 denoted the transpose of the matrix. Let α ∈ (0, 1] and i = 1, 2, . . . , n. Consider the nonlocal problem Dα xi (t) = n X aij (t)xj (t) + n X bij (t)xj (t − rj ) + hi (t), t>0 (1.1) j=1 j=1 x(t) = Φ(t) for t < 0, I β x(t)|t=0 = O, and lim Φ(t) = O t→0− β ∈ (0, 1] (1.2) (1.3) where Dα denoted the Riemann-Liouville derivative of order α; A(t) = (aij (t))n×n , B(t) = (bij (t))n×n , H(t) = (hi (t))n×1 , Φ(t) = (φi (t))n×1 are given matrices; O is the zero matrix; rj ≥ 0 are constants. Fractional differential equations has been studied by various researchers because they appear in various fields: physics, mechanics, engineering, electrochemistry, economics; see for example [5]-[8], [11]-[14] and references therein. In this work, we discuss the existence, uniqueness and stability of solution of the non-autonomous time-varying delay system (1.1)-(1.3). Abd El-Salam and El-Sayed [1] proved the existence of a unique uniformly stable solution for the nonautonomous system c Daα x(t) = A(t)x(t) + f (t) x(0) = x0 , t>0 where c Daα is the Caputo fractional derivatives (see [10]-[12]), A(t) and f (t) are continuous matrices. El-Sayed [3] proved the existence and uniqueness of the solution 2000 Mathematics Subject Classification. 34A12, 34A30, 34D20. Key words and phrases. Riemann-Liouvile derivatives; nonlocal non-autonomous system; time-delay system; stability analysis. c 2010 Texas State University - San Marcos. Submitted October 12, 2009. Published February 26, 2010. 1 2 A. M. A. EL-SAYED, F. M. GAAFAR, E. M. A. HAMADALLA EJDE-2010/31 u(t) of the problem c Daα u(t) + CDaβ u(t − r) = Au(t) + Bu(t − r), u(t) = g(t), 0≤β≤α≤1 t ∈ [a − r, a], r > 0 by the method of steps, where A, B, C are bounded operators defined on a Banach space X. Zhang [15] established the existence of a unique solution for the delay fractional differential equation Dα x(t) = A0 x(t) + A1 x(t − r) + f (t), t > 0, x(t) = φ(t), t ∈ [−r, 0] by the method of steps, where A0 , A1 are constant matrices. a study of finite time stability was shown there. Here we prove the existence of a unique solution for (1.1)-(1.3), of the form t<0 φi (t), xi (t) = 0, t=0 Pn α Pn I { j=1 aij (t)xj (t) + j=1 bij (t)xj (t − rj ) + hi (t)}, t > 0. This solution is in C((−∞, T ]), T < ∞, and is uniformly stable. 2. Preliminaries In this section, we introduce notation, definitions, and preliminary facts which are used thought this paper. Definition 2.1. The fractional (arbitrary) order integral of a function f ∈ L1 [a, b] of order α ∈ R+ is defined by Z t (t − s)α−1 f (s) ds. Iaα f (t) = Γ(α) a where Γ is the gamma function; see [9, 10, 11, 12]. Definition 2.2. The Riemann-liouville fractional (arbitrary) order derivatives of order α ∈ (n − 1, n) of the function f is defined by Z t dn 1 d Daα f (t) = n Ian−α f (t) = ( )n (t − s)n−α−1 f (s)ds, t ∈ [a, b]; dt Γ(n − α) dt a see [9, 10, 11, 12]. The concept of stability can be related to that of continuous dependence of solution on their initial value. Consider the non-autonomous linear system x0 (t) = A(t)x(t) (2.1) with the initial condition x(t0 ) = x0 . Definition 2.3. The solution x = 0 of (2.1) is called stable if for any > 0, t0 ≥ 0, there exist δ(, t0 ) > 0 such that kx(t, t0 , x0 )k < for t ≥ t0 as soon as kx0 k < δ. And the solution x = 0 of (2.1) will be called uniformly stable if δ(, t0 ) can be chosen independent of t0 : δ(, t0 ) ≡ δ(); see [2]. EJDE-2010/31 STABILITY FOR A NON-LOCAL PROBLEM 3 3. Existence and Uniqueness Let X = (Cn (I), k · k1 ), where Cn (I) be the class of P continuous column n-vectors n functions. For x ∈ Cn [0, T ], define the norm kxk = i=1 supt∈[0,T ] {e−N t |xi (t)|}. Pn Pn For a matrix B define the norm kBk = i=1 |bi | = i=1 supt,j |bij |. Theorem 3.1. Let aij , bij , hi , φi be in C(I). Then there exist a unique solution x ∈ X of (1.1)-(1.3) Proof. For t > 0, equation (1.1) can be written as n n X X d 1−α I xi (t) = aij (t)xj (t) + bij (t)xj (t − rj ) + hi (t) dt j=1 j=1 integrating both sides of the above equation, we obtain Z t X n n X I 1−α xi (t) − I 1−α xi (t)|t=0 = { aij (t)xj (t) + bij (s)xj (s − rj ) + hi (s)} ds 0 j=1 j=1 then I 1−α t Z { xi (t) = 0 n X aij (t)xj (t) + j=1 n X bij (s)xj (s − rj ) + hi (s)} ds . j=1 Applying the operator by I α , on both sides, Ixi (t) = I α+1 n X aij (t)xj (t) + n X bij (t)xj (t − rj ) + hi (t) j=1 j=1 differentiating both side, we obtain α xi (t) = I { n X aij (t)xj (t) + j=1 n X bij (t)xj (t − rj ) + hi (t)}, i = 1, 2, . . . , n (3.1) j=1 Now let F : X → X, defined by F xi = I α n X aij (t)xj (t) + j=1 n X bij (t)xj (t − rj ) + hi (t) j=1 then n n X X |F xi − F yi | = |I α { aij (t){xj (t) − yj (t)} + bij (t){xj (t − rj ) − yj (t − rj )}}| j=1 = t Z 0 + j=1 α−1 (t − s) Γ(α) n X n X { aij (s){xj (s) − yj (s)} j=1 bij (s){xj (s − rj ) − yj (s − rj )}}ds j=1 n (t − s)α−1 X |aij (s)||xj (s) − yj (s)|ds Γ(α) j=1 t Z ≤ 0 Z + 0 t n (t − s)α−1 X |bij (s)||xj (s − rj ) − yj (s − rj )|ds Γ(α) j=1 4 A. M. A. EL-SAYED, F. M. GAAFAR, E. M. A. HAMADALLA ≤ n X 0 Z j=1 t,∀j Z t n X 0 j=1 n X + j=1 n X (t − s)α−1 |xj (s − rj ) − yj (s − rj )|ds Γ(α) α−1 (t − s) Γ(α) ai ≤ ai t sup |bij (t)| + + (t − s)α−1 |xj (s) − yj (s)|ds Γ(α) sup |aij (t)| j=1 t,∀j n X ≤ t Z EJDE-2010/31 0 rj Z bi 0 Z t bi rj j=1 Z n t X |xj (s) − yj (s)|ds (t − s)α−1 |xj (s − rj ) − yj (s − rj )|ds Γ(α) (t − s)α−1 |xj (s − rj ) − yj (s − rj )|ds Γ(α) (t − s)α−1 |xj (s) − yj (s)|ds Γ(α) j=1 0 n Z t X + bi j=1 rj (t − s)α−1 |xj (s − rj ) − yj (s − rj )|ds Γ(α) and e−N t |F xi − F yi | n Z t X (t − s)α−1 −N (t−s) −N s ≤ ai e e |xj (s) − yj (s)|ds Γ(α) j=1 0 n Z t X (t − s)α−1 −N (t−s+rj ) −N (s−rj ) + bi e e |xj (s − rj ) − yj (s − rj )|ds Γ(α) j=1 rj Z t n X (t − s)α−1 −N (t−s) −N t ≤ ai sup{e |xj (t) − yj (t)|} e ds Γ(α) t 0 j=1 n Z t−rj X (t − θ − rj )α−1 −N (t−θ) −N θ e e |xj (θ) − yj (θ)|dθ + bi Γ(α) j=1 0 Z N t α−1 −u n X 1 u e ≤ ai sup{e−N t |xj (t) − yj (t)|} α du N Γ(α) t 0 j=1 Z t−rj n X (t − θ − rj )α−1 −N (t−θ) −N t + bi sup{e |xj (t) − yj (t)|} e dθ Γ(α) t 0 j=1 Z t−rj α−1 n X ai u ≤ α kx − yk + bi sup{e−N t |xj (t) − yj (t)|} e−N u e−N rj du N Γ(α) t 0 j=1 Z n X ai e−N rj N (t−rj ) uα−1 e−u −N t ≤ α kx − yk + bi sup{e |xj (t) − yj (t)|} du N Nα 0 Γ(α) t j=1 ≤ n X ai e−N rj kx − yk + b sup{e−N t |xj (t) − yj (t)|} i α N Nα t j=1 EJDE-2010/31 STABILITY FOR A NON-LOCAL PROBLEM ≤ n ai bi X kx − yk + sup e−N t |xj (t) − yj (t)| Nα N α j=1 t ≤ ai + bi kx − yk . Nα 5 Then kF x − F yk = ≤ n X i=1 n X i=1 ≤ sup e−N t |F xi − F yi | t ai + bi kx − yk Nα kAk + kBk kx − yk. Nα Now choose N large enough such that kAk+kBk < 1, so the map F : X → X is a Nα contraction and it has a fixed point x = F x and hence, there exist a unique column vector x ∈ X which is the solution of the integral equation (3.1). We now prove the equivalence between the integral equation (3.1) and the nonlocal problem (1.1)-(1.3). Indeed, since x ∈ Cn (I) and I 1−α x(t) ∈ Cn (I) applying the operator I 1−α on both sides of (3.1), we obtain n n X X I 1−α xi (t) = I 1−α I α { aij (t)xj (t) + bij (t)xj (t − rj ) + hi (t)}, j=1 i = 1, 2, . . . , n j=1 n n X X = I{ aij (t)xj (t) + bij (t)xj (t − rj ) + hi (t)} . j=1 j=1 Differentiating both sides, n n X X DI 1−α xi (t) = DI{ aij (t)xj (t) + bij (t)xj (t − rj ) + hi (t)}, . j=1 Then Dα xi (t) = n X aij (t)xj (t) + j=1 j=1 n X bij (t)xj (t − rj ) + hi (t), t>0 j=1 which proves the equivalence of (3.1) and (1.1). We want to prove that limt→0+ xi = 0. Since xj (s), aij (s), hi (s) are continuous on [0, T ], there exist constants lj , Lj , mi , Mi such that lj ≤ aij (s)xj (s) ≤ Lj and mi ≤ hi (s) ≤ Mi . We have Z t n n X (t − s)α−1 X α I { aij (t)xj (t) + hi (t)} = aij (s)xj (s) + hi (s) ds Γ(α) 0 j=1 j=1 which implies n X j=1 lj + mi Z 0 t n X (t − s)α−1 ds ≤ I α { aij (t)xj (t) + hi (t)} Γ(α) j=1 Z t n X (t − s)α−1 ≤{ Lj + Mi } ds Γ(α) 0 j=1 6 A. M. A. EL-SAYED, F. M. GAAFAR, E. M. A. HAMADALLA EJDE-2010/31 which in turn implies n X n n X X tα tα α { lj + mi } ≤I { aij (t)xj (t) + hi (t)} ≤ { Lj + Mi } Γ(α + 1) Γ(α + 1) j=1 j=1 j=1 and n X lim I α { aij (t)xj (t) + hi (t)} = 0. t→0+ j=1 Since bij (s), φj (s − rj ) are continuous on [0, rj ], there exist constants kj , Kj such that kj ≤ bij (s)φj (s − rj ) ≤ Kj . Also bij (s), xj (s − rj ) are continuous on [rj , T ], then there exist a constants kj∗ , KJ∗ such that kj∗ ≤ bij (s)xj (s − rj ) ≤ Kj∗ . Let k = min∀j {kj , kj∗ } and K = max∀j {Kj , Kj∗ }, we have Iα n X bij (t)xj (t − rj ) j=1 Z n (t − s)α−1 X bij (s)xj (s − rj )ds Γ(α) j=1 t = 0 Z rj = 0 Z t n n (t − s)α−1 X (t − s)α−1 X bij (s)φj (s − rj )ds + bij (s)xj (s − rj )ds Γ(α) Γ(α) rj j=1 j=1 which implies n X Z Z t n X (t − s)α−1 (t − s)α−1 ∗ ds + kj ds Γ(α) Γ(α) rj j=1 rj kj 0 j=1 ≤ Iα n X bij (t)xj (t − rj ) j=1 ≤ n X j=1 rj Z Kj 0 Z t n X (t − s)α−1 (t − s)α−1 ds + Kj∗ ds Γ(α) Γ(α) rj j=1 which implies n X kj j=1 ≤ n X j=1 n n X tα (t − rj )α X ∗ (t − rj )α + kj bij (t)xj (t − rj ) − ≤ Iα Γ(α + 1) Γ(α + 1) Γ(α + 1) j=1 j=1 Kj n tα (t − rj )α X ∗ (t − rj )α − + Kj . Γ(α + 1) Γ(α + 1) Γ(α + 1) j=1 Then k n X tα tα ≤ Iα bij (t)xj (t − rj ) ≤ K Γ(α + 1) Γ(α + 1) j=1 and lim+ I α t→0 Then from (3.1) limt→0+ xi = 0. n X bij (t)xj (t − rj ) = 0. j=1 EJDE-2010/31 STABILITY FOR A NON-LOCAL PROBLEM 7 Now for t ∈ (−∞, T ], T < ∞, the solution of (1.1)-(1.3) takes the form t<0 φi (t), xi (t) = 0, t=0 Pn α Pn I { j=1 aij (t)xj (t) + j=1 bij (t)xj (t − rj ) + bi (t)}, t > 0 4. Stability In this section we study the stability of the solution of the nonlocal problem (1.1)-(1.3). Definition 4.1. The solution of the non-autonomous linear system (1.1) is stable if for any > 0, there exist δ > 0 such that for any two solutions x(t) = (x1 (t), x2 (t), . . . , xn (t))0 and x e(t) = (e x1 (t), x e2 (t), . . . , x en (t))0 with the initial conβ e ditions (1.2)-(1.3) and {I x e(t)|t=0 = 0, β ∈ (0, 1], x e(t) = Φ(t) for t < 0 and e e limt→0 Φ(t) = O}, respectively, one has kΦ(t) − Φ(t)k ≤ δ, then kx(t) − x e(t)k < for all t ≥ 0. Theorem 4.2. The solution of the nonlocal delay system (1.1)-(1.3) is uniformly stable. Proof. Let x(t) and x e(t) be two solutions of the system (1.1) under the conditions β e e = O, respectively. (1.2)-(1.3) and I x e(t)|t=0 = 0, x e(t) = Φ(t), t < 0 and limt→0 Φ(t) Then for t > 0, from (3.1), we have |xi − x ei | = |I α { n X aij (t)(xj (t) − x ej (t)) + j=1 t Z ≤ 0 + ≤ n (t − s)α−1 X { |aij (s)||xj (s) − x ej (s)| Γ(α) j=1 n X |bij (s)||xj (s − rj ) − x ej (s − rj )|}ds j=1 n X t Z (t − s)α−1 |xj (s) − x ej (s)|ds Γ(α) sup |aij (t)| 0 Z sup |bij (t)| + j=1 t,∀j n X Z t 0 j=1 n X + j=1 n X j=1 and e−N t |xi − x ei | t (t − s)α−1 |xj (s − rj ) − x ej (s − rj )|ds Γ(α) (t − s)α−1 |φj (s) − φej (s)| ds Γ(α) ai + bij (t)(xj (t − rj ) − x ej (t − rj )}| j=1 j=1 t,∀j n X ≤ n X 0 Z rj bi 0 Z t bi rj (t − s)α−1 |φj (s − rj ) − φej (s − rj )|ds Γ(α) (t − s)α−1 |xj (s − rj ) − x ej (s − rj )|ds Γ(α) 8 A. M. A. EL-SAYED, F. M. GAAFAR, E. M. A. HAMADALLA ≤ ai n Z X t EJDE-2010/31 (t − s)α−1 −N (t−s) −N s e e |xj (s) − x ej (s)|ds Γ(α) j=1 0 n Z rj X + bi j=1 0 n Z t X (t − s)α−1 −N (t−s+rj ) −N (s−rj ) e e |φj (s − rj ) − φej (s − rj )|ds Γ(α) (t − s)α−1 −N (t−s+rj ) −N (s−rj ) e e |xj (s − rj ) − x ej (s − rj )|ds Γ(α) j=1 rj Z t n X (t − s)α−1 −N (t−s) −N t ≤ ai e sup{e |xj (t) − x ej (t)|} ds Γ(α) t 0 j=1 n Z 0 X (t − θ − rj )α−1 −N (t−θ) −N θ e e |φj (θ) − φej (θ)|dθ + bi Γ(α) j=1 −rj n Z t−rj X (t − θ − rj )α−1 −N (t−θ) −N θ + bi e e |xj (θ) − x ej (θ)|dθ Γ(α) j=1 0 Z N t α−1 −u ai u e ej (t)k du ≤ α kxj (t) − x N Γ(α) 0 Z 0 n X (t − θ − rj )α−1 −N (t−θ) −N t e + bi sup{e |φj (t) − φj (t)|} e dθ Γ(α) t −rj j=1 Z t−rj n X (t − θ − rj )α−1 −N (t−θ) + bi sup{e−N t |xj (t) − x ej (t)|} e dθ Γ(α) t 0 j=1 + bi ≤ ≤ ai kxj (t) − x ej (t)k Nα Z n X e−N rj N t uα−1 e−N u + bi sup{e−N t |φj (t) − φej (t)|} du α N Γ(α) t N (t−rj ) j=1 Z n X e−N rj N (t−rj ) uα−1 e−u + bi du sup{e−N t |xj (t) − x ej (t)|} Nα 0 Γ(α) t j=1 n ai bi X −N rj kx (t) − x e (t)k + e sup{e−N t |xj (t) − x ej (t)|} j j Nα N α j=1 t + ≤ n ai bi X kx (t) − x e (t)k + sup{e−N t |xj (t) − x ej (t)|} j j Nα N α j=1 t + ≤ n bi X −N rj e sup{e−N t |φj (t) − φej (t)|} N α j=1 t n bi X sup{e−N t |φj (t) − φej (t)|} N α j=1 t ai + bi bi e . kx − x ek + α kΦ − Φk Nα N EJDE-2010/31 STABILITY FOR A NON-LOCAL PROBLEM 9 Then kx − x ek = ≤ n X i=1 n X i=1 ≤ sup e−N t |xi − x ei t n X ai + bi bi e kx − x e k + kΦ − Φk α Nα N i=1 kAk + kBk kBk e kx − x ek + α kΦ − Φk; α N N i.e., 1− kAk + kBk kAk e kx − x ek ≤ α kΦ − Φk α N N and kAk + kBk −1 e kx − x ek ≤ 1 − kΦ − Φk; Nα −1 e < δ, we can find = 1 − kAk+kBk therefore, for δ > 0 such that kΦ − Φk δ such Nα that kx − x ek ≤ which proves that the solution x(t) is uniformly stable. 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Zhang; Some results of linear fractional order time-delay system, Appl. Math. Comput. 197 (2008), 407-411. Ahmed M. A. El-Sayed Faculty of Science, Alexandria University, Alexandria, Egypt E-mail address: amasayed@hotmail.com 10 A. M. A. EL-SAYED, F. M. GAAFAR, E. M. A. HAMADALLA EJDE-2010/31 Fatma M. Gaafar Faculty of Science, Damanhour, Alexandria University, Alexandria, Egypt E-mail address: gaafarfatma@yahoo.com Eman M. A. Hamadalla Faculty of Science, Alexandria University, Alexandria, Egypt E-mail address: emanhamdalla@hotmail.com