Bulletin of Mathematical Analysis and Applications ISSN: 1821-1291, URL: http://www.bmathaa.org Volume 2 Issue 4(2010), Pages 7-15. EXISTENCE RESULTS FOR NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS WITH INTEGRAL BOUNDARY CONDITIONS (DEDICATED IN OCCASION OF THE 70-YEARS OF PROFESSOR HARI M. SRIVASTAVA) MOUFFAK BENCHOHRA, FATIMA OUAAR Abstract. The Banach contraction principle and Schauder’s the ο¬xed point theorem are used to investigate the existence of solutions for fractional order diο¬erential equations with integral conditions. 1. Introduction This paper is concerned with the existence of solutions, for boundary value problems (BVP for short), for fractional diο¬erential equations with mixed boundary conditions. In Section 3, we will consider the BVP of the form π π·πΌ π¦(π‘) = π (π‘, π¦(π‘)), for each π‘ ∈ π½ := [0, π ], ∫ π π¦(0) + π π¦(π )ππ = π¦(π ), πΌ ∈ (0, 1], (1.1) (1.2) 0 where π π·πΌ is the Caputo fractional derivative, and π : π½ × β → β, is a given function satisfying some assumptions that will be speciο¬ed later and π ∈ β∗ . Diο¬erential equations of fractional order have recently proved to be valuable tools in the modeling of many phenomena in various ο¬elds of science and engineering. Indeed, we can ο¬nd numerous applications in viscoelasticity, electrochemistry, control, porous media, electromagnetic, etc. (see [9, 10, 11, 19, 20, 22]). There has been a signiο¬cant development in fractional diο¬erential equations in recent years; see the monographs of Kilbas et al. [13], Lakshmikantham et al. [14], Miller and Ross [21], Podlubny [22], Samko et al. [24] and the papers of Agarwal et al. [1], Benchohra et al. [2, 3, 4], Delbosco and Rodino [5], Diethelm et al. [6, 7], Kilbas and Marzan [12], Mainardi [19], Podlubny et al. [23], Yu and Gao [26] and the references therein. Very recently, some basic theory for initial value problems for fractional diο¬erential 2000 Mathematics Subject Classiο¬cation. 26A33, 34B15. Key words and phrases. Caputo fractional derivative, fractional integral, existence, Green’s function, ο¬xed poin. c β2010 Universiteti i PrishtineΜs, PrishtineΜ, KosoveΜ. Submitted August 05, 2010. Published September 15, 2010. 7 8 M. BENCHOHRA, F. OUAAR equations involving the Riemann-Liouville diο¬erential operator of order πΌ ∈ (0, 1] was discussed by Lakshmikantham and Vatsala [15, 16, 17]. The Green functions for linear boundary-value problems for ordinary diο¬erential equations with suο¬ciently smooth coeο¬cients have been investigated in detail in several studies [18, 25]. In this work, analogously with boundary-value problems for diο¬erential equations of integer order, we ο¬rst derive the corresponding Green’s function-named by fractional Green’s function. Later, we give existence and uniqueness results for BVP (1.1)- (1.2) using appropriate ο¬xed point theorems. Finally, some examples are given to illustrate the applicability of our assumptions. 2. Preliminaries In this section, we present some deο¬nitions, lemmas and notation which will be used in our theorems. By πΆ(π½, β) we denote the Banach space of all continuous functions from π½ into β with the norm β₯π¦β₯∞ := sup{β£π¦(π‘)β£ : π‘ ∈ π½}, where β£ ⋅ β£ denotes a suitable complete norm on β. Deο¬nition 2.1. The fractional primitive of order πΌ > 0 of a Lebesgue measurable function β : β+ → β is given by ∫ π‘ 1 πΌ (π‘ − π )πΌ−1 β(π )ππ , πΌ β(π‘) = Γ(πΌ) 0 provided that the integral exists, where Γ is the gamma function. Deο¬nition 2.2. [13]. For a function β given on the interval [0, ∞), the Caputo fractional-order derivative of β of order πΌ is deο¬ned by ∫ π‘ 1 π πΌ π· β(π‘) = (π‘ − π )π−πΌ−1 β(π) (π )ππ . Γ(π − πΌ) 0 Here π = [πΌ] + 1 where [πΌ] denotes the integer part of πΌ. For the existence of solutions for the problem (1.1)–(1.2), we need the following auxiliary lemmas: Lemma 2.3. [27] Let πΌ > 0; then the diο¬erential equation π π·πΌ β(π‘) = 0 has solutions β(π‘) = π0 + π1 π‘ + π2 π‘2 + . . . + ππ−1 π‘π−1 , ππ ∈ β, π = 0, 1, 2, . . . , π − 1, π = [πΌ] + 1. Lemma 2.4. [27] Let πΌ > 0; then πΌ πΌ π π·πΌ β(π‘) = π0 + π1 π‘ + π2 π‘2 + . . . + ππ−1 π‘π−1 for some ππ ∈ β, π = 0, 1, 2, . . . , π − 1, π = [πΌ] + 1. NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS 9 3. Main Results In this section, we are concerned with the existence of solutions for the BVP (1.1)-(1.2). Deο¬nition 3.1. A function π¦ ∈ πΆ(π½, β) is said to be a solution of (1.1)–(1.2) if π¦ satisο¬es the equation π π·πΌ π¦(π‘) = π (π‘, π¦(π‘)) on π½, and the condition (1.2). For the existence results for the problem (1.1)-(1.2) we need the following auxiliary lemma. Lemma 3.2. Let 0 < πΌ ≤ 1 and let β ∈ πΆ(π½, β) be a given function. Then the boundary-value problem π πΌ π· π¦(π‘) = β(π‘), π‘ ∈ π½, (3.1) ∫ π π¦(0) + π π¦(π )ππ = π¦(π ), π ∈ β∗ , (3.2) 0 has a unique solution given by ∫ π¦(π‘) = π πΊ(π‘, π )β(π )ππ , (3.3) 0 where πΊ(π‘, π ) is the Green’s function deο¬ned by πΊ(π‘, π ) = β§ −(π − π )πΌ + πΌπ (π‘ − π )πΌ−1 (π − π )πΌ−1   + , if 0 ≤ π < π‘,   β¨ π Γ(πΌ + 1) π πΓ(πΌ)   −(π − π )πΌ (π − π )πΌ−1   + , β© π Γ(πΌ + 1) π πΓ(πΌ) (3.4) if π‘ ≤ π < π. Proof. By Lemma 2.4, we can reduce the problem (3.1)-(3.2) to an equivalent integral equation ∫ π‘ (π‘ − π )πΌ−1 π¦(π‘) = πΌ πΌ β(π‘) − π0 = β(π )ππ − π0 , Γ(πΌ) 0 for some constant π0 ∈ β. We have by integration (using Fubini’s integral theorem) ) ∫ π ∫ π (∫ π‘ (π‘ − π )πΌ−1 π¦(π )ππ = β(π )ππ − π0 ππ Γ(πΌ) 0 ) ∫0 π (∫0 π (π − π )πΌ−1 ππ β(π )ππ − π0 π = Γ(πΌ) 0 π ∫ π (π − π )πΌ = β(π )ππ − π0 π. πΌΓ(πΌ) 0 Applying the boundary condition (3.2), we have π¦(0) = −π0 ∫ π¦(π ) = 0 that is 1 π0 = π ∫ 0 π ( π (π − π )πΌ−1 β(π )ππ − π0 Γ(πΌ) (π − π )πΌ−1 (π − π )πΌ − + πΓ(πΌ) Γ(πΌ + 1) ) β(π )ππ . 10 M. BENCHOHRA, F. OUAAR Therefore, the unique solution of (3.1)-(3.2) is ) ∫ π‘ ∫ ( (π‘ − π )πΌ−1 1 π −(π − π )πΌ (π − π )πΌ−1 π¦(π‘) = β(π )ππ + + β(π )ππ , π 0 Γ(πΌ + 1) πΓ(πΌ) ) ∫0 π‘ ( Γ(πΌ) πΌ −(π − π ) + πΌπ (π‘ − π )πΌ−1 (π − π )πΌ−1 = + β(π )ππ π Γ(πΌ + 1) π πΓ(πΌ) ) ∫0 π ( (π − π )πΌ−1 −(π − π )πΌ + β(π )ππ + π πΓ(πΌ) ∫π‘ π π Γ(πΌ + 1) = πΊ(π‘, π )β(π )ππ 0 which completes the proof. β‘ ∫π Remark. The function π‘ ∈ π½ 7→ 0 β£πΊ(π‘, π )β£ππ is continuous on π½, and hence is bounded. Let {∫ } π ˆ = sup πΊ β£πΊ(π‘, π )β£ππ , π‘ ∈ π½ . 0 Our ο¬rst result is based on Banach’s ο¬xed point theorem [8]. Theorem 3.3. Assume that (H1) there exists π > 0 such that β£π (π‘, π’) − π (π‘, π£)β£ ≤ πβ£π’ − π£β£, for π‘ ∈ π½ and every π’, π£ ∈ β. If ˆ < 1, ππΊ (3.5) then there exists a unique solution for the BVP (1.1)–(1.2). Proof. Consider the operator π : πΆ(π½, β) −→ πΆ(π½, β) deο¬ned by ∫ π π (π¦)(π‘) = πΊ(π‘, π )π (π , π¦(π ))ππ , 0 where πΊ(π‘, π ) is the Green’s function given by (3.4). Clearly, from Lemma 3.2, the ο¬xed points of π are solutions to (1.1)–(1.2). We shall show that π is a contraction. Consider π₯, π¦ ∈ πΆ(π½, β). Then, for each π‘ ∈ π½ we have ∫ π β£π (π₯)(π‘) − π (π¦)(π‘)β£ ≤ β£πΊ(π‘, π )β£β£π (π , π₯(π )) − π (π , π¦(π ))β£ππ 0 ∫ π ≤ πβ₯π₯ − π¦β₯∞ β£πΊ(π‘, π )β£ππ 0 ≤ ˆ − π¦β₯∞ . π πΊβ₯π₯ Thus, we obtain that β₯π (π₯) − π (π¦)β₯∞ ≤ πΏ β₯π₯ − π¦β₯∞ , where ˆ < 1. πΏ := π πΊ Our theorem is proved. β‘ Now we give an existence result based on the Schauder’s ο¬xed point theorem [8]. NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS 11 Theorem 3.4. The BVP (1.1)-(1.2) has at least one solution if the following conditions hold. (C1 ) The function π : π½ × β → β is continuous. (C2 ) There exist π ∈ πΆ(π½, β+ ) and π : [0, ∞) −→ (0, ∞) continuous and nondecreasing such that β£π (π‘, π’)β£ ≤ π(π‘)π(β£π’β£), for π‘ ∈ π½ and each π’ ∈ β. (C3 ) There exists a constant π > 0 such that π ˆ π∗ π(π )πΊ > 1, (3.6) where π∗ = sup{π(π ), π ∈ π½}. Proof. Let C = {π¦ ∈ πΆ(π½, β), β₯π¦β₯∞ ≤ π }, where π is the constant from (C3 ). It is clear that C is a closed, convex subset of πΆ(π½, β). We shall show that the operator π satisο¬es conditions of Schauder’s ο¬xed point theorem. Step 1: π is continuous. Let {π¦π } be a sequence such that π¦π → π¦ in πΆ(π½, β). Then for each π‘ ∈ π½ ∫ β£π π¦π (π‘) − π π¦(π‘)β£ π ≤ β£πΊ(π‘, π )β£β£π (π , π¦π (π )) − π (π , π¦(π ))β£ππ . 0 Since π is continuous, the Lebesgue dominated convergence theorem implies that β₯π (π¦π ) − π (π¦)β₯∞ → 0 ππ π → ∞. Step 2: π maps C into a bounded set of πΆ(π½, β). Let π¦ ∈ C; then for each π‘ ∈ π½, (C2 ) implies ∫ π β£π π¦(π‘)β£ ≤ β£πΊ(π‘, π )β£β£π (π , π¦(π ))β£ππ 0 ≤ π∗ π(β₯π¦β₯∞ ) ∫ π β£πΊ(π‘, π )β£ππ . 0 Thus, ˆ := β. β₯π π¦β₯∞ ≤ π∗ π(π ) πΊ Step 3: π maps C into a equicontinuous set of πΆ(π½, β). 12 M. BENCHOHRA, F. OUAAR Let π¦ ∈ C, π‘1 , π‘2 ∈ π½, π‘1 < π‘2 ; then ∫ ∫ π π πΊ(π‘2 , π )π (π , π¦(π ))ππ − πΊ(π‘1 , π )π (π , π¦(π ))ππ β£π π¦(π‘2 ) − π π¦(π‘1 )β£ = 0 0 ∫ π ≤ β£πΊ(π‘2 , π ) − πΊ(π‘1 , π )β£β£π (π , π¦(π ))β£ππ 0 ] [∫ π ∗ β£πΊ(π‘2 , π ) − πΊ(π‘1 , π )β£ππ . ≤ π π(π ) 0 As π‘1 → π‘2 , the right hand side of the above inequality tends to zero. By the Arzela-Ascoli theorem, π is completely continuous. Step 4: π (C) ⊂ C. Let π¦ ∈ C. We will show that π π¦ ∈ C. For each π‘ ∈ π½, we have ∫ π β£π π¦(π‘)β£ ≤ β£πΊ(π‘, π )β£β£π (π , π¦(π ))β£ππ 0 ≤ π∗ π(β₯π¦β₯∞ ) ∫ π β£πΊ(π‘, π )β£ππ . 0 Thus, ˆ β₯π π¦β₯∞ ≤ π∗ π(π )πΊ. By (3.6), we have β₯π π¦β₯∞ ≤ π. Therefore, we deduce that π has a ο¬xed point π¦ which is a solution of BVP (1.1)-(1.2). β‘ 4. Examples Exemple 4.1. Consider the fractional boundary value problem π π·πΌ π¦(π‘) = π−π‘ β£π¦(π‘)β£, π‘ ∈ π½ := [0, 1], πΌ ∈ (0, 1], 10(1 + ππ‘ ) ∫ π¦(0) + 1 π¦(π )ππ = π¦(1). 0 Set π (π‘, π₯) = (4.1) π−π‘ π₯, (π‘, π₯) ∈ π½ × [0, ∞). 10(1 + ππ‘ ) Let π₯, π¦ ∈ [0, ∞) and π‘ ∈ π½. Then we have β£π (π‘, π₯) − π (π‘, π¦)β£ = ≤ π−π‘ β£π₯ − π¦β£ 10(1 + ππ‘ ) 1 β£π₯ − π¦β£. 20 (4.2) NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS Hence the condition (π»1) holds with π = πΊ(π‘, π ) = 13 1 . From (3.4), πΊ is given by 20 β§ (π‘ − π )πΌ−1 (1 − π )πΌ−1 −(1 − π )πΌ   + + ,   β¨ Γ(πΌ + 1) Γ(πΌ) Γ(πΌ) 0 ≤ π < π‘,   (1 − π )πΌ−1 −(1 − π )πΌ   + , β© Γ(πΌ + 1) Γ(πΌ) π‘ ≤ π < 1. (4.3) From (4.3) we have ∫ 1 ∫ πΊ(π‘, π )ππ = π‘ ∫ πΊ(π‘, π )ππ + 0 0 = 1 πΊ(π‘, π )ππ π‘ (1 − π‘)πΌ+1 (1 − π‘)πΌ 1 π‘πΌ − − + Γ(πΌ + 2) Γ(πΌ + 1) Γ(πΌ + 2) Γ(πΌ + 1) 1 (1 − π‘)πΌ+1 (1 − π‘)πΌ + − + . Γ(πΌ + 1) Γ(πΌ + 2) Γ(πΌ + 1) It is easy to see that ˆ< πΊ 4 3 + . Γ(πΌ + 1) Γ(πΌ + 2) Then condition (3.5) is satisο¬ed for appropriate values of πΌ ∈ (0, 1] with π = π = 1. Theorem 3.3 implies that BVP (4.1)-(4.2) has a unique solution. Exemple 4.2. Consider now the fractional diο¬erential equation π π·πΌ π¦(π‘) = ππ‘ β£π¦(π‘)β£πΎ , π‘ ∈ π½ := [0, 1], πΌ ∈ (0, 1], 7 + ππ‘ ∫ 1 π¦(π )ππ = π¦(1), π¦(0) + (4.4) (4.5) 0 where πΎ ∈ (0, 1). Set π (π‘, π₯) = ππ‘ π₯πΎ , (π‘, π₯) ∈ π½ × [0, ∞), 7 + ππ‘ π(π‘) = ππ‘ , for each π‘ ∈ π½, 7 + ππ‘ and π(π₯) = π₯πΎ , for each π₯ ∈ [0, ∞). Conditions (πΆ1) and (πΆ2) are satisο¬ed with π = π = 1. A simple calculation shows that condition (3.6) is satisο¬ed for some constant π > 1. Since all the conditions of Theorem 3.4 are satisο¬ed, BVP (4.4)–(4.5) has at least one solution π¦ on π½. Acknowledgement: The authors are grateful to the referee for the careful reading of the paper. 14 M. BENCHOHRA, F. OUAAR References [1] R.P Agarwal, M. Benchohra and S. Hamani, A survey on existence result for boundary value problems of nonlinear fractional diο¬erential equations and inclusions, Acta. Appl. Math. 109 (2010), 973-1033. [2] M. Benchohra, J. R. Graef and S. Hamani, Existence results for boundary value problems with non-linear fractional diο¬erential equations, Appl. Anal. 87 (7) (2008), 851-863. [3] M. Benchohra, S. Hamani and S.K. Ntouyas, Boundary value problems for diο¬erential equations with fractional order, Surv. Math. Appl. 3 (2008), 1-12. [4] M. Benchohra S. Hamani and S.K. Ntouyas, Boundary value problems for diο¬erential equations with fractional order and nonlocal conditions, Nonlinear Anal., TMA 71 (2009), 23912396. [5] D. Delbosco and L. Rodino, Existence and uniqueness for a nonlinear fractional diο¬erential equation, J. Math. Anal. Appl. 204 (1996), 609-625. [6] K. Diethelm and N. J. Ford, Analysis of fractional diο¬erential equations, J. Math. Anal. Appl. 265 (2002), 229-248. [7] K. Diethelm and G. Walz, Numerical solution of fractional order diο¬erential equations by extrapolation, Numer. Algorithms 16 (1997), 231-253. [8] A. Granas and J. Dugundji, Fixed Point Theory, Springer-Verlag, New York, 2003. [9] L. Gaul, P. Klein and S. Kempο¬e, Damping description involving fractional operators, Mech. Systems Signal Processing 5 (1991), 81-88. [10] W. G. Glockle and T. F. Nonnenmacher, A fractional calculus approach of self-similar protein dynamics, Biophys. J. 68 (1995), 46-53. [11] R. Hilfer, Applications of Fractional Calculus in Physics, World Scientiο¬c, Singapore, 2000. [12] A. Kilbas and S. A. Marzan, Nonlinear diο¬erential equations with the Caputo fractional derivative in the space of continuously diο¬erentiable functions, Diο¬erential Equations 41 (2005), 84-89. [13] A. Kilbas, Hari M. Srivastava, and Juan J. Trujillo, Theory and Applications of Fractional Diο¬erential Equations. North-Holland Mathematics Studies, 204. Elsevier Science B.V., Amsterdam, 2006. [14] V. Lakshmikantham, S. Leela and J. Vasundhara, Theory of Fractional Dynamic Systems, Cambridge Academic Publishers, Cambridge, 2009. [15] V. Lakshmikantham, and A.S. Vatsala, Basic theory of fractional diο¬erential equations, Nonlinear Anal. 69 (2008), 2677–2682. [16] V. Lakshmikantham, and A.S. Vatsala, Theory of fractional diο¬erential inequalities and applications, Commun. Appl. Anal. 11 (3-4) (2007), 395-402. [17] V. Lakshmikantham and A.S. Vatsala, General uniqueness and monotone iterative technique for fractional diο¬erential equations, Appl. Math. Lett. 21 (2008), 828–834. [18] X. Liu, W. Jiang, and Y. Guo, Multi-point boundary value problems for higher order diο¬erential equations, Appl. Math. E-Notes, 4 (2004), 106-113. [19] F. Mainardi, Fractional calculus: Some basic problems in continuum and statistical mechanics, in ”Fractals and Fractional Calculus in Continuum Mechanics” (A. Carpinteri and F. Mainardi, Eds), pp. 291-348, Springer-Verlag, Wien, 1997. [20] F. Metzler, W. Schick, H. G. Kilian and T. F. Nonnenmacher, Relaxation in ο¬lled polymers: A fractional calculus approach, J. Chem. Phys. 103 (1995), 7180-7186. [21] K. S. Miller and B. Ross, An Introduction to the Fractional Calculus and Diο¬erential Equations, John Wiley, New York, 1993. [22] I. Podlubny, Fractional Diο¬erential Equations, Academic Press, San Diego, 1999. [23] I. Podlubny, I. PetrasΜ, B. M. Vinagre, P. O’Leary and L. DorcΜak, Analogue realizations of fractional-order controllers. Fractional order calculus and its applications, Nonlinear Dynam. 29 (2002), 281-296. [24] S. G. Samko, A. A. Kilbas and O. I. Marichev, Fractional Integrals and Derivatives. Theory and Applications, Gordon and Breach, Yverdon, 1993. [25] I. Stakgold, Green’s Functions and Boundary Value Problems, Wiley Interscience, New York, 1979. [26] C. Yu and G. Gao, Existence of fractional diο¬erential equations, J. Math. Anal. Appl. 310 (2005), 26-29. NONLINEAR FRACTIONAL DIFFERENTIAL EQUATIONS 15 [27] S. Zhang, Positive solutions for boundary-value problems of nonlinear fractional diο¬rential equations, Electron. J. Diο¬erential Equations 2006, No. 36, 12 pp. Mouffak Benchohra Laboratoire de MatheΜmatiques, UniversiteΜ de Sidi Bel-AbbeΜs,, B.P. 89, 22000, Sidi BelAbbeΜs, AlgeΜrie E-mail address: benchohra@univ-sba.dz Fatima Ouaar Laboratoire de MatheΜmatiques, UniversiteΜ de Sidi Bel-AbbeΜs,, B.P. 89, 22000, Sidi BelAbbeΜs, AlgeΜrie E-mail address: ouaarfatima@yahoo.fr